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Run a tax-loss harvest on real fills with what-if scenarios

FIFO lots from real bot fills, conservative replacements, real-OHLCV portfolio metrics

8-12 min · intermediate

What you'll have when finished

  • Reconstruct your tax lots FIFO from real fills
  • Identify loss lots above your harvest threshold
  • Pick a conservative non-substantially-identical replacement
  • Compare current vs proposed portfolio risk metrics on real OHLCV

Before you start

  • Not tax advice. Consult a CPA before acting on harvest suggestions.
  • Wash-sale: IRS has not formally extended the 30-day rule to crypto, but conservative practitioners treat it as if it does.
  • Volatile-quote pairs (e.g. ETH/BTC) are excluded from the lot ledger because USD basis cannot be assigned without an oracle. We refuse to fabricate it.

Walkthrough

  1. Open the My Lots tab

    Intelligence → Tax Strategy → My Lots. See FIFO lots reconstructed from your real bot fills.

  2. Review the Harvest tab

    Each card shows the loss lot, holding period (short vs long term), estimated tax savings at your supplied rate, and 1–3 conservative replacement options.

  3. Check the replacement map

    GET /api/tax-strategy/replacement-map — see the curated replacement table without auth. ETH→WSTETH, BTC→WBTC, SOL→MSOL — conservative, not identical.

  4. Run a what-if scenario

    Enter your current portfolio weights and a proposed alternative. The system pulls real Binance OHLCV and shows side-by-side Sharpe / vol / drawdown / VaR / correlation matrix.

    Success criteria: Both weight maps sum to 1 · At least one asset has Binance OHLCV history · Lookback window 7–365 days

  5. Manual approval only

    haythix does not auto-execute harvest swaps. Every suggested trade requires a manual click — enforced in the engine, not just the UI.

What's next

Print or save the harvest result. The disclosures (tax-rate assumption, wash-sale caveat, replacement rationale) are part of the audit trail.