Rebalance — Nov 27, 2023
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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
V
17.39%
5.87
#4
● New
COST
17.39%
6.07
#5
● New
AMZN
17.39%
6.15
#2
● New
MSFT
17.39%
6.43
#1
● Held
META
17.39%
5.95
#3
● Held
Signal Changes
Added (3)
V
17.39%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.38momentum 120 percentile: 0.52
COST
17.39%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.52momentum 120 percentile: 0.67
AMZN
17.39%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.71
Removed (3)
AVGO
0.00%(was 17.22%)
Exit reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.81Donchian Trend: 0.29
NVDA
0.00%(was 17.22%)
Exit reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.33
LLY
0.00%(was 17.22%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.95volume momentum 60 percentile: 0.86
Holdings With Score Updates (2)
MSFT
17.39%(was 17.22%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.62
META
17.39%(was 17.22%)
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.48