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
P1501
Cautious
Roth
USD
2025-03-12
846,507
133,325
713,182
1
48.7
38.1
0
13.2
MUB:19.4%;HYG:18.2%;XLF:12.9%;IEF:14.4%;VOO:18.6%;MSFT:16.5%
US:71.4;EU:12.4;APAC:10.5;EM:4.8;Other:0.9
Value:+0.4;Growth:-0.7;Quality:-0.1;Size:-0.0;Momentum:+0.7;LowVol:-0.9
NoDerivatives;NoMargin
6
35
3.4
trailing 8%
97
17.6
Bull
17.2
4.1
3
91
111
96
50
false
Buy
Add to core equity +1%
-4
-25
BrokerB
LMT
99
null
null
Normal monitoring
113
-11
103
5
false
Tighten stops on momentum names
P1502
Active
Taxable
USD
2025-01-05
1,735,098
181,160
1,553,938
1.22
50.5
30.4
9.2
9.9
IEF:18.3%;TSLA:12.7%;HYG:17.6%;BRK.B:25.6%;VNQ:25.6%
US:63.6;EU:22.0;APAC:7.7;EM:4.6;Other:2.0
Value:+0.3;Growth:+0.2;Quality:+0.3;Size:-0.2;Momentum:+0.6;LowVol:+0.3
NoDerivatives
8
30
4.8
trailing 9%
151
17.7
Bear
34.4
3.02
2.9
205
-112
5
82
true
Hedge
Buy index puts 1% notional
26
-32
BrokerC
LMT
96
VAR>budget
Hedge
Risk above budget threshold
103
-39
160
3
false
Monitor dispersion and breadth
P1503
Cautious
IRA
USD
2024-09-17
513,612
42,150
471,462
1
41.3
41.9
0
16.8
TLT:25.8%;XLF:25.8%;MUB:25.8%;AAPL:22.5%
US:67.9;EU:8.7;APAC:12.2;EM:8.6;Other:2.6
Value:+0.9;Growth:+0.5;Quality:+0.2;Size:+0.4;Momentum:+0.3;LowVol:+0.6
ESGOnly;MaxPos5%;NoMargin
6
35
4.1
trailing 8%
167
16.7
Volatile
31.8
4.64
2.2
173
-47
33
68
true
Hedge
Buy index puts 1% notional
28
-16
BrokerD
VWAP
87
VAR>budget
Reduce
Risk above budget threshold
115
-8
80
5
false
Tax-aware sells next window
P1504
Hands-off
Trust
USD
2024-09-27
597,530
26,254
571,276
1
61
16.6
14
8.4
MUB:35.2%;AMZN:35.2%;VOO:29.7%
US:70.6;EU:6.5;APAC:11.7;EM:9.6;Other:1.6
Value:-0.6;Growth:+0.2;Quality:-0.2;Size:-0.6;Momentum:+0.2;LowVol:-0.9
MaxPos8%
7
30
4.6
trailing 8%
108
18.6
Sideways
17.6
3.91
3.3
101
-30
38
61
false
Buy
Add to core equity +1%
0
-26
BrokerC
MKT
92
null
null
Normal monitoring
-45
13
-75
5
false
Monitor dispersion and breadth
P1505
Active
Roth
USD
2025-11-27
1,173,545
99,781
1,073,764
1
61.5
21
9.4
8.2
HYG:6.9%;TSLA:20.9%;VNQ:20.9%;VTI:12.6%;GLD:17.6%;BND:20.9%
US:56.0;EU:17.6;APAC:9.5;EM:11.7;Other:5.3
Value:-0.6;Growth:+0.9;Quality:0.0;Size:+0.4;Momentum:-0.6;LowVol:-0.2
NoDerivatives
7
35
5.3
trailing 8%
136
16.7
Bull
16.8
4.81
2.7
111
89
80
45
false
NoAction
Within bands; monitor
17
-36
BrokerA
LMT
98
null
null
Normal monitoring
-54
-20
68
4
false
Within IPS guidelines
P1506
Active
Trust
USD
2025-09-16
1,686,928
194,605
1,492,323
1
51.9
30.7
8.6
8.8
HYG:36.7%;VOO:26.7%;AMZN:36.7%
US:66.5;EU:14.9;APAC:9.1;EM:9.1;Other:0.3
Value:+0.6;Growth:-0.1;Quality:+0.4;Size:-0.5;Momentum:-0.7;LowVol:-0.5
MaxPos7%
10
35
4.8
trailing 8%
143
18.3
Bull
15.9
4.54
2.7
70
69
72
41
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-26
BrokerB
MKT
97
VAR>budget
TightenStops
Risk above budget threshold
93
-42
70
2
false
Increase defensive factor exposure
P1507
Active
Taxable
USD
2025-08-09
1,493,230
158,887
1,334,343
1
58.9
22.9
10.9
7.3
VNQ:21.7%;AMZN:14.7%;XLF:13.8%;BND:21.7%;VTI:11.3%;GLD:16.8%
US:62.8;EU:16.7;APAC:14.3;EM:3.6;Other:2.6
Value:-0.3;Growth:-0.5;Quality:+0.9;Size:+0.9;Momentum:-0.2;LowVol:-0.1
null
6
30
4.6
trailing 8%
221
23.5
Sideways
17.1
3.67
3.3
115
45
61
55
false
Hedge
Add TLT +1% as duration hedge
22
5
BrokerB
LMT
90
null
null
Normal monitoring
88
-15
159
3
false
Increase defensive factor exposure
P1508
Cautious
IRA
USD
2024-11-11
287,746
42,314
245,432
1
46.5
30.3
9.2
14.1
TSLA:33.3%;HYG:33.3%;MUB:33.3%
US:56.2;EU:19.3;APAC:14.2;EM:9.0;Other:1.3
Value:+0.2;Growth:-0.9;Quality:+0.9;Size:-0.2;Momentum:-0.3;LowVol:+0.1
MaxPos7%;NoMargin
6
30
3.1
hard 10%
112
14
Volatile
22
4.08
3.3
170
78
75
46
false
Rebalance
Shift +1% to bonds from equity
35
-25
BrokerC
MKT
88
null
null
Normal monitoring
48
13
178
4
false
Monitor dispersion and breadth
P1509
Hands-off
Roth
USD
2025-10-16
614,167
26,831
587,336
1
59.6
29.6
1.1
9.8
BND:17.5%;GLD:20.4%;MSFT:21.2%;XLF:20.1%;AMZN:11.7%;IEF:9.2%
US:58.4;EU:12.1;APAC:15.6;EM:13.1;Other:0.9
Value:0.0;Growth:-0.5;Quality:-0.4;Size:-0.4;Momentum:-0.1;LowVol:+0.1
null
6
30
5.7
hard 10%
157
12.3
Bull
13.6
3.76
3.2
119
23
60
49
false
NoAction
Within bands; monitor
-11
-27
BrokerC
MKT
0
null
null
Normal monitoring
8
-17
141
5
false
Increase defensive factor exposure
P1510
Hands-off
401k
USD
2024-09-19
849,189
80,862
768,327
1
67.4
25.7
0
6.9
VNQ:34.2%;TSLA:34.2%;IEF:31.7%
US:76.4;EU:5.8;APAC:9.5;EM:5.4;Other:2.8
Value:0.0;Growth:-0.3;Quality:+0.6;Size:-0.1;Momentum:+0.7;LowVol:-0.0
ESGOnly
6
30
5.4
hard 10%
158
19.4
Bull
11.2
3.6
3.2
118
30
72
42
true
Rebalance
Rebalance back to target bands
0
-27
BrokerC
MKT
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
-58
-55
81
3
false
Tighten stops on momentum names
P1511
Hands-off
Roth
USD
2024-11-20
447,073
44,231
402,842
1
65.8
28.9
0
5.3
VOO:26.6%;TLT:26.6%;TSLA:20.1%;BRK.B:26.6%
US:71.9;EU:12.2;APAC:6.7;EM:7.0;Other:2.2
Value:+0.4;Growth:-0.6;Quality:-0.1;Size:+0.5;Momentum:+0.3;LowVol:+0.7
MaxPos7%;NoDerivatives
10
30
5.3
trailing 10%
108
14
Bull
16.5
4.03
2.5
84
28
69
48
false
Rebalance
Shift +1% to bonds from equity
18
-5
BrokerA
MKT
88
null
null
Normal monitoring
12
-13
-3
5
false
Tighten stops on momentum names
P1512
Systematic
IRA
USD
2025-11-01
1,922,836
166,719
1,756,117
1
57.2
23.2
13.4
6.3
AMZN:22.8%;MSFT:22.8%;HYG:19.6%;AAPL:12.1%;BND:22.8%
US:64.4;EU:14.8;APAC:9.6;EM:6.0;Other:5.2
Value:-0.2;Growth:-0.6;Quality:+0.3;Size:-0.8;Momentum:-0.6;LowVol:+0.4
null
7
30
4.6
trailing 9%
201
17.7
Bull
17.9
4.41
3.2
102
3
62
44
false
Sell
Trim extended winner -1%
11
-11
BrokerA
MKT
93
null
null
Normal monitoring
110
-6
128
3
false
Tighten stops on momentum names
P1513
Cautious
IRA
USD
2025-02-05
154,461
20,833
133,628
1
35.2
41.3
12.7
10.8
BRK.B:20.2%;VOO:27.3%;MSFT:25.2%;XLF:27.3%
US:63.6;EU:13.8;APAC:13.8;EM:8.6;Other:0.2
