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