Rebalance — Dec 04, 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 2023-12-04
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
JPM
17.88%
5.91
#3
● New
LLY
17.88%
5.83
#2
● New
AMZN
17.88%
5.95
#1
● Held
COST
17.88%
6.90
#5
● Held
V
17.88%
6.03
#4
● Held
Signal Changes
Added (2)
JPM
17.88%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 120 percentile: 0.67momentum 200 percentile: 0.33
LLY
17.88%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.95Donchian Trend: 0.38
Removed (2)
MSFT
0.00%(was 17.39%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71Donchian Trend: 0.43momentum 120 percentile: 0.57
META
0.00%(was 17.39%)
Exit reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.90momentum 60 percentile: 0.71
Holdings With Score Updates (3)
AMZN
17.88%(was 17.39%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.81
COST
17.88%(was 17.39%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.86momentum 200 percentile: 0.52
V
17.88%(was 17.39%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 120 percentile: 0.76momentum 200 percentile: 0.48