Value:+0.3;Growth:-0.7;Quality:+0.9;Size:+0.2;Momentum:+0.1;LowVol:-0.4
NoMargin
6
30
5.5
hard 10%
117
14.4
Volatile
31.5
5.21
2.2
160
-36
30
55
false
NoAction
Within bands; monitor
18
-27
BrokerD
LMT
94
null
null
Normal monitoring
114
-45
238
4
false
Tax-aware sells next window
P1514
Active
401k
USD
2025-02-07
978,418
86,654
891,764
1
58.9
18
14
9.1
IEF:37.4%;HYG:37.4%;VNQ:25.3%
US:61.4;EU:14.8;APAC:9.7;EM:9.9;Other:4.2
Value:+0.9;Growth:+0.2;Quality:+0.2;Size:-0.9;Momentum:-0.6;LowVol:0.0
NoDerivatives
8
25
4.2
hard 12%
170
21
Sideways
20.1
3.84
2.2
97
28
53
46
false
NoAction
Within bands; monitor
26
-26
BrokerB
LMT
97
null
null
Normal monitoring
63
-47
181
3
false
Tighten stops on momentum names
P1515
Active
Trust
USD
2024-08-28
1,340,623
86,339
1,254,284
1.23
53.8
21.3
17.2
7.7
BND:33.3%;GLD:33.3%;VNQ:33.3%
US:60.3;EU:19.1;APAC:10.8;EM:5.8;Other:4.0
Value:-0.3;Growth:-0.1;Quality:-0.4;Size:-0.3;Momentum:-0.4;LowVol:+0.8
null
7
30
5.8
hard 12%
172
26.7
Bull
11.3
4.29
3.4
108
102
99
29
false
Buy
Add to core equity +1%
-9
-28
BrokerB
LMT
92
null
null
Normal monitoring
-18
5
119
5
false
Within IPS guidelines
P1516
Active
Roth
USD
2025-07-12
674,236
46,186
628,050
1
53.5
31.1
5.5
10
GLD:29.0%;AMZN:35.5%;IEF:35.5%
US:57.1;EU:15.9;APAC:11.2;EM:11.6;Other:4.2
Value:0.0;Growth:+0.4;Quality:-0.6;Size:-0.9;Momentum:-0.9;LowVol:+0.1
null
6
25
5.9
trailing 8%
141
17.1
Bear
30.3
3.65
2.2
219
-98
13
80
true
Reduce
Cut high-beta by 2-3%, add cash
9
-22
BrokerA
MKT
91
VAR>budget
Reduce
Risk above budget threshold
82
-22
69
5
false
Tighten stops on momentum names
P1517
Opportunistic
IRA
USD
2024-11-11
981,001
74,635
906,366
1.13
69.3
10
14.2
6.4
VOO:21.7%;XLF:21.7%;AMZN:16.3%;IEF:9.3%;AAPL:12.1%;TLT:18.9%
US:72.3;EU:6.3;APAC:8.9;EM:10.2;Other:2.1
Value:-0.0;Growth:+0.6;Quality:+0.8;Size:+0.7;Momentum:0.0;LowVol:+0.1
MaxPos6%
7
30
4
trailing 7%
244
26.4
Bear
28.2
4.18
1.6
153
-115
5
67
false
Sell
Trim extended winner -1%
-9
-2
BrokerD
MKT
92
null
null
Normal monitoring
43
-28
84
4
false
Tighten stops on momentum names
P1518
Cautious
Roth
USD
2025-02-18
264,594
29,991
234,603
1
45.7
30.5
7.7
16.1
HYG:23.6%;IEF:23.6%;MSFT:17.4%;BRK.B:23.6%;VNQ:11.7%
US:69.2;EU:15.4;APAC:11.2;EM:3.9;Other:0.3
Value:-0.5;Growth:+0.9;Quality:-0.0;Size:-0.5;Momentum:-0.5;LowVol:+0.2
MaxPos5%;NoMargin
7
35
3.3
trailing 8%
147
12.4
Volatile
31
5.47
4.5
175
16
61
63
false
Buy
Add to core equity +1%
29
-6
BrokerB
LMT
86
null
null
Normal monitoring
-19
14
91
4
false
Tighten stops on momentum names
P1519
Systematic
Trust
USD
2024-12-25
1,729,510
75,518
1,653,992
1
65.7
22.8
4
7.5
BRK.B:21.7%;VTI:19.2%;MSFT:11.5%;HYG:21.7%;TLT:7.1%;VOO:18.8%
US:55.4;EU:21.7;APAC:7.1;EM:10.8;Other:5.0
Value:+1.0;Growth:-0.4;Quality:+0.4;Size:-0.7;Momentum:-0.5;LowVol:-0.8
MaxPos8%
5
25
5.3
hard 12%
190
25.1
Volatile
27.4
3.82
3
111
41
72
76
true
Rebalance
Rebalance back to target bands
-13
-22
BrokerD
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
19
16
50
5
false
Within IPS guidelines
P1520
Hands-off
Roth
USD
2025-11-24
876,232
56,286
819,946
1
56.4
28.9
6.9
7.8
MSFT:22.7%;HYG:18.8%;BND:22.2%;TLT:13.7%;QQQ:22.7%
US:62.6;EU:17.3;APAC:5.9;EM:10.0;Other:4.2
Value:+0.7;Growth:+0.1;Quality:+0.6;Size:-1.0;Momentum:-0.1;LowVol:+0.9
MaxPos8%
7
25
5.6
hard 10%
126
12.4
Bull
11.2
3.64
3.1
116
58
94
46
false
Hedge
Add TLT +1% as duration hedge
29
-38
BrokerB
LMT
87
null
null
Normal monitoring
-24
4
-9
3
false
Increase defensive factor exposure
P1521
Systematic
401k
USD
2025-09-22
429,297
39,749
389,548
1
63.2
29.5
0
7.3
XLF:22.7%;QQQ:18.5%;VTI:22.7%;VOO:22.7%;BND:13.5%
US:71.6;EU:11.5;APAC:7.3;EM:8.7;Other:0.9
Value:-0.9;Growth:-0.1;Quality:+0.6;Size:-0.2;Momentum:-0.9;LowVol:-0.7
null
7
30
4.4
trailing 9%
144
23.5
Volatile
30.6
5.12
4.1
121
71
86
73
true
Reduce
Cut high-beta by 2-3%, add cash
22
-18
BrokerD
MKT
97
VAR>budget
Pause
Risk above budget threshold
48
-58
166
3
false
Tighten stops on momentum names
P1522
Cautious
Taxable
USD
2025-08-14
633,714
85,546
548,168
1
50.3
34.6
0
15.1
TLT:33.3%;GLD:33.3%;HYG:33.3%
US:72.6;EU:12.8;APAC:6.0;EM:5.5;Other:3.1
Value:+0.9;Growth:+0.3;Quality:-0.4;Size:+0.5;Momentum:-0.3;LowVol:+0.7
MaxPos6%;NoMargin
7
30
4.2
hard 10%
122
19.6
Bull
16
3.97
2
106
63
84
51
false
Sell
Trim extended winner -1%
23
-8
BrokerD
LMT
93
null
null
Normal monitoring
106
-40
213
5
false
Tax-aware sells next window
P1523
Hands-off
401k
USD
2024-10-04
579,873
52,166
527,707
1
56.3
16.3
19
8.4
VNQ:18.0%;VTI:17.9%;IEF:16.8%;MUB:10.3%;AAPL:16.0%;VOO:21.0%
US:72.0;EU:6.0;APAC:15.6;EM:3.3;Other:3.1
Value:0.0;Growth:+0.4;Quality:0.0;Size:+0.9;Momentum:-0.0;LowVol:-0.2
ESGOnly
6
35
5.3
trailing 8%
106
16
Bear
30.3
4.2
1.4
204
-101
6
82
true
Reduce
Cut high-beta by 2-3%, add cash
5
-9
BrokerA
LMT
89
VAR>budget
Hedge
Risk above budget threshold
60
-38
27
4
false
Monitor dispersion and breadth
P1524
Hands-off
Taxable
USD
2025-03-05
694,406
36,254
658,152
1
60.3
17.7
13.3
8.7
VOO:25.4%;TSLA:14.7%;QQQ:18.1%;GLD:25.4%;AMZN:16.5%
US:58.9;EU:19.4;APAC:13.6;EM:5.0;Other:3.2
Value:+0.5;Growth:-0.3;Quality:-0.2;Size:-0.9;Momentum:+0.8;LowVol:+0.9
ESGOnly
10
35
4
hard 10%
124
17.6
Sideways
17.9
3.77
2.8
99
-17
28
43
false
Sell
Trim extended winner -1%
2
-2
BrokerD
LMT
98
null
null
Normal monitoring
62
15
174
3
false
Tax-aware sells next window
P1525
Hands-off
IRA
USD
2024-11-19
348,958
18,244
330,714
1
65
15.6
13.6
5.8
VNQ:11.7%;MSFT:20.7%;XLF:22.7%;QQQ:22.1%;IEF:22.7%
US:59.2;EU:17.1;APAC:11.6;EM:7.9;Other:4.3
Value:-0.3;Growth:-0.7;Quality:-0.7;Size:-0.9;Momentum:-0.0;LowVol:+0.7
null
6
25
4.7
trailing 10%
123
17.7
Bear
23.5
4.5
2.2
177
-43
15
69
true
Hedge
Buy index puts 1% notional
1
7
BrokerD
LMT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
85
-29
150
5
false
Increase defensive factor exposure
