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_20210708_0637 | T6 | 3 | train | sideways | all | [
"EWJ",
"XRP-USD",
"BIL",
"LQD"
] | 2021-07-08T00:00:00 | Max weight deviation: 0.0213, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.2713, target=0.2500
XRP-USD: current=0.2357, target=0.2500
BIL: current=0.2480, target=0.2500
LQD: current=0.2450, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | no | 0 | Maximum absolute deviation: 0.0213.
Rebalancing threshold: 0.0500.
0.0213 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0427, transaction cost = 0.000043 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.2713,
"XRP-USD": 0.23570000000000002,
"BIL": 0.248,
"LQD": 0.245
},
"target_weights": {
"EWJ": 0.25,
"XRP-USD": 0.25,
"BIL": 0.25,
"LQD": 0.25
},
"max_deviation": 0.0213,
"total_turnover": 0.042674,
"transaction_cost": 0.000042999999999999995... |
T6_all_20171228_0638 | T6 | 3 | train | sideways | all | [
"XLE",
"XRP-USD",
"SCHH",
"BIL"
] | 2017-12-28T00:00:00 | Max weight deviation: 0.0137, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2240, target=0.2500
XRP-USD: current=0.2231, target=0.2500
SCHH: current=0.2378, target=0.2500
BIL: current=0.3151, 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 BIL | 1 | Maximum absolute deviation: 0.0137.
Rebalancing threshold: 0.0500.
0.0137 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0275, transaction cost = 0.000027 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.224,
"XRP-USD": 0.22310000000000002,
"SCHH": 0.2378,
"BIL": 0.3151
},
"target_weights": {
"XLE": 0.25,
"XRP-USD": 0.25,
"SCHH": 0.25,
"BIL": 0.25
},
"max_deviation": 0.06515,
"total_turnover": 0.027499,
"transaction_cost": 0.000027,
"thresh... |
T6_all_20180420_0639 | T6 | 3 | train | sideways | all | [
"EEM",
"ADA-USD",
"SCHP",
"SCHH"
] | 2018-04-20T00:00:00 | Max weight deviation: 0.0260, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2447, target=0.2500
ADA-USD: current=0.2760, target=0.2500
SCHP: current=0.2380, target=0.2500
SCHH: current=0.2413, 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: 0.0260.
Rebalancing threshold: 0.0500.
0.0260 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0520, transaction cost = 0.000052 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.2447,
"ADA-USD": 0.276,
"SCHP": 0.23800000000000002,
"SCHH": 0.24130000000000001
},
"target_weights": {
"EEM": 0.25,
"ADA-USD": 0.25,
"SCHP": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.026000000000000002,
"total_turnover": 0.051981,
"transactio... |
T6_all_20170808_0640 | T6 | 3 | train | sideways | all | [
"EFA",
"BTC-USD",
"EMB",
"ITB"
] | 2017-08-08T00:00:00 | Max weight deviation: 0.0075, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2890, target=0.2500
BTC-USD: current=0.3107, target=0.2500
EMB: current=0.1850, target=0.2500
ITB: current=0.2153, 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 EMB | 1 | Maximum absolute deviation: 0.0075.
Rebalancing threshold: 0.0500.
0.0075 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0230, transaction cost = 0.000023 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.289,
"BTC-USD": 0.31070000000000003,
"EMB": 0.185,
"ITB": 0.21530000000000002
},
"target_weights": {
"EFA": 0.25,
"BTC-USD": 0.25,
"EMB": 0.25,
"ITB": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.023039,
"transaction_cost": 0.000023,
... |
T6_all_20180405_0641 | T6 | 3 | train | sideways | all | [
"XLI",
"LINK-USD",
"BIL",
"USO"
] | 2018-04-05T00:00:00 | Max weight deviation: 0.0203, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2559, target=0.2500
LINK-USD: current=0.2649, target=0.2500
BIL: current=0.2297, target=0.2500
USO: current=0.2495, 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: 0.0203.
Rebalancing threshold: 0.0500.
0.0203 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0416, transaction cost = 0.000042 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2559,
"LINK-USD": 0.2649,
"BIL": 0.22970000000000002,
"USO": 0.2495
},
"target_weights": {
"XLI": 0.25,
"LINK-USD": 0.25,
"BIL": 0.25,
"USO": 0.25
},
"max_deviation": 0.020300000000000002,
"total_turnover": 0.041575,
"transaction_cost": 0.000... |
T6_all_20211227_0642 | T6 | 3 | train | sideways | all | [
"MTUM",
"BTC-USD",
"PALL",
"HAUZ"
] | 2021-12-27T00:00:00 | Max weight deviation: 0.0342, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2132, target=0.2500
BTC-USD: current=0.2225, target=0.2500
PALL: current=0.2493, target=0.2500
HAUZ: current=0.3151, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0651 of HAUZ | 1 | Maximum absolute deviation: 0.0342.
Rebalancing threshold: 0.0500.
0.0342 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0684, transaction cost = 0.000068 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2132,
"BTC-USD": 0.2225,
"PALL": 0.24930000000000002,
"HAUZ": 0.3151
},
"target_weights": {
"MTUM": 0.25,
"BTC-USD": 0.25,
"PALL": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.06506,
"total_turnover": 0.068387,
"transaction_cost": 0.000068,
"t... |
T6_all_20211123_0643 | T6 | 3 | train | sideways | all | [
"XLI",
"ADA-USD",
"BIL",
"DBB"
] | 2021-11-23T00:00:00 | Max weight deviation: 0.0424, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2076, target=0.2500
ADA-USD: current=0.2696, target=0.2500
BIL: current=0.2584, target=0.2500
DBB: current=0.2644, 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: 0.0424.
Rebalancing threshold: 0.0500.
0.0424 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0849, transaction cost = 0.000085 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2076,
"ADA-USD": 0.2696,
"BIL": 0.2584,
"DBB": 0.2644
},
"target_weights": {
"XLI": 0.25,
"ADA-USD": 0.25,
"BIL": 0.25,
"DBB": 0.25
},
"max_deviation": 0.0424,
"total_turnover": 0.084885,
"transaction_cost": 0.00008499999999999999,
"thresho... |
T6_all_20170822_0644 | T6 | 3 | train | sideways | all | [
"EFA",
"BTC-USD",
"TLH",
"BIL"
] | 2017-08-22T00:00:00 | Max weight deviation: 0.0336, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2717, target=0.2500
BTC-USD: current=0.2920, target=0.2500
TLH: current=0.2512, 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 portfol... | yes; buy 0.0650 of BIL | 1 | Maximum absolute deviation: 0.0336.
Rebalancing threshold: 0.0500.
0.0336 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0671, transaction cost = 0.000067 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2717,
"BTC-USD": 0.292,
"TLH": 0.25120000000000003,
"BIL": 0.185
},
"target_weights": {
"EFA": 0.25,
"BTC-USD": 0.25,
"TLH": 0.25,
"BIL": 0.25
},
"max_deviation": 0.064964,
"total_turnover": 0.067148,
"transaction_cost": 0.000067,
"threshol... |
T6_all_20161212_0645 | T6 | 3 | train | sideways | all | [
"XLY",
"BTC-USD",
"VNQ",
"PDBC"
] | 2016-12-12T00:00:00 | Max weight deviation: 0.0147, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2391, target=0.2500
BTC-USD: current=0.2541, target=0.2500
VNQ: current=0.2647, target=0.2500
PDBC: current=0.2422, 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: 0.0147.
Rebalancing threshold: 0.0500.
0.0147 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0375, transaction cost = 0.000038 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2391,
"BTC-USD": 0.2541,
"VNQ": 0.2647,
"PDBC": 0.2422
},
"target_weights": {
"XLY": 0.25,
"BTC-USD": 0.25,
"VNQ": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.014700000000000001,
"total_turnover": 0.037514,
"transaction_cost": 0.0000379999999999... |
T6_all_20170113_0646 | T6 | 3 | train | sideways | all | [
"^VIX",
"BTC-USD",
"REZ",
"BIL"
] | 2017-01-13T00:00:00 | Max weight deviation: 0.0273, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.3149, target=0.2500
BTC-USD: current=0.2752, target=0.2500
REZ: current=0.2199, target=0.2500
BIL: current=0.1900, 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 ^VIX | 1 | Maximum absolute deviation: 0.0273.
Rebalancing threshold: 0.0500.
0.0273 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0757, transaction cost = 0.000076 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.3149,
"BTC-USD": 0.2752,
"REZ": 0.2199,
"BIL": 0.19
},
"target_weights": {
"^VIX": 0.25,
"BTC-USD": 0.25,
"REZ": 0.25,
"BIL": 0.25
},
"max_deviation": 0.064925,
"total_turnover": 0.075727,
"transaction_cost": 0.00007599999999999999,
"thres... |
T6_all_20191024_0647 | T6 | 3 | train | sideways | all | [
"XLRE",
"ETH-USD",
"ICSH",
"BNDX"
] | 2019-10-24T00:00:00 | Max weight deviation: 0.0437, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2274, target=0.2500
ETH-USD: current=0.2341, target=0.2500
ICSH: current=0.2448, target=0.2500
BNDX: current=0.2937, 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: 0.0437.
Rebalancing threshold: 0.0500.
0.0437 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0875, transaction cost = 0.000087 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.22740000000000002,
"ETH-USD": 0.2341,
"ICSH": 0.24480000000000002,
"BNDX": 0.2937
},
"target_weights": {
"XLRE": 0.25,
"ETH-USD": 0.25,
"ICSH": 0.25,
"BNDX": 0.25
},
"max_deviation": 0.0437,
"total_turnover": 0.087494,
"transaction_cost": 0.... |
T6_all_20210706_0648 | T6 | 3 | train | sideways | all | [
"IWM",
"LINK-USD",
"STIP",
"VNQI"
] | 2021-07-06T00:00:00 | Max weight deviation: 0.0474, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2564, target=0.2500
LINK-USD: current=0.2741, target=0.2500
STIP: current=0.1850, target=0.2500
VNQI: current=0.2845, 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 STIP | 1 | Maximum absolute deviation: 0.0474.
Rebalancing threshold: 0.0500.
0.0474 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0949, transaction cost = 0.000095 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2564,
"LINK-USD": 0.2741,
"STIP": 0.185,
"VNQI": 0.28450000000000003
},
"target_weights": {
"IWM": 0.25,
"LINK-USD": 0.25,
"STIP": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.065025,
"total_turnover": 0.09487899999999999,
"transaction_cost": 0.0... |
T6_all_20210402_0649 | T6 | 3 | train | sideways | all | [
"ACWI",
"DOT-USD",
"USO",
"REZ"
] | 2021-04-02T00:00:00 | Max weight deviation: 0.0157, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2657, target=0.2500
DOT-USD: current=0.2423, target=0.2500
USO: current=0.2404, target=0.2500
REZ: current=0.2515, 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: 0.0157.
