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
P0101
Cautious
IRA
USD
2024-11-02
220,910
21,724
199,186
1
46.2
41.4
0
12.4
AAPL:13.8%;BRK.B:15.4%;XLF:23.6%;MSFT:23.6%;VTI:23.6%
US:66.7;EU:14.7;APAC:6.3;EM:9.1;Other:3.3
Value:-0.8;Growth:+0.5;Quality:+0.3;Size:-0.9;Momentum:+0.7;LowVol:-0.5
NoMargin
10
25
5
trailing 8%
152
18
Volatile
28
5.03
4
116
-18
27
55
false
Sell
Trim extended winner -1%
33
-35
BrokerB
LMT
99
null
null
Normal monitoring
41
-30
131
4
false
Tax-aware sells next window
P0102
Hands-off
IRA
USD
2024-11-20
489,884
42,312
447,572
1
55.1
22.9
13.8
8.1
AMZN:22.9%;IEF:14.6%;HYG:16.6%;TSLA:22.9%;QQQ:22.9%
US:73.8;EU:7.3;APAC:9.5;EM:7.0;Other:2.3
Value:-0.3;Growth:-0.5;Quality:+0.8;Size:0.0;Momentum:+0.4;LowVol:+0.7
ESGOnly
10
35
3.7
trailing 8%
129
15.2
Volatile
31.9
4.69
2
132
-56
32
80
true
Rebalance
Rebalance back to target bands
13
-1
BrokerA
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-8
-52
-20
5
false
Increase defensive factor exposure
P0103
Active
401k
USD
2025-03-13
513,535
41,265
472,270
1.18
61.9
26
5.4
6.8
MUB:18.4%;TSLA:27.5%;MSFT:27.5%;VTI:26.6%
US:62.1;EU:22.1;APAC:8.6;EM:6.9;Other:0.3
Value:-0.1;Growth:+0.1;Quality:-0.3;Size:+0.6;Momentum:+0.1;LowVol:+0.1
null
10
25
4.5
hard 12%
188
19
Bull
12.9
4.71
2.4
85
111
100
50
false
Buy
Add to core equity +1%
0
-34
BrokerA
MKT
98
null
null
Normal monitoring
113
-51
129
4
false
Tighten stops on momentum names
P0104
Hands-off
IRA
USD
2024-12-04
701,280
29,617
671,663
1
64.7
24.1
2.2
9.1
IEF:20.5%;MSFT:11.7%;BND:20.5%;TLT:9.7%;HYG:17.3%;MUB:20.5%
US:62.6;EU:12.4;APAC:9.7;EM:12.7;Other:2.6
Value:+0.2;Growth:+0.3;Quality:-0.4;Size:-1.0;Momentum:+0.5;LowVol:+0.3
ESGOnly;NoDerivatives
6
30
4.7
trailing 8%
154
18.6
Sideways
20.6
3.59
2.8
121
37
66
55
false
NoAction
Within bands; monitor
-1
-3
BrokerB
LMT
98
null
null
Normal monitoring
103
-6
173
5
false
Tax-aware sells next window
P0105
Cautious
Roth
USD
2025-08-04
173,524
15,703
157,821
1
50.9
35.1
0
13.9
MUB:23.1%;AMZN:14.2%;XLF:18.2%;TLT:23.1%;VNQ:21.4%
US:64.6;EU:11.3;APAC:13.4;EM:8.5;Other:2.1
Value:+0.7;Growth:-0.7;Quality:+0.1;Size:+0.9;Momentum:+1.0;LowVol:+0.9
ESGOnly;MaxPos8%;NoMargin
7
30
4
trailing 8%
161
17.9
Bull
11.4
3.53
2.4
109
83
81
35
false
Rebalance
Shift +1% to bonds from equity
8
12
BrokerB
LMT
93
null
null
Normal monitoring
-37
-45
-19
4
false
Within IPS guidelines
P0106
Systematic
Roth
USD
2024-08-21
703,636
46,214
657,422
1
60.7
26.3
6.2
6.7
VOO:25.9%;VTI:22.7%;HYG:25.9%;AMZN:25.5%
US:71.1;EU:11.6;APAC:6.9;EM:6.2;Other:4.2
Value:-0.1;Growth:-0.4;Quality:+0.9;Size:0.0;Momentum:+0.2;LowVol:+0.7
null
5
30
4.4
hard 12%
177
25.2
Bull
15.3
4.07
3.4
107
98
100
51
false
Rebalance
Shift +1% to bonds from equity
-12
-11
BrokerB
VWAP
92
null
null
Normal monitoring
-57
-41
37
5
false
Monitor dispersion and breadth
P0107
Active
IRA
USD
2025-11-28
1,019,136
113,884
905,252
1
55.5
24
11.4
9.2
VTI:33.3%;MUB:33.3%;VNQ:33.3%
US:68.7;EU:10.3;APAC:11.3;EM:6.2;Other:3.4
Value:-0.2;Growth:-1.0;Quality:+0.3;Size:+0.4;Momentum:+0.6;LowVol:+0.6
MaxPos6%;NoDerivatives
8
25
4.6
trailing 9%
210
25.7
Volatile
28
3.93
2.5
133
1
45
78
true
Rebalance
Rebalance back to target bands
0
5
BrokerA
LMT
87
VAR>budget
TightenStops
Risk above budget threshold
98
-60
169
5
false
Increase defensive factor exposure
P0108
Active
Roth
USD
2025-08-28
733,587
48,527
685,060
1
59.2
20.3
13.4
7.1
VOO:26.6%;HYG:26.6%;BND:20.1%;TSLA:26.6%
US:70.2;EU:5.3;APAC:11.7;EM:10.0;Other:2.8
Value:-0.7;Growth:-0.4;Quality:+0.9;Size:-0.8;Momentum:+0.8;LowVol:-0.1
null
8
25
5.3
trailing 9%
126
26.3
Bull
11.4
4.46
3.3
116
16
44
45
false
Rebalance
Shift +1% to bonds from equity
16
-18
BrokerB
MKT
98
null
null
Normal monitoring
11
-6
91
5
false
Tighten stops on momentum names
P0109
Active
IRA
USD
2025-04-24
2,059,307
208,604
1,850,703
1
51
21
18.4
9.6
BRK.B:17.4%;VNQ:11.2%;AAPL:21.3%;MSFT:19.5%;TLT:9.3%;IEF:21.3%
US:73.0;EU:12.2;APAC:8.7;EM:4.9;Other:1.3
Value:-0.3;Growth:-0.2;Quality:-0.8;Size:+0.3;Momentum:-0.7;LowVol:+1.0
NoDerivatives
6
25
5.7
trailing 9%
122
17
Volatile
28.6
5.48
4
164
40
80
60
false
Buy
Add to core equity +1%
21
-21
BrokerC
MKT
93
null
null
Normal monitoring
-27
-35
64
3
false
Tighten stops on momentum names
P0110
Hands-off
IRA
USD
2025-04-02
306,089
17,559
288,530
1
68.3
24
0
7.7
VTI:22.5%;AAPL:18.1%;TLT:11.6%;VOO:11.5%;GLD:22.5%;VNQ:13.7%
US:71.2;EU:5.9;APAC:14.5;EM:5.9;Other:2.5
Value:+0.5;Growth:-0.4;Quality:-1.0;Size:+0.9;Momentum:-0.8;LowVol:-0.3
ESGOnly;MaxPos5%;NoDerivatives
10
30
4.7
trailing 8%
107
18.8
Bear
30.1
3.31
1.8
141
24
57
87
true
Rebalance
Rebalance back to target bands
8
-34
BrokerA
LMT
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
15
-58
100
5
false
Increase defensive factor exposure
P0111
Active
IRA
USD
2025-03-28
934,824
63,387
871,437
1
58.1
19.6
13.1
9.1
MSFT:26.5%;QQQ:27.6%;VOO:27.6%;IEF:18.3%
US:65.1;EU:15.1;APAC:6.0;EM:11.2;Other:2.5
Value:-0.0;Growth:-0.8;Quality:-0.6;Size:+0.9;Momentum:-0.6;LowVol:-0.7
MaxPos6%;NoDerivatives
10
30
5
trailing 9%
182
18.8
Bull
11.3
4.47
2.3
103
40
84
35
false
Rebalance
Shift +1% to bonds from equity
-15
-35
BrokerD
VWAP
92
null
null
Normal monitoring
-34
-24
8
4
false
Within IPS guidelines
P0112
Hands-off
IRA
USD
2025-08-17
440,573
18,110
422,463
1
57.2
26.4
10.2
6.2
QQQ:25.2%;BND:25.2%;BRK.B:24.4%;AAPL:25.2%
US:65.0;EU:19.4;APAC:7.4;EM:7.4;Other:0.8
Value:0.0;Growth:-0.2;Quality:-0.0;Size:-0.7;Momentum:-1.0;LowVol:+0.9
MaxPos5%
8
30
5.2
trailing 10%
157
18.1
Bear
26
4.31
1.3
133
-63
7
72
true
Hedge
Buy index puts 1% notional
9
-4
BrokerB
VWAP
96
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-39
-52
-34
2
false
Tax-aware sells next window
P0113
Active
IRA
USD
2024-10-04
1,632,588
164,482
1,468,106
1
53.5
27.5
11.1
7.9
BRK.B:22.9%;BND:16.9%;MUB:22.9%;HYG:22.9%;VTI:14.5%
US:63.2;EU:14.6;APAC:9.9;EM:8.5;Other:3.8