P1526
Opportunistic
IRA
USD
2025-02-22
1,654,615
57,306
1,597,309
1
63.8
14.5
16.5
5.2
MSFT:20.4%;IEF:19.1%;QQQ:10.6%;VNQ:18.7%;BND:19.6%;GLD:11.6%
US:66.8;EU:17.5;APAC:9.4;EM:6.3;Other:0.1
Value:+0.4;Growth:+0.8;Quality:-0.3;Size:+0.9;Momentum:-0.0;LowVol:-0.9
MaxPos5%;NoDerivatives
10
35
6.7
trailing 9%
180
23.5
Bull
17.7
4.51
2.4
110
102
98
46
false
Buy
Add to core equity +1%
19
-33
BrokerA
LMT
96
null
null
Normal monitoring
8
19
136
4
false
Tax-aware sells next window
P1527
Active
401k
USD
2024-11-13
2,020,544
238,859
1,781,685
1
57.3
21.3
15.8
5.6
VTI:26.2%;AMZN:26.2%;VOO:21.3%;IEF:26.2%
US:66.9;EU:8.8;APAC:13.0;EM:10.0;Other:1.3
Value:+0.3;Growth:+1.0;Quality:+0.8;Size:+0.4;Momentum:-1.0;LowVol:0.0
null
7
30
5.1
trailing 9%
132
25.9
Volatile
31.9
4.45
3.4
142
24
75
87
true
Rebalance
Rebalance back to target bands
23
-7
BrokerA
LMT
90
VAR>budget
Hedge
Risk above budget threshold
10
7
89
4
false
Within IPS guidelines
P1528
Systematic
401k
USD
2025-11-10
1,032,798
47,974
984,824
1
59.1
32.2
0
8.7
AMZN:13.3%;BND:22.2%;MUB:22.2%;AAPL:22.2%;HYG:20.1%
US:69.7;EU:6.6;APAC:12.6;EM:5.6;Other:5.6
Value:+0.3;Growth:+0.7;Quality:+0.6;Size:-0.5;Momentum:-0.5;LowVol:0.0
null
6
35
5.1
hard 12%
126
22.4
Bull
12.5
4.92
3.4
81
26
76
31
false
Rebalance
Shift +1% to bonds from equity
34
-21
BrokerA
MKT
96
null
null
Normal monitoring
-42
12
8
4
false
Increase defensive factor exposure
P1529
Systematic
IRA
USD
2025-11-29
1,239,761
92,376
1,147,385
1
66.8
26.4
0.1
6.7
MUB:16.6%;VOO:23.8%;HYG:23.0%;IEF:12.8%;GLD:23.8%
US:66.2;EU:13.1;APAC:12.8;EM:5.6;Other:2.3
Value:+0.4;Growth:+0.4;Quality:-0.2;Size:+0.4;Momentum:+0.9;LowVol:+0.7
NoDerivatives
5
35
4.4
hard 12%
190
23.3
Sideways
14.9
4.62
3.3
117
33
53
49
false
Sell
Trim extended winner -1%
2
-10
BrokerA
LMT
95
null
null
Normal monitoring
43
-33
7
4
false
Monitor dispersion and breadth
P1530
Active
401k
USD
2025-02-14
1,929,919
175,624
1,754,295
1.1
69.8
20.8
1.8
7.7
HYG:37.7%;IEF:24.6%;GLD:37.7%
US:64.9;EU:14.1;APAC:10.3;EM:9.0;Other:1.7
Value:+0.1;Growth:-0.1;Quality:-1.0;Size:-0.7;Momentum:-0.3;LowVol:-0.6
MaxPos5%;NoDerivatives
10
35
4.7
hard 12%
195
27.4
Bull
16.6
4.03
2.2
79
8
61
48
false
Rebalance
Shift +1% to bonds from equity
10
-38
BrokerD
MKT
91
null
null
Normal monitoring
-32
-14
-6
3
false
Monitor dispersion and breadth
P1531
Cautious
401k
USD
2025-04-24
458,629
67,964
390,665
1
39
38.4
7.2
15.4
AMZN:19.6%;TLT:21.3%;QQQ:17.5%;TSLA:21.3%;XLF:20.3%
US:62.6;EU:16.1;APAC:13.0;EM:5.4;Other:3.0
Value:-0.9;Growth:-1.0;Quality:-0.9;Size:-0.7;Momentum:-0.9;LowVol:-0.6
MaxPos7%;NoMargin
7
25
5.2
trailing 8%
163
12.6
Volatile
27.2
4.59
3.7
139
5
52
47
true
Hedge
Buy index puts 1% notional
-12
-1
BrokerC
VWAP
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-53
-33
28
2
false
Increase defensive factor exposure
P1532
Cautious
IRA
USD
2025-01-22
505,454
58,330
447,124
1
37.8
39.2
11.3
11.8
VNQ:16.7%;BRK.B:11.6%;VTI:23.9%;AMZN:23.9%;TLT:23.9%
US:66.8;EU:6.2;APAC:13.1;EM:9.0;Other:4.9
Value:-0.6;Growth:+0.9;Quality:+0.6;Size:+0.6;Momentum:+0.5;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
5
35
4.1
hard 10%
159
17.7
Bull
13.1
4.97
2.6
100
90
90
21
true
Hedge
Buy index puts 1% notional
14
-37
BrokerC
LMT
88
VAR>budget
Reduce
Risk above budget threshold
29
-40
141
4
true
Tighten stops on momentum names
P1533
Cautious
Taxable
USD
2025-02-13
512,206
50,415
461,791
1
40.2
43.6
3.9
12.3
IEF:38.5%;MSFT:23.0%;VTI:38.5%
US:63.9;EU:9.7;APAC:16.9;EM:7.1;Other:2.4
Value:-0.9;Growth:+0.7;Quality:+0.8;Size:-0.4;Momentum:-0.9;LowVol:+0.4
ESGOnly;NoMargin
5
25
4.4
trailing 10%
91
14.5
Bull
15.2
4.08
2.9
94
1
54
42
false
Sell
Trim extended winner -1%
17
-26
BrokerC
LMT
88
null
null
Normal monitoring
40
-44
173
3
false
Tighten stops on momentum names
P1534
Opportunistic
Taxable
USD
2025-09-09
728,671
64,258
664,413
1
64.7
15.9
13.3
6
MUB:27.7%;IEF:20.5%;TSLA:27.7%;AAPL:24.1%
US:69.8;EU:7.7;APAC:14.1;EM:5.5;Other:2.9
Value:-0.3;Growth:-0.4;Quality:+0.7;Size:-0.1;Momentum:+0.4;LowVol:+0.9
MaxPos8%
6
35
4.4
trailing 9%
205
33.5
Bull
13.3
3.74
2.5
100
23
70
46
false
Hedge
Add TLT +1% as duration hedge
9
2
BrokerC
LMT
93
null
null
Normal monitoring
64
-8
39
4
false
Tighten stops on momentum names
P1535
Systematic
Roth
USD
2025-06-01
1,995,415
193,951
1,801,464
1
59.5
31.7
0
8.8
VTI:28.3%;IEF:28.3%;AMZN:28.3%;GLD:15.2%
US:76.2;EU:8.0;APAC:7.2;EM:8.1;Other:0.5
Value:+0.8;Growth:-0.1;Quality:+0.1;Size:+0.9;Momentum:+0.7;LowVol:+0.7
MaxPos7%
5
35
5
trailing 9%
227
19.7
Bull
14.8
3.86
2.5
77
17
59
47
true
Rebalance
Rebalance back to target bands
35
-6
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
35
-54
80
3
false
Monitor dispersion and breadth
P1536
Hands-off
401k
USD
2024-10-24
258,220
22,546
235,674
1
58.5
25.3
8.7
7.5
VNQ:14.4%;QQQ:17.3%;MUB:20.5%;IEF:10.1%;BND:17.3%;VTI:20.5%
US:61.2;EU:18.2;APAC:12.4;EM:4.3;Other:3.9
Value:-0.9;Growth:-0.5;Quality:+1.0;Size:+0.1;Momentum:-0.9;LowVol:+0.4
ESGOnly
7
30
5
trailing 8%
126
18.1
Sideways
21.9
4.72
3.1
100
57
67
62
false
Rebalance
Shift +1% to bonds from equity
0
-8
BrokerA
MKT
95
null
null
Normal monitoring
112
-28
238
4
false
Tighten stops on momentum names
P1537
Opportunistic
Taxable
USD
2025-10-09
1,555,719
48,841
1,506,878
1
68.5
10.8
14.7
6
VOO:14.2%;AAPL:21.2%;TSLA:7.4%;XLF:21.2%;GLD:21.2%;BND:14.9%
US:67.3;EU:12.9;APAC:11.4;EM:8.3;Other:0.1
Value:-0.6;Growth:+0.5;Quality:-0.4;Size:+0.1;Momentum:-0.3;LowVol:+0.5
null
5
35
6.4
hard 12%
256
23.4
Bull
13.9
3.93
3.1
109
47
71
39
false
Rebalance
Shift +1% to bonds from equity
26
-4
BrokerD
LMT
85
null
null
Normal monitoring
105
-46
103
3
false
Increase defensive factor exposure
P1538
Active
IRA
USD
2025-11-04
1,127,835
69,372
1,058,463
1
63.7
26.8
0
9.5
VOO:19.4%;MUB:11.3%;AMZN:21.3%;VTI:21.3%;AAPL:13.4%;VNQ:13.4%
