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
P1301
Cautious
Taxable
USD
2025-03-30
174,925
21,623
153,302
1
47.1
41.6
0
11.2
VNQ:33.3%;HYG:33.3%;MSFT:33.3%
US:56.7;EU:18.9;APAC:14.7;EM:7.2;Other:2.4
Value:+0.8;Growth:-0.5;Quality:-0.4;Size:-0.4;Momentum:+0.8;LowVol:+0.3
MaxPos8%;NoDerivatives;NoMargin
6
25
3.3
trailing 8%
140
17.5
Sideways
15.4
3.83
2.8
139
57
82
29
true
Reduce
Cut high-beta by 2-3%, add cash
-7
-32
BrokerB
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
62
5
161
3
false
Within IPS guidelines
P1302
Opportunistic
Taxable
USD
2024-11-26
1,443,025
76,908
1,366,117
1
64.2
20.3
9.6
5.9
IEF:21.6%;MUB:11.9%;AMZN:21.6%;GLD:19.4%;VNQ:10.6%;BND:14.8%
US:68.8;EU:7.3;APAC:13.8;EM:5.8;Other:4.4
Value:+0.3;Growth:-0.4;Quality:+0.3;Size:-0.3;Momentum:+0.3;LowVol:-0.6
NoDerivatives
7
30
4.3
trailing 7%
277
25.6
Bull
11.6
3.99
2.5
100
79
86
48
false
Hedge
Add TLT +1% as duration hedge
0
-6
BrokerD
LMT
94
null
null
Normal monitoring
24
-35
32
4
false
Monitor dispersion and breadth
P1303
Cautious
Taxable
USD
2024-10-04
292,753
39,139
253,614
1
49.3
37
0
13.7
BND:18.7%;MUB:7.9%;XLF:19.4%;QQQ:18.9%;VOO:17.2%;VNQ:17.8%
US:71.1;EU:8.6;APAC:13.1;EM:4.1;Other:3.1
Value:+0.3;Growth:+0.6;Quality:-0.5;Size:-0.4;Momentum:+0.3;LowVol:+0.9
MaxPos6%;NoDerivatives;NoMargin
8
25
3.8
trailing 8%
159
19
Sideways
21.4
4.95
2.8
140
9
50
55
false
NoAction
Within bands; monitor
21
-15
BrokerC
LMT
95
null
null
Normal monitoring
-1
13
73
3
false
Within IPS guidelines
P1304
Opportunistic
IRA
USD
2025-08-07
1,306,578
52,095
1,254,483
1
67.1
11.4
14.8
6.8
GLD:21.2%;MUB:13.4%;AMZN:21.2%;VNQ:7.9%;IEF:17.3%;MSFT:19.1%
US:66.7;EU:12.8;APAC:8.7;EM:9.4;Other:2.3
Value:+0.4;Growth:+1.0;Quality:+0.9;Size:+0.6;Momentum:-1.0;LowVol:+0.3
null
8
35
5
hard 12%
265
30.9
Volatile
21.8
4.5
4.3
169
41
57
54
false
Rebalance
Shift +1% to bonds from equity
16
-20
BrokerC
MKT
98
null
null
Normal monitoring
45
-37
56
3
false
Tighten stops on momentum names
P1305
Cautious
Taxable
USD
2025-12-25
159,308
16,510
142,798
1
38.1
33.8
11.7
16.4
HYG:24.7%;IEF:25.1%;AMZN:25.1%;QQQ:25.1%
US:55.5;EU:20.0;APAC:12.8;EM:8.2;Other:3.6
Value:-0.6;Growth:-0.2;Quality:-0.4;Size:-0.9;Momentum:+0.5;LowVol:-0.3
NoDerivatives;NoMargin
10
25
4.1
trailing 10%
106
19.2
Bull
13.3
3.9
2.3
91
20
60
35
false
Buy
Add to core equity +1%
21
3
BrokerC
MKT
94
null
null
Normal monitoring
-16
-26
61
3
false
Tighten stops on momentum names
P1306
Active
Trust
USD
2024-12-24
571,782
41,289
530,493
1
66.6
27.3
0
6.1
BRK.B:25.0%;VNQ:25.0%;AMZN:25.0%;BND:25.0%
US:59.4;EU:20.5;APAC:10.8;EM:4.5;Other:4.9
Value:-0.4;Growth:+0.5;Quality:+0.4;Size:-0.2;Momentum:+0.4;LowVol:-0.8
null
7
35
5.8
trailing 9%
130
17.8
Volatile
31.4
5.33
2.1
169
9
42
73
true
Hedge
Buy index puts 1% notional
-9
11
BrokerA
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
42
-10
24
2
false
Tighten stops on momentum names
P1307
Hands-off
401k
USD
2025-03-31
371,462
34,466
336,996
1
64.5
28
0.2
7.3
GLD:33.3%;VOO:33.3%;MUB:33.3%
US:54.2;EU:19.1;APAC:12.7;EM:9.4;Other:4.6
Value:-0.9;Growth:+0.5;Quality:-0.5;Size:+0.5;Momentum:+0.3;LowVol:-0.8
MaxPos8%
8
35
5.3
trailing 8%
109
17.5
Bear
35
4.15
1.8
186
-75
9
97
true
Rebalance
Rebalance back to target bands
25
-13
BrokerD
VWAP
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
21
6
116
4
false
Monitor dispersion and breadth
P1308
Active
IRA
USD
2025-02-10
2,179,465
138,070
2,041,395
1
66.9
25.7
0
7.4
BRK.B:14.9%;MSFT:16.3%;HYG:20.5%;VOO:10.0%;VTI:18.3%;GLD:20.1%
US:57.9;EU:19.3;APAC:12.8;EM:5.6;Other:4.4
Value:-0.9;Growth:-0.0;Quality:+0.7;Size:-0.5;Momentum:0.0;LowVol:-0.8
NoDerivatives
5
30
5.9
trailing 9%
141
25.9
Bull
12.2
3.65
2.2
114
90
93
34
true
Hedge
Buy index puts 1% notional
14
-27
BrokerC
MKT
98
VAR>budget
Hedge
Risk above budget threshold
116
4
120
2
false
Within IPS guidelines
P1309
Cautious
Taxable
USD
2025-10-15
676,968
72,153
604,815
1
36
30.8
20.4
12.8
BND:33.3%;BRK.B:33.3%;HYG:33.3%
US:67.9;EU:10.1;APAC:15.4;EM:4.2;Other:2.4
Value:+0.5;Growth:+0.3;Quality:-0.2;Size:-0.0;Momentum:-0.9;LowVol:-0.2
NoMargin
10
35
4.9
trailing 8%
108
18.5
Bull
17.1
4
2.6
111
53
77
43
false
Sell
Trim extended winner -1%
-15
-39
BrokerC
MKT
96
null
null
Normal monitoring
64
6
181
4
false
Increase defensive factor exposure
P1310
Active
Roth
USD
2024-10-02
1,909,952
178,053
1,731,899
1
69.6
22
2.8
5.6
TLT:22.8%;GLD:9.8%;AAPL:22.8%;MUB:10.5%;BRK.B:22.6%;VTI:11.5%
US:63.4;EU:21.3;APAC:7.1;EM:4.0;Other:4.2
Value:+0.4;Growth:+0.5;Quality:+0.9;Size:-0.2;Momentum:+0.8;LowVol:-0.5
null
6
30
5.2
hard 12%
220
20.9
Bull
15.9
4.68
2.3
96
46
71
61
false
Buy
Add to core equity +1%
25
-33
BrokerC
MKT
91
null
null
Normal monitoring
-1
-50
10
5
false
Increase defensive factor exposure
P1311
Cautious
Trust
USD
2024-09-17
834,302
75,570
758,732
1
37.4
30.6
20.3
11.6
HYG:33.3%;XLF:33.3%;AMZN:33.3%
US:66.5;EU:16.5;APAC:7.6;EM:8.5;Other:1.0
Value:+0.4;Growth:-0.3;Quality:+0.3;Size:-0.2;Momentum:-1.0;LowVol:+0.7
MaxPos5%;NoMargin
7
25
3.8
hard 10%
117
17.8
Sideways
14
4.94
2.9
139
-29
38
33
false
Sell
Trim extended winner -1%
19
7
BrokerC
VWAP
94
null
null
Normal monitoring
10
-55
-5
4
false
Increase defensive factor exposure
P1312
Hands-off
401k
USD
2024-08-02
498,406
39,242
459,164
1
58.3
28.4
6.1
7.2
XLF:33.3%;HYG:33.3%;IEF:33.3%
US:63.9;EU:18.5;APAC:12.0;EM:3.2;Other:2.3
Value:-1.0;Growth:+0.7;Quality:-0.2;Size:-0.9;Momentum:+0.1;LowVol:-0.5
null
7
25
3.9
trailing 10%
101
18.7
Sideways
19.4
4.17
3
96
57
82
54
false
Rebalance
Shift +1% to bonds from equity
33
12
BrokerD
LMT
93
null
null
Normal monitoring
-10
-22
-30
3
false
Monitor dispersion and breadth
P1313
Cautious
401k
USD
2025-05-03
346,231
46,108
300,123
1
48.5
36.9
0.2
14.4
MUB:23.1%;AAPL:21.7%;HYG:19.7%;TSLA:12.5%;VNQ:23.1%
US:76.0;EU:5.0;APAC:10.2;EM:8.0;Other:0.7
