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
P1101
Opportunistic
Roth
USD
2025-04-19
499,178
15,996
483,182
1.12
73.1
13.9
4.2
8.8
AAPL:20.2%;HYG:23.1%;MSFT:16.8%;VOO:16.8%;XLF:23.1%
US:69.0;EU:12.4;APAC:12.6;EM:3.1;Other:2.9
Value:+0.5;Growth:-1.0;Quality:-0.2;Size:+0.8;Momentum:-0.2;LowVol:+0.5
MaxPos5%
10
35
4.4
trailing 7%
214
31.7
Sideways
15.2
4.93
2.3
116
35
71
56
false
Buy
Add to core equity +1%
0
3
BrokerA
LMT
87
null
null
Normal monitoring
-52
16
-4
3
false
Increase defensive factor exposure
P1102
Hands-off
Taxable
USD
2025-08-06
871,459
63,047
808,412
1
60.7
24.1
7.1
8.1
QQQ:33.9%;MUB:32.1%;AAPL:33.9%
US:67.5;EU:8.5;APAC:13.0;EM:9.3;Other:1.7
Value:+0.3;Growth:-0.4;Quality:-0.3;Size:-0.9;Momentum:+0.4;LowVol:+0.1
MaxPos8%
5
25
3.9
trailing 10%
96
17.1
Bull
15.8
4.11
2.9
97
51
73
49
false
Buy
Add to core equity +1%
-3
-15
BrokerA
MKT
95
null
null
Normal monitoring
29
8
14
5
false
Within IPS guidelines
P1103
Opportunistic
401k
USD
2025-03-20
770,947
37,730
733,217
1.07
69
11.4
11
8.7
MUB:33.3%;VOO:33.3%;BND:33.3%
US:66.6;EU:10.1;APAC:12.8;EM:9.8;Other:0.7
Value:+0.4;Growth:-0.7;Quality:+0.6;Size:+0.9;Momentum:-0.6;LowVol:+0.8
NoDerivatives
10
30
4.2
hard 12%
171
32.2
Bear
24.6
3.86
1.2
147
10
69
76
true
Hedge
Buy index puts 1% notional
21
-5
BrokerA
MKT
87
Drift>tolerance
Pause
Allocation drift beyond policy bands
93
-28
74
2
false
Tax-aware sells next window
P1104
Active
Trust
USD
2024-12-17
839,033
67,508
771,525
1
56.1
29.8
6.6
7.5
TLT:33.3%;VOO:33.3%;IEF:33.3%
US:74.5;EU:5.6;APAC:6.2;EM:9.7;Other:4.0
Value:+1.0;Growth:+0.8;Quality:+1.0;Size:+0.2;Momentum:+0.4;LowVol:+0.9
null
10
35
4.3
trailing 9%
189
18.4
Bear
25.1
3.44
2.4
220
-10
51
61
false
Rebalance
Shift +1% to bonds from equity
1
-25
BrokerC
MKT
87
null
null
Normal monitoring
111
-36
151
3
false
Tighten stops on momentum names
P1105
Systematic
401k
USD
2025-01-22
1,504,019
133,015
1,371,004
1
55
28
10.1
6.9
VTI:15.5%;AAPL:28.2%;BND:28.2%;QQQ:28.2%
US:55.6;EU:21.4;APAC:8.7;EM:12.8;Other:1.5
Value:+0.6;Growth:-1.0;Quality:+0.2;Size:-0.7;Momentum:+0.1;LowVol:-0.2
NoDerivatives
7
25
4.9
trailing 8%
225
20.8
Bear
29.1
4.19
1.5
190
-57
33
80
true
Rebalance
Rebalance back to target bands
-11
-11
BrokerB
LMT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-21
-10
26
5
false
Increase defensive factor exposure
P1106
Opportunistic
IRA
USD
2025-02-23
459,705
22,527
437,178
1
60.9
13.9
18.6
6.6
IEF:27.1%;QQQ:27.1%;TLT:18.6%;AMZN:27.1%
US:64.7;EU:17.2;APAC:8.8;EM:8.0;Other:1.3
Value:+0.5;Growth:+0.5;Quality:-0.9;Size:+0.9;Momentum:+0.8;LowVol:+0.1
NoDerivatives
10
30
6.6
hard 12%
225
27.2
Volatile
24.4
4.33
4
148
-30
46
67
false
Rebalance
Shift +1% to bonds from equity
23
14
BrokerA
LMT
85
null
null
Normal monitoring
-8
-8
32
4
false
Tax-aware sells next window
P1107
Hands-off
401k
USD
2025-01-15
299,095
18,058
281,037
1
60.5
24.7
5.8
9
MUB:33.3%;VNQ:33.3%;GLD:33.3%
US:62.5;EU:11.4;APAC:14.1;EM:8.1;Other:3.9
Value:+0.8;Growth:+0.9;Quality:0.0;Size:+0.3;Momentum:-0.5;LowVol:+0.9
null
5
35
4.8
trailing 8%
151
15.9
Bear
28.1
3.62
2.1
170
-5
36
68
false
NoAction
Within bands; monitor
13
-24
BrokerB
MKT
0
null
null
Normal monitoring
103
-11
136
4
false
Tighten stops on momentum names
P1108
Cautious
IRA
USD
2024-07-15
190,949
18,380
172,569
1
36.5
40.7
6.8
16
GLD:25.7%;TLT:22.8%;AMZN:25.7%;BND:25.7%
US:62.2;EU:18.8;APAC:6.6;EM:7.2;Other:5.2
Value:-0.1;Growth:-0.3;Quality:-0.1;Size:+1.0;Momentum:-0.3;LowVol:+0.9
NoMargin
6
35
4.6
trailing 8%
95
16
Bear
23.2
3.34
1.6
168
-18
31
43
false
Rebalance
Shift +1% to bonds from equity
23
8
BrokerB
VWAP
96
null
null
Normal monitoring
-2
-19
0
4
false
Within IPS guidelines
P1109
Systematic
Roth
USD
2025-09-16
840,713
77,344
763,369
1
57
26.2
7.1
9.8
MSFT:33.3%;IEF:33.3%;QQQ:33.3%
US:70.8;EU:13.4;APAC:5.2;EM:6.6;Other:3.9
Value:+0.8;Growth:-0.1;Quality:-0.3;Size:-0.2;Momentum:0.0;LowVol:+0.2
null
5
35
5.4
hard 12%
123
27.4
Bear
33.6
3.6
1.3
162
18
45
75
true
Reduce
Cut high-beta by 2-3%, add cash
34
-33
BrokerB
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-27
-5
86
2
false
Tax-aware sells next window
P1110
Cautious
401k
USD
2024-11-10
153,642
18,335
135,307
1
45
35.8
2.8
16.4
VOO:33.3%;GLD:33.3%;IEF:33.3%
US:61.5;EU:14.8;APAC:12.3;EM:9.5;Other:1.9
Value:+0.6;Growth:-0.3;Quality:+1.0;Size:-0.9;Momentum:+0.4;LowVol:-0.3
ESGOnly;NoDerivatives;NoMargin
5
30
3.4
trailing 8%
115
19.4
Sideways
14.9
3.78
3.3
129
11
51
33
false
Rebalance
Shift +1% to bonds from equity
20
-8
BrokerB
MKT
85
null
null
Normal monitoring
93
-35
106
5
false
Tax-aware sells next window
P1111
Cautious
Trust
USD
2025-03-30
240,202
25,602
214,600
1
51.3
33.5
0.9
14.3
AMZN:28.4%;BRK.B:21.6%;AAPL:21.6%;IEF:28.4%
US:65.7;EU:7.8;APAC:15.5;EM:8.7;Other:2.4
Value:0.0;Growth:+0.8;Quality:-0.7;Size:+0.2;Momentum:-0.7;LowVol:-0.1
NoMargin
8
30
5.4
trailing 8%
155
16.1
Bull
14.5
4.64
2.6
113
72
82
35
true
Hedge
Buy index puts 1% notional
31
9
BrokerD
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-11
1
-16
5
false
Increase defensive factor exposure
P1112
Systematic
Roth
USD
2025-03-22
1,794,004
145,267
1,648,737
1
59.1
27.4
7
6.5
GLD:21.3%;MUB:11.1%;TSLA:18.2%;VNQ:21.3%;HYG:16.4%;MSFT:11.7%
US:73.1;EU:7.9;APAC:5.7;EM:9.7;Other:3.7
Value:-0.6;Growth:+0.8;Quality:-0.7;Size:-0.8;Momentum:-0.4;LowVol:-1.0
null
10
25
5.8
trailing 8%
151
19.1
Bull
14
4.65
2.5
90
45
74
40
false
Buy
Add to core equity +1%
11
10
BrokerA
LMT
89
null
null
Normal monitoring
-22
-38
-5
3
false
Within IPS guidelines
P1113
Hands-off
401k
USD
2024-12-24
895,942
58,188
837,754
1
60.4
22.2
11
6.3
VNQ:10.5%;VOO:21.1%;HYG:16.6%;BRK.B:14.0%;TLT:21.1%;GLD:16.6%
US:71.0;EU:16.4;APAC:5.6;EM:6.1;Other:0.8
Value:+0.9;Growth:+0.6;Quality:+0.7;Size:-0.9;Momentum:-0.9;LowVol:-0.5
null
5
35
3.1
hard 10%
90
14.7
Sideways