US:63.6;EU:11.4;APAC:14.0;EM:9.4;Other:1.6
Value:+0.6;Growth:+0.5;Quality:-0.9;Size:+0.5;Momentum:-0.1;LowVol:+0.5
null
8
25
5
hard 12%
137
25.8
Volatile
24.8
4.38
3.1
139
31
66
67
false
Buy
Add to core equity +1%
20
2
BrokerB
LMT
89
null
null
Normal monitoring
13
1
151
3
false
Tax-aware sells next window
P1539
Opportunistic
Taxable
USD
2025-11-29
1,544,500
123,033
1,421,467
1
72.1
19.2
4.5
4.1
VNQ:25.0%;VTI:25.0%;IEF:25.0%;TSLA:25.0%
US:58.1;EU:17.8;APAC:10.1;EM:10.7;Other:3.3
Value:0.0;Growth:-0.2;Quality:+0.3;Size:+0.4;Momentum:-0.8;LowVol:-0.7
MaxPos6%;NoDerivatives
6
25
4.7
hard 12%
268
32.3
Bull
15.8
4.8
2.8
89
116
100
64
false
Sell
Trim extended winner -1%
23
-31
BrokerB
MKT
90
null
null
Normal monitoring
53
-42
49
5
false
Within IPS guidelines
P1540
Opportunistic
Roth
USD
2025-10-27
818,095
35,596
782,499
1
69.8
16.6
9.6
4
VOO:27.2%;HYG:18.4%;BRK.B:27.2%;TSLA:27.2%
US:64.3;EU:17.2;APAC:12.2;EM:4.6;Other:1.7
Value:+0.7;Growth:-0.9;Quality:-0.9;Size:-0.6;Momentum:+1.0;LowVol:-0.2
null
5
35
6.9
hard 12%
167
32.4
Sideways
21.2
4.15
3
136
0
51
67
false
Buy
Add to core equity +1%
-12
-29
BrokerC
LMT
96
null
null
Normal monitoring
61
2
100
5
false
Tighten stops on momentum names
P1541
Active
401k
USD
2025-06-30
1,988,848
125,285
1,863,563
1
51.3
24.2
17.2
7.3
BRK.B:22.4%;HYG:21.7%;GLD:22.4%;TLT:17.8%;AAPL:15.6%
US:68.1;EU:13.2;APAC:9.6;EM:5.4;Other:3.7
Value:-0.1;Growth:-0.6;Quality:+0.8;Size:+0.2;Momentum:-0.4;LowVol:-0.5
MaxPos7%
5
25
4.3
trailing 8%
159
18.5
Sideways
18.5
4.46
3.1
109
22
48
48
false
Rebalance
Shift +1% to bonds from equity
2
-36
BrokerA
MKT
94
null
null
Normal monitoring
19
-55
148
3
false
Tax-aware sells next window
P1542
Cautious
IRA
USD
2024-11-16
257,101
29,198
227,903
1
51.3
33.8
0
14.9
MUB:11.5%;AMZN:14.5%;MSFT:20.7%;XLF:20.7%;VNQ:12.0%;TSLA:20.7%
US:72.1;EU:10.6;APAC:8.0;EM:4.9;Other:4.5
Value:+0.2;Growth:-0.8;Quality:+0.8;Size:-0.6;Momentum:+0.2;LowVol:-0.5
MaxPos8%;NoDerivatives;NoMargin
7
25
5.3
hard 10%
109
15
Sideways
15.6
3.78
3
139
-26
41
34
false
Hedge
Add TLT +1% as duration hedge
24
-13
BrokerB
MKT
95
null
null
Normal monitoring
54
-26
20
3
false
Increase defensive factor exposure
P1543
Hands-off
Trust
USD
2025-07-14
864,011
60,268
803,743
1
61.4
26.6
5.5
6.5
HYG:22.2%;QQQ:26.7%;TLT:26.7%;IEF:24.3%
US:66.4;EU:13.7;APAC:11.7;EM:6.9;Other:1.3
Value:+0.7;Growth:+0.5;Quality:+0.7;Size:-0.7;Momentum:-0.4;LowVol:-0.0
NoDerivatives
8
35
3.3
hard 10%
135
14.7
Sideways
16.7
4.47
2.6
113
36
80
41
false
Rebalance
Shift +1% to bonds from equity
8
7
BrokerA
LMT
95
null
null
Normal monitoring
-16
16
55
3
false
Within IPS guidelines
P1544
Hands-off
Trust
USD
2025-03-10
246,084
19,079
227,005
1
64.3
17.5
10.1
8.1
TLT:19.5%;IEF:13.1%;VTI:15.5%;VNQ:25.9%;HYG:25.9%
US:75.8;EU:8.5;APAC:10.9;EM:4.4;Other:0.4
Value:-0.0;Growth:+0.8;Quality:+0.3;Size:-0.2;Momentum:+0.5;LowVol:+0.7
ESGOnly
5
25
5.5
trailing 8%
130
12.1
Bull
16.7
3.51
2.2
89
97
100
54
false
Rebalance
Shift +1% to bonds from equity
-15
-35
BrokerD
VWAP
92
null
null
Normal monitoring
-55
12
49
4
false
Increase defensive factor exposure
P1545
Hands-off
Trust
USD
2025-07-30
423,201
21,532
401,669
1
68.9
19.8
1.4
10
VOO:33.3%;AAPL:33.3%;AMZN:33.3%
US:61.9;EU:19.2;APAC:5.3;EM:11.6;Other:2.1
Value:-0.1;Growth:-0.3;Quality:0.0;Size:-0.4;Momentum:-0.3;LowVol:-0.7
ESGOnly
6
35
5.3
hard 10%
138
19.4
Bull
17.5
4.97
2.2
98
32
73
56
true
Reduce
Cut high-beta by 2-3%, add cash
27
8
BrokerB
MKT
99
VAR>budget
Hedge
Risk above budget threshold
66
8
71
3
false
Tighten stops on momentum names
P1546
Cautious
Roth
USD
2025-02-05
255,581
30,302
225,279
1
45.4
33.3
6.9
14.4
TLT:12.1%;MUB:10.2%;GLD:13.9%;VNQ:25.4%;XLF:25.4%;AMZN:13.0%
US:68.0;EU:11.0;APAC:11.3;EM:6.6;Other:3.0
Value:-0.7;Growth:+0.9;Quality:-0.3;Size:-0.4;Momentum:-0.7;LowVol:+0.9
ESGOnly;MaxPos6%;NoMargin
5
30
3.6
trailing 8%
108
19.5
Volatile
31.3
4.21
2.3
180
16
71
60
false
Buy
Add to core equity +1%
-15
3
BrokerB
VWAP
96
null
null
Normal monitoring
101
-23
180
4
false
Increase defensive factor exposure
P1547
Active
IRA
USD
2025-03-30
649,490
69,015
580,475
1
56.2
24.8
13.6
5.3
IEF:31.6%;BND:34.2%;TSLA:34.2%
US:68.8;EU:10.3;APAC:10.6;EM:7.3;Other:3.0
Value:+0.7;Growth:-0.8;Quality:+0.8;Size:+0.6;Momentum:-0.8;LowVol:+0.4
null
8
30
5.1
trailing 9%
230
27.3
Volatile
28.8
5.24
3
174
-29
24
63
false
Sell
Trim extended winner -1%
25
-29
BrokerC
LMT
95
null
null
Normal monitoring
-16
-51
-10
3
false
Tighten stops on momentum names
P1548
Opportunistic
401k
USD
2025-12-04
756,571
35,149
721,422
1
61.5
10.6
21.8
6.1
TSLA:25.0%;IEF:25.0%;QQQ:25.0%;BND:25.0%
US:64.5;EU:18.9;APAC:6.3;EM:8.0;Other:2.3
Value:+0.8;Growth:+0.1;Quality:-0.1;Size:-0.4;Momentum:-0.6;LowVol:+0.1
MaxPos6%
7
35
4.8
hard 12%
198
21.6
Volatile
28.7
3.62
4.2
135
-29
41
71
true
Hedge
Buy index puts 1% notional
21
-35
BrokerC
LMT
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
14
19
61
2
false
Tax-aware sells next window
P1549
Active
IRA
USD
2025-11-01
1,083,193
120,305
962,888
1
58.5
22.8
9.8
8.9
BRK.B:28.8%;QQQ:28.8%;VTI:28.8%;AMZN:13.5%
US:72.8;EU:8.4;APAC:5.9;EM:12.0;Other:0.9
Value:+0.2;Growth:-0.8;Quality:+1.0;Size:+0.3;Momentum:+0.3;LowVol:-0.1
MaxPos8%;NoDerivatives
5
30
4.7
trailing 8%
218
26.1
Bull
17.3
3.68
2.2
114
0
44
48
false
Rebalance
Shift +1% to bonds from equity
12
-22
BrokerD
MKT
87
null
null
Normal monitoring
-10
10
16
4
false
Increase defensive factor exposure
P1550
Systematic
Trust
USD
2024-08-23
408,834
40,479
368,355
1
62.3
29.3
0
8.4
QQQ:26.3%;AAPL:26.3%;AMZN:26.3%;TLT:21.1%
US:65.1;EU:15.9;APAC:9.2;EM:5.1;Other:4.7
Value:+0.2;Growth:+0.1;Quality:-0.5;Size:-0.5;Momentum:-0.3;LowVol:-0.8
MaxPos5%
5
35
4.9
hard 12%
176
17.4
Volatile
31.5
4.72
2
164
27
52
80
true
Hedge
Buy index puts 1% notional
-3
-28
BrokerB
MKT
94
RegimeShift
Reduce
Volatility spike and breadth deterioration
