id stringlengths 20 20 | template stringclasses 6
values | complexity int64 1 3 | split stringclasses 1
value | market_regime stringclasses 1
value | asset_class stringclasses 1
value | assets listlengths 1 4 | decision_date timestamp[s]date 2015-02-05 00:00:00 2022-12-28 00:00:00 | context_summary stringlengths 52 153 | question stringlengths 245 9.63k | answer stringlengths 2 63 | answer_numeric float64 -3.07 9.2 | explanation stringlengths 100 240 | metadata unknown |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
T6_all_20201130_0355 | T6 | 3 | train | sideways | all | [
"MTUM",
"XRP-USD",
"MORT",
"PDBC"
] | 2020-11-30T00:00:00 | Max weight deviation: 0.0408, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2092, target=0.2500
XRP-USD: current=0.2762, target=0.2500
MORT: current=0.2756, target=0.2500
PDBC: current=0.2390, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0408.
Rebalancing threshold: 0.0500.
0.0408 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1035, transaction cost = 0.000104 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2092,
"XRP-USD": 0.2762,
"MORT": 0.2756,
"PDBC": 0.23900000000000002
},
"target_weights": {
"MTUM": 0.25,
"XRP-USD": 0.25,
"MORT": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.0408,
"total_turnover": 0.103535,
"transaction_cost": 0.000104,
"th... |
T6_all_20210924_0357 | T6 | 3 | train | sideways | all | [
"XLY",
"BNB-USD",
"SOYB",
"SGOV"
] | 2021-09-24T00:00:00 | Max weight deviation: 0.0107, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2436, target=0.2500
BNB-USD: current=0.2607, target=0.2500
SOYB: current=0.2484, target=0.2500
SGOV: current=0.2474, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0107.
Rebalancing threshold: 0.0500.
0.0107 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0214, transaction cost = 0.000021 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2436,
"BNB-USD": 0.2607,
"SOYB": 0.2484,
"SGOV": 0.2474
},
"target_weights": {
"XLY": 0.25,
"BNB-USD": 0.25,
"SOYB": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.010700000000000001,
"total_turnover": 0.021381,
"transaction_cost": 0.000021,
"thr... |
T6_all_20190912_0358 | T6 | 3 | train | sideways | all | [
"FXI",
"BTC-USD",
"IGOV",
"DBA"
] | 2019-09-12T00:00:00 | Max weight deviation: 0.0244, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2021, target=0.2500
BTC-USD: current=0.2469, target=0.2500
IGOV: current=0.3151, target=0.2500
DBA: current=0.2359, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0651 of IGOV | 1 | Maximum absolute deviation: 0.0244.
Rebalancing threshold: 0.0500.
0.0244 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0489, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.2021,
"BTC-USD": 0.2469,
"IGOV": 0.3151,
"DBA": 0.2359
},
"target_weights": {
"FXI": 0.25,
"BTC-USD": 0.25,
"IGOV": 0.25,
"DBA": 0.25
},
"max_deviation": 0.065084,
"total_turnover": 0.048859,
"transaction_cost": 0.000049,
"threshold": 0.05,... |
T6_all_20220531_0361 | T6 | 3 | train | sideways | all | [
"XLU",
"BTC-USD",
"BIL",
"INDS"
] | 2022-05-31T00:00:00 | Max weight deviation: 0.0413, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2913, target=0.2500
BTC-USD: current=0.2420, target=0.2500
BIL: current=0.2380, target=0.2500
INDS: current=0.2287, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0413.
Rebalancing threshold: 0.0500.
0.0413 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0825, transaction cost = 0.000083 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2913,
"BTC-USD": 0.242,
"BIL": 0.23800000000000002,
"INDS": 0.22870000000000001
},
"target_weights": {
"XLU": 0.25,
"BTC-USD": 0.25,
"BIL": 0.25,
"INDS": 0.25
},
"max_deviation": 0.0413,
"total_turnover": 0.082535,
"transaction_cost": 0.00008... |
T6_all_20220215_0366 | T6 | 3 | train | sideways | all | [
"XLV",
"LINK-USD",
"SCHP",
"DBC"
] | 2022-02-15T00:00:00 | Max weight deviation: 0.0241, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLV: current=0.1904, target=0.2500
LINK-USD: current=0.2074, target=0.2500
SCHP: current=0.3150, target=0.2500
DBC: current=0.2872, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0650 of SCHP | 1 | Maximum absolute deviation: 0.0241.
Rebalancing threshold: 0.0500.
0.0241 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0758, transaction cost = 0.000076 (negligible vs. drift). | {
"current_weights": {
"XLV": 0.1904,
"LINK-USD": 0.2074,
"SCHP": 0.315,
"DBC": 0.2872
},
"target_weights": {
"XLV": 0.25,
"LINK-USD": 0.25,
"SCHP": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.075787,
"transaction_cost": 0.00007599999999999999,
"thres... |
T6_all_20220606_0371 | T6 | 3 | train | sideways | all | [
"XLRE",
"LINK-USD",
"HAUZ",
"ICSH"
] | 2022-06-06T00:00:00 | Max weight deviation: 0.0072, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2554, target=0.2500
LINK-USD: current=0.2428, target=0.2500
HAUZ: current=0.2560, target=0.2500
ICSH: current=0.2459, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | no | 0 | Maximum absolute deviation: 0.0072.
Rebalancing threshold: 0.0500.
0.0072 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0227, transaction cost = 0.000023 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.2554,
"LINK-USD": 0.24280000000000002,
"HAUZ": 0.256,
"ICSH": 0.2459
},
"target_weights": {
"XLRE": 0.25,
"LINK-USD": 0.25,
"HAUZ": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.007200000000000001,
"total_turnover": 0.022654,
"transaction_cost": ... |
T6_all_20181106_0374 | T6 | 3 | train | sideways | all | [
"XLU",
"BTC-USD",
"BNO",
"BNDX"
] | 2018-11-06T00:00:00 | Max weight deviation: 0.0144, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2993, target=0.2500
BTC-USD: current=0.1851, target=0.2500
BNO: current=0.2560, target=0.2500
BNDX: current=0.2596, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0649 of BTC-USD | 1 | Maximum absolute deviation: 0.0144.
Rebalancing threshold: 0.0500.
0.0144 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0287, transaction cost = 0.000029 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2993,
"BTC-USD": 0.18510000000000001,
"BNO": 0.256,
"BNDX": 0.2596
},
"target_weights": {
"XLU": 0.25,
"BTC-USD": 0.25,
"BNO": 0.25,
"BNDX": 0.25
},
"max_deviation": 0.064916,
"total_turnover": 0.028704999999999998,
"transaction_cost": 0.0000... |
T6_all_20210112_0381 | T6 | 3 | train | sideways | all | [
"ACWI",
"BTC-USD",
"SGOV",
"HYG"
] | 2021-01-12T00:00:00 | Max weight deviation: 0.0187, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2577, target=0.2500
BTC-USD: current=0.2654, target=0.2500
SGOV: current=0.2457, target=0.2500
HYG: current=0.2313, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0187.
Rebalancing threshold: 0.0500.
0.0187 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0461, transaction cost = 0.000046 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2577,
"BTC-USD": 0.2654,
"SGOV": 0.2457,
"HYG": 0.2313
},
"target_weights": {
"ACWI": 0.25,
"BTC-USD": 0.25,
"SGOV": 0.25,
"HYG": 0.25
},
"max_deviation": 0.0187,
"total_turnover": 0.046065999999999996,
"transaction_cost": 0.000046,
"thres... |
T6_all_20180214_0383 | T6 | 3 | train | sideways | all | [
"XLE",
"BTC-USD",
"LQD",
"ITB"
] | 2018-02-14T00:00:00 | Max weight deviation: 0.0076, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2526, target=0.2500
BTC-USD: current=0.2568, target=0.2500
LQD: current=0.2483, target=0.2500
ITB: current=0.2424, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0076.
Rebalancing threshold: 0.0500.
0.0076 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0187, transaction cost = 0.000019 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2526,
"BTC-USD": 0.25680000000000003,
"LQD": 0.24830000000000002,
"ITB": 0.2424
},
"target_weights": {
"XLE": 0.25,
"BTC-USD": 0.25,
"LQD": 0.25,
"ITB": 0.25
},
"max_deviation": 0.0076,
"total_turnover": 0.018691,
"transaction_cost": 0.000018... |
T6_all_20191216_0388 | T6 | 3 | train | sideways | all | [
"VLUE",
"XRP-USD",
"PALL",
"REZ"
] | 2019-12-16T00:00:00 | Max weight deviation: 0.0586, threshold: 0.05. Decision: yes (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2797, target=0.2500
XRP-USD: current=0.1914, target=0.2500
PALL: current=0.2497, target=0.2500
REZ: current=0.2792, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0586 of XRP-USD | 1 | Maximum absolute deviation: 0.0586.
Rebalancing threshold: 0.0500.
0.0586 > 0.0500 → decision: 'yes'.
If rebalanced: total turnover = 0.1178, transaction cost = 0.000118 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2797,
"XRP-USD": 0.19140000000000001,
"PALL": 0.2497,
"REZ": 0.2792
},
"target_weights": {
"VLUE": 0.25,
"XRP-USD": 0.25,
"PALL": 0.25,
"REZ": 0.25
},
"max_deviation": 0.058600000000000006,
"total_turnover": 0.117813,
"transaction_cost": 0.0... |
T6_all_20210726_0390 | T6 | 3 | train | sideways | all | [
"EFA",
"SOL-USD",
"INDS",
"PDBC"
] | 2021-07-26T00:00:00 | Max weight deviation: 0.0116, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2366, target=0.2500
SOL-USD: current=0.3150, target=0.2500
INDS: current=0.2248, target=0.2500
PDBC: current=0.2237, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0650 of SOL-USD | 1 | Maximum absolute deviation: 0.0116.
Rebalancing threshold: 0.0500.
0.0116 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0232, transaction cost = 0.000023 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2366,
"SOL-USD": 0.315,
"INDS": 0.2248,
"PDBC": 0.2237
},
"target_weights": {
"EFA": 0.25,
"SOL-USD": 0.25,
"INDS": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.023239,
"transaction_cost": 0.000023,
"threshold": 0.05,
... |
T6_all_20221209_0393 | T6 | 3 | train | sideways | all | [
"IWM",
"BNB-USD",
"SGOV",
"IAU"
] | 2022-12-09T00:00:00 | Max weight deviation: 0.0057, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2557, target=0.2500
BNB-USD: current=0.2476, target=0.2500
SGOV: current=0.2455, target=0.2500
IAU: current=0.2512, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0057.
Rebalancing threshold: 0.0500.
