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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P1001
|
Active
|
IRA
|
USD
|
2024-12-14
| 1,677,253
| 112,628
| 1,564,625
| 1
| 68.9
| 20.5
| 3.2
| 7.3
|
TLT:14.2%;GLD:23.4%;HYG:23.4%;VTI:15.6%;VOO:23.4%
|
US:64.5;EU:16.0;APAC:5.8;EM:8.8;Other:4.9
|
Value:-0.3;Growth:-0.3;Quality:-0.8;Size:+0.5;Momentum:+0.2;LowVol:-0.4
|
MaxPos5%
| 6
| 35
| 5.1
|
trailing 8%
| 173
| 18.2
|
Volatile
| 20.4
| 4.71
| 2.8
| 153
| -11
| 43
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 23
| 1
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| 92
| -53
| 64
| 3
| false
|
Within IPS guidelines
|
P1002
|
Hands-off
|
Taxable
|
USD
|
2024-09-02
| 582,974
| 40,957
| 542,017
| 1
| 64.7
| 26.7
| 0
| 8.6
|
GLD:27.9%;VTI:16.4%;XLF:27.9%;MSFT:27.9%
|
US:59.9;EU:13.2;APAC:14.3;EM:11.5;Other:1.1
|
Value:+0.8;Growth:+0.5;Quality:+0.8;Size:+0.2;Momentum:+0.2;LowVol:+0.7
|
NoDerivatives
| 6
| 35
| 5
|
trailing 8%
| 160
| 15.2
|
Volatile
| 30.4
| 3.58
| 2.6
| 160
| 8
| 49
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| -13
| -38
|
BrokerB
|
LMT
| 96
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 97
| -30
| 216
| 3
| true
|
Tax-aware sells next window
|
P1003
|
Opportunistic
|
401k
|
USD
|
2024-09-18
| 368,043
| 29,766
| 338,277
| 1
| 72.1
| 12.7
| 8.6
| 6.7
|
BRK.B:20.8%;XLF:12.9%;VTI:20.8%;VNQ:17.4%;TSLA:10.9%;MUB:17.3%
|
US:75.3;EU:11.4;APAC:5.6;EM:3.5;Other:4.1
|
Value:+0.6;Growth:+0.6;Quality:+0.1;Size:-0.2;Momentum:+0.4;LowVol:-0.0
|
MaxPos7%;NoDerivatives
| 8
| 30
| 5.8
|
trailing 7%
| 256
| 24.8
|
Bear
| 23.6
| 3.56
| 1.2
| 148
| -30
| 27
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 25
| -20
|
BrokerC
|
MKT
| 92
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 23
| -37
| 12
| 4
| false
|
Tax-aware sells next window
|
P1004
|
Cautious
|
IRA
|
USD
|
2024-09-02
| 600,740
| 56,473
| 544,267
| 1
| 38.6
| 31.8
| 16.1
| 13.5
|
TSLA:23.0%;MUB:7.8%;AAPL:23.0%;AMZN:23.0%;BRK.B:23.0%
|
US:69.2;EU:17.9;APAC:6.0;EM:3.0;Other:3.9
|
Value:0.0;Growth:+0.6;Quality:-0.4;Size:+0.5;Momentum:-0.9;LowVol:-0.7
|
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
| 10
| 30
| 5
|
hard 10%
| 150
| 17.3
|
Bull
| 15.9
| 3.89
| 2.4
| 110
| 71
| 98
| 36
| false
|
NoAction
|
Within bands; monitor
| 12
| 0
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 105
| -26
| 135
| 5
| false
|
Monitor dispersion and breadth
|
P1005
|
Systematic
|
401k
|
USD
|
2024-08-09
| 1,269,955
| 81,798
| 1,188,157
| 1
| 63.5
| 29.4
| 1.6
| 5.5
|
VNQ:33.3%;BRK.B:33.3%;VOO:33.3%
|
US:66.5;EU:12.7;APAC:15.4;EM:4.9;Other:0.5
|
Value:-0.1;Growth:+0.8;Quality:-0.6;Size:-0.4;Momentum:+0.3;LowVol:-0.4
|
MaxPos7%;NoDerivatives
| 5
| 35
| 4.9
|
hard 12%
| 179
| 25.9
|
Volatile
| 24.8
| 3.71
| 3.6
| 120
| -51
| 24
| 66
| false
|
Buy
|
Add to core equity +1%
| 6
| 13
|
BrokerA
|
VWAP
| 88
| null | null |
Normal monitoring
| -38
| -53
| -7
| 4
| false
|
Within IPS guidelines
|
P1006
|
Cautious
|
401k
|
USD
|
2025-09-30
| 800,764
| 89,337
| 711,427
| 1
| 46.4
| 36.4
| 4.9
| 12.3
|
TSLA:10.5%;AMZN:24.2%;IEF:17.8%;BND:24.2%;MUB:23.3%
|
US:65.7;EU:15.2;APAC:8.2;EM:7.4;Other:3.4
|
Value:+0.7;Growth:-0.5;Quality:+0.8;Size:+0.4;Momentum:-0.2;LowVol:-0.4
|
ESGOnly;NoMargin
| 5
| 25
| 3.5
|
hard 10%
| 160
| 12.4
|
Bear
| 23.7
| 3.05
| 2.8
| 162
| 29
| 78
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| -6
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| -34
| 0
| -22
| 3
| false
|
Increase defensive factor exposure
|
P1007
|
Systematic
|
Roth
|
USD
|
2025-02-02
| 489,215
| 29,167
| 460,048
| 1
| 63.3
| 31.2
| 0
| 5.6
|
XLF:24.8%;TLT:12.1%;MSFT:13.4%;HYG:24.8%;BND:24.8%
|
US:62.1;EU:15.4;APAC:10.4;EM:9.1;Other:3.0
|
Value:-0.7;Growth:0.0;Quality:+0.6;Size:-1.0;Momentum:+1.0;LowVol:-0.1
| null | 5
| 25
| 5.5
|
hard 12%
| 230
| 16.4
|
Sideways
| 18.7
| 3.65
| 2.9
| 117
| 58
| 87
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| -32
|
BrokerB
|
MKT
| 95
| null | null |
Normal monitoring
| -45
| -13
| 76
| 5
| false
|
Increase defensive factor exposure
|
P1008
|
Cautious
|
401k
|
USD
|
2025-01-07
| 497,161
| 40,677
| 456,484
| 1
| 42.1
| 43
| 1.9
| 13
|
QQQ:26.3%;MSFT:26.3%;MUB:26.3%;GLD:21.0%
|
US:64.9;EU:17.3;APAC:7.1;EM:7.9;Other:2.8
|
Value:+0.9;Growth:+0.7;Quality:+0.7;Size:-0.4;Momentum:+0.5;LowVol:-0.1
|
MaxPos6%;NoMargin
| 5
| 25
| 4.5
|
hard 10%
| 139
| 12.4
|
Volatile
| 26.4
| 4.04
| 2.3
| 112
| -6
| 46
| 63
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 25
| 7
|
BrokerC
|
LMT
| 87
| null | null |
Normal monitoring
| -37
| -57
| -74
| 5
| false
|
Tax-aware sells next window
|
P1009
|
Active
|
IRA
|
USD
|
2025-01-14
| 2,043,187
| 159,156
| 1,884,031
| 1.11
| 66.8
| 19.2
| 7.4
| 6.6
|
TLT:29.0%;AMZN:23.1%;XLF:29.0%;AAPL:19.0%
|
US:66.2;EU:10.5;APAC:15.4;EM:3.8;Other:4.2
|
Value:+0.2;Growth:-0.9;Quality:+1.0;Size:+0.6;Momentum:-0.4;LowVol:+0.2
|
MaxPos5%
| 8
| 30
| 4.7
|
trailing 9%
| 155
| 18.3
|
Bull
| 16.7
| 4.72
| 3.1
| 92
| 18
| 64
| 56
| false
|
Buy
|
Add to core equity +1%
| 20
| -8
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| -3
| -54
| 27
| 3
| false
|
Tax-aware sells next window
|
P1010
|
Opportunistic
|
IRA
|
USD
|
2024-07-17
| 1,022,821
| 83,953
| 938,868
| 1
| 76.7
| 15
| 0
| 8.3
|
IEF:33.3%;TSLA:33.3%;XLF:33.3%
|
US:62.6;EU:13.3;APAC:10.6;EM:9.2;Other:4.3
|
Value:-0.8;Growth:-0.6;Quality:-0.2;Size:+0.1;Momentum:+0.5;LowVol:+0.6
|
MaxPos8%
| 10
| 30
| 4.4
|
hard 12%
| 225
| 27.2
|
Volatile
| 30.2
| 5.28
| 2
| 161
| -23
| 40
| 79
| true
|
Rebalance
|
Rebalance back to target bands
| -2
| 8
|
BrokerB
|
LMT
| 97
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -18
| -15
| 76
| 3
| false
|
Monitor dispersion and breadth
|
P1011
|
Active
|
IRA
|
USD
|
2025-11-14
| 1,140,619
| 130,079
| 1,010,540
| 1
| 65.1
| 19
| 7.5
| 8.4
|
VTI:20.5%;AAPL:12.5%;GLD:16.5%;HYG:11.8%;BRK.B:19.9%;MUB:18.7%
|
US:55.7;EU:20.1;APAC:7.9;EM:11.0;Other:5.3
|
Value:-0.2;Growth:+0.9;Quality:-0.8;Size:+0.5;Momentum:-0.1;LowVol:+0.9
| null | 10
| 35
| 5.5
|
trailing 8%
| 193
| 16.2
|
Bear
| 26.8
| 4.36
| 1.4
| 189
| -68
| 9
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 22
| 7
|
BrokerD
|
MKT
| 85
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 11
| -21
| 138
| 5
| false
|
Monitor dispersion and breadth
|
P1012
|
Hands-off
|
Taxable
|
USD
|
2024-11-25
| 594,349
| 47,601
| 546,748
| 1
| 71.4
| 19.2
| 0
| 9.4
|
TLT:25.9%;VOO:25.0%;AAPL:23.2%;TSLA:25.9%
|
US:67.8;EU:12.9;APAC:6.9;EM:10.3;Other:2.2
|
Value:+0.2;Growth:-0.5;Quality:-0.5;Size:+0.2;Momentum:-0.2;LowVol:+0.1
| null | 7
| 25
| 6
|
hard 10%
| 150
| 16.4
|
Sideways
| 14.1
| 3.93
| 2.2
| 111
| 23
| 57
| 45
| false
|
Buy
|
Add to core equity +1%
| 24
| -14
|
BrokerC
|
VWAP
| 86
| null | null |
Normal monitoring
| 116
| -45
| 122
| 5
| false
|
Increase defensive factor exposure
|
P1013
|
Hands-off
|
Trust
|
USD
|
2025-06-15
| 594,572
| 55,601
| 538,971
| 1
| 57.6
| 20.1
| 17.1
| 5.1
|
TLT:33.3%;MUB:33.3%;HYG:33.3%
|
US:61.6;EU:13.3;APAC:10.7;EM:10.4;Other:4.0
