client_id
string | persona_style
string | account_type
string | base_currency
string | as_of_date
string | total_equity_usd
int64 | cash_usd
int64 | invested_usd
int64 | leverage_x
float64 | allocation_equity_pct
float64 | allocation_fixed_income_pct
float64 | allocation_alts_pct
float64 | allocation_cash_pct
float64 | top_positions
string | region_exposure_pct
string | factor_exposure_z
string | constraints
string | max_position_pct
int64 | max_sector_pct
int64 | drift_tolerance_pct
float64 | stoploss_policy
string | risk_budget_var_95_bps
int64 | max_drawdown_limit_pct
float64 | market_regime
string | vix_level
float64 | rates_10y_pct
float64 | inflation_yoy_pct
float64 | credit_spread_ig_bps
int64 | signal_alpha_bps
int64 | signal_confidence_1_100
int64 | risk_score_1_100
int64 | breach_flag
bool | action_proposed
string | action_details
string | expected_impact_alpha_bps
int64 | expected_risk_change_bps
int64 | execution_venue
string | order_type
string | order_fill_ratio_pct
int64 | self_correction_trigger
string | self_correction_action
string | self_correction_reason
string | outcome_after_7d_pnl_bps
int64 | outcome_after_7d_var_change_bps
int64 | outcome_after_30d_pnl_bps
int64 | user_feedback_1_5
int64 | advisor_override_flag
bool | notes
string |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P0001
|
Cautious
|
Taxable
|
USD
|
2025-04-14
| 746,662
| 81,995
| 664,667
| 1
| 39.1
| 44.3
| 5.6
| 11
|
MUB:7.6%;GLD:8.8%;HYG:22.7%;IEF:22.7%;BRK.B:22.7%;AMZN:15.4%
|
US:65.4;EU:19.9;APAC:6.9;EM:6.5;Other:1.3
|
Value:+0.1;Growth:-0.0;Quality:-1.0;Size:+0.9;Momentum:-0.4;LowVol:+0.5
|
MaxPos7%;NoMargin
| 10
| 25
| 3.1
|
hard 10%
| 159
| 17.3
|
Bull
| 11.6
| 4.61
| 2.3
| 98
| 62
| 94
| 23
| false
|
Sell
|
Trim extended winner -1%
| 17
| -1
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| 86
| -11
| 205
| 5
| false
|
Within IPS guidelines
|
P0002
|
Cautious
|
Taxable
|
USD
|
2025-03-28
| 570,741
| 71,003
| 499,738
| 1
| 48.9
| 31.5
| 3.2
| 16.4
|
QQQ:19.8%;IEF:11.6%;AMZN:20.0%;AAPL:15.5%;BND:20.1%;VTI:12.9%
|
US:76.1;EU:10.0;APAC:8.9;EM:4.9;Other:0.1
|
Value:-0.6;Growth:+0.1;Quality:-0.7;Size:+0.8;Momentum:+0.1;LowVol:-0.8
|
ESGOnly;NoDerivatives;NoMargin
| 10
| 35
| 5.2
|
hard 10%
| 161
| 13.6
|
Volatile
| 20.5
| 4.27
| 4.1
| 162
| 48
| 77
| 48
| false
|
NoAction
|
Within bands; monitor
| 27
| 0
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| -38
| 19
| 47
| 5
| false
|
Tighten stops on momentum names
|
P0003
|
Active
|
Roth
|
USD
|
2025-09-26
| 1,146,372
| 127,203
| 1,019,169
| 1
| 57.3
| 28.6
| 8
| 6.1
|
BRK.B:23.2%;AAPL:18.0%;QQQ:17.1%;VTI:18.5%;VNQ:23.2%
|
US:71.5;EU:9.2;APAC:10.3;EM:7.6;Other:1.3
|
Value:+0.9;Growth:0.0;Quality:+0.3;Size:+0.9;Momentum:-0.4;LowVol:+0.3
| null | 6
| 25
| 5.5
|
trailing 9%
| 205
| 16.6
|
Bull
| 13.6
| 3.98
| 2.3
| 77
| 48
| 63
| 47
| false
|
Buy
|
Add to core equity +1%
| 33
| -28
|
BrokerB
|
MKT
| 96
| null | null |
Normal monitoring
| -18
| 8
| 111
| 3
| false
|
Tax-aware sells next window
|
P0004
|
Active
|
Trust
|
USD
|
2025-06-24
| 663,578
| 52,072
| 611,506
| 1.14
| 62
| 28.5
| 0
| 9.5
|
HYG:27.1%;XLF:27.1%;MUB:18.7%;VTI:27.1%
|
US:75.5;EU:7.9;APAC:6.6;EM:8.8;Other:1.3
|
Value:-0.1;Growth:-0.9;Quality:+0.1;Size:+0.6;Momentum:-0.2;LowVol:-0.8
| null | 10
| 25
| 4.3
|
trailing 9%
| 200
| 16.9
|
Bear
| 24.6
| 3.12
| 2
| 142
| -20
| 39
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 35
| -17
|
BrokerA
|
LMT
| 89
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -25
| -46
| 80
| 3
| false
|
Tighten stops on momentum names
|
P0005
|
Opportunistic
|
Trust
|
USD
|
2025-11-15
| 371,203
| 27,639
| 343,564
| 1
| 72.4
| 19.8
| 0
| 7.8
|
GLD:37.3%;IEF:37.3%;MUB:25.4%
|
US:67.2;EU:16.3;APAC:10.6;EM:4.9;Other:1.0
|
Value:+0.9;Growth:+0.1;Quality:+0.4;Size:-0.4;Momentum:+0.7;LowVol:+0.7
|
MaxPos6%;NoDerivatives
| 8
| 30
| 6.5
|
trailing 7%
| 189
| 26.6
|
Bull
| 11.4
| 4.82
| 3.2
| 115
| 54
| 84
| 50
| false
|
Buy
|
Add to core equity +1%
| 12
| -16
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 116
| -35
| 211
| 5
| false
|
Within IPS guidelines
|
P0006
|
Opportunistic
|
Roth
|
USD
|
2025-07-14
| 1,559,021
| 58,423
| 1,500,598
| 1.16
| 67.2
| 19.7
| 7.8
| 5.3
|
TLT:33.3%;VNQ:33.3%;MSFT:33.3%
|
US:61.7;EU:13.1;APAC:14.0;EM:7.9;Other:3.2
|
Value:-0.4;Growth:-0.9;Quality:+0.5;Size:+0.6;Momentum:+0.7;LowVol:0.0
|
MaxPos6%
| 7
| 35
| 4.3
|
trailing 9%
| 199
| 21.5
|
Sideways
| 20.4
| 4.61
| 2.2
| 122
| 38
| 81
| 69
| false
|
Buy
|
Add to core equity +1%
| -8
| 0
|
BrokerA
|
MKT
| 88
| null | null |
Normal monitoring
| 33
| -18
| 82
| 5
| false
|
Increase defensive factor exposure
|
P0007
|
Active
|
401k
|
USD
|
2025-09-29
| 1,623,133
| 127,893
| 1,495,240
| 1.24
| 68.2
| 20.3
| 6
| 5.6
|
TSLA:25.0%;MUB:25.0%;GLD:25.0%;IEF:12.1%;AAPL:13.1%
|
US:65.2;EU:17.5;APAC:7.3;EM:8.3;Other:1.7
|
Value:-0.2;Growth:+0.6;Quality:+0.1;Size:-0.9;Momentum:+0.8;LowVol:-0.9
|
NoDerivatives
| 10
| 30
| 4.7
|
hard 12%
| 205
| 27.1
|
Volatile
| 27.6
| 3.59
| 2.7
| 155
| -16
| 33
| 72
| true
|
Rebalance
|
Rebalance back to target bands
| -4
| -33
|
BrokerB
|
MKT
| 100
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -31
| -3
| 104
| 5
| false
|
Within IPS guidelines
|
P0008
|
Systematic
|
Roth
|
USD
|
2025-08-19
| 718,950
| 43,599
| 675,351
| 1
| 63.9
| 29.4
| 0
| 6.7
|
IEF:10.7%;HYG:26.1%;BND:26.1%;QQQ:11.0%;MSFT:26.1%
|
US:67.1;EU:16.0;APAC:9.8;EM:4.0;Other:3.1
|
Value:-0.7;Growth:-0.7;Quality:+1.0;Size:+0.4;Momentum:+0.8;LowVol:-0.2
| null | 10
| 35
| 5.9
|
trailing 9%
| 224
| 17
|
Volatile
| 21.8
| 3.74
| 3.7
| 176
| 26
| 63
| 55
| false
|
NoAction
|
Within bands; monitor
| -14
| -33
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 14
| -3
| 143
| 3
| false
|
Within IPS guidelines
|
P0009
|
Systematic
|
Trust
|
USD
|
2025-04-13
| 1,751,934
| 112,328
| 1,639,606
| 1
| 58.3
| 30.6
| 3
| 8.2
|
VNQ:23.2%;MUB:28.1%;MSFT:28.1%;XLF:20.6%
|
US:62.2;EU:17.7;APAC:10.7;EM:5.5;Other:4.0
|
Value:+0.7;Growth:+0.6;Quality:+0.3;Size:-0.4;Momentum:-0.9;LowVol:+0.5
| null | 5
| 25
| 4.7
|
trailing 9%
| 164
| 26.6
|
Bull
| 16.7
| 4.01
| 3
| 110
| 16
| 66
| 42
| false
|
Buy
|
Add to core equity +1%
| 2
| -14
|
BrokerB
|
MKT
| 90
| null | null |
Normal monitoring
| 65
| 14
| 162
| 5
| false
|
Tighten stops on momentum names
|
P0010
|
Active
|
Trust
|
USD
|
2025-05-10
| 1,849,792
| 178,780
| 1,671,012
| 1.1
| 62.5
| 23.6
| 4
| 9.9
|
HYG:33.3%;VNQ:33.3%;GLD:33.3%
|
US:72.0;EU:6.9;APAC:8.3;EM:8.2;Other:4.6
|
Value:-0.8;Growth:+0.5;Quality:-0.2;Size:+0.2;Momentum:-0.7;LowVol:+0.5
|
MaxPos7%;NoDerivatives
| 6
| 35
| 5.2
|
trailing 8%
| 177
| 17.9
|
Sideways
| 17.6
| 4.2
| 3.1
| 123
| -27
| 30
| 49
| true
|
Hedge
|
Buy index puts 1% notional
| 5
| 11
|
BrokerD
|
MKT
| 90
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -25
| 1
| 63
| 3
| false
|
Tighten stops on momentum names
|
P0011
|
Systematic
|
Roth
|
USD
|
2025-02-24
| 1,469,888
| 129,229
| 1,340,659
| 1
| 60.4
| 20.2
| 10.4
| 9
|
BRK.B:22.3%;IEF:20.3%;AMZN:22.3%;HYG:13.1%;VNQ:8.0%;MUB:14.0%
|
US:72.6;EU:8.7;APAC:10.0;EM:7.3;Other:1.4
|
Value:+0.1;Growth:+0.7;Quality:+0.6;Size:+0.7;Momentum:-0.3;LowVol:+1.0