0.0057 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0137, transaction cost = 0.000014 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.25570000000000004,
"BNB-USD": 0.24760000000000001,
"SGOV": 0.24550000000000002,
"IAU": 0.25120000000000003
},
"target_weights": {
"IWM": 0.25,
"BNB-USD": 0.25,
"SGOV": 0.25,
"IAU": 0.25
},
"max_deviation": 0.0057,
"total_turnover": 0.013736,
... |
T6_all_20210813_0396 | T6 | 3 | train | sideways | all | [
"EEM",
"BNB-USD",
"SGOV",
"SCHH"
] | 2021-08-13T00:00:00 | Max weight deviation: 0.0203, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.1949, target=0.2500
BNB-USD: current=0.3150, target=0.2500
SGOV: current=0.2958, target=0.2500
SCHH: current=0.1943, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0650 of BNB-USD | 1 | Maximum absolute deviation: 0.0203.
Rebalancing threshold: 0.0500.
0.0203 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0692, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.19490000000000002,
"BNB-USD": 0.315,
"SGOV": 0.2958,
"SCHH": 0.1943
},
"target_weights": {
"EEM": 0.25,
"BNB-USD": 0.25,
"SGOV": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.069242,
"transaction_cost": 0.000069,
"thresh... |
T6_all_20220912_0398 | T6 | 3 | train | sideways | all | [
"XLE",
"DOT-USD",
"SGOV",
"HAUZ"
] | 2022-09-12T00:00:00 | Max weight deviation: 0.0279, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2221, target=0.2500
DOT-USD: current=0.2564, target=0.2500
SGOV: current=0.2065, target=0.2500
HAUZ: current=0.3151, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0651 of HAUZ | 1 | Maximum absolute deviation: 0.0279.
Rebalancing threshold: 0.0500.
0.0279 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0613, transaction cost = 0.000061 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.22210000000000002,
"DOT-USD": 0.2564,
"SGOV": 0.20650000000000002,
"HAUZ": 0.3151
},
"target_weights": {
"XLE": 0.25,
"DOT-USD": 0.25,
"SGOV": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.06507299999999999,
"total_turnover": 0.061321,
"transactio... |
T6_all_20220426_0405 | T6 | 3 | train | sideways | all | [
"^VIX",
"BTC-USD",
"GLD",
"VNQ"
] | 2022-04-26T00:00:00 | Max weight deviation: 0.0206, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2294, target=0.2500
BTC-USD: current=0.2503, target=0.2500
GLD: current=0.2613, target=0.2500
VNQ: current=0.2590, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0206.
Rebalancing threshold: 0.0500.
0.0206 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0412, transaction cost = 0.000041 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.22940000000000002,
"BTC-USD": 0.2503,
"GLD": 0.26130000000000003,
"VNQ": 0.259
},
"target_weights": {
"^VIX": 0.25,
"BTC-USD": 0.25,
"GLD": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.0206,
"total_turnover": 0.041208,
"transaction_cost": 0.00004... |
T6_all_20200803_0408 | T6 | 3 | train | sideways | all | [
"XLF",
"LINK-USD",
"REZ",
"DBA"
] | 2020-08-03T00:00:00 | Max weight deviation: 0.0098, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2551, target=0.2500
LINK-USD: current=0.2737, target=0.2500
REZ: current=0.2863, target=0.2500
DBA: current=0.1849, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0651 of DBA | 1 | Maximum absolute deviation: 0.0098.
Rebalancing threshold: 0.0500.
0.0098 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0196, transaction cost = 0.000020 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2551,
"LINK-USD": 0.2737,
"REZ": 0.2863,
"DBA": 0.1849
},
"target_weights": {
"XLF": 0.25,
"LINK-USD": 0.25,
"REZ": 0.25,
"DBA": 0.25
},
"max_deviation": 0.065123,
"total_turnover": 0.019590000000000003,
"transaction_cost": 0.00002,
"thresh... |
T6_all_20220106_0410 | T6 | 3 | train | sideways | all | [
"EWJ",
"MATIC-USD",
"MORT",
"WEAT"
] | 2022-01-06T00:00:00 | Max weight deviation: 0.0149, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.2779, target=0.2500
MATIC-USD: current=0.1850, target=0.2500
MORT: current=0.2640, target=0.2500
WEAT: current=0.2731, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | yes; buy 0.0650 of MATIC-USD | 1 | Maximum absolute deviation: 0.0149.
Rebalancing threshold: 0.0500.
0.0149 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0297, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.27790000000000004,
"MATIC-USD": 0.185,
"MORT": 0.264,
"WEAT": 0.2731
},
"target_weights": {
"EWJ": 0.25,
"MATIC-USD": 0.25,
"MORT": 0.25,
"WEAT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.029727999999999997,
"transaction_cost": 0.00... |
T6_all_20190318_0414 | T6 | 3 | train | sideways | all | [
"EEM",
"ADA-USD",
"TIP",
"BIL"
] | 2019-03-18T00:00:00 | Max weight deviation: 0.0136, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2720, target=0.2500
ADA-USD: current=0.3150, target=0.2500
TIP: current=0.2165, target=0.2500
BIL: current=0.1965, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; sell 0.0650 of ADA-USD | 1 | Maximum absolute deviation: 0.0136.
Rebalancing threshold: 0.0500.
0.0136 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0364, transaction cost = 0.000036 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.272,
"ADA-USD": 0.315,
"TIP": 0.2165,
"BIL": 0.1965
},
"target_weights": {
"EEM": 0.25,
"ADA-USD": 0.25,
"TIP": 0.25,
"BIL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.03637,
"transaction_cost": 0.000036,
"threshold": 0.05,
"shou... |
T6_all_20180116_0416 | T6 | 3 | train | sideways | all | [
"XLU",
"LINK-USD",
"EMB",
"REZ"
] | 2018-01-16T00:00:00 | Max weight deviation: 0.0351, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2116, target=0.2500
LINK-USD: current=0.2624, target=0.2500
EMB: current=0.3149, target=0.2500
REZ: current=0.2111, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0649 of EMB | 1 | Maximum absolute deviation: 0.0351.
Rebalancing threshold: 0.0500.
0.0351 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0835, transaction cost = 0.000084 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2116,
"LINK-USD": 0.2624,
"EMB": 0.3149,
"REZ": 0.2111
},
"target_weights": {
"XLU": 0.25,
"LINK-USD": 0.25,
"EMB": 0.25,
"REZ": 0.25
},
"max_deviation": 0.064942,
"total_turnover": 0.083503,
"transaction_cost": 0.000084,
"threshold": 0.05,... |
T6_all_20201127_0418 | T6 | 3 | train | sideways | all | [
"XLF",
"AVAX-USD",
"VCIT",
"WEAT"
] | 2020-11-27T00:00:00 | Max weight deviation: 0.0096, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2568, target=0.2500
AVAX-USD: current=0.2906, target=0.2500
VCIT: current=0.1850, target=0.2500
WEAT: current=0.2676, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; buy 0.0650 of VCIT | 1 | Maximum absolute deviation: 0.0096.
Rebalancing threshold: 0.0500.
0.0096 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0191, transaction cost = 0.000019 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.25680000000000003,
"AVAX-USD": 0.2906,
"VCIT": 0.185,
"WEAT": 0.2676
},
"target_weights": {
"XLF": 0.25,
"AVAX-USD": 0.25,
"VCIT": 0.25,
"WEAT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.019110000000000002,
"transaction_cost": 0.000... |
T6_all_20180720_0419 | T6 | 3 | train | sideways | all | [
"IWM",
"BNB-USD",
"STIP",
"INDS"
] | 2018-07-20T00:00:00 | Max weight deviation: 0.0256, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2297, target=0.2500
BNB-USD: current=0.2645, target=0.2500
STIP: current=0.2756, target=0.2500
INDS: current=0.2303, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0256.
Rebalancing threshold: 0.0500.
0.0256 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0801, transaction cost = 0.000080 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.22970000000000002,
"BNB-USD": 0.2645,
"STIP": 0.2756,
"INDS": 0.2303
},
"target_weights": {
"IWM": 0.25,
"BNB-USD": 0.25,
"STIP": 0.25,
"INDS": 0.25
},
"max_deviation": 0.0256,
"total_turnover": 0.080066,
"transaction_cost": 0.00008,
"thres... |
T6_all_20221207_0423 | T6 | 3 | train | sideways | all | [
"EEM",
"XRP-USD",
"DBB",
"IYR"
] | 2022-12-07T00:00:00 | Max weight deviation: 0.0116, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2571, target=0.2500
XRP-USD: current=0.2467, target=0.2500
DBB: current=0.2384, target=0.2500
IYR: current=0.2577, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0116.
Rebalancing threshold: 0.0500.
0.0116 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0297, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2571,
"XRP-USD": 0.2467,
"DBB": 0.2384,
"IYR": 0.2577
},
"target_weights": {
"EEM": 0.25,
"XRP-USD": 0.25,
"DBB": 0.25,
"IYR": 0.25
},
"max_deviation": 0.011600000000000001,
"total_turnover": 0.029671,
"transaction_cost": 0.000030000000000000... |
T6_all_20210607_0428 | T6 | 3 | train | sideways | all | [
"USMV",
"XRP-USD",
"BIL",
"IGOV"
] | 2021-06-07T00:00:00 | Max weight deviation: 0.0471, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2667, target=0.2500
XRP-USD: current=0.2372, target=0.2500
BIL: current=0.3111, target=0.2500
IGOV: current=0.1850, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0650 of IGOV | 1 | Maximum absolute deviation: 0.0471.
Rebalancing threshold: 0.0500.
0.0471 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1127, transaction cost = 0.000113 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.2667,
"XRP-USD": 0.23720000000000002,
"BIL": 0.3111,
"IGOV": 0.185
},
"target_weights": {
"USMV": 0.25,
"XRP-USD": 0.25,
"BIL": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.11269799999999999,
"transaction_cost": 0.000113... |
T6_all_20190101_0431 | T6 | 3 | train | sideways | all | [
"XLB",
"BNB-USD",
"HAUZ",
"SOYB"
] | 2019-01-01T00:00:00 | Max weight deviation: 0.0202, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2298, target=0.2500
BNB-USD: current=0.2504, target=0.2500
HAUZ: current=0.2543, target=0.2500
SOYB: current=0.2656, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0202.
Rebalancing threshold: 0.0500.
0.0202 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0404, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2298,
"BNB-USD": 0.2504,
"HAUZ": 0.2543,
"SOYB": 0.2656
},
"target_weights": {
"XLB": 0.25,
"BNB-USD": 0.25,
"HAUZ": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.020200000000000003,
"total_turnover": 0.040435,
"transaction_cost": 0.00004,
"thre... |
T6_all_20200703_0437 | T6 | 3 | train | sideways | all | [
"XLU",
"MATIC-USD",
"VNQ",
"BIL"
] | 2020-07-03T00:00:00 | Max weight deviation: 0.0129, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2561, target=0.2500
MATIC-USD: current=0.2536, target=0.2500
VNQ: current=0.2371, target=0.2500
BIL: current=0.2532, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0129.
