Rebalance — Feb 08, 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 2021-02-08
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%
6.39
#5
● New
JPM
20.00%
6.59
#3
● New
AVGO
20.00%
7.06
#2
● Held
GOOGL
20.00%
6.43
#1
● Held
CAT
20.00%
6.98
#4
● Held
Signal Changes
Added (2)
SPY
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.62momentum 120 percentile: 0.62
JPM
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.76momentum 120 percentile: 0.86
Removed (2)
MSFT
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.62momentum 120 percentile: 0.57
LLY
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.57momentum 120 percentile: 0.76momentum 200 percentile: 0.43
Holdings With Score Updates (3)
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.67momentum 120 percentile: 0.95
GOOGL
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.81
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.90