Rebalance — Apr 05, 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 2021-04-05
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
HD
19.43%
6.27
#3
● New
GOOGL
19.43%
6.94
#1
● New
SPY
19.43%
6.67
#5
● Held
AVGO
19.43%
6.55
#2
● Held
CAT
19.43%
6.71
#4
● Held
Signal Changes
Added (2)
HD
19.43%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.43
GOOGL
19.43%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.81
Removed (2)
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.90inv volatility 60 percentile: 0.71
UNH
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57momentum 120 percentile: 0.48Donchian Trend: 0.29
Holdings With Score Updates (3)
SPY
19.43%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.67momentum 120 percentile: 0.62
AVGO
19.43%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.71
CAT
19.43%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.86