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_20160307_0537 | T6 | 3 | train | sideways | all | [
"XLY",
"BTC-USD",
"TLH",
"BNO"
] | 2016-03-07T00:00:00 | Max weight deviation: 0.0376, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2427, target=0.2500
BTC-USD: current=0.2175, target=0.2500
TLH: current=0.2523, target=0.2500
BNO: current=0.2876, 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: 0.0376.
Rebalancing threshold: 0.0500.
0.0376 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0797, transaction cost = 0.000080 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2427,
"BTC-USD": 0.2175,
"TLH": 0.2523,
"BNO": 0.2876
},
"target_weights": {
"XLY": 0.25,
"BTC-USD": 0.25,
"TLH": 0.25,
"BNO": 0.25
},
"max_deviation": 0.0376,
"total_turnover": 0.07966000000000001,
"transaction_cost": 0.00008,
"threshold":... |
T6_all_20190618_0538 | T6 | 3 | train | sideways | all | [
"XLK",
"ADA-USD",
"SCHP",
"HAUZ"
] | 2019-06-18T00:00:00 | Max weight deviation: 0.0060, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.1850, target=0.2500
ADA-USD: current=0.2662, target=0.2500
SCHP: current=0.2706, target=0.2500
HAUZ: current=0.2782, 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 XLK | 1 | Maximum absolute deviation: 0.0060.
Rebalancing threshold: 0.0500.
0.0060 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0121, transaction cost = 0.000012 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.185,
"ADA-USD": 0.2662,
"SCHP": 0.2706,
"HAUZ": 0.2782
},
"target_weights": {
"XLK": 0.25,
"ADA-USD": 0.25,
"SCHP": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.012055999999999999,
"transaction_cost": 0.000012,
"thresho... |
T6_all_20220825_0539 | T6 | 3 | train | sideways | all | [
"XLE",
"DOT-USD",
"TIP",
"SGOV"
] | 2022-08-25T00:00:00 | Max weight deviation: 0.0201, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2551, target=0.2500
DOT-USD: current=0.2531, target=0.2500
TIP: current=0.2299, target=0.2500
SGOV: current=0.2619, 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 = 0.0401, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2551,
"DOT-USD": 0.2531,
"TIP": 0.22990000000000002,
"SGOV": 0.2619
},
"target_weights": {
"XLE": 0.25,
"DOT-USD": 0.25,
"TIP": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0201,
"total_turnover": 0.040129,
"transaction_cost": 0.00004,
"thresho... |
T6_all_20200929_0540 | T6 | 3 | train | sideways | all | [
"VTI",
"BNB-USD",
"SHV",
"IYR"
] | 2020-09-29T00:00:00 | Max weight deviation: 0.0111, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2183, target=0.2500
BNB-USD: current=0.1849, target=0.2500
SHV: current=0.3031, target=0.2500
IYR: current=0.2937, 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 BNB-USD | 1 | Maximum absolute deviation: 0.0111.
Rebalancing threshold: 0.0500.
0.0111 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0331, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.21830000000000002,
"BNB-USD": 0.1849,
"SHV": 0.30310000000000004,
"IYR": 0.2937
},
"target_weights": {
"VTI": 0.25,
"BNB-USD": 0.25,
"SHV": 0.25,
"IYR": 0.25
},
"max_deviation": 0.065108,
"total_turnover": 0.033113,
"transaction_cost": 0.0000... |
T6_all_20210423_0541 | T6 | 3 | train | sideways | all | [
"XLP",
"LINK-USD",
"LQD",
"SCHH"
] | 2021-04-23T00:00:00 | Max weight deviation: 0.0244, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.2593, target=0.2500
LINK-USD: current=0.2633, target=0.2500
LQD: current=0.2256, target=0.2500
SCHH: current=0.2518, 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: 0.0244.
Rebalancing threshold: 0.0500.
0.0244 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0488, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.25930000000000003,
"LINK-USD": 0.26330000000000003,
"LQD": 0.22560000000000002,
"SCHH": 0.2518
},
"target_weights": {
"XLP": 0.25,
"LINK-USD": 0.25,
"LQD": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.0244,
"total_turnover": 0.048756999999999995,
... |
T6_all_20220905_0542 | T6 | 3 | train | sideways | all | [
"QUAL",
"AVAX-USD",
"WEAT",
"ICSH"
] | 2022-09-05T00:00:00 | Max weight deviation: 0.0234, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2283, target=0.2500
AVAX-USD: current=0.3150, target=0.2500
WEAT: current=0.2067, target=0.2500
ICSH: current=0.2500, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | yes; sell 0.0650 of AVAX-USD | 1 | Maximum absolute deviation: 0.0234.
Rebalancing threshold: 0.0500.
0.0234 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0468, transaction cost = 0.000047 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2283,
"AVAX-USD": 0.315,
"WEAT": 0.20670000000000002,
"ICSH": 0.25
},
"target_weights": {
"QUAL": 0.25,
"AVAX-USD": 0.25,
"WEAT": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.046848,
"transaction_cost": 0.000047,
"thre... |
T6_all_20200721_0543 | T6 | 3 | train | sideways | all | [
"FXI",
"BNB-USD",
"SGOV",
"BNDX"
] | 2020-07-21T00:00:00 | Max weight deviation: 0.0211, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2289, target=0.2500
BNB-USD: current=0.2607, target=0.2500
SGOV: current=0.2421, target=0.2500
BNDX: current=0.2683, 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: 0.0211.
Rebalancing threshold: 0.0500.
0.0211 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0580, transaction cost = 0.000058 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.22890000000000002,
"BNB-USD": 0.2607,
"SGOV": 0.2421,
"BNDX": 0.26830000000000004
},
"target_weights": {
"FXI": 0.25,
"BNB-USD": 0.25,
"SGOV": 0.25,
"BNDX": 0.25
},
"max_deviation": 0.0211,
"total_turnover": 0.058023,
"transaction_cost": 0.00... |
T6_all_20210617_0544 | T6 | 3 | train | sideways | all | [
"XLB",
"ETH-USD",
"REZ",
"STIP"
] | 2021-06-17T00:00:00 | Max weight deviation: 0.0172, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2416, target=0.2500
ETH-USD: current=0.3149, target=0.2500
REZ: current=0.2197, target=0.2500
STIP: current=0.2238, 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 ETH-USD | 1 | Maximum absolute deviation: 0.0172.
Rebalancing threshold: 0.0500.
0.0172 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0344, transaction cost = 0.000034 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2416,
"ETH-USD": 0.3149,
"REZ": 0.2197,
"STIP": 0.2238
},
"target_weights": {
"XLB": 0.25,
"ETH-USD": 0.25,
"REZ": 0.25,
"STIP": 0.25
},
"max_deviation": 0.064881,
"total_turnover": 0.034393,
"transaction_cost": 0.000034,
"threshold": 0.05,... |
T6_all_20220518_0545 | T6 | 3 | train | sideways | all | [
"VLUE",
"MATIC-USD",
"VNQI",
"WEAT"
] | 2022-05-18T00:00:00 | Max weight deviation: 0.0240, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2260, target=0.2500
MATIC-USD: current=0.2656, target=0.2500
VNQI: current=0.2449, target=0.2500
WEAT: current=0.2634, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this po... | no | 0 | Maximum absolute deviation: 0.0240.
Rebalancing threshold: 0.0500.
0.0240 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0581, transaction cost = 0.000058 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.226,
"MATIC-USD": 0.2656,
"VNQI": 0.2449,
"WEAT": 0.2634
},
"target_weights": {
"VLUE": 0.25,
"MATIC-USD": 0.25,
"VNQI": 0.25,
"WEAT": 0.25
},
"max_deviation": 0.024,
"total_turnover": 0.058072,
"transaction_cost": 0.000058,
"threshold": 0... |
T6_all_20211020_0546 | T6 | 3 | train | sideways | all | [
"XLF",
"SOL-USD",
"SGOV",
"STIP"
] | 2021-10-20T00:00:00 | Max weight deviation: 0.0195, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.1850, target=0.2500
SOL-USD: current=0.2657, target=0.2500
SGOV: current=0.3010, target=0.2500
STIP: current=0.2483, 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 XLF | 1 | Maximum absolute deviation: 0.0195.
Rebalancing threshold: 0.0500.
0.0195 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0401, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.185,
"SOL-USD": 0.2657,
"SGOV": 0.301,
"STIP": 0.24830000000000002
},
"target_weights": {
"XLF": 0.25,
"SOL-USD": 0.25,
"SGOV": 0.25,
"STIP": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.040054,
"transaction_cost": 0.00004,
"threshol... |
T6_all_20201118_0547 | T6 | 3 | train | sideways | all | [
"EEM",
"SOL-USD",
"DBA",
"HAUZ"
] | 2020-11-18T00:00:00 | Max weight deviation: 0.0353, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2514, target=0.2500
SOL-USD: current=0.2189, target=0.2500
DBA: current=0.2853, target=0.2500
HAUZ: current=0.2444, 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: 0.0353.
Rebalancing threshold: 0.0500.
0.0353 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0734, transaction cost = 0.000073 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2514,
"SOL-USD": 0.2189,
"DBA": 0.2853,
"HAUZ": 0.2444
},
"target_weights": {
"EEM": 0.25,
"SOL-USD": 0.25,
"DBA": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.035300000000000005,
"total_turnover": 0.07337099999999999,
"transaction_cost": 0.00007... |
T6_all_20200325_0548 | T6 | 3 | train | sideways | all | [
"VEA",
"ETH-USD",
"CORN",
"XHB"
] | 2020-03-25T00:00:00 | Max weight deviation: 0.0165, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.3149, target=0.2500
ETH-USD: current=0.2239, target=0.2500
CORN: current=0.2334, target=0.2500
XHB: current=0.2278, 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 VEA | 1 | Maximum absolute deviation: 0.0165.
Rebalancing threshold: 0.0500.
0.0165 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0329, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.3149,
"ETH-USD": 0.22390000000000002,
"CORN": 0.23340000000000002,
"XHB": 0.2278
},
"target_weights": {
"VEA": 0.25,
"ETH-USD": 0.25,
"CORN": 0.25,
"XHB": 0.25
},
"max_deviation": 0.064876,
"total_turnover": 0.032931999999999996,
"transaction... |
T6_all_20220520_0549 | T6 | 3 | train | sideways | all | [
"ACWI",
"BNB-USD",
"DBC",
"BIL"
] | 2022-05-20T00:00:00 | Max weight deviation: 0.0111, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2573, target=0.2500
BNB-USD: current=0.2611, target=0.2500
DBC: current=0.2408, target=0.2500
BIL: current=0.2408, 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: 0.0111.