Rebalancing threshold: 0.0500.
0.0157 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0345, transaction cost = 0.000035 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2657,
"DOT-USD": 0.24230000000000002,
"USO": 0.2404,
"REZ": 0.2515
},
"target_weights": {
"ACWI": 0.25,
"DOT-USD": 0.25,
"USO": 0.25,
"REZ": 0.25
},
"max_deviation": 0.015700000000000002,
"total_turnover": 0.034540999999999995,
"transaction_... |
T6_all_20210322_0650 | T6 | 3 | train | sideways | all | [
"IWM",
"LINK-USD",
"VNQ",
"IEF"
] | 2021-03-22T00:00:00 | Max weight deviation: 0.0165, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.3032, target=0.2500
LINK-USD: current=0.1850, target=0.2500
VNQ: current=0.3091, target=0.2500
IEF: current=0.2027, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of LINK-USD | 1 | Maximum absolute deviation: 0.0165.
Rebalancing threshold: 0.0500.
0.0165 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0570, transaction cost = 0.000057 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.3032,
"LINK-USD": 0.185,
"VNQ": 0.30910000000000004,
"IEF": 0.20270000000000002
},
"target_weights": {
"IWM": 0.25,
"LINK-USD": 0.25,
"VNQ": 0.25,
"IEF": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.056953,
"transaction_cost": 0.000056... |
T6_all_20190710_0651 | T6 | 3 | train | sideways | all | [
"IVV",
"ADA-USD",
"HYG",
"ICSH"
] | 2019-07-10T00:00:00 | Max weight deviation: 0.0155, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2571, target=0.2500
ADA-USD: current=0.2508, target=0.2500
HYG: current=0.2345, target=0.2500
ICSH: 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: 0.0155.
Rebalancing threshold: 0.0500.
0.0155 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0311, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2571,
"ADA-USD": 0.2508,
"HYG": 0.23450000000000001,
"ICSH": 0.2576
},
"target_weights": {
"IVV": 0.25,
"ADA-USD": 0.25,
"HYG": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0155,
"total_turnover": 0.031062999999999997,
"transaction_cost": 0.00003... |
T6_all_20220201_0652 | T6 | 3 | train | sideways | all | [
"IWM",
"BTC-USD",
"JNK",
"HAUZ"
] | 2022-02-01T00:00:00 | Max weight deviation: 0.0243, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.3004, target=0.2500
BTC-USD: current=0.2019, target=0.2500
JNK: current=0.3127, target=0.2500
HAUZ: 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 HAUZ | 1 | Maximum absolute deviation: 0.0243.
Rebalancing threshold: 0.0500.
0.0243 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0845, transaction cost = 0.000085 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.3004,
"BTC-USD": 0.2019,
"JNK": 0.31270000000000003,
"HAUZ": 0.185
},
"target_weights": {
"IWM": 0.25,
"BTC-USD": 0.25,
"JNK": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.064951,
"total_turnover": 0.084547,
"transaction_cost": 0.0000849999999999... |
T6_all_20220323_0653 | T6 | 3 | train | sideways | all | [
"VLUE",
"SOL-USD",
"VNQI",
"SGOV"
] | 2022-03-23T00:00:00 | Max weight deviation: 0.0250, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2434, target=0.2500
SOL-USD: current=0.2378, target=0.2500
VNQI: current=0.2438, target=0.2500
SGOV: current=0.2750, 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: 0.0250.
Rebalancing threshold: 0.0500.
0.0250 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0499, transaction cost = 0.000050 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2434,
"SOL-USD": 0.2378,
"VNQI": 0.24380000000000002,
"SGOV": 0.275
},
"target_weights": {
"VLUE": 0.25,
"SOL-USD": 0.25,
"VNQI": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.025,
"total_turnover": 0.049935,
"transaction_cost": 0.00005,
"thres... |
T6_all_20211228_0654 | T6 | 3 | train | sideways | all | [
"XLE",
"BNB-USD",
"CPER",
"HAUZ"
] | 2021-12-28T00:00:00 | Max weight deviation: 0.0080, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.1852, target=0.2500
BNB-USD: current=0.3039, target=0.2500
CPER: current=0.2909, target=0.2500
HAUZ: current=0.2201, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0648 of XLE | 1 | Maximum absolute deviation: 0.0080.
Rebalancing threshold: 0.0500.
0.0080 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0234, transaction cost = 0.000023 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.1852,
"BNB-USD": 0.3039,
"CPER": 0.2909,
"HAUZ": 0.22010000000000002
},
"target_weights": {
"XLE": 0.25,
"BNB-USD": 0.25,
"CPER": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.06485,
"total_turnover": 0.023377,
"transaction_cost": 0.000023,
"thr... |
T6_all_20210622_0655 | T6 | 3 | train | sideways | all | [
"XLP",
"ADA-USD",
"UNG",
"MORT"
] | 2021-06-22T00:00:00 | Max weight deviation: 0.0227, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.2656, target=0.2500
ADA-USD: current=0.2555, target=0.2500
UNG: current=0.2273, target=0.2500
MORT: current=0.2516, 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: 0.0227.
Rebalancing threshold: 0.0500.
0.0227 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0454, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.2656,
"ADA-USD": 0.2555,
"UNG": 0.2273,
"MORT": 0.2516
},
"target_weights": {
"XLP": 0.25,
"ADA-USD": 0.25,
"UNG": 0.25,
"MORT": 0.25
},
"max_deviation": 0.0227,
"total_turnover": 0.045415,
"transaction_cost": 0.000044999999999999996,
"thre... |
T6_all_20210906_0656 | T6 | 3 | train | sideways | all | [
"XLI",
"BNB-USD",
"CPER",
"STIP"
] | 2021-09-06T00:00:00 | Max weight deviation: 0.0255, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.1990, target=0.2500
BNB-USD: current=0.3150, target=0.2500
CPER: current=0.2365, target=0.2500
STIP: current=0.2495, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0650 of BNB-USD | 1 | Maximum absolute deviation: 0.0255.
Rebalancing threshold: 0.0500.
0.0255 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0510, transaction cost = 0.000051 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.199,
"BNB-USD": 0.315,
"CPER": 0.23650000000000002,
"STIP": 0.2495
},
"target_weights": {
"XLI": 0.25,
"BNB-USD": 0.25,
"CPER": 0.25,
"STIP": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.051022,
"transaction_cost": 0.000051,
"thresho... |
T6_all_20200221_0657 | T6 | 3 | train | sideways | all | [
"XLK",
"BNB-USD",
"JNK",
"SCHH"
] | 2020-02-21T00:00:00 | Max weight deviation: 0.0339, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2801, target=0.2500
BNB-USD: current=0.2634, target=0.2500
JNK: current=0.2403, target=0.2500
SCHH: current=0.2161, 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: 0.0339.
Rebalancing threshold: 0.0500.
0.0339 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0871, transaction cost = 0.000087 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.2801,
"BNB-USD": 0.2634,
"JNK": 0.2403,
"SCHH": 0.21610000000000001
},
"target_weights": {
"XLK": 0.25,
"BNB-USD": 0.25,
"JNK": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.0339,
"total_turnover": 0.087073,
"transaction_cost": 0.000087,
"thresh... |
T6_all_20210115_0658 | T6 | 3 | train | sideways | all | [
"XLF",
"MATIC-USD",
"BIL",
"IYR"
] | 2021-01-15T00:00:00 | Max weight deviation: 0.0345, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.3150, target=0.2500
MATIC-USD: current=0.2709, target=0.2500
BIL: current=0.1963, target=0.2500
IYR: current=0.2178, 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 XLF | 1 | Maximum absolute deviation: 0.0345.
Rebalancing threshold: 0.0500.
0.0345 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0912, transaction cost = 0.000091 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.315,
"MATIC-USD": 0.27090000000000003,
"BIL": 0.1963,
"IYR": 0.21780000000000002
},
"target_weights": {
"XLF": 0.25,
"MATIC-USD": 0.25,
"BIL": 0.25,
"IYR": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.09124,
"transaction_cost": 0.00009... |
T6_all_20210401_0659 | T6 | 3 | train | sideways | all | [
"XLB",
"BNB-USD",
"VNQ",
"BIL"
] | 2021-04-01T00:00:00 | Max weight deviation: 0.0296, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2338, target=0.2500
BNB-USD: current=0.2204, target=0.2500
VNQ: current=0.2747, target=0.2500
BIL: current=0.2711, 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: 0.0296.
Rebalancing threshold: 0.0500.
0.0296 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0916, transaction cost = 0.000092 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2338,
"BNB-USD": 0.2204,
"VNQ": 0.2747,
"BIL": 0.2711
},
"target_weights": {
"XLB": 0.25,
"BNB-USD": 0.25,
"VNQ": 0.25,
"BIL": 0.25
},
"max_deviation": 0.0296,
"total_turnover": 0.09157000000000001,
"transaction_cost": 0.000092,
"threshold"... |
T6_all_20211013_0660 | T6 | 3 | train | sideways | all | [
"XLRE",
"AVAX-USD",
"BNDX",
"PPLT"
] | 2021-10-13T00:00:00 | Max weight deviation: 0.0325, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2712, target=0.2500
AVAX-USD: current=0.1850, target=0.2500
BNDX: current=0.2706, target=0.2500
PPLT: current=0.2732, 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 AVAX-USD | 1 | Maximum absolute deviation: 0.0325.
Rebalancing threshold: 0.0500.
0.0325 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0650, transaction cost = 0.000065 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.2712,
"AVAX-USD": 0.185,
"BNDX": 0.2706,
"PPLT": 0.2732
},
"target_weights": {
"XLRE": 0.25,
"AVAX-USD": 0.25,
"BNDX": 0.25,
"PPLT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.065008,
"transaction_cost": 0.000065,
"threshold": 0.0... |
T6_all_20210330_0661 | T6 | 3 | train | sideways | all | [
"XLF",
"DOT-USD",
"IYR",
"BNDX"
] | 2021-03-30T00:00:00 | Max weight deviation: 0.0173, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2561, target=0.2500
DOT-USD: current=0.2673, target=0.2500
IYR: current=0.2407, target=0.2500
BNDX: current=0.2359, 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: 0.0173.
Rebalancing threshold: 0.0500.
0.0173 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0467, transaction cost = 0.000047 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2561,
"DOT-USD": 0.26730000000000004,
"IYR": 0.24070000000000003,
"BNDX": 0.2359
},
"target_weights": {
"XLF": 0.25,
"DOT-USD": 0.25,
"IYR": 0.25,
"BNDX": 0.25
},
"max_deviation": 0.0173,
"total_turnover": 0.046745999999999996,
"transaction_c... |
T6_all_20211202_0662 | T6 | 3 | train | sideways | all | [
"IVV",
"BTC-USD",
"ICSH",
"LQD"
] | 2021-12-02T00:00:00 | Max weight deviation: 0.0134, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2485, target=0.2500
BTC-USD: current=0.3150, target=0.2500
ICSH: current=0.2451, target=0.2500
LQD: current=0.1913, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0650 of BTC-USD | 1 | Maximum absolute deviation: 0.0134.
