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_20190308_0737 | T6 | 3 | train | sideways | all | [
"XLF",
"ADA-USD",
"EMB",
"HAUZ"
] | 2019-03-08T00:00:00 | Max weight deviation: 0.0059, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2559, target=0.2500
ADA-USD: current=0.2536, target=0.2500
EMB: current=0.2446, target=0.2500
HAUZ: current=0.2459, 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: 0.0059.
Rebalancing threshold: 0.0500.
0.0059 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0190, transaction cost = 0.000019 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2559,
"ADA-USD": 0.2536,
"EMB": 0.2446,
"HAUZ": 0.2459
},
"target_weights": {
"XLF": 0.25,
"ADA-USD": 0.25,
"EMB": 0.25,
"HAUZ": 0.25
},
"max_deviation": 0.0059,
"total_turnover": 0.018994999999999998,
"transaction_cost": 0.000018999999999999... |
T6_all_20181026_0738 | T6 | 3 | train | sideways | all | [
"VLUE",
"BNB-USD",
"ICSH",
"TLH"
] | 2018-10-26T00:00:00 | Max weight deviation: 0.0144, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2837, target=0.2500
BNB-USD: current=0.2404, target=0.2500
ICSH: current=0.2909, target=0.2500
TLH: current=0.1849, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portf... | yes; buy 0.0651 of TLH | 1 | Maximum absolute deviation: 0.0144.
Rebalancing threshold: 0.0500.
0.0144 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0331, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2837,
"BNB-USD": 0.2404,
"ICSH": 0.2909,
"TLH": 0.1849
},
"target_weights": {
"VLUE": 0.25,
"BNB-USD": 0.25,
"ICSH": 0.25,
"TLH": 0.25
},
"max_deviation": 0.065083,
"total_turnover": 0.03313,
"transaction_cost": 0.000032999999999999996,
"t... |
T6_all_20211125_0739 | T6 | 3 | train | sideways | all | [
"IWM",
"MATIC-USD",
"BIL",
"TLH"
] | 2021-11-25T00:00:00 | Max weight deviation: 0.0239, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2322, target=0.2500
MATIC-USD: current=0.2591, target=0.2500
BIL: current=0.2739, target=0.2500
TLH: current=0.2348, 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: 0.0239.
Rebalancing threshold: 0.0500.
0.0239 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0659, transaction cost = 0.000066 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.23220000000000002,
"MATIC-USD": 0.2591,
"BIL": 0.27390000000000003,
"TLH": 0.2348
},
"target_weights": {
"IWM": 0.25,
"MATIC-USD": 0.25,
"BIL": 0.25,
"TLH": 0.25
},
"max_deviation": 0.0239,
"total_turnover": 0.065866,
"transaction_cost": 0.00... |
T6_all_20190916_0740 | T6 | 3 | train | sideways | all | [
"MTUM",
"LINK-USD",
"SHY",
"REZ"
] | 2019-09-16T00:00:00 | Max weight deviation: 0.0306, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2109, target=0.2500
LINK-USD: current=0.2262, target=0.2500
SHY: current=0.2479, target=0.2500
REZ: 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 REZ | 1 | Maximum absolute deviation: 0.0306.
Rebalancing threshold: 0.0500.
0.0306 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0612, transaction cost = 0.000061 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.2109,
"LINK-USD": 0.2262,
"SHY": 0.2479,
"REZ": 0.315
},
"target_weights": {
"MTUM": 0.25,
"LINK-USD": 0.25,
"SHY": 0.25,
"REZ": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.061211999999999996,
"transaction_cost": 0.000061,
"thresho... |
T6_all_20200108_0741 | T6 | 3 | train | sideways | all | [
"EEM",
"BNB-USD",
"REZ",
"IEF"
] | 2020-01-08T00:00:00 | Max weight deviation: 0.0332, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2168, target=0.2500
BNB-USD: current=0.2696, target=0.2500
REZ: current=0.2615, target=0.2500
IEF: current=0.2520, 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: 0.0332.
Rebalancing threshold: 0.0500.
0.0332 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0664, transaction cost = 0.000066 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.21680000000000002,
"BNB-USD": 0.2696,
"REZ": 0.2615,
"IEF": 0.252
},
"target_weights": {
"EEM": 0.25,
"BNB-USD": 0.25,
"REZ": 0.25,
"IEF": 0.25
},
"max_deviation": 0.0332,
"total_turnover": 0.06636399999999999,
"transaction_cost": 0.000065999... |
T6_all_20201225_0742 | T6 | 3 | train | sideways | all | [
"IVV",
"MATIC-USD",
"ICSH",
"VNQI"
] | 2020-12-25T00:00:00 | Max weight deviation: 0.0413, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2251, target=0.2500
MATIC-USD: current=0.3150, target=0.2500
ICSH: current=0.2395, target=0.2500
VNQI: current=0.2204, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | yes; sell 0.0650 of MATIC-USD | 1 | Maximum absolute deviation: 0.0413.