Value:-0.2;Growth:-0.9;Quality:-0.0;Size:+0.3;Momentum:+0.2;LowVol:+0.1
null
7
35
5.2
trailing 9%
128
24.5
Bull
11.8
3.86
3.5
113
42
86
25
false
Buy
Add to core equity +1%
1
6
BrokerA
MKT
99
null
null
Normal monitoring
65
-20
57
3
false
Tighten stops on momentum names
P0114
Active
Roth
USD
2024-12-14
1,478,283
159,217
1,319,066
1.18
55.1
30
6
8.8
TSLA:8.3%;VTI:20.1%;IEF:16.1%;GLD:20.1%;VNQ:20.1%;XLF:15.2%
US:65.2;EU:9.8;APAC:9.7;EM:10.0;Other:5.4
Value:+0.3;Growth:-0.8;Quality:+0.5;Size:-0.6;Momentum:+0.4;LowVol:-0.9
MaxPos8%
10
25
5.5
trailing 9%
149
23.3
Bull
14.9
3.67
3
83
72
96
43
false
Sell
Trim extended winner -1%
-6
-35
BrokerB
LMT
98
null
null
Normal monitoring
100
-23
191
4
false
Tighten stops on momentum names
P0115
Systematic
IRA
USD
2025-04-15
1,717,764
167,829
1,549,935
1
56
30.3
7.2
6.5
TSLA:12.3%;QQQ:20.2%;VOO:19.9%;MUB:20.9%;BRK.B:20.9%;HYG:5.7%
US:68.4;EU:13.4;APAC:5.0;EM:8.8;Other:4.4
Value:-0.7;Growth:-0.0;Quality:+0.5;Size:+0.2;Momentum:-0.1;LowVol:-0.4
MaxPos8%
10
30
4.5
trailing 8%
230
27.3
Bear
30.1
3.18
1.2
191
-68
5
74
true
Reduce
Cut high-beta by 2-3%, add cash
32
-26
BrokerA
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-19
-34
56
3
true
Monitor dispersion and breadth
P0116
Hands-off
401k
USD
2025-01-15
425,057
40,210
384,847
1
63.5
24.9
4
7.6
VOO:27.7%;BRK.B:27.7%;IEF:27.7%;MUB:17.0%
US:66.8;EU:13.8;APAC:12.9;EM:4.3;Other:2.1
Value:-0.3;Growth:-0.4;Quality:+0.6;Size:+0.4;Momentum:-0.1;LowVol:-0.5
null
10
25
5.5
trailing 10%
154
13.2
Bull
11
4.94
2.5
82
16
43
47
false
Rebalance
Shift +1% to bonds from equity
19
-11
BrokerB
LMT
86
null
null
Normal monitoring
94
-40
222
4
false
Tax-aware sells next window
P0117
Cautious
IRA
USD
2025-01-21
593,485
77,071
516,414
1
41.6
30.3
12.1
16.1
VNQ:8.6%;XLF:19.8%;TLT:21.5%;QQQ:21.5%;AMZN:14.4%;AAPL:14.2%
US:68.2;EU:13.6;APAC:11.3;EM:5.9;Other:1.1
Value:+0.5;Growth:-0.5;Quality:+0.1;Size:+0.4;Momentum:-0.4;LowVol:-0.3
MaxPos8%;NoMargin
7
35
4.9
trailing 10%
102
13.8
Bear
30.4
3.44
1.2
190
-93
5
63
false
Rebalance
Shift +1% to bonds from equity
17
4
BrokerC
MKT
96
null
null
Normal monitoring
40
-2
50
5
false
Tighten stops on momentum names
P0118
Cautious
Roth
USD
2025-11-16
668,195
67,058
601,137
1
38
39.7
10.8
11.5
AMZN:24.4%;BND:24.4%;AAPL:24.4%;BRK.B:18.3%;VTI:8.5%
US:74.7;EU:8.6;APAC:8.6;EM:6.4;Other:1.8
Value:-0.8;Growth:-0.4;Quality:-1.0;Size:+0.2;Momentum:+0.4;LowVol:-0.7
ESGOnly;NoMargin
7
25
3.9
trailing 10%
145
16.3
Bull
16
4.22
2.6
76
75
83
25
false
Rebalance
Shift +1% to bonds from equity
-13
-7
BrokerA
LMT
95
null
null
Normal monitoring
-6
-26
86
5
false
Increase defensive factor exposure
P0119
Opportunistic
401k
USD
2025-09-30
566,210
33,622
532,588
1
69.3
17.1
7.6
6.1
VTI:21.8%;QQQ:22.9%;TSLA:22.9%;GLD:21.8%;IEF:10.6%
US:72.9;EU:9.8;APAC:9.4;EM:5.9;Other:2.1
Value:-0.2;Growth:+0.7;Quality:+0.9;Size:-0.0;Momentum:-0.2;LowVol:-0.0
null
5
30
6.3
hard 12%
169
32.3
Bull
12.3
3.6
2.5
108
56
85
53
false
Sell
Trim extended winner -1%
12
6
BrokerA
VWAP
89
null
null
Normal monitoring
-15
-50
102
3
false
Tax-aware sells next window
P0120
Systematic
Trust
USD
2025-11-05
1,254,567
59,204
1,195,363
1
62
29.5
0
8.5
VNQ:10.0%;TSLA:8.4%;HYG:22.6%;VOO:22.0%;IEF:14.5%;BRK.B:22.6%
US:59.8;EU:16.0;APAC:14.0;EM:10.1;Other:0.1
Value:-0.3;Growth:-0.0;Quality:+1.0;Size:-0.7;Momentum:-0.6;LowVol:+0.2
NoDerivatives
6
30
5.5
trailing 8%
196
27.5
Volatile
22.2
5.16
2.7
131
65
82
70
false
Buy
Add to core equity +1%
23
-19
BrokerD
MKT
97
null
null
Normal monitoring
97
9
75
3
false
Tighten stops on momentum names
P0121
Systematic
IRA
USD
2025-01-21
666,006
57,314
608,692
1
67.5
22.2
3.6
6.8
IEF:25.0%;MUB:25.0%;MSFT:25.0%;BND:25.0%
US:63.4;EU:19.6;APAC:5.8;EM:7.5;Other:3.7
Value:-1.0;Growth:-0.1;Quality:-0.9;Size:+0.5;Momentum:-0.1;LowVol:-0.4
null
7
30
5.1
trailing 9%
148
26
Bear
29.1
3.32
1.7
207
-89
9
72
true
Reduce
Cut high-beta by 2-3%, add cash
29
-22
BrokerC
LMT
94
VAR>budget
Reduce
Risk above budget threshold
78
-6
52
5
false
Increase defensive factor exposure
P0122
Hands-off
Roth
USD
2025-05-20
439,579
37,350
402,229
1
59.2
28.5
3.2
9.1
XLF:27.6%;GLD:27.6%;BRK.B:17.3%;MUB:27.6%
US:58.8;EU:17.0;APAC:11.8;EM:10.2;Other:2.2
Value:+0.4;Growth:+0.6;Quality:+0.6;Size:-0.9;Momentum:-0.0;LowVol:-0.4
ESGOnly;NoDerivatives
6
35
4.6
hard 10%
134
13.7
Volatile
25.6
4.2
3.1
174
58
93
68
false
Rebalance
Shift +1% to bonds from equity
18
-34
BrokerC
VWAP
100
null
null
Normal monitoring
-40
-41
97
4
false
Tighten stops on momentum names
P0123
Cautious
Trust
USD
2025-11-09
790,347
120,427
669,920
1
37.1
30.9
21.7
10.3
TLT:20.3%;MUB:22.7%;BRK.B:22.5%;VOO:18.6%;AMZN:15.9%
US:66.5;EU:17.3;APAC:4.9;EM:10.9;Other:0.4
Value:-0.5;Growth:+0.5;Quality:+0.1;Size:+0.1;Momentum:+0.8;LowVol:+1.0
ESGOnly;MaxPos8%;NoMargin
10
25
4.9
trailing 10%
125
18
Volatile
32
5.21
2.2
124
-39
41
62
false
Rebalance
Shift +1% to bonds from equity
5
-36
BrokerB
MKT
92
null
null
Normal monitoring
-50
-39
50
3
false
Within IPS guidelines
P0124
Cautious
Roth
USD
2025-10-08
401,726
43,504
358,222
1
35.5
40.4
11.6
12.5
BND:33.3%;VNQ:33.3%;QQQ:33.3%
US:56.3;EU:20.8;APAC:13.0;EM:9.2;Other:0.8
Value:-0.2;Growth:-0.0;Quality:+0.5;Size:-0.4;Momentum:-0.0;LowVol:-0.3
MaxPos7%;NoDerivatives;NoMargin
7
35
3.8
trailing 10%
164
16.9
Sideways
16.7
4.09
2.3
123
31
59
41
false
Rebalance
Shift +1% to bonds from equity
-4
-36
BrokerD
MKT
88
null
null
Normal monitoring
108
-53
178
3
false
Tighten stops on momentum names
P0125
Hands-off
401k
USD
2025-12-18
802,552
61,801
740,751
1
66.9
27.5
0.2
5.4
VOO:14.1%;MSFT:23.9%;QQQ:14.2%;TSLA:23.9%;MUB:23.9%
US:65.4;EU:14.0;APAC:8.2;EM:9.2;Other:3.2
Value:-0.3;Growth:+0.2;Quality:-0.3;Size:+0.9;Momentum:0.0;LowVol:+0.9
null
7
35
3.9
hard 10%
151
13.7
Volatile
20.8
4.36
3.7
158
20
64
59
false
Buy
Add to core equity +1%
-11
7
BrokerD
MKT
94
null
null
Normal monitoring
-36