Rebalancing threshold: 0.0500.
0.0134 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0268, transaction cost = 0.000027 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2485,
"BTC-USD": 0.315,
"ICSH": 0.2451,
"LQD": 0.1913
},
"target_weights": {
"IVV": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"LQD": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.026794,
"transaction_cost": 0.000027,
"threshold": 0.05,
"... |
T6_all_20190326_0663 | T6 | 3 | train | sideways | all | [
"MTUM",
"ADA-USD",
"SLV",
"ICSH"
] | 2019-03-26T00:00:00 | Max weight deviation: 0.0408, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2649, target=0.2500
ADA-USD: current=0.2092, target=0.2500
SLV: current=0.2800, target=0.2500
ICSH: current=0.2459, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | no | 0 | Maximum absolute deviation: 0.0408.
Rebalancing threshold: 0.0500.
0.0408 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0898, transaction cost = 0.000090 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2649,
"ADA-USD": 0.2092,
"SLV": 0.28,
"ICSH": 0.2459
},
"target_weights": {
"MTUM": 0.25,
"ADA-USD": 0.25,
"SLV": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0408,
"total_turnover": 0.089784,
"transaction_cost": 0.00009,
"threshold": 0.05,
... |
T6_all_20190131_0664 | T6 | 3 | train | sideways | all | [
"XLU",
"ETH-USD",
"DBC",
"ITB"
] | 2019-01-31T00:00:00 | Max weight deviation: 0.0411, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2439, target=0.2500
ETH-USD: current=0.2880, target=0.2500
DBC: current=0.2831, target=0.2500
ITB: current=0.1850, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; buy 0.0650 of ITB | 1 | Maximum absolute deviation: 0.0411.
Rebalancing threshold: 0.0500.
0.0411 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0900, transaction cost = 0.000090 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.2439,
"ETH-USD": 0.28800000000000003,
"DBC": 0.2831,
"ITB": 0.185
},
"target_weights": {
"XLU": 0.25,
"ETH-USD": 0.25,
"DBC": 0.25,
"ITB": 0.25
},
"max_deviation": 0.064971,
"total_turnover": 0.089975,
"transaction_cost": 0.00009,
"threshol... |
T6_all_20210219_0665 | T6 | 3 | train | sideways | all | [
"QQQ",
"ADA-USD",
"TLH",
"REZ"
] | 2021-02-19T00:00:00 | Max weight deviation: 0.0132, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2430, target=0.2500
ADA-USD: current=0.2415, target=0.2500
TLH: current=0.2632, target=0.2500
REZ: current=0.2523, 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: 0.0132.
Rebalancing threshold: 0.0500.
0.0132 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0310, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.243,
"ADA-USD": 0.24150000000000002,
"TLH": 0.2632,
"REZ": 0.2523
},
"target_weights": {
"QQQ": 0.25,
"ADA-USD": 0.25,
"TLH": 0.25,
"REZ": 0.25
},
"max_deviation": 0.0132,
"total_turnover": 0.031007,
"transaction_cost": 0.000031,
"threshold... |
T6_all_20211203_0666 | T6 | 3 | train | sideways | all | [
"EWJ",
"BNB-USD",
"BIL",
"REZ"
] | 2021-12-03T00:00:00 | Max weight deviation: 0.0193, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.3004, target=0.2500
BNB-USD: current=0.2587, target=0.2500
BIL: current=0.2560, target=0.2500
REZ: 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 REZ | 1 | Maximum absolute deviation: 0.0193.
Rebalancing threshold: 0.0500.
0.0193 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0386, transaction cost = 0.000039 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.3004,
"BNB-USD": 0.2587,
"BIL": 0.256,
"REZ": 0.1849
},
"target_weights": {
"EWJ": 0.25,
"BNB-USD": 0.25,
"BIL": 0.25,
"REZ": 0.25
},
"max_deviation": 0.065062,
"total_turnover": 0.038617,
"transaction_cost": 0.000039,
"threshold": 0.05,
... |
T6_all_20211116_0667 | T6 | 3 | train | sideways | all | [
"XLRE",
"ADA-USD",
"SOYB",
"STIP"
] | 2021-11-16T00:00:00 | Max weight deviation: 0.0419, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2713, target=0.2500
ADA-USD: current=0.2336, target=0.2500
SOYB: current=0.2870, target=0.2500
STIP: current=0.2081, 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: 0.0419.
Rebalancing threshold: 0.0500.
0.0419 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1166, transaction cost = 0.000117 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.2713,
"ADA-USD": 0.2336,
"SOYB": 0.28700000000000003,
"STIP": 0.2081
},
"target_weights": {
"XLRE": 0.25,
"ADA-USD": 0.25,
"SOYB": 0.25,
"STIP": 0.25
},
"max_deviation": 0.0419,
"total_turnover": 0.116591,
"transaction_cost": 0.000117,
"th... |
T6_all_20201023_0668 | T6 | 3 | train | sideways | all | [
"VTI",
"MATIC-USD",
"VNQI",
"BIL"
] | 2020-10-23T00:00:00 | Max weight deviation: 0.0464, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.3004, target=0.2500
MATIC-USD: current=0.2443, target=0.2500
VNQI: current=0.2703, 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 port... | yes; buy 0.0650 of BIL | 1 | Maximum absolute deviation: 0.0464.
Rebalancing threshold: 0.0500.
0.0464 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1010, transaction cost = 0.000101 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.3004,
"MATIC-USD": 0.24430000000000002,
"VNQI": 0.27030000000000004,
"BIL": 0.185
},
"target_weights": {
"VTI": 0.25,
"MATIC-USD": 0.25,
"VNQI": 0.25,
"BIL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.100981,
"transaction_cost": 0.00... |
T6_all_20220525_0669 | T6 | 3 | train | sideways | all | [
"XLF",
"AVAX-USD",
"PPLT",
"BIL"
] | 2022-05-25T00:00:00 | Max weight deviation: 0.0093, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2567, target=0.2500
AVAX-USD: current=0.2563, target=0.2500
PPLT: current=0.2463, target=0.2500
BIL: current=0.2407, 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: 0.0093.
Rebalancing threshold: 0.0500.
0.0093 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0261, transaction cost = 0.000026 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.25670000000000004,
"AVAX-USD": 0.25630000000000003,
"PPLT": 0.24630000000000002,
"BIL": 0.24070000000000003
},
"target_weights": {
"XLF": 0.25,
"AVAX-USD": 0.25,
"PPLT": 0.25,
"BIL": 0.25
},
"max_deviation": 0.009300000000000001,
"total_turnove... |
T6_all_20210426_0670 | T6 | 3 | train | sideways | all | [
"USMV",
"LINK-USD",
"REZ",
"BIL"
] | 2021-04-26T00:00:00 | Max weight deviation: 0.0193, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2365, target=0.2500
LINK-USD: current=0.3150, target=0.2500
REZ: current=0.2483, target=0.2500
BIL: current=0.2002, 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 LINK-USD | 1 | Maximum absolute deviation: 0.0193.
Rebalancing threshold: 0.0500.
0.0193 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0385, transaction cost = 0.000039 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.23650000000000002,
"LINK-USD": 0.315,
"REZ": 0.24830000000000002,
"BIL": 0.20020000000000002
},
"target_weights": {
"USMV": 0.25,
"LINK-USD": 0.25,
"REZ": 0.25,
"BIL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.038522,
"transaction_... |
T6_all_20220613_0671 | T6 | 3 | train | sideways | all | [
"ACWI",
"ADA-USD",
"VNQI",
"SGOV"
] | 2022-06-13T00:00:00 | Max weight deviation: 0.0379, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2575, target=0.2500
ADA-USD: current=0.2879, target=0.2500
VNQI: current=0.2269, target=0.2500
SGOV: current=0.2277, 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: 0.0379.
Rebalancing threshold: 0.0500.
0.0379 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0909, transaction cost = 0.000091 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2575,
"ADA-USD": 0.2879,
"VNQI": 0.22690000000000002,
"SGOV": 0.2277
},
"target_weights": {
"ACWI": 0.25,
"ADA-USD": 0.25,
"VNQI": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0379,
"total_turnover": 0.09086899999999999,
"transaction_cost": 0.00... |
T6_all_20221017_0672 | T6 | 3 | train | sideways | all | [
"XLB",
"LINK-USD",
"JNK",
"UNG"
] | 2022-10-17T00:00:00 | Max weight deviation: 0.0298, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2999, target=0.2500
LINK-USD: current=0.2561, target=0.2500
JNK: current=0.2589, target=0.2500
UNG: 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 UNG | 1 | Maximum absolute deviation: 0.0298.
Rebalancing threshold: 0.0500.
0.0298 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0596, transaction cost = 0.000060 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2999,
"LINK-USD": 0.2561,
"JNK": 0.2589,
"UNG": 0.185
},
"target_weights": {
"XLB": 0.25,
"LINK-USD": 0.25,
"JNK": 0.25,
"UNG": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.059552,
"transaction_cost": 0.00006000000000000001,
"thresho... |
T6_all_20221012_0673 | T6 | 3 | train | sideways | all | [
"QQQ",
"ETH-USD",
"STIP",
"IAU"
] | 2022-10-12T00:00:00 | Max weight deviation: 0.0287, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2677, target=0.2500
ETH-USD: current=0.2388, target=0.2500
STIP: current=0.2721, target=0.2500
IAU: current=0.2213, 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: 0.0287.
Rebalancing threshold: 0.0500.
0.0287 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0797, transaction cost = 0.000080 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2677,
"ETH-USD": 0.2388,
"STIP": 0.2721,
"IAU": 0.22130000000000002
},
"target_weights": {
"QQQ": 0.25,
"ETH-USD": 0.25,
"STIP": 0.25,
"IAU": 0.25
},
"max_deviation": 0.0287,
"total_turnover": 0.079719,
"transaction_cost": 0.00008,
"thresho... |
T6_all_20180814_0674 | T6 | 3 | train | sideways | all | [
"QUAL",
"LINK-USD",
"GLD",
"ICSH"
] | 2018-08-14T00:00:00 | Max weight deviation: 0.0190, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2029, target=0.2500
LINK-USD: current=0.3151, target=0.2500
GLD: current=0.2491, target=0.2500
ICSH: current=0.2330, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0651 of LINK-USD | 1 | Maximum absolute deviation: 0.0190.
Rebalancing threshold: 0.0500.
