Rebalance — Mar 22, 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 2021-03-22
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
UNH
20.00%
5.95
#3
● New
META
20.00%
6.07
#1
● New
SPY
20.00%
5.83
#5
● Held
AVGO
20.00%
6.79
#2
● Held
CAT
20.00%
6.83
#4
● Held
Signal Changes
Added (2)
UNH
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.43momentum 120 percentile: 0.62
META
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.52
Removed (2)
XOM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 120 percentile: 0.95momentum 60 percentile: 0.95momentum 200 percentile: 0.29
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.76momentum 120 percentile: 0.90Donchian Trend: 0.33
Holdings With Score Updates (3)
SPY
20.00%
Reason: Passed all filters
Donchian Trend: 0.76momentum 200 percentile: 0.52momentum 120 percentile: 0.57
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.71
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.86