Build rule-based stock and ETF workflows with Coinrule. Automate rebalancing, DCA and risk controls across brokers like WeBull, Alpaca and E*TRADE in minutes.
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Broker Connections
Instead of manually adjusting positions every week, Equity portfolio automation on Coinrule turns your plan into repeatable rules. Set targets, triggers and guardrails, then let the system place orders and record every step. Connect brokers like Charles Schwab, Trading212 and Robinhood to keep execution consistent.
Traders often mix long-term holdings with tactical tilts, and the platform supports both in one workspace. You can schedule recurring buys, add conditional adds on pullbacks, and cap exposure per symbol or sector. For example, invest $250 every Monday split 60/40 between VTI and VXUS, then pause buys if SPY drops more than 4 percent in a day.
When allocations drift, small delays compound into unintended risk. Coinrule can monitor weights and trigger a rebalance when any sleeve moves beyond a threshold, such as 5 percent from target. You can also rebalance on a calendar, like the first trading day of each month, while excluding positions with low liquidity or wide spreads.
Portfolio Controls
Risk controls include max position size, max daily turnover and portfolio-level stops. You might set a rule to reduce exposure by 20 percent if the portfolio drawdown hits 8 percent, then re-enter gradually when it recovers above the prior week close. Alerts and logs make it easy to audit what happened and why.
Broker Integrations
Connect your brokerage via supported integrations and keep a single view of rules, positions and performance. Coinrule works with venues such as Alpaca, WeBull, TradeStation and Tastytrade, so you can standardize execution even if you use multiple accounts.
Portfolio Rebalance
Rebalances monthly to target weights with a 5 percent drift band. Sells overweight positions first, then tops up underweights. Adds a max turnover limit to reduce churn.
Risk Parity Allocator
Targets equal risk across ETFs using volatility estimates. Reduces allocation when 20-day volatility rises above a set level. Rebalances on a weekly schedule.
Minimum Variance Rebalance
Shifts toward lower-volatility holdings when correlations rise. Uses a rolling 60-day window to update weights. Rebalances only if drift exceeds 4 percent.
Sharpe Targeting Rebalance
Increases exposure to assets with improving risk-adjusted returns. Uses a 90-day Sharpe proxy and a minimum liquidity filter. Exits when the score falls below a threshold.
Volatility Regime Switcher
Switches between risk-on and defensive baskets based on volatility. If VIX proxy rises 25 percent in 5 days, rotates into bonds or low-beta ETFs. Rotates back when volatility normalizes.
Portfolio Rebalance
Rebalances monthly to target weights with a 5 percent drift band. Sells overweight positions first, then tops up underweights. Adds a max turnover limit to reduce churn.
Risk Parity Allocator
Targets equal risk across ETFs using volatility estimates. Reduces allocation when 20-day volatility rises above a set level. Rebalances on a weekly schedule.
Minimum Variance Rebalance
Shifts toward lower-volatility holdings when correlations rise. Uses a rolling 60-day window to update weights. Rebalances only if drift exceeds 4 percent.
Sharpe Targeting Rebalance
Increases exposure to assets with improving risk-adjusted returns. Uses a 90-day Sharpe proxy and a minimum liquidity filter. Exits when the score falls below a threshold.
Volatility Regime Switcher
Switches between risk-on and defensive baskets based on volatility. If VIX proxy rises 25 percent in 5 days, rotates into bonds or low-beta ETFs. Rotates back when volatility normalizes.
Sector Momentum Switcher
Ranks sector ETFs by 3-month momentum and holds the top 3. Rebalances every two weeks and drops any sector that falls below its 50-day MA. Caps each sector at 35 percent.
Bond-Equity Rotation Filter
Rotates between equity and bond ETFs using relative strength. Buys equities when SPY outperforms TLT over 20 days, otherwise shifts defensive. Adds a 2 percent trailing stop.
DCA Accumulator
Buys a fixed dollar amount on a schedule, then adds extra on dips. If price falls 5 percent in 3 days, buys an additional 0.5 percent of cash. Pauses buys after a 10 percent run-up.
Stop Loss and Trailing Take Profit
Sets a hard stop at 6 percent and a trailing take profit at 4 percent once gains exceed 8 percent. Tightens the trail to 2 percent after 15 percent profit. Helps protect winners while limiting downside.
MA Crossover with Volume Filter
Enters when the 20-day MA crosses above the 50-day MA and volume is above its 10-day average. Exits on the reverse cross or a 7 percent stop. Designed for trend confirmation.
Unlike ad-hoc clicking, portfolio automation is about defining what should happen before the market moves. Coinrule lets you express that logic with simple building blocks: time schedules, price moves, indicator signals and allocation limits. You can start with one rule, validate it in small size, then scale across your whole basket.
For long-term investors, a common setup is a core ETF mix plus a small tactical sleeve. Set the core to rebalance monthly within a 5 percent band, then run a momentum rule on the sleeve that rotates every 10 trading days. If a single holding exceeds 25 percent of the portfolio, the system can trim it back to target automatically.
Every action is recorded with timestamps, conditions and order details. That makes it easier to review decisions and avoid hindsight bias. If a rule triggers unexpectedly, you can inspect the exact inputs, adjust thresholds and relaunch without rewriting everything.
Controls like max order size, cooldown timers and a global pause reduce the chance of runaway behavior. You can require multiple conditions before trading, such as price below a moving average and a volatility filter. Start small, observe, then expand coverage as confidence grows.
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Once your rules are stable, you can treat them like an operating system for investing. Separate core, satellite and hedging logic into distinct automations, each with its own limits. That structure makes changes safer because you adjust one component at a time.
When markets get noisy, predefined indicators can keep decisions grounded. For example, you can reduce risk if a broad index closes below its 200-day MA, then restore exposure after two consecutive closes above it. The point is consistency, not prediction.
Frequent rebalancing can increase turnover, so set drift bands and minimum trade sizes. A monthly schedule with a 5 percent threshold often reduces churn compared to daily adjustments. You can also exclude specific tickers from selling if you want to manage holding periods manually.
If you invest across accounts, standard rules help you avoid conflicting actions. Run the same allocation logic on each account, then tailor risk limits to the account size. Centralized monitoring makes it easier to spot concentration across the whole household portfolio.
Automation should include off-switches. Use a global pause for major life events, broker maintenance or unusual market conditions. You can resume with the same rules and a clear audit trail of what changed.
To go deeper, review examples on /automated-trading and see portfolio-focused workflows on /portfolio-management. Start with one rule, measure behavior, and iterate toward a complete, risk-aware setup.
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