Let the strategy own the whole account; drop the unmanaged list

Every position is the strategy's: names it does not select, including ones
outside the index such as AAOI, are sold at the next rebalance, and sizing
uses the full NAV less the cash buffer. A position that is not a USD stock
cannot be traded as a SMART/USD order, so rebalance refuses to run while
one exists.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
2026-10-12 05:28:49 -07:00
parent e2b06f1b1c
commit 8238651af6
4 changed files with 25 additions and 23 deletions

View File

@@ -28,7 +28,3 @@ cash_buffer = 0.02 # fraction of NAV kept in cash
resize_band = 0.10 # leave a held name alone while within 10% of its target value
min_trade_value = 50.0 # skip trades below max(min_trade_value, min_trade_fraction * NAV);
min_trade_fraction = 0.001 # full exits always trade
# IBKR symbols rebalance never trades; their value is set aside before sizing. Every
# other USD stock/ETF position is the strategy's and is sold once it is not selected,
# including a name that has left the index.
unmanaged = ["AAOI"]