Rebalance — Nov 23, 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 2020-11-23
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
12.27%
5.02
#4
● New
LINK/USDT
12.27%
3.14
#3
● Held
ETH/USDT
12.27%
4.86
#2
● Held
BTC/USDT
12.27%
2.83
#1
● Held
Signal Changes
Added (1)
ADA/USDT
12.27%(was 0.00%)
Entered portfolio (rank #4, weight 12.27%), score: 5.02, (was 1.45, change: +3.57)
volume momentum 20 percentile: 0.86Donchian Trend: 0.71Momentum 7d: 0.86
Removed (1)
SOL/USDT
0.00%(was 12.86%)
Removed from portfolio (was rank #3, weight 12.86%), score changed: 4.29 → 2.52 (-1.76)
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.57Mean Reversion 20: 0.86
Holdings With Score Updates (3)
LINK/USDT
12.27%(was 12.86%)
Improved rank: #4 → #3 (+1), weight: 12.8553% → 12.2669% (-0.5884%, -4.58%), score: 3.02 → 3.14 (+0.12, +3.94%)
Momentum 7d: 0.57volume momentum 20 percentile: 0.43momentum 21 percentile: 0.43
ETH/USDT
12.27%(was 12.86%)
Maintained rank #2, weight: 12.8553% → 12.2669% (-0.5884%, -4.58%), score: 4.14 → 4.86 (+0.71, +17.24%)
Donchian Trend: 0.86Momentum 7d: 0.71momentum 21 percentile: 0.71
BTC/USDT
12.27%(was 12.86%)
Maintained rank #1, weight: 12.8553% → 12.2669% (-0.5884%, -4.58%), score: 5.36 → 2.83 (-2.52, -47.11%)
Donchian Trend: 0.43Inv. Vol. 30: 0.71Mean Reversion 20: 0.71