0.0190 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0381, transaction cost = 0.000038 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2029,
"LINK-USD": 0.3151,
"GLD": 0.24910000000000002,
"ICSH": 0.233
},
"target_weights": {
"QUAL": 0.25,
"LINK-USD": 0.25,
"GLD": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065108,
"total_turnover": 0.038093999999999996,
"transaction_cost": 0.... |
T6_all_20180912_0675 | T6 | 3 | train | sideways | all | [
"FXI",
"BTC-USD",
"XHB",
"TLH"
] | 2018-09-12T00:00:00 | Max weight deviation: 0.0084, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2558, target=0.2500
BTC-USD: current=0.2548, target=0.2500
XHB: current=0.2478, target=0.2500
TLH: current=0.2416, 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: 0.0084.
Rebalancing threshold: 0.0500.
0.0084 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0212, transaction cost = 0.000021 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.2558,
"BTC-USD": 0.2548,
"XHB": 0.24780000000000002,
"TLH": 0.2416
},
"target_weights": {
"FXI": 0.25,
"BTC-USD": 0.25,
"XHB": 0.25,
"TLH": 0.25
},
"max_deviation": 0.008400000000000001,
"total_turnover": 0.021238,
"transaction_cost": 0.00002... |
T6_all_20200706_0676 | T6 | 3 | train | sideways | all | [
"XLY",
"BTC-USD",
"ICSH",
"HAUZ"
] | 2020-07-06T00:00:00 | Max weight deviation: 0.0178, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2555, target=0.2500
BTC-USD: current=0.2252, target=0.2500
ICSH: current=0.2044, target=0.2500
HAUZ: 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 HAUZ | 1 | Maximum absolute deviation: 0.0178.
Rebalancing threshold: 0.0500.
0.0178 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0387, transaction cost = 0.000039 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2555,
"BTC-USD": 0.2252,
"ICSH": 0.2044,
"HAUZ": 0.315
},
"target_weights": {
"XLY": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.038671,
"transaction_cost": 0.000039,
"threshold": 0.05,
... |
T6_all_20201009_0677 | T6 | 3 | train | sideways | all | [
"^VIX",
"BTC-USD",
"BIL",
"XHB"
] | 2020-10-09T00:00:00 | Max weight deviation: 0.0103, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2603, target=0.2500
BTC-USD: current=0.2440, target=0.2500
BIL: current=0.2504, target=0.2500
XHB: current=0.2452, 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: 0.0103.
Rebalancing threshold: 0.0500.
0.0103 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0216, transaction cost = 0.000022 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.26030000000000003,
"BTC-USD": 0.244,
"BIL": 0.2504,
"XHB": 0.2452
},
"target_weights": {
"^VIX": 0.25,
"BTC-USD": 0.25,
"BIL": 0.25,
"XHB": 0.25
},
"max_deviation": 0.0103,
"total_turnover": 0.021553,
"transaction_cost": 0.000022,
"thresho... |
T6_all_20210527_0678 | T6 | 3 | train | sideways | all | [
"USMV",
"BTC-USD",
"VCIT",
"USO"
] | 2021-05-27T00:00:00 | Max weight deviation: 0.0124, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.3150, target=0.2500
BTC-USD: current=0.2096, target=0.2500
VCIT: current=0.1955, target=0.2500
USO: current=0.2799, 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 USMV | 1 | Maximum absolute deviation: 0.0124.
Rebalancing threshold: 0.0500.
0.0124 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0363, transaction cost = 0.000036 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.315,
"BTC-USD": 0.2096,
"VCIT": 0.1955,
"USO": 0.27990000000000004
},
"target_weights": {
"USMV": 0.25,
"BTC-USD": 0.25,
"VCIT": 0.25,
"USO": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.03629,
"transaction_cost": 0.000036,
"thresho... |
T6_all_20180329_0679 | T6 | 3 | train | sideways | all | [
"XLY",
"BNB-USD",
"HAUZ",
"STIP"
] | 2018-03-29T00:00:00 | Max weight deviation: 0.0165, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2522, target=0.2500
BNB-USD: current=0.2335, target=0.2500
HAUZ: current=0.2508, target=0.2500
STIP: current=0.2635, 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: 0.0165.
Rebalancing threshold: 0.0500.
0.0165 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0330, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.25220000000000004,
"BNB-USD": 0.2335,
"HAUZ": 0.2508,
"STIP": 0.2635
},
"target_weights": {
"XLY": 0.25,
"BNB-USD": 0.25,
"HAUZ": 0.25,
"STIP": 0.25
},
"max_deviation": 0.0165,
"total_turnover": 0.032997,
"transaction_cost": 0.000032999999999... |
T6_all_20210830_0680 | T6 | 3 | train | sideways | all | [
"XLP",
"SOL-USD",
"ICSH",
"WEAT"
] | 2021-08-30T00:00:00 | Max weight deviation: 0.0326, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.3151, target=0.2500
SOL-USD: current=0.2341, target=0.2500
ICSH: current=0.1962, target=0.2500
WEAT: current=0.2546, 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 XLP | 1 | Maximum absolute deviation: 0.0326.
Rebalancing threshold: 0.0500.
0.0326 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0700, transaction cost = 0.000070 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.3151,
"SOL-USD": 0.2341,
"ICSH": 0.1962,
"WEAT": 0.2546
},
"target_weights": {
"XLP": 0.25,
"SOL-USD": 0.25,
"ICSH": 0.25,
"WEAT": 0.25
},
"max_deviation": 0.065063,
"total_turnover": 0.069987,
"transaction_cost": 0.00007000000000000001,
"t... |
T6_all_20200327_0681 | T6 | 3 | train | sideways | all | [
"IVV",
"MATIC-USD",
"DBC",
"BIL"
] | 2020-03-27T00:00:00 | Max weight deviation: 0.0293, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2439, target=0.2500
MATIC-USD: current=0.2793, target=0.2500
DBC: current=0.2429, target=0.2500
BIL: current=0.2339, 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: 0.0293.
Rebalancing threshold: 0.0500.
0.0293 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0586, transaction cost = 0.000059 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2439,
"MATIC-USD": 0.2793,
"DBC": 0.2429,
"BIL": 0.23390000000000002
},
"target_weights": {
"IVV": 0.25,
"MATIC-USD": 0.25,
"DBC": 0.25,
"BIL": 0.25
},
"max_deviation": 0.029300000000000003,
"total_turnover": 0.058560999999999995,
"transactio... |
T6_all_20220505_0682 | T6 | 3 | train | sideways | all | [
"^VIX",
"AVAX-USD",
"SLV",
"IYR"
] | 2022-05-05T00:00:00 | Max weight deviation: 0.0296, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.1850, target=0.2500
AVAX-USD: current=0.3003, target=0.2500
SLV: current=0.2228, target=0.2500
IYR: current=0.2919, 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: 0.0296.
Rebalancing threshold: 0.0500.
0.0296 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0841, transaction cost = 0.000084 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.185,
"AVAX-USD": 0.3003,
"SLV": 0.2228,
"IYR": 0.2919
},
"target_weights": {
"^VIX": 0.25,
"AVAX-USD": 0.25,
"SLV": 0.25,
"IYR": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.08406899999999999,
"transaction_cost": 0.000084,
"threshol... |
T6_all_20210611_0683 | T6 | 3 | train | sideways | all | [
"XLE",
"LINK-USD",
"SGOV",
"ITB"
] | 2021-06-11T00:00:00 | Max weight deviation: 0.0172, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2328, target=0.2500
LINK-USD: current=0.2558, target=0.2500
SGOV: current=0.2626, target=0.2500
ITB: current=0.2489, 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: 0.0172.
Rebalancing threshold: 0.0500.
0.0172 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0367, transaction cost = 0.000037 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2328,
"LINK-USD": 0.2558,
"SGOV": 0.2626,
"ITB": 0.2489
},
"target_weights": {
"XLE": 0.25,
"LINK-USD": 0.25,
"SGOV": 0.25,
"ITB": 0.25
},
"max_deviation": 0.0172,
"total_turnover": 0.036705999999999996,
"transaction_cost": 0.000037,
"thres... |
T6_all_20150501_0684 | T6 | 3 | train | sideways | all | [
"XLY",
"BTC-USD",
"SOYB",
"IGOV"
] | 2015-05-01T00:00:00 | Max weight deviation: 0.0216, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.3024, target=0.2500
BTC-USD: current=0.1916, target=0.2500
SOYB: current=0.3150, target=0.2500
IGOV: current=0.1910, 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 SOYB | 1 | Maximum absolute deviation: 0.0216.
Rebalancing threshold: 0.0500.
0.0216 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0780, transaction cost = 0.000078 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.3024,
"BTC-USD": 0.19160000000000002,
"SOYB": 0.315,
"IGOV": 0.191
},
"target_weights": {
"XLY": 0.25,
"BTC-USD": 0.25,
"SOYB": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.077975,
"transaction_cost": 0.000078,
"thresho... |
T6_all_20180518_0685 | T6 | 3 | train | sideways | all | [
"USMV",
"XRP-USD",
"EMB",
"DBB"
] | 2018-05-18T00:00:00 | Max weight deviation: 0.0275, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2377, target=0.2500
XRP-USD: current=0.2234, target=0.2500
EMB: current=0.2613, target=0.2500
DBB: current=0.2775, 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: 0.0275.
Rebalancing threshold: 0.0500.
0.0275 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0776, transaction cost = 0.000078 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.23770000000000002,
"XRP-USD": 0.22340000000000002,
"EMB": 0.26130000000000003,
"DBB": 0.2775
},
"target_weights": {
"USMV": 0.25,
"XRP-USD": 0.25,
"EMB": 0.25,
"DBB": 0.25
},
"max_deviation": 0.0275,
"total_turnover": 0.077649,
"transaction_... |
T6_all_20190730_0686 | T6 | 3 | train | sideways | all | [
"ACWI",
"BTC-USD",
"ICSH",
"DBA"
] | 2019-07-30T00:00:00 | Max weight deviation: 0.0423, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.3150, target=0.2500
BTC-USD: current=0.2847, target=0.2500
ICSH: current=0.1922, target=0.2500
DBA: current=0.2082, 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: 0.0423.
Rebalancing threshold: 0.0500.
0.0423 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1297, transaction cost = 0.000130 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.315,
"BTC-USD": 0.2847,
"ICSH": 0.1922,
"DBA": 0.2082
},
"target_weights": {
"ACWI": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"DBA": 0.25
},
"max_deviation": 0.064952,
"total_turnover": 0.12967099999999998,
"transaction_cost": 0.0001300000000000... |
T6_all_20210419_0687 | T6 | 3 | train | sideways | all | [
"IVV",
"LINK-USD",
"BIL",
"REZ"
] | 2021-04-19T00:00:00 | Max weight deviation: 0.0169, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2419, target=0.2500
LINK-USD: current=0.2365, target=0.2500
BIL: current=0.2669, target=0.2500
REZ: current=0.2547, 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: 0.0169.
