Rebalance — May 24, 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 2021-05-24
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
SPY
19.91%
6.51
#5
● New
NVDA
19.91%
6.11
#1
● New
JPM
19.91%
7.58
#3
● Held
GOOGL
19.91%
6.51
#2
● Held
CAT
19.91%
6.27
#4
● Held
Signal Changes
Added (2)
SPY
19.91%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.57inv volatility 60 percentile: 0.90
NVDA
19.91%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.48
Removed (2)
XOM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71momentum 120 percentile: 0.95Donchian Trend: 0.24
CVX
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.48momentum 120 percentile: 0.67Donchian Trend: 0.19
Holdings With Score Updates (3)
JPM
19.91%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.90
GOOGL
19.91%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.76momentum 120 percentile: 0.76
CAT
19.91%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.81Donchian Trend: 0.48