Rebalancing & Trade Generation
Produce trade lists that actually clear: whole shares, cash buffers, bands, cash flows, multiple accounts.
Why this theme exists
The rebalance phase where analysis becomes orders. Tasks range from a single-account trade list to household-level asset location, contribution-driven buy-only rebalancing, withdrawal sequencing, and a full year of event-driven band monitoring.
Capability under test
Constraint satisfaction and near-optimality under discrete constraints; correct feasibility reasoning (when buy-only is impossible, when a preference cannot be fully honored).
Design notes
Feasibility is a hard gate: any violated constraint caps reward at 0.2 regardless of how close the weights are. Closeness/objective is scored against a MILP oracle with a tolerance so heuristics can earn full credit if they are genuinely good. Instances are planted so that the greedy approach is measurably suboptimal.
Tier ladder
- Tier 11
- Tier 22
- Tier 32
- Tier 40
| Task | Tier | Phase | Reward | Gates | Budget | Status |
|---|---|---|---|---|---|---|
| Feasible trade list to IPS targets (whole shares, cash buffer, min trade) pf-rb-basic-trade-list Generate a feasible single-account trade list to IPS targets with whole shares, a cash buffer, a minimum trade size and no shorting. | T1 easy | Rebalance | multi-metric | 1 gate | 15 min | ready |
| One year of daily band monitoring with next-open trading and monthly contributions pf-rb-band-policy-simulation Simulate a year of daily band monitoring and next-open trading for the household exactly as an automated rebalancer would, reproducing every trade. | T2 medium | Rebalance | multi-metric | — | 30 min | ready |
| Contribution-driven buy-only rebalancing with a minimal-sell fallback pf-rb-cashflow-aware Deploy a monthly contribution with buy-only rebalancing and fall back to minimal selling only when bands cannot be restored otherwise. | T2 medium | Rebalance | multi-metric | 1 gate | 25 min | ready |
| Household rebalance across three accounts with asset-location scoring pf-rb-multi-account-asset-location Rebalance a three-account household to a single household target while honouring asset-location preferences, per-account cash rules and no cross-account transfers. | T3 hard | Rebalance | multi-metric | 1 gate | 40 min | ready |
| Raise a large withdrawal across accounts with sequencing rules and penalties pf-rb-withdrawal-sequencing Raise a large withdrawal across accounts following sequencing rules and penalties while keeping the household within bands with minimal cost. | T3 hard | Rebalance | multi-metric | 1 gate | 40 min | ready |