Rebalancing threshold: 0.0500.
0.0413 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0826, transaction cost = 0.000083 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.22510000000000002,
"MATIC-USD": 0.315,
"ICSH": 0.23950000000000002,
"VNQI": 0.2204
},
"target_weights": {
"IVV": 0.25,
"MATIC-USD": 0.25,
"ICSH": 0.25,
"VNQI": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.082553,
"transaction_cost": 0.... |
T6_all_20200902_0743 | T6 | 3 | train | sideways | all | [
"VEA",
"BTC-USD",
"VNQI",
"SGOV"
] | 2020-09-02T00:00:00 | Max weight deviation: 0.0015, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2489, target=0.2500
BTC-USD: current=0.2515, target=0.2500
VNQI: current=0.2501, target=0.2500
SGOV: current=0.2495, 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: 0.0015.
Rebalancing threshold: 0.0500.
0.0015 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0032, transaction cost = 0.000003 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.2489,
"BTC-USD": 0.2515,
"VNQI": 0.2501,
"SGOV": 0.2495
},
"target_weights": {
"VEA": 0.25,
"BTC-USD": 0.25,
"VNQI": 0.25,
"SGOV": 0.25
},
"max_deviation": 0.0015,
"total_turnover": 0.003183,
"transaction_cost": 0.000003,
"threshold": 0.05,... |
T6_all_20170424_0744 | T6 | 3 | train | sideways | all | [
"VLUE",
"BTC-USD",
"VCIT",
"PDBC"
] | 2017-04-24T00:00:00 | Max weight deviation: 0.0288, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.1850, target=0.2500
BTC-USD: current=0.2572, target=0.2500
VCIT: current=0.2455, target=0.2500
PDBC: current=0.3123, 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 VLUE | 1 | Maximum absolute deviation: 0.0288.
Rebalancing threshold: 0.0500.
0.0288 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0616, transaction cost = 0.000062 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.185,
"BTC-USD": 0.25720000000000004,
"VCIT": 0.24550000000000002,
"PDBC": 0.3123
},
"target_weights": {
"VLUE": 0.25,
"BTC-USD": 0.25,
"VCIT": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.061557,
"transaction_cost": 0.00... |
T6_all_20200114_0745 | T6 | 3 | train | sideways | all | [
"IVV",
"LINK-USD",
"SCHP",
"ICSH"
] | 2020-01-14T00:00:00 | Max weight deviation: 0.0379, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2707, target=0.2500
LINK-USD: current=0.2121, target=0.2500
SCHP: current=0.2697, target=0.2500
ICSH: current=0.2475, 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 = 0.0808, transaction cost = 0.000081 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2707,
"LINK-USD": 0.2121,
"SCHP": 0.2697,
"ICSH": 0.24750000000000003
},
"target_weights": {
"IVV": 0.25,
"LINK-USD": 0.25,
"SCHP": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.0379,
"total_turnover": 0.080764,
"transaction_cost": 0.0000809999999... |
T6_all_20201124_0746 | T6 | 3 | train | sideways | all | [
"VEA",
"ETH-USD",
"VNQ",
"ICSH"
] | 2020-11-24T00:00:00 | Max weight deviation: 0.0319, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2869, target=0.2500
ETH-USD: current=0.2614, target=0.2500
VNQ: current=0.1850, target=0.2500
ICSH: current=0.2667, 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 VNQ | 1 | Maximum absolute deviation: 0.0319.
Rebalancing threshold: 0.0500.
0.0319 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0638, transaction cost = 0.000064 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.2869,
"ETH-USD": 0.2614,
"VNQ": 0.185,
"ICSH": 0.2667
},
"target_weights": {
"VEA": 0.25,
"ETH-USD": 0.25,
"VNQ": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.063804,
"transaction_cost": 0.000064,
"threshold": 0.05,
"... |
T6_all_20220527_0747 | T6 | 3 | train | sideways | all | [
"XLI",
"LINK-USD",
"SGOV",
"HYG"
] | 2022-05-27T00:00:00 | Max weight deviation: 0.0089, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLI: current=0.2444, target=0.2500
LINK-USD: current=0.2427, target=0.2500
SGOV: current=0.2589, target=0.2500
HYG: current=0.2541, 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: 0.0089.
Rebalancing threshold: 0.0500.
