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
P1601
Systematic
Trust
USD
2024-07-19
835,989
71,865
764,124
1
56.9
20.2
17.2
5.7
TLT:7.0%;TSLA:21.7%;BND:10.4%;AMZN:22.2%;VTI:16.6%;GLD:22.2%
US:57.8;EU:13.8;APAC:14.0;EM:10.7;Other:3.7
Value:+0.7;Growth:+0.2;Quality:+0.1;Size:-1.0;Momentum:-0.4;LowVol:-0.3
NoDerivatives
8
30
5.8
hard 12%
149
26.7
Bull
14.9
4.2
2.9
94
70
87
48
false
Rebalance
Shift +1% to bonds from equity
13
10
BrokerB
LMT
92
null
null
Normal monitoring
55
-19
87
4
false
Tax-aware sells next window
P1602
Hands-off
Roth
USD
2024-07-26
227,810
20,340
207,470
1
68.9
25.6
0
5.5
GLD:33.3%;TLT:33.3%;HYG:33.3%
US:60.0;EU:14.2;APAC:14.7;EM:5.8;Other:5.4
Value:-0.2;Growth:-0.7;Quality:+0.4;Size:+0.1;Momentum:+0.4;LowVol:-0.3
ESGOnly
8
30
3.9
hard 10%
122
13.5
Bull
17.5
4.73
3.4
110
36
71
59
true
Hedge
Buy index puts 1% notional
-11
-22
BrokerD
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-4
-28
45
4
false
Monitor dispersion and breadth
P1603
Active
Roth
USD
2025-07-11
2,152,533
199,382
1,953,151
1
62.4
28
0
9.7
QQQ:26.3%;VTI:26.3%;AAPL:21.1%;MSFT:26.3%
US:74.5;EU:6.5;APAC:10.9;EM:4.2;Other:3.9
Value:0.0;Growth:+0.8;Quality:-0.9;Size:-0.7;Momentum:-0.9;LowVol:-0.3
null
6
30
5.9
trailing 8%
134
25.6
Bull
14.2
4.19
2.3
101
25
69
40
false
Buy
Add to core equity +1%
23
-1
BrokerC
LMT
90
null
null
Normal monitoring
8
-2
-8
3
false
Within IPS guidelines
P1604
Systematic
Trust
USD
2024-10-31
622,128
31,419
590,709
1
63.8
28.2
0
8
BRK.B:13.2%;QQQ:19.4%;BND:21.5%;MSFT:10.7%;HYG:19.4%;TSLA:15.7%
US:76.9;EU:9.1;APAC:8.5;EM:3.1;Other:2.4
Value:-0.4;Growth:-0.8;Quality:-0.5;Size:+0.6;Momentum:+0.7;LowVol:+0.5
null
7
30
5.5
trailing 8%
148
25.9
Sideways
15.2
3.79
2.4
93
37
82
53
false
Rebalance
Shift +1% to bonds from equity
-10
-2
BrokerC
MKT
99
null
null
Normal monitoring
72
-5
42
4
false
Monitor dispersion and breadth
P1605
Active
Trust
USD
2024-12-27
1,511,274
108,140
1,403,134
1
67.2
26.3
0
6.5
MUB:33.3%;TLT:33.3%;QQQ:33.3%
US:67.0;EU:10.7;APAC:8.6;EM:11.0;Other:2.7
Value:+0.8;Growth:+0.6;Quality:-0.0;Size:+0.1;Momentum:+0.8;LowVol:-0.7
null
7
35
4.9
trailing 9%
192
27
Sideways
14.5
3.86
2.3
98
42
83
50
true
Hedge
Buy index puts 1% notional
-5
-6
BrokerB
VWAP
95
VAR>budget
Hedge
Risk above budget threshold
120
-17
190
3
false
Monitor dispersion and breadth
P1606
Active
IRA
USD
2025-05-05
2,350,736
248,735
2,102,001
1
63.1
25.3
2.1
9.5
BRK.B:33.3%;TLT:33.3%;VTI:33.3%
US:65.7;EU:13.1;APAC:9.7;EM:6.0;Other:5.5
Value:+0.2;Growth:+0.9;Quality:-0.7;Size:-0.5;Momentum:-0.7;LowVol:+0.2
MaxPos8%;NoDerivatives
7
30
4.1
trailing 9%
162
19.6
Bull
12.6
4.02
2.1
91
102
100
45
false
Rebalance
Shift +1% to bonds from equity
12
-2
BrokerC
MKT
85
null
null
Normal monitoring
26
-17
24
5
false
Increase defensive factor exposure
P1607
Hands-off
Roth
USD
2025-10-02
543,079
24,795
518,284
1
70.4
20.3
0
9.3
BRK.B:25.0%;VOO:25.0%;AMZN:25.0%;IEF:25.0%
US:68.1;EU:15.5;APAC:10.6;EM:5.8;Other:0.1
Value:+0.4;Growth:+0.7;Quality:+0.1;Size:+0.3;Momentum:-0.2;LowVol:+0.9
null
6
35
5.5
trailing 8%
121
17.5
Volatile
27.5
4.33
2.2
134
59
70
70
false
Sell
Trim extended winner -1%
-5
8
BrokerD
MKT
99
null
null
Normal monitoring
105
-36
135
5
false
Monitor dispersion and breadth
P1608
Hands-off
IRA
USD
2025-03-21
529,028
29,884
499,144
1
57
16.5
20.4
6.2
QQQ:19.7%;HYG:9.1%;BND:21.7%;AMZN:21.7%;IEF:21.7%;GLD:6.0%
US:62.8;EU:14.4;APAC:12.5;EM:6.5;Other:3.9
Value:+0.5;Growth:-0.3;Quality:-0.7;Size:-0.8;Momentum:-0.9;LowVol:-0.5
null
8
30
5.9
trailing 8%
130
14.9
Bear
28.6
4.42
1.6
160
33
67
76
true
Rebalance
Rebalance back to target bands
25
-13
BrokerD
MKT
100
RegimeShift
Pause
Volatility spike and breadth deterioration
-57
-19
13
5
false
Within IPS guidelines
P1609
Cautious
Taxable
USD
2024-07-07
274,648
24,266
250,382
1
47.6
40.5
0
11.9
HYG:31.2%;VTI:34.4%;IEF:34.4%
US:66.8;EU:13.8;APAC:10.6;EM:7.3;Other:1.5
Value:+0.9;Growth:-0.9;Quality:-0.1;Size:+0.9;Momentum:-0.4;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
7
35
5.1
hard 10%
92
12.4
Volatile
24.5
3.73
4.5
176
-55
29
67
false
Rebalance
Shift +1% to bonds from equity
14
-30
BrokerB
MKT
92
null
null
Normal monitoring
102
-8
225
4
false
Increase defensive factor exposure
P1610
Hands-off
Trust
USD
2025-03-14
635,729
46,948
588,781
1
61.7
21.9
6.9
9.5
VOO:17.7%;VTI:27.4%;IEF:27.4%;MSFT:27.4%
US:69.6;EU:9.9;APAC:8.7;EM:5.6;Other:6.3
Value:-0.7;Growth:-0.1;Quality:+0.5;Size:-0.8;Momentum:0.0;LowVol:-0.9
MaxPos5%
5
25
5.1
hard 10%
98
17.2
Volatile
21.8
4.44
2.5
163
-35
44
67
false
Sell
Trim extended winner -1%
25
-37
BrokerC
MKT
100
null
null
Normal monitoring
60
-40
158
3
false
Tighten stops on momentum names
P1611
Systematic
Roth
USD
2025-08-12
1,617,791
86,470
1,531,321
1
58.1
22.1
14.6
5.2
MUB:21.6%;QQQ:13.5%;VTI:21.6%;VNQ:21.6%;BRK.B:9.3%;IEF:12.4%
US:63.1;EU:15.9;APAC:10.9;EM:5.7;Other:4.4
Value:+0.3;Growth:-1.0;Quality:+0.8;Size:-0.1;Momentum:-0.7;LowVol:+0.4
null
10
35
5.8
trailing 9%
122
17.6
Bull
14
4.87
2.9
70
9
66
40
false
Rebalance
Shift +1% to bonds from equity
35
-1
BrokerA
LMT
92
null
null
Normal monitoring
97
0
182
3
false
Tighten stops on momentum names
P1612
Systematic
Taxable
USD
2024-12-09
467,274
42,909
424,365
1
62.1
30.9
0
6.9
VOO:15.7%;TLT:21.1%;BRK.B:21.1%;VNQ:21.1%;MSFT:21.1%
US:64.4;EU:6.1;APAC:14.7;EM:11.0;Other:3.7
Value:+0.4;Growth:-0.5;Quality:-0.4;Size:+0.2;Momentum:-0.4;LowVol:-0.5
null
6
30
5.6
trailing 9%
120
16.6
Bear
34.6
3.84
2.3
217
6
57
88
true
Hedge
Buy index puts 1% notional
7
-22
BrokerC
LMT
85
VAR>budget
Hedge
Risk above budget threshold
72
0
129
2
true
Tax-aware sells next window
P1613
Systematic
401k
USD
2024-11-28
1,128,797
112,413
1,016,384
1
58.1
32.6
0
9.3
GLD:25.3%;TLT:11.8%;IEF:12.2%;QQQ:25.3%;AMZN:25.3%
US:70.0;EU:5.4;APAC:13.8;EM:6.3;Other:4.4