Rebalancing threshold: 0.0500.
0.0129 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0257, transaction cost = 0.000026 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2561,
"MATIC-USD": 0.2536,
"VNQ": 0.2371,
"BIL": 0.25320000000000004
},
"target_weights": {
"XLU": 0.25,
"MATIC-USD": 0.25,
"VNQ": 0.25,
"BIL": 0.25
},
"max_deviation": 0.0129,
"total_turnover": 0.025745,
"transaction_cost": 0.000026,
"thre... |
T6_all_20190315_0443 | T6 | 3 | train | sideways | all | [
"XLI",
"ADA-USD",
"SCHH",
"TLT"
] | 2019-03-15T00:00:00 | Max weight deviation: 0.0201, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2323, target=0.2500
ADA-USD: current=0.2501, target=0.2500
SCHH: current=0.2475, target=0.2500
TLT: current=0.2701, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0201.
Rebalancing threshold: 0.0500.
0.0201 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0404, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2323,
"ADA-USD": 0.2501,
"SCHH": 0.24750000000000003,
"TLT": 0.2701
},
"target_weights": {
"XLI": 0.25,
"ADA-USD": 0.25,
"SCHH": 0.25,
"TLT": 0.25
},
"max_deviation": 0.0201,
"total_turnover": 0.040396999999999995,
"transaction_cost": 0.00004... |
T6_all_20220704_0447 | T6 | 3 | train | sideways | all | [
"QQQ",
"ADA-USD",
"PALL",
"ITB"
] | 2022-07-04T00:00:00 | Max weight deviation: 0.0283, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2684, target=0.2500
ADA-USD: current=0.2217, target=0.2500
PALL: current=0.2775, target=0.2500
ITB: current=0.2324, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0283.
Rebalancing threshold: 0.0500.
0.0283 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0919, transaction cost = 0.000092 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2684,
"ADA-USD": 0.2217,
"PALL": 0.2775,
"ITB": 0.23240000000000002
},
"target_weights": {
"QQQ": 0.25,
"ADA-USD": 0.25,
"PALL": 0.25,
"ITB": 0.25
},
"max_deviation": 0.028300000000000002,
"total_turnover": 0.09186000000000001,
"transaction_c... |
T6_all_20210928_0451 | T6 | 3 | train | sideways | all | [
"QQQ",
"BNB-USD",
"PPLT",
"SHY"
] | 2021-09-28T00:00:00 | Max weight deviation: 0.0312, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2388, target=0.2500
BNB-USD: current=0.2812, target=0.2500
PPLT: current=0.2513, target=0.2500
SHY: current=0.2287, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0312.
Rebalancing threshold: 0.0500.
0.0312 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0650, transaction cost = 0.000065 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2388,
"BNB-USD": 0.2812,
"PPLT": 0.2513,
"SHY": 0.22870000000000001
},
"target_weights": {
"QQQ": 0.25,
"BNB-USD": 0.25,
"PPLT": 0.25,
"SHY": 0.25
},
"max_deviation": 0.031200000000000002,
"total_turnover": 0.064999,
"transaction_cost": 0.000... |
T6_all_20200910_0453 | T6 | 3 | train | sideways | all | [
"VEA",
"ADA-USD",
"HYG",
"ICSH"
] | 2020-09-10T00:00:00 | Max weight deviation: 0.0149, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2513, target=0.2500
ADA-USD: current=0.2523, target=0.2500
HYG: current=0.2351, target=0.2500
ICSH: current=0.2613, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0149.
Rebalancing threshold: 0.0500.
0.0149 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0298, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.2513,
"ADA-USD": 0.2523,
"HYG": 0.2351,
"ICSH": 0.26130000000000003
},
"target_weights": {
"VEA": 0.25,
"ADA-USD": 0.25,
"HYG": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0149,
"total_turnover": 0.029754,
"transaction_cost": 0.00003000000000000... |
T6_all_20220630_0457 | T6 | 3 | train | sideways | all | [
"VLUE",
"BTC-USD",
"WEAT",
"INDS"
] | 2022-06-30T00:00:00 | Max weight deviation: 0.0356, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2592, target=0.2500
BTC-USD: current=0.2144, target=0.2500
WEAT: current=0.2531, target=0.2500
INDS: current=0.2733, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0356.
Rebalancing threshold: 0.0500.
0.0356 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0711, transaction cost = 0.000071 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2592,
"BTC-USD": 0.2144,
"WEAT": 0.2531,
"INDS": 0.2733
},
"target_weights": {
"VLUE": 0.25,
"BTC-USD": 0.25,
"WEAT": 0.25,
"INDS": 0.25
},
"max_deviation": 0.0356,
"total_turnover": 0.071105,
"transaction_cost": 0.00007099999999999999,
"t... |
T6_all_20181231_0461 | T6 | 3 | train | sideways | all | [
"XLI",
"BTC-USD",
"USO",
"SHY"
] | 2018-12-31T00:00:00 | Max weight deviation: 0.0166, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2554, target=0.2500
BTC-USD: current=0.2590, target=0.2500
USO: current=0.2334, target=0.2500
SHY: current=0.2522, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0166.
Rebalancing threshold: 0.0500.
0.0166 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0332, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2554,
"BTC-USD": 0.259,
"USO": 0.23340000000000002,
"SHY": 0.25220000000000004
},
"target_weights": {
"XLI": 0.25,
"BTC-USD": 0.25,
"USO": 0.25,
"SHY": 0.25
},
"max_deviation": 0.0166,
"total_turnover": 0.033198,
"transaction_cost": 0.0000329... |
T6_all_20210129_0462 | T6 | 3 | train | sideways | all | [
"MTUM",
"SOL-USD",
"DBA",
"EMB"
] | 2021-01-29T00:00:00 | Max weight deviation: 0.0441, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2672, target=0.2500
SOL-USD: current=0.2677, target=0.2500
DBA: current=0.2801, target=0.2500
EMB: current=0.1850, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of EMB | 1 | Maximum absolute deviation: 0.0441.
Rebalancing threshold: 0.0500.
0.0441 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0882, transaction cost = 0.000088 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2672,
"SOL-USD": 0.2677,
"DBA": 0.2801,
"EMB": 0.185
},
"target_weights": {
"MTUM": 0.25,
"SOL-USD": 0.25,
"DBA": 0.25,
"EMB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.088225,
"transaction_cost": 0.000088,
"threshold": 0.05,
"... |
T6_all_20180111_0466 | T6 | 3 | train | sideways | all | [
"IWM",
"ETH-USD",
"TLH",
"BIL"
] | 2018-01-11T00:00:00 | Max weight deviation: 0.0087, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.1850, target=0.2500
ETH-USD: current=0.2582, target=0.2500
TLH: current=0.2784, target=0.2500
BIL: current=0.2784, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; buy 0.0650 of IWM | 1 | Maximum absolute deviation: 0.0087.
Rebalancing threshold: 0.0500.
0.0087 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0174, transaction cost = 0.000017 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.185,
"ETH-USD": 0.2582,
"TLH": 0.27840000000000004,
"BIL": 0.27840000000000004
},
"target_weights": {
"IWM": 0.25,
"ETH-USD": 0.25,
"TLH": 0.25,
"BIL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.017440999999999998,
"transaction_cost"... |
T6_all_20210224_0469 | T6 | 3 | train | sideways | all | [
"IWM",
"SOL-USD",
"LQD",
"SCHH"
] | 2021-02-24T00:00:00 | Max weight deviation: 0.0252, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2345, target=0.2500
SOL-USD: current=0.2752, target=0.2500
LQD: current=0.2520, target=0.2500
SCHH: current=0.2383, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0252.
Rebalancing threshold: 0.0500.
0.0252 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0544, transaction cost = 0.000054 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.23450000000000001,
"SOL-USD": 0.2752,
"LQD": 0.252,
"SCHH": 0.2383
},
"target_weights": {
"IWM": 0.25,
"SOL-USD": 0.25,
"LQD": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.0252,
"total_turnover": 0.054402,
"transaction_cost": 0.000054,
"thresho... |
T6_all_20210414_0471 | T6 | 3 | train | sideways | all | [
"XLY",
"ADA-USD",
"ITB",
"IEF"
] | 2021-04-14T00:00:00 | Max weight deviation: 0.0406, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2267, target=0.2500
ADA-USD: current=0.2362, target=0.2500
ITB: current=0.2906, target=0.2500
IEF: current=0.2464, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0406.
Rebalancing threshold: 0.0500.
0.0406 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0813, transaction cost = 0.000081 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2267,
"ADA-USD": 0.23620000000000002,
"ITB": 0.2906,
"IEF": 0.2464
},
"target_weights": {
"XLY": 0.25,
"ADA-USD": 0.25,
"ITB": 0.25,
"IEF": 0.25
},
"max_deviation": 0.040600000000000004,
"total_turnover": 0.081284,
"transaction_cost": 0.00008... |
T6_all_20190531_0472 | T6 | 3 | train | sideways | all | [
"XLY",
"ADA-USD",
"ICSH",
"DBB"
] | 2019-05-31T00:00:00 | Max weight deviation: 0.0373, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2237, target=0.2500
ADA-USD: current=0.2922, target=0.2500
ICSH: current=0.1850, target=0.2500
DBB: current=0.2991, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of ICSH | 1 | Maximum absolute deviation: 0.0373.
Rebalancing threshold: 0.0500.
0.0373 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1049, transaction cost = 0.000105 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2237,
"ADA-USD": 0.2922,
"ICSH": 0.185,
"DBB": 0.29910000000000003
},
"target_weights": {
"XLY": 0.25,
"ADA-USD": 0.25,
"ICSH": 0.25,
"DBB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.10489899999999999,
"transaction_cost": 0.00010499... |
T6_all_20200610_0473 | T6 | 3 | train | sideways | all | [
"QUAL",
"MATIC-USD",
"SCHP",
"DBC"
] | 2020-06-10T00:00:00 | Max weight deviation: 0.0338, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2402, target=0.2500
MATIC-USD: current=0.2267, target=0.2500
SCHP: current=0.2838, target=0.2500
DBC: current=0.2493, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | no | 0 | Maximum absolute deviation: 0.0338.
Rebalancing threshold: 0.0500.
