Rebalance — Aug 11, 2025
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 2025-08-11
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
WMT
20.00%
6.15
#5
● New
JNJ
20.00%
5.95
#4
● New
GOOGL
20.00%
6.43
#2
● New
AVGO
20.00%
6.75
#3
● Held
NVDA
20.00%
6.47
#1
● Held
Signal Changes
Added (3)
WMT
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.43
JNJ
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.71momentum 200 percentile: 0.33
GOOGL
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.62momentum 120 percentile: 0.67
Removed (3)
MSFT
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.86inv volatility 60 percentile: 0.90
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.81momentum 120 percentile: 0.52Donchian Trend: 0.33
META
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.57momentum 120 percentile: 0.62
Holdings With Score Updates (2)
AVGO
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.95
NVDA
20.00%
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.90