0.0089 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0260, transaction cost = 0.000026 (negligible vs. drift). | {
"current_weights": {
"XLI": 0.2444,
"LINK-USD": 0.2427,
"SGOV": 0.2589,
"HYG": 0.2541
},
"target_weights": {
"XLI": 0.25,
"LINK-USD": 0.25,
"SGOV": 0.25,
"HYG": 0.25
},
"max_deviation": 0.0089,
"total_turnover": 0.025955,
"transaction_cost": 0.000026,
"threshold": 0.05,... |
T6_all_20190909_0748 | T6 | 3 | train | sideways | all | [
"XLE",
"BNB-USD",
"BNO",
"JNK"
] | 2019-09-09T00:00:00 | Max weight deviation: 0.0255, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.3123, target=0.2500
BNB-USD: current=0.2274, target=0.2500
BNO: current=0.2753, target=0.2500
JNK: 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 JNK | 1 | Maximum absolute deviation: 0.0255.
Rebalancing threshold: 0.0500.
0.0255 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0687, transaction cost = 0.000069 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.3123,
"BNB-USD": 0.22740000000000002,
"BNO": 0.2753,
"JNK": 0.185
},
"target_weights": {
"XLE": 0.25,
"BNB-USD": 0.25,
"BNO": 0.25,
"JNK": 0.25
},
"max_deviation": 0.064953,
"total_turnover": 0.068711,
"transaction_cost": 0.000069,
"thresho... |
T6_all_20210323_0749 | T6 | 3 | train | sideways | all | [
"XLY",
"AVAX-USD",
"SGOV",
"LQD"
] | 2021-03-23T00:00:00 | Max weight deviation: 0.0101, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLY: current=0.2399, target=0.2500
AVAX-USD: current=0.2562, target=0.2500
SGOV: current=0.2476, target=0.2500
LQD: current=0.2562, 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: 0.0101.
Rebalancing threshold: 0.0500.
0.0101 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0249, transaction cost = 0.000025 (negligible vs. drift). | {
"current_weights": {
"XLY": 0.2399,
"AVAX-USD": 0.25620000000000004,
"SGOV": 0.24760000000000001,
"LQD": 0.25620000000000004
},
"target_weights": {
"XLY": 0.25,
"AVAX-USD": 0.25,
"SGOV": 0.25,
"LQD": 0.25
},
"max_deviation": 0.010100000000000001,
"total_turnover": 0.0248819... |
T6_all_20171106_0750 | T6 | 3 | train | sideways | all | [
"XLF",
"BTC-USD",
"BIL",
"REZ"
] | 2017-11-06T00:00:00 | Max weight deviation: 0.0212, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.3151, target=0.2500
BTC-USD: current=0.2439, target=0.2500
BIL: current=0.2117, target=0.2500
REZ: current=0.2292, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfol... | yes; sell 0.0651 of XLF | 1 | Maximum absolute deviation: 0.0212.
Rebalancing threshold: 0.0500.
0.0212 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0425, transaction cost = 0.000042 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.3151,
"BTC-USD": 0.2439,
"BIL": 0.2117,
"REZ": 0.22920000000000001
},
"target_weights": {
"XLF": 0.25,
"BTC-USD": 0.25,
"BIL": 0.25,
"REZ": 0.25
},
"max_deviation": 0.065097,
"total_turnover": 0.042492999999999996,
"transaction_cost": 0.00004... |
T6_all_20220119_0751 | T6 | 3 | train | sideways | all | [
"EEM",
"LINK-USD",
"ICSH",
"SOYB"
] | 2022-01-19T00:00:00 | Max weight deviation: 0.0225, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EEM: current=0.2415, target=0.2500
LINK-USD: current=0.2383, target=0.2500
ICSH: current=0.2725, target=0.2500
SOYB: current=0.2477, 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: 0.0225.
Rebalancing threshold: 0.0500.
0.0225 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0450, transaction cost = 0.000045 (negligible vs. drift). | {
"current_weights": {
"EEM": 0.24150000000000002,
"LINK-USD": 0.2383,
"ICSH": 0.2725,
"SOYB": 0.2477
},
"target_weights": {
"EEM": 0.25,
"LINK-USD": 0.25,
"ICSH": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.022500000000000003,
"total_turnover": 0.044989,
"transaction_cost": 0... |
T6_all_20180515_0752 | T6 | 3 | train | sideways | all | [
"MTUM",
"ETH-USD",
"SHY",
"DBC"
] | 2018-05-15T00:00:00 | Max weight deviation: 0.0298, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
MTUM: current=0.2720, target=0.2500
ETH-USD: current=0.2871, target=0.2500
SHY: current=0.1850, target=0.2500
DBC: current=0.2559, 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 SHY | 1 | Maximum absolute deviation: 0.0298.
Rebalancing threshold: 0.0500.
0.0298 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0595, transaction cost = 0.000060 (negligible vs. drift). | {
"current_weights": {
"MTUM": 0.272,
"ETH-USD": 0.2871,
"SHY": 0.185,
"DBC": 0.2559
},
"target_weights": {
"MTUM": 0.25,
"ETH-USD": 0.25,
"SHY": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.059518999999999996,
"transaction_cost": 0.00006000000000000001,... |
T6_all_20190327_0753 | T6 | 3 | train | sideways | all | [
"XLRE",
"LINK-USD",
"SCHH",
"BIL"
] | 2019-03-27T00:00:00 | Max weight deviation: 0.0170, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2416, target=0.2500
LINK-USD: current=0.2670, target=0.2500
SCHH: current=0.2437, target=0.2500
BIL: current=0.2477, 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: 0.0170.
