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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P1901
|
Systematic
|
IRA
|
USD
|
2025-11-03
| 1,901,030
| 183,154
| 1,717,876
| 1
| 66.6
| 24
| 3.8
| 5.7
|
GLD:21.6%;MUB:10.8%;TLT:21.6%;XLF:11.9%;MSFT:20.5%;BRK.B:13.5%
|
US:60.5;EU:21.4;APAC:6.2;EM:9.1;Other:2.8
|
Value:+0.5;Growth:+0.4;Quality:-0.8;Size:-0.1;Momentum:-0.1;LowVol:+0.1
| null | 10
| 25
| 5.9
|
hard 12%
| 160
| 23.5
|
Volatile
| 31.6
| 3.56
| 3.4
| 113
| -24
| 43
| 92
| true
|
Hedge
|
Buy index puts 1% notional
| 12
| 12
|
BrokerC
|
VWAP
| 91
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 89
| -2
| 78
| 5
| false
|
Increase defensive factor exposure
|
P1902
|
Opportunistic
|
Taxable
|
USD
|
2024-10-19
| 763,336
| 39,811
| 723,525
| 1
| 74.3
| 21.5
| 0
| 4.2
|
QQQ:20.9%;HYG:19.2%;AMZN:17.7%;XLF:12.7%;AAPL:8.5%;IEF:20.9%
|
US:72.6;EU:15.3;APAC:5.9;EM:3.8;Other:2.3
|
Value:+0.2;Growth:-0.7;Quality:+0.5;Size:-0.8;Momentum:+0.8;LowVol:+0.7
|
NoDerivatives
| 6
| 25
| 5.4
|
trailing 9%
| 267
| 34.9
|
Bull
| 16.5
| 4.5
| 3.1
| 73
| 107
| 98
| 64
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -9
| -27
|
BrokerA
|
MKT
| 90
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| -39
| -53
| 4
| 3
| false
|
Tax-aware sells next window
|
P1903
|
Systematic
|
Trust
|
USD
|
2025-08-23
| 950,254
| 83,790
| 866,464
| 1
| 61.1
| 31.6
| 0
| 7.3
|
TSLA:20.4%;AAPL:20.4%;IEF:20.4%;BND:19.6%;VTI:8.2%;XLF:11.0%
|
US:66.8;EU:14.9;APAC:9.6;EM:5.4;Other:3.2
|
Value:-0.1;Growth:+0.2;Quality:+0.9;Size:+1.0;Momentum:+0.8;LowVol:-0.9
|
MaxPos5%
| 5
| 35
| 4.7
|
hard 12%
| 192
| 17.9
|
Bull
| 17.7
| 4.29
| 3.4
| 96
| 69
| 71
| 60
| false
|
Buy
|
Add to core equity +1%
| 16
| -26
|
BrokerA
|
MKT
| 90
| null | null |
Normal monitoring
| -22
| -40
| 8
| 3
| false
|
Increase defensive factor exposure
|
P1904
|
Hands-off
|
Trust
|
USD
|
2025-09-21
| 834,648
| 51,358
| 783,290
| 1
| 63.4
| 22.3
| 5.2
| 9.1
|
XLF:33.3%;VOO:33.3%;BND:33.3%
|
US:67.1;EU:14.3;APAC:6.6;EM:7.7;Other:4.3
|
Value:+0.6;Growth:-0.9;Quality:-0.2;Size:-0.3;Momentum:+0.7;LowVol:-0.7
|
NoDerivatives
| 5
| 30
| 4.7
|
hard 10%
| 149
| 18.6
|
Bear
| 31.4
| 3.32
| 2.7
| 165
| 0
| 54
| 78
| true
|
Rebalance
|
Rebalance back to target bands
| 3
| 6
|
BrokerC
|
LMT
| 97
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 37
| -2
| 156
| 3
| false
|
Within IPS guidelines
|
P1905
|
Opportunistic
|
401k
|
USD
|
2024-08-20
| 383,821
| 24,920
| 358,901
| 1.15
| 65.6
| 13.5
| 16
| 4.9
|
GLD:26.5%;TLT:20.4%;MSFT:26.5%;QQQ:26.5%
|
US:67.7;EU:9.4;APAC:10.2;EM:11.9;Other:0.8
|
Value:+0.9;Growth:+0.1;Quality:+0.1;Size:-1.0;Momentum:+0.1;LowVol:0.0
| null | 5
| 35
| 6.7
|
trailing 7%
| 261
| 20.2
|
Bull
| 16.7
| 4.87
| 3
| 77
| 92
| 87
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 20
| 1
|
BrokerD
|
LMT
| 99
| null | null |
Normal monitoring
| 8
| 8
| 51
| 4
| false
|
Monitor dispersion and breadth
|
P1906
|
Hands-off
|
IRA
|
USD
|
2025-06-06
| 192,076
| 18,864
| 173,212
| 1
| 71.4
| 18.4
| 0.3
| 9.9
|
AMZN:32.7%;IEF:33.7%;VOO:33.7%
|
US:66.2;EU:9.6;APAC:12.7;EM:10.2;Other:1.3
|
Value:-0.4;Growth:-0.0;Quality:-0.1;Size:+0.4;Momentum:+0.7;LowVol:0.0
| null | 7
| 30
| 4.5
|
trailing 8%
| 118
| 14.2
|
Bull
| 17
| 4.1
| 2.8
| 81
| 16
| 45
| 56
| true
|
Hedge
|
Buy index puts 1% notional
| 32
| -24
|
BrokerD
|
LMT
| 93
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -13
| -24
| -27
| 3
| false
|
Monitor dispersion and breadth
|
P1907
|
Systematic
|
Roth
|
USD
|
2025-03-04
| 873,558
| 71,234
| 802,324
| 1
| 64.1
| 28
| 0
| 8
|
TLT:33.3%;IEF:33.3%;QQQ:33.3%
|
US:62.1;EU:14.7;APAC:10.6;EM:12.1;Other:0.5
|
Value:-1.0;Growth:+0.6;Quality:+0.5;Size:-0.9;Momentum:+0.6;LowVol:-0.2
|
MaxPos5%
| 7
| 25
| 5.5
|
hard 12%
| 222
| 16.1
|
Volatile
| 26.5
| 4.61
| 2.8
| 139
| -31
| 33
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -5
| -12
|
BrokerA
|
MKT
| 91
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -30
| 0
| 52
| 4
| false
|
Monitor dispersion and breadth
|
P1908
|
Systematic
|
Roth
|
USD
|
2024-10-28
| 1,290,385
| 104,727
| 1,185,658
| 1
| 64.8
| 26.6
| 0
| 8.6
|
BRK.B:17.3%;GLD:11.9%;VNQ:22.8%;MSFT:8.7%;TLT:16.3%;XLF:22.8%
|
US:56.9;EU:18.1;APAC:12.0;EM:12.2;Other:0.8
|
Value:+0.1;Growth:+0.9;Quality:+0.8;Size:-0.8;Momentum:+0.5;LowVol:+0.5
|
MaxPos5%
| 10
| 30
| 4.7
|
trailing 8%
| 169
| 19.5
|
Volatile
| 22.7
| 5.14
| 3.8
| 141
| 65
| 96
| 59
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -3
| -5
|
BrokerC
|
LMT
| 86
| null | null |
Normal monitoring
| 30
| 8
| 51
| 5
| false
|
Monitor dispersion and breadth
|
P1909
|
Opportunistic
|
Trust
|
USD
|
2024-11-01
| 1,432,938
| 93,798
| 1,339,140
| 1
| 75.7
| 17
| 1.4
| 5.8
|
MUB:19.0%;IEF:21.7%;HYG:16.0%;TSLA:6.4%;XLF:21.7%;BRK.B:15.1%
|
US:58.5;EU:18.2;APAC:10.1;EM:10.4;Other:2.8
|
Value:-0.8;Growth:+0.6;Quality:-0.9;Size:+0.3;Momentum:-0.2;LowVol:-0.8
|
MaxPos7%
| 10
| 30
| 4.7
|
trailing 7%
| 267
| 25.9
|
Sideways
| 15.9
| 3.73
| 2.2
| 139
| -4
| 48
| 62
| false
|
Buy
|
Add to core equity +1%
| 0
| 4
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| 82
| -24
| 126
| 3
| false
|
Increase defensive factor exposure
|
P1910
|
Hands-off
|
IRA
|
USD
|
2025-06-22
| 710,150
| 51,995
| 658,155
| 1
| 70.5
| 24.5
| 0
| 4.9
|
MUB:20.2%;QQQ:30.4%;BND:18.9%;AMZN:30.4%
|
US:79.3;EU:7.5;APAC:7.5;EM:3.9;Other:1.8
|
Value:-0.6;Growth:-0.8;Quality:-0.2;Size:-0.4;Momentum:+0.5;LowVol:-0.9
|
MaxPos7%;NoDerivatives
| 7
| 35
| 6
|
hard 10%
| 111
| 14.1
|
Volatile
| 20.9
| 5.48
| 3.1
| 135
| -24
| 35
| 59
| false
|
Sell
|
Trim extended winner -1%
| -15
| -7
|
BrokerB
|
VWAP
| 93
| null | null |
Normal monitoring
| 105
| -57
| 90
| 4
| false
|
Tax-aware sells next window
|
P1911
|
Opportunistic
|
Trust
|
USD
|
2024-07-19
| 1,585,448
| 65,337
| 1,520,111
| 1
| 70
| 17.3
| 6.2
| 6.5
|
AAPL:33.3%;HYG:33.3%;MSFT:33.3%
|
US:73.1;EU:8.9;APAC:10.6;EM:5.8;Other:1.6
|
Value:+0.7;Growth:+0.7;Quality:+0.2;Size:-0.5;Momentum:+0.9;LowVol:+0.7
|
MaxPos5%
| 6
| 25
| 4.1
|
trailing 7%
| 250
| 34.6
|
Bull
| 17.6
| 4.91
| 2
| 118
| 98
| 88
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 8
| -17
|
BrokerD
|
LMT
| 93
| null | null |
Normal monitoring
| 105
| -36
| 127
| 5
| false
|
Increase defensive factor exposure
|
P1912
|
Cautious
|
401k
|
USD
|
2024-08-13
| 786,911
| 94,169
| 692,742
| 1
| 49.9
| 39.8
| 0
| 10.3
|
IEF:22.9%;VOO:25.7%;BRK.B:25.7%;MSFT:25.7%
|
US:68.7;EU:7.2;APAC:11.5;EM:9.7;Other:2.8
|
Value:+0.9;Growth:+1.0;Quality:+0.4;Size:+0.2;Momentum:-0.2;LowVol:+0.9
|
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
| 8
| 30
| 5.3
|
trailing 8%
| 159
| 12.9
|
Volatile
| 27
| 3.6
| 2.9
| 138
| -51
| 26
| 63
| true
|
Hedge
|
Buy index puts 1% notional
| 25
| -17
|
BrokerC
|
MKT
| 87
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 78
| -14
| 119
| 5
| false
|
Tax-aware sells next window
|
P1913
|
Active
|
IRA
|
USD
|
2025-08-13
| 2,151,342
| 158,141
| 1,993,201
| 1.16
| 55.6
| 26.7
| 9
| 8.7
|
TSLA:29.4%;BND:14.4%;MSFT:13.3%;AMZN:29.4%;MUB:13.5%