|
Value:-0.9;Growth:+0.6;Quality:-0.3;Size:+0.7;Momentum:+0.9;LowVol:+0.2
|
ESGOnly
| 7
| 35
| 4.4
|
trailing 8%
| 90
| 19.8
|
Sideways
| 16.2
| 4.83
| 2.3
| 93
| -3
| 57
| 47
| false
|
Buy
|
Add to core equity +1%
| 23
| -18
|
BrokerD
|
MKT
| 98
| null | null |
Normal monitoring
| 4
| -45
| 126
| 4
| false
|
Increase defensive factor exposure
|
P1014
|
Opportunistic
|
Trust
|
USD
|
2025-01-27
| 782,701
| 66,233
| 716,468
| 1
| 61.9
| 10.9
| 21.5
| 5.7
|
QQQ:20.8%;TLT:16.6%;BND:15.2%;AAPL:18.1%;VOO:20.8%;BRK.B:8.5%
|
US:66.2;EU:10.0;APAC:13.9;EM:5.6;Other:4.2
|
Value:-0.7;Growth:-0.4;Quality:+0.5;Size:-0.2;Momentum:0.0;LowVol:-0.7
|
MaxPos7%;NoDerivatives
| 8
| 25
| 4.2
|
hard 12%
| 166
| 28.7
|
Volatile
| 25.3
| 3.71
| 4.2
| 166
| -51
| 9
| 77
| true
|
Hedge
|
Buy index puts 1% notional
| -12
| -25
|
BrokerB
|
LMT
| 85
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 50
| -5
| 158
| 4
| false
|
Tax-aware sells next window
|
P1015
|
Active
|
Roth
|
USD
|
2025-03-10
| 2,222,495
| 196,480
| 2,026,015
| 1
| 59.7
| 21.6
| 9.7
| 9
|
VOO:23.5%;AAPL:23.5%;MSFT:23.5%;VTI:19.2%;BND:10.2%
|
US:69.3;EU:20.6;APAC:5.9;EM:3.2;Other:1.0
|
Value:-1.0;Growth:-0.7;Quality:-0.3;Size:-0.8;Momentum:+0.1;LowVol:-0.6
|
MaxPos5%
| 10
| 30
| 5.6
|
trailing 8%
| 130
| 18.7
|
Sideways
| 20
| 4.62
| 2.3
| 114
| 27
| 70
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| -38
|
BrokerA
|
MKT
| 99
| null | null |
Normal monitoring
| 115
| -57
| 224
| 4
| false
|
Tax-aware sells next window
|
P1016
|
Hands-off
|
IRA
|
USD
|
2025-05-08
| 645,533
| 46,191
| 599,342
| 1
| 72.2
| 17.5
| 0.4
| 9.9
|
VNQ:27.5%;AAPL:27.5%;QQQ:27.5%;MSFT:17.6%
|
US:71.9;EU:14.4;APAC:6.2;EM:4.0;Other:3.4
|
Value:+0.6;Growth:-0.2;Quality:-0.1;Size:+0.4;Momentum:+1.0;LowVol:+1.0
|
ESGOnly;MaxPos6%
| 5
| 25
| 5
|
hard 10%
| 156
| 15.3
|
Bull
| 11.2
| 4.57
| 2.4
| 80
| 31
| 74
| 52
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| -1
|
BrokerC
|
LMT
| 85
| null | null |
Normal monitoring
| 17
| -25
| 57
| 3
| false
|
Tighten stops on momentum names
|
P1017
|
Active
|
Trust
|
USD
|
2025-07-31
| 2,286,806
| 246,021
| 2,040,785
| 1
| 59.9
| 20.5
| 14.2
| 5.5
|
HYG:33.3%;GLD:33.3%;TSLA:33.3%
|
US:67.1;EU:17.1;APAC:6.4;EM:6.5;Other:2.8
|
Value:-0.8;Growth:-0.4;Quality:+1.0;Size:+0.5;Momentum:+0.4;LowVol:+0.6
| null | 6
| 30
| 4.1
|
trailing 8%
| 146
| 24.7
|
Volatile
| 21.6
| 4.31
| 4.2
| 162
| 20
| 64
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| 11
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| 106
| 15
| 243
| 3
| false
|
Monitor dispersion and breadth
|
P1018
|
Systematic
|
Trust
|
USD
|
2025-12-26
| 1,208,256
| 100,159
| 1,108,097
| 1
| 58.8
| 20.7
| 13.4
| 7
|
IEF:21.8%;XLF:18.5%;VOO:21.8%;BRK.B:16.2%;VTI:21.8%
|
US:68.7;EU:9.5;APAC:11.7;EM:7.8;Other:2.2
|
Value:+0.6;Growth:+0.3;Quality:-0.3;Size:+0.4;Momentum:+0.6;LowVol:-0.1
|
NoDerivatives
| 7
| 35
| 5.6
|
trailing 8%
| 196
| 18.4
|
Bull
| 16.4
| 3.95
| 2.8
| 105
| 111
| 100
| 42
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 9
| -28
|
BrokerD
|
MKT
| 92
| null | null |
Normal monitoring
| -3
| -37
| 63
| 3
| false
|
Monitor dispersion and breadth
|
P1019
|
Systematic
|
Roth
|
USD
|
2025-09-25
| 941,957
| 54,609
| 887,348
| 1
| 64
| 25.5
| 1.3
| 9.3
|
MUB:14.7%;MSFT:20.8%;VOO:18.2%;TLT:13.8%;GLD:20.8%;QQQ:11.7%
|
US:68.4;EU:13.1;APAC:12.7;EM:4.0;Other:1.9
|
Value:-0.2;Growth:-0.5;Quality:+0.3;Size:+0.9;Momentum:+0.2;LowVol:+1.0
|
MaxPos6%
| 5
| 35
| 4.1
|
trailing 9%
| 180
| 27.3
|
Volatile
| 20.7
| 4.13
| 2.3
| 112
| -21
| 36
| 50
| false
|
Buy
|
Add to core equity +1%
| 9
| -33
|
BrokerD
|
LMT
| 95
| null | null |
Normal monitoring
| 87
| -5
| 115
| 3
| false
|
Monitor dispersion and breadth
|
P1020
|
Systematic
|
Trust
|
USD
|
2024-07-20
| 589,300
| 45,057
| 544,243
| 1
| 64.2
| 24.8
| 4.4
| 6.6
|
VNQ:19.1%;VTI:13.7%;MUB:14.0%;MSFT:19.5%;GLD:13.5%;BND:20.2%
|
US:68.1;EU:10.1;APAC:7.7;EM:8.9;Other:5.2
|
Value:+0.5;Growth:-0.3;Quality:+0.6;Size:-0.5;Momentum:-0.3;LowVol:-0.5
|
MaxPos5%;NoDerivatives
| 10
| 25
| 5.8
|
trailing 8%
| 188
| 24.6
|
Bear
| 24.1
| 4.02
| 2.1
| 137
| -12
| 55
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 24
| -12
|
BrokerB
|
LMT
| 87
| null | null |
Normal monitoring
| 63
| -59
| 98
| 5
| false
|
Within IPS guidelines
|
P1021
|
Active
|
Taxable
|
USD
|
2025-02-17
| 1,102,399
| 88,672
| 1,013,727
| 1.08
| 67
| 20.9
| 3.4
| 8.7
|
AAPL:33.3%;VOO:33.3%;QQQ:33.3%
|
US:66.2;EU:5.7;APAC:14.0;EM:10.4;Other:3.8
|
Value:-0.1;Growth:-1.0;Quality:+0.6;Size:-0.4;Momentum:-0.7;LowVol:+0.3
| null | 6
| 30
| 5.4
|
trailing 8%
| 216
| 18.7
|
Volatile
| 22.1
| 3.88
| 3.2
| 118
| -43
| 34
| 64
| false
|
Buy
|
Add to core equity +1%
| 24
| -40
|
BrokerA
|
MKT
| 100
| null | null |
Normal monitoring
| 34
| -30
| 111
| 3
| false
|
Increase defensive factor exposure
|
P1022
|
Cautious
|
401k
|
USD
|
2025-03-10
| 200,562
| 17,420
| 183,142
| 1
| 45.9
| 30.3
| 13.3
| 10.5
|
GLD:10.8%;XLF:25.5%;HYG:25.5%;QQQ:11.7%;VTI:12.1%;VOO:14.5%
|
US:62.8;EU:16.6;APAC:9.4;EM:9.4;Other:1.8
|
Value:+0.3;Growth:-0.6;Quality:-0.4;Size:+0.1;Momentum:+1.0;LowVol:+0.1
|
ESGOnly;MaxPos7%;NoMargin
| 5
| 35
| 3.1
|
trailing 8%
| 114
| 14.7
|
Bull
| 13.8
| 3.81
| 3.1
| 112
| 84
| 98
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| 0
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| 2
| -22
| -7
| 5
| false
|
Within IPS guidelines
|
P1023
|
Opportunistic
|
Trust
|
USD
|
2025-02-13
| 1,514,419
| 57,201
| 1,457,218
| 1
| 70.2
| 10.1
| 11.3
| 8.3
|
GLD:15.3%;AAPL:13.9%;TSLA:22.6%;MSFT:24.1%;VNQ:24.1%
|
US:63.1;EU:9.4;APAC:12.0;EM:11.1;Other:4.3
|
Value:-0.1;Growth:+0.7;Quality:-0.4;Size:+0.7;Momentum:+0.2;LowVol:-0.2
|
MaxPos8%
| 5
| 35
| 6.8
|
trailing 7%
| 218
| 22.3
|
Bull
| 11.1
| 3.72
| 3.1
| 88
| 100
| 92
| 35
| true
|
Rebalance
|
Rebalance back to target bands
| -10
| -12
|
BrokerC
|
MKT
| 89
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 7
| 3
| 9
| 3
| false
|
Increase defensive factor exposure
|
P1024
|
Opportunistic
|
401k
|
USD
|
2025-10-01
| 733,732
| 58,510
| 675,222
| 1
| 66.6
| 20.4
| 6.4
| 6.6
|
TSLA:16.7%;HYG:26.2%;GLD:26.2%;XLF:12.7%;VNQ:18.2%
|
US:66.8;EU:14.7;APAC:10.2;EM:5.8;Other:2.5
|
Value:+0.5;Growth:+0.7;Quality:0.0;Size:-1.0;Momentum:-0.7;LowVol:+0.8
|
MaxPos8%
| 10
| 35
| 5.7
|
hard 12%
| 259
| 21.9
|
Sideways
| 18
| 3.99
| 2.6
| 97
| 4
| 47
| 59
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| -6
|
BrokerD
|
VWAP
| 88
| null | null |
Normal monitoring
| -12
| -25
| 55
| 4
| false
|
Tax-aware sells next window
|
P1025
|
Hands-off
|
Roth
|
USD
|
2025-10-24
| 827,832
| 80,732
| 747,100
| 1
| 67.9
| 19.3
| 5.1
| 7.6
|
VTI:33.3%;HYG:33.3%;MUB:33.3%
|
US:64.4;EU:10.0;APAC:12.2;EM:10.2;Other:3.1
|
Value:-0.5;Growth:-0.1;Quality:-0.2;Size:-0.2;Momentum:-0.2;LowVol:+0.3
| null | 10
| 35
| 5.1
|
trailing 10%
| 155
| 19.6
|
Bull
| 14.5
| 3.7
| 2.1
| 86
| 61
| 88
| 52
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -5
| -8
|
BrokerA
|
LMT
| 99
| null | null |
