Single-Asset Spot Rebalancing Around a Target Allocation

Summary

This document describes a single-coin spot strategy that repeatedly returns the portfolio toward a target coin allocation. When the coin’s share of account value moves below the target by a set adjustment band, the bot places a buy order; when it moves above the band, it places a sell order. The example defaults to holding half of total value in the coin, with adjustments triggered at a smaller deviation. It also records an initial account value and balances, reports current allocation and trading activity, and cancels outstanding orders when the bot exits.

The published backtest configuration uses BTC/USDT hourly data over roughly one year, but the document gives no performance results, comparison, or risk-adjusted statistics. It characterizes the approach as moderate and intended for long-term operation. The code requires spot trading and a starting allocation near the target; it stops if the initial allocation is too far away or the configured coin changes. Fees, execution quality, market impact, and prolonged directional moves can affect results, and repeated rebalancing may trade against a sustained trend.

Key ideas

• The strategy buys or sells one spot asset to keep its portfolio share near a chosen target.
• A deviation band determines when the bot begins adjusting the allocation.
• The implementation checks that the starting allocation is close to target and only supports spot trading.
• The published hourly BTC/USDT backtest settings contain no reported performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.