Rebalance — Jan 27, 2020
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 2020-01-27
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
MA
20.00%
6.59
#4
● New
COST
20.00%
6.27
#5
● New
V
20.00%
6.19
#3
● New
AAPL
20.00%
7.26
#1
● Held
MSFT
20.00%
6.19
#2
● Held
Signal Changes
Added (3)
MA
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.76
COST
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.52
V
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.62momentum 120 percentile: 0.62
Removed (3)
GOOGL
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57momentum 120 percentile: 0.81Donchian Trend: 0.48
NVDA
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.90Donchian Trend: 0.43
META
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.62Donchian Trend: 0.57momentum 120 percentile: 0.57
Holdings With Score Updates (2)
AAPL
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.95
MSFT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.52momentum 120 percentile: 0.71