Value:+0.8;Growth:-0.7;Quality:-0.9;Size:+0.3;Momentum:-0.2;LowVol:+0.6
NoDerivatives;NoMargin
5
25
5.3
hard 10%
134
12.9
Volatile
23.4
5.09
4
114
-39
30
53
false
Rebalance
Shift +1% to bonds from equity
-4
-1
BrokerA
VWAP
89
null
null
Normal monitoring
-32
-19
94
3
false
Tighten stops on momentum names
P1314
Systematic
Roth
USD
2025-02-19
571,873
24,769
547,104
1
66.9
24.5
2.2
6.4
XLF:18.6%;BRK.B:20.0%;MSFT:12.3%;VTI:15.9%;AMZN:13.1%;IEF:20.1%
US:62.7;EU:15.5;APAC:7.2;EM:10.7;Other:3.8
Value:-0.7;Growth:-0.9;Quality:-0.5;Size:+0.6;Momentum:-0.9;LowVol:-0.6
NoDerivatives
10
25
5.5
hard 12%
204
19.1
Sideways
18.7
4.01
3.2
138
-23
26
63
false
Buy
Add to core equity +1%
4
-24
BrokerD
VWAP
99
null
null
Normal monitoring
28
-3
119
4
false
Tax-aware sells next window
P1315
Active
Taxable
USD
2024-10-04
1,592,624
168,111
1,424,513
1.21
59.6
28.3
3.2
8.9
MSFT:24.0%;AMZN:14.7%;GLD:13.6%;TSLA:24.0%;IEF:23.7%
US:70.6;EU:12.0;APAC:9.7;EM:5.4;Other:2.4
Value:+0.1;Growth:-0.3;Quality:+0.8;Size:-0.3;Momentum:-0.0;LowVol:-0.3
null
8
30
4.3
trailing 8%
199
20.8
Volatile
28.6
5.44
2.8
155
-36
34
62
false
Rebalance
Shift +1% to bonds from equity
18
-16
BrokerC
MKT
96
null
null
Normal monitoring
0
-51
133
4
false
Within IPS guidelines
P1316
Opportunistic
Roth
USD
2025-08-10
657,239
42,016
615,223
1
61.5
19.2
13.6
5.8
XLF:33.3%;AMZN:33.4%;QQQ:33.4%
US:62.1;EU:16.8;APAC:13.2;EM:5.0;Other:3.0
Value:+0.2;Growth:-0.8;Quality:+1.0;Size:+0.8;Momentum:-0.7;LowVol:+0.2
null
5
25
6.1
trailing 9%
231
33.8
Bear
30.2
4.28
1.4
151
-82
5
83
true
Reduce
Cut high-beta by 2-3%, add cash
16
6
BrokerC
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
84
-37
181
2
false
Increase defensive factor exposure
P1317
Systematic
IRA
USD
2025-08-23
1,306,818
65,750
1,241,068
1
57.8
24.9
11.8
5.6
VOO:33.3%;VTI:33.3%;BND:33.3%
US:71.6;EU:5.7;APAC:8.3;EM:12.7;Other:1.7
Value:-0.9;Growth:-0.1;Quality:+0.5;Size:-0.9;Momentum:+0.9;LowVol:-0.4
NoDerivatives
8
35
5.4
trailing 9%
210
18.2
Bear
29.9
4.32
2.7
181
-61
13
68
false
Hedge
Add TLT +1% as duration hedge
-1
-34
BrokerD
MKT
91
null
null
Normal monitoring
44
-11
53
4
false
Monitor dispersion and breadth
P1318
Active
Roth
USD
2025-05-02
1,926,871
130,519
1,796,352
1
54.6
27.7
11.6
6.1
HYG:18.5%;XLF:7.0%;GLD:10.6%;VOO:20.6%;IEF:21.6%;BND:21.6%
US:80.0;EU:8.8;APAC:6.3;EM:3.9;Other:1.0
Value:+0.3;Growth:-0.7;Quality:-0.8;Size:-0.1;Momentum:+0.5;LowVol:0.0
NoDerivatives
7
25
4.7
hard 12%
185
25.7
Bull
11.8
4.95
2.6
95
14
47
27
false
Rebalance
Shift +1% to bonds from equity
31
4
BrokerA
LMT
99
null
null
Normal monitoring
62
9
171
3
false
Tax-aware sells next window
P1319
Active
Taxable
USD
2025-09-09
2,359,393
153,029
2,206,364
1
63.8
18.1
8.8
9.3
VTI:21.6%;TSLA:6.3%;BRK.B:15.2%;QQQ:13.6%;MUB:21.6%;MSFT:21.6%
US:75.4;EU:7.9;APAC:8.4;EM:7.9;Other:0.3
Value:+0.2;Growth:+0.4;Quality:-0.5;Size:+0.5;Momentum:0.0;LowVol:-0.8
null
8
30
4.9
trailing 9%
165
27.1
Volatile
30.7
4.03
3.7
161
-3
57
80
true
Hedge
Buy index puts 1% notional
23
-26
BrokerB
LMT
87
VAR>budget
Reduce
Risk above budget threshold
70
-31
43
5
false
Within IPS guidelines
P1320
Cautious
Trust
USD
2024-10-25
548,352
81,801
466,551
1
47.9
33.5
6.9
11.7
VNQ:23.3%;AMZN:25.6%;QQQ:25.6%;MSFT:25.6%
US:70.2;EU:12.2;APAC:12.1;EM:3.7;Other:1.9
Value:+0.6;Growth:-0.5;Quality:+0.3;Size:+0.1;Momentum:+0.6;LowVol:-0.3
ESGOnly;NoMargin
7
35
5.4
trailing 10%
147
16.1
Sideways
18.8
4.96
2
111
-6
46
41
false
Buy
Add to core equity +1%
15
-3
BrokerC
MKT
99
null
null
Normal monitoring
-11
-5
-29
5
false
Increase defensive factor exposure
P1321
Active
Roth
USD
2025-05-06
997,431
62,119
935,312
1.18
63.9
29.9
0
6.2
VTI:24.6%;TSLA:24.6%;MSFT:16.2%;MUB:10.1%;XLF:24.6%
US:57.5;EU:17.6;APAC:11.4;EM:11.2;Other:2.3
Value:+1.0;Growth:+0.1;Quality:-0.9;Size:-0.9;Momentum:+0.1;LowVol:+0.5
NoDerivatives
5
30
5.7
trailing 8%
164
24.2
Volatile
24.6
4.78
4.3
156
-32
23
63
false
Rebalance
Shift +1% to bonds from equity
-10
-35
BrokerD
MKT
96
null
null
Normal monitoring
115
-23
210
4
false
Tighten stops on momentum names
P1322
Active
Trust
USD
2024-10-18
1,755,878
117,709
1,638,169
1
58.7
32
3.7
5.6
BRK.B:20.5%;MUB:22.0%;XLF:13.6%;IEF:22.0%;HYG:22.0%
US:65.6;EU:18.2;APAC:9.6;EM:5.8;Other:0.8
Value:-0.7;Growth:+0.1;Quality:-0.7;Size:-0.3;Momentum:+0.6;LowVol:+0.4
MaxPos6%;NoDerivatives
5
30
4.4
trailing 9%
187
21.8
Sideways
18.1
4.05
2.6
92
40
70
42
false
Hedge
Add TLT +1% as duration hedge
-15
-26
BrokerA
LMT
96
null
null
Normal monitoring
23
-3
33
3
false
Increase defensive factor exposure
P1323
Hands-off
401k
USD
2024-09-12
597,631
29,842
567,789
1
68.3
15.7
6.4
9.6
HYG:24.1%;VOO:18.0%;TSLA:28.9%;MSFT:28.9%
US:64.5;EU:10.7;APAC:9.3;EM:12.0;Other:3.6
Value:+0.1;Growth:-0.8;Quality:+0.5;Size:-1.0;Momentum:+0.6;LowVol:-0.7
ESGOnly;MaxPos7%
10
35
5
hard 10%
131
14.4
Sideways
20
3.72
3.5
123
41
57
50
false
NoAction
Within bands; monitor
-11
-9
BrokerA
VWAP
97
null
null
Normal monitoring
43
17
26
3
false
Monitor dispersion and breadth
P1324
Hands-off
Taxable
USD
2025-05-05
551,516
30,888
520,628
1
71.3
17.8
3.1
7.9
IEF:33.3%;MUB:33.3%;MSFT:33.3%
US:62.5;EU:16.6;APAC:7.5;EM:10.8;Other:2.6
Value:+0.1;Growth:+0.9;Quality:-0.5;Size:-0.1;Momentum:-0.6;LowVol:+0.1
ESGOnly;MaxPos6%
10
35
3.7
hard 10%
153
12.1
Bull
14.7
4.68
2.1
87
3
41
59
true
Reduce
Cut high-beta by 2-3%, add cash
31
13
BrokerA
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-33
-23
41
2
false
Tax-aware sells next window
P1325
Hands-off
Trust
USD
2024-08-19
297,956
19,887
278,069
1
74.6
17.1
2.6
5.7
XLF:22.4%;AAPL:16.8%;TSLA:16.0%;QQQ:22.4%;HYG:22.4%
US:72.4;EU:14.1;APAC:7.5;EM:4.0;Other:2.0
Value:-0.3;Growth:-0.4;Quality:+0.6;Size:-0.1;Momentum:+0.6;LowVol:-0.7
NoDerivatives
7
25
4.4
trailing 8%
160
17.7
Sideways
18.5
4.34
3
119
-6
44
54
false
Rebalance
Shift +1% to bonds from equity
-8
-36
BrokerA
LMT
94
null
null