Rebalancing threshold: 0.0500.
0.0170 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0341, transaction cost = 0.000034 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.2416,
"LINK-USD": 0.267,
"SCHH": 0.2437,
"BIL": 0.2477
},
"target_weights": {
"XLRE": 0.25,
"LINK-USD": 0.25,
"SCHH": 0.25,
"BIL": 0.25
},
"max_deviation": 0.017,
"total_turnover": 0.034082999999999995,
"transaction_cost": 0.000034,
"thres... |
T6_all_20190530_0754 | T6 | 3 | train | sideways | all | [
"ACWI",
"ADA-USD",
"STIP",
"SOYB"
] | 2019-05-30T00:00:00 | Max weight deviation: 0.0220, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2867, target=0.2500
ADA-USD: current=0.2743, target=0.2500
STIP: current=0.2539, target=0.2500
SOYB: current=0.1851, 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 SOYB | 1 | Maximum absolute deviation: 0.0220.
Rebalancing threshold: 0.0500.
0.0220 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0440, transaction cost = 0.000044 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2867,
"ADA-USD": 0.2743,
"STIP": 0.2539,
"SOYB": 0.18510000000000001
},
"target_weights": {
"ACWI": 0.25,
"ADA-USD": 0.25,
"STIP": 0.25,
"SOYB": 0.25
},
"max_deviation": 0.064945,
"total_turnover": 0.043970999999999996,
"transaction_cost": 0... |
T6_all_20220308_0755 | T6 | 3 | train | sideways | all | [
"IVV",
"ADA-USD",
"DBA",
"ITB"
] | 2022-03-08T00:00:00 | Max weight deviation: 0.0243, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2257, target=0.2500
ADA-USD: current=0.2537, target=0.2500
DBA: current=0.2625, target=0.2500
ITB: current=0.2581, 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: 0.0243.
Rebalancing threshold: 0.0500.
0.0243 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0485, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2257,
"ADA-USD": 0.25370000000000004,
"DBA": 0.2625,
"ITB": 0.2581
},
"target_weights": {
"IVV": 0.25,
"ADA-USD": 0.25,
"DBA": 0.25,
"ITB": 0.25
},
"max_deviation": 0.024300000000000002,
"total_turnover": 0.048523,
"transaction_cost": 0.00004... |
T6_all_20181204_0756 | T6 | 3 | train | sideways | all | [
"EFA",
"LINK-USD",
"VNQI",
"ICSH"
] | 2018-12-04T00:00:00 | Max weight deviation: 0.0088, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
EFA: current=0.2685, target=0.2500
LINK-USD: current=0.2611, target=0.2500
VNQI: current=0.2855, target=0.2500
ICSH: 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 ICSH | 1 | Maximum absolute deviation: 0.0088.
Rebalancing threshold: 0.0500.
0.0088 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0175, transaction cost = 0.000018 (negligible vs. drift). | {
"current_weights": {
"EFA": 0.2685,
"LINK-USD": 0.2611,
"VNQI": 0.28550000000000003,
"ICSH": 0.185
},
"target_weights": {
"EFA": 0.25,
"LINK-USD": 0.25,
"VNQI": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.017509,
"transaction_cost": 0.000018,
"thre... |
T6_all_20220304_0757 | T6 | 3 | train | sideways | all | [
"ACWI",
"DOT-USD",
"TLT",
"IYR"
] | 2022-03-04T00:00:00 | Max weight deviation: 0.0162, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
ACWI: current=0.2338, target=0.2500
DOT-USD: current=0.2557, target=0.2500
TLT: current=0.2504, target=0.2500
IYR: current=0.2601, 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: 0.0162.
Rebalancing threshold: 0.0500.
0.0162 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0325, transaction cost = 0.000032 (negligible vs. drift). | {
"current_weights": {
"ACWI": 0.2338,
"DOT-USD": 0.25570000000000004,
"TLT": 0.2504,
"IYR": 0.2601
},
"target_weights": {
"ACWI": 0.25,
"DOT-USD": 0.25,
"TLT": 0.25,
"IYR": 0.25
},
"max_deviation": 0.0162,
"total_turnover": 0.032472,
"transaction_cost": 0.000032,
"thresh... |
T6_all_20150710_0758 | T6 | 3 | train | sideways | all | [
"XLV",
"BTC-USD",
"UNG",
"HYG"
] | 2015-07-10T00:00:00 | Max weight deviation: 0.0062, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLV: current=0.2123, target=0.2500
BTC-USD: current=0.3098, target=0.2500
UNG: current=0.1850, target=0.2500
HYG: current=0.2930, 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 UNG | 1 | Maximum absolute deviation: 0.0062.
