Rebalance — Oct 12, 2020
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2020-10-12
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
CAT
12.08%
5.95
#5
● New
AMZN
12.08%
6.55
#2
● Held
AVGO
12.08%
6.59
#3
● Held
HD
12.08%
6.31
#4
● Held
NVDA
12.08%
7.18
#1
● Held
Signal Changes
Added (1)
CAT
12.08%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.81momentum 200 percentile: 0.33
Removed (1)
COST
0.00%(was 11.89%)
Exit reason: Passed all filters
Donchian Trend: 0.76momentum 200 percentile: 0.67inv volatility 60 percentile: 0.90
Holdings With Score Updates (4)
AMZN
12.08%(was 11.89%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.76
AVGO
12.08%(was 11.89%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 120 percentile: 0.86momentum 200 percentile: 0.57
HD
12.08%(was 11.89%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.71
NVDA
12.08%(was 11.89%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.95