0.0338 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0676, transaction cost = 0.000068 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.24020000000000002,
"MATIC-USD": 0.2267,
"SCHP": 0.2838,
"DBC": 0.24930000000000002
},
"target_weights": {
"QUAL": 0.25,
"MATIC-USD": 0.25,
"SCHP": 0.25,
"DBC": 0.25
},
"max_deviation": 0.033800000000000004,
"total_turnover": 0.067621,
"trans... |
T6_all_20201230_0474 | T6 | 3 | train | sideways | all | [
"XLRE",
"BNB-USD",
"BIL",
"CORN"
] | 2020-12-30T00:00:00 | Max weight deviation: 0.0132, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.1861, target=0.2500
BNB-USD: current=0.2580, target=0.2500
BIL: current=0.3152, target=0.2500
CORN: current=0.2408, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0652 of BIL | 1 | Maximum absolute deviation: 0.0132.
Rebalancing threshold: 0.0500.
0.0132 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0298, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.18610000000000002,
"BNB-USD": 0.258,
"BIL": 0.31520000000000004,
"CORN": 0.24080000000000001
},
"target_weights": {
"XLRE": 0.25,
"BNB-USD": 0.25,
"BIL": 0.25,
"CORN": 0.25
},
"max_deviation": 0.06515499999999999,
"total_turnover": 0.029778,
... |
T6_all_20220331_0475 | T6 | 3 | train | sideways | all | [
"MTUM",
"XRP-USD",
"SHV",
"UNG"
] | 2022-03-31T00:00:00 | Max weight deviation: 0.0318, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2432, target=0.2500
XRP-USD: current=0.2522, target=0.2500
SHV: current=0.2818, target=0.2500
UNG: current=0.2227, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0318.
Rebalancing threshold: 0.0500.
0.0318 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0681, transaction cost = 0.000068 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2432,
"XRP-USD": 0.25220000000000004,
"SHV": 0.2818,
"UNG": 0.2227
},
"target_weights": {
"MTUM": 0.25,
"XRP-USD": 0.25,
"SHV": 0.25,
"UNG": 0.25
},
"max_deviation": 0.0318,
"total_turnover": 0.068116,
"transaction_cost": 0.000068,
"thresh... |
T6_all_20220610_0476 | T6 | 3 | train | sideways | all | [
"XLK",
"BNB-USD",
"HYG",
"INDS"
] | 2022-06-10T00:00:00 | Max weight deviation: 0.0266, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2532, target=0.2500
BNB-USD: current=0.2974, target=0.2500
HYG: current=0.1850, target=0.2500
INDS: current=0.2644, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of HYG | 1 | Maximum absolute deviation: 0.0266.
Rebalancing threshold: 0.0500.
0.0266 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0533, transaction cost = 0.000053 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.25320000000000004,
"BNB-USD": 0.2974,
"HYG": 0.185,
"INDS": 0.2644
},
"target_weights": {
"XLK": 0.25,
"BNB-USD": 0.25,
"HYG": 0.25,
"INDS": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.053293,
"transaction_cost": 0.000053,
"threshol... |
T6_all_20220913_0477 | T6 | 3 | train | sideways | all | [
"^VIX",
"ADA-USD",
"SGOV",
"IGOV"
] | 2022-09-13T00:00:00 | Max weight deviation: 0.0203, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2703, target=0.2500
ADA-USD: current=0.2579, target=0.2500
SGOV: current=0.2314, target=0.2500
IGOV: current=0.2404, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0203.
Rebalancing threshold: 0.0500.
0.0203 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0564, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.27030000000000004,
"ADA-USD": 0.2579,
"SGOV": 0.23140000000000002,
"IGOV": 0.2404
},
"target_weights": {
"^VIX": 0.25,
"ADA-USD": 0.25,
"SGOV": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.020300000000000002,
"total_turnover": 0.056367,
"transac... |
T6_all_20181114_0478 | T6 | 3 | train | sideways | all | [
"XLF",
"BNB-USD",
"SOYB",
"REZ"
] | 2018-11-14T00:00:00 | Max weight deviation: 0.0202, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.3001, target=0.2500
BNB-USD: current=0.2715, target=0.2500
SOYB: current=0.1849, target=0.2500
REZ: current=0.2435, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0651 of SOYB | 1 | Maximum absolute deviation: 0.0202.
Rebalancing threshold: 0.0500.
0.0202 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0445, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.30010000000000003,
"BNB-USD": 0.2715,
"SOYB": 0.1849,
"REZ": 0.24350000000000002
},
"target_weights": {
"XLF": 0.25,
"BNB-USD": 0.25,
"SOYB": 0.25,
"REZ": 0.25
},
"max_deviation": 0.06506,
"total_turnover": 0.04453000000000001,
"transaction_c... |
T6_all_20221228_0479 | T6 | 3 | train | sideways | all | [
"^VIX",
"ADA-USD",
"INDS",
"SCHP"
] | 2022-12-28T00:00:00 | Max weight deviation: 0.0224, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2348, target=0.2500
ADA-USD: current=0.2339, target=0.2500
INDS: current=0.2590, target=0.2500
SCHP: current=0.2724, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0224.
Rebalancing threshold: 0.0500.
0.0224 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0627, transaction cost = 0.000063 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.2348,
"ADA-USD": 0.23390000000000002,
"INDS": 0.259,
"SCHP": 0.27240000000000003
},
"target_weights": {
"^VIX": 0.25,
"ADA-USD": 0.25,
"INDS": 0.25,
"SCHP": 0.25
},
"max_deviation": 0.0224,
"total_turnover": 0.062721,
"transaction_cost": 0.0... |
T6_all_20210303_0480 | T6 | 3 | train | sideways | all | [
"XLRE",
"LINK-USD",
"SCHH",
"SGOV"
] | 2021-03-03T00:00:00 | Max weight deviation: 0.0081, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.3153, target=0.2500
LINK-USD: current=0.2558, target=0.2500
SCHH: current=0.2133, target=0.2500
SGOV: current=0.2157, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | yes; sell 0.0653 of XLRE | 1 | Maximum absolute deviation: 0.0081.
Rebalancing threshold: 0.0500.
0.0081 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0176, transaction cost = 0.000018 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.3153,
"LINK-USD": 0.2558,
"SCHH": 0.21330000000000002,
"SGOV": 0.2157
},
"target_weights": {
"XLRE": 0.25,
"LINK-USD": 0.25,
"SCHH": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.06525299999999999,
"total_turnover": 0.01762,
"transaction_cost": 0... |
T6_all_20200616_0481 | T6 | 3 | train | sideways | all | [
"VLUE",
"ADA-USD",
"USO",
"VNQ"
] | 2020-06-16T00:00:00 | Max weight deviation: 0.0115, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2476, target=0.2500
ADA-USD: current=0.2615, target=0.2500
USO: current=0.2392, target=0.2500
VNQ: current=0.2518, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0115.
Rebalancing threshold: 0.0500.
0.0115 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0265, transaction cost = 0.000027 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.24760000000000001,
"ADA-USD": 0.2615,
"USO": 0.23920000000000002,
"VNQ": 0.2518
},
"target_weights": {
"VLUE": 0.25,
"ADA-USD": 0.25,
"USO": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.0115,
"total_turnover": 0.026541,
"transaction_cost": 0.0000... |
T6_all_20180228_0482 | T6 | 3 | train | sideways | all | [
"XLB",
"BTC-USD",
"SCHP",
"ICSH"
] | 2018-02-28T00:00:00 | Max weight deviation: 0.0188, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2822, target=0.2500
BTC-USD: current=0.2977, target=0.2500
SCHP: current=0.1850, target=0.2500
ICSH: current=0.2351, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0650 of SCHP | 1 | Maximum absolute deviation: 0.0188.
Rebalancing threshold: 0.0500.
0.0188 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0462, transaction cost = 0.000046 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2822,
"BTC-USD": 0.2977,
"SCHP": 0.185,
"ICSH": 0.2351
},
"target_weights": {
"XLB": 0.25,
"BTC-USD": 0.25,
"SCHP": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.046182,
"transaction_cost": 0.000046,
"threshold": 0.05,
... |
T6_all_20180416_0483 | T6 | 3 | train | sideways | all | [
"XLY",
"ETH-USD",
"BIL",
"IYR"
] | 2018-04-16T00:00:00 | Max weight deviation: 0.0213, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2614, target=0.2500
ETH-USD: current=0.2287, target=0.2500
BIL: current=0.2491, target=0.2500
IYR: current=0.2609, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0213.
Rebalancing threshold: 0.0500.
0.0213 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0446, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2614,
"ETH-USD": 0.22870000000000001,
"BIL": 0.24910000000000002,
"IYR": 0.2609
},
"target_weights": {
"XLY": 0.25,
"ETH-USD": 0.25,
"BIL": 0.25,
"IYR": 0.25
},
"max_deviation": 0.0213,
"total_turnover": 0.044557,
"transaction_cost": 0.000044... |
T6_all_20210625_0484 | T6 | 3 | train | sideways | all | [
"VTI",
"SOL-USD",
"ITB",
"SGOV"
] | 2021-06-25T00:00:00 | Max weight deviation: 0.0279, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.3150, target=0.2500
SOL-USD: current=0.1999, target=0.2500
ITB: current=0.2794, target=0.2500
SGOV: current=0.2057, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of VTI | 1 | Maximum absolute deviation: 0.0279.
Rebalancing threshold: 0.0500.
0.0279 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0810, transaction cost = 0.000081 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.315,
"SOL-USD": 0.19990000000000002,
"ITB": 0.27940000000000004,
"SGOV": 0.20570000000000002
},
"target_weights": {
"VTI": 0.25,
"SOL-USD": 0.25,
"ITB": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.081006,
"transaction_co... |
T6_all_20220113_0485 | T6 | 3 | train | sideways | all | [
"IWM",
"SOL-USD",
"SLV",
"ICSH"
] | 2022-01-13T00:00:00 | Max weight deviation: 0.0177, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2560, target=0.2500
SOL-USD: current=0.2530, target=0.2500
SLV: current=0.2323, target=0.2500
ICSH: current=0.2587, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0177.
Rebalancing threshold: 0.0500.
0.0177 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0353, transaction cost = 0.000035 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.256,
"SOL-USD": 0.253,
"SLV": 0.2323,
"ICSH": 0.2587
},
"target_weights": {
"IWM": 0.25,
"SOL-USD": 0.25,
"SLV": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0177,
"total_turnover": 0.035307,
"transaction_cost": 0.000035,
"threshold": 0.05,
"... |
T6_all_20220808_0486 | T6 | 3 | train | sideways | all | [
"XLRE",
"ETH-USD",
"SGOV",
"HAUZ"
] | 2022-08-08T00:00:00 | Max weight deviation: 0.0206, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.3083, target=0.2500
ETH-USD: current=0.1849, target=0.2500
SGOV: current=0.1995, target=0.2500
HAUZ: current=0.3073, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; buy 0.0651 of ETH-USD | 1 | Maximum absolute deviation: 0.0206.
Rebalancing threshold: 0.0500.
