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
P1401
Active
Taxable
USD
2025-06-29
1,352,031
157,542
1,194,489
1
54.5
26.5
9.2
9.8
AMZN:16.1%;MSFT:21.8%;VNQ:16.1%;VOO:8.8%;XLF:21.3%;IEF:15.9%
US:71.7;EU:8.4;APAC:8.3;EM:7.3;Other:4.3
Value:-0.9;Growth:-0.9;Quality:-0.0;Size:-1.0;Momentum:+0.2;LowVol:-0.5
NoDerivatives
5
35
5.5
trailing 9%
138
21.9
Bull
11.3
4.99
2.4
85
43
62
25
false
Rebalance
Shift +1% to bonds from equity
25
-16
BrokerB
LMT
99
null
null
Normal monitoring
112
9
208
3
false
Within IPS guidelines
P1402
Active
Trust
USD
2025-11-23
1,167,850
70,852
1,096,998
1
60
27.2
3.3
9.4
TLT:9.4%;BRK.B:14.7%;VNQ:11.1%;TSLA:22.8%;VOO:19.1%;QQQ:22.8%
US:70.3;EU:10.8;APAC:13.0;EM:4.0;Other:1.9
Value:-0.6;Growth:-0.0;Quality:-1.0;Size:-0.8;Momentum:-0.6;LowVol:0.0
NoDerivatives
6
30
5.8
hard 12%
135
27.2
Bull
15.9
4.47
2.3
109
57
65
43
false
Hedge
Add TLT +1% as duration hedge
2
-17
BrokerC
LMT
89
null
null
Normal monitoring
26
15
20
4
false
Tighten stops on momentum names
P1403
Cautious
Taxable
USD
2024-12-11
205,205
21,339
183,866
1
42.6
32.6
10.1
14.7
MSFT:25.0%;BRK.B:25.0%;AAPL:25.0%;VTI:25.0%
US:69.8;EU:6.1;APAC:11.9;EM:7.8;Other:4.4
Value:-0.6;Growth:-0.3;Quality:-0.6;Size:+0.8;Momentum:-0.2;LowVol:-0.5
ESGOnly;MaxPos5%;NoMargin
10
25
5.1
trailing 8%
117
19.4
Bull
14.1
3.74
2.3
79
111
100
23
false
Buy
Add to core equity +1%
9
-17
BrokerB
LMT
90
null
null
Normal monitoring
-35
-4
-62
5
false
Monitor dispersion and breadth
P1404
Hands-off
IRA
USD
2025-08-25
838,410
50,397
788,013
1
68.5
21.9
1.4
8.2
AAPL:33.3%;IEF:33.3%;BRK.B:33.3%
US:65.1;EU:9.3;APAC:10.8;EM:9.8;Other:5.0
Value:+0.8;Growth:+0.9;Quality:-0.4;Size:+0.7;Momentum:+0.9;LowVol:-0.8
null
8
25
4.3
trailing 8%
150
12.1
Volatile
20.8
5.21
2.9
151
29
77
63
false
Rebalance
Shift +1% to bonds from equity
17
3
BrokerB
LMT
97
null
null
Normal monitoring
-40
-33
-1
3
false
Tighten stops on momentum names
P1405
Hands-off
IRA
USD
2024-08-28
302,589
27,856
274,733
1
69
17.6
5.6
7.8
VTI:20.3%;AAPL:23.1%;XLF:16.8%;BRK.B:23.1%;VOO:16.6%
US:70.2;EU:7.3;APAC:12.4;EM:8.3;Other:1.8
Value:-0.3;Growth:-0.6;Quality:+0.2;Size:-0.0;Momentum:-1.0;LowVol:-0.0
ESGOnly
5
25
4.2
trailing 10%
166
14.9
Volatile
26
4.51
2.1
154
-55
15
66
false
Buy
Add to core equity +1%
10
7
BrokerB
LMT
100
null
null
Normal monitoring
12
-13
139
4
false
Tighten stops on momentum names
P1406
Active
IRA
USD
2025-07-12
546,560
33,693
512,867
1
65.5
29.3
0
5.2
BRK.B:14.2%;AAPL:22.9%;IEF:17.0%;QQQ:22.9%;VOO:22.9%
US:70.7;EU:7.6;APAC:8.9;EM:8.6;Other:4.2
Value:0.0;Growth:+0.8;Quality:+0.2;Size:-0.1;Momentum:-0.9;LowVol:-0.4
NoDerivatives
10
25
5.4
trailing 9%
170
23.3
Sideways
18.5
4.47
2.6
103
3
59
63
false
Buy
Add to core equity +1%
-8
7
BrokerC
LMT
100
null
null
Normal monitoring
100
-40
189
4
false
Increase defensive factor exposure
P1407
Active
Roth
USD
2025-05-02
977,048
61,314
915,734
1
66.1
24.5
2.8
6.6
TLT:22.7%;BND:22.7%;VOO:22.7%;VTI:19.7%;GLD:12.3%
US:69.2;EU:8.7;APAC:10.0;EM:11.0;Other:1.1
Value:-0.0;Growth:-0.1;Quality:-0.6;Size:-0.5;Momentum:+0.8;LowVol:+0.3
MaxPos5%
10
30
5.3
trailing 8%
147
23.6
Volatile
28.8
4.26
4.2
157
56
72
69
false
Rebalance
Shift +1% to bonds from equity
13
-12
BrokerB
MKT
86
null
null
Normal monitoring
-53
8
-35
5
false
Tighten stops on momentum names
P1408
Opportunistic
IRA
USD
2025-08-02
899,272
52,273
846,999
1
63
21.4
10.8
4.8
TLT:22.5%;VTI:14.2%;HYG:22.5%;TSLA:22.5%;AMZN:18.2%
US:68.5;EU:11.1;APAC:11.4;EM:7.5;Other:1.5
Value:+0.5;Growth:-0.5;Quality:-1.0;Size:-0.0;Momentum:-0.5;LowVol:0.0
null
10
25
6.6
trailing 7%
232
33.2
Bull
17.8
3.93
2.7
81
59
94
44
true
Hedge
Buy index puts 1% notional
21
13
BrokerA
LMT
96
VAR>budget
Reduce
Risk above budget threshold
-48
-10
-19
4
false
Tighten stops on momentum names
P1409
Hands-off
Taxable
USD
2025-02-04
773,242
31,141
742,101
1
66.3
25.5
0.6
7.6
AAPL:12.7%;HYG:19.9%;IEF:21.4%;MSFT:16.9%;VOO:21.4%;BRK.B:7.6%
US:68.3;EU:6.8;APAC:11.5;EM:10.5;Other:2.9
Value:-0.9;Growth:-0.1;Quality:-0.8;Size:+0.2;Momentum:-0.1;LowVol:-0.9
NoDerivatives
10
30
6
trailing 8%
123
14.9
Sideways
18
4.41
3.4
122
32
76
63
false
Sell
Trim extended winner -1%
0
-2
BrokerC
LMT
86
null
null
Normal monitoring
44
-8
172
4
false
Within IPS guidelines
P1410
Systematic
Roth
USD
2025-03-26
1,215,480
109,121
1,106,359
1
62.6
29.5
0
7.9
GLD:23.4%;VNQ:15.0%;MUB:23.4%;IEF:17.1%;HYG:12.1%;MSFT:8.9%
US:66.8;EU:16.9;APAC:8.4;EM:4.9;Other:3.0
Value:+0.5;Growth:+0.3;Quality:+0.9;Size:-0.9;Momentum:+0.1;LowVol:+0.2
NoDerivatives
10
25
5.4
trailing 9%
170
22.4
Volatile
22.2
5.09
2.2
146
35
53
54
false
NoAction
Within bands; monitor
-13
-5
BrokerD
LMT
98
null
null
Normal monitoring
24
-56
3
3
false
Monitor dispersion and breadth
P1411
Hands-off
Trust
USD
2025-05-30
654,322
38,518
615,804
1
57.5
25.3
9.8
7.4
VTI:17.0%;TLT:19.1%;GLD:20.5%;BRK.B:16.9%;XLF:13.6%;MSFT:12.8%
US:73.7;EU:8.5;APAC:6.2;EM:8.9;Other:2.8
Value:+0.3;Growth:-0.2;Quality:+0.1;Size:+0.7;Momentum:+0.4;LowVol:+1.0
ESGOnly
6
25
3.5
trailing 8%
166
17.6
Bull
17.1
4.42
2.4
116
7
40
47
false
NoAction
Within bands; monitor
-11
-13
BrokerC
LMT
99
null
null
Normal monitoring
17
16
95
5
false
Tax-aware sells next window
P1412
Cautious
Roth
USD
2025-06-02
469,447
42,310
427,137
1
36.8
40.8
10.1
12.2
XLF:15.0%;MUB:23.6%;VOO:11.6%;BRK.B:23.6%;TSLA:16.3%;VTI:10.0%
US:71.1;EU:13.2;APAC:11.1;EM:3.4;Other:1.2
Value:+0.8;Growth:-0.2;Quality:+0.5;Size:+0.5;Momentum:+0.1;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
5
30
3.8
trailing 8%
158
12.5
Bull
12.3
3.7
2.5
87
25
68
35
false
Hedge
Add TLT +1% as duration hedge
34
-22
BrokerD
MKT
93
null
null
Normal monitoring
50
6
97
4
false
Monitor dispersion and breadth
P1413
Opportunistic
Trust
USD
2025-12-08
1,299,865
68,567
1,231,298
1.24
70.5
10.1
11.9
7.5
VTI:27.9%;VOO:16.3%;XLF:27.9%;MUB:27.9%
