Rebalance — Oct 24, 2022
weekly rebalance · 5 positions · +5 added, −0 removed, 0 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 2022-10-24
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
LLY
20.00%
7.50
#1
● New
XOM
20.00%
7.22
#4
● New
UNH
20.00%
6.79
#2
● New
JNJ
20.00%
6.47
#3
● New
CVX
20.00%
6.87
#5
● New
Signal Changes
Added (5)
LLY
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.86
XOM
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.90
UNH
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.81
JNJ
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.57momentum 120 percentile: 0.67
CVX
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.76
Removed (0)
None