Rebalance — Aug 26, 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 2024-08-26
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
SPY
7.93%
5.79
#5
● New
AAPL
7.93%
6.03
#1
● Held
JPM
7.93%
6.47
#3
● Held
LLY
7.93%
6.47
#2
● Held
COST
7.93%
7.10
#4
● Held
Signal Changes
Added (1)
SPY
7.93%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.67momentum 120 percentile: 0.52
Removed (1)
NFLX
0.00%(was 7.89%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.48momentum 120 percentile: 0.62
Holdings With Score Updates (4)
AAPL
7.93%(was 7.89%)
Reason: Passed all filters
Donchian Trend: 0.67momentum 120 percentile: 0.95momentum 200 percentile: 0.52
JPM
7.93%(was 7.89%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.67
LLY
7.93%(was 7.89%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.76
COST
7.93%(was 7.89%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.71