Value:-0.4;Growth:+0.9;Quality:-0.3;Size:-0.7;Momentum:-1.0;LowVol:-0.6
MaxPos5%
7
25
5.6
trailing 8%
145
20.2
Bull
15.1
3.57
3.4
85
100
100
36
true
Hedge
Buy index puts 1% notional
9
-11
BrokerD
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
36
8
0
4
true
Increase defensive factor exposure
P1614
Cautious
Trust
USD
2024-12-07
792,671
72,207
720,464
1
42.4
36.4
6.4
14.8
QQQ:26.9%;AAPL:26.9%;MUB:19.4%;VOO:26.9%
US:67.6;EU:17.1;APAC:7.3;EM:4.2;Other:3.9
Value:0.0;Growth:+0.2;Quality:+1.0;Size:-0.3;Momentum:-0.7;LowVol:-0.7
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
8
25
4.1
trailing 8%
125
19.3
Volatile
29.5
4.82
3.7
134
48
88
57
false
NoAction
Within bands; monitor
-1
-26
BrokerB
MKT
0
null
null
Normal monitoring
36
-59
66
4
false
Increase defensive factor exposure
P1615
Hands-off
Trust
USD
2024-09-20
573,476
31,300
542,176
1
68.8
16.2
8.8
6.2
AAPL:27.9%;MSFT:27.9%;AMZN:16.4%;VOO:27.9%
US:68.2;EU:10.8;APAC:12.4;EM:6.8;Other:1.8
Value:-0.2;Growth:-0.5;Quality:+0.8;Size:-0.1;Momentum:+0.4;LowVol:-0.3
ESGOnly
5
35
4.4
hard 10%
145
14.9
Sideways
17.2
4.48
2.1
100
-21
38
47
false
Rebalance
Shift +1% to bonds from equity
27
-25
BrokerA
VWAP
91
null
null
Normal monitoring
15
19
13
4
false
Within IPS guidelines
P1616
Active
Roth
USD
2025-08-07
906,130
103,401
802,729
1
55.4
31.9
7.7
5
TLT:24.0%;GLD:15.4%;BND:24.0%;IEF:16.2%;VTI:20.4%
US:67.3;EU:8.7;APAC:12.4;EM:9.4;Other:2.2
Value:-0.6;Growth:+0.7;Quality:+0.1;Size:+0.4;Momentum:+0.5;LowVol:-0.6
NoDerivatives
8
30
4.6
trailing 8%
157
17.5
Sideways
21.3
4.72
2.3
120
-14
47
51
false
Sell
Trim extended winner -1%
12
-2
BrokerB
VWAP
89
null
null
Normal monitoring
-45
-50
-45
3
false
Increase defensive factor exposure
P1617
Cautious
Taxable
USD
2025-01-05
775,639
123,416
652,223
1
39.1
44.2
2.1
14.6
MUB:23.6%;AMZN:27.3%;VNQ:21.8%;VTI:27.3%
US:71.5;EU:14.4;APAC:5.7;EM:5.5;Other:3.0
Value:-0.9;Growth:+0.3;Quality:+0.1;Size:-0.4;Momentum:+0.2;LowVol:-1.0
MaxPos6%;NoMargin
10
25
4.4
trailing 8%
130
19.8
Sideways
16.2
4.25
2.9
99
8
64
28
false
Rebalance
Shift +1% to bonds from equity
15
-31
BrokerA
LMT
85
null
null
Normal monitoring
78
18
98
5
false
Monitor dispersion and breadth
P1618
Opportunistic
IRA
USD
2024-08-04
1,093,912
42,253
1,051,659
1
60.6
10.8
22.4
6.2
BND:33.3%;IEF:33.3%;MUB:33.3%
US:71.7;EU:7.7;APAC:11.1;EM:6.4;Other:3.0
Value:-0.8;Growth:+0.6;Quality:-0.1;Size:+0.3;Momentum:-0.5;LowVol:+1.0
null
10
25
4.8
trailing 7%
232
23.9
Bull
15.4
3.66
3
105
95
97
43
false
NoAction
Within bands; monitor
2
-12
BrokerD
MKT
0
null
null
Normal monitoring
64
-18
135
4
false
Tighten stops on momentum names
P1619
Systematic
401k
USD
2025-02-05
862,454
57,899
804,555
1
60.2
22.6
11.7
5.5
VNQ:13.7%;TLT:21.4%;QQQ:23.5%;GLD:23.5%;BRK.B:17.9%
US:67.0;EU:13.0;APAC:7.4;EM:9.9;Other:2.7
Value:-0.3;Growth:+0.2;Quality:+0.1;Size:-0.7;Momentum:-0.9;LowVol:-0.6
MaxPos7%
5
25
5.1
trailing 8%
222
19
Bull
17.5
4.48
2.1
115
103
92
42
false
Sell
Trim extended winner -1%
24
-11
BrokerB
MKT
92
null
null
Normal monitoring
79
18
67
3
false
Tighten stops on momentum names
P1620
Systematic
Trust
USD
2024-11-16
1,849,689
98,756
1,750,933
1
58.3
33.5
0
8.2
VNQ:33.3%;MUB:33.3%;AMZN:33.3%
US:72.0;EU:6.2;APAC:8.2;EM:12.4;Other:1.2
Value:+0.6;Growth:0.0;Quality:-0.2;Size:-0.5;Momentum:-1.0;LowVol:+0.5
MaxPos6%;NoDerivatives
6
30
5.1
trailing 8%
122
21.6
Bull
17.2
4.99
2.2
91
41
71
56
false
Sell
Trim extended winner -1%
8
0
BrokerB
MKT
99
null
null
Normal monitoring
69
-39
55
4
false
Tax-aware sells next window
P1621
Opportunistic
Roth
USD
2025-07-16
1,373,013
104,139
1,268,874
1
64.3
19
8.5
8.2
VTI:21.7%;AAPL:26.1%;VOO:26.1%;HYG:26.1%
US:63.9;EU:7.2;APAC:13.9;EM:9.9;Other:5.2
Value:+0.4;Growth:-0.6;Quality:-0.8;Size:+0.7;Momentum:+0.3;LowVol:+0.7
MaxPos5%
10
25
4.5
trailing 9%
181
26.6
Volatile
31.1
4.04
3.3
144
-11
39
76
true
Rebalance
Rebalance back to target bands
10
-32
BrokerA
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-41
-58
-25
4
false
Increase defensive factor exposure
P1622
Cautious
IRA
USD
2024-08-22
174,449
26,132
148,317
1
46.3
31.2
9.1
13.3
AAPL:18.7%;GLD:15.2%;AMZN:17.6%;TLT:19.5%;VNQ:13.8%;XLF:15.1%
US:66.9;EU:12.6;APAC:12.4;EM:4.3;Other:3.9
Value:-0.5;Growth:+0.6;Quality:-0.4;Size:-0.9;Momentum:+0.3;LowVol:+0.1
ESGOnly;NoMargin
7
25
3.2
hard 10%
103
17.3
Sideways
21.2
4.13
2.8
140
17
46
54
false
Rebalance
Shift +1% to bonds from equity
7
7
BrokerB
VWAP
95
null
null
Normal monitoring
-53
-49
41
4
false
Tax-aware sells next window
P1623
Active
401k
USD
2025-06-17
522,545
50,445
472,100
1
68
22.8
0
9.2
GLD:33.3%;TSLA:33.3%;BRK.B:33.3%
US:73.7;EU:11.0;APAC:7.1;EM:3.9;Other:4.3
Value:+0.1;Growth:-0.1;Quality:+0.3;Size:+0.9;Momentum:-0.3;LowVol:-0.0
NoDerivatives
7
25
5.1
hard 12%
160
23.4
Volatile
31.3
5.39
3.4
174
-32
48
79
true
Hedge
Buy index puts 1% notional
24
-1
BrokerD
MKT
86
VAR>budget
Hedge
Risk above budget threshold
81
-5
217
3
false
Tax-aware sells next window
P1624
Hands-off
Trust
USD
2025-01-29
184,170
14,500
169,670
1
60.1
17.6
13.2
9.1
TSLA:24.6%;AAPL:12.3%;XLF:24.6%;MSFT:14.0%;BND:24.6%
US:64.8;EU:12.0;APAC:9.6;EM:11.3;Other:2.2
Value:-1.0;Growth:+0.7;Quality:-0.3;Size:+1.0;Momentum:-0.6;LowVol:-0.4
ESGOnly;MaxPos8%
5
30
3.4
trailing 8%
152
19.3
Bear
24.2
4.28
2.4
213
23
55
64
false
Rebalance
Shift +1% to bonds from equity
20
-4
BrokerA
MKT
98
null
null
Normal monitoring
118
-54
139
4
false
Monitor dispersion and breadth
P1625
Active
Trust
USD
2025-05-24
630,394
53,867
576,527
1
53.2
26
14.4
6.4
IEF:19.7%;HYG:21.2%;BND:21.2%;GLD:19.6%;TSLA:18.2%
US:65.3;EU:15.3;APAC:7.5;EM:8.6;Other:3.2
Value:+0.2;Growth:+0.9;Quality:+0.7;Size:-0.4;Momentum:+0.8;LowVol:-0.5
null
6
30
4.5
trailing 9%
138
22.6
Volatile
30.4
4.37
4
156
38
63
69
false
Hedge
Add TLT +1% as duration hedge
14
3
BrokerC
MKT
91
null
null
Normal monitoring
-21
-20
36