|
NoDerivatives
| 8
| 25
| 4.5
|
trailing 8%
| 228
| 17.9
|
Volatile
| 21.4
| 5.3
| 4.5
| 113
| 45
| 63
| 68
| false
|
Buy
|
Add to core equity +1%
| 8
| -13
|
BrokerD
|
MKT
| 95
| null | null |
Normal monitoring
| 60
| -23
| 191
| 5
| false
|
Monitor dispersion and breadth
|
P0012
|
Opportunistic
|
Taxable
|
USD
|
2025-08-06
| 1,761,352
| 127,009
| 1,634,343
| 1
| 70.2
| 19.6
| 5.1
| 5.2
|
AAPL:13.1%;MSFT:21.9%;IEF:21.8%;HYG:21.3%;VTI:21.9%
|
US:54.2;EU:20.6;APAC:14.0;EM:6.5;Other:4.7
|
Value:+0.6;Growth:+0.5;Quality:-0.4;Size:-0.9;Momentum:+0.8;LowVol:+0.9
| null | 8
| 35
| 7
|
hard 12%
| 195
| 26
|
Bear
| 31.2
| 3.48
| 2.6
| 201
| -36
| 18
| 83
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 3
| -28
|
BrokerD
|
LMT
| 99
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -44
| -45
| 0
| 2
| false
|
Within IPS guidelines
|
P0013
|
Opportunistic
|
401k
|
USD
|
2025-09-23
| 1,625,625
| 119,208
| 1,506,417
| 1
| 77.1
| 13.4
| 5.2
| 4.2
|
MUB:15.1%;QQQ:18.8%;XLF:20.2%;HYG:10.9%;VOO:18.7%;AMZN:16.3%
|
US:67.5;EU:15.5;APAC:5.4;EM:10.0;Other:1.5
|
Value:+0.6;Growth:-0.9;Quality:-0.8;Size:-0.8;Momentum:+0.9;LowVol:+0.1
|
MaxPos8%;NoDerivatives
| 10
| 25
| 4.1
|
trailing 7%
| 201
| 28.3
|
Bull
| 11.4
| 3.99
| 2.4
| 80
| 107
| 100
| 42
| false
|
Buy
|
Add to core equity +1%
| 2
| -40
|
BrokerC
|
MKT
| 94
| null | null |
Normal monitoring
| -27
| 18
| 9
| 4
| false
|
Within IPS guidelines
|
P0014
|
Opportunistic
|
Taxable
|
USD
|
2025-10-04
| 666,184
| 21,211
| 644,973
| 1
| 74.5
| 19.1
| 2.2
| 4.2
|
AAPL:13.1%;BRK.B:17.8%;VOO:21.4%;VNQ:23.8%;HYG:23.8%
|
US:74.1;EU:6.3;APAC:9.8;EM:9.3;Other:0.4
|
Value:+0.1;Growth:-0.2;Quality:-0.1;Size:-0.4;Momentum:-0.3;LowVol:+0.9
|
MaxPos7%
| 6
| 35
| 6.8
|
hard 12%
| 161
| 32.7
|
Volatile
| 31.5
| 5.17
| 3.5
| 169
| -53
| 19
| 91
| true
|
Hedge
|
Buy index puts 1% notional
| 14
| -10
|
BrokerC
|
MKT
| 100
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -55
| 6
| -73
| 2
| false
|
Monitor dispersion and breadth
|
P0015
|
Cautious
|
IRA
|
USD
|
2025-02-24
| 676,040
| 75,024
| 601,016
| 1
| 52
| 31.6
| 5.5
| 10.9
|
IEF:20.8%;TLT:20.8%;BRK.B:9.3%;VNQ:22.4%;VTI:13.7%;TSLA:13.0%
|
US:66.7;EU:17.1;APAC:5.3;EM:6.8;Other:4.1
|
Value:-0.4;Growth:-1.0;Quality:+0.8;Size:-0.8;Momentum:+0.6;LowVol:-0.9
|
NoMargin
| 6
| 35
| 5.6
|
trailing 10%
| 145
| 18.1
|
Sideways
| 21.6
| 4.8
| 2.3
| 94
| -11
| 47
| 51
| false
|
NoAction
|
Within bands; monitor
| 9
| -26
|
BrokerC
|
LMT
| 94
| null | null |
Normal monitoring
| 70
| -9
| 160
| 4
| false
|
Tax-aware sells next window
|
P0016
|
Hands-off
|
Taxable
|
USD
|
2025-07-12
| 625,867
| 37,627
| 588,240
| 1
| 68.8
| 22
| 1.6
| 7.6
|
TLT:25.0%;MUB:25.0%;GLD:25.0%;AMZN:25.0%
|
US:67.7;EU:5.5;APAC:13.1;EM:8.7;Other:5.1
|
Value:+0.1;Growth:-1.0;Quality:0.0;Size:+0.6;Momentum:-0.9;LowVol:-0.1
| null | 10
| 25
| 4.3
|
hard 10%
| 118
| 15.7
|
Volatile
| 31.5
| 5.16
| 2.3
| 163
| 57
| 77
| 83
| true
|
Rebalance
|
Rebalance back to target bands
| 23
| -4
|
BrokerB
|
LMT
| 100
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 40
| -38
| 173
| 5
| false
|
Monitor dispersion and breadth
|
P0017
|
Systematic
|
Taxable
|
USD
|
2024-10-02
| 1,979,131
| 139,535
| 1,839,596
| 1
| 63.9
| 27.7
| 0
| 8.3
|
HYG:12.6%;VTI:17.3%;MSFT:16.3%;QQQ:18.5%;XLF:17.0%;MUB:18.3%
|
US:68.6;EU:14.5;APAC:11.4;EM:3.8;Other:1.7
|
Value:+1.0;Growth:+0.4;Quality:+0.5;Size:-0.3;Momentum:-0.7;LowVol:+0.4
| null | 7
| 35
| 5.6
|
trailing 8%
| 166
| 24.1
|
Bull
| 13.6
| 3.97
| 2.6
| 106
| 37
| 73
| 40
| false
|
NoAction
|
Within bands; monitor
| 30
| 13
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 114
| 0
| 189
| 5
| false
|
Monitor dispersion and breadth
|
P0018
|
Cautious
|
IRA
|
USD
|
2024-11-29
| 862,920
| 102,818
| 760,102
| 1
| 35.7
| 31.4
| 16.8
| 16.1
|
TSLA:33.3%;BND:33.3%;GLD:33.3%
|
US:67.6;EU:18.3;APAC:8.4;EM:5.6;Other:0.1
|
Value:+0.2;Growth:-0.6;Quality:+0.4;Size:+0.3;Momentum:-0.5;LowVol:+0.1
|
ESGOnly;NoDerivatives;NoMargin
| 8
| 25
| 5.6
|
trailing 8%
| 128
| 18.6
|
Sideways
| 19.5
| 3.98
| 3.5
| 109
| 23
| 60
| 47
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| 12
|
BrokerB
|
MKT
| 99
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 53
| -30
| 58
| 5
| false
|
Increase defensive factor exposure
|
P0019
|
Active
|
Roth
|
USD
|
2025-04-12
| 1,367,588
| 109,454
| 1,258,134
| 1
| 55.2
| 20.1
| 19
| 5.6
|
HYG:19.3%;TSLA:25.0%;AAPL:15.9%;BND:14.8%;IEF:25.0%
|
US:68.9;EU:11.5;APAC:5.2;EM:9.8;Other:4.5
|
Value:-0.8;Growth:+0.8;Quality:+0.5;Size:+0.1;Momentum:+0.3;LowVol:-0.3
|
MaxPos5%
| 6
| 30
| 4.2
|
trailing 8%
| 152
| 18
|
Bear
| 29.2
| 3.39
| 1.1
| 160
| -75
| 19
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 25
| 11
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| 24
| 10
| 21
| 4
| false
|
Monitor dispersion and breadth
|
P0020
|
Hands-off
|
Roth
|
USD
|
2025-02-07
| 835,352
| 68,138
| 767,214
| 1
| 60.1
| 19.1
| 12.2
| 8.7
|
BRK.B:25.8%;IEF:25.8%;BND:25.8%;TLT:22.6%
|
US:69.1;EU:14.7;APAC:5.7;EM:7.9;Other:2.6
|
Value:-0.8;Growth:+1.0;Quality:-0.6;Size:+0.7;Momentum:-0.8;LowVol:+0.6
|
ESGOnly
| 8
| 30
| 5.6
|
trailing 8%
| 92
| 17.3
|
Bear
| 29.9
| 3.21
| 1.6
| 212
| -48
| 22
| 70
| false
|
NoAction
|
Within bands; monitor
| 28
| -21
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| -23
| -36
| 13
| 4
| false
|
Monitor dispersion and breadth
|
P0021
|
Opportunistic
|
401k
|
USD
|
2024-07-06
| 1,276,360
| 74,036
| 1,202,324
| 1
| 66.4
| 11
| 14.4
| 8.2
|
VTI:10.7%;IEF:23.0%;VNQ:23.0%;VOO:10.4%;TLT:23.0%;XLF:9.9%
|
US:70.1;EU:10.4;APAC:9.0;EM:5.3;Other:5.2
|
Value:-0.8;Growth:-0.1;Quality:-0.5;Size:+0.2;Momentum:+0.5;LowVol:-0.2
| null | 6
| 35
| 4
|
trailing 7%
| 262
| 29.3
|
Bull
| 17.6
| 4.36
| 2
| 116
| 66
| 73
| 52
| false
|
Sell
|
Trim extended winner -1%
| 3
| -12
|
BrokerC
|
MKT
| 85
| null | null |
Normal monitoring
| -7
| -11
| -8
| 4
| false
|
Increase defensive factor exposure
|
P0022
|
Hands-off
|
Roth
|
USD
|
2025-06-18
| 756,039
| 72,449
| 683,590
| 1
| 56.6
| 21.3
| 14
| 8.2
|
MUB:25.5%;IEF:27.2%;GLD:20.2%;VOO:27.2%
|
US:66.0;EU:18.1;APAC:8.8;EM:6.7;Other:0.4
|
Value:+0.6;Growth:+0.4;Quality:+0.5;Size:-0.3;Momentum:+0.8;LowVol:-0.3
|
ESGOnly;MaxPos7%;NoDerivatives
| 5
| 30
| 5.3
|
trailing 8%
| 140
| 12.6
|
Bull
| 15.4
| 4.99
| 2.1
| 71
| 74
| 78
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 11
| -5
|
BrokerA
|
LMT
| 100
| null | null |
Normal monitoring
| 116
| 7
| 201
| 3
| false
|
Tighten stops on momentum names
|
P0023
|
Cautious
|
Roth
|
USD
|
2025-08-22
| 361,380
| 54,217
| 307,163
| 1
| 47.4
| 32.3
| 6.9
| 13.4
|
VOO:27.8%;BND:27.8%;MUB:27.8%;GLD:16.6%
|
US:69.6;EU:14.9;APAC:6.2;EM:7.4;Other:1.9
|
Value:+0.6;Growth:+1.0;Quality:-0.9;Size:-1.0;Momentum:-0.9;LowVol:+0.6
|
NoMargin
| 5
| 30
| 4.4
|
hard 10%
| 101
| 14
|
Sideways
| 20
| 4.14
| 3.4
| 114
| 44
| 82
| 41
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 24
| -39
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| 51
| 9
| 65
| 5
| false
|
Monitor dispersion and breadth
|
P0024
|
Hands-off
|
Roth
|
USD
|
2024-07-28
| 660,833
| 35,225
| 625,608
| 1
