tune: daily weekday rebalancer eval (35 14 * * 1-5, REBALANCE_DAYS=1)
Switch from weekly to daily (weekday) evaluation for faster risk response — the leverage (vol-target + drawdown CB + corr de-risk) re-evaluates each day so a vol spike de-levers within a day vs a week. Hysteresis (3% NLV) still gates actual trades, so turnover stays low (in-band days = no-ops). No return impact; tighter risk only. Weekends excluded (US market closed). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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@@ -62,7 +62,7 @@ metadata:
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app: multistrat-rebalancer
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app.kubernetes.io/part-of: foxhunt
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spec:
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schedule: "35 14 * * 1" # Monday 14:35 UTC (~1h after US equity open 13:30 UTC)
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schedule: "35 14 * * 1-5" # weekdays 14:35 UTC (~1h after US open) — daily risk re-eval; hysteresis prevents churn
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concurrencyPolicy: Forbid
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startingDeadlineSeconds: 3600
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successfulJobsHistoryLimit: 5
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@@ -96,7 +96,7 @@ spec:
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- {name: IB_CLIENT_ID, value: "11"}
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- {name: MULTISTRAT_MAXLEV, value: "1.0"}
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- {name: MULTISTRAT_HYST, value: "0.03"}
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- {name: MULTISTRAT_REBALANCE_DAYS, value: "7"}
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- {name: MULTISTRAT_REBALANCE_DAYS, value: "1"} # daily eval (weekday cron); hysteresis (3%) gates actual trades
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- {name: MULTISTRAT_DD_HALT, value: "0.20"}
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- {name: MULTISTRAT_MAX_ORDER, value: "0.30"}
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- {name: MULTISTRAT_EXECUTE, value: "true"} # ARMED: places paper orders (account DU* paper-guarded; live needs MULTISTRAT_ALLOW_LIVE_CONFIRMED)
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