4
false
Tax-aware sells next window
P1626
Cautious
Roth
USD
2025-04-25
437,517
50,657
386,860
1
44.5
31.4
7.1
16.9
BND:21.4%;VOO:16.3%;HYG:21.4%;QQQ:21.4%;TSLA:19.6%
US:71.7;EU:10.9;APAC:5.0;EM:9.8;Other:2.6
Value:+0.2;Growth:-0.2;Quality:+0.4;Size:+0.8;Momentum:-0.7;LowVol:-0.7
NoMargin
5
35
4.2
hard 10%
112
19.9
Volatile
27.9
4.24
2.4
160
-43
39
63
false
Rebalance
Shift +1% to bonds from equity
0
-20
BrokerD
MKT
96
null
null
Normal monitoring
37
-44
112
3
false
Tighten stops on momentum names
P1627
Systematic
Roth
USD
2024-10-26
683,049
39,816
643,233
1
67.1
24.6
0.1
8.1
AAPL:34.2%;TSLA:31.6%;VOO:34.2%
US:72.1;EU:11.8;APAC:5.2;EM:7.9;Other:3.0
Value:+0.6;Growth:-0.0;Quality:-0.4;Size:+0.6;Momentum:-1.0;LowVol:+0.2
MaxPos8%
10
35
5.2
trailing 8%
222
26.4
Bear
33.9
4.42
1.2
208
15
53
97
true
Hedge
Buy index puts 1% notional
1
-1
BrokerB
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
89
-13
86
2
false
Monitor dispersion and breadth
P1628
Systematic
Taxable
USD
2025-07-20
1,467,591
128,702
1,338,889
1
60.9
23.4
10.4
5.3
HYG:12.5%;VOO:19.6%;VNQ:21.0%;VTI:18.3%;BRK.B:11.4%;AAPL:17.2%
US:66.9;EU:13.2;APAC:8.6;EM:7.8;Other:3.5
Value:-0.0;Growth:+0.2;Quality:-0.9;Size:-0.5;Momentum:-0.9;LowVol:+0.1
null
5
25
5.4
trailing 8%
212
19.1
Bull
13.8
5
3
81
24
54
36
false
Buy
Add to core equity +1%
-6
-8
BrokerD
LMT
90
null
null
Normal monitoring
13
-20
20
5
false
Monitor dispersion and breadth
P1629
Opportunistic
Roth
USD
2025-04-13
436,891
31,488
405,403
1.23
72.5
20.3
0
7.2
AMZN:28.4%;VTI:28.4%;XLF:28.4%;MSFT:14.7%
US:66.1;EU:16.2;APAC:9.6;EM:7.0;Other:1.1
Value:-0.3;Growth:-0.3;Quality:+0.4;Size:-0.3;Momentum:-0.4;LowVol:+0.9
MaxPos7%
5
30
4.6
hard 12%
182
25
Volatile
28.5
4.31
2.2
125
-54
22
76
true
Reduce
Cut high-beta by 2-3%, add cash
-2
2
BrokerC
MKT
99
VAR>budget
Hedge
Risk above budget threshold
3
13
41
4
false
Monitor dispersion and breadth
P1630
Cautious
IRA
USD
2025-12-06
239,412
26,751
212,661
1
41
41.5
1
16.5
MSFT:33.3%;TLT:33.3%;XLF:33.3%
US:59.3;EU:19.0;APAC:12.8;EM:4.2;Other:4.7
Value:-0.3;Growth:-0.5;Quality:+0.5;Size:-0.1;Momentum:-0.5;LowVol:+0.2
ESGOnly;NoMargin
8
35
3.9
trailing 10%
92
13
Bear
28.6
3.14
2.8
203
-72
19
59
false
Hedge
Add TLT +1% as duration hedge
3
-16
BrokerC
MKT
94
null
null
Normal monitoring
67
-19
189
3
false
Within IPS guidelines
P1631
Cautious
Trust
USD
2025-03-25
271,539
40,418
231,121
1
42.6
44
0
13.4
IEF:33.3%;AMZN:33.3%;VTI:33.3%
US:74.9;EU:6.8;APAC:11.1;EM:4.6;Other:2.6
Value:+0.6;Growth:-1.0;Quality:+0.3;Size:+0.5;Momentum:+0.1;LowVol:-0.7
ESGOnly;MaxPos5%;NoMargin
8
30
4
trailing 10%
91
18.4
Volatile
22.4
4.1
2.5
122
-20
42
60
false
Rebalance
Shift +1% to bonds from equity
33
-38
BrokerA
LMT
89
null
null
Normal monitoring
8
-2
28
3
false
Increase defensive factor exposure
P1632
Hands-off
401k
USD
2024-09-26
397,420
35,647
361,773
1
73
19.4
0
7.5
XLF:9.8%;BRK.B:21.5%;GLD:6.5%;VTI:21.5%;VNQ:21.5%;TSLA:19.2%
US:63.5;EU:7.0;APAC:17.5;EM:10.1;Other:1.9
Value:-0.5;Growth:-0.1;Quality:+0.1;Size:-1.0;Momentum:-0.6;LowVol:-0.8
ESGOnly;NoDerivatives
7
35
4.8
trailing 8%
164
12.4
Bear
34.7
3
2.5
160
-89
5
100
true
Hedge
Buy index puts 1% notional
-15
-10
BrokerB
VWAP
94
VAR>budget
Reduce
Risk above budget threshold
99
-12
225
2
false
Within IPS guidelines
P1633
Cautious
IRA
USD
2025-08-28
290,697
39,178
251,519
1
43.1
40.2
1.3
15.4
XLF:33.3%;MUB:33.3%;GLD:33.3%
US:63.1;EU:16.3;APAC:12.2;EM:6.2;Other:2.3
Value:0.0;Growth:+0.7;Quality:+0.1;Size:-0.5;Momentum:-0.4;LowVol:-0.1
ESGOnly;NoMargin
7
30
4.4
trailing 8%
158
19.4
Bear
24.9
3.83
2
208
-52
35
58
false
Sell
Trim extended winner -1%
21
-19
BrokerD
LMT
87
null
null
Normal monitoring
26
9
76
4
false
Tax-aware sells next window
P1634
Opportunistic
Taxable
USD
2025-01-30
658,516
42,275
616,241
1
61.9
16
14.1
8
IEF:19.3%;MUB:13.3%;AAPL:23.3%;VOO:23.3%;BRK.B:20.8%
US:73.9;EU:10.3;APAC:7.8;EM:5.6;Other:2.5
Value:-1.0;Growth:0.0;Quality:+0.4;Size:-0.5;Momentum:-0.7;LowVol:-0.9
MaxPos5%
6
35
5.3
trailing 9%
270
23.1
Bull
14.1
4.4
2.3
78
31
71
36
false
Rebalance
Shift +1% to bonds from equity
-3
-29
BrokerD
LMT
99
null
null
Normal monitoring
-55
-3
11
3
false
Increase defensive factor exposure
P1635
Cautious
401k
USD
2025-04-24
431,800
64,214
367,586
1
38.4
36.5
14.8
10.2
MUB:26.0%;GLD:21.9%;TLT:26.0%;QQQ:26.0%
US:62.6;EU:13.1;APAC:9.2;EM:9.7;Other:5.5
Value:-0.3;Growth:-0.3;Quality:0.0;Size:-0.2;Momentum:+0.3;LowVol:+0.4
NoMargin
8
35
4.3
trailing 10%
128
18.6
Bull
16.4
4.77
3.3
92
119
100
38
true
Hedge
Buy index puts 1% notional
1
-19
BrokerA
MKT
96
VAR>budget
Reduce
Risk above budget threshold
-47
-44
29
4
false
Increase defensive factor exposure
P1636
Hands-off
Roth
USD
2024-10-06
459,227
21,103
438,124
1
66.9
23.5
0
9.6
QQQ:27.3%;VOO:27.3%;IEF:18.2%;VTI:27.3%
US:59.7;EU:16.9;APAC:11.6;EM:7.7;Other:4.2
Value:+0.2;Growth:-0.3;Quality:-0.2;Size:-0.4;Momentum:-0.3;LowVol:-1.0
NoDerivatives
5
25
3.2
hard 10%
113
13.5
Bull
13.2
4.5
3.5
85
89
89
41
false
Buy
Add to core equity +1%
5
-28
BrokerB
MKT
85
null
null
Normal monitoring
62
-3
135
3
false
Monitor dispersion and breadth
P1637
Hands-off
Roth
USD
2024-12-05
829,174
36,218
792,956
1
68.1
27.1
0
4.9
GLD:20.7%;QQQ:27.2%;TLT:25.0%;VOO:27.2%
US:65.4;EU:14.1;APAC:11.5;EM:4.8;Other:4.2
Value:+0.6;Growth:+0.3;Quality:-0.3;Size:-0.9;Momentum:-0.4;LowVol:+0.3
NoDerivatives
10
25
5.4
trailing 8%
124
14.3
Volatile
25
5.49
3.1
171
35
73
66
false
NoAction
Within bands; monitor
24
-9
BrokerB
MKT
0
null
null
Normal monitoring
5
-32
-8
4
false
Monitor dispersion and breadth
P1638
Cautious
Trust
USD
2025-05-28
774,962
71,226
703,736
1
48.8
38.6
0
12.6
QQQ:16.5%;HYG:16.0%;TSLA:26.1%;BRK.B:26.1%;VOO:15.2%
US:65.1;EU:13.6;APAC:7.5;EM:10.4;Other:3.4
Value:+0.1;Growth:+0.2;Quality:+0.3;Size:+0.7;Momentum:-0.3;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
