Rebalance — Oct 07, 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 2024-10-07
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
10.93%
5.71
#2
● New
CAT
10.93%
6.19
#4
● New
SPY
10.93%
5.99
#5
● Held
HD
10.93%
6.11
#3
● Held
META
10.93%
6.71
#1
● Held
Signal Changes
Added (2)
LLY
10.93%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.52momentum 120 percentile: 0.71
CAT
10.93%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 60 percentile: 0.95
Removed (2)
AAPL
0.00%(was 10.95%)
Exit reason: Passed all filters
momentum 120 percentile: 0.90momentum 200 percentile: 0.38Donchian Trend: 0.29
NFLX
0.00%(was 10.95%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.57
Holdings With Score Updates (3)
SPY
10.93%(was 10.95%)
Reason: Passed all filters
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.52
HD
10.93%(was 10.95%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 120 percentile: 0.76momentum 200 percentile: 0.48
META
10.93%(was 10.95%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.81momentum 120 percentile: 0.67