Rebalance — Jun 08, 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 2020-06-08
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
MSFT
19.55%
6.31
#2
● New
HD
19.55%
5.87
#5
● New
AAPL
19.55%
6.67
#1
● Held
AMZN
19.55%
7.30
#4
● Held
NVDA
19.55%
6.03
#3
● Held
Signal Changes
Added (2)
MSFT
19.55%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.76
HD
19.55%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.67
Removed (2)
GOOGL
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.57momentum 120 percentile: 0.48
META
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.62momentum 120 percentile: 0.62Donchian Trend: 0.38
Holdings With Score Updates (3)
AAPL
19.55%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.71
AMZN
19.55%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.90
NVDA
19.55%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95momentum 60 percentile: 0.95