Monthly Rebalancing, and a Hedge That Follows Market Conditions
Two things change in how the TradingAlgo Mosaic portfolios are managed. Both follow from the move to a monthly publication cycle, and both are meant to fit the way professional clients actually review and implement a portfolio. The research itself is unchanged: same markets, same five holdings, same selection rules.
1. The portfolio is rebalanced once a month
Until August 2026 the model selected and rebalanced its five holdings every Friday. From September 25, 2026 it does so once a month, on the last Friday of the month. Data and monitoring remain weekly: what changes is how often the portfolio itself is touched.
The reason is visible in the published record. Through August, several rotations reversed themselves within seven days — a position sold on one Friday and bought back the next — leaving the portfolio unchanged over two weeks while carrying the transaction costs of both trades. That churn reflects candidates ranked closely together rather than genuine changes in trend, and a monthly cycle removes it.
2. The hedge is no longer produced by the model
Until August 2026 every published portfolio carried a hedge allocation computed systematically by the model. From September 2026 the hedge level is derived from dynamic algorithmic monitoring tools and reaches subscribers by email, as a hedge alert, whenever market conditions change it.
Hedge alerts are the only exception to the monthly cycle. The five holdings stay fixed between one rebalance and the next; the hedge can move in between, which is precisely why it is communicated directly rather than waiting for the next report.
What Changes, in One Table
| Until August 2026 | From September 25, 2026 | |
|---|---|---|
| Portfolio rebalancing | Every Friday | Last Friday of each month |
| Hedge level | Computed by the model, published with the report | Derived from dynamic monitoring tools, sent by hedge alert |
| Site and report updates | Weekly | Monthly |
| Data and monitoring | Weekly | Weekly |
| Markets covered | Seven | Seven |
| Holdings per market | Five, equally weighted | Five, equally weighted |
What Does Not Change
The same seven markets are covered — USA100, Nasdaq100, Europe50, Italy40, Germany40, UK100 and Australia50 — with the same selection framework built on trend, stability and portfolio contribution, the same benchmark comparison, and the same archive of past portfolios.
The published history is also left exactly as it was. Performance figures that span both periods combine two regimes, and this is stated on the validation page: the hedged series shown there covers the period up to August 2026, and nothing published before September 25, 2026 has been recalculated.
This publication is research material only and is not personalized financial advice.
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