Normal monitoring
| -13
| -39
| 108
| 3
| false
|
Monitor dispersion and breadth
|
P1026
|
Hands-off
|
IRA
|
USD
|
2025-09-24
| 731,135
| 64,891
| 666,244
| 1
| 58.4
| 18.1
| 17.8
| 5.7
|
GLD:26.2%;BRK.B:21.5%;XLF:26.2%;AMZN:26.2%
|
US:59.9;EU:18.3;APAC:13.0;EM:6.5;Other:2.3
|
Value:-0.2;Growth:+0.8;Quality:-0.8;Size:+1.0;Momentum:0.0;LowVol:-0.8
|
ESGOnly;NoDerivatives
| 10
| 25
| 3.1
|
trailing 8%
| 92
| 17.2
|
Bull
| 15
| 4.99
| 2.1
| 110
| 15
| 61
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| 14
|
BrokerD
|
MKT
| 93
| null | null |
Normal monitoring
| 115
| -28
| 157
| 4
| false
|
Monitor dispersion and breadth
|
P1027
|
Opportunistic
|
IRA
|
USD
|
2025-03-17
| 1,215,963
| 50,086
| 1,165,877
| 1
| 71.1
| 14.7
| 9.9
| 4.4
|
VTI:36.4%;GLD:36.4%;XLF:27.2%
|
US:71.0;EU:12.2;APAC:5.7;EM:10.3;Other:0.8
|
Value:-0.2;Growth:+1.0;Quality:-0.6;Size:-0.1;Momentum:-0.1;LowVol:-0.0
|
MaxPos5%
| 6
| 25
| 4.2
|
trailing 7%
| 228
| 34.3
|
Bull
| 17.3
| 4.73
| 2.3
| 78
| 71
| 70
| 61
| true
|
Hedge
|
Buy index puts 1% notional
| 3
| 2
|
BrokerA
|
LMT
| 90
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 91
| 9
| 74
| 4
| false
|
Tax-aware sells next window
|
P1028
|
Cautious
|
Taxable
|
USD
|
2024-10-30
| 835,789
| 112,644
| 723,145
| 1
| 36.6
| 44.4
| 5.7
| 13.2
|
QQQ:33.3%;VOO:33.3%;TLT:33.3%
|
US:66.1;EU:10.8;APAC:11.5;EM:6.8;Other:4.8
|
Value:-0.7;Growth:+0.2;Quality:-0.4;Size:+0.9;Momentum:+0.4;LowVol:+0.7
|
MaxPos8%;NoMargin
| 10
| 35
| 5.6
|
trailing 10%
| 151
| 17.9
|
Volatile
| 30.9
| 4.8
| 3.5
| 169
| -4
| 43
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 9
| 4
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| -24
| 13
| 57
| 4
| false
|
Increase defensive factor exposure
|
P1029
|
Cautious
|
Taxable
|
USD
|
2025-02-04
| 238,327
| 22,997
| 215,330
| 1
| 51
| 38.7
| 0
| 10.4
|
QQQ:26.8%;GLD:19.5%;MUB:26.8%;VOO:26.8%
|
US:64.5;EU:14.9;APAC:13.0;EM:6.6;Other:1.0
|
Value:+0.2;Growth:-0.2;Quality:+0.3;Size:+1.0;Momentum:+0.5;LowVol:-0.0
|
NoDerivatives;NoMargin
| 10
| 30
| 5.2
|
hard 10%
| 108
| 12.4
|
Bull
| 15.3
| 4.63
| 2.6
| 82
| 32
| 66
| 48
| false
|
Buy
|
Add to core equity +1%
| 25
| 8
|
BrokerB
|
VWAP
| 87
| null | null |
Normal monitoring
| 28
| 9
| 75
| 3
| false
|
Tighten stops on momentum names
|
P1030
|
Cautious
|
Trust
|
USD
|
2024-09-15
| 196,754
| 27,628
| 169,126
| 1
| 41.8
| 43.6
| 4.5
| 10.1
|
TSLA:14.5%;GLD:20.6%;VNQ:20.6%;IEF:15.0%;MSFT:11.8%;BRK.B:17.4%
|
US:63.4;EU:16.3;APAC:7.8;EM:8.9;Other:3.6
|
Value:-0.8;Growth:-0.9;Quality:-0.4;Size:+0.6;Momentum:+0.6;LowVol:-0.7
|
ESGOnly;NoMargin
| 7
| 35
| 4.4
|
trailing 8%
| 164
| 15.4
|
Bull
| 11.9
| 4.73
| 2.3
| 84
| 7
| 47
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -7
| -39
|
BrokerA
|
VWAP
| 98
| null | null |
Normal monitoring
| 7
| -59
| -21
| 4
| false
|
Monitor dispersion and breadth
|
P1031
|
Cautious
|
Roth
|
USD
|
2025-05-15
| 331,793
| 35,280
| 296,513
| 1
| 36
| 40.1
| 9.2
| 14.7
|
GLD:33.3%;VOO:33.3%;MSFT:33.3%
|
US:68.7;EU:9.5;APAC:10.0;EM:7.7;Other:4.0
|
Value:+0.2;Growth:-0.8;Quality:+0.2;Size:+0.7;Momentum:-0.3;LowVol:-0.5
|
ESGOnly;MaxPos5%;NoMargin
| 6
| 30
| 5.5
|
hard 10%
| 160
| 18.5
|
Sideways
| 14.6
| 4.89
| 2.1
| 118
| -12
| 45
| 40
| false
|
Buy
|
Add to core equity +1%
| 31
| -25
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| -5
| -33
| 103
| 4
| false
|
Within IPS guidelines
|
P1032
|
Opportunistic
|
IRA
|
USD
|
2025-11-14
| 1,740,091
| 152,850
| 1,587,241
| 1.23
| 71.8
| 16.4
| 3
| 8.8
|
GLD:17.9%;MUB:14.4%;IEF:20.5%;AAPL:11.4%;VTI:17.7%;TLT:18.1%
|
US:65.5;EU:14.1;APAC:8.8;EM:9.1;Other:2.5
|
Value:-0.9;Growth:-0.7;Quality:-0.7;Size:+0.9;Momentum:+0.5;LowVol:-1.0
| null | 6
| 25
| 4.5
|
trailing 7%
| 181
| 23
|
Sideways
| 15.4
| 4.74
| 2.1
| 139
| 6
| 59
| 48
| false
|
Buy
|
Add to core equity +1%
| 9
| -21
|
BrokerD
|
MKT
| 98
| null | null |
Normal monitoring
| -34
| -46
| 73
| 4
| false
|
Within IPS guidelines
|
P1033
|
Hands-off
|
Trust
|
USD
|
2025-06-14
| 738,049
| 33,821
| 704,228
| 1
| 63.1
| 26.4
| 2.5
| 8.1
|
MSFT:33.3%;BRK.B:33.3%;TSLA:33.3%
|
US:67.6;EU:6.9;APAC:14.7;EM:6.7;Other:4.0
|
Value:-0.7;Growth:-0.3;Quality:-0.5;Size:-0.9;Momentum:-0.6;LowVol:-0.7
|
MaxPos7%
| 10
| 30
| 3.1
|
hard 10%
| 158
| 13.6
|
Sideways
| 20.8
| 4.76
| 3.3
| 127
| 37
| 71
| 57
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -2
| -33
|
BrokerB
|
LMT
| 86
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -59
| -25
| -54
| 2
| false
|
Monitor dispersion and breadth
|
P1034
|
Cautious
|
Taxable
|
USD
|
2025-02-08
| 896,936
| 83,682
| 813,254
| 1
| 43.7
| 40.9
| 0
| 15.3
|
AAPL:15.1%;BND:22.2%;VOO:20.0%;HYG:15.9%;IEF:26.8%
|
US:67.1;EU:13.5;APAC:9.8;EM:5.1;Other:4.4
|
Value:+0.3;Growth:+0.7;Quality:+0.8;Size:+0.3;Momentum:+0.5;LowVol:+0.5
|
NoMargin
| 6
| 30
| 4.9
|
hard 10%
| 154
| 16.6
|
Bull
| 15.7
| 3.67
| 3.4
| 100
| 34
| 72
| 38
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 0
| -22
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| 84
| -43
| 212
| 3
| false
|
Tighten stops on momentum names
|
P1035
|
Active
|
Roth
|
USD
|
2025-09-04
| 817,992
| 72,354
| 745,638
| 1
| 60.6
| 28.7
| 3.4
| 7.3
|
BRK.B:22.8%;GLD:22.8%;QQQ:8.7%;XLF:22.8%;HYG:22.8%
|
US:60.1;EU:10.6;APAC:14.5;EM:11.6;Other:3.3
|
Value:-0.8;Growth:-0.8;Quality:+0.2;Size:+0.5;Momentum:-0.5;LowVol:-0.3
| null | 10
| 25
| 4.5
|
hard 12%
| 121
| 25.2
|
Bear
| 31.2
| 4.08
| 2.2
| 141
| -53
| 16
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| 7
| -13
|
BrokerC
|
MKT
| 100
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 57
| 1
| 146
| 5
| false
|
Increase defensive factor exposure
|
P1036
|
Opportunistic
|
401k
|
USD
|
2025-05-05
| 1,577,944
| 55,273
| 1,522,671
| 1.21
| 72.8
| 16.3
| 2.4
| 8.5
|
MUB:11.7%;VTI:22.1%;AMZN:22.1%;IEF:22.1%;GLD:22.1%
|
US:65.8;EU:7.6;APAC:12.1;EM:9.2;Other:5.3
|
Value:+0.3;Growth:+0.6;Quality:-0.3;Size:+0.4;Momentum:-0.8;LowVol:+0.9
|
MaxPos5%
| 8
| 25
| 4.2
|
hard 12%
| 192
| 22.1
|
Bear
| 33
| 3.01
| 1.9
| 142
| -113
| 6
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| 24
| 15
|
BrokerB
|
LMT
| 90
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -55
| -33
| -11
| 2
| false
|
Tighten stops on momentum names
|
P1037
|
Active
|
IRA
|
USD
|
2025-12-20
| 1,910,145
| 141,941
| 1,768,204
| 1
| 66.5
| 18.2
| 9.9
| 5.4
|
QQQ:13.1%;HYG:12.5%;VTI:19.0%;TLT:23.1%;BRK.B:23.1%;AMZN:9.1%
|
US:74.2;EU:11.6;APAC:5.6;EM:4.9;Other:3.6
|
Value:+0.2;Growth:+0.7;Quality:-0.2;Size:-0.0;Momentum:+0.4;LowVol:-1.0
|
MaxPos8%
| 6
| 25
| 4.7
|
trailing 8%
| 145
| 16.5
|
Volatile
| 30.8
| 4.22
| 3.5
| 116
| -20
| 30
| 85
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| -4
|
BrokerB
|
MKT
| 98
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 11
| -23
| 92
| 5
| false
|
Increase defensive factor exposure
|
P1038
|
Active
|
Taxable
|
USD
|
2025-07-14
| 1,349,229
| 132,646
| 1,216,583
| 1.12
| 65.9
| 23.7
| 4.1
| 6.3
|
VTI:10.9%;VOO:16.2%;QQQ:21.6%;GLD:19.6%;TLT:10.1%;MSFT:21.6%
|
