Rebalance — Apr 04, 2022
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 2022-04-04
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
20.00%
5.99
#4
● New
AAPL
20.00%
6.59
#1
● Held
CVX
20.00%
6.94
#5
● Held
LLY
20.00%
6.51
#2
● Held
COST
20.00%
6.94
#3
● Held
Signal Changes
Added (1)
XOM
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.90momentum 60 percentile: 0.90
Removed (1)
UNH
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.71Donchian Trend: 0.48
Holdings With Score Updates (4)
AAPL
20.00%
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.67
CVX
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.38
LLY
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.62
COST
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.76