Rebalance — Oct 05, 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 2020-10-05
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
ETH/USDT
11.25%
3.26
#2
● New
ADA/USDT
11.25%
4.10
#4
● Held
BNB/USDT
11.25%
3.64
#3
● Held
BTC/USDT
11.25%
4.76
#1
● Held
Signal Changes
Added (1)
ETH/USDT
11.25%(was 0.00%)
Entered portfolio (rank #2, weight 11.25%), score: 3.26, (was 2.55, change: +0.71)
Donchian Trend: 0.57Momentum 7d: 0.57Inv. Vol. 30: 0.71
Removed (1)
SOL/USDT
0.00%(was 10.52%)
Removed from portfolio (was rank #3, weight 10.52%), score changed: 3.26 → 1.83 (-1.43)
volume momentum 20 percentile: 0.57Mean Reversion 20: 0.86momentum 21 percentile: 0.14
Holdings With Score Updates (3)
ADA/USDT
11.25%(was 10.52%)
Maintained rank #4, weight: 10.5240% → 11.2526% (+0.7286%, +6.92%), score: 4.57 → 4.10 (-0.48, -10.42%)
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.71Donchian Trend: 0.43
BNB/USDT
11.25%(was 10.52%)
Declined rank: #2 → #3 (1), weight: 10.5240% → 11.2526% (+0.7286%, +6.92%), score: 5.07 → 3.64 (-1.43, -28.17%)
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.29
BTC/USDT
11.25%(was 10.52%)
Maintained rank #1, weight: 10.5240% → 11.2526% (+0.7286%, +6.92%), score: 3.14 → 4.76 (+1.62, +51.52%)
Donchian Trend: 0.71momentum 21 percentile: 0.86Momentum 7d: 0.71