Rebalance — Feb 22, 2021
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2021-02-22
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
XOM
20.00%
5.79
#4
● New
AVGO
20.00%
6.67
#2
● Held
JPM
20.00%
7.10
#3
● Held
GOOGL
20.00%
5.91
#1
● Held
CAT
20.00%
7.62
#5
● Held
Signal Changes
Added (1)
XOM
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 120 percentile: 0.76momentum 200 percentile: 0.43
Removed (1)
SPY
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.57momentum 120 percentile: 0.62
Holdings With Score Updates (4)
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.86
JPM
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.90
GOOGL
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.62momentum 120 percentile: 0.71
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95