6
35
5.6
trailing 8%
98
14.7
Sideways
17.9
4.07
2.5
124
-14
36
37
false
Hedge
Add TLT +1% as duration hedge
12
-35
BrokerC
MKT
91
null
null
Normal monitoring
52
-37
27
5
false
Increase defensive factor exposure
P1639
Active
Taxable
USD
2024-08-10
800,528
78,509
722,019
1.23
66.4
25.7
0
8
HYG:25.0%;TSLA:25.0%;AAPL:25.0%;VNQ:25.0%
US:76.7;EU:6.8;APAC:7.2;EM:4.5;Other:4.8
Value:+1.0;Growth:+0.7;Quality:+0.4;Size:-0.4;Momentum:+1.0;LowVol:+0.8
MaxPos8%
10
35
4.2
trailing 8%
175
26.5
Volatile
26.3
3.78
2.4
122
58
69
65
true
Hedge
Buy index puts 1% notional
-13
0
BrokerD
LMT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-57
-1
-5
2
false
Increase defensive factor exposure
P1640
Hands-off
Roth
USD
2025-01-13
862,671
70,650
792,021
1
66.8
19.8
7.4
6
AAPL:33.3%;VTI:33.3%;MUB:33.3%
US:59.6;EU:17.8;APAC:8.9;EM:8.6;Other:5.0
Value:+0.1;Growth:-0.7;Quality:-0.7;Size:+0.3;Momentum:-0.3;LowVol:-0.5
ESGOnly;NoDerivatives
6
35
5.9
hard 10%
121
19.4
Bull
16.7
4.76
2.9
86
16
64
57
false
Hedge
Add TLT +1% as duration hedge
15
-12
BrokerD
LMT
99
null
null
Normal monitoring
40
-50
78
5
false
Monitor dispersion and breadth
P1641
Hands-off
IRA
USD
2025-10-23
612,672
52,211
560,461
1
70.2
24.3
0
5.4
MSFT:33.3%;IEF:33.3%;VNQ:33.3%
US:69.1;EU:19.0;APAC:7.7;EM:3.4;Other:0.7
Value:+0.5;Growth:-0.1;Quality:+0.8;Size:-0.7;Momentum:+0.2;LowVol:+0.1
null
8
35
5.7
trailing 8%
103
12.2
Sideways
20.9
4.73
2
139
6
67
53
false
Rebalance
Shift +1% to bonds from equity
-14
-21
BrokerC
LMT
90
null
null
Normal monitoring
40
18
21
3
false
Within IPS guidelines
P1642
Systematic
Trust
USD
2024-09-27
590,323
33,742
556,581
1
62.3
30.3
0
7.4
BRK.B:24.0%;TLT:12.1%;IEF:24.0%;MSFT:24.0%;VOO:15.8%
US:62.2;EU:15.4;APAC:16.0;EM:5.0;Other:1.3
Value:-0.2;Growth:-0.2;Quality:+0.2;Size:+0.7;Momentum:+0.7;LowVol:-0.1
MaxPos7%
5
35
4.8
trailing 9%
126
20.3
Volatile
22.6
3.68
3.6
153
14
65
58
false
Rebalance
Shift +1% to bonds from equity
26
-8
BrokerA
MKT
93
null
null
Normal monitoring
-32
-36
-71
3
false
Monitor dispersion and breadth
P1643
Cautious
IRA
USD
2025-12-13
283,993
24,672
259,321
1
39.9
30.4
13.6
16.2
GLD:31.6%;TLT:34.2%;VOO:34.2%
US:76.0;EU:12.1;APAC:7.3;EM:4.1;Other:0.5
Value:-0.2;Growth:-1.0;Quality:-0.5;Size:0.0;Momentum:+0.9;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
8
30
5.3
hard 10%
139
13.4
Bear
24.4
4.06
1.9
214
-96
5
49
false
Sell
Trim extended winner -1%
6
-1
BrokerD
MKT
91
null
null
Normal monitoring
68
-2
182
3
false
Monitor dispersion and breadth
P1644
Opportunistic
Roth
USD
2024-07-20
1,524,979
53,367
1,471,612
1
65.1
21.6
6.6
6.7
VTI:33.3%;HYG:33.3%;TSLA:33.3%
US:59.8;EU:10.5;APAC:13.7;EM:12.3;Other:3.7
Value:+0.8;Growth:+0.9;Quality:-0.5;Size:-0.7;Momentum:+0.9;LowVol:-0.2
MaxPos8%
5
35
5
hard 12%
247
23.1
Bull
13.4
4.88
2.4
83
65
78
47
false
Rebalance
Shift +1% to bonds from equity
-1
-15
BrokerB
LMT
92
null
null
Normal monitoring
25
-32
41
4
false
Tighten stops on momentum names
P1645
Opportunistic
Roth
USD
2025-10-24
1,019,920
63,693
956,227
1
73
13.2
7.2
6.6
AAPL:27.2%;TSLA:36.4%;IEF:36.4%
US:68.6;EU:15.3;APAC:5.6;EM:8.4;Other:2.1
Value:-0.8;Growth:-0.8;Quality:-0.6;Size:-0.7;Momentum:-0.2;LowVol:+0.1
null
10
30
4
hard 12%
256
27.8
Bull
13.9
4.75
2.1
106
82
83
46
false
Rebalance
Shift +1% to bonds from equity
-9
-23
BrokerC
VWAP
92
null
null
Normal monitoring
-9
-31
78
4
false
Increase defensive factor exposure
P1646
Systematic
Roth
USD
2025-11-04
1,854,859
167,428
1,687,431
1
68.8
23.7
1.4
6.1
VTI:26.4%;BRK.B:17.7%;XLF:28.0%;MUB:28.0%
US:71.2;EU:8.4;APAC:10.6;EM:7.9;Other:1.9
Value:+0.8;Growth:-0.3;Quality:+0.9;Size:+0.2;Momentum:-0.9;LowVol:+0.1
MaxPos7%
8
30
5.9
hard 12%
166
18.8
Bull
15.9
4.69
3.4
116
92
100
50
true
Rebalance
Rebalance back to target bands
11
-23
BrokerB
VWAP
100
VAR>budget
TightenStops
Risk above budget threshold
20
10
137
2
false
Tax-aware sells next window
P1647
Cautious
Taxable
USD
2025-02-01
198,498
19,667
178,831
1
49
39
0
12
VTI:22.1%;MUB:8.5%;QQQ:12.6%;HYG:16.8%;VOO:17.9%;IEF:22.1%
US:68.0;EU:8.8;APAC:14.0;EM:5.0;Other:4.2
Value:+0.2;Growth:-0.9;Quality:-0.1;Size:+0.2;Momentum:+0.1;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
5
25
3.2
hard 10%
129
16.5
Volatile
26.5
5.28
2.7
133
2
59
72
true
Hedge
Buy index puts 1% notional
-12
-3
BrokerB
VWAP
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
-23
13
-11
4
false
Tighten stops on momentum names
P1648
Opportunistic
Taxable
USD
2024-08-28
1,105,323
83,189
1,022,134
1
75.9
15.4
3.5
5.3
GLD:33.3%;TSLA:33.3%;MUB:33.3%
US:59.7;EU:10.7;APAC:12.9;EM:11.6;Other:5.0
Value:+0.5;Growth:-0.6;Quality:0.0;Size:0.0;Momentum:+0.5;LowVol:+0.6
NoDerivatives
5
25
4.8
trailing 9%
278
27.4
Sideways
14.6
3.58
2.8
119
26
61
52
false
Rebalance
Shift +1% to bonds from equity
15
-17
BrokerC
LMT
95
null
null
Normal monitoring
-57
-26
63
5
false
Increase defensive factor exposure
P1649
Active
Roth
USD
2025-03-29
847,330
77,762
769,568
1
61.4
29.9
3.3
5.5
XLF:33.3%;VTI:33.3%;HYG:33.3%
US:66.6;EU:13.5;APAC:11.8;EM:6.2;Other:1.9
Value:+0.9;Growth:-1.0;Quality:-0.1;Size:-0.3;Momentum:+0.5;LowVol:+0.5
NoDerivatives
8
35
5.9
trailing 8%
201
21.4
Bear
32.6
3.47
2.9
176
-112
5
72
true
Rebalance
Rebalance back to target bands
3
7
BrokerB
MKT
96
VAR>budget
Pause
Risk above budget threshold
44
0
16
5
false
Tax-aware sells next window
P1650
Active
401k
USD
2025-10-05
1,034,704
83,081
951,623
1.1
64.5
22.5
3.7
9.3
TSLA:33.3%;VTI:33.3%;IEF:33.3%
US:62.8;EU:12.6;APAC:13.7;EM:6.1;Other:4.9
Value:-0.6;Growth:-1.0;Quality:-0.4;Size:+0.3;Momentum:+0.3;LowVol:-0.3
null
8
25
6
hard 12%
170
22.4
Bull
16.5
4.14
2.5
108
40
64
49
false
Sell
Trim extended winner -1%
29
13
BrokerD
MKT
93
null
null
Normal monitoring
100
-44
144
3
false
Within IPS guidelines
P1651
Opportunistic
Roth
USD
2025-11-15
1,283,127