| 62.4
| 15.6
| 13
| 9.1
|
VNQ:25.0%;AMZN:25.0%;IEF:25.0%;TLT:25.0%
|
US:65.4;EU:10.4;APAC:16.6;EM:7.0;Other:0.5
|
Value:+0.2;Growth:+0.3;Quality:-0.9;Size:+0.2;Momentum:-0.7;LowVol:-0.5
| null | 6
| 25
| 3.1
|
trailing 8%
| 126
| 12
|
Sideways
| 19.4
| 4.55
| 3.4
| 109
| 26
| 62
| 49
| false
|
Sell
|
Trim extended winner -1%
| 23
| 6
|
BrokerA
|
LMT
| 100
| null | null |
Normal monitoring
| 86
| 8
| 155
| 5
| false
|
Tax-aware sells next window
|
P0025
|
Hands-off
|
Taxable
|
USD
|
2025-01-25
| 235,065
| 10,062
| 225,003
| 1
| 71.2
| 17.8
| 1.3
| 9.7
|
GLD:13.2%;BND:22.6%;VTI:16.7%;IEF:22.6%;BRK.B:8.6%;TSLA:16.4%
|
US:73.9;EU:7.8;APAC:5.4;EM:10.6;Other:2.2
|
Value:-0.9;Growth:-0.2;Quality:-0.6;Size:-0.6;Momentum:+0.8;LowVol:+0.9
|
ESGOnly;NoDerivatives
| 7
| 30
| 5.6
|
hard 10%
| 115
| 12.9
|
Volatile
| 31
| 4.54
| 3.6
| 140
| -27
| 21
| 76
| true
|
Hedge
|
Buy index puts 1% notional
| -9
| 3
|
BrokerD
|
MKT
| 91
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -55
| 9
| 40
| 4
| false
|
Increase defensive factor exposure
|
P0026
|
Systematic
|
Taxable
|
USD
|
2025-06-11
| 905,345
| 88,867
| 816,478
| 1
| 57.8
| 29.4
| 6.2
| 6.5
|
BND:33.3%;IEF:33.3%;BRK.B:33.3%
|
US:58.3;EU:16.3;APAC:11.0;EM:12.2;Other:2.3
|
Value:+0.4;Growth:-0.0;Quality:+0.6;Size:-0.8;Momentum:-0.5;LowVol:-0.4
|
MaxPos8%;NoDerivatives
| 5
| 35
| 4.7
|
trailing 8%
| 179
| 26.3
|
Sideways
| 17.7
| 4.54
| 2.7
| 118
| -16
| 38
| 40
| true
|
Hedge
|
Buy index puts 1% notional
| 34
| -17
|
BrokerD
|
LMT
| 92
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 96
| -1
| 164
| 4
| false
|
Monitor dispersion and breadth
|
P0027
|
Cautious
|
401k
|
USD
|
2025-03-25
| 153,025
| 14,477
| 138,548
| 1
| 40.2
| 35.1
| 11.7
| 13
|
BRK.B:21.4%;MUB:13.3%;VOO:21.9%;GLD:21.4%;BND:21.9%
|
US:66.6;EU:8.8;APAC:12.5;EM:6.8;Other:5.2
|
Value:-0.6;Growth:-0.5;Quality:+0.9;Size:+0.7;Momentum:+0.1;LowVol:+0.5
|
ESGOnly;NoDerivatives;NoMargin
| 5
| 35
| 5
|
trailing 8%
| 145
| 17.3
|
Sideways
| 20.1
| 3.52
| 2.7
| 136
| 34
| 60
| 38
| false
|
Buy
|
Add to core equity +1%
| 31
| -22
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| -13
| 12
| -8
| 3
| false
|
Tighten stops on momentum names
|
P0028
|
Opportunistic
|
Roth
|
USD
|
2024-07-20
| 1,506,856
| 105,449
| 1,401,407
| 1.08
| 74.5
| 12.4
| 8.5
| 4.7
|
VTI:23.1%;MSFT:13.9%;BND:22.4%;AMZN:17.5%;HYG:23.1%
|
US:66.7;EU:7.9;APAC:11.5;EM:8.9;Other:5.0
|
Value:+0.2;Growth:-0.7;Quality:+0.9;Size:-0.1;Momentum:-0.4;LowVol:-0.5
|
MaxPos7%;NoDerivatives
| 10
| 25
| 4.4
|
trailing 9%
| 186
| 24.8
|
Sideways
| 18.7
| 3.97
| 2.3
| 100
| -27
| 22
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 1
| -15
|
BrokerC
|
LMT
| 86
| null | null |
Normal monitoring
| -8
| -58
| -10
| 5
| false
|
Monitor dispersion and breadth
|
P0029
|
Systematic
|
IRA
|
USD
|
2025-03-20
| 404,130
| 32,289
| 371,841
| 1
| 60.5
| 23.5
| 7.2
| 8.8
|
TSLA:23.5%;BRK.B:26.5%;MUB:26.5%;HYG:23.6%
|
US:58.9;EU:21.1;APAC:13.3;EM:6.5;Other:0.2
|
Value:-0.7;Growth:-0.7;Quality:-0.4;Size:+0.6;Momentum:-0.3;LowVol:+0.4
| null | 10
| 35
| 4.2
|
trailing 9%
| 143
| 24.2
|
Sideways
| 19.4
| 4.18
| 2.6
| 105
| -11
| 42
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| -31
|
BrokerA
|
MKT
| 96
| null | null |
Normal monitoring
| -17
| -31
| 48
| 3
| false
|
Increase defensive factor exposure
|
P0030
|
Hands-off
|
IRA
|
USD
|
2025-12-23
| 600,479
| 55,218
| 545,261
| 1
| 55.8
| 23.1
| 12.1
| 9
|
BRK.B:33.3%;MSFT:33.3%;VNQ:33.3%
|
US:70.6;EU:9.2;APAC:15.1;EM:3.7;Other:1.4
|
Value:-0.1;Growth:-0.9;Quality:-0.1;Size:-0.1;Momentum:-0.4;LowVol:-0.3
|
ESGOnly
| 8
| 25
| 5.1
|
trailing 8%
| 125
| 19
|
Bull
| 17
| 4
| 2
| 79
| 95
| 95
| 41
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| -7
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 43
| 2
| 28
| 3
| false
|
Tighten stops on momentum names
|
P0031
|
Hands-off
|
IRA
|
USD
|
2025-10-04
| 338,424
| 25,986
| 312,438
| 1
| 67
| 27.6
| 0
| 5.5
|
BND:16.6%;HYG:10.1%;VTI:15.9%;MUB:21.1%;GLD:21.1%;VNQ:15.3%
|
US:72.1;EU:8.3;APAC:6.6;EM:10.1;Other:2.9
|
Value:0.0;Growth:-0.9;Quality:-0.9;Size:-0.0;Momentum:-0.1;LowVol:+0.1
| null | 8
| 25
| 3.8
|
trailing 10%
| 148
| 12.3
|
Bull
| 16.1
| 3.68
| 3.3
| 119
| 98
| 90
| 50
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| 2
|
BrokerC
|
VWAP
| 93
| null | null |
Normal monitoring
| 84
| -53
| 141
| 5
| false
|
Within IPS guidelines
|
P0032
|
Active
|
IRA
|
USD
|
2025-11-30
| 621,688
| 44,127
| 577,561
| 1
| 51.5
| 24.7
| 14.8
| 8.9
|
AMZN:33.3%;VTI:33.3%;HYG:33.3%
|
US:62.6;EU:15.5;APAC:11.2;EM:8.4;Other:2.4
|
Value:+0.8;Growth:-0.6;Quality:-0.3;Size:+0.4;Momentum:-0.4;LowVol:-0.7
|
MaxPos6%;NoDerivatives
| 6
| 25
| 5.5
|
trailing 9%
| 179
| 23.5
|
Bull
| 13.7
| 4.41
| 2.8
| 115
| 27
| 60
| 40
| false
|
Buy
|
Add to core equity +1%
| 26
| -10
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| -9
| -11
| 114
| 4
| false
|
Tighten stops on momentum names
|
P0033
|
Cautious
|
Roth
|
USD
|
2025-10-31
| 491,012
| 39,779
| 451,233
| 1
| 40.6
| 34.5
| 11.3
| 13.5
|
MUB:27.4%;HYG:27.4%;VTI:24.8%;BND:20.4%
|
US:82.5;EU:6.4;APAC:6.3;EM:3.2;Other:1.5
|
Value:+0.3;Growth:-0.4;Quality:-0.5;Size:-0.0;Momentum:+0.8;LowVol:+0.5
|
ESGOnly;NoDerivatives;NoMargin
| 7
| 25
| 3.3
|
hard 10%
| 156
| 15.5
|
Volatile
| 25.9
| 3.83
| 4.1
| 132
| 12
| 58
| 65
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 18
| -24
|
BrokerB
|
LMT
| 88
| null | null |
Normal monitoring
| 77
| -38
| 153
| 3
| false
|
Tighten stops on momentum names
|
P0034
|
Hands-off
|
Roth
|
USD
|
2024-08-11
| 580,589
| 41,645
| 538,944
| 1
| 65.1
| 27.1
| 0.4
| 7.3
|
GLD:35.5%;MUB:29.0%;HYG:35.5%
|
US:69.6;EU:10.0;APAC:8.4;EM:9.3;Other:2.6
|
Value:+0.9;Growth:-0.5;Quality:-0.4;Size:-0.9;Momentum:+0.1;LowVol:-0.0
|
ESGOnly
| 6
| 35
| 3.7
|
trailing 8%
| 136
| 12.8
|
Volatile
| 21.3
| 4.94
| 3.8
| 122
| 64
| 85
| 65
| false
|
Buy
|
Add to core equity +1%
| 12
| -36
|
BrokerD
|
MKT
| 92
| null | null |
Normal monitoring
| -8
| -10
| 106
| 3
| false
|
Tighten stops on momentum names
|
P0035
|
Hands-off
|
IRA
|
USD
|
2025-07-14
| 397,811
| 20,546
| 377,265
| 1
| 68.7
| 23.4
| 1.2
| 6.7
|
XLF:21.6%;VNQ:8.7%;TLT:9.5%;MUB:19.0%;HYG:19.5%;BND:21.6%
|
US:70.4;EU:11.0;APAC:7.6;EM:8.4;Other:2.6
|
Value:+0.4;Growth:-0.4;Quality:-0.4;Size:+0.2;Momentum:0.0;LowVol:+0.6
|
NoDerivatives
| 7
| 35
| 4.3
|
trailing 8%
| 97
| 14.7
|
Sideways
| 15.8
| 3.76
| 2.9
| 96
| -7
| 61
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| -24
|
BrokerC
|
MKT
| 96
| null | null |
Normal monitoring
| -25
| -19
| 22
| 5
| false
|
Monitor dispersion and breadth
|
P0036
|
Hands-off
|
Trust
|
USD
|
2025-12-09
| 458,104
| 20,705
| 437,399
| 1
| 70
| 20.5
| 1.1
| 8.4
|
AMZN:12.2%;XLF:13.1%;AAPL:23.2%;BND:23.2%;QQQ:12.9%;HYG:15.4%
|
US:65.6;EU:12.3;APAC:11.0;EM:7.9;Other:3.2
|
Value:+0.3;Growth:+0.7;Quality:+0.5;Size:0.0;Momentum:+0.1;LowVol:-0.6
|
ESGOnly;MaxPos8%
| 8
| 35
| 4.1
|
trailing 8%
| 127
| 18.9
|
Bull
| 12.7
| 4.18
| 2.7
| 74
| 32
| 66
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 28
| -14
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| -50
| -34
| 88
| 5
