Gahow Wang
e2b06f1b1c
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>