-11
10
3
false
Within IPS guidelines
P0126
Cautious
Taxable
USD
2025-11-07
577,333
91,258
486,075
1
51.7
30.5
0.2
17.6
AAPL:33.3%;BRK.B:33.3%;HYG:33.3%
US:69.4;EU:8.6;APAC:9.4;EM:7.7;Other:5.0
Value:+0.3;Growth:-0.9;Quality:-0.8;Size:+0.4;Momentum:+0.9;LowVol:-0.2
NoMargin
5
35
3.3
hard 10%
150
14.9
Volatile
22.9
3.52
2.6
178
20
75
54
false
Rebalance
Shift +1% to bonds from equity
25
-39
BrokerA
LMT
88
null
null
Normal monitoring
84
-8
59
4
false
Increase defensive factor exposure
P0127
Systematic
401k
USD
2025-04-20
1,135,153
77,706
1,057,447
1
59.3
28.1
5.6
7.1
IEF:13.5%;BRK.B:11.1%;MUB:16.8%;TLT:16.3%;VTI:21.1%;TSLA:21.1%
US:71.9;EU:9.0;APAC:7.3;EM:5.8;Other:6.0
Value:-0.7;Growth:+0.1;Quality:+0.1;Size:+0.5;Momentum:-0.5;LowVol:-0.3
MaxPos6%
5
30
5
trailing 8%
132
24.3
Bear
33.3
3.93
2.8
159
-2
64
80
true
Reduce
Cut high-beta by 2-3%, add cash
19
-11
BrokerA
LMT
100
VAR>budget
Hedge
Risk above budget threshold
-36
-60
32
4
false
Tighten stops on momentum names
P0128
Active
Roth
USD
2024-10-23
796,119
86,759
709,360
1.07
65.3
24.3
0.9
9.5
AMZN:25.0%;GLD:25.0%;QQQ:25.0%;VOO:25.0%
US:72.7;EU:6.8;APAC:7.3;EM:8.9;Other:4.4
Value:-0.1;Growth:+0.7;Quality:-0.2;Size:-0.1;Momentum:-0.9;LowVol:-0.4
NoDerivatives
6
30
5.6
trailing 9%
222
19.2
Bull
11.8
4.44
3
87
87
88
38
false
Rebalance
Shift +1% to bonds from equity
25
-8
BrokerC
LMT
92
null
null
Normal monitoring
5
-20
-14
4
false
Tighten stops on momentum names
P0129
Cautious
Roth
USD
2025-03-09
269,204
28,382
240,822
1
40.5
35.7
13.7
10.1
VTI:23.1%;MSFT:25.6%;AMZN:25.6%;BND:25.6%
US:65.1;EU:7.7;APAC:12.9;EM:10.3;Other:4.0
Value:+0.6;Growth:-0.5;Quality:+0.2;Size:-0.2;Momentum:-0.9;LowVol:-0.6
NoMargin
6
25
3.3
trailing 8%
167
17.3
Volatile
20.4
4.52
4.3
157
-4
55
55
false
Rebalance
Shift +1% to bonds from equity
20
-19
BrokerC
VWAP
93
null
null
Normal monitoring
-52
-3
-27
4
false
Increase defensive factor exposure
P0130
Systematic
401k
USD
2025-12-06
1,640,036
122,918
1,517,118
1
56.3
21.5
14.9
7.3
GLD:22.0%;QQQ:22.0%;VNQ:20.0%;IEF:14.0%;HYG:22.0%
US:61.3;EU:17.3;APAC:10.8;EM:10.6;Other:0.0
Value:+0.7;Growth:-0.0;Quality:+0.7;Size:+0.3;Momentum:+0.3;LowVol:+0.4
MaxPos6%;NoDerivatives
10
25
4.7
trailing 9%
153
24.8
Bull
16.4
4.56
2.1
100
40
74
47
false
Rebalance
Shift +1% to bonds from equity
26
11
BrokerD
LMT
89
null
null
Normal monitoring
-24
-10
81
3
false
Tax-aware sells next window
P0131
Hands-off
Trust
USD
2024-07-07
374,948
31,103
343,845
1
55.8
16.5
21.5
6.2
BND:33.3%;HYG:33.3%;XLF:33.3%
US:62.4;EU:20.2;APAC:12.5;EM:4.4;Other:0.5
Value:+0.7;Growth:+0.8;Quality:+0.7;Size:+0.9;Momentum:-0.3;LowVol:-0.2
ESGOnly;MaxPos8%
7
30
4.9
trailing 10%
109
13.9
Sideways
15.8
4.71
3.3
91
33
64
47
false
Rebalance
Shift +1% to bonds from equity
5
8
BrokerC
LMT
98
null
null
Normal monitoring
-20
-54
-42
3
false
Increase defensive factor exposure
P0132
Hands-off
Roth
USD
2025-03-16
579,868
25,087
554,781
1
64.4
27.1
0.9
7.7
MSFT:21.4%;TLT:13.1%;IEF:8.0%;GLD:21.8%;HYG:19.1%;QQQ:16.6%
US:68.6;EU:7.5;APAC:12.6;EM:7.3;Other:3.9
Value:+0.2;Growth:+0.3;Quality:+0.5;Size:-0.3;Momentum:-0.6;LowVol:-0.6
ESGOnly;MaxPos6%
8
25
3.9
trailing 10%
119
18.9
Bull
13.2
4.55
3
110
113
100
45
false
Rebalance
Shift +1% to bonds from equity
-2
-14
BrokerA
LMT
100
null
null
Normal monitoring
62
14
77
4
false
Tighten stops on momentum names
P0133
Opportunistic
IRA
USD
2025-06-28
1,578,277
102,657
1,475,620
1
63.6
20.4
8.1
7.9
VNQ:23.6%;IEF:23.6%;VOO:15.5%;BND:13.7%;TSLA:23.6%
US:62.4;EU:15.4;APAC:10.3;EM:8.7;Other:3.2
Value:-0.1;Growth:-0.0;Quality:-0.3;Size:+0.5;Momentum:+0.8;LowVol:-0.6
NoDerivatives
10
35
6
trailing 7%
192
28.4
Bull
11.3
4.14
3.1
75
99
100
38
false
Rebalance
Shift +1% to bonds from equity
30
9
BrokerC
MKT
88
null
null
Normal monitoring
81
2
120
5
false
Tighten stops on momentum names
P0134
Active
IRA
USD
2024-11-05
781,228
80,714
700,514
1
64.8
26.9
0
8.3
VTI:19.0%;HYG:21.3%;MSFT:8.8%;AAPL:8.2%;TLT:21.3%;VNQ:21.3%
US:62.7;EU:18.7;APAC:7.1;EM:11.1;Other:0.4
Value:-0.4;Growth:-0.9;Quality:+0.2;Size:-0.6;Momentum:-0.1;LowVol:-0.2
MaxPos7%
5
25
4.2
trailing 8%
194
20.3
Bull
13
4.44
2
89
89
87
39
false
Sell
Trim extended winner -1%
15
-3
BrokerC
MKT
100
null
null
Normal monitoring
-16
-17
-54
5
false
Increase defensive factor exposure
P0135
Active
IRA
USD
2025-05-16
1,764,657
183,159
1,581,498
1.17
52.5
26.8
10.8
9.9
MSFT:13.0%;GLD:8.7%;XLF:20.1%;MUB:20.1%;VTI:18.8%;TLT:19.4%
US:64.9;EU:11.2;APAC:9.3;EM:10.3;Other:4.3
Value:+0.6;Growth:-0.6;Quality:-0.6;Size:-0.4;Momentum:+0.8;LowVol:-1.0
null
8
25
4.1
trailing 9%
227
19.7
Sideways
16.1
3.66
3
93
60
69
41
false
Rebalance
Shift +1% to bonds from equity
26
-17
BrokerC
LMT
97
null
null
Normal monitoring
117
-51
243
3
false
Tax-aware sells next window
P0136
Systematic
Taxable
USD
2024-12-04
692,797
47,171
645,626
1
65.7
25.5
0
8.8
VNQ:21.7%;HYG:19.2%;AAPL:19.2%;MSFT:18.3%;VTI:21.7%
US:71.2;EU:14.8;APAC:6.1;EM:7.8;Other:0.1
Value:-0.5;Growth:-0.4;Quality:-0.2;Size:-0.3;Momentum:-0.2;LowVol:0.0
null
5
35
5.8
trailing 9%
123
17.6
Sideways
18.3
4.24
2.7
91
49
86
49
true
Rebalance
Rebalance back to target bands
31
15
BrokerA
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
69
-21
136
5
true
Monitor dispersion and breadth
P0137
Opportunistic
Taxable
USD
2024-11-01
1,383,572
44,412
1,339,160
1
68.2
20.6
6.3
4.9
TSLA:17.4%;BRK.B:22.9%;MSFT:22.9%;MUB:22.9%;AAPL:14.0%
US:62.1;EU:15.6;APAC:10.9;EM:7.8;Other:3.7
Value:-0.3;Growth:-0.7;Quality:-0.8;Size:-0.5;Momentum:0.0;LowVol:-0.2
MaxPos5%
7
25
5.2
hard 12%
270
26.3
Sideways
16.4
3.77
2.6
118
16
49
59
true
Reduce
Cut high-beta by 2-3%, add cash
9
-16
BrokerD
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-54
3
25
5
false
Tax-aware sells next window
P0138
Cautious
401k
USD
2024-09-26
609,097
78,789
530,308
1
45
30.6
7.7
16.7
XLF:12.0%;HYG:21.1%;MUB:11.5%;VOO:21.1%;VNQ:13.2%;TLT:21.1%
