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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P0201
|
Active
|
Roth
|
USD
|
2025-03-25
| 2,145,903
| 131,864
| 2,014,039
| 1
| 60.1
| 24.3
| 9.8
| 5.8
|
AAPL:29.2%;TLT:35.4%;QQQ:35.4%
|
US:63.2;EU:12.2;APAC:11.4;EM:9.9;Other:3.4
|
Value:-0.5;Growth:-0.7;Quality:+0.9;Size:+0.5;Momentum:-0.8;LowVol:+0.3
|
NoDerivatives
| 5
| 35
| 4.9
|
trailing 8%
| 151
| 24.3
|
Volatile
| 24.9
| 4.29
| 3.2
| 120
| -34
| 39
| 55
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 31
| -13
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| -3
| -47
| -26
| 3
| false
|
Tighten stops on momentum names
|
P0202
|
Opportunistic
|
401k
|
USD
|
2025-03-26
| 543,379
| 35,355
| 508,024
| 1
| 65.7
| 14
| 12.1
| 8.2
|
AAPL:25.6%;IEF:23.2%;VOO:25.6%;AMZN:25.6%
|
US:63.4;EU:8.2;APAC:17.6;EM:8.5;Other:2.3
|
Value:-0.6;Growth:+0.7;Quality:-0.5;Size:+0.4;Momentum:+0.1;LowVol:-0.7
| null | 10
| 35
| 5.2
|
trailing 9%
| 275
| 25.5
|
Volatile
| 20.4
| 4.55
| 3.4
| 161
| 3
| 45
| 66
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 28
| -29
|
BrokerC
|
LMT
| 90
| null | null |
Normal monitoring
| 35
| -27
| 117
| 5
| false
|
Monitor dispersion and breadth
|
P0203
|
Cautious
|
401k
|
USD
|
2025-03-06
| 400,989
| 63,577
| 337,412
| 1
| 49.3
| 39.1
| 0
| 11.6
|
MSFT:22.8%;BRK.B:8.1%;XLF:22.4%;QQQ:22.8%;AMZN:15.6%;GLD:8.3%
|
US:72.3;EU:6.7;APAC:9.9;EM:5.9;Other:5.2
|
Value:-0.2;Growth:-0.2;Quality:-0.7;Size:-0.5;Momentum:-0.2;LowVol:+0.7
|
ESGOnly;NoMargin
| 5
| 30
| 4.8
|
trailing 8%
| 150
| 19.2
|
Bull
| 15.9
| 4.47
| 3.2
| 78
| 87
| 92
| 40
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 18
| -2
|
BrokerB
|
MKT
| 100
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -33
| -53
| -25
| 2
| false
|
Increase defensive factor exposure
|
P0204
|
Cautious
|
Roth
|
USD
|
2024-12-03
| 317,833
| 42,309
| 275,524
| 1
| 49.3
| 38.1
| 0.1
| 12.6
|
MSFT:15.3%;BRK.B:10.7%;IEF:20.8%;AAPL:12.4%;HYG:20.8%;AMZN:20.0%
|
US:62.5;EU:14.0;APAC:10.1;EM:9.5;Other:3.9
|
Value:+0.4;Growth:-0.5;Quality:-0.7;Size:-0.7;Momentum:-0.8;LowVol:-0.7
|
MaxPos8%;NoMargin
| 7
| 30
| 5.9
|
hard 10%
| 104
| 13.2
|
Bull
| 12.8
| 3.6
| 2.2
| 78
| 7
| 44
| 25
| true
|
Rebalance
|
Rebalance back to target bands
| -4
| 3
|
BrokerA
|
MKT
| 87
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -3
| -59
| 64
| 5
| false
|
Monitor dispersion and breadth
|
P0205
|
Opportunistic
|
Trust
|
USD
|
2025-09-25
| 1,003,949
| 44,097
| 959,852
| 1
| 71.2
| 18.2
| 6.5
| 4.1
|
IEF:10.0%;GLD:21.7%;BND:21.7%;AMZN:15.5%;MUB:13.6%;QQQ:17.5%
|
US:68.9;EU:12.4;APAC:9.7;EM:6.4;Other:2.6
|
Value:+0.3;Growth:+0.8;Quality:-0.6;Size:-0.4;Momentum:-0.2;LowVol:+0.2
| null | 8
| 35
| 4.8
|
hard 12%
| 183
| 21.3
|
Sideways
| 20.9
| 3.82
| 3.2
| 107
| -6
| 62
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -4
| -3
|
BrokerC
|
LMT
| 100
| null | null |
Normal monitoring
| 80
| 0
| 101
| 3
| false
|
Tax-aware sells next window
|
P0206
|
Hands-off
|
Trust
|
USD
|
2024-12-11
| 814,265
| 46,662
| 767,603
| 1
| 69.9
| 24.3
| 0
| 5.8
|
BRK.B:24.0%;IEF:25.3%;VTI:25.3%;VOO:25.3%
|
US:57.6;EU:18.2;APAC:12.8;EM:9.8;Other:1.6
|
Value:+0.9;Growth:+0.6;Quality:-0.8;Size:+1.0;Momentum:+0.9;LowVol:-0.8
|
ESGOnly;MaxPos6%
| 7
| 30
| 3.4
|
trailing 8%
| 127
| 19.1
|
Bull
| 14.5
| 4.75
| 2.2
| 114
| 82
| 93
| 54
| false
|
Buy
|
Add to core equity +1%
| -9
| -35
|
BrokerB
|
MKT
| 86
| null | null |
Normal monitoring
| 96
| 15
| 82
| 4
| false
|
Tighten stops on momentum names
|
P0207
|
Active
|
401k
|
USD
|
2024-12-29
| 2,114,422
| 131,417
| 1,983,005
| 1
| 56.2
| 18.5
| 20.3
| 5
|
QQQ:21.5%;AAPL:39.2%;VTI:39.2%
|
US:65.6;EU:15.4;APAC:8.7;EM:8.9;Other:1.4
|
Value:-0.6;Growth:-0.1;Quality:-0.6;Size:-1.0;Momentum:-0.4;LowVol:-0.9
|
NoDerivatives
| 5
| 35
| 5.2
|
trailing 8%
| 149
| 22.9
|
Volatile
| 27.7
| 3.95
| 4.4
| 142
| -50
| 24
| 77
| true
|
Hedge
|
Buy index puts 1% notional
| 29
| -2
|
BrokerA
|
MKT
| 90
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -16
| 4
| 82
| 5
| false
|
Tax-aware sells next window
|
P0208
|
Active
|
IRA
|
USD
|
2025-03-15
| 1,182,807
| 94,131
| 1,088,676
| 1
| 61.7
| 21.5
| 8.1
| 8.7
|
AAPL:33.3%;IEF:33.3%;XLF:33.3%
|
US:64.6;EU:17.0;APAC:5.4;EM:10.5;Other:2.5
|
Value:-0.5;Growth:-0.2;Quality:-0.4;Size:+0.1;Momentum:-0.4;LowVol:+0.9
| null | 8
| 25
| 4.4
|
trailing 8%
| 195
| 17.4
|
Volatile
| 30
| 4.6
| 3.8
| 128
| -45
| 30
| 86
| true
|
Hedge
|
Buy index puts 1% notional
| -10
| -27
|
BrokerD
|
LMT
| 98
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 85
| -53
| 136
| 5
| false
|
Within IPS guidelines
|
P0209
|
Hands-off
|
Roth
|
USD
|
2024-10-26
| 151,939
| 13,699
| 138,240
| 1
| 58.9
| 25.8
| 6.9
| 8.4
|
TLT:21.3%;GLD:8.1%;QQQ:14.7%;AAPL:16.7%;BRK.B:21.3%;XLF:17.8%
|
US:64.4;EU:13.1;APAC:9.2;EM:8.7;Other:4.6
|
Value:+0.2;Growth:+0.7;Quality:-0.3;Size:+0.8;Momentum:+1.0;LowVol:+0.5
| null | 8
| 30
| 3.3
|
hard 10%
| 113
| 13
|
Bear
| 26.7
| 3.13
| 2.1
| 190
| -104
| 5
| 78
| true
|
Rebalance
|
Rebalance back to target bands
| -3
| 1
|
BrokerA
|
MKT
| 96
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 35
| -2
| 100
| 5
| false
|
Increase defensive factor exposure
|
P0210
|
Cautious
|
Taxable
|
USD
|
2025-01-03
| 501,311
| 78,556
| 422,755
| 1
| 43.7
| 30.1
| 14.1
| 12.1
|
BRK.B:22.4%;QQQ:22.4%;MUB:12.6%;BND:20.2%;VOO:22.4%
|
US:70.4;EU:4.5;APAC:12.1;EM:10.3;Other:2.7
|
Value:-0.8;Growth:+1.0;Quality:-0.3;Size:0.0;Momentum:-0.4;LowVol:-0.7
|
MaxPos7%;NoMargin
| 5
| 30
| 4.8
|
hard 10%
| 122
| 16.3
|
Sideways
| 21.1
| 3.65
| 2.5
| 110
| -18
| 45
| 48
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 4
| -23
|
BrokerD
|
MKT
| 95
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -34
| 7
| 96
| 5
| false
|
Within IPS guidelines
|
P0211
|
Cautious
|
Taxable
|
USD
|
2025-10-11
| 189,758
| 22,812
| 166,946
| 1
| 39.7
| 33.1
| 16.8
| 10.4
|
GLD:17.0%;AMZN:22.1%;VOO:30.5%;BND:30.5%
|
US:67.3;EU:13.6;APAC:12.7;EM:4.7;Other:1.6
|
Value:-0.6;Growth:+0.4;Quality:-0.2;Size:-0.9;Momentum:+0.4;LowVol:-0.2
|
ESGOnly;MaxPos6%;NoMargin
| 8
| 25
| 4.3
|
trailing 8%
| 91
| 12.1
|
Volatile
| 29.7
| 4.15
| 4.5
| 177
| -34
| 30
| 67
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 6
| -7
|
BrokerA
|
MKT
| 93
| null | null |
Normal monitoring
| -4
| 0
| 38
| 5
| false
|
Tighten stops on momentum names
|
P0212
|
Hands-off
|
401k
|
USD
|
2025-10-28
| 545,311
| 24,059
| 521,252
| 1
| 62.3
| 28.8
| 0
| 8.9
|
VOO:15.0%;QQQ:22.6%;VTI:24.7%;BND:13.0%;TSLA:24.7%
|
US:67.8;EU:15.6;APAC:6.7;EM:8.1;Other:1.8
|