US:66.7;EU:13.4;APAC:10.6;EM:9.0;Other:0.3
Value:+0.1;Growth:-0.4;Quality:+0.1;Size:+0.4;Momentum:+0.8;LowVol:+0.4
NoDerivatives
7
25
4.9
trailing 7%
270
20.9
Bull
12.6
4.43
3.4
120
101
95
43
false
Rebalance
Shift +1% to bonds from equity
7
-7
BrokerD
LMT
91
null
null
Normal monitoring
-49
-42
-89
5
false
Within IPS guidelines
P1414
Active
401k
USD
2025-07-05
828,998
71,029
757,969
1
68.7
18.1
7.4
5.7
MSFT:33.3%;XLF:33.3%;VNQ:33.3%
US:63.9;EU:14.2;APAC:6.1;EM:13.5;Other:2.2
Value:-0.9;Growth:-0.1;Quality:0.0;Size:-0.4;Momentum:+0.4;LowVol:+1.0
null
10
25
5.9
trailing 8%
154
24.3
Sideways
14.7
4.58
3.2
137
-6
52
47
false
NoAction
Within bands; monitor
-14
-2
BrokerD
MKT
0
null
null
Normal monitoring
-36
16
58
4
false
Increase defensive factor exposure
P1415
Cautious
Trust
USD
2025-07-17
622,559
71,099
551,460
1
41.3
34.5
7.1
17.2
TLT:30.4%;VNQ:21.2%;IEF:17.9%;HYG:30.4%
US:63.6;EU:16.4;APAC:10.2;EM:7.9;Other:1.8
Value:-0.3;Growth:-0.8;Quality:-0.1;Size:+0.5;Momentum:-0.4;LowVol:+0.8
NoDerivatives;NoMargin
5
25
3.7
trailing 10%
96
16.5
Volatile
29.5
4.54
3.7
120
75
80
59
false
Sell
Trim extended winner -1%
29
3
BrokerC
MKT
95
null
null
Normal monitoring
38
-36
144
3
false
Monitor dispersion and breadth
P1416
Hands-off
Trust
USD
2025-07-17
729,501
54,825
674,676
1
65.3
22.9
2.7
9.2
VNQ:11.1%;MUB:14.5%;VOO:17.2%;AAPL:22.0%;TLT:13.1%;QQQ:22.0%
US:65.5;EU:13.6;APAC:11.9;EM:7.5;Other:1.5
Value:-0.6;Growth:-0.5;Quality:-0.8;Size:-0.7;Momentum:-0.7;LowVol:-0.1
ESGOnly
5
30
5.4
trailing 8%
168
16.1
Sideways
17.8
4.72
3.3
125
-10
48
50
false
Hedge
Add TLT +1% as duration hedge
12
-29
BrokerB
MKT
91
null
null
Normal monitoring
-22
-52
44
3
false
Within IPS guidelines
P1417
Cautious
Roth
USD
2025-09-25
252,814
21,986
230,828
1
50.3
33.3
0
16.3
XLF:25.2%;VOO:24.3%;MSFT:25.2%;QQQ:25.2%
US:60.8;EU:17.3;APAC:11.5;EM:10.2;Other:0.2
Value:-0.1;Growth:-0.1;Quality:-0.7;Size:+0.8;Momentum:-0.1;LowVol:-0.5
MaxPos8%;NoMargin
10
30
5.5
trailing 10%
136
15.3
Bull
18
4.85
2.5
77
100
87
48
false
Rebalance
Shift +1% to bonds from equity
8
-7
BrokerD
VWAP
88
null
null
Normal monitoring
106
-27
186
3
false
Increase defensive factor exposure
P1418
Cautious
IRA
USD
2025-06-28
561,943
54,068
507,875
1
45.2
42.6
1.2
11
TSLA:33.3%;IEF:33.3%;QQQ:33.3%
US:66.2;EU:9.3;APAC:12.7;EM:7.8;Other:3.9
Value:+0.7;Growth:+0.1;Quality:-0.8;Size:+0.6;Momentum:+0.7;LowVol:+0.5
ESGOnly;NoMargin
7
35
3.3
trailing 8%
146
13.7
Sideways
21.7
3.67
2.1
113
10
57
46
false
Buy
Add to core equity +1%
26
-22
BrokerD
MKT
98
null
null
Normal monitoring
-19
-18
45
5
false
Tighten stops on momentum names
P1419
Active
Trust
USD
2025-02-13
705,522
50,165
655,357
1
60
22.4
9.6
8
MUB:20.7%;VOO:22.3%;TLT:28.5%;BND:28.5%
US:61.5;EU:15.2;APAC:14.5;EM:8.1;Other:0.8
Value:-0.4;Growth:+0.9;Quality:-0.2;Size:-0.7;Momentum:-0.4;LowVol:0.0
NoDerivatives
7
30
4.2
hard 12%
153
19.2
Bear
22.2
3.36
2
195
-109
5
60
true
Hedge
Buy index puts 1% notional
30
7
BrokerC
VWAP
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
102
0
157
4
false
Tighten stops on momentum names
P1420
Systematic
Taxable
USD
2025-08-03
1,061,358
69,798
991,560
1
63.3
20.1
11.4
5.2
IEF:8.0%;BRK.B:21.3%;MSFT:21.3%;AAPL:6.9%;HYG:21.1%;MUB:21.3%
US:69.7;EU:16.3;APAC:7.1;EM:4.2;Other:2.7
Value:-0.5;Growth:-0.8;Quality:-0.6;Size:+0.4;Momentum:+0.5;LowVol:-0.7
null
8
30
4.8
trailing 8%
174
16.7
Volatile
29.4
3.84
3.4
153
73
83
81
true
Hedge
Buy index puts 1% notional
1
-14
BrokerD
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
113
12
169
4
false
Tax-aware sells next window
P1421
Cautious
Taxable
USD
2025-05-16
360,783
45,594
315,189
1
36
36
10.8
17.2
GLD:25.8%;VNQ:25.8%;TLT:22.5%;AMZN:25.8%
US:61.3;EU:16.9;APAC:11.8;EM:6.4;Other:3.6
Value:+0.7;Growth:-0.7;Quality:-0.4;Size:-0.3;Momentum:-0.4;LowVol:-0.1
NoDerivatives;NoMargin
5
30
4
trailing 8%
90
17.6
Bear
32.9
4.4
1.9
160
-60
13
58
false
Buy
Add to core equity +1%
32
-10
BrokerA
MKT
98
null
null
Normal monitoring
-6
3
54
3
false
Monitor dispersion and breadth
P1422
Hands-off
401k
USD
2025-07-21
294,686
13,013
281,673
1
72.3
20.3
0
7.4
MSFT:14.9%;QQQ:21.5%;HYG:18.8%;BRK.B:22.4%;VTI:22.4%
US:66.1;EU:13.8;APAC:13.5;EM:4.8;Other:1.8
Value:+0.5;Growth:+0.9;Quality:+0.4;Size:-0.1;Momentum:-0.4;LowVol:-0.3
ESGOnly;MaxPos7%;NoDerivatives
5
30
5.6
hard 10%
164
15.5
Bull
11.5
4.26
2.9
74
11
46
49
false
Buy
Add to core equity +1%
32
-12
BrokerB
MKT
91
null
null
Normal monitoring
81
-6
69
5
false
Tax-aware sells next window
P1423
Hands-off
Roth
USD
2025-04-15
639,973
27,084
612,889
1
68.8
15.2
8.1
8
VTI:19.5%;TSLA:26.8%;MSFT:26.8%;QQQ:26.8%
US:65.2;EU:7.6;APAC:14.1;EM:9.1;Other:4.1
Value:+0.5;Growth:-0.9;Quality:-0.6;Size:+0.4;Momentum:+0.2;LowVol:+0.2
ESGOnly
8
30
3.8
trailing 8%
106
15.2
Bear
22
4.27
1.8
139
-15
39
62
false
Buy
Add to core equity +1%
26
-1
BrokerC
MKT
89
null
null
Normal monitoring
115
-17
241
5
false
Tighten stops on momentum names
P1424
Active
Roth
USD
2025-04-10
1,213,124
82,433
1,130,691
1
58.2
19.8
12.8
9.2
TSLA:16.5%;MUB:11.1%;BND:17.5%;BRK.B:20.3%;VTI:14.8%;XLF:19.8%
US:61.4;EU:16.7;APAC:9.2;EM:9.5;Other:3.2
Value:+0.1;Growth:+0.6;Quality:+0.6;Size:+0.7;Momentum:+0.8;LowVol:-0.5
null
5
35
4
trailing 8%
216
20.4
Bull
14.9
5
3.4
87
81
84
34
false
Rebalance
Shift +1% to bonds from equity
24
-28
BrokerC
MKT
89
null
null
Normal monitoring
34
-55
169
3
false
Monitor dispersion and breadth
P1425
Active
Taxable
USD
2025-04-14
1,059,115
86,733
972,382
1
56.5
27
7.1
9.4
QQQ:20.6%;MUB:18.6%;IEF:19.5%;XLF:20.6%;VOO:20.6%
US:56.4;EU:19.7;APAC:14.3;EM:4.4;Other:5.3
Value:+1.0;Growth:-0.8;Quality:-1.0;Size:+0.8;Momentum:+0.8;LowVol:-0.6
MaxPos5%
8
35
4.9
trailing 8%
216
27
Volatile
28.4
3.53
2.7
141
-33
19
72
true
Hedge
Buy index puts 1% notional
6
11
BrokerB
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
-28
-54
69
4
false
