Rebalance — Aug 30, 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 2021-08-30
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
AAPL
11.88%
6.55
#1
● New
META
11.88%
6.67
#4
● New
MSFT
11.88%
6.98
#2
● Held
LLY
11.88%
6.19
#5
● Held
GOOGL
11.88%
7.10
#3
● Held
Signal Changes
Added (2)
AAPL
11.88%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.71
META
11.88%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.95
Removed (2)
SPY
0.00%(was 11.89%)
Exit reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.57momentum 120 percentile: 0.57
COST
0.00%(was 11.89%)
Exit reason: Passed all filters
Donchian Trend: 0.67momentum 120 percentile: 0.86momentum 200 percentile: 0.48
Holdings With Score Updates (3)
MSFT
11.88%(was 11.89%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.76momentum 120 percentile: 0.81
LLY
11.88%(was 11.89%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.76Donchian Trend: 0.48
GOOGL
11.88%(was 11.89%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.90