Rebalance — Dec 14, 2020
weekly rebalance · 5 positions · +0 added, −0 removed, 5 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 2020-12-14
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
SPY
20.00%
5.60
#5
● Held
GOOGL
20.00%
5.63
#2
● Held
CAT
20.00%
7.06
#4
● Held
AVGO
20.00%
7.18
#3
● Held
NVDA
20.00%
6.07
#1
● Held
Signal Changes
Added (0)
None
Removed (0)
None
Holdings With Score Updates (5)
SPY
20.00%
Reason: Passed all filters
Donchian Trend: 0.76momentum 120 percentile: 0.62momentum 200 percentile: 0.38
GOOGL
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.71Donchian Trend: 0.48
CAT
20.00%
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.95
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.86
NVDA
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.62momentum 120 percentile: 0.90