Rebalancing threshold: 0.0500.
0.0169 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0432, transaction cost = 0.000043 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2419,
"LINK-USD": 0.23650000000000002,
"BIL": 0.2669,
"REZ": 0.25470000000000004
},
"target_weights": {
"IVV": 0.25,
"LINK-USD": 0.25,
"BIL": 0.25,
"REZ": 0.25
},
"max_deviation": 0.016900000000000002,
"total_turnover": 0.043236,
"transaction... |
T6_all_20190416_0688 | T6 | 3 | train | sideways | all | [
"VTI",
"LINK-USD",
"PPLT",
"STIP"
] | 2019-04-16T00:00:00 | Max weight deviation: 0.0275, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2020, target=0.2500
LINK-USD: current=0.1991, target=0.2500
PPLT: current=0.3149, target=0.2500
STIP: current=0.2840, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0649 of PPLT | 1 | Maximum absolute deviation: 0.0275.
Rebalancing threshold: 0.0500.
0.0275 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0837, transaction cost = 0.000084 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.202,
"LINK-USD": 0.1991,
"PPLT": 0.3149,
"STIP": 0.28400000000000003
},
"target_weights": {
"VTI": 0.25,
"LINK-USD": 0.25,
"PPLT": 0.25,
"STIP": 0.25
},
"max_deviation": 0.064926,
"total_turnover": 0.083719,
"transaction_cost": 0.000084,
"t... |
T6_all_20221005_0689 | T6 | 3 | train | sideways | all | [
"XLF",
"ETH-USD",
"ICSH",
"PALL"
] | 2022-10-05T00:00:00 | Max weight deviation: 0.0137, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2530, target=0.2500
ETH-USD: current=0.2616, target=0.2500
ICSH: current=0.2491, target=0.2500
PALL: current=0.2363, 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: 0.0137.
Rebalancing threshold: 0.0500.
0.0137 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0292, transaction cost = 0.000029 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.253,
"ETH-USD": 0.2616,
"ICSH": 0.24910000000000002,
"PALL": 0.2363
},
"target_weights": {
"XLF": 0.25,
"ETH-USD": 0.25,
"ICSH": 0.25,
"PALL": 0.25
},
"max_deviation": 0.0137,
"total_turnover": 0.029214,
"transaction_cost": 0.000029,
"thres... |
T6_all_20201028_0690 | T6 | 3 | train | sideways | all | [
"QUAL",
"MATIC-USD",
"ICSH",
"DBC"
] | 2020-10-28T00:00:00 | Max weight deviation: 0.0275, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.1850, target=0.2500
MATIC-USD: current=0.2961, target=0.2500
ICSH: current=0.2053, target=0.2500
DBC: current=0.3136, 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 QUAL | 1 | Maximum absolute deviation: 0.0275.
Rebalancing threshold: 0.0500.
0.0275 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0928, transaction cost = 0.000093 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.185,
"MATIC-USD": 0.29610000000000003,
"ICSH": 0.2053,
"DBC": 0.3136
},
"target_weights": {
"QUAL": 0.25,
"MATIC-USD": 0.25,
"ICSH": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.09283699999999999,
"transaction_cost": 0.00... |
T6_all_20210121_0691 | T6 | 3 | train | sideways | all | [
"VLUE",
"SOL-USD",
"SGOV",
"SCHP"
] | 2021-01-21T00:00:00 | Max weight deviation: 0.0460, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2040, target=0.2500
SOL-USD: current=0.2675, target=0.2500
SGOV: current=0.2716, target=0.2500
SCHP: current=0.2569, 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: 0.0460.
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": {
"VLUE": 0.20400000000000001,
"SOL-USD": 0.2675,
"SGOV": 0.2716,
"SCHP": 0.2569
},
"target_weights": {
"VLUE": 0.25,
"SOL-USD": 0.25,
"SGOV": 0.25,
"SCHP": 0.25
},
"max_deviation": 0.046,
"total_turnover": 0.092009,
"transaction_cost": 0.000092,
"thr... |
T6_all_20220711_0692 | T6 | 3 | train | sideways | all | [
"QUAL",
"SOL-USD",
"SCHH",
"PPLT"
] | 2022-07-11T00:00:00 | Max weight deviation: 0.0372, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2098, target=0.2500
SOL-USD: current=0.2605, target=0.2500
SCHH: current=0.2147, target=0.2500
PPLT: current=0.3150, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0650 of PPLT | 1 | Maximum absolute deviation: 0.0372.
Rebalancing threshold: 0.0500.
0.0372 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0864, transaction cost = 0.000086 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.20980000000000001,
"SOL-USD": 0.2605,
"SCHH": 0.2147,
"PPLT": 0.315
},
"target_weights": {
"QUAL": 0.25,
"SOL-USD": 0.25,
"SCHH": 0.25,
"PPLT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.086419,
"transaction_cost": 0.000085999999999... |
T6_all_20170127_0693 | T6 | 3 | train | sideways | all | [
"IWM",
"BTC-USD",
"PPLT",
"JNK"
] | 2017-01-27T00:00:00 | Max weight deviation: 0.0154, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2484, target=0.2500
BTC-USD: current=0.2498, target=0.2500
PPLT: current=0.2654, target=0.2500
JNK: current=0.2364, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | no | 0 | Maximum absolute deviation: 0.0154.
Rebalancing threshold: 0.0500.
0.0154 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0309, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2484,
"BTC-USD": 0.24980000000000002,
"PPLT": 0.2654,
"JNK": 0.2364
},
"target_weights": {
"IWM": 0.25,
"BTC-USD": 0.25,
"PPLT": 0.25,
"JNK": 0.25
},
"max_deviation": 0.0154,
"total_turnover": 0.030896999999999997,
"transaction_cost": 0.00003... |
T6_all_20191225_0694 | T6 | 3 | train | sideways | all | [
"USMV",
"ADA-USD",
"UNG",
"SCHH"
] | 2019-12-25T00:00:00 | Max weight deviation: 0.0145, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2482, target=0.2500
ADA-USD: current=0.2513, target=0.2500
UNG: current=0.1854, target=0.2500
SCHH: 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 SCHH | 1 | Maximum absolute deviation: 0.0145.
Rebalancing threshold: 0.0500.
0.0145 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0296, transaction cost = 0.000030 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.2482,
"ADA-USD": 0.2513,
"UNG": 0.1854,
"SCHH": 0.315
},
"target_weights": {
"USMV": 0.25,
"ADA-USD": 0.25,
"UNG": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.0296,
"transaction_cost": 0.000030000000000000004,
"thresh... |
T6_all_20191002_0695 | T6 | 3 | train | sideways | all | [
"VTI",
"BTC-USD",
"BIL",
"HAUZ"
] | 2019-10-02T00:00:00 | Max weight deviation: 0.0230, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2305, target=0.2500
BTC-USD: current=0.2629, target=0.2500
BIL: current=0.2730, target=0.2500
HAUZ: current=0.2337, 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: 0.0230.
Rebalancing threshold: 0.0500.
0.0230 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0717, transaction cost = 0.000072 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.2305,
"BTC-USD": 0.2629,
"BIL": 0.273,
"HAUZ": 0.23370000000000002
},
"target_weights": {
"VTI": 0.25,
"BTC-USD": 0.25,
"BIL": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.023,
"total_turnover": 0.07167899999999999,
"transaction_cost": 0.000072,
... |
T6_all_20220513_0696 | T6 | 3 | train | sideways | all | [
"XLF",
"LINK-USD",
"PPLT",
"LQD"
] | 2022-05-13T00:00:00 | Max weight deviation: 0.0056, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2515, target=0.2500
LINK-USD: current=0.2724, target=0.2500
PPLT: current=0.2910, target=0.2500
LQD: current=0.1852, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0648 of LQD | 1 | Maximum absolute deviation: 0.0056.
Rebalancing threshold: 0.0500.
0.0056 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0112, transaction cost = 0.000011 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2515,
"LINK-USD": 0.27240000000000003,
"PPLT": 0.291,
"LQD": 0.1852
},
"target_weights": {
"XLF": 0.25,
"LINK-USD": 0.25,
"PPLT": 0.25,
"LQD": 0.25
},
"max_deviation": 0.064785,
"total_turnover": 0.011181,
"transaction_cost": 0.000011,
"thr... |
T6_all_20220517_0697 | T6 | 3 | train | sideways | all | [
"IVV",
"ETH-USD",
"SGOV",
"SLV"
] | 2022-05-17T00:00:00 | Max weight deviation: 0.0111, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2525, target=0.2500
ETH-USD: current=0.2398, target=0.2500
SGOV: current=0.2611, target=0.2500
SLV: current=0.2467, 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 = 0.0270, transaction cost = 0.000027 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2525,
"ETH-USD": 0.2398,
"SGOV": 0.2611,
"SLV": 0.2467
},
"target_weights": {
"IVV": 0.25,
"ETH-USD": 0.25,
"SGOV": 0.25,
"SLV": 0.25
},
"max_deviation": 0.0111,
"total_turnover": 0.027014999999999997,
"transaction_cost": 0.000027,
"thresho... |
T6_all_20200220_0698 | T6 | 3 | train | sideways | all | [
"XLI",
"BNB-USD",
"WEAT",
"VNQI"
] | 2020-02-20T00:00:00 | Max weight deviation: 0.0162, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.3150, target=0.2500
BNB-USD: current=0.2071, target=0.2500
WEAT: current=0.2175, target=0.2500
VNQI: current=0.2604, 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 XLI | 1 | Maximum absolute deviation: 0.0162.
Rebalancing threshold: 0.0500.
0.0162 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0375, transaction cost = 0.000038 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.315,
"BNB-USD": 0.2071,
"WEAT": 0.2175,
"VNQI": 0.2604
},
"target_weights": {
"XLI": 0.25,
"BNB-USD": 0.25,
"WEAT": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.037503,
"transaction_cost": 0.000037999999999999995,
"thre... |
T6_all_20190409_0699 | T6 | 3 | train | sideways | all | [
"XLK",
"ADA-USD",
"USO",
"VCIT"
] | 2019-04-09T00:00:00 | Max weight deviation: 0.0081, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2542, target=0.2500
ADA-USD: current=0.2419, target=0.2500
USO: current=0.2577, target=0.2500
VCIT: current=0.2461, 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: 0.0081.
Rebalancing threshold: 0.0500.
