Rebalance — Aug 07, 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 2023-08-07
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
AMZN
16.14%
5.91
#3
● New
GOOGL
16.14%
5.79
#2
● New
AVGO
16.14%
6.39
#5
● Held
NVDA
16.14%
6.31
#1
● Held
META
16.14%
6.51
#4
● Held
Signal Changes
Added (2)
AMZN
16.14%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.81momentum 200 percentile: 0.38
GOOGL
16.14%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.76
Removed (2)
AAPL
0.00%(was 16.25%)
Exit reason: Passed all filters
momentum 200 percentile: 0.43momentum 120 percentile: 0.57inv volatility 60 percentile: 0.71
CAT
0.00%(was 16.25%)
Exit reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.52momentum 120 percentile: 0.52
Holdings With Score Updates (3)
AVGO
16.14%(was 16.25%)
Reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.86Donchian Trend: 0.48
NVDA
16.14%(was 16.25%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.38
META
16.14%(was 16.25%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.67momentum 120 percentile: 0.90