16.9
3.77
2.9
133
11
48
49
false
Rebalance
Shift +1% to bonds from equity
30
-7
BrokerD
MKT
87
null
null
Normal monitoring
36
-45
10
4
false
Monitor dispersion and breadth
P1114
Cautious
Roth
USD
2025-11-05
456,669
65,433
391,236
1
49.4
32
4
14.6
VNQ:31.0%;XLF:34.5%;BND:34.5%
US:65.5;EU:17.2;APAC:9.2;EM:7.7;Other:0.3
Value:-0.6;Growth:-0.5;Quality:+0.2;Size:-0.0;Momentum:-0.4;LowVol:-1.0
ESGOnly;MaxPos5%;NoMargin
10
35
3
trailing 10%
90
17.7
Bull
14.6
3.96
2.6
82
80
82
28
false
Rebalance
Shift +1% to bonds from equity
16
-40
BrokerC
MKT
87
null
null
Normal monitoring
41
16
45
3
false
Within IPS guidelines
P1115
Active
Roth
USD
2025-08-23
694,467
71,519
622,948
1
66.6
23.9
0
9.6
AMZN:20.5%;BRK.B:26.5%;VTI:26.5%;IEF:26.5%
US:66.9;EU:16.4;APAC:11.4;EM:4.3;Other:1.0
Value:0.0;Growth:+0.7;Quality:-0.5;Size:-0.1;Momentum:-0.9;LowVol:+0.5
MaxPos6%
5
30
5.2
trailing 9%
144
18.6
Bull
15.8
4.81
2.9
70
61
79
49
false
Rebalance
Shift +1% to bonds from equity
-15
-34
BrokerB
MKT
88
null
null
Normal monitoring
1
-57
-32
4
false
Tighten stops on momentum names
P1116
Active
Trust
USD
2024-09-09
1,503,205
159,137
1,344,068
1.21
67.1
22.4
5.4
5
VOO:26.3%;MSFT:21.1%;BRK.B:26.3%;MUB:26.3%
US:69.7;EU:7.4;APAC:11.6;EM:10.1;Other:1.2
Value:-0.0;Growth:-0.5;Quality:+0.4;Size:-0.0;Momentum:+0.2;LowVol:+0.1
null
10
25
4
trailing 8%
198
27.4
Bear
30.7
3.58
1.2
214
-119
5
91
true
Reduce
Cut high-beta by 2-3%, add cash
9
-39
BrokerC
MKT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
88
-37
214
5
true
Within IPS guidelines
P1117
Cautious
Roth
USD
2024-07-05
894,525
113,200
781,325
1
39.1
43
5.4
12.5
TLT:25.6%;IEF:25.6%;MSFT:23.1%;MUB:25.6%
US:61.1;EU:17.0;APAC:13.3;EM:7.8;Other:0.7
Value:+0.8;Growth:-0.8;Quality:+0.2;Size:-0.6;Momentum:+0.4;LowVol:-0.3
ESGOnly;NoMargin
8
30
5.8
hard 10%
142
12.7
Sideways
18.9
3.88
2
123
6
52
32
false
NoAction
Within bands; monitor
24
-13
BrokerD
MKT
0
null
null
Normal monitoring
7
-52
82
4
false
Tighten stops on momentum names
P1118
Opportunistic
401k
USD
2025-01-11
951,259
56,425
894,834
1
62.1
10.4
23.2
4.2
MSFT:33.3%;TSLA:33.3%;AAPL:33.3%
US:76.6;EU:8.0;APAC:9.2;EM:5.5;Other:0.6
Value:-0.4;Growth:+0.1;Quality:+0.9;Size:+0.6;Momentum:-0.3;LowVol:0.0
null
8
30
5.4
trailing 7%
174
22.6
Sideways
15
4.96
3.1
110
-27
28
54
true
Hedge
Buy index puts 1% notional
14
-22
BrokerD
MKT
95
RegimeShift
Pause
Volatility spike and breadth deterioration
14
-17
-1
2
false
Monitor dispersion and breadth
P1119
Systematic
Roth
USD
2025-05-08
916,632
60,477
856,155
1
61.5
29.7
0
8.8
HYG:14.7%;TLT:20.5%;BRK.B:6.9%;MSFT:20.5%;TSLA:17.5%;VTI:19.9%
US:57.3;EU:20.1;APAC:9.6;EM:11.5;Other:1.5
Value:-0.7;Growth:-0.9;Quality:-0.1;Size:-0.1;Momentum:-0.7;LowVol:-0.1
NoDerivatives
8
25
5.5
trailing 9%
168
25.2
Bear
26.3
3.31
2.2
135
-46
41
72
true
Reduce
Cut high-beta by 2-3%, add cash
20
-39
BrokerC
LMT
89
VAR>budget
Hedge
Risk above budget threshold
116
-49
214
5
false
Tighten stops on momentum names
P1120
Systematic
401k
USD
2025-06-05
705,556
53,926
651,630
1
61.2
32.6
0
6.2
BRK.B:14.7%;TLT:28.4%;VTI:28.4%;MSFT:28.4%
US:70.8;EU:8.3;APAC:10.7;EM:9.7;Other:0.5
Value:-0.7;Growth:-0.9;Quality:-0.6;Size:+0.2;Momentum:-0.4;LowVol:-0.2
null
10
30
4.8
hard 12%
202
20.4
Volatile
29.6
3.85
2.7
128
7
62
68
false
Hedge
Add TLT +1% as duration hedge
-1
-30
BrokerA
LMT
87
null
null
Normal monitoring
25
-19
9
3
false
Increase defensive factor exposure
P1121
Hands-off
401k
USD
2025-07-05
405,587
18,099
387,488
1
60.6
20.1
12.2
7.2
MUB:33.6%;GLD:33.6%;IEF:32.7%
US:67.5;EU:6.9;APAC:12.8;EM:10.0;Other:2.8
Value:+0.5;Growth:+0.2;Quality:-0.9;Size:+0.6;Momentum:-0.7;LowVol:+1.0
ESGOnly
6
35
3.9
trailing 8%
107
19.2
Volatile
22.5
4.34
2.9
152
-28
26
61
false
Rebalance
Shift +1% to bonds from equity
-7
-31
BrokerB
MKT
94
null
null
Normal monitoring
35
-31
101
3
false
Within IPS guidelines
P1122
Active
IRA
USD
2024-08-18
2,247,822
168,476
2,079,346
1
58.1
19.3
13.2
9.4
AMZN:10.2%;BND:21.5%;TSLA:17.7%;QQQ:21.5%;GLD:15.1%;AAPL:14.0%
US:80.6;EU:6.2;APAC:7.9;EM:4.3;Other:0.9
Value:-0.1;Growth:+0.6;Quality:-0.2;Size:0.0;Momentum:-0.4;LowVol:+0.8
null
5
25
6
trailing 9%
205
23.8
Bear
23.9
4.4
1.2
157
-53
8
55
false
Rebalance
Shift +1% to bonds from equity
33
-36
BrokerB
MKT
96
null
null
Normal monitoring
-60
-7
-79
3
false
Within IPS guidelines
P1123
Active
Roth
USD
2025-03-10
508,856
48,462
460,394
1.21
61.7
25.7
3.9
8.7
GLD:20.8%;QQQ:20.8%;BRK.B:15.8%;AMZN:6.2%;XLF:20.8%;TSLA:15.5%
US:77.0;EU:8.0;APAC:6.2;EM:7.1;Other:1.7
Value:-0.1;Growth:+0.3;Quality:+0.1;Size:+0.9;Momentum:-0.9;LowVol:-0.6
null
5
25
4
trailing 9%
180
27
Sideways
17.2
4.21
2.9
110
54
84
59
false
Buy
Add to core equity +1%
-4
3
BrokerC
MKT
93
null
null
Normal monitoring
19
-56
-18
5
false
Tax-aware sells next window
P1124
Hands-off
Taxable
USD
2024-09-27
836,449
70,649
765,800
1
71
24
0
5
MUB:17.0%;VTI:20.8%;VOO:20.8%;GLD:20.8%;AAPL:20.8%
US:72.5;EU:6.9;APAC:4.8;EM:11.3;Other:4.5
Value:-0.3;Growth:+0.6;Quality:+0.6;Size:-0.7;Momentum:+0.6;LowVol:+0.2
NoDerivatives
6
25
5.5
trailing 8%
142
13.2
Bull
13.8
3.93
2.8
96
40
65
50
true
Hedge
Buy index puts 1% notional
23
-21
BrokerB
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
114
-46
217
2
false
Tighten stops on momentum names
P1125
Cautious
401k
USD
2025-08-21
184,104
17,518
166,586
1
46.9
38.7
0
14.3
VOO:12.3%;HYG:11.4%;AMZN:25.4%;BND:25.4%;GLD:25.4%
US:71.5;EU:9.4;APAC:6.9;EM:10.5;Other:1.7
Value:-0.2;Growth:-0.9;Quality:+0.4;Size:+0.9;Momentum:-0.9;LowVol:+0.2
NoDerivatives;NoMargin
6
35
3.5
trailing 8%
120
19.3
Volatile
25.6
5.47
2.8
116
69
94
69
false
Rebalance
Shift +1% to bonds from equity
-13
10
BrokerC
MKT
94
null
null
Normal monitoring
82
-9
154
3
false
Tighten stops on momentum names
P1126
Hands-off
Trust
USD
2024-08-04
204,085
12,274
191,811
1
65.4