Rebalancing threshold: 0.0500.
0.0111 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0369, transaction cost = 0.000037 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.25730000000000003,
"BNB-USD": 0.2611,
"DBC": 0.24080000000000001,
"BIL": 0.24080000000000001
},
"target_weights": {
"ACWI": 0.25,
"BNB-USD": 0.25,
"DBC": 0.25,
"BIL": 0.25
},
"max_deviation": 0.0111,
"total_turnover": 0.036864999999999995,
"... |
T6_all_20210831_0550 | T6 | 3 | train | sideways | all | [
"XLV",
"XRP-USD",
"ICSH",
"GLD"
] | 2021-08-31T00:00:00 | Max weight deviation: 0.0219, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLV: current=0.2387, target=0.2500
XRP-USD: current=0.2007, target=0.2500
ICSH: current=0.2455, target=0.2500
GLD: 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 GLD | 1 | Maximum absolute deviation: 0.0219.
Rebalancing threshold: 0.0500.
0.0219 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0437, transaction cost = 0.000044 (negligible vs. drift). | {
"current_weights": {
"XLV": 0.23870000000000002,
"XRP-USD": 0.20070000000000002,
"ICSH": 0.24550000000000002,
"GLD": 0.315
},
"target_weights": {
"XLV": 0.25,
"XRP-USD": 0.25,
"ICSH": 0.25,
"GLD": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.043719,
"transaction_co... |
T6_all_20220422_0551 | T6 | 3 | train | sideways | all | [
"VTI",
"ETH-USD",
"HAUZ",
"ICSH"
] | 2022-04-22T00:00:00 | Max weight deviation: 0.0195, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2632, target=0.2500
ETH-USD: current=0.2695, target=0.2500
HAUZ: current=0.2314, target=0.2500
ICSH: current=0.2359, 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: 0.0195.
Rebalancing threshold: 0.0500.
0.0195 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0653, transaction cost = 0.000065 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.2632,
"ETH-USD": 0.2695,
"HAUZ": 0.23140000000000002,
"ICSH": 0.2359
},
"target_weights": {
"VTI": 0.25,
"ETH-USD": 0.25,
"HAUZ": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0195,
"total_turnover": 0.065317,
"transaction_cost": 0.000065,
"thre... |
T6_all_20190215_0552 | T6 | 3 | train | sideways | all | [
"ACWI",
"ADA-USD",
"SLV",
"JNK"
] | 2019-02-15T00:00:00 | Max weight deviation: 0.0213, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.3150, target=0.2500
ADA-USD: current=0.1993, target=0.2500
SLV: current=0.2592, target=0.2500
JNK: current=0.2265, 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 ACWI | 1 | Maximum absolute deviation: 0.0213.
Rebalancing threshold: 0.0500.
0.0213 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0486, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.315,
"ADA-USD": 0.1993,
"SLV": 0.2592,
"JNK": 0.2265
},
"target_weights": {
"ACWI": 0.25,
"ADA-USD": 0.25,
"SLV": 0.25,
"JNK": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.048608,
"transaction_cost": 0.000049,
"threshold": 0.05,
"... |
T6_all_20180207_0553 | T6 | 3 | train | sideways | all | [
"^VIX",
"ADA-USD",
"HYG",
"IAU"
] | 2018-02-07T00:00:00 | Max weight deviation: 0.0163, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2663, target=0.2500
ADA-USD: current=0.2458, target=0.2500
HYG: current=0.2472, target=0.2500
IAU: current=0.2407, 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: 0.0163.
Rebalancing threshold: 0.0500.
0.0163 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0325, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.26630000000000004,
"ADA-USD": 0.24580000000000002,
"HYG": 0.2472,
"IAU": 0.24070000000000003
},
"target_weights": {
"^VIX": 0.25,
"ADA-USD": 0.25,
"HYG": 0.25,
"IAU": 0.25
},
"max_deviation": 0.016300000000000002,
"total_turnover": 0.032519,
... |
T6_all_20160202_0554 | T6 | 3 | train | sideways | all | [
"XLK",
"BTC-USD",
"BIL",
"DBC"
] | 2016-02-02T00:00:00 | Max weight deviation: 0.0149, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2914, target=0.2500
BTC-USD: current=0.1850, target=0.2500
BIL: current=0.2762, target=0.2500
DBC: current=0.2474, 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 BTC-USD | 1 | Maximum absolute deviation: 0.0149.
Rebalancing threshold: 0.0500.
0.0149 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0310, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.2914,
"BTC-USD": 0.185,
"BIL": 0.2762,
"DBC": 0.2474
},
"target_weights": {
"XLK": 0.25,
"BTC-USD": 0.25,
"BIL": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.030962,
"transaction_cost": 0.000031,
"threshold": 0.05,
"sh... |
T6_all_20161230_0555 | T6 | 3 | train | sideways | all | [
"USMV",
"BTC-USD",
"DBB",
"ICSH"
] | 2016-12-30T00:00:00 | Max weight deviation: 0.0473, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2694, target=0.2500
BTC-USD: current=0.2806, target=0.2500
DBB: current=0.2473, target=0.2500
ICSH: current=0.2027, 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: 0.0473.
Rebalancing threshold: 0.0500.
0.0473 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1000, transaction cost = 0.000100 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.26940000000000003,
"BTC-USD": 0.2806,
"DBB": 0.24730000000000002,
"ICSH": 0.20270000000000002
},
"target_weights": {
"USMV": 0.25,
"BTC-USD": 0.25,
"DBB": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0473,
"total_turnover": 0.10000099999999999,
... |
T6_all_20190612_0556 | T6 | 3 | train | sideways | all | [
"^VIX",
"BTC-USD",
"VCIT",
"DBB"
] | 2019-06-12T00:00:00 | Max weight deviation: 0.0359, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.1850, target=0.2500
BTC-USD: current=0.2739, target=0.2500
VCIT: current=0.2752, target=0.2500
DBB: current=0.2659, 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 ^VIX | 1 | Maximum absolute deviation: 0.0359.
Rebalancing threshold: 0.0500.
0.0359 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0718, transaction cost = 0.000072 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.185,
"BTC-USD": 0.27390000000000003,
"VCIT": 0.2752,
"DBB": 0.2659
},
"target_weights": {
"^VIX": 0.25,
"BTC-USD": 0.25,
"VCIT": 0.25,
"DBB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.07177,
"transaction_cost": 0.000072,
"thresho... |
T6_all_20210429_0557 | T6 | 3 | train | sideways | all | [
"VLUE",
"ETH-USD",
"TLT",
"BIL"
] | 2021-04-29T00:00:00 | Max weight deviation: 0.0300, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2224, target=0.2500
ETH-USD: current=0.2800, target=0.2500
TLT: current=0.2586, target=0.2500
BIL: current=0.2390, 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: 0.0300.
Rebalancing threshold: 0.0500.
0.0300 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0773, transaction cost = 0.000077 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.22240000000000001,
"ETH-USD": 0.28,
"TLT": 0.2586,
"BIL": 0.23900000000000002
},
"target_weights": {
"VLUE": 0.25,
"ETH-USD": 0.25,
"TLT": 0.25,
"BIL": 0.25
},
"max_deviation": 0.03,
"total_turnover": 0.07725599999999999,
"transaction_cost":... |
T6_all_20210805_0558 | T6 | 3 | train | sideways | all | [
"XLB",
"BNB-USD",
"LQD",
"IAU"
] | 2021-08-05T00:00:00 | Max weight deviation: 0.0118, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.1894, target=0.2500
BNB-USD: current=0.2274, target=0.2500
LQD: current=0.2682, target=0.2500
IAU: current=0.3150, 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 IAU | 1 | Maximum absolute deviation: 0.0118.
Rebalancing threshold: 0.0500.
0.0118 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0302, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.1894,
"BNB-USD": 0.22740000000000002,
"LQD": 0.2682,
"IAU": 0.315
},
"target_weights": {
"XLB": 0.25,
"BNB-USD": 0.25,
"LQD": 0.25,
"IAU": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.030168999999999998,
"transaction_cost": 0.000030000... |
T6_all_20171025_0559 | T6 | 3 | train | sideways | all | [
"IWM",
"BTC-USD",
"BIL",
"VCIT"
] | 2017-10-25T00:00:00 | Max weight deviation: 0.0192, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2523, target=0.2500
BTC-USD: current=0.2541, target=0.2500
BIL: current=0.2628, target=0.2500
VCIT: current=0.2308, 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: 0.0192.
Rebalancing threshold: 0.0500.
0.0192 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0383, transaction cost = 0.000038 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2523,
"BTC-USD": 0.2541,
"BIL": 0.26280000000000003,
"VCIT": 0.2308
},
"target_weights": {
"IWM": 0.25,
"BTC-USD": 0.25,
"BIL": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.019200000000000002,
"total_turnover": 0.038307,
"transaction_cost": 0.000... |
T6_all_20181105_0560 | T6 | 3 | train | sideways | all | [
"USMV",
"LINK-USD",
"TIP",
"BNO"
] | 2018-11-05T00:00:00 | Max weight deviation: 0.0073, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2035, target=0.2500
LINK-USD: current=0.2453, target=0.2500
TIP: current=0.2364, target=0.2500
BNO: current=0.3147, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0647 of BNO | 1 | Maximum absolute deviation: 0.0073.
Rebalancing threshold: 0.0500.
0.0073 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0146, transaction cost = 0.000015 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.20350000000000001,
"LINK-USD": 0.24530000000000002,
"TIP": 0.2364,
"BNO": 0.31470000000000004
},
"target_weights": {
"USMV": 0.25,
"LINK-USD": 0.25,
"TIP": 0.25,
"BNO": 0.25
},
"max_deviation": 0.06472,
"total_turnover": 0.014577,
"transacti... |
T6_all_20220309_0561 | T6 | 3 | train | sideways | all | [
"XLY",
"BTC-USD",
"DBC",
"VNQI"
] | 2022-03-09T00:00:00 | Max weight deviation: 0.0280, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2498, target=0.2500
BTC-USD: current=0.2732, target=0.2500
DBC: current=0.2220, target=0.2500
VNQI: current=0.2549, 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: 0.0280.
Rebalancing threshold: 0.0500.