| false
|
Monitor dispersion and breadth
|
P0037
|
Active
|
Trust
|
USD
|
2025-05-21
| 680,499
| 72,797
| 607,702
| 1
| 58
| 29.8
| 4.9
| 7.3
|
VOO:29.0%;IEF:27.7%;GLD:14.3%;XLF:29.0%
|
US:69.9;EU:6.3;APAC:17.5;EM:4.2;Other:2.2
|
Value:+0.6;Growth:+0.8;Quality:-0.1;Size:+0.1;Momentum:+0.2;LowVol:+0.2
| null | 8
| 30
| 5.8
|
trailing 9%
| 194
| 17.4
|
Sideways
| 19.5
| 3.68
| 3.2
| 120
| -2
| 45
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -6
| -12
|
BrokerD
|
MKT
| 94
| null | null |
Normal monitoring
| 15
| -47
| 1
| 4
| false
|
Tighten stops on momentum names
|
P0038
|
Active
|
Taxable
|
USD
|
2024-09-11
| 582,227
| 66,799
| 515,428
| 1
| 50.3
| 19.4
| 21.1
| 9.2
|
AAPL:25.2%;XLF:25.2%;VNQ:24.5%;BRK.B:25.2%
|
US:69.2;EU:12.5;APAC:5.4;EM:10.0;Other:3.0
|
Value:-0.6;Growth:+0.1;Quality:+0.9;Size:-0.8;Momentum:+0.4;LowVol:+0.6
|
MaxPos6%;NoDerivatives
| 5
| 30
| 4
|
hard 12%
| 182
| 24.9
|
Volatile
| 25.1
| 5.35
| 3.5
| 143
| 19
| 54
| 64
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -5
| -10
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| 42
| -34
| 143
| 4
| false
|
Within IPS guidelines
|
P0039
|
Cautious
|
Trust
|
USD
|
2024-08-26
| 260,397
| 28,141
| 232,256
| 1
| 52
| 34.7
| 0.6
| 12.7
|
TLT:8.9%;XLF:18.6%;IEF:11.1%;HYG:21.0%;AMZN:21.0%;BRK.B:19.4%
|
US:63.9;EU:16.1;APAC:11.2;EM:5.7;Other:3.0
|
Value:-0.1;Growth:+0.8;Quality:-0.2;Size:-0.9;Momentum:0.0;LowVol:+0.4
|
ESGOnly;MaxPos7%;NoMargin
| 5
| 25
| 5.9
|
trailing 8%
| 154
| 14.1
|
Bull
| 12.9
| 4.87
| 2.3
| 84
| 112
| 95
| 40
| false
|
Buy
|
Add to core equity +1%
| 22
| -16
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 27
| -45
| 134
| 3
| false
|
Monitor dispersion and breadth
|
P0040
|
Active
|
Trust
|
USD
|
2025-01-06
| 1,831,165
| 119,483
| 1,711,682
| 1.24
| 62.3
| 28.7
| 0
| 9
|
QQQ:22.9%;XLF:14.2%;BND:22.9%;BRK.B:22.9%;HYG:17.2%
|
US:75.1;EU:13.5;APAC:6.0;EM:4.5;Other:0.9
|
Value:-0.5;Growth:+0.2;Quality:-0.5;Size:-0.3;Momentum:-0.1;LowVol:+0.7
|
NoDerivatives
| 7
| 30
| 5.5
|
trailing 9%
| 200
| 21.5
|
Volatile
| 30.2
| 4.65
| 2.8
| 134
| 26
| 57
| 81
| true
|
Rebalance
|
Rebalance back to target bands
| 10
| -37
|
BrokerB
|
VWAP
| 86
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -53
| 4
| -86
| 5
| false
|
Tax-aware sells next window
|
P0041
|
Hands-off
|
Trust
|
USD
|
2025-06-17
| 324,408
| 32,299
| 292,109
| 1
| 55
| 26.3
| 13.6
| 5.2
|
AAPL:17.1%;QQQ:15.9%;VOO:24.4%;HYG:24.4%;IEF:18.3%
|
US:67.9;EU:13.7;APAC:11.3;EM:5.6;Other:1.5
|
Value:-1.0;Growth:+0.3;Quality:+0.6;Size:+0.9;Momentum:+0.6;LowVol:-0.2
|
ESGOnly;MaxPos5%;NoDerivatives
| 7
| 25
| 5.5
|
trailing 8%
| 139
| 19.2
|
Bull
| 16.4
| 3.78
| 3.2
| 118
| 76
| 96
| 38
| false
|
Buy
|
Add to core equity +1%
| 35
| -20
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| 76
| -58
| 214
| 5
| false
|
Within IPS guidelines
|
P0042
|
Systematic
|
IRA
|
USD
|
2025-01-14
| 472,924
| 21,433
| 451,491
| 1
| 65.4
| 27.5
| 0
| 7.2
|
GLD:13.2%;HYG:22.5%;IEF:11.7%;TLT:17.9%;AAPL:22.5%;VOO:12.2%
|
US:63.5;EU:18.8;APAC:8.7;EM:4.3;Other:4.6
|
Value:-0.2;Growth:-0.3;Quality:-0.1;Size:-1.0;Momentum:+0.8;LowVol:-0.6
|
NoDerivatives
| 7
| 25
| 5.5
|
trailing 8%
| 149
| 18.9
|
Sideways
| 18.4
| 3.56
| 3.3
| 124
| -26
| 49
| 56
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 25
| -4
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| -41
| -54
| -35
| 4
| false
|
Tax-aware sells next window
|
P0043
|
Active
|
Taxable
|
USD
|
2025-07-19
| 504,039
| 36,940
| 467,099
| 1
| 55.4
| 20.4
| 17.8
| 6.4
|
XLF:20.1%;IEF:20.5%;BND:12.2%;BRK.B:18.4%;VTI:20.9%;MSFT:7.9%
|
US:65.0;EU:18.4;APAC:12.8;EM:3.3;Other:0.5
|
Value:+0.2;Growth:-0.7;Quality:+0.4;Size:+0.6;Momentum:+0.2;LowVol:+0.6
|
NoDerivatives
| 5
| 25
| 5.6
|
hard 12%
| 217
| 16.8
|
Volatile
| 23.3
| 3.97
| 3.7
| 149
| -21
| 30
| 62
| false
|
Buy
|
Add to core equity +1%
| 28
| -17
|
BrokerA
|
LMT
| 97
| null | null |
Normal monitoring
| 96
| -32
| 69
| 5
| false
|
Increase defensive factor exposure
|
P0044
|
Hands-off
|
Trust
|
USD
|
2024-07-24
| 601,954
| 24,190
| 577,764
| 1
| 56.5
| 29.4
| 6
| 8.1
|
VOO:21.2%;HYG:26.3%;GLD:26.3%;MUB:26.3%
|
US:70.0;EU:7.1;APAC:12.1;EM:7.6;Other:3.1
|
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:-0.6;Momentum:-0.0;LowVol:+0.3
|
MaxPos5%
| 5
| 35
| 4.1
|
hard 10%
| 94
| 17.8
|
Bull
| 13.3
| 4.56
| 2.1
| 107
| 58
| 79
| 49
| false
|
NoAction
|
Within bands; monitor
| -11
| -2
|
BrokerA
|
LMT
| 98
| null | null |
Normal monitoring
| -26
| -15
| 74
| 3
| false
|
Tax-aware sells next window
|
P0045
|
Hands-off
|
IRA
|
USD
|
2025-08-13
| 213,487
| 15,137
| 198,350
| 1
| 66
| 27.3
| 0
| 6.7
|
XLF:18.1%;VOO:23.0%;TLT:23.0%;MUB:23.0%;GLD:13.0%
|
US:62.8;EU:23.0;APAC:6.9;EM:5.6;Other:1.7
|
Value:+0.8;Growth:-0.5;Quality:-0.9;Size:+0.3;Momentum:+0.2;LowVol:-0.5
|
ESGOnly
| 8
| 25
| 4.7
|
trailing 8%
| 126
| 14.3
|
Volatile
| 21
| 4.17
| 3
| 137
| -20
| 30
| 62
| false
|
NoAction
|
Within bands; monitor
| 7
| -18
|
BrokerD
|
LMT
| 95
| null | null |
Normal monitoring
| -25
| -42
| 63
| 3
| false
|
Tighten stops on momentum names
|
P0046
|
Cautious
|
IRA
|
USD
|
2024-09-14
| 318,067
| 37,061
| 281,006
| 1
| 40.8
| 39.5
| 8.3
| 11.4
|
TLT:33.3%;HYG:33.3%;MSFT:33.3%
|
US:60.4;EU:19.6;APAC:7.1;EM:11.2;Other:1.6
|
Value:+0.3;Growth:+0.9;Quality:+0.8;Size:-0.5;Momentum:-0.9;LowVol:+0.9
|
NoMargin
| 10
| 30
| 5.7
|
trailing 8%
| 133
| 16.8
|
Bear
| 23
| 4.11
| 2.1
| 170
| -94
| 15
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 23
| 7
|
BrokerB
|
VWAP
| 92
| null | null |
Normal monitoring
| 25
| -10
| 130
| 4
| false
|
Monitor dispersion and breadth
|
P0047
|
Hands-off
|
Roth
|
USD
|
2025-03-02
| 170,934
| 14,663
| 156,271
| 1
| 57.5
| 26.7
| 9.9
| 5.9
|
VOO:36.5%;BND:36.5%;HYG:27.1%
|
US:63.7;EU:8.3;APAC:16.8;EM:5.6;Other:5.7
|
Value:-0.3;Growth:0.0;Quality:+0.1;Size:-0.2;Momentum:+0.9;LowVol:-0.5
|
ESGOnly
| 6
| 35
| 4.4
|
trailing 8%
| 153
| 15.3
|
Sideways
| 18.5
| 3.51
| 2.3
| 103
| -15
| 55
| 45
| false
|
Buy
|
Add to core equity +1%
| 16
| -1
|
BrokerB
|
MKT
| 92
| null | null |
Normal monitoring
| -17
| -1
| -42
| 5
| false
|
Within IPS guidelines
|
P0048
|
Opportunistic
|
Taxable
|
USD
|
2024-10-15
| 552,697
| 49,620
| 503,077
| 1
| 69.1
| 20.5
| 6.1
| 4.3
|
TSLA:33.3%;MSFT:33.3%;BND:33.3%
|
US:62.6;EU:11.7;APAC:15.7;EM:5.3;Other:4.8
|
Value:-0.5;Growth:+0.8;Quality:-0.4;Size:-0.8;Momentum:+0.8;LowVol:+0.6
| null | 8
| 25
| 5.7
|
trailing 9%
| 175
| 29.6
|
Volatile
| 30.4
| 4.71
| 2.8
| 159
| 33
| 79
| 82
| true
|
Hedge
|
Buy index puts 1% notional
| -14
| -2
|
BrokerB
|
MKT
| 98
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 115
| -5
| 243
| 2
| false
|
Increase defensive factor exposure
|
P0049
|
Hands-off
|
Roth
|
USD
|
2024-10-31
| 250,056
| 23,344
| 226,712
| 1
| 65.7
| 20.6
| 5.8
| 7.9
|
XLF:20.2%;IEF:26.6%;BND:26.6%;AMZN:26.6%
|
US:70.3;EU:7.1;APAC:16.0;EM:5.3;Other:1.3
|
Value:+0.4;Growth:-0.3;Quality:+1.0;Size:+0.3;Momentum:-0.7;LowVol:-0.9
|
ESGOnly;MaxPos7%
| 7
| 25
| 4
|
hard 10%
| 103
| 17.3
|
Volatile
| 24.7
| 4.01
| 3.2
| 128
| -41
| 41
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 32