27.4
0
7.2
VOO:25.0%;BND:25.0%;VTI:25.0%;TSLA:25.0%
US:72.9;EU:7.5;APAC:13.5;EM:5.5;Other:0.6
Value:-0.1;Growth:+0.4;Quality:+0.5;Size:+0.2;Momentum:+0.2;LowVol:-1.0
ESGOnly
8
30
4.8
trailing 8%
129
14.7
Bull
12.7
4.33
2.5
77
92
100
54
false
Buy
Add to core equity +1%
23
-2
BrokerB
LMT
98
null
null
Normal monitoring
95
-57
114
3
false
Increase defensive factor exposure
P1127
Opportunistic
Taxable
USD
2025-08-19
849,591
32,286
817,305
1.18
67
19.5
5.1
8.5
IEF:33.3%;MUB:33.3%;MSFT:33.3%
US:69.1;EU:10.4;APAC:11.1;EM:8.1;Other:1.3
Value:-1.0;Growth:+0.4;Quality:+0.7;Size:+0.6;Momentum:+0.8;LowVol:-0.8
MaxPos5%;NoDerivatives
8
25
4.8
trailing 7%
214
33.6
Bull
15.4
4.32
2.3
103
39
79
61
false
Buy
Add to core equity +1%
9
-18
BrokerC
LMT
87
null
null
Normal monitoring
81
-51
152
3
false
Monitor dispersion and breadth
P1128
Systematic
IRA
USD
2025-08-21
1,392,527
129,503
1,263,024
1
61.8
24.8
3.4
10
MSFT:25.0%;HYG:25.0%;VOO:25.0%;AAPL:25.0%
US:78.1;EU:7.0;APAC:6.8;EM:5.4;Other:2.6
Value:-0.0;Growth:-0.1;Quality:+0.6;Size:+1.0;Momentum:-0.7;LowVol:-0.8
null
5
35
5.3
trailing 8%
223
21.8
Bull
17.9
4.61
2.3
110
62
86
57
false
Buy
Add to core equity +1%
-12
11
BrokerC
LMT
85
null
null
Normal monitoring
-30
-28
8
4
false
Monitor dispersion and breadth
P1129
Systematic
Taxable
USD
2025-10-19
1,841,695
134,064
1,707,631
1
57.8
26.8
7.2
8.2
MSFT:33.3%;TSLA:33.3%;VNQ:33.3%
US:60.8;EU:14.4;APAC:12.7;EM:10.8;Other:1.3
Value:+0.4;Growth:-0.5;Quality:+0.6;Size:-0.1;Momentum:-0.1;LowVol:-0.9
null
7
30
4.1
trailing 8%
150
19.3
Bull
15.4
4.46
2.3
73
60
82
44
false
NoAction
Within bands; monitor
22
-39
BrokerA
LMT
88
null
null
Normal monitoring
65
-45
35
4
false
Monitor dispersion and breadth
P1130
Cautious
IRA
USD
2025-08-01
352,496
32,035
320,461
1
45.6
32.8
7.8
13.8
BND:37.2%;AMZN:25.6%;MUB:37.2%
US:62.2;EU:11.4;APAC:13.4;EM:9.3;Other:3.7
Value:+0.8;Growth:+0.3;Quality:+0.9;Size:-0.3;Momentum:+0.4;LowVol:+0.8
MaxPos5%;NoDerivatives;NoMargin
5
35
5
trailing 8%
140
12.8
Volatile
22.1
3.61
4.3
134
-9
30
44
false
Sell
Trim extended winner -1%
16
-32
BrokerC
MKT
85
null
null
Normal monitoring
103
-52
127
3
false
Monitor dispersion and breadth
P1131
Cautious
Taxable
USD
2025-09-07
230,328
34,888
195,440
1
36.8
39
11.4
12.9
AMZN:20.9%;TSLA:20.0%;BND:21.8%;BRK.B:20.5%;AAPL:16.8%
US:71.3;EU:7.2;APAC:13.3;EM:5.6;Other:2.5
Value:-0.6;Growth:+0.8;Quality:-0.2;Size:-0.9;Momentum:+0.8;LowVol:+0.8
MaxPos8%;NoDerivatives;NoMargin
8
30
4
trailing 8%
125
17
Sideways
20.7
4.73
2.2
138
-12
50
47
true
Reduce
Cut high-beta by 2-3%, add cash
-9
1
BrokerD
LMT
91
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
73
-40
211
2
false
Tighten stops on momentum names
P1132
Systematic
Trust
USD
2025-02-05
1,412,920
92,043
1,320,877
1
61.9
29
0
9.1
IEF:33.3%;HYG:33.3%;VTI:33.3%
US:62.8;EU:14.4;APAC:11.7;EM:6.7;Other:4.3
Value:+0.9;Growth:+0.7;Quality:+0.7;Size:+0.2;Momentum:-0.3;LowVol:+0.1
null
6
30
5.6
trailing 8%
133
25.8
Sideways
20
3.56
3
139
37
80
53
false
Rebalance
Shift +1% to bonds from equity
9
-21
BrokerC
LMT
92
null
null
Normal monitoring
63
-14
121
3
false
Within IPS guidelines
P1133
Active
Trust
USD
2025-10-07
2,416,749
175,291
2,241,458
1
69.5
20
0.9
9.6
QQQ:18.7%;HYG:14.3%;XLF:26.8%;BND:26.8%;IEF:13.3%
US:55.4;EU:17.2;APAC:13.5;EM:10.0;Other:3.9
Value:+0.4;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:+0.9;LowVol:-0.7
null
10
30
5.6
hard 12%
154
22.7
Bull
17.4
4.35
2.7
97
42
69
48
false
Buy
Add to core equity +1%
29
-24
BrokerD
MKT
89
null
null
Normal monitoring
0
-17
-29
3
false
Tax-aware sells next window
P1134
Hands-off
Roth
USD
2025-07-02
415,814
41,473
374,341
1
68.7
20.5
4.9
5.9
QQQ:27.9%;MSFT:27.9%;AAPL:25.8%;HYG:18.4%
US:76.2;EU:9.9;APAC:6.7;EM:7.0;Other:0.2
Value:+0.2;Growth:-0.9;Quality:-0.1;Size:+0.6;Momentum:-0.0;LowVol:-0.0
ESGOnly;MaxPos8%
8
30
3.9
hard 10%
111
19.5
Sideways
19
3.86
3.1
105
-21
45
54
false
Buy
Add to core equity +1%
0
-21
BrokerD
MKT
91
null
null
Normal monitoring
-29
-13
6
4
false
Tax-aware sells next window
P1135
Hands-off
Trust
USD
2024-11-16
471,096
41,375
429,721
1
67.7
27.4
0
4.9
AAPL:15.6%;TSLA:18.5%;IEF:11.9%;TLT:19.7%;MSFT:18.4%;VNQ:15.9%
US:72.2;EU:7.0;APAC:7.9;EM:9.3;Other:3.6
Value:+0.7;Growth:-0.6;Quality:+0.7;Size:-0.2;Momentum:-0.2;LowVol:+0.4
ESGOnly
6
25
5.2
trailing 8%
96
18.4
Volatile
21.5
3.51
4
115
-43
24
61
false
Rebalance
Shift +1% to bonds from equity
33
2
BrokerC
LMT
92
null
null
Normal monitoring
80
-15
109
3
false
Increase defensive factor exposure
P1136
Hands-off
Trust
USD
2025-04-15
777,043
39,632
737,411
1
65.7
17.5
8
8.8
AAPL:19.0%;QQQ:15.7%;IEF:24.7%;TSLA:24.7%;MSFT:15.8%
US:68.0;EU:14.7;APAC:11.4;EM:5.0;Other:0.8
Value:-0.6;Growth:-0.8;Quality:-0.0;Size:-0.4;Momentum:+0.6;LowVol:+0.6
MaxPos5%
10
25
3.2
hard 10%
94
12.9
Bull
17.1
3.92
2.1
112
45
85
49
false
Rebalance
Shift +1% to bonds from equity
8
-6
BrokerB
MKT
96
null
null
Normal monitoring
106
-53
125
4
false
Tax-aware sells next window
P1137
Hands-off
IRA
USD
2024-10-16
658,680
30,757
627,923
1
66.7
26.6
0
6.7
MUB:26.2%;TLT:21.3%;VTI:26.2%;AAPL:26.2%
US:66.9;EU:16.8;APAC:7.6;EM:8.5;Other:0.2
Value:+0.8;Growth:-0.5;Quality:-0.7;Size:-0.6;Momentum:-0.8;LowVol:+0.3
MaxPos7%
5
25
5.8
trailing 8%
139
19.3
Bear
34.7
4.03
1.3
218
-38
45
86
true
Rebalance
Rebalance back to target bands
-9
-37
BrokerD
MKT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
41
-4
7
2
false
Tighten stops on momentum names
P1138
Systematic
Trust
USD
2024-07-22
1,750,136
165,177
1,584,959
1
57.8
26.1
6.4
9.8
BND:10.0%;GLD:12.5%;TSLA:20.8%;AAPL:19.9%;VTI:16.0%;MSFT:20.8%
US:66.2;EU:6.5;APAC:14.3;EM:10.9;Other:2.1
Value:-0.2;Growth:+0.9;Quality:+0.3;Size:+0.3;Momentum:-0.1;LowVol:+0.2
MaxPos6%;NoDerivatives
7
30
4.7
hard 12%
225
20
Bear
27.4
3.43
1.6
142
-19
31
79
true
Hedge