Tighten stops on momentum names
P1426
Systematic
Trust
USD
2024-07-29
1,874,026
116,475
1,757,551
1
62.2
21.7
6.4
9.6
BRK.B:17.6%;IEF:22.1%;AMZN:22.1%;HYG:22.1%;BND:16.1%
US:63.7;EU:14.7;APAC:8.5;EM:9.0;Other:4.1
Value:-0.1;Growth:+0.6;Quality:-0.8;Size:+0.3;Momentum:0.0;LowVol:-0.7
null
7
25
5.9
trailing 9%
127
16.3
Sideways
16.4
4.46
2.1
134
22
74
45
false
NoAction
Within bands; monitor
24
15
BrokerA
MKT
0
null
null
Normal monitoring
99
-20
221
5
false
Monitor dispersion and breadth
P1427
Active
401k
USD
2025-06-12
2,316,439
227,261
2,089,178
1
62.6
18.8
12.4
6.2
MUB:24.2%;IEF:16.7%;TLT:19.3%;VTI:24.2%;BRK.B:15.6%
US:63.3;EU:6.6;APAC:15.0;EM:11.1;Other:4.0
Value:-0.3;Growth:-0.4;Quality:-0.4;Size:+0.3;Momentum:-0.2;LowVol:-0.2
NoDerivatives
7
25
4
trailing 8%
202
19.3
Sideways
18.9
4.22
2.9
90
-16
37
49
false
Buy
Add to core equity +1%
31
10
BrokerD
MKT
97
null
null
Normal monitoring
79
11
86
3
false
Within IPS guidelines
P1428
Hands-off
401k
USD
2024-11-05
570,542
45,559
524,983
1
74.8
16.6
2.2
6.3
VOO:26.7%;XLF:19.9%;TLT:26.7%;BRK.B:26.7%
US:70.8;EU:9.3;APAC:8.4;EM:9.6;Other:1.9
Value:+0.7;Growth:-0.7;Quality:-0.3;Size:-0.4;Momentum:-0.1;LowVol:+0.8
ESGOnly;MaxPos6%
5
25
4.6
trailing 8%
95
14.3
Bull
13.9
4.68
3.5
99
58
82
47
false
Sell
Trim extended winner -1%
-10
-33
BrokerA
LMT
98
null
null
Normal monitoring
117
-37
140
3
false
Tax-aware sells next window
P1429
Hands-off
Roth
USD
2024-11-25
584,362
44,970
539,392
1
63.7
27.5
0
8.8
VOO:33.3%;TLT:33.3%;VTI:33.3%
US:62.8;EU:18.6;APAC:5.5;EM:9.4;Other:3.8
Value:+0.5;Growth:+1.0;Quality:-0.0;Size:+0.2;Momentum:+0.7;LowVol:-0.1
MaxPos7%
7
25
3.5
trailing 8%
156
15.3
Bear
33.8
4.32
1.5
187
-92
12
91
true
Rebalance
Rebalance back to target bands
20
-7
BrokerD
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
81
-22
67
4
false
Tighten stops on momentum names
P1430
Active
IRA
USD
2025-01-10
628,634
65,260
563,374
1
54.7
23.9
16.4
5
BND:17.7%;VNQ:20.9%;BRK.B:9.5%;XLF:20.9%;TSLA:11.9%;IEF:19.0%
US:64.2;EU:19.4;APAC:9.5;EM:6.0;Other:0.9
Value:-0.6;Growth:-0.8;Quality:+1.0;Size:-0.5;Momentum:0.0;LowVol:-0.6
NoDerivatives
5
30
5.9
hard 12%
200
20.1
Bull
13.3
4.18
3.1
105
89
90
32
false
Rebalance
Shift +1% to bonds from equity
35
-4
BrokerD
MKT
85
null
null
Normal monitoring
60
1
38
3
false
Tighten stops on momentum names
P1431
Opportunistic
IRA
USD
2025-04-09
1,284,112
112,164
1,171,948
1
68
21.4
4.1
6.5
BRK.B:26.7%;QQQ:26.7%;IEF:26.7%;VNQ:19.9%
US:71.3;EU:6.5;APAC:8.4;EM:12.4;Other:1.5
Value:-0.9;Growth:-0.3;Quality:-0.7;Size:-0.9;Momentum:-0.2;LowVol:0.0
MaxPos6%;NoDerivatives
5
30
6.7
hard 12%
266
20.7
Sideways
15.9
4.27
2.7
110
27
75
54
false
Sell
Trim extended winner -1%
-10
-6
BrokerA
LMT
87
null
null
Normal monitoring
41
-7
60
5
false
Monitor dispersion and breadth
P1432
Active
Roth
USD
2025-11-28
1,531,052
140,445
1,390,607
1
57.2
31.2
6.1
5.5
VOO:17.1%;HYG:18.0%;TLT:23.8%;BRK.B:17.2%;BND:23.8%
US:64.4;EU:17.3;APAC:12.4;EM:5.2;Other:0.7
Value:+1.0;Growth:+0.3;Quality:-0.4;Size:-0.8;Momentum:-0.2;LowVol:+0.3
null
7
30
5.7
trailing 8%
186
21
Sideways
18.3
4.32
2.7
92
-24
24
46
false
Sell
Trim extended winner -1%
8
-10
BrokerA
LMT
86
null
null
Normal monitoring
105
-50
93
3
false
Within IPS guidelines
P1433
Hands-off
Roth
USD
2025-11-09
562,459
25,683
536,776
1
70.5
24.4
0
5.1
GLD:33.3%;BND:33.3%;AAPL:33.3%
US:60.4;EU:17.7;APAC:13.4;EM:3.7;Other:4.9
Value:-0.9;Growth:-0.1;Quality:+0.6;Size:-0.9;Momentum:+0.8;LowVol:-0.9
ESGOnly
5
30
5.6
trailing 10%
150
19.5
Bull
15
3.98
2.3
117
50
81
61
false
Sell
Trim extended winner -1%
-1
13
BrokerB
MKT
94
null
null
Normal monitoring
109
-41
87
4
false
Tax-aware sells next window
P1434
Opportunistic
Taxable
USD
2024-07-23
470,505
19,581
450,924
1
63
16.8
13.9
6.2
BRK.B:36.4%;AMZN:27.2%;VNQ:36.4%
US:63.8;EU:10.7;APAC:10.2;EM:11.0;Other:4.3
Value:-0.3;Growth:+0.4;Quality:+0.6;Size:-0.4;Momentum:+1.0;LowVol:+0.4
MaxPos7%;NoDerivatives
7
25
6.8
trailing 7%
187
20.9
Volatile
22.8
4.96
2.5
152
36
54
62
true
Hedge
Buy index puts 1% notional
-9
-40
BrokerA
MKT
94
RegimeShift
Reduce
Volatility spike and breadth deterioration
28
7
10
5
false
Monitor dispersion and breadth
P1435
Opportunistic
IRA
USD
2024-10-21
515,763
26,556
489,207
1
67.2
20.2
3.6
9
BND:33.3%;MUB:33.3%;TSLA:33.3%
US:66.6;EU:10.0;APAC:16.2;EM:5.5;Other:1.7
Value:+1.0;Growth:+0.9;Quality:-0.6;Size:+0.2;Momentum:-0.3;LowVol:-0.2
MaxPos8%
5
25
6.9
trailing 7%
256
31
Bull
16.5
3.57
2.1
73
90
85
59
false
Buy
Add to core equity +1%
1
8
BrokerA
MKT
99
null
null
Normal monitoring
97
-30
120
3
false
Within IPS guidelines
P1436
Active
Taxable
USD
2025-10-07
2,002,208
214,641
1,787,567
1.07
61.8
19.5
11.2
7.5
VNQ:24.8%;HYG:20.2%;GLD:27.5%;AMZN:27.5%
US:68.6;EU:16.6;APAC:8.3;EM:3.8;Other:2.7
Value:+0.5;Growth:-0.1;Quality:-0.8;Size:-0.2;Momentum:+0.4;LowVol:-0.8
MaxPos7%
10
30
4.8
trailing 8%
195
19.1
Bull
16.7
4.28
3.2
84
54
90
57
false
Hedge
Add TLT +1% as duration hedge
10
-5
BrokerA
MKT
92
null
null
Normal monitoring
29
-14
-10
5
false
Within IPS guidelines
P1437
Cautious
401k
USD
2025-04-25
374,466
32,964
341,502
1
41.5
34.8
9.4
14.3
BND:27.6%;XLF:27.6%;AMZN:17.2%;VTI:27.6%
US:61.2;EU:15.7;APAC:10.6;EM:8.5;Other:4.0
Value:-0.8;Growth:+0.7;Quality:+0.3;Size:+0.1;Momentum:-0.1;LowVol:-1.0
NoDerivatives;NoMargin
10
35
3.2
hard 10%
167
16.6
Volatile
26.8
4.44
2.6
136
59
82
56
false
Buy
Add to core equity +1%
-3
-25
BrokerB
MKT
88
null
null
Normal monitoring
67
0
151
4
false
Within IPS guidelines
P1438
Active
Trust
USD
2024-10-20
1,693,060
198,521
1,494,539
1
64.8
26.5
0
8.8
TSLA:21.5%;BND:12.8%;HYG:15.8%;AMZN:21.2%;XLF:20.5%;VOO:8.2%
US:80.6;EU:6.7;APAC:6.9;EM:4.2;Other:1.7
Value:-0.4;Growth:+0.7;Quality:+0.9;Size:-0.8;Momentum:+0.9;LowVol:-0.6
null
5
35
4
hard 12%
146
21.5
Bull
17
3.69
3.4
87
10
60
48
false
Rebalance
Shift +1% to bonds from equity