US:70.9;EU:9.2;APAC:7.9;EM:6.7;Other:5.3
Value:-0.8;Growth:+0.4;Quality:-0.2;Size:+0.5;Momentum:-0.1;LowVol:-0.1
NoMargin
7
35
3.1
trailing 10%
156
16.2
Volatile
25.6
5.25
2.7
120
53
88
63
false
Rebalance
Shift +1% to bonds from equity
-5
-18
BrokerD
MKT
95
null
null
Normal monitoring
70
7
158
4
false
Increase defensive factor exposure
P0139
Cautious
Trust
USD
2025-05-08
828,803
87,153
741,650
1
38.8
34.9
9.7
16.6
TSLA:16.3%;AAPL:14.3%;VNQ:7.8%;VOO:20.8%;BRK.B:19.5%;TLT:21.4%
US:63.1;EU:8.7;APAC:11.5;EM:13.2;Other:3.6
Value:+0.9;Growth:-0.8;Quality:+0.3;Size:+0.5;Momentum:+0.8;LowVol:-0.5
NoMargin
5
30
4.9
hard 10%
114
16.7
Sideways
19.5
4.89
3.1
115
13
51
38
false
Buy
Add to core equity +1%
-10
-20
BrokerD
MKT
100
null
null
Normal monitoring
-17
-54
77
3
false
Tighten stops on momentum names
P0140
Cautious
Trust
USD
2025-03-06
495,457
70,621
424,836
1
51.2
38
0
10.7
VNQ:14.7%;XLF:16.9%;AMZN:15.9%;QQQ:19.3%;MSFT:19.9%;BND:13.2%
US:59.9;EU:11.3;APAC:11.6;EM:13.6;Other:3.5
Value:-0.8;Growth:+0.8;Quality:+0.1;Size:+0.8;Momentum:+0.6;LowVol:+0.3
ESGOnly;NoMargin
5
25
3.6
trailing 8%
100
14.1
Bull
17.8
4.34
2.4
117
82
86
37
false
Buy
Add to core equity +1%
27
-26
BrokerD
LMT
91
null
null
Normal monitoring
50
-39
136
5
false
Increase defensive factor exposure
P0141
Cautious
Trust
USD
2024-11-26
827,500
83,981
743,519
1
47.5
33.2
3.2
16
TLT:15.3%;BND:19.8%;QQQ:16.1%;MSFT:11.3%;HYG:18.7%;VTI:18.8%
US:61.4;EU:15.3;APAC:11.2;EM:11.4;Other:0.7
Value:-0.2;Growth:+0.9;Quality:-0.0;Size:+0.6;Momentum:+0.4;LowVol:-0.0
NoDerivatives;NoMargin
10
30
4.5
trailing 8%
154
15.1
Sideways
20.8
4.75
2.4
126
31
61
47
true
Hedge
Buy index puts 1% notional
13
-27
BrokerB
LMT
89
Drift>tolerance
Pause
Allocation drift beyond policy bands
-44
-36
96
2
true
Tax-aware sells next window
P0142
Cautious
401k
USD
2025-04-17
831,962
98,531
733,431
1
45.3
32.8
8.5
13.3
IEF:12.9%;VOO:15.2%;MSFT:24.1%;TLT:24.1%;BRK.B:23.8%
US:55.2;EU:12.9;APAC:14.8;EM:12.2;Other:5.0
Value:+1.0;Growth:-0.3;Quality:-0.1;Size:+0.2;Momentum:-0.0;LowVol:+1.0
NoMargin
5
30
3.1
trailing 10%
142
17.5
Bull
16.8
4.86
2.4
107
32
70
37
false
Rebalance
Shift +1% to bonds from equity
0
-38
BrokerB
LMT
85
null
null
Normal monitoring
97
-41
112
5
false
Within IPS guidelines
P0143
Opportunistic
401k
USD
2024-11-25
1,019,017
87,581
931,436
1
65
13.8
14.5
6.7
VTI:17.4%;QQQ:16.4%;MUB:24.9%;BND:16.4%;VNQ:24.9%
US:67.6;EU:18.8;APAC:6.0;EM:7.5;Other:0.0
Value:+0.6;Growth:-0.5;Quality:+0.7;Size:-0.1;Momentum:+1.0;LowVol:-1.0
MaxPos8%
6
25
5.4
hard 12%
197
21.2
Volatile
22.8
3.73
3.4
178
3
40
57
false
Buy
Add to core equity +1%
28
-22
BrokerC
MKT
90
null
null
Normal monitoring
67
14
163
5
false
Within IPS guidelines
P0144
Systematic
Roth
USD
2025-07-26
1,611,428
145,633
1,465,795
1
65
27.8
0
7.2
TSLA:26.2%;IEF:26.2%;VNQ:21.4%;VTI:26.2%
US:65.2;EU:9.6;APAC:9.0;EM:12.8;Other:3.4
Value:+0.1;Growth:+0.8;Quality:+0.1;Size:-0.2;Momentum:-0.2;LowVol:+0.5
null
6
25
4.9
hard 12%
217
26.3
Bull
14.3
4.85
3.1
80
106
100
57
false
Rebalance
Shift +1% to bonds from equity
10
-27
BrokerB
MKT
88
null
null
Normal monitoring
32
-4
29
4
false
Monitor dispersion and breadth
P0145
Active
401k
USD
2024-08-25
1,880,294
217,025
1,663,269
1
55.5
31.7
3.3
9.4
XLF:13.3%;QQQ:11.9%;MUB:24.9%;VOO:24.9%;GLD:24.9%
US:71.6;EU:7.2;APAC:13.4;EM:6.5;Other:1.4
Value:+0.5;Growth:+0.4;Quality:-0.4;Size:+0.1;Momentum:+0.4;LowVol:-0.7
null
6
35
4
trailing 9%
192
22.2
Volatile
24
3.75
3.7
148
-48
16
64
false
Hedge
Add TLT +1% as duration hedge
22
-12
BrokerA
VWAP
88
null
null
Normal monitoring
99
-14
110
5
false
Tax-aware sells next window
P0146
Opportunistic
Roth
USD
2025-03-02
1,443,769
96,735
1,347,034
1.1
67.4
13.6
14.3
4.7
IEF:13.6%;BND:21.0%;XLF:9.4%;HYG:17.0%;AMZN:18.0%;VNQ:21.0%
US:68.0;EU:13.2;APAC:9.5;EM:7.4;Other:1.9
Value:-0.2;Growth:-0.6;Quality:0.0;Size:-0.5;Momentum:+0.5;LowVol:+0.6
NoDerivatives
10
30
5.3
trailing 9%
184
21.1
Volatile
24.1
5.24
3.5
155
16
58
63
true
Hedge
Buy index puts 1% notional
16
-3
BrokerD
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-6
-18
40
3
false
Tighten stops on momentum names
P0147
Active
Taxable
USD
2025-08-16
776,640
83,363
693,277
1
67.9
21.5
0.7
9.9
QQQ:11.3%;MSFT:22.3%;MUB:21.7%;AAPL:22.3%;XLF:22.3%
US:61.5;EU:8.9;APAC:15.8;EM:11.0;Other:2.9
Value:-0.5;Growth:+0.7;Quality:-0.2;Size:-0.3;Momentum:+0.9;LowVol:+0.5
null
10
35
4.3
hard 12%
224
25
Bear
28.4
4.12
2.9
212
-92
9
74
true
Hedge
Buy index puts 1% notional
31
-26
BrokerA
LMT
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
25
-42
31
5
false
Tighten stops on momentum names
P0148
Active
Trust
USD
2025-11-09
2,110,315
224,493
1,885,822
1
69
20.4
3.1
7.5
QQQ:23.2%;AAPL:23.2%;VTI:16.4%;VNQ:13.9%;TLT:23.2%
US:66.1;EU:17.8;APAC:7.0;EM:7.1;Other:2.0
Value:+0.8;Growth:-0.2;Quality:-0.4;Size:-0.6;Momentum:+0.8;LowVol:-0.4
MaxPos5%
8
30
4.3
trailing 8%
144
23.5
Sideways
18.8
4.3
2.4
136
24
77
67
false
Hedge
Add TLT +1% as duration hedge
13
-1
BrokerD
MKT
97
null
null
Normal monitoring
106
-30
176
3
false
Monitor dispersion and breadth
P0149
Cautious
Roth
USD
2025-08-31
235,377
26,613
208,764
1
43.5
32.8
9.7
14
BND:34.2%;TLT:31.6%;XLF:34.2%
US:65.2;EU:10.7;APAC:16.4;EM:6.9;Other:0.9
Value:-0.7;Growth:+0.6;Quality:-0.4;Size:+0.7;Momentum:-0.2;LowVol:+0.4
NoMargin
6
25
4.9
trailing 8%
134
19.2
Bull
11.5
4.95
2.7
86
95
100
20
false
Sell
Trim extended winner -1%
-9
-14
BrokerC
VWAP
100
null
null
Normal monitoring
18
-30
105
5
false
Increase defensive factor exposure
P0150
Systematic
Roth
USD
2025-03-13
895,026
85,103
809,923
1
61.7
29.2
0
9.1
TSLA:17.6%;MUB:27.5%;GLD:27.5%;VOO:27.5%
US:71.4;EU:12.4;APAC:9.6;EM:2.7;Other:3.8
Value:-0.7;Growth:-0.2;Quality:-0.1;Size:-0.7;Momentum:+0.5;LowVol:+0.2
MaxPos6%
8
35
5.2
trailing 9%
135
21.9
Volatile
28.4
4.96
3.5
145
18
47
79
true
Hedge
Buy index puts 1% notional
10
