Rebalance — May 01, 2023
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2023-05-01
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
MSFT
20.00%
6.27
#1
● New
LLY
20.00%
6.43
#5
● New
META
20.00%
7.02
#3
● New
AVGO
20.00%
6.15
#4
● Held
NVDA
20.00%
7.34
#2
● Held
Signal Changes
Added (3)
MSFT
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 120 percentile: 0.86momentum 200 percentile: 0.52
LLY
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.52
META
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.95
Removed (3)
WMT
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.48Donchian Trend: 0.48inv volatility 60 percentile: 0.95
XOM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.33momentum 60 percentile: 0.57
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.57volume momentum 60 percentile: 0.95
Holdings With Score Updates (2)
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.81
NVDA
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.90