Rebalance — Jan 08, 2024
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 2024-01-08
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
9.03%
4.76
#1
● New
SOL/USDT
9.03%
3.71
#4
● Held
BNB/USDT
9.03%
4.76
#3
● Held
ETH/USDT
9.03%
4.36
#2
● Held
Signal Changes
Added (1)
BTC/USDT
9.03%(was 0.00%)
Entered portfolio (rank #1, weight 9.03%), score: 4.76, (was 3.29, change: +1.48)
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.57
Removed (1)
ADA/USDT
0.00%(was 8.67%)
Removed from portfolio (was rank #4, weight 8.67%), score changed: 3.60 → 1.90 (-1.69)
Mean Reversion 20: 0.86Donchian Trend: 0.29Inv. Vol. 30: 0.29
Holdings With Score Updates (3)
SOL/USDT
9.03%(was 8.67%)
Declined rank: #3 → #4 (1), weight: 8.6666% → 9.0262% (+0.3596%, +4.15%), score: 4.00 → 3.71 (-0.29, -7.14%)
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.86Donchian Trend: 0.43
BNB/USDT
9.03%(was 8.67%)
Declined rank: #2 → #3 (1), weight: 8.6666% → 9.0262% (+0.3596%, +4.15%), score: 4.67 → 4.76 (+0.10, +2.04%)
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.71Donchian Trend: 0.57
ETH/USDT
9.03%(was 8.67%)
Declined rank: #1 → #2 (1), weight: 8.6666% → 9.0262% (+0.3596%, +4.15%), score: 3.50 → 4.36 (+0.86, +24.49%)
Donchian Trend: 0.71Momentum 7d: 0.71volume momentum 20 percentile: 0.57