Rebalance — Dec 11, 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 2023-12-11
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
SPY
17.99%
5.56
#5
● New
AVGO
17.99%
6.90
#2
● New
AMZN
17.99%
5.48
#1
● Held
COST
17.99%
6.94
#4
● Held
V
17.99%
5.60
#3
● Held
Signal Changes
Added (2)
SPY
17.99%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.38inv volatility 60 percentile: 0.95
AVGO
17.99%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.76momentum 120 percentile: 0.90
Removed (2)
JPM
0.00%(was 17.88%)
Exit reason: Passed all filters
Donchian Trend: 0.86momentum 120 percentile: 0.62momentum 200 percentile: 0.33
LLY
0.00%(was 17.88%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.95Donchian Trend: 0.19
Holdings With Score Updates (3)
AMZN
17.99%(was 17.88%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.57momentum 120 percentile: 0.81
COST
17.99%(was 17.88%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 120 percentile: 0.86momentum 200 percentile: 0.52
V
17.99%(was 17.88%)
Reason: Passed all filters
Donchian Trend: 0.67momentum 120 percentile: 0.67momentum 200 percentile: 0.43