Rebalance — Oct 18, 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 2021-10-18
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
8.59%
3.12
#4
● New
BNB/USDT
8.59%
5.07
#3
● Held
BTC/USDT
8.59%
5.21
#1
● Held
ETH/USDT
8.59%
3.90
#2
● Held
Signal Changes
Added (1)
SOL/USDT
8.59%(was 0.00%)
Entered portfolio (rank #4, weight 8.59%), score: 3.12, (was 1.98, change: +1.14)
Momentum 7d: 0.71Donchian Trend: 0.43momentum 21 percentile: 0.43
Removed (1)
ADA/USDT
0.00%(was 8.51%)
Removed from portfolio (was rank #4, weight 8.51%), score changed: 2.98 → 1.71 (-1.26)
Inv. Vol. 30: 0.86Mean Reversion 20: 0.86volume momentum 20 percentile: 0.14
Holdings With Score Updates (3)
BNB/USDT
8.59%(was 8.51%)
Maintained rank #3, weight: 8.5134% → 8.5861% (+0.0727%, +0.85%), score: 3.90 → 5.07 (+1.17, +29.88%)
volume momentum 20 percentile: 0.86Donchian Trend: 0.71Momentum 7d: 0.86
BTC/USDT
8.59%(was 8.51%)
Maintained rank #1, weight: 8.5134% → 8.5861% (+0.0727%, +0.85%), score: 5.86 → 5.21 (-0.64, -10.98%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.71momentum 21 percentile: 0.86
ETH/USDT
8.59%(was 8.51%)
Maintained rank #2, weight: 8.5134% → 8.5861% (+0.0727%, +0.85%), score: 4.74 → 3.90 (-0.83, -17.59%)
Donchian Trend: 0.57volume momentum 20 percentile: 0.57momentum 21 percentile: 0.57