|
US:72.9;EU:10.0;APAC:13.3;EM:3.4;Other:0.5
|
Value:-0.7;Growth:-0.0;Quality:-0.8;Size:-0.7;Momentum:-0.4;LowVol:-0.3
| null | 6
| 35
| 4.5
|
trailing 9%
| 191
| 16.3
|
Volatile
| 22.6
| 4.47
| 2.1
| 122
| -22
| 50
| 67
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 1
| -28
|
BrokerB
|
VWAP
| 92
| null | null |
Normal monitoring
| 18
| 16
| -6
| 5
| false
|
Increase defensive factor exposure
|
P1914
|
Hands-off
|
Roth
|
USD
|
2024-09-23
| 732,895
| 39,923
| 692,972
| 1
| 60.3
| 22.6
| 9.5
| 7.5
|
XLF:34.6%;AAPL:34.6%;MUB:30.9%
|
US:54.2;EU:18.1;APAC:12.6;EM:10.7;Other:4.4
|
Value:-0.9;Growth:-0.5;Quality:-0.9;Size:+0.7;Momentum:+0.6;LowVol:-0.8
|
MaxPos6%
| 5
| 35
| 5.4
|
trailing 8%
| 112
| 17.2
|
Bull
| 15
| 4.83
| 3.4
| 112
| 51
| 73
| 49
| true
|
Rebalance
|
Rebalance back to target bands
| 24
| -26
|
BrokerD
|
MKT
| 88
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 55
| -54
| 153
| 5
| false
|
Tax-aware sells next window
|
P1915
|
Systematic
|
Taxable
|
USD
|
2025-02-02
| 1,143,954
| 76,371
| 1,067,583
| 1
| 61.4
| 30.9
| 0
| 7.7
|
AAPL:33.3%;GLD:33.3%;MSFT:33.3%
|
US:60.8;EU:14.1;APAC:13.7;EM:9.5;Other:1.9
|
Value:+0.5;Growth:-0.9;Quality:-0.9;Size:+0.7;Momentum:-0.3;LowVol:-0.8
| null | 7
| 25
| 4.6
|
trailing 8%
| 220
| 21.9
|
Volatile
| 23.8
| 3.55
| 2.2
| 153
| 18
| 71
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| -15
|
BrokerB
|
VWAP
| 94
| null | null |
Normal monitoring
| 38
| -10
| 126
| 4
| false
|
Monitor dispersion and breadth
|
P1916
|
Hands-off
|
Roth
|
USD
|
2025-01-17
| 490,417
| 29,985
| 460,432
| 1
| 63.5
| 28.2
| 3
| 5.3
|
MUB:26.5%;GLD:36.8%;AMZN:36.8%
|
US:64.0;EU:19.6;APAC:8.1;EM:5.5;Other:2.7
|
Value:-0.6;Growth:-0.6;Quality:-0.8;Size:+0.4;Momentum:-0.6;LowVol:+0.2
|
ESGOnly
| 8
| 30
| 5.2
|
trailing 10%
| 92
| 13.8
|
Bull
| 17.9
| 3.6
| 3
| 99
| 17
| 49
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| -37
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 41
| 17
| 167
| 5
| false
|
Tighten stops on momentum names
|
P1917
|
Cautious
|
Trust
|
USD
|
2024-10-18
| 892,672
| 117,212
| 775,460
| 1
| 37.3
| 34.8
| 17.9
| 10
|
IEF:33.3%;AAPL:33.3%;VTI:33.3%
|
US:69.2;EU:12.5;APAC:10.9;EM:5.5;Other:2.0
|
Value:-0.1;Growth:-0.9;Quality:-0.4;Size:-0.7;Momentum:+0.4;LowVol:-0.9
|
NoMargin
| 10
| 25
| 5.5
|
hard 10%
| 149
| 18.8
|
Bear
| 34.9
| 3.11
| 1.2
| 173
| 23
| 58
| 67
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| 12
|
BrokerC
|
MKT
| 89
| null | null |
Normal monitoring
| 37
| -7
| 122
| 4
| false
|
Monitor dispersion and breadth
|
P1918
|
Hands-off
|
Roth
|
USD
|
2024-07-28
| 860,453
| 59,750
| 800,703
| 1
| 71.6
| 19.9
| 0
| 8.5
|
AMZN:27.6%;QQQ:27.6%;MUB:27.6%;VTI:17.3%
|
US:58.9;EU:18.4;APAC:14.2;EM:4.4;Other:4.0
|
Value:-0.1;Growth:+0.8;Quality:+0.4;Size:+0.7;Momentum:-1.0;LowVol:-0.7
|
MaxPos8%
| 10
| 35
| 3.8
|
trailing 8%
| 147
| 15.2
|
Bull
| 17.7
| 4.75
| 2.7
| 96
| 116
| 96
| 50
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 19
| -1
|
BrokerA
|
MKT
| 99
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 17
| -24
| 75
| 3
| false
|
Monitor dispersion and breadth
|
P1919
|
Active
|
IRA
|
USD
|
2025-01-14
| 1,599,398
| 126,764
| 1,472,634
| 1.08
| 64.9
| 26
| 0
| 9.1
|
HYG:33.3%;AAPL:33.3%;BND:33.3%
|
US:61.2;EU:19.1;APAC:6.7;EM:11.4;Other:1.6
|
Value:+0.9;Growth:+0.8;Quality:-0.1;Size:+0.6;Momentum:0.0;LowVol:-0.1
| null | 5
| 30
| 4.1
|
trailing 8%
| 190
| 26.9
|
Sideways
| 21.6
| 4.15
| 2.7
| 92
| 36
| 53
| 64
| false
|
Sell
|
Trim extended winner -1%
| 12
| -27
|
BrokerA
|
LMT
| 87
| null | null |
Normal monitoring
| -55
| -35
| 16
| 3
| false
|
Within IPS guidelines
|
P1920
|
Systematic
|
Trust
|
USD
|
2025-04-19
| 877,041
| 76,890
| 800,151
| 1
| 65.6
| 21.2
| 8.2
| 5
|
IEF:33.3%;VOO:33.3%;HYG:33.3%
|
US:70.0;EU:12.2;APAC:11.7;EM:2.9;Other:3.2
|
Value:-0.8;Growth:-0.1;Quality:-0.4;Size:+0.1;Momentum:+0.3;LowVol:-0.2
| null | 8
| 30
| 4.3
|
trailing 8%
| 215
| 22.1
|
Bull
| 14.1
| 4.7
| 2.6
| 104
| 48
| 63
| 46
| false
|
Buy
|
Add to core equity +1%
| 15
| -30
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| -60
| -52
| 62
| 4
| false
|
Monitor dispersion and breadth
|
P1921
|
Hands-off
|
IRA
|
USD
|
2025-02-14
| 775,116
| 60,144
| 714,972
| 1
| 64.5
| 21.7
| 7.5
| 6.2
|
AAPL:18.9%;AMZN:27.0%;XLF:27.0%;VOO:27.0%
|
US:62.9;EU:12.6;APAC:11.6;EM:9.4;Other:3.5
|
Value:-0.3;Growth:+0.5;Quality:+0.8;Size:+0.3;Momentum:+0.4;LowVol:-0.9
|
ESGOnly;MaxPos7%
| 5
| 35
| 5.6
|
hard 10%
| 94
| 19.7
|
Sideways
| 17.8
| 4.57
| 2
| 127
| 37
| 53
| 45
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 9
| -20
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| -4
| -36
| 54
| 5
| false
|
Within IPS guidelines
|
P1922
|
Hands-off
|
Roth
|
USD
|
2025-03-10
| 818,744
| 69,499
| 749,245
| 1
| 67.6
| 15
| 7.4
| 9.9
|
IEF:33.3%;HYG:33.3%;BND:33.3%
|
US:75.3;EU:7.3;APAC:6.1;EM:8.5;Other:2.9
|
Value:+0.4;Growth:+0.1;Quality:+0.7;Size:+0.8;Momentum:-0.3;LowVol:-0.6
|
MaxPos5%
| 8
| 35
| 5.2
|
trailing 10%
| 131
| 18.4
|
Bear
| 24.3
| 3.51
| 2.5
| 172
| -95
| 5
| 59
| false
|
NoAction
|
Within bands; monitor
| 31
| -1
|
BrokerA
|
LMT
| 89
| null | null |
Normal monitoring
| -42
| 19
| -5
| 4
| false
|
Within IPS guidelines
|
P1923
|
Systematic
|
IRA
|
USD
|
2025-10-11
| 1,682,179
| 73,940
| 1,608,239
| 1
| 59
| 29.7
| 2.4
| 8.9
|
IEF:11.9%;GLD:21.8%;MUB:14.6%;AAPL:14.2%;BND:21.8%;VOO:15.6%
|
US:71.5;EU:6.9;APAC:5.9;EM:11.4;Other:4.3
|
Value:+0.4;Growth:-0.4;Quality:+0.4;Size:+0.2;Momentum:+1.0;LowVol:+0.5
| null | 6
| 25
| 5.7
|
hard 12%
| 227
| 27.7
|
Sideways
| 15.2
| 4.16
| 2.1
| 137
| -17
| 56
| 39
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 19
| 3
|
BrokerB
|
MKT
| 98
| null | null |
Normal monitoring
| 59
| -57
| 44
| 5
| false
|
Within IPS guidelines
|
P1924
|
Opportunistic
|
Trust
|
USD
|
2024-11-23
| 1,362,519
| 107,657
| 1,254,862
| 1
| 65.9
| 22
| 8
| 4.1
|
VOO:33.3%;TLT:33.3%;AMZN:33.3%
|
US:70.5;EU:13.9;APAC:6.5;EM:6.2;Other:2.9
|
Value:+0.8;Growth:+1.0;Quality:+0.9;Size:-0.1;Momentum:+0.4;LowVol:+0.1
| null | 7
| 35
| 4.6
|
hard 12%
| 187
| 32
|
Volatile
| 28
| 4.05
| 3.1
| 122
| 58
| 68
| 72
| true
|
Hedge
|
Buy index puts 1% notional
| -5
| 12
|
BrokerC
|
MKT
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 19
| 16
| 108
| 2
| false
|
Increase defensive factor exposure
|
P1925
|
Active
|
Roth
|
USD
|
2025-10-08
| 1,976,319
| 202,211
| 1,774,108
| 1
| 64.1
| 27.7
| 0
| 8.2
|
QQQ:33.3%;MSFT:33.3%;TLT:33.3%
|
US:70.7;EU:9.2;APAC:13.0;EM:7.0;Other:0.1
|
Value:-0.2;Growth:+0.3;Quality:-0.3;Size:+0.2;Momentum:+0.7;LowVol:-0.7
| null | 6
| 35
| 6
|
trailing 9%
| 166
| 19.9
|
Sideways
| 14
| 3.83
| 3.1
| 127
| 55
| 62
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -25
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 3
| -50
| 47
| 4
| false
|
Within IPS guidelines
|
P1926
|
Active
|
401k
|
USD
|
2024-11-22
| 1,489,311
| 123,537
| 1,365,774
| 1
| 62.3
| 23.3
| 9.3
| 5
|
MUB:24.4%;MSFT:15.4%;TLT:20.9%;TSLA:24.4%;HYG:14.9%
