merged_cs_ra_steve_live_v1 early rebalance check
Generated 2026-06-03T15:25:52.498035-04:00 ET. Signals use completed daily close through 2026-06-02; yfinance has a 2026-06-03 partial daily bar that this live strategy excludes.
RecommendationNo action
Regimelow_vol_momentum
SPY 20d vol9.49%
Orders above $100 threshold0
Recommendation: No early rebalance. The sleeve already matches the current $5k target within threshold. Current model remains low-vol momentum risk-on with target QQQ/EEM/DBC at 31.67% each and 5% sleeve cash.
Override note: A discretionary drop-risk override would be outside the current strategy signal. If Steve explicitly approves that override, the light risk-off version is to halve the active sleeve: QQQ/EEM/DBC 15.83% each, 52.5% sleeve cash. I do not recommend this unless volatility/momentum deteriorates after a completed close.
Target vs current sleeve values
Signal lines
| Symbol | CS rank | CS score | RA 126d mom | RA 5d | CS wt | RA wt | Target wt | Current | Target | Delta |
|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 5 | 18.03% | 11.78% | 1.20% | 0.00% | 0.00% | 0.00% | $0.00 | $0.00 | $0.00 |
| QQQ | 3 | 29.81% | 20.80% | 2.17% | 31.67% | 31.67% | 31.67% | $1,593.04 | $1,583.33 | $-9.70 |
| IWM | 4 | 24.77% | 17.85% | 0.40% | 0.00% | 0.00% | 0.00% | $0.00 | $0.00 | $0.00 |
| TLT | 8 | -0.49% | -2.54% | 1.04% | 0.00% | 0.00% | 0.00% | $0.00 | $0.00 | $-0.00 |
| GLD | 7 | 9.96% | 6.21% | -0.50% | 0.00% | 0.00% | 0.00% | $0.00 | $0.00 | $-0.00 |
| EFA | 6 | 13.24% | 12.33% | -0.10% | 0.00% | 0.00% | 0.00% | $0.00 | $0.00 | $0.00 |
| EEM | 1 | 37.56% | 32.20% | 3.51% | 31.67% | 31.67% | 31.67% | $1,635.62 | $1,583.33 | $-52.29 |
| DBC | 2 | 33.46% | 35.01% | 0.30% | 31.67% | 31.67% | 31.67% | $1,613.43 | $1,583.33 | $-30.10 |
Freshness and risk triggers
| Fresh enough to act | True |
| Data source | yfinance daily adjusted OHLC; Alpaca live_steve read-only account/position/order status |
| Alpaca clock | {'is_open': True, 'timestamp': '2026-06-03 15:25:56.086779-04:00', 'next_close': '2026-06-03 16:00:00-04:00', 'next_open': '2026-06-04 09:30:00-04:00'} |
| Risk condition that changes view | SPY 20d vol > high-vol cut 12.97%, or completed-close momentum ranks remove QQQ/EEM/DBC, or drawdown/portfolio risk override from Steve. |