Portfolio rebalance with risk limits
Understand a Portfolio pattern that filters an asset universe, calculates target weights, applies constraints, and rebalances.
This example shows a composition pattern. It does not define a recommended universe, ranking model, or allocation.
Goal
On a schedule, create an eligible universe, rank or score its assets, calculate target weights, enforce portfolio and leverage limits, then produce a rebalance result.
Suggested structure
- Schedule Trigger starts the graph and provides period information.
- Universe defines the candidate symbols.
- Screen Filter removes candidates that fail supported rules.
- Ranking selects assets from connected scores, or Composite Score combines several rankings first.
- Weight Calculator converts the selected universe into target weights.
- Portfolio Constraint checks portfolio-level limits.
- Leverage Constraint checks or adjusts weights when available.
- Rebalancer compares target weights with the current portfolio and produces a result.
Use the respective Field nodes to extract scalar details from period, leverage, or rebalance outputs.
Handle outcomes
Connect completed, constraint-violation, empty-universe, and no-change outcomes intentionally. A no-change outcome can be a valid result and should not automatically be treated as an error.
Verify
Confirm that all weights and constraints use compatible data. Resolve validation, save, and review Backtest assumptions before submission.