-11
-26
BrokerB
VWAP
100
null
null
Normal monitoring
50
10
129
4
false
Tighten stops on momentum names
P1439
Cautious
IRA
USD
2025-11-29
776,329
92,501
683,828
1
53.6
32.2
0
14.2
IEF:20.2%;TLT:10.2%;XLF:19.1%;MUB:13.3%;AAPL:19.4%;BRK.B:17.7%
US:65.2;EU:18.6;APAC:8.8;EM:4.2;Other:3.2
Value:-0.1;Growth:+0.7;Quality:+0.1;Size:-0.4;Momentum:-0.1;LowVol:+0.2
NoDerivatives;NoMargin
10
35
5.5
trailing 10%
118
12.1
Bull
18
4.8
2.4
118
83
88
38
false
Sell
Trim extended winner -1%
31
-2
BrokerA
LMT
100
null
null
Normal monitoring
-19
-13
54
4
false
Tax-aware sells next window
P1440
Cautious
401k
USD
2025-02-03
340,721
53,743
286,978
1
36.8
43.8
1.5
17.8
GLD:33.3%;MSFT:33.3%;VNQ:33.3%
US:60.9;EU:18.8;APAC:12.5;EM:5.6;Other:2.1
Value:+0.3;Growth:+0.3;Quality:+0.5;Size:+0.9;Momentum:-0.9;LowVol:0.0
NoMargin
8
30
4.3
trailing 8%
92
14.7
Bull
13
4.06
2.6
86
82
78
28
false
Rebalance
Shift +1% to bonds from equity
16
0
BrokerA
VWAP
95
null
null
Normal monitoring
54
-44
123
3
false
Within IPS guidelines
P1441
Hands-off
401k
USD
2024-09-18
395,573
22,569
373,004
1
70.3
15.3
9.2
5.1
MUB:23.8%;QQQ:25.4%;MSFT:25.4%;XLF:25.4%
US:68.8;EU:6.2;APAC:15.4;EM:6.7;Other:3.0
Value:-0.0;Growth:+0.1;Quality:+0.8;Size:+0.1;Momentum:+0.3;LowVol:+0.5
ESGOnly
10
25
6
trailing 10%
161
15.1
Bull
12.3
4.76
2.5
73
66
98
40
false
Buy
Add to core equity +1%
35
-39
BrokerC
LMT
89
null
null
Normal monitoring
53
-33
185
5
false
Increase defensive factor exposure
P1442
Hands-off
Roth
USD
2024-11-04
225,518
16,505
209,013
1
68
22.9
0
9.1
HYG:20.9%;VNQ:18.7%;AAPL:18.6%;GLD:20.9%;TLT:20.9%
US:76.5;EU:7.6;APAC:5.9;EM:9.7;Other:0.3
Value:+0.4;Growth:+0.1;Quality:-0.7;Size:-0.7;Momentum:+0.9;LowVol:-1.0
null
10
25
4.5
trailing 10%
131
12.9
Bull
13.1
3.57
3
99
65
92
54
true
Hedge
Buy index puts 1% notional
-2
2
BrokerD
MKT
86
VAR>budget
Pause
Risk above budget threshold
15
-21
149
4
false
Increase defensive factor exposure
P1443
Hands-off
IRA
USD
2024-07-05
167,007
16,286
150,721
1
63.9
26.8
3.7
5.6
VTI:26.2%;MUB:21.3%;QQQ:26.2%;VOO:26.2%
US:64.7;EU:10.2;APAC:14.7;EM:8.9;Other:1.6
Value:-0.3;Growth:+0.6;Quality:0.0;Size:0.0;Momentum:+0.4;LowVol:0.0
ESGOnly
10
35
5.1
trailing 10%
151
19.8
Sideways
19.6
3.89
2
121
-20
48
63
false
Buy
Add to core equity +1%
5
-21
BrokerB
MKT
90
null
null
Normal monitoring
118
-3
243
5
false
Increase defensive factor exposure
P1444
Hands-off
IRA
USD
2024-07-22
795,886
71,030
724,856
1
55.9
27.7
9.8
6.5
IEF:33.3%;VOO:33.3%;VTI:33.3%
US:62.0;EU:13.2;APAC:11.4;EM:10.0;Other:3.5
Value:+0.6;Growth:+0.8;Quality:-0.7;Size:+0.8;Momentum:+0.6;LowVol:+0.2
MaxPos8%
8
30
4.1
hard 10%
141
16.5
Bear
30.6
3.31
2.8
138
-113
5
83
true
Reduce
Cut high-beta by 2-3%, add cash
28
4
BrokerC
LMT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-15
-16
87
4
false
Increase defensive factor exposure
P1445
Cautious
Trust
USD
2024-12-18
756,068
74,459
681,609
1
50.9
32.4
0
16.7
MSFT:11.9%;IEF:21.1%;TSLA:21.1%;TLT:17.6%;BND:21.1%;MUB:7.2%
US:61.9;EU:16.3;APAC:13.6;EM:7.8;Other:0.4
Value:-0.1;Growth:-0.4;Quality:+0.6;Size:-0.5;Momentum:+0.7;LowVol:+0.8
ESGOnly;MaxPos5%;NoMargin
8
25
3.8
trailing 8%
159
13.3
Volatile
31.5
3.85
4.1
177
65
95
73
true
Hedge
Buy index puts 1% notional
20
-12
BrokerD
MKT
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
-43
-41
15
5
false
Increase defensive factor exposure
P1446
Cautious
401k
USD
2025-08-17
881,410
87,464
793,946
1
43.6
34.7
7.6
14.2
TSLA:22.1%;QQQ:20.5%;AAPL:18.3%;GLD:22.1%;VNQ:17.0%
US:71.6;EU:7.6;APAC:11.0;EM:6.0;Other:3.8
Value:-0.6;Growth:+0.1;Quality:+0.5;Size:+0.3;Momentum:+0.6;LowVol:+0.3
MaxPos7%;NoDerivatives;NoMargin
10
25
5.3
trailing 10%
158
13.5
Bull
15.9
4.75
3.2
70
45
80
31
false
Sell
Trim extended winner -1%
-13
-31
BrokerD
LMT
99
null
null
Normal monitoring
95
-2
139
4
false
Within IPS guidelines
P1447
Systematic
Taxable
USD
2025-06-09
1,308,684
57,041
1,251,643
1
56.8
21.2
14
8
HYG:21.8%;VOO:20.1%;BND:18.1%;MSFT:21.8%;IEF:18.3%
US:77.4;EU:8.9;APAC:7.5;EM:4.7;Other:1.5
Value:+0.3;Growth:-0.3;Quality:-0.6;Size:-0.7;Momentum:-0.8;LowVol:-0.2
null
8
35
5.2
trailing 8%
189
18.2
Sideways
15.4
3.71
2.9
105
0
60
49
false
Buy
Add to core equity +1%
-6
5
BrokerC
MKT
89
null
null
Normal monitoring
28
-39
163
5
false
Increase defensive factor exposure
P1448
Opportunistic
401k
USD
2024-10-04
1,009,266
86,176
923,090
1.19
74.4
18.7
1.5
5.4
MUB:24.5%;IEF:21.8%;HYG:26.8%;MSFT:26.8%
US:64.5;EU:12.4;APAC:15.0;EM:4.3;Other:3.8
Value:-0.5;Growth:-0.0;Quality:-0.3;Size:+0.8;Momentum:+0.7;LowVol:-0.0
null
5
25
4.2
trailing 9%
213
32.6
Bear
25.1
4.13
1.2
175
-79
23
64
false
Rebalance
Shift +1% to bonds from equity
12
-2
BrokerC
MKT
100
null
null
Normal monitoring
27
-51
151
3
false
Monitor dispersion and breadth
P1449
Opportunistic
Taxable
USD
2025-06-02
847,361
46,797
800,564
1
75.9
16.2
2.7
5.2
QQQ:17.0%;HYG:19.9%;AMZN:15.0%;IEF:19.8%;GLD:20.0%;TLT:8.3%
US:63.5;EU:14.2;APAC:12.1;EM:7.9;Other:2.3
Value:+0.2;Growth:-0.2;Quality:+0.3;Size:+0.8;Momentum:+0.3;LowVol:+0.7
MaxPos7%
6
35
4.2
trailing 7%
240
21.3
Bull
13.9
4.59
2.1
94
76
93
58
false
NoAction
Within bands; monitor
33
-16
BrokerB
MKT
0
null
null
Normal monitoring
-30
-25
-29
5
false
Monitor dispersion and breadth
P1450
Opportunistic
IRA
USD
2024-12-11
643,890
40,340
603,550
1
61.5
19.3
13.9
5.4
VTI:33.3%;GLD:33.3%;BND:33.3%
US:64.9;EU:7.5;APAC:13.7;EM:9.5;Other:4.4
Value:-0.3;Growth:-0.0;Quality:-0.6;Size:+0.3;Momentum:+0.1;LowVol:-0.3
null
7
30
5.7
hard 12%
170
23.5
Bear
27.1
4.49
1.9
133
-40
45
66
false
Rebalance
Shift +1% to bonds from equity
-12
-26
BrokerC
MKT
98
null
null
Normal monitoring
29
-48
55
3
false
Monitor dispersion and breadth
P1451
Active
Roth
USD
2024-09-08
1,531,836
145,018
1,386,818
1
58.6
26
5.9
9.5
VTI:12.3%;VOO:6.5%;QQQ:19.0%;AAPL:21.2%;BND:21.2%;XLF:19.8%