Normal monitoring
62
-4
89
3
false
Monitor dispersion and breadth
P1326
Active
Trust
USD
2025-02-19
1,075,033
67,783
1,007,250
1.15
68
23.9
1.5
6.6
AMZN:20.7%;TLT:15.9%;VOO:16.0%;HYG:16.2%;QQQ:15.8%;GLD:15.4%
US:70.5;EU:9.7;APAC:6.5;EM:9.6;Other:3.7
Value:+0.2;Growth:+0.5;Quality:0.0;Size:-0.2;Momentum:-0.8;LowVol:-0.0
MaxPos6%;NoDerivatives
7
35
5.7
trailing 9%
170
25.9
Volatile
27.9
4.33
2.1
118
-1
35
77
true
Reduce
Cut high-beta by 2-3%, add cash
16
-24
BrokerB
LMT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
20
-49
79
4
false
Monitor dispersion and breadth
P1327
Active
Taxable
USD
2025-09-08
2,346,230
220,917
2,125,313
1
55.5
24.1
10.8
9.5
AMZN:14.7%;XLF:22.6%;IEF:18.0%;MUB:22.2%;TLT:22.6%
US:71.2;EU:5.5;APAC:11.8;EM:9.4;Other:2.0
Value:-0.9;Growth:-0.4;Quality:+0.1;Size:-0.4;Momentum:-0.9;LowVol:0.0
MaxPos5%
6
25
4.8
trailing 9%
218
26.6
Volatile
28.9
5.2
4.3
118
22
62
70
false
Sell
Trim extended winner -1%
31
-15
BrokerC
MKT
91
null
null
Normal monitoring
89
-29
63
3
false
Monitor dispersion and breadth
P1328
Active
Roth
USD
2024-11-20
1,720,381
137,290
1,583,091
1
66.5
20.9
4.4
8.1
GLD:13.3%;TSLA:21.8%;MUB:17.4%;MSFT:11.7%;HYG:21.8%;IEF:14.0%
US:61.9;EU:17.5;APAC:9.6;EM:7.1;Other:4.0
Value:-0.9;Growth:+0.6;Quality:+0.9;Size:-0.6;Momentum:-0.0;LowVol:+0.6
null
7
35
4.9
trailing 9%
202
26.5
Bull
13
4.04
2.7
81
57
75
54
true
Rebalance
Rebalance back to target bands
29
-19
BrokerD
MKT
94
VAR>budget
Hedge
Risk above budget threshold
108
-32
177
5
true
Tighten stops on momentum names
P1329
Hands-off
IRA
USD
2025-03-02
563,403
49,998
513,405
1
60.5
23.6
10
5.9
GLD:16.4%;HYG:25.3%;VNQ:13.1%;VOO:19.9%;AMZN:25.3%
US:65.7;EU:13.2;APAC:9.5;EM:9.5;Other:2.1
Value:+0.3;Growth:-0.9;Quality:+0.1;Size:-0.9;Momentum:-0.2;LowVol:+0.8
NoDerivatives
6
35
4.5
hard 10%
102
15.5
Volatile
26.5
4.25
4
158
-3
33
64
false
Rebalance
Shift +1% to bonds from equity
32
-26
BrokerA
LMT
97
null
null
Normal monitoring
-24
-10
74
4
false
Increase defensive factor exposure
P1330
Active
Taxable
USD
2025-09-29
2,440,658
166,504
2,274,154
1
54.2
19.7
16.7
9.4
VOO:24.1%;TSLA:17.9%;MUB:29.0%;VNQ:29.0%
US:70.5;EU:14.7;APAC:10.7;EM:3.8;Other:0.3
Value:-0.4;Growth:+0.9;Quality:+0.5;Size:-0.5;Momentum:+0.1;LowVol:-0.2
MaxPos6%
7
30
4
hard 12%
170
17
Volatile
23.3
4.25
3.2
159
78
96
58
true
Hedge
Buy index puts 1% notional
-3
-36
BrokerA
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
13
-51
95
3
false
Increase defensive factor exposure
P1331
Systematic
Trust
USD
2025-12-12
405,216
28,992
376,224
1
65.3
21.9
5.5
7.3
MUB:20.1%;IEF:20.1%;QQQ:18.9%;TLT:20.1%;VTI:20.9%
US:75.5;EU:7.7;APAC:6.4;EM:7.0;Other:3.3
Value:+0.3;Growth:+0.7;Quality:+0.2;Size:+1.0;Momentum:+0.1;LowVol:-0.5
null
8
35
4.3
trailing 9%
228
27
Volatile
29
4.96
3.6
171
67
72
70
true
Hedge
Buy index puts 1% notional
-4
-1
BrokerB
MKT
94
RegimeShift
Pause
Volatility spike and breadth deterioration
116
12
131
5
false
Tax-aware sells next window
P1332
Opportunistic
Roth
USD
2025-02-26
873,499
70,428
803,071
1.17
74.2
14.9
6.5
4.4
VTI:26.9%;AMZN:26.9%;XLF:22.4%;MSFT:23.8%
US:67.9;EU:11.1;APAC:7.2;EM:10.5;Other:3.4
Value:-0.3;Growth:-0.8;Quality:-1.0;Size:+0.1;Momentum:-0.8;LowVol:+0.1
null
10
30
5.5
trailing 9%
235
29.5
Volatile
28.4
4.97
3.2
153
54
91
75
true
Reduce
Cut high-beta by 2-3%, add cash
27
-33
BrokerD
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-42
-22
-14
3
false
Monitor dispersion and breadth
P1333
Hands-off
401k
USD
2025-06-04
567,950
51,265
516,685
1
63.5
22.9
4.2
9.4
IEF:33.3%;MUB:33.3%;BND:33.3%
US:73.5;EU:9.0;APAC:8.6;EM:6.9;Other:1.9
Value:-0.1;Growth:-0.1;Quality:-0.8;Size:-0.4;Momentum:-0.2;LowVol:+0.5
MaxPos8%
8
25
3.4
hard 10%
115
17.1
Volatile
26.8
5.49
2.2
119
-52
14
78
true
Hedge
Buy index puts 1% notional
1
-29
BrokerB
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
59
20
135
5
false
Within IPS guidelines
P1334
Cautious
IRA
USD
2025-03-14
782,044
105,371
676,673
1
43.7
43.3
1.8
11.2
MSFT:11.4%;IEF:10.8%;XLF:21.4%;AMZN:21.4%;AAPL:13.6%;TSLA:21.4%
US:66.7;EU:15.3;APAC:9.5;EM:4.2;Other:4.3
Value:+0.7;Growth:+0.2;Quality:-0.3;Size:+0.8;Momentum:+0.8;LowVol:+0.4
NoMargin
6
25
5.9
trailing 8%
122
19.8
Sideways
16.6
4.92
2.1
138
30
50
32
false
Hedge
Add TLT +1% as duration hedge
-14
-11
BrokerD
LMT
95
null
null
Normal monitoring
42
-51
31
3
false
Within IPS guidelines
P1335
Opportunistic
Trust
USD
2025-07-10
941,691
37,481
904,210
1
72
13.6
8.7
5.8
GLD:34.9%;HYG:34.9%;IEF:30.2%
US:76.5;EU:5.7;APAC:5.4;EM:7.6;Other:4.7
Value:-0.5;Growth:-0.3;Quality:-0.6;Size:-0.6;Momentum:+0.1;LowVol:+0.1
null
10
25
6.5
hard 12%
204
23.2
Volatile
23
4.61
3
172
-4
50
75
true
Rebalance
Rebalance back to target bands
4
13
BrokerA
VWAP
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
101
-41
150
4
true
Monitor dispersion and breadth
P1336
Systematic
Trust
USD
2025-12-26
1,229,993
80,211
1,149,782
1
66.6
24.5
0
8.9
BND:34.1%;HYG:31.9%;VNQ:34.1%
US:65.5;EU:13.3;APAC:7.7;EM:9.6;Other:3.8
Value:-0.6;Growth:+0.9;Quality:+1.0;Size:+0.5;Momentum:-0.8;LowVol:-0.3
MaxPos6%
8
30
5.3
hard 12%
205
23.7
Volatile
29.5
4.26
4.4
152
28
71
79
true
Rebalance
Rebalance back to target bands
22
1
BrokerC
VWAP
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
89
5
82
5
true
Increase defensive factor exposure
P1337
Cautious
Taxable
USD
2025-07-03
312,661
39,390
273,271
1
37.4
36.7
13.2
12.7
VNQ:12.3%;GLD:22.7%;VTI:13.0%;BRK.B:17.7%;AAPL:12.5%;TSLA:21.9%
US:59.9;EU:12.1;APAC:12.5;EM:10.9;Other:4.5
Value:-0.6;Growth:-0.2;Quality:+0.6;Size:+0.1;Momentum:-0.4;LowVol:-0.3
NoMargin
10
35
3.3
trailing 10%
90
16.1
Volatile
27.2
5.06
2.1
126
58
79
60
false
Sell
Trim extended winner -1%
34
12
BrokerD
LMT
96
null
null
Normal monitoring
28
-25
42
3
false
Within IPS guidelines
P1338
Hands-off
Taxable
USD
2024-08-21
247,681
11,455
236,226
1
60.5
28.4