0.0280 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0564, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.24980000000000002,
"BTC-USD": 0.2732,
"DBC": 0.222,
"VNQI": 0.2549
},
"target_weights": {
"XLY": 0.25,
"BTC-USD": 0.25,
"DBC": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.028,
"total_turnover": 0.056359,
"transaction_cost": 0.000056,
"threshol... |
T6_all_20221129_0562 | T6 | 3 | train | sideways | all | [
"XLRE",
"XRP-USD",
"CPER",
"TLT"
] | 2022-11-29T00:00:00 | Max weight deviation: 0.0246, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.3151, target=0.2500
XRP-USD: current=0.2688, target=0.2500
CPER: current=0.2210, target=0.2500
TLT: current=0.1951, 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 XLRE | 1 | Maximum absolute deviation: 0.0246.
Rebalancing threshold: 0.0500.
0.0246 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0635, transaction cost = 0.000063 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.3151,
"XRP-USD": 0.26880000000000004,
"CPER": 0.221,
"TLT": 0.1951
},
"target_weights": {
"XLRE": 0.25,
"XRP-USD": 0.25,
"CPER": 0.25,
"TLT": 0.25
},
"max_deviation": 0.065083,
"total_turnover": 0.06348000000000001,
"transaction_cost": 0.000... |
T6_all_20200804_0563 | T6 | 3 | train | sideways | all | [
"XLK",
"MATIC-USD",
"INDS",
"PPLT"
] | 2020-08-04T00:00:00 | Max weight deviation: 0.0278, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2680, target=0.2500
MATIC-USD: current=0.2711, target=0.2500
INDS: current=0.2222, target=0.2500
PPLT: current=0.2388, 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: 0.0278.
Rebalancing threshold: 0.0500.
0.0278 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0781, transaction cost = 0.000078 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.268,
"MATIC-USD": 0.2711,
"INDS": 0.2222,
"PPLT": 0.2388
},
"target_weights": {
"XLK": 0.25,
"MATIC-USD": 0.25,
"INDS": 0.25,
"PPLT": 0.25
},
"max_deviation": 0.027800000000000002,
"total_turnover": 0.078142,
"transaction_cost": 0.000078,
"... |
T6_all_20200812_0564 | T6 | 3 | train | sideways | all | [
"XLK",
"XRP-USD",
"SCHP",
"SOYB"
] | 2020-08-12T00:00:00 | Max weight deviation: 0.0262, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.1937, target=0.2500
XRP-USD: current=0.3150, target=0.2500
SCHP: current=0.2530, target=0.2500
SOYB: current=0.2383, 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: 0.0262.
Rebalancing threshold: 0.0500.
0.0262 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0549, transaction cost = 0.000055 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.1937,
"XRP-USD": 0.315,
"SCHP": 0.253,
"SOYB": 0.2383
},
"target_weights": {
"XLK": 0.25,
"XRP-USD": 0.25,
"SCHP": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.054916,
"transaction_cost": 0.000054999999999999995,
"thres... |
T6_all_20221025_0565 | T6 | 3 | train | sideways | all | [
"XLE",
"BNB-USD",
"REZ",
"BNO"
] | 2022-10-25T00:00:00 | Max weight deviation: 0.0280, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2274, target=0.2500
BNB-USD: current=0.2416, target=0.2500
REZ: current=0.2530, target=0.2500
BNO: current=0.2780, 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: 0.0280.
Rebalancing threshold: 0.0500.
0.0280 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0619, transaction cost = 0.000062 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.22740000000000002,
"BNB-USD": 0.2416,
"REZ": 0.253,
"BNO": 0.278
},
"target_weights": {
"XLE": 0.25,
"BNB-USD": 0.25,
"REZ": 0.25,
"BNO": 0.25
},
"max_deviation": 0.028,
"total_turnover": 0.061922,
"transaction_cost": 0.000062,
"threshold":... |
T6_all_20210318_0566 | T6 | 3 | train | sideways | all | [
"QQQ",
"MATIC-USD",
"BIL",
"SHV"
] | 2021-03-18T00:00:00 | Max weight deviation: 0.0337, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2176, target=0.2500
MATIC-USD: current=0.2120, target=0.2500
BIL: current=0.3150, target=0.2500
SHV: current=0.2554, 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 BIL | 1 | Maximum absolute deviation: 0.0337.
Rebalancing threshold: 0.0500.
0.0337 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0731, transaction cost = 0.000073 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.21760000000000002,
"MATIC-USD": 0.212,
"BIL": 0.315,
"SHV": 0.2554
},
"target_weights": {
"QQQ": 0.25,
"MATIC-USD": 0.25,
"BIL": 0.25,
"SHV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.0731,
"transaction_cost": 0.000073,
"threshold... |
T6_all_20210618_0567 | T6 | 3 | train | sideways | all | [
"QUAL",
"ETH-USD",
"WEAT",
"JNK"
] | 2021-06-18T00:00:00 | Max weight deviation: 0.0282, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2559, target=0.2500
ETH-USD: current=0.2473, target=0.2500
WEAT: current=0.2218, target=0.2500
JNK: current=0.2749, 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: 0.0282.
Rebalancing threshold: 0.0500.
0.0282 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0617, transaction cost = 0.000062 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2559,
"ETH-USD": 0.24730000000000002,
"WEAT": 0.2218,
"JNK": 0.27490000000000003
},
"target_weights": {
"QUAL": 0.25,
"ETH-USD": 0.25,
"WEAT": 0.25,
"JNK": 0.25
},
"max_deviation": 0.028200000000000003,
"total_turnover": 0.061732999999999996,
... |
T6_all_20210716_0568 | T6 | 3 | train | sideways | all | [
"XLK",
"MATIC-USD",
"DBA",
"SGOV"
] | 2021-07-16T00:00:00 | Max weight deviation: 0.0248, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.1850, target=0.2500
MATIC-USD: current=0.2762, target=0.2500
DBA: current=0.2972, target=0.2500
SGOV: current=0.2416, 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 XLK | 1 | Maximum absolute deviation: 0.0248.
Rebalancing threshold: 0.0500.
0.0248 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0560, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.185,
"MATIC-USD": 0.2762,
"DBA": 0.2972,
"SGOV": 0.2416
},
"target_weights": {
"XLK": 0.25,
"MATIC-USD": 0.25,
"DBA": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.056024,
"transaction_cost": 0.000056,
"threshold": 0.05,... |
T6_all_20160218_0569 | T6 | 3 | train | sideways | all | [
"QUAL",
"BTC-USD",
"IEF",
"CPER"
] | 2016-02-18T00:00:00 | Max weight deviation: 0.0202, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2561, target=0.2500
BTC-USD: current=0.2545, target=0.2500
IEF: current=0.2597, target=0.2500
CPER: current=0.2298, 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 = 0.0405, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2561,
"BTC-USD": 0.2545,
"IEF": 0.2597,
"CPER": 0.2298
},
"target_weights": {
"QUAL": 0.25,
"BTC-USD": 0.25,
"IEF": 0.25,
"CPER": 0.25
},
"max_deviation": 0.020200000000000003,
"total_turnover": 0.040465999999999995,
"transaction_cost": 0.00... |
T6_all_20220929_0570 | T6 | 3 | train | sideways | all | [
"USMV",
"ADA-USD",
"ICSH",
"SLV"
] | 2022-09-29T00:00:00 | Max weight deviation: 0.0314, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.3062, target=0.2500
ADA-USD: current=0.2342, target=0.2500
ICSH: current=0.2746, target=0.2500
SLV: 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 SLV | 1 | Maximum absolute deviation: 0.0314.
Rebalancing threshold: 0.0500.
0.0314 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0781, transaction cost = 0.000078 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.3062,
"ADA-USD": 0.23420000000000002,
"ICSH": 0.2746,
"SLV": 0.185
},
"target_weights": {
"USMV": 0.25,
"ADA-USD": 0.25,
"ICSH": 0.25,
"SLV": 0.25
},
"max_deviation": 0.065038,
"total_turnover": 0.078078,
"transaction_cost": 0.000078,
"thr... |
T6_all_20200413_0571 | T6 | 3 | train | sideways | all | [
"VEA",
"ADA-USD",
"SLV",
"SHV"
] | 2020-04-13T00:00:00 | Max weight deviation: 0.0473, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2027, target=0.2500
ADA-USD: current=0.2703, target=0.2500
SLV: current=0.2628, target=0.2500
SHV: current=0.2642, 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: 0.0473.
Rebalancing threshold: 0.0500.
0.0473 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0947, transaction cost = 0.000095 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.20270000000000002,
"ADA-USD": 0.27030000000000004,
"SLV": 0.26280000000000003,
"SHV": 0.2642
},
"target_weights": {
"VEA": 0.25,
"ADA-USD": 0.25,
"SLV": 0.25,
"SHV": 0.25
},
"max_deviation": 0.0473,
"total_turnover": 0.09467199999999999,
"tra... |
T6_all_20200227_0572 | T6 | 3 | train | sideways | all | [
"XLI",
"BNB-USD",
"UNG",
"ICSH"
] | 2020-02-27T00:00:00 | Max weight deviation: 0.0308, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.1958, target=0.2500
BNB-USD: current=0.2790, target=0.2500
UNG: current=0.3151, target=0.2500
ICSH: current=0.2102, 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 UNG | 1 | Maximum absolute deviation: 0.0308.
Rebalancing threshold: 0.0500.
0.0308 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0891, transaction cost = 0.000089 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.1958,
"BNB-USD": 0.279,
"UNG": 0.3151,
"ICSH": 0.2102
},
"target_weights": {
"XLI": 0.25,
"BNB-USD": 0.25,
"UNG": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065066,
"total_turnover": 0.089101,
"transaction_cost": 0.000089,
"threshold": 0.05,
... |
T6_all_20220311_0573 | T6 | 3 | train | sideways | all | [
"XLB",
"ADA-USD",
"HYG",
"BNO"
] | 2022-03-11T00:00:00 | Max weight deviation: 0.0110, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2445, target=0.2500
ADA-USD: current=0.2610, target=0.2500
HYG: current=0.2414, target=0.2500
BNO: current=0.2531, 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: 0.0110.
Rebalancing threshold: 0.0500.
0.0110 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0283, transaction cost = 0.000028 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.24450000000000002,
"ADA-USD": 0.261,
"HYG": 0.2414,
"BNO": 0.2531
},
"target_weights": {
"XLB": 0.25,
"ADA-USD": 0.25,
"HYG": 0.25,
"BNO": 0.25
},
"max_deviation": 0.011,
"total_turnover": 0.028252,
"transaction_cost": 0.000028,
"threshold"... |
T6_all_20220223_0574 | T6 | 3 | train | sideways | all | [
"XLB",
"XRP-USD",
"MORT",
"WEAT"
] | 2022-02-23T00:00:00 | Max weight deviation: 0.0217, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2111, target=0.2500
XRP-USD: current=0.1877, target=0.2500
MORT: current=0.2862, target=0.2500
WEAT: 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 WEAT | 1 | Maximum absolute deviation: 0.0217.