Value:-0.4;Growth:+1.0;Quality:-0.1;Size:-0.7;Momentum:-0.5;LowVol:-0.4
|
NoDerivatives
| 10
| 25
| 5.4
|
trailing 8%
| 162
| 18.8
|
Bear
| 31.2
| 3.4
| 2.6
| 130
| 35
| 76
| 81
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 3
| 9
|
BrokerB
|
MKT
| 91
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -2
| -58
| 5
| 3
| false
|
Tax-aware sells next window
|
P0213
|
Cautious
|
Roth
|
USD
|
2025-05-26
| 846,340
| 75,759
| 770,581
| 1
| 48.6
| 36.2
| 0
| 15.2
|
VNQ:27.3%;VOO:27.3%;MUB:18.1%;BND:27.3%
|
US:69.4;EU:7.7;APAC:15.9;EM:5.8;Other:1.2
|
Value:-0.6;Growth:-0.8;Quality:+0.3;Size:+0.6;Momentum:-0.2;LowVol:-0.2
|
NoMargin
| 5
| 35
| 5
|
trailing 10%
| 100
| 17.4
|
Bull
| 15.9
| 4.45
| 2
| 111
| 10
| 47
| 47
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 5
| -12
|
BrokerC
|
LMT
| 88
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -33
| -50
| 102
| 2
| false
|
Tighten stops on momentum names
|
P0214
|
Active
|
Roth
|
USD
|
2025-09-01
| 1,935,002
| 137,543
| 1,797,459
| 1
| 62.7
| 26.3
| 4.5
| 6.4
|
VTI:18.0%;BRK.B:8.8%;XLF:23.0%;MUB:18.6%;MSFT:23.0%;TSLA:8.5%
|
US:61.9;EU:10.3;APAC:15.4;EM:9.0;Other:3.3
|
Value:-0.6;Growth:-0.1;Quality:-0.5;Size:0.0;Momentum:-0.8;LowVol:-0.9
|
MaxPos7%
| 10
| 35
| 4.6
|
trailing 9%
| 149
| 24.8
|
Sideways
| 17
| 4.72
| 3.4
| 120
| -20
| 51
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 20
| -6
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| -58
| -21
| 10
| 4
| false
|
Increase defensive factor exposure
|
P0215
|
Active
|
401k
|
USD
|
2024-07-17
| 2,133,939
| 198,459
| 1,935,480
| 1.19
| 61.5
| 28.4
| 4.4
| 5.6
|
QQQ:24.6%;IEF:29.7%;AMZN:29.7%;MUB:15.9%
|
US:72.9;EU:6.9;APAC:6.9;EM:10.5;Other:2.8
|
Value:+0.3;Growth:-0.9;Quality:-0.0;Size:+0.9;Momentum:+0.9;LowVol:+0.6
| null | 8
| 35
| 5.3
|
trailing 8%
| 146
| 26.6
|
Bear
| 31.3
| 3.62
| 1
| 170
| -56
| 16
| 78
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -10
| -32
|
BrokerB
|
LMT
| 88
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -43
| 2
| 89
| 4
| false
|
Monitor dispersion and breadth
|
P0216
|
Cautious
|
IRA
|
USD
|
2025-03-04
| 318,355
| 48,158
| 270,197
| 1
| 43.6
| 35.6
| 6.5
| 14.3
|
BRK.B:33.3%;XLF:33.3%;GLD:33.3%
|
US:71.9;EU:8.2;APAC:6.5;EM:9.0;Other:4.5
|
Value:-0.8;Growth:-0.8;Quality:-0.2;Size:+0.3;Momentum:+0.1;LowVol:-0.1
|
NoMargin
| 7
| 35
| 4
|
trailing 8%
| 124
| 16
|
Bull
| 16.9
| 4.84
| 2.5
| 102
| 16
| 51
| 39
| false
|
Sell
|
Trim extended winner -1%
| -4
| -31
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 18
| -18
| 21
| 4
| false
|
Monitor dispersion and breadth
|
P0217
|
Cautious
|
Trust
|
USD
|
2025-09-13
| 814,019
| 68,591
| 745,428
| 1
| 40.5
| 30.3
| 13.1
| 16.1
|
AAPL:21.8%;QQQ:26.2%;VNQ:27.1%;MSFT:24.9%
|
US:64.3;EU:9.2;APAC:13.1;EM:9.1;Other:4.3
|
Value:-0.7;Growth:-0.5;Quality:+0.1;Size:+0.7;Momentum:+0.6;LowVol:-0.8
|
ESGOnly;NoMargin
| 8
| 30
| 4.6
|
trailing 8%
| 105
| 14.7
|
Volatile
| 21.8
| 4.27
| 2.5
| 150
| 22
| 56
| 43
| false
|
Sell
|
Trim extended winner -1%
| -8
| -7
|
BrokerB
|
LMT
| 96
| null | null |
Normal monitoring
| -41
| 2
| 82
| 3
| false
|
Within IPS guidelines
|
P0218
|
Active
|
Taxable
|
USD
|
2025-02-14
| 2,193,751
| 236,299
| 1,957,452
| 1
| 51.2
| 28.6
| 14.4
| 5.8
|
AAPL:25.9%;TSLA:25.9%;BND:25.9%;HYG:22.3%
|
US:70.7;EU:7.7;APAC:10.2;EM:6.3;Other:5.1
|
Value:-1.0;Growth:-0.0;Quality:+0.8;Size:-0.1;Momentum:-0.2;LowVol:-0.3
|
MaxPos5%
| 8
| 25
| 6
|
hard 12%
| 188
| 23.2
|
Bear
| 31.9
| 3.68
| 1.7
| 207
| -43
| 40
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 13
| -3
|
BrokerB
|
VWAP
| 88
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -37
| 3
| 84
| 5
| false
|
Within IPS guidelines
|
P0219
|
Systematic
|
Roth
|
USD
|
2024-12-02
| 400,828
| 31,398
| 369,430
| 1
| 65.6
| 24.9
| 0
| 9.4
|
TSLA:25.0%;TLT:25.0%;MUB:25.0%;QQQ:25.0%
|
US:63.5;EU:10.7;APAC:10.3;EM:11.2;Other:4.4
|
Value:+0.7;Growth:-0.5;Quality:-0.7;Size:-0.4;Momentum:-0.2;LowVol:+0.1
|
NoDerivatives
| 10
| 30
| 4.7
|
trailing 8%
| 209
| 24.7
|
Bull
| 15.8
| 3.67
| 3.2
| 107
| 48
| 83
| 47
| false
|
Buy
|
Add to core equity +1%
| -9
| -10
|
BrokerD
|
LMT
| 92
| null | null |
Normal monitoring
| 111
| -12
| 214
| 4
| false
|
Within IPS guidelines
|
P0220
|
Systematic
|
Taxable
|
USD
|
2025-11-05
| 966,922
| 40,811
| 926,111
| 1
| 63.5
| 25.7
| 5.7
| 5
|
GLD:33.3%;IEF:33.3%;AMZN:33.3%
|
US:72.4;EU:11.6;APAC:9.7;EM:6.3;Other:0.0
|
Value:-0.3;Growth:+0.8;Quality:-0.9;Size:-0.7;Momentum:-0.7;LowVol:0.0
|
MaxPos7%
| 6
| 30
| 4.3
|
hard 12%
| 223
| 16.2
|
Bull
| 16
| 4.5
| 2.4
| 81
| 48
| 69
| 47
| false
|
Sell
|
Trim extended winner -1%
| 12
| -37
|
BrokerB
|
LMT
| 89
| null | null |
Normal monitoring
| 87
| -47
| 61
| 5
| false
|
Tax-aware sells next window
|
P0221
|
Active
|
Taxable
|
USD
|
2024-09-08
| 1,826,638
| 188,398
| 1,638,240
| 1.06
| 54
| 27.1
| 13.3
| 5.7
|
BRK.B:17.9%;GLD:11.6%;MSFT:17.3%;TLT:16.6%;HYG:16.8%;AMZN:19.8%
|
US:72.2;EU:11.0;APAC:9.2;EM:6.7;Other:0.9
|
Value:-0.4;Growth:-0.7;Quality:-0.7;Size:+0.7;Momentum:+0.1;LowVol:+0.5
| null | 7
| 35
| 4.5
|
hard 12%
| 181
| 25.4
|
Bull
| 16.1
| 4.09
| 3.4
| 105
| 76
| 96
| 41
| false
|
Buy
|
Add to core equity +1%
| -15
| -26
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| 109
| -31
| 234
| 5
| false
|
Tighten stops on momentum names
|
P0222
|
Active
|
Roth
|
USD
|
2024-07-14
| 2,142,466
| 249,685
| 1,892,781
| 1.25
| 69.8
| 24.2
| 0.2
| 5.8
|
VOO:23.9%;MSFT:23.9%;AAPL:23.9%;VNQ:20.2%;IEF:8.1%
|
US:65.2;EU:6.6;APAC:15.8;EM:7.2;Other:5.2
|
Value:+0.1;Growth:-0.9;Quality:-0.7;Size:-0.4;Momentum:-0.2;LowVol:-0.2
|
MaxPos5%;NoDerivatives
| 10
| 30
| 5.4
|
trailing 8%
| 146
| 17.9
|
Bull
| 12.3
| 4.75
| 3.2
| 83
| 82
| 85
| 44
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -11
| -21
|
BrokerD
|
MKT
| 90
| null | null |
Normal monitoring
| 102
| -38
| 185
| 5
| false
|
Increase defensive factor exposure
|
P0223
|
Active
|
Trust
|
USD
|
2025-03-29
| 557,991
| 53,732
| 504,259
| 1
| 63.3
| 29.5
| 0
| 7.2
|
AMZN:33.3%;HYG:33.3%;GLD:33.3%
|
US:75.1;EU:6.7;APAC:9.7;EM:7.9;Other:0.6
|
Value:-0.5;Growth:+0.6;Quality:+0.7;Size:+0.1;Momentum:-0.6;LowVol:+0.2
| null | 6
| 30
| 4.5
|
trailing 9%
| 139
| 24
|
Volatile
| 21.2
| 5.34
| 2.9
| 117
| 78
| 97
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| 0
|
BrokerC
|
VWAP
| 87
| null | null |
Normal monitoring
| 59
| -18
| 90
| 4
| false
|
Monitor dispersion and breadth
|
P0224
|
Hands-off
|
IRA
|
USD
|
2025-05-19
| 871,331
| 36,437
| 834,894
| 1
| 69.7
| 21.4
| 0
| 8.9
|
MSFT:13.9%;QQQ:23.6%;TLT:23.6%;VOO:19.7%;TSLA:19.2%
|
US:59.8;EU:18.1;APAC:9.7;EM:7.1;Other:5.2