5.1
6
QQQ:25.0%;HYG:25.0%;XLF:25.0%;AAPL:25.0%
US:71.5;EU:9.9;APAC:12.5;EM:5.8;Other:0.3
Value:-1.0;Growth:-0.8;Quality:+0.3;Size:-0.1;Momentum:+0.7;LowVol:-0.8
ESGOnly
5
25
3.3
hard 10%
163
12.1
Bull
17.6
4.24
3.2
105
45
70
49
false
Buy
Add to core equity +1%
25
-22
BrokerC
MKT
85
null
null
Normal monitoring
-14
6
92
4
false
Increase defensive factor exposure
P1339
Systematic
Trust
USD
2025-09-09
1,575,059
73,120
1,501,939
1
55.7
34
3.7
6.6
BRK.B:24.3%;TSLA:11.4%;HYG:24.3%;BND:22.0%;VOO:17.9%
US:60.5;EU:16.1;APAC:11.9;EM:8.2;Other:3.3
Value:-0.5;Growth:-0.7;Quality:-0.6;Size:+0.8;Momentum:-0.3;LowVol:-0.0
MaxPos7%
8
25
5.4
trailing 8%
201
24.7
Volatile
31
4.48
3.3
117
77
95
78
true
Rebalance
Rebalance back to target bands
7
8
BrokerB
LMT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
-2
-42
92
4
false
Within IPS guidelines
P1340
Cautious
401k
USD
2025-05-07
632,820
51,236
581,584
1
35.3
37.5
15
12.2
GLD:33.3%;XLF:33.3%;BRK.B:33.3%
US:66.1;EU:7.1;APAC:17.5;EM:9.0;Other:0.3
Value:-0.5;Growth:-0.1;Quality:-0.0;Size:-0.2;Momentum:+0.7;LowVol:-0.1
MaxPos6%;NoDerivatives;NoMargin
5
30
3.6
trailing 10%
148
18.7
Sideways
15.4
4.33
3.3
112
-7
42
24
false
Rebalance
Shift +1% to bonds from equity
-4
11
BrokerA
MKT
87
null
null
Normal monitoring
73
-34
73
4
false
Tighten stops on momentum names
P1341
Systematic
401k
USD
2025-06-30
1,820,766
99,682
1,721,084
1
59.9
26.9
3.8
9.4
HYG:23.2%;IEF:9.4%;MSFT:9.2%;AMZN:23.2%;VTI:11.7%;TLT:23.2%
US:61.0;EU:12.9;APAC:14.6;EM:8.9;Other:2.6
Value:+0.2;Growth:+0.7;Quality:-0.5;Size:+0.8;Momentum:+1.0;LowVol:-0.2
null
10
25
5.8
trailing 8%
131
16.7
Bear
33.6
3.89
2.7
181
-97
9
82
true
Hedge
Buy index puts 1% notional
9
-13
BrokerD
VWAP
97
VAR>budget
TightenStops
Risk above budget threshold
-14
-7
-15
2
false
Monitor dispersion and breadth
P1342
Hands-off
401k
USD
2025-06-23
444,944
26,873
418,071
1
66.8
26.8
0
6.5
GLD:19.0%;VOO:22.3%;VTI:8.9%;VNQ:14.2%;TLT:18.7%;BND:17.0%
US:61.3;EU:14.4;APAC:15.8;EM:5.8;Other:2.7
Value:+0.7;Growth:+0.9;Quality:+0.5;Size:-1.0;Momentum:+0.3;LowVol:-1.0
ESGOnly;NoDerivatives
10
30
3.7
trailing 8%
151
19.3
Bull
11.4
4.69
2.7
109
41
85
40
false
Sell
Trim extended winner -1%
-2
5
BrokerB
VWAP
88
null
null
Normal monitoring
94
-32
223
4
false
Tighten stops on momentum names
P1343
Cautious
IRA
USD
2025-01-22
465,791
42,343
423,448
1
43.2
37.6
4.7
14.5
XLF:19.5%;AAPL:7.0%;AMZN:20.1%;BRK.B:20.0%;BND:15.2%;VNQ:18.3%
US:68.4;EU:6.9;APAC:9.4;EM:11.0;Other:4.3
Value:-0.4;Growth:-0.5;Quality:-0.2;Size:-0.9;Momentum:-0.3;LowVol:+0.3
NoDerivatives;NoMargin
7
25
5
trailing 8%
145
17.8
Volatile
24.2
4.61
4.5
147
-52
33
50
false
Buy
Add to core equity +1%
-8
-33
BrokerC
MKT
93
null
null
Normal monitoring
10
-39
91
4
false
Within IPS guidelines
P1344
Hands-off
Trust
USD
2025-08-30
740,286
32,501
707,785
1
61.9
26.3
3.9
7.9
IEF:17.0%;MSFT:15.9%;HYG:18.1%;TSLA:15.4%;QQQ:16.2%;GLD:17.5%
US:60.7;EU:19.4;APAC:10.8;EM:8.3;Other:0.9
Value:+0.6;Growth:-0.7;Quality:+0.2;Size:+0.3;Momentum:+0.5;LowVol:-0.2
null
8
25
4.5
trailing 10%
91
16.2
Bull
15.7
4.15
2.8
106
66
80
51
false
Rebalance
Shift +1% to bonds from equity
29
-6
BrokerD
MKT
88
null
null
Normal monitoring
21
-20
115
4
false
Tighten stops on momentum names
P1345
Cautious
Trust
USD
2024-11-16
397,810
45,204
352,606
1
44.8
37
2.5
15.7
QQQ:33.3%;XLF:33.3%;MSFT:33.3%
US:63.9;EU:11.2;APAC:11.6;EM:9.2;Other:4.1
Value:+0.1;Growth:+0.4;Quality:-0.6;Size:+0.8;Momentum:+0.1;LowVol:-0.7
ESGOnly;MaxPos8%;NoMargin
7
35
6
hard 10%
106
12.7
Volatile
20.2
3.64
3.2
115
-20
34
41
false
Buy
Add to core equity +1%
5
8
BrokerC
LMT
87
null
null
Normal monitoring
20
-21
68
3
false
Tax-aware sells next window
P1346
Cautious
Roth
USD
2025-07-08
215,129
33,695
181,434
1
38.8
35.4
15.7
10.1
AMZN:33.3%;TSLA:33.3%;VOO:33.3%
US:67.7;EU:7.5;APAC:12.7;EM:7.3;Other:4.8
Value:+0.6;Growth:+0.7;Quality:-0.6;Size:-0.7;Momentum:-0.1;LowVol:+0.3
NoDerivatives;NoMargin
10
30
4.1
hard 10%
135
17.2
Volatile
27.7
3.95
4.1
179
-3
39
55
false
Sell
Trim extended winner -1%
9
5
BrokerA
LMT
86
null
null
Normal monitoring
96
-25
135
4
false
Tighten stops on momentum names
P1347
Hands-off
Taxable
USD
2025-07-05
452,732
23,393
429,339
1
64.7
23.4
6
5.9
HYG:33.3%;MSFT:33.3%;TSLA:33.3%
US:66.0;EU:12.5;APAC:12.6;EM:8.9;Other:0.1
Value:0.0;Growth:-0.9;Quality:-0.8;Size:+0.9;Momentum:-1.0;LowVol:+0.6
MaxPos7%
8
35
3.7
trailing 10%
100
16.5
Bear
26.4
4.42
1.9
143
-107
5
78
true
Reduce
Cut high-beta by 2-3%, add cash
3
-37
BrokerA
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
44
18
158
5
false
Monitor dispersion and breadth
P1348
Active
Taxable
USD
2025-08-10
2,290,728
205,904
2,084,824
1
57.3
31.1
5.4
6.3
MSFT:33.3%;MUB:33.3%;VOO:33.3%
US:64.2;EU:8.2;APAC:14.4;EM:11.4;Other:1.8
Value:-0.8;Growth:+0.8;Quality:-0.6;Size:-0.5;Momentum:-0.3;LowVol:-0.2
MaxPos8%
7
35
5.9
trailing 8%
147
26.1
Bull
16.2
4.77
3
110
38
64
36
false
Rebalance
Shift +1% to bonds from equity
17
10
BrokerA
LMT
91
null
null
Normal monitoring
31
19
31
5
false
Increase defensive factor exposure
P1349
Active
Taxable
USD
2024-07-11
1,599,520
123,777
1,475,743
1
61.8
20.3
9.2
8.7
VOO:13.3%;VNQ:17.2%;GLD:15.4%;QQQ:15.4%;AMZN:22.2%;BND:16.6%
US:68.1;EU:10.8;APAC:11.1;EM:9.0;Other:1.0
Value:+0.8;Growth:+0.6;Quality:-1.0;Size:-0.5;Momentum:-0.3;LowVol:+0.6
null
10
30
5.2
trailing 8%
170
22
Sideways
15.5
3.65
3.3
100
54
84
51
false
Hedge
Add TLT +1% as duration hedge
30
2
BrokerA
LMT
95
null
null
Normal monitoring
78
-42
42
5
false
Tax-aware sells next window
P1350
Hands-off
IRA
USD
2024-11-17
317,235
15,548
301,687
1
66.8
20
7.5
5.8
BRK.B:15.3%;TSLA:12.3%;AAPL:10.6%;IEF:20.9%;GLD:20.9%;TLT:20.0%
US:60.5;EU:18.9;APAC:6.1;EM:9.8;Other:4.7
Value:+0.9;Growth:-0.4;Quality:-0.1;Size:-0.2;Momentum:-0.7;LowVol:+0.8
null
8
25
3.8
trailing 8%
90
15.8
Bull
17
4.11
2.8
106
107
