Rebalance — Jan 22, 2024
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 2024-01-22
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
MSFT
19.62%
5.83
#1
● New
AVGO
19.62%
7.62
#4
● New
COST
19.62%
6.47
#5
● Held
NVDA
19.62%
6.83
#2
● Held
META
19.62%
5.75
#3
● Held
Signal Changes
Added (2)
MSFT
19.62%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.67momentum 200 percentile: 0.57momentum 120 percentile: 0.71
AVGO
19.62%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
Removed (2)
JPM
0.00%(was 19.64%)
Exit reason: Passed all filters
momentum 200 percentile: 0.48inv volatility 60 percentile: 0.81momentum 120 percentile: 0.38
LLY
0.00%(was 19.64%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.95Donchian Trend: 0.38
Holdings With Score Updates (3)
COST
19.62%(was 19.64%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.62momentum 120 percentile: 0.81
NVDA
19.62%(was 19.64%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86
META
19.62%(was 19.64%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.57momentum 120 percentile: 0.76