Rebalance — Jul 27, 2020
weekly rebalance · 4 positions · +1 added, −1 removed, 3 adjusted
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Composition on 2020-07-27
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
Symbol
Allocation
Score
Rank
Status
BTC/USDT
12.57%
3.71
#1
● New
ADA/USDT
12.57%
4.02
#4
● Held
BNB/USDT
12.57%
4.26
#3
● Held
ETH/USDT
12.57%
5.19
#2
● Held
Signal Changes
Added (1)
BTC/USDT
12.57%(was 0.00%)
Entered portfolio (rank #1, weight 12.57%), score: 3.71, (was 2.33, change: +1.38)
Donchian Trend: 0.71Momentum 7d: 0.71Inv. Vol. 30: 0.86
Removed (1)
LINK/USDT
0.00%(was 12.46%)
Removed from portfolio (was rank #3, weight 12.46%), score changed: 5.19 → 3.67 (-1.52)
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.71Mean Reversion 20: 0.86
Holdings With Score Updates (3)
ADA/USDT
12.57%(was 12.46%)
Maintained rank #4, weight: 12.4619% → 12.5708% (+0.1090%, +0.87%), score: 4.07 → 4.02 (-0.05, -1.17%)
volume momentum 20 percentile: 0.57Momentum 7d: 0.57momentum 21 percentile: 0.57
BNB/USDT
12.57%(was 12.46%)
Declined rank: #2 → #3 (1), weight: 12.4619% → 12.5708% (+0.1090%, +0.87%), score: 3.29 → 4.26 (+0.98, +29.71%)
volume momentum 20 percentile: 0.71Donchian Trend: 0.57Inv. Vol. 30: 0.71
ETH/USDT
12.57%(was 12.46%)
Declined rank: #1 → #2 (1), weight: 12.4619% → 12.5708% (+0.1090%, +0.87%), score: 3.69 → 5.19 (+1.50, +40.65%)
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86