|
Value:+0.5;Growth:+0.2;Quality:-0.8;Size:-0.1;Momentum:-0.7;LowVol:-0.7
|
MaxPos5%
| 6
| 25
| 5.7
|
trailing 8%
| 167
| 18.4
|
Bull
| 12.4
| 4.29
| 3.1
| 82
| 28
| 66
| 38
| false
|
Sell
|
Trim extended winner -1%
| -7
| 11
|
BrokerC
|
LMT
| 87
| null | null |
Normal monitoring
| 75
| 4
| 105
| 5
| false
|
Tax-aware sells next window
|
P0225
|
Active
|
Roth
|
USD
|
2025-08-07
| 541,893
| 55,163
| 486,730
| 1.21
| 62.3
| 29.2
| 0
| 8.6
|
TLT:20.3%;MUB:17.3%;MSFT:20.0%;VNQ:17.7%;HYG:14.2%;TSLA:10.5%
|
US:61.9;EU:18.9;APAC:6.1;EM:11.3;Other:1.9
|
Value:+0.9;Growth:+0.7;Quality:+0.1;Size:-1.0;Momentum:-0.7;LowVol:-0.6
|
NoDerivatives
| 7
| 25
| 5.3
|
hard 12%
| 210
| 26
|
Bull
| 12.4
| 4.14
| 3.3
| 112
| 20
| 67
| 36
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -16
|
BrokerD
|
MKT
| 86
| null | null |
Normal monitoring
| -53
| 8
| -20
| 5
| false
|
Tighten stops on momentum names
|
P0226
|
Systematic
|
401k
|
USD
|
2024-10-31
| 548,919
| 30,690
| 518,229
| 1
| 57.7
| 34.6
| 1.5
| 6.2
|
MUB:33.3%;TLT:33.3%;VOO:33.3%
|
US:64.5;EU:17.5;APAC:9.6;EM:4.9;Other:3.6
|
Value:0.0;Growth:-0.4;Quality:-0.8;Size:-0.3;Momentum:-0.7;LowVol:-0.7
|
MaxPos5%
| 6
| 35
| 5.5
|
hard 12%
| 220
| 16.3
|
Volatile
| 25.8
| 4.03
| 4.2
| 154
| 17
| 65
| 65
| false
|
Buy
|
Add to core equity +1%
| -13
| -9
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| 85
| -52
| 145
| 4
| false
|
Tighten stops on momentum names
|
P0227
|
Opportunistic
|
Roth
|
USD
|
2025-03-23
| 804,160
| 40,330
| 763,830
| 1
| 62.1
| 19.7
| 11.7
| 6.5
|
MSFT:33.3%;IEF:33.3%;AAPL:33.3%
|
US:61.1;EU:13.5;APAC:11.0;EM:11.3;Other:3.1
|
Value:+0.4;Growth:0.0;Quality:-0.9;Size:-0.0;Momentum:-0.8;LowVol:+0.2
|
MaxPos7%
| 7
| 25
| 5.6
|
trailing 7%
| 203
| 22.5
|
Volatile
| 20.4
| 4.43
| 2.8
| 110
| 67
| 79
| 49
| false
|
Buy
|
Add to core equity +1%
| 2
| -26
|
BrokerC
|
MKT
| 96
| null | null |
Normal monitoring
| 48
| -22
| 179
| 5
| false
|
Tax-aware sells next window
|
P0228
|
Opportunistic
|
401k
|
USD
|
2024-12-22
| 1,369,789
| 47,626
| 1,322,163
| 1
| 68.1
| 11.1
| 16
| 4.9
|
XLF:33.3%;IEF:33.3%;BND:33.3%
|
US:60.5;EU:14.2;APAC:14.2;EM:7.4;Other:3.8
|
Value:-0.2;Growth:+0.5;Quality:+0.8;Size:0.0;Momentum:+0.4;LowVol:-0.7
|
NoDerivatives
| 6
| 30
| 5.2
|
trailing 9%
| 217
| 30.9
|
Bull
| 11.9
| 4.78
| 2.5
| 104
| 52
| 86
| 37
| true
|
Hedge
|
Buy index puts 1% notional
| 18
| 10
|
BrokerC
|
LMT
| 93
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -31
| -60
| 61
| 5
| false
|
Tighten stops on momentum names
|
P0229
|
Systematic
|
Taxable
|
USD
|
2025-05-15
| 1,987,557
| 103,061
| 1,884,496
| 1
| 65.8
| 26.3
| 0
| 8
|
TSLA:25.6%;VOO:25.6%;QQQ:12.8%;AAPL:13.6%;VTI:22.3%
|
US:74.0;EU:9.5;APAC:8.1;EM:4.7;Other:3.6
|
Value:-0.3;Growth:-0.9;Quality:-0.4;Size:-0.0;Momentum:-0.1;LowVol:-0.9
|
MaxPos7%
| 6
| 30
| 4.9
|
trailing 8%
| 222
| 21.9
|
Sideways
| 14.2
| 3.58
| 3.2
| 130
| 41
| 58
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 0
| -25
|
BrokerD
|
VWAP
| 91
| null | null |
Normal monitoring
| -53
| -60
| -65
| 3
| false
|
Monitor dispersion and breadth
|
P0230
|
Cautious
|
IRA
|
USD
|
2024-07-12
| 642,535
| 91,706
| 550,829
| 1
| 39.6
| 43.3
| 0
| 17.1
|
AAPL:16.2%;HYG:18.6%;AMZN:10.6%;QQQ:21.6%;XLF:21.6%;VNQ:11.5%
|
US:74.5;EU:8.6;APAC:8.3;EM:5.0;Other:3.6
|
Value:-0.8;Growth:0.0;Quality:+0.1;Size:+0.8;Momentum:+0.1;LowVol:+0.8
|
MaxPos8%;NoDerivatives;NoMargin
| 6
| 35
| 4.7
|
trailing 8%
| 111
| 18.7
|
Bull
| 11.5
| 4.09
| 2
| 85
| 56
| 63
| 34
| false
|
Buy
|
Add to core equity +1%
| 26
| -10
|
BrokerC
|
LMT
| 91
| null | null |
Normal monitoring
| -14
| -42
| 119
| 5
| false
|
Tighten stops on momentum names
|
P0231
|
Opportunistic
|
Trust
|
USD
|
2025-12-26
| 1,205,849
| 63,972
| 1,141,877
| 1
| 70.8
| 17.3
| 3.3
| 8.6
|
MUB:19.3%;IEF:10.1%;XLF:18.4%;TSLA:21.2%;QQQ:21.2%;VTI:9.7%
|
US:64.7;EU:6.1;APAC:16.3;EM:9.4;Other:3.6
|
Value:+0.1;Growth:+0.5;Quality:-0.5;Size:-0.7;Momentum:+0.3;LowVol:-0.3
|
MaxPos6%;NoDerivatives
| 8
| 30
| 4.7
|
trailing 9%
| 237
| 30
|
Sideways
| 15.4
| 4.99
| 3.2
| 96
| -11
| 46
| 51
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -2
| -40
|
BrokerA
|
LMT
| 96
| null | null |
Normal monitoring
| -22
| -30
| 38
| 4
| false
|
Increase defensive factor exposure
|
P0232
|
Opportunistic
|
Taxable
|
USD
|
2025-11-29
| 854,949
| 36,613
| 818,336
| 1.16
| 65
| 19.4
| 10.6
| 5
|
HYG:18.8%;AMZN:21.4%;AAPL:11.5%;VNQ:14.2%;BRK.B:12.7%;QQQ:21.4%
|
US:73.8;EU:6.3;APAC:8.4;EM:6.4;Other:5.1
|
Value:-0.7;Growth:+0.1;Quality:+0.5;Size:-0.2;Momentum:+0.6;LowVol:+0.9
|
MaxPos8%;NoDerivatives
| 6
| 25
| 4.9
|
trailing 7%
| 249
| 20.5
|
Sideways
| 14.6
| 4.42
| 3.4
| 110
| 0
| 58
| 48
| false
|
Buy
|
Add to core equity +1%
| 25
| 7
|
BrokerC
|
MKT
| 85
| null | null |
Normal monitoring
| -9
| -57
| 4
| 3
| false
|
Tax-aware sells next window
|
P0233
|
Hands-off
|
Taxable
|
USD
|
2025-10-17
| 188,092
| 16,487
| 171,605
| 1
| 61.5
| 22
| 11.4
| 5.1
|
GLD:33.3%;MSFT:33.3%;BRK.B:33.3%
|
US:63.7;EU:12.9;APAC:9.6;EM:10.4;Other:3.4
|
Value:-0.5;Growth:+0.1;Quality:-0.2;Size:+0.8;Momentum:+1.0;LowVol:+0.5
| null | 10
| 35
| 5.5
|
trailing 10%
| 101
| 14.5
|
Volatile
| 25.7
| 3.84
| 3.4
| 114
| 17
| 73
| 67
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -11
| -40
|
BrokerD
|
LMT
| 96
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 63
| -11
| 74
| 5
| false
|
Within IPS guidelines
|
P0234
|
Opportunistic
|
IRA
|
USD
|
2025-01-28
| 1,011,559
| 61,535
| 950,024
| 1
| 70.9
| 14.9
| 9.8
| 4.5
|
TSLA:19.2%;MUB:21.1%;IEF:21.1%;AAPL:21.1%;VTI:17.3%
|
US:65.4;EU:17.3;APAC:6.7;EM:10.2;Other:0.4
|
Value:-0.6;Growth:-0.8;Quality:+0.5;Size:-0.5;Momentum:+0.6;LowVol:-0.6
|
MaxPos5%;NoDerivatives
| 5
| 30
| 6
|
trailing 7%
| 166
| 32.5
|
Bull
| 14.9
| 4.52
| 3.2
| 86
| 50
| 68
| 60
| false
|
Sell
|
Trim extended winner -1%
| 17
| -28
|
BrokerB
|
LMT
| 97
| null | null |
Normal monitoring
| -26
| 7
| 68
| 4
| false
|
Tighten stops on momentum names
|
P0235
|
Cautious
|
Trust
|
USD
|
2024-12-16
| 396,691
| 55,889
| 340,802
| 1
| 36.7
| 41.4
| 7.2
| 14.7
|
VOO:6.5%;TSLA:18.5%;VTI:21.3%;TLT:21.3%;IEF:11.5%;VNQ:21.0%
|
US:69.0;EU:14.6;APAC:9.5;EM:6.3;Other:0.6
|
Value:0.0;Growth:-0.5;Quality:-0.9;Size:-0.3;Momentum:+0.8;LowVol:-0.5
|
NoMargin
| 6
| 25
| 4.7
|
trailing 8%
| 102
| 13.2
|
Sideways
| 20.1
| 4.09
| 3
| 138
| 10
| 47
| 42
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -7
| -10
|
BrokerD
|
MKT
| 86
| null | null |
Normal monitoring
| 35
| -17
| 54
| 3
| false
|
Tax-aware sells next window
|
P0236
|
Cautious
|
401k
