Rebalance — Oct 04, 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 2021-10-04
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
XOM
12.10%
6.63
#5
● New
MSFT
12.10%
6.27
#1
● Held
JPM
12.10%
6.75
#3
● Held
GOOGL
12.10%
7.34
#2
● Held
COST
12.10%
6.75
#4
● Held
Signal Changes
Added (1)
XOM
12.10%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.62
Removed (1)
HD
0.00%(was 12.07%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.67momentum 120 percentile: 0.43
Holdings With Score Updates (4)
MSFT
12.10%(was 12.07%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.57momentum 120 percentile: 0.76
JPM
12.10%(was 12.07%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.71
GOOGL
12.10%(was 12.07%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.86
COST
12.10%(was 12.07%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.67momentum 120 percentile: 0.90