Advanced Debt Arbitrage: Exploit Rate Differentials Systematically

You've got cards, a loan and maybe a finance deal, all at different rates, and a hunch you're paying off the wrong one first. Feed in your balances, APRs and spare monthly cash, and this builds three plans: pure avalanche, rolling 0% transfers, and a hybrid. It shows the total interest and payoff date for each, so the cheapest route is obvious.

I want to systematically exploit interest rate differentials across my debt portfolio using a structured arbitrage approach. My debts are: {DEBT_PORTFOLIO} (name, type, balance, APR, promotional end date if applicable, prepayment penalties). My investable cash flow after debt minimums is {FREE_CASH_FLOW} monthly. Model three strategies: (1) pure avalanche with no transfers, (2) rolling balance transfers to 0% cards every {TRANSFER_CYCLE_MONTHS} months assuming {TRANSFER_FEE}% fee and {AVAILABLE_TRANSFER_LIMIT} available credit, (3) hybrid: transfer highest-rate balances, avalanche the rest. For each, show IRR of the strategy, total interest saved vs baseline, and execution risk. Include a sensitivity table showing how outcomes change if my free cash flow drops by 20%.