Rebalance — Mar 27, 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 2023-03-27
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
14.13%
4.07
#4
● New
BNB/USDT
14.13%
4.52
#3
● Held
BTC/USDT
14.13%
4.10
#1
● Held
ETH/USDT
14.13%
4.64
#2
● Held
Signal Changes
Added (1)
ADA/USDT
14.13%(was 0.00%)
Entered portfolio (rank #4, weight 14.13%), score: 4.07, (was 2.24, change: +1.83)
volume momentum 20 percentile: 0.71Momentum 7d: 0.86Donchian Trend: 0.43
Removed (1)
SOL/USDT
0.00%(was 12.73%)
Removed from portfolio (was rank #4, weight 12.73%), score changed: 3.02 → 1.40 (-1.62)
volume momentum 20 percentile: 0.43Mean Reversion 20: 0.86Inv. Vol. 30: 0.14
Holdings With Score Updates (3)
BNB/USDT
14.13%(was 12.73%)
Maintained rank #3, weight: 12.7271% → 14.1338% (+1.4068%, +11.05%), score: 4.43 → 4.52 (+0.10, +2.15%)
volume momentum 20 percentile: 0.86Donchian Trend: 0.57momentum 21 percentile: 0.57
BTC/USDT
14.13%(was 12.73%)
Maintained rank #1, weight: 12.7271% → 14.1338% (+1.4068%, +11.05%), score: 5.02 → 4.10 (-0.93, -18.48%)
Donchian Trend: 0.86momentum 21 percentile: 0.86Momentum 7d: 0.43
ETH/USDT
14.13%(was 12.73%)
Maintained rank #2, weight: 12.7271% → 14.1338% (+1.4068%, +11.05%), score: 4.40 → 4.64 (+0.24, +5.41%)
Donchian Trend: 0.71momentum 21 percentile: 0.71volume momentum 20 percentile: 0.57