HISTORICAL DATA / EXPLICIT RULES
Crypto Rebalancing Backtest
Compare holding your coins, monthly rebalancing and a target-gap threshold over the same historical period. See net portfolio values, drawdowns, fees and every model trade.
BTC · ETH · SOL · Coinbase Exchange daily USD closes · No account or wallet connection
Choose the comparison
Market and date requests go directly to Coinbase Exchange. Capital and weights stay in this page. Provider availability and coverage vary; prices are not interpolated.
Need a buy/sell plan for today's holdings? Open the crypto rebalancer →
SAME BUDGET / THREE POLICIES
What changed over this period?
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Choose your dates and weights, then load history.
| Strategy | Net final value | Net return | Maximum drawdown | Total fees | Rebalance events | Buy/sell legs | Rebalance turnover |
|---|
Values include entry fees, model rebalancing fees and a hypothetical final sale fee. Returns are for this whole period, not annualized. Drawdown is based on daily net liquidation values, with starting cash as the initial peak.
Historical illustration, not a forecast or a recommendation. This does not identify a universally best frequency or execute orders. Taxes, spreads, slippage, staking and intraday moves are excluded.
Portfolio value through time
● Hold● Monthly● Threshold
Daily values and actual input prices
Lines can overlap when strategies have similar or identical values. The chart uses every daily point. This table shows the exact net values and USD closes used in the comparison; every day and model trade is also in the CSV.
Model trade ledger
| Date UTC | Coin | Action / USD | Units (+buy / −sell) | Fee USD | Close USD | Trigger |
|---|
Exactly what the backtest does
- Buy the target allocation at the first day's USD closing prices. Starting cash includes the common percentage buying fee: investable capital = starting cash ÷ (1 + fee rate).
- Hold: keep those initial coin quantities unchanged.
- Monthly: on the first UTC calendar day of each later month, trade at that day's close to restore targets after fees. There is no extra event on the initial date.
- Threshold: after each day, measure the largest absolute gap between actual and target weights. If it reaches the chosen percentage-point threshold, rebalance at the following day's close. The following day's prices can change before execution; the model restores targets at those execution prices.
- Every rebalance pays percentage fees from the portfolio itself using the same budget-conserving solver as the portfolio rebalancer. A buy and a sale each pay a fee. Numerical gaps of at most 0.00000001 p.p. are treated as aligned.
- Value every strategy after the same hypothetical exit fee on each date. Final-day scheduled trades still occur before this hypothetical liquidation. Count those fees separately from entry and rebalancing fees in the audit CSV.
How to compare frequency and strategy fairly
Change one assumption at a time. Repeat several start and end dates; compare net return alongside drawdown, trading costs and the number of rebalances. A strategy can maintain allocation more closely while finishing with less money than holding. A higher final value over one selected period does not establish future superiority.
Maximum drawdown is the largest fall from a prior daily net-value peak, starting from your initial cash. It misses intraday losses. Turnover is the sum of the absolute USD values bought and sold during rebalances; entry and final liquidation are excluded from that turnover figure.
Data, scope and limitations
Data source: Coinbase Exchange BTC-USD, ETH-USD and SOL-USD daily candles; the close field is used. Candle dates identify the UTC day whose close is modeled. Requests are split to respect the provider's 300-candle limit. Every required date must be present. We do not invent data before a market existed or substitute another exchange.
The model uses fixed user-chosen targets, fractional coins and daily closes. These closes are valuation assumptions, not executable historical order fills. It omits taxes, spreads, slippage, market impact, minimum order sizes, transfer/network charges, staking rewards, lending, delistings outside selected markets and exchange insolvency. Current major coins are a selected surviving universe; this is not an unbiased test of all past crypto assets.
Only the chosen market identifiers and date range are requested from Coinbase. No exchange keys, wallet access or holdings are required. Normal network metadata is visible to providers. Results are not saved automatically; keep the CSV if you need to reproduce the run.
Related tools
- How Often Should You Rebalance a Crypto Portfolio?
- Crypto Portfolio Rebalancing Strategies: Calendar, Threshold and New Cash
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- Historical crypto DCA calculator
- Crypto profit and fee calculator
Methodology updated 21 October 2026. AI-assisted implementation, independently checked calculations; no professional financial certification or review claimed.