Rebalance — Dec 05, 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 2022-12-05
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
MA
20.00%
5.87
#3
● New
WMT
20.00%
6.39
#4
● Held
JNJ
20.00%
6.03
#2
● Held
LLY
20.00%
7.94
#1
● Held
CAT
20.00%
6.23
#5
● Held
Signal Changes
Added (1)
MA
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.57
Removed (1)
COST
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.52momentum 120 percentile: 0.43inv volatility 60 percentile: 0.67
Holdings With Score Updates (4)
WMT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.86
JNJ
20.00%
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.67inv volatility 60 percentile: 0.95
LLY
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.90
CAT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.67momentum 120 percentile: 0.67