June 20, 2026 – June 30, 2026
June 2026 rebalancing bot results: +2.55% vs BTC -7.84%
| Month | Max drawdown (month) | Cumulative at month end | |
|---|---|---|---|
| Rebalancing bot | +2.55% | -5.61% | +2.55% |
| BTC 100% hold | -7.84% | -11.11% | -7.84% |
| QQQ 100% hold | -1.38% | -5.19% | -1.38% |
Versus the same 25/25/50 start with no rebalancing: +0.01 pts
This is the June report for my rebalancing bot, and it covers a short window: the bot only has data from June 20 to June 30, which is 11 days. Treat everything below as a small sample. The bot finished the period up 2.55%. Over the same days bitcoin was down 7.84% and QQQ was down 1.38%. So on paper it beat both, but 11 days says very little about how a strategy behaves over a year.
The setup is simple. On Bybit I hold 25% in bitcoin spot, 25% in a 1x long SOXL perpetual, and 50% in USDT. The bot checks hourly and rebalances when any weight drifts 2 percentage points or more from target. That is the whole system. There is no prediction in it, only a rule for selling a bit of what went up and buying a bit of what went down.
The best day was June 30, when the bot gained 6.0% while bitcoin fell 1.41% and QQQ rose 2.52%. The worst day was June 23, when the bot lost 2.42%, bitcoin lost 4.73% and QQQ lost 3.19%. I have no notes attached to either day, so I won't claim to know why they moved. I can see the numbers, not the cause. I can say the bot lost less than both benchmarks on its worst day, and that its best day was far larger than QQQ's. There were 5 up days and 6 down days, so the month's gain came from a few large moves, not a steady grind.
Rebalancing did four trades: two buys and two sells, split evenly between BTC and SOXL. Against a buy-and-hold portfolio that started at the same 25/25/50 weights, the rebalanced version came out 0.01 percentage points ahead. That is effectively zero. I won't call it a win. This is the honest answer for anyone searching for rebalancing bot results: over this window, the rebalancing neither helped nor hurt in any way I could measure.
Drawdown is where the allocation showed its value. The bot's worst peak-to-trough drop in the period was 5.61%, compared with 11.11% for bitcoin and 5.19% for QQQ. So it fell about half as far as bitcoin, but slightly more than QQQ. Holding half the portfolio in USDT cushions the swings, and that cushion came from the allocation itself, not from the rebalancing. At the end, the weights were 23.31% BTC, 27.67% SOXL and 49.01% USDT, so the portfolio had drifted a little from target. One day in the period also included a deposit, which is worth remembering when reading any short-window return.
The idea behind this bot is often called Shannon's demon: in theory, regularly rebalancing volatile assets that don't move together can harvest a small extra return, even when none of the assets trend upward. It needs time and plenty of price swings to show up, and a 0.01 point difference over 11 days is noise. SOXL and bitcoin are volatile enough for the effect to matter eventually, but I can't prove it from this sample.
My lesson is to keep two questions separate: how much of the result came from the allocation, and how much came from the rebalancing. This month the 6.0% best day and the smaller drawdown versus bitcoin owe much more to the mix of assets and cash than to the rules. I'll keep logging the rebalance-versus-hold number each month. If it stays near zero for a long time, I'll have to admit the bot is mostly an automated way of holding a fixed mix.
Daily entries this month
How rebalancing works: Shannon's Demon →
Methodology
Total equity is logged by the bot every hour at :59. Deposits are removed at the hour they arrive and returns are chained as a time-weighted return (TWR). Daily return compares the last snapshot of the day with the previous day's last snapshot. Benchmarks use Bybit BTCUSDT spot and QQQUSDT perpetual hourly closes.
This site is a personal record, not investment advice. Past performance does not guarantee future results.