Rebalance — Nov 29, 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 2021-11-29
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
AVGO
20.00%
6.15
#2
● New
UNH
20.00%
6.11
#3
● New
MSFT
20.00%
6.27
#1
● Held
HD
20.00%
7.22
#5
● Held
COST
20.00%
8.17
#4
● Held
Signal Changes
Added (2)
AVGO
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 120 percentile: 0.71momentum 200 percentile: 0.38
UNH
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.57
Removed (2)
SPY
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.62momentum 200 percentile: 0.43momentum 120 percentile: 0.52
GOOGL
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.52momentum 120 percentile: 0.67
Holdings With Score Updates (3)
MSFT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.76momentum 120 percentile: 0.86Donchian Trend: 0.57
HD
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.81
COST
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95