Rebalancing threshold: 0.0500.
0.0062 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0196, transaction cost = 0.000020 (negligible vs. drift). | {
"current_weights": {
"XLV": 0.21230000000000002,
"BTC-USD": 0.3098,
"UNG": 0.185,
"HYG": 0.293
},
"target_weights": {
"XLV": 0.25,
"BTC-USD": 0.25,
"UNG": 0.25,
"HYG": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.019603,
"transaction_cost": 0.00002,
"threshold": ... |
T6_all_20150611_0759 | T6 | 3 | train | sideways | all | [
"VEA",
"BTC-USD",
"ICSH",
"IGOV"
] | 2015-06-11T00:00:00 | Max weight deviation: 0.0373, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VEA: current=0.2552, target=0.2500
BTC-USD: current=0.2737, target=0.2500
ICSH: current=0.2584, target=0.2500
IGOV: current=0.2127, 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: 0.0373.
Rebalancing threshold: 0.0500.
0.0373 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0746, transaction cost = 0.000075 (negligible vs. drift). | {
"current_weights": {
"VEA": 0.25520000000000004,
"BTC-USD": 0.2737,
"ICSH": 0.2584,
"IGOV": 0.2127
},
"target_weights": {
"VEA": 0.25,
"BTC-USD": 0.25,
"ICSH": 0.25,
"IGOV": 0.25
},
"max_deviation": 0.0373,
"total_turnover": 0.074642,
"transaction_cost": 0.000075,
"thre... |
T6_all_20210816_0760 | T6 | 3 | train | sideways | all | [
"VLUE",
"BNB-USD",
"DBA",
"MORT"
] | 2021-08-16T00:00:00 | Max weight deviation: 0.0318, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2606, target=0.2500
BNB-USD: current=0.2770, target=0.2500
DBA: current=0.1850, target=0.2500
MORT: current=0.2774, 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 DBA | 1 | Maximum absolute deviation: 0.0318.
Rebalancing threshold: 0.0500.
0.0318 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0636, transaction cost = 0.000064 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2606,
"BNB-USD": 0.277,
"DBA": 0.185,
"MORT": 0.27740000000000004
},
"target_weights": {
"VLUE": 0.25,
"BNB-USD": 0.25,
"DBA": 0.25,
"MORT": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.063585,
"transaction_cost": 0.000064,
"thresho... |
T6_all_20200528_0761 | T6 | 3 | train | sideways | all | [
"FXI",
"ADA-USD",
"SHV",
"ICSH"
] | 2020-05-28T00:00:00 | Max weight deviation: 0.0202, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
FXI: current=0.2551, target=0.2500
ADA-USD: current=0.2696, target=0.2500
SHV: current=0.2455, target=0.2500
ICSH: current=0.2298, 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: 0.0202.
Rebalancing threshold: 0.0500.
0.0202 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0494, transaction cost = 0.000049 (negligible vs. drift). | {
"current_weights": {
"FXI": 0.2551,
"ADA-USD": 0.2696,
"SHV": 0.24550000000000002,
"ICSH": 0.2298
},
"target_weights": {
"FXI": 0.25,
"ADA-USD": 0.25,
"SHV": 0.25,
"ICSH": 0.25
},
"max_deviation": 0.020200000000000003,
"total_turnover": 0.049422999999999995,
"transaction_... |
T6_all_20200110_0762 | T6 | 3 | train | sideways | all | [
"XLRE",
"LINK-USD",
"IYR",
"STIP"
] | 2020-01-10T00:00:00 | Max weight deviation: 0.0302, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.1850, target=0.2500
LINK-USD: current=0.2002, target=0.2500
IYR: current=0.3052, target=0.2500
STIP: current=0.3096, 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 XLRE | 1 | Maximum absolute deviation: 0.0302.
Rebalancing threshold: 0.0500.
0.0302 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1066, transaction cost = 0.000107 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.185,
"LINK-USD": 0.20020000000000002,
"IYR": 0.3052,
"STIP": 0.30960000000000004
},
"target_weights": {
"XLRE": 0.25,
"LINK-USD": 0.25,
"IYR": 0.25,
"STIP": 0.25
},
"max_deviation": 0.06504,
"total_turnover": 0.106615,
"transaction_cost": 0.... |
T6_all_20220408_0763 | T6 | 3 | train | sideways | all | [
"IVV",
"BNB-USD",
"TLH",
"SLV"
] | 2022-04-08T00:00:00 | Max weight deviation: 0.0445, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2945, target=0.2500
BNB-USD: current=0.2391, target=0.2500
TLH: current=0.2293, target=0.2500
SLV: current=0.2371, 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: 0.0445.
Rebalancing threshold: 0.0500.