Rebalancing threshold: 0.0500.
0.0217 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0676, transaction cost = 0.000068 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2111,
"XRP-USD": 0.1877,
"MORT": 0.2862,
"WEAT": 0.315
},
"target_weights": {
"XLB": 0.25,
"XRP-USD": 0.25,
"MORT": 0.25,
"WEAT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.067561,
"transaction_cost": 0.000068,
"threshold": 0.05,
... |
T6_all_20211210_0575 | T6 | 3 | train | sideways | all | [
"QUAL",
"ADA-USD",
"SGOV",
"DBA"
] | 2021-12-10T00:00:00 | Max weight deviation: 0.0215, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2539, target=0.2500
ADA-USD: current=0.2651, target=0.2500
SGOV: current=0.2285, target=0.2500
DBA: current=0.2525, 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: 0.0215.
Rebalancing threshold: 0.0500.
0.0215 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0429, transaction cost = 0.000043 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2539,
"ADA-USD": 0.2651,
"SGOV": 0.2285,
"DBA": 0.2525
},
"target_weights": {
"QUAL": 0.25,
"ADA-USD": 0.25,
"SGOV": 0.25,
"DBA": 0.25
},
"max_deviation": 0.021500000000000002,
"total_turnover": 0.04295,
"transaction_cost": 0.000042999999999... |
T6_all_20160407_0576 | T6 | 3 | train | sideways | all | [
"QQQ",
"BTC-USD",
"UNG",
"XHB"
] | 2016-04-07T00:00:00 | Max weight deviation: 0.0193, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.1850, target=0.2500
BTC-USD: current=0.2183, target=0.2500
UNG: current=0.2823, target=0.2500
XHB: current=0.3143, 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 QQQ | 1 | Maximum absolute deviation: 0.0193.
Rebalancing threshold: 0.0500.
0.0193 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0575, transaction cost = 0.000058 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.185,
"BTC-USD": 0.21830000000000002,
"UNG": 0.2823,
"XHB": 0.3143
},
"target_weights": {
"QQQ": 0.25,
"BTC-USD": 0.25,
"UNG": 0.25,
"XHB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.057531,
"transaction_cost": 0.000058,
"threshold"... |
T6_all_20191108_0577 | T6 | 3 | train | sideways | all | [
"FXI",
"BTC-USD",
"ICSH",
"VCIT"
] | 2019-11-08T00:00:00 | Max weight deviation: 0.0436, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2524, target=0.2500
BTC-USD: current=0.2750, target=0.2500
ICSH: current=0.2064, target=0.2500
VCIT: current=0.2662, 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: 0.0436.
Rebalancing threshold: 0.0500.
0.0436 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0871, transaction cost = 0.000087 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.2524,
"BTC-USD": 0.275,
"ICSH": 0.2064,
"VCIT": 0.2662
},
"target_weights": {
"FXI": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.0436,
"total_turnover": 0.087101,
"transaction_cost": 0.000087,
"threshold": 0.05,
... |
T6_all_20221018_0578 | T6 | 3 | train | sideways | all | [
"EEM",
"SOL-USD",
"MORT",
"LQD"
] | 2022-10-18T00:00:00 | Max weight deviation: 0.0367, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2982, target=0.2500
SOL-USD: current=0.1850, target=0.2500
MORT: current=0.2430, target=0.2500
LQD: current=0.2738, 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 SOL-USD | 1 | Maximum absolute deviation: 0.0367.
Rebalancing threshold: 0.0500.
0.0367 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0813, transaction cost = 0.000081 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2982,
"SOL-USD": 0.185,
"MORT": 0.243,
"LQD": 0.2738
},
"target_weights": {
"EEM": 0.25,
"SOL-USD": 0.25,
"MORT": 0.25,
"LQD": 0.25
},
"max_deviation": 0.064967,
"total_turnover": 0.081287,
"transaction_cost": 0.00008099999999999999,
"thres... |
T6_all_20220302_0579 | T6 | 3 | train | sideways | all | [
"XLU",
"AVAX-USD",
"GLD",
"ICSH"
] | 2022-03-02T00:00:00 | Max weight deviation: 0.0278, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2535, target=0.2500
AVAX-USD: current=0.2585, target=0.2500
GLD: current=0.2658, target=0.2500
ICSH: current=0.2222, 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: 0.0278.
Rebalancing threshold: 0.0500.
0.0278 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0556, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2535,
"AVAX-USD": 0.2585,
"GLD": 0.26580000000000004,
"ICSH": 0.2222
},
"target_weights": {
"XLU": 0.25,
"AVAX-USD": 0.25,
"GLD": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.027800000000000002,
"total_turnover": 0.055555,
"transaction_cost": 0.0... |
T6_all_20220112_0580 | T6 | 3 | train | sideways | all | [
"XLU",
"BTC-USD",
"IYR",
"PALL"
] | 2022-01-12T00:00:00 | Max weight deviation: 0.0221, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.3121, target=0.2500
BTC-USD: current=0.1850, target=0.2500
IYR: current=0.1965, target=0.2500
PALL: current=0.3065, 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 BTC-USD | 1 | Maximum absolute deviation: 0.0221.
Rebalancing threshold: 0.0500.
0.0221 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0805, transaction cost = 0.000081 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.3121,
"BTC-USD": 0.185,
"IYR": 0.1965,
"PALL": 0.3065
},
"target_weights": {
"XLU": 0.25,
"BTC-USD": 0.25,
"IYR": 0.25,
"PALL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.08053199999999999,
"transaction_cost": 0.00008099999999999999,... |
T6_all_20180524_0581 | T6 | 3 | train | sideways | all | [
"IWM",
"ETH-USD",
"ITB",
"CPER"
] | 2018-05-24T00:00:00 | Max weight deviation: 0.0055, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2520, target=0.2500
ETH-USD: current=0.2445, target=0.2500
ITB: current=0.2538, target=0.2500
CPER: current=0.2497, 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: 0.0055.
Rebalancing threshold: 0.0500.
0.0055 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0116, transaction cost = 0.000012 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.252,
"ETH-USD": 0.24450000000000002,
"ITB": 0.2538,
"CPER": 0.2497
},
"target_weights": {
"IWM": 0.25,
"ETH-USD": 0.25,
"ITB": 0.25,
"CPER": 0.25
},
"max_deviation": 0.0055000000000000005,
"total_turnover": 0.011618,
"transaction_cost": 0.000... |
T6_all_20210630_0582 | T6 | 3 | train | sideways | all | [
"VTI",
"BNB-USD",
"SGOV",
"SHY"
] | 2021-06-30T00:00:00 | Max weight deviation: 0.0308, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.3149, target=0.2500
BNB-USD: current=0.2221, target=0.2500
SGOV: current=0.2443, target=0.2500
SHY: current=0.2187, 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 VTI | 1 | Maximum absolute deviation: 0.0308.
Rebalancing threshold: 0.0500.
0.0308 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0615, transaction cost = 0.000062 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.3149,
"BNB-USD": 0.22210000000000002,
"SGOV": 0.24430000000000002,
"SHY": 0.2187
},
"target_weights": {
"VTI": 0.25,
"BNB-USD": 0.25,
"SGOV": 0.25,
"SHY": 0.25
},
"max_deviation": 0.06493399999999999,
"total_turnover": 0.061514,
"transaction_... |
T6_all_20210317_0583 | T6 | 3 | train | sideways | all | [
"XLY",
"BNB-USD",
"CORN",
"INDS"
] | 2021-03-17T00:00:00 | Max weight deviation: 0.0129, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2556, target=0.2500
BNB-USD: current=0.2371, target=0.2500
CORN: current=0.2574, target=0.2500
INDS: current=0.2499, 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 = 0.0261, transaction cost = 0.000026 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2556,
"BNB-USD": 0.2371,
"CORN": 0.2574,
"INDS": 0.2499
},
"target_weights": {
"XLY": 0.25,
"BNB-USD": 0.25,
"CORN": 0.25,
"INDS": 0.25
},
"max_deviation": 0.0129,
"total_turnover": 0.026080000000000002,
"transaction_cost": 0.000026,
"thres... |
T6_all_20180614_0584 | T6 | 3 | train | sideways | all | [
"ACWI",
"ADA-USD",
"VNQ",
"PDBC"
] | 2018-06-14T00:00:00 | Max weight deviation: 0.0351, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.1850, target=0.2500
ADA-USD: current=0.2724, target=0.2500
VNQ: current=0.2278, target=0.2500
PDBC: current=0.3148, 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 ACWI | 1 | Maximum absolute deviation: 0.0351.
Rebalancing threshold: 0.0500.
0.0351 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0942, transaction cost = 0.000094 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.185,
"ADA-USD": 0.27240000000000003,
"VNQ": 0.2278,
"PDBC": 0.3148
},
"target_weights": {
"ACWI": 0.25,
"ADA-USD": 0.25,
"VNQ": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.09415699999999999,
"transaction_cost": 0.000094... |
T6_all_20170202_0585 | T6 | 3 | train | sideways | all | [
"MTUM",
"BTC-USD",
"MORT",
"BIL"
] | 2017-02-02T00:00:00 | Max weight deviation: 0.0388, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2657, target=0.2500
BTC-USD: current=0.2713, target=0.2500
MORT: current=0.2112, target=0.2500
BIL: current=0.2519, 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: 0.0388.
Rebalancing threshold: 0.0500.
0.0388 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0776, transaction cost = 0.000078 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2657,
"BTC-USD": 0.2713,
"MORT": 0.2112,
"BIL": 0.2519
},
"target_weights": {
"MTUM": 0.25,
"BTC-USD": 0.25,
"MORT": 0.25,
"BIL": 0.25
},
"max_deviation": 0.0388,
"total_turnover": 0.077605,
"transaction_cost": 0.000078,
"threshold": 0.05,... |
T6_all_20220414_0586 | T6 | 3 | train | sideways | all | [
"XLF",
"ADA-USD",
"IAU",
"BIL"
] | 2022-04-14T00:00:00 | Max weight deviation: 0.0089, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.1987, target=0.2500
ADA-USD: current=0.2432, target=0.2500
IAU: current=0.3148, target=0.2500
BIL: current=0.2432, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; sell 0.0648 of IAU | 1 | Maximum absolute deviation: 0.0089.
Rebalancing threshold: 0.0500.
