Rebalance — Jun 07, 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 2021-06-07
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
META
20.00%
6.47
#3
● New
SPY
20.00%
6.19
#5
● Held
JPM
20.00%
7.18
#4
● Held
GOOGL
20.00%
6.83
#2
● Held
NVDA
20.00%
6.71
#1
● Held
Signal Changes
Added (1)
META
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.62momentum 120 percentile: 0.67
Removed (1)
CAT
0.00%(was 19.91%)
Exit reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.71Donchian Trend: 0.43
Holdings With Score Updates (4)
SPY
20.00%(was 19.91%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.52inv volatility 60 percentile: 0.95
JPM
20.00%(was 19.91%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.86
GOOGL
20.00%(was 19.91%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.76
NVDA
20.00%(was 19.91%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.81