US:51.9;EU:18.0;APAC:14.7;EM:11.1;Other:4.4
Value:-0.3;Growth:+1.0;Quality:+0.2;Size:+0.9;Momentum:-0.7;LowVol:-0.1
MaxPos8%;NoDerivatives
8
25
4.2
trailing 8%
144
20.4
Bull
17
4.59
2.2
90
0
57
55
false
Sell
Trim extended winner -1%
18
-38
BrokerB
MKT
95
null
null
Normal monitoring
86
-28
103
5
false
Within IPS guidelines
P1452
Opportunistic
401k
USD
2025-11-02
1,534,273
126,847
1,407,426
1
61.7
13
20.4
4.9
AMZN:32.0%;MSFT:34.0%;BND:34.0%
US:63.1;EU:12.8;APAC:11.8;EM:11.4;Other:0.9
Value:+0.4;Growth:-0.2;Quality:-0.1;Size:+0.5;Momentum:+0.1;LowVol:+0.9
null
6
30
6.3
hard 12%
181
28.9
Volatile
24.4
5.44
2.4
177
4
62
61
false
Buy
Add to core equity +1%
14
-31
BrokerA
LMT
90
null
null
Normal monitoring
-25
-21
-14
4
false
Within IPS guidelines
P1453
Systematic
Roth
USD
2025-02-20
528,899
28,786
500,113
1
60.9
29.7
0
9.4
BRK.B:27.6%;MUB:17.1%;XLF:27.6%;TSLA:27.6%
US:64.5;EU:15.2;APAC:11.8;EM:7.9;Other:0.6
Value:+0.1;Growth:-0.0;Quality:+0.6;Size:-0.6;Momentum:-0.5;LowVol:-0.7
null
5
30
5.1
hard 12%
221
27.9
Volatile
27.7
4.45
3.1
173
-55
37
66
false
Sell
Trim extended winner -1%
35
-12
BrokerA
LMT
100
null
null
Normal monitoring
89
-49
63
4
false
Monitor dispersion and breadth
P1454
Hands-off
Roth
USD
2024-11-16
362,801
29,420
333,381
1
66.6
26.8
0
6.6
MUB:12.6%;XLF:23.9%;GLD:23.9%;VNQ:17.9%;IEF:21.7%
US:67.1;EU:14.1;APAC:8.8;EM:8.6;Other:1.4
Value:+1.0;Growth:+0.4;Quality:+0.6;Size:-1.0;Momentum:-0.7;LowVol:-1.0
MaxPos7%
5
35
5.2
hard 10%
110
12.1
Bear
28.5
3.11
2.3
180
-65
12
68
false
Rebalance
Shift +1% to bonds from equity
5
12
BrokerB
MKT
88
null
null
Normal monitoring
-12
2
-6
5
false
Within IPS guidelines
P1455
Cautious
Trust
USD
2025-11-25
193,765
22,333
171,432
1
39.4
42.9
1.6
16.1
BND:20.6%;QQQ:14.6%;VNQ:15.5%;VOO:20.6%;MUB:18.2%;TLT:10.4%
US:73.2;EU:5.2;APAC:7.5;EM:10.6;Other:3.4
Value:-0.8;Growth:-0.8;Quality:-0.4;Size:-1.0;Momentum:-0.3;LowVol:+0.2
NoMargin
5
30
4.2
trailing 10%
161
13.2
Bear
32.2
4.13
1.4
207
-59
8
70
false
Rebalance
Shift +1% to bonds from equity
-3
-18
BrokerA
VWAP
91
null
null
Normal monitoring
99
-50
188
3
false
Monitor dispersion and breadth
P1456
Cautious
IRA
USD
2025-11-03
386,304
37,638
348,666
1
48.5
40.8
0
10.6
XLF:33.3%;GLD:33.3%;BRK.B:33.3%
US:70.7;EU:11.8;APAC:11.6;EM:5.0;Other:0.9
Value:+0.5;Growth:-0.8;Quality:+0.8;Size:-0.5;Momentum:-0.2;LowVol:-0.4
ESGOnly;NoMargin
10
30
4.3
trailing 8%
156
18.1
Bear
24.5
4.06
2.9
164
37
63
61
false
Buy
Add to core equity +1%
-12
2
BrokerA
LMT
100
null
null
Normal monitoring
32
15
41
4
false
Within IPS guidelines
P1457
Cautious
IRA
USD
2025-07-03
752,534
67,040
685,494
1
43.2
38.3
7.2
11.2
GLD:33.3%;AAPL:33.3%;VNQ:33.3%
US:66.5;EU:17.3;APAC:7.1;EM:7.0;Other:2.1
Value:-0.3;Growth:-0.6;Quality:+0.9;Size:-0.6;Momentum:-0.2;LowVol:+0.2
ESGOnly;NoMargin
7
30
3.2
trailing 8%
148
18.7
Bear
30.1
3.05
1.9
143
-22
37
76
true
Hedge
Buy index puts 1% notional
10
-14
BrokerB
MKT
88
VAR>budget
Hedge
Risk above budget threshold
120
-14
112
3
true
Tax-aware sells next window
P1458
Hands-off
Roth
USD
2025-07-14
472,747
30,474
442,273
1
63.8
17.8
9
9.4
VOO:33.7%;MSFT:33.7%;TLT:32.5%
US:60.1;EU:18.1;APAC:8.1;EM:8.2;Other:5.4
Value:-0.3;Growth:+0.6;Quality:+0.7;Size:+0.6;Momentum:+0.3;LowVol:-0.3
ESGOnly;NoDerivatives
6
35
5.9
trailing 8%
157
16.6
Bull
11.4
3.57
2.1
119
115
100
43
true
Hedge
Buy index puts 1% notional
28
-9
BrokerD
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-43
3
-42
3
false
Tax-aware sells next window
P1459
Active
Roth
USD
2025-10-24
2,149,671
211,100
1,938,571
1
52.8
30.6
8.2
8.3
BRK.B:33.3%;VNQ:33.3%;QQQ:33.3%
US:65.3;EU:16.7;APAC:10.0;EM:7.3;Other:0.7
Value:-0.7;Growth:-0.1;Quality:-0.7;Size:+0.7;Momentum:-0.3;LowVol:+1.0
MaxPos5%;NoDerivatives
5
30
5.4
trailing 8%
140
25.9
Bull
16.5
4.7
2.1
84
115
100
52
false
Rebalance
Shift +1% to bonds from equity
-12
-4
BrokerA
LMT
94
null
null
Normal monitoring
-41
-35
60
3
false
Tax-aware sells next window
P1460
Hands-off
Roth
USD
2025-07-11
721,926
42,127
679,799
1
62.6
16.6
15.3
5.6
BND:18.7%;VTI:13.4%;VOO:20.9%;AMZN:13.6%;GLD:12.2%;IEF:21.2%
US:56.5;EU:21.2;APAC:9.2;EM:13.1;Other:0.1
Value:-0.2;Growth:-0.9;Quality:-0.6;Size:+0.3;Momentum:+0.4;LowVol:-0.5
ESGOnly;NoDerivatives
5
25
4.3
trailing 8%
164
13.8
Bear
22.1
3.91
1.3
178
-8
50
70
true
Hedge
Buy index puts 1% notional
22
2
BrokerB
MKT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
56
-57
134
5
false
Monitor dispersion and breadth
P1461
Hands-off
Trust
USD
2024-08-17
818,821
66,972
751,849
1
67.7
27.5
0
4.8
HYG:13.0%;MUB:20.0%;GLD:22.6%;TLT:22.6%;AMZN:21.9%
US:68.4;EU:9.2;APAC:9.7;EM:9.9;Other:2.8
Value:-0.0;Growth:-0.6;Quality:+0.2;Size:+0.8;Momentum:-0.2;LowVol:+0.9
MaxPos7%;NoDerivatives
8
25
3.1
hard 10%
128
12.2
Bear
32.5
3.26
1.5
207
-59
7
94
true
Rebalance
Rebalance back to target bands
33
-21
BrokerC
VWAP
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-40
-43
92
3
true
Tighten stops on momentum names
P1462
Hands-off
IRA
USD
2025-02-20
361,977
25,759
336,218
1
69.2
21.2
0
9.6
BRK.B:22.5%;GLD:11.5%;QQQ:22.5%;BND:22.5%;HYG:21.0%
US:72.1;EU:8.5;APAC:5.8;EM:8.4;Other:5.2
Value:+0.3;Growth:+0.1;Quality:-0.7;Size:-0.7;Momentum:-0.4;LowVol:+0.4
ESGOnly;NoDerivatives
7
25
5
trailing 10%
92
19.2
Volatile
23.7
4.37
3.3
174
68
75
69
false
Rebalance
Shift +1% to bonds from equity
14
-25
BrokerB
MKT
90
null
null
Normal monitoring
92
-14
119
4
false
Within IPS guidelines
P1463
Cautious
Trust
USD
2024-12-04
160,768
17,292
143,476
1
47.6
41.2
0
11.2
MUB:13.9%;VNQ:20.7%;XLF:21.8%;TLT:21.8%;HYG:21.8%
US:69.7;EU:10.3;APAC:7.3;EM:8.5;Other:4.2
Value:+0.6;Growth:-0.7;Quality:+0.9;Size:-0.6;Momentum:-0.2;LowVol:-0.1
ESGOnly;NoMargin
8
30
3.6
trailing 8%
118
14.7
Sideways
17.1
3.52
2.4
111
-16
34
32
false
Buy
Add to core equity +1%
26
-7
BrokerC
MKT
100
null
null
Normal monitoring
18
-5
125
3
false