|
US:59.0;EU:20.6;APAC:9.1;EM:6.9;Other:4.4
|
Value:+0.9;Growth:-0.8;Quality:+0.7;Size:0.0;Momentum:+0.6;LowVol:-0.2
| null | 7
| 35
| 4.5
|
trailing 8%
| 124
| 19.1
|
Bull
| 14.8
| 3.67
| 2.4
| 102
| 38
| 73
| 42
| false
|
NoAction
|
Within bands; monitor
| -8
| -20
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 56
| -21
| 147
| 4
| false
|
Monitor dispersion and breadth
|
P1927
|
Active
|
401k
|
USD
|
2024-12-22
| 2,487,697
| 258,939
| 2,228,758
| 1.21
| 57.9
| 25.2
| 7.9
| 9
|
VTI:20.8%;BND:13.9%;XLF:20.8%;AMZN:8.9%;MSFT:14.9%;QQQ:20.8%
|
US:65.9;EU:17.1;APAC:8.5;EM:8.5;Other:0.1
|
Value:-0.0;Growth:+0.4;Quality:-0.6;Size:+0.4;Momentum:+0.2;LowVol:-0.1
|
MaxPos6%;NoDerivatives
| 6
| 30
| 4.7
|
trailing 8%
| 194
| 27.9
|
Volatile
| 21.9
| 5.14
| 3.9
| 142
| 52
| 75
| 52
| false
|
Buy
|
Add to core equity +1%
| 30
| -12
|
BrokerB
|
LMT
| 92
| null | null |
Normal monitoring
| 92
| -11
| 212
| 4
| false
|
Monitor dispersion and breadth
|
P1928
|
Cautious
|
IRA
|
USD
|
2025-09-25
| 809,456
| 114,935
| 694,521
| 1
| 49.4
| 35.2
| 0
| 15.4
|
GLD:28.1%;VTI:28.1%;VNQ:28.1%;QQQ:15.8%
|
US:63.3;EU:15.6;APAC:11.7;EM:7.5;Other:1.9
|
Value:-0.0;Growth:-0.1;Quality:-0.3;Size:-0.1;Momentum:+0.9;LowVol:+0.7
|
ESGOnly;NoMargin
| 8
| 30
| 3.5
|
trailing 8%
| 156
| 16.9
|
Volatile
| 29.3
| 5.07
| 3.4
| 112
| -23
| 29
| 61
| true
|
Rebalance
|
Rebalance back to target bands
| 31
| -6
|
BrokerB
|
MKT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -33
| 3
| -70
| 2
| false
|
Increase defensive factor exposure
|
P1929
|
Systematic
|
Taxable
|
USD
|
2025-07-28
| 1,416,278
| 83,099
| 1,333,179
| 1
| 56.6
| 30
| 6.3
| 7.1
|
QQQ:16.4%;VTI:8.7%;TSLA:9.6%;MSFT:21.7%;MUB:21.7%;XLF:21.7%
|
US:71.8;EU:6.8;APAC:6.5;EM:9.5;Other:5.5
|
Value:-0.3;Growth:+0.2;Quality:-0.6;Size:-0.3;Momentum:+0.3;LowVol:-0.8
|
NoDerivatives
| 5
| 25
| 4.2
|
hard 12%
| 229
| 17.9
|
Bear
| 25.9
| 3.06
| 3
| 213
| -94
| 5
| 72
| true
|
Hedge
|
Buy index puts 1% notional
| 0
| -25
|
BrokerB
|
LMT
| 100
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -2
| 16
| 79
| 2
| false
|
Monitor dispersion and breadth
|
P1930
|
Hands-off
|
401k
|
USD
|
2025-10-18
| 526,782
| 34,064
| 492,718
| 1
| 66.9
| 22.4
| 5
| 5.6
|
MSFT:22.1%;QQQ:22.1%;BND:14.4%;AMZN:19.2%;AAPL:22.1%
|
US:66.6;EU:11.9;APAC:11.9;EM:7.9;Other:1.7
|
Value:+0.4;Growth:+0.6;Quality:-0.3;Size:-0.9;Momentum:+0.2;LowVol:+0.5
|
ESGOnly
| 10
| 30
| 5
|
trailing 10%
| 160
| 16.7
|
Sideways
| 16.7
| 3.83
| 2
| 111
| -23
| 31
| 45
| false
|
NoAction
|
Within bands; monitor
| -4
| -17
|
BrokerC
|
LMT
| 87
| null | null |
Normal monitoring
| 101
| 1
| 187
| 5
| false
|
Tighten stops on momentum names
|
P1931
|
Opportunistic
|
IRA
|
USD
|
2025-08-17
| 490,332
| 39,536
| 450,796
| 1
| 71.3
| 12.7
| 7.2
| 8.9
|
AAPL:33.3%;IEF:33.3%;GLD:33.3%
|
US:69.9;EU:13.7;APAC:9.9;EM:6.1;Other:0.4
|
Value:+0.8;Growth:+0.9;Quality:-0.0;Size:+0.3;Momentum:-0.4;LowVol:+0.1
|
MaxPos5%
| 8
| 25
| 6.4
|
trailing 7%
| 214
| 31.5
|
Bull
| 11.8
| 4.98
| 2.6
| 86
| 16
| 62
| 53
| false
|
Buy
|
Add to core equity +1%
| 14
| -31
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 42
| -51
| 71
| 5
| false
|
Increase defensive factor exposure
|
P1932
|
Systematic
|
401k
|
USD
|
2025-09-29
| 492,820
| 23,174
| 469,646
| 1
| 55.1
| 23.8
| 15.7
| 5.4
|
HYG:33.3%;TLT:33.3%;VTI:33.3%
|
US:73.0;EU:10.5;APAC:9.3;EM:4.5;Other:2.7
|
Value:-0.4;Growth:-0.1;Quality:+0.9;Size:+0.7;Momentum:+0.4;LowVol:+0.5
|
MaxPos7%
| 5
| 25
| 4.4
|
hard 12%
| 214
| 25.6
|
Volatile
| 25.1
| 4.56
| 3.1
| 171
| -9
| 34
| 69
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -11
| -29
|
BrokerC
|
LMT
| 90
| null | null |
Normal monitoring
| 62
| -13
| 72
| 5
| false
|
Monitor dispersion and breadth
|
P1933
|
Cautious
|
Taxable
|
USD
|
2025-01-13
| 219,453
| 27,465
| 191,988
| 1
| 38.6
| 42.8
| 2.7
| 15.9
|
VTI:20.2%;AAPL:11.1%;VNQ:18.6%;BND:21.5%;GLD:7.2%;VOO:21.5%
|
US:65.1;EU:17.4;APAC:10.1;EM:3.7;Other:3.7
|
Value:-0.6;Growth:-0.8;Quality:+0.3;Size:+0.8;Momentum:-0.3;LowVol:-0.2
|
MaxPos6%;NoMargin
| 7
| 35
| 6
|
hard 10%
| 144
| 14.3
|
Bear
| 33.6
| 4.3
| 3
| 161
| -71
| 7
| 69
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 7
| 5
|
BrokerA
|
VWAP
| 92
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -57
| -50
| -80
| 3
| false
|
Within IPS guidelines
|
P1934
|
Opportunistic
|
Trust
|
USD
|
2024-08-08
| 563,788
| 34,850
| 528,938
| 1
| 73.6
| 12.1
| 10.2
| 4.1
|
XLF:28.7%;BND:28.7%;GLD:14.0%;TSLA:28.7%
|
US:64.1;EU:9.9;APAC:11.7;EM:8.9;Other:5.5
|
Value:-0.9;Growth:+0.1;Quality:+1.0;Size:-0.6;Momentum:-0.2;LowVol:+0.8
|
MaxPos6%
| 6
| 35
| 4.8
|
trailing 7%
| 219
| 25.5
|
Bear
| 25
| 4.14
| 2.7
| 195
| -117
| 5
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 8
| 2
|
BrokerC
|
LMT
| 95
| null | null |
Normal monitoring
| -8
| 6
| -43
| 4
| false
|
Tighten stops on momentum names
|
P1935
|
Hands-off
|
Roth
|
USD
|
2025-03-19
| 187,581
| 9,351
| 178,230
| 1
| 57.9
| 27.7
| 8.6
| 5.9
|
AMZN:21.0%;TLT:19.9%;VTI:9.0%;AAPL:18.1%;GLD:11.1%;BND:21.0%
|
US:67.3;EU:8.5;APAC:6.0;EM:13.2;Other:5.0
|
Value:+0.4;Growth:-0.2;Quality:-0.3;Size:-0.5;Momentum:+0.2;LowVol:+0.8
| null | 10
| 25
| 3.4
|
hard 10%
| 143
| 12.9
|
Volatile
| 28.6
| 4.97
| 3.7
| 164
| -20
| 26
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 7
| -34
|
BrokerC
|
LMT
| 87
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| -32
| -4
| -48
| 3
| false
|
Tax-aware sells next window
|
P1936
|
Hands-off
|
Taxable
|
USD
|
2025-04-16
| 786,356
| 68,419
| 717,937
| 1
| 56.5
| 27.4
| 10.5
| 5.5
|
TLT:22.7%;HYG:22.7%;BRK.B:18.5%;BND:22.5%;VOO:13.6%
|
US:66.1;EU:12.2;APAC:11.4;EM:8.1;Other:2.1
|
Value:-0.7;Growth:-0.5;Quality:+0.3;Size:+0.9;Momentum:+0.3;LowVol:-0.7
| null | 8
| 30
| 4
|
trailing 8%
| 143
| 13.2
|
Bear
| 34.1
| 4.45
| 1.3
| 174
| -63
| 19
| 90
| true
|
Hedge
|
Buy index puts 1% notional
| 12
| -13
|
BrokerB
|
LMT
| 97
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 30
| -26
| 117
| 3
| false
|
Increase defensive factor exposure
|
P1937
|
Hands-off
|
Roth
|
USD
|
2025-02-17
| 212,675
| 11,345
| 201,330
| 1
| 60.8
| 25
| 9.1
| 5
|
XLF:15.0%;QQQ:14.3%;IEF:18.0%;AAPL:10.5%;AMZN:21.1%;MUB:21.1%
|
US:67.4;EU:14.9;APAC:8.1;EM:5.4;Other:4.2
|
Value:-0.2;Growth:-0.6;Quality:-0.8;Size:-0.6;Momentum:+0.3;LowVol:+0.9
|
MaxPos7%;NoDerivatives
| 10
| 25
| 3.3
|
hard 10%
| 109
| 14.9
|
Volatile
| 20.4
| 4.17
| 2
| 156
| -10
| 46
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -21
|
BrokerB
|
LMT
| 89
| null | null |
Normal monitoring
| 73
| 6
| 207
| 4
| false
|
Increase defensive factor exposure
|
P1938
|
Active
|
Trust
|
USD
|
2025-10-13
| 661,576
| 46,436
| 615,140
| 1
| 52.7
| 23.4
| 17.3
| 6.6
|
VTI:33.3%;QQQ:33.3%;AMZN:33.3%
|
US:65.7;EU:5.7;APAC:12.7;EM:11.9;Other:3.9
|
Value:+0.2;Growth:-0.6;Quality:-0.9;Size:+0.6;Momentum:+0.7;LowVol:-0.9
|
MaxPos5%
| 7
| 30
| 4.6
|
trailing 9%
| 230
| 18.6
|
Volatile
| 26.2
| 3.57
| 4.4
| 161
| -24
| 32
| 60
| false
|
NoAction
|