|
USD
|
2025-03-09
| 874,441
| 104,491
| 769,950
| 1
| 46.2
| 37.2
| 2.3
| 14.2
|
MSFT:26.8%;VOO:26.8%;VTI:19.6%;HYG:26.8%
|
US:77.3;EU:10.5;APAC:6.1;EM:3.9;Other:2.2
|
Value:-0.5;Growth:-0.2;Quality:+0.6;Size:-0.5;Momentum:+0.7;LowVol:+1.0
|
MaxPos7%;NoMargin
| 7
| 30
| 5.4
|
trailing 8%
| 149
| 15.2
|
Bull
| 16.8
| 3.84
| 3.1
| 85
| 35
| 71
| 34
| false
|
Buy
|
Add to core equity +1%
| -1
| -22
|
BrokerA
|
LMT
| 92
| null | null |
Normal monitoring
| -46
| -19
| 22
| 3
| false
|
Tax-aware sells next window
|
P0237
|
Opportunistic
|
Roth
|
USD
|
2024-08-28
| 1,487,514
| 110,973
| 1,376,541
| 1.15
| 76.9
| 11.1
| 6.9
| 5.2
|
BND:19.3%;BRK.B:21.7%;GLD:21.7%;TLT:8.4%;MUB:21.7%;MSFT:7.0%
|
US:78.9;EU:8.3;APAC:6.7;EM:3.6;Other:2.5
|
Value:+0.5;Growth:+0.2;Quality:-0.8;Size:-0.4;Momentum:+0.3;LowVol:-0.2
|
NoDerivatives
| 6
| 25
| 4.5
|
trailing 7%
| 174
| 27.4
|
Bull
| 12.3
| 4.99
| 3
| 74
| 75
| 99
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 8
| 12
|
BrokerB
|
MKT
| 100
| null | null |
Normal monitoring
| 94
| 13
| 95
| 4
| false
|
Within IPS guidelines
|
P0238
|
Systematic
|
Trust
|
USD
|
2025-07-21
| 1,775,957
| 151,026
| 1,624,931
| 1
| 55.4
| 29.6
| 7
| 8
|
QQQ:28.0%;VOO:16.0%;AAPL:28.0%;TSLA:28.0%
|
US:68.7;EU:17.9;APAC:7.8;EM:5.0;Other:0.5
|
Value:-0.7;Growth:+0.4;Quality:-0.9;Size:-0.6;Momentum:-0.5;LowVol:+0.7
|
MaxPos7%;NoDerivatives
| 7
| 30
| 5.8
|
trailing 8%
| 223
| 19.8
|
Volatile
| 24.6
| 4.93
| 3.7
| 128
| 22
| 75
| 53
| false
|
NoAction
|
Within bands; monitor
| 24
| 3
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 62
| -12
| 108
| 3
| false
|
Tax-aware sells next window
|
P0239
|
Cautious
|
401k
|
USD
|
2025-03-12
| 401,216
| 36,264
| 364,952
| 1
| 46.7
| 38.3
| 0
| 15
|
MSFT:33.3%;XLF:33.3%;VOO:33.3%
|
US:76.7;EU:6.4;APAC:10.5;EM:6.0;Other:0.4
|
Value:-0.5;Growth:-0.4;Quality:-0.7;Size:-0.2;Momentum:+0.9;LowVol:-0.3
|
ESGOnly;MaxPos6%;NoMargin
| 8
| 35
| 5
|
hard 10%
| 94
| 15.3
|
Bull
| 15.1
| 4.93
| 2.6
| 116
| 45
| 62
| 38
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 7
| -39
|
BrokerC
|
LMT
| 95
| null | null |
Normal monitoring
| 12
| -54
| 93
| 3
| false
|
Tax-aware sells next window
|
P0240
|
Hands-off
|
Roth
|
USD
|
2025-01-23
| 244,171
| 24,146
| 220,025
| 1
| 68.1
| 26.8
| 0
| 5.1
|
AMZN:33.3%;VNQ:33.3%;XLF:33.3%
|
US:67.7;EU:10.0;APAC:8.8;EM:12.2;Other:1.4
|
Value:-0.6;Growth:+0.9;Quality:-0.5;Size:+0.2;Momentum:-0.9;LowVol:-0.8
|
ESGOnly
| 8
| 25
| 3.5
|
trailing 10%
| 130
| 15.8
|
Volatile
| 24.6
| 4.41
| 3.5
| 159
| 73
| 75
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 28
| 7
|
BrokerA
|
MKT
| 92
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 24
| 16
| 123
| 5
| false
|
Within IPS guidelines
|
P0241
|
Opportunistic
|
Roth
|
USD
|
2025-01-12
| 697,789
| 38,655
| 659,134
| 1
| 61.5
| 19.6
| 12
| 6.9
|
GLD:25.5%;IEF:25.5%;TLT:25.5%;AMZN:23.4%
|
US:75.1;EU:8.4;APAC:7.9;EM:6.3;Other:2.4
|
Value:-0.9;Growth:+0.2;Quality:+0.5;Size:-0.1;Momentum:-0.1;LowVol:-0.2
|
NoDerivatives
| 6
| 35
| 5.8
|
hard 12%
| 278
| 30
|
Volatile
| 24.9
| 3.81
| 2.1
| 172
| -35
| 46
| 59
| true
|
Hedge
|
Buy index puts 1% notional
| 23
| -5
|
BrokerD
|
LMT
| 92
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 54
| 13
| 126
| 3
| false
|
Monitor dispersion and breadth
|
P0242
|
Opportunistic
|
Roth
|
USD
|
2025-03-01
| 635,895
| 35,366
| 600,529
| 1
| 63.7
| 14
| 14.8
| 7.5
|
AAPL:33.3%;BND:33.3%;IEF:33.3%
|
US:67.7;EU:15.4;APAC:5.6;EM:7.4;Other:3.9
|
Value:-0.9;Growth:+0.9;Quality:+0.8;Size:-0.3;Momentum:+0.9;LowVol:-1.0
|
MaxPos6%
| 10
| 30
| 5
|
trailing 9%
| 167
| 20.9
|
Sideways
| 17.3
| 4.14
| 2.3
| 124
| 42
| 66
| 51
| false
|
Sell
|
Trim extended winner -1%
| 31
| -29
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| 69
| 18
| 122
| 3
| false
|
Within IPS guidelines
|
P0243
|
Active
|
401k
|
USD
|
2025-05-31
| 1,740,650
| 173,451
| 1,567,199
| 1
| 63.2
| 27.2
| 0
| 9.5
|
GLD:25.7%;VTI:25.7%;QQQ:25.7%;XLF:22.9%
|
US:69.5;EU:5.6;APAC:10.2;EM:11.1;Other:3.5
|
Value:-0.2;Growth:+0.7;Quality:+0.5;Size:-0.5;Momentum:-0.9;LowVol:-0.4
|
MaxPos8%
| 10
| 30
| 4.8
|
trailing 8%
| 137
| 27.4
|
Volatile
| 21.8
| 3.61
| 2.1
| 146
| 45
| 64
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -10
| -13
|
BrokerC
|
VWAP
| 89
| null | null |
Normal monitoring
| -49
| -10
| -17
| 3
| false
|
Within IPS guidelines
|
P0244
|
Systematic
|
Trust
|
USD
|
2025-05-13
| 1,330,811
| 98,894
| 1,231,917
| 1
| 64.1
| 28.6
| 0
| 7.3
|
VNQ:21.6%;IEF:11.3%;MSFT:10.0%;TLT:21.6%;BND:14.0%;QQQ:21.6%
|
US:58.2;EU:19.8;APAC:16.0;EM:3.5;Other:2.6
|
Value:+0.2;Growth:+0.1;Quality:-0.6;Size:-1.0;Momentum:+0.7;LowVol:+0.3
|
MaxPos7%
| 7
| 25
| 5.6
|
trailing 9%
| 143
| 23.5
|
Sideways
| 19.6
| 4.12
| 2.2
| 139
| 39
| 76
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 35
| 3
|
BrokerA
|
LMT
| 99
| null | null |
Normal monitoring
| 2
| -26
| 77
| 5
| false
|
Increase defensive factor exposure
|
P0245
|
Hands-off
|
Taxable
|
USD
|
2024-12-20
| 292,988
| 22,735
| 270,253
| 1
| 67
| 23
| 1.2
| 8.8
|
MSFT:22.8%;TLT:15.5%;VTI:16.0%;BRK.B:22.8%;XLF:22.8%
|
US:61.7;EU:12.5;APAC:10.7;EM:12.5;Other:2.6
|
Value:+0.4;Growth:+0.2;Quality:+0.3;Size:-0.9;Momentum:-0.1;LowVol:-0.3
|
ESGOnly;MaxPos7%
| 10
| 30
| 3.3
|
trailing 8%
| 117
| 15.6
|
Volatile
| 31.4
| 4.01
| 2.4
| 177
| 25
| 51
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| 8
|
BrokerD
|
VWAP
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -13
| -54
| 126
| 4
| false
|
Tax-aware sells next window
|
P0246
|
Cautious
|
Taxable
|
USD
|
2024-12-31
| 365,102
| 42,024
| 323,078
| 1
| 45.2
| 35.1
| 2.6
| 17
|
MUB:23.7%;VNQ:18.5%;XLF:23.7%;MSFT:10.2%;TLT:23.7%
|
US:59.9;EU:16.6;APAC:11.5;EM:9.4;Other:2.7
|
Value:-0.7;Growth:+0.1;Quality:-0.1;Size:-0.6;Momentum:-0.4;LowVol:+0.5
|
ESGOnly;NoDerivatives;NoMargin
| 5
| 30
| 3.4
|
hard 10%
| 100
| 14
|
Sideways
| 14.5
| 4.15
| 2.3
| 128
| -11
| 55
| 34
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -13
| -19
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| 89
| -11
| 100
| 4
| false
|
Increase defensive factor exposure
|
P0247
|
Active
|
Roth
|
USD
|
2025-03-22
| 1,516,688
| 109,734
| 1,406,954
| 1
| 51.6
| 20.7
| 22.6
| 5.1
|
IEF:22.5%;QQQ:22.5%;TLT:10.0%;GLD:22.5%;VTI:22.5%
|
US:58.2;EU:20.9;APAC:8.5;EM:9.9;Other:2.3
|
Value:-0.2;Growth:+0.6;Quality:-0.0;Size:+0.5;Momentum:-0.4;LowVol:+0.3
| null | 8
| 25
| 4.1
|
trailing 9%
| 223
| 17.6
|
Volatile
| 25
| 4.68
| 2.7
| 132
| -22
| 43
| 55
| false
|
NoAction
|
Within bands; monitor
| 2
| -12
|
BrokerB
|
LMT
| 91
| null | null |