0.0089 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0177, transaction cost = 0.000018 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.19870000000000002,
"ADA-USD": 0.2432,
"IAU": 0.3148,
"BIL": 0.2432
},
"target_weights": {
"XLF": 0.25,
"ADA-USD": 0.25,
"IAU": 0.25,
"BIL": 0.25
},
"max_deviation": 0.06477000000000001,
"total_turnover": 0.017733,
"transaction_cost": 0.000018... |
T6_all_20190403_0587 | T6 | 3 | train | sideways | all | [
"EEM",
"BNB-USD",
"IYR",
"SOYB"
] | 2019-04-03T00:00:00 | Max weight deviation: 0.0460, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2383, target=0.2500
BNB-USD: current=0.2960, target=0.2500
IYR: current=0.2346, target=0.2500
SOYB: current=0.2311, 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: 0.0460.
Rebalancing threshold: 0.0500.
0.0460 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0920, transaction cost = 0.000092 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2383,
"BNB-USD": 0.296,
"IYR": 0.2346,
"SOYB": 0.2311
},
"target_weights": {
"EEM": 0.25,
"BNB-USD": 0.25,
"IYR": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.046,
"total_turnover": 0.09196299999999999,
"transaction_cost": 0.000092,
"threshold"... |
T6_all_20180516_0588 | T6 | 3 | train | sideways | all | [
"ACWI",
"XRP-USD",
"BIL",
"IGOV"
] | 2018-05-16T00:00:00 | Max weight deviation: 0.0278, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.3150, target=0.2500
XRP-USD: current=0.2196, target=0.2500
BIL: current=0.2292, target=0.2500
IGOV: current=0.2362, 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 ACWI | 1 | Maximum absolute deviation: 0.0278.
Rebalancing threshold: 0.0500.
0.0278 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0557, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.315,
"XRP-USD": 0.21960000000000002,
"BIL": 0.22920000000000001,
"IGOV": 0.23620000000000002
},
"target_weights": {
"ACWI": 0.25,
"XRP-USD": 0.25,
"BIL": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.055685,
"transaction_... |
T6_all_20200424_0589 | T6 | 3 | train | sideways | all | [
"XLY",
"ADA-USD",
"PPLT",
"VNQI"
] | 2020-04-24T00:00:00 | Max weight deviation: 0.0305, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2195, target=0.2500
ADA-USD: current=0.2458, target=0.2500
PPLT: current=0.2774, target=0.2500
VNQI: current=0.2573, 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: 0.0305.
Rebalancing threshold: 0.0500.
0.0305 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0694, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2195,
"ADA-USD": 0.24580000000000002,
"PPLT": 0.27740000000000004,
"VNQI": 0.25730000000000003
},
"target_weights": {
"XLY": 0.25,
"ADA-USD": 0.25,
"PPLT": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.030500000000000003,
"total_turnover": 0.069404,... |
T6_all_20211019_0590 | T6 | 3 | train | sideways | all | [
"EEM",
"ETH-USD",
"JNK",
"UNG"
] | 2021-10-19T00:00:00 | Max weight deviation: 0.0196, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2330, target=0.2500
ETH-USD: current=0.2038, target=0.2500
JNK: current=0.2483, target=0.2500
UNG: current=0.3149, 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 UNG | 1 | Maximum absolute deviation: 0.0196.
Rebalancing threshold: 0.0500.
0.0196 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0391, transaction cost = 0.000039 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.233,
"ETH-USD": 0.2038,
"JNK": 0.24830000000000002,
"UNG": 0.3149
},
"target_weights": {
"EEM": 0.25,
"ETH-USD": 0.25,
"JNK": 0.25,
"UNG": 0.25
},
"max_deviation": 0.064896,
"total_turnover": 0.039106999999999996,
"transaction_cost": 0.000039... |
T6_all_20220118_0591 | T6 | 3 | train | sideways | all | [
"IWM",
"MATIC-USD",
"DBA",
"ICSH"
] | 2022-01-18T00:00:00 | Max weight deviation: 0.0344, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2324, target=0.2500
MATIC-USD: current=0.2844, target=0.2500
DBA: current=0.2337, target=0.2500
ICSH: current=0.2495, 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: 0.0344.
Rebalancing threshold: 0.0500.
0.0344 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0689, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.23240000000000002,
"MATIC-USD": 0.2844,
"DBA": 0.23370000000000002,
"ICSH": 0.2495
},
"target_weights": {
"IWM": 0.25,
"MATIC-USD": 0.25,
"DBA": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0344,
"total_turnover": 0.068867,
"transaction_cost": 0.... |
T6_all_20210126_0592 | T6 | 3 | train | sideways | all | [
"EEM",
"BTC-USD",
"ICSH",
"SCHH"
] | 2021-01-26T00:00:00 | Max weight deviation: 0.0211, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.3150, target=0.2500
BTC-USD: current=0.1921, target=0.2500
ICSH: current=0.2315, target=0.2500
SCHH: current=0.2614, 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 EEM | 1 | Maximum absolute deviation: 0.0211.
Rebalancing threshold: 0.0500.
0.0211 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0496, transaction cost = 0.000050 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.315,
"BTC-USD": 0.19210000000000002,
"ICSH": 0.2315,
"SCHH": 0.2614
},
"target_weights": {
"EEM": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.049551,
"transaction_cost": 0.00005,
"thresho... |
T6_all_20181113_0593 | T6 | 3 | train | sideways | all | [
"EWJ",
"BTC-USD",
"CORN",
"VNQ"
] | 2018-11-13T00:00:00 | Max weight deviation: 0.0076, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.2482, target=0.2500
BTC-USD: current=0.2455, target=0.2500
CORN: current=0.2487, target=0.2500
VNQ: current=0.2576, 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: 0.0076.
Rebalancing threshold: 0.0500.
0.0076 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0152, transaction cost = 0.000015 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.2482,
"BTC-USD": 0.24550000000000002,
"CORN": 0.2487,
"VNQ": 0.2576
},
"target_weights": {
"EWJ": 0.25,
"BTC-USD": 0.25,
"CORN": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.0076,
"total_turnover": 0.015238,
"transaction_cost": 0.00001499999999999... |
T6_all_20180223_0594 | T6 | 3 | train | sideways | all | [
"EEM",
"ADA-USD",
"SHV",
"VNQ"
] | 2018-02-23T00:00:00 | Max weight deviation: 0.0256, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.1850, target=0.2500
ADA-USD: current=0.2777, target=0.2500
SHV: current=0.2977, target=0.2500
VNQ: current=0.2396, 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 EEM | 1 | Maximum absolute deviation: 0.0256.
Rebalancing threshold: 0.0500.
0.0256 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0594, transaction cost = 0.000059 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.185,
"ADA-USD": 0.2777,
"SHV": 0.2977,
"VNQ": 0.2396
},
"target_weights": {
"EEM": 0.25,
"ADA-USD": 0.25,
"SHV": 0.25,
"VNQ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.059383,
"transaction_cost": 0.000059,
"threshold": 0.05,
"sh... |
T6_all_20181003_0595 | T6 | 3 | train | sideways | all | [
"EFA",
"LINK-USD",
"UNG",
"ITB"
] | 2018-10-03T00:00:00 | Max weight deviation: 0.0181, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2345, target=0.2500
LINK-USD: current=0.2678, target=0.2500
UNG: current=0.2319, target=0.2500
ITB: current=0.2658, 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: 0.0181.
Rebalancing threshold: 0.0500.
0.0181 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0673, transaction cost = 0.000067 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.23450000000000001,
"LINK-USD": 0.26780000000000004,
"UNG": 0.23190000000000002,
"ITB": 0.26580000000000004
},
"target_weights": {
"EFA": 0.25,
"LINK-USD": 0.25,
"UNG": 0.25,
"ITB": 0.25
},
"max_deviation": 0.0181,
"total_turnover": 0.067314,
... |
T6_all_20221206_0596 | T6 | 3 | train | sideways | all | [
"^VIX",
"LINK-USD",
"XHB",
"DBB"
] | 2022-12-06T00:00:00 | Max weight deviation: 0.0291, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.1850, target=0.2500
LINK-USD: current=0.2940, target=0.2500
XHB: current=0.2357, target=0.2500
DBB: current=0.2853, 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 ^VIX | 1 | Maximum absolute deviation: 0.0291.
Rebalancing threshold: 0.0500.
0.0291 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0711, transaction cost = 0.000071 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.185,
"LINK-USD": 0.294,
"XHB": 0.23570000000000002,
"DBB": 0.2853
},
"target_weights": {
"^VIX": 0.25,
"LINK-USD": 0.25,
"XHB": 0.25,
"DBB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.07105399999999999,
"transaction_cost": 0.0000709... |
T6_all_20181005_0597 | T6 | 3 | train | sideways | all | [
"XLI",
"LINK-USD",
"VNQ",
"PDBC"
] | 2018-10-05T00:00:00 | Max weight deviation: 0.0223, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2622, target=0.2500
LINK-USD: current=0.2566, target=0.2500
VNQ: current=0.2534, target=0.2500
PDBC: current=0.2277, 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: 0.0223.
Rebalancing threshold: 0.0500.
0.0223 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0446, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2622,
"LINK-USD": 0.2566,
"VNQ": 0.2534,
"PDBC": 0.2277
},
"target_weights": {
"XLI": 0.25,
"LINK-USD": 0.25,
"VNQ": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.0223,
"total_turnover": 0.044611,
"transaction_cost": 0.000044999999999999996,
"th... |
T6_all_20221014_0598 | T6 | 3 | train | sideways | all | [
"EFA",
"XRP-USD",
"WEAT",
"INDS"
] | 2022-10-14T00:00:00 | Max weight deviation: 0.0165, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.3150, target=0.2500
XRP-USD: current=0.1854, target=0.2500
WEAT: current=0.2610, target=0.2500
INDS: current=0.2386, 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 EFA | 1 | Maximum absolute deviation: 0.0165.
Rebalancing threshold: 0.0500.
0.0165 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0386, transaction cost = 0.000039 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.315,
"XRP-USD": 0.1854,
"WEAT": 0.261,
"INDS": 0.2386
},
"target_weights": {
"EFA": 0.25,
"XRP-USD": 0.25,
"WEAT": 0.25,
"INDS": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.038644,
"transaction_cost": 0.000039,
"threshold": 0.05,
... |
T6_all_20210409_0599 | T6 | 3 | train | sideways | all | [
"XLU",
"DOT-USD",
"HYG",
"ITB"
] | 2021-04-09T00:00:00 | Max weight deviation: 0.0184, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2413, target=0.2500
DOT-USD: current=0.2367, target=0.2500
HYG: current=0.2536, target=0.2500
ITB: current=0.2684, 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: 0.0184.
Rebalancing threshold: 0.0500.
