Rebalance — Jan 25, 2021
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2021-01-25
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
JNJ
20.00%
5.56
#4
● New
LLY
20.00%
6.90
#3
● New
GOOGL
20.00%
6.19
#1
● New
SPY
20.00%
6.19
#5
● Held
AVGO
20.00%
7.14
#2
● Held
Signal Changes
Added (3)
JNJ
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 120 percentile: 0.52volume momentum 60 percentile: 0.90
LLY
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.86momentum 200 percentile: 0.57
GOOGL
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.76
Removed (3)
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 120 percentile: 0.81momentum 200 percentile: 0.48momentum 60 percentile: 0.86
UNH
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 120 percentile: 0.62momentum 200 percentile: 0.38volume momentum 60 percentile: 0.71
CAT
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.90momentum 60 percentile: 0.67
Holdings With Score Updates (2)
SPY
20.00%
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.67
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.95