-28
BrokerB
VWAP
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
87
-33
127
4
true
Monitor dispersion and breadth
P0151
Opportunistic
401k
USD
2025-12-12
924,521
78,319
846,202
1
71.5
14.5
7.2
6.8
MUB:18.0%;HYG:18.5%;MSFT:12.6%;GLD:21.9%;IEF:19.2%;BND:9.9%
US:69.0;EU:12.2;APAC:5.0;EM:9.3;Other:4.5
Value:+0.4;Growth:-0.7;Quality:+0.4;Size:-1.0;Momentum:+0.8;LowVol:-0.0
null
8
30
4.2
trailing 7%
257
23.6
Bull
12
4.62
3.1
108
35
69
44
false
Rebalance
Shift +1% to bonds from equity
-5
-25
BrokerD
LMT
85
null
null
Normal monitoring
85
-13
50
4
false
Tax-aware sells next window
P0152
Hands-off
Taxable
USD
2025-05-26
251,138
23,647
227,491
1
66.1
19.6
8.8
5.5
XLF:33.3%;BRK.B:33.3%;HYG:33.3%
US:68.7;EU:9.8;APAC:11.8;EM:7.6;Other:2.0
Value:-0.7;Growth:-0.4;Quality:-0.6;Size:+0.9;Momentum:-0.0;LowVol:-0.1
ESGOnly
10
30
5.9
hard 10%
90
16.3
Bull
17.5
4.98
2.7
82
113
100
44
false
Buy
Add to core equity +1%
14
-31
BrokerB
MKT
93
null
null
Normal monitoring
30
10
56
5
false
Monitor dispersion and breadth
P0153
Opportunistic
IRA
USD
2024-08-06
1,433,402
65,269
1,368,133
1
66.5
17.4
8.5
7.7
BND:24.3%;VNQ:15.0%;MUB:17.7%;IEF:18.7%;AAPL:24.3%
US:58.1;EU:14.5;APAC:13.5;EM:10.0;Other:3.9
Value:+0.1;Growth:0.0;Quality:+0.9;Size:+0.8;Momentum:+1.0;LowVol:-0.3
null
7
25
4.5
hard 12%
176
20.6
Bull
14
4.74
2.7
70
63
79
41
false
Rebalance
Shift +1% to bonds from equity
-15
-16
BrokerB
LMT
86
null
null
Normal monitoring
-7
-35
76
5
false
Monitor dispersion and breadth
P0154
Hands-off
Taxable
USD
2024-10-21
213,547
17,147
196,400
1
69.9
22.6
0
7.6
HYG:26.7%;VOO:18.8%;TLT:14.3%;QQQ:13.5%;GLD:26.7%
US:54.5;EU:18.7;APAC:12.4;EM:11.5;Other:2.9
Value:+0.1;Growth:0.0;Quality:+0.4;Size:-0.8;Momentum:-0.8;LowVol:+0.8
null
6
30
4.4
hard 10%
119
14.2
Sideways
17.9
4.74
2.8
134
-24
39
50
false
Rebalance
Shift +1% to bonds from equity
4
10
BrokerC
VWAP
96
null
null
Normal monitoring
-49
-14
16
4
false
Tighten stops on momentum names
P0155
Hands-off
Trust
USD
2025-03-12
572,582
37,818
534,764
1
65
18
11.2
5.8
GLD:30.5%;BND:34.8%;BRK.B:34.8%
US:71.3;EU:10.4;APAC:9.8;EM:8.1;Other:0.5
Value:-0.6;Growth:+0.4;Quality:-0.0;Size:+0.7;Momentum:+0.3;LowVol:-0.5
ESGOnly
7
30
3.7
hard 10%
159
17.3
Bear
30.8
3.74
2.4
174
-18
51
75
true
Hedge
Buy index puts 1% notional
13
2
BrokerD
MKT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
-4
-8
106
3
true
Tighten stops on momentum names
P0156
Hands-off
401k
USD
2025-07-12
261,569
10,926
250,643
1
66.7
26.9
0
6.4
VOO:21.4%;TSLA:14.3%;VNQ:21.4%;BRK.B:21.4%;MSFT:21.4%
US:63.6;EU:13.7;APAC:11.7;EM:9.2;Other:1.8
Value:-0.8;Growth:-0.2;Quality:-0.5;Size:-0.0;Momentum:-0.5;LowVol:+0.3
ESGOnly;MaxPos8%
8
30
5.9
trailing 8%
102
13
Volatile
30.5
5.11
4.3
171
43
76
88
true
Reduce
Cut high-beta by 2-3%, add cash
24
-13
BrokerA
LMT
89
VAR>budget
Hedge
Risk above budget threshold
-56
-52
-84
2
false
Tighten stops on momentum names
P0157
Hands-off
Roth
USD
2024-09-22
747,563
46,420
701,143
1
60.8
26.7
7.3
5.2
MUB:30.8%;GLD:30.8%;VTI:15.9%;XLF:22.4%
US:64.8;EU:15.4;APAC:11.4;EM:7.9;Other:0.5
Value:-0.8;Growth:-0.4;Quality:+1.0;Size:+0.5;Momentum:+1.0;LowVol:+0.4
MaxPos6%
5
25
3.9
hard 10%
151
13.8
Bull
12.6
4.58
3.2
79
48
81
49
false
Rebalance
Shift +1% to bonds from equity
-13
-15
BrokerA
MKT
88
null
null
Normal monitoring
35
-5
98
5
false
Increase defensive factor exposure
P0158
Cautious
Taxable
USD
2024-12-05
535,429
82,158
453,271
1
47.8
42
0
10.2
VTI:19.5%;VOO:15.2%;BRK.B:15.6%;AMZN:13.1%;GLD:20.1%;TSLA:16.4%
US:62.8;EU:6.3;APAC:17.2;EM:8.3;Other:5.5
Value:+0.9;Growth:+0.6;Quality:+0.5;Size:0.0;Momentum:-0.9;LowVol:+0.9
NoMargin
8
25
5.2
hard 10%
137
16.3
Sideways
19.1
4.19
3.4
105
28
53
52
true
Hedge
Buy index puts 1% notional
28
-19
BrokerB
LMT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
97
8
168
3
false
Tighten stops on momentum names
P0159
Active
IRA
USD
2025-12-25
2,133,402
134,916
1,998,486
1.22
66
22.5
2.8
8.8
QQQ:19.0%;AAPL:12.0%;VNQ:23.9%;MUB:11.8%;BRK.B:23.9%;AMZN:9.4%
US:74.2;EU:7.8;APAC:9.7;EM:7.3;Other:0.9
Value:0.0;Growth:-0.0;Quality:+0.4;Size:-0.8;Momentum:-0.0;LowVol:-0.7
NoDerivatives
6
35
5.2
hard 12%
225
27.8
Bull
11.4
3.86
3.4
92
27
75
52
false
Rebalance
Shift +1% to bonds from equity
13
-7
BrokerA
MKT
100
null
null
Normal monitoring
88
-8
155
3
false
Tighten stops on momentum names
P0160
Opportunistic
401k
USD
2025-11-12
1,106,242
41,196
1,065,046
1
71.2
20
0
8.8
MUB:21.8%;VOO:9.0%;TSLA:24.3%;AAPL:24.3%;IEF:20.7%
US:63.7;EU:11.6;APAC:13.9;EM:7.2;Other:3.6
Value:-0.7;Growth:-0.5;Quality:-0.2;Size:-0.3;Momentum:-0.5;LowVol:-0.7
MaxPos5%
7
25
6.7
trailing 9%
160
22
Volatile
23.4
3.72
3.3
176
72
81
76
true
Reduce
Cut high-beta by 2-3%, add cash
3
-1
BrokerB
LMT
87
RegimeShift
Reduce
Volatility spike and breadth deterioration
43
-59
123
5
false
Within IPS guidelines
P0161
Hands-off
Trust
USD
2024-08-14
516,527
28,581
487,946
1
57.1
23
12.6
7.3
VTI:13.6%;VNQ:22.3%;TSLA:20.3%;VOO:21.6%;BRK.B:22.3%
US:66.0;EU:17.4;APAC:10.8;EM:4.3;Other:1.5
Value:-0.4;Growth:-0.9;Quality:+0.3;Size:-0.4;Momentum:-0.0;LowVol:+0.3
MaxPos8%
6
35
5.1
hard 10%
111
14.9
Bull
16.7
4.3
2.8
101
50
83
48
true
Rebalance
Rebalance back to target bands
3
-31
BrokerA
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-23
13
40
3
false
Tax-aware sells next window
P0162
Active
IRA
USD
2025-04-25
1,579,192
137,790
1,441,402
1.16
51
19.3
23.9
5.8
AMZN:21.7%;XLF:21.9%;VOO:21.7%;MSFT:12.7%;BRK.B:21.9%
US:56.6;EU:18.8;APAC:11.3;EM:8.9;Other:4.3
Value:+0.9;Growth:-0.2;Quality:-0.5;Size:+0.1;Momentum:+0.1;LowVol:-0.6
null
8
25
5.7
hard 12%
198
22.2
Volatile
21.7
5.32
4.4
133
26
68
56
false
Rebalance
Shift +1% to bonds from equity
11
2
BrokerA
MKT
86
null
null
Normal monitoring
17
-59
-19
3
false
Tax-aware sells next window
P0163
Hands-off
IRA
USD
2025-01-13
750,624
47,695
702,929
1
66
29.1
0
4.9
BND:13.1%;QQQ:13.5%;GLD:25.4%;XLF:22.7%;TLT:25.4%