100
63
false
Sell
Trim extended winner -1%
33
-7
BrokerB
VWAP
95
null
null
Normal monitoring
117
0
232
5
false
Tax-aware sells next window
P1351
Systematic
Roth
USD
2025-06-19
1,618,374
78,509
1,539,865
1
66.5
24.9
0
8.7
XLF:27.6%;VTI:27.6%;IEF:17.1%;AMZN:27.6%
US:64.8;EU:11.7;APAC:14.0;EM:4.7;Other:4.8
Value:+0.1;Growth:+0.2;Quality:+0.2;Size:-0.3;Momentum:-0.9;LowVol:-0.2
null
10
25
5.5
trailing 8%
216
27.7
Bull
11.1
4.55
3.4
83
74
99
37
false
NoAction
Within bands; monitor
-10
-3
BrokerB
MKT
0
null
null
Normal monitoring
-6
-59
127
3
false
Monitor dispersion and breadth
P1352
Opportunistic
IRA
USD
2025-07-25
1,399,731
81,939
1,317,792
1
70
19.1
3.7
7.2
VTI:33.3%;VOO:33.3%;MSFT:33.3%
US:59.9;EU:16.5;APAC:10.9;EM:10.6;Other:2.1
Value:-1.0;Growth:+0.1;Quality:-0.9;Size:-0.3;Momentum:-0.4;LowVol:+0.4
null
6
35
6.2
trailing 7%
185
23
Bull
13.2
4.13
2.3
84
12
49
44
false
Rebalance
Shift +1% to bonds from equity
-15
13
BrokerA
MKT
88
null
null
Normal monitoring
-21
-35
108
5
false
Tighten stops on momentum names
P1353
Systematic
Trust
USD
2025-09-09
1,206,208
80,772
1,125,436
1
56.4
33.5
2.7
7.5
XLF:33.3%;MUB:33.3%;BRK.B:33.3%
US:70.4;EU:13.5;APAC:7.1;EM:5.5;Other:3.5
Value:+0.6;Growth:-0.8;Quality:-0.7;Size:-0.9;Momentum:-0.1;LowVol:-0.9
null
6
30
5.6
trailing 9%
207
18.8
Sideways
17.6
4.24
3.2
134
18
74
42
false
NoAction
Within bands; monitor
-1
-1
BrokerA
MKT
0
null
null
Normal monitoring
105
18
222
3
false
Increase defensive factor exposure
P1354
Systematic
401k
USD
2025-01-07
754,190
75,187
679,003
1
66
21.5
3.9
8.6
TLT:14.9%;BND:24.0%;IEF:30.5%;VNQ:30.5%
US:67.2;EU:16.4;APAC:8.0;EM:6.2;Other:2.3
Value:-0.7;Growth:+0.4;Quality:+0.9;Size:+0.7;Momentum:+0.6;LowVol:-0.4
NoDerivatives
6
30
4.4
hard 12%
130
27.7
Bull
16.1
3.94
3.1
73
49
88
52
false
Rebalance
Shift +1% to bonds from equity
-2
13
BrokerC
LMT
86
null
null
Normal monitoring
72
-46
143
5
false
Tax-aware sells next window
P1355
Systematic
401k
USD
2025-01-17
418,953
40,900
378,053
1
61.4
27.6
5.8
5.1
TSLA:33.3%;TLT:33.3%;HYG:33.3%
US:73.6;EU:8.2;APAC:9.2;EM:8.5;Other:0.5
Value:+0.4;Growth:-0.6;Quality:-0.3;Size:-0.0;Momentum:-0.7;LowVol:-1.0
MaxPos6%
7
25
4.9
trailing 8%
215
27.3
Sideways
18.7
3.86
3.4
106
60
70
50
true
Hedge
Buy index puts 1% notional
9
-34
BrokerC
MKT
93
VAR>budget
Hedge
Risk above budget threshold
105
-18
139
5
false
Tax-aware sells next window
P1356
Cautious
IRA
USD
2024-10-05
838,547
68,559
769,988
1
41.1
30.4
13.8
14.7
AAPL:24.4%;VOO:24.4%;GLD:11.4%;BRK.B:24.4%;HYG:15.3%
US:68.9;EU:7.6;APAC:14.4;EM:4.9;Other:4.2
Value:+0.8;Growth:-0.3;Quality:+0.3;Size:-0.9;Momentum:-0.7;LowVol:-0.3
NoDerivatives;NoMargin
5
30
3.4
trailing 8%
150
14.7
Volatile
20.2
4.37
2.5
147
-29
39
35
false
Sell
Trim extended winner -1%
14
5
BrokerC
MKT
98
null
null
Normal monitoring
110
-54
112
4
false
Within IPS guidelines
P1357
Cautious
Taxable
USD
2025-07-12
420,785
50,272
370,513
1
37.5
34.4
17.1
11
BRK.B:20.6%;VTI:29.6%;IEF:20.2%;MSFT:29.6%
US:73.2;EU:8.6;APAC:10.1;EM:4.0;Other:4.1
Value:+0.1;Growth:-0.7;Quality:-0.8;Size:-0.2;Momentum:-0.9;LowVol:+0.3
MaxPos7%;NoMargin
8
30
4.1
hard 10%
147
19.2
Bear
32.7
3.16
2.2
148
-4
35
77
true
Reduce
Cut high-beta by 2-3%, add cash
25
12
BrokerB
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
59
-7
129
2
false
Within IPS guidelines
P1358
Active
IRA
USD
2025-12-26
2,405,159
252,366
2,152,793
1
65
27.8
0
7.3
VNQ:33.3%;MSFT:33.3%;AMZN:33.3%
US:70.0;EU:13.8;APAC:8.6;EM:3.4;Other:4.1
Value:-0.7;Growth:+0.5;Quality:+0.9;Size:+0.3;Momentum:+0.1;LowVol:-0.7
MaxPos8%
5
25
5.2
trailing 8%
167
21
Volatile
20.1
5.28
2.7
151
42
66
57
false
Buy
Add to core equity +1%
-9
-31
BrokerC
MKT
100
null
null
Normal monitoring
19
-32
56
3
false
Increase defensive factor exposure
P1359
Hands-off
Taxable
USD
2025-10-31
763,243
43,471
719,772
1
72.4
22.3
0
5.2
AAPL:33.3%;IEF:33.3%;VOO:33.3%
US:66.1;EU:15.2;APAC:10.8;EM:5.7;Other:2.2
Value:-0.6;Growth:+0.1;Quality:+0.4;Size:+0.8;Momentum:-0.3;LowVol:-0.6
null
6
30
4.5
trailing 8%
120
19.1
Volatile
27.5
5.06
4.2
127
0
40
83
true
Hedge
Buy index puts 1% notional
32
-12
BrokerA
LMT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
40
13
142
2
false
Within IPS guidelines
P1360
Active
401k
USD
2025-07-13
903,986
84,903
819,083
1
65.8
20.9
6.1
7.3
VNQ:14.0%;TLT:20.7%;IEF:23.0%;BND:23.0%;MUB:19.3%
US:68.4;EU:7.7;APAC:10.8;EM:10.4;Other:2.7
Value:+0.6;Growth:+1.0;Quality:+0.4;Size:+0.1;Momentum:-0.2;LowVol:+0.4
NoDerivatives
7
35
5.8
trailing 8%
169
27.8
Bull
17.1
3.76
2.3
99
56
66
59
false
Buy
Add to core equity +1%
-1
11
BrokerD
MKT
100
null
null
Normal monitoring
-50
-16
77
3
false
Monitor dispersion and breadth
P1361
Hands-off
401k
USD
2025-02-05
548,801
39,594
509,207
1
58.2
15.9
17.1
8.7
VNQ:25.0%;IEF:25.0%;GLD:25.0%;MSFT:25.0%
US:69.1;EU:12.6;APAC:9.4;EM:5.3;Other:3.7
Value:+0.9;Growth:+0.7;Quality:-0.2;Size:+0.7;Momentum:-1.0;LowVol:+0.5
ESGOnly;MaxPos5%;NoDerivatives
10
30
4.4
hard 10%
91
19.3
Bear
27.6
4.46
1.4
134
22
72
69
false
Sell
Trim extended winner -1%
-15
-7
BrokerC
LMT
98
null
null
Normal monitoring
84
-19
181
4
false
Within IPS guidelines
P1362
Cautious
Roth
USD
2024-12-16
336,867
49,112
287,755
1
42.2
33.9
11
12.8
VOO:27.9%;XLF:27.9%;AMZN:27.9%;BND:16.2%
US:72.5;EU:12.4;APAC:10.7;EM:4.4;Other:0.0
Value:-0.1;Growth:+0.8;Quality:-0.8;Size:-0.7;Momentum:+0.8;LowVol:-0.2
ESGOnly;NoMargin
10
30
4.2
trailing 10%
110
16.9
Bear
33.2
3.07
2.6
166
-114
5
76
true
Reduce
Cut high-beta by 2-3%, add cash
-11
14
BrokerA
LMT
94
VAR>budget
Reduce
Risk above budget threshold
-46
-6
16
4
false
Tax-aware sells next window
P1363
Opportunistic
IRA
USD
2024-12-06
407,859
12,297
395,562
1
73.6
12.2
7.8
6.4
VNQ:19.3%;MUB:23.0%;MSFT:19.5%;AAPL:17.9%;TLT:11.1%;VTI:9.2%
US:70.7;EU:12.9;APAC:9.9;EM:5.9;Other:0.6
Value:-0.5;Growth:-0.9;Quality:+0.8;Size:-0.1;Momentum:+1.0;LowVol:+0.4
