Rebalance — Jun 21, 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 2021-06-21
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
LLY
20.00%
5.60
#4
● New
MSFT
20.00%
6.03
#1
● Held
XOM
20.00%
6.15
#5
● Held
GOOGL
20.00%
6.75
#3
● Held
NVDA
20.00%
6.55
#2
● Held
Signal Changes
Added (1)
LLY
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.81Donchian Trend: 0.43
Removed (1)
SPY
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.52inv volatility 60 percentile: 0.95
Holdings With Score Updates (4)
MSFT
20.00%
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.57
XOM
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.57
GOOGL
20.00%
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.86
NVDA
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.67momentum 120 percentile: 0.90