Rebalance — Sep 18, 2023
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 2023-09-18
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
NVDA
19.95%
5.75
#1
● New
MA
19.95%
6.19
#5
● Held
LLY
19.95%
6.35
#4
● Held
GOOGL
19.95%
6.51
#2
● Held
META
19.95%
5.99
#3
● Held
Signal Changes
Added (1)
NVDA
19.95%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.33
Removed (1)
AMZN
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.76momentum 120 percentile: 0.81Donchian Trend: 0.48
Holdings With Score Updates (4)
MA
19.95%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.52
LLY
19.95%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.52
GOOGL
19.95%(was 20.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.71
META
19.95%(was 20.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.43