0.0081 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0239, transaction cost = 0.000024 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.25420000000000004,
"ADA-USD": 0.2419,
"USO": 0.2577,
"VCIT": 0.2461
},
"target_weights": {
"XLK": 0.25,
"ADA-USD": 0.25,
"USO": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.0081,
"total_turnover": 0.023905,
"transaction_cost": 0.000024,
"thresh... |
T6_all_20180808_0700 | T6 | 3 | train | sideways | all | [
"FXI",
"LINK-USD",
"PALL",
"SHY"
] | 2018-08-08T00:00:00 | Max weight deviation: 0.0281, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2077, target=0.2500
LINK-USD: current=0.3150, target=0.2500
PALL: current=0.2310, target=0.2500
SHY: current=0.2463, 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 LINK-USD | 1 | Maximum absolute deviation: 0.0281.
Rebalancing threshold: 0.0500.
0.0281 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0563, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.20770000000000002,
"LINK-USD": 0.315,
"PALL": 0.231,
"SHY": 0.24630000000000002
},
"target_weights": {
"FXI": 0.25,
"LINK-USD": 0.25,
"PALL": 0.25,
"SHY": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.056253,
"transaction_cost": 0.00005... |
T6_all_20210601_0701 | T6 | 3 | train | sideways | all | [
"QUAL",
"LINK-USD",
"STIP",
"WEAT"
] | 2021-06-01T00:00:00 | Max weight deviation: 0.0380, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2120, target=0.2500
LINK-USD: current=0.2379, target=0.2500
STIP: current=0.2838, target=0.2500
WEAT: current=0.2664, 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: 0.0380.
Rebalancing threshold: 0.0500.
0.0380 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1003, transaction cost = 0.000100 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.212,
"LINK-USD": 0.2379,
"STIP": 0.2838,
"WEAT": 0.2664
},
"target_weights": {
"QUAL": 0.25,
"LINK-USD": 0.25,
"STIP": 0.25,
"WEAT": 0.25
},
"max_deviation": 0.038,
"total_turnover": 0.100327,
"transaction_cost": 0.0001,
"threshold": 0.05,... |
T6_all_20220107_0702 | T6 | 3 | train | sideways | all | [
"XLE",
"BTC-USD",
"PALL",
"VNQI"
] | 2022-01-07T00:00:00 | Max weight deviation: 0.0179, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2583, target=0.2500
BTC-USD: current=0.1889, target=0.2500
PALL: current=0.2379, target=0.2500
VNQI: current=0.3149, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0649 of VNQI | 1 | Maximum absolute deviation: 0.0179.
Rebalancing threshold: 0.0500.
0.0179 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0403, transaction cost = 0.000040 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.25830000000000003,
"BTC-USD": 0.1889,
"PALL": 0.2379,
"VNQI": 0.3149
},
"target_weights": {
"XLE": 0.25,
"BTC-USD": 0.25,
"PALL": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.064886,
"total_turnover": 0.040272999999999996,
"transaction_cost": 0.0... |
T6_all_20200817_0703 | T6 | 3 | train | sideways | all | [
"QUAL",
"ETH-USD",
"CPER",
"SGOV"
] | 2020-08-17T00:00:00 | Max weight deviation: 0.0204, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2520, target=0.2500
ETH-USD: current=0.2704, target=0.2500
CPER: current=0.2401, target=0.2500
SGOV: current=0.2375, 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: 0.0204.
Rebalancing threshold: 0.0500.
0.0204 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0448, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.252,
"ETH-USD": 0.27040000000000003,
"CPER": 0.2401,
"SGOV": 0.23750000000000002
},
"target_weights": {
"QUAL": 0.25,
"ETH-USD": 0.25,
"CPER": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0204,
"total_turnover": 0.044759,
"transaction_cost": 0.0... |
T6_all_20221121_0704 | T6 | 3 | train | sideways | all | [
"MTUM",
"XRP-USD",
"DBB",
"ICSH"
] | 2022-11-21T00:00:00 | Max weight deviation: 0.0328, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2062, target=0.2500
XRP-USD: current=0.2020, target=0.2500
DBB: current=0.3149, target=0.2500
ICSH: current=0.2769, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; sell 0.0649 of DBB | 1 | Maximum absolute deviation: 0.0328.
Rebalancing threshold: 0.0500.
0.0328 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0927, transaction cost = 0.000093 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.20620000000000002,
"XRP-USD": 0.202,
"DBB": 0.3149,
"ICSH": 0.27690000000000003
},
"target_weights": {
"MTUM": 0.25,
"XRP-USD": 0.25,
"DBB": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.064938,
"total_turnover": 0.092655,
"transaction_cost": 0.0... |
T6_all_20200302_0705 | T6 | 3 | train | sideways | all | [
"^VIX",
"ADA-USD",
"SHV",
"DBB"
] | 2020-03-02T00:00:00 | Max weight deviation: 0.0164, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
^VIX: current=0.2336, target=0.2500
ADA-USD: current=0.2653, target=0.2500
SHV: current=0.2403, target=0.2500
DBB: current=0.2609, 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: 0.0164.
Rebalancing threshold: 0.0500.
0.0164 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0523, transaction cost = 0.000052 (negligible vs. drift). | {
"current_weights": {
"^VIX": 0.2336,
"ADA-USD": 0.26530000000000004,
"SHV": 0.2403,
"DBB": 0.2609
},
"target_weights": {
"^VIX": 0.25,
"ADA-USD": 0.25,
"SHV": 0.25,
"DBB": 0.25
},
"max_deviation": 0.0164,
"total_turnover": 0.052312,
"transaction_cost": 0.000052,
"thresh... |
T6_all_20190624_0706 | T6 | 3 | train | sideways | all | [
"ACWI",
"ETH-USD",
"INDS",
"ICSH"
] | 2019-06-24T00:00:00 | Max weight deviation: 0.0207, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2623, target=0.2500
ETH-USD: current=0.2837, target=0.2500
INDS: current=0.1851, target=0.2500
ICSH: current=0.2689, 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 INDS | 1 | Maximum absolute deviation: 0.0207.
Rebalancing threshold: 0.0500.
0.0207 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0414, transaction cost = 0.000041 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.26230000000000003,
"ETH-USD": 0.2837,
"INDS": 0.18510000000000001,
"ICSH": 0.26890000000000003
},
"target_weights": {
"ACWI": 0.25,
"ETH-USD": 0.25,
"INDS": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.064942,
"total_turnover": 0.04135399999999999... |
T6_all_20150615_0707 | T6 | 3 | train | sideways | all | [
"XLE",
"BTC-USD",
"CORN",
"SHY"
] | 2015-06-15T00:00:00 | Max weight deviation: 0.0277, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2519, target=0.2500
BTC-USD: current=0.2480, target=0.2500
CORN: current=0.2224, target=0.2500
SHY: current=0.2777, 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: 0.0277.
Rebalancing threshold: 0.0500.
0.0277 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0593, transaction cost = 0.000059 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.2519,
"BTC-USD": 0.248,
"CORN": 0.22240000000000001,
"SHY": 0.2777
},
"target_weights": {
"XLE": 0.25,
"BTC-USD": 0.25,
"CORN": 0.25,
"SHY": 0.25
},
"max_deviation": 0.027700000000000002,
"total_turnover": 0.059313,
"transaction_cost": 0.0000... |
T6_all_20181213_0708 | T6 | 3 | train | sideways | all | [
"VEA",
"BTC-USD",
"ITB",
"TLT"
] | 2018-12-13T00:00:00 | Max weight deviation: 0.0021, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.3026, target=0.2500
BTC-USD: current=0.1850, target=0.2500
ITB: current=0.2407, target=0.2500
TLT: current=0.2717, 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: 0.0021.
Rebalancing threshold: 0.0500.
0.0021 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0048, transaction cost = 0.000005 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.30260000000000004,
"BTC-USD": 0.185,
"ITB": 0.24070000000000003,
"TLT": 0.2717
},
"target_weights": {
"VEA": 0.25,
"BTC-USD": 0.25,
"ITB": 0.25,
"TLT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.004801,
"transaction_cost": 0.00000499... |
T6_all_20181001_0709 | T6 | 3 | train | sideways | all | [
"IWM",
"ETH-USD",
"ITB",
"SOYB"
] | 2018-10-01T00:00:00 | Max weight deviation: 0.0071, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2477, target=0.2500
ETH-USD: current=0.2429, target=0.2500
ITB: current=0.2543, target=0.2500
SOYB: current=0.2551, 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: 0.0071.
Rebalancing threshold: 0.0500.
0.0071 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0188, transaction cost = 0.000019 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2477,
"ETH-USD": 0.2429,
"ITB": 0.2543,
"SOYB": 0.2551
},
"target_weights": {
"IWM": 0.25,
"ETH-USD": 0.25,
"ITB": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.0071,
"total_turnover": 0.018812,
"transaction_cost": 0.000018999999999999998,
"thre... |
T6_all_20201116_0710 | T6 | 3 | train | sideways | all | [
"FXI",
"ADA-USD",
"SGOV",
"TIP"
] | 2020-11-16T00:00:00 | Max weight deviation: 0.0167, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.3150, target=0.2500
ADA-USD: current=0.2278, target=0.2500
SGOV: current=0.2558, target=0.2500
TIP: current=0.2013, 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 FXI | 1 | Maximum absolute deviation: 0.0167.
Rebalancing threshold: 0.0500.
0.0167 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0363, transaction cost = 0.000036 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.315,
"ADA-USD": 0.2278,
"SGOV": 0.2558,
"TIP": 0.2013
},
"target_weights": {
"FXI": 0.25,
"ADA-USD": 0.25,
"SGOV": 0.25,
"TIP": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.036337999999999995,
"transaction_cost": 0.000036,
"threshold... |
T6_all_20160322_0711 | T6 | 3 | train | sideways | all | [
"XLF",
"BTC-USD",
"DBB",
"TLH"
] | 2016-03-22T00:00:00 | Max weight deviation: 0.0182, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2325, target=0.2500
BTC-USD: current=0.2664, target=0.2500
DBB: current=0.2330, target=0.2500
TLH: current=0.2682, 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: 0.0182.
Rebalancing threshold: 0.0500.
0.0182 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0691, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2325,
"BTC-USD": 0.2664,
"DBB": 0.233,
"TLH": 0.2682
},
"target_weights": {
"XLF": 0.25,
"BTC-USD": 0.25,
"DBB": 0.25,
"TLH": 0.25
},
"max_deviation": 0.0182,
"total_turnover": 0.069117,
"transaction_cost": 0.000069,
"threshold": 0.05,
"s... |
T6_all_20221125_0712 | T6 | 3 | train | sideways | all | [
"EWJ",
"MATIC-USD",
"SHY",
"UNG"
] | 2022-11-25T00:00:00 | Max weight deviation: 0.0144, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EWJ: current=0.2771, target=0.2500
MATIC-USD: current=0.1940, target=0.2500
SHY: current=0.2139, target=0.2500
UNG: 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 UNG | 1 | Maximum absolute deviation: 0.0144.
Rebalancing threshold: 0.0500.