MaxPos7%;NoDerivatives
8
25
6.3
trailing 9%
239
29.3
Sideways
15.9
3.7
2.1
118
34
75
53
false
Buy
Add to core equity +1%
33
-12
BrokerD
VWAP
96
null
null
Normal monitoring
-45
1
37
3
false
Tax-aware sells next window
P1364
Opportunistic
IRA
USD
2024-11-22
1,124,045
62,546
1,061,499
1.21
62.2
11.7
21.7
4.5
VTI:20.5%;MSFT:12.8%;GLD:25.9%;MUB:14.9%;TSLA:25.9%
US:70.0;EU:14.9;APAC:8.8;EM:3.1;Other:3.2
Value:+0.2;Growth:-0.7;Quality:+0.9;Size:+0.7;Momentum:+0.2;LowVol:-0.1
MaxPos5%
5
25
4.5
trailing 7%
186
22.2
Volatile
31.5
5.33
3.7
135
6
66
72
true
Hedge
Buy index puts 1% notional
-13
5
BrokerB
MKT
97
VAR>budget
Hedge
Risk above budget threshold
35
5
10
5
false
Monitor dispersion and breadth
P1365
Opportunistic
IRA
USD
2025-06-23
767,609
65,107
702,502
1
62.3
18.1
11.4
8.1
TSLA:21.0%;QQQ:24.8%;VOO:13.2%;MSFT:24.8%;IEF:16.3%
US:74.3;EU:5.9;APAC:11.4;EM:4.1;Other:4.3
Value:+0.7;Growth:+0.7;Quality:+0.1;Size:-0.5;Momentum:-0.5;LowVol:+0.6
NoDerivatives
6
30
4
trailing 9%
195
27.7
Bull
16.3
3.54
2.2
92
25
67
47
false
Buy
Add to core equity +1%
0
9
BrokerB
LMT
95
null
null
Normal monitoring
-55
2
-82
5
false
Monitor dispersion and breadth
P1366
Cautious
401k
USD
2025-01-24
163,994
18,530
145,464
1
51.2
32.8
3.3
12.7
HYG:33.3%;AMZN:33.3%;TSLA:33.3%
US:67.5;EU:15.6;APAC:8.3;EM:8.2;Other:0.5
Value:-0.5;Growth:-0.6;Quality:+0.5;Size:0.0;Momentum:+0.2;LowVol:+0.6
ESGOnly;NoMargin
7
25
3.2
hard 10%
135
13.4
Bear
34.6
3.16
2.6
145
33
61
86
true
Hedge
Buy index puts 1% notional
-10
-3
BrokerC
MKT
88
VAR>budget
TightenStops
Risk above budget threshold
-58
-48
-3
3
false
Increase defensive factor exposure
P1367
Active
IRA
USD
2024-12-29
2,465,640
193,881
2,271,759
1.16
58.5
29.8
5.3
6.4
VNQ:13.4%;VOO:19.1%;AAPL:23.6%;TLT:19.2%;QQQ:24.8%
US:61.9;EU:22.2;APAC:9.3;EM:3.4;Other:3.1
Value:+0.7;Growth:+0.7;Quality:-0.2;Size:-0.2;Momentum:-0.9;LowVol:0.0
null
6
35
4.6
hard 12%
169
16.2
Volatile
21.4
5.34
4.1
118
-28
22
61
false
Buy
Add to core equity +1%
-15
5
BrokerD
LMT
88
null
null
Normal monitoring
6
-49
82
5
false
Monitor dispersion and breadth
P1368
Cautious
IRA
USD
2025-09-28
367,244
37,291
329,953
1
42.6
31.4
10.4
15.7
BND:19.2%;AAPL:26.9%;TLT:26.9%;IEF:26.9%
US:68.3;EU:12.2;APAC:9.4;EM:9.2;Other:0.8
Value:-0.1;Growth:-0.0;Quality:-0.2;Size:+0.8;Momentum:-0.3;LowVol:+0.1
MaxPos6%;NoMargin
8
35
4.4
trailing 8%
102
18.7
Sideways
16.7
4.89
2.5
135
-7
57
38
false
Rebalance
Shift +1% to bonds from equity
11
-36
BrokerD
LMT
100
null
null
Normal monitoring
-38
7
47
3
false
Tighten stops on momentum names
P1369
Opportunistic
Taxable
USD
2025-05-14
1,509,724
122,702
1,387,022
1.13
74.4
13.5
4.4
7.6
QQQ:18.5%;BND:23.0%;TSLA:23.0%;HYG:23.0%;XLF:12.6%
US:75.3;EU:8.2;APAC:5.8;EM:10.0;Other:0.8
Value:-0.5;Growth:-0.6;Quality:+0.4;Size:+0.5;Momentum:-0.3;LowVol:-0.9
MaxPos7%
5
25
4.2
trailing 7%
207
32
Bear
31.1
4.23
1.6
204
-71
6
95
true
Hedge
Buy index puts 1% notional
18
-4
BrokerB
LMT
89
VAR>budget
Hedge
Risk above budget threshold
96
-46
72
5
false
Tax-aware sells next window
P1370
Hands-off
401k
USD
2025-08-13
288,703
23,499
265,204
1
55.5
28.6
6.2
9.7
GLD:33.3%;IEF:33.3%;TLT:33.3%
US:68.1;EU:16.3;APAC:10.5;EM:3.0;Other:2.1
Value:+1.0;Growth:+0.5;Quality:+1.0;Size:-0.2;Momentum:+0.5;LowVol:-0.8
MaxPos8%;NoDerivatives
5
30
5.7
hard 10%
143
18.7
Sideways
17
4.36
2.4
105
1
49
44
false
Sell
Trim extended winner -1%
-3
2
BrokerB
MKT
94
null
null
Normal monitoring
69
12
142
5
false
Tax-aware sells next window
P1371
Active
401k
USD
2025-04-04
2,289,018
168,109
2,120,909
1
60.5
25
5
9.5
MUB:22.2%;AMZN:12.7%;TLT:22.2%;GLD:20.7%;HYG:22.2%
US:64.3;EU:11.7;APAC:11.1;EM:8.8;Other:4.1
Value:-0.7;Growth:+0.1;Quality:+0.2;Size:+0.6;Momentum:-0.9;LowVol:+0.6
MaxPos5%;NoDerivatives
5
25
5.1
trailing 8%
127
19.3
Bear
25.3
3.62
1.8
201
9
65
58
false
Sell
Trim extended winner -1%
28
-17
BrokerA
MKT
94
null
null
Normal monitoring
-8
-35
66
4
false
Increase defensive factor exposure
P1372
Systematic
401k
USD
2024-09-09
1,635,434
132,609
1,502,825
1
66.2
23.1
3.2
7.4
QQQ:24.4%;TSLA:24.4%;IEF:24.4%;BRK.B:12.9%;AAPL:14.0%
US:76.5;EU:6.6;APAC:11.2;EM:3.5;Other:2.2
Value:+1.0;Growth:+0.3;Quality:-0.2;Size:-0.6;Momentum:+0.9;LowVol:-1.0
null
6
35
5.9
trailing 8%
182
27.1
Bear
29.5
3.25
2.6
150
-68
27
77
true
Hedge
Buy index puts 1% notional
0
7
BrokerD
MKT
90
VAR>budget
Hedge
Risk above budget threshold
-29
-27
-44
2
true
Increase defensive factor exposure
P1373
Systematic
IRA
USD
2024-11-05
1,164,373
97,174
1,067,199
1
64.5
30.7
0
4.8
HYG:23.2%;TSLA:23.2%;AAPL:23.2%;IEF:9.4%;VNQ:20.9%
US:66.1;EU:20.9;APAC:8.2;EM:3.5;Other:1.4
Value:-0.7;Growth:+0.7;Quality:-0.3;Size:+0.7;Momentum:+0.7;LowVol:-0.4
MaxPos6%
5
30
4.7
hard 12%
125
26.2
Sideways
18.4
4.82
2.8
124
11
55
46
false
Buy
Add to core equity +1%
-6
8
BrokerB
LMT
90
null
null
Normal monitoring
38
-31
80
4
false
Monitor dispersion and breadth
P1374
Systematic
401k
USD
2025-05-25
1,922,401
122,396
1,800,005
1
61
27.3
2
9.7
BRK.B:20.6%;TSLA:16.0%;VOO:17.9%;IEF:9.0%;AMZN:15.3%;MSFT:21.1%
US:71.2;EU:11.2;APAC:7.8;EM:9.5;Other:0.3
Value:-0.8;Growth:+0.3;Quality:-0.0;Size:-0.1;Momentum:-0.9;LowVol:+0.1
null
5
30
4.2
hard 12%
142
18.4
Bear
22.4
3.43
1.8
163
7
49
68
false
Buy
Add to core equity +1%
26
4
BrokerC
MKT
90
null
null
Normal monitoring
5
-54
60
3
false
Tighten stops on momentum names
P1375
Opportunistic
Taxable
USD
2024-11-29
751,887
50,497
701,390
1
72.4
13.5
7.4
6.7
BRK.B:37.4%;VOO:37.4%;IEF:25.1%
US:65.2;EU:8.0;APAC:14.2;EM:11.6;Other:1.1
Value:0.0;Growth:-0.7;Quality:0.0;Size:+0.8;Momentum:-0.8;LowVol:-0.6
null
7
25
4.2
trailing 7%
172
28.4
Bear
30.4
4.44
1.8
192
-74
23
92
true
Hedge
Buy index puts 1% notional
28
-27
BrokerD
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
45
18
183
5
false
Tighten stops on momentum names
P1376
Opportunistic