84,756
1,198,371
1.12
63.3
20.7
10.9
5.1
AMZN:32.8%;VNQ:33.6%;TSLA:33.6%
US:72.8;EU:11.9;APAC:5.4;EM:8.3;Other:1.6
Value:+0.5;Growth:+0.6;Quality:+0.9;Size:+0.5;Momentum:-0.6;LowVol:-1.0
MaxPos5%
7
30
6.4
hard 12%
266
30.6
Volatile
25.2
4.37
3.5
120
42
71
66
false
Rebalance
Shift +1% to bonds from equity
17
-22
BrokerC
LMT
96
null
null
Normal monitoring
21
-42
12
5
false
Monitor dispersion and breadth
P1652
Cautious
Roth
USD
2025-12-05
564,762
51,122
513,640
1
53.6
32.6
3.2
10.6
MSFT:16.3%;AMZN:23.0%;TLT:30.3%;VOO:30.3%
US:63.9;EU:13.8;APAC:7.2;EM:12.2;Other:2.9
Value:-0.7;Growth:+0.9;Quality:-0.0;Size:+0.4;Momentum:-0.8;LowVol:-0.1
NoMargin
7
35
6
trailing 8%
115
14.9
Bull
14.3
4.73
2.3
72
4
52
47
false
Hedge
Add TLT +1% as duration hedge
33
5
BrokerB
LMT
94
null
null
Normal monitoring
18
-16
122
5
false
Within IPS guidelines
P1653
Cautious
401k
USD
2024-09-10
818,021
127,185
690,836
1
39.3
35.7
9.3
15.6
BRK.B:33.3%;TSLA:33.3%;MSFT:33.3%
US:64.5;EU:14.2;APAC:13.4;EM:5.7;Other:2.2
Value:-0.4;Growth:+0.5;Quality:-0.4;Size:0.0;Momentum:+0.3;LowVol:+0.6
ESGOnly;NoDerivatives;NoMargin
5
30
3
trailing 10%
162
18.2
Bull
15.6
4.78
2.9
73
38
77
30
false
Buy
Add to core equity +1%
33
-16
BrokerD
MKT
99
null
null
Normal monitoring
119
17
203
5
false
Monitor dispersion and breadth
P1654
Systematic
IRA
USD
2024-07-13
1,083,422
103,515
979,907
1
64.6
25.7
0
9.7
XLF:13.7%;AAPL:19.8%;VOO:21.9%;QQQ:8.6%;HYG:15.4%;VTI:20.5%
US:73.6;EU:9.6;APAC:7.9;EM:7.0;Other:1.8
Value:+0.5;Growth:-0.7;Quality:-0.3;Size:+0.4;Momentum:-0.2;LowVol:-0.2
NoDerivatives
5
35
5.9
hard 12%
135
25.2
Sideways
20.6
4.65
3.4
93
42
82
63
false
Rebalance
Shift +1% to bonds from equity
30
-22
BrokerB
LMT
94
null
null
Normal monitoring
119
9
123
3
false
Monitor dispersion and breadth
P1655
Systematic
Roth
USD
2025-10-05
1,052,252
102,768
949,484
1
57.1
30.4
5.8
6.7
BRK.B:27.5%;TSLA:19.4%;IEF:27.5%;MUB:25.6%
US:76.3;EU:8.7;APAC:5.2;EM:8.8;Other:1.0
Value:-0.6;Growth:+0.4;Quality:-0.3;Size:-0.7;Momentum:+0.9;LowVol:-0.3
MaxPos6%
10
30
4.6
trailing 8%
154
23.1
Volatile
30
3.81
4.1
165
-27
33
79
true
Hedge
Buy index puts 1% notional
8
-4
BrokerA
MKT
97
VAR>budget
Hedge
Risk above budget threshold
65
1
103
2
false
Within IPS guidelines
P1656
Cautious
IRA
USD
2025-07-03
202,908
22,380
180,528
1
46.8
33.2
7.2
12.8
BND:21.4%;AAPL:18.2%;TSLA:20.6%;BRK.B:21.4%;TLT:18.4%
US:64.8;EU:16.7;APAC:11.5;EM:6.4;Other:0.6
Value:-0.0;Growth:-0.0;Quality:-0.8;Size:-0.5;Momentum:+0.6;LowVol:+0.1
NoMargin
10
35
3.8
trailing 8%
92
12.2
Sideways
17.8
4.72
3.2
118
20
67
53
false
Rebalance
Shift +1% to bonds from equity
14
-40
BrokerB
LMT
96
null
null
Normal monitoring
41
-38
76
3
false
Tighten stops on momentum names
P1657
Cautious
IRA
USD
2025-05-12
325,675
33,129
292,546
1
43.1
32
14.1
10.8
MSFT:17.9%;BRK.B:6.6%;VNQ:20.2%;HYG:20.2%;VOO:17.4%;XLF:17.7%
US:63.2;EU:15.3;APAC:12.5;EM:8.2;Other:0.8
Value:+0.9;Growth:-0.2;Quality:-0.6;Size:-0.3;Momentum:-0.9;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
10
35
4.4
trailing 8%
139
17.9
Bear
30.9
3.01
2.6
183
33
71
75
true
Rebalance
Rebalance back to target bands
0
-5
BrokerC
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
1
-47
65
4
false
Increase defensive factor exposure
P1658
Active
401k
USD
2024-07-15
522,492
48,072
474,420
1
53.9
32
5.1
9
TLT:21.0%;BRK.B:13.0%;BND:21.1%;AAPL:12.4%;VNQ:11.3%;MUB:21.1%
US:65.2;EU:8.3;APAC:13.7;EM:10.2;Other:2.6
Value:+0.7;Growth:+0.8;Quality:-0.3;Size:+0.5;Momentum:-0.4;LowVol:-0.0
NoDerivatives
6
35
5
trailing 8%
165
23.1
Bull
12.3
4.01
3.2
102
106
100
28
false
Buy
Add to core equity +1%
0
5
BrokerC
MKT
94
null
null
Normal monitoring
92
10
57
4
false
Within IPS guidelines
P1659
Systematic
Roth
USD
2024-12-04
1,715,012
158,257
1,556,755
1
68.7
25.3
0
6
AMZN:26.2%;VTI:26.2%;GLD:26.2%;MUB:21.5%
US:65.3;EU:11.0;APAC:6.8;EM:12.1;Other:4.9
Value:-0.8;Growth:+0.2;Quality:0.0;Size:-0.6;Momentum:-0.4;LowVol:-0.8
NoDerivatives
8
35
5.2
trailing 9%
159
24
Volatile
23.3
4.68
2.8
137
68
90
61
false
Buy
Add to core equity +1%
35
-35
BrokerA
MKT
89
null
null
Normal monitoring
115
-36
172
3
false
Monitor dispersion and breadth
P1660
Active
Taxable
USD
2025-01-29
1,671,845
142,919
1,528,926
1.19
61.1
20.1
13.5
5.3
GLD:25.0%;MSFT:25.0%;VNQ:25.0%;HYG:25.0%
US:73.4;EU:16.0;APAC:5.8;EM:3.2;Other:1.6
Value:-0.3;Growth:+0.1;Quality:0.0;Size:+0.4;Momentum:+0.2;LowVol:+0.7
null
7
30
4.1
trailing 9%
194
21.3
Volatile
23.5
4.76
2.3
148
28
71
54
false
Rebalance
Shift +1% to bonds from equity
5
-20
BrokerA
MKT
88
null
null
Normal monitoring
36
-33
51
5
false
Within IPS guidelines
P1661
Opportunistic
Roth
USD
2025-05-27
307,335
14,181
293,154
1
70.4
18.7
4.7
6.2
TSLA:10.4%;HYG:20.3%;TLT:11.9%;GLD:21.5%;XLF:14.4%;AAPL:21.5%
US:58.7;EU:17.2;APAC:11.1;EM:10.3;Other:2.7
Value:+1.0;Growth:-0.3;Quality:+0.2;Size:+0.9;Momentum:+0.4;LowVol:+0.4
MaxPos5%
6
35
6.9
trailing 7%
259
23.9
Bull
12.2
4.74
3.3
85
75
75
41
false
Sell
Trim extended winner -1%
0
-21
BrokerD
MKT
88
null
null
Normal monitoring
-27
6
86
4
false
Monitor dispersion and breadth
P1662
Systematic
IRA
USD
2024-12-11
772,656
39,217
733,439
1
62.3
29.8
0
8
GLD:24.0%;XLF:16.0%;HYG:16.0%;VNQ:24.0%;TLT:20.1%
US:71.8;EU:9.7;APAC:13.9;EM:3.4;Other:1.2
Value:-0.2;Growth:-0.5;Quality:-0.9;Size:-0.5;Momentum:-0.5;LowVol:+0.3
NoDerivatives
8
25
4.1
trailing 9%
213
27.8
Bull
14
4.11
2.4
112
56
85
52
false
Rebalance
Shift +1% to bonds from equity
6
11
BrokerA
LMT
91
null
null
Normal monitoring
97
-17
234
4
false
Monitor dispersion and breadth
P1663
Systematic
Roth
USD
2025-05-19
1,943,354
90,989
1,852,365
1
64.2
27
0
8.8
HYG:22.4%;IEF:14.2%;VOO:9.6%;BRK.B:11.2%;TLT:20.3%;BND:22.4%
US:65.1;EU:9.8;APAC:14.2;EM:5.6;Other:5.2
Value:-0.6;Growth:+0.7;Quality:+0.6;Size:-0.2;Momentum:+0.7;LowVol:-0.5
MaxPos8%
10
30
4.8
trailing 9%