| -19
|
BrokerB
|
MKT
| 91
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 53
| 20
| 71
| 4
| false
|
Within IPS guidelines
|
P0050
|
Active
|
IRA
|
USD
|
2025-04-06
| 1,604,053
| 144,619
| 1,459,434
| 1
| 65.9
| 19.3
| 5.4
| 9.4
|
VOO:25.9%;QQQ:25.9%;TLT:22.3%;VNQ:25.9%
|
US:71.3;EU:8.3;APAC:9.3;EM:10.0;Other:1.1
|
Value:-0.1;Growth:+0.7;Quality:-0.9;Size:-0.6;Momentum:-0.8;LowVol:-0.4
|
NoDerivatives
| 10
| 35
| 4.5
|
hard 12%
| 179
| 26.7
|
Volatile
| 31
| 5.21
| 3.3
| 157
| 26
| 50
| 88
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -2
| 9
|
BrokerB
|
LMT
| 88
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 1
| -18
| -39
| 3
| false
|
Within IPS guidelines
|
P0051
|
Hands-off
|
IRA
|
USD
|
2024-10-25
| 628,861
| 45,691
| 583,170
| 1
| 67.4
| 25.4
| 0
| 7.2
|
VNQ:25.3%;BRK.B:25.3%;TSLA:25.3%;QQQ:24.0%
|
US:67.4;EU:12.3;APAC:6.3;EM:9.9;Other:4.1
|
Value:-0.3;Growth:+0.1;Quality:+0.1;Size:-0.2;Momentum:+0.9;LowVol:+0.3
|
NoDerivatives
| 10
| 35
| 4.8
|
trailing 10%
| 111
| 20
|
Bull
| 13.2
| 4.71
| 3.1
| 85
| 7
| 58
| 40
| false
|
NoAction
|
Within bands; monitor
| -8
| -4
|
BrokerC
|
LMT
| 90
| null | null |
Normal monitoring
| -24
| -26
| 94
| 3
| false
|
Increase defensive factor exposure
|
P0052
|
Opportunistic
|
Roth
|
USD
|
2025-01-05
| 1,795,430
| 81,768
| 1,713,662
| 1.24
| 70.4
| 13.5
| 11.1
| 5
|
VOO:33.3%;BRK.B:33.3%;IEF:33.3%
|
US:70.8;EU:9.1;APAC:12.6;EM:7.3;Other:0.2
|
Value:-0.3;Growth:-0.4;Quality:-0.6;Size:+0.4;Momentum:+0.8;LowVol:-0.6
|
MaxPos8%
| 8
| 35
| 5.3
|
hard 12%
| 211
| 21.5
|
Bull
| 16.6
| 4.87
| 2.1
| 75
| 104
| 100
| 54
| false
|
Buy
|
Add to core equity +1%
| -2
| 15
|
BrokerD
|
MKT
| 86
| null | null |
Normal monitoring
| 33
| 13
| 92
| 3
| false
|
Monitor dispersion and breadth
|
P0053
|
Opportunistic
|
Roth
|
USD
|
2024-09-04
| 304,465
| 16,858
| 287,607
| 1
| 76.6
| 16.3
| 2.4
| 4.7
|
TSLA:10.5%;AMZN:22.4%;XLF:22.4%;VTI:22.4%;BND:22.4%
|
US:61.6;EU:17.1;APAC:7.2;EM:10.6;Other:3.5
|
Value:-0.4;Growth:-0.9;Quality:+0.7;Size:+0.4;Momentum:-0.7;LowVol:-0.3
| null | 6
| 35
| 4.6
|
hard 12%
| 167
| 24.1
|
Sideways
| 19
| 3.92
| 2.4
| 97
| -28
| 22
| 71
| false
|
Buy
|
Add to core equity +1%
| 9
| -11
|
BrokerB
|
LMT
| 97
| null | null |
Normal monitoring
| 32
| 8
| 159
| 3
| false
|
Increase defensive factor exposure
|
P0054
|
Cautious
|
Trust
|
USD
|
2025-12-25
| 169,937
| 19,815
| 150,122
| 1
| 39.5
| 36.3
| 12.9
| 11.4
|
VNQ:22.0%;GLD:22.0%;XLF:22.0%;VOO:10.7%;MSFT:7.7%;HYG:15.6%
|
US:67.4;EU:6.3;APAC:14.7;EM:8.4;Other:3.3
|
Value:+0.6;Growth:+0.5;Quality:+0.2;Size:+0.2;Momentum:-0.1;LowVol:-0.0
|
ESGOnly;NoDerivatives;NoMargin
| 7
| 35
| 3.8
|
hard 10%
| 90
| 17.2
|
Bear
| 33
| 3.63
| 2.2
| 182
| -119
| 5
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -5
|
BrokerD
|
LMT
| 86
| null | null |
Normal monitoring
| -52
| -46
| -87
| 5
| false
|
Monitor dispersion and breadth
|
P0055
|
Cautious
|
Trust
|
USD
|
2025-07-03
| 471,306
| 54,346
| 416,960
| 1
| 37.2
| 34.4
| 16.4
| 12
|
VTI:24.4%;IEF:25.2%;HYG:25.2%;VOO:25.2%
|
US:73.9;EU:11.6;APAC:6.4;EM:3.6;Other:4.6
|
Value:+0.6;Growth:-0.4;Quality:+0.6;Size:-0.1;Momentum:-0.2;LowVol:-0.4
|
MaxPos8%;NoMargin
| 7
| 30
| 4.1
|
trailing 10%
| 125
| 13.7
|
Bear
| 29.3
| 3.75
| 2.1
| 172
| 24
| 66
| 52
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -33
|
BrokerD
|
VWAP
| 92
| null | null |
Normal monitoring
| 15
| -29
| -21
| 3
| false
|
Within IPS guidelines
|
P0056
|
Opportunistic
|
Trust
|
USD
|
2025-07-25
| 320,070
| 12,447
| 307,623
| 1
| 71.8
| 16
| 3.3
| 8.9
|
VNQ:34.2%;AAPL:34.2%;VOO:31.7%
|
US:56.9;EU:18.2;APAC:13.3;EM:11.2;Other:0.4
|
Value:+0.4;Growth:+0.4;Quality:+0.4;Size:+0.5;Momentum:+0.2;LowVol:+0.7
|
MaxPos8%
| 8
| 35
| 6.2
|
trailing 9%
| 198
| 30.7
|
Bull
| 12.9
| 4.36
| 3.4
| 97
| 77
| 93
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| -5
|
BrokerC
|
MKT
| 91
| null | null |
Normal monitoring
| -40
| -17
| 9
| 3
| false
|
Tighten stops on momentum names
|
P0057
|
Cautious
|
IRA
|
USD
|
2025-02-08
| 402,214
| 38,973
| 363,241
| 1
| 46.9
| 39.2
| 0
| 14
|
IEF:33.3%;BRK.B:33.3%;HYG:33.3%
|
US:71.2;EU:12.3;APAC:7.3;EM:6.7;Other:2.5
|
Value:-0.3;Growth:+0.7;Quality:+0.9;Size:-0.1;Momentum:-0.7;LowVol:-0.2
|
NoMargin
| 7
| 35
| 3.7
|
trailing 8%
| 167
| 18.7
|
Bull
| 13.2
| 4.04
| 2.6
| 80
| 9
| 47
| 33
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| 9
|
BrokerB
|
MKT
| 98
| null | null |
Normal monitoring
| 53
| 4
| 56
| 3
| false
|
Monitor dispersion and breadth
|
P0058
|
Hands-off
|
Trust
|
USD
|
2024-12-01
| 164,333
| 14,320
| 150,013
| 1
| 56.2
| 21.4
| 17.3
| 5.2
|
XLF:23.0%;GLD:8.8%;AAPL:22.2%;BND:23.0%;BRK.B:23.0%
|
US:65.8;EU:22.6;APAC:6.5;EM:3.7;Other:1.3
|
Value:+0.2;Growth:-0.4;Quality:-0.7;Size:+0.5;Momentum:+0.8;LowVol:-0.4
|
MaxPos6%
| 6
| 30
| 5.1
|
hard 10%
| 161
| 17.8
|
Sideways
| 18.5
| 4.33
| 2.8
| 98
| -16
| 43
| 51
| false
|
Buy
|
Add to core equity +1%
| 27
| 14
|
BrokerB
|
MKT
| 95
| null | null |
Normal monitoring
| 116
| -3
| 106
| 4
| false
|
Tighten stops on momentum names
|
P0059
|
Hands-off
|
Taxable
|
USD
|
2025-01-12
| 868,121
| 75,222
| 792,899
| 1
| 74.3
| 17.8
| 0.7
| 7.2
|
BRK.B:33.3%;TLT:33.3%;MSFT:33.3%
|
US:70.7;EU:9.5;APAC:6.6;EM:12.0;Other:1.2
|
Value:0.0;Growth:0.0;Quality:+0.1;Size:-0.7;Momentum:-0.9;LowVol:-0.6
|
ESGOnly;NoDerivatives
| 10
| 25
| 4.3
|
trailing 10%
| 146
| 12.7
|
Bull
| 13.1
| 3.53
| 2.2
| 107
| 111
| 100
| 57
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -12
| 10
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 26
| 6
| 135
| 5
| false
|
Increase defensive factor exposure
|
P0060
|
Hands-off
|
Taxable
|
USD
|
2025-01-13
| 242,431
| 15,128
| 227,303
| 1
| 69.7
| 24.4
| 0
| 5.9
|
BND:17.0%;BRK.B:24.1%;GLD:24.1%;AMZN:24.1%;HYG:10.7%
|
US:72.8;EU:7.3;APAC:5.8;EM:12.0;Other:2.0
|
Value:-0.3;Growth:+0.4;Quality:-0.4;Size:+0.7;Momentum:+0.5;LowVol:-0.5
|
NoDerivatives
| 10
| 30
| 5.6
|
trailing 10%
| 121
| 18.9
|
Volatile
| 29.9
| 5.28
| 3.4
| 114
| 12
| 45
| 78
| true
|
Hedge
|
Buy index puts 1% notional
| 22
| -26
|
BrokerB
|
MKT
| 99
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 64
| 15
| 47
| 4
| false
|
Tax-aware sells next window
|
P0061
|
Cautious
|
401k
|
USD
|
2024-09-29
| 564,719
| 45,261
| 519,458
| 1
| 53
| 30.6
| 0
| 16.5
|
IEF:25.8%;VOO:25.8%;XLF:25.8%;TSLA:22.6%
|
US:66.5;EU:6.2;APAC:16.7;EM:10.1;Other:0.5
|
Value:+0.5;Growth:-0.2;Quality:-0.2;Size:+0.3;Momentum:+0.8;LowVol:+0.1
|
NoDerivatives;NoMargin
| 7
| 30
| 4.3
|
trailing 8%
| 150
| 15.8
|
Sideways
| 18.3
| 4.06
| 3.4
| 97
| 21
| 57
| 53
| false
|
Buy
|
Add to core equity +1%
| 0
| -15
|
BrokerA
|
MKT
| 96
| null | null |
Normal monitoring
| 68
| -7
| 110
| 4
| false
|
Tax-aware sells next window
|
P0062
|
Hands-off
|
IRA
|
USD
|
2025-06-25
| 523,537
| 25,030
| 498,507
| 1
| 74.7
| 19.1
| 0.9
| 5.3
|
AAPL:33.3%;IEF:33.3%;GLD:33.3%
|
US:67.3;EU:6.9;APAC:7.5;EM:14.2;Other:4.1
|
Value:-0.6;Growth:+0.5;Quality:-1.0;Size:0.0;Momentum:+0.6;LowVol:-0.0
|
ESGOnly;NoDerivatives
| 6
| 30
| 3.9
|
trailing 8%
| 90
| 17.8
|
Bull
| 11.1
| 4.69
| 2.7
| 89
| 86
| 81
| 51
| false
|
Sell
|
