Rebalance — Nov 18, 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 2024-11-18
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
AAPL
20.00%
5.44
#1
● New
HD
20.00%
5.91
#4
● New
MA
20.00%
5.63
#3
● Held
JPM
20.00%
7.26
#2
● Held
NFLX
20.00%
7.70
#5
● Held
Signal Changes
Added (2)
AAPL
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.71
HD
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.76momentum 120 percentile: 0.86momentum 200 percentile: 0.43
Removed (2)
SPY
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.62inv volatility 60 percentile: 0.90
META
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.52momentum 120 percentile: 0.62momentum 60 percentile: 0.43
Holdings With Score Updates (3)
MA
20.00%
Reason: Passed all filters
Donchian Trend: 0.71momentum 120 percentile: 0.67momentum 200 percentile: 0.38
JPM
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.81
NFLX
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.90