Rebalance — Feb 05, 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 2024-02-05
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
COST
20.00%
6.67
#5
● New
META
20.00%
6.03
#2
● New
AVGO
20.00%
6.67
#3
● Held
LLY
20.00%
6.55
#4
● Held
NVDA
20.00%
7.34
#1
● Held
Signal Changes
Added (2)
COST
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.67momentum 120 percentile: 0.71
META
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.90Donchian Trend: 0.57
Removed (2)
MSFT
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57momentum 120 percentile: 0.67Donchian Trend: 0.38
AMZN
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.62
Holdings With Score Updates (3)
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.86
LLY
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.76
NVDA
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95