Rebalance — May 10, 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 2021-05-10
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
JPM
20.00%
7.30
#2
● New
XOM
20.00%
6.51
#4
● Held
UNH
20.00%
6.71
#1
● Held
HD
20.00%
6.47
#3
● Held
CAT
20.00%
7.54
#5
● Held
Signal Changes
Added (1)
JPM
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.90
Removed (1)
SPY
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.62momentum 200 percentile: 0.57momentum 120 percentile: 0.52
Holdings With Score Updates (4)
XOM
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.95
UNH
20.00%
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 120 percentile: 0.62
HD
20.00%
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.52momentum 120 percentile: 0.67
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.86