Rebalance — Aug 23, 2021
weekly rebalance · 5 positions · +5 added, −0 removed, 0 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 2021-08-23
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
MSFT
11.89%
7.38
#1
● New
SPY
11.89%
5.87
#5
● New
GOOGL
11.89%
7.18
#2
● New
LLY
11.89%
6.15
#3
● New
COST
11.89%
5.83
#4
● New
Signal Changes
Added (5)
MSFT
11.89%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.81
SPY
11.89%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.52momentum 120 percentile: 0.52
GOOGL
11.89%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.86
LLY
11.89%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.76Donchian Trend: 0.43
COST
11.89%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 120 percentile: 0.90momentum 200 percentile: 0.38
Removed (0)
None