-9
-30
-1
5
false
Tax-aware sells next window
P1551
Hands-off
IRA
USD
2024-09-21
822,623
51,404
771,219
1
57.5
29.5
7.2
5.8
VTI:15.5%;VNQ:28.2%;TSLA:28.2%;AMZN:28.2%
US:70.7;EU:8.9;APAC:12.0;EM:6.5;Other:1.9
Value:-0.0;Growth:+0.3;Quality:-0.8;Size:+0.8;Momentum:-0.9;LowVol:+0.2
ESGOnly;NoDerivatives
10
35
4.4
hard 10%
102
12.9
Volatile
26.2
3.9
3.1
155
43
84
63
false
Sell
Trim extended winner -1%
-12
-15
BrokerA
LMT
98
null
null
Normal monitoring
-8
-6
38
3
false
Monitor dispersion and breadth
P1552
Cautious
IRA
USD
2025-04-14
310,356
43,930
266,426
1
51
33.2
5.1
10.8
IEF:14.7%;AMZN:20.3%;XLF:16.3%;HYG:20.3%;VOO:20.3%;GLD:8.0%
US:66.8;EU:16.5;APAC:10.7;EM:5.5;Other:0.4
Value:+0.7;Growth:+0.6;Quality:+0.1;Size:-0.8;Momentum:-0.8;LowVol:0.0
MaxPos6%;NoDerivatives;NoMargin
7
25
5.1
trailing 10%
162
17.9
Volatile
21.6
4.04
4.4
150
72
88
49
false
Rebalance
Shift +1% to bonds from equity
-10
-32
BrokerB
LMT
97
null
null
Normal monitoring
23
-42
88
3
false
Tax-aware sells next window
P1553
Hands-off
IRA
USD
2024-12-07
219,606
18,041
201,565
1
57.5
29.3
5.3
8
AMZN:33.3%;QQQ:33.3%;BRK.B:33.3%
US:61.9;EU:12.4;APAC:14.0;EM:10.6;Other:1.0
Value:-0.4;Growth:-0.3;Quality:+0.7;Size:+0.4;Momentum:+0.9;LowVol:+0.5
ESGOnly;MaxPos7%
6
25
4.4
hard 10%
159
13.1
Volatile
27.3
4.51
2.7
158
34
73
59
false
Buy
Add to core equity +1%
5
-33
BrokerD
VWAP
96
null
null
Normal monitoring
3
-32
-33
5
false
Increase defensive factor exposure
P1554
Hands-off
IRA
USD
2024-07-06
584,406
27,137
557,269
1
66.7
20.1
7.7
5.5
TSLA:18.4%;MSFT:21.9%;GLD:21.9%;QQQ:16.4%;TLT:21.3%
US:61.5;EU:14.5;APAC:11.7;EM:11.9;Other:0.4
Value:+0.7;Growth:+0.1;Quality:-0.7;Size:+0.4;Momentum:+0.8;LowVol:+0.1
ESGOnly
5
30
5.6
trailing 8%
170
18.5
Bear
34.2
4.1
1.4
218
-117
5
96
true
Reduce
Cut high-beta by 2-3%, add cash
-13
2
BrokerD
MKT
100
VAR>budget
Hedge
Risk above budget threshold
-23
15
2
5
false
Increase defensive factor exposure
P1555
Opportunistic
Roth
USD
2024-10-28
1,707,218
75,824
1,631,394
1
61.5
21
10.3
7.1
AMZN:33.3%;TSLA:33.3%;AAPL:33.3%
US:70.0;EU:14.8;APAC:7.4;EM:7.3;Other:0.5
Value:-0.8;Growth:+0.2;Quality:-0.4;Size:-0.5;Momentum:+0.6;LowVol:+0.4
MaxPos6%;NoDerivatives
5
35
5.2
trailing 9%
166
27.9
Bull
14.8
4.63
3.2
72
66
76
43
false
Sell
Trim extended winner -1%
-10
-11
BrokerB
LMT
87
null
null
Normal monitoring
103
-30
75
3
false
Within IPS guidelines
P1556
Cautious
401k
USD
2025-10-09
188,401
24,009
164,392
1
40.2
39.8
3
17
HYG:25.0%;IEF:25.0%;BND:25.0%;TSLA:25.0%
US:68.9;EU:7.1;APAC:13.5;EM:7.1;Other:3.4
Value:-0.8;Growth:+0.7;Quality:-0.2;Size:+0.4;Momentum:+0.5;LowVol:-0.1
ESGOnly;NoMargin
10
25
4.9
trailing 8%
152
15.1
Bull
13.8
3.52
2.9
105
42
73
28
false
Buy
Add to core equity +1%
34
-24
BrokerB
MKT
85
null
null
Normal monitoring
-60
-12
-73
4
false
Tax-aware sells next window
P1557
Opportunistic
IRA
USD
2025-11-09
876,079
69,748
806,331
1
67.5
18.5
7.4
6.5
BND:13.3%;XLF:19.9%;AMZN:20.2%;GLD:13.6%;VOO:12.7%;HYG:20.2%
US:58.6;EU:16.9;APAC:14.2;EM:7.9;Other:2.3
Value:+0.4;Growth:-0.8;Quality:-0.1;Size:+0.3;Momentum:-0.8;LowVol:+0.5
NoDerivatives
8
30
5.3
hard 12%
243
27.7
Bull
11.9
4.88
2
73
10
44
37
false
Sell
Trim extended winner -1%
1
-9
BrokerC
LMT
93
null
null
Normal monitoring
104
-6
113
4
false
Within IPS guidelines
P1558
Active
Trust
USD
2025-08-06
1,277,304
145,965
1,131,339
1
68.6
22
0
9.4
TLT:22.4%;MSFT:26.1%;BRK.B:26.1%;AMZN:25.4%
US:70.7;EU:11.0;APAC:9.6;EM:4.2;Other:4.5
Value:+0.5;Growth:+0.2;Quality:-0.6;Size:-0.1;Momentum:+0.1;LowVol:-0.6
null
5
30
5.8
trailing 8%
164
25.5
Volatile
29.2
4.46
3.8
154
11
57
73
true
Rebalance
Rebalance back to target bands
22
-38
BrokerB
VWAP
87
RegimeShift
Reduce
Volatility spike and breadth deterioration
-23
-5
102
2
false
Monitor dispersion and breadth
P1559
Systematic
Taxable
USD
2024-07-25
744,547
46,786
697,761
1
64.7
22.1
7.3
5.9
MUB:27.0%;GLD:27.0%;IEF:27.0%;VOO:19.1%
US:59.1;EU:16.3;APAC:15.9;EM:8.0;Other:0.7
Value:+0.5;Growth:-0.8;Quality:+0.5;Size:+0.7;Momentum:-0.2;LowVol:+0.9
MaxPos8%
5
25
5.3
trailing 9%
137
25.5
Bear
31.9
3.29
1.1
171
-7
60
90
true
Rebalance
Rebalance back to target bands
33
-5
BrokerB
MKT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-2
-9
27
5
false
Monitor dispersion and breadth
P1560
Hands-off
Taxable
USD
2024-09-14
896,347
59,766
836,581
1
66.7
27.3
0
6
VTI:20.2%;HYG:26.6%;BND:26.6%;TSLA:26.6%
US:75.3;EU:10.0;APAC:7.0;EM:4.7;Other:3.0
Value:-0.7;Growth:-0.8;Quality:-0.4;Size:+0.4;Momentum:+0.6;LowVol:-0.7
ESGOnly;MaxPos5%;NoDerivatives
7
35
4.6
hard 10%
150
14.4
Sideways
20.1
4
3.2
111
6
44
60
false
Hedge
Add TLT +1% as duration hedge
14
-12
BrokerA
MKT
94
null
null
Normal monitoring
-33
-41
56
5
false
Increase defensive factor exposure
P1561
Active
Trust
USD
2024-10-26
2,122,348
234,859
1,887,489
1
55.6
24.8
13
6.5
QQQ:21.9%;VTI:21.9%;TLT:19.6%;MSFT:7.9%;IEF:21.9%;XLF:6.7%
US:80.3;EU:7.5;APAC:6.1;EM:3.6;Other:2.5
Value:+0.3;Growth:+0.7;Quality:+0.5;Size:+0.1;Momentum:-0.9;LowVol:+0.2
MaxPos7%
7
35
5.7
hard 12%
218
26.3
Sideways
15.3
4.47
2.7
99
-21
48
44
false
Buy
Add to core equity +1%
20
-16
BrokerA
MKT
97
null
null
Normal monitoring
-37
-22
-27
3
false
Increase defensive factor exposure
P1562
Active
Taxable
USD
2024-07-16
835,373
95,207
740,166
1
56.8
31.6
4.8
6.7
VTI:19.0%;HYG:18.5%;IEF:21.0%;AMZN:6.1%;TLT:17.3%;BND:18.2%
US:71.6;EU:9.6;APAC:7.7;EM:10.9;Other:0.2
Value:0.0;Growth:+0.1;Quality:-0.8;Size:+0.2;Momentum:+0.2;LowVol:-0.2
MaxPos6%;NoDerivatives
5
25
5.8
trailing 9%
174
24.8
Volatile
20.3
5.24
4.4
179
69
88
60
false
Sell
Trim extended winner -1%
4
-35
BrokerD
MKT
95
null
null
Normal monitoring
38
-17
34
3
false
Tax-aware sells next window
P1563
Opportunistic
IRA
USD
2025-02-03
997,552
34,093
963,459
1.21
63.3
21.6
10.2
5
GLD:17.0%;XLF:10.3%;MSFT:24.2%;VTI:24.2%;AMZN:24.2%
