The portfolio is rebalanced a maximum of once or twice a week. The rebalancing frequency depends on quantitatively measured market conditions and price movements. The portfolio is not expected to trade or rebalance all the time, but only when market conditions dictate. Rebalancing a maximum twice a week means that the strategy is not likely to react quickly to either positive or negative price movements. Backtesting shows that rebalancing more frequently does not have meaningful positive benefit for the strategy. As crypto prices are very volatile, reacting quickly to abrupt price movements is likely to introduce noise and could make the portfolio miss the subsequent price recovery more often than necessary. This is why the portfolio is not rebalanced more often than once or twice a week.