Normal monitoring
| 17
| 16
| 10
| 5
| false
|
Within IPS guidelines
|
P0248
|
Cautious
|
Trust
|
USD
|
2025-12-09
| 272,905
| 40,382
| 232,523
| 1
| 40.6
| 31.8
| 10.8
| 16.8
|
VNQ:10.5%;BND:23.7%;XLF:23.7%;GLD:18.4%;TSLA:23.7%
|
US:72.3;EU:11.7;APAC:5.7;EM:8.5;Other:1.8
|
Value:+0.3;Growth:-0.7;Quality:-0.8;Size:+0.4;Momentum:+0.1;LowVol:-0.2
|
NoMargin
| 8
| 30
| 4.6
|
hard 10%
| 135
| 18.8
|
Sideways
| 20.6
| 4.58
| 3.4
| 103
| 6
| 44
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -26
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| 7
| 10
| 80
| 3
| false
|
Tighten stops on momentum names
|
P0249
|
Opportunistic
|
Taxable
|
USD
|
2024-09-13
| 903,956
| 46,045
| 857,911
| 1.21
| 70.6
| 15.9
| 4.7
| 8.8
|
HYG:33.3%;BRK.B:33.3%;MSFT:33.3%
|
US:64.4;EU:14.1;APAC:10.9;EM:6.8;Other:3.8
|
Value:0.0;Growth:+0.4;Quality:-1.0;Size:-0.7;Momentum:-0.4;LowVol:-0.2
|
MaxPos5%
| 5
| 25
| 4
|
trailing 7%
| 255
| 22.1
|
Bull
| 15.2
| 3.88
| 2.1
| 116
| 36
| 75
| 57
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 9
| -1
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| 31
| -41
| 23
| 4
| false
|
Within IPS guidelines
|
P0250
|
Active
|
401k
|
USD
|
2025-03-09
| 1,445,339
| 108,681
| 1,336,658
| 1
| 59.6
| 27.6
| 6.7
| 6.1
|
VOO:27.4%;BND:24.2%;AAPL:27.4%;AMZN:21.0%
|
US:60.6;EU:12.4;APAC:15.5;EM:8.1;Other:3.4
|
Value:-0.6;Growth:0.0;Quality:+0.5;Size:-0.9;Momentum:+0.3;LowVol:-0.0
|
MaxPos6%
| 8
| 25
| 4.5
|
trailing 8%
| 209
| 17.9
|
Volatile
| 25.4
| 4.91
| 2.5
| 152
| 12
| 49
| 69
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| -25
|
BrokerB
|
VWAP
| 86
| null | null |
Normal monitoring
| -23
| -52
| 116
| 3
| false
|
Increase defensive factor exposure
|
P0251
|
Systematic
|
Trust
|
USD
|
2025-12-19
| 1,357,843
| 93,405
| 1,264,438
| 1
| 65.2
| 22
| 7
| 5.8
|
VTI:12.4%;AAPL:19.1%;VOO:20.5%;IEF:13.7%;MUB:19.6%;TSLA:14.7%
|
US:67.1;EU:11.9;APAC:12.1;EM:6.1;Other:2.9
|
Value:+0.2;Growth:-0.6;Quality:-0.7;Size:+0.3;Momentum:+0.6;LowVol:-0.7
| null | 8
| 35
| 5.3
|
trailing 9%
| 122
| 20.4
|
Bear
| 32.1
| 3.71
| 1.6
| 182
| -60
| 35
| 73
| true
|
Rebalance
|
Rebalance back to target bands
| 17
| -19
|
BrokerD
|
LMT
| 99
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 14
| -20
| 46
| 3
| false
|
Increase defensive factor exposure
|
P0252
|
Active
|
IRA
|
USD
|
2025-12-21
| 2,109,628
| 130,686
| 1,978,942
| 1
| 55.8
| 25.4
| 10.6
| 8.1
|
GLD:22.2%;MUB:11.3%;BRK.B:22.2%;TSLA:22.2%;BND:22.2%
|
US:69.5;EU:13.3;APAC:6.5;EM:9.8;Other:0.9
|
Value:-0.5;Growth:+0.5;Quality:-0.0;Size:-0.5;Momentum:-0.4;LowVol:-0.4
|
MaxPos7%
| 8
| 25
| 5.1
|
trailing 8%
| 177
| 17.4
|
Bull
| 11.7
| 4.81
| 2.6
| 70
| 34
| 74
| 26
| false
|
Buy
|
Add to core equity +1%
| 11
| -35
|
BrokerB
|
LMT
| 87
| null | null |
Normal monitoring
| -42
| -3
| 68
| 5
| false
|
Within IPS guidelines
|
P0253
|
Active
|
Roth
|
USD
|
2025-03-27
| 789,400
| 61,671
| 727,729
| 1.15
| 63.8
| 28
| 0
| 8.2
|
BRK.B:21.6%;XLF:15.0%;BND:21.6%;AMZN:10.2%;IEF:20.0%;HYG:11.6%
|
US:70.7;EU:12.0;APAC:7.7;EM:8.4;Other:1.2
|
Value:+0.4;Growth:-0.3;Quality:+0.8;Size:+0.4;Momentum:-0.6;LowVol:0.0
| null | 5
| 25
| 5.8
|
trailing 8%
| 206
| 18.7
|
Volatile
| 24.4
| 5.1
| 2.7
| 177
| -54
| 20
| 77
| true
|
Hedge
|
Buy index puts 1% notional
| 33
| 4
|
BrokerC
|
MKT
| 87
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 89
| -32
| 153
| 4
| false
|
Increase defensive factor exposure
|
P0254
|
Cautious
|
IRA
|
USD
|
2025-03-31
| 894,218
| 76,589
| 817,629
| 1
| 47.1
| 37.6
| 0
| 15.3
|
MUB:20.6%;VOO:12.7%;VNQ:10.5%;AAPL:13.2%;TSLA:21.5%;QQQ:21.5%
|
US:77.3;EU:6.4;APAC:10.7;EM:5.0;Other:0.6
|
Value:+0.2;Growth:+0.4;Quality:+0.1;Size:+0.4;Momentum:+0.8;LowVol:+0.7
|
NoMargin
| 8
| 25
| 5.7
|
hard 10%
| 104
| 14.7
|
Bear
| 28.8
| 3.98
| 1.9
| 212
| -41
| 24
| 60
| false
|
Buy
|
Add to core equity +1%
| -10
| -12
|
BrokerA
|
LMT
| 87
| null | null |
Normal monitoring
| 21
| -18
| 81
| 4
| false
|
Tighten stops on momentum names
|
P0255
|
Cautious
|
Roth
|
USD
|
2024-11-27
| 418,743
| 56,818
| 361,925
| 1
| 44.9
| 35.3
| 8.5
| 11.2
|
TLT:28.9%;AAPL:13.2%;QQQ:28.9%;BND:28.9%
|
US:62.1;EU:15.8;APAC:7.0;EM:13.8;Other:1.2
|
Value:+0.5;Growth:-1.0;Quality:+0.3;Size:-0.7;Momentum:-0.3;LowVol:+0.1
|
MaxPos6%;NoMargin
| 10
| 35
| 5.2
|
trailing 8%
| 141
| 13.3
|
Sideways
| 14.2
| 4.25
| 3
| 108
| 34
| 73
| 26
| false
|
Sell
|
Trim extended winner -1%
| 4
| -35
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| 78
| -24
| 206
| 4
| false
|
Tighten stops on momentum names
|
P0256
|
Cautious
|
Taxable
|
USD
|
2025-05-12
| 640,493
| 83,914
| 556,579
| 1
| 41.3
| 33.3
| 9.4
| 16
|
TLT:20.8%;VNQ:22.8%;BND:12.8%;BRK.B:22.8%;VOO:20.7%
|
US:67.1;EU:17.5;APAC:8.2;EM:6.4;Other:0.8
|
Value:-0.5;Growth:+0.9;Quality:+0.8;Size:-0.4;Momentum:+0.3;LowVol:+0.2
|
MaxPos6%;NoMargin
| 6
| 25
| 4.4
|
trailing 8%
| 134
| 13
|
Bull
| 17.6
| 3.88
| 2.6
| 92
| 90
| 100
| 34
| true
|
Hedge
|
Buy index puts 1% notional
| 7
| 1
|
BrokerA
|
LMT
| 86
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 113
| -55
| 176
| 5
| false
|
Within IPS guidelines
|
P0257
|
Opportunistic
|
Trust
|
USD
|
2025-07-05
| 1,187,543
| 39,643
| 1,147,900
| 1
| 71.5
| 12.7
| 9.3
| 6.5
|
TSLA:8.2%;VTI:13.2%;AMZN:20.6%;GLD:19.2%;MSFT:18.3%;BND:20.6%
|
US:58.0;EU:13.9;APAC:13.9;EM:9.8;Other:4.4
|
Value:+0.8;Growth:-1.0;Quality:-1.0;Size:+0.9;Momentum:-0.4;LowVol:+0.3
|
NoDerivatives
| 5
| 25
| 4.8
|
trailing 7%
| 243
| 20.1
|
Bear
| 27.5
| 3.12
| 2.8
| 198
| -74
| 16
| 69
| false
|
Buy
|
Add to core equity +1%
| 35
| 15
|
BrokerA
|
LMT
| 89
| null | null |
Normal monitoring
| 1
| -44
| 41
| 4
| false
|
Tighten stops on momentum names
|
P0258
|
Active
|
401k
|
USD
|
2025-03-20
| 2,499,976
| 256,336
| 2,243,640
| 1
| 55.4
| 24
| 13.5
| 7.1
|
TLT:20.8%;AAPL:12.2%;VOO:15.5%;BND:16.7%;TSLA:19.8%;MUB:15.1%
|
US:65.1;EU:16.3;APAC:8.1;EM:7.1;Other:3.4
|
Value:+1.0;Growth:-0.0;Quality:-0.6;Size:-0.8;Momentum:-0.1;LowVol:+0.6
|
NoDerivatives
| 10
| 25
| 4.5
|
trailing 8%
| 209
| 24.4
|
Volatile
| 20.9
| 4.36
| 2.7
| 177
| 7
| 46
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| -21
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| 49
| 11
| 153
| 3
| false
|
Tighten stops on momentum names
|
P0259
|
Opportunistic
|
Roth
|
USD
|
2025-09-29
| 658,791
| 50,825
| 607,966
| 1.07
| 60.6
| 11.7
| 19.3
| 8.5
|
TSLA:19.1%;VTI:10.2%;MSFT:23.6%;QQQ:23.6%;BRK.B:23.6%
|
US:71.4;EU:8.0;APAC:12.4;EM:5.3;Other:2.8
|
Value:+0.4;Growth:+0.4;Quality:+0.5;Size:-0.6;Momentum:+1.0;LowVol:-0.1
| null | 7
| 30
| 5
|
trailing 7%
| 237
| 32.3
