Rebalance — Sep 21, 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 2020-09-21
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
10.11%
4.43
#1
● New
SOL/USDT
10.11%
3.31
#4
● Held
BNB/USDT
10.11%
4.31
#3
● Held
ETH/USDT
10.11%
3.98
#2
● Held
Signal Changes
Added (1)
BTC/USDT
10.11%(was 0.00%)
Entered portfolio (rank #1, weight 10.11%), score: 4.43, (was 2.67, change: +1.76)
Donchian Trend: 0.86Momentum 7d: 0.71momentum 21 percentile: 0.57
Removed (1)
LINK/USDT
0.00%(was 10.90%)
Removed from portfolio (was rank #4, weight 10.90%), score changed: 4.38 → 1.19 (-3.19)
Mean Reversion 20: 0.71Donchian Trend: 0.29Inv. Vol. 30: 0.29
Holdings With Score Updates (3)
SOL/USDT
10.11%(was 10.90%)
Declined rank: #3 → #4 (1), weight: 10.8974% → 10.1148% (-0.7826%, -7.18%), score: 3.76 → 3.31 (-0.45, -12.03%)
volume momentum 20 percentile: 0.71Donchian Trend: 0.57Momentum 7d: 0.43
BNB/USDT
10.11%(was 10.90%)
Declined rank: #2 → #3 (1), weight: 10.8974% → 10.1148% (-0.7826%, -7.18%), score: 3.88 → 4.31 (+0.43, +11.04%)
volume momentum 20 percentile: 0.86Donchian Trend: 0.71momentum 21 percentile: 0.71
ETH/USDT
10.11%(was 10.90%)
Declined rank: #1 → #2 (1), weight: 10.8974% → 10.1148% (-0.7826%, -7.18%), score: 4.24 → 3.98 (-0.26, -6.18%)
volume momentum 20 percentile: 0.57Momentum 7d: 0.57Donchian Trend: 0.43