Rebalance — Apr 19, 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 2021-04-19
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
19.62%
5.95
#2
● New
CAT
19.62%
6.47
#4
● New
SPY
19.62%
6.51
#5
● Held
HD
19.62%
6.55
#3
● Held
GOOGL
19.62%
7.14
#1
● Held
Signal Changes
Added (2)
UNH
19.62%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.52
CAT
19.62%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.57momentum 120 percentile: 0.76
Removed (2)
MSFT
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.43momentum 120 percentile: 0.57
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.90inv volatility 60 percentile: 0.71
Holdings With Score Updates (3)
SPY
19.62%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.76momentum 200 percentile: 0.71momentum 120 percentile: 0.62
HD
19.62%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 60 percentile: 0.81
GOOGL
19.62%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.81