Rebalance — Mar 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 2021-03-08
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
CVX
20.00%
5.91
#4
● New
LLY
20.00%
6.03
#1
● New
XOM
20.00%
6.83
#3
● Held
JPM
20.00%
7.18
#2
● Held
CAT
20.00%
7.22
#5
● Held
Signal Changes
Added (2)
CVX
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.81momentum 200 percentile: 0.38
LLY
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.62momentum 120 percentile: 0.76
Removed (2)
SPY
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.62Donchian Trend: 0.57momentum 120 percentile: 0.57
AVGO
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.67Donchian Trend: 0.33
Holdings With Score Updates (3)
XOM
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.95
JPM
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.90
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86