|
Bull
| 13.9
| 4.24
| 2.6
| 79
| 20
| 57
| 34
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| -40
|
BrokerD
|
VWAP
| 86
| null | null |
Normal monitoring
| 96
| -54
| 222
| 4
| false
|
Within IPS guidelines
|
P0260
|
Active
|
401k
|
USD
|
2024-07-08
| 741,970
| 87,519
| 654,451
| 1
| 62.2
| 28.2
| 4.5
| 5.1
|
HYG:33.3%;BND:33.3%;GLD:33.3%
|
US:66.0;EU:13.0;APAC:10.2;EM:9.5;Other:1.4
|
Value:+0.3;Growth:+0.8;Quality:+0.5;Size:+1.0;Momentum:-0.1;LowVol:-0.4
|
NoDerivatives
| 6
| 35
| 5.1
|
hard 12%
| 188
| 22.8
|
Bull
| 12.7
| 3.59
| 2.5
| 89
| 77
| 91
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 13
| 12
|
BrokerB
|
LMT
| 90
| null | null |
Normal monitoring
| 52
| -47
| 25
| 4
| false
|
Tighten stops on momentum names
|
P0261
|
Cautious
|
Taxable
|
USD
|
2024-11-13
| 810,082
| 109,554
| 700,528
| 1
| 45.4
| 42.1
| 0
| 12.5
|
BRK.B:33.3%;VOO:33.3%;XLF:33.3%
|
US:56.7;EU:17.9;APAC:12.3;EM:10.8;Other:2.3
|
Value:0.0;Growth:-0.5;Quality:-0.9;Size:+0.8;Momentum:+0.5;LowVol:-0.1
|
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
| 6
| 25
| 4.2
|
hard 10%
| 158
| 18
|
Volatile
| 30.8
| 5.43
| 2.7
| 152
| 17
| 64
| 71
| true
|
Hedge
|
Buy index puts 1% notional
| 25
| -17
|
BrokerC
|
MKT
| 96
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 63
| -16
| 119
| 5
| false
|
Monitor dispersion and breadth
|
P0262
|
Systematic
|
Roth
|
USD
|
2025-10-08
| 1,391,067
| 86,860
| 1,304,207
| 1
| 60.8
| 27.4
| 4.7
| 7.1
|
VNQ:17.6%;QQQ:16.8%;HYG:20.8%;VOO:11.3%;VTI:13.5%;TSLA:19.9%
|
US:71.8;EU:6.6;APAC:11.4;EM:7.2;Other:3.0
|
Value:+1.0;Growth:+0.3;Quality:0.0;Size:+0.8;Momentum:-0.7;LowVol:-0.7
| null | 5
| 25
| 4.1
|
hard 12%
| 159
| 20.2
|
Volatile
| 31.6
| 4.35
| 4.1
| 179
| 38
| 57
| 78
| true
|
Rebalance
|
Rebalance back to target bands
| 22
| -35
|
BrokerC
|
LMT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -49
| -6
| -21
| 3
| false
|
Within IPS guidelines
|
P0263
|
Systematic
|
Roth
|
USD
|
2025-12-02
| 1,691,149
| 114,645
| 1,576,504
| 1
| 62.7
| 31.3
| 0
| 5.9
|
MSFT:18.1%;AAPL:10.3%;HYG:19.8%;QQQ:20.8%;BRK.B:17.5%;TSLA:13.6%
|
US:77.1;EU:6.0;APAC:9.8;EM:6.2;Other:0.9
|
Value:+1.0;Growth:+0.7;Quality:+0.9;Size:-0.1;Momentum:-0.3;LowVol:-0.7
| null | 7
| 25
| 5.4
|
trailing 9%
| 152
| 25.7
|
Volatile
| 22.1
| 5.32
| 2.6
| 172
| 78
| 88
| 56
| false
|
Buy
|
Add to core equity +1%
| 31
| -21
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| 28
| 16
| 94
| 4
| false
|
Monitor dispersion and breadth
|
P0264
|
Systematic
|
Roth
|
USD
|
2025-08-11
| 963,802
| 77,800
| 886,002
| 1
| 56.1
| 29.2
| 7.3
| 7.4
|
MSFT:34.2%;QQQ:31.5%;TLT:34.2%
|
US:69.0;EU:11.5;APAC:11.1;EM:4.5;Other:3.9
|
Value:0.0;Growth:-1.0;Quality:+0.2;Size:-0.9;Momentum:+0.9;LowVol:0.0
|
NoDerivatives
| 7
| 25
| 5.3
|
trailing 8%
| 185
| 26.1
|
Bull
| 11.2
| 4.2
| 2.2
| 98
| 114
| 100
| 32
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| -7
|
BrokerD
|
LMT
| 86
| null | null |
Normal monitoring
| 114
| -38
| 232
| 4
| false
|
Within IPS guidelines
|
P0265
|
Active
|
Roth
|
USD
|
2024-12-20
| 2,359,546
| 255,844
| 2,103,702
| 1
| 54.5
| 26.1
| 14.3
| 5
|
VTI:21.5%;BRK.B:21.5%;VNQ:9.3%;TLT:15.4%;MUB:10.9%;HYG:21.5%
|
US:70.3;EU:10.4;APAC:11.3;EM:6.7;Other:1.3
|
Value:-0.2;Growth:+0.7;Quality:-0.9;Size:-0.2;Momentum:+0.6;LowVol:+0.8
| null | 6
| 25
| 4.4
|
hard 12%
| 170
| 26.2
|
Bull
| 12.9
| 4.26
| 3.4
| 90
| 75
| 79
| 30
| false
|
NoAction
|
Within bands; monitor
| 18
| -29
|
BrokerC
|
LMT
| 96
| null | null |
Normal monitoring
| 41
| 10
| 22
| 4
| false
|
Monitor dispersion and breadth
|
P0266
|
Hands-off
|
Roth
|
USD
|
2025-02-16
| 612,447
| 59,820
| 552,627
| 1
| 56
| 26.4
| 11.4
| 6.2
|
QQQ:19.3%;GLD:26.9%;AMZN:26.9%;HYG:26.9%
|
US:64.9;EU:7.1;APAC:14.5;EM:8.8;Other:4.8
|
Value:-0.2;Growth:+0.2;Quality:-0.3;Size:0.0;Momentum:+0.1;LowVol:+0.8
|
MaxPos8%
| 8
| 35
| 3.1
|
trailing 8%
| 123
| 18.1
|
Volatile
| 27.7
| 4.91
| 3.2
| 135
| -38
| 24
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| 1
| 5
|
BrokerC
|
MKT
| 94
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| -58
| 15
| -37
| 5
| false
|
Tighten stops on momentum names
|
P0267
|
Systematic
|
Taxable
|
USD
|
2025-06-25
| 1,856,360
| 108,059
| 1,748,301
| 1
| 60.5
| 26.8
| 3.8
| 8.9
|
IEF:9.0%;XLF:24.0%;VNQ:24.0%;AAPL:18.9%;MUB:24.0%
|
US:68.6;EU:16.8;APAC:8.4;EM:4.2;Other:2.0
|
Value:-0.1;Growth:-0.8;Quality:+0.8;Size:-1.0;Momentum:+0.3;LowVol:-0.5
| null | 7
| 35
| 4
|
trailing 8%
| 140
| 26.8
|
Sideways
| 20.2
| 3.79
| 3
| 120
| 49
| 77
| 51
| false
|
Buy
|
Add to core equity +1%
| 17
| -8
|
BrokerD
|
VWAP
| 95
| null | null |
Normal monitoring
| 52
| -10
| 35
| 5
| false
|
Increase defensive factor exposure
|
P0268
|
Active
|
Trust
|
USD
|
2025-11-19
| 664,461
| 44,559
| 619,902
| 1.19
| 61.7
| 31.3
| 0
| 7
|
VOO:18.1%;QQQ:22.6%;HYG:22.6%;AAPL:20.5%;TSLA:16.2%
|
US:61.7;EU:17.1;APAC:7.4;EM:10.3;Other:3.6
|
Value:-0.7;Growth:-1.0;Quality:+0.7;Size:+0.4;Momentum:-0.9;LowVol:-0.7
|
NoDerivatives
| 8
| 25
| 5.6
|
trailing 8%
| 225
| 19.5
|
Volatile
| 21.4
| 4.44
| 3.6
| 113
| 18
| 66
| 56
| false
|
Buy
|
Add to core equity +1%
| 10
| -17
|
BrokerD
|
VWAP
| 96
| null | null |
Normal monitoring
| 47
| 3
| 159
| 5
| false
|
Increase defensive factor exposure
|
P0269
|
Systematic
|
401k
|
USD
|
2025-06-04
| 447,822
| 33,152
| 414,670
| 1
| 55.3
| 21.3
| 13.6
| 9.9
|
XLF:34.8%;VOO:30.5%;VNQ:34.8%
|
US:65.7;EU:14.9;APAC:12.3;EM:6.6;Other:0.5
|
Value:+0.1;Growth:-0.6;Quality:-1.0;Size:-0.5;Momentum:+0.7;LowVol:+0.7
| null | 10
| 35
| 5.4
|
hard 12%
| 209
| 27.3
|
Volatile
| 20
| 4.59
| 3.8
| 178
| 15
| 42
| 62
| false
|
Buy
|
Add to core equity +1%
| 9
| -4
|
BrokerC
|
MKT
| 99
| null | null |
Normal monitoring
| 16
| 16
| 149
| 4
| false
|
Monitor dispersion and breadth
|
P0270
|
Active
|
401k
|
USD
|
2025-10-25
| 2,075,337
| 189,528
| 1,885,809
| 1
| 69.1
| 25.8
| 0
| 5.2
|
MSFT:25.3%;IEF:24.2%;QQQ:25.3%;BRK.B:25.3%
|
US:63.4;EU:14.7;APAC:10.5;EM:7.1;Other:4.3
|
Value:+0.3;Growth:+0.2;Quality:-0.9;Size:-0.8;Momentum:+0.3;LowVol:+0.8
| null | 7
| 30
| 4.1
|
hard 12%
| 202
| 21.6
|
Bull
| 15.2
| 4.81
| 2.8
| 102
| 2
| 43
| 45
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 11
| -36
|
BrokerA
|
MKT
| 87
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 13
| -15
| 125
| 2
| false
|
Increase defensive factor exposure
|
P0271
|
Cautious
|
401k
|
USD
|
2024-10-07
| 151,457
| 15,783
| 135,674
| 1
| 49.3
| 32.1
| 8.6
| 10
|
VTI:21.1%;VNQ:17.3%;MSFT:10.9%;TSLA:12.4%;TLT:17.2%;HYG:21.1%
|
US:70.9;EU:16.8;APAC:5.0;EM:4.5;Other:2.8
|