US:77.5;EU:10.0;APAC:5.9;EM:5.0;Other:1.5
Value:-0.5;Growth:+0.8;Quality:-0.4;Size:-1.0;Momentum:+0.8;LowVol:+0.2
MaxPos8%;NoDerivatives
6
30
6.2
trailing 9%
176
24.9
Bull
16.1
4.47
2.6
88
76
94
50
false
Rebalance
Shift +1% to bonds from equity
6
-26
BrokerD
LMT
87
null
null
Normal monitoring
78
-19
124
5
false
Tighten stops on momentum names
P1564
Opportunistic
401k
USD
2025-07-14
1,115,983
33,908
1,082,075
1
72
14.3
7.9
5.7
TSLA:14.2%;HYG:16.9%;TLT:21.7%;MUB:21.7%;VNQ:13.8%;AMZN:11.6%
US:70.2;EU:6.8;APAC:14.0;EM:4.2;Other:4.9
Value:+1.0;Growth:-0.5;Quality:+0.6;Size:-0.3;Momentum:+1.0;LowVol:+0.2
NoDerivatives
5
35
5.8
hard 12%
256
29.8
Sideways
15.3
3.74
2.2
138
38
78
60
true
Hedge
Buy index puts 1% notional
8
-13
BrokerC
MKT
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
38
-10
164
4
false
Within IPS guidelines
P1565
Hands-off
Roth
USD
2024-12-27
317,481
27,977
289,504
1
58.6
23.5
11.9
6
VOO:33.3%;BRK.B:33.3%;TLT:33.3%
US:72.1;EU:7.8;APAC:12.7;EM:6.7;Other:0.7
Value:-0.3;Growth:+0.9;Quality:+0.7;Size:-0.1;Momentum:+0.1;LowVol:-0.5
MaxPos8%
7
25
4.5
trailing 8%
114
13.3
Volatile
31.4
3.69
2.1
173
-39
41
76
true
Rebalance
Rebalance back to target bands
28
-4
BrokerA
LMT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
2
-38
19
3
false
Tax-aware sells next window
P1566
Cautious
Roth
USD
2025-04-02
194,250
17,048
177,202
1
45.1
39.4
0
15.4
IEF:33.3%;GLD:33.3%;BND:33.3%
US:62.8;EU:19.5;APAC:13.3;EM:3.8;Other:0.7
Value:-0.6;Growth:+0.2;Quality:+0.2;Size:-0.7;Momentum:-0.6;LowVol:+0.1
ESGOnly;NoMargin
6
35
5.8
hard 10%
108
17.5
Bull
17.8
3.65
2.2
120
112
95
49
false
Rebalance
Shift +1% to bonds from equity
16
-37
BrokerC
MKT
94
null
null
Normal monitoring
112
-5
122
5
false
Tax-aware sells next window
P1567
Hands-off
401k
USD
2024-08-12
232,181
19,982
212,199
1
67.8
20
2.6
9.5
VOO:16.2%;BND:16.7%;XLF:22.7%;GLD:21.6%;VNQ:22.7%
US:67.8;EU:17.6;APAC:7.5;EM:6.3;Other:0.8
Value:+0.1;Growth:+1.0;Quality:-0.3;Size:-0.9;Momentum:-0.9;LowVol:+0.5
NoDerivatives
10
25
3.3
hard 10%
128
14.9
Volatile
30.3
3.69
2.4
158
6
48
83
true
Hedge
Buy index puts 1% notional
25
-3
BrokerB
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-12
-13
113
2
false
Tax-aware sells next window
P1568
Opportunistic
Trust
USD
2024-10-08
447,931
26,144
421,787
1
66.3
14.7
10.5
8.6
VNQ:19.7%;MUB:21.0%;MSFT:21.0%;TSLA:19.8%;BND:7.6%;AMZN:10.8%
US:68.7;EU:15.1;APAC:7.9;EM:7.6;Other:0.7
Value:+0.6;Growth:-0.2;Quality:+0.1;Size:+0.9;Momentum:+0.1;LowVol:+0.2
MaxPos6%
6
25
6.2
trailing 9%
264
24.9
Sideways
18.7
4.6
3.2
94
31
64
50
false
Buy
Add to core equity +1%
19
-33
BrokerD
MKT
99
null
null
Normal monitoring
113
-19
129
5
false
Increase defensive factor exposure
P1569
Hands-off
401k
USD
2024-11-11
213,678
9,856
203,822
1
56.2
16.9
20.3
6.7
QQQ:33.3%;VNQ:33.3%;AMZN:33.3%
US:68.1;EU:9.8;APAC:15.0;EM:3.5;Other:3.7
Value:-1.0;Growth:-0.1;Quality:-0.4;Size:+0.1;Momentum:+0.3;LowVol:+1.0
ESGOnly
5
30
4.4
trailing 8%
131
15.9
Bull
11.4
4.04
2.8
97
16
43
37
false
Buy
Add to core equity +1%
9
-4
BrokerC
LMT
99
null
null
Normal monitoring
-53
-7
-33
3
false
Tax-aware sells next window
P1570
Hands-off
401k
USD
2025-12-09
300,629
17,348
283,281
1
63.5
22.2
8.4
5.9
TLT:25.9%;QQQ:22.4%;GLD:25.9%;VTI:25.9%
US:67.4;EU:13.4;APAC:11.7;EM:6.4;Other:1.1
Value:-0.9;Growth:-0.3;Quality:+0.8;Size:-0.9;Momentum:-0.5;LowVol:-0.9
NoDerivatives
7
35
4.3
trailing 8%
112
20
Volatile
28.7
4.69
3.3
151
-15
57
68
false
NoAction
Within bands; monitor
7
-11
BrokerD
MKT
0
null
null
Normal monitoring
-19
5
-49
3
false
Tighten stops on momentum names
P1571
Hands-off
Trust
USD
2024-11-12
383,785
30,143
353,642
1
61.1
27.6
4.8
6.5
IEF:33.6%;TLT:33.6%;AMZN:32.8%
US:67.3;EU:16.1;APAC:5.8;EM:8.0;Other:2.9
Value:-0.4;Growth:+0.8;Quality:+0.5;Size:+0.5;Momentum:+0.3;LowVol:-0.4
MaxPos5%
5
25
5.3
trailing 8%
129
17.9
Volatile
23.7
3.57
4.5
170
48
68
64
false
Rebalance
Shift +1% to bonds from equity
19
8
BrokerB
LMT
92
null
null
Normal monitoring
-15
-46
91
4
false
Tighten stops on momentum names
P1572
Hands-off
Roth
USD
2024-11-17
439,793
43,727
396,066
1
57
15.9
18.9
8.3
QQQ:26.7%;BND:19.9%;HYG:26.7%;XLF:26.7%
US:67.9;EU:15.8;APAC:7.9;EM:5.1;Other:3.3
Value:-1.0;Growth:0.0;Quality:+0.7;Size:-0.7;Momentum:+0.4;LowVol:-0.9
MaxPos5%;NoDerivatives
5
35
4.3
trailing 8%
121
16.9
Bull
13.1
4.03
3.4
99
113
100
38
false
Rebalance
Shift +1% to bonds from equity
-9
-15
BrokerB
VWAP
99
null
null
Normal monitoring
118
-54
95
4
false
Within IPS guidelines
P1573
Cautious
Roth
USD
2025-03-28
309,341
37,607
271,734
1
53.8
33.5
0
12.7
HYG:21.0%;IEF:21.0%;VOO:16.3%;MUB:19.7%;MSFT:11.0%;TSLA:11.1%
US:61.7;EU:15.8;APAC:12.7;EM:6.8;Other:3.0
Value:+0.2;Growth:-0.4;Quality:+0.9;Size:+0.9;Momentum:+0.6;LowVol:+0.3
ESGOnly;MaxPos6%;NoMargin
7
25
3.4
hard 10%
168
15.6
Volatile
30.1
4.81
3
136
-35
41
80
true
Hedge
Buy index puts 1% notional
-3
0
BrokerC
VWAP
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
59
-44
79
3
false
Within IPS guidelines
P1574
Opportunistic
Roth
USD
2025-07-20
625,117
23,682
601,435
1
74
18
0
8
QQQ:14.3%;TLT:16.6%;MSFT:23.0%;GLD:23.0%;HYG:23.0%
US:69.8;EU:13.7;APAC:8.0;EM:8.0;Other:0.5
Value:-0.3;Growth:-0.8;Quality:+0.8;Size:+0.1;Momentum:-1.0;LowVol:+0.6
NoDerivatives
10
25
5.8
hard 12%
205
20.7
Sideways
19.7
4.91
3.3
109
20
54
65
false
Rebalance
Shift +1% to bonds from equity
5
-6
BrokerA
LMT
100
null
null
Normal monitoring
-44
18
-68
5
false
Monitor dispersion and breadth
P1575
Systematic
Taxable
USD
2024-09-26
1,833,506
94,710
1,738,796
1
60.7
30.3
3.1
5.9
HYG:18.9%;XLF:27.0%;MSFT:27.0%;AAPL:27.0%
US:72.7;EU:11.3;APAC:6.9;EM:4.7;Other:4.4
Value:+0.5;Growth:-0.4;Quality:+0.9;Size:-0.9;Momentum:+0.5;LowVol:+0.3
null
7
35
4.5
hard 12%
176
21.6
Bull
16.8
3.77
2.4
79
72
76
43
false
Sell
Trim extended winner -1%
