Rebalance — Jan 04, 2021
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 2021-01-04
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
UNH
20.00%
6.19
#2
● New
COST
20.00%
5.28
#3
● New
SPY
20.00%
5.32
#5
● Held
AVGO
20.00%
6.47
#1
● Held
CAT
20.00%
7.02
#4
● Held
Signal Changes
Added (2)
UNH
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.67momentum 120 percentile: 0.57
COST
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 120 percentile: 0.71inv volatility 60 percentile: 0.81
Removed (2)
MSFT
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.43Donchian Trend: 0.38momentum 120 percentile: 0.33
GOOGL
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57momentum 120 percentile: 0.62Donchian Trend: 0.33
Holdings With Score Updates (3)
SPY
20.00%
Reason: Passed all filters
Donchian Trend: 0.52momentum 200 percentile: 0.48momentum 120 percentile: 0.67
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.95Donchian Trend: 0.48
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.76momentum 120 percentile: 0.90