Trim extended winner -1%
| 4
| 2
|
BrokerD
|
LMT
| 87
| null | null |
Normal monitoring
| 61
| -14
| 190
| 3
| false
|
Tighten stops on momentum names
|
P0063
|
Active
|
401k
|
USD
|
2025-05-19
| 1,989,508
| 143,489
| 1,846,019
| 1
| 63.6
| 27.6
| 1.6
| 7.2
|
QQQ:17.9%;BND:18.7%;MSFT:20.6%;XLF:18.0%;AMZN:11.1%;VTI:13.7%
|
US:66.8;EU:11.6;APAC:13.7;EM:6.2;Other:1.7
|
Value:0.0;Growth:-0.8;Quality:-1.0;Size:+0.1;Momentum:-0.3;LowVol:-0.2
|
NoDerivatives
| 8
| 35
| 4.9
|
trailing 8%
| 178
| 22.7
|
Sideways
| 20.2
| 4.41
| 3.5
| 110
| 5
| 53
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -10
| 13
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 72
| -42
| 71
| 5
| false
|
Within IPS guidelines
|
P0064
|
Systematic
|
Trust
|
USD
|
2025-07-22
| 1,892,711
| 138,074
| 1,754,637
| 1
| 56.3
| 24.9
| 11.8
| 7
|
VTI:21.8%;TSLA:16.3%;BRK.B:18.2%;MUB:15.7%;VOO:9.1%;HYG:19.0%
|
US:63.6;EU:13.8;APAC:10.5;EM:7.5;Other:4.5
|
Value:-0.8;Growth:-0.6;Quality:+0.4;Size:-0.4;Momentum:-0.3;LowVol:-0.6
|
MaxPos7%;NoDerivatives
| 6
| 35
| 5
|
trailing 8%
| 229
| 18.6
|
Bull
| 12
| 4.72
| 3
| 81
| 76
| 74
| 42
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| 11
|
BrokerC
|
VWAP
| 91
| null | null |
Normal monitoring
| -21
| -1
| -13
| 4
| false
|
Tighten stops on momentum names
|
P0065
|
Active
|
Roth
|
USD
|
2024-10-12
| 1,807,479
| 211,572
| 1,595,907
| 1
| 63.7
| 30.1
| 0
| 6.2
|
VTI:20.0%;XLF:26.7%;MUB:26.7%;IEF:26.7%
|
US:70.9;EU:13.0;APAC:8.1;EM:4.7;Other:3.3
|
Value:-0.9;Growth:+0.3;Quality:+0.6;Size:-0.0;Momentum:-0.6;LowVol:-0.7
|
NoDerivatives
| 6
| 25
| 4.8
|
hard 12%
| 130
| 20
|
Volatile
| 21
| 3.79
| 4.2
| 147
| -13
| 37
| 58
| false
|
Sell
|
Trim extended winner -1%
| -13
| -20
|
BrokerC
|
LMT
| 85
| null | null |
Normal monitoring
| 77
| -56
| 210
| 5
| false
|
Increase defensive factor exposure
|
P0066
|
Hands-off
|
Taxable
|
USD
|
2024-08-26
| 701,942
| 67,783
| 634,159
| 1
| 67.1
| 26.7
| 0
| 6.2
|
GLD:15.4%;AMZN:7.5%;IEF:17.6%;BRK.B:22.5%;BND:14.5%;HYG:22.5%
|
US:67.0;EU:18.7;APAC:4.8;EM:4.8;Other:4.7
|
Value:-0.9;Growth:-0.3;Quality:+0.6;Size:+0.4;Momentum:-0.5;LowVol:-0.3
|
ESGOnly
| 5
| 30
| 5
|
trailing 8%
| 140
| 17.3
|
Bull
| 14.6
| 3.76
| 2.9
| 91
| 63
| 93
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -10
| 2
|
BrokerD
|
MKT
| 95
| null | null |
Normal monitoring
| -32
| 12
| 53
| 4
| false
|
Increase defensive factor exposure
|
P0067
|
Hands-off
|
Taxable
|
USD
|
2025-05-24
| 467,538
| 19,189
| 448,349
| 1
| 67
| 19.4
| 8.1
| 5.6
|
VTI:26.3%;BRK.B:17.2%;AAPL:14.7%;BND:15.5%;VOO:26.3%
|
US:62.7;EU:16.5;APAC:12.0;EM:7.4;Other:1.5
|
Value:+0.2;Growth:-0.1;Quality:-0.2;Size:-0.5;Momentum:-0.3;LowVol:-0.1
|
MaxPos8%
| 8
| 30
| 3.9
|
trailing 8%
| 92
| 17.8
|
Bull
| 14.1
| 4.46
| 3.1
| 82
| 67
| 92
| 56
| false
|
Buy
|
Add to core equity +1%
| 20
| -40
|
BrokerB
|
LMT
| 97
| null | null |
Normal monitoring
| 13
| -1
| 135
| 4
| false
|
Increase defensive factor exposure
|
P0068
|
Active
|
Roth
|
USD
|
2024-11-24
| 1,646,097
| 157,775
| 1,488,322
| 1.07
| 57.8
| 31.7
| 3.9
| 6.6
|
TLT:33.3%;HYG:33.3%;GLD:33.3%
|
US:60.7;EU:13.7;APAC:11.8;EM:10.6;Other:3.3
|
Value:-0.4;Growth:-0.1;Quality:+0.5;Size:+0.1;Momentum:-0.5;LowVol:+0.6
| null | 10
| 35
| 5.9
|
trailing 8%
| 126
| 20.3
|
Volatile
| 27.1
| 4.6
| 3.8
| 175
| 10
| 47
| 60
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 31
| 9
|
BrokerC
|
MKT
| 89
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 21
| -20
| 139
| 4
| false
|
Within IPS guidelines
|
P0069
|
Systematic
|
Taxable
|
USD
|
2025-10-31
| 997,261
| 40,616
| 956,645
| 1
| 60.1
| 21
| 11.5
| 7.4
|
MSFT:20.3%;TSLA:21.9%;IEF:21.9%;AAPL:21.9%;BRK.B:13.9%
|
US:64.4;EU:10.7;APAC:11.8;EM:8.6;Other:4.4
|
Value:+0.8;Growth:-0.2;Quality:+0.4;Size:+0.9;Momentum:+0.1;LowVol:+0.1
|
MaxPos5%
| 7
| 25
| 4.8
|
trailing 8%
| 171
| 26.6
|
Sideways
| 20.2
| 4.15
| 2.5
| 127
| 20
| 74
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| -29
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 83
| -50
| 115
| 3
| false
|
Tax-aware sells next window
|
P0070
|
Active
|
IRA
|
USD
|
2025-06-10
| 1,157,299
| 71,767
| 1,085,532
| 1
| 61.8
| 28.4
| 0
| 9.7
|
TSLA:33.7%;XLF:33.7%;QQQ:32.6%
|
US:62.8;EU:7.3;APAC:15.1;EM:11.6;Other:3.2
|
Value:-0.5;Growth:+0.3;Quality:-0.1;Size:+0.8;Momentum:-0.2;LowVol:-0.4
|
MaxPos8%
| 7
| 35
| 5
|
trailing 9%
| 124
| 23.9
|
Volatile
| 30.8
| 5.02
| 3.6
| 179
| 57
| 69
| 70
| false
|
Sell
|
Trim extended winner -1%
| 20
| -15
|
BrokerA
|
MKT
| 99
| null | null |
Normal monitoring
| 34
| 17
| 2
| 4
| false
|
Monitor dispersion and breadth
|
P0071
|
Hands-off
|
IRA
|
USD
|
2025-06-07
| 428,987
| 25,897
| 403,090
| 1
| 63.7
| 29.4
| 0.2
| 6.6
|
MSFT:16.9%;GLD:20.7%;IEF:11.6%;BND:17.4%;AMZN:12.7%;QQQ:20.7%
|
US:70.1;EU:6.9;APAC:8.2;EM:11.2;Other:3.5
|
Value:0.0;Growth:+0.3;Quality:-0.7;Size:+0.6;Momentum:0.0;LowVol:-0.3
| null | 5
| 25
| 5.8
|
trailing 10%
| 132
| 14
|
Volatile
| 31.2
| 4.95
| 2.1
| 172
| 71
| 88
| 70
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 16
| -16
|
BrokerB
|
LMT
| 87
| null | null |
Normal monitoring
| -48
| -28
| 82
| 5
| false
|
Within IPS guidelines
|
P0072
|
Cautious
|
Roth
|
USD
|
2024-09-29
| 863,210
| 95,763
| 767,447
| 1
| 50.4
| 30.1
| 2.8
| 16.7
|
BRK.B:15.0%;VNQ:6.6%;AMZN:13.0%;AAPL:21.8%;MUB:21.8%;XLF:21.8%
|
US:59.5;EU:20.3;APAC:10.6;EM:7.0;Other:2.6
|
Value:-0.8;Growth:+0.5;Quality:+0.9;Size:+1.0;Momentum:-0.3;LowVol:-0.3
|
ESGOnly;NoDerivatives;NoMargin
| 7
| 35
| 4.7
|
hard 10%
| 98
| 17.2
|
Sideways
| 15.8
| 4.93
| 3.4
| 115
| 0
| 37
| 36
| false
|
Sell
|
Trim extended winner -1%
| 22
| -11
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| -27
| 9
| 52
| 4
| false
|
Within IPS guidelines
|
P0073
|
Systematic
|
401k
|
USD
|
2025-10-24
| 625,028
| 34,256
| 590,772
| 1
| 68.9
| 22.3
| 0
| 8.8
|
AMZN:25.8%;TSLA:27.2%;IEF:19.7%;XLF:27.2%
|
US:61.0;EU:10.6;APAC:17.4;EM:6.5;Other:4.5
|
Value:+0.9;Growth:+1.0;Quality:-0.1;Size:-0.6;Momentum:-0.8;LowVol:+0.9
|
MaxPos7%
| 6
| 35
| 4.1
|
hard 12%
| 138
| 17.6
|
Volatile
| 29.5
| 5.01
| 4.1
| 130
| -51
| 33
| 85
| true
|
Hedge
|
Buy index puts 1% notional
| 25
| -2
|
BrokerA
|
VWAP
| 100
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 55
| -25
| 137
| 2
| false
|
Within IPS guidelines
|
P0074
|
Systematic
|
401k
|
USD
|
2025-10-16
| 740,422
| 54,068
| 686,354
| 1
| 56.3
| 22.3
| 16.4
| 5.1
|
VTI:33.3%;IEF:33.3%;VOO:33.3%
|
US:71.8;EU:9.8;APAC:7.5;EM:10.0;Other:0.9
|
Value:+0.4;Growth:-0.9;Quality:+0.4;Size:-0.0;Momentum:-0.9;LowVol:-0.9
|
MaxPos5%
| 8
| 35
| 4.1
|
trailing 8%
| 131
| 16.7
|
Bull
| 16.2
| 3.59
| 2.9
| 78
| 87
| 90
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| -4
|
BrokerB
|
VWAP
| 90
| null | null |
Normal monitoring
| 18
| -40
| 116
| 4
| false
|
Tax-aware sells next window
|
P0075
|
Hands-off
|
Roth
|
USD
|
2025-01-03
| 730,908
| 71,093
| 659,815
| 1
| 70
| 23.5
| 0
| 6.5
|
XLF:17.7%;VNQ:28.6%;BND:25.1%;MUB:28.6%
|
US:60.6;EU:12.6;APAC:13.0;EM:8.7;Other:5.1
|
Value:-0.5;Growth:-1.0;Quality:+0.5;Size:-0.3;Momentum:-0.6;LowVol:-0.8
|
MaxPos6%
| 7
| 25
| 3.8
|
hard 10%
| 94
| 18.6
|
Volatile
| 21.1