0.0445 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0891, transaction cost = 0.000089 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.29450000000000004,
"BNB-USD": 0.2391,
"TLH": 0.2293,
"SLV": 0.2371
},
"target_weights": {
"IVV": 0.25,
"BNB-USD": 0.25,
"TLH": 0.25,
"SLV": 0.25
},
"max_deviation": 0.044500000000000005,
"total_turnover": 0.089057,
"transaction_cost": 0.00008... |
T6_all_20200923_0764 | T6 | 3 | train | sideways | all | [
"USMV",
"BTC-USD",
"IGOV",
"CORN"
] | 2020-09-23T00:00:00 | Max weight deviation: 0.0221, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2698, target=0.2500
BTC-USD: current=0.1851, target=0.2500
IGOV: current=0.2824, target=0.2500
CORN: current=0.2627, 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 BTC-USD | 1 | Maximum absolute deviation: 0.0221.
Rebalancing threshold: 0.0500.
0.0221 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0442, transaction cost = 0.000044 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.26980000000000004,
"BTC-USD": 0.18510000000000001,
"IGOV": 0.28240000000000004,
"CORN": 0.2627
},
"target_weights": {
"USMV": 0.25,
"BTC-USD": 0.25,
"IGOV": 0.25,
"CORN": 0.25
},
"max_deviation": 0.064946,
"total_turnover": 0.044163,
"transa... |
T6_all_20191227_0765 | T6 | 3 | train | sideways | all | [
"XLRE",
"ETH-USD",
"VCIT",
"IYR"
] | 2019-12-27T00:00:00 | Max weight deviation: 0.0430, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.2070, target=0.2500
ETH-USD: current=0.2903, target=0.2500
VCIT: current=0.2633, target=0.2500
IYR: current=0.2394, 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: 0.0430.
Rebalancing threshold: 0.0500.
0.0430 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1073, transaction cost = 0.000107 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.20700000000000002,
"ETH-USD": 0.2903,
"VCIT": 0.26330000000000003,
"IYR": 0.2394
},
"target_weights": {
"XLRE": 0.25,
"ETH-USD": 0.25,
"VCIT": 0.25,
"IYR": 0.25
},
"max_deviation": 0.043000000000000003,
"total_turnover": 0.107278,
"transacti... |
T6_all_20200204_0766 | T6 | 3 | train | sideways | all | [
"XLRE",
"LINK-USD",
"SOYB",
"EMB"
] | 2020-02-04T00:00:00 | Max weight deviation: 0.0308, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLRE: current=0.3151, target=0.2500
LINK-USD: current=0.1977, target=0.2500
SOYB: current=0.2028, target=0.2500
EMB: 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; sell 0.0651 of XLRE | 1 | Maximum absolute deviation: 0.0308.
Rebalancing threshold: 0.0500.
0.0308 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0943, transaction cost = 0.000094 (negligible vs. drift). | {
"current_weights": {
"XLRE": 0.3151,
"LINK-USD": 0.19770000000000001,
"SOYB": 0.2028,
"EMB": 0.28450000000000003
},
"target_weights": {
"XLRE": 0.25,
"LINK-USD": 0.25,
"SOYB": 0.25,
"EMB": 0.25
},
"max_deviation": 0.065066,
"total_turnover": 0.09431199999999999,
"transact... |
T6_all_20220511_0767 | T6 | 3 | train | sideways | all | [
"XLK",
"AVAX-USD",
"CPER",
"STIP"
] | 2022-05-11T00:00:00 | Max weight deviation: 0.0218, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2286, target=0.2500
AVAX-USD: current=0.2381, target=0.2500
CPER: current=0.2615, target=0.2500
STIP: current=0.2718, 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: 0.0218.
Rebalancing threshold: 0.0500.
0.0218 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0667, transaction cost = 0.000067 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.2286,
"AVAX-USD": 0.2381,
"CPER": 0.2615,
"STIP": 0.2718
},
"target_weights": {
"XLK": 0.25,
"AVAX-USD": 0.25,
"CPER": 0.25,
"STIP": 0.25
},
"max_deviation": 0.0218,
"total_turnover": 0.06667000000000001,
"transaction_cost": 0.000067,
"thre... |
T6_all_20200707_0768 | T6 | 3 | train | sideways | all | [
"QUAL",
"BNB-USD",
"ICSH",
"INDS"
] | 2020-07-07T00:00:00 | Max weight deviation: 0.0151, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
QUAL: current=0.2043, target=0.2500
BNB-USD: current=0.2224, target=0.2500
ICSH: current=0.2585, target=0.2500
INDS: current=0.3149, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this port... | yes; sell 0.0649 of INDS | 1 | Maximum absolute deviation: 0.0151.
Rebalancing threshold: 0.0500.
