Leverage Constraint
Checks or adjusts target weights against configured leverage limits.
Checks or adjusts target weights against configured leverage limits.
When to use
Use it in eligible Portfolio graphs before rebalancing leveraged allocations.
Example
Pass candidate weights through the constraint and send adjusted weights to Rebalancer when the configured behavior allows adjustment.
Choose adjustment or rejection
Feed candidate Weights and, where needed, Current Leverage Metrics into the node. Suppose a candidate implies gross leverage 1.4 while Max gross leverage is 1. In the default Adjust weights role with a supported proportional-scale strategy, inspect the Adjusted Weights and Violations data outputs; this role has no control outcome. The target may be reduced rather than accepted unchanged. In Guard role, route Passed, Adjusted (when the adjustment strategy permits it), and Violated separately. The exact result also depends on net and per-position caps, so a single illustrative ratio cannot establish that every constraint passes. Connect the resulting weights, not the original candidate, to the next stage when adjustment is intended.
Common problems
Availability can depend on plan. The default adjustWeights role is data-only: it produces Adjusted Weights and Violations. Only the guard role exposes Passed, Adjusted and Violated control outcomes. Do not confuse the Violations data output with the Violated control branch.
Next steps
Review the generated Parameters, Outcomes, and Data Ports on this page, then open the related guides for the complete workflow.