Rebalance — Mar 04, 2024
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2024-03-04
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
LLY
20.00%
6.55
#3
● New
AVGO
20.00%
6.75
#2
● Held
JPM
20.00%
6.43
#4
● Held
COST
20.00%
6.43
#5
● Held
NVDA
20.00%
6.94
#1
● Held
Signal Changes
Added (1)
LLY
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.71
Removed (1)
META
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.86
Holdings With Score Updates (4)
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.90Donchian Trend: 0.57
JPM
20.00%
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.57momentum 120 percentile: 0.67
COST
20.00%
Reason: Passed all filters
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.76
NVDA
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.62