Within bands; monitor
| 18
| 6
|
BrokerA
|
VWAP
| 86
| null | null |
Normal monitoring
| -52
| 2
| -77
| 4
| false
|
Monitor dispersion and breadth
|
P1939
|
Cautious
|
401k
|
USD
|
2025-02-18
| 411,650
| 46,600
| 365,050
| 1
| 35.5
| 31.5
| 22.9
| 10.1
|
VOO:25.0%;MSFT:25.0%;MUB:25.0%;AAPL:25.0%
|
US:59.0;EU:13.5;APAC:15.5;EM:9.5;Other:2.5
|
Value:-1.0;Growth:-0.5;Quality:+0.9;Size:+1.0;Momentum:+0.1;LowVol:+0.4
|
ESGOnly;NoMargin
| 10
| 35
| 5.7
|
trailing 8%
| 158
| 12.1
|
Volatile
| 28.6
| 4.81
| 3.4
| 163
| 18
| 52
| 59
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 11
| 6
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| -55
| 11
| 53
| 4
| false
|
Monitor dispersion and breadth
|
P1940
|
Hands-off
|
401k
|
USD
|
2025-07-11
| 154,149
| 13,871
| 140,278
| 1
| 63
| 23.5
| 7
| 6.5
|
QQQ:27.6%;AAPL:27.6%;MUB:27.6%;BRK.B:17.2%
|
US:57.2;EU:16.0;APAC:14.5;EM:9.3;Other:3.0
|
Value:+0.7;Growth:-0.6;Quality:+0.8;Size:-0.1;Momentum:-0.0;LowVol:-0.6
|
ESGOnly
| 8
| 35
| 5.2
|
hard 10%
| 100
| 18.4
|
Bear
| 22.9
| 4.45
| 1.7
| 199
| 13
| 60
| 70
| false
|
Sell
|
Trim extended winner -1%
| -12
| -32
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 82
| -1
| 128
| 3
| false
|
Tax-aware sells next window
|
P1941
|
Active
|
401k
|
USD
|
2025-08-30
| 850,156
| 95,905
| 754,251
| 1.24
| 60.2
| 30.3
| 0
| 9.5
|
AMZN:20.2%;TLT:12.0%;MSFT:8.8%;VNQ:20.2%;GLD:18.5%;HYG:20.2%
|
US:62.9;EU:12.0;APAC:11.3;EM:11.1;Other:2.7
|
Value:0.0;Growth:+0.3;Quality:-0.5;Size:+0.6;Momentum:-0.7;LowVol:+0.3
|
NoDerivatives
| 5
| 30
| 5.6
|
trailing 8%
| 184
| 24.2
|
Sideways
| 18.7
| 4.63
| 2.3
| 130
| 52
| 90
| 55
| false
|
Sell
|
Trim extended winner -1%
| -9
| -36
|
BrokerA
|
MKT
| 90
| null | null |
Normal monitoring
| -41
| -13
| -15
| 3
| false
|
Within IPS guidelines
|
P1942
|
Active
|
401k
|
USD
|
2025-08-27
| 2,233,217
| 262,587
| 1,970,630
| 1
| 58.4
| 25.5
| 8.6
| 7.5
|
TSLA:33.3%;TLT:33.3%;VOO:33.3%
|
US:67.8;EU:11.3;APAC:12.7;EM:4.7;Other:3.4
|
Value:-0.2;Growth:+0.5;Quality:-0.7;Size:-0.1;Momentum:+0.3;LowVol:-0.8
| null | 10
| 35
| 5.1
|
trailing 8%
| 195
| 18.5
|
Volatile
| 29.5
| 4.42
| 2.8
| 133
| 25
| 50
| 71
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 3
| -7
|
BrokerC
|
LMT
| 100
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 82
| -53
| 66
| 3
| false
|
Tax-aware sells next window
|
P1943
|
Systematic
|
Trust
|
USD
|
2024-11-01
| 948,598
| 71,209
| 877,389
| 1
| 65
| 26.8
| 0
| 8.1
|
MUB:33.3%;GLD:33.3%;AAPL:33.3%
|
US:57.5;EU:19.1;APAC:10.8;EM:10.6;Other:2.0
|
Value:-0.4;Growth:-0.6;Quality:-0.4;Size:-0.4;Momentum:+1.0;LowVol:-0.2
|
MaxPos5%;NoDerivatives
| 5
| 25
| 5.3
|
trailing 9%
| 151
| 16.8
|
Sideways
| 20.8
| 4.23
| 3.3
| 137
| -12
| 31
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| -35
|
BrokerD
|
LMT
| 86
| null | null |
Normal monitoring
| -23
| -38
| -14
| 4
| false
|
Increase defensive factor exposure
|
P1944
|
Cautious
|
Roth
|
USD
|
2025-09-19
| 743,589
| 108,132
| 635,457
| 1
| 50.5
| 38.9
| 0
| 10.7
|
MUB:9.8%;QQQ:20.4%;IEF:17.5%;TSLA:19.1%;GLD:20.4%;VTI:12.8%
|
US:66.8;EU:13.6;APAC:11.2;EM:4.4;Other:4.0
|
Value:-1.0;Growth:+0.6;Quality:-0.7;Size:-0.9;Momentum:-0.7;LowVol:+0.5
|
ESGOnly;NoMargin
| 7
| 30
| 4.5
|
trailing 8%
| 139
| 18.6
|
Bear
| 23
| 3.38
| 1.3
| 183
| -64
| 8
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 35
| 11
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 64
| -3
| 117
| 3
| false
|
Tax-aware sells next window
|
P1945
|
Cautious
|
401k
|
USD
|
2025-09-12
| 346,367
| 40,329
| 306,038
| 1
| 38.9
| 43.9
| 6.5
| 10.6
|
AMZN:21.9%;GLD:21.9%;MUB:21.9%;BRK.B:12.3%;QQQ:21.9%
|
US:59.3;EU:17.9;APAC:14.9;EM:6.2;Other:1.7
|
Value:+0.9;Growth:+0.7;Quality:-0.5;Size:+0.4;Momentum:-0.7;LowVol:-0.5
|
ESGOnly;NoMargin
| 8
| 30
| 3.3
|
trailing 8%
| 125
| 18.1
|
Bull
| 17.3
| 4.17
| 3
| 89
| 14
| 59
| 38
| false
|
Buy
|
Add to core equity +1%
| 9
| -28
|
BrokerA
|
LMT
| 92
| null | null |
Normal monitoring
| 31
| -31
| 84
| 5
| false
|
Increase defensive factor exposure
|
P1946
|
Opportunistic
|
Trust
|
USD
|
2024-08-28
| 351,228
| 22,340
| 328,888
| 1.08
| 74.1
| 14.7
| 3.8
| 7.3
|
TSLA:27.3%;VOO:27.3%;GLD:27.3%;HYG:18.0%
|
US:68.1;EU:9.6;APAC:12.9;EM:7.4;Other:2.0
|
Value:-0.3;Growth:-0.5;Quality:+0.1;Size:-0.3;Momentum:+0.6;LowVol:-0.9
|
MaxPos6%;NoDerivatives
| 7
| 35
| 6
|
trailing 7%
| 271
| 29.1
|
Bull
| 16.7
| 4.32
| 3
| 108
| 66
| 94
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 1
| 14
|
BrokerD
|
LMT
| 87
| null | null |
Normal monitoring
| -13
| -13
| 104
| 4
| false
|
Increase defensive factor exposure
|
P1947
|
Systematic
|
Roth
|
USD
|
2024-10-11
| 520,271
| 50,761
| 469,510
| 1
| 60.2
| 21.7
| 12.9
| 5.3
|
AAPL:22.1%;QQQ:22.1%;IEF:22.1%;BND:9.2%;TLT:12.2%;VNQ:12.3%
|
US:61.2;EU:9.9;APAC:16.0;EM:8.4;Other:4.5
|
Value:-1.0;Growth:+0.8;Quality:+0.4;Size:-0.4;Momentum:-0.1;LowVol:+0.7
|
MaxPos8%
| 10
| 30
| 4.4
|
trailing 8%
| 209
| 20.4
|
Sideways
| 16.3
| 3.58
| 2.7
| 130
| -2
| 38
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 23
| -24
|
BrokerA
|
LMT
| 96
| null | null |
Normal monitoring
| 13
| -14
| -22
| 5
| false
|
Tighten stops on momentum names
|
P1948
|
Active
|
Trust
|
USD
|
2025-05-09
| 1,153,355
| 95,933
| 1,057,422
| 1
| 57.6
| 26
| 10.6
| 5.9
|
BND:33.3%;AAPL:33.4%;MUB:33.4%
|
US:65.0;EU:17.1;APAC:6.0;EM:6.3;Other:5.6
|
Value:-0.7;Growth:-0.7;Quality:-0.8;Size:-0.5;Momentum:-0.7;LowVol:+0.4
|
NoDerivatives
| 7
| 25
| 4.6
|
trailing 9%
| 125
| 20.6
|
Bull
| 15.9
| 3.63
| 2.6
| 87
| 86
| 81
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| -16
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 63
| -43
| 88
| 3
| false
|
Monitor dispersion and breadth
|
P1949
|
Hands-off
|
Roth
|
USD
|
2025-06-18
| 593,717
| 38,753
| 554,964
| 1
| 63.8
| 28.3
| 2.7
| 5.2
|
AAPL:19.6%;XLF:12.9%;VTI:12.5%;HYG:15.1%;VOO:19.5%;BND:20.3%
|
US:63.9;EU:17.1;APAC:5.6;EM:9.4;Other:3.9
|
Value:+0.4;Growth:+0.4;Quality:-0.7;Size:+0.1;Momentum:+0.9;LowVol:+0.9
|
ESGOnly
| 8
| 35
| 3.8
|
trailing 10%
| 169
| 16.1
|
Bull
| 15.6
| 4.04
| 3
| 86
| 69
| 99
| 39
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 17
| 12
|
BrokerC
|
LMT
| 87
| null | null |
Normal monitoring
| 100
| -47
| 155
| 5
| false
|
Monitor dispersion and breadth
|
P1950
|
Hands-off
|
Trust
|
USD
|
2024-12-16
| 796,786
| 59,275
| 737,511
| 1
| 70.9
| 16.2
| 6.2
| 6.6
|
VOO:22.5%;GLD:12.8%;TLT:19.9%;BRK.B:22.5%;MSFT:22.5%
|
US:72.6;EU:7.7;APAC:8.5;EM:8.1;Other:3.1
|
Value:+0.7;Growth:-0.6;Quality:+0.1;Size:-0.6;Momentum:-0.6;LowVol:-0.9
| null | 7
| 25
| 4.4
|
trailing 8%
| 117
| 13.1
|
Volatile
| 21.1
| 3.79
| 4.3
| 129
| 21
| 51
| 60
| false
|
NoAction
|
Within bands; monitor
| 1
| -8
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| 2
| -32
| -26
| 4
| false
|
Within IPS guidelines
|
P1951
|
Active
|
Trust
|
USD
|
2025-02-10
| 1,189,560
| 141,602
| 1,047,958
| 1.15
| 64.2
| 27.8
| 0
| 8
|
IEF:35.1%;VTI:35.1%;TLT:29.8%
|
US:62.1;EU:15.8;APAC:13.9;EM:7.5;Other:0.8
|
