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RS-driven rebalance evaluation ZRRE

Z_REBAL_RS_EVAL | portfolio management | portfolio | portfolio | proposed

LogicZ_REBAL_RS_EVAL
Edge-15.7%
Samples13,223

Definition

Rebalance-as-exit: at every interval_days trading days, rank all open lots by ticker RS vs SPY (63-day). Take bottom N lots (excluding those held < min_hold_days). For each bottom-N lot: if RS < rs_threshold, EXIT full remaining position; else TRIM trim_pct of remaining. This replaces time-based exits and daily RS checking. Params: interval_days (default 63), bottom_n (default 1), rs_threshold (default 0.0 = below SPY), trim_pct (default 0.50), min_hold_days (default 10).

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: Z_REBAL_RS_EVAL

Strategies Using Atom

StrategyFamilyEdgeSignals
RS breakout aggressive: 1% risk, 15 holdings, monthly rebalance equity_curve - -
RS breakout conservative: 0.3% risk, 5 holdings, semi-annual rebalance equity_curve - -
RS breakout no breakout ranking equity_curve - -
RS breakout 42d rebalance (Stage 5) equity_curve - -
RS breakout with risk-based sizing and RS rebalance equity_curve - -
Legacy near-zone atom + upper-half execution, FV rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, balanced confirmation rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, balanced confirmation rank, entry-count throttle tht_fair_value_cycle - -
Explicit upper-half, FV + modest breakout rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, FV + breakout/RS rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, FV + BX slope rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, FV + FVB slope rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, FV rank, BX gate tht_fair_value_cycle - -
Explicit upper-half, FV rank, entry-count throttle tht_fair_value_cycle - -
Explicit upper-half, FV + modest ticker-sector RS rank, BX gate tht_fair_value_cycle - -
Presenter THT AR U1/R21_1 — S&P 500 + Nasdaq-100 union; three-week / one-name replacement tht_presenter_cycle - -
Presenter THT AR U1/R21_2 — S&P 500 + Nasdaq-100 union; three-week / two-name replacement tht_presenter_cycle - -
Presenter THT AR U1/R42_1 — S&P 500 + Nasdaq-100 union; six-week / one-name replacement tht_presenter_cycle - -
Presenter THT AR U1/R42_2 — S&P 500 + Nasdaq-100 union; six-week / two-name replacement tht_presenter_cycle - -
Presenter THT AR U2/R21_1 — top-1000 PIT; three-week / one-name replacement tht_presenter_cycle - -
Presenter THT AR U2/R21_2 — top-1000 PIT; three-week / two-name replacement tht_presenter_cycle - -
Presenter THT AR U2/R42_1 — top-1000 PIT; six-week / one-name replacement tht_presenter_cycle - -
Presenter THT AR U2/R42_2 — top-1000 PIT; six-week / two-name replacement tht_presenter_cycle - -
Presenter THT holdout H1 — S&P 500 + NDX, 13-week one-name recycling tht_presenter_cycle - -
Presenter THT holdout H2 — S&P 500 + NDX, 13-week two-name recycling tht_presenter_cycle - -
Presenter THT holdout H3 — top-1000, 13-week one-name recycling tht_presenter_cycle - -
Presenter THT U1/R1 — S&P 500 + Nasdaq-100 union; 13-week / one name / no RS hurdle tht_presenter_cycle - -
Presenter THT U1/R2 — S&P 500 + Nasdaq-100 union; 13-week / one name / 25pp RS hurdle tht_presenter_cycle - -
Presenter THT U1/R3 — S&P 500 + Nasdaq-100 union; 13-week / two names / 25pp RS hurdle tht_presenter_cycle - -
Presenter THT U1/R4 — S&P 500 + Nasdaq-100 union; 26-week / one name / 25pp RS hurdle tht_presenter_cycle - -
Presenter THT U2/R1 — top-1000; 13-week / one name / no RS hurdle tht_presenter_cycle - -
Presenter THT U2/R2 — top-1000; 13-week / one name / 25pp RS hurdle tht_presenter_cycle - -
Presenter THT U2/R3 — top-1000; 13-week / two names / 25pp RS hurdle tht_presenter_cycle - -
Presenter THT U2/R4 — top-1000; 26-week / one name / 25pp RS hurdle tht_presenter_cycle - -
THT recycle 75bps 21d bottom 1 exit tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 1 neg tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 1 trim25 tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 2 exit tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 2 neg tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 2 trim25 tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 3 exit tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 3 neg tht_fair_value_cycle - -
THT recycle 75bps 21d bottom 3 trim25 tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 1 exit tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 1 neg tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 1 trim25 tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 2 exit tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 2 neg tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 2 trim25 tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 3 exit tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 3 neg tht_fair_value_cycle - -
THT recycle 75bps 42d bottom 3 trim25 tht_fair_value_cycle - -
THT upper-half FV recovery — 0.75% risk tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 1 neg tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 1 trim25 tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 2 exit tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 2 neg tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 2 trim25 tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 3 exit tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 3 neg tht_fair_value_cycle - -
THT recycle 75bps 63d bottom 3 trim25 tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 1 exit tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 1 neg tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 1 trim25 tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 2 exit tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 2 neg tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 2 trim25 tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 3 exit tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 3 neg tht_fair_value_cycle - -
THT recycle 100bps 21d bottom 3 trim25 tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 1 exit tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 1 neg tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 1 trim25 tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 2 exit tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 2 neg tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 2 trim25 tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 3 exit tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 3 neg tht_fair_value_cycle - -
THT recycle 100bps 42d bottom 3 trim25 tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 1 exit tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 1 neg tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 1 trim25 tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 2 exit tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 2 neg tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 2 trim25 tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 3 exit tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 3 neg tht_fair_value_cycle - -
THT recycle 100bps 63d bottom 3 trim25 tht_fair_value_cycle - -
THT revised K4/D1/Q1 — evaluate every 21 trading days tht_fair_value_cycle - -
THT revised K4/D1/Q2 — evaluate every 42 trading days tht_fair_value_cycle - -
THT revised K4/D1/Q3 — evaluate every 63 trading days tht_fair_value_cycle - -
THT value rank — risk 0.75/0.25/0% tht_fair_value_cycle - -
THT value rank — risk 0.75/0.50/0% tht_fair_value_cycle - -
THT value rank — risk 0.75/0.50/0.25% tht_fair_value_cycle - -
THT value rank — BX-primary risk 0.75/0.25/0% tht_fair_value_cycle - -
THT value rank — BX-primary risk 0.75/0.50/0% tht_fair_value_cycle - -
THT value rank — BX gate, 0.75% risk tht_fair_value_cycle - -
THT PIT broad liquid — uncapped recovery — arm EMA8 trail at prior ATH tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_BLEND tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV tht_fair_value_cycle - -