Value:+0.6;Growth:-0.5;Quality:-0.0;Size:-0.5;Momentum:+0.1;LowVol:+0.3
|
MaxPos6%;NoMargin
| 7
| 35
| 4.1
|
trailing 8%
| 149
| 14
|
Volatile
| 29.2
| 4.77
| 2
| 116
| -39
| 33
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| 1
|
BrokerA
|
VWAP
| 86
| null | null |
Normal monitoring
| -46
| -8
| -81
| 4
| false
|
Monitor dispersion and breadth
|
P0272
|
Cautious
|
Taxable
|
USD
|
2025-01-11
| 824,213
| 105,385
| 718,828
| 1
| 35.8
| 38.5
| 12.5
| 13.2
|
BND:9.6%;XLF:20.3%;IEF:8.3%;QQQ:19.5%;TSLA:21.2%;MSFT:21.2%
|
US:61.1;EU:11.8;APAC:15.9;EM:10.0;Other:1.2
|
Value:+0.8;Growth:-0.6;Quality:+0.5;Size:-0.6;Momentum:-0.4;LowVol:-0.4
|
ESGOnly;NoMargin
| 10
| 30
| 3.8
|
hard 10%
| 112
| 12.9
|
Bull
| 13.9
| 3.61
| 2.4
| 73
| 39
| 83
| 24
| false
|
Sell
|
Trim extended winner -1%
| 5
| 9
|
BrokerA
|
LMT
| 91
| null | null |
Normal monitoring
| 76
| -25
| 48
| 4
| false
|
Increase defensive factor exposure
|
P0273
|
Opportunistic
|
IRA
|
USD
|
2025-10-18
| 1,349,196
| 77,373
| 1,271,823
| 1.12
| 73
| 10
| 10.5
| 6.5
|
AAPL:25.9%;MSFT:25.9%;QQQ:22.4%;TLT:25.9%
|
US:62.3;EU:15.9;APAC:9.2;EM:11.1;Other:1.5
|
Value:+0.3;Growth:+0.3;Quality:+1.0;Size:+0.9;Momentum:-0.4;LowVol:-1.0
| null | 10
| 35
| 6.4
|
trailing 9%
| 184
| 21.2
|
Bear
| 30.2
| 3.09
| 2.5
| 152
| 10
| 56
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| -13
| -34
|
BrokerC
|
LMT
| 89
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -35
| 3
| 6
| 5
| true
|
Tax-aware sells next window
|
P0274
|
Cautious
|
IRA
|
USD
|
2024-11-28
| 593,632
| 56,252
| 537,380
| 1
| 36.7
| 44.7
| 4.6
| 14
|
TLT:33.3%;TSLA:33.3%;IEF:33.3%
|
US:64.9;EU:7.7;APAC:12.1;EM:12.0;Other:3.4
|
Value:+1.0;Growth:-0.1;Quality:-1.0;Size:+0.2;Momentum:+0.6;LowVol:+1.0
|
ESGOnly;NoMargin
| 7
| 30
| 4.1
|
trailing 8%
| 141
| 19.2
|
Bull
| 13.2
| 4.31
| 2.7
| 111
| 60
| 79
| 24
| false
|
Buy
|
Add to core equity +1%
| -5
| 3
|
BrokerB
|
VWAP
| 88
| null | null |
Normal monitoring
| 10
| -24
| 82
| 4
| false
|
Increase defensive factor exposure
|
P0275
|
Opportunistic
|
Trust
|
USD
|
2025-11-11
| 1,531,510
| 63,662
| 1,467,848
| 1.21
| 72
| 19.5
| 0.7
| 7.8
|
BRK.B:12.4%;MSFT:18.3%;XLF:26.5%;AAPL:16.4%;BND:26.5%
|
US:56.8;EU:13.7;APAC:15.4;EM:11.2;Other:3.0
|
Value:0.0;Growth:-0.2;Quality:+0.6;Size:+0.8;Momentum:-0.4;LowVol:+0.4
|
NoDerivatives
| 7
| 35
| 4.5
|
trailing 7%
| 203
| 33.1
|
Bull
| 13.3
| 3.72
| 3.2
| 80
| 48
| 74
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 15
| 7
|
BrokerB
|
VWAP
| 98
| null | null |
Normal monitoring
| 87
| -39
| 165
| 4
| false
|
Tax-aware sells next window
|
P0276
|
Opportunistic
|
401k
|
USD
|
2025-08-07
| 584,666
| 36,934
| 547,732
| 1
| 64.5
| 14.7
| 12.4
| 8.4
|
VOO:28.7%;VNQ:13.9%;XLF:28.7%;IEF:28.7%
|
US:68.8;EU:12.9;APAC:8.4;EM:5.5;Other:4.4
|
Value:+0.1;Growth:+0.2;Quality:-0.4;Size:+0.9;Momentum:-0.2;LowVol:+0.8
|
MaxPos8%
| 5
| 35
| 6.9
|
hard 12%
| 264
| 32.1
|
Volatile
| 25.6
| 5.32
| 3.9
| 130
| -32
| 21
| 64
| false
|
Buy
|
Add to core equity +1%
| 10
| -13
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| 51
| 6
| 118
| 3
| false
|
Monitor dispersion and breadth
|
P0277
|
Active
|
Taxable
|
USD
|
2025-01-22
| 1,088,169
| 109,469
| 978,700
| 1
| 56.6
| 21.8
| 15.4
| 6.2
|
XLF:16.3%;AAPL:20.1%;HYG:9.9%;VTI:20.7%;BND:20.7%;QQQ:12.4%
|
US:66.9;EU:18.4;APAC:7.2;EM:5.6;Other:1.9
|
Value:+0.2;Growth:-0.7;Quality:-0.4;Size:+1.0;Momentum:-0.2;LowVol:+0.3
| null | 5
| 35
| 4.1
|
hard 12%
| 140
| 26.5
|
Sideways
| 21.7
| 4.77
| 2.8
| 113
| 1
| 49
| 48
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -2
| -25
|
BrokerC
|
LMT
| 90
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 108
| -43
| 128
| 5
| false
|
Monitor dispersion and breadth
|
P0278
|
Cautious
|
Taxable
|
USD
|
2024-08-05
| 639,399
| 57,411
| 581,988
| 1
| 49.2
| 35.4
| 0
| 15.4
|
VTI:25.8%;MSFT:25.8%;AMZN:25.8%;HYG:22.6%
|
US:68.7;EU:12.3;APAC:14.7;EM:4.3;Other:0.0
|
Value:-0.6;Growth:+0.9;Quality:-0.7;Size:+0.5;Momentum:+0.5;LowVol:+0.9
|
NoMargin
| 8
| 35
| 5.6
|
hard 10%
| 160
| 16.8
|
Bull
| 16
| 4.98
| 3
| 113
| 30
| 55
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 1
| -16
|
BrokerB
|
MKT
| 97
| null | null |
Normal monitoring
| -23
| -33
| 88
| 4
| false
|
Tax-aware sells next window
|
P0279
|
Hands-off
|
IRA
|
USD
|
2025-06-28
| 218,478
| 11,165
| 207,313
| 1
| 59.6
| 20.2
| 10.9
| 9.4
|
BND:20.0%;MUB:22.2%;BRK.B:11.8%;AMZN:23.0%;TLT:23.0%
|
US:75.7;EU:12.6;APAC:6.3;EM:4.0;Other:1.5
|
Value:-0.9;Growth:+0.8;Quality:+0.7;Size:-0.6;Momentum:+0.5;LowVol:-0.8
|
MaxPos5%
| 5
| 35
| 4.9
|
trailing 8%
| 154
| 14.8
|
Volatile
| 24.6
| 4.32
| 2.3
| 112
| 48
| 85
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| 0
|
BrokerA
|
MKT
| 88
| null | null |
Normal monitoring
| -60
| 5
| 27
| 5
| false
|
Within IPS guidelines
|
P0280
|
Hands-off
|
401k
|
USD
|
2024-11-27
| 229,673
| 16,827
| 212,846
| 1
| 62.7
| 28.8
| 2.8
| 5.7
|
HYG:23.9%;AMZN:23.9%;VTI:11.1%;BRK.B:19.9%;VNQ:21.1%
|
US:67.4;EU:11.4;APAC:9.2;EM:8.7;Other:3.4
|
Value:-0.1;Growth:0.0;Quality:+0.9;Size:-0.5;Momentum:+0.9;LowVol:-0.8
| null | 10
| 30
| 4.9
|
trailing 10%
| 113
| 17.5
|
Sideways
| 20.2
| 4.19
| 2.9
| 121
| 31
| 75
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -7
| -1
|
BrokerB
|
LMT
| 85
| null | null |
Normal monitoring
| 52
| -3
| 165
| 5
| false
|
Monitor dispersion and breadth
|
P0281
|
Cautious
|
Roth
|
USD
|
2025-05-01
| 412,609
| 38,372
| 374,237
| 1
| 52.9
| 33
| 1.5
| 12.6
|
VNQ:34.2%;XLF:31.7%;TLT:34.2%
|
US:60.8;EU:13.1;APAC:15.0;EM:10.0;Other:1.0
|
Value:+0.9;Growth:-0.3;Quality:+0.2;Size:-0.8;Momentum:-0.2;LowVol:+0.1
|
ESGOnly;MaxPos8%;NoMargin
| 6
| 30
| 4.7
|
hard 10%
| 127
| 14.5
|
Bull
| 17.1
| 4.03
| 2.6
| 87
| 97
| 90
| 39
| false
|
Sell
|
Trim extended winner -1%
| 18
| -29
|
BrokerB
|
MKT
| 92
| null | null |
Normal monitoring
| -21
| -51
| -54
| 5
| false
|
Tax-aware sells next window
|
P0282
|
Hands-off
|
Roth
|
USD
|
2024-11-30
| 890,114
| 83,192
| 806,922
| 1
| 63.7
| 28.1
| 0
| 8.2
|
HYG:17.8%;VNQ:9.5%;VOO:20.1%;IEF:16.8%;MUB:18.4%;BRK.B:17.4%
|
US:68.2;EU:14.0;APAC:6.7;EM:7.0;Other:4.1
|
Value:+0.9;Growth:+0.7;Quality:+0.7;Size:-0.7;Momentum:-0.8;LowVol:+0.9
|
ESGOnly
| 5
| 30
| 3.6
|
trailing 8%
| 96
| 15.4
|
Sideways
| 18.7
| 4.06
| 2.9
| 131
| -11
| 55
| 46
| false
|
Buy
|
Add to core equity +1%
| 16
| -6
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| 26
| 7
| 76
| 5
| false
|
Tax-aware sells next window
|
P0283
|
Active
|
Trust
|
USD
|
2024-10-08
| 2,186,371
| 246,400
| 1,939,971
| 1.23
| 55.2
| 31.2
| 4.8
| 8.8
|
MSFT:18.2%;IEF:10.1%;AMZN:15.4%;HYG:18.4%;BRK.B:19.8%;TSLA:18.0%