US:68.5;EU:8.0;APAC:14.6;EM:5.9;Other:3.0
|
Value:-0.4;Growth:-1.0;Quality:-0.7;Size:-0.0;Momentum:+0.2;LowVol:-0.6
|
NoDerivatives
| 5
| 35
| 5.1
|
trailing 9%
| 219
| 17.6
|
Bull
| 13.7
| 3.85
| 3
| 71
| 68
| 73
| 41
| false
|
Sell
|
Trim extended winner -1%
| 23
| -8
|
BrokerD
|
MKT
| 96
| null | null |
Normal monitoring
| 58
| -53
| 160
| 4
| false
|
Increase defensive factor exposure
|
P1039
|
Cautious
|
401k
|
USD
|
2025-03-17
| 527,021
| 50,565
| 476,456
| 1
| 43.4
| 44.6
| 0.1
| 11.9
|
TLT:33.3%;AMZN:33.3%;IEF:33.3%
|
US:71.6;EU:9.9;APAC:10.3;EM:6.1;Other:2.2
|
Value:+0.8;Growth:-0.4;Quality:0.0;Size:+0.4;Momentum:-0.8;LowVol:+0.5
|
ESGOnly;NoMargin
| 8
| 30
| 5.1
|
hard 10%
| 135
| 15.1
|
Sideways
| 17.7
| 3.98
| 2.7
| 92
| -18
| 46
| 48
| false
|
Buy
|
Add to core equity +1%
| 22
| -4
|
BrokerD
|
MKT
| 88
| null | null |
Normal monitoring
| 38
| -49
| 145
| 5
| false
|
Within IPS guidelines
|
P1040
|
Hands-off
|
Taxable
|
USD
|
2025-04-22
| 477,192
| 31,688
| 445,504
| 1
| 63.6
| 25.4
| 1.9
| 9.1
|
HYG:33.3%;VNQ:33.3%;TLT:33.3%
|
US:79.1;EU:5.7;APAC:6.2;EM:4.1;Other:4.8
|
Value:+0.6;Growth:-0.9;Quality:+0.5;Size:+0.9;Momentum:-0.2;LowVol:+0.8
|
NoDerivatives
| 10
| 25
| 5.7
|
trailing 8%
| 123
| 17.8
|
Volatile
| 30.4
| 4.39
| 3.6
| 163
| -16
| 39
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| 29
| 13
|
BrokerB
|
MKT
| 96
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 3
| -42
| 65
| 2
| false
|
Tighten stops on momentum names
|
P1041
|
Cautious
|
Trust
|
USD
|
2025-07-09
| 480,498
| 69,046
| 411,452
| 1
| 47.1
| 40.9
| 0
| 12
|
AMZN:30.8%;VTI:17.4%;TSLA:30.8%;MSFT:20.9%
|
US:69.1;EU:15.6;APAC:7.4;EM:7.3;Other:0.6
|
Value:-0.2;Growth:-0.3;Quality:+0.2;Size:-0.8;Momentum:+0.3;LowVol:+0.3
|
ESGOnly;NoDerivatives;NoMargin
| 10
| 25
| 4.5
|
hard 10%
| 134
| 13.5
|
Sideways
| 19.5
| 4.12
| 2.6
| 128
| -10
| 48
| 48
| false
|
Buy
|
Add to core equity +1%
| 26
| -38
|
BrokerB
|
MKT
| 100
| null | null |
Normal monitoring
| 114
| -32
| 161
| 3
| false
|
Increase defensive factor exposure
|
P1042
|
Opportunistic
|
Trust
|
USD
|
2025-05-25
| 845,029
| 36,318
| 808,711
| 1.09
| 73.4
| 21
| 1.4
| 4.2
|
VNQ:15.9%;AMZN:28.0%;GLD:28.0%;TSLA:28.0%
|
US:62.7;EU:14.2;APAC:10.4;EM:11.2;Other:1.5
|
Value:+0.5;Growth:-0.4;Quality:-0.9;Size:-0.5;Momentum:+0.2;LowVol:+0.1
|
MaxPos6%
| 6
| 35
| 5.9
|
hard 12%
| 247
| 32.2
|
Volatile
| 29.2
| 4.82
| 3.2
| 110
| 25
| 48
| 92
| true
|
Hedge
|
Buy index puts 1% notional
| 29
| -21
|
BrokerB
|
LMT
| 85
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -36
| -24
| -10
| 2
| false
|
Tighten stops on momentum names
|
P1043
|
Cautious
|
Trust
|
USD
|
2025-09-28
| 865,646
| 89,420
| 776,226
| 1
| 49.5
| 37.7
| 0
| 12.7
|
TSLA:33.3%;MUB:33.3%;BND:33.3%
|
US:63.9;EU:20.5;APAC:7.1;EM:7.5;Other:1.1
|
Value:+0.1;Growth:+0.5;Quality:+0.2;Size:+0.6;Momentum:-0.8;LowVol:-0.4
|
ESGOnly;NoDerivatives;NoMargin
| 5
| 25
| 5.6
|
trailing 8%
| 170
| 16.5
|
Bear
| 33.3
| 3.62
| 2.1
| 175
| -95
| 5
| 67
| true
|
Rebalance
|
Rebalance back to target bands
| 5
| 9
|
BrokerD
|
MKT
| 85
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 44
| -32
| 67
| 4
| false
|
Monitor dispersion and breadth
|
P1044
|
Hands-off
|
Roth
|
USD
|
2025-01-09
| 578,788
| 31,939
| 546,849
| 1
| 71.2
| 15.8
| 6
| 7.1
|
TLT:23.3%;TSLA:19.1%;AAPL:23.3%;MUB:23.3%;HYG:11.0%
|
US:61.5;EU:15.0;APAC:12.3;EM:7.8;Other:3.4
|
Value:+0.4;Growth:+0.3;Quality:-0.7;Size:-1.0;Momentum:+0.2;LowVol:+0.1
|
NoDerivatives
| 7
| 35
| 3.2
|
trailing 10%
| 113
| 19.6
|
Volatile
| 30.3
| 5.37
| 2.9
| 123
| -3
| 46
| 79
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 32
| 1
|
BrokerC
|
LMT
| 87
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -48
| -20
| -83
| 3
| false
|
Increase defensive factor exposure
|
P1045
|
Active
|
Taxable
|
USD
|
2025-09-08
| 1,484,732
| 99,716
| 1,385,016
| 1.22
| 52.9
| 20.6
| 19.1
| 7.4
|
BRK.B:25.8%;QQQ:22.6%;XLF:25.8%;TLT:25.8%
|
US:73.7;EU:7.1;APAC:6.0;EM:11.2;Other:2.0
|
Value:-0.9;Growth:-0.9;Quality:-0.8;Size:+0.5;Momentum:+0.4;LowVol:-0.5
| null | 10
| 25
| 4.9
|
trailing 8%
| 219
| 24.2
|
Sideways
| 14.5
| 4.41
| 2.6
| 97
| 56
| 93
| 49
| false
|
Sell
|
Trim extended winner -1%
| 30
| -7
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| -13
| 9
| 47
| 3
| false
|
Increase defensive factor exposure
|
P1046
|
Hands-off
|
Roth
|
USD
|
2025-04-13
| 156,463
| 12,102
| 144,361
| 1
| 62.2
| 17
| 13.4
| 7.3
|
BND:17.8%;AAPL:30.2%;MSFT:30.2%;VNQ:21.8%
|
US:76.7;EU:6.6;APAC:10.0;EM:5.9;Other:0.8
|
Value:-1.0;Growth:-0.8;Quality:+0.5;Size:-0.6;Momentum:-0.2;LowVol:+0.1
| null | 7
| 25
| 5.7
|
trailing 8%
| 93
| 13.3
|
Volatile
| 23.8
| 4.69
| 3
| 130
| 62
| 67
| 61
| false
|
Sell
|
Trim extended winner -1%
| -9
| -40
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 38
| 1
| 127
| 5
| false
|
Monitor dispersion and breadth
|
P1047
|
Opportunistic
|
Trust
|
USD
|
2025-01-19
| 714,178
| 59,141
| 655,037
| 1
| 60.8
| 19.3
| 11.9
| 8
|
HYG:33.3%;BND:33.3%;QQQ:33.3%
|
US:66.1;EU:12.7;APAC:13.8;EM:4.4;Other:3.0
|
Value:-0.3;Growth:-0.7;Quality:+0.2;Size:+0.8;Momentum:+0.5;LowVol:-0.3
| null | 8
| 30
| 4.2
|
hard 12%
| 195
| 34.8
|
Volatile
| 23.8
| 4.82
| 3
| 164
| 2
| 38
| 56
| false
|
Buy
|
Add to core equity +1%
| -13
| -22
|
BrokerC
|
LMT
| 91
| null | null |
Normal monitoring
| -51
| -43
| -74
| 4
| false
|
Within IPS guidelines
|
P1048
|
Hands-off
|
Trust
|
USD
|
2024-11-25
| 161,705
| 8,521
| 153,184
| 1
| 68.8
| 22.3
| 0
| 8.8
|
VTI:16.4%;MSFT:20.2%;TSLA:16.8%;IEF:16.3%;VNQ:17.7%;XLF:12.5%
|
US:71.4;EU:12.7;APAC:5.2;EM:10.3;Other:0.3
|
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:-0.2;Momentum:0.0;LowVol:+0.4
| null | 8
| 25
| 5.1
|
trailing 10%
| 99
| 16.2
|
Bull
| 12.1
| 4.65
| 2.1
| 112
| 44
| 67
| 45
| false
|
Buy
|
Add to core equity +1%
| 8
| -24
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| -36
| -56
| 79
| 3
| false
|
Tighten stops on momentum names
|
P1049
|
Systematic
|
Taxable
|
USD
|
2024-10-29
| 1,967,374
| 109,683
| 1,857,691
| 1
| 60.2
| 31.8
| 0
| 8
|
IEF:33.3%;QQQ:33.3%;VNQ:33.3%
|
US:58.9;EU:18.5;APAC:13.0;EM:9.4;Other:0.3
|
Value:-0.2;Growth:-0.4;Quality:-0.3;Size:-0.6;Momentum:-0.9;LowVol:-0.9
| null | 8
| 30
| 4
|
trailing 9%
| 220
| 26.3
|
Bull
| 17.7
| 3.58
| 2.9
| 101
| 98
| 90
| 50
| false
|
NoAction
|
Within bands; monitor
| 30
| -3
|
BrokerB
|
VWAP
| 91
| null | null |
Normal monitoring
| -35
| 20
| 19
| 5
| false
|
Tighten stops on momentum names
|
P1050
|
Systematic
|
401k
|
USD
|
2024-12-23
| 1,736,079
| 158,839
| 1,577,240
| 1
| 59.7
| 30
| 2.4
| 8
|
AAPL:31.7%;IEF:34.1%;MUB:34.1%
|
US:61.3;EU:15.1;APAC:9.3;EM:10.8;Other:3.5
|
Value:-0.0;Growth:-0.3;Quality:+0.6;Size:+0.5;Momentum:-0.2;LowVol:+0.4
|
MaxPos5%
| 8
| 35
| 5.9
|
trailing 8%
| 149
| 18.5
|
Bear
| 27
| 3.05
| 1.9
| 184
| 25
| 71
| 70
| false
|
NoAction
|
Within bands; monitor
| 34
| -27
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 93
| 20
| 93
| 3
| false
|
Increase defensive factor exposure