13
-13
BrokerD
LMT
90
null
null
Normal monitoring
108
-21
130
5
false
Increase defensive factor exposure
P1576
Active
IRA
USD
2024-09-21
2,000,618
140,601
1,860,017
1
68.9
22.8
3.3
5
AMZN:23.6%;BND:19.3%;IEF:23.6%;XLF:12.9%;VOO:20.6%
US:72.0;EU:9.9;APAC:5.4;EM:9.0;Other:3.8
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:+0.1;Momentum:-0.3;LowVol:-0.4
NoDerivatives
5
30
5.1
trailing 8%
129
22.7
Bull
15.1
4.81
2.5
107
16
59
45
false
Sell
Trim extended winner -1%
-14
-5
BrokerB
MKT
91
null
null
Normal monitoring
-17
-2
-38
5
false
Monitor dispersion and breadth
P1577
Systematic
IRA
USD
2025-10-29
657,803
33,111
624,692
1
63.8
28.8
0.6
6.9
XLF:20.3%;AAPL:15.8%;BRK.B:16.3%;VTI:15.4%;HYG:20.3%;AMZN:11.9%
US:63.0;EU:10.7;APAC:8.0;EM:13.8;Other:4.5
Value:+0.8;Growth:+0.3;Quality:+0.7;Size:+0.8;Momentum:+0.7;LowVol:-0.4
null
7
25
4.8
trailing 8%
156
19.5
Sideways
18.4
4.7
2.9
113
55
90
55
false
Buy
Add to core equity +1%
35
-4
BrokerA
LMT
90
null
null
Normal monitoring
34
-8
152
5
false
Increase defensive factor exposure
P1578
Hands-off
Roth
USD
2024-12-18
355,164
20,615
334,549
1
56.1
29.7
4.5
9.7
MSFT:16.1%;TLT:18.4%;VOO:16.2%;MUB:6.6%;TSLA:21.4%;BND:21.4%
US:68.2;EU:16.1;APAC:10.4;EM:5.1;Other:0.2
Value:-0.4;Growth:+0.7;Quality:-0.9;Size:+0.3;Momentum:-0.0;LowVol:+1.0
null
6
25
5.6
trailing 8%
93
15.2
Bear
33.4
3.55
1.7
208
-4
37
73
true
Reduce
Cut high-beta by 2-3%, add cash
34
7
BrokerD
VWAP
85
VAR>budget
Hedge
Risk above budget threshold
-44
-35
52
2
false
Tighten stops on momentum names
P1579
Cautious
401k
USD
2025-11-28
514,484
71,680
442,804
1
44.3
31.6
13
11
TSLA:14.1%;AMZN:17.5%;XLF:16.2%;BND:20.5%;IEF:10.6%;MUB:21.2%
US:57.8;EU:17.7;APAC:12.0;EM:11.1;Other:1.4
Value:-1.0;Growth:-0.2;Quality:+0.5;Size:-0.7;Momentum:+0.5;LowVol:+0.8
ESGOnly;MaxPos7%;NoMargin
5
25
3.9
trailing 10%
97
19.9
Sideways
18.1
3.51
2.4
138
5
39
47
false
Sell
Trim extended winner -1%
13
-13
BrokerC
LMT
86
null
null
Normal monitoring
-14
-48
94
4
false
Tax-aware sells next window
P1580
Hands-off
401k
USD
2025-10-04
734,821
69,566
665,255
1
60.7
15.8
14.1
9.4
TLT:33.3%;BND:33.3%;MUB:33.3%
US:71.9;EU:12.1;APAC:8.2;EM:4.5;Other:3.3
Value:+0.1;Growth:-0.8;Quality:-0.7;Size:-0.2;Momentum:+0.1;LowVol:+0.7
MaxPos6%
5
25
5.3
trailing 8%
144
14.6
Volatile
26.1
4.83
3.1
175
-30
48
61
false
Rebalance
Shift +1% to bonds from equity
5
-25
BrokerA
MKT
99
null
null
Normal monitoring
32
-2
52
3
false
Monitor dispersion and breadth
P1581
Opportunistic
IRA
USD
2025-05-25
582,588
22,396
560,192
1
67
10.8
13.7
8.5
BRK.B:16.3%;IEF:20.1%;AAPL:19.4%;MSFT:21.6%;AMZN:13.6%;VOO:9.0%
US:70.4;EU:9.7;APAC:10.1;EM:5.0;Other:4.7
Value:-0.1;Growth:-0.2;Quality:-0.3;Size:-0.6;Momentum:+0.8;LowVol:-0.6
MaxPos5%
8
35
4.6
hard 12%
201
30.5
Bull
11.4
4
2.2
72
88
92
52
false
Rebalance
Shift +1% to bonds from equity
-10
9
BrokerC
MKT
89
null
null
Normal monitoring
1
-35
0
3
false
Tax-aware sells next window
P1582
Hands-off
401k
USD
2025-07-27
648,286
53,807
594,479
1
71.8
17
3.9
7.3
BND:23.4%;TSLA:8.5%;AMZN:23.4%;AAPL:21.4%;GLD:23.4%
US:59.1;EU:15.1;APAC:11.4;EM:12.8;Other:1.7
Value:0.0;Growth:+1.0;Quality:-0.3;Size:+0.1;Momentum:+0.7;LowVol:+0.2
null
10
35
5.4
trailing 8%
161
13.1
Sideways
16.4
4.6
3.5
131
29
65
50
false
Buy
Add to core equity +1%
-15
-28
BrokerD
VWAP
96
null
null
Normal monitoring
41
-8
51
4
false
Monitor dispersion and breadth
P1583
Hands-off
401k
USD
2025-03-26
855,522
82,938
772,584
1
71.2
20.4
0
8.4
MUB:19.8%;TSLA:14.6%;BRK.B:21.8%;XLF:21.8%;MSFT:21.8%
US:71.9;EU:10.3;APAC:8.4;EM:7.5;Other:1.9
Value:-0.5;Growth:+0.9;Quality:0.0;Size:-0.2;Momentum:+0.8;LowVol:+0.8
MaxPos7%
5
30
3.6
trailing 8%
111
14.7
Bull
15.1
4.28
2.7
85
62
95
42
true
Hedge
Buy index puts 1% notional
7
3
BrokerD
LMT
98
VAR>budget
Reduce
Risk above budget threshold
23
18
102
4
false
Tighten stops on momentum names
P1584
Hands-off
Roth
USD
2025-02-05
398,994
16,583
382,411
1
66.2
20.9
4.3
8.5
AMZN:24.0%;AAPL:24.0%;TSLA:9.4%;TLT:18.5%;BRK.B:24.0%
US:57.9;EU:17.8;APAC:14.0;EM:8.2;Other:2.2
Value:-0.5;Growth:-0.3;Quality:+0.1;Size:-0.3;Momentum:-0.2;LowVol:+0.5
ESGOnly;MaxPos5%
8
35
4.7
trailing 8%
167
17.6
Bull
14.2
4.8
3.4
116
94
100
45
false
NoAction
Within bands; monitor
-5
15
BrokerA
LMT
93
null
null
Normal monitoring
63
16
102
4
false
Tighten stops on momentum names
P1585
Active
401k
USD
2025-08-05
1,590,531
131,924
1,458,607
1.06
54.3
24
16.4
5.3
TSLA:17.9%;BND:26.3%;MUB:27.9%;IEF:27.9%
US:56.6;EU:22.0;APAC:11.8;EM:7.6;Other:2.1
Value:+0.9;Growth:-0.7;Quality:+0.4;Size:+0.9;Momentum:-0.3;LowVol:+0.9
MaxPos8%
7
30
5.6
trailing 9%
160
19.1
Bull
12
3.57
3.3
92
113
100
43
false
NoAction
Within bands; monitor
23
1
BrokerC
LMT
86
null
null
Normal monitoring
50
-57
175
4
false
Tighten stops on momentum names
P1586
Hands-off
IRA
USD
2025-08-15
788,922
77,588
711,334
1
68.5
23.6
0
7.8
HYG:20.3%;IEF:20.6%;TLT:19.0%;VOO:19.7%;BRK.B:20.4%
US:70.3;EU:6.7;APAC:14.6;EM:6.3;Other:2.1
Value:-0.1;Growth:-0.4;Quality:+0.5;Size:-0.5;Momentum:+0.9;LowVol:-0.9
ESGOnly
7
30
3.9
trailing 8%
105
16.3
Bull
13.3
4.43
3.1
120
116
100
46
true
Rebalance
Rebalance back to target bands
28
1
BrokerD
VWAP
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
37
8
45
5
true
Within IPS guidelines
P1587
Systematic
401k
USD
2025-12-25
1,521,428
113,434
1,407,994
1
62.6
30.5
0
6.9
XLF:23.2%;IEF:19.5%;HYG:10.7%;VTI:23.2%;MUB:23.2%
US:63.6;EU:12.5;APAC:13.1;EM:8.1;Other:2.6
Value:-0.4;Growth:-0.1;Quality:+0.3;Size:-0.4;Momentum:+0.4;LowVol:+0.2
NoDerivatives
6
30
5.2
trailing 8%
199
25.2
Volatile
24.1
5.09
3.3
126
43
68
71
true
Hedge
Buy index puts 1% notional
4
-11
BrokerB
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
29
-56
65
4
false
Increase defensive factor exposure
P1588
Cautious
Trust
USD
2025-09-29
201,560
21,598
179,962
1
35.5
34.1
15.7