Buy index puts 1% notional
1
7
BrokerC
LMT
85
VAR>budget
Hedge
Risk above budget threshold
-16
-50
83
4
false
Tax-aware sells next window
P1139
Hands-off
IRA
USD
2025-04-04
318,699
19,576
299,123
1
71.3
16.5
5.1
7.1
BRK.B:33.4%;VNQ:33.1%;BND:33.4%
US:71.4;EU:11.6;APAC:9.6;EM:4.1;Other:3.3
Value:+0.3;Growth:+0.6;Quality:-0.9;Size:+0.3;Momentum:-0.0;LowVol:+0.4
ESGOnly
8
30
5.4
trailing 8%
112
16.4
Volatile
25
4.42
3.1
110
-18
47
66
true
Rebalance
Rebalance back to target bands
11
-36
BrokerD
VWAP
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
12
3
122
3
false
Monitor dispersion and breadth
P1140
Systematic
IRA
USD
2025-10-29
1,688,632
87,084
1,601,548
1
61.3
30.7
2.9
5.1
BRK.B:8.2%;MUB:20.4%;BND:23.8%;HYG:23.8%;VNQ:23.8%
US:67.9;EU:12.6;APAC:8.8;EM:8.9;Other:1.8
Value:+0.5;Growth:+0.7;Quality:+0.1;Size:+0.7;Momentum:0.0;LowVol:+0.3
MaxPos5%
6
30
4.3
hard 12%
154
26.5
Sideways
18.6
3.85
2.4
103
25
59
54
true
Hedge
Buy index puts 1% notional
11
7
BrokerA
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
22
-23
52
3
true
Within IPS guidelines
P1141
Hands-off
IRA
USD
2024-12-04
276,516
19,284
257,232
1
70.9
23.4
0
5.7
TSLA:20.2%;GLD:11.2%;QQQ:22.9%;AMZN:22.9%;XLF:22.8%
US:61.5;EU:15.1;APAC:12.8;EM:7.2;Other:3.4
Value:-0.4;Growth:+0.1;Quality:+0.1;Size:+0.9;Momentum:+0.8;LowVol:-0.0
ESGOnly;NoDerivatives
5
25
3.3
trailing 10%
125
18.8
Bull
14.2
3.73
2.2
87
81
80
51
false
Rebalance
Shift +1% to bonds from equity
34
10
BrokerB
LMT
93
null
null
Normal monitoring
-43
-58
19
5
false
Tighten stops on momentum names
P1142
Systematic
Trust
USD
2025-03-31
1,621,628
80,735
1,540,893
1
60.7
29.7
0
9.6
XLF:26.0%;AMZN:22.1%;MSFT:26.0%;HYG:26.0%
US:70.0;EU:15.2;APAC:10.9;EM:3.4;Other:0.5
Value:+0.2;Growth:-0.3;Quality:+0.5;Size:-0.9;Momentum:+0.8;LowVol:+0.2
MaxPos5%
8
25
4.5
trailing 9%
151
25.3
Sideways
16.1
3.91
2.9
122
12
65
47
false
Rebalance
Shift +1% to bonds from equity
12
-2
BrokerD
LMT
93
null
null
Normal monitoring
26
-7
-5
5
false
Increase defensive factor exposure
P1143
Opportunistic
IRA
USD
2025-02-07
1,300,420
50,049
1,250,371
1
65.1
13.9
15.8
5.3
MSFT:14.5%;AAPL:9.0%;TSLA:18.5%;BRK.B:19.5%;VTI:20.3%;HYG:18.1%
US:80.5;EU:8.2;APAC:6.6;EM:3.9;Other:0.8
Value:+0.5;Growth:+0.8;Quality:+0.7;Size:+0.8;Momentum:+0.8;LowVol:-1.0
null
7
35
6.5
trailing 7%
217
33.9
Volatile
28.1
4.61
4.2
130
-7
47
68
false
Rebalance
Shift +1% to bonds from equity
18
-6
BrokerA
LMT
93
null
null
Normal monitoring
-48
-38
-61
3
false
Monitor dispersion and breadth
P1144
Systematic
Trust
USD
2025-09-06
1,695,715
105,811
1,589,904
1
64.7
29
1
5.2
TSLA:29.6%;IEF:24.2%;VNQ:29.6%;TLT:16.5%
US:65.4;EU:13.2;APAC:11.6;EM:8.3;Other:1.5
Value:-0.5;Growth:+0.1;Quality:+0.7;Size:+0.7;Momentum:+0.5;LowVol:+0.7
NoDerivatives
6
35
4.3
trailing 9%
180
16.9
Sideways
14.5
4.94
2.7
123
44
77
41
false
Sell
Trim extended winner -1%
24
1
BrokerD
LMT
98
null
null
Normal monitoring
16
11
132
5
false
Increase defensive factor exposure
P1145
Active
Taxable
USD
2025-05-05
899,606
69,877
829,729
1.24
58.9
18.7
13.9
8.6
MUB:15.9%;MSFT:10.5%;XLF:10.6%;TSLA:19.6%;BND:21.7%;VOO:21.7%
US:60.9;EU:17.5;APAC:9.0;EM:8.5;Other:4.0
Value:-0.8;Growth:-0.1;Quality:-0.2;Size:+0.9;Momentum:+0.5;LowVol:-0.6
null
5
30
4
trailing 8%
124
18.8
Bear
30.9
3.04
1.6
202
-68
13
77
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-6
BrokerC
LMT
96
VAR>budget
Hedge
Risk above budget threshold
97
-20
184
2
true
Within IPS guidelines
P1146
Systematic
Trust
USD
2025-10-21
821,781
59,596
762,185
1
62.5
30.4
0
7.1
MSFT:14.7%;MUB:22.5%;QQQ:22.5%;BND:17.9%;VOO:22.5%
US:69.3;EU:12.3;APAC:7.9;EM:7.6;Other:2.8
Value:-0.6;Growth:+0.5;Quality:+0.2;Size:+0.5;Momentum:+0.9;LowVol:-0.1
MaxPos6%
6
35
5.9
hard 12%
139
25.2
Sideways
20.4
4.02
3.4
122
6
55
56
false
Sell
Trim extended winner -1%
25
-11
BrokerC
MKT
100
null
null
Normal monitoring
56
-12
52
3
false
Increase defensive factor exposure
P1147
Hands-off
Roth
USD
2024-10-28
787,566
35,039
752,527
1
65.2
26.2
0
8.6
GLD:28.5%;BRK.B:28.5%;VNQ:28.5%;BND:14.5%
US:59.8;EU:15.7;APAC:15.3;EM:5.0;Other:4.2
Value:-0.8;Growth:+0.2;Quality:0.0;Size:+0.7;Momentum:+0.9;LowVol:+0.9
ESGOnly
5
25
5
trailing 8%
103
12.3
Bull
17.3
3.84
2.9
119
8
60
48
true
Rebalance
Rebalance back to target bands
2
-2
BrokerD
MKT
91
VAR>budget
TightenStops
Risk above budget threshold
-58
-25
-55
5
false
Increase defensive factor exposure
P1148
Cautious
401k
USD
2024-12-25
332,849
51,068
281,781
1
35.3
35.4
17.1
12.1
VNQ:33.3%;QQQ:33.3%;VOO:33.3%
US:71.9;EU:6.6;APAC:6.6;EM:13.4;Other:1.6
Value:-0.2;Growth:+0.7;Quality:+0.9;Size:+0.6;Momentum:+0.7;LowVol:-0.5
MaxPos7%;NoMargin
10
35
4.8
trailing 8%
116
12.6
Volatile
30.6
4.34
2.3
146
-24
29
62
false
Sell
Trim extended winner -1%
2
9
BrokerD
LMT
95
null
null
Normal monitoring
8
-47
35
5
false
Tighten stops on momentum names
P1149
Active
Roth
USD
2025-05-02
1,766,795
129,818
1,636,977
1
62
22.5
10.2
5.3
VOO:24.6%;QQQ:10.1%;AAPL:24.6%;TLT:16.2%;MUB:24.6%
US:67.3;EU:15.8;APAC:8.2;EM:7.9;Other:0.6
Value:-1.0;Growth:-0.8;Quality:-0.7;Size:-0.9;Momentum:+0.6;LowVol:-0.6
NoDerivatives
6
30
5.3
trailing 8%
181
26.9
Bull
11.5
4.99
2.8
88
85
85
49
false
Buy
Add to core equity +1%
2
-19
BrokerB
LMT
90
null
null
Normal monitoring
53
1
71
4
false
Monitor dispersion and breadth
P1150
Opportunistic
Roth
USD
2024-12-29
483,357
40,248
443,109
1
75.9
11.4
8.4
4.3
IEF:33.3%;MSFT:33.3%;QQQ:33.3%
US:68.0;EU:14.1;APAC:7.9;EM:6.7;Other:3.3
Value:+0.5;Growth:+0.6;Quality:-0.5;Size:-0.4;Momentum:+0.7;LowVol:+0.2
NoDerivatives
8
35
4.8
trailing 7%
234
24.8
Bear
25.1
3.02
2.5
150
-80
5
75
true
Hedge
Buy index puts 1% notional
17
14
BrokerC
LMT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
-10
-57
32
2
false
Increase defensive factor exposure
P1151
Cautious
Taxable
USD
2024-08-29
782,137
121,565