|
P1051
|
Active
|
Roth
|
USD
|
2024-07-17
| 862,521
| 66,424
| 796,097
| 1.25
| 57.7
| 19.4
| 14.5
| 8.4
|
AMZN:25.0%;AAPL:25.0%;VOO:25.0%;XLF:25.0%
|
US:69.3;EU:10.3;APAC:12.8;EM:7.5;Other:0.1
|
Value:+0.7;Growth:-0.2;Quality:0.0;Size:-0.3;Momentum:0.0;LowVol:-0.5
|
MaxPos5%
| 7
| 25
| 4.2
|
trailing 9%
| 220
| 27.2
|
Volatile
| 21.7
| 5.01
| 2.3
| 131
| 38
| 63
| 61
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 17
| -29
|
BrokerB
|
LMT
| 85
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 15
| 1
| -22
| 2
| false
|
Within IPS guidelines
|
P1052
|
Systematic
|
Taxable
|
USD
|
2024-07-14
| 1,209,664
| 108,177
| 1,101,487
| 1
| 60.9
| 30.4
| 2.1
| 6.6
|
HYG:27.2%;TLT:27.2%;MUB:18.5%;IEF:27.2%
|
US:68.9;EU:12.6;APAC:6.4;EM:10.1;Other:2.1
|
Value:-0.1;Growth:-0.7;Quality:-0.8;Size:-0.1;Momentum:+0.7;LowVol:0.0
|
MaxPos5%;NoDerivatives
| 10
| 25
| 5.6
|
trailing 8%
| 194
| 22.4
|
Bull
| 17
| 3.87
| 3.3
| 95
| 58
| 83
| 42
| false
|
NoAction
|
Within bands; monitor
| 8
| -26
|
BrokerD
|
VWAP
| 94
| null | null |
Normal monitoring
| -51
| 7
| 15
| 3
| false
|
Monitor dispersion and breadth
|
P1053
|
Hands-off
|
Trust
|
USD
|
2024-12-28
| 836,960
| 59,985
| 776,975
| 1
| 60.2
| 15.1
| 18.1
| 6.7
|
MSFT:19.5%;TLT:14.5%;VTI:17.4%;AAPL:20.4%;MUB:7.8%;VOO:20.4%
|
US:60.1;EU:23.7;APAC:7.5;EM:6.0;Other:2.7
|
Value:+0.3;Growth:+0.2;Quality:0.0;Size:-0.1;Momentum:-0.8;LowVol:+1.0
|
MaxPos6%;NoDerivatives
| 5
| 25
| 5.8
|
trailing 8%
| 137
| 16.6
|
Bear
| 28.4
| 3.7
| 2.4
| 139
| -73
| 12
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| 2
| -18
|
BrokerC
|
LMT
| 97
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 74
| 5
| 115
| 5
| false
|
Tax-aware sells next window
|
P1054
|
Hands-off
|
Taxable
|
USD
|
2025-12-18
| 377,488
| 31,750
| 345,738
| 1
| 66.7
| 28.1
| 0
| 5.2
|
AAPL:33.3%;VOO:33.3%;QQQ:33.3%
|
US:74.0;EU:6.2;APAC:16.1;EM:3.6;Other:0.1
|
Value:-0.8;Growth:-0.9;Quality:-0.5;Size:+0.1;Momentum:-1.0;LowVol:-0.7
|
MaxPos6%;NoDerivatives
| 7
| 30
| 3.4
|
trailing 8%
| 95
| 13.2
|
Bear
| 29.8
| 3.46
| 1
| 151
| -6
| 33
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 8
| 7
|
BrokerA
|
LMT
| 85
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 111
| -45
| 144
| 5
| false
|
Tax-aware sells next window
|
P1055
|
Hands-off
|
Taxable
|
USD
|
2025-11-13
| 439,000
| 19,711
| 419,289
| 1
| 66.2
| 26.3
| 0
| 7.5
|
MSFT:18.5%;IEF:14.0%;VTI:26.1%;AMZN:26.1%;TSLA:15.4%
|
US:68.7;EU:17.2;APAC:5.7;EM:7.4;Other:0.9
|
Value:-0.3;Growth:+0.8;Quality:-0.0;Size:-0.9;Momentum:+0.3;LowVol:+0.1
|
ESGOnly;MaxPos5%;NoDerivatives
| 5
| 30
| 3.3
|
trailing 8%
| 113
| 14
|
Bull
| 17.1
| 4.48
| 2.6
| 82
| 25
| 58
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| -2
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| -8
| 3
| 98
| 3
| false
|
Monitor dispersion and breadth
|
P1056
|
Active
|
401k
|
USD
|
2025-04-09
| 2,484,161
| 282,114
| 2,202,047
| 1
| 62.6
| 26.4
| 3.8
| 7.2
|
IEF:23.3%;HYG:17.9%;XLF:23.3%;GLD:14.8%;AAPL:20.7%
|
US:74.0;EU:9.5;APAC:5.5;EM:7.6;Other:3.4
|
Value:+0.5;Growth:-0.1;Quality:-1.0;Size:0.0;Momentum:-0.7;LowVol:-0.9
|
NoDerivatives
| 8
| 35
| 5.4
|
trailing 8%
| 159
| 26.3
|
Volatile
| 22.3
| 5.46
| 4.5
| 124
| -35
| 39
| 60
| false
|
Sell
|
Trim extended winner -1%
| 25
| -36
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 94
| -7
| 77
| 3
| false
|
Monitor dispersion and breadth
|
P1057
|
Hands-off
|
IRA
|
USD
|
2025-12-11
| 459,268
| 31,770
| 427,498
| 1
| 65.5
| 23.4
| 1.2
| 9.9
|
AAPL:21.5%;MUB:9.8%;MSFT:18.6%;BRK.B:19.7%;GLD:15.5%;VOO:14.9%
|
US:70.9;EU:15.8;APAC:6.3;EM:5.7;Other:1.2
|
Value:-0.9;Growth:+0.1;Quality:-0.5;Size:+0.2;Momentum:+0.5;LowVol:+0.1
|
MaxPos6%
| 10
| 35
| 4
|
trailing 8%
| 121
| 17
|
Bull
| 17.4
| 4.6
| 2.9
| 119
| 62
| 95
| 48
| true
|
Hedge
|
Buy index puts 1% notional
| 0
| 9
|
BrokerB
|
MKT
| 100
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 94
| -6
| 56
| 5
| false
|
Tighten stops on momentum names
|
P1058
|
Systematic
|
IRA
|
USD
|
2025-01-01
| 1,509,986
| 125,671
| 1,384,315
| 1
| 57.4
| 25.2
| 7.9
| 9.5
|
BND:20.7%;TLT:13.5%;GLD:22.2%;MSFT:21.3%;TSLA:22.2%
|
US:69.9;EU:11.9;APAC:8.0;EM:9.8;Other:0.3
|
Value:-0.3;Growth:-0.6;Quality:+0.8;Size:+0.6;Momentum:-0.9;LowVol:-0.3
| null | 10
| 35
| 4.9
|
hard 12%
| 146
| 18.7
|
Bull
| 12
| 3.59
| 2.6
| 92
| 101
| 92
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 22
| -33
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| -25
| 13
| 87
| 3
| false
|
Tighten stops on momentum names
|
P1059
|
Opportunistic
|
Trust
|
USD
|
2024-12-16
| 1,277,182
| 41,065
| 1,236,117
| 1
| 73.6
| 16.2
| 2.9
| 7.2
|
IEF:12.3%;BRK.B:9.7%;AAPL:23.2%;TSLA:9.5%;TLT:22.0%;VTI:23.2%
|
US:76.3;EU:11.7;APAC:7.0;EM:4.2;Other:0.8
|
Value:-0.2;Growth:0.0;Quality:+0.3;Size:-0.7;Momentum:+0.8;LowVol:-0.9
| null | 8
| 25
| 5.3
|
trailing 7%
| 244
| 32.4
|
Bull
| 13.5
| 3.56
| 2.2
| 98
| 114
| 100
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 21
| -28
|
BrokerA
|
LMT
| 89
| null | null |
Normal monitoring
| 113
| -55
| 222
| 5
| false
|
Within IPS guidelines
|
P1060
|
Active
|
Taxable
|
USD
|
2025-06-19
| 1,949,968
| 184,814
| 1,765,154
| 1
| 50.6
| 28.5
| 14.1
| 6.8
|
XLF:25.0%;VNQ:25.0%;VTI:25.0%;BRK.B:24.9%
|
US:69.6;EU:18.9;APAC:5.5;EM:4.3;Other:1.7
|
Value:+0.2;Growth:-0.0;Quality:+0.8;Size:+0.8;Momentum:-0.9;LowVol:+0.1
| null | 7
| 30
| 4.3
|
trailing 8%
| 186
| 19.4
|
Bull
| 11.3
| 4.93
| 2.9
| 115
| 73
| 81
| 35
| false
|
Buy
|
Add to core equity +1%
| 11
| -9
|
BrokerA
|
LMT
| 99
| null | null |
Normal monitoring
| 99
| -48
| 145
| 5
| false
|
Monitor dispersion and breadth
|
P1061
|
Opportunistic
|
401k
|
USD
|
2024-08-04
| 676,928
| 40,020
| 636,908
| 1.17
| 66.8
| 10.2
| 15.9
| 7.1
|
XLF:25.0%;QQQ:25.0%;GLD:25.0%;TSLA:25.0%
|
US:62.1;EU:19.3;APAC:7.1;EM:6.2;Other:5.3
|
Value:+0.6;Growth:0.0;Quality:-0.9;Size:+0.3;Momentum:+0.5;LowVol:-0.7
| null | 10
| 25
| 4.2
|
trailing 9%
| 218
| 25.5
|
Volatile
| 28
| 5.4
| 4.2
| 171
| -34
| 47
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| 14
| 1
|
BrokerA
|
VWAP
| 85
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 66
| -46
| 116
| 3
| false
|
Tighten stops on momentum names
|
P1062
|
Systematic
|
Trust
|
USD
|
2025-06-17
| 1,352,126
| 66,249
| 1,285,877
| 1
| 63.8
| 20.8
| 9.5
| 5.9
|
TSLA:38.2%;QQQ:23.6%;MUB:38.2%
|
US:54.9;EU:17.9;APAC:14.3;EM:10.4;Other:2.5
|
Value:-0.3;Growth:+0.8;Quality:-0.4;Size:+0.1;Momentum:-0.4;LowVol:-0.5
| null | 10
| 35
| 5.7
|
trailing 9%
| 201
| 16
|
Sideways
| 18.3
| 4.46
| 2.7
| 92
| 47
| 88
| 50
| false
|
Buy
|
Add to core equity +1%
| -1
| -19
|
BrokerC
|
VWAP
| 88
| null | null |
Normal monitoring
| -19
| 18
| -25
| 5
| false
|
Tighten stops on momentum names
|
P1063
|
Systematic
|
IRA
|
USD
|
2025-06-10
| 568,993
| 25,150
| 543,843
| 1
| 58.5
| 30.3
| 3.4
| 7.7
|
IEF:15.8%;MSFT:24.6%;AMZN:24.6%;VTI:17.8%;VOO:17.2%
|
US:62.2;EU:10.0;APAC:17.3;EM:7.7;Other:2.9
|
Value:-0.9;Growth:-0.1;Quality:-0.8;Size:+0.5;Momentum:-0.1;LowVol:-0.1
