Rebalancing bands

Golden Butterfly Portfolio Rebalancing Bands

The Golden Butterfly 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 5 points on Total US stock market to 5 points on Gold, 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 equal 20% sleeves put every holding exactly on the 5/25 crossover, where the absolute and relative thresholds produce the same band.

SleeveTargetBandBinding ruleRebalance outside
Total US stock market20%5 pointsabsolute15% to 25%
US small cap value20%5 pointsabsolute15% to 25%
Long-term Treasuries20%5 pointsabsolute15% to 25%
Short-term Treasuries20%5 pointsabsolute15% to 25%
Gold20%5 pointsabsolute15% to 25%

The tightest band belongs to Total US stock market at 5 points, set by the absolute threshold. Every sleeve sits at or above the 20 percent crossover, so the flat 5 point band governs all of them.

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
Total US stock market20%24.07%in band
US small cap value20%24.07%in band
Long-term Treasuries20%16.67%in band
Short-term Treasuries20%16.67%in band
Gold20%18.52%in band

No sleeve leaves its band, so a 5/25 policy would not trade. The widest drift is Total US stock market at 4.07%.

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

Golden Butterfly Portfolio band questions

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

Each sleeve gets the tighter of a 5 percentage point band and a band worth 25 percent of its own target. Total US stock market at a 20% target trades outside 15% to 25%, US small cap value at a 20% target trades outside 15% to 25%, Long-term Treasuries at a 20% target trades outside 15% to 25%, Short-term Treasuries at a 20% target trades outside 15% to 25%, Gold at a 20% target trades outside 15% to 25%.

Which sleeve of a Golden Butterfly Portfolio triggers first?

Total US stock market has the tightest band at 5 points, governed by the absolute threshold. Every sleeve sits at or above the 20 percent crossover, so the flat 5 point band governs all of them.

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

No. After a stylized year with equities up 30%, bonds down 10%, and real assets flat, the widest drift is Total US stock market at 4.07% against a band of 5 points, so no sleeve leaves its range and a threshold policy would not trade.

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.