0.0151 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0341, transaction cost = 0.000034 (negligible vs. drift). | {
"current_weights": {
"QUAL": 0.2043,
"BNB-USD": 0.22240000000000001,
"ICSH": 0.2585,
"INDS": 0.3149
},
"target_weights": {
"QUAL": 0.25,
"BNB-USD": 0.25,
"ICSH": 0.25,
"INDS": 0.25
},
"max_deviation": 0.06486399999999999,
"total_turnover": 0.034141,
"transaction_cost": 0.... |
T6_all_20200407_0769 | T6 | 3 | train | sideways | all | [
"XLF",
"BNB-USD",
"VCIT",
"UNG"
] | 2020-04-07T00:00:00 | Max weight deviation: 0.0188, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLF: current=0.2343, target=0.2500
BNB-USD: current=0.2647, target=0.2500
VCIT: current=0.2322, target=0.2500
UNG: current=0.2688, 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: 0.0188.
Rebalancing threshold: 0.0500.
0.0188 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0669, transaction cost = 0.000067 (negligible vs. drift). | {
"current_weights": {
"XLF": 0.2343,
"BNB-USD": 0.2647,
"VCIT": 0.23220000000000002,
"UNG": 0.26880000000000004
},
"target_weights": {
"XLF": 0.25,
"BNB-USD": 0.25,
"VCIT": 0.25,
"UNG": 0.25
},
"max_deviation": 0.0188,
"total_turnover": 0.066927,
"transaction_cost": 0.0000... |
T6_all_20211021_0770 | T6 | 3 | train | sideways | all | [
"VLUE",
"MATIC-USD",
"ICSH",
"DBC"
] | 2021-10-21T00:00:00 | Max weight deviation: 0.0186, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
VLUE: current=0.2944, target=0.2500
MATIC-USD: current=0.1850, target=0.2500
ICSH: current=0.2706, target=0.2500
DBC: current=0.2500, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this por... | yes; buy 0.0650 of MATIC-USD | 1 | Maximum absolute deviation: 0.0186.
Rebalancing threshold: 0.0500.
0.0186 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0372, transaction cost = 0.000037 (negligible vs. drift). | {
"current_weights": {
"VLUE": 0.2944,
"MATIC-USD": 0.185,
"ICSH": 0.2706,
"DBC": 0.25
},
"target_weights": {
"VLUE": 0.25,
"MATIC-USD": 0.25,
"ICSH": 0.25,
"DBC": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.037205999999999996,
"transaction_cost": 0.000037,
"thres... |
T6_all_20200312_0771 | T6 | 3 | train | sideways | all | [
"XLV",
"ADA-USD",
"DBC",
"INDS"
] | 2020-03-12T00:00:00 | Max weight deviation: 0.0228, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLV: current=0.2550, target=0.2500
ADA-USD: current=0.2313, target=0.2500
DBC: current=0.2409, target=0.2500
INDS: current=0.2728, 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: 0.0228.
Rebalancing threshold: 0.0500.
0.0228 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0556, transaction cost = 0.000056 (negligible vs. drift). | {
"current_weights": {
"XLV": 0.255,
"ADA-USD": 0.2313,
"DBC": 0.2409,
"INDS": 0.2728
},
"target_weights": {
"XLV": 0.25,
"ADA-USD": 0.25,
"DBC": 0.25,
"INDS": 0.25
},
"max_deviation": 0.0228,
"total_turnover": 0.055576999999999994,
"transaction_cost": 0.000056,
"threshol... |
T6_all_20211215_0772 | T6 | 3 | train | sideways | all | [
"USMV",
"DOT-USD",
"MORT",
"BIL"
] | 2021-12-15T00:00:00 | Max weight deviation: 0.0342, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
USMV: current=0.2881, target=0.2500
DOT-USD: current=0.1850, target=0.2500
MORT: current=0.2270, target=0.2500
BIL: current=0.2999, 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 DOT-USD | 1 | Maximum absolute deviation: 0.0342.
Rebalancing threshold: 0.0500.