0.0184 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0440, transaction cost = 0.000044 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.24130000000000001,
"DOT-USD": 0.23670000000000002,
"HYG": 0.2536,
"ITB": 0.2684
},
"target_weights": {
"XLU": 0.25,
"DOT-USD": 0.25,
"HYG": 0.25,
"ITB": 0.25
},
"max_deviation": 0.0184,
"total_turnover": 0.044024999999999995,
"transaction_cos... |
T6_all_20210222_0600 | T6 | 3 | train | sideways | all | [
"QQQ",
"BNB-USD",
"IEF",
"DBC"
] | 2021-02-22T00:00:00 | Max weight deviation: 0.0114, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2854, target=0.2500
BNB-USD: current=0.2306, target=0.2500
IEF: current=0.1850, target=0.2500
DBC: current=0.2990, 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 IEF | 1 | Maximum absolute deviation: 0.0114.
Rebalancing threshold: 0.0500.
0.0114 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0296, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2854,
"BNB-USD": 0.2306,
"IEF": 0.185,
"DBC": 0.299
},
"target_weights": {
"QQQ": 0.25,
"BNB-USD": 0.25,
"IEF": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.029595,
"transaction_cost": 0.000030000000000000004,
"threshold... |
T6_all_20221118_0601 | T6 | 3 | train | sideways | all | [
"XLY",
"LINK-USD",
"ICSH",
"MORT"
] | 2022-11-18T00:00:00 | Max weight deviation: 0.0223, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2723, target=0.2500
LINK-USD: current=0.2441, target=0.2500
ICSH: current=0.2282, target=0.2500
MORT: current=0.2554, 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: 0.0223.
Rebalancing threshold: 0.0500.
0.0223 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0553, transaction cost = 0.000055 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2723,
"LINK-USD": 0.2441,
"ICSH": 0.22820000000000001,
"MORT": 0.2554
},
"target_weights": {
"XLY": 0.25,
"LINK-USD": 0.25,
"ICSH": 0.25,
"MORT": 0.25
},
"max_deviation": 0.0223,
"total_turnover": 0.055281,
"transaction_cost": 0.0000549999999... |
T6_all_20211111_0602 | T6 | 3 | train | sideways | all | [
"QUAL",
"ETH-USD",
"DBC",
"SHY"
] | 2021-11-11T00:00:00 | Max weight deviation: 0.0369, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2301, target=0.2500
ETH-USD: current=0.3151, target=0.2500
DBC: current=0.2263, target=0.2500
SHY: current=0.2285, 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 ETH-USD | 1 | Maximum absolute deviation: 0.0369.
Rebalancing threshold: 0.0500.
0.0369 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0739, transaction cost = 0.000074 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2301,
"ETH-USD": 0.3151,
"DBC": 0.2263,
"SHY": 0.2285
},
"target_weights": {
"QUAL": 0.25,
"ETH-USD": 0.25,
"DBC": 0.25,
"SHY": 0.25
},
"max_deviation": 0.065055,
"total_turnover": 0.07389699999999999,
"transaction_cost": 0.000074,
"thresh... |
T6_all_20191029_0603 | T6 | 3 | train | sideways | all | [
"IWM",
"BTC-USD",
"SHY",
"PDBC"
] | 2019-10-29T00:00:00 | Max weight deviation: 0.0175, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2404, target=0.2500
BTC-USD: current=0.2675, target=0.2500
SHY: current=0.2524, target=0.2500
PDBC: current=0.2398, 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: 0.0175.
Rebalancing threshold: 0.0500.
0.0175 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0397, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2404,
"BTC-USD": 0.2675,
"SHY": 0.2524,
"PDBC": 0.2398
},
"target_weights": {
"IWM": 0.25,
"BTC-USD": 0.25,
"SHY": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.0175,
"total_turnover": 0.039667,
"transaction_cost": 0.00004,
"threshold": 0.05,
... |
T6_all_20220419_0604 | T6 | 3 | train | sideways | all | [
"XLRE",
"AVAX-USD",
"BNO",
"MORT"
] | 2022-04-19T00:00:00 | Max weight deviation: 0.0238, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2641, target=0.2500
AVAX-USD: current=0.1849, target=0.2500
BNO: current=0.2609, target=0.2500
MORT: current=0.2901, 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 AVAX-USD | 1 | Maximum absolute deviation: 0.0238.
Rebalancing threshold: 0.0500.
0.0238 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0477, transaction cost = 0.000048 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.2641,
"AVAX-USD": 0.1849,
"BNO": 0.2609,
"MORT": 0.2901
},
"target_weights": {
"XLRE": 0.25,
"AVAX-USD": 0.25,
"BNO": 0.25,
"MORT": 0.25
},
"max_deviation": 0.065051,
"total_turnover": 0.047678,
"transaction_cost": 0.000048,
"threshold": 0... |
T6_all_20210910_0605 | T6 | 3 | train | sideways | all | [
"XLI",
"SOL-USD",
"SHY",
"SGOV"
] | 2021-09-10T00:00:00 | Max weight deviation: 0.0067, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2442, target=0.2500
SOL-USD: current=0.2449, target=0.2500
SHY: current=0.2542, target=0.2500
SGOV: current=0.2567, 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: 0.0067.
Rebalancing threshold: 0.0500.
0.0067 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0218, transaction cost = 0.000022 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2442,
"SOL-USD": 0.2449,
"SHY": 0.25420000000000004,
"SGOV": 0.25670000000000004
},
"target_weights": {
"XLI": 0.25,
"SOL-USD": 0.25,
"SHY": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0067,
"total_turnover": 0.021804999999999998,
"transaction_c... |
T6_all_20210915_0606 | T6 | 3 | train | sideways | all | [
"XLB",
"LINK-USD",
"VCIT",
"SGOV"
] | 2021-09-15T00:00:00 | Max weight deviation: 0.0138, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2679, target=0.2500
LINK-USD: current=0.2326, target=0.2500
VCIT: current=0.1850, target=0.2500
SGOV: current=0.3145, 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: 0.0138.
Rebalancing threshold: 0.0500.
0.0138 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0351, transaction cost = 0.000035 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2679,
"LINK-USD": 0.2326,
"VCIT": 0.185,
"SGOV": 0.3145
},
"target_weights": {
"XLB": 0.25,
"LINK-USD": 0.25,
"VCIT": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.035077,
"transaction_cost": 0.000035,
"threshold": 0.05,... |
T6_all_20200117_0607 | T6 | 3 | train | sideways | all | [
"QUAL",
"MATIC-USD",
"INDS",
"SHV"
] | 2020-01-17T00:00:00 | Max weight deviation: 0.0092, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2592, target=0.2500
MATIC-USD: current=0.2531, target=0.2500
INDS: current=0.2453, target=0.2500
SHV: current=0.2423, 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: 0.0092.
Rebalancing threshold: 0.0500.
0.0092 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0247, transaction cost = 0.000025 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2592,
"MATIC-USD": 0.2531,
"INDS": 0.24530000000000002,
"SHV": 0.24230000000000002
},
"target_weights": {
"QUAL": 0.25,
"MATIC-USD": 0.25,
"INDS": 0.25,
"SHV": 0.25
},
"max_deviation": 0.0092,
"total_turnover": 0.024730000000000002,
"transac... |
T6_all_20160704_0608 | T6 | 3 | train | sideways | all | [
"EEM",
"BTC-USD",
"SLV",
"ITB"
] | 2016-07-04T00:00:00 | Max weight deviation: 0.0255, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.1850, target=0.2500
BTC-USD: current=0.2920, target=0.2500
SLV: current=0.2586, target=0.2500
ITB: current=0.2645, 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 EEM | 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": {
"EEM": 0.185,
"BTC-USD": 0.292,
"SLV": 0.2586,
"ITB": 0.2645
},
"target_weights": {
"EEM": 0.25,
"BTC-USD": 0.25,
"SLV": 0.25,
"ITB": 0.25
},
"max_deviation": 0.065047,
"total_turnover": 0.051071,
"transaction_cost": 0.000051,
"threshold": 0.05,
"... |
T6_all_20190123_0609 | T6 | 3 | train | sideways | all | [
"EWJ",
"XRP-USD",
"REZ",
"BIL"
] | 2019-01-23T00:00:00 | Max weight deviation: 0.0337, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.2446, target=0.2500
XRP-USD: current=0.2837, target=0.2500
REZ: current=0.2415, target=0.2500
BIL: current=0.2302, 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: 0.0337.
Rebalancing threshold: 0.0500.
0.0337 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0674, transaction cost = 0.000067 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.2446,
"XRP-USD": 0.2837,
"REZ": 0.24150000000000002,
"BIL": 0.23020000000000002
},
"target_weights": {
"EWJ": 0.25,
"XRP-USD": 0.25,
"REZ": 0.25,
"BIL": 0.25
},
"max_deviation": 0.0337,
"total_turnover": 0.067359,
"transaction_cost": 0.000067... |
T6_all_20210212_0610 | T6 | 3 | train | sideways | all | [
"IVV",
"XRP-USD",
"PALL",
"IYR"
] | 2021-02-12T00:00:00 | Max weight deviation: 0.0282, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2521, target=0.2500
XRP-USD: current=0.2410, target=0.2500
PALL: current=0.3150, target=0.2500
IYR: current=0.1919, 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 PALL | 1 | Maximum absolute deviation: 0.0282.
Rebalancing threshold: 0.0500.
0.0282 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0582, transaction cost = 0.000058 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2521,
"XRP-USD": 0.241,
"PALL": 0.315,
"IYR": 0.19190000000000002
},
"target_weights": {
"IVV": 0.25,
"XRP-USD": 0.25,
"PALL": 0.25,
"IYR": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.058185,
"transaction_cost": 0.000058,
"threshold... |
T6_all_20191220_0611 | T6 | 3 | train | sideways | all | [
"FXI",
"BTC-USD",
"SLV",
"XHB"
] | 2019-12-20T00:00:00 | Max weight deviation: 0.0367, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2133, target=0.2500
BTC-USD: current=0.2561, target=0.2500
SLV: current=0.2859, target=0.2500
XHB: current=0.2447, 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: 0.0367.
Rebalancing threshold: 0.0500.
0.0367 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0840, transaction cost = 0.000084 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.21330000000000002,
"BTC-USD": 0.2561,
"SLV": 0.2859,
"XHB": 0.2447
},
"target_weights": {
"FXI": 0.25,
"BTC-USD": 0.25,
"SLV": 0.25,
"XHB": 0.25
},
"max_deviation": 0.0367,
"total_turnover": 0.084011,
"transaction_cost": 0.000084,
"threshol... |
T6_all_20201029_0612 | T6 | 3 | train | sideways | all | [
"XLB",
"MATIC-USD",
"SCHP",
"ICSH"
] | 2020-10-29T00:00:00 | Max weight deviation: 0.0316, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.3088, target=0.2500
MATIC-USD: current=0.1850, target=0.2500
SCHP: current=0.2043, target=0.2500
ICSH: current=0.3018, 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: 0.0316.
