Rebalance — Jan 30, 2023
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 2023-01-30
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
NFLX
20.00%
5.83
#5
● New
JPM
20.00%
6.47
#1
● New
XOM
20.00%
6.87
#3
● Held
CAT
20.00%
7.94
#4
● Held
V
20.00%
6.83
#2
● Held
Signal Changes
Added (2)
NFLX
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.76momentum 120 percentile: 0.95momentum 200 percentile: 0.62
JPM
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.81
Removed (2)
MA
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.43momentum 120 percentile: 0.48
CVX
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.76inv volatility 60 percentile: 0.52
Holdings With Score Updates (3)
XOM
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86
CAT
20.00%
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.90
V
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.57