236 articles 4 sections last published 2026-09-09 independent · no sponsored placements

Measure

Rebalancing bands

Definition

Tolerance thresholds that trigger a trade only when an allocation drifts far enough.

How to read it

Bands replace the calendar with a rule tied to actual drift, cutting trade count while keeping the allocation near target.

What it does not tell you

The rebalancing 'bonus' often quoted is mostly a rediscovery of mean reversion in the sample tested. Where assets trend rather than revert, disciplined rebalancing reduces return — its reliable benefit is risk control, not extra return.

Applied in 51 articles

51

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