Keep your portfolio aligned with target allocations through automated rebalancing rules. Set percentage thresholds, time intervals, or volatility triggers across multiple exchanges.
410k+
users managing automated portfolios
2.1M+
rebalancing operations executed
22+
Exchanges Supported
Market movements constantly shift your portfolio away from target allocations. Automated rebalancing monitors your holdings across exchanges and triggers rebalancing when assets drift beyond your set thresholds. You might configure rules to rebalance when any asset exceeds 5% of its target weight, ensuring your 40% BTC, 30% ETH, 30% altcoin allocation stays consistent.
The platform offers multiple rebalancing triggers to match your strategy. Set weekly or monthly schedules for systematic rebalancing, or use percentage thresholds that activate when allocations drift. Volatility-based triggers can rebalance during high VIX periods when correlations break down.
Your rules can rebalance across multiple exchanges simultaneously, treating Binance, Coinbase, and Kraken holdings as one unified portfolio. The system calculates total allocation percentages and executes trades where liquidity and fees are most favorable.
Rebalancing frequency controls
Configure cooldown periods to prevent over-trading during choppy markets. You might set a 48-hour minimum between rebalancing operations to avoid excessive fees while still maintaining discipline during major moves.
Risk controls for portfolio automation
Every rebalancing rule includes maximum trade size limits and emergency stops. If any single rebalancing operation would exceed 10% of your total portfolio value, the system pauses for manual review.
Portfolio Rebalance
Maintains target asset allocations by selling outperformers and buying underperformers. Triggers when any asset drifts more than 5% from target weight. Includes minimum 7-day intervals to control costs.
Risk Parity Allocator
Allocates capital based on risk contribution rather than market cap weighting. Rebalances when volatility-adjusted allocations exceed thresholds. Uses 30-day rolling volatility for risk calculations.
Minimum Variance Rebalance
Optimizes portfolio weights to minimize overall volatility while maintaining return targets. Rebalances monthly using correlation matrices. Ideal for risk-conscious long-term holders.
Sharpe Targeting Rebalance
Adjusts allocations to maximize risk-adjusted returns based on rolling Sharpe ratios. Increases weights of assets with improving Sharpe metrics. Rebalances bi-weekly with momentum filters.
Volatility Targeted Trend
Scales position sizes based on realized volatility to maintain consistent risk exposure. Reduces allocations during high-vol periods and increases during low-vol. Uses 14-day ATR for sizing.
Portfolio Rebalance
Maintains target asset allocations by selling outperformers and buying underperformers. Triggers when any asset drifts more than 5% from target weight. Includes minimum 7-day intervals to control costs.
Risk Parity Allocator
Allocates capital based on risk contribution rather than market cap weighting. Rebalances when volatility-adjusted allocations exceed thresholds. Uses 30-day rolling volatility for risk calculations.
Minimum Variance Rebalance
Optimizes portfolio weights to minimize overall volatility while maintaining return targets. Rebalances monthly using correlation matrices. Ideal for risk-conscious long-term holders.
Sharpe Targeting Rebalance
Adjusts allocations to maximize risk-adjusted returns based on rolling Sharpe ratios. Increases weights of assets with improving Sharpe metrics. Rebalances bi-weekly with momentum filters.
Volatility Targeted Trend
Scales position sizes based on realized volatility to maintain consistent risk exposure. Reduces allocations during high-vol periods and increases during low-vol. Uses 14-day ATR for sizing.
High Beta Risk-On Basket
Rotates into high-beta assets during risk-on environments and defensive assets during risk-off. Uses VIX and BTC dominance as regime filters. Rebalances weekly based on market conditions.
Low Vol Defensive Rotation
Shifts allocations toward lower volatility assets when market stress indicators rise. Monitors correlation breakdowns and flight-to-quality signals. Emphasizes stablecoins and established tokens.
Sector Momentum Switcher
Rotates between crypto sectors based on relative strength momentum. Increases DeFi, gaming, or infrastructure allocations based on 30-day performance rankings. Monthly rebalancing with trend confirmation.
BTC Dominance Rotation
Adjusts BTC vs altcoin allocations based on Bitcoin dominance trends. Increases altcoin exposure when dominance falls below 45% and reduces when above 55%. Uses 7-day moving averages for signals.
Tax-Loss Harvest Rebalance
Systematically realizes losses for tax optimization while maintaining target allocations. Identifies losing positions and replaces with correlated assets. Avoids wash sale rules with 31-day delays.
Beyond simple percentage thresholds, you can set complex triggers combining time, volatility, and correlation factors. Rules might activate when portfolio correlation exceeds 0.8 during market stress, or when any single asset represents more than 50% of total value after a major rally.
The platform calculates optimal execution paths to minimize rebalancing costs across your connected exchanges. If you need to sell ETH and buy SOL, the system routes trades through exchanges with the best maker fees and deepest liquidity for each pair. This can save 0.1-0.3% per rebalancing operation compared to random execution.
For significant allocations, you can enable partial rebalancing that moves toward targets gradually rather than immediately. A rule might close 50% of the allocation gap each week, reducing market impact while maintaining directional progress toward your desired weights.
Before going live, test your rebalancing parameters against historical data to understand how they would have performed during different market cycles. The backtesting engine shows transaction costs, drawdowns, and risk metrics for various threshold and frequency combinations.
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Sophisticated rules can incorporate correlation analysis to avoid rebalancing during periods when all assets move together. When crypto correlations exceed 0.9 during market stress, the system can pause rebalancing until correlations normalize, preventing you from selling everything at the bottom.
Combine systematic rebalancing with momentum filters to avoid fighting strong trends. Rules can skip rebalancing sells in assets showing strong 30-day momentum, allowing winners to run while still maintaining overall portfolio discipline through position sizing limits.
For taxable accounts, rules can prioritize tax-loss harvesting opportunities during rebalancing operations. The system identifies positions with unrealized losses and harvests them first, then uses proceeds to rebalance toward targets while optimizing your tax situation.
Advanced users set different rebalancing parameters for bull and bear markets. During bull runs, rules might use tighter 5% thresholds to lock in gains more frequently. During bear markets, wider 15% thresholds reduce trading costs while maintaining long-term allocation discipline.
Layer multiple rebalancing rules with different timeframes for optimal results. Daily rules handle extreme moves exceeding 20% thresholds, weekly rules manage normal 10% drift, and monthly rules provide baseline discipline. This creates a responsive yet cost-effective rebalancing system.
Monitor your rebalancing performance with detailed analytics showing transaction costs, allocation drift over time, and risk-adjusted returns compared to buy-and-hold strategies. The dashboard tracks how systematic rebalancing impacts your Sharpe ratio, maximum drawdown, and total returns across different market cycles.
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