AI Portfolio Rebalancer

AI Portfolio Rebalancer

Intelligent portfolio rebalancing with tax-loss harvesting and drift detection.

Features

• Drift Detection - Alert when allocations deviate from targets
• Smart Rebalancing - AI decides optimal rebalance timing
• Tax-Loss Harvesting - Automatically harvest losses for tax efficiency
• Wash Sale Prevention - Avoid wash sale violations automatically
• Multi-Account Coordination - Rebalance across all accounts as one
• Transaction Cost Optimization - Minimize fees and slippage
• Model Portfolio Support - Follow model portfolios with auto-adjustment

Rebalancing Strategies

• Calendar - Rebalance on schedule (monthly, quarterly)
• Threshold - Rebalance when drift exceeds X%
• Tactical - AI-driven based on market conditions
• Hybrid - Combine multiple strategies

Commands

kit rebalance status               # Current drift analysis
kit rebalance preview              # Preview rebalancing trades
kit rebalance execute              # Execute rebalancing
kit rebalance harvest              # Tax-loss harvest opportunities
kit rebalance history              # Rebalancing history
kit rebalance model <name>         # Follow model portfolio

API Endpoints

• GET /api/rebalance/status - Drift analysis
• GET /api/rebalance/preview - Preview trades
• POST /api/rebalance/execute - Execute rebalance
• GET /api/rebalance/harvest - Tax-loss opportunities
• GET /api/rebalance/models - Available model portfolios

Configuration

rebalance:
  strategy: threshold
  threshold: 5%                # Drift threshold
  min_trade_size: $100
  tax_loss_harvest: true
  wash_sale_window: 30d
  exclude_assets: []
  schedule: quarterly          # For calendar strategy

Tax-Loss Harvesting

• Identifies losing positions
• Sells for tax deduction
• Buys correlated replacement
• Tracks wash sale windows
• Estimates tax savings

Model Portfolios

• Ray Dalio All Weather
• 60/40 Balanced
• Risk Parity
• Permanent Portfolio
• Custom models