Monitor dispersion and breadth
P1464
Active
IRA
USD
2025-12-21
2,228,586
205,079
2,023,507
1
51.9
28.8
10.3
9
VTI:25.5%;TLT:21.1%;AMZN:30.9%;TSLA:22.5%
US:69.9;EU:18.3;APAC:6.8;EM:4.7;Other:0.2
Value:+0.9;Growth:-0.0;Quality:+0.7;Size:+0.6;Momentum:-0.7;LowVol:-0.2
MaxPos8%;NoDerivatives
7
35
5.7
hard 12%
137
23.6
Bull
14
3.56
3.2
82
120
100
39
false
Buy
Add to core equity +1%
18
-37
BrokerC
LMT
97
null
null
Normal monitoring
102
-28
118
3
false
Increase defensive factor exposure
P1465
Active
Roth
USD
2025-04-23
2,487,074
249,696
2,237,378
1
58
19.2
15.5
7.4
TLT:26.2%;VTI:21.5%;IEF:26.2%;MSFT:26.2%
US:64.6;EU:15.8;APAC:8.6;EM:10.5;Other:0.5
Value:+0.6;Growth:-1.0;Quality:+0.5;Size:-0.5;Momentum:0.0;LowVol:+1.0
MaxPos6%
6
25
5.4
trailing 8%
200
21.3
Volatile
20.9
4.75
3.5
122
13
48
57
false
Rebalance
Shift +1% to bonds from equity
32
-14
BrokerC
VWAP
85
null
null
Normal monitoring
96
-29
76
5
false
Increase defensive factor exposure
P1466
Cautious
IRA
USD
2024-10-07
241,211
20,594
220,617
1
50.4
36
0
13.6
VNQ:26.8%;MUB:23.1%;MSFT:23.4%;QQQ:26.8%
US:57.5;EU:13.4;APAC:15.0;EM:10.9;Other:3.2
Value:-0.8;Growth:-1.0;Quality:-0.2;Size:+0.5;Momentum:0.0;LowVol:+0.2
ESGOnly;MaxPos6%;NoMargin
5
30
5.7
trailing 8%
93
14.8
Volatile
30.3
4.06
4.1
142
43
66
63
false
Rebalance
Shift +1% to bonds from equity
0
-31
BrokerC
MKT
92
null
null
Normal monitoring
69
-3
72
3
false
Within IPS guidelines
P1467
Hands-off
Taxable
USD
2025-09-23
879,379
78,452
800,927
1
63.2
23.3
6.4
7.1
TSLA:33.3%;MUB:33.3%;VOO:33.3%
US:66.5;EU:18.1;APAC:7.7;EM:6.9;Other:0.9
Value:-0.9;Growth:+0.8;Quality:-0.5;Size:-0.8;Momentum:+0.3;LowVol:+0.9
ESGOnly;MaxPos7%
10
35
4.7
trailing 8%
135
15.4
Volatile
23.3
3.7
2
143
-32
26
70
false
Rebalance
Shift +1% to bonds from equity
-5
2
BrokerC
LMT
92
null
null
Normal monitoring
-8
-19
76
4
false
Tighten stops on momentum names
P1468
Systematic
Roth
USD
2024-09-12
1,819,541
86,024
1,733,517
1
55.5
22.7
15.9
5.8
IEF:33.3%;MUB:33.3%;HYG:33.3%
US:67.5;EU:7.8;APAC:17.2;EM:4.8;Other:2.7
Value:+0.1;Growth:-0.3;Quality:-0.7;Size:+0.2;Momentum:-0.9;LowVol:-0.7
null
5
30
5.2
trailing 8%
124
24.6
Volatile
28.4
4.52
2.1
119
-31
37
74
true
Hedge
Buy index puts 1% notional
2
-6
BrokerD
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-31
-42
85
3
false
Tighten stops on momentum names
P1469
Active
Taxable
USD
2024-10-17
2,057,216
231,190
1,826,026
1
65.4
21.2
7
6.4
BRK.B:33.3%;QQQ:33.3%;MUB:33.3%
US:75.6;EU:7.8;APAC:6.0;EM:8.9;Other:1.7
Value:-0.3;Growth:+1.0;Quality:-0.7;Size:+0.2;Momentum:+0.9;LowVol:+1.0
null
5
25
5
trailing 9%
190
20.9
Bull
11.2
4.03
3.3
104
78
78
31
false
Buy
Add to core equity +1%
20
-14
BrokerB
LMT
89
null
null
Normal monitoring
110
-13
175
4
false
Monitor dispersion and breadth
P1470
Systematic
Trust
USD
2025-06-12
1,789,860
150,212
1,639,648
1
68.6
21.7
0
9.7
AAPL:21.6%;VNQ:11.9%;TSLA:22.0%;BND:22.2%;XLF:22.2%
US:57.1;EU:20.3;APAC:15.2;EM:4.7;Other:2.8
Value:+0.5;Growth:-0.9;Quality:+0.5;Size:-0.0;Momentum:+0.2;LowVol:+0.5
MaxPos6%
8
30
5.6
trailing 9%
221
27.9
Volatile
26.4
3.55
3.1
167
11
66
67
false
Sell
Trim extended winner -1%
-10
-8
BrokerD
MKT
100
null
null
Normal monitoring
-43
-44
-56
5
false
Increase defensive factor exposure
P1471
Active
Taxable
USD
2025-10-13
1,503,597
147,204
1,356,393
1.14
63.7
25.2
5
6
BND:20.4%;BRK.B:27.3%;AAPL:27.3%;MUB:24.9%
US:69.2;EU:13.3;APAC:9.3;EM:5.4;Other:2.8
Value:-0.5;Growth:-0.8;Quality:-0.1;Size:-0.6;Momentum:+0.3;LowVol:+0.7
MaxPos5%
10
35
4.4
hard 12%
152
17.7
Volatile
27.7
4.87
2.1
121
47
86
73
true
Hedge
Buy index puts 1% notional
-13
-31
BrokerD
MKT
91
VAR>budget
Hedge
Risk above budget threshold
40
-10
62
3
false
Monitor dispersion and breadth
P1472
Active
Taxable
USD
2025-06-28
710,645
57,173
653,472
1
66.3
20.1
6.4
7.2
XLF:33.3%;BND:33.3%;QQQ:33.3%
US:56.2;EU:17.4;APAC:13.9;EM:11.6;Other:0.8
Value:-0.6;Growth:+0.4;Quality:+0.7;Size:+0.6;Momentum:+0.2;LowVol:+0.9
NoDerivatives
7
30
4.2
trailing 9%
159
17.1
Bull
13.8
4.25
2.8
118
94
100
38
false
Buy
Add to core equity +1%
26
-6
BrokerC
LMT
96
null
null
Normal monitoring
56
-41
182
5
false
Increase defensive factor exposure
P1473
Active
Taxable
USD
2025-06-13
1,647,631
104,564
1,543,067
1
69.1
19.1
6.8
5.1
VOO:25.3%;QQQ:25.3%;AMZN:25.3%;TSLA:24.2%
US:53.4;EU:17.1;APAC:13.2;EM:11.4;Other:4.8
Value:-0.5;Growth:+0.4;Quality:-0.5;Size:-0.0;Momentum:-0.5;LowVol:-0.2
null
6
30
5
trailing 8%
133
23.5
Volatile
23.1
3.66
2.6
157
-40
39
57
false
Sell
Trim extended winner -1%
-7
-29
BrokerD
LMT
91
null
null
Normal monitoring
-27
19
61
4
false
Monitor dispersion and breadth
P1474
Opportunistic
Taxable
USD
2025-05-17
1,660,626
70,984
1,589,642
1.06
75.2
14.5
1.6
8.8
VTI:7.9%;HYG:23.2%;VNQ:23.2%;BND:12.6%;MUB:12.4%;MSFT:20.6%
US:70.4;EU:7.0;APAC:15.7;EM:4.3;Other:2.7
Value:+0.1;Growth:-0.8;Quality:-0.5;Size:-0.1;Momentum:+0.8;LowVol:+0.4
null
8
30
5.3
trailing 9%
246
28.3
Bear
25.5
3.48
2.3
157
-108
5
68
false
Rebalance
Shift +1% to bonds from equity
16
-1
BrokerD
LMT
93
null
null
Normal monitoring
39
-34
124
3
false
Increase defensive factor exposure
P1475
Opportunistic
Taxable
USD
2024-12-13
1,042,823
32,396
1,010,427
1
68.8
14.1
12.4
4.7
HYG:35.2%;BND:29.5%;MUB:35.2%
US:68.2;EU:14.5;APAC:7.7;EM:8.7;Other:0.9
Value:-1.0;Growth:+0.2;Quality:+0.7;Size:-0.8;Momentum:+0.6;LowVol:+0.7
MaxPos5%;NoDerivatives
10
25
4.4
hard 12%
214
25.9
Sideways
16.7
4.02
3.3
128
-7
52
64
true
Reduce
Cut high-beta by 2-3%, add cash
26
-20
BrokerB
LMT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
27
-54
139
5
false
Within IPS guidelines
P1476
Opportunistic
Trust
USD
2025-07-08
1,798,455
135,056
1,663,399
1
72.9
16.5
4.3
6.4
BND:20.7%;VTI:20.7%;VNQ:12.0%;TLT:20.3%;IEF:20.1%;HYG:6.2%
US:66.7;EU:11.6;APAC:7.5;EM:10.1;Other:4.2
Value:-0.9;Growth:-0.5;Quality:+0.7;Size:+0.5;Momentum:-0.4;LowVol:+0.2
