📈 Short-Cycle Rebalancing Backtest

Test whether a tolerance-band rebalancing rule would have beaten buy-and-hold on your own cash + stock positions — using finji's historical daily prices, net of fees and taxes.

Research note: rebalancing's benefit is mostly risk reduction, not extra return. In trending markets buy-and-hold often wins on total return. Optimal band ≈ 20% relative of target; rebalance only to the band edge to cut costs ~50%. Past results don't guarantee the future.

1) Positions

Add symbol (KR 6-digit code or US ticker) e.g. 005930 (Samsung), 000660 (SK Hynix), AAPL, NVDA

2) Rules

Target weight method Short horizons favor simple 1/N over optimization.

Cash weight (%) Cash is a buffer asset (Shannon's Demon).

Account (tax/cost) KR: 0.18% tax. US: 22% capital-gains.

Initial capital (KRW)

📈 Short-Cycle Rebalancing Backtest

1) Positions

2) Rules

Equity curve — best rule vs buy-and-hold

Timing strategies (dynamic cash)