0.0206 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0732, transaction cost = 0.000073 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.3083,
"ETH-USD": 0.1849,
"SGOV": 0.1995,
"HAUZ": 0.3073
},
"target_weights": {
"XLRE": 0.25,
"ETH-USD": 0.25,
"SGOV": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.06505799999999999,
"total_turnover": 0.073249,
"transaction_cost": 0.000073,
"th... |
T6_all_20220103_0487 | T6 | 3 | train | sideways | all | [
"VEA",
"SOL-USD",
"USO",
"SGOV"
] | 2022-01-03T00:00:00 | Max weight deviation: 0.0154, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2374, target=0.2500
SOL-USD: current=0.2410, target=0.2500
USO: current=0.2654, target=0.2500
SGOV: current=0.2562, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0154.
Rebalancing threshold: 0.0500.
0.0154 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0433, transaction cost = 0.000043 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.2374,
"SOL-USD": 0.241,
"USO": 0.2654,
"SGOV": 0.25620000000000004
},
"target_weights": {
"VEA": 0.25,
"SOL-USD": 0.25,
"USO": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0154,
"total_turnover": 0.043254,
"transaction_cost": 0.000042999999999999... |
T6_all_20200304_0488 | T6 | 3 | train | sideways | all | [
"IVV",
"BNB-USD",
"ICSH",
"XHB"
] | 2020-03-04T00:00:00 | Max weight deviation: 0.0156, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.3150, target=0.2500
BNB-USD: current=0.2679, target=0.2500
ICSH: current=0.2038, target=0.2500
XHB: current=0.2133, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of IVV | 1 | Maximum absolute deviation: 0.0156.
Rebalancing threshold: 0.0500.
0.0156 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0397, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.315,
"BNB-USD": 0.2679,
"ICSH": 0.2038,
"XHB": 0.21330000000000002
},
"target_weights": {
"IVV": 0.25,
"BNB-USD": 0.25,
"ICSH": 0.25,
"XHB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.03966,
"transaction_cost": 0.00004,
"threshold"... |
T6_all_20220818_0489 | T6 | 3 | train | sideways | all | [
"EEM",
"ADA-USD",
"DBA",
"LQD"
] | 2022-08-18T00:00:00 | Max weight deviation: 0.0227, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2440, target=0.2500
ADA-USD: current=0.2727, target=0.2500
DBA: current=0.2510, target=0.2500
LQD: current=0.2323, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0227.
Rebalancing threshold: 0.0500.
0.0227 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0475, transaction cost = 0.000047 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.244,
"ADA-USD": 0.2727,
"DBA": 0.251,
"LQD": 0.2323
},
"target_weights": {
"EEM": 0.25,
"ADA-USD": 0.25,
"DBA": 0.25,
"LQD": 0.25
},
"max_deviation": 0.0227,
"total_turnover": 0.047451,
"transaction_cost": 0.000047,
"threshold": 0.05,
"sh... |
T6_all_20220601_0490 | T6 | 3 | train | sideways | all | [
"XLE",
"LINK-USD",
"REZ",
"DBB"
] | 2022-06-01T00:00:00 | Max weight deviation: 0.0099, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2585, target=0.2500
LINK-USD: current=0.1850, target=0.2500
REZ: current=0.2605, target=0.2500
DBB: current=0.2960, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of LINK-USD | 1 | Maximum absolute deviation: 0.0099.
Rebalancing threshold: 0.0500.
0.0099 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0198, transaction cost = 0.000020 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2585,
"LINK-USD": 0.185,
"REZ": 0.2605,
"DBB": 0.296
},
"target_weights": {
"XLE": 0.25,
"LINK-USD": 0.25,
"REZ": 0.25,
"DBB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.019773,
"transaction_cost": 0.00002,
"threshold": 0.05,
"sh... |
T6_all_20220714_0491 | T6 | 3 | train | sideways | all | [
"^VIX",
"ETH-USD",
"SGOV",
"UNG"
] | 2022-07-14T00:00:00 | Max weight deviation: 0.0202, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2442, target=0.2500
ETH-USD: current=0.2702, target=0.2500
SGOV: current=0.2399, target=0.2500
UNG: current=0.2458, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0202.
Rebalancing threshold: 0.0500.
0.0202 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0403, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.2442,
"ETH-USD": 0.2702,
"SGOV": 0.2399,
"UNG": 0.24580000000000002
},
"target_weights": {
"^VIX": 0.25,
"ETH-USD": 0.25,
"SGOV": 0.25,
"UNG": 0.25
},
"max_deviation": 0.020200000000000003,
"total_turnover": 0.040336,
"transaction_cost": 0.0... |
T6_all_20190703_0492 | T6 | 3 | train | sideways | all | [
"XLI",
"ETH-USD",
"BIL",
"ITB"
] | 2019-07-03T00:00:00 | Max weight deviation: 0.0170, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2082, target=0.2500
ETH-USD: current=0.2606, target=0.2500
BIL: current=0.3149, target=0.2500
ITB: current=0.2163, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; sell 0.0649 of BIL | 1 | Maximum absolute deviation: 0.0170.
Rebalancing threshold: 0.0500.
0.0170 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0396, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2082,
"ETH-USD": 0.2606,
"BIL": 0.3149,
"ITB": 0.21630000000000002
},
"target_weights": {
"XLI": 0.25,
"ETH-USD": 0.25,
"BIL": 0.25,
"ITB": 0.25
},
"max_deviation": 0.06488000000000001,
"total_turnover": 0.039550999999999996,
"transaction_cos... |
T6_all_20201209_0493 | T6 | 3 | train | sideways | all | [
"XLB",
"DOT-USD",
"REZ",
"PDBC"
] | 2020-12-09T00:00:00 | Max weight deviation: 0.0117, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2617, target=0.2500
DOT-USD: current=0.2401, target=0.2500
REZ: current=0.2478, target=0.2500
PDBC: current=0.2505, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0117.
Rebalancing threshold: 0.0500.
0.0117 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0243, transaction cost = 0.000024 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2617,
"DOT-USD": 0.2401,
"REZ": 0.24780000000000002,
"PDBC": 0.2505
},
"target_weights": {
"XLB": 0.25,
"DOT-USD": 0.25,
"REZ": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.0117,
"total_turnover": 0.024315,
"transaction_cost": 0.000024,
"thresh... |
T6_all_20190419_0494 | T6 | 3 | train | sideways | all | [
"XLK",
"ADA-USD",
"REZ",
"SCHP"
] | 2019-04-19T00:00:00 | Max weight deviation: 0.0321, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2966, target=0.2500
ADA-USD: current=0.1850, target=0.2500
REZ: current=0.2549, target=0.2500
SCHP: current=0.2636, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of ADA-USD | 1 | Maximum absolute deviation: 0.0321.
Rebalancing threshold: 0.0500.
0.0321 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0643, transaction cost = 0.000064 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.29660000000000003,
"ADA-USD": 0.185,
"REZ": 0.2549,
"SCHP": 0.2636
},
"target_weights": {
"XLK": 0.25,
"ADA-USD": 0.25,
"REZ": 0.25,
"SCHP": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.06426000000000001,
"transaction_cost": 0.000064,
... |
T6_all_20150316_0495 | T6 | 3 | train | sideways | all | [
"VEA",
"BTC-USD",
"VNQI",
"BNO"
] | 2015-03-16T00:00:00 | Max weight deviation: 0.0154, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2493, target=0.2500
BTC-USD: current=0.2394, target=0.2500
VNQI: current=0.2458, target=0.2500
BNO: current=0.2654, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0154.
Rebalancing threshold: 0.0500.
0.0154 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0308, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.24930000000000002,
"BTC-USD": 0.2394,
"VNQI": 0.24580000000000002,
"BNO": 0.2654
},
"target_weights": {
"VEA": 0.25,
"BTC-USD": 0.25,
"VNQI": 0.25,
"BNO": 0.25
},
"max_deviation": 0.0154,
"total_turnover": 0.030844999999999997,
"transaction_c... |
T6_all_20200213_0496 | T6 | 3 | train | sideways | all | [
"VLUE",
"XRP-USD",
"JNK",
"ICSH"
] | 2020-02-13T00:00:00 | Max weight deviation: 0.0295, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2313, target=0.2500
XRP-USD: current=0.3150, target=0.2500
JNK: current=0.2313, target=0.2500
ICSH: current=0.2225, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0650 of XRP-USD | 1 | Maximum absolute deviation: 0.0295.
Rebalancing threshold: 0.0500.
0.0295 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0591, transaction cost = 0.000059 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2313,
"XRP-USD": 0.315,
"JNK": 0.2313,
"ICSH": 0.2225
},
"target_weights": {
"VLUE": 0.25,
"XRP-USD": 0.25,
"JNK": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.059065,
"transaction_cost": 0.000059,
"threshold": 0.05,
... |
T6_all_20210111_0497 | T6 | 3 | train | sideways | all | [
"EWJ",
"SOL-USD",
"SGOV",
"EMB"
] | 2021-01-11T00:00:00 | Max weight deviation: 0.0133, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.2491, target=0.2500
SOL-USD: current=0.2367, target=0.2500
SGOV: current=0.2601, target=0.2500
EMB: current=0.2542, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0133.
Rebalancing threshold: 0.0500.
0.0133 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0284, transaction cost = 0.000028 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.24910000000000002,
"SOL-USD": 0.23670000000000002,
"SGOV": 0.2601,
"EMB": 0.25420000000000004
},
"target_weights": {
"EWJ": 0.25,
"SOL-USD": 0.25,
"SGOV": 0.25,
"EMB": 0.25
},
"max_deviation": 0.013300000000000001,
"total_turnover": 0.028432,
... |
T6_all_20201102_0498 | T6 | 3 | train | sideways | all | [
"USMV",
"LINK-USD",
"USO",
"TLT"
] | 2020-11-02T00:00:00 | Max weight deviation: 0.0493, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2151, target=0.2500
LINK-USD: current=0.2458, target=0.2500
USO: current=0.2242, target=0.2500
TLT: current=0.3150, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0650 of TLT | 1 | Maximum absolute deviation: 0.0493.
Rebalancing threshold: 0.0500.
0.0493 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0987, transaction cost = 0.000099 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.2151,
"LINK-USD": 0.24580000000000002,
"USO": 0.2242,
"TLT": 0.315
},
"target_weights": {
"USMV": 0.25,
"LINK-USD": 0.25,
"USO": 0.25,
"TLT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.09868299999999999,
"transaction_cost": 0.000099... |
T6_all_20210809_0499 | T6 | 3 | train | sideways | all | [
"VEA",
"BTC-USD",
"IEF",
"DBC"
] | 2021-08-09T00:00:00 | Max weight deviation: 0.0235, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2735, target=0.2500
BTC-USD: current=0.2467, target=0.2500
IEF: current=0.2397, target=0.2500
DBC: current=0.2401, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0235.
