Manage every USD stock position except an explicit unmanaged list

rebalance treated only today's S&P 500 members as the strategy's, so a held
name that left the index (or was renamed on Wikipedia) was never sold and
its value shrank the investable amount, unlike quant-trading's engine, which
sells non-members at the next rebalance. Now every USD stock/ETF position
is managed except execution.unmanaged (AAOI); a holding without bars is
priced from the account for its exit. On the paper account the managed set
is unchanged (the 10 current members).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

src/ibkr_quant/cli.py

@@ -148,15 +148,16 @@ async def rebalance(cfg: Config, submit: bool) -> None:
 
     async with Broker(cfg.ib) as broker:
         state = await broker.account_state()
-        managed = [h for h in state.holdings if h.sec_type == "STK" and h.currency == "USD" and h.symbol in universe]
+        managed = [h for h in state.holdings if h.sec_type == "STK" and h.currency == "USD" and h.symbol not in ex.unmanaged]
         unmanaged_value = sum(h.market_value_usd for h in state.holdings if h not in managed)
         investable = state.nav_usd * (1 - ex.cash_buffer) - unmanaged_value
         weights = select_with_buffer(score, {h.symbol for h in managed}, st.top_n, st.buffer)
-        # Sized at today's open, the latest price in the bars; filled at the close.
+        # Sized at today's open, the latest price in the bars; filled at the close. A holding
+        # that left the index has no bars and takes the account's price; its exit size does not use it.
         orders = plan_orders(
             weights,
             {h.symbol: h.quantity for h in managed},
-            opens.iloc[-1].dropna().to_dict(),
+            {h.symbol: h.market_price for h in managed} | opens.iloc[-1].dropna().to_dict(),
             investable,
             max(ex.min_trade_value, ex.min_trade_fraction * state.nav_usd),
             ex.resize_band,