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Tutorial 7: Multi-fund treasury allocation

This tutorial sets up mts1b-treasury to allocate firm capital across multiple funds — equities, crypto, sports — and rebalance weekly.

Time: ~30 min. Prerequisites: mts1b-treasury installed (profile: foundational-12 + treasury or full).

Step 1 — Inventory existing funds​

mts mts1b-treasury fund list
# fund_id              broker      target_nav  current_nav    pct_firm
# paper-momentum       paper       $100,000    $112,400        50%
# paper-crypto-revol   paper       $50,000     $48,200          22%
# paper-sports-dfs     paper       $25,000     $24,800          11%
# paper-options        paper       $40,000     $38,750          17%
#
# Firm NAV: $224,150

Step 2 — Set treasury allocator rules​

mts mts1b-treasury allocator config \
  --method risk_parity \
  --min-per-fund-usd 25000 \
  --max-per-fund-pct 0.50 \
  --max-sleeve-correlation 0.7 \
  --preserve-capital-dnt true \
  --rebal-cadence weekly

Methods available:

MethodUse
equalequal NAV per fund
risk_parityequal contribution to firm vol
kellyKelly fraction across fund return distributions
manualstatic, from target_nav field

risk_parity is the default — funds with higher realized vol get less allocation; lower vol gets more.

Step 3 — Compute a rebalance plan​

mts mts1b-treasury allocator plan --dry-run
Treasury rebalance plan
=======================
Firm NAV:      $224,150
Method:        risk_parity
Constraints:   min=$25k, max=50%, max-corr=0.7

  fund                  current     target      delta       reason
  paper-momentum        $112,400    $89,660     -$22,740   vol_pct=0.18, contribution=43%
  paper-crypto-revol    $48,200     $58,279     +$10,079   vol_pct=0.32, contribution=12%
  paper-sports-dfs      $24,800     $33,623     +$8,823    vol_pct=0.09, contribution=15%
  paper-options         $38,750     $42,588     +$3,838    vol_pct=0.22, contribution=30%

Total delta: $0 (zero-sum redistribution)
ETA to execute: 1-2 business days (ACH transfers)

Note: the allocator outputs deltas; it doesn't move money automatically.

Step 4 — Co-sign and execute​

mts mts1b-treasury allocator execute --confirm REBALANCE

Multi-factor confirmation required (operator must type REBALANCE). On approval:

  1. Each fund-to-fund transfer is split into route legs (broker A → bank → broker B).
  2. A TransferRequest is created for each leg, published to mts.v1.treasury.transfers.requested.
  3. mts1b-treasury does NOT make real bank movements. Instead it produces a list of "operator actions" — manual instructions for the human operator (e.g., "log into IBKR, withdraw $22,740 to Chase, then log into Coinbase, deposit $10,000").
  4. The operator co-signs each completion via Web UI with 2FA.

For paper-to-paper (internal-only) "transfers", the system does an instant on-ledger move with no external action needed.

Step 5 — Track P/L attribution​

mts mts1b-treasury attribution --fund-id paper-momentum --window mtd
Fund:           paper-momentum
Window:         month-to-date

  Component           Return    Contribution
  Strategy momentum   +1.8%      +1.2%
  Strategy carry      -0.3%      -0.1%
  Cash drag            0.0%      -0.0%
  Treasury rebalance  +0.0%      +0.1% (received allocation)
  Fees + slippage     -          -0.2%
  ─────────────────────────────────────────
  TOTAL                          +1.0%

Step 6 — Schedule weekly rebalance​

mts1b.config
treasury:
  allocator:
    method: risk_parity
    schedule: "0 14 * * 1"             # Mon 10am ET
    notify: telegram
    require_cosign: true               # never auto-execute

mts1b-treasury will publish the rebalance plan every Monday morning + post to Telegram + wait for operator co-sign.

Step 7 — Daily NAV report​

reports:
  daily_nav:
    cron: "0 18 * * 1-5"               # 6pm ET, weekdays
    funds: [paper-momentum, paper-crypto-revol, paper-sports-dfs, paper-options]
    distribute: [telegram, email]

Each evening you get a single email/Telegram with:

  • Per-fund NAV, P/L, exposure
  • Firm-level rollup
  • Drawdown alerts if any
  • Drift alerts if any strategy IC drifted

Step 8 — Multi-currency (if applicable)​

If you trade FX or international equities, the base currency matters:

mts mts1b-treasury fund create \
  --fund-id eu-equities \
  --nav 50000 \
  --base-currency EUR \
  --broker ibkr_eu

P/L attribution separates asset return from currency return so you understand WHY the EUR fund moved.

Step 9 — Tax lots​

For taxable accounts (live, not paper):

mts mts1b-treasury tax-lots show --fund-id live-momentum --year 2026
Lot ID  Symbol  Open Date    Close Date   Qty    Open Price  Close Price  Realized P/L
TL-001  AAPL    2026-01-15   2026-03-22   100    $185.30     $192.40      +$710.00 (short-term)
TL-002  AAPL    2026-01-15   open         50     $185.30     -            (open)
TL-003  MSFT    2026-02-01   2026-04-15   200    $410.00     $425.50      +$3100.00 (short-term)
...

Realized YTD: $14,235 short-term, $0 long-term

Step 10 — Settlement report (end of year)​

mts1b-report settlement --fund-id live-momentum --year 2026 --output ts-2026.pdf

Exports a PDF + CSV in formats accepted by TurboTax / FreeTaxUSA / GainsKeeper.

See also​