Rebalance — Oct 19, 2020
weekly rebalance · 4 positions · +2 added, −2 removed, 2 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 2020-10-19
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
12.91%
5.19
#1
● New
ETH/USDT
12.91%
3.55
#2
● New
ADA/USDT
12.91%
4.07
#4
● Held
BNB/USDT
12.91%
4.00
#3
● Held
Signal Changes
Added (2)
BTC/USDT
12.91%(was 0.00%)
Entered portfolio (rank #1, weight 12.91%), score: 5.19, (was 3.19, change: +2.00)
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.71
ETH/USDT
12.91%(was 0.00%)
Entered portfolio (rank #2, weight 12.91%), score: 3.55, (was 2.79, change: +0.76)
Donchian Trend: 0.57Momentum 7d: 0.57Inv. Vol. 30: 0.71
Removed (2)
AVAX/USDT
0.00%(was 11.73%)
Removed from portfolio (was rank #2, weight 11.73%), score changed: 3.33 → 2.52 (-0.81)
volume momentum 20 percentile: 0.86Mean Reversion 20: 0.71Donchian Trend: 0.14
LINK/USDT
0.00%(was 11.73%)
Removed from portfolio (was rank #3, weight 11.73%), score changed: 3.40 → 2.36 (-1.05)
volume momentum 20 percentile: 0.43Donchian Trend: 0.29Momentum 7d: 0.29
Holdings With Score Updates (2)
ADA/USDT
12.91%(was 11.73%)
Maintained rank #4, weight: 11.7306% → 12.9137% (+1.1832%, +10.09%), score: 4.86 → 4.07 (-0.79, -16.18%)
volume momentum 20 percentile: 0.71Momentum 7d: 0.71momentum 21 percentile: 0.57
BNB/USDT
12.91%(was 11.73%)
Declined rank: #1 → #3 (2), weight: 11.7306% → 12.9137% (+1.1832%, +10.09%), score: 3.88 → 4.00 (+0.12, +3.07%)
Donchian Trend: 0.71momentum 21 percentile: 0.86Momentum 7d: 0.43