Spot Crypto Portfolio Rebalancing with Target Weights

Summary

This Binance spot strategy rebalances a selected basket of crypto assets toward configured target weights. It values each holding using the midpoint of the bid and ask, compares each asset’s share of the tracked account value with its target allocation, and submits a marketable limit buy or sell when the deviation exceeds a threshold. Parameters cover the symbols, target percentages, deviation, slippage, polling interval, and optional starting capital.

The document provides implementation details and reports that the strategy was used live for a period, but it supplies no performance data or systematic backtest. Its author says it may contain a bug and is no longer maintained. The code also has practical limits: it relies on Binance-specific data and exchange settings, uses a fixed asset precision map, and does not show robust handling of order outcomes or missing ticker and balance data. Treat it as an example of threshold-based spot rebalancing, not evidence of profitability.

Key ideas

• The strategy compares each asset’s current account-value share with a configured target weight.
• Trades are triggered when a weight deviation exceeds a set tolerance.
• It uses bid and ask prices with a slippage adjustment when placing orders.
• The author reports prior live use but warns that the code may have a bug and is unmaintained.

Tags

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