US:59.9;EU:17.9;APAC:13.3;EM:6.3;Other:2.6
Value:+0.3;Growth:0.0;Quality:-0.3;Size:+0.5;Momentum:-0.9;LowVol:-0.8
null
6
35
4.7
trailing 8%
128
15.9
Bull
12.3
4.64
3.4
97
106
100
52
false
Hedge
Add TLT +1% as duration hedge
14
-39
BrokerB
MKT
99
null
null
Normal monitoring
50
4
14
5
false
Increase defensive factor exposure
P0164
Systematic
401k
USD
2024-12-27
1,173,770
111,676
1,062,094
1
66.9
22.3
5.7
5.1
BND:33.3%;IEF:33.3%;VNQ:33.3%
US:70.6;EU:8.4;APAC:7.5;EM:11.8;Other:1.7
Value:-0.3;Growth:-0.8;Quality:-0.5;Size:0.0;Momentum:-0.0;LowVol:-0.8
null
6
30
5.2
trailing 9%
189
25.7
Bull
12
3.87
2.9
74
43
82
39
false
Buy
Add to core equity +1%
30
-4
BrokerB
LMT
87
null
null
Normal monitoring
81
-53
162
3
false
Tax-aware sells next window
P0165
Cautious
Taxable
USD
2024-11-07
719,846
68,146
651,700
1
41.1
37.1
9.7
12
TLT:24.7%;GLD:24.7%;BRK.B:16.2%;XLF:9.9%;BND:24.7%
US:73.8;EU:14.5;APAC:4.9;EM:4.0;Other:2.8
Value:-0.8;Growth:+0.6;Quality:-0.4;Size:+0.8;Momentum:+0.2;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
10
30
3
trailing 8%
90
17.1
Bull
11.8
3.78
2.3
101
107
100
31
false
Buy
Add to core equity +1%
1
-4
BrokerD
VWAP
91
null
null
Normal monitoring
35
-21
56
4
false
Increase defensive factor exposure
P0166
Systematic
Taxable
USD
2025-03-05
553,973
42,463
511,510
1
66.8
24.8
0
8.4
XLF:13.1%;QQQ:8.8%;IEF:20.5%;VOO:20.5%;BRK.B:16.7%;AAPL:20.5%
US:64.1;EU:17.3;APAC:9.2;EM:4.6;Other:4.7
Value:+0.1;Growth:-0.8;Quality:-0.9;Size:-0.5;Momentum:+1.0;LowVol:+0.4
NoDerivatives
7
25
5.3
trailing 9%
123
20.3
Bull
15.9
4.62
2.5
109
84
95
60
false
Buy
Add to core equity +1%
23
-5
BrokerC
MKT
89
null
null
Normal monitoring
67
0
123
3
false
Tax-aware sells next window
P0167
Opportunistic
401k
USD
2025-11-12
1,464,526
126,594
1,337,932
1
71.1
20.8
0
8
MSFT:13.2%;AMZN:28.9%;IEF:28.9%;BRK.B:28.9%
US:66.5;EU:16.8;APAC:8.2;EM:8.0;Other:0.6
Value:-0.9;Growth:-0.7;Quality:+0.7;Size:+0.8;Momentum:+0.6;LowVol:+0.6
MaxPos7%
6
35
4.6
trailing 7%
169
21.9
Bull
11.5
3.54
2.9
120
110
100
38
true
Hedge
Buy index puts 1% notional
19
-27
BrokerB
MKT
93
VAR>budget
Hedge
Risk above budget threshold
35
-28
139
5
false
Increase defensive factor exposure
P0168
Opportunistic
IRA
USD
2025-08-29
998,002
64,953
933,049
1
63.8
12
18.5
5.7
AAPL:21.2%;XLF:23.1%;BND:23.1%;AMZN:9.5%;HYG:23.1%
US:66.8;EU:14.3;APAC:13.8;EM:3.8;Other:1.2
Value:-0.6;Growth:-0.3;Quality:-0.1;Size:-0.7;Momentum:-0.9;LowVol:+1.0
null
6
35
5
trailing 7%
171
34.9
Bear
22.1
4.1
1.9
185
-5
40
58
false
Rebalance
Shift +1% to bonds from equity
-2
-39
BrokerD
LMT
100
null
null
Normal monitoring
96
11
144
3
false
Tighten stops on momentum names
P0169
Active
401k
USD
2025-11-30
2,368,088
156,961
2,211,127
1
56.8
30.3
3.3
9.6
BRK.B:21.9%;TLT:26.8%;TSLA:26.8%;AAPL:24.5%
US:61.3;EU:17.5;APAC:8.3;EM:10.6;Other:2.4
Value:+0.2;Growth:-0.1;Quality:+1.0;Size:-0.5;Momentum:+0.8;LowVol:-0.5
MaxPos5%
8
25
4.8
trailing 9%
154
26.7
Volatile
21.5
5.14
3
122
-18
49
61
false
Sell
Trim extended winner -1%
24
-12
BrokerD
MKT
93
null
null
Normal monitoring
7
-29
7
3
false
Increase defensive factor exposure
P0170
Systematic
Taxable
USD
2025-09-02
1,186,448
61,373
1,125,075
1
63.4
27.8
0
8.9
HYG:33.3%;BND:33.3%;AAPL:33.3%
US:60.6;EU:15.7;APAC:9.5;EM:11.4;Other:2.9
Value:+0.6;Growth:-0.9;Quality:-0.8;Size:-0.6;Momentum:+0.9;LowVol:+0.4
null
8
25
4.1
hard 12%
196
23.4
Bull
13.2
4.16
2.3
110
79
76
47
false
Rebalance
Shift +1% to bonds from equity
7
-35
BrokerC
LMT
88
null
null
Normal monitoring
59
7
36
3
false
Increase defensive factor exposure
P0171
Active
Taxable
USD
2025-11-07
553,415
63,190
490,225
1.15
63.1
24
3.4
9.5
AMZN:17.6%;TSLA:17.1%;BND:7.9%;IEF:16.1%;HYG:20.7%;MUB:20.7%
US:75.1;EU:7.3;APAC:9.0;EM:5.4;Other:3.2
Value:+0.6;Growth:+0.6;Quality:+1.0;Size:+0.6;Momentum:-0.8;LowVol:+0.1
null
5
30
5.1
trailing 8%
181
26.2
Volatile
27.8
4.11
4.3
173
58
72
79
true
Hedge
Buy index puts 1% notional
8
-37
BrokerA
MKT
97
VAR>budget
Reduce
Risk above budget threshold
98
-4
232
5
false
Tighten stops on momentum names
P0172
Active
Trust
USD
2025-09-12
1,221,703
136,814
1,084,889
1
61.6
28.1
4.6
5.7
TLT:21.0%;VNQ:8.8%;VTI:19.5%;HYG:20.3%;MUB:9.5%;XLF:21.0%
US:62.6;EU:18.7;APAC:9.7;EM:4.5;Other:4.5
Value:+0.8;Growth:-0.7;Quality:0.0;Size:-0.0;Momentum:+0.3;LowVol:-0.1
null
8
35
4.8
trailing 9%
184
25.8
Bull
15.7
3.84
3.1
114
47
78
42
false
Rebalance
Shift +1% to bonds from equity
25
10
BrokerC
LMT
96
null
null
Normal monitoring
-22
-16
68
3
false
Within IPS guidelines
P0173
Hands-off
IRA
USD
2025-07-20
204,200
11,981
192,219
1
55.9
17.8
20.5
5.7
MUB:10.3%;VNQ:9.3%;GLD:19.8%;HYG:20.8%;TLT:19.0%;VOO:20.8%
US:72.0;EU:12.8;APAC:9.8;EM:4.7;Other:0.6
Value:-0.6;Growth:-0.1;Quality:-0.8;Size:-0.9;Momentum:-0.0;LowVol:+0.1
MaxPos7%
5
35
3.2
hard 10%
150
18.2
Bull
12.7
4.82
2.8
93
35
69
31
false
Rebalance
Shift +1% to bonds from equity
8
-5
BrokerC
VWAP
96
null
null
Normal monitoring
-18
-23
-2
4
false
Tax-aware sells next window
P0174
Cautious
Taxable
USD
2025-01-07
802,179
72,754
729,425
1
52.8
37
0
10.2
HYG:33.3%;QQQ:33.3%;TSLA:33.3%
US:56.9;EU:17.4;APAC:10.4;EM:10.4;Other:4.9
Value:+0.1;Growth:+0.6;Quality:-0.1;Size:+0.1;Momentum:-0.9;LowVol:-0.2
NoMargin
8
30
4.8
hard 10%
105
17.8
Bear
22.7
3.03
1.1
150
-118
6
60
false
Rebalance
Shift +1% to bonds from equity
19
-6
BrokerD
VWAP
89
null
null
Normal monitoring
100
-54
210
4
false
Monitor dispersion and breadth
P0175
Opportunistic
Taxable
USD
2024-12-18
690,693
23,409
667,284
1
69.1
18.7
7.7
4.5
VNQ:23.8%;BRK.B:13.9%;MSFT:21.9%;TSLA:16.5%;VTI:23.8%
US:68.0;EU:13.1;APAC:8.5;EM:7.6;Other:2.8
Value:-0.2;Growth:+0.3;Quality:+0.8;Size:+0.2;Momentum:-0.9;LowVol:-0.2
null
10
30
4.5
hard 12%
244
21
Bear
29.5
4.07
1.6
203
-48
29
70
false
Rebalance
Shift +1% to bonds from equity
7
-30
BrokerD
VWAP
87
null
null
Normal monitoring
63
-24
91