NoDerivatives
6
30
6.9
trailing 7%
261
34.8
Bull
15.4
3.72
3.2
101
31
51
54
false
Sell
Trim extended winner -1%
-14
-2
BrokerC
LMT
88
null
null
Normal monitoring
-5
-26
88
5
false
Increase defensive factor exposure
P1477
Active
Roth
USD
2025-08-08
1,736,417
183,779
1,552,638
1.07
64.7
22.3
7.5
5.5
GLD:22.3%;BND:21.0%;VOO:22.3%;AMZN:12.2%;AAPL:22.3%
US:67.4;EU:16.8;APAC:9.2;EM:3.5;Other:3.0
Value:-0.4;Growth:-0.3;Quality:-0.9;Size:+0.1;Momentum:+0.8;LowVol:-0.4
MaxPos8%;NoDerivatives
6
30
5.2
trailing 8%
188
27.7
Volatile
29.9
4.63
4.4
146
-9
40
85
true
Reduce
Cut high-beta by 2-3%, add cash
4
-38
BrokerA
MKT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
64
-8
164
3
false
Tax-aware sells next window
P1478
Active
IRA
USD
2025-08-27
1,074,293
118,465
955,828
1
69.8
19.9
0.6
9.7
AAPL:21.3%;BRK.B:22.0%;TSLA:22.0%;HYG:22.0%;GLD:12.7%
US:77.3;EU:6.2;APAC:9.4;EM:4.5;Other:2.6
Value:+0.6;Growth:+0.3;Quality:-0.2;Size:-0.8;Momentum:+0.5;LowVol:+0.2
MaxPos8%
8
25
5
trailing 9%
141
22.2
Volatile
26.5
5.49
4.2
174
26
51
81
true
Hedge
Buy index puts 1% notional
22
-40
BrokerB
MKT
97
RegimeShift
Reduce
Volatility spike and breadth deterioration
78
-50
200
2
false
Monitor dispersion and breadth
P1479
Hands-off
Trust
USD
2024-08-17
696,840
68,289
628,551
1
60.8
29.8
2.3
7
TSLA:33.3%;TLT:33.3%;MUB:33.3%
US:65.4;EU:12.0;APAC:11.3;EM:7.4;Other:3.8
Value:+0.7;Growth:-0.5;Quality:-0.6;Size:-0.9;Momentum:+0.9;LowVol:-0.5
NoDerivatives
7
30
5
hard 10%
95
14.2
Volatile
27.1
4.45
3.4
161
18
53
63
false
Buy
Add to core equity +1%
6
14
BrokerA
LMT
94
null
null
Normal monitoring
-54
-8
-23
4
false
Tax-aware sells next window
P1480
Hands-off
IRA
USD
2025-09-04
627,136
42,165
584,971
1
59.5
16.6
17.4
6.5
TSLA:22.6%;VOO:17.3%;TLT:14.9%;BRK.B:22.6%;MUB:22.6%
US:60.5;EU:14.2;APAC:16.8;EM:7.5;Other:1.0
Value:+0.5;Growth:-0.8;Quality:+0.5;Size:-1.0;Momentum:-0.8;LowVol:+0.7
ESGOnly;MaxPos5%;NoDerivatives
5
35
4.9
trailing 8%
138
17.1
Bear
25.5
3.69
2.9
165
39
61
71
true
Reduce
Cut high-beta by 2-3%, add cash
24
-26
BrokerB
MKT
85
VAR>budget
Reduce
Risk above budget threshold
-21
-10
33
2
false
Tighten stops on momentum names
P1481
Cautious
Taxable
USD
2024-08-06
555,979
58,080
497,899
1
43.3
36.4
3.5
16.9
AMZN:22.2%;MUB:25.6%;XLF:14.2%;QQQ:25.6%;BRK.B:12.3%
US:65.7;EU:14.9;APAC:10.9;EM:7.9;Other:0.7
Value:-0.7;Growth:0.0;Quality:+0.7;Size:+0.4;Momentum:+0.2;LowVol:-0.5
NoMargin
8
25
3.9
trailing 8%
115
17.9
Bull
16.8
4.24
2.8
93
28
51
36
false
Sell
Trim extended winner -1%
-6
-15
BrokerD
LMT
100
null
null
Normal monitoring
74
-58
54
3
false
Increase defensive factor exposure
P1482
Systematic
401k
USD
2024-10-31
879,367
74,116
805,251
1
55.3
28.1
9.5
7
XLF:24.2%;HYG:24.2%;BND:15.9%;QQQ:16.9%;VNQ:8.7%;AMZN:10.2%
US:70.5;EU:8.9;APAC:10.0;EM:8.8;Other:1.9
Value:+0.1;Growth:-0.9;Quality:-1.0;Size:+0.5;Momentum:+0.7;LowVol:-0.5
null
6
30
4.1
hard 12%
182
27.1
Sideways
15.7
4.92
3
135
-27
22
39
false
Rebalance
Shift +1% to bonds from equity
-13
11
BrokerA
MKT
88
null
null
Normal monitoring
77
-60
104
4
false
Increase defensive factor exposure
P1483
Hands-off
401k
USD
2025-03-24
564,602
46,532
518,070
1
67.5
24.1
0
8.3
QQQ:16.1%;HYG:15.8%;MUB:22.7%;XLF:22.7%;MSFT:22.7%
US:69.4;EU:16.8;APAC:5.9;EM:3.6;Other:4.3
Value:-0.7;Growth:-0.8;Quality:-0.6;Size:-0.7;Momentum:-0.3;LowVol:+0.3
ESGOnly;MaxPos8%
10
35
5.3
hard 10%
114
16.6
Volatile
31
4.64
3
137
77
99
92
true
Hedge
Buy index puts 1% notional
9
-14
BrokerB
MKT
94
RegimeShift
TightenStops
Volatility spike and breadth deterioration
6
-17
85
2
false
Monitor dispersion and breadth
P1484
Systematic
Taxable
USD
2025-04-05
1,799,667
116,148
1,683,519
1
61.9
29.2
0
8.9
BND:33.3%;TSLA:33.3%;BRK.B:33.3%
US:69.5;EU:8.2;APAC:14.3;EM:4.7;Other:3.3
Value:-0.1;Growth:+0.8;Quality:+0.1;Size:+0.9;Momentum:+0.8;LowVol:-0.4
MaxPos6%
6
25
5.5
trailing 8%
120
16.4
Volatile
27.6
4.87
3.3
154
-26
52
77
true
Reduce
Cut high-beta by 2-3%, add cash
16
13
BrokerB
VWAP
86
VAR>budget
Hedge
Risk above budget threshold
-22
16
46
3
false
Tighten stops on momentum names
P1485
Cautious
Trust
USD
2025-05-13
467,784
54,134
413,650
1
38.9
31.9
13.7
15.5
QQQ:27.7%;MUB:20.6%;TSLA:27.7%;HYG:24.1%
US:68.6;EU:15.8;APAC:6.1;EM:6.8;Other:2.7
Value:+0.4;Growth:-0.7;Quality:-0.4;Size:+0.2;Momentum:-0.9;LowVol:+0.9
NoMargin
5
30
4.1
trailing 8%
153
17.2
Sideways
18.8
4.92
2.3
113
-27
36
31
false
Rebalance
Shift +1% to bonds from equity
35
-22
BrokerB
MKT
89
null
null
Normal monitoring
19
13
138
5
false
Tighten stops on momentum names
P1486
Hands-off
IRA
USD
2025-11-15
509,784
31,434
478,350
1
57.3
19
16.8
6.9
VTI:27.6%;BND:27.6%;TLT:22.5%;AAPL:22.3%
US:69.9;EU:7.0;APAC:13.0;EM:10.0;Other:0.1
Value:-0.3;Growth:+0.1;Quality:-0.6;Size:-0.7;Momentum:+0.5;LowVol:+0.1
MaxPos8%
8
25
4.5
hard 10%
110
17.5
Bear
23.9
3.51
1.1
196
-99
5
59
false
Rebalance
Shift +1% to bonds from equity
-12
-5
BrokerC
LMT
86
null
null
Normal monitoring
93
-52
140
5
false
Monitor dispersion and breadth
P1487
Cautious
Roth
USD
2025-10-12
886,283
98,788
787,495
1
47.6
38.2
0
14.2
VNQ:25.3%;MUB:25.3%;GLD:24.2%;AMZN:25.3%
US:58.6;EU:17.4;APAC:12.6;EM:9.0;Other:2.5
Value:+0.8;Growth:-0.7;Quality:+0.4;Size:+0.2;Momentum:+0.6;LowVol:+1.0
MaxPos8%;NoMargin
10
35
4.3
hard 10%
161
16.2
Bull
14.8
4.15
2.7
87
2
40
30
false
Hedge
Add TLT +1% as duration hedge
31
-39
BrokerC
LMT
91
null
null
Normal monitoring
23
6
23
5
false
Monitor dispersion and breadth
P1488
Hands-off
Trust
USD
2024-09-17
304,282
30,030
274,252
1
70.7
21.8
0
7.6
MUB:20.8%;BRK.B:8.2%;AAPL:18.8%;MSFT:15.9%;BND:15.5%;VOO:20.8%
US:59.1;EU:14.1;APAC:16.2;EM:5.1;Other:5.5
Value:-0.2;Growth:-0.1;Quality:-0.8;Size:-0.9;Momentum:+0.2;LowVol:+0.7
ESGOnly;MaxPos8%;NoDerivatives
5
35
4.5
trailing 8%
111
14
Volatile
26.6
4.84
4.1
178
-19
38
69
false
Rebalance