401k
USD
2025-12-04
877,311
58,384
818,927
1
75.4
14.4
5.6
4.6
AAPL:21.3%;QQQ:13.7%;TLT:15.8%;MUB:15.5%;HYG:12.4%;VTI:21.3%
US:65.1;EU:16.5;APAC:9.7;EM:7.1;Other:1.5
Value:+0.9;Growth:-0.1;Quality:-0.7;Size:-1.0;Momentum:0.0;LowVol:+0.5
null
6
35
5.4
trailing 7%
208
31.1
Volatile
31.7
4.42
4.2
110
31
69
78
true
Rebalance
Rebalance back to target bands
7
5
BrokerA
VWAP
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
25
-60
41
5
true
Tighten stops on momentum names
P1377
Cautious
IRA
USD
2025-06-09
154,609
17,514
137,095
1
42.9
42.1
0
15
VOO:13.4%;VNQ:20.7%;VTI:18.8%;BND:18.3%;BRK.B:18.2%;IEF:10.5%
US:73.7;EU:8.4;APAC:6.6;EM:7.3;Other:3.9
Value:-0.4;Growth:+0.8;Quality:-0.7;Size:-0.5;Momentum:+0.5;LowVol:+0.5
MaxPos5%;NoMargin
7
25
5
hard 10%
140
19.2
Sideways
18.4
4.59
3.2
139
-4
46
43
false
Hedge
Add TLT +1% as duration hedge
18
-39
BrokerD
MKT
100
null
null
Normal monitoring
20
-43
59
5
false
Tax-aware sells next window
P1378
Active
Roth
USD
2024-08-02
1,343,851
126,364
1,217,487
1.12
55.1
24
12
9
VTI:24.3%;BRK.B:12.2%;GLD:24.3%;VOO:14.7%;XLF:24.3%
US:70.7;EU:13.6;APAC:6.8;EM:7.0;Other:1.9
Value:0.0;Growth:+0.1;Quality:-0.1;Size:-0.4;Momentum:+0.7;LowVol:+0.1
null
7
30
4.7
trailing 8%
158
19.4
Bear
34.2
4.31
1.5
147
-59
15
78
true
Reduce
Cut high-beta by 2-3%, add cash
23
-14
BrokerC
LMT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
-31
-24
-50
4
false
Monitor dispersion and breadth
P1379
Opportunistic
IRA
USD
2025-04-07
917,600
46,595
871,005
1
65.1
21.1
9.5
4.3
VNQ:21.5%;AAPL:21.9%;AMZN:13.0%;TSLA:21.9%;IEF:21.9%
US:51.6;EU:18.9;APAC:13.2;EM:11.9;Other:4.4
Value:+0.5;Growth:-0.1;Quality:+0.8;Size:-0.5;Momentum:+0.4;LowVol:-0.7
NoDerivatives
5
25
5.2
trailing 7%
185
21.6
Sideways
19.4
4.83
2.8
108
22
73
66
false
Rebalance
Shift +1% to bonds from equity
16
9
BrokerA
LMT
95
null
null
Normal monitoring
60
-48
174
4
false
Tighten stops on momentum names
P1380
Opportunistic
IRA
USD
2025-06-30
1,470,440
78,458
1,391,982
1.18
61.4
19.1
11.5
8
TLT:26.7%;AMZN:26.7%;BRK.B:23.2%;IEF:23.3%
US:63.0;EU:15.3;APAC:9.5;EM:9.6;Other:2.5
Value:-0.1;Growth:+0.6;Quality:+0.3;Size:+0.4;Momentum:+0.1;LowVol:-0.3
null
7
25
4.3
trailing 9%
265
22.4
Volatile
30.8
5.19
2.8
158
31
58
79
true
Reduce
Cut high-beta by 2-3%, add cash
-1
-28
BrokerC
MKT
85
VAR>budget
Hedge
Risk above budget threshold
-32
15
-64
5
false
Within IPS guidelines
P1381
Opportunistic
401k
USD
2025-10-27
1,460,984
78,421
1,382,563
1.14
67.5
14.4
9.2
8.9
MUB:21.7%;VOO:26.1%;BRK.B:26.1%;GLD:26.1%
US:62.0;EU:14.6;APAC:14.1;EM:8.0;Other:1.3
Value:-0.1;Growth:+0.4;Quality:+0.4;Size:-0.9;Momentum:-0.9;LowVol:-0.0
null
7
25
5.5
trailing 9%
256
24.9
Volatile
24.3
4.95
3.8
121
74
93
72
true
Reduce
Cut high-beta by 2-3%, add cash
8
-39
BrokerA
LMT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
80
0
48
2
false
Increase defensive factor exposure
P1382
Opportunistic
Taxable
USD
2025-07-27
483,003
43,454
439,549
1
74.1
18.1
3.8
4.1
MUB:13.3%;IEF:10.2%;AMZN:10.4%;AAPL:21.2%;VTI:22.4%;MSFT:22.4%
US:69.3;EU:11.9;APAC:8.0;EM:7.7;Other:3.0
Value:-0.4;Growth:+1.0;Quality:+0.5;Size:+0.9;Momentum:-0.4;LowVol:+0.6
null
6
25
4.3
hard 12%
177
28
Bull
15
3.86
3.4
115
84
94
64
true
Hedge
Buy index puts 1% notional
-3
-11
BrokerD
MKT
87
VAR>budget
Hedge
Risk above budget threshold
-50
-1
43
4
false
Tax-aware sells next window
P1383
Active
Trust
USD
2024-08-28
1,953,701
122,937
1,830,764
1.18
50.8
27.2
15.1
7
QQQ:24.9%;VTI:14.4%;AMZN:20.3%;TSLA:24.9%;BRK.B:15.6%
US:66.1;EU:19.6;APAC:7.2;EM:4.6;Other:2.6
Value:+0.3;Growth:+0.4;Quality:-0.4;Size:-0.3;Momentum:+1.0;LowVol:-0.5
NoDerivatives
10
30
5.8
trailing 9%
183
22.5
Volatile
27.5
3.53
3.9
166
-7
33
61
false
Sell
Trim extended winner -1%
7
10
BrokerD
MKT
95
null
null
Normal monitoring
120
6
220
4
false
Tighten stops on momentum names
P1384
Active
Roth
USD
2025-03-10
2,140,411
253,785
1,886,626
1.15
61.6
23
10
5.4
TLT:17.5%;HYG:9.4%;QQQ:19.2%;IEF:17.1%;TSLA:22.2%;BRK.B:14.5%
US:68.0;EU:12.8;APAC:10.6;EM:5.6;Other:3.1
Value:+0.7;Growth:+0.9;Quality:-0.0;Size:+0.8;Momentum:+0.3;LowVol:-0.4
MaxPos5%
10
35
5.4
trailing 8%
180
24.6
Sideways
20
4.8
3.2
92
20
68
52
false
Buy
Add to core equity +1%
22
-32
BrokerD
LMT
86
null
null
Normal monitoring
28
-15
96
4
false
Tighten stops on momentum names
P1385
Hands-off
Trust
USD
2024-07-25
444,982
41,909
403,073
1
67.4
24.9
0
7.7
HYG:33.3%;VTI:33.3%;MSFT:33.3%
US:69.1;EU:10.5;APAC:11.0;EM:5.9;Other:3.6
Value:+0.8;Growth:+0.2;Quality:+1.0;Size:-0.8;Momentum:-0.6;LowVol:+0.4
MaxPos7%;NoDerivatives
7
30
3.2
trailing 8%
126
17.2
Bull
11.9
4.18
3
82
66
92
48
false
Rebalance
Shift +1% to bonds from equity
-7
2
BrokerC
MKT
98
null
null
Normal monitoring
92
11
199
5
false
Tighten stops on momentum names
P1386
Cautious
Trust
USD
2025-01-22
534,942
62,398
472,544
1
51.5
33.9
0
14.5
GLD:33.3%;VOO:33.3%;VTI:33.3%
US:73.9;EU:12.5;APAC:6.1;EM:4.5;Other:3.1
Value:+0.7;Growth:-0.9;Quality:+0.8;Size:-0.6;Momentum:-0.8;LowVol:-0.2
MaxPos5%;NoMargin
6
25
4.8
hard 10%
144
12.3
Sideways
16.4
3.71
2.1
117
16
59
39
false
Sell
Trim extended winner -1%
18
14
BrokerA
MKT
91
null
null
Normal monitoring
-24
-19
66
5
false
Tighten stops on momentum names
P1387
Opportunistic
Roth
USD
2024-07-17
1,218,144
58,941
1,159,203
1.24
65.8
11.1
17.4
5.7
MSFT:18.2%;AAPL:18.7%;VNQ:21.6%;GLD:18.2%;TLT:15.1%;MUB:8.1%
US:56.1;EU:16.0;APAC:15.8;EM:6.9;Other:5.3
Value:-0.3;Growth:0.0;Quality:-0.7;Size:+0.6;Momentum:+0.4;LowVol:-0.2
NoDerivatives
6
25
6.1
trailing 7%
217
29.4
Volatile
26.3
4.64
3.5
174
77
88
64
false
Sell
Trim extended winner -1%
17
-18
BrokerB
LMT
96
null
null
Normal monitoring
35
-43
13
5
false
Monitor dispersion and breadth
P1388
Hands-off
Roth
USD
2024-07-07
470,608
32,698
437,910
1
63.4
27.5
0
9.1
BND:33.3%;HYG:33.3%;QQQ:33.3%
US:69.6;EU:6.8;APAC:12.6;EM:5.0;Other:6.0