|
NoDerivatives
| 7
| 25
| 5.2
|
trailing 8%
| 207
| 16.8
|
Bear
| 22.3
| 3.06
| 2.8
| 184
| -36
| 34
| 49
| false
|
NoAction
|
Within bands; monitor
| 0
| -20
|
BrokerB
|
LMT
| 91
| null | null |
Normal monitoring
| 1
| -4
| 133
| 4
| false
|
Tax-aware sells next window
|
P1064
|
Opportunistic
|
Trust
|
USD
|
2025-11-29
| 1,269,345
| 67,992
| 1,201,353
| 1
| 62.7
| 21.7
| 8.3
| 7.3
|
VNQ:33.3%;VTI:33.3%;TSLA:33.3%
|
US:73.8;EU:15.7;APAC:5.5;EM:3.1;Other:1.9
|
Value:-0.4;Growth:+0.9;Quality:+0.1;Size:+0.3;Momentum:+0.6;LowVol:-0.9
| null | 10
| 35
| 6.3
|
hard 12%
| 254
| 21
|
Volatile
| 25.8
| 3.79
| 2.3
| 149
| 29
| 56
| 72
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 23
| 13
|
BrokerB
|
LMT
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -30
| 2
| 94
| 2
| false
|
Monitor dispersion and breadth
|
P1065
|
Opportunistic
|
IRA
|
USD
|
2025-08-19
| 956,241
| 75,984
| 880,257
| 1.16
| 60.3
| 21.1
| 13.3
| 5.4
|
MSFT:17.0%;VNQ:21.6%;VTI:20.7%;IEF:19.1%;AMZN:21.6%
|
US:67.6;EU:11.5;APAC:8.4;EM:11.2;Other:1.2
|
Value:-0.1;Growth:-0.6;Quality:-0.2;Size:+0.3;Momentum:-0.4;LowVol:+0.2
| null | 7
| 25
| 5.8
|
trailing 7%
| 270
| 24.7
|
Volatile
| 23.2
| 4.15
| 2.7
| 176
| -55
| 15
| 63
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -5
| -23
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| 33
| 3
| 94
| 5
| false
|
Tax-aware sells next window
|
P1066
|
Active
|
Trust
|
USD
|
2025-09-16
| 1,100,512
| 131,390
| 969,122
| 1
| 54
| 26.7
| 12
| 7.2
|
TLT:34.4%;BND:31.3%;VTI:34.4%
|
US:63.4;EU:15.8;APAC:8.3;EM:9.4;Other:3.1
|
Value:-0.4;Growth:+0.2;Quality:+0.2;Size:+0.2;Momentum:-0.2;LowVol:+0.8
|
MaxPos8%
| 10
| 35
| 4.4
|
trailing 8%
| 203
| 19.2
|
Volatile
| 29.3
| 3.75
| 2.2
| 157
| -25
| 39
| 81
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -1
| 15
|
BrokerC
|
LMT
| 89
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -4
| -32
| 44
| 3
| true
|
Monitor dispersion and breadth
|
P1067
|
Cautious
|
Taxable
|
USD
|
2025-11-27
| 160,680
| 23,553
| 137,127
| 1
| 39.6
| 32.8
| 13.4
| 14.2
|
VNQ:33.3%;BRK.B:33.3%;IEF:33.3%
|
US:66.7;EU:11.4;APAC:9.1;EM:9.7;Other:3.0
|
Value:+0.5;Growth:+0.9;Quality:-0.5;Size:+0.7;Momentum:+0.8;LowVol:+0.7
|
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
| 8
| 30
| 3
|
trailing 10%
| 98
| 15.9
|
Volatile
| 25.2
| 4.07
| 2.9
| 110
| -25
| 48
| 50
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -7
| -30
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| 113
| 0
| 74
| 3
| false
|
Tax-aware sells next window
|
P1068
|
Hands-off
|
Taxable
|
USD
|
2024-09-12
| 456,711
| 34,990
| 421,721
| 1
| 63.9
| 24.8
| 1.3
| 9.9
|
QQQ:22.4%;BND:22.4%;AAPL:22.4%;AMZN:19.7%;VOO:13.0%
|
US:69.9;EU:12.4;APAC:6.5;EM:5.5;Other:5.7
|
Value:+0.9;Growth:-0.8;Quality:-0.1;Size:+0.5;Momentum:-0.8;LowVol:+0.8
| null | 5
| 30
| 5.8
|
hard 10%
| 154
| 18.6
|
Bear
| 28.3
| 3.4
| 1.3
| 184
| 23
| 47
| 72
| true
|
Hedge
|
Buy index puts 1% notional
| -4
| 12
|
BrokerC
|
MKT
| 88
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 61
| -20
| 44
| 2
| false
|
Increase defensive factor exposure
|
P1069
|
Active
|
401k
|
USD
|
2025-09-13
| 1,066,131
| 86,172
| 979,959
| 1
| 53.7
| 27.5
| 13.2
| 5.7
|
VNQ:34.4%;GLD:31.1%;BND:34.4%
|
US:74.9;EU:9.3;APAC:7.6;EM:7.7;Other:0.4
|
Value:+0.9;Growth:-0.4;Quality:-0.5;Size:-0.0;Momentum:-0.8;LowVol:-0.6
|
MaxPos7%
| 10
| 30
| 4.4
|
trailing 9%
| 182
| 24.8
|
Sideways
| 20.7
| 4.62
| 2.4
| 92
| 56
| 78
| 63
| false
|
Buy
|
Add to core equity +1%
| 7
| 7
|
BrokerC
|
MKT
| 94
| null | null |
Normal monitoring
| 0
| -5
| 28
| 4
| false
|
Monitor dispersion and breadth
|
P1070
|
Cautious
|
Trust
|
USD
|
2024-08-23
| 765,331
| 107,602
| 657,729
| 1
| 45.8
| 31
| 9.9
| 13.3
|
GLD:25.6%;TSLA:23.2%;XLF:25.6%;HYG:25.6%
|
US:75.0;EU:9.2;APAC:7.4;EM:8.3;Other:0.0
|
Value:-0.8;Growth:-0.9;Quality:+0.9;Size:-0.8;Momentum:+0.8;LowVol:+0.6
|
NoMargin
| 10
| 30
| 3.2
|
hard 10%
| 123
| 16.1
|
Volatile
| 31.5
| 4.65
| 3.6
| 144
| -4
| 37
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| 10
|
BrokerB
|
MKT
| 88
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 103
| -27
| 69
| 3
| false
|
Monitor dispersion and breadth
|
P1071
|
Systematic
|
Trust
|
USD
|
2025-11-26
| 1,389,045
| 102,818
| 1,286,227
| 1
| 62.8
| 25.6
| 2.9
| 8.6
|
BND:33.3%;TSLA:33.3%;AMZN:33.3%
|
US:72.9;EU:6.8;APAC:7.9;EM:12.1;Other:0.3
|
Value:+0.2;Growth:+0.1;Quality:-0.0;Size:0.0;Momentum:+0.7;LowVol:-0.9
| null | 7
| 35
| 4.5
|
hard 12%
| 224
| 25.5
|
Bull
| 17.6
| 4.37
| 2.1
| 117
| 2
| 38
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -4
| -23
|
BrokerD
|
LMT
| 90
| null | null |
Normal monitoring
| 37
| -11
| 69
| 3
| false
|
Within IPS guidelines
|
P1072
|
Active
|
Trust
|
USD
|
2024-12-02
| 1,947,186
| 233,458
| 1,713,728
| 1
| 51
| 18.1
| 21.3
| 9.7
|
MSFT:27.9%;VNQ:27.9%;VOO:25.9%;BND:18.2%
|
US:69.5;EU:16.8;APAC:5.6;EM:3.6;Other:4.6
|
Value:-0.1;Growth:+0.3;Quality:+0.7;Size:+0.7;Momentum:-0.4;LowVol:-0.0
|
MaxPos7%
| 5
| 30
| 5.3
|
trailing 9%
| 196
| 18.9
|
Volatile
| 30.4
| 3.98
| 4
| 123
| 22
| 53
| 69
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -7
| -9
|
BrokerA
|
LMT
| 88
| null | null |
Normal monitoring
| 72
| 9
| 55
| 5
| false
|
Tighten stops on momentum names
|
P1073
|
Opportunistic
|
IRA
|
USD
|
2024-08-31
| 662,493
| 53,633
| 608,860
| 1.21
| 65
| 16.7
| 12.4
| 5.8
|
AMZN:28.3%;GLD:15.2%;MSFT:28.3%;TLT:28.3%
|
US:65.2;EU:9.8;APAC:9.3;EM:13.9;Other:1.8
|
Value:-0.2;Growth:-0.3;Quality:0.0;Size:-0.9;Momentum:-0.8;LowVol:-0.0
|
MaxPos6%
| 8
| 30
| 6.1
|
trailing 9%
| 180
| 26.5
|
Bear
| 25.5
| 3.25
| 2.6
| 170
| -110
| 5
| 61
| true
|
Hedge
|
Buy index puts 1% notional
| 12
| -18
|
BrokerC
|
LMT
| 85
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 43
| -12
| 16
| 3
| false
|
Within IPS guidelines
|
P1074
|
Active
|
401k
|
USD
|
2025-12-13
| 2,002,843
| 123,004
| 1,879,839
| 1.08
| 50.7
| 29.1
| 13.6
| 6.5
|
MSFT:11.3%;VNQ:20.3%;MUB:17.1%;IEF:20.3%;QQQ:16.3%;VTI:14.7%
|
US:61.5;EU:17.2;APAC:11.9;EM:8.1;Other:1.3
|
Value:+0.1;Growth:-0.0;Quality:-0.9;Size:-0.1;Momentum:-0.9;LowVol:+0.7
|
MaxPos6%
| 10
| 30
| 4.9
|
trailing 9%
| 161
| 27.9
|
Volatile
| 28.8
| 4.6
| 2.7
| 165
| 43
| 64
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| -7
| -12
|
BrokerC
|
LMT
| 86
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 118
| 1
| 246
| 3
| false
|
Tax-aware sells next window
|
P1075
|
Active
|
Roth
|
USD
|
2024-09-05
| 617,423
| 41,353
| 576,070
| 1.14
| 62.9
| 26.6
| 3.5
| 7
|
XLF:19.6%;GLD:11.7%;HYG:14.7%;IEF:18.2%;VOO:16.0%;TLT:19.8%
|
US:58.2;EU:13.7;APAC:17.0;EM:7.0;Other:4.1
|
Value:+0.1;Growth:-0.6;Quality:+0.9;Size:+0.9;Momentum:-0.6;LowVol:-0.8
|
MaxPos7%
| 8
| 30
| 5.4
|
trailing 9%
| 174
| 17.5
|
Sideways
| 20.6
| 4.58
| 3.3
| 97
| 6
| 54
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| 1
|
BrokerB
|
MKT
| 92
| null | null |
Normal monitoring
| 64
| -22
| 158
| 4
| false
|
Tax-aware sells next window
|
P1076
|
Opportunistic
