From grimoire
Designs rebalancing strategies for investment portfolios, covering trigger types (calendar, threshold, hybrid), cash-flow rebalancing, and tax-aware execution.
How this skill is triggered — by the user, by Claude, or both
Slash command
/grimoire:design-rebalancing-strategyThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
Define triggers, methods, and tax-aware mechanics for bringing a portfolio back to target allocation after market drift.
Define triggers, methods, and tax-aware mechanics for bringing a portfolio back to target allocation after market drift.
Adopted by: Vanguard, Fidelity, and Schwab all publish rebalancing frameworks used by millions of investors. The CFA Institute covers systematic rebalancing as a core portfolio management competency. Target-date funds rebalance automatically — mimicking what individual investors must do manually. Impact: Vanguard research (2010) shows that without rebalancing, a 60/40 portfolio drifts to 75/25 after a sustained bull market — increasing risk exposure by 50% relative to intent. Rebalancing enforces buy-low/sell-high mechanically, removing emotion from the decision. Why best: Market drift silently transforms a moderate-risk portfolio into an aggressive one. Rebalancing is the implementation of risk control — without it, asset allocation is aspirational, not real. Systematic rebalancing also removes the behavioral trap of chasing recent winners.
$500k portfolio, target 60/40, annual review: End of year: US equity 71%, bonds 29% (equity bull run). Drift: US equity +11%, bonds -11%. Action: Sell $55k US equity in 401k; buy $55k bonds in 401k. No tax event. Taxable account: direct $2k monthly contributions entirely to bonds for 6 months. No sale needed.
Finance disclaimer: This skill encodes professional best practices for educational purposes. It is not financial advice. Consult a licensed financial advisor before making investment decisions.
npx claudepluginhub jeffreytse/grimoire --plugin grimoireMaintains portfolio target allocations via calendar-based, threshold-based, and tax-efficient rebalancing strategies. Optimizes bands for transaction costs vs. tracking error, covers tax-loss harvesting and cross-account implementation.
Constructs or rebalances investment portfolios using Modern Portfolio Theory, mean-variance optimization, and asset allocation best practices from institutional finance.
Aggregates investment holdings across taxable brokerage, 401k, and HSA into a single asset-allocation view, computes drift versus a target allocation, and produces a tax-efficient rebalance proposal that never executes trades.