Value:0.0;Growth:+0.5;Quality:+0.7;Size:+0.6;Momentum:+0.6;LowVol:+0.2
|
NoDerivatives
| 10
| 25
| 5.5
|
trailing 9%
| 196
| 27.7
|
Bull
| 12.4
| 4.75
| 3
| 118
| 34
| 56
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| -22
|
BrokerC
|
MKT
| 89
| null | null |
Normal monitoring
| -40
| -36
| -34
| 3
| false
|
Within IPS guidelines
|
P1952
|
Cautious
|
Roth
|
USD
|
2025-07-16
| 676,169
| 98,922
| 577,247
| 1
| 43.2
| 39.2
| 0
| 17.6
|
IEF:22.3%;BRK.B:25.9%;VNQ:25.9%;MUB:25.9%
|
US:60.3;EU:13.0;APAC:12.8;EM:10.2;Other:3.7
|
Value:+0.9;Growth:+0.6;Quality:+0.1;Size:-0.2;Momentum:+0.7;LowVol:-0.6
|
ESGOnly;NoMargin
| 8
| 25
| 4.3
|
trailing 10%
| 106
| 17.8
|
Bull
| 17.5
| 3.53
| 3
| 87
| 0
| 49
| 31
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 19
| 1
|
BrokerA
|
MKT
| 100
| null | null |
Normal monitoring
| 90
| -10
| 167
| 4
| false
|
Tax-aware sells next window
|
P1953
|
Cautious
|
Taxable
|
USD
|
2025-10-17
| 428,455
| 51,716
| 376,739
| 1
| 44.7
| 33.1
| 7.6
| 14.6
|
GLD:21.8%;VNQ:15.2%;HYG:22.1%;BRK.B:21.6%;TSLA:19.2%
|
US:62.4;EU:15.2;APAC:11.6;EM:7.0;Other:3.8
|
Value:+0.4;Growth:-0.8;Quality:-0.1;Size:+0.2;Momentum:-0.5;LowVol:-0.4
|
MaxPos5%;NoDerivatives;NoMargin
| 8
| 25
| 6
|
trailing 8%
| 121
| 18.3
|
Bull
| 16.1
| 4.57
| 3
| 116
| 110
| 98
| 47
| false
|
Sell
|
Trim extended winner -1%
| 4
| -21
|
BrokerC
|
VWAP
| 95
| null | null |
Normal monitoring
| 106
| 8
| 94
| 3
| false
|
Within IPS guidelines
|
P1954
|
Cautious
|
IRA
|
USD
|
2025-12-07
| 179,062
| 24,884
| 154,178
| 1
| 40.3
| 37.4
| 5.2
| 17.1
|
BND:12.6%;MUB:23.3%;HYG:23.3%;AMZN:10.5%;AAPL:15.5%;TSLA:14.7%
|
US:68.9;EU:12.6;APAC:8.1;EM:9.7;Other:0.7
|
Value:+0.5;Growth:-0.6;Quality:-0.5;Size:-0.4;Momentum:+1.0;LowVol:+0.6
|
ESGOnly;NoMargin
| 5
| 30
| 4.9
|
trailing 8%
| 90
| 15
|
Bear
| 26.6
| 3.84
| 1.8
| 160
| -3
| 46
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -17
|
BrokerD
|
LMT
| 96
| null | null |
Normal monitoring
| 117
| -48
| 194
| 4
| false
|
Tax-aware sells next window
|
P1955
|
Systematic
|
Trust
|
USD
|
2025-04-17
| 967,828
| 71,373
| 896,455
| 1
| 67.7
| 26.4
| 0
| 5.9
|
QQQ:19.0%;XLF:15.6%;VTI:10.4%;VNQ:13.8%;AAPL:20.4%;HYG:20.8%
|
US:57.7;EU:14.9;APAC:13.2;EM:11.7;Other:2.5
|
Value:+0.1;Growth:-0.2;Quality:+0.4;Size:-0.9;Momentum:-0.1;LowVol:+0.5
|
MaxPos7%
| 7
| 35
| 5.1
|
trailing 9%
| 147
| 20.4
|
Sideways
| 15.1
| 4.02
| 2.8
| 114
| 14
| 45
| 50
| false
|
Sell
|
Trim extended winner -1%
| 26
| -11
|
BrokerD
|
MKT
| 93
| null | null |
Normal monitoring
| -46
| -4
| 88
| 4
| false
|
Monitor dispersion and breadth
|
P1956
|
Hands-off
|
IRA
|
USD
|
2024-12-01
| 497,169
| 37,886
| 459,283
| 1
| 60.4
| 24.1
| 9.5
| 6
|
MSFT:27.3%;XLF:18.0%;VTI:27.3%;GLD:27.3%
|
US:62.3;EU:11.2;APAC:12.1;EM:10.1;Other:4.3
|
Value:-0.4;Growth:-0.5;Quality:+0.8;Size:+0.8;Momentum:+0.8;LowVol:-0.5
| null | 5
| 25
| 3.1
|
trailing 8%
| 115
| 20
|
Volatile
| 22.3
| 5.17
| 3.7
| 136
| 58
| 79
| 64
| false
|
Sell
|
Trim extended winner -1%
| 32
| -1
|
BrokerD
|
VWAP
| 88
| null | null |
Normal monitoring
| -20
| -44
| 96
| 3
| false
|
Monitor dispersion and breadth
|
P1957
|
Hands-off
|
Taxable
|
USD
|
2024-11-24
| 374,925
| 18,338
| 356,587
| 1
| 66.4
| 22.1
| 6
| 5.5
|
MSFT:11.7%;HYG:24.8%;VTI:24.8%;TSLA:24.8%;BND:13.8%
|
US:72.6;EU:9.9;APAC:9.4;EM:5.7;Other:2.5
|
Value:-0.3;Growth:-0.1;Quality:-0.2;Size:+0.1;Momentum:-0.9;LowVol:+0.2
|
ESGOnly;MaxPos8%;NoDerivatives
| 7
| 30
| 4.4
|
hard 10%
| 125
| 14.5
|
Sideways
| 15.5
| 4.6
| 2.1
| 134
| -30
| 20
| 50
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 13
| -34
|
BrokerA
|
VWAP
| 98
| null | null |
Normal monitoring
| 63
| -4
| 106
| 5
| false
|
Tax-aware sells next window
|
P1958
|
Systematic
|
Roth
|
USD
|
2025-03-20
| 1,497,028
| 84,723
| 1,412,305
| 1
| 61.3
| 32.5
| 0
| 6.2
|
MSFT:6.4%;TLT:21.4%;IEF:21.4%;TSLA:20.1%;BND:21.4%;VNQ:9.3%
|
US:69.8;EU:13.1;APAC:8.9;EM:4.6;Other:3.6
|
Value:+0.6;Growth:+0.6;Quality:+0.5;Size:-1.0;Momentum:-0.6;LowVol:+0.2
|
NoDerivatives
| 8
| 35
| 4.9
|
trailing 9%
| 220
| 23.8
|
Volatile
| 24.1
| 4.21
| 2.8
| 147
| 66
| 94
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| 30
| -35
|
BrokerB
|
MKT
| 87
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 94
| -23
| 159
| 5
| false
|
Monitor dispersion and breadth
|
P1959
|
Cautious
|
IRA
|
USD
|
2024-10-10
| 801,102
| 110,012
| 691,090
| 1
| 41.8
| 31.2
| 9.8
| 17.3
|
VOO:22.2%;XLF:22.2%;MUB:15.5%;BND:21.5%;AAPL:10.6%;VTI:8.1%
|
US:69.9;EU:9.2;APAC:5.2;EM:10.8;Other:4.8
|
Value:-0.3;Growth:-0.7;Quality:-0.9;Size:-0.1;Momentum:-0.2;LowVol:+0.6
|
NoMargin
| 5
| 30
| 4.5
|
hard 10%
| 169
| 15.3
|
Sideways
| 20.7
| 3.65
| 3.3
| 107
| 32
| 80
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -20
|
BrokerB
|
MKT
| 96
| null | null |
Normal monitoring
| -10
| -30
| -11
| 3
| false
|
Tighten stops on momentum names
|
P1960
|
Active
|
IRA
|
USD
|
2025-09-07
| 1,553,442
| 147,734
| 1,405,708
| 1
| 59.7
| 19.5
| 12.3
| 8.6
|
MUB:16.5%;AAPL:14.5%;XLF:20.7%;BND:20.7%;VOO:18.3%;QQQ:9.3%
|
US:71.7;EU:11.5;APAC:6.4;EM:7.6;Other:2.8
|
Value:-0.6;Growth:-0.1;Quality:-0.9;Size:0.0;Momentum:-0.1;LowVol:+0.4
|
NoDerivatives
| 8
| 35
| 4.1
|
hard 12%
| 126
| 25.4
|
Volatile
| 22.9
| 5.39
| 2.2
| 170
| 3
| 61
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| -4
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| -56
| 14
| -30
| 3
| false
|
Tighten stops on momentum names
|
P1961
|
Opportunistic
|
IRA
|
USD
|
2025-06-17
| 1,111,827
| 88,094
| 1,023,733
| 1
| 67.9
| 15.2
| 12.4
| 4.5
|
HYG:20.4%;VOO:8.3%;AAPL:16.9%;VTI:19.2%;XLF:18.0%;IEF:17.2%
|
US:68.9;EU:12.4;APAC:11.1;EM:3.3;Other:4.2
|
Value:+0.6;Growth:-0.9;Quality:-0.4;Size:-0.9;Momentum:-0.3;LowVol:-0.4
|
MaxPos8%
| 5
| 35
| 4.1
|
hard 12%
| 212
| 22
|
Volatile
| 29.9
| 3.61
| 3.5
| 165
| -32
| 45
| 74
| true
|
Rebalance
|
Rebalance back to target bands
| 22
| -26
|
BrokerB
|
LMT
| 99
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -2
| -31
| 113
| 4
| false
|
Monitor dispersion and breadth
|
P1962
|
Opportunistic
|
Taxable
|
USD
|
2025-03-31
| 897,509
| 37,741
| 859,768
| 1
| 62.8
| 12.2
| 19.2
| 5.9
|
TLT:18.6%;IEF:17.2%;XLF:11.1%;MUB:18.4%;QQQ:19.1%;AMZN:15.7%
|
US:53.6;EU:17.4;APAC:15.2;EM:11.6;Other:2.2
|
Value:+0.2;Growth:+0.4;Quality:-0.3;Size:-0.6;Momentum:-0.0;LowVol:+0.5
| null | 6
| 25
| 4.2
|
trailing 9%
| 240
| 22
|
Bull
| 16
| 4.19
| 2.2
| 103
| 71
| 74
| 43
| false
|
Sell
|
Trim extended winner -1%
| 14
| 13
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 63
| -42
| 37
| 4
| false
|
Within IPS guidelines
|
P1963
|
Opportunistic
|
IRA
|
USD
|
2025-01-15
| 1,309,857
| 51,698
| 1,258,159
| 1.24
| 76.7
| 16.2
| 0
| 7.1
|
GLD:25.1%;IEF:24.8%;VOO:25.1%;HYG:25.1%
|
US:70.5;EU:4.8;APAC:11.0;EM:9.3;Other:4.4
|
Value:-0.1;Growth:-0.9;Quality:+0.2;Size:+0.8;Momentum:-0.1;LowVol:+0.9
| null | 7
| 25
| 6.7
|
trailing 7%
| 165
| 27.5
|
Bear
| 34.9
| 4.03
| 2.3
| 161
| 13
| 66
| 100
| true
|
Rebalance
|
Rebalance back to target bands
| 10
| -8
