Rebalance — May 16, 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 2022-05-16
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
UNH
18.15%
6.47
#2
● New
XOM
18.15%
7.62
#4
● Held
JNJ
18.15%
6.67
#3
● Held
CVX
18.15%
8.33
#5
● Held
LLY
18.15%
7.34
#1
● Held
Signal Changes
Added (1)
UNH
18.15%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.71momentum 120 percentile: 0.81
Removed (1)
WMT
0.00%(was 17.97%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.62momentum 120 percentile: 0.57
Holdings With Score Updates (4)
XOM
18.15%(was 17.97%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
JNJ
18.15%(was 17.97%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.62momentum 120 percentile: 0.76
CVX
18.15%(was 17.97%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95
LLY
18.15%(was 17.97%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.86