Rebalancing threshold: 0.0500.
0.0235 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0470, transaction cost = 0.000047 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.2735,
"BTC-USD": 0.2467,
"IEF": 0.23970000000000002,
"DBC": 0.2401
},
"target_weights": {
"VEA": 0.25,
"BTC-USD": 0.25,
"IEF": 0.25,
"DBC": 0.25
},
"max_deviation": 0.0235,
"total_turnover": 0.046952999999999995,
"transaction_cost": 0.000047,... |
T6_all_20220310_0500 | T6 | 3 | train | sideways | all | [
"VLUE",
"BNB-USD",
"XHB",
"JNK"
] | 2022-03-10T00:00:00 | Max weight deviation: 0.0248, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.3150, target=0.2500
BNB-USD: current=0.2073, target=0.2500
XHB: current=0.2445, target=0.2500
JNK: current=0.2332, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of VLUE | 1 | Maximum absolute deviation: 0.0248.
Rebalancing threshold: 0.0500.
0.0248 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0497, transaction cost = 0.000050 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.315,
"BNB-USD": 0.2073,
"XHB": 0.24450000000000002,
"JNK": 0.23320000000000002
},
"target_weights": {
"VLUE": 0.25,
"BNB-USD": 0.25,
"XHB": 0.25,
"JNK": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.04966,
"transaction_cost": 0.00005,
... |
T6_all_20220805_0501 | T6 | 3 | train | sideways | all | [
"VLUE",
"AVAX-USD",
"DBB",
"VNQI"
] | 2022-08-05T00:00:00 | Max weight deviation: 0.0178, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2678, target=0.2500
AVAX-USD: current=0.2422, target=0.2500
DBB: current=0.2497, target=0.2500
VNQI: current=0.2404, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0178.
Rebalancing threshold: 0.0500.
0.0178 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0355, transaction cost = 0.000036 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.26780000000000004,
"AVAX-USD": 0.2422,
"DBB": 0.2497,
"VNQI": 0.2404
},
"target_weights": {
"VLUE": 0.25,
"AVAX-USD": 0.25,
"DBB": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.0178,
"total_turnover": 0.035507,
"transaction_cost": 0.000036,
"th... |
T6_all_20210629_0502 | T6 | 3 | train | sideways | all | [
"XLB",
"XRP-USD",
"DBC",
"LQD"
] | 2021-06-29T00:00:00 | Max weight deviation: 0.0099, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.1876, target=0.2500
XRP-USD: current=0.3150, target=0.2500
DBC: current=0.2126, target=0.2500
LQD: current=0.2848, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; sell 0.0650 of XRP-USD | 1 | Maximum absolute deviation: 0.0099.
Rebalancing threshold: 0.0500.
0.0099 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0304, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.18760000000000002,
"XRP-USD": 0.315,
"DBC": 0.2126,
"LQD": 0.2848
},
"target_weights": {
"XLB": 0.25,
"XRP-USD": 0.25,
"DBC": 0.25,
"LQD": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.030396,
"transaction_cost": 0.000030000000000000004... |
T6_all_20190807_0503 | T6 | 3 | train | sideways | all | [
"XLE",
"ADA-USD",
"BIL",
"TLT"
] | 2019-08-07T00:00:00 | Max weight deviation: 0.0179, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2529, target=0.2500
ADA-USD: current=0.2351, target=0.2500
BIL: current=0.2441, target=0.2500
TLT: current=0.2679, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0179.
Rebalancing threshold: 0.0500.
0.0179 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0416, transaction cost = 0.000042 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2529,
"ADA-USD": 0.2351,
"BIL": 0.2441,
"TLT": 0.2679
},
"target_weights": {
"XLE": 0.25,
"ADA-USD": 0.25,
"BIL": 0.25,
"TLT": 0.25
},
"max_deviation": 0.0179,
"total_turnover": 0.041567,
"transaction_cost": 0.000042,
"threshold": 0.05,
"... |
T6_all_20210519_0504 | T6 | 3 | train | sideways | all | [
"XLI",
"ETH-USD",
"REZ",
"IAU"
] | 2021-05-19T00:00:00 | Max weight deviation: 0.0141, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2490, target=0.2500
ETH-USD: current=0.1849, target=0.2500
REZ: current=0.2771, target=0.2500
IAU: current=0.2891, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; buy 0.0651 of ETH-USD | 1 | Maximum absolute deviation: 0.0141.
Rebalancing threshold: 0.0500.
0.0141 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0287, transaction cost = 0.000029 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.249,
"ETH-USD": 0.1849,
"REZ": 0.2771,
"IAU": 0.2891
},
"target_weights": {
"XLI": 0.25,
"ETH-USD": 0.25,
"REZ": 0.25,
"IAU": 0.25
},
"max_deviation": 0.065085,
"total_turnover": 0.028683,
"transaction_cost": 0.000029,
"threshold": 0.05,
... |
T6_all_20190823_0505 | T6 | 3 | train | sideways | all | [
"EEM",
"BTC-USD",
"DBA",
"TLT"
] | 2019-08-23T00:00:00 | Max weight deviation: 0.0268, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2373, target=0.2500
BTC-USD: current=0.2317, target=0.2500
DBA: current=0.2541, target=0.2500
TLT: current=0.2768, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0268.
Rebalancing threshold: 0.0500.
0.0268 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0619, transaction cost = 0.000062 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2373,
"BTC-USD": 0.23170000000000002,
"DBA": 0.2541,
"TLT": 0.2768
},
"target_weights": {
"EEM": 0.25,
"BTC-USD": 0.25,
"DBA": 0.25,
"TLT": 0.25
},
"max_deviation": 0.0268,
"total_turnover": 0.061933999999999996,
"transaction_cost": 0.000062,... |
T6_all_20220629_0506 | T6 | 3 | train | sideways | all | [
"XLP",
"XRP-USD",
"SCHP",
"SOYB"
] | 2022-06-29T00:00:00 | Max weight deviation: 0.0255, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.1850, target=0.2500
XRP-USD: current=0.2903, target=0.2500
SCHP: current=0.2515, target=0.2500
SOYB: current=0.2732, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0650 of XLP | 1 | Maximum absolute deviation: 0.0255.
Rebalancing threshold: 0.0500.
0.0255 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0511, transaction cost = 0.000051 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.185,
"XRP-USD": 0.2903,
"SCHP": 0.2515,
"SOYB": 0.2732
},
"target_weights": {
"XLP": 0.25,
"XRP-USD": 0.25,
"SCHP": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.051053,
"transaction_cost": 0.000051,
"threshold": 0.05,
... |
T6_all_20211119_0507 | T6 | 3 | train | sideways | all | [
"XLF",
"AVAX-USD",
"XHB",
"SGOV"
] | 2021-11-19T00:00:00 | Max weight deviation: 0.0241, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2315, target=0.2500
AVAX-USD: current=0.2572, target=0.2500
XHB: current=0.2741, target=0.2500
SGOV: current=0.2373, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0241.
Rebalancing threshold: 0.0500.
0.0241 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0625, transaction cost = 0.000063 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2315,
"AVAX-USD": 0.25720000000000004,
"XHB": 0.2741,
"SGOV": 0.2373
},
"target_weights": {
"XLF": 0.25,
"AVAX-USD": 0.25,
"XHB": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0241,
"total_turnover": 0.062524,
"transaction_cost": 0.000063,
"thre... |
T6_all_20201104_0508 | T6 | 3 | train | sideways | all | [
"XLI",
"AVAX-USD",
"CORN",
"VNQI"
] | 2020-11-04T00:00:00 | Max weight deviation: 0.0137, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2072, target=0.2500
AVAX-USD: current=0.2266, target=0.2500
CORN: current=0.2513, target=0.2500
VNQI: current=0.3149, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0649 of VNQI | 1 | Maximum absolute deviation: 0.0137.
Rebalancing threshold: 0.0500.
0.0137 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0279, transaction cost = 0.000028 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.20720000000000002,
"AVAX-USD": 0.22660000000000002,
"CORN": 0.2513,
"VNQI": 0.3149
},
"target_weights": {
"XLI": 0.25,
"AVAX-USD": 0.25,
"CORN": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.06485099999999999,
"total_turnover": 0.027863,
"transact... |
T6_all_20200423_0509 | T6 | 3 | train | sideways | all | [
"EEM",
"MATIC-USD",
"PDBC",
"HYG"
] | 2020-04-23T00:00:00 | Max weight deviation: 0.0240, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2346, target=0.2500
MATIC-USD: current=0.2740, target=0.2500
PDBC: current=0.2268, target=0.2500
HYG: current=0.2647, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0240.
Rebalancing threshold: 0.0500.
0.0240 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0773, transaction cost = 0.000077 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2346,
"MATIC-USD": 0.274,
"PDBC": 0.2268,
"HYG": 0.2647
},
"target_weights": {
"EEM": 0.25,
"MATIC-USD": 0.25,
"PDBC": 0.25,
"HYG": 0.25
},
"max_deviation": 0.024,
"total_turnover": 0.077344,
"transaction_cost": 0.000077,
"threshold": 0.05,... |
T6_all_20211224_0510 | T6 | 3 | train | sideways | all | [
"ACWI",
"ADA-USD",
"ICSH",
"VCIT"
] | 2021-12-24T00:00:00 | Max weight deviation: 0.0266, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2559, target=0.2500
ADA-USD: current=0.3150, target=0.2500
ICSH: current=0.1921, target=0.2500
VCIT: current=0.2370, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0650 of ADA-USD | 1 | Maximum absolute deviation: 0.0266.
Rebalancing threshold: 0.0500.
0.0266 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0580, transaction cost = 0.000058 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2559,
"ADA-USD": 0.315,
"ICSH": 0.19210000000000002,
"VCIT": 0.23700000000000002
},
"target_weights": {
"ACWI": 0.25,
"ADA-USD": 0.25,
"ICSH": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.058006999999999996,
"transaction... |
T6_all_20210713_0511 | T6 | 3 | train | sideways | all | [
"MTUM",
"SOL-USD",
"ICSH",
"USO"
] | 2021-07-13T00:00:00 | Max weight deviation: 0.0245, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2682, target=0.2500
SOL-USD: current=0.2255, target=0.2500
ICSH: current=0.2348, target=0.2500
USO: current=0.2716, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0245.
Rebalancing threshold: 0.0500.
