Rebalance — Dec 27, 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 2021-12-27
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
20.00%
6.27
#2
● New
AAPL
20.00%
6.67
#1
● Held
AVGO
20.00%
7.66
#3
● Held
UNH
20.00%
6.90
#4
● Held
COST
20.00%
7.46
#5
● Held
Signal Changes
Added (1)
MSFT
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.76
Removed (1)
HD
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.86Donchian Trend: 0.43
Holdings With Score Updates (4)
AAPL
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.81
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.95
UNH
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.67momentum 120 percentile: 0.71
COST
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.90