Rebalance — Feb 03, 2020
weekly rebalance · 5 positions · +2 added, −2 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 2020-02-03
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
LLY
18.56%
6.31
#4
● New
GOOGL
18.56%
6.47
#3
● New
AAPL
18.56%
6.71
#1
● Held
MA
18.56%
7.02
#5
● Held
MSFT
18.56%
7.78
#2
● Held
Signal Changes
Added (2)
LLY
18.56%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.67momentum 200 percentile: 0.62momentum 120 percentile: 0.76
GOOGL
18.56%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.57momentum 120 percentile: 0.81
Removed (2)
COST
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.33inv volatility 60 percentile: 0.81
V
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.52momentum 120 percentile: 0.57
Holdings With Score Updates (3)
AAPL
18.56%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.57
MA
18.56%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.67
MSFT
18.56%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.86