|
Taxable
|
USD
|
2024-07-08
| 485,896
| 14,933
| 470,963
| 1
| 70.1
| 17.7
| 4.7
| 7.4
|
GLD:33.3%;TSLA:33.3%;AAPL:33.3%
|
US:71.8;EU:6.9;APAC:11.0;EM:5.5;Other:4.7
|
Value:+0.5;Growth:+0.7;Quality:+0.7;Size:+0.3;Momentum:+0.7;LowVol:-0.4
|
MaxPos8%
| 5
| 35
| 5
|
trailing 7%
| 170
| 34.7
|
Sideways
| 16.1
| 4
| 3.2
| 140
| -28
| 41
| 46
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 4
| 14
|
BrokerD
|
LMT
| 93
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 73
| -28
| 192
| 2
| false
|
Increase defensive factor exposure
|
P1077
|
Hands-off
|
Roth
|
USD
|
2025-11-05
| 749,558
| 39,127
| 710,431
| 1
| 56.1
| 24.1
| 13.4
| 6.4
|
AAPL:18.6%;QQQ:6.8%;HYG:18.6%;VTI:20.9%;XLF:20.3%;BND:14.8%
|
US:66.5;EU:17.3;APAC:8.0;EM:4.6;Other:3.6
|
Value:+1.0;Growth:+0.2;Quality:+0.3;Size:-0.8;Momentum:+1.0;LowVol:-0.3
| null | 10
| 25
| 4.1
|
trailing 10%
| 161
| 19.1
|
Sideways
| 21.2
| 3.95
| 2.5
| 129
| 15
| 42
| 50
| false
|
Sell
|
Trim extended winner -1%
| 13
| 13
|
BrokerB
|
MKT
| 94
| null | null |
Normal monitoring
| 49
| -31
| 67
| 4
| false
|
Tighten stops on momentum names
|
P1078
|
Opportunistic
|
Trust
|
USD
|
2025-06-05
| 744,793
| 65,202
| 679,591
| 1.09
| 70.4
| 21.5
| 0
| 8.1
|
TLT:20.5%;VTI:16.1%;MUB:20.4%;MSFT:23.5%;VOO:19.6%
|
US:67.6;EU:12.5;APAC:8.3;EM:10.1;Other:1.5
|
Value:+0.1;Growth:0.0;Quality:+0.3;Size:-0.8;Momentum:-0.5;LowVol:-0.4
|
MaxPos8%;NoDerivatives
| 10
| 30
| 4.5
|
trailing 9%
| 173
| 27.4
|
Bear
| 32
| 3.77
| 1.1
| 142
| 29
| 75
| 94
| true
|
Rebalance
|
Rebalance back to target bands
| 10
| -4
|
BrokerD
|
MKT
| 97
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 23
| -52
| 81
| 2
| false
|
Monitor dispersion and breadth
|
P1079
|
Opportunistic
|
401k
|
USD
|
2025-08-26
| 1,568,216
| 108,373
| 1,459,843
| 1
| 72.4
| 12.4
| 9.9
| 5.2
|
VOO:16.9%;AMZN:23.1%;TSLA:13.9%;IEF:23.1%;MUB:23.1%
|
US:72.6;EU:6.2;APAC:8.8;EM:10.4;Other:1.9
|
Value:-0.5;Growth:+0.9;Quality:+0.7;Size:0.0;Momentum:+0.6;LowVol:+1.0
| null | 5
| 25
| 4.1
|
trailing 9%
| 195
| 31.8
|
Bull
| 11.8
| 4.08
| 2.6
| 71
| 47
| 61
| 41
| false
|
Buy
|
Add to core equity +1%
| -13
| 3
|
BrokerA
|
VWAP
| 89
| null | null |
Normal monitoring
| -29
| -31
| 95
| 4
| false
|
Increase defensive factor exposure
|
P1080
|
Systematic
|
Trust
|
USD
|
2025-07-12
| 433,882
| 25,098
| 408,784
| 1
| 65.1
| 25
| 3.8
| 6
|
GLD:17.3%;BRK.B:21.9%;QQQ:21.9%;AAPL:21.9%;TSLA:16.9%
|
US:67.0;EU:17.5;APAC:7.5;EM:4.3;Other:3.7
|
Value:-0.6;Growth:-0.6;Quality:-0.1;Size:+0.1;Momentum:+0.5;LowVol:-0.9
| null | 6
| 30
| 4.6
|
trailing 9%
| 166
| 17.4
|
Volatile
| 24.1
| 4.86
| 2.2
| 172
| 35
| 55
| 62
| false
|
Buy
|
Add to core equity +1%
| -8
| -14
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 75
| -26
| 85
| 4
| false
|
Monitor dispersion and breadth
|
P1081
|
Hands-off
|
Trust
|
USD
|
2024-12-24
| 733,555
| 31,106
| 702,449
| 1
| 59.9
| 16.8
| 13.5
| 9.8
|
MSFT:26.4%;AAPL:22.4%;BND:26.4%;TLT:24.8%
|
US:72.3;EU:13.5;APAC:5.3;EM:6.5;Other:2.4
|
Value:+1.0;Growth:+0.2;Quality:+0.6;Size:-0.8;Momentum:+0.3;LowVol:+0.4
| null | 8
| 25
| 4.8
|
trailing 8%
| 127
| 15.6
|
Bull
| 16.3
| 3.75
| 3.1
| 105
| 90
| 100
| 42
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 14
| -31
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| 108
| -40
| 145
| 4
| false
|
Tighten stops on momentum names
|
P1082
|
Hands-off
|
Roth
|
USD
|
2024-11-29
| 336,416
| 16,671
| 319,745
| 1
| 72.6
| 18.1
| 3.4
| 5.9
|
VNQ:33.3%;VOO:33.3%;IEF:33.3%
|
US:64.7;EU:15.4;APAC:11.8;EM:6.8;Other:1.3
|
Value:-0.4;Growth:-0.6;Quality:+0.7;Size:-0.9;Momentum:+0.3;LowVol:+0.6
|
ESGOnly;MaxPos6%
| 5
| 25
| 4.7
|
hard 10%
| 162
| 16.9
|
Bear
| 28.7
| 3.18
| 2.1
| 200
| -88
| 16
| 89
| true
|
Rebalance
|
Rebalance back to target bands
| -10
| -17
|
BrokerA
|
MKT
| 89
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -16
| -39
| -44
| 2
| false
|
Tighten stops on momentum names
|
P1083
|
Active
|
Trust
|
USD
|
2024-07-10
| 1,770,619
| 195,180
| 1,575,439
| 1
| 63.6
| 19.7
| 10.6
| 6.2
|
AAPL:10.5%;VTI:21.5%;QQQ:10.5%;HYG:16.4%;MUB:21.5%;VNQ:19.6%
|
US:67.1;EU:12.0;APAC:10.4;EM:7.2;Other:3.3
|
Value:+0.4;Growth:0.0;Quality:+0.8;Size:-0.1;Momentum:+0.7;LowVol:+1.0
| null | 7
| 35
| 5.1
|
hard 12%
| 225
| 18.4
|
Volatile
| 28.4
| 4.48
| 3.7
| 113
| 21
| 52
| 69
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 25
| -4
|
BrokerC
|
MKT
| 96
| null | null |
Normal monitoring
| -52
| -18
| 65
| 5
| false
|
Tax-aware sells next window
|
P1084
|
Hands-off
|
401k
|
USD
|
2025-07-10
| 754,875
| 31,413
| 723,462
| 1
| 66.6
| 19.6
| 5.3
| 8.5
|
TLT:13.1%;XLF:21.0%;VOO:18.4%;AMZN:21.0%;BRK.B:13.1%;AAPL:13.5%
|
US:65.6;EU:14.1;APAC:11.1;EM:8.3;Other:0.9
|
Value:+0.6;Growth:-0.6;Quality:-0.8;Size:-0.8;Momentum:-0.5;LowVol:-0.5
|
MaxPos5%
| 8
| 30
| 4.5
|
hard 10%
| 124
| 15.3
|
Volatile
| 23.7
| 4.76
| 3.8
| 152
| -34
| 27
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| -2
| -40
|
BrokerA
|
MKT
| 85
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -43
| -59
| 50
| 4
| true
|
Tax-aware sells next window
|
P1085
|
Active
|
Taxable
|
USD
|
2024-12-26
| 2,085,869
| 190,621
| 1,895,248
| 1.22
| 61.1
| 22.9
| 10.8
| 5.1
|
GLD:10.0%;IEF:24.1%;MUB:24.1%;BRK.B:24.1%;VNQ:17.6%
|
US:61.8;EU:21.2;APAC:6.7;EM:5.5;Other:4.9
|
Value:+0.2;Growth:+0.4;Quality:+0.6;Size:-0.0;Momentum:+0.7;LowVol:+0.1
| null | 7
| 25
| 5.7
|
hard 12%
| 134
| 22.8
|
Bull
| 11.3
| 3.61
| 2.8
| 102
| 111
| 99
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| -6
|
BrokerD
|
MKT
| 100
| null | null |
Normal monitoring
| -44
| -35
| -83
| 3
| false
|
Increase defensive factor exposure
|
P1086
|
Hands-off
|
Trust
|
USD
|
2024-08-30
| 690,432
| 34,459
| 655,973
| 1
| 57.1
| 26.7
| 9.1
| 7.1
|
QQQ:17.2%;AAPL:27.6%;TLT:27.6%;BND:27.6%
|
US:62.3;EU:19.3;APAC:11.6;EM:4.7;Other:2.1
|
Value:+0.8;Growth:-0.8;Quality:+0.5;Size:-0.5;Momentum:+1.0;LowVol:+0.1
|
ESGOnly;MaxPos5%;NoDerivatives
| 10
| 30
| 4.9
|
hard 10%
| 137
| 16.6
|
Volatile
| 27.8
| 3.69
| 4.5
| 160
| 33
| 51
| 76
| true
|
Rebalance
|
Rebalance back to target bands
| 0
| 14
|
BrokerB
|
MKT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 69
| -14
| 75
| 4
| false
|
Monitor dispersion and breadth
|
P1087
|
Active
|
IRA
|
USD
|
2025-10-05
| 962,219
| 92,281
| 869,938
| 1
| 50.8
| 20.5
| 23.3
| 5.4
|
VOO:33.3%;BND:33.3%;MSFT:33.3%
|
US:67.4;EU:12.1;APAC:9.1;EM:10.0;Other:1.3
|
Value:-0.0;Growth:+0.2;Quality:+0.2;Size:+0.4;Momentum:-0.2;LowVol:+0.6
| null | 10
| 25
| 4.7
|
trailing 8%
| 202
| 21.6
|
Sideways
| 18.1
| 3.83
| 3.1
| 124
| 3
| 66
| 44
| true
|
Hedge
|
Buy index puts 1% notional
| -13
| 5
|
BrokerB
|
LMT
| 87
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 12
| 0
| 62
| 3
| false
|
Within IPS guidelines
|
P1088
|
Systematic
|
Taxable
|
USD
|
2024-11-06
| 1,997,191
| 128,402
| 1,868,789
| 1
| 64.2
| 29.7
| 0
| 6.2
|
BND:21.8%;MSFT:7.3%;HYG:21.8%;MUB:21.8%;XLF:20.3%;VOO:7.0%
|
US:62.2;EU:10.7;APAC:12.6;EM:10.9;Other:3.7
|