660,572
1
47.7
38.3
0
14
BRK.B:17.2%;BND:10.9%;TLT:24.0%;VOO:24.0%;HYG:24.0%
US:59.4;EU:11.9;APAC:14.5;EM:10.8;Other:3.4
Value:+0.3;Growth:-0.3;Quality:+0.2;Size:-0.6;Momentum:+0.5;LowVol:+0.3
ESGOnly;NoMargin
5
35
4.7
hard 10%
105
14.4
Sideways
16.3
4.42
2.5
94
50
78
31
true
Hedge
Buy index puts 1% notional
-14
-15
BrokerB
MKT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
7
-23
-11
4
false
Increase defensive factor exposure
P1152
Hands-off
Taxable
USD
2025-07-16
867,834
66,412
801,422
1
60.3
21.2
11.5
7
IEF:15.5%;QQQ:16.0%;MSFT:14.6%;VNQ:27.0%;GLD:27.0%
US:62.9;EU:17.5;APAC:14.4;EM:4.8;Other:0.4
Value:-0.2;Growth:0.0;Quality:+0.7;Size:-0.4;Momentum:+0.2;LowVol:+0.9
ESGOnly
6
25
4.2
trailing 10%
163
16.2
Bear
34.2
3.06
2.8
146
3
39
74
true
Rebalance
Rebalance back to target bands
5
-34
BrokerD
LMT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
0
19
80
4
false
Tax-aware sells next window
P1153
Cautious
Taxable
USD
2025-11-10
529,427
61,028
468,399
1
51.1
31.8
0
17
HYG:17.6%;QQQ:19.7%;MSFT:20.7%;GLD:7.6%;BND:16.2%;MUB:18.3%
US:68.7;EU:15.5;APAC:6.5;EM:7.6;Other:1.7
Value:+0.5;Growth:-0.1;Quality:+0.2;Size:0.0;Momentum:+0.9;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
8
25
3.7
trailing 8%
110
13.5
Volatile
25.4
5.44
2.8
121
54
66
61
false
Buy
Add to core equity +1%
20
-34
BrokerA
VWAP
90
null
null
Normal monitoring
89
-23
124
5
false
Tighten stops on momentum names
P1154
Systematic
Trust
USD
2024-11-11
1,891,290
84,502
1,806,788
1
63.4
29.4
0
7.2
AAPL:33.3%;BRK.B:33.3%;AMZN:33.3%
US:69.8;EU:14.2;APAC:5.5;EM:5.5;Other:5.1
Value:+0.1;Growth:+0.9;Quality:+0.1;Size:-0.8;Momentum:-0.6;LowVol:-0.6
NoDerivatives
6
25
5.1
hard 12%
166
25.6
Bull
15.1
4.89
2.4
103
43
58
40
false
Rebalance
Shift +1% to bonds from equity
-2
-16
BrokerA
LMT
91
null
null
Normal monitoring
26
-22
58
4
false
Tighten stops on momentum names
P1155
Active
IRA
USD
2025-08-16
1,502,365
177,472
1,324,893
1
57.3
31.3
5.9
5.5
QQQ:22.6%;IEF:22.6%;TSLA:21.2%;MSFT:16.5%;VNQ:17.3%
US:71.2;EU:10.4;APAC:11.5;EM:6.6;Other:0.2
Value:-0.9;Growth:+0.4;Quality:+0.3;Size:-0.0;Momentum:-0.4;LowVol:-0.9
NoDerivatives
10
35
5.9
trailing 8%
125
23.3
Sideways
21
3.69
3.5
112
56
88
58
false
Rebalance
Shift +1% to bonds from equity
12
-7
BrokerD
MKT
96
null
null
Normal monitoring
-1
1
57
4
false
Tighten stops on momentum names
P1156
Systematic
IRA
USD
2024-10-29
665,291
38,136
627,155
1
64.1
21.6
5.3
9
BND:23.6%;AMZN:23.6%;GLD:23.6%;TLT:10.6%;TSLA:8.6%;VTI:9.9%
US:75.2;EU:6.4;APAC:9.5;EM:6.8;Other:2.1
Value:+0.2;Growth:-0.2;Quality:-0.1;Size:+0.3;Momentum:+0.4;LowVol:-0.6
null
6
30
5.6
hard 12%
120
27.6
Volatile
23.1
4.73
3.5
172
36
55
69
false
Buy
Add to core equity +1%
-4
-33
BrokerA
MKT
88
null
null
Normal monitoring
90
-8
141
5
false
Within IPS guidelines
P1157
Hands-off
IRA
USD
2025-01-23
625,208
55,558
569,650
1
59.7
27.8
5.8
6.7
BRK.B:11.9%;HYG:27.0%;TSLA:27.0%;VOO:17.6%;VNQ:16.5%
US:63.6;EU:11.0;APAC:11.7;EM:13.6;Other:0.1
Value:0.0;Growth:+0.9;Quality:-0.8;Size:-0.6;Momentum:0.0;LowVol:-0.7
null
10
30
5
hard 10%
126
16.6
Sideways
22
4.94
3.3
99
34
70
52
false
Rebalance
Shift +1% to bonds from equity
-9
-17
BrokerB
LMT
97
null
null
Normal monitoring
38
17
59
5
false
Increase defensive factor exposure
P1158
Systematic
401k
USD
2024-08-23
854,309
42,238
812,071
1
56.9
23.2
10.5
9.4
TLT:21.7%;MSFT:18.1%;VTI:18.2%;BND:20.7%;GLD:21.3%
US:63.0;EU:14.7;APAC:8.4;EM:10.5;Other:3.5
Value:0.0;Growth:-0.4;Quality:-0.0;Size:-0.5;Momentum:+0.1;LowVol:-0.4
MaxPos5%
6
30
4.4
trailing 9%
138
20.1
Sideways
17.5
3.8
2.4
104
12
53
49
false
Buy
Add to core equity +1%
23
-28
BrokerD
LMT
88
null
null
Normal monitoring
1
-2
111
5
false
Monitor dispersion and breadth
P1159
Hands-off
Roth
USD
2025-03-14
175,235
7,582
167,653
1
68.8
19.9
1.8
9.5
HYG:23.0%;MSFT:18.2%;IEF:23.0%;TLT:22.0%;BRK.B:13.8%
US:67.0;EU:15.6;APAC:5.8;EM:10.6;Other:1.0
Value:+0.8;Growth:+0.5;Quality:-0.5;Size:+0.5;Momentum:0.0;LowVol:+0.1
null
10
30
3.2
trailing 8%
112
17.1
Bull
15
4.14
2.8
105
39
79
59
false
Rebalance
Shift +1% to bonds from equity
-14
13
BrokerA
VWAP
96
null
null
Normal monitoring
1
-52
117
5
false
Monitor dispersion and breadth
P1160
Cautious
Roth
USD
2025-04-28
773,233
89,522
683,711
1
49.6
35
0.9
14.5
TLT:33.3%;VOO:33.3%;VNQ:33.3%
US:63.0;EU:12.0;APAC:12.3;EM:9.2;Other:3.5
Value:0.0;Growth:-1.0;Quality:-0.6;Size:+0.5;Momentum:+0.4;LowVol:-0.8
MaxPos5%;NoMargin
8
35
5.7
hard 10%
131
14.1
Volatile
22.6
3.61
4.3
144
-49
26
45
false
Rebalance
Shift +1% to bonds from equity
24
-34
BrokerC
MKT
87
null
null
Normal monitoring
83
-35
177
4
false
Increase defensive factor exposure
P1161
Active
IRA
USD
2024-10-11
2,210,842
188,864
2,021,978
1
53.9
27.4
9.7
9
MSFT:33.3%;TLT:33.3%;MUB:33.3%
US:61.6;EU:14.3;APAC:6.4;EM:12.6;Other:5.2
Value:+0.3;Growth:-0.6;Quality:+0.9;Size:-0.5;Momentum:+0.8;LowVol:-0.1
NoDerivatives
5
25
4.3
trailing 8%
225
20.6
Bull
17.4
4.56
3.2
107
40
64
47
false
Buy
Add to core equity +1%
23
-12
BrokerB
MKT
88
null
null
Normal monitoring
15
-35
-6
3
false
Tighten stops on momentum names
P1162
Hands-off
IRA
USD
2025-11-12
281,526
19,177
262,349
1
71.8
21.4
0
6.8
AMZN:28.9%;VOO:13.3%;BND:28.9%;HYG:28.9%
US:60.4;EU:16.4;APAC:13.8;EM:7.2;Other:2.3
Value:+0.5;Growth:-0.7;Quality:-0.9;Size:-0.2;Momentum:+0.6;LowVol:-0.5
NoDerivatives
10
35
4.4
trailing 8%
113
12.3
Bull
16
3.66
2
106
11
51
56
false
Rebalance
Shift +1% to bonds from equity
-15
-28
BrokerA
VWAP
98
null
null
Normal monitoring
-45
-51
-43
5
false
Tax-aware sells next window
P1163
Opportunistic
IRA
USD
2024-12-27
755,949
26,591
729,358
1.2
74.5
10.4
10
5.1
QQQ:21.6%;AMZN:27.1%;TLT:27.1%;VOO:24.2%
US:70.9;EU:11.2;APAC:12.1;EM:4.6;Other:1.2
Value:+0.4;Growth:0.0;Quality:-0.3;Size:-0.4;Momentum:+0.7;LowVol:-0.6
NoDerivatives
6
25
5.6
hard 12%
176
