Research
Portfolio Rebalance — Oct 5, 2026Portfolio state, drift, policy and market regime now agree on the same two exposures, so the research package has moved to ready for review.
The recommendation reduces policy drift and regime sensitivity with one modest package rather than a restructuring.
Two decision packages await human review: RB-2026-0911-A (4 component legs, $8.4M gross activity) and PX-2026-0911-D ($2.0M aggregate digital sleeve reduction). Combined $10.4M gross activity takes drift 6.4 → 2.1 and risk 72 → 58 at an estimated $420K tax consequence.
Recommendations · 4 legs
Evidence
Research Thesis
Portfolio remains broadly diversified.
Technology and digital assets exceed policy.
Market regime is transitioning toward defensive leadership.
Reduce technology and digital-asset excess and modestly increase defensive sector exposure and cash.
The adjustment simultaneously reduces policy drift and current-regime sensitivity.
Expected drift 6.4 → 2.1 and risk score 72 → 58.
Proposed Actions
Expected Consequence
If We Do Nothing
Doing nothing is a legitimate decision, but it is not a neutral one: both breaches persist and the exposures most sensitive to the regime change stay largest.
Research only. No order, allocation instruction or execution path is generated by this system; every leg requires human approval.
Factor & evidence analytics
Factor exposure vs neutral
Simulated model analyticsStandardized exposure to eight style and macro factors (tick = neutral).
ReadingMomentum +0.42 and value −0.31 are the largest style tilts. Momentum and volatility tilts explain much of why the portfolio is regime-sensitive.
Decision → evidence network
Simulated model analyticsMost-referenced evidence inputs: how many decisions and screens consume each.
ReadingA handful of regime and sector inputs underpin most conclusions. Highly linked inputs are single points of failure — if one changes, many conclusions move.