Even when the holdings stay the same, prices move. A name that started the period at 10 % of the book might be at 9.6 % a month later, just because it slightly underperformed. In theory the portfolio should rebalance back to 10 %; in practice that trade is so small the cost of placing it wipes out any benefit. Our rule: if a position is within about 2 % of the book from its target weight, we don't touch it. Only meaningful drifts are corrected. This is one of the changes that makes the strategy economical at the size a private investor would actually run.
At a glance
| Threshold we ignore drift below | 2 % of the portfolio |
|---|
From today’s portfolio
Recent trades the portfolio actually placed. Any drift smaller than 2 % of the book was left alone — trading those would have cost more in spread than it saved in tracking.
| Date | Name | Side | Size |
|---|---|---|---|
| 2026-09-01 | ADBE | BUY | $163.68K |
| 2026-09-01 | ANET | SELL | $154.24K |
| 2026-09-01 | AVGO | BUY | $163.68K |
| 2026-09-01 | CIEN | BUY | $163.68K |
| 2026-09-01 | CSCO | SELL | $151.97K |
| 2026-09-01 | DELL | BUY | $13.19K |
| 2026-09-01 | FTNT | SELL | $172.63K |
| 2026-09-01 | HPE | BUY | $15.24K |
| 2026-09-01 | JPM | BUY | $163.68K |
| 2026-09-01 | LITE | SELL | $159.87K |
| 2026-09-01 | MU | SELL | $175.72K |
| 2026-09-01 | PANW | BUY | $163.68K |
| 2026-09-01 | PSX | BUY | $163.68K |
| 2026-09-01 | TRV | SELL | $4.98K |
| 2026-09-01 | UNH | SELL | $167.63K |