0.0144 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0408, transaction cost = 0.000041 (negligible vs. drift). | {
"current_weights": {
"EWJ": 0.2771,
"MATIC-USD": 0.194,
"SHY": 0.2139,
"UNG": 0.315
},
"target_weights": {
"EWJ": 0.25,
"MATIC-USD": 0.25,
"SHY": 0.25,
"UNG": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.040768,
"transaction_cost": 0.000041,
"threshold": 0.05,
... |
T6_all_20200928_0713 | T6 | 3 | train | sideways | all | [
"XLF",
"DOT-USD",
"XHB",
"VCIT"
] | 2020-09-28T00:00:00 | Max weight deviation: 0.0214, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2714, target=0.2500
DOT-USD: current=0.2329, target=0.2500
XHB: current=0.2625, target=0.2500
VCIT: current=0.2332, 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: 0.0214.
Rebalancing threshold: 0.0500.
0.0214 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0678, transaction cost = 0.000068 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.27140000000000003,
"DOT-USD": 0.23290000000000002,
"XHB": 0.2625,
"VCIT": 0.23320000000000002
},
"target_weights": {
"XLF": 0.25,
"DOT-USD": 0.25,
"XHB": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.021400000000000002,
"total_turnover": 0.067798,
... |
T6_all_20220121_0714 | T6 | 3 | train | sideways | all | [
"FXI",
"MATIC-USD",
"TLH",
"BIL"
] | 2022-01-21T00:00:00 | Max weight deviation: 0.0196, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.1850, target=0.2500
MATIC-USD: current=0.2994, target=0.2500
TLH: current=0.2619, target=0.2500
BIL: current=0.2536, 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 FXI | 1 | Maximum absolute deviation: 0.0196.
Rebalancing threshold: 0.0500.
0.0196 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0392, transaction cost = 0.000039 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.185,
"MATIC-USD": 0.2994,
"TLH": 0.2619,
"BIL": 0.2536
},
"target_weights": {
"FXI": 0.25,
"MATIC-USD": 0.25,
"TLH": 0.25,
"BIL": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.039154999999999995,
"transaction_cost": 0.000039,
"thresho... |
T6_all_20180730_0715 | T6 | 3 | train | sideways | all | [
"EFA",
"ETH-USD",
"SCHH",
"TIP"
] | 2018-07-30T00:00:00 | Max weight deviation: 0.0244, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2256, target=0.2500
ETH-USD: current=0.2707, target=0.2500
SCHH: current=0.2574, target=0.2500
TIP: current=0.2463, 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: 0.0244.
Rebalancing threshold: 0.0500.
0.0244 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0561, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.22560000000000002,
"ETH-USD": 0.2707,
"SCHH": 0.2574,
"TIP": 0.24630000000000002
},
"target_weights": {
"EFA": 0.25,
"ETH-USD": 0.25,
"SCHH": 0.25,
"TIP": 0.25
},
"max_deviation": 0.0244,
"total_turnover": 0.056138,
"transaction_cost": 0.0000... |
T6_all_20210302_0716 | T6 | 3 | train | sideways | all | [
"XLI",
"DOT-USD",
"DBA",
"BNDX"
] | 2021-03-02T00:00:00 | Max weight deviation: 0.0449, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2001, target=0.2500
DOT-USD: current=0.2218, target=0.2500
DBA: current=0.3150, target=0.2500
BNDX: current=0.2632, 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 DBA | 1 | Maximum absolute deviation: 0.0449.
Rebalancing threshold: 0.0500.
0.0449 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1080, transaction cost = 0.000108 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2001,
"DOT-USD": 0.2218,
"DBA": 0.315,
"BNDX": 0.2632
},
"target_weights": {
"XLI": 0.25,
"DOT-USD": 0.25,
"DBA": 0.25,
"BNDX": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.107988,
"transaction_cost": 0.000108,
"threshold": 0.05,
"... |
T6_all_20210226_0717 | T6 | 3 | train | sideways | all | [
"XLY",
"MATIC-USD",
"BNO",
"VNQI"
] | 2021-02-26T00:00:00 | Max weight deviation: 0.0268, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2357, target=0.2500
MATIC-USD: current=0.2768, target=0.2500
BNO: current=0.2436, target=0.2500
VNQI: current=0.2439, 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: 0.0268.
Rebalancing threshold: 0.0500.
0.0268 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0536, transaction cost = 0.000054 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.23570000000000002,
"MATIC-USD": 0.2768,
"BNO": 0.2436,
"VNQI": 0.2439
},
"target_weights": {
"XLY": 0.25,
"MATIC-USD": 0.25,
"BNO": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.0268,
"total_turnover": 0.05356,
"transaction_cost": 0.000054,
"thr... |
T6_all_20211209_0718 | T6 | 3 | train | sideways | all | [
"VTI",
"BTC-USD",
"SGOV",
"HYG"
] | 2021-12-09T00:00:00 | Max weight deviation: 0.0174, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2190, target=0.2500
BTC-USD: current=0.2948, target=0.2500
SGOV: current=0.3012, target=0.2500
HYG: 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 HYG | 1 | Maximum absolute deviation: 0.0174.
Rebalancing threshold: 0.0500.
0.0174 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0514, transaction cost = 0.000051 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.219,
"BTC-USD": 0.2948,
"SGOV": 0.3012,
"HYG": 0.185
},
"target_weights": {
"VTI": 0.25,
"BTC-USD": 0.25,
"SGOV": 0.25,
"HYG": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.051401999999999996,
"transaction_cost": 0.000051,
"threshold"... |
T6_all_20220801_0719 | T6 | 3 | train | sideways | all | [
"XLI",
"ADA-USD",
"SLV",
"TLT"
] | 2022-08-01T00:00:00 | Max weight deviation: 0.0224, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2301, target=0.2500
ADA-USD: current=0.2627, target=0.2500
SLV: current=0.2724, target=0.2500
TLT: current=0.2349, 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: 0.0224.
Rebalancing threshold: 0.0500.
0.0224 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0701, transaction cost = 0.000070 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2301,
"ADA-USD": 0.2627,
"SLV": 0.27240000000000003,
"TLT": 0.2349
},
"target_weights": {
"XLI": 0.25,
"ADA-USD": 0.25,
"SLV": 0.25,
"TLT": 0.25
},
"max_deviation": 0.0224,
"total_turnover": 0.070093,
"transaction_cost": 0.0000700000000000000... |
T6_all_20160906_0720 | T6 | 3 | train | sideways | all | [
"XLY",
"BTC-USD",
"HAUZ",
"VCIT"
] | 2016-09-06T00:00:00 | Max weight deviation: 0.0181, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2464, target=0.2500
BTC-USD: current=0.3150, target=0.2500
HAUZ: current=0.2073, target=0.2500
VCIT: current=0.2313, 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 BTC-USD | 1 | Maximum absolute deviation: 0.0181.
Rebalancing threshold: 0.0500.
0.0181 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0362, transaction cost = 0.000036 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2464,
"BTC-USD": 0.315,
"HAUZ": 0.2073,
"VCIT": 0.2313
},
"target_weights": {
"XLY": 0.25,
"BTC-USD": 0.25,
"HAUZ": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.036213999999999996,
"transaction_cost": 0.000036,
"thresho... |
T6_all_20221108_0721 | T6 | 3 | train | sideways | all | [
"XLRE",
"MATIC-USD",
"CSHI",
"STIP"
] | 2022-11-08T00:00:00 | Max weight deviation: 0.0311, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2811, target=0.2500
MATIC-USD: current=0.2292, target=0.2500
CSHI: current=0.2657, target=0.2500
STIP: current=0.2240, 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: 0.0311.
Rebalancing threshold: 0.0500.
0.0311 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0935, transaction cost = 0.000094 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.2811,
"MATIC-USD": 0.22920000000000001,
"CSHI": 0.2657,
"STIP": 0.224
},
"target_weights": {
"XLRE": 0.25,
"MATIC-USD": 0.25,
"CSHI": 0.25,
"STIP": 0.25
},
"max_deviation": 0.031100000000000003,
"total_turnover": 0.093543,
"transaction_cost"... |
T6_all_20211126_0722 | T6 | 3 | train | sideways | all | [
"FXI",
"ADA-USD",
"VNQ",
"USO"
] | 2021-11-26T00:00:00 | Max weight deviation: 0.0290, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.1850, target=0.2500
ADA-USD: current=0.2675, target=0.2500
VNQ: current=0.2406, target=0.2500
USO: current=0.3068, 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 FXI | 1 | Maximum absolute deviation: 0.0290.
Rebalancing threshold: 0.0500.
0.0290 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0662, transaction cost = 0.000066 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.185,
"ADA-USD": 0.2675,
"VNQ": 0.2406,
"USO": 0.3068
},
"target_weights": {
"FXI": 0.25,
"ADA-USD": 0.25,
"VNQ": 0.25,
"USO": 0.25
},
"max_deviation": 0.064959,
"total_turnover": 0.06623799999999999,
"transaction_cost": 0.00006599999999999999... |
T6_all_20211105_0723 | T6 | 3 | train | sideways | all | [
"QUAL",
"BTC-USD",
"SCHP",
"ITB"
] | 2021-11-05T00:00:00 | Max weight deviation: 0.0120, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2560, target=0.2500
BTC-USD: current=0.2546, target=0.2500
SCHP: current=0.2380, target=0.2500
ITB: current=0.2515, 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: 0.0120.
Rebalancing threshold: 0.0500.
0.0120 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0241, transaction cost = 0.000024 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.256,
"BTC-USD": 0.2546,
"SCHP": 0.23800000000000002,
"ITB": 0.2515
},
"target_weights": {
"QUAL": 0.25,
"BTC-USD": 0.25,
"SCHP": 0.25,
"ITB": 0.25
},
"max_deviation": 0.012,
"total_turnover": 0.02408,
"transaction_cost": 0.000024,
"thresho... |
T6_all_20210415_0724 | T6 | 3 | train | sideways | all | [
"ACWI",
"ETH-USD",
"JNK",
"PPLT"
] | 2021-04-15T00:00:00 | Max weight deviation: 0.0177, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2518, target=0.2500
ETH-USD: current=0.2320, target=0.2500
JNK: current=0.2012, target=0.2500
PPLT: 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 PPLT | 1 | Maximum absolute deviation: 0.0177.
Rebalancing threshold: 0.0500.
0.0177 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0364, transaction cost = 0.000036 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2518,
"ETH-USD": 0.232,
"JNK": 0.20120000000000002,
"PPLT": 0.315
},
"target_weights": {
"ACWI": 0.25,
"ETH-USD": 0.25,
"JNK": 0.25,
"PPLT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.036396,
"transaction_cost": 0.000036,
"thresho... |
T6_all_20200921_0725 | T6 | 3 | train | sideways | all | [
"VTI",
"MATIC-USD",
"SGOV",
"VCIT"
] | 2020-09-21T00:00:00 | Max weight deviation: 0.0234, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VTI: current=0.2734, target=0.2500
MATIC-USD: current=0.2352, target=0.2500
SGOV: current=0.2507, target=0.2500
VCIT: current=0.2407, 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: 0.0234.
