Rebalance — Dec 28, 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 2020-12-28
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
20.00%
5.40
#1
● New
GOOGL
20.00%
5.79
#2
● New
SPY
20.00%
5.87
#5
● Held
AVGO
20.00%
7.46
#3
● Held
CAT
20.00%
6.23
#4
● Held
Signal Changes
Added (2)
MSFT
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.62inv volatility 60 percentile: 0.62
GOOGL
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.57momentum 120 percentile: 0.76
Removed (2)
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.86momentum 120 percentile: 0.86momentum 60 percentile: 0.95
NVDA
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.81inv volatility 60 percentile: 0.29
Holdings With Score Updates (3)
SPY
20.00%
Reason: Passed all filters
Donchian Trend: 0.62momentum 200 percentile: 0.57momentum 120 percentile: 0.71
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.43