Rebalance — Mar 13, 2023
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 2023-03-13
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
9.24%
3.45
#4
● New
BNB/USDT
9.24%
3.76
#3
● Held
BTC/USDT
9.24%
5.10
#1
● Held
ETH/USDT
9.24%
5.12
#2
● Held
Signal Changes
Added (1)
ADA/USDT
9.24%(was 0.00%)
Entered portfolio (rank #4, weight 9.24%), score: 3.45, (was 1.43, change: +2.02)
volume momentum 20 percentile: 0.57Donchian Trend: 0.43Momentum 7d: 0.43
Removed (1)
LINK/USDT
0.00%(was 9.62%)
Removed from portfolio (was rank #4, weight 9.62%), score changed: 3.93 → 1.43 (-2.50)
Mean Reversion 20: 0.86momentum 21 percentile: 0.29Inv. Vol. 30: 0.29
Holdings With Score Updates (3)
BNB/USDT
9.24%(was 9.62%)
Maintained rank #3, weight: 9.6189% → 9.2430% (-0.3758%, -3.91%), score: 2.90 → 3.76 (+0.86, +29.51%)
Momentum 7d: 0.71momentum 21 percentile: 0.71Donchian Trend: 0.57
BTC/USDT
9.24%(was 9.62%)
Maintained rank #1, weight: 9.6189% → 9.2430% (-0.3758%, -3.91%), score: 5.31 → 5.10 (-0.21, -4.04%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.71Momentum 7d: 0.86
ETH/USDT
9.24%(was 9.62%)
Maintained rank #2, weight: 9.6189% → 9.2430% (-0.3758%, -3.91%), score: 5.19 → 5.12 (-0.07, -1.38%)
volume momentum 20 percentile: 0.86Donchian Trend: 0.71momentum 21 percentile: 0.86