| 3.73
| 2.2
| 143
| 41
| 55
| 69
| false
|
Sell
|
Trim extended winner -1%
| 22
| 2
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| -7
| -32
| 39
| 5
| false
|
Within IPS guidelines
|
P0076
|
Opportunistic
|
401k
|
USD
|
2025-08-29
| 1,466,736
| 69,922
| 1,396,814
| 1
| 69
| 15.4
| 6.6
| 8.9
|
TLT:27.1%;IEF:27.1%;VOO:18.8%;XLF:27.1%
|
US:74.7;EU:6.2;APAC:11.3;EM:4.9;Other:2.9
|
Value:-0.9;Growth:+0.8;Quality:+0.9;Size:-0.2;Momentum:-0.8;LowVol:-0.7
| null | 5
| 25
| 4.7
|
trailing 7%
| 267
| 31.3
|
Bear
| 24.4
| 3.89
| 1.9
| 141
| -15
| 31
| 60
| true
|
Hedge
|
Buy index puts 1% notional
| -12
| -38
|
BrokerB
|
MKT
| 98
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 52
| 17
| 42
| 2
| false
|
Tax-aware sells next window
|
P0077
|
Cautious
|
IRA
|
USD
|
2025-04-28
| 482,623
| 74,555
| 408,068
| 1
| 38.7
| 43.1
| 1.1
| 17.1
|
AAPL:19.6%;TSLA:19.4%;GLD:21.6%;QQQ:21.6%;AMZN:17.8%
|
US:63.7;EU:14.2;APAC:16.4;EM:5.6;Other:0.1
|
Value:+0.8;Growth:+0.6;Quality:-0.3;Size:+0.1;Momentum:+0.2;LowVol:-0.6
|
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
| 10
| 25
| 4
|
trailing 10%
| 151
| 19
|
Volatile
| 25.3
| 4.42
| 2.4
| 121
| -12
| 52
| 49
| true
|
Hedge
|
Buy index puts 1% notional
| 18
| -2
|
BrokerD
|
LMT
| 100
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 39
| -4
| 59
| 5
| false
|
Monitor dispersion and breadth
|
P0078
|
Cautious
|
Taxable
|
USD
|
2025-06-09
| 833,586
| 118,853
| 714,733
| 1
| 46.1
| 38.9
| 0
| 15
|
AAPL:33.3%;XLF:33.3%;HYG:33.3%
|
US:58.9;EU:20.9;APAC:11.6;EM:6.8;Other:1.9
|
Value:-0.5;Growth:-0.5;Quality:+0.6;Size:-0.4;Momentum:+1.0;LowVol:+0.7
|
ESGOnly;NoDerivatives;NoMargin
| 5
| 30
| 3.4
|
trailing 8%
| 170
| 12.1
|
Bull
| 13.2
| 3.52
| 3.4
| 84
| 9
| 69
| 31
| false
|
Sell
|
Trim extended winner -1%
| -12
| 4
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| 108
| -56
| 126
| 5
| false
|
Increase defensive factor exposure
|
P0079
|
Systematic
|
Roth
|
USD
|
2025-12-13
| 538,304
| 53,014
| 485,290
| 1
| 57.2
| 22.5
| 14.8
| 5.5
|
VNQ:17.6%;MSFT:21.0%;QQQ:9.7%;IEF:22.0%;VTI:7.6%;VOO:22.0%
|
US:66.9;EU:8.4;APAC:13.1;EM:10.2;Other:1.3
|
Value:-0.4;Growth:+0.4;Quality:-0.9;Size:-0.3;Momentum:+0.5;LowVol:-0.4
|
MaxPos8%
| 7
| 30
| 4.4
|
hard 12%
| 164
| 24.7
|
Volatile
| 25.8
| 4.88
| 4.5
| 150
| 62
| 88
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 1
| -24
|
BrokerA
|
MKT
| 99
| null | null |
Normal monitoring
| -15
| -19
| 86
| 4
| false
|
Tax-aware sells next window
|
P0080
|
Cautious
|
Roth
|
USD
|
2025-10-13
| 209,336
| 22,286
| 187,050
| 1
| 49.6
| 34
| 0.1
| 16.3
|
AMZN:19.7%;TLT:26.8%;QQQ:26.8%;IEF:26.8%
|
US:68.7;EU:11.5;APAC:11.2;EM:4.7;Other:3.9
|
Value:+0.1;Growth:0.0;Quality:+0.1;Size:0.0;Momentum:-0.8;LowVol:0.0
|
NoMargin
| 10
| 25
| 4
|
hard 10%
| 161
| 16
|
Volatile
| 28.9
| 5.29
| 4.3
| 114
| 36
| 58
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 10
| -6
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| -7
| 15
| 79
| 3
| false
|
Tax-aware sells next window
|
P0081
|
Active
|
Taxable
|
USD
|
2025-12-26
| 845,695
| 74,815
| 770,880
| 1
| 65.5
| 26.9
| 0
| 7.6
|
BRK.B:17.7%;QQQ:23.0%;IEF:20.4%;GLD:15.8%;AMZN:23.0%
|
US:64.2;EU:16.3;APAC:9.1;EM:7.8;Other:2.6
|
Value:-0.3;Growth:+0.1;Quality:-0.1;Size:+0.4;Momentum:-1.0;LowVol:+0.8
|
MaxPos5%;NoDerivatives
| 7
| 35
| 5.2
|
trailing 9%
| 226
| 19.8
|
Bear
| 31
| 3.1
| 2.2
| 192
| -35
| 25
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| 31
| -32
|
BrokerD
|
LMT
| 95
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 84
| 5
| 50
| 3
| false
|
Tax-aware sells next window
|
P0082
|
Active
|
401k
|
USD
|
2024-11-15
| 645,364
| 51,342
| 594,022
| 1
| 65
| 25.6
| 4
| 5.5
|
QQQ:22.9%;GLD:22.9%;BND:22.9%;HYG:8.7%;MUB:22.7%
|
US:60.0;EU:10.0;APAC:13.5;EM:11.2;Other:5.4
|
Value:+0.2;Growth:-1.0;Quality:-0.2;Size:+0.7;Momentum:+0.5;LowVol:-0.7
| null | 10
| 30
| 5.7
|
trailing 9%
| 216
| 23.1
|
Bull
| 16.1
| 4.39
| 2.7
| 116
| 52
| 77
| 55
| false
|
Sell
|
Trim extended winner -1%
| 27
| -23
|
BrokerD
|
MKT
| 99
| null | null |
Normal monitoring
| 17
| -2
| 146
| 4
| false
|
Tighten stops on momentum names
|
P0083
|
Opportunistic
|
Roth
|
USD
|
2025-07-20
| 614,859
| 26,204
| 588,655
| 1
| 65.4
| 10.7
| 18.7
| 5.2
|
IEF:27.2%;TSLA:27.2%;MSFT:27.2%;AAPL:18.4%
|
US:55.6;EU:14.4;APAC:12.1;EM:12.7;Other:5.2
|
Value:+0.6;Growth:-0.1;Quality:-0.1;Size:-0.1;Momentum:+0.2;LowVol:-0.9
|
NoDerivatives
| 7
| 25
| 5.2
|
hard 12%
| 170
| 23.2
|
Volatile
| 25.8
| 4.62
| 2.9
| 168
| 78
| 99
| 79
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 28
| -33
|
BrokerB
|
MKT
| 89
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 39
| -34
| 145
| 2
| false
|
Tax-aware sells next window
|
P0084
|
Opportunistic
|
401k
|
USD
|
2025-11-06
| 421,092
| 17,592
| 403,500
| 1.11
| 63.5
| 20.5
| 10.7
| 5.3
|
MSFT:33.3%;TSLA:33.3%;VTI:33.3%
|
US:62.0;EU:10.5;APAC:12.5;EM:10.4;Other:4.5
|
Value:+0.2;Growth:+0.4;Quality:-0.9;Size:+0.5;Momentum:+0.1;LowVol:-0.5
| null | 6
| 35
| 4.5
|
trailing 7%
| 256
| 28.9
|
Bull
| 11.8
| 4.14
| 2.9
| 88
| 15
| 56
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -15
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| -17
| -12
| -40
| 5
| false
|
Monitor dispersion and breadth
|
P0085
|
Active
|
401k
|
USD
|
2024-09-02
| 1,721,849
| 129,684
| 1,592,165
| 1.16
| 64.6
| 20.6
| 8.5
| 6.3
|
BRK.B:33.3%;AMZN:33.3%;VNQ:33.3%
|
US:70.6;EU:10.6;APAC:8.4;EM:5.1;Other:5.2
|
Value:-0.9;Growth:-0.5;Quality:-0.8;Size:-0.3;Momentum:0.0;LowVol:-0.7
|
MaxPos8%
| 10
| 35
| 4.9
|
trailing 8%
| 187
| 28
|
Sideways
| 21.2
| 4.26
| 2.5
| 93
| -29
| 35
| 70
| false
|
Sell
|
Trim extended winner -1%
| 12
| -31
|
BrokerB
|
LMT
| 96
| null | null |
Normal monitoring
| -36
| -51
| -10
| 5
| false
|
Increase defensive factor exposure
|
P0086
|
Systematic
|
Trust
|
USD
|
2025-03-04
| 1,588,414
| 85,029
| 1,503,385
| 1
| 56.1
| 27.2
| 10.7
| 6
|
BRK.B:16.4%;IEF:11.2%;XLF:21.7%;MUB:21.7%;VOO:7.3%;TSLA:21.6%
|
US:66.9;EU:13.2;APAC:8.6;EM:7.5;Other:3.8
|
Value:-0.3;Growth:0.0;Quality:-0.4;Size:-0.2;Momentum:-0.3;LowVol:+0.8
|
NoDerivatives
| 6
| 25
| 5.5
|
trailing 8%
| 216
| 27.6
|
Volatile
| 20.3
| 5.37
| 2
| 178
| -51
| 36
| 46
| true
|
Hedge
|
Buy index puts 1% notional
| 2
| 14
|
BrokerC
|
LMT
| 94
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 50
| 10
| 139
| 4
| false
|
Within IPS guidelines
|
P0087
|
Cautious
|
Taxable
|
USD
|
2025-01-16
| 854,122
| 89,674
| 764,448
| 1
| 42.5
| 35.9
| 11.3
| 10.2
|
XLF:24.0%;GLD:24.0%;BND:12.9%;VOO:24.0%;QQQ:15.0%
|
US:60.4;EU:12.6;APAC:15.9;EM:10.6;Other:0.4
|
Value:-0.2;Growth:+0.1;Quality:+0.3;Size:+0.9;Momentum:-0.2;LowVol:+0.3
|
ESGOnly;NoMargin
| 6
| 35
| 4.1
|
trailing 8%
| 152
| 17.2
|
Bear
| 32.5
| 4.19
| 2.1
| 184
| -52
| 33
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 27
| 7
|
BrokerD
|
LMT
| 92
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 46
| -26
| 94
| 2
| false
|
Within IPS guidelines
|
P0088
|
Systematic
|
IRA
|
USD
|
2024-12-04
| 962,697
| 88,657
| 874,040
| 1
| 58
| 31.8
| 3.4
| 6.8
|
VOO:19.9%;BND:11.2%;VTI:20.0%;TSLA:16.3%;MSFT:16.6%;XLF:15.9%
|