4
false
Tax-aware sells next window
P0176
Systematic
Taxable
USD
2025-10-08
1,474,110
79,442
1,394,668
1
64.3
24.1
6.3
5.2
MUB:33.3%;HYG:33.3%;AAPL:33.3%
US:64.0;EU:17.5;APAC:7.0;EM:8.9;Other:2.6
Value:-0.0;Growth:+0.7;Quality:-0.3;Size:-0.5;Momentum:-0.2;LowVol:+0.9
NoDerivatives
6
30
4.3
trailing 9%
184
16.1
Sideways
21.6
4.23
2.4
107
8
52
66
true
Hedge
Buy index puts 1% notional
26
-18
BrokerC
VWAP
87
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-32
-44
89
4
false
Within IPS guidelines
P0177
Cautious
Roth
USD
2025-08-28
794,841
108,342
686,499
1
44.9
41
0
14.1
VNQ:9.7%;XLF:20.0%;HYG:18.8%;GLD:10.7%;VTI:20.4%;IEF:20.4%
US:62.5;EU:13.9;APAC:11.5;EM:8.4;Other:3.7
Value:+1.0;Growth:+0.3;Quality:-0.1;Size:-0.9;Momentum:+0.7;LowVol:-0.9
ESGOnly;MaxPos5%;NoMargin
8
35
4.9
hard 10%
93
19.2
Sideways
17.9
4.59
3.2
116
29
63
51
true
Rebalance
Rebalance back to target bands
20
3
BrokerB
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
52
6
113
2
false
Increase defensive factor exposure
P0178
Active
Taxable
USD
2024-08-31
1,602,346
105,256
1,497,090
1.1
58.4
21.8
14.6
5.2
BRK.B:9.9%;TLT:22.2%;MSFT:21.1%;HYG:11.2%;BND:22.2%;VNQ:13.4%
US:68.4;EU:17.8;APAC:9.0;EM:4.5;Other:0.4
Value:+0.5;Growth:-0.1;Quality:+0.7;Size:+0.7;Momentum:-0.9;LowVol:+0.6
MaxPos6%
7
35
4.9
trailing 8%
188
22.6
Sideways
17.5
4.21
3.1
99
-7
41
46
false
Rebalance
Shift +1% to bonds from equity
14
-6
BrokerA
VWAP
86
null
null
Normal monitoring
12
-3
-1
3
false
Monitor dispersion and breadth
P0179
Hands-off
Trust
USD
2025-05-15
727,465
64,275
663,190
1
70.3
24.3
0
5.3
TSLA:22.4%;BND:21.6%;AAPL:22.5%;AMZN:10.9%;MSFT:22.5%
US:73.2;EU:7.6;APAC:8.2;EM:7.5;Other:3.5
Value:+0.9;Growth:0.0;Quality:+0.5;Size:-0.3;Momentum:-0.0;LowVol:+0.4
ESGOnly;MaxPos5%;NoDerivatives
5
30
4.5
hard 10%
146
19.5
Volatile
30.9
5.17
2.7
111
79
92
74
true
Hedge
Buy index puts 1% notional
12
-7
BrokerC
VWAP
94
RegimeShift
Reduce
Volatility spike and breadth deterioration
21
-40
-10
4
false
Within IPS guidelines
P0180
Hands-off
Trust
USD
2025-09-28
701,152
39,677
661,475
1
59.7
27.5
5.1
7.7
TLT:9.7%;GLD:20.0%;BRK.B:14.2%;VOO:20.6%;HYG:17.9%;IEF:17.5%
US:56.5;EU:15.5;APAC:12.6;EM:10.9;Other:4.5
Value:+0.5;Growth:-0.4;Quality:+0.2;Size:+0.8;Momentum:+0.2;LowVol:-0.3
null
5
30
5.7
trailing 10%
111
13.2
Volatile
21.9
3.95
2.3
172
-15
30
68
false
Rebalance
Shift +1% to bonds from equity
-6
-22
BrokerC
MKT
93
null
null
Normal monitoring
22
-59
114
5
false
Tax-aware sells next window
P0181
Hands-off
401k
USD
2025-05-28
756,725
34,513
722,212
1
67.8
23.5
0
8.7
XLF:27.5%;VNQ:28.6%;IEF:28.6%;HYG:15.4%
US:61.5;EU:20.2;APAC:13.0;EM:4.2;Other:1.0
Value:-1.0;Growth:-0.0;Quality:-0.9;Size:+0.1;Momentum:-0.9;LowVol:+0.5
ESGOnly;MaxPos6%
6
25
4
trailing 8%
150
16.3
Bull
14.9
3.65
3.5
72
86
97
40
false
NoAction
Within bands; monitor
2
6
BrokerC
LMT
100
null
null
Normal monitoring
15
20
104
4
false
Increase defensive factor exposure
P0182
Cautious
IRA
USD
2025-07-02
639,386
97,608
541,778
1
39.3
40.3
7.1
13.4
TSLA:33.3%;BND:33.3%;QQQ:33.3%
US:65.4;EU:15.2;APAC:11.3;EM:6.2;Other:1.9
Value:+0.7;Growth:+0.8;Quality:+0.2;Size:+0.2;Momentum:-0.4;LowVol:-1.0
ESGOnly;NoMargin
8
30
4.2
trailing 10%
102
15.2
Bear
31.5
4.45
1.8
178
-68
19
64
false
NoAction
Within bands; monitor
-1
-20
BrokerC
VWAP
94
null
null
Normal monitoring
7
-14
126
4
false
Tighten stops on momentum names
P0183
Hands-off
Taxable
USD
2025-01-01
889,301
71,169
818,132
1
60.6
17
13.6
8.8
BRK.B:33.4%;VNQ:33.4%;MSFT:33.2%
US:60.1;EU:17.4;APAC:9.1;EM:10.4;Other:3.0
Value:+0.9;Growth:-0.5;Quality:+0.4;Size:-0.3;Momentum:-0.7;LowVol:+1.0
null
7
25
5.3
trailing 8%
118
16.7
Bear
27.5
3.59
2
171
-75
5
70
false
NoAction
Within bands; monitor
34
-24
BrokerD
LMT
86
null
null
Normal monitoring
-42
-4
-19
4
false
Tighten stops on momentum names
P0184
Opportunistic
401k
USD
2025-08-04
1,452,901
60,985
1,391,916
1
76.2
11.8
7.6
4.3
VOO:25.0%;MSFT:25.0%;VTI:25.0%;TLT:25.0%
US:69.4;EU:8.8;APAC:6.7;EM:10.5;Other:4.6
Value:+0.3;Growth:-0.1;Quality:+0.9;Size:-0.5;Momentum:0.0;LowVol:-1.0
null
7
25
4.3
trailing 9%
213
27.5
Volatile
21.6
4.89
4.1
156
19
58
68
false
Hedge
Add TLT +1% as duration hedge
-13
-28
BrokerA
LMT
99
null
null
Normal monitoring
-37
13
6
4
false
Within IPS guidelines
P0185
Active
Taxable
USD
2024-11-06
1,035,481
121,382
914,099
1
57.3
19.8
17.4
5.5
VOO:13.4%;HYG:23.0%;QQQ:18.8%;IEF:21.7%;BRK.B:23.0%
US:66.0;EU:14.6;APAC:7.8;EM:7.4;Other:4.2
Value:-1.0;Growth:+0.7;Quality:+0.3;Size:+0.6;Momentum:-1.0;LowVol:+0.5
MaxPos6%;NoDerivatives
5
30
4.3
trailing 9%
128
25.8
Bull
13.3
4.62
3.3
106
37
77
42
false
NoAction
Within bands; monitor
-7
3
BrokerA
LMT
90
null
null
Normal monitoring
-58
-18
10
4
false
Within IPS guidelines
P0186
Hands-off
IRA
USD
2025-02-26
484,423
43,006
441,417
1
59.3
23.7
11.5
5.4
TSLA:21.2%;VNQ:19.0%;VTI:16.9%;XLF:21.2%;IEF:7.1%;TLT:14.6%
US:66.2;EU:6.1;APAC:12.6;EM:10.2;Other:5.0
Value:+0.9;Growth:-0.4;Quality:-0.9;Size:+0.8;Momentum:0.0;LowVol:-0.0
MaxPos8%
10
35
3.4
hard 10%
145
19.6
Sideways
19.7
4.77
2.6
126
1
63
52
true
Hedge
Buy index puts 1% notional
-6
-30
BrokerC
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
76
-40
190
2
false
Increase defensive factor exposure
P0187
Systematic
401k
USD
2025-06-05
1,607,278
155,695
1,451,583
1
62.1
30
0
7.9
BRK.B:22.8%;VOO:22.8%;MUB:14.4%;MSFT:22.8%;GLD:17.3%
US:60.7;EU:18.6;APAC:10.6;EM:5.6;Other:4.4
Value:+0.2;Growth:+0.2;Quality:+1.0;Size:-0.5;Momentum:+1.0;LowVol:-0.6
NoDerivatives
8
35
4.3
hard 12%
158
18.6
Bear
22.8
3.35
2.2
208
-62
10
67
false
Rebalance
Shift +1% to bonds from equity
-6
-6
BrokerD
LMT
98
null
null
Normal monitoring
71
-51
164
5
false
Monitor dispersion and breadth
P0188
Hands-off
IRA
USD
2025-09-14
866,499
61,131
805,368
1
67.4
26.8
0
5.8
VTI:16.7%;VOO:22.3%;TLT:16.6%;BRK.B:10.7%;MUB:22.3%;IEF:11.3%
US:64.4;EU:14.0;APAC:12.9;EM:5.1;Other:3.7