147
25.4
Sideways
15.5
4.24
2.9
136
-20
38
48
false
Rebalance
Shift +1% to bonds from equity
9
5
BrokerD
MKT
99
null
null
Normal monitoring
29
-29
109
3
false
Within IPS guidelines
P1664
Systematic
Trust
USD
2025-12-19
1,368,228
124,550
1,243,678
1
63.7
27.3
3.7
5.2
XLF:23.2%;BRK.B:23.2%;QQQ:14.8%;TSLA:15.7%;MSFT:23.2%
US:68.3;EU:10.9;APAC:8.9;EM:7.5;Other:4.4
Value:+0.3;Growth:+0.5;Quality:-1.0;Size:-0.9;Momentum:+0.2;LowVol:-0.8
MaxPos7%
7
35
5.5
trailing 8%
218
21.5
Bull
15.5
4.96
2.6
85
46
84
43
false
Sell
Trim extended winner -1%
22
-35
BrokerB
LMT
90
null
null
Normal monitoring
71
-10
187
5
false
Increase defensive factor exposure
P1665
Hands-off
Taxable
USD
2025-10-28
388,598
22,361
366,237
1
69.2
19.7
2
9.1
HYG:34.7%;TLT:30.6%;AAPL:34.7%
US:70.3;EU:13.6;APAC:7.4;EM:6.7;Other:2.0
Value:-0.7;Growth:-0.0;Quality:-0.2;Size:-0.4;Momentum:-0.3;LowVol:+0.3
null
8
35
5.7
trailing 10%
101
18
Bear
30.2
3.46
1.5
182
-101
10
87
true
Hedge
Buy index puts 1% notional
1
-35
BrokerB
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
53
2
108
3
false
Within IPS guidelines
P1666
Active
Trust
USD
2025-02-02
782,965
92,564
690,401
1
56.3
26.4
10.7
6.6
QQQ:22.1%;AMZN:7.4%;IEF:20.0%;BRK.B:10.3%;GLD:22.1%;HYG:18.0%
US:59.9;EU:22.2;APAC:13.2;EM:4.6;Other:0.1
Value:-0.3;Growth:-0.2;Quality:+0.9;Size:-1.0;Momentum:+0.4;LowVol:+0.1
MaxPos8%
5
30
5.4
hard 12%
156
18.2
Sideways
14.5
3.99
2.9
117
-24
41
41
false
Rebalance
Shift +1% to bonds from equity
21
-2
BrokerA
MKT
98
null
null
Normal monitoring
56
-53
80
4
false
Within IPS guidelines
P1667
Cautious
401k
USD
2025-10-22
618,149
70,768
547,381
1
45.7
32.3
5.5
16.5
BND:33.3%;VTI:33.3%;BRK.B:33.3%
US:63.4;EU:18.8;APAC:7.0;EM:10.4;Other:0.5
Value:+0.4;Growth:+0.4;Quality:-0.3;Size:+0.1;Momentum:-1.0;LowVol:-0.3
NoMargin
7
25
3.4
hard 10%
170
13.5
Volatile
24.7
4.29
2.9
165
9
68
54
false
Buy
Add to core equity +1%
-12
-9
BrokerB
VWAP
86
null
null
Normal monitoring
-44
-25
-47
3
false
Increase defensive factor exposure
P1668
Hands-off
Taxable
USD
2025-01-26
197,797
19,715
178,082
1
59.8
23
9.8
7.4
XLF:27.2%;BND:27.2%;AMZN:27.2%;GLD:18.5%
US:60.3;EU:17.5;APAC:10.2;EM:10.1;Other:1.9
Value:+0.3;Growth:+1.0;Quality:+0.9;Size:+0.9;Momentum:-0.2;LowVol:+0.3
NoDerivatives
8
35
4.7
trailing 8%
161
15.2
Sideways
20
4.35
3
118
30
74
65
false
NoAction
Within bands; monitor
28
9
BrokerC
MKT
0
null
null
Normal monitoring
-36
10
-43
3
false
Tighten stops on momentum names
P1669
Active
Roth
USD
2024-12-24
2,258,557
264,439
1,994,118
1.13
63.7
25.6
2
8.7
HYG:33.3%;VOO:33.3%;XLF:33.3%
US:69.2;EU:16.1;APAC:5.6;EM:8.3;Other:0.9
Value:-1.0;Growth:-0.2;Quality:+0.1;Size:-0.7;Momentum:-0.3;LowVol:-0.2
NoDerivatives
7
25
5
hard 12%
213
19.4
Bear
22.8
3.57
1.1
195
-21
25
66
false
Sell
Trim extended winner -1%
-5
11
BrokerA
MKT
92
null
null
Normal monitoring
-31
-39
-24
5
false
Within IPS guidelines
P1670
Opportunistic
Taxable
USD
2025-08-27
1,000,993
56,655
944,338
1
65.4
20.9
6.2
7.5
MUB:23.1%;TLT:23.1%;MSFT:12.5%;HYG:23.1%;QQQ:8.7%;VOO:9.6%
US:62.7;EU:18.6;APAC:9.9;EM:5.4;Other:3.4
Value:-0.6;Growth:+0.4;Quality:-0.4;Size:-0.7;Momentum:-0.4;LowVol:-0.8
NoDerivatives
8
25
6.8
trailing 9%
214
27.2
Volatile
23.8
5.27
2.5
135
-10
32
59
false
Hedge
Add TLT +1% as duration hedge
-1
12
BrokerB
VWAP
85
null
null
Normal monitoring
20
-20
29
4
false
Within IPS guidelines
P1671
Opportunistic
Trust
USD
2025-08-07
1,532,895
107,875
1,425,020
1.08
69.6
11.3
11.2
8
QQQ:25.0%;VTI:25.0%;HYG:25.0%;BND:25.0%
US:71.7;EU:13.8;APAC:8.5;EM:2.8;Other:3.1
Value:+0.1;Growth:+0.9;Quality:-0.0;Size:+0.2;Momentum:+0.6;LowVol:+0.8
null
6
25
5.6
trailing 7%
161
33
Bear
23
4.08
1.7
220
-120
5
67
false
NoAction
Within bands; monitor
-12
-4
BrokerB
LMT
91
null
null
Normal monitoring
-3
-8
64
3
false
Within IPS guidelines
P1672
Systematic
401k
USD
2024-07-21
763,849
37,270
726,579
1
61.1
22.3
7.7
8.9
AMZN:27.3%;BRK.B:23.9%;VTI:21.7%;HYG:27.1%
US:61.7;EU:11.7;APAC:10.1;EM:11.3;Other:5.2
Value:-0.8;Growth:+0.2;Quality:+0.4;Size:-0.9;Momentum:-0.4;LowVol:+0.1
MaxPos5%;NoDerivatives
8
30
5.4
trailing 8%
176
20.1
Sideways
19.5
4.01
2.2
112
-3
56
60
false
Hedge
Add TLT +1% as duration hedge
12
-12
BrokerD
LMT
100
null
null
Normal monitoring
51
-40
71
3
false
Monitor dispersion and breadth
P1673
Systematic
Trust
USD
2025-04-07
1,446,246
133,596
1,312,650
1
59.7
29.2
2.8
8.3
BND:25.8%;AAPL:25.8%;BRK.B:25.8%;VNQ:22.7%
US:70.2;EU:10.5;APAC:5.3;EM:10.0;Other:4.0
Value:-0.9;Growth:-0.4;Quality:-0.5;Size:-0.7;Momentum:-0.9;LowVol:+0.4
MaxPos6%
6
35
5.6
trailing 8%
129
23.4
Volatile
24.2
5.35
2.2
144
-2
44
59
false
NoAction
Within bands; monitor
29
-14
BrokerD
MKT
0
null
null
Normal monitoring
-57
-13
-31
3
false
Within IPS guidelines
P1674
Cautious
Trust
USD
2025-11-15
519,494
55,711
463,783
1
46.7
36.2
6.6
10.5
MSFT:14.4%;HYG:17.9%;AAPL:20.9%;BND:15.3%;VOO:20.9%;VTI:10.6%
US:65.3;EU:12.4;APAC:10.7;EM:7.9;Other:3.7
Value:+0.6;Growth:-0.1;Quality:+0.1;Size:+0.6;Momentum:-0.3;LowVol:+0.1
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
30
4.4
trailing 8%
125
17.4
Bull
11.1
4.58
2.7
78
75
80
29
false
Sell
Trim extended winner -1%
-2
-7
BrokerC
MKT
90
null
null
Normal monitoring
-26
-18
69
5
false
Within IPS guidelines
P1675
Active
IRA
USD
2025-09-07
1,830,077
191,334
1,638,743
1
64
29.9
0
6.2
MUB:28.8%;BRK.B:28.8%;AMZN:28.8%;BND:13.7%
US:53.4;EU:17.8;APAC:13.1;EM:11.1;Other:4.6
Value:+0.6;Growth:-0.6;Quality:+0.6;Size:+0.8;Momentum:+1.0;LowVol:+0.1
NoDerivatives
6
25
5.9
trailing 8%
191
18.6
Sideways
17.8
4.74
3.3
95
-12
46
44
false
Buy
Add to core equity +1%
-5
5
BrokerA
MKT
86
null
null
Normal monitoring
53
-30
14
4
false
Within IPS guidelines
P1676
Hands-off
Trust
USD
2025-05-05
581,580
54,795
526,785
1
61.4
27.5
1.7
9.4
QQQ:17.4%;BND:22.6%;TLT:22.6%;HYG:22.6%;GLD:14.9%
