Trades that move a portfolio from its current allocation to target
One command in the Portfolio pack, available in the CLI, as an MCP tool and as a JavaScript import: portfolio rebalance.
What it needs, and why
Every input is checked before anything is calculated. current, target and value are required; the rest refine the answer.
| Input | Required | The question it asks | Why it matters |
|---|---|---|---|
current | yes | What is the current allocation, as percentages by sleeve? | Trades are the difference from target. |
target | yes | What is the target allocation? | Needed to size the trades. |
value | yes | What is the total portfolio value? | Percentages become dollars against total value. |
Requests it answers
- “what trades bring this back to target”
- “rebalance this portfolio”
An agent with this pack loaded picks the command from phrasing like that, asks for whatever input is missing, and reports the figures with the method that produced them.
Limits it inherits from wealth-portfolio
- Tax-loss harvesting checks only purchases in the 30 days *before* the sale, across the lots supplied. Confirm separately that nothing substantially identical is bought in the 30 days after, including in IRA and spouse accounts. Replacement candidates track a different index, but whether a fund is "substantially identical" is a judgment for the advisor or tax professional. No replacement is suggested for total-bond funds.
- Backtests use approximate embedded annual returns and capture drawdowns at year-end only.
- Forward-simulation regime assumptions are illustrative, not forecasts; pass your firm's capital market assumptions for client work.
- VaR is parametric normal and only as good as the volatility you supply.
The full pack, its other 10 commands and what it deliberately leaves alone are on the Portfolio page.