Rebalancing threshold: 0.0500.
0.0234 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0482, transaction cost = 0.000048 (negligible vs. drift). | {
"current_weights": {
"VTI": 0.27340000000000003,
"MATIC-USD": 0.23520000000000002,
"SGOV": 0.25070000000000003,
"VCIT": 0.24070000000000003
},
"target_weights": {
"VTI": 0.25,
"MATIC-USD": 0.25,
"SGOV": 0.25,
"VCIT": 0.25
},
"max_deviation": 0.0234,
"total_turnover": 0.0481... |
T6_all_20220831_0726 | T6 | 3 | train | sideways | all | [
"IWM",
"BTC-USD",
"GLD",
"SCHH"
] | 2022-08-31T00:00:00 | Max weight deviation: 0.0512, threshold: 0.05. Decision: yes (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.3012, target=0.2500
BTC-USD: current=0.2268, target=0.2500
GLD: current=0.2348, target=0.2500
SCHH: current=0.2373, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; sell 0.0512 of IWM | 1 | Maximum absolute deviation: 0.0512.
Rebalancing threshold: 0.0500.
0.0512 > 0.0500 → decision: 'yes'.
If rebalanced: total turnover = 0.1023, transaction cost = 0.000102 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.3012,
"BTC-USD": 0.2268,
"GLD": 0.2348,
"SCHH": 0.2373
},
"target_weights": {
"IWM": 0.25,
"BTC-USD": 0.25,
"GLD": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.0512,
"total_turnover": 0.102334,
"transaction_cost": 0.000102,
"threshold": 0.05,
... |
T6_all_20211014_0727 | T6 | 3 | train | sideways | all | [
"QQQ",
"ETH-USD",
"SOYB",
"SHY"
] | 2021-10-14T00:00:00 | Max weight deviation: 0.0313, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2556, target=0.2500
ETH-USD: current=0.2435, target=0.2500
SOYB: current=0.2813, target=0.2500
SHY: current=0.2197, 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: 0.0313.
Rebalancing threshold: 0.0500.
0.0313 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0737, transaction cost = 0.000074 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2556,
"ETH-USD": 0.24350000000000002,
"SOYB": 0.2813,
"SHY": 0.2197
},
"target_weights": {
"QQQ": 0.25,
"ETH-USD": 0.25,
"SOYB": 0.25,
"SHY": 0.25
},
"max_deviation": 0.0313,
"total_turnover": 0.073657,
"transaction_cost": 0.000074,
"thresh... |
T6_all_20180326_0728 | T6 | 3 | train | sideways | all | [
"QUAL",
"ETH-USD",
"BNDX",
"VNQI"
] | 2018-03-26T00:00:00 | Max weight deviation: 0.0263, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2179, target=0.2500
ETH-USD: current=0.2339, target=0.2500
BNDX: current=0.3150, target=0.2500
VNQI: current=0.2332, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0650 of BNDX | 1 | Maximum absolute deviation: 0.0263.
Rebalancing threshold: 0.0500.
0.0263 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0527, transaction cost = 0.000053 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2179,
"ETH-USD": 0.23390000000000002,
"BNDX": 0.315,
"VNQI": 0.23320000000000002
},
"target_weights": {
"QUAL": 0.25,
"ETH-USD": 0.25,
"BNDX": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.052659,
"transaction_cost": 0.00... |
T6_all_20180522_0729 | T6 | 3 | train | sideways | all | [
"XLE",
"BTC-USD",
"PALL",
"IEF"
] | 2018-05-22T00:00:00 | Max weight deviation: 0.0261, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2693, target=0.2500
BTC-USD: current=0.2492, target=0.2500
PALL: current=0.2576, target=0.2500
IEF: current=0.2239, 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: 0.0261.
Rebalancing threshold: 0.0500.
0.0261 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0538, transaction cost = 0.000054 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.26930000000000004,
"BTC-USD": 0.2492,
"PALL": 0.2576,
"IEF": 0.22390000000000002
},
"target_weights": {
"XLE": 0.25,
"BTC-USD": 0.25,
"PALL": 0.25,
"IEF": 0.25
},
"max_deviation": 0.0261,
"total_turnover": 0.053843999999999996,
"transaction_c... |
T6_all_20200305_0730 | T6 | 3 | train | sideways | all | [
"VLUE",
"MATIC-USD",
"VCIT",
"REZ"
] | 2020-03-05T00:00:00 | Max weight deviation: 0.0266, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2857, target=0.2500
MATIC-USD: current=0.2309, target=0.2500
VCIT: current=0.2984, target=0.2500
REZ: current=0.1850, 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 REZ | 1 | Maximum absolute deviation: 0.0266.
Rebalancing threshold: 0.0500.
0.0266 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0688, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2857,
"MATIC-USD": 0.23090000000000002,
"VCIT": 0.2984,
"REZ": 0.185
},
"target_weights": {
"VLUE": 0.25,
"MATIC-USD": 0.25,
"VCIT": 0.25,
"REZ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.06879,
"transaction_cost": 0.000069,
"thr... |
T6_all_20211001_0731 | T6 | 3 | train | sideways | all | [
"EFA",
"LINK-USD",
"ICSH",
"ITB"
] | 2021-10-01T00:00:00 | Max weight deviation: 0.0263, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2332, target=0.2500
LINK-USD: current=0.2344, target=0.2500
ICSH: current=0.2561, target=0.2500
ITB: current=0.2763, 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: 0.0263.
Rebalancing threshold: 0.0500.
0.0263 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0649, transaction cost = 0.000065 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.23320000000000002,
"LINK-USD": 0.23440000000000003,
"ICSH": 0.2561,
"ITB": 0.2763
},
"target_weights": {
"EFA": 0.25,
"LINK-USD": 0.25,
"ICSH": 0.25,
"ITB": 0.25
},
"max_deviation": 0.0263,
"total_turnover": 0.064927,
"transaction_cost": 0.00... |
T6_all_20190509_0732 | T6 | 3 | train | sideways | all | [
"EFA",
"XRP-USD",
"BIL",
"DBC"
] | 2019-05-09T00:00:00 | Max weight deviation: 0.0120, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2993, target=0.2500
XRP-USD: current=0.2300, target=0.2500
BIL: current=0.1850, target=0.2500
DBC: current=0.2858, 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 BIL | 1 | Maximum absolute deviation: 0.0120.
Rebalancing threshold: 0.0500.
0.0120 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0314, transaction cost = 0.000031 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2993,
"XRP-USD": 0.23,
"BIL": 0.185,
"DBC": 0.2858
},
"target_weights": {
"EFA": 0.25,
"XRP-USD": 0.25,
"BIL": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.031404,
"transaction_cost": 0.000031,
"threshold": 0.05,
"shou... |
T6_all_20190124_0733 | T6 | 3 | train | sideways | all | [
"XLB",
"ADA-USD",
"MORT",
"ICSH"
] | 2019-01-24T00:00:00 | Max weight deviation: 0.0501, threshold: 0.05. Decision: yes (rebalance). | Portfolio holdings (current vs. target weights):
XLB: current=0.2543, target=0.2500
ADA-USD: current=0.2648, target=0.2500
MORT: current=0.2200, target=0.2500
ICSH: current=0.2609, 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: 0.0501.
Rebalancing threshold: 0.0500.
0.0501 > 0.0500 → decision: 'yes'.
If rebalanced: total turnover = 0.1001, transaction cost = 0.000100 (negligible vs. drift). | {
"current_weights": {
"XLB": 0.2543,
"ADA-USD": 0.26480000000000004,
"MORT": 0.22,
"ICSH": 0.2609
},
"target_weights": {
"XLB": 0.25,
"ADA-USD": 0.25,
"MORT": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.03,
"total_turnover": 0.10011199999999999,
"transaction_cost": 0.0001,
... |
T6_all_20200410_0734 | T6 | 3 | train | sideways | all | [
"XLV",
"ADA-USD",
"TLT",
"REZ"
] | 2020-04-10T00:00:00 | Max weight deviation: 0.0164, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLV: current=0.2405, target=0.2500
ADA-USD: current=0.1850, target=0.2500
TLT: current=0.2789, target=0.2500
REZ: current=0.2956, 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 ADA-USD | 1 | Maximum absolute deviation: 0.0164.
Rebalancing threshold: 0.0500.
0.0164 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0377, transaction cost = 0.000038 (negligible vs. drift). | {
"current_weights": {
"XLV": 0.24050000000000002,
"ADA-USD": 0.185,
"TLT": 0.27890000000000004,
"REZ": 0.29560000000000003
},
"target_weights": {
"XLV": 0.25,
"ADA-USD": 0.25,
"TLT": 0.25,
"REZ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.037700000000000004,
"tran... |
T6_all_20200602_0735 | T6 | 3 | train | sideways | all | [
"QQQ",
"ETH-USD",
"IGOV",
"PDBC"
] | 2020-06-02T00:00:00 | Max weight deviation: 0.0396, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QQQ: current=0.2384, target=0.2500
ETH-USD: current=0.2104, target=0.2500
IGOV: current=0.2814, target=0.2500
PDBC: current=0.2699, 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: 0.0396.
Rebalancing threshold: 0.0500.
0.0396 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1025, transaction cost = 0.000102 (negligible vs. drift). | {
"current_weights": {
"QQQ": 0.2384,
"ETH-USD": 0.2104,
"IGOV": 0.28140000000000004,
"PDBC": 0.26990000000000003
},
"target_weights": {
"QQQ": 0.25,
"ETH-USD": 0.25,
"IGOV": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.0396,
"total_turnover": 0.102479,
"transaction_cost": 0.00... |
T6_all_20200924_0736 | T6 | 3 | train | sideways | all | [
"XLU",
"LINK-USD",
"VNQI",
"SOYB"
] | 2020-09-24T00:00:00 | Max weight deviation: 0.0105, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLU: current=0.2171, target=0.2500
LINK-USD: current=0.3105, target=0.2500
VNQI: current=0.2876, target=0.2500
SOYB: current=0.1849, 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 SOYB | 1 | Maximum absolute deviation: 0.0105.
Rebalancing threshold: 0.0500.
0.0105 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0317, transaction cost = 0.000032 (negligible vs. drift). | {
"current_weights": {
"XLU": 0.21710000000000002,
"LINK-USD": 0.3105,
"VNQI": 0.2876,
"SOYB": 0.1849
},
"target_weights": {
"XLU": 0.25,
"LINK-USD": 0.25,
"VNQI": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.06511399999999999,
"total_turnover": 0.031696,
"transaction_cost": 0.... |
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