US:71.8;EU:13.3;APAC:7.3;EM:5.7;Other:2.0
Value:-0.2;Growth:-0.7;Quality:+0.8;Size:-0.3;Momentum:-0.2;LowVol:-0.2
ESGOnly;NoDerivatives
10
25
3.1
hard 10%
136
15.1
Bear
25.6
3.41
2.5
165
-107
6
70
false
Rebalance
Shift +1% to bonds from equity
8
-31
BrokerC
LMT
98
null
null
Normal monitoring
-25
12
77
5
false
Monitor dispersion and breadth
P1677
Active
401k
USD
2025-12-02
2,012,358
126,682
1,885,676
1.25
50.4
21.2
19
9.5
BND:14.6%;BRK.B:24.6%;XLF:11.5%;QQQ:24.6%;VNQ:24.6%
US:62.1;EU:6.3;APAC:15.5;EM:12.4;Other:3.8
Value:-0.4;Growth:+0.4;Quality:-0.1;Size:-0.4;Momentum:-0.5;LowVol:+0.9
null
8
30
4.7
trailing 9%
226
21.4
Volatile
29.6
3.8
2.9
169
-43
42
72
true
Reduce
Cut high-beta by 2-3%, add cash
-12
2
BrokerD
MKT
89
VAR>budget
Hedge
Risk above budget threshold
97
-15
226
4
false
Tighten stops on momentum names
P1678
Active
IRA
USD
2025-04-11
1,146,598
95,130
1,051,468
1
56.2
21.7
13.7
8.3
MUB:23.7%;VOO:20.2%;MSFT:28.0%;BND:28.0%
US:59.6;EU:16.4;APAC:11.3;EM:8.0;Other:4.7
Value:0.0;Growth:+0.4;Quality:+0.6;Size:+0.5;Momentum:+1.0;LowVol:+0.7
null
6
30
5.1
hard 12%
212
19.1
Bull
17.3
3.62
2.2
111
16
69
39
false
Rebalance
Shift +1% to bonds from equity
-2
1
BrokerA
LMT
92
null
null
Normal monitoring
20
-58
105
4
false
Tax-aware sells next window
P1679
Active
Taxable
USD
2025-11-21
1,750,023
149,126
1,600,897
1
62.1
25.4
5.2
7.3
VTI:25.2%;XLF:24.5%;AAPL:25.2%;TLT:25.2%
US:67.3;EU:12.5;APAC:7.1;EM:12.1;Other:1.0
Value:-0.3;Growth:-1.0;Quality:-1.0;Size:-0.2;Momentum:-0.9;LowVol:+0.8
MaxPos7%
6
25
5.7
trailing 8%
168
19.8
Bull
15.9
4.86
2.2
103
97
100
39
false
Rebalance
Shift +1% to bonds from equity
17
4
BrokerD
MKT
99
null
null
Normal monitoring
90
13
102
5
false
Tighten stops on momentum names
P1680
Hands-off
IRA
USD
2024-12-09
372,331
34,974
337,357
1
72.5
16.8
1.1
9.7
TSLA:22.2%;MUB:11.4%;BRK.B:22.2%;GLD:22.2%;QQQ:22.2%
US:75.0;EU:6.9;APAC:10.9;EM:6.7;Other:0.5
Value:-0.4;Growth:-0.5;Quality:-1.0;Size:+0.1;Momentum:+0.1;LowVol:+0.6
MaxPos8%;NoDerivatives
10
30
3.1
trailing 8%
94
17.4
Sideways
17.7
4.36
2.3
101
26
77
54
false
Rebalance
Shift +1% to bonds from equity
-9
-30
BrokerD
MKT
93
null
null
Normal monitoring
81
-1
216
5
false
Within IPS guidelines
P1681
Cautious
IRA
USD
2024-11-14
782,041
81,282
700,759
1
46
34.8
4.2
15
VOO:13.3%;AAPL:13.0%;VNQ:17.2%;GLD:16.7%;HYG:19.1%;BND:20.6%
US:60.8;EU:15.0;APAC:12.6;EM:10.4;Other:1.2
Value:-0.3;Growth:-0.6;Quality:-0.4;Size:+0.3;Momentum:-1.0;LowVol:-0.4
NoMargin
8
25
3.2
trailing 8%
115
19.8
Volatile
26.9
3.9
3.1
136
-40
36
70
false
Rebalance
Shift +1% to bonds from equity
23
-10
BrokerA
MKT
99
null
null
Normal monitoring
100
-39
109
5
false
Within IPS guidelines
P1682
Cautious
IRA
USD
2025-02-23
664,092
83,156
580,936
1
46.5
35.5
6.6
11.4
IEF:19.8%;BRK.B:9.7%;BND:20.5%;QQQ:10.1%;MUB:20.5%;GLD:19.5%
US:68.7;EU:8.7;APAC:10.1;EM:7.3;Other:5.3
Value:-0.4;Growth:-0.6;Quality:-0.8;Size:-0.3;Momentum:-0.6;LowVol:+0.6
MaxPos5%;NoDerivatives;NoMargin
5
25
3.5
trailing 8%
99
19.6
Bear
31.4
4.35
2.2
202
-2
62
61
false
Rebalance
Shift +1% to bonds from equity
12
5
BrokerB
LMT
100
null
null
Normal monitoring
22
13
22
5
false
Tax-aware sells next window
P1683
Active
Trust
USD
2024-09-09
1,561,850
98,080
1,463,770
1
62.6
21.1
11.1
5.1
MUB:33.3%;AAPL:33.3%;XLF:33.3%
US:58.2;EU:14.4;APAC:12.2;EM:9.9;Other:5.2
Value:-0.6;Growth:+0.7;Quality:-0.1;Size:-0.4;Momentum:+0.4;LowVol:+0.2
MaxPos6%;NoDerivatives
10
35
5.9
trailing 9%
206
25.7
Bull
11.5
4.36
3.1
116
33
71
36
false
Buy
Add to core equity +1%
27
-24
BrokerB
LMT
90
null
null
Normal monitoring
-57
-43
-41
3
false
Tighten stops on momentum names
P1684
Hands-off
401k
USD
2025-09-24
285,227
20,146
265,081
1
62.1
20.9
11.9
5.1
BND:22.7%;VNQ:22.7%;TLT:14.0%;MUB:22.7%;HYG:18.1%
US:66.1;EU:13.0;APAC:10.8;EM:6.3;Other:3.8
Value:+0.3;Growth:-0.2;Quality:+0.4;Size:+0.9;Momentum:+0.9;LowVol:-0.5
ESGOnly;MaxPos5%
7
25
5.2
trailing 10%
161
14.5
Bull
12.5
4.74
3.1
101
67
74
52
false
Sell
Trim extended winner -1%
3
3
BrokerC
LMT
91
null
null
Normal monitoring
-40
14
3
4
false
Monitor dispersion and breadth
P1685
Cautious
Taxable
USD
2025-01-17
400,284
54,133
346,151
1
42.7
32
11.7
13.6
XLF:14.1%;MSFT:22.8%;VNQ:22.8%;HYG:17.5%;BRK.B:22.8%
US:59.6;EU:18.1;APAC:10.6;EM:10.8;Other:0.9
Value:+0.5;Growth:+0.3;Quality:+0.9;Size:+0.2;Momentum:-0.1;LowVol:+0.9
ESGOnly;NoMargin
5
30
6
trailing 8%
118
19
Bull
11.9
3.95
2.5
115
95
100
32
true
Rebalance
Rebalance back to target bands
23
-18
BrokerB
LMT
89
Drift>tolerance
Pause
Allocation drift beyond policy bands
115
-44
136
2
false
Tighten stops on momentum names
P1686
Opportunistic
401k
USD
2025-04-10
1,110,459
79,201
1,031,258
1
67.1
10.3
18
4.7
MUB:34.4%;AMZN:34.4%;XLF:31.2%
US:57.2;EU:17.2;APAC:12.2;EM:9.3;Other:4.0
Value:-0.4;Growth:+0.1;Quality:+1.0;Size:+0.7;Momentum:-0.5;LowVol:+0.3
MaxPos8%;NoDerivatives
5
35
5.6
hard 12%
202
32.3
Volatile
28.5
5.42
4.3
140
44
78
83
true
Rebalance
Rebalance back to target bands
-4
-24
BrokerC
LMT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-22
-8
38
5
false
Monitor dispersion and breadth
P1687
Cautious
401k
USD
2024-10-20
851,178
126,793
724,385
1
35.7
44.3
9.9
10.1
HYG:23.5%;VOO:12.2%;TLT:24.1%;AMZN:16.2%;XLF:24.1%
US:64.7;EU:13.2;APAC:11.6;EM:8.3;Other:2.2
Value:0.0;Growth:-0.9;Quality:+0.4;Size:-0.8;Momentum:+0.1;LowVol:-0.2
NoMargin
6
30
3.1
hard 10%
109
16.3
Volatile
21.8
4.05
2.4
139
59
91
50
false
NoAction
Within bands; monitor
-3
-39
BrokerA
LMT
92
null
null
Normal monitoring
82
-44
209
3
false
Within IPS guidelines
P1688
Cautious
Trust
USD
2025-01-16
524,514
46,581
477,933
1
43.4
40.7
0
15.9
AMZN:13.3%;IEF:11.8%;MUB:21.6%;MSFT:16.0%;GLD:15.9%;XLF:21.6%
US:60.3;EU:9.7;APAC:13.7;EM:13.6;Other:2.7
Value:-0.7;Growth:-0.7;Quality:+0.7;Size:+0.1;Momentum:+0.3;LowVol:0.0
ESGOnly;NoMargin
5
35
4.9
trailing 8%
