Rebalance — Nov 20, 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 2023-11-20
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
ETH/USDT
9.52%
3.00
#1
● New
ADA/USDT
9.52%
4.12
#4
● Held
AVAX/USDT
9.52%
4.50
#3
● Held
SOL/USDT
9.52%
3.24
#2
● Held
Signal Changes
Added (1)
ETH/USDT
9.52%(was 0.00%)
Entered portfolio (rank #1, weight 9.52%), score: 3.00, (was 3.19, change: -0.19)
Donchian Trend: 0.71Mean Reversion 20: 0.71Inv. Vol. 30: 0.57
Removed (1)
LINK/USDT
0.00%(was 10.16%)
Removed from portfolio (was rank #3, weight 10.16%), score changed: 3.45 → 2.71 (-0.74)
momentum 21 percentile: 0.57Donchian Trend: 0.43Mean Reversion 20: 0.86
Holdings With Score Updates (3)
ADA/USDT
9.52%(was 10.16%)
Maintained rank #4, weight: 10.1642% → 9.5168% (-0.6474%, -6.37%), score: 3.50 → 4.12 (+0.62, +17.69%)
volume momentum 20 percentile: 0.71Donchian Trend: 0.57Momentum 7d: 0.57
AVAX/USDT
9.52%(was 10.16%)
Declined rank: #2 → #3 (1), weight: 10.1642% → 9.5168% (-0.6474%, -6.37%), score: 3.52 → 4.50 (+0.98, +27.70%)
volume momentum 20 percentile: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86
SOL/USDT
9.52%(was 10.16%)
Declined rank: #1 → #2 (1), weight: 10.1642% → 9.5168% (-0.6474%, -6.37%), score: 4.19 → 3.24 (-0.95, -22.73%)
Momentum 7d: 0.71momentum 21 percentile: 0.71volume momentum 20 percentile: 0.57