Fluxy · Use cases · Rebalancing

Portfolio rebalancing that answers to a risk budget

Most rebalancing bots hold fixed percentage weights and call it discipline. Real rebalancing is a risk decision: how much of each asset, sized against its volatility, inside limits for the whole book. Fluxy treats a rebalancing policy as what it is — a strategy — which means you backtest it against years of history before it touches your account, and the engine that tested it is the engine that runs it.

How it works here

The machinery under it

Vol-targeted weights

Risk first, weights second

Size positions from a volatility target rather than fixed percentages, so a quiet BTC and a violent alt do not carry the same risk at the same weight.

Portfolio-level limits

The book, not just the legs

Drawdown and utilisation limits apply to the whole portfolio; the executor sizes orders venue-compliantly and reconciles before every run.

Backtested policy

Know before you automate

Run the exact policy over point-in-time history — with delistings force-closed, not erased — and read IS/OOS metrics before you arm it.

Said plainly

What we won't pretend

Rebalancing is not an alpha machine — it is a discipline machine. What it buys you is a risk profile that stays where you put it, and a paper trail showing the policy was tested rather than vibes.

Build a rebalancing policyHow the backtesting works

Go deeper

The write-ups behind this page

Volatility Targeting in Crypto

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Five Position-Sizing Mistakes That Kill Crypto Accounts

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One Book, Many Strategies

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