Rebalance — Sep 28, 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 2020-09-28
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
ADA/USDT
10.52%
4.57
#4
● New
SOL/USDT
10.52%
3.26
#3
● Held
BNB/USDT
10.52%
5.07
#2
● Held
BTC/USDT
10.52%
3.14
#1
● Held
Signal Changes
Added (1)
ADA/USDT
10.52%(was 0.00%)
Entered portfolio (rank #4, weight 10.52%), score: 4.57, (was 2.76, change: +1.81)
Donchian Trend: 0.71Momentum 7d: 0.86momentum 21 percentile: 0.71
Removed (1)
ETH/USDT
0.00%(was 10.11%)
Removed from portfolio (was rank #2, weight 10.11%), score changed: 3.98 → 2.55 (-1.43)
Donchian Trend: 0.43Inv. Vol. 30: 0.71Mean Reversion 20: 0.71
Holdings With Score Updates (3)
SOL/USDT
10.52%(was 10.11%)
Improved rank: #4 → #3 (+1), weight: 10.1148% → 10.5240% (+0.4092%, +4.05%), score: 3.31 → 3.26 (-0.05, -1.44%)
volume momentum 20 percentile: 0.86Momentum 7d: 0.43momentum 21 percentile: 0.43
BNB/USDT
10.52%(was 10.11%)
Improved rank: #3 → #2 (+1), weight: 10.1148% → 10.5240% (+0.4092%, +4.05%), score: 4.31 → 5.07 (+0.76, +17.68%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.71momentum 21 percentile: 0.86
BTC/USDT
10.52%(was 10.11%)
Maintained rank #1, weight: 10.1148% → 10.5240% (+0.4092%, +4.05%), score: 4.43 → 3.14 (-1.29, -29.03%)
Donchian Trend: 0.57momentum 21 percentile: 0.57Inv. Vol. 30: 0.86