US:76.5;EU:9.8;APAC:6.2;EM:5.5;Other:1.9
|
Value:+0.6;Growth:+0.5;Quality:+0.3;Size:-0.4;Momentum:-0.2;LowVol:+1.0
| null | 5
| 25
| 5.2
|
hard 12%
| 126
| 18.5
|
Sideways
| 15.4
| 4.9
| 2.6
| 139
| 0
| 40
| 45
| false
|
Buy
|
Add to core equity +1%
| 34
| -14
|
BrokerC
|
LMT
| 98
| null | null |
Normal monitoring
| -35
| 7
| 3
| 5
| false
|
Tighten stops on momentum names
|
P0089
|
Hands-off
|
Trust
|
USD
|
2025-02-25
| 318,896
| 27,713
| 291,183
| 1
| 55.1
| 23.9
| 15.2
| 5.8
|
VOO:23.7%;AMZN:23.7%;XLF:22.9%;MSFT:14.3%;TSLA:15.5%
|
US:70.4;EU:6.9;APAC:14.3;EM:4.8;Other:3.6
|
Value:-0.4;Growth:-0.5;Quality:-0.9;Size:-0.2;Momentum:-0.4;LowVol:+0.5
|
ESGOnly
| 5
| 25
| 4.3
|
hard 10%
| 97
| 12.4
|
Sideways
| 17.8
| 4.29
| 3
| 135
| 30
| 60
| 38
| false
|
Buy
|
Add to core equity +1%
| -9
| -26
|
BrokerA
|
LMT
| 98
| null | null |
Normal monitoring
| 106
| -53
| 130
| 3
| false
|
Within IPS guidelines
|
P0090
|
Systematic
|
Roth
|
USD
|
2024-09-11
| 1,659,490
| 99,454
| 1,560,036
| 1
| 59.7
| 33
| 0
| 7.3
|
MUB:12.9%;QQQ:13.5%;VTI:21.6%;TSLA:15.9%;BRK.B:21.6%;GLD:14.4%
|
US:72.2;EU:15.6;APAC:8.2;EM:3.1;Other:1.0
|
Value:+0.4;Growth:-0.4;Quality:+0.4;Size:-0.6;Momentum:+0.5;LowVol:+0.4
| null | 7
| 25
| 4.8
|
trailing 9%
| 140
| 19.3
|
Volatile
| 29.3
| 3.99
| 4.2
| 176
| 54
| 71
| 75
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -2
| -18
|
BrokerD
|
MKT
| 92
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 77
| -50
| 92
| 5
| false
|
Tighten stops on momentum names
|
P0091
|
Active
|
IRA
|
USD
|
2025-12-14
| 1,768,688
| 114,402
| 1,654,286
| 1
| 53.6
| 21.2
| 16.7
| 8.5
|
BRK.B:27.1%;VNQ:25.0%;IEF:20.7%;TLT:27.1%
|
US:57.6;EU:21.7;APAC:5.6;EM:12.0;Other:3.1
|
Value:-1.0;Growth:+0.5;Quality:-0.8;Size:+0.9;Momentum:-0.3;LowVol:-0.2
| null | 5
| 30
| 5.7
|
trailing 9%
| 183
| 27.3
|
Bull
| 14.1
| 4.33
| 3.5
| 80
| 25
| 70
| 32
| false
|
Buy
|
Add to core equity +1%
| 17
| 6
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| -52
| 11
| 50
| 5
| false
|
Tax-aware sells next window
|
P0092
|
Hands-off
|
Taxable
|
USD
|
2024-11-15
| 658,577
| 63,013
| 595,564
| 1
| 58.5
| 26
| 10.3
| 5.3
|
MUB:23.0%;GLD:11.5%;MSFT:9.4%;IEF:23.0%;AMZN:10.1%;TSLA:23.0%
|
US:63.5;EU:16.9;APAC:10.1;EM:9.4;Other:0.1
|
Value:-0.3;Growth:-0.7;Quality:-0.7;Size:-0.9;Momentum:0.0;LowVol:0.0
|
ESGOnly
| 8
| 30
| 3.6
|
trailing 8%
| 146
| 17.2
|
Bull
| 15.5
| 3.51
| 2.9
| 117
| 118
| 99
| 44
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -12
| -9
|
BrokerD
|
MKT
| 98
| null | null |
Normal monitoring
| 12
| 2
| -3
| 4
| false
|
Tax-aware sells next window
|
P0093
|
Active
|
IRA
|
USD
|
2025-12-12
| 1,088,685
| 87,091
| 1,001,594
| 1
| 52.9
| 31
| 9.7
| 6.4
|
MUB:38.0%;TSLA:24.0%;QQQ:38.0%
|
US:63.9;EU:16.3;APAC:8.0;EM:8.7;Other:3.1
|
Value:-0.0;Growth:+0.4;Quality:+0.7;Size:-0.3;Momentum:-0.8;LowVol:+0.1
|
NoDerivatives
| 8
| 35
| 5.1
|
hard 12%
| 135
| 21.8
|
Bull
| 17.8
| 3.74
| 2.3
| 85
| 89
| 87
| 44
| false
|
Buy
|
Add to core equity +1%
| 17
| -2
|
BrokerA
|
MKT
| 88
| null | null |
Normal monitoring
| 115
| -16
| 140
| 5
| false
|
Monitor dispersion and breadth
|
P0094
|
Opportunistic
|
IRA
|
USD
|
2024-08-27
| 1,509,084
| 84,042
| 1,425,042
| 1
| 70.9
| 20.8
| 0.5
| 7.7
|
MUB:25.0%;AMZN:25.0%;BRK.B:25.0%;VNQ:25.0%
|
US:75.4;EU:8.4;APAC:11.3;EM:3.1;Other:1.8
|
Value:-0.6;Growth:-0.6;Quality:+0.4;Size:-0.5;Momentum:+0.2;LowVol:+0.9
|
MaxPos7%
| 5
| 30
| 4.5
|
trailing 7%
| 186
| 31.6
|
Bull
| 17.1
| 4.32
| 3.2
| 100
| 36
| 66
| 49
| false
|
Sell
|
Trim extended winner -1%
| -11
| -21
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| 25
| -10
| -8
| 5
| false
|
Monitor dispersion and breadth
|
P0095
|
Opportunistic
|
Roth
|
USD
|
2024-09-02
| 1,119,842
| 37,811
| 1,082,031
| 1
| 72.7
| 21.2
| 0
| 6
|
XLF:23.5%;VTI:21.2%;IEF:12.3%;GLD:19.6%;AMZN:23.5%
|
US:72.1;EU:12.6;APAC:10.6;EM:3.4;Other:1.3
|
Value:+0.8;Growth:+0.8;Quality:-0.8;Size:+0.6;Momentum:-0.9;LowVol:-0.4
|
MaxPos8%;NoDerivatives
| 10
| 35
| 4.4
|
trailing 9%
| 202
| 28.1
|
Volatile
| 31.7
| 3.76
| 2.7
| 176
| -47
| 22
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 32
| -29
|
BrokerA
|
LMT
| 91
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 75
| -1
| 102
| 3
| true
|
Tax-aware sells next window
|
P0096
|
Hands-off
|
IRA
|
USD
|
2025-08-30
| 276,800
| 11,688
| 265,112
| 1
| 65.1
| 26.7
| 0
| 8.2
|
VNQ:20.6%;GLD:15.2%;BND:14.5%;MSFT:8.6%;AMZN:20.6%;BRK.B:20.6%
|
US:62.7;EU:15.7;APAC:10.7;EM:9.6;Other:1.3
|
Value:+0.5;Growth:-0.8;Quality:-0.5;Size:+0.2;Momentum:-0.5;LowVol:+0.2
|
MaxPos7%;NoDerivatives
| 6
| 35
| 5.9
|
trailing 8%
| 170
| 17.3
|
Bull
| 11.6
| 4.08
| 2.4
| 80
| 26
| 65
| 33
| false
|
Sell
|
Trim extended winner -1%
| 8
| -9
|
BrokerB
|
VWAP
| 97
| null | null |
Normal monitoring
| 31
| -21
| 3
| 4
| false
|
Increase defensive factor exposure
|
P0097
|
Cautious
|
Roth
|
USD
|
2025-02-24
| 741,983
| 118,014
| 623,969
| 1
| 53.2
| 31.8
| 4.5
| 10.4
|
QQQ:27.7%;AAPL:27.7%;GLD:25.2%;IEF:19.4%
|
US:62.6;EU:16.7;APAC:8.2;EM:9.3;Other:3.2
|
Value:+0.2;Growth:+0.9;Quality:+0.3;Size:-0.2;Momentum:+0.8;LowVol:+0.6
|
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
| 8
| 25
| 4.1
|
trailing 8%
| 144
| 17.7
|
Sideways
| 21.9
| 4.25
| 2
| 133
| -22
| 38
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 4
| -33
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 53
| -18
| 100
| 3
| false
|
Tighten stops on momentum names
|
P0098
|
Active
|
Roth
|
USD
|
2025-08-27
| 1,775,243
| 129,660
| 1,645,583
| 1
| 65
| 22.8
| 6.8
| 5.4
|
HYG:16.5%;TSLA:25.9%;QQQ:12.1%;XLF:25.9%;AAPL:19.7%
|
US:69.7;EU:7.3;APAC:11.7;EM:11.1;Other:0.3
|
Value:+0.2;Growth:+0.6;Quality:-0.1;Size:-0.7;Momentum:-0.9;LowVol:+0.1
|
NoDerivatives
| 5
| 25
| 6
|
trailing 9%
| 130
| 27.3
|
Sideways
| 18.3
| 3.91
| 2.9
| 98
| -18
| 37
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| 2
|
BrokerB
|
LMT
| 92
| null | null |
Normal monitoring
| 107
| -14
| 100
| 5
| false
|
Within IPS guidelines
|
P0099
|
Hands-off
|
401k
|
USD
|
2025-03-26
| 330,763
| 24,776
| 305,987
| 1
| 65.5
| 28
| 0
| 6.5
|
BRK.B:26.8%;BND:19.6%;VNQ:26.8%;HYG:26.8%
|
US:65.4;EU:18.2;APAC:7.0;EM:4.8;Other:4.6
|
Value:-0.1;Growth:+0.1;Quality:-0.1;Size:+0.2;Momentum:+0.1;LowVol:-0.6
|
MaxPos8%
| 8
| 35
| 3.3
|
trailing 10%
| 139
| 19.5
|
Volatile
| 24.6
| 4.06
| 2.9
| 134
| 24
| 71
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 19
| -38
|
BrokerC
|
LMT
| 92
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 49
| -4
| 55
| 4
| false
|
Within IPS guidelines
|
P0100
|
Opportunistic
|
Taxable
|
USD
|
2025-08-07
| 1,757,607
| 126,871
| 1,630,736
| 1.1
| 60.2
| 14.7
| 19.2
| 6
|
VOO:35.2%;TSLA:35.2%;IEF:29.6%
|
US:61.8;EU:16.0;APAC:11.3;EM:10.2;Other:0.7
|
Value:+0.9;Growth:-0.8;Quality:-0.4;Size:-0.7;Momentum:+0.4;LowVol:+0.2
| null | 8
| 25
| 5.9
|
trailing 7%
| 212
| 23.7
|
Bull
| 13.2
| 3.72
| 3.4
| 106
| 13
| 66
| 36
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| 6
|
BrokerB
|
MKT
| 97
| null | null |
Normal monitoring
| -57
| -2
| -3
| 5
| false
|
Tighten stops on momentum names
|
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