Rebalance — Nov 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 2023-11-27
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
BTC/USDT
9.23%
3.71
#1
● New
ADA/USDT
9.23%
3.17
#4
● Held
AVAX/USDT
9.23%
3.88
#3
● Held
ETH/USDT
9.23%
4.62
#2
● Held
Signal Changes
Added (1)
BTC/USDT
9.23%(was 0.00%)
Entered portfolio (rank #1, weight 9.23%), score: 3.71, (was 2.40, change: +1.31)
Donchian Trend: 0.86Momentum 7d: 0.71Inv. Vol. 30: 0.86
Removed (1)
SOL/USDT
0.00%(was 9.52%)
Removed from portfolio (was rank #2, weight 9.52%), score changed: 3.24 → 2.24 (-1.00)
momentum 21 percentile: 0.71volume momentum 20 percentile: 0.29Mean Reversion 20: 0.57
Holdings With Score Updates (3)
ADA/USDT
9.23%(was 9.52%)
Maintained rank #4, weight: 9.5168% → 9.2311% (-0.2857%, -3.00%), score: 4.12 → 3.17 (-0.95, -23.12%)
Donchian Trend: 0.57Momentum 7d: 0.57volume momentum 20 percentile: 0.43
AVAX/USDT
9.23%(was 9.52%)
Maintained rank #3, weight: 9.5168% → 9.2311% (-0.2857%, -3.00%), score: 4.50 → 3.88 (-0.62, -13.76%)
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86Donchian Trend: 0.43
ETH/USDT
9.23%(was 9.52%)
Declined rank: #1 → #2 (1), weight: 9.5168% → 9.2311% (-0.2857%, -3.00%), score: 3.00 → 4.62 (+1.62, +53.97%)
Donchian Trend: 0.71Momentum 7d: 0.86volume momentum 20 percentile: 0.57