Rebalancing threshold: 0.0500.
0.0316 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1076, transaction cost = 0.000108 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.3088,
"MATIC-USD": 0.185,
"SCHP": 0.2043,
"ICSH": 0.3018
},
"target_weights": {
"XLB": 0.25,
"MATIC-USD": 0.25,
"SCHP": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.10758000000000001,
"transaction_cost": 0.000108,
"thre... |
T6_all_20170714_0613 | T6 | 3 | train | sideways | all | [
"VEA",
"BTC-USD",
"VNQI",
"IGOV"
] | 2017-07-14T00:00:00 | Max weight deviation: 0.0151, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2412, target=0.2500
BTC-USD: current=0.2651, target=0.2500
VNQI: current=0.2397, target=0.2500
IGOV: current=0.2540, 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: 0.0151.
Rebalancing threshold: 0.0500.
0.0151 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0382, transaction cost = 0.000038 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.2412,
"BTC-USD": 0.2651,
"VNQI": 0.23970000000000002,
"IGOV": 0.254
},
"target_weights": {
"VEA": 0.25,
"BTC-USD": 0.25,
"VNQI": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.0151,
"total_turnover": 0.038201,
"transaction_cost": 0.0000379999999999... |
T6_all_20200130_0614 | T6 | 3 | train | sideways | all | [
"XLV",
"ADA-USD",
"IGOV",
"IYR"
] | 2020-01-30T00:00:00 | Max weight deviation: 0.0267, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLV: current=0.2865, target=0.2500
ADA-USD: current=0.2653, target=0.2500
IGOV: current=0.2631, target=0.2500
IYR: 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 IYR | 1 | Maximum absolute deviation: 0.0267.
Rebalancing threshold: 0.0500.
0.0267 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0534, transaction cost = 0.000053 (negligible vs. drift). | {
"current_weights": {
"XLV": 0.28650000000000003,
"ADA-USD": 0.26530000000000004,
"IGOV": 0.2631,
"IYR": 0.185
},
"target_weights": {
"XLV": 0.25,
"ADA-USD": 0.25,
"IGOV": 0.25,
"IYR": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.053427999999999996,
"transaction_cos... |
T6_all_20190206_0615 | T6 | 3 | train | sideways | all | [
"VLUE",
"BTC-USD",
"DBC",
"REZ"
] | 2019-02-06T00:00:00 | Max weight deviation: 0.0163, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2376, target=0.2500
BTC-USD: current=0.2625, target=0.2500
DBC: current=0.2337, target=0.2500
REZ: current=0.2662, 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: 0.0163.
Rebalancing threshold: 0.0500.
0.0163 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0573, transaction cost = 0.000057 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2376,
"BTC-USD": 0.2625,
"DBC": 0.23370000000000002,
"REZ": 0.2662
},
"target_weights": {
"VLUE": 0.25,
"BTC-USD": 0.25,
"DBC": 0.25,
"REZ": 0.25
},
"max_deviation": 0.016300000000000002,
"total_turnover": 0.057340999999999996,
"transaction_... |
T6_all_20220616_0616 | T6 | 3 | train | sideways | all | [
"XLE",
"LINK-USD",
"VNQI",
"DBC"
] | 2022-06-16T00:00:00 | Max weight deviation: 0.0279, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2809, target=0.2500
LINK-USD: current=0.1850, target=0.2500
VNQI: current=0.2464, target=0.2500
DBC: current=0.2877, 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 LINK-USD | 1 | Maximum absolute deviation: 0.0279.
Rebalancing threshold: 0.0500.
0.0279 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0588, transaction cost = 0.000059 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.28090000000000004,
"LINK-USD": 0.185,
"VNQI": 0.2464,
"DBC": 0.2877
},
"target_weights": {
"XLE": 0.25,
"LINK-USD": 0.25,
"VNQI": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065043,
"total_turnover": 0.058844,
"transaction_cost": 0.000059,
"thr... |
T6_all_20221227_0617 | T6 | 3 | train | sideways | all | [
"XLK",
"BNB-USD",
"SGOV",
"DBB"
] | 2022-12-27T00:00:00 | Max weight deviation: 0.0222, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2504, target=0.2500
BNB-USD: current=0.2722, target=0.2500
SGOV: current=0.2430, target=0.2500
DBB: current=0.2345, 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: 0.0222.
Rebalancing threshold: 0.0500.
0.0222 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0451, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.2504,
"BNB-USD": 0.2722,
"SGOV": 0.243,
"DBB": 0.23450000000000001
},
"target_weights": {
"XLK": 0.25,
"BNB-USD": 0.25,
"SGOV": 0.25,
"DBB": 0.25
},
"max_deviation": 0.0222,
"total_turnover": 0.045131,
"transaction_cost": 0.000044999999999999... |
T6_all_20210427_0618 | T6 | 3 | train | sideways | all | [
"IWM",
"AVAX-USD",
"CPER",
"ICSH"
] | 2021-04-27T00:00:00 | Max weight deviation: 0.0085, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.1851, target=0.2500
AVAX-USD: current=0.2885, target=0.2500
CPER: current=0.2510, target=0.2500
ICSH: current=0.2754, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; buy 0.0649 of IWM | 1 | Maximum absolute deviation: 0.0085.
Rebalancing threshold: 0.0500.
0.0085 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0170, transaction cost = 0.000017 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.18510000000000001,
"AVAX-USD": 0.28850000000000003,
"CPER": 0.251,
"ICSH": 0.27540000000000003
},
"target_weights": {
"IWM": 0.25,
"AVAX-USD": 0.25,
"CPER": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.064858,
"total_turnover": 0.016974,
"transac... |
T6_all_20200107_0619 | T6 | 3 | train | sideways | all | [
"XLU",
"BTC-USD",
"DBB",
"BIL"
] | 2020-01-07T00:00:00 | Max weight deviation: 0.0270, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2326, target=0.2500
BTC-USD: current=0.2311, target=0.2500
DBB: current=0.2770, target=0.2500
BIL: current=0.2593, 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: 0.0270.
Rebalancing threshold: 0.0500.
0.0270 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0725, transaction cost = 0.000073 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2326,
"BTC-USD": 0.2311,
"DBB": 0.277,
"BIL": 0.25930000000000003
},
"target_weights": {
"XLU": 0.25,
"BTC-USD": 0.25,
"DBB": 0.25,
"BIL": 0.25
},
"max_deviation": 0.027,
"total_turnover": 0.072532,
"transaction_cost": 0.000073,
"threshold"... |
T6_all_20211230_0620 | T6 | 3 | train | sideways | all | [
"QQQ",
"AVAX-USD",
"XHB",
"HYG"
] | 2021-12-30T00:00:00 | Max weight deviation: 0.0169, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2791, target=0.2500
AVAX-USD: current=0.2603, target=0.2500
XHB: current=0.2757, target=0.2500
HYG: 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 HYG | 1 | Maximum absolute deviation: 0.0169.
Rebalancing threshold: 0.0500.
0.0169 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0338, transaction cost = 0.000034 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2791,
"AVAX-USD": 0.26030000000000003,
"XHB": 0.2757,
"HYG": 0.1849
},
"target_weights": {
"QQQ": 0.25,
"AVAX-USD": 0.25,
"XHB": 0.25,
"HYG": 0.25
},
"max_deviation": 0.065071,
"total_turnover": 0.033846999999999995,
"transaction_cost": 0.000... |
T6_all_20220111_0621 | T6 | 3 | train | sideways | all | [
"EEM",
"ETH-USD",
"STIP",
"MORT"
] | 2022-01-11T00:00:00 | Max weight deviation: 0.0364, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2136, target=0.2500
ETH-USD: current=0.2764, target=0.2500
STIP: current=0.2346, target=0.2500
MORT: current=0.2754, 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: 0.0364.
Rebalancing threshold: 0.0500.
0.0364 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1036, transaction cost = 0.000104 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2136,
"ETH-USD": 0.27640000000000003,
"STIP": 0.2346,
"MORT": 0.27540000000000003
},
"target_weights": {
"EEM": 0.25,
"ETH-USD": 0.25,
"STIP": 0.25,
"MORT": 0.25
},
"max_deviation": 0.0364,
"total_turnover": 0.103614,
"transaction_cost": 0.00... |
T6_all_20210615_0622 | T6 | 3 | train | sideways | all | [
"EFA",
"XRP-USD",
"USO",
"HAUZ"
] | 2021-06-15T00:00:00 | Max weight deviation: 0.0341, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2331, target=0.2500
XRP-USD: current=0.1850, target=0.2500
USO: current=0.2809, target=0.2500
HAUZ: current=0.3010, 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 XRP-USD | 1 | Maximum absolute deviation: 0.0341.
Rebalancing threshold: 0.0500.
0.0341 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0859, transaction cost = 0.000086 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2331,
"XRP-USD": 0.185,
"USO": 0.28090000000000004,
"HAUZ": 0.301
},
"target_weights": {
"EFA": 0.25,
"XRP-USD": 0.25,
"USO": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.064965,
"total_turnover": 0.085933,
"transaction_cost": 0.00008599999999999... |
T6_all_20191004_0623 | T6 | 3 | train | sideways | all | [
"USMV",
"ADA-USD",
"EMB",
"REZ"
] | 2019-10-04T00:00:00 | Max weight deviation: 0.0105, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2582, target=0.2500
ADA-USD: current=0.2395, target=0.2500
EMB: current=0.2569, target=0.2500
REZ: current=0.2454, 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: 0.0105.
Rebalancing threshold: 0.0500.
0.0105 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0302, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.2582,
"ADA-USD": 0.23950000000000002,
"EMB": 0.2569,
"REZ": 0.2454
},
"target_weights": {
"USMV": 0.25,
"ADA-USD": 0.25,
"EMB": 0.25,
"REZ": 0.25
},
"max_deviation": 0.0105,
"total_turnover": 0.030223999999999997,
"transaction_cost": 0.00003... |
T6_all_20220822_0624 | T6 | 3 | train | sideways | all | [
"IWM",
"AVAX-USD",
"WEAT",
"ITB"
] | 2022-08-22T00:00:00 | Max weight deviation: 0.0209, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2301, target=0.2500
AVAX-USD: current=0.3150, target=0.2500
WEAT: current=0.2603, target=0.2500
ITB: current=0.1946, 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 AVAX-USD | 1 | Maximum absolute deviation: 0.0209.