Value:+0.8;Growth:-0.4;Quality:+0.8;Size:-0.2;Momentum:+0.7;LowVol:+0.6
null
8
35
3.9
trailing 8%
132
19.9
Sideways
16
3.66
2
106
23
51
47
false
Rebalance
Shift +1% to bonds from equity
21
-17
BrokerB
MKT
85
null
null
Normal monitoring
46
-44
67
4
false
Tax-aware sells next window
P1389
Active
401k
USD
2025-07-06
1,293,588
123,196
1,170,392
1
60.9
28.7
3.4
7
QQQ:21.3%;VOO:17.9%;BND:18.2%;VTI:21.3%;BRK.B:21.3%
US:69.0;EU:11.6;APAC:5.9;EM:9.1;Other:4.4
Value:0.0;Growth:-0.0;Quality:-0.6;Size:-0.2;Momentum:+0.2;LowVol:-0.8
null
8
25
4.6
hard 12%
203
17.1
Sideways
14.7
4.44
2.9
133
-4
55
38
false
Buy
Add to core equity +1%
20
2
BrokerD
MKT
95
null
null
Normal monitoring
44
10
14
3
false
Tax-aware sells next window
P1390
Active
Taxable
USD
2024-07-28
1,925,572
167,547
1,758,025
1
65.7
27.9
0
6.4
TSLA:33.3%;BRK.B:33.3%;AMZN:33.3%
US:66.8;EU:13.6;APAC:9.0;EM:10.1;Other:0.5
Value:-0.9;Growth:-0.4;Quality:-0.6;Size:-0.9;Momentum:+0.4;LowVol:+0.9
MaxPos7%
5
30
5.1
trailing 8%
191
17.4
Bull
16.9
4.43
3.4
73
75
83
59
false
Buy
Add to core equity +1%
-4
-26
BrokerD
LMT
99
null
null
Normal monitoring
43
-49
51
5
false
Within IPS guidelines
P1391
Systematic
IRA
USD
2025-08-20
659,874
56,880
602,994
1
69.2
20.9
4.6
5.3
MUB:7.4%;BND:20.7%;AMZN:20.7%;IEF:18.7%;AAPL:19.4%;QQQ:13.0%
US:72.3;EU:7.0;APAC:10.0;EM:10.1;Other:0.6
Value:+0.9;Growth:-0.9;Quality:-0.5;Size:+0.8;Momentum:-0.6;LowVol:+0.6
null
5
25
4
trailing 8%
121
17.8
Bull
16.8
4.35
3.2
70
77
85
58
false
Rebalance
Shift +1% to bonds from equity
35
-19
BrokerA
LMT
92
null
null
Normal monitoring
90
11
184
4
false
Within IPS guidelines
P1392
Hands-off
Taxable
USD
2024-07-05
594,279
57,072
537,207
1
58.7
20.9
13.8
6.6
QQQ:22.9%;TLT:22.9%;MUB:16.1%;AMZN:22.9%;VTI:15.1%
US:69.9;EU:16.9;APAC:4.7;EM:6.0;Other:2.5
Value:+0.4;Growth:+0.8;Quality:-0.1;Size:-0.7;Momentum:-0.0;LowVol:+0.4
ESGOnly
10
30
5.1
trailing 8%
134
18.3
Sideways
21.7
4.72
3.2
105
-13
41
60
false
Rebalance
Shift +1% to bonds from equity
-8
-5
BrokerB
LMT
94
null
null
Normal monitoring
46
6
173
5
false
Tighten stops on momentum names
P1393
Opportunistic
Roth
USD
2024-12-24
1,522,064
103,561
1,418,503
1.12
65.6
17.3
12.5
4.6
MSFT:11.1%;BRK.B:25.4%;AAPL:25.4%;VNQ:12.6%;VTI:25.4%
US:64.2;EU:14.1;APAC:8.7;EM:8.6;Other:4.3
Value:-0.7;Growth:-0.6;Quality:+0.5;Size:-0.4;Momentum:+0.3;LowVol:-0.9
NoDerivatives
7
25
5
hard 12%
243
34.9
Volatile
21.1
5.3
4
176
76
95
51
false
Buy
Add to core equity +1%
-10
-20
BrokerA
LMT
93
null
null
Normal monitoring
44
-30
165
3
false
Monitor dispersion and breadth
P1394
Hands-off
IRA
USD
2025-03-05
352,913
24,428
328,485
1
55.8
17.9
17.4
9
VNQ:14.0%;MUB:28.7%;QQQ:28.7%;VOO:28.7%
US:68.3;EU:9.1;APAC:10.1;EM:8.1;Other:4.4
Value:+0.2;Growth:-0.5;Quality:+0.4;Size:-0.9;Momentum:-0.1;LowVol:-0.8
null
7
30
5.2
trailing 8%
111
18.2
Bear
31.5
4.29
1.6
203
-87
21
74
true
Rebalance
Rebalance back to target bands
-15
-27
BrokerC
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
88
17
77
3
false
Tighten stops on momentum names
P1395
Hands-off
Trust
USD
2025-04-07
161,914
8,283
153,631
1
67.5
24.9
0
7.6
BRK.B:20.8%;VTI:9.1%;MSFT:17.1%;TLT:20.8%;VOO:20.8%;BND:11.2%
US:69.4;EU:12.5;APAC:6.5;EM:6.6;Other:4.9
Value:+0.2;Growth:+0.3;Quality:+0.4;Size:+0.1;Momentum:+0.5;LowVol:+1.0
MaxPos6%;NoDerivatives
8
35
4.5
trailing 8%
127
14.3
Volatile
26.7
4.34
4.1
142
80
91
72
true
Reduce
Cut high-beta by 2-3%, add cash
16
8
BrokerB
MKT
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
15
-50
-18
5
false
Increase defensive factor exposure
P1396
Active
Trust
USD
2025-05-16
1,027,872
94,485
933,387
1
62.1
28.4
0
9.5
IEF:33.3%;AMZN:33.3%;VTI:33.3%
US:69.8;EU:10.1;APAC:9.7;EM:9.7;Other:0.7
Value:-0.0;Growth:+0.4;Quality:-0.3;Size:+0.1;Momentum:+0.9;LowVol:-0.5
null
10
35
4.9
trailing 8%
195
21.1
Bull
16.4
4.47
2.4
116
62
71
56
true
Hedge
Buy index puts 1% notional
20
-12
BrokerB
MKT
100
VAR>budget
Pause
Risk above budget threshold
54
-46
157
2
false
Tighten stops on momentum names
P1397
Hands-off
Trust
USD
2025-09-07
679,279
27,780
651,499
1
67.5
21.7
5.2
5.6
VTI:11.2%;HYG:24.4%;GLD:15.4%;MSFT:24.4%;IEF:24.4%
US:65.0;EU:11.7;APAC:11.1;EM:7.9;Other:4.3
Value:+0.1;Growth:-0.9;Quality:+0.9;Size:-0.9;Momentum:-0.8;LowVol:-0.3
null
6
30
3.2
trailing 10%
119
15.4
Volatile
29.7
5.43
2.8
151
-45
26
74
true
Hedge
Buy index puts 1% notional
16
-25
BrokerB
MKT
87
VAR>budget
Reduce
Risk above budget threshold
-46
20
-10
3
false
Tax-aware sells next window
P1398
Cautious
Roth
USD
2024-09-26
714,969
69,603
645,366
1
46.4
36.3
0
17.3
VNQ:17.7%;IEF:27.4%;HYG:27.4%;TSLA:27.4%
US:70.1;EU:16.4;APAC:8.4;EM:5.1;Other:0.0
Value:-0.3;Growth:+0.5;Quality:+0.4;Size:+0.5;Momentum:-0.2;LowVol:-0.6
MaxPos5%;NoMargin
5
25
4.7
trailing 8%
137
15.2
Sideways
18.8
4.23
2.7
118
2
62
41
false
Buy
Add to core equity +1%
31
-24
BrokerA
LMT
90
null
null
Normal monitoring
20
-17
55
5
false
Monitor dispersion and breadth
P1399
Hands-off
IRA
USD
2024-07-14
384,362
25,886
358,476
1
62.7
27.8
2
7.4
VOO:16.7%;QQQ:23.3%;BND:13.3%;MUB:23.3%;VNQ:23.3%
US:69.8;EU:8.1;APAC:9.8;EM:9.8;Other:2.5
Value:+0.5;Growth:-0.5;Quality:+0.7;Size:-0.3;Momentum:+0.9;LowVol:+0.9
ESGOnly
5
25
5.4
trailing 8%
152
16.1
Sideways
14.3
4.27
2.1
140
52
62
55
false
Rebalance
Shift +1% to bonds from equity
-2
13
BrokerB
MKT
98
null
null
Normal monitoring
101
-30
224
4
false
Within IPS guidelines
P1400
Systematic
Trust
USD
2024-11-12
987,295
72,530
914,765
1
64.4
26.2
0
9.4
HYG:23.1%;MSFT:23.1%;XLF:7.7%;GLD:23.1%;VTI:23.1%
US:64.0;EU:13.3;APAC:8.3;EM:8.4;Other:6.0
Value:+1.0;Growth:+0.3;Quality:-0.4;Size:-0.2;Momentum:+0.3;LowVol:+0.8
MaxPos5%;NoDerivatives
5
35
4.5
trailing 9%
170
26.2
Bear
27.5
3.88
2.4
152
-87
5
67
false
Sell
Trim extended winner -1%
5
-7
BrokerD
VWAP
86
null
null
Normal monitoring
32
-37
106
4
false
Tax-aware sells next window