Rebalance — Nov 09, 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 2020-11-09
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
SOL/USDT
14.31%
3.43
#3
● New
LINK/USDT
14.31%
3.69
#4
● Held
ETH/USDT
14.31%
4.33
#2
● Held
BTC/USDT
14.31%
5.19
#1
● Held
Signal Changes
Added (1)
SOL/USDT
14.31%(was 0.00%)
Entered portfolio (rank #3, weight 14.31%), score: 3.43, (was 1.67, change: +1.76)
volume momentum 20 percentile: 0.71Momentum 7d: 0.86momentum 21 percentile: 0.43
Removed (1)
BNB/USDT
0.00%(was 13.86%)
Removed from portfolio (was rank #3, weight 13.86%), score changed: 3.98 → 2.17 (-1.81)
Inv. Vol. 30: 0.71Mean Reversion 20: 0.71Donchian Trend: 0.29
Holdings With Score Updates (3)
LINK/USDT
14.31%(was 13.86%)
Maintained rank #4, weight: 13.8555% → 14.3105% (+0.4550%, +3.28%), score: 3.14 → 3.69 (+0.55, +17.42%)
Momentum 7d: 0.71Donchian Trend: 0.57momentum 21 percentile: 0.57
ETH/USDT
14.31%(was 13.86%)
Maintained rank #2, weight: 13.8555% → 14.3105% (+0.4550%, +3.28%), score: 4.86 → 4.33 (-0.52, -10.78%)
Donchian Trend: 0.71momentum 21 percentile: 0.71volume momentum 20 percentile: 0.57
BTC/USDT
14.31%(was 13.86%)
Maintained rank #1, weight: 13.8555% → 14.3105% (+0.4550%, +3.28%), score: 5.86 → 5.19 (-0.67, -11.38%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86