Value:0.0;Growth:-0.2;Quality:-0.8;Size:+0.4;Momentum:+0.1;LowVol:-0.1
| null | 8
| 35
| 5.9
|
hard 12%
| 133
| 26
|
Bull
| 13.6
| 4.15
| 2.1
| 76
| 71
| 70
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| 9
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| 21
| -34
| 132
| 4
| false
|
Monitor dispersion and breadth
|
P1089
|
Active
|
Trust
|
USD
|
2025-01-08
| 1,493,509
| 168,364
| 1,325,145
| 1.23
| 62.1
| 27.8
| 1.6
| 8.5
|
HYG:33.3%;MSFT:33.3%;TSLA:33.3%
|
US:65.3;EU:13.0;APAC:13.2;EM:5.5;Other:3.0
|
Value:-0.3;Growth:-0.7;Quality:-0.3;Size:-0.7;Momentum:-1.0;LowVol:+0.5
|
MaxPos7%
| 5
| 35
| 5
|
trailing 9%
| 125
| 21.1
|
Sideways
| 20
| 4.96
| 2.7
| 121
| 18
| 61
| 66
| false
|
Sell
|
Trim extended winner -1%
| -4
| -32
|
BrokerB
|
VWAP
| 98
| null | null |
Normal monitoring
| 33
| -15
| 36
| 3
| false
|
Tax-aware sells next window
|
P1090
|
Hands-off
|
401k
|
USD
|
2025-12-17
| 647,530
| 56,337
| 591,193
| 1
| 58.3
| 28.7
| 5.2
| 7.9
|
VTI:16.1%;VNQ:20.5%;QQQ:11.4%;AAPL:20.5%;VOO:20.5%;TSLA:11.2%
|
US:71.6;EU:6.7;APAC:14.8;EM:4.4;Other:2.5
|
Value:+0.3;Growth:-0.4;Quality:-0.8;Size:-0.8;Momentum:-0.2;LowVol:0.0
|
ESGOnly
| 7
| 35
| 4.4
|
trailing 8%
| 157
| 18.3
|
Sideways
| 17.3
| 4.11
| 2.5
| 132
| 27
| 63
| 55
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -11
|
BrokerD
|
MKT
| 88
| null | null |
Normal monitoring
| -59
| 16
| 29
| 3
| false
|
Increase defensive factor exposure
|
P1091
|
Opportunistic
|
Trust
|
USD
|
2025-10-09
| 659,206
| 46,502
| 612,704
| 1
| 65.4
| 13.4
| 15.3
| 5.8
|
TLT:13.6%;VNQ:21.2%;VTI:21.2%;MSFT:11.9%;IEF:11.0%;MUB:21.2%
|
US:69.3;EU:15.4;APAC:6.4;EM:7.1;Other:1.7
|
Value:-0.4;Growth:-0.4;Quality:+0.3;Size:+0.3;Momentum:+0.2;LowVol:+1.0
| null | 5
| 35
| 6.4
|
trailing 9%
| 265
| 23.6
|
Volatile
| 22.5
| 4.09
| 2.8
| 163
| 39
| 60
| 66
| false
|
Buy
|
Add to core equity +1%
| 17
| -26
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 27
| -23
| 105
| 4
| false
|
Tax-aware sells next window
|
P1092
|
Hands-off
|
Trust
|
USD
|
2025-05-10
| 516,429
| 44,758
| 471,671
| 1
| 64.8
| 29.4
| 0.3
| 5.5
|
MSFT:25.8%;VTI:25.8%;BND:25.8%;VNQ:22.5%
|
US:76.1;EU:10.4;APAC:9.9;EM:3.4;Other:0.1
|
Value:-0.3;Growth:+0.9;Quality:-0.2;Size:-0.5;Momentum:-0.3;LowVol:-0.1
| null | 6
| 30
| 5.3
|
trailing 10%
| 126
| 18.5
|
Bull
| 16.6
| 3.99
| 3.3
| 94
| 47
| 68
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 29
| -13
|
BrokerB
|
MKT
| 89
| null | null |
Normal monitoring
| 40
| -8
| 64
| 5
| false
|
Tighten stops on momentum names
|
P1093
|
Cautious
|
Trust
|
USD
|
2025-11-02
| 696,628
| 102,664
| 593,964
| 1
| 50.6
| 30.9
| 4.3
| 14.2
|
MUB:21.8%;MSFT:21.8%;AMZN:21.8%;HYG:6.6%;XLF:15.9%;QQQ:12.2%
|
US:69.1;EU:9.0;APAC:11.3;EM:7.8;Other:3.0
|
Value:-0.8;Growth:-0.9;Quality:+0.3;Size:-0.1;Momentum:-0.8;LowVol:-0.4
|
NoMargin
| 8
| 30
| 3.1
|
hard 10%
| 135
| 15.4
|
Bull
| 13.8
| 4.12
| 3.2
| 97
| 1
| 40
| 31
| false
|
Buy
|
Add to core equity +1%
| -15
| 1
|
BrokerD
|
MKT
| 96
| null | null |
Normal monitoring
| -42
| -18
| -9
| 4
| false
|
Tighten stops on momentum names
|
P1094
|
Active
|
Trust
|
USD
|
2024-09-08
| 1,569,954
| 111,656
| 1,458,298
| 1.09
| 64.6
| 25.4
| 0
| 9.9
|
IEF:28.8%;XLF:28.8%;GLD:13.6%;HYG:28.8%
|
US:70.2;EU:8.3;APAC:7.3;EM:12.7;Other:1.5
|
Value:+0.6;Growth:-0.6;Quality:+0.5;Size:-0.5;Momentum:+0.7;LowVol:+0.1
| null | 10
| 35
| 5.7
|
trailing 9%
| 122
| 21.8
|
Bear
| 28.1
| 4.09
| 2.4
| 187
| -56
| 25
| 74
| true
|
Rebalance
|
Rebalance back to target bands
| 6
| -2
|
BrokerC
|
MKT
| 86
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 117
| -40
| 245
| 3
| false
|
Tighten stops on momentum names
|
P1095
|
Opportunistic
|
Taxable
|
USD
|
2025-12-07
| 666,787
| 48,389
| 618,398
| 1
| 67.5
| 12.6
| 14.8
| 5.1
|
VTI:35.4%;BRK.B:29.3%;XLF:35.4%
|
US:60.4;EU:18.7;APAC:7.8;EM:8.7;Other:4.4
|
Value:+0.9;Growth:-0.7;Quality:-0.5;Size:-0.4;Momentum:+0.7;LowVol:-0.6
| null | 7
| 25
| 6.9
|
trailing 9%
| 165
| 23.7
|
Bull
| 17
| 4.66
| 2.5
| 83
| 24
| 51
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 19
| 11
|
BrokerC
|
MKT
| 94
| null | null |
Normal monitoring
| -12
| 11
| 20
| 4
| false
|
Increase defensive factor exposure
|
P1096
|
Cautious
|
Trust
|
USD
|
2025-12-17
| 819,709
| 104,440
| 715,269
| 1
| 35.4
| 43.5
| 10.1
| 10.9
|
XLF:25.8%;HYG:27.0%;TLT:20.1%;AAPL:27.0%
|
US:66.0;EU:15.3;APAC:7.5;EM:10.8;Other:0.4
|
Value:+0.3;Growth:0.0;Quality:+0.3;Size:-0.8;Momentum:-0.1;LowVol:+0.8
|
ESGOnly;NoMargin
| 5
| 25
| 5.9
|
trailing 10%
| 118
| 13.3
|
Bull
| 15.8
| 3.66
| 3.1
| 114
| 107
| 90
| 35
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| -13
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 17
| -4
| 79
| 3
| false
|
Increase defensive factor exposure
|
P1097
|
Hands-off
|
401k
|
USD
|
2024-09-05
| 417,651
| 17,550
| 400,101
| 1
| 67.5
| 27.2
| 0
| 5.3
|
BND:26.8%;QQQ:26.8%;VTI:19.5%;AMZN:26.8%
|
US:66.6;EU:16.2;APAC:9.6;EM:6.7;Other:0.9
|
Value:+0.6;Growth:-0.5;Quality:-0.4;Size:-0.2;Momentum:+0.6;LowVol:-0.8
|
NoDerivatives
| 8
| 25
| 6
|
trailing 10%
| 95
| 16.3
|
Bull
| 13.4
| 4.47
| 2.6
| 87
| 12
| 64
| 43
| false
|
Buy
|
Add to core equity +1%
| -2
| -9
|
BrokerD
|
MKT
| 85
| null | null |
Normal monitoring
| -45
| 12
| 57
| 3
| false
|
Tax-aware sells next window
|
P1098
|
Hands-off
|
Roth
|
USD
|
2025-10-20
| 411,566
| 32,015
| 379,551
| 1
| 57.4
| 20.9
| 16.1
| 5.6
|
VNQ:19.7%;MUB:22.5%;BRK.B:12.9%;VOO:22.5%;AAPL:22.5%
|
US:74.7;EU:5.7;APAC:6.3;EM:10.8;Other:2.6
|
Value:0.0;Growth:-0.9;Quality:+0.7;Size:+0.9;Momentum:-0.3;LowVol:-0.5
|
ESGOnly
| 5
| 30
| 5.7
|
trailing 10%
| 135
| 14.4
|
Bull
| 11.6
| 4.62
| 2.9
| 101
| 29
| 71
| 28
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 30
| 8
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| 91
| -41
| 84
| 3
| false
|
Tighten stops on momentum names
|
P1099
|
Active
|
Roth
|
USD
|
2025-01-22
| 1,952,315
| 179,707
| 1,772,608
| 1
| 63.9
| 26.3
| 2.7
| 7.1
|
MUB:33.3%;VNQ:33.3%;AAPL:33.3%
|
US:56.9;EU:20.2;APAC:7.2;EM:11.4;Other:4.4
|
Value:+0.8;Growth:+0.7;Quality:+0.8;Size:-0.9;Momentum:-0.8;LowVol:+0.1
|
MaxPos5%;NoDerivatives
| 10
| 35
| 4.2
|
trailing 8%
| 149
| 23.2
|
Volatile
| 24.4
| 3.93
| 3.6
| 142
| -56
| 31
| 72
| true
|
Hedge
|
Buy index puts 1% notional
| -4
| 15
|
BrokerB
|
LMT
| 93
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 119
| -56
| 199
| 2
| false
|
Within IPS guidelines
|
P1100
|
Cautious
|
Taxable
|
USD
|
2025-04-23
| 875,318
| 93,912
| 781,406
| 1
| 43.9
| 42.2
| 0
| 13.9
|
AAPL:21.4%;GLD:21.4%;HYG:21.4%;AMZN:14.3%;XLF:21.4%
|
US:61.8;EU:12.4;APAC:14.1;EM:7.1;Other:4.6
|
Value:-0.5;Growth:0.0;Quality:-0.2;Size:-0.1;Momentum:+0.2;LowVol:-0.5
|
NoMargin
| 8
| 25
| 4.6
|
trailing 8%
| 127
| 18.8
|
Bull
| 14.6
| 4.88
| 3.5
| 98
| 45
| 71
| 30
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 22
| -26
|
BrokerB
|
MKT
| 96
| null | null |
Normal monitoring
| 54
| -18
| 102
| 4
| false
|
Tax-aware sells next window
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.