0.0342 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0925, transaction cost = 0.000093 (negligible vs. drift). | {
"current_weights": {
"USMV": 0.2881,
"DOT-USD": 0.185,
"MORT": 0.227,
"BIL": 0.2999
},
"target_weights": {
"USMV": 0.25,
"DOT-USD": 0.25,
"MORT": 0.25,
"BIL": 0.25
},
"max_deviation": 0.064965,
"total_turnover": 0.092501,
"transaction_cost": 0.000093,
"threshold": 0.05,... |
T6_all_20210707_0773 | T6 | 3 | train | sideways | all | [
"XLE",
"ETH-USD",
"HYG",
"GLD"
] | 2021-07-07T00:00:00 | Max weight deviation: 0.0132, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLE: current=0.2588, target=0.2500
ETH-USD: current=0.2368, target=0.2500
HYG: current=0.2468, target=0.2500
GLD: current=0.2576, 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 = 0.0329, transaction cost = 0.000033 (negligible vs. drift). | {
"current_weights": {
"XLE": 0.25880000000000003,
"ETH-USD": 0.2368,
"HYG": 0.24680000000000002,
"GLD": 0.2576
},
"target_weights": {
"XLE": 0.25,
"ETH-USD": 0.25,
"HYG": 0.25,
"GLD": 0.25
},
"max_deviation": 0.0132,
"total_turnover": 0.032933,
"transaction_cost": 0.000032... |
T6_all_20200415_0774 | T6 | 3 | train | sideways | all | [
"IVV",
"BTC-USD",
"SCHP",
"SLV"
] | 2020-04-15T00:00:00 | Max weight deviation: 0.0345, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IVV: current=0.2817, target=0.2500
BTC-USD: current=0.2838, target=0.2500
SCHP: current=0.2495, target=0.2500
SLV: current=0.1850, target=0.2500
Rebalancing threshold: 5.00%
Transaction cost (round-trip): 0.10%
Market regime: sideways
Part A: Should this portfo... | yes; buy 0.0650 of SLV | 1 | Maximum absolute deviation: 0.0345.
Rebalancing threshold: 0.0500.
0.0345 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0696, transaction cost = 0.000070 (negligible vs. drift). | {
"current_weights": {
"IVV": 0.2817,
"BTC-USD": 0.2838,
"SCHP": 0.2495,
"SLV": 0.185
},
"target_weights": {
"IVV": 0.25,
"BTC-USD": 0.25,
"SCHP": 0.25,
"SLV": 0.25
},
"max_deviation": 0.064965,
"total_turnover": 0.069553,
"transaction_cost": 0.00007000000000000001,
"thre... |
T6_all_20190516_0775 | T6 | 3 | train | sideways | all | [
"IWM",
"ADA-USD",
"LQD",
"PDBC"
] | 2019-05-16T00:00:00 | Max weight deviation: 0.0411, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
IWM: current=0.2089, target=0.2500
ADA-USD: current=0.2659, target=0.2500
LQD: current=0.2850, target=0.2500
PDBC: current=0.2402, 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: 0.0411.
Rebalancing threshold: 0.0500.
0.0411 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.1018, transaction cost = 0.000102 (negligible vs. drift). | {
"current_weights": {
"IWM": 0.2089,
"ADA-USD": 0.2659,
"LQD": 0.28500000000000003,
"PDBC": 0.24020000000000002
},
"target_weights": {
"IWM": 0.25,
"ADA-USD": 0.25,
"LQD": 0.25,
"PDBC": 0.25
},
"max_deviation": 0.041100000000000005,
"total_turnover": 0.101764,
"transaction... |
T6_all_20221208_0776 | T6 | 3 | train | sideways | all | [
"XLP",
"XRP-USD",
"ICSH",
"SCHH"
] | 2022-12-08T00:00:00 | Max weight deviation: 0.0290, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLP: current=0.3000, target=0.2500
XRP-USD: current=0.1850, target=0.2500
ICSH: current=0.2453, target=0.2500
SCHH: current=0.2697, 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 XRP-USD | 1 | Maximum absolute deviation: 0.0290.
Rebalancing threshold: 0.0500.
0.0290 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0622, transaction cost = 0.000062 (negligible vs. drift). | {
"current_weights": {
"XLP": 0.30000000000000004,
"XRP-USD": 0.185,
"ICSH": 0.24530000000000002,
"SCHH": 0.2697
},
"target_weights": {
"XLP": 0.25,
"XRP-USD": 0.25,
"ICSH": 0.25,
"SCHH": 0.25
},
"max_deviation": 0.065,
"total_turnover": 0.062199,
"transaction_cost": 0.0000... |
T6_all_20180828_0777 | T6 | 3 | train | sideways | all | [
"XLK",
"BTC-USD",
"HAUZ",
"CPER"
] | 2018-08-28T00:00:00 | Max weight deviation: 0.0259, threshold: 0.05. Decision: no (rebalance). | Portfolio holdings (current vs. target weights):
XLK: current=0.2456, target=0.2500
BTC-USD: current=0.2655, target=0.2500
HAUZ: current=0.2241, target=0.2500
CPER: current=0.2648, 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: 0.0259.
Rebalancing threshold: 0.0500.
0.0259 <= 0.0500 → decision: 'no'.
If rebalanced: total turnover = 0.0606, transaction cost = 0.000061 (negligible vs. drift). | {
"current_weights": {
"XLK": 0.2456,
"BTC-USD": 0.2655,
"HAUZ": 0.22410000000000002,
"CPER": 0.26480000000000004
},
"target_weights": {
"XLK": 0.25,
"BTC-USD": 0.25,
"HAUZ": 0.25,
"CPER": 0.25
},
"max_deviation": 0.025900000000000003,
"total_turnover": 0.060622999999999996,
... |
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