21.6
Bear
28.5
4.23
1.6
168
19
74
76
true
Reduce
Cut high-beta by 2-3%, add cash
0
-29
BrokerA
LMT
96
VAR>budget
Hedge
Risk above budget threshold
22
13
110
3
false
Monitor dispersion and breadth
P1164
Opportunistic
Roth
USD
2024-10-16
922,065
30,083
891,982
1
74.2
15.6
5.9
4.2
XLF:12.3%;TLT:21.9%;AMZN:21.9%;VNQ:21.9%;IEF:21.9%
US:66.2;EU:13.7;APAC:11.7;EM:6.6;Other:1.8
Value:+0.6;Growth:+1.0;Quality:-0.0;Size:-0.2;Momentum:+0.5;LowVol:-0.2
null
8
30
4.5
hard 12%
177
31.8
Bull
12.8
4.09
3
106
2
40
45
false
Buy
Add to core equity +1%
34
-13
BrokerA
LMT
85
null
null
Normal monitoring
59
-32
150
5
false
Tighten stops on momentum names
P1165
Cautious
Trust
USD
2025-07-20
353,382
44,071
309,311
1
38.1
41.5
7.3
13.2
AMZN:33.3%;HYG:33.3%;QQQ:33.3%
US:63.1;EU:17.3;APAC:8.1;EM:10.4;Other:1.1
Value:-0.5;Growth:+0.3;Quality:-0.7;Size:+0.5;Momentum:-1.0;LowVol:-0.9
NoDerivatives;NoMargin
7
25
4.4
trailing 10%
130
12.5
Bear
23.1
3.37
2.3
142
-77
6
47
true
Rebalance
Rebalance back to target bands
26
-1
BrokerC
VWAP
89
VAR>budget
Hedge
Risk above budget threshold
54
-20
177
2
false
Tax-aware sells next window
P1166
Active
IRA
USD
2024-12-11
1,413,484
132,431
1,281,053
1
59.2
26.7
4.8
9.3
GLD:20.4%;MSFT:17.9%;AMZN:13.8%;BRK.B:17.7%;QQQ:9.8%;BND:20.4%
US:72.8;EU:10.3;APAC:6.3;EM:7.5;Other:3.0
Value:+0.6;Growth:+0.5;Quality:-0.8;Size:-0.7;Momentum:+0.6;LowVol:+0.6
null
5
25
5.8
hard 12%
130
20.5
Sideways
16
3.74
2.6
129
33
53
53
false
Hedge
Add TLT +1% as duration hedge
6
15
BrokerB
LMT
98
null
null
Normal monitoring
-1
-28
94
3
false
Within IPS guidelines
P1167
Cautious
Trust
USD
2024-10-27
651,028
71,973
579,055
1
40
35.3
11.9
12.8
MUB:33.3%;VNQ:33.3%;AMZN:33.3%
US:65.8;EU:16.6;APAC:7.3;EM:6.7;Other:3.6
Value:+0.2;Growth:+0.6;Quality:-0.1;Size:-0.5;Momentum:+0.4;LowVol:-0.1
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
7
25
3.3
trailing 8%
106
12
Bear
28.8
4.01
1.5
194
32
58
56
false
Buy
Add to core equity +1%
15
-4
BrokerA
LMT
90
null
null
Normal monitoring
-2
15
-21
5
false
Monitor dispersion and breadth
P1168
Hands-off
401k
USD
2024-11-07
258,106
21,551
236,555
1
67.3
18.7
4.9
9.1
AAPL:27.5%;TLT:27.5%;BRK.B:17.6%;VTI:27.5%
US:69.6;EU:14.8;APAC:6.1;EM:8.9;Other:0.5
Value:-0.9;Growth:-0.2;Quality:+0.8;Size:+0.9;Momentum:-0.1;LowVol:+0.9
NoDerivatives
8
35
4.3
hard 10%
109
18.8
Bull
14.2
4.7
2.7
102
70
92
42
false
Sell
Trim extended winner -1%
31
-19
BrokerD
MKT
93
null
null
Normal monitoring
47
-47
9
4
false
Increase defensive factor exposure
P1169
Opportunistic
IRA
USD
2025-06-06
588,556
28,824
559,732
1
60.3
19.2
14.5
6
AAPL:33.3%;MUB:33.3%;VOO:33.3%
US:70.3;EU:11.4;APAC:6.4;EM:10.5;Other:1.5
Value:+0.4;Growth:-1.0;Quality:-0.7;Size:-0.9;Momentum:+0.2;LowVol:+0.1
null
10
25
4.1
trailing 7%
163
20.8
Volatile
20.3
4.74
2.5
156
77
88
59
false
Hedge
Add TLT +1% as duration hedge
-5
-32
BrokerB
MKT
93
null
null
Normal monitoring
57
-15
94
3
false
Within IPS guidelines
P1170
Active
IRA
USD
2025-06-21
1,960,457
136,466
1,823,991
1
64.4
27.9
0
7.7
BND:14.2%;AMZN:10.2%;BRK.B:21.9%;GLD:21.9%;VOO:15.8%;XLF:15.9%
US:58.9;EU:18.9;APAC:10.0;EM:7.4;Other:4.8
Value:+0.3;Growth:-0.8;Quality:-0.9;Size:+0.9;Momentum:-1.0;LowVol:-0.7
MaxPos8%;NoDerivatives
7
35
4.6
hard 12%
122
17.3
Bear
33.4
3.65
1.9
172
22
49
94
true
Reduce
Cut high-beta by 2-3%, add cash
-7
-39
BrokerD
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
97
-52
94
4
false
Monitor dispersion and breadth
P1171
Cautious
IRA
USD
2025-03-13
638,510
69,932
568,578
1
51.4
32.2
1.5
14.9
AMZN:12.5%;HYG:19.3%;BND:23.3%;MSFT:23.3%;GLD:8.8%;XLF:13.0%
US:59.2;EU:18.1;APAC:8.6;EM:10.3;Other:3.8
Value:+0.4;Growth:-0.4;Quality:+0.8;Size:-0.4;Momentum:+0.5;LowVol:-0.4
ESGOnly;NoMargin
8
25
5.8
trailing 8%
138
18.2
Bull
12.5
3.63
3
120
79
90
40
false
Hedge
Add TLT +1% as duration hedge
27
-7
BrokerB
LMT
94
null
null
Normal monitoring
59
-41
53
5
false
Within IPS guidelines
P1172
Opportunistic
Trust
USD
2024-09-22
1,002,566
56,752
945,814
1
69.7
16.4
7.4
6.5
TLT:19.6%;IEF:11.3%;MSFT:8.6%;XLF:17.2%;BND:21.6%;VNQ:21.6%
US:70.8;EU:9.2;APAC:10.1;EM:8.3;Other:1.7
Value:-0.1;Growth:-0.8;Quality:+0.6;Size:+0.2;Momentum:-0.3;LowVol:-0.8
MaxPos8%;NoDerivatives
5
35
5.3
trailing 7%
191
29.7
Bull
16.9
3.54
2.4
72
31
79
49
false
Rebalance
Shift +1% to bonds from equity
31
-5
BrokerA
MKT
88
null
null
Normal monitoring
24
17
130
5
false
Within IPS guidelines
P1173
Active
Taxable
USD
2024-11-26
1,154,069
107,070
1,046,999
1
62.5
28.5
0
9
TSLA:21.4%;IEF:21.4%;MSFT:13.6%;MUB:7.7%;XLF:18.5%;TLT:17.4%
US:66.3;EU:11.1;APAC:11.0;EM:8.6;Other:2.9
Value:-0.8;Growth:-0.9;Quality:+0.5;Size:-0.9;Momentum:-0.2;LowVol:+0.7
null
6
25
4.2
hard 12%
175
27.2
Sideways
20.7
3.9
3.2
131
0
37
49
true
Hedge
Buy index puts 1% notional
-7
-10
BrokerD
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-33
15
70
3
false
Tax-aware sells next window
P1174
Opportunistic
Roth
USD
2024-10-20
917,053
65,925
851,128
1
64.9
13.7
13.8
7.6
TSLA:15.8%;TLT:20.3%;QQQ:18.7%;BRK.B:16.8%;BND:12.9%;VNQ:15.5%
US:62.6;EU:17.8;APAC:9.8;EM:5.3;Other:4.6
Value:-0.5;Growth:+0.3;Quality:+0.6;Size:-0.2;Momentum:-0.1;LowVol:+0.1
MaxPos8%
5
35
6.2
trailing 9%
225
28.7
Bull
16.4
4.71
3.1
116
7
57
55
false
Rebalance
Shift +1% to bonds from equity
-11
13
BrokerB
MKT
86
null
null
Normal monitoring
43
-23
149
4
false
Tighten stops on momentum names
P1175
Opportunistic
Taxable
USD
2025-12-14
956,510
30,051
926,459
1
75.5
13.2
4.1
7.1
XLF:21.3%;BRK.B:17.2%;TLT:18.0%;GLD:20.8%;VTI:10.1%;AMZN:12.7%
US:65.0;EU:8.3;APAC:12.3;EM:8.6;Other:5.7
Value:0.0;Growth:-0.5;Quality:-0.6;Size:-0.0;Momentum:+0.2;LowVol:-1.0
MaxPos7%
10
25
6.4
trailing 7%
226
31.8
Bull
14
4.14
2.7
119
105
93
55
false
Rebalance
Shift +1% to bonds from equity
-8
-13
BrokerD
LMT
90
null
null
Normal monitoring
17
-18
26
5