Rebalancing threshold: 0.0500.
0.0209 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0483, transaction cost = 0.000048 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2301,
"AVAX-USD": 0.315,
"WEAT": 0.26030000000000003,
"ITB": 0.19460000000000002
},
"target_weights": {
"IWM": 0.25,
"AVAX-USD": 0.25,
"WEAT": 0.25,
"ITB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.048329,
"transaction_cost": 0.0000... |
T6_all_20220502_0625 | T6 | 3 | train | sideways | all | [
"MTUM",
"DOT-USD",
"SHV",
"SOYB"
] | 2022-05-02T00:00:00 | Max weight deviation: 0.0208, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2628, target=0.2500
DOT-USD: current=0.2617, target=0.2500
SHV: current=0.2463, target=0.2500
SOYB: current=0.2292, 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: 0.0208.
Rebalancing threshold: 0.0500.
0.0208 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0490, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.26280000000000003,
"DOT-USD": 0.2617,
"SHV": 0.24630000000000002,
"SOYB": 0.22920000000000001
},
"target_weights": {
"MTUM": 0.25,
"DOT-USD": 0.25,
"SHV": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.020800000000000003,
"total_turnover": 0.048964,... |
T6_all_20210518_0626 | T6 | 3 | train | sideways | all | [
"IVV",
"LINK-USD",
"TIP",
"HAUZ"
] | 2021-05-18T00:00:00 | Max weight deviation: 0.0311, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2237, target=0.2500
LINK-USD: current=0.1890, target=0.2500
TIP: current=0.3151, target=0.2500
HAUZ: current=0.2722, 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 TIP | 1 | Maximum absolute deviation: 0.0311.
Rebalancing threshold: 0.0500.
0.0311 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0835, transaction cost = 0.000083 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2237,
"LINK-USD": 0.189,
"TIP": 0.3151,
"HAUZ": 0.2722
},
"target_weights": {
"IVV": 0.25,
"LINK-USD": 0.25,
"TIP": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.065066,
"total_turnover": 0.083466,
"transaction_cost": 0.000083,
"threshold": 0.05... |
T6_all_20220329_0627 | T6 | 3 | train | sideways | all | [
"QUAL",
"BNB-USD",
"ICSH",
"SLV"
] | 2022-03-29T00:00:00 | Max weight deviation: 0.0387, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2697, target=0.2500
BNB-USD: current=0.2676, target=0.2500
ICSH: current=0.2113, target=0.2500
SLV: current=0.2514, 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: 0.0387.
Rebalancing threshold: 0.0500.
0.0387 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0773, transaction cost = 0.000077 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2697,
"BNB-USD": 0.2676,
"ICSH": 0.21130000000000002,
"SLV": 0.2514
},
"target_weights": {
"QUAL": 0.25,
"BNB-USD": 0.25,
"ICSH": 0.25,
"SLV": 0.25
},
"max_deviation": 0.038700000000000005,
"total_turnover": 0.077318,
"transaction_cost": 0.0... |
T6_all_20180817_0628 | T6 | 3 | train | sideways | all | [
"XLU",
"XRP-USD",
"GLD",
"XHB"
] | 2018-08-17T00:00:00 | Max weight deviation: 0.0134, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2601, target=0.2500
XRP-USD: current=0.3148, target=0.2500
GLD: current=0.2402, target=0.2500
XHB: current=0.1849, 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 XHB | 1 | Maximum absolute deviation: 0.0134.
Rebalancing threshold: 0.0500.
0.0134 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0308, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2601,
"XRP-USD": 0.3148,
"GLD": 0.24020000000000002,
"XHB": 0.1849
},
"target_weights": {
"XLU": 0.25,
"XRP-USD": 0.25,
"GLD": 0.25,
"XHB": 0.25
},
"max_deviation": 0.06509000000000001,
"total_turnover": 0.030846,
"transaction_cost": 0.000031... |
T6_all_20220622_0629 | T6 | 3 | train | sideways | all | [
"QUAL",
"DOT-USD",
"INDS",
"SLV"
] | 2022-06-22T00:00:00 | Max weight deviation: 0.0435, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2810, target=0.2500
DOT-USD: current=0.2832, target=0.2500
INDS: current=0.2065, target=0.2500
SLV: current=0.2292, 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: 0.0435.
Rebalancing threshold: 0.0500.
0.0435 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1286, transaction cost = 0.000129 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.281,
"DOT-USD": 0.2832,
"INDS": 0.20650000000000002,
"SLV": 0.22920000000000001
},
"target_weights": {
"QUAL": 0.25,
"DOT-USD": 0.25,
"INDS": 0.25,
"SLV": 0.25
},
"max_deviation": 0.043500000000000004,
"total_turnover": 0.12856499999999998,
... |
T6_all_20201103_0630 | T6 | 3 | train | sideways | all | [
"QUAL",
"SOL-USD",
"XHB",
"CPER"
] | 2020-11-03T00:00:00 | Max weight deviation: 0.0210, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.1946, target=0.2500
SOL-USD: current=0.2382, target=0.2500
XHB: current=0.3150, target=0.2500
CPER: current=0.2522, 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 XHB | 1 | Maximum absolute deviation: 0.0210.
Rebalancing threshold: 0.0500.
0.0210 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0434, transaction cost = 0.000043 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.19460000000000002,
"SOL-USD": 0.23820000000000002,
"XHB": 0.315,
"CPER": 0.25220000000000004
},
"target_weights": {
"QUAL": 0.25,
"SOL-USD": 0.25,
"XHB": 0.25,
"CPER": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.043415999999999996,
"... |
T6_all_20191121_0631 | T6 | 3 | train | sideways | all | [
"VTI",
"XRP-USD",
"CORN",
"IYR"
] | 2019-11-21T00:00:00 | Max weight deviation: 0.0247, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2590, target=0.2500
XRP-USD: current=0.2636, target=0.2500
CORN: current=0.2521, target=0.2500
IYR: current=0.2253, 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: 0.0247.
Rebalancing threshold: 0.0500.
0.0247 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0495, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.259,
"XRP-USD": 0.2636,
"CORN": 0.2521,
"IYR": 0.2253
},
"target_weights": {
"VTI": 0.25,
"XRP-USD": 0.25,
"CORN": 0.25,
"IYR": 0.25
},
"max_deviation": 0.0247,
"total_turnover": 0.049489,
"transaction_cost": 0.000049,
"threshold": 0.05,
... |
T6_all_20180122_0632 | T6 | 3 | train | sideways | all | [
"XLP",
"ADA-USD",
"ICSH",
"DBB"
] | 2018-01-22T00:00:00 | Max weight deviation: 0.0103, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.3030, target=0.2500
ADA-USD: current=0.1900, target=0.2500
ICSH: current=0.1919, target=0.2500
DBB: 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 DBB | 1 | Maximum absolute deviation: 0.0103.
Rebalancing threshold: 0.0500.
0.0103 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0374, transaction cost = 0.000037 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.303,
"ADA-USD": 0.19,
"ICSH": 0.19190000000000002,
"DBB": 0.315
},
"target_weights": {
"XLP": 0.25,
"ADA-USD": 0.25,
"ICSH": 0.25,
"DBB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.037411,
"transaction_cost": 0.000037,
"threshold":... |
T6_all_20200918_0633 | T6 | 3 | train | sideways | all | [
"EFA",
"BTC-USD",
"DBB",
"HAUZ"
] | 2020-09-18T00:00:00 | Max weight deviation: 0.0301, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2348, target=0.2500
BTC-USD: current=0.2334, target=0.2500
DBB: current=0.2516, target=0.2500
HAUZ: current=0.2801, 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: 0.0301.
Rebalancing threshold: 0.0500.
0.0301 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0635, transaction cost = 0.000063 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2348,
"BTC-USD": 0.23340000000000002,
"DBB": 0.2516,
"HAUZ": 0.2801
},
"target_weights": {
"EFA": 0.25,
"BTC-USD": 0.25,
"DBB": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.030100000000000002,
"total_turnover": 0.063489,
"transaction_cost": 0.000... |
T6_all_20210608_0634 | T6 | 3 | train | sideways | all | [
"VLUE",
"BTC-USD",
"SLV",
"BIL"
] | 2021-06-08T00:00:00 | Max weight deviation: 0.0442, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2806, target=0.2500
BTC-USD: current=0.2924, target=0.2500
SLV: current=0.2421, target=0.2500
BIL: 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 BIL | 1 | Maximum absolute deviation: 0.0442.
Rebalancing threshold: 0.0500.
0.0442 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0991, transaction cost = 0.000099 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2806,
"BTC-USD": 0.2924,
"SLV": 0.2421,
"BIL": 0.185
},
"target_weights": {
"VLUE": 0.25,
"BTC-USD": 0.25,
"SLV": 0.25,
"BIL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.099117,
"transaction_cost": 0.000099,
"threshold": 0.05,
"... |
T6_all_20180124_0635 | T6 | 3 | train | sideways | all | [
"VEA",
"LINK-USD",
"CPER",
"EMB"
] | 2018-01-24T00:00:00 | Max weight deviation: 0.0073, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2557, target=0.2500
LINK-USD: current=0.2492, target=0.2500
CPER: current=0.2525, target=0.2500
EMB: current=0.2427, 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: 0.0073.
Rebalancing threshold: 0.0500.
0.0073 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0163, transaction cost = 0.000016 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.25570000000000004,
"LINK-USD": 0.2492,
"CPER": 0.2525,
"EMB": 0.2427
},
"target_weights": {
"VEA": 0.25,
"LINK-USD": 0.25,
"CPER": 0.25,
"EMB": 0.25
},
"max_deviation": 0.0073,
"total_turnover": 0.016264,
"transaction_cost": 0.000016,
"thre... |
T6_all_20221104_0636 | T6 | 3 | train | sideways | all | [
"XLP",
"ADA-USD",
"SGOV",
"DBC"
] | 2022-11-04T00:00:00 | Max weight deviation: 0.0174, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.2123, target=0.2500
ADA-USD: current=0.2119, target=0.2500
SGOV: current=0.3150, target=0.2500
DBC: current=0.2608, 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 SGOV | 1 | Maximum absolute deviation: 0.0174.
Rebalancing threshold: 0.0500.
0.0174 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0406, transaction cost = 0.000041 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.21230000000000002,
"ADA-USD": 0.2119,
"SGOV": 0.315,
"DBC": 0.26080000000000003
},
"target_weights": {
"XLP": 0.25,
"ADA-USD": 0.25,
"SGOV": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.040583999999999995,
"transaction_cos... |
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