|
BrokerD
|
MKT
| 94
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 103
| 1
| 113
| 2
| false
|
Tax-aware sells next window
|
P1964
|
Systematic
|
Trust
|
USD
|
2024-09-30
| 1,946,956
| 185,727
| 1,761,229
| 1
| 62.9
| 26.9
| 4.6
| 5.7
|
BRK.B:22.5%;HYG:22.5%;BND:21.6%;TSLA:14.3%;MSFT:19.1%
|
US:67.4;EU:17.9;APAC:11.2;EM:3.1;Other:0.4
|
Value:-0.9;Growth:-1.0;Quality:+0.2;Size:-0.3;Momentum:-0.7;LowVol:-0.2
| null | 5
| 35
| 5.5
|
hard 12%
| 146
| 24.8
|
Bull
| 11.1
| 4.34
| 2
| 102
| 33
| 67
| 47
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -14
| 2
|
BrokerA
|
LMT
| 100
| null | null |
Normal monitoring
| -46
| 11
| 39
| 5
| false
|
Increase defensive factor exposure
|
P1965
|
Hands-off
|
IRA
|
USD
|
2025-02-11
| 225,723
| 15,381
| 210,342
| 1
| 72.4
| 19
| 0
| 8.6
|
GLD:22.1%;TLT:22.1%;AAPL:18.8%;IEF:21.4%;VTI:15.6%
|
US:68.6;EU:6.0;APAC:15.7;EM:5.0;Other:4.7
|
Value:-0.5;Growth:+0.8;Quality:+0.2;Size:-0.9;Momentum:-0.0;LowVol:+0.7
|
MaxPos7%;NoDerivatives
| 10
| 25
| 3.5
|
trailing 8%
| 94
| 14.3
|
Bear
| 28.2
| 3.47
| 2.8
| 195
| -75
| 5
| 85
| true
|
Rebalance
|
Rebalance back to target bands
| 7
| -25
|
BrokerC
|
LMT
| 88
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 67
| -52
| 140
| 4
| false
|
Increase defensive factor exposure
|
P1966
|
Opportunistic
|
Trust
|
USD
|
2024-10-08
| 1,334,101
| 101,210
| 1,232,891
| 1
| 69.4
| 17.1
| 6.4
| 7.1
|
VNQ:22.9%;HYG:25.7%;VTI:25.7%;AAPL:25.7%
|
US:66.2;EU:15.6;APAC:8.0;EM:8.9;Other:1.3
|
Value:0.0;Growth:-0.8;Quality:0.0;Size:+0.4;Momentum:-0.5;LowVol:-0.9
|
MaxPos5%
| 5
| 35
| 6.9
|
trailing 9%
| 197
| 25.8
|
Sideways
| 17.2
| 4.25
| 3.3
| 109
| -3
| 51
| 64
| false
|
Buy
|
Add to core equity +1%
| 28
| -1
|
BrokerB
|
LMT
| 88
| null | null |
Normal monitoring
| 117
| -3
| 146
| 5
| false
|
Within IPS guidelines
|
P1967
|
Opportunistic
|
Roth
|
USD
|
2025-09-21
| 1,020,980
| 38,457
| 982,523
| 1.06
| 67.1
| 16.3
| 11.4
| 5.1
|
TLT:35.1%;VOO:35.1%;MUB:29.7%
|
US:65.4;EU:17.4;APAC:10.3;EM:2.9;Other:3.9
|
Value:-0.3;Growth:-0.2;Quality:-0.2;Size:-0.6;Momentum:+0.7;LowVol:+0.9
|
MaxPos5%;NoDerivatives
| 10
| 25
| 5.9
|
trailing 9%
| 174
| 23.8
|
Sideways
| 20.6
| 3.96
| 2.7
| 104
| 43
| 86
| 68
| false
|
Sell
|
Trim extended winner -1%
| 32
| 5
|
BrokerB
|
VWAP
| 94
| null | null |
Normal monitoring
| 30
| -55
| 120
| 4
| false
|
Tax-aware sells next window
|
P1968
|
Opportunistic
|
Taxable
|
USD
|
2024-08-31
| 1,276,805
| 54,935
| 1,221,870
| 1
| 69.5
| 11.3
| 11
| 8.2
|
XLF:36.5%;BND:27.1%;IEF:36.5%
|
US:63.6;EU:12.8;APAC:14.6;EM:6.1;Other:2.8
|
Value:-0.1;Growth:+0.1;Quality:-0.7;Size:0.0;Momentum:+0.7;LowVol:-0.2
|
MaxPos5%;NoDerivatives
| 7
| 25
| 4.9
|
trailing 7%
| 192
| 26.3
|
Bull
| 17.5
| 3.85
| 2
| 79
| 7
| 59
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -6
| -39
|
BrokerD
|
MKT
| 100
| null | null |
Normal monitoring
| -51
| -13
| 66
| 4
| false
|
Tighten stops on momentum names
|
P1969
|
Systematic
|
401k
|
USD
|
2025-10-25
| 1,382,927
| 132,772
| 1,250,155
| 1
| 63.4
| 21.2
| 6.5
| 8.9
|
AMZN:36.9%;IEF:36.9%;VNQ:26.1%
|
US:70.6;EU:10.8;APAC:6.7;EM:11.7;Other:0.4
|
Value:+0.2;Growth:-0.8;Quality:+0.6;Size:+0.7;Momentum:0.0;LowVol:-0.8
| null | 6
| 30
| 5.2
|
hard 12%
| 208
| 17.5
|
Bull
| 14
| 3.52
| 2.9
| 106
| 16
| 47
| 44
| false
|
Sell
|
Trim extended winner -1%
| 1
| -10
|
BrokerD
|
MKT
| 85
| null | null |
Normal monitoring
| 4
| -48
| 87
| 5
| false
|
Within IPS guidelines
|
P1970
|
Opportunistic
|
401k
|
USD
|
2025-06-13
| 1,171,819
| 38,836
| 1,132,983
| 1
| 71
| 20.6
| 0
| 8.4
|
HYG:26.7%;QQQ:26.7%;VTI:19.8%;MUB:26.7%
|
US:71.9;EU:11.1;APAC:7.4;EM:5.2;Other:4.3
|
Value:+0.5;Growth:-0.2;Quality:+0.9;Size:+0.4;Momentum:-0.3;LowVol:0.0
|
MaxPos7%
| 7
| 35
| 5.4
|
trailing 9%
| 198
| 21.2
|
Bull
| 17.2
| 4.56
| 2.1
| 96
| 43
| 59
| 50
| false
|
Sell
|
Trim extended winner -1%
| 11
| 14
|
BrokerB
|
LMT
| 97
| null | null |
Normal monitoring
| -3
| 15
| -21
| 3
| false
|
Monitor dispersion and breadth
|
P1971
|
Hands-off
|
Trust
|
USD
|
2025-01-23
| 382,952
| 19,887
| 363,065
| 1
| 58.8
| 26
| 7.2
| 8
|
XLF:18.7%;VOO:20.7%;IEF:15.9%;BRK.B:13.4%;VNQ:20.7%;AAPL:10.7%
|
US:78.3;EU:7.3;APAC:7.2;EM:5.1;Other:2.0
|
Value:-0.2;Growth:-0.9;Quality:+0.5;Size:-0.5;Momentum:-0.9;LowVol:+0.3
|
NoDerivatives
| 8
| 30
| 5.2
|
trailing 8%
| 107
| 16.7
|
Volatile
| 31.9
| 4.35
| 3.2
| 130
| -11
| 37
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| 8
| -34
|
BrokerC
|
MKT
| 93
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -21
| -40
| -9
| 4
| false
|
Increase defensive factor exposure
|
P1972
|
Hands-off
|
Roth
|
USD
|
2025-12-06
| 811,050
| 35,638
| 775,412
| 1
| 67.1
| 18.2
| 6
| 8.6
|
TLT:12.1%;MUB:12.8%;MSFT:21.2%;TSLA:10.9%;GLD:19.7%;IEF:23.4%
|
US:69.1;EU:7.9;APAC:8.1;EM:12.2;Other:2.7
|
Value:+0.5;Growth:+0.7;Quality:+0.8;Size:+0.8;Momentum:+0.4;LowVol:-1.0
|
MaxPos6%;NoDerivatives
| 6
| 35
| 3.7
|
trailing 10%
| 167
| 14.7
|
Bull
| 15.7
| 4.35
| 3.4
| 118
| 44
| 79
| 51
| false
|
Buy
|
Add to core equity +1%
| 14
| -7
|
BrokerC
|
MKT
| 99
| null | null |
Normal monitoring
| 7
| -52
| 38
| 3
| false
|
Tax-aware sells next window
|
P1973
|
Systematic
|
Trust
|
USD
|
2024-10-14
| 486,016
| 41,245
| 444,771
| 1
| 58.3
| 33.9
| 0
| 7.8
|
QQQ:26.9%;VOO:26.9%;BND:19.4%;AMZN:26.9%
|
US:80.3;EU:7.1;APAC:5.3;EM:4.4;Other:2.9
|
Value:+0.9;Growth:-0.1;Quality:+0.6;Size:+0.8;Momentum:+0.7;LowVol:+0.4
| null | 5
| 30
| 5.2
|
hard 12%
| 182
| 23.5
|
Bull
| 11
| 3.77
| 2.9
| 99
| 9
| 47
| 41
| true
|
Rebalance
|
Rebalance back to target bands
| 8
| -8
|
BrokerC
|
VWAP
| 90
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 27
| -60
| 0
| 2
| true
|
Monitor dispersion and breadth
|
P1974
|
Cautious
|
Roth
|
USD
|
2025-07-04
| 617,143
| 81,144
| 535,999
| 1
| 41.6
| 35.1
| 12.3
| 11
|
QQQ:25.0%;GLD:25.0%;VNQ:25.0%;AAPL:25.0%
|
US:64.7;EU:15.7;APAC:11.5;EM:4.9;Other:3.2
|
Value:+0.4;Growth:+0.1;Quality:-0.4;Size:-0.4;Momentum:-0.7;LowVol:+0.5
|
ESGOnly;NoMargin
| 10
| 35
| 3.9
|
hard 10%
| 106
| 15
|
Volatile
| 21.5
| 4.38
| 3.7
| 155
| -44
| 20
| 47
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -5
| 12
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| 29
| 9
| 78
| 5
| false
|
Within IPS guidelines
|
P1975
|
Systematic
|
Taxable
|
USD
|
2025-02-19
| 792,567
| 65,402
| 727,165
| 1
| 62.7
| 25.8
| 4.3
| 7.2
|
VNQ:33.3%;AAPL:33.3%;TLT:33.3%
|
US:60.4;EU:13.8;APAC:12.2;EM:9.0;Other:4.6
|
Value:+0.3;Growth:-1.0;Quality:-0.3;Size:+0.5;Momentum:-0.9;LowVol:+0.2
|
MaxPos6%
| 7
| 35
| 5.6
|
hard 12%
| 163
| 17.1
|
Bull
| 14.9
| 4.03
| 3.2
| 84
| 12
| 59
| 48
| true
|
Hedge
|
Buy index puts 1% notional
| -14
| -18
|
BrokerA
|
MKT
| 99
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 34
| -18
| 12
| 2
| false
|
Tighten stops on momentum names
|
P1976
|
Systematic
|
IRA
|
USD
|
2024-08-29
| 1,843,193
| 133,627
| 1,709,566
| 1
| 65.4
| 26.6
| 2.7
| 5.3
|
BND:16.8%;VOO:21.2%;BRK.B:20.8%;GLD:9.3%;QQQ:16.4%;VTI:15.6%
|
US:65.0;EU:13.9;APAC:10.4;EM:9.5;Other:1.2
