From 1cdbc813901aac4e8f638847a8e308e18b713075 Mon Sep 17 00:00:00 2001 From: jgrusewski Date: Mon, 8 Jun 2026 00:51:20 +0200 Subject: [PATCH] tune: daily weekday rebalancer eval (35 14 * * 1-5, REBALANCE_DAYS=1) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 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) --- infra/k8s/services/multistrat-rebalancer.yaml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/infra/k8s/services/multistrat-rebalancer.yaml b/infra/k8s/services/multistrat-rebalancer.yaml index 9ab5e72a4..fdc90f440 100644 --- a/infra/k8s/services/multistrat-rebalancer.yaml +++ b/infra/k8s/services/multistrat-rebalancer.yaml @@ -62,7 +62,7 @@ metadata: app: multistrat-rebalancer app.kubernetes.io/part-of: foxhunt spec: - schedule: "35 14 * * 1" # Monday 14:35 UTC (~1h after US equity open 13:30 UTC) + schedule: "35 14 * * 1-5" # weekdays 14:35 UTC (~1h after US open) — daily risk re-eval; hysteresis prevents churn concurrencyPolicy: Forbid startingDeadlineSeconds: 3600 successfulJobsHistoryLimit: 5 @@ -96,7 +96,7 @@ spec: - {name: IB_CLIENT_ID, value: "11"} - {name: MULTISTRAT_MAXLEV, value: "1.0"} - {name: MULTISTRAT_HYST, value: "0.03"} - - {name: MULTISTRAT_REBALANCE_DAYS, value: "7"} + - {name: MULTISTRAT_REBALANCE_DAYS, value: "1"} # daily eval (weekday cron); hysteresis (3%) gates actual trades - {name: MULTISTRAT_DD_HALT, value: "0.20"} - {name: MULTISTRAT_MAX_ORDER, value: "0.30"} - {name: MULTISTRAT_EXECUTE, value: "true"} # ARMED: places paper orders (account DU* paper-guarded; live needs MULTISTRAT_ALLOW_LIVE_CONFIRMED)