Rebalance — Jul 24, 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 2023-07-24
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
MA
15.04%
5.79
#5
● New
JPM
15.04%
5.71
#4
● New
LLY
15.04%
5.71
#3
● New
AVGO
15.04%
6.83
#2
● Held
NVDA
15.04%
6.19
#1
● Held
Signal Changes
Added (3)
MA
15.04%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.57volume momentum 60 percentile: 0.76
JPM
15.04%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.52
LLY
15.04%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.62momentum 120 percentile: 0.76
Removed (3)
AAPL
0.00%(was 15.60%)
Exit reason: Passed all filters
momentum 200 percentile: 0.52momentum 120 percentile: 0.71Donchian Trend: 0.38
NFLX
0.00%(was 15.60%)
Exit reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.57volume momentum 60 percentile: 0.86
META
0.00%(was 15.60%)
Exit reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.90momentum 60 percentile: 0.86
Holdings With Score Updates (2)
AVGO
15.04%(was 15.60%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.86
NVDA
15.04%(was 15.60%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.33