Rebalance — Sep 16, 2024
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2024-09-16
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
10.99%
5.99
#5
● New
NFLX
10.99%
5.87
#4
● New
META
10.99%
6.15
#1
● New
MA
10.99%
6.23
#2
● Held
COST
10.99%
6.79
#3
● Held
Signal Changes
Added (3)
SPY
10.99%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.67
NFLX
10.99%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.71
META
10.99%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.52
Removed (3)
JPM
0.00%(was 8.01%)
Exit reason: Passed all filters
momentum 200 percentile: 0.71momentum 120 percentile: 0.57Donchian Trend: 0.24
LLY
0.00%(was 8.01%)
Exit reason: Passed all filters
momentum 200 percentile: 0.90momentum 120 percentile: 0.76Donchian Trend: 0.33
V
0.00%(was 8.01%)
Exit reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.43inv volatility 60 percentile: 0.86
Holdings With Score Updates (2)
MA
10.99%(was 8.01%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.43
COST
10.99%(was 8.01%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.86