Shift +1% to bonds from equity
-5
-4
BrokerD
MKT
89
null
null
Normal monitoring
23
16
-2
3
false
Increase defensive factor exposure
P1489
Systematic
Taxable
USD
2025-04-02
1,660,382
76,187
1,584,195
1
57.5
26.2
9.2
7
MUB:28.4%;HYG:28.4%;VOO:28.4%;TLT:14.9%
US:73.2;EU:8.1;APAC:10.0;EM:5.6;Other:3.1
Value:-0.4;Growth:-0.6;Quality:+0.5;Size:0.0;Momentum:-0.8;LowVol:+0.1
null
6
25
5.5
trailing 9%
136
21.6
Volatile
30.9
5.46
2.1
167
58
78
71
true
Reduce
Cut high-beta by 2-3%, add cash
16
2
BrokerC
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-48
-17
-55
5
false
Within IPS guidelines
P1490
Cautious
Taxable
USD
2025-07-16
354,544
47,557
306,987
1
50.8
34.9
0
14.3
AMZN:28.9%;TLT:22.3%;IEF:19.9%;HYG:28.9%
US:75.3;EU:10.5;APAC:8.0;EM:5.4;Other:0.8
Value:+0.8;Growth:+1.0;Quality:-0.2;Size:+0.5;Momentum:+0.4;LowVol:-0.7
MaxPos5%;NoMargin
5
35
5.6
hard 10%
133
16
Bear
29.2
3.62
1.9
202
-104
8
66
false
Buy
Add to core equity +1%
-6
-8
BrokerB
MKT
96
null
null
Normal monitoring
37
14
123
4
false
Increase defensive factor exposure
P1491
Cautious
Taxable
USD
2025-03-13
772,606
106,435
666,171
1
44.7
31
8.6
15.7
IEF:21.7%;XLF:8.1%;VNQ:19.1%;VOO:16.3%;BND:21.7%;GLD:13.0%
US:70.9;EU:7.9;APAC:13.7;EM:7.3;Other:0.2
Value:0.0;Growth:-0.8;Quality:-0.9;Size:+0.7;Momentum:+0.9;LowVol:-0.5
MaxPos7%;NoDerivatives;NoMargin
6
25
3.5
trailing 8%
124
17.9
Sideways
19.8
3.59
3.2
137
54
65
56
false
Rebalance
Shift +1% to bonds from equity
5
-24
BrokerC
LMT
94
null
null
Normal monitoring
76
-19
194
4
false
Within IPS guidelines
P1492
Active
Roth
USD
2025-02-12
1,543,799
136,058
1,407,741
1
67.8
22.8
3.5
5.8
VOO:19.3%;BRK.B:18.7%;QQQ:9.7%;TSLA:21.5%;VNQ:9.3%;TLT:21.5%
US:67.8;EU:11.1;APAC:11.7;EM:6.2;Other:3.1
Value:-0.4;Growth:-0.9;Quality:+0.4;Size:-0.3;Momentum:-0.6;LowVol:+1.0
MaxPos5%
6
35
5.3
trailing 8%
177
27.2
Volatile
27.5
4.98
3.3
123
70
98
65
false
Hedge
Add TLT +1% as duration hedge
31
-16
BrokerA
MKT
88
null
null
Normal monitoring
30
-20
39
4
false
Tax-aware sells next window
P1493
Systematic
Trust
USD
2024-11-20
1,399,479
79,267
1,320,212
1
55.3
34.1
3.1
7.5
AMZN:22.9%;HYG:10.2%;TSLA:22.9%;MSFT:22.1%;MUB:22.0%
US:69.6;EU:12.5;APAC:10.3;EM:5.7;Other:1.9
Value:0.0;Growth:-0.7;Quality:+0.8;Size:-0.6;Momentum:+0.4;LowVol:+0.4
MaxPos5%
7
35
4.7
trailing 9%
199
19.6
Volatile
31.7
4.78
2.6
161
34
82
66
false
Rebalance
Shift +1% to bonds from equity
13
13
BrokerD
LMT
91
null
null
Normal monitoring
-47
-60
-84
4
false
Increase defensive factor exposure
P1494
Systematic
IRA
USD
2024-10-24
1,252,391
120,434
1,131,957
1
62.1
25.4
3.7
8.9
GLD:9.7%;BRK.B:14.3%;AMZN:22.6%;VOO:17.3%;MSFT:22.6%;HYG:13.6%
US:57.5;EU:19.7;APAC:13.6;EM:8.3;Other:1.0
Value:+0.1;Growth:-0.1;Quality:-0.4;Size:+0.9;Momentum:+0.9;LowVol:+0.6
null
7
30
5.7
trailing 9%
188
22.2
Bull
11.4
4.4
2.5
94
92
94
33
true
Reduce
Cut high-beta by 2-3%, add cash
30
-24
BrokerB
LMT
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
27
-44
98
4
false
Monitor dispersion and breadth
P1495
Cautious
Roth
USD
2024-07-08
295,804
33,692
262,112
1
39.7
33.2
15
12.1
BND:15.3%;HYG:24.2%;VNQ:24.2%;GLD:24.2%;TSLA:12.1%
US:66.6;EU:10.6;APAC:15.6;EM:7.1;Other:0.1
Value:-0.6;Growth:-1.0;Quality:-0.5;Size:+0.2;Momentum:+0.5;LowVol:-0.7
NoMargin
10
35
5.2
trailing 8%
124
15.8
Sideways
14.5
4.63
2.4
137
-4
39
30
false
Hedge
Add TLT +1% as duration hedge
7
-8
BrokerA
MKT
97
null
null
Normal monitoring
41
-40
156
3
false
Tax-aware sells next window
P1496
Opportunistic
Taxable
USD
2025-06-14
478,934
32,981
445,953
1.23
66.9
10.4
18.4
4.4
XLF:31.6%;HYG:34.2%;TLT:34.2%
US:72.5;EU:10.4;APAC:11.4;EM:3.8;Other:1.9
Value:+0.8;Growth:-0.5;Quality:-0.0;Size:-0.5;Momentum:-0.9;LowVol:-0.8
MaxPos5%
7
30
4.6
hard 12%
220
23.5
Sideways
19.1
4
2.7
121
9
53
62
false
Rebalance
Shift +1% to bonds from equity
32
-10
BrokerA
LMT
100
null
null
Normal monitoring
-58
-53
25
4
false
Tax-aware sells next window
P1497
Cautious
IRA
USD
2024-08-02
761,047
92,133
668,914
1
53.2
30
4
12.7
QQQ:21.0%;HYG:20.3%;BRK.B:17.4%;GLD:24.4%;TSLA:16.9%
US:68.1;EU:6.5;APAC:6.7;EM:12.7;Other:6.0
Value:-0.0;Growth:-0.9;Quality:-0.3;Size:-0.3;Momentum:0.0;LowVol:-0.5
ESGOnly;MaxPos5%;NoMargin
8
30
3.2
hard 10%
168
18.7
Bull
14.6
4.48
2.8
70
110
100
31
false
Rebalance
Shift +1% to bonds from equity
34
4
BrokerB
MKT
94
null
null
Normal monitoring
50
-31
147
5
false
Tighten stops on momentum names
P1498
Systematic
401k
USD
2024-09-02
1,108,116
72,863
1,035,253
1
62
26
2.8
9.3
XLF:15.5%;MSFT:9.7%;VOO:19.6%;QQQ:12.2%;VNQ:21.5%;GLD:21.5%
US:69.2;EU:11.5;APAC:9.6;EM:6.5;Other:3.1
Value:-0.2;Growth:+0.8;Quality:+0.1;Size:-0.9;Momentum:+0.1;LowVol:+0.3
null
7
35
5.3
trailing 8%
193
18.9
Bull
13.6
4.63
3.4
71
108
91
34
false
Rebalance
Shift +1% to bonds from equity
25
1
BrokerC
LMT
88
null
null
Normal monitoring
-10
-23
127
4
false
Monitor dispersion and breadth
P1499
Cautious
Trust
USD
2024-11-13
213,310
23,992
189,318
1
46.2
30.4
11.2
12.2
IEF:27.3%;TLT:27.3%;MSFT:27.3%;MUB:18.2%
US:70.7;EU:7.9;APAC:13.0;EM:4.5;Other:4.0
Value:+0.6;Growth:-0.5;Quality:+0.4;Size:-0.2;Momentum:+0.4;LowVol:-0.9
ESGOnly;NoMargin
5
25
5.6
trailing 8%
100
14.9
Volatile
20.3
5.37
2.7
125
49
69
55
false
Sell
Trim extended winner -1%
33
-20
BrokerA
MKT
85
null
null
Normal monitoring
15
-6
108
3
false
Tighten stops on momentum names
P1500
Cautious
Taxable
USD
2025-11-02
253,450
31,630
221,820
1
37.4
32.6
14.7
15.2
AMZN:20.0%;AAPL:20.3%;XLF:18.6%;VOO:14.1%;MSFT:18.5%;TLT:8.6%
US:64.0;EU:14.9;APAC:8.1;EM:9.0;Other:4.0
Value:-0.7;Growth:-0.4;Quality:+0.4;Size:-0.3;Momentum:-0.9;LowVol:+0.3
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
10
35
4.6
hard 10%
107
14.3
Bear
33.3
3.7
2.8
154
-51
27
67
true
Hedge
Buy index puts 1% notional
20
-6
BrokerC
LMT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
88
8
153
2
false
Within IPS guidelines