|
Value:-0.7;Growth:-0.5;Quality:0.0;Size:-0.3;Momentum:+1.0;LowVol:+1.0
|
MaxPos6%
| 6
| 25
| 5.5
|
trailing 9%
| 125
| 26.4
|
Volatile
| 23.3
| 4.86
| 3.4
| 121
| -46
| 39
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 7
| -2
|
BrokerC
|
MKT
| 98
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 100
| -19
| 141
| 3
| false
|
Within IPS guidelines
|
P1977
|
Systematic
|
IRA
|
USD
|
2024-12-30
| 1,117,364
| 111,383
| 1,005,981
| 1
| 61.6
| 22.6
| 10.7
| 5.2
|
VNQ:23.7%;AMZN:16.6%;VOO:23.7%;BRK.B:23.7%;TSLA:12.4%
|
US:66.3;EU:8.2;APAC:13.5;EM:10.7;Other:1.2
|
Value:-0.2;Growth:-0.2;Quality:+1.0;Size:-0.6;Momentum:-0.2;LowVol:-1.0
|
MaxPos8%;NoDerivatives
| 8
| 30
| 4.1
|
hard 12%
| 169
| 24.2
|
Bull
| 15.4
| 4.04
| 3.2
| 109
| 9
| 46
| 54
| false
|
Sell
|
Trim extended winner -1%
| 15
| 3
|
BrokerC
|
MKT
| 94
| null | null |
Normal monitoring
| -27
| -18
| -63
| 4
| false
|
Tighten stops on momentum names
|
P1978
|
Hands-off
|
IRA
|
USD
|
2025-01-14
| 811,495
| 58,576
| 752,919
| 1
| 67.6
| 16.3
| 8.1
| 8
|
BND:21.8%;GLD:18.2%;IEF:12.6%;VTI:13.8%;QQQ:11.8%;MSFT:21.8%
|
US:65.0;EU:9.0;APAC:13.4;EM:10.3;Other:2.3
|
Value:0.0;Growth:-0.3;Quality:-1.0;Size:+0.7;Momentum:-0.5;LowVol:+0.9
|
MaxPos7%
| 7
| 35
| 5.3
|
trailing 10%
| 143
| 16.4
|
Bear
| 32.8
| 3.39
| 1
| 218
| 0
| 46
| 82
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 20
| 13
|
BrokerB
|
LMT
| 88
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 66
| -43
| 95
| 5
| false
|
Increase defensive factor exposure
|
P1979
|
Active
|
Taxable
|
USD
|
2025-11-12
| 1,300,622
| 118,436
| 1,182,186
| 1
| 63.8
| 29.4
| 0
| 6.8
|
AAPL:21.1%;TLT:21.1%;QQQ:13.7%;AMZN:18.7%;BRK.B:7.9%;VTI:17.6%
|
US:72.4;EU:5.6;APAC:9.4;EM:10.2;Other:2.5
|
Value:+0.5;Growth:-0.8;Quality:+0.7;Size:-0.5;Momentum:-0.6;LowVol:-0.3
|
NoDerivatives
| 10
| 25
| 4.5
|
trailing 9%
| 203
| 18.1
|
Volatile
| 29.4
| 4.4
| 3.8
| 160
| 45
| 73
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| -27
|
BrokerA
|
LMT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 111
| -27
| 130
| 2
| false
|
Monitor dispersion and breadth
|
P1980
|
Cautious
|
401k
|
USD
|
2024-12-19
| 883,869
| 87,354
| 796,515
| 1
| 41.4
| 34.9
| 7.6
| 16.1
|
TSLA:29.1%;GLD:16.9%;XLF:24.8%;IEF:29.1%
|
US:64.6;EU:18.8;APAC:7.5;EM:8.8;Other:0.3
|
Value:-0.4;Growth:-0.3;Quality:-0.4;Size:-0.4;Momentum:+0.4;LowVol:-0.7
|
ESGOnly;NoMargin
| 10
| 25
| 4.1
|
trailing 8%
| 148
| 14.7
|
Bear
| 24.9
| 3.88
| 1.9
| 169
| -92
| 11
| 47
| true
|
Rebalance
|
Rebalance back to target bands
| 2
| -21
|
BrokerA
|
MKT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 34
| -44
| 2
| 3
| false
|
Increase defensive factor exposure
|
P1981
|
Hands-off
|
IRA
|
USD
|
2024-11-03
| 861,940
| 72,564
| 789,376
| 1
| 69
| 20
| 4.5
| 6.5
|
BRK.B:29.0%;VOO:35.5%;AMZN:35.5%
|
US:72.4;EU:16.6;APAC:6.9;EM:3.0;Other:1.1
|
Value:-0.3;Growth:-0.4;Quality:-0.4;Size:-0.1;Momentum:-0.3;LowVol:-0.6
|
ESGOnly;NoDerivatives
| 8
| 25
| 5.7
|
trailing 8%
| 144
| 19.1
|
Bull
| 11.4
| 4.62
| 3.1
| 87
| 92
| 96
| 36
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| 11
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| 44
| -24
| 160
| 5
| false
|
Tighten stops on momentum names
|
P1982
|
Hands-off
|
IRA
|
USD
|
2025-08-09
| 203,800
| 17,203
| 186,597
| 1
| 57
| 22.5
| 13.7
| 6.7
|
QQQ:19.5%;TSLA:29.3%;TLT:22.0%;VOO:29.3%
|
US:65.8;EU:12.7;APAC:12.9;EM:6.5;Other:2.2
|
Value:+0.3;Growth:+0.3;Quality:-0.6;Size:+0.2;Momentum:+0.5;LowVol:-0.7
|
NoDerivatives
| 10
| 30
| 3.4
|
hard 10%
| 135
| 15
|
Bull
| 12
| 3.76
| 3.1
| 80
| 101
| 100
| 31
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 24
| -3
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| 7
| -7
| -20
| 5
| false
|
Tax-aware sells next window
|
P1983
|
Active
|
401k
|
USD
|
2024-10-01
| 1,862,378
| 210,768
| 1,651,610
| 1
| 61.7
| 22.1
| 10.6
| 5.5
|
BND:22.3%;QQQ:22.3%;AMZN:22.3%;VOO:16.6%;MSFT:16.5%
|
US:63.2;EU:14.7;APAC:11.4;EM:8.2;Other:2.4
|
Value:-0.5;Growth:-0.5;Quality:-0.4;Size:-0.5;Momentum:-0.7;LowVol:-0.7
|
MaxPos8%
| 10
| 25
| 4.3
|
trailing 9%
| 205
| 17.6
|
Bull
| 17.7
| 4.54
| 3.2
| 111
| 10
| 52
| 49
| false
|
Sell
|
Trim extended winner -1%
| 20
| -31
|
BrokerC
|
LMT
| 100
| null | null |
Normal monitoring
| 92
| -31
| 158
| 3
| false
|
Monitor dispersion and breadth
|
P1984
|
Opportunistic
|
IRA
|
USD
|
2025-09-09
| 1,254,022
| 98,760
| 1,155,262
| 1
| 69.4
| 13.8
| 12.7
| 4.1
|
MSFT:20.3%;TSLA:18.5%;BRK.B:15.1%;VTI:15.4%;AMZN:14.8%;BND:16.0%
|
US:72.8;EU:7.6;APAC:7.7;EM:10.9;Other:1.0
|
Value:-0.6;Growth:-0.5;Quality:+0.3;Size:-0.3;Momentum:+0.1;LowVol:-0.1
|
MaxPos5%
| 7
| 35
| 6.6
|
trailing 7%
| 164
| 24.8
|
Bull
| 12.5
| 3.73
| 2.2
| 80
| 1
| 38
| 38
| false
|
Sell
|
Trim extended winner -1%
| 0
| -16
|
BrokerC
|
MKT
| 87
| null | null |
Normal monitoring
| -44
| 17
| 81
| 3
| false
|
Tax-aware sells next window
|
P1985
|
Cautious
|
Trust
|
USD
|
2025-04-30
| 473,056
| 58,355
| 414,701
| 1
| 35.7
| 39.2
| 14.5
| 10.6
|
HYG:15.2%;VTI:19.2%;BRK.B:15.5%;MSFT:13.3%;AMZN:19.9%;IEF:17.0%
|
US:62.5;EU:19.3;APAC:13.0;EM:4.1;Other:1.1
|
Value:-0.3;Growth:-1.0;Quality:0.0;Size:-0.2;Momentum:+1.0;LowVol:+0.5
|
MaxPos5%;NoMargin
| 5
| 25
| 5.5
|
trailing 8%
| 168
| 19.1
|
Sideways
| 16.5
| 4.77
| 2.8
| 112
| 19
| 57
| 43
| false
|
Buy
|
Add to core equity +1%
| 27
| -22
|
BrokerC
|
VWAP
| 86
| null | null |
Normal monitoring
| 106
| 3
| 189
| 4
| false
|
Increase defensive factor exposure
|
P1986
|
Hands-off
|
Trust
|
USD
|
2025-10-27
| 613,499
| 40,820
| 572,679
| 1
| 64.3
| 20.5
| 7.9
| 7.4
|
BND:25.0%;VTI:25.0%;GLD:25.0%;TLT:25.0%
|
US:66.2;EU:12.4;APAC:12.4;EM:5.3;Other:3.6
|
Value:+0.8;Growth:+1.0;Quality:-0.6;Size:+0.3;Momentum:+0.4;LowVol:-0.7
|
ESGOnly
| 7
| 30
| 5.5
|
trailing 8%
| 112
| 19.5
|
Bull
| 12.4
| 4.76
| 3.1
| 76
| 47
| 86
| 45
| false
|
Sell
|
Trim extended winner -1%
| 12
| 10
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 103
| -56
| 68
| 3
| false
|
Tax-aware sells next window
|
P1987
|
Active
|
Trust
|
USD
|
2025-06-04
| 2,218,674
| 156,363
| 2,062,311
| 1
| 50.4
| 22
| 21.7
| 5.9
|
MSFT:21.9%;AMZN:26.0%;VNQ:26.0%;HYG:26.0%
|
US:70.0;EU:8.8;APAC:11.9;EM:5.0;Other:4.2
|
Value:0.0;Growth:-0.9;Quality:+0.6;Size:-0.7;Momentum:-0.6;LowVol:-0.6
|
MaxPos5%
| 10
| 35
| 4.9
|
trailing 8%
| 173
| 19.4
|
Volatile
| 30.7
| 5.36
| 3.1
| 180
| 4
| 53
| 61
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -2
| -24
|
BrokerD
|
VWAP
| 94
| null | null |
Normal monitoring
| 78
| -12
| 159
| 3
| false
|
Tighten stops on momentum names
|
P1988
|
Cautious
|
Trust
|
USD
|
2024-10-16
| 615,379
| 73,458
| 541,921
| 1
| 48.1
| 36.1
| 0
| 15.9
|
XLF:24.0%;AAPL:25.3%;MUB:25.3%;GLD:25.3%
|
US:69.1;EU:7.1;APAC:14.1;EM:5.2;Other:4.5
|
Value:-0.9;Growth:+0.6;Quality:-0.4;Size:+0.1;Momentum:+0.5;LowVol:-0.7
|
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
| 10
| 30
| 5.7
|
hard 10%
| 90
| 17.8
|
Volatile
| 31.9
| 3.84
| 4.4
| 144
| -41
| 37
