Rebalancing bands

Coffeehouse Portfolio Rebalancing Bands

The Coffeehouse Portfolio rebalancing bands under the 5/25 rule are the ranges each sleeve must stay inside before a threshold policy triggers a trade. For this allocation the bands run from 2.5 points on Large cap blend to 5 points on Total bond market, because the rule applies whichever is tighter of a 5 percentage point absolute threshold and 25 percent of each holding's own target weight.

Computed with the same engine as the free calculator. Educational analysis, not investment advice.

The bands for this allocation

Five 10% equity sleeves and a 10% REIT against a 40% bond position. Every 10% sleeve is governed by the relative band, so this allocation signals early and often.

SleeveTargetBandBinding ruleRebalance outside
Large cap blend10%2.5 pointsrelative7.5% to 12.5%
Large cap value10%2.5 pointsrelative7.5% to 12.5%
Small cap blend10%2.5 pointsrelative7.5% to 12.5%
Small cap value10%2.5 pointsrelative7.5% to 12.5%
Total international stock10%2.5 pointsrelative7.5% to 12.5%
REIT index10%2.5 pointsrelative7.5% to 12.5%
Total bond market40%5 pointsabsolute35% to 45%

The tightest band belongs to Large cap blend at 2.5 points, set by the relative threshold. 6 of 7 sleeves sit below the 20 percent crossover, so the 25 percent relative threshold governs them instead of the flat 5 point band.

What happens after a strong equity year

Holding the allocation untouched through a stylized year with equities up 30%, bonds down 10%, and real assets flat produces these weights. Nothing was bought or sold; the drift is purely market movement.

SleeveTargetAfter the moveStatus
Large cap blend10%11.71%in band
Large cap value10%11.71%in band
Small cap blend10%11.71%in band
Small cap value10%11.71%in band
Total international stock10%11.71%in band
REIT index10%9.01%in band
Total bond market40%32.43%underweight by 7.57%

1 of 7 sleeves breach, so a 5/25 policy would trade. Returning every sleeve to target moves about 8.56% of the portfolio.

A breach is not a recommendation: it means an allocation left the range you chose. Transaction costs, spreads, capital gains, wash-sale rules, and new contributions all affect whether acting is worthwhile. These figures are illustrative and use reference weights, not your holdings.

Run your own weights

These are reference targets. Enter what you actually hold to see your own bands, which threshold governs each sleeve, and how much would have to trade.

Open the rebalancing band calculator

Coffeehouse Portfolio band questions

What are the 5/25 rebalancing bands for a Coffeehouse Portfolio?

Each sleeve gets the tighter of a 5 percentage point band and a band worth 25 percent of its own target. Large cap blend at a 10% target trades outside 7.5% to 12.5%, Large cap value at a 10% target trades outside 7.5% to 12.5%, Small cap blend at a 10% target trades outside 7.5% to 12.5%, Small cap value at a 10% target trades outside 7.5% to 12.5%, Total international stock at a 10% target trades outside 7.5% to 12.5%, REIT index at a 10% target trades outside 7.5% to 12.5%, Total bond market at a 40% target trades outside 35% to 45%.

Which sleeve of a Coffeehouse Portfolio triggers first?

Large cap blend has the tightest band at 2.5 points, governed by the relative threshold. 6 of 7 sleeves sit below the 20 percent crossover, so the relative threshold governs them rather than the flat 5 point band.

Would a Coffeehouse Portfolio need rebalancing after a stylized year with equities up 30%, bonds down 10%, and real assets flat?

Yes. After a stylized year with equities up 30%, bonds down 10%, and real assets flat, Total bond market would be underweight by 7.57%. Returning every sleeve to target moves about 8.56% of the portfolio.

Bands for other allocations

Drift is one dimension. Check portfolio concentration for what sits inside the sleeves, ETF overlap for funds holding the same companies, and the portfolio risk monitor for tracking all three across connected accounts.