Rebalance — Mar 18, 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 2024-03-18
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
16.81%
6.15
#2
● New
NFLX
16.81%
6.39
#5
● Held
JPM
16.81%
6.63
#3
● Held
NVDA
16.81%
6.47
#1
● Held
CAT
16.81%
6.19
#4
● Held
Signal Changes
Added (1)
LLY
16.81%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86momentum 120 percentile: 0.76Donchian Trend: 0.48
Removed (1)
META
0.00%(was 17.15%)
Exit reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.90Donchian Trend: 0.43
Holdings With Score Updates (4)
NFLX
16.81%(was 17.15%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.86
JPM
16.81%(was 17.15%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.57momentum 120 percentile: 0.67
NVDA
16.81%(was 17.15%)
Reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.38
CAT
16.81%(was 17.15%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.52