Rebalance — Sep 09, 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 2024-09-09
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
MA
8.01%
6.59
#4
● New
V
8.01%
5.71
#3
● New
JPM
8.01%
6.07
#2
● Held
LLY
8.01%
5.83
#1
● Held
COST
8.01%
7.62
#5
● Held
Signal Changes
Added (2)
MA
8.01%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 120 percentile: 0.48
V
8.01%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.43volume momentum 60 percentile: 0.86
Removed (2)
AAPL
0.00%(was 7.93%)
Exit reason: Passed all filters
momentum 120 percentile: 0.95momentum 200 percentile: 0.48Donchian Trend: 0.48
SPY
0.00%(was 7.93%)
Exit reason: Passed all filters
momentum 200 percentile: 0.62Donchian Trend: 0.52momentum 120 percentile: 0.62
Holdings With Score Updates (3)
JPM
8.01%(was 7.93%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.71
LLY
8.01%(was 7.93%)
Reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.76Donchian Trend: 0.43
COST
8.01%(was 7.93%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86