Rebalance — Oct 11, 2021
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 2021-10-11
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
8.51%
2.98
#4
● New
BNB/USDT
8.51%
3.90
#3
● Held
BTC/USDT
8.51%
5.86
#1
● Held
ETH/USDT
8.51%
4.74
#2
● Held
Signal Changes
Added (1)
ADA/USDT
8.51%(was 0.00%)
Entered portfolio (rank #4, weight 8.51%), score: 2.98, (was 1.50, change: +1.48)
Momentum 7d: 0.57Inv. Vol. 30: 0.71Mean Reversion 20: 0.71
Removed (1)
AVAX/USDT
0.00%(was 8.57%)
Removed from portfolio (was rank #4, weight 8.57%), score changed: 3.14 → 1.05 (-2.10)
Mean Reversion 20: 0.86Donchian Trend: 0.14volume momentum 20 percentile: 0.14
Holdings With Score Updates (3)
BNB/USDT
8.51%(was 8.57%)
Maintained rank #3, weight: 8.5668% → 8.5134% (-0.0533%, -0.62%), score: 3.64 → 3.90 (+0.26, +7.19%)
Donchian Trend: 0.57volume momentum 20 percentile: 0.57momentum 21 percentile: 0.57
BTC/USDT
8.51%(was 8.57%)
Maintained rank #1, weight: 8.5668% → 8.5134% (-0.0533%, -0.62%), score: 5.05 → 5.86 (+0.81, +16.04%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.86Momentum 7d: 0.86
ETH/USDT
8.51%(was 8.57%)
Maintained rank #2, weight: 8.5668% → 8.5134% (-0.0533%, -0.62%), score: 4.29 → 4.74 (+0.45, +10.56%)
Donchian Trend: 0.71volume momentum 20 percentile: 0.71Momentum 7d: 0.71