false
Monitor dispersion and breadth
P1176
Hands-off
401k
USD
2025-05-30
834,955
73,895
761,060
1
67.7
25.4
0
6.9
IEF:25.4%;BRK.B:25.4%;GLD:25.4%;HYG:23.8%
US:59.8;EU:17.3;APAC:15.3;EM:5.4;Other:2.2
Value:-0.4;Growth:+0.6;Quality:-0.1;Size:-0.7;Momentum:+0.3;LowVol:-1.0
ESGOnly;MaxPos5%
8
35
5.5
hard 10%
101
12.8
Bull
16.9
4.21
2.3
93
69
90
63
false
Buy
Add to core equity +1%
-6
8
BrokerC
MKT
89
null
null
Normal monitoring
49
-8
103
5
false
Tighten stops on momentum names
P1177
Systematic
Taxable
USD
2025-02-05
1,427,220
116,516
1,310,704
1
55.8
34
1.7
8.5
BND:33.3%;IEF:33.3%;VOO:33.3%
US:66.1;EU:7.6;APAC:8.9;EM:11.8;Other:5.6
Value:-0.9;Growth:-0.1;Quality:-0.1;Size:+0.2;Momentum:+0.7;LowVol:+0.5
null
6
25
4.9
trailing 8%
137
18
Bear
30.7
4.27
2
184
-54
27
77
true
Hedge
Buy index puts 1% notional
-12
-4
BrokerA
LMT
95
VAR>budget
TightenStops
Risk above budget threshold
117
-38
122
2
true
Monitor dispersion and breadth
P1178
Active
401k
USD
2025-01-03
1,217,770
121,252
1,096,518
1
66.1
27
0.5
6.4
VNQ:16.1%;AMZN:20.7%;XLF:13.2%;VTI:10.1%;VOO:19.2%;BND:20.7%
US:73.5;EU:6.6;APAC:11.4;EM:7.4;Other:1.1
Value:-0.0;Growth:+0.1;Quality:-0.9;Size:+0.9;Momentum:+0.9;LowVol:+0.2
MaxPos7%
6
25
4.2
hard 12%
185
19
Bear
26.6
3.99
2.5
146
-75
13
63
false
Buy
Add to core equity +1%
31
10
BrokerC
VWAP
87
null
null
Normal monitoring
50
16
61
4
false
Increase defensive factor exposure
P1179
Systematic
401k
USD
2025-06-01
1,399,088
99,146
1,299,942
1
63.8
24.3
6.8
5.1
GLD:21.1%;HYG:19.7%;VTI:21.1%;AAPL:11.9%;BND:17.2%;MUB:9.1%
US:66.6;EU:14.4;APAC:9.1;EM:6.8;Other:3.1
Value:-0.6;Growth:-0.8;Quality:+0.1;Size:-0.9;Momentum:+0.9;LowVol:0.0
NoDerivatives
7
25
5.8
trailing 8%
150
26.6
Sideways
21.2
4.13
3.2
140
49
67
55
false
Hedge
Add TLT +1% as duration hedge
-15
-14
BrokerB
LMT
93
null
null
Normal monitoring
92
-18
153
4
false
Within IPS guidelines
P1180
Active
Trust
USD
2025-03-13
2,392,958
280,509
2,112,449
1
58.5
21.2
11.8
8.5
BRK.B:22.4%;AMZN:22.4%;TSLA:10.7%;MUB:12.0%;VNQ:12.5%;GLD:20.1%
US:79.2;EU:5.8;APAC:5.9;EM:5.3;Other:3.7
Value:-0.2;Growth:+0.7;Quality:-0.2;Size:-0.1;Momentum:+0.4;LowVol:-0.9
null
5
35
5.9
trailing 8%
186
27.5
Bull
14.3
4.51
2.6
71
76
88
44
false
Sell
Trim extended winner -1%
-4
-18
BrokerA
LMT
85
null
null
Normal monitoring
-58
0
24
4
false
Monitor dispersion and breadth
P1181
Active
Roth
USD
2024-12-16
1,222,441
101,319
1,121,122
1
61.9
26.2
4.8
7.1
BRK.B:21.5%;TLT:15.9%;QQQ:10.0%;HYG:13.0%;VOO:18.1%;TSLA:21.5%
US:64.5;EU:12.8;APAC:14.3;EM:6.2;Other:2.1
Value:+0.1;Growth:+0.5;Quality:-0.2;Size:-0.3;Momentum:+0.8;LowVol:-0.4
MaxPos6%;NoDerivatives
8
30
5.6
trailing 9%
152
27.3
Bull
11.9
4.1
2.9
99
89
91
35
false
Sell
Trim extended winner -1%
26
-27
BrokerD
LMT
87
null
null
Normal monitoring
96
-37
233
3
false
Within IPS guidelines
P1182
Opportunistic
401k
USD
2024-11-29
1,199,188
104,978
1,094,210
1
65.9
18.5
8.6
7
XLF:12.4%;HYG:12.5%;QQQ:22.3%;BND:22.3%;IEF:8.2%;GLD:22.3%
US:59.2;EU:18.7;APAC:11.1;EM:8.1;Other:2.9
Value:-0.1;Growth:-0.8;Quality:+0.3;Size:+0.9;Momentum:+0.5;LowVol:+0.2
null
10
25
6.8
trailing 9%
168
27.1
Bull
15.3
3.67
3.5
76
85
96
42
false
Sell
Trim extended winner -1%
-8
-5
BrokerD
VWAP
89
null
null
Normal monitoring
117
-13
164
3
false
Increase defensive factor exposure
P1183
Systematic
Trust
USD
2024-12-07
756,957
61,650
695,307
1
56.7
25.9
12.2
5.2
AAPL:33.3%;XLF:33.3%;MUB:33.3%
US:69.6;EU:9.4;APAC:9.2;EM:10.3;Other:1.5
Value:-0.6;Growth:+0.3;Quality:+0.5;Size:+0.6;Momentum:-0.4;LowVol:+0.9
MaxPos5%
7
35
4.3
trailing 8%
182
21
Volatile
25.4
5.01
3.7
125
-51
15
64
false
Rebalance
Shift +1% to bonds from equity
19
-1
BrokerD
MKT
96
null
null
Normal monitoring
84
17
114
3
false
Increase defensive factor exposure
P1184
Cautious
IRA
USD
2024-10-26
233,316
27,046
206,270
1
46.8
42.6
0
10.6
MUB:33.3%;GLD:33.3%;BRK.B:33.3%
US:58.4;EU:9.0;APAC:16.7;EM:13.0;Other:2.9
Value:+0.8;Growth:-0.5;Quality:-0.6;Size:-0.6;Momentum:-0.1;LowVol:-0.4
ESGOnly;MaxPos6%;NoMargin
8
35
3.5
trailing 8%
134
17.8
Sideways
20.9
4.61
2.4
137
-7
59
59
false
Rebalance
Shift +1% to bonds from equity
29
-7
BrokerA
MKT
85
null
null
Normal monitoring
86
-32
146
5
false
Increase defensive factor exposure
P1185
Hands-off
Taxable
USD
2024-07-15
150,588
14,442
136,146
1
62.3
27.8
0.9
9
QQQ:23.7%;GLD:38.2%;BRK.B:38.2%
US:67.5;EU:12.3;APAC:9.1;EM:7.1;Other:4.0
Value:+0.5;Growth:-0.2;Quality:+0.5;Size:-0.5;Momentum:+0.4;LowVol:-0.2
null
10
25
5.2
hard 10%
101
16.9
Bull
16.6
4.56
3
102
6
52
40
false
Rebalance
Shift +1% to bonds from equity
-15
-23
BrokerB
VWAP
85
null
null
Normal monitoring
52
-14
90
5
false
Monitor dispersion and breadth
P1186
Hands-off
401k
USD
2025-09-20
523,915
38,494
485,421
1
56.6
24.2
11.5
7.7
MSFT:27.2%;HYG:27.2%;VTI:18.4%;TLT:27.2%
US:74.4;EU:7.8;APAC:8.3;EM:5.1;Other:4.4
Value:-0.1;Growth:+0.7;Quality:+0.3;Size:+0.2;Momentum:-0.6;LowVol:-0.1
ESGOnly
6
25
4.1
trailing 8%
135
15
Bull
12
3.54
2.8
102
57
67
29
false
Buy
Add to core equity +1%
25
14
BrokerA
MKT
97
null
null
Normal monitoring
88
4
73
5
false
Tax-aware sells next window
P1187
Systematic
IRA
USD
2025-06-21
1,351,987
101,536
1,250,451
1
59.4
30.7
2.6
7.3
QQQ:24.8%;BND:15.6%;AMZN:11.6%;MUB:23.1%;BRK.B:24.8%
US:59.8;EU:19.3;APAC:9.8;EM:9.1;Other:2.0
Value:-0.9;Growth:+0.6;Quality:-0.5;Size:-0.5;Momentum:-0.5;LowVol:+0.3
MaxPos8%;NoDerivatives
7
25
4.6
trailing 8%
221
22.7
Bull
13.5
4.12
2.3
79
39
74
51
false
Rebalance
Shift +1% to bonds from equity
-7
-39
BrokerC
MKT
94
null
null
Normal monitoring
32
-28
164
5
false
Increase defensive factor exposure
P1188
Hands-off
IRA
USD
2024-08-29
237,900
21,829
216,071
1
61.6
25.2
4.1
9.2
BND:26.7%;AAPL:26.8%;IEF:26.8%;TLT:19.8%
US:64.8;EU:13.7;APAC:10.6;EM:9.7;Other:1.2
Value:-0.6;Growth:-0.2;Quality:+0.8;Size:-0.6;Momentum:-0.8;LowVol:+0.9