0.0245 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0795, transaction cost = 0.000079 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2682,
"SOL-USD": 0.2255,
"ICSH": 0.2348,
"USO": 0.2716
},
"target_weights": {
"MTUM": 0.25,
"SOL-USD": 0.25,
"ICSH": 0.25,
"USO": 0.25
},
"max_deviation": 0.0245,
"total_turnover": 0.079453,
"transaction_cost": 0.000079,
"threshold": 0.05,... |
T6_all_20221212_0512 | T6 | 3 | train | sideways | all | [
"FXI",
"MATIC-USD",
"CPER",
"ITB"
] | 2022-12-12T00:00:00 | Max weight deviation: 0.0248, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.3150, target=0.2500
MATIC-USD: current=0.2655, target=0.2500
CPER: current=0.1934, target=0.2500
ITB: current=0.2261, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0650 of FXI | 1 | Maximum absolute deviation: 0.0248.
Rebalancing threshold: 0.0500.
0.0248 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0614, transaction cost = 0.000061 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.315,
"MATIC-USD": 0.2655,
"CPER": 0.19340000000000002,
"ITB": 0.22610000000000002
},
"target_weights": {
"FXI": 0.25,
"MATIC-USD": 0.25,
"CPER": 0.25,
"ITB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.061439,
"transaction_cost": 0.00... |
T6_all_20220824_0513 | T6 | 3 | train | sideways | all | [
"XLE",
"ADA-USD",
"SCHP",
"VNQ"
] | 2022-08-24T00:00:00 | Max weight deviation: 0.0272, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2516, target=0.2500
ADA-USD: current=0.2475, target=0.2500
SCHP: current=0.2772, target=0.2500
VNQ: current=0.2237, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0272.
Rebalancing threshold: 0.0500.
0.0272 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0576, transaction cost = 0.000058 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2516,
"ADA-USD": 0.24750000000000003,
"SCHP": 0.2772,
"VNQ": 0.2237
},
"target_weights": {
"XLE": 0.25,
"ADA-USD": 0.25,
"SCHP": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.027200000000000002,
"total_turnover": 0.057564,
"transaction_cost": 0.000... |
T6_all_20220728_0514 | T6 | 3 | train | sideways | all | [
"EEM",
"AVAX-USD",
"ICSH",
"TLH"
] | 2022-07-28T00:00:00 | Max weight deviation: 0.0213, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.1851, target=0.2500
AVAX-USD: current=0.3142, target=0.2500
ICSH: current=0.2168, target=0.2500
TLH: current=0.2840, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0649 of EEM | 1 | Maximum absolute deviation: 0.0213.
Rebalancing threshold: 0.0500.
0.0213 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0643, transaction cost = 0.000064 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.18510000000000001,
"AVAX-USD": 0.31420000000000003,
"ICSH": 0.21680000000000002,
"TLH": 0.28400000000000003
},
"target_weights": {
"EEM": 0.25,
"AVAX-USD": 0.25,
"ICSH": 0.25,
"TLH": 0.25
},
"max_deviation": 0.064944,
"total_turnover": 0.064319... |
T6_all_20210806_0515 | T6 | 3 | train | sideways | all | [
"USMV",
"SOL-USD",
"SCHP",
"ICSH"
] | 2021-08-06T00:00:00 | Max weight deviation: 0.0367, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2368, target=0.2500
SOL-USD: current=0.2402, target=0.2500
SCHP: current=0.2364, target=0.2500
ICSH: current=0.2867, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0367.
Rebalancing threshold: 0.0500.
0.0367 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0733, transaction cost = 0.000073 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.2368,
"SOL-USD": 0.24020000000000002,
"SCHP": 0.2364,
"ICSH": 0.2867
},
"target_weights": {
"USMV": 0.25,
"SOL-USD": 0.25,
"SCHP": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0367,
"total_turnover": 0.073303,
"transaction_cost": 0.000073,
"th... |
T6_all_20220603_0516 | T6 | 3 | train | sideways | all | [
"EEM",
"DOT-USD",
"IGOV",
"VNQ"
] | 2022-06-03T00:00:00 | Max weight deviation: 0.0528, threshold: 0.05. Decision: yes (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2488, target=0.2500
DOT-USD: current=0.2140, target=0.2500
IGOV: current=0.2344, target=0.2500
VNQ: current=0.3028, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0528 of VNQ | 1 | Maximum absolute deviation: 0.0528.
Rebalancing threshold: 0.0500.
0.0528 > 0.0500 → decision: 'yes'.
If rebalanced: total turnover = 0.1057, transaction cost = 0.000106 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.24880000000000002,
"DOT-USD": 0.214,
"IGOV": 0.23440000000000003,
"VNQ": 0.3028
},
"target_weights": {
"EEM": 0.25,
"DOT-USD": 0.25,
"IGOV": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.0528,
"total_turnover": 0.10568699999999999,
"transaction_cos... |
T6_all_20200615_0517 | T6 | 3 | train | sideways | all | [
"QQQ",
"MATIC-USD",
"ITB",
"DBA"
] | 2020-06-15T00:00:00 | Max weight deviation: 0.0198, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2422, target=0.2500
MATIC-USD: current=0.2442, target=0.2500
ITB: current=0.2438, target=0.2500
DBA: current=0.2698, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0198.
Rebalancing threshold: 0.0500.
0.0198 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0396, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2422,
"MATIC-USD": 0.2442,
"ITB": 0.24380000000000002,
"DBA": 0.26980000000000004
},
"target_weights": {
"QQQ": 0.25,
"MATIC-USD": 0.25,
"ITB": 0.25,
"DBA": 0.25
},
"max_deviation": 0.0198,
"total_turnover": 0.039650000000000005,
"transaction... |
T6_all_20191209_0518 | T6 | 3 | train | sideways | all | [
"VTI",
"MATIC-USD",
"SHV",
"ITB"
] | 2019-12-09T00:00:00 | Max weight deviation: 0.0302, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2414, target=0.2500
MATIC-USD: current=0.2737, target=0.2500
SHV: current=0.2999, target=0.2500
ITB: current=0.1850, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0650 of ITB | 1 | Maximum absolute deviation: 0.0302.
Rebalancing threshold: 0.0500.
0.0302 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0684, transaction cost = 0.000068 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.2414,
"MATIC-USD": 0.2737,
"SHV": 0.2999,
"ITB": 0.185
},
"target_weights": {
"VTI": 0.25,
"MATIC-USD": 0.25,
"SHV": 0.25,
"ITB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.068367,
"transaction_cost": 0.000068,
"threshold": 0.05,
... |
T6_all_20200917_0519 | T6 | 3 | train | sideways | all | [
"QQQ",
"MATIC-USD",
"MORT",
"BNO"
] | 2020-09-17T00:00:00 | Max weight deviation: 0.0101, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2440, target=0.2500
MATIC-USD: current=0.2601, target=0.2500
MORT: current=0.2481, target=0.2500
BNO: current=0.2478, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0101.
Rebalancing threshold: 0.0500.
0.0101 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0202, transaction cost = 0.000020 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.244,
"MATIC-USD": 0.2601,
"MORT": 0.24810000000000001,
"BNO": 0.24780000000000002
},
"target_weights": {
"QQQ": 0.25,
"MATIC-USD": 0.25,
"MORT": 0.25,
"BNO": 0.25
},
"max_deviation": 0.010100000000000001,
"total_turnover": 0.020170999999999998,... |
T6_all_20210909_0520 | T6 | 3 | train | sideways | all | [
"XLI",
"BTC-USD",
"IAU",
"SGOV"
] | 2021-09-09T00:00:00 | Max weight deviation: 0.0143, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2340, target=0.2500
BTC-USD: current=0.2626, target=0.2500
IAU: current=0.1886, target=0.2500
SGOV: current=0.3149, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0649 of SGOV | 1 | Maximum absolute deviation: 0.0143.
Rebalancing threshold: 0.0500.
0.0143 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0341, transaction cost = 0.000034 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.234,
"BTC-USD": 0.2626,
"IAU": 0.18860000000000002,
"SGOV": 0.3149
},
"target_weights": {
"XLI": 0.25,
"BTC-USD": 0.25,
"IAU": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.064857,
"total_turnover": 0.034138999999999996,
"transaction_cost": 0.0000... |
T6_all_20190410_0521 | T6 | 3 | train | sideways | all | [
"XLU",
"LINK-USD",
"INDS",
"VCIT"
] | 2019-04-10T00:00:00 | Max weight deviation: 0.0145, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2497, target=0.2500
LINK-USD: current=0.2355, target=0.2500
INDS: current=0.2620, target=0.2500
VCIT: current=0.2527, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | no | 0 | Maximum absolute deviation: 0.0145.
Rebalancing threshold: 0.0500.
0.0145 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0295, transaction cost = 0.000029 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2497,
"LINK-USD": 0.23550000000000001,
"INDS": 0.262,
"VCIT": 0.25270000000000004
},
"target_weights": {
"XLU": 0.25,
"LINK-USD": 0.25,
"INDS": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.0145,
"total_turnover": 0.029456,
"transaction_cost": 0.0... |
T6_all_20221019_0522 | T6 | 3 | train | sideways | all | [
"XLI",
"BNB-USD",
"CSHI",
"VNQ"
] | 2022-10-19T00:00:00 | Max weight deviation: 0.0458, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2034, target=0.2500
BNB-USD: current=0.2904, target=0.2500
CSHI: current=0.1911, target=0.2500
VNQ: current=0.3150, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of VNQ | 1 | Maximum absolute deviation: 0.0458.
Rebalancing threshold: 0.0500.
0.0458 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1485, transaction cost = 0.000148 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2034,
"BNB-USD": 0.2904,
"CSHI": 0.19110000000000002,
"VNQ": 0.315
},
"target_weights": {
"XLI": 0.25,
"BNB-USD": 0.25,
"CSHI": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.14849199999999999,
"transaction_cost": 0.000148,
... |
T6_all_20180508_0523 | T6 | 3 | train | sideways | all | [
"XLP",
"BTC-USD",
"UNG",
"ICSH"
] | 2018-05-08T00:00:00 | Max weight deviation: 0.0213, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.2697, target=0.2500
BTC-USD: current=0.2305, target=0.2500
UNG: current=0.2710, target=0.2500
ICSH: current=0.2287, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0213.
Rebalancing threshold: 0.0500.
0.0213 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0815, transaction cost = 0.000081 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.2697,
"BTC-USD": 0.2305,
"UNG": 0.271,
"ICSH": 0.22870000000000001
},
"target_weights": {
"XLP": 0.25,
"BTC-USD": 0.25,
"UNG": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0213,
"total_turnover": 0.08146199999999999,
"transaction_cost": 0.0000809... |
T6_all_20211222_0524 | T6 | 3 | train | sideways | all | [
"XLP",
"ADA-USD",
"ICSH",
"HYG"
] | 2021-12-22T00:00:00 | Max weight deviation: 0.0257, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.3150, target=0.2500
ADA-USD: current=0.2672, target=0.2500
ICSH: current=0.2007, target=0.2500
HYG: current=0.2171, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of XLP | 1 | Maximum absolute deviation: 0.0257.
