Portfolio Construction Rule (DSI-Based Allocation)
After ranking stocks using the Dynamic Stock Selection Index (DSI), capital is distributed proportionally based on relative strength.
Formal Allocation Rule
Ws(t) = DSIs(t) / Σ DSIs(t)
Interactive Portfolio Weight Calculator
| Stock | DSIs(t) | Weight Ws(t) |
|---|
Interpretation:
Weights sum to 100% of capital. Higher DSI scores receive proportionally larger allocations.
Weights sum to 100% of capital. Higher DSI scores receive proportionally larger allocations.
Leave a Reply