ESGOnly
10
30
5.8
hard 10%
157
17.6
Volatile
22.5
4.56
3.5
178
68
84
68
false
Buy
Add to core equity +1%
28
-6
BrokerB
MKT
98
null
null
Normal monitoring
-41
-34
70
5
false
Tighten stops on momentum names
P1189
Active
IRA
USD
2024-11-19
810,205
75,064
735,141
1
51.1
30.3
11.2
7.4
IEF:12.3%;AAPL:24.4%;QQQ:24.4%;TSLA:24.4%;VOO:14.6%
US:64.8;EU:7.7;APAC:14.6;EM:7.8;Other:5.1
Value:+0.4;Growth:+0.9;Quality:-0.3;Size:-0.3;Momentum:-0.1;LowVol:+0.2
null
5
30
5.6
trailing 9%
189
23.2
Volatile
23.6
4.7
4.5
149
56
78
59
false
Sell
Trim extended winner -1%
0
9
BrokerB
LMT
91
null
null
Normal monitoring
98
-49
175
4
false
Monitor dispersion and breadth
P1190
Opportunistic
IRA
USD
2025-09-20
531,617
35,146
496,471
1
73
19.2
0
7.7
BND:22.8%;VTI:22.1%;BRK.B:21.6%;GLD:22.8%;AAPL:10.7%
US:72.2;EU:9.2;APAC:10.8;EM:5.0;Other:2.8
Value:-0.7;Growth:+0.9;Quality:+0.8;Size:-0.7;Momentum:+0.4;LowVol:+0.2
null
10
30
6.6
hard 12%
161
20.7
Volatile
29.3
3.51
3.9
170
43
73
75
true
Hedge
Buy index puts 1% notional
-15
13
BrokerC
LMT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
101
-38
144
3
false
Tighten stops on momentum names
P1191
Cautious
Taxable
USD
2025-07-02
549,288
81,163
468,125
1
43.3
40.2
0
16.6
VTI:25.5%;GLD:25.5%;QQQ:11.1%;HYG:25.5%;XLF:12.3%
US:69.1;EU:8.5;APAC:12.6;EM:6.7;Other:3.1
Value:-0.1;Growth:-0.7;Quality:-0.2;Size:-0.6;Momentum:+0.6;LowVol:-0.7
MaxPos7%;NoMargin
5
25
5.9
trailing 8%
90
12.2
Bull
14.3
4.87
2.6
120
106
100
33
true
Hedge
Buy index puts 1% notional
9
14
BrokerC
MKT
85
VAR>budget
Hedge
Risk above budget threshold
105
-50
171
2
false
Tighten stops on momentum names
P1192
Hands-off
Roth
USD
2025-10-16
740,108
70,049
670,059
1
67.2
20.7
5.5
6.6
VTI:29.3%;MSFT:26.5%;AAPL:15.0%;BND:29.3%
US:70.2;EU:11.7;APAC:11.8;EM:5.2;Other:1.1
Value:+0.5;Growth:-0.4;Quality:-1.0;Size:+0.3;Momentum:-0.9;LowVol:-0.4
null
6
35
5.6
hard 10%
157
14.1
Volatile
26.5
5.01
3.9
171
12
44
63
false
Hedge
Add TLT +1% as duration hedge
30
-18
BrokerA
VWAP
87
null
null
Normal monitoring
-26
-40
-24
3
false
Tax-aware sells next window
P1193
Hands-off
401k
USD
2025-08-18
873,823
79,390
794,433
1
63.9
20.6
9.3
6.2
XLF:9.6%;MSFT:22.6%;HYG:22.6%;AAPL:22.5%;VNQ:22.6%
US:56.5;EU:17.3;APAC:11.1;EM:10.8;Other:4.4
Value:-0.7;Growth:+0.5;Quality:-0.1;Size:+1.0;Momentum:+0.6;LowVol:-0.8
MaxPos7%
7
35
3
trailing 8%
134
18.8
Bear
25.5
3.09
2.1
182
-52
14
65
false
Rebalance
Shift +1% to bonds from equity
-13
-30
BrokerA
MKT
89
null
null
Normal monitoring
94
11
186
4
false
Increase defensive factor exposure
P1194
Systematic
Roth
USD
2025-11-09
1,754,368
139,726
1,614,642
1
64.1
31.1
0
4.8
VNQ:23.1%;MUB:22.3%;TSLA:23.1%;AAPL:8.3%;IEF:23.1%
US:59.8;EU:17.4;APAC:17.1;EM:5.2;Other:0.6
Value:-0.8;Growth:+0.5;Quality:+0.2;Size:-0.4;Momentum:+0.5;LowVol:-0.6
null
6
30
5.6
trailing 9%
128
19.2
Sideways
18.1
4.07
3.4
112
-9
36
47
false
Sell
Trim extended winner -1%
-8
-22
BrokerB
LMT
88
null
null
Normal monitoring
-8
-10
21
4
false
Monitor dispersion and breadth
P1195
Hands-off
Trust
USD
2024-10-30
153,537
9,071
144,466
1
69.5
18.8
2
9.8
VOO:12.5%;XLF:19.9%;TSLA:17.8%;MSFT:18.5%;IEF:14.7%;AAPL:16.5%
US:65.8;EU:14.6;APAC:6.4;EM:10.1;Other:3.0
Value:+0.9;Growth:-0.8;Quality:+0.5;Size:+0.2;Momentum:+0.2;LowVol:+0.9
MaxPos8%
5
30
3.9
hard 10%
153
17.7
Bull
14.4
3.6
2.8
82
18
72
55
false
Buy
Add to core equity +1%
-14
7
BrokerD
LMT
86
null
null
Normal monitoring
-42
-55
91
3
false
Within IPS guidelines
P1196
Systematic
Taxable
USD
2025-04-05
1,371,806
115,444
1,256,362
1
66.3
20.3
5.1
8.2
XLF:35.2%;BRK.B:29.5%;MSFT:35.2%
US:70.9;EU:10.5;APAC:8.9;EM:7.1;Other:2.6
Value:-0.2;Growth:+0.2;Quality:-0.4;Size:+0.4;Momentum:+0.1;LowVol:-0.1
null
6
25
5.8
trailing 9%
228
22.1
Volatile
28.9
5.3
4.4
148
48
73
68
false
Sell
Trim extended winner -1%
0
-8
BrokerB
MKT
91
null
null
Normal monitoring
102
-13
174
5
false
Within IPS guidelines
P1197
Cautious
Taxable
USD
2025-11-23
480,517
43,444
437,073
1
37.9
33.5
15.5
13.1
BRK.B:33.3%;IEF:33.3%;AAPL:33.3%
US:61.7;EU:16.5;APAC:13.6;EM:4.7;Other:3.4
Value:-0.6;Growth:+0.5;Quality:+0.4;Size:-0.1;Momentum:+0.5;LowVol:+0.1
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
8
30
3.7
trailing 8%
98
19.8
Sideways
16.2
4.06
2.7
117
-25
51
28
false
Sell
Trim extended winner -1%
-12
-10
BrokerD
MKT
85
null
null
Normal monitoring
15
-48
-3
3
false
Tighten stops on momentum names
P1198
Hands-off
Taxable
USD
2025-03-01
738,876
56,695
682,181
1
63.9
22.8
6.6
6.7
TLT:27.4%;VNQ:27.4%;BRK.B:17.8%;QQQ:27.4%
US:66.0;EU:18.4;APAC:7.6;EM:6.2;Other:1.8
Value:-0.2;Growth:-0.1;Quality:-0.3;Size:-0.0;Momentum:+0.7;LowVol:-0.3
ESGOnly;MaxPos6%;NoDerivatives
10
35
4.6
trailing 8%
123
13.7
Bear
23.8
3.11
1
211
39
59
69
false
Rebalance
Shift +1% to bonds from equity
-5
-3
BrokerD
LMT
88
null
null
Normal monitoring
-54
10
1
5
false
Tighten stops on momentum names
P1199
Hands-off
Trust
USD
2025-01-31
462,123
28,473
433,650
1
73
18.6
0
8.5
VTI:33.3%;BRK.B:33.3%;GLD:33.3%
US:65.4;EU:10.9;APAC:14.8;EM:7.0;Other:1.9
Value:+0.7;Growth:+0.4;Quality:+0.2;Size:+0.6;Momentum:-0.1;LowVol:-0.4
ESGOnly;MaxPos8%;NoDerivatives
10
30
3.7
trailing 8%
148
13.2
Bull
15.2
3.66
3
111
84
79
60
false
Rebalance
Shift +1% to bonds from equity
4
5
BrokerA
MKT
94
null
null
Normal monitoring
63
-53
95
3
false
Increase defensive factor exposure
P1200
Active
Trust
USD
2025-03-16
1,797,197
173,091
1,624,106
1
64
27.1
0
8.9
VNQ:28.0%;IEF:28.0%;VOO:28.0%;AAPL:16.0%
US:73.0;EU:5.9;APAC:12.8;EM:7.7;Other:0.6
Value:+0.2;Growth:-0.2;Quality:-0.6;Size:+0.9;Momentum:-0.5;LowVol:+0.9
NoDerivatives
6
30
5.8
trailing 9%
201
18.4
Volatile
30.4
4.76
3.4
143
39
57
77
true
Hedge
Buy index puts 1% notional
2
-5
BrokerD
MKT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
110
11
205
3
false
Increase defensive factor exposure