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| 1
|
BrokerC
|
MKT
| 87
| null | null |
Normal monitoring
| -39
| -16
| 16
| 5
| false
|
Tighten stops on momentum names
|
P1989
|
Hands-off
|
Trust
|
USD
|
2025-08-27
| 620,944
| 27,883
| 593,061
| 1
| 71.7
| 15
| 6.4
| 6.9
|
HYG:20.4%;TLT:20.7%;GLD:23.8%;TSLA:23.8%;MSFT:11.4%
|
US:68.0;EU:14.7;APAC:8.3;EM:6.0;Other:2.9
|
Value:-0.7;Growth:+0.6;Quality:-0.9;Size:-0.5;Momentum:+0.1;LowVol:-0.1
|
ESGOnly;MaxPos8%
| 8
| 35
| 5.8
|
hard 10%
| 113
| 19.2
|
Bear
| 28.4
| 3.85
| 2.4
| 132
| -115
| 7
| 69
| false
|
Buy
|
Add to core equity +1%
| 6
| -32
|
BrokerB
|
LMT
| 89
| null | null |
Normal monitoring
| -42
| -59
| -54
| 3
| false
|
Increase defensive factor exposure
|
P1990
|
Opportunistic
|
Trust
|
USD
|
2025-08-21
| 344,892
| 20,548
| 324,344
| 1
| 65.1
| 20.7
| 5.3
| 8.8
|
VNQ:9.2%;GLD:15.6%;TSLA:21.4%;QQQ:12.2%;MUB:20.5%;HYG:21.0%
|
US:62.1;EU:19.7;APAC:10.9;EM:4.0;Other:3.3
|
Value:+0.3;Growth:+0.9;Quality:+0.8;Size:+0.3;Momentum:-0.1;LowVol:-0.3
| null | 10
| 30
| 5.1
|
trailing 7%
| 188
| 31.4
|
Sideways
| 20.2
| 3.87
| 2.5
| 132
| 27
| 55
| 57
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 3
| -39
|
BrokerC
|
VWAP
| 98
| null | null |
Normal monitoring
| 86
| 12
| 63
| 4
| false
|
Increase defensive factor exposure
|
P1991
|
Hands-off
|
Taxable
|
USD
|
2024-09-16
| 372,165
| 21,302
| 350,863
| 1
| 73.5
| 17.5
| 0
| 9
|
BRK.B:28.1%;MUB:15.6%;IEF:28.1%;MSFT:28.1%
|
US:72.9;EU:12.7;APAC:6.3;EM:6.3;Other:1.8
|
Value:-0.3;Growth:-0.3;Quality:+0.7;Size:+0.1;Momentum:-0.4;LowVol:-0.5
|
ESGOnly
| 7
| 30
| 3.9
|
hard 10%
| 91
| 16.6
|
Volatile
| 29
| 4.04
| 2.6
| 151
| -15
| 39
| 91
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| -4
|
BrokerD
|
LMT
| 100
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 115
| -14
| 142
| 3
| false
|
Increase defensive factor exposure
|
P1992
|
Opportunistic
|
Trust
|
USD
|
2024-10-25
| 596,293
| 52,901
| 543,392
| 1
| 60.5
| 21.3
| 11.7
| 6.5
|
VNQ:14.1%;BND:21.6%;AMZN:16.0%;TLT:8.7%;MUB:21.6%;TSLA:17.9%
|
US:64.9;EU:14.5;APAC:13.9;EM:4.4;Other:2.3
|
Value:+0.6;Growth:+0.5;Quality:-0.0;Size:-0.1;Momentum:0.0;LowVol:-0.5
|
MaxPos8%
| 5
| 35
| 5.7
|
hard 12%
| 183
| 29.2
|
Bull
| 17.1
| 4.49
| 2.9
| 115
| 52
| 81
| 53
| false
|
NoAction
|
Within bands; monitor
| 8
| -26
|
BrokerB
|
LMT
| 90
| null | null |
Normal monitoring
| 82
| -60
| 209
| 4
| false
|
Increase defensive factor exposure
|
P1993
|
Cautious
|
401k
|
USD
|
2025-09-18
| 362,346
| 31,765
| 330,581
| 1
| 45.4
| 42
| 1.4
| 11.2
|
AMZN:13.0%;IEF:15.4%;AAPL:20.3%;BND:15.9%;GLD:20.3%;VOO:15.2%
|
US:64.1;EU:9.3;APAC:13.5;EM:9.7;Other:3.3
|
Value:+0.1;Growth:-0.7;Quality:+0.4;Size:-1.0;Momentum:+0.7;LowVol:+1.0
|
ESGOnly;MaxPos5%;NoMargin
| 5
| 25
| 3.4
|
trailing 10%
| 133
| 16.3
|
Bear
| 33.2
| 4.45
| 2.6
| 164
| 10
| 67
| 75
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 27
| -25
|
BrokerB
|
LMT
| 91
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -33
| 8
| -39
| 3
| false
|
Tighten stops on momentum names
|
P1994
|
Cautious
|
Trust
|
USD
|
2024-07-21
| 177,499
| 28,342
| 149,157
| 1
| 53.4
| 36.2
| 0
| 10.5
|
MSFT:22.6%;VNQ:21.4%;VTI:21.7%;BRK.B:22.6%;MUB:11.7%
|
US:67.4;EU:17.3;APAC:8.6;EM:2.9;Other:3.7
|
Value:+0.8;Growth:-0.0;Quality:+0.8;Size:-0.7;Momentum:+0.4;LowVol:-0.8
|
NoMargin
| 8
| 35
| 4.1
|
trailing 10%
| 155
| 17.9
|
Bull
| 16.2
| 4.95
| 3.3
| 111
| 57
| 92
| 34
| false
|
Sell
|
Trim extended winner -1%
| 6
| -26
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| 79
| 17
| 76
| 3
| false
|
Tighten stops on momentum names
|
P1995
|
Cautious
|
Roth
|
USD
|
2025-11-25
| 177,829
| 24,533
| 153,296
| 1
| 51.3
| 37.6
| 0
| 11.1
|
VNQ:7.1%;VTI:13.5%;MUB:22.6%;XLF:22.6%;GLD:11.5%;MSFT:22.6%
|
US:68.5;EU:16.8;APAC:9.8;EM:3.7;Other:1.2
|
Value:+0.4;Growth:-0.9;Quality:+0.2;Size:+0.3;Momentum:-0.0;LowVol:-0.2
|
NoMargin
| 5
| 30
| 5.6
|
trailing 8%
| 108
| 15.8
|
Sideways
| 21.7
| 4.64
| 2.8
| 128
| 8
| 54
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 24
| 7
|
BrokerB
|
VWAP
| 89
| null | null |
Normal monitoring
| 101
| -21
| 118
| 4
| false
|
Increase defensive factor exposure
|
P1996
|
Cautious
|
IRA
|
USD
|
2025-11-16
| 774,150
| 69,124
| 705,026
| 1
| 49.6
| 34.3
| 1.7
| 14.4
|
IEF:34.1%;HYG:34.1%;XLF:31.9%
|
US:64.9;EU:19.5;APAC:8.7;EM:5.7;Other:1.2
|
Value:-0.4;Growth:-0.8;Quality:-0.9;Size:-0.1;Momentum:+0.9;LowVol:+0.2
|
MaxPos6%;NoMargin
| 7
| 25
| 3.6
|
trailing 8%
| 146
| 18.2
|
Volatile
| 27.8
| 4.71
| 2.7
| 145
| 54
| 70
| 64
| false
|
Buy
|
Add to core equity +1%
| 3
| -5
|
BrokerD
|
VWAP
| 91
| null | null |
Normal monitoring
| 31
| -11
| 157
| 5
| false
|
Tax-aware sells next window
|
P1997
|
Systematic
|
Taxable
|
USD
|
2025-10-06
| 1,461,768
| 106,010
| 1,355,758
| 1
| 66
| 28.1
| 0
| 5.9
|
TSLA:20.3%;MSFT:18.8%;BND:14.8%;MUB:15.1%;HYG:19.0%;TLT:12.1%
|
US:67.8;EU:9.2;APAC:15.6;EM:6.8;Other:0.6
|
Value:+0.2;Growth:-0.3;Quality:+0.9;Size:0.0;Momentum:0.0;LowVol:-0.5
|
MaxPos6%
| 8
| 25
| 5.5
|
trailing 8%
| 163
| 26.6
|
Volatile
| 25.7
| 3.82
| 3.9
| 157
| -60
| 12
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 6
| -30
|
BrokerD
|
LMT
| 93
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -54
| -38
| -86
| 2
| false
|
Monitor dispersion and breadth
|
P1998
|
Hands-off
|
Trust
|
USD
|
2025-11-06
| 204,900
| 13,316
| 191,584
| 1
| 68.3
| 23
| 0
| 8.8
|
TSLA:22.9%;TLT:22.5%;MUB:22.9%;BND:8.7%;AAPL:22.9%
|
US:66.6;EU:10.2;APAC:12.0;EM:6.8;Other:4.4
|
Value:-0.5;Growth:+0.9;Quality:+0.7;Size:-0.4;Momentum:-0.2;LowVol:+0.1
|
ESGOnly;MaxPos7%
| 8
| 35
| 5
|
trailing 8%
| 159
| 19.1
|
Volatile
| 28.5
| 4.75
| 3.5
| 145
| 24
| 54
| 67
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 28
| 1
|
BrokerD
|
VWAP
| 93
| null | null |
Normal monitoring
| -35
| -16
| 71
| 4
| false
|
Within IPS guidelines
|
P1999
|
Cautious
|
Taxable
|
USD
|
2025-03-08
| 592,999
| 63,778
| 529,221
| 1
| 47.7
| 36.9
| 0
| 15.4
|
VOO:16.7%;AAPL:22.9%;BND:22.9%;VNQ:22.9%;MUB:14.7%
|
US:59.7;EU:10.5;APAC:15.2;EM:12.4;Other:2.2
|
Value:+0.2;Growth:-0.6;Quality:-0.6;Size:+0.8;Momentum:-0.0;LowVol:+0.3
|
ESGOnly;MaxPos6%;NoMargin
| 8
| 25
| 5.5
|
trailing 8%
| 161
| 12.7
|
Bull
| 17.8
| 3.7
| 2.3
| 94
| 111
| 100
| 36
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 23
| -35
|
BrokerB
|
MKT
| 100
| null | null |
Normal monitoring
| 88
| -23
| 180
| 5
| false
|
Monitor dispersion and breadth
|
P2000
|
Hands-off
|
Taxable
|
USD
|
2025-03-03
| 747,076
| 48,599
| 698,477
| 1
| 62.8
| 15.2
| 13.3
| 8.7
|
TLT:33.3%;AAPL:33.3%;GLD:33.3%
|
US:72.7;EU:13.3;APAC:6.0;EM:5.2;Other:2.7
|
Value:-0.8;Growth:+0.8;Quality:+0.9;Size:-0.3;Momentum:+0.3;LowVol:-0.9
| null | 10
| 30
| 5.3
|
hard 10%
| 121
| 14
|
Volatile
| 22.2
| 5.22
| 2.9
| 121
| 48
| 87
| 59
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 33
| -34
|
BrokerB
|
LMT
| 88
| null | null |
Normal monitoring
| 16
| -19
| 46
| 4
| false
|
Within IPS guidelines
|
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