14.7
BRK.B:33.3%;AAPL:33.3%;QQQ:33.3%
US:67.2;EU:12.1;APAC:12.4;EM:4.2;Other:4.1
Value:-0.5;Growth:-0.6;Quality:-0.8;Size:-0.5;Momentum:+0.9;LowVol:-0.3
MaxPos8%;NoMargin
7
35
3.3
trailing 8%
91
13.1
Bull
17.7
4.89
2.4
78
6
67
41
false
Sell
Trim extended winner -1%
20
4
BrokerD
LMT
99
null
null
Normal monitoring
5
19
-27
4
false
Increase defensive factor exposure
P1589
Opportunistic
Roth
USD
2025-08-03
1,538,438
124,257
1,414,181
1
64.8
15.8
13.5
6
BRK.B:22.6%;TLT:25.8%;IEF:25.8%;GLD:25.8%
US:71.5;EU:9.9;APAC:8.5;EM:9.9;Other:0.3
Value:+0.7;Growth:+0.5;Quality:+0.4;Size:+0.8;Momentum:-0.1;LowVol:-0.1
null
8
30
6.5
hard 12%
181
23.2
Bull
16.3
3.51
2.6
88
88
99
59
false
Sell
Trim extended winner -1%
-6
-10
BrokerC
MKT
85
null
null
Normal monitoring
51
-28
14
4
false
Within IPS guidelines
P1590
Cautious
IRA
USD
2025-11-11
882,477
92,504
789,973
1
48
38
0
14
TLT:20.4%;AAPL:20.4%;HYG:17.0%;QQQ:13.4%;IEF:20.4%;VOO:8.4%
US:66.8;EU:15.9;APAC:5.7;EM:8.4;Other:3.2
Value:+0.8;Growth:-0.4;Quality:-0.2;Size:+0.9;Momentum:-0.0;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
7
35
3.8
hard 10%
133
16.2
Bull
14.1
4.41
2.3
101
31
64
47
false
Rebalance
Shift +1% to bonds from equity
31
-30
BrokerC
LMT
96
null
null
Normal monitoring
63
-44
117
5
false
Tighten stops on momentum names
P1591
Active
IRA
USD
2024-09-06
2,008,079
170,307
1,837,772
1
62.5
22.8
6.8
7.9
BRK.B:25.7%;MUB:22.8%;XLF:25.7%;IEF:25.7%
US:63.7;EU:14.1;APAC:9.0;EM:10.6;Other:2.6
Value:-0.0;Growth:+1.0;Quality:-0.1;Size:-0.2;Momentum:+0.4;LowVol:-1.0
MaxPos7%
6
25
4.1
trailing 9%
212
20.5
Sideways
20.5
3.89
3
135
-8
39
53
false
Rebalance
Shift +1% to bonds from equity
25
0
BrokerC
MKT
90
null
null
Normal monitoring
78
1
41
3
false
Tax-aware sells next window
P1592
Opportunistic
401k
USD
2025-09-08
1,331,052
76,922
1,254,130
1
75.6
11.3
7.5
5.6
XLF:27.6%;TLT:27.6%;MSFT:27.6%;BRK.B:17.3%
US:59.7;EU:17.4;APAC:16.2;EM:6.6;Other:0.2
Value:+0.8;Growth:+0.2;Quality:-0.7;Size:+0.3;Momentum:+0.8;LowVol:-0.1
MaxPos6%
6
35
6.8
trailing 7%
264
31.1
Sideways
15.9
4.08
3.5
94
-5
37
63
false
Buy
Add to core equity +1%
11
-18
BrokerB
MKT
98
null
null
Normal monitoring
55
-24
164
5
false
Monitor dispersion and breadth
P1593
Hands-off
Roth
USD
2025-10-21
743,556
68,827
674,729
1
63.2
16.4
13.2
7.1
TLT:16.8%;AAPL:27.7%;VOO:27.7%;VTI:27.7%
US:72.0;EU:6.4;APAC:11.6;EM:7.9;Other:2.1
Value:-0.8;Growth:-0.4;Quality:-0.1;Size:-0.9;Momentum:+0.1;LowVol:-0.5
ESGOnly
6
25
4.2
trailing 8%
148
15.6
Bull
15.8
4.24
2.3
95
10
66
52
true
Reduce
Cut high-beta by 2-3%, add cash
32
-34
BrokerA
LMT
99
RegimeShift
Hedge
Volatility spike and breadth deterioration
25
2
134
2
false
Tax-aware sells next window
P1594
Active
IRA
USD
2024-09-08
516,489
57,731
458,758
1.14
59.6
29.1
4.8
6.6
BRK.B:34.0%;TSLA:32.1%;XLF:34.0%
US:67.1;EU:16.5;APAC:11.7;EM:4.4;Other:0.2
Value:-0.9;Growth:+0.2;Quality:+0.4;Size:-0.1;Momentum:+0.8;LowVol:+0.2
MaxPos7%;NoDerivatives
10
25
5.3
trailing 9%
216
20.1
Volatile
31.2
4.6
2.9
119
-2
43
74
true
Hedge
Buy index puts 1% notional
9
-31
BrokerD
MKT
99
VAR>budget
Hedge
Risk above budget threshold
7
-37
26
3
false
Within IPS guidelines
P1595
Cautious
Trust
USD
2025-04-13
366,116
31,125
334,991
1
44.4
32
11.2
12.4
BND:25.9%;XLF:22.3%;QQQ:25.9%;BRK.B:25.9%
US:73.6;EU:5.5;APAC:11.9;EM:7.5;Other:1.4
Value:-0.9;Growth:-0.0;Quality:+0.7;Size:-0.8;Momentum:-0.7;LowVol:+0.2
NoMargin
8
25
5.3
trailing 8%
125
13.8
Bear
26.8
4.26
1.5
197
-79
15
56
false
Buy
Add to core equity +1%
14
-33
BrokerC
LMT
86
null
null
Normal monitoring
104
-45
71
3
false
Tighten stops on momentum names
P1596
Systematic
Roth
USD
2025-11-22
1,657,573
153,962
1,503,611
1
61.9
32.5
0
5.6
HYG:15.0%;VTI:21.0%;MSFT:20.2%;GLD:21.9%;VOO:21.9%
US:66.2;EU:14.5;APAC:12.6;EM:3.9;Other:2.9
Value:-1.0;Growth:+0.7;Quality:+0.7;Size:-0.8;Momentum:-0.4;LowVol:-0.7
null
6
30
5.1
trailing 9%
199
22.1
Sideways
14.1
3.77
2.5
122
-9
46
50
false
Rebalance
Shift +1% to bonds from equity
-1
-3
BrokerA
MKT
93
null
null
Normal monitoring
-30
-55
21
3
false
Within IPS guidelines
P1597
Hands-off
IRA
USD
2024-12-20
361,190
26,024
335,166
1
65.6
23.5
3.6
7.3
IEF:33.3%;XLF:33.3%;GLD:33.3%
US:64.9;EU:16.5;APAC:11.4;EM:5.1;Other:2.1
Value:-0.6;Growth:+0.7;Quality:+0.8;Size:+0.4;Momentum:-0.0;LowVol:+0.8
ESGOnly
7
30
4.3
trailing 10%
127
15.6
Sideways
20.8
3.66
2
123
53
71
53
false
Sell
Trim extended winner -1%
4
-19
BrokerC
VWAP
86
null
null
Normal monitoring
-15
-27
15
3
false
Within IPS guidelines
P1598
Opportunistic
Taxable
USD
2024-08-23
1,494,069
82,784
1,411,285
1
74.5
17.5
0
8
MUB:33.3%;BRK.B:33.3%;AAPL:33.3%
US:73.7;EU:8.9;APAC:8.6;EM:5.9;Other:3.0
Value:+0.8;Growth:-0.3;Quality:-0.8;Size:+0.7;Momentum:+0.7;LowVol:-0.6
null
5
25
5.5
trailing 7%
195
34.4
Sideways
14.2
4.68
2
138
48
75
51
false
Buy
Add to core equity +1%
20
-25
BrokerC
MKT
90
null
null
Normal monitoring
4
-18
139
3
false
Tighten stops on momentum names
P1599
Systematic
Trust
USD
2025-03-25
1,062,342
74,279
988,063
1
65
28
0
7
XLF:33.3%;VOO:33.3%;MUB:33.3%
US:54.7;EU:21.3;APAC:13.0;EM:8.3;Other:2.7
Value:-0.4;Growth:0.0;Quality:-0.0;Size:-0.9;Momentum:-0.9;LowVol:-0.5
MaxPos6%
7
35
5.6
trailing 9%
223
21.6
Bull
15.8
3.9
2.1
74
10
66
43
false
Buy
Add to core equity +1%
-14
9
BrokerC
VWAP
93
null
null
Normal monitoring
120
-30
113
4
false
Tax-aware sells next window
P1600
Hands-off
Taxable
USD
2024-12-10
419,912
19,712
400,200
1
66.2
27.5
1
5.4
AAPL:23.0%;AMZN:25.7%;HYG:25.7%;XLF:25.7%
US:69.7;EU:17.5;APAC:6.4;EM:3.5;Other:2.8
Value:-0.1;Growth:-0.5;Quality:-0.2;Size:0.0;Momentum:-0.6;LowVol:-0.7
null
5
30
3.5
hard 10%
154
19
Volatile
30
3.87
3.2
173
-43
26
71
true
Hedge
Buy index puts 1% notional
-14
-21
BrokerB
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-8
-30
92
5
true
Increase defensive factor exposure