Rebalancing threshold: 0.0500.
0.0257 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0650, transaction cost = 0.000065 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.315,
"ADA-USD": 0.2672,
"ICSH": 0.20070000000000002,
"HYG": 0.21710000000000002
},
"target_weights": {
"XLP": 0.25,
"ADA-USD": 0.25,
"ICSH": 0.25,
"HYG": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.06504,
"transaction_cost": 0.000065,... |
T6_all_20221226_0525 | T6 | 3 | train | sideways | all | [
"XLF",
"BNB-USD",
"INDS",
"PALL"
] | 2022-12-26T00:00:00 | Max weight deviation: 0.0098, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2490, target=0.2500
BNB-USD: current=0.2450, target=0.2500
INDS: current=0.2598, target=0.2500
PALL: current=0.2462, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0098.
Rebalancing threshold: 0.0500.
0.0098 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0196, transaction cost = 0.000020 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.249,
"BNB-USD": 0.245,
"INDS": 0.25980000000000003,
"PALL": 0.2462
},
"target_weights": {
"XLF": 0.25,
"BNB-USD": 0.25,
"INDS": 0.25,
"PALL": 0.25
},
"max_deviation": 0.0098,
"total_turnover": 0.019634,
"transaction_cost": 0.00002,
"thresho... |
T6_all_20220908_0526 | T6 | 3 | train | sideways | all | [
"XLY",
"AVAX-USD",
"BIL",
"TLH"
] | 2022-09-08T00:00:00 | Max weight deviation: 0.0059, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2555, target=0.2500
AVAX-USD: current=0.2577, target=0.2500
BIL: current=0.3018, target=0.2500
TLH: current=0.1850, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of TLH | 1 | Maximum absolute deviation: 0.0059.
Rebalancing threshold: 0.0500.
0.0059 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0119, transaction cost = 0.000012 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2555,
"AVAX-USD": 0.2577,
"BIL": 0.3018,
"TLH": 0.185
},
"target_weights": {
"XLY": 0.25,
"AVAX-USD": 0.25,
"BIL": 0.25,
"TLH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.011863,
"transaction_cost": 0.000012,
"threshold": 0.05,
"... |
T6_all_20181211_0527 | T6 | 3 | train | sideways | all | [
"QQQ",
"BNB-USD",
"SHY",
"GLD"
] | 2018-12-11T00:00:00 | Max weight deviation: 0.0348, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2152, target=0.2500
BNB-USD: current=0.2628, target=0.2500
SHY: current=0.2600, target=0.2500
GLD: current=0.2620, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0348.
Rebalancing threshold: 0.0500.
0.0348 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0695, transaction cost = 0.000070 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2152,
"BNB-USD": 0.26280000000000003,
"SHY": 0.26,
"GLD": 0.262
},
"target_weights": {
"QQQ": 0.25,
"BNB-USD": 0.25,
"SHY": 0.25,
"GLD": 0.25
},
"max_deviation": 0.034800000000000005,
"total_turnover": 0.069508,
"transaction_cost": 0.00007000... |
T6_all_20220217_0528 | T6 | 3 | train | sideways | all | [
"IWM",
"MATIC-USD",
"VNQI",
"CORN"
] | 2022-02-17T00:00:00 | Max weight deviation: 0.0303, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2477, target=0.2500
MATIC-USD: current=0.3151, target=0.2500
VNQI: current=0.2417, target=0.2500
CORN: current=0.1956, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | yes; sell 0.0651 of MATIC-USD | 1 | Maximum absolute deviation: 0.0303.
Rebalancing threshold: 0.0500.
0.0303 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0606, transaction cost = 0.000061 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2477,
"MATIC-USD": 0.3151,
"VNQI": 0.2417,
"CORN": 0.1956
},
"target_weights": {
"IWM": 0.25,
"MATIC-USD": 0.25,
"VNQI": 0.25,
"CORN": 0.25
},
"max_deviation": 0.065068,
"total_turnover": 0.060604,
"transaction_cost": 0.000061,
"threshold":... |
T6_all_20180322_0529 | T6 | 3 | train | sideways | all | [
"USMV",
"ADA-USD",
"IYR",
"SCHP"
] | 2018-03-22T00:00:00 | Max weight deviation: 0.0108, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2608, target=0.2500
ADA-USD: current=0.2446, target=0.2500
IYR: current=0.2477, target=0.2500
SCHP: current=0.2469, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0108.
Rebalancing threshold: 0.0500.
0.0108 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0217, transaction cost = 0.000022 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.26080000000000003,
"ADA-USD": 0.2446,
"IYR": 0.2477,
"SCHP": 0.2469
},
"target_weights": {
"USMV": 0.25,
"ADA-USD": 0.25,
"IYR": 0.25,
"SCHP": 0.25
},
"max_deviation": 0.0108,
"total_turnover": 0.021677,
"transaction_cost": 0.000022,
"thre... |
T6_all_20220708_0530 | T6 | 3 | train | sideways | all | [
"ACWI",
"BNB-USD",
"DBB",
"SHY"
] | 2022-07-08T00:00:00 | Max weight deviation: 0.0213, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2072, target=0.2500
BNB-USD: current=0.3149, target=0.2500
DBB: current=0.2719, target=0.2500
SHY: current=0.2060, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0649 of BNB-USD | 1 | Maximum absolute deviation: 0.0213.
Rebalancing threshold: 0.0500.
0.0213 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0568, transaction cost = 0.000057 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.20720000000000002,
"BNB-USD": 0.3149,
"DBB": 0.27190000000000003,
"SHY": 0.20600000000000002
},
"target_weights": {
"ACWI": 0.25,
"BNB-USD": 0.25,
"DBB": 0.25,
"SHY": 0.25
},
"max_deviation": 0.064904,
"total_turnover": 0.056843,
"transactio... |
T6_all_20221130_0531 | T6 | 3 | train | sideways | all | [
"VLUE",
"MATIC-USD",
"MORT",
"IAU"
] | 2022-11-30T00:00:00 | Max weight deviation: 0.0330, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2320, target=0.2500
MATIC-USD: current=0.2449, target=0.2500
MORT: current=0.2402, target=0.2500
IAU: current=0.2830, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | no | 0 | Maximum absolute deviation: 0.0330.
Rebalancing threshold: 0.0500.
0.0330 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0660, transaction cost = 0.000066 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.232,
"MATIC-USD": 0.2449,
"MORT": 0.24020000000000002,
"IAU": 0.28300000000000003
},
"target_weights": {
"VLUE": 0.25,
"MATIC-USD": 0.25,
"MORT": 0.25,
"IAU": 0.25
},
"max_deviation": 0.033,
"total_turnover": 0.06601599999999999,
"transactio... |
T6_all_20170907_0532 | T6 | 3 | train | sideways | all | [
"EFA",
"BTC-USD",
"VCIT",
"XHB"
] | 2017-09-07T00:00:00 | Max weight deviation: 0.0402, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2392, target=0.2500
BTC-USD: current=0.3150, target=0.2500
VCIT: current=0.2405, target=0.2500
XHB: current=0.2054, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of BTC-USD | 1 | Maximum absolute deviation: 0.0402.
Rebalancing threshold: 0.0500.
0.0402 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0804, transaction cost = 0.000080 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.23920000000000002,
"BTC-USD": 0.315,
"VCIT": 0.24050000000000002,
"XHB": 0.2054
},
"target_weights": {
"EFA": 0.25,
"BTC-USD": 0.25,
"VCIT": 0.25,
"XHB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.08039299999999999,
"transaction_cost... |
T6_all_20221215_0533 | T6 | 3 | train | sideways | all | [
"EFA",
"BTC-USD",
"DBB",
"IGOV"
] | 2022-12-15T00:00:00 | Max weight deviation: 0.0139, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2361, target=0.2500
BTC-USD: current=0.2610, target=0.2500
DBB: current=0.2423, target=0.2500
IGOV: current=0.2605, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0139.
Rebalancing threshold: 0.0500.
0.0139 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0431, transaction cost = 0.000043 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2361,
"BTC-USD": 0.261,
"DBB": 0.24230000000000002,
"IGOV": 0.2605
},
"target_weights": {
"EFA": 0.25,
"BTC-USD": 0.25,
"DBB": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.013900000000000001,
"total_turnover": 0.043095,
"transaction_cost": 0.0000... |
T6_all_20190528_0534 | T6 | 3 | train | sideways | all | [
"XLB",
"XRP-USD",
"XHB",
"SCHP"
] | 2019-05-28T00:00:00 | Max weight deviation: 0.0184, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.1850, target=0.2500
XRP-USD: current=0.2896, target=0.2500
XHB: current=0.2744, target=0.2500
SCHP: current=0.2511, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of XLB | 1 | Maximum absolute deviation: 0.0184.
Rebalancing threshold: 0.0500.
0.0184 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0368, transaction cost = 0.000037 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.185,
"XRP-USD": 0.2896,
"XHB": 0.27440000000000003,
"SCHP": 0.2511
},
"target_weights": {
"XLB": 0.25,
"XRP-USD": 0.25,
"XHB": 0.25,
"SCHP": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.036825,
"transaction_cost": 0.000037,
"threshol... |
T6_all_20160226_0535 | T6 | 3 | train | sideways | all | [
"MTUM",
"BTC-USD",
"ICSH",
"TLH"
] | 2016-02-26T00:00:00 | Max weight deviation: 0.0246, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2254, target=0.2500
BTC-USD: current=0.2463, target=0.2500
ICSH: current=0.2680, target=0.2500
TLH: current=0.2603, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0246.
Rebalancing threshold: 0.0500.
0.0246 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0565, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.22540000000000002,
"BTC-USD": 0.24630000000000002,
"ICSH": 0.268,
"TLH": 0.26030000000000003
},
"target_weights": {
"MTUM": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"TLH": 0.25
},
"max_deviation": 0.0246,
"total_turnover": 0.056482,
"transaction... |
T6_all_20221117_0536 | T6 | 3 | train | sideways | all | [
"ACWI",
"DOT-USD",
"SCHH",
"CSHI"
] | 2022-11-17T00:00:00 | Max weight deviation: 0.0347, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2393, target=0.2500
DOT-USD: current=0.3150, target=0.2500
SCHH: current=0.2367, target=0.2500
CSHI: current=0.2090, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0650 of DOT-USD | 1 | Maximum absolute deviation: 0.0347.
Rebalancing threshold: 0.0500.
0.0347 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0694, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2393,
"DOT-USD": 0.315,
"SCHH": 0.23670000000000002,
"CSHI": 0.209
},
"target_weights": {
"ACWI": 0.25,
"DOT-USD": 0.25,
"SCHH": 0.25,
"CSHI": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.069395,
"transaction_cost": 0.000069,
"thres... |
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