Rebalance — Jan 29, 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 2024-01-29
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
20.00%
6.07
#3
● New
LLY
20.00%
5.83
#5
● New
MSFT
20.00%
6.31
#1
● Held
AVGO
20.00%
5.83
#4
● Held
NVDA
20.00%
6.27
#2
● Held
Signal Changes
Added (2)
AMZN
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.57
LLY
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.62
Removed (2)
COST
0.00%(was 19.62%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57momentum 120 percentile: 0.71Donchian Trend: 0.48
META
0.00%(was 19.62%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.52momentum 120 percentile: 0.76
Holdings With Score Updates (3)
MSFT
20.00%(was 19.62%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.67
AVGO
20.00%(was 19.62%)
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.86volume momentum 60 percentile: 0.95
NVDA
20.00%(was 19.62%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.57