116
13.4
Volatile
31.1
4.43
2.9
154
49
72
76
true
Hedge
Buy index puts 1% notional
-11
6
BrokerC
MKT
91
VAR>budget
Hedge
Risk above budget threshold
-55
18
-70
5
false
Increase defensive factor exposure
P1689
Hands-off
401k
USD
2024-12-09
266,229
21,120
245,109
1
69.6
19.3
2.5
8.6
MUB:23.1%;BND:16.3%;AMZN:11.5%;BRK.B:10.4%;GLD:15.6%;AAPL:23.1%
US:68.0;EU:16.3;APAC:8.0;EM:4.0;Other:3.6
Value:+0.3;Growth:-0.6;Quality:-0.6;Size:-0.4;Momentum:+0.3;LowVol:-0.8
ESGOnly;NoDerivatives
8
30
3.9
trailing 8%
139
15.5
Volatile
23.1
4.09
3
145
46
78
64
true
Reduce
Cut high-beta by 2-3%, add cash
19
-29
BrokerC
VWAP
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-44
-34
-13
3
false
Within IPS guidelines
P1690
Hands-off
IRA
USD
2025-11-15
496,608
40,511
456,097
1
70.5
16.7
3.7
9.1
BND:10.4%;VOO:23.6%;VTI:18.7%;AMZN:23.6%;XLF:23.6%
US:70.7;EU:12.6;APAC:6.9;EM:9.6;Other:0.2
Value:+0.5;Growth:+0.6;Quality:+0.2;Size:+0.5;Momentum:-0.7;LowVol:-0.8
MaxPos8%;NoDerivatives
6
35
3.5
trailing 8%
120
19.5
Sideways
17.2
4.82
3.4
104
52
65
51
false
Buy
Add to core equity +1%
32
-20
BrokerD
MKT
85
null
null
Normal monitoring
47
-8
129
3
false
Tighten stops on momentum names
P1691
Cautious
401k
USD
2025-02-17
547,637
73,859
473,778
1
43.9
35.1
4.5
16.5
IEF:12.6%;XLF:17.1%;AAPL:25.1%;MUB:20.0%;HYG:25.1%
US:72.2;EU:12.5;APAC:6.7;EM:8.0;Other:0.7
Value:+0.7;Growth:-0.1;Quality:-0.3;Size:+0.2;Momentum:+0.9;LowVol:0.0
NoDerivatives;NoMargin
6
25
4.6
hard 10%
151
13.3
Bull
11.5
4.2
2.1
115
36
65
30
false
Rebalance
Shift +1% to bonds from equity
-3
-25
BrokerA
MKT
99
null
null
Normal monitoring
98
-54
195
5
false
Tighten stops on momentum names
P1692
Cautious
Taxable
USD
2025-06-13
791,885
74,134
717,751
1
46.9
38.5
0
14.5
MUB:33.3%;XLF:33.3%;QQQ:33.3%
US:69.4;EU:9.0;APAC:13.9;EM:7.2;Other:0.6
Value:-0.7;Growth:+1.0;Quality:-1.0;Size:0.0;Momentum:-0.1;LowVol:+0.7
NoDerivatives;NoMargin
8
25
4.4
trailing 8%
103
12.9
Volatile
25.1
5.4
2.7
135
-57
19
61
false
Buy
Add to core equity +1%
7
6
BrokerC
MKT
96
null
null
Normal monitoring
2
-16
-12
3
false
Within IPS guidelines
P1693
Hands-off
401k
USD
2025-02-11
846,968
49,160
797,808
1
66.2
26
0
7.8
HYG:14.5%;XLF:24.3%;AMZN:15.3%;MSFT:21.7%;VOO:24.3%
US:61.1;EU:14.6;APAC:13.3;EM:10.3;Other:0.8
Value:0.0;Growth:+0.5;Quality:-0.6;Size:-0.6;Momentum:-0.7;LowVol:+0.4
MaxPos6%;NoDerivatives
6
30
3.5
trailing 10%
170
14.4
Bull
13.2
4.64
3.1
110
114
100
47
false
Buy
Add to core equity +1%
5
-14
BrokerC
LMT
87
null
null
Normal monitoring
-47
-60
-77
3
false
Tax-aware sells next window
P1694
Cautious
Roth
USD
2025-07-22
456,617
51,764
404,853
1
39.3
32.3
15.9
12.5
MSFT:10.5%;GLD:22.8%;IEF:22.8%;AAPL:21.2%;XLF:22.8%
US:67.2;EU:11.7;APAC:8.8;EM:9.1;Other:3.3
Value:0.0;Growth:-0.6;Quality:-0.7;Size:+0.6;Momentum:+0.5;LowVol:-0.3
MaxPos8%;NoMargin
5
35
3.1
trailing 10%
108
15.2
Sideways
15.9
3.95
3.2
132
-28
38
26
false
Buy
Add to core equity +1%
16
-36
BrokerC
VWAP
89
null
null
Normal monitoring
87
-4
225
5
false
Increase defensive factor exposure
P1695
Hands-off
Taxable
USD
2025-10-06
391,318
23,470
367,848
1
58.9
26.9
6.4
7.7
VTI:22.7%;MUB:16.5%;BRK.B:16.0%;VNQ:13.5%;TSLA:8.5%;VOO:22.7%
US:68.8;EU:13.9;APAC:9.6;EM:5.0;Other:2.6
Value:+0.5;Growth:+0.9;Quality:-1.0;Size:+0.9;Momentum:+0.1;LowVol:-0.7
ESGOnly;NoDerivatives
5
30
3.3
hard 10%
158
17.2
Sideways
14
4.89
2.2
134
55
69
48
false
Buy
Add to core equity +1%
21
-11
BrokerC
MKT
96
null
null
Normal monitoring
42
-5
11
3
false
Increase defensive factor exposure
P1696
Opportunistic
IRA
USD
2025-09-22
1,056,064
33,723
1,022,341
1
69.4
16.6
6
8
AAPL:33.3%;BRK.B:33.3%;TLT:33.3%
US:59.2;EU:18.0;APAC:6.0;EM:12.5;Other:4.3
Value:-0.9;Growth:+0.9;Quality:+0.3;Size:+0.6;Momentum:-0.4;LowVol:+0.7
null
7
30
4.6
hard 12%
272
23.6
Volatile
27
4.55
3.8
139
-26
35
73
true
Reduce
Cut high-beta by 2-3%, add cash
23
-32
BrokerA
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-43
-31
-18
3
false
Tax-aware sells next window
P1697
Opportunistic
Roth
USD
2025-06-16
1,014,233
61,387
952,846
1
66.6
19.6
9.1
4.7
XLF:24.0%;TSLA:24.0%;VOO:18.5%;BND:24.0%;AAPL:9.5%
US:68.2;EU:15.1;APAC:13.5;EM:3.0;Other:0.3
Value:-0.7;Growth:+0.6;Quality:-1.0;Size:+0.3;Momentum:-0.1;LowVol:+0.5
null
5
30
4.7
trailing 9%
239
34
Volatile
21.5
4.52
4
172
-15
55
65
false
NoAction
Within bands; monitor
18
-23
BrokerA
MKT
0
null
null
Normal monitoring
60
-2
26
5
false
Within IPS guidelines
P1698
Active
Trust
USD
2025-05-24
1,532,211
111,108
1,421,103
1.08
66
19.8
6.4
7.9
AMZN:15.5%;QQQ:30.2%;MUB:30.2%;BND:24.1%
US:70.6;EU:8.8;APAC:12.7;EM:4.7;Other:3.3
Value:-0.4;Growth:-0.8;Quality:+0.8;Size:+0.3;Momentum:+0.7;LowVol:-0.6
MaxPos6%
5
25
6
trailing 9%
169
18.2
Bull
13.7
3.76
3.1
90
86
88
57
false
Rebalance
Shift +1% to bonds from equity
-2
10
BrokerD
VWAP
89
null
null
Normal monitoring
108
-31
189
4
false
Tighten stops on momentum names
P1699
Hands-off
IRA
USD
2024-09-21
607,747
49,959
557,788
1
70.3
22.4
0.8
6.4
GLD:27.1%;MSFT:27.1%;TLT:27.1%;VNQ:18.8%
US:61.7;EU:17.1;APAC:11.1;EM:7.1;Other:3.0
Value:-0.4;Growth:-0.5;Quality:-0.9;Size:-0.2;Momentum:-0.6;LowVol:-0.9
MaxPos7%
10
25
5.8
trailing 10%
126
19.3
Bear
30.5
4.38
2.3
209
37
54
88
true
Reduce
Cut high-beta by 2-3%, add cash
18
-8
BrokerA
LMT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
61
-8
32
5
false
Monitor dispersion and breadth
P1700
Hands-off
401k
USD
2024-09-19
772,254
70,922
701,332
1
56.7
16.8
21.2
5.3
AMZN:12.2%;QQQ:26.4%;MUB:14.8%;XLF:20.2%;TLT:26.4%
US:64.1;EU:15.9;APAC:11.0;EM:8.3;Other:0.7
Value:+0.4;Growth:-0.3;Quality:-0.5;Size:-0.4;Momentum:-0.2;LowVol:-0.6
NoDerivatives
7
30
4.4
trailing 10%
157
19.6
Bull
11.7
3.64
2.4
87
41
57
39
false
Buy
Add to core equity +1%
0
-3
BrokerD
VWAP
99
null
null
Normal monitoring
75
4
186
4
false
Tighten stops on momentum names