Rebalance — Jun 13, 2022
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 2022-06-13
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
JNJ
16.60%
6.63
#3
● New
UNH
16.60%
6.75
#2
● New
XOM
16.60%
7.82
#4
● Held
CVX
16.60%
7.38
#5
● Held
LLY
16.60%
7.58
#1
● Held
Signal Changes
Added (2)
JNJ
16.60%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.67momentum 120 percentile: 0.76
UNH
16.60%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.71
Removed (2)
MA
0.00%(was 18.25%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57Donchian Trend: 0.57momentum 120 percentile: 0.67
CAT
0.00%(was 18.25%)
Exit reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.62momentum 120 percentile: 0.81
Holdings With Score Updates (3)
XOM
16.60%(was 18.25%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95
CVX
16.60%(was 18.25%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
LLY
16.60%(was 18.25%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.86