Value:+0.5;Growth:-0.0;Quality:+0.8;Size:-0.9;Momentum:-0.0;LowVol:-0.6
ESGOnly
5
35
5.2
trailing 8%
116
12.6
Volatile
20.9
4.66
2.9
115
44
63
53
false
Rebalance
Shift +1% to bonds from equity
-12
-34
BrokerA
MKT
90
null
null
Normal monitoring
63
-29
71
4
false
Tighten stops on momentum names
P0189
Active
Taxable
USD
2025-09-19
2,350,983
240,956
2,110,027
1
55.3
28
7.3
9.5
VTI:33.3%;GLD:33.3%;TLT:33.3%
US:61.9;EU:20.2;APAC:6.2;EM:7.6;Other:4.1
Value:-0.2;Growth:-0.7;Quality:-0.9;Size:+0.3;Momentum:+0.8;LowVol:+0.6
MaxPos7%
7
35
5.6
trailing 9%
166
22.9
Bear
35
3.49
1.3
134
-119
5
91
true
Hedge
Buy index puts 1% notional
2
0
BrokerB
MKT
86
VAR>budget
Reduce
Risk above budget threshold
111
-26
168
4
true
Tax-aware sells next window
P0190
Cautious
IRA
USD
2025-09-18
156,893
22,783
134,110
1
40.7
32.7
8.6
18
VOO:33.6%;XLF:32.9%;AMZN:33.6%
US:61.5;EU:20.9;APAC:12.5;EM:4.9;Other:0.2
Value:+0.5;Growth:-0.4;Quality:+0.1;Size:+0.9;Momentum:+0.1;LowVol:+0.1
ESGOnly;NoMargin
6
25
3.9
trailing 8%
112
18.5
Volatile
24.7
3.69
2.9
120
-13
33
49
false
Buy
Add to core equity +1%
26
-36
BrokerA
MKT
95
null
null
Normal monitoring
-16
-41
52
4
false
Tax-aware sells next window
P0191
Opportunistic
Trust
USD
2025-01-03
844,156
39,177
804,979
1
61.5
21.4
12.2
5
AMZN:18.4%;BRK.B:24.0%;TSLA:9.7%;IEF:24.0%;VTI:24.0%
US:64.9;EU:10.8;APAC:15.2;EM:6.5;Other:2.7
Value:+0.1;Growth:+0.9;Quality:-0.2;Size:-0.7;Momentum:0.0;LowVol:-0.1
null
6
35
6
trailing 9%
216
26.9
Sideways
14.7
3.65
2.4
90
-21
46
55
true
Hedge
Buy index puts 1% notional
26
11
BrokerA
LMT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
57
-2
172
2
false
Increase defensive factor exposure
P0192
Cautious
401k
USD
2025-04-09
352,963
55,743
297,220
1
47.4
41.5
0
11.1
TSLA:33.3%;TLT:33.3%;AAPL:33.3%
US:74.0;EU:6.8;APAC:13.6;EM:3.5;Other:2.2
Value:+0.7;Growth:-0.5;Quality:-0.3;Size:+0.8;Momentum:-0.4;LowVol:-1.0
NoMargin
6
30
4.6
hard 10%
140
18.5
Bull
15.6
4.8
2.6
92
102
95
36
true
Hedge
Buy index puts 1% notional
28
-30
BrokerB
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-59
-29
72
4
false
Tighten stops on momentum names
P0193
Systematic
Trust
USD
2024-07-11
1,921,390
156,450
1,764,940
1
63.3
31.6
0
5.1
VOO:22.8%;QQQ:22.8%;IEF:22.8%;TSLA:21.6%;BRK.B:9.9%
US:71.6;EU:13.1;APAC:8.9;EM:3.9;Other:2.6
Value:+0.3;Growth:+0.1;Quality:-0.9;Size:-0.4;Momentum:-0.5;LowVol:-0.2
null
10
35
4.2
trailing 8%
127
26.4
Volatile
26.5
4.65
3.5
150
-31
46
65
false
Sell
Trim extended winner -1%
10
-32
BrokerC
MKT
96
null
null
Normal monitoring
11
-57
-21
3
false
Tax-aware sells next window
P0194
Active
Taxable
USD
2025-10-03
873,636
77,196
796,440
1
64.2
19.1
7.5
9.1
BRK.B:29.2%;AMZN:29.2%;XLF:29.2%;QQQ:12.3%
US:57.5;EU:21.4;APAC:12.3;EM:5.3;Other:3.5
Value:-0.6;Growth:+0.6;Quality:+0.1;Size:+0.4;Momentum:+0.6;LowVol:-0.2
null
10
30
5.5
trailing 9%
152
22.5
Bull
16.3
4.01
3
87
68
89
53
false
Buy
Add to core equity +1%
-7
-17
BrokerC
LMT
89
null
null
Normal monitoring
62
-8
35
4
false
Monitor dispersion and breadth
P0195
Active
Trust
USD
2025-04-01
2,430,907
250,310
2,180,597
1
62.7
24.4
4.8
8.1
MUB:23.2%;GLD:21.5%;TLT:23.2%;MSFT:23.2%;AAPL:8.9%
US:64.8;EU:8.8;APAC:14.1;EM:10.7;Other:1.7
Value:-0.4;Growth:-0.8;Quality:-0.8;Size:-0.1;Momentum:+0.6;LowVol:+0.3
null
8
35
4.2
trailing 9%
181
17
Volatile
26.9
4.14
3.5
155
21
53
76
true
Hedge
Buy index puts 1% notional
-9
7
BrokerA
VWAP
91
VAR>budget
Reduce
Risk above budget threshold
-37
-38
81
5
true
Tighten stops on momentum names
P0196
Active
Trust
USD
2025-07-09
916,199
91,005
825,194
1.24
61.4
30
0
8.6
XLF:33.3%;TLT:33.3%;MSFT:33.3%
US:59.3;EU:21.2;APAC:12.0;EM:7.4;Other:0.2
Value:+1.0;Growth:+0.3;Quality:-0.9;Size:-0.7;Momentum:+0.5;LowVol:-0.6
NoDerivatives
8
35
5.6
trailing 8%
225
20.5
Bull
13.5
4.3
3.2
82
70
81
51
false
Sell
Trim extended winner -1%
5
15
BrokerC
LMT
90
null
null
Normal monitoring
-34
-23
73
3
false
Monitor dispersion and breadth
P0197
Cautious
Taxable
USD
2024-09-01
646,617
67,494
579,123
1
47.4
33.4
7.3
11.9
QQQ:33.3%;TLT:33.3%;BRK.B:33.3%
US:70.6;EU:5.3;APAC:12.8;EM:7.3;Other:4.0
Value:+1.0;Growth:-0.4;Quality:+0.5;Size:+0.1;Momentum:+0.8;LowVol:-0.7
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
25
3.3
trailing 8%
135
14.7
Bull
11.5
3.79
2.5
95
24
49
24
false
Hedge
Add TLT +1% as duration hedge
-12
-25
BrokerD
MKT
96
null
null
Normal monitoring
30
10
75
5
false
Increase defensive factor exposure
P0198
Cautious
Taxable
USD
2024-09-17
777,995
106,705
671,290
1
51.4
38.6
0
10
AMZN:19.1%;BND:22.1%;GLD:22.1%;VOO:14.6%;TLT:22.1%
US:63.7;EU:12.6;APAC:14.3;EM:9.1;Other:0.3
Value:+0.9;Growth:+0.9;Quality:-0.6;Size:-0.2;Momentum:+0.5;LowVol:-0.8
NoMargin
5
35
4.5
hard 10%
106
14.9
Bear
23.7
3.58
1.8
186
-90
20
48
false
Rebalance
Shift +1% to bonds from equity
9
-34
BrokerA
MKT
90
null
null
Normal monitoring
-59
-8
-75
5
false
Within IPS guidelines
P0199
Systematic
Taxable
USD
2024-09-15
1,125,368
80,707
1,044,661
1
60.7
31.5
2.4
5.4
XLF:22.8%;VOO:22.8%;MSFT:12.9%;BND:22.8%;AMZN:18.7%
US:57.2;EU:17.7;APAC:15.3;EM:8.1;Other:1.8
Value:+0.4;Growth:-0.9;Quality:+0.1;Size:+0.5;Momentum:-1.0;LowVol:+0.7
MaxPos7%;NoDerivatives
10
30
5.4
trailing 8%
189
24.4
Sideways
18
4.67
2.1
133
29
77
54
true
Hedge
Buy index puts 1% notional
14
9
BrokerD
MKT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
69
-26
94
5
false
Tax-aware sells next window
P0200
Opportunistic
IRA
USD
2025-04-01
1,059,710
76,424
983,286
1
75.6
13.8
4.1
6.5
GLD:19.7%;VNQ:11.6%;XLF:13.6%;QQQ:18.2%;BRK.B:17.5%;TLT:19.4%
US:74.7;EU:8.2;APAC:6.2;EM:8.2;Other:2.7
Value:+0.7;Growth:+1.0;Quality:+0.5;Size:+0.5;Momentum:+0.6;LowVol:-0.5
null
6
30
5.5
hard 12%
168
25.5
Volatile
21.5
4.7
3.8
152
74
84
60
false
Buy
Add to core equity +1%
-11
11
BrokerD
LMT
93
null
null
Normal monitoring
76
-38
160
5
false
Increase defensive factor exposure