Rebalance — Jan 12, 2026
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2026-01-12
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
JNJ
18.60%
6.19
#2
● New
WMT
18.60%
6.79
#3
● Held
SPY
18.60%
5.87
#5
● Held
GOOGL
18.60%
7.46
#1
● Held
CAT
18.60%
6.94
#4
● Held
Signal Changes
Added (1)
JNJ
18.60%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 200 percentile: 0.67momentum 120 percentile: 0.76
Removed (1)
JPM
0.00%(was 17.46%)
Exit reason: Passed all filters
momentum 200 percentile: 0.62Donchian Trend: 0.43momentum 120 percentile: 0.52
Holdings With Score Updates (4)
WMT
18.60%(was 17.46%)
Reason: Passed all filters
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.71
SPY
18.60%(was 17.46%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.48inv volatility 60 percentile: 0.95
GOOGL
18.60%(was 17.46%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.95
CAT
18.60%(was 17.46%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.90