|
US:60.0;EU:20.1;APAC:11.1;EM:6.7;Other:2.1
|
Value:-0.5;Growth:-0.2;Quality:+0.6;Size:+0.5;Momentum:+0.6;LowVol:+0.8
|
NoDerivatives
| 6
| 35
| 4.3
|
hard 12%
| 223
| 27.6
|
Volatile
| 28
| 4.68
| 2
| 178
| -25
| 43
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| -34
|
BrokerB
|
MKT
| 94
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 66
| -19
| 165
| 2
| false
|
Tighten stops on momentum names
|
P0284
|
Opportunistic
|
401k
|
USD
|
2025-07-27
| 1,050,317
| 85,714
| 964,603
| 1
| 72.8
| 14.6
| 7.8
| 4.8
|
GLD:11.8%;HYG:21.8%;AMZN:22.8%;XLF:22.8%;TSLA:20.8%
|
US:65.8;EU:12.1;APAC:10.5;EM:7.4;Other:4.2
|
Value:-0.1;Growth:+0.6;Quality:+0.2;Size:-0.1;Momentum:-0.2;LowVol:-0.1
|
NoDerivatives
| 7
| 30
| 5
|
hard 12%
| 273
| 23.4
|
Sideways
| 21.5
| 4.17
| 2.1
| 119
| -26
| 47
| 69
| true
|
Rebalance
|
Rebalance back to target bands
| 33
| -39
|
BrokerC
|
MKT
| 86
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 76
| -15
| 99
| 4
| false
|
Tighten stops on momentum names
|
P0285
|
Hands-off
|
IRA
|
USD
|
2025-10-06
| 523,322
| 30,968
| 492,354
| 1
| 55
| 27.7
| 10
| 7.3
|
VOO:25.7%;VTI:25.7%;BND:25.7%;IEF:23.0%
|
US:70.4;EU:11.0;APAC:8.0;EM:7.6;Other:3.0
|
Value:-0.6;Growth:-0.7;Quality:+0.1;Size:-0.2;Momentum:-0.8;LowVol:+0.4
|
ESGOnly;MaxPos7%
| 5
| 35
| 4.4
|
hard 10%
| 136
| 15.6
|
Sideways
| 16.4
| 3.67
| 3.1
| 97
| -9
| 35
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -17
|
BrokerC
|
VWAP
| 95
| null | null |
Normal monitoring
| 15
| -9
| 119
| 5
| false
|
Tighten stops on momentum names
|
P0286
|
Opportunistic
|
Trust
|
USD
|
2025-02-23
| 428,306
| 23,823
| 404,483
| 1
| 68.8
| 12.1
| 13.9
| 5.2
|
MUB:9.0%;MSFT:22.2%;IEF:7.7%;VOO:16.7%;GLD:22.2%;BND:22.2%
|
US:65.9;EU:15.3;APAC:7.4;EM:7.8;Other:3.5
|
Value:-0.6;Growth:-0.2;Quality:-0.4;Size:-0.1;Momentum:-0.1;LowVol:-1.0
|
MaxPos8%
| 10
| 30
| 5.4
|
trailing 9%
| 203
| 21.2
|
Sideways
| 18.5
| 4.31
| 2.7
| 102
| 51
| 70
| 63
| false
|
Sell
|
Trim extended winner -1%
| -7
| -6
|
BrokerC
|
LMT
| 93
| null | null |
Normal monitoring
| 110
| -49
| 179
| 4
| false
|
Tighten stops on momentum names
|
P0287
|
Hands-off
|
401k
|
USD
|
2025-08-11
| 252,196
| 16,804
| 235,392
| 1
| 69.8
| 19
| 4.9
| 6.3
|
IEF:33.3%;VTI:33.3%;TLT:33.3%
|
US:67.8;EU:6.3;APAC:12.4;EM:9.9;Other:3.6
|
Value:+0.9;Growth:0.0;Quality:-0.5;Size:+0.3;Momentum:-0.1;LowVol:+0.2
|
ESGOnly;MaxPos8%
| 10
| 25
| 5.7
|
trailing 8%
| 101
| 13.2
|
Sideways
| 18.4
| 4.79
| 3.4
| 90
| 1
| 36
| 48
| false
|
Buy
|
Add to core equity +1%
| -6
| -34
|
BrokerA
|
VWAP
| 94
| null | null |
Normal monitoring
| -2
| -56
| -21
| 5
| false
|
Within IPS guidelines
|
P0288
|
Active
|
Taxable
|
USD
|
2025-12-15
| 1,135,523
| 130,820
| 1,004,703
| 1
| 59.5
| 29.7
| 4.8
| 6.1
|
MSFT:13.0%;AMZN:18.4%;QQQ:14.1%;BND:12.8%;VTI:20.8%;TLT:20.8%
|
US:70.9;EU:13.5;APAC:5.8;EM:6.2;Other:3.6
|
Value:+0.9;Growth:+0.9;Quality:+1.0;Size:-0.8;Momentum:-0.2;LowVol:+0.2
|
MaxPos6%
| 8
| 30
| 5.9
|
trailing 8%
| 207
| 21.7
|
Volatile
| 20.3
| 4.24
| 2.3
| 165
| -27
| 38
| 57
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -5
| -33
|
BrokerB
|
MKT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 3
| 5
| 34
| 4
| true
|
Monitor dispersion and breadth
|
P0289
|
Hands-off
|
Taxable
|
USD
|
2025-11-22
| 642,331
| 52,587
| 589,744
| 1
| 56.7
| 23.3
| 13.3
| 6.6
|
MSFT:31.3%;TLT:36.3%;AAPL:32.4%
|
US:68.3;EU:10.2;APAC:11.0;EM:9.7;Other:0.9
|
Value:-0.6;Growth:+0.7;Quality:-0.7;Size:-0.6;Momentum:+0.5;LowVol:+0.8
|
NoDerivatives
| 6
| 25
| 5.1
|
trailing 10%
| 93
| 14.1
|
Bull
| 13.3
| 3.78
| 3.1
| 77
| 97
| 87
| 44
| false
|
Buy
|
Add to core equity +1%
| 28
| 14
|
BrokerB
|
LMT
| 95
| null | null |
Normal monitoring
| 50
| -15
| 71
| 4
| false
|
Within IPS guidelines
|
P0290
|
Hands-off
|
Roth
|
USD
|
2025-09-28
| 802,133
| 71,148
| 730,985
| 1
| 65.9
| 27.5
| 0
| 6.6
|
TLT:16.7%;VOO:19.6%;GLD:18.8%;QQQ:22.4%;BND:22.4%
|
US:70.4;EU:9.0;APAC:12.7;EM:4.4;Other:3.4
|
Value:+0.6;Growth:+0.8;Quality:-0.6;Size:+0.8;Momentum:+0.9;LowVol:+0.6
| null | 10
| 25
| 4.2
|
trailing 8%
| 170
| 12.1
|
Bull
| 17.2
| 4.66
| 2.1
| 86
| 21
| 60
| 62
| false
|
Sell
|
Trim extended winner -1%
| 35
| 10
|
BrokerB
|
MKT
| 85
| null | null |
Normal monitoring
| 29
| 19
| 109
| 5
| false
|
Increase defensive factor exposure
|
P0291
|
Systematic
|
Trust
|
USD
|
2025-03-01
| 751,993
| 40,208
| 711,785
| 1
| 60.6
| 22.3
| 10.3
| 6.8
|
QQQ:24.9%;BRK.B:16.6%;VTI:22.1%;IEF:24.9%;MSFT:11.4%
|
US:66.4;EU:16.1;APAC:9.5;EM:5.2;Other:2.8
|
Value:0.0;Growth:+0.6;Quality:-0.3;Size:-0.4;Momentum:0.0;LowVol:-0.4
| null | 7
| 35
| 4.4
|
trailing 9%
| 187
| 22.8
|
Bull
| 14.9
| 3.58
| 2.4
| 111
| 26
| 61
| 41
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 18
| -12
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| -21
| -43
| 69
| 4
| false
|
Within IPS guidelines
|
P0292
|
Opportunistic
|
Taxable
|
USD
|
2025-03-11
| 542,901
| 36,926
| 505,975
| 1.07
| 71.9
| 19.1
| 1.2
| 7.8
|
MUB:38.4%;TSLA:23.2%;GLD:38.4%
|
US:61.3;EU:15.7;APAC:12.0;EM:8.9;Other:2.1
|
Value:+0.9;Growth:+0.7;Quality:-0.3;Size:-0.9;Momentum:+0.9;LowVol:+0.3
|
MaxPos8%
| 10
| 35
| 4
|
trailing 7%
| 231
| 25.9
|
Volatile
| 31.2
| 5.03
| 3.7
| 121
| 37
| 69
| 78
| true
|
Hedge
|
Buy index puts 1% notional
| 11
| -8
|
BrokerD
|
VWAP
| 93
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 8
| -21
| 32
| 2
| false
|
Monitor dispersion and breadth
|
P0293
|
Opportunistic
|
Trust
|
USD
|
2025-02-16
| 1,542,034
| 108,820
| 1,433,214
| 1
| 62.7
| 16.6
| 14
| 6.7
|
GLD:18.2%;AMZN:20.9%;BND:20.9%;VTI:12.4%;IEF:6.8%;MSFT:20.9%
|
US:77.5;EU:9.0;APAC:7.6;EM:5.8;Other:0.1
|
Value:+0.4;Growth:+0.3;Quality:-0.9;Size:-0.5;Momentum:0.0;LowVol:+0.2
|
MaxPos6%
| 6
| 25
| 4.9
|
trailing 9%
| 254
| 30.8
|
Sideways
| 15.9
| 3.69
| 2.6
| 131
| 43
| 59
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| 5
|
BrokerB
|
MKT
| 95
| null | null |
Normal monitoring
| 11
| 11
| 74
| 3
| false
|
Tighten stops on momentum names
|
P0294
|
Hands-off
|
Trust
|
USD
|
2025-09-28
| 563,372
| 25,499
| 537,873
| 1
| 61.1
| 28.9
| 0.4
| 9.6
|
AAPL:36.4%;MSFT:36.4%;XLF:27.2%
|
US:63.2;EU:12.5;APAC:11.5;EM:8.5;Other:4.3
|
Value:-0.8;Growth:+0.5;Quality:+0.7;Size:+0.4;Momentum:+0.5;LowVol:-0.7
|
ESGOnly
| 10
| 30
| 5.7
|
trailing 8%
| 168
| 13.1
|
Volatile
| 29
| 4.6
| 3.2
| 172
| 4
| 62
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 4
| -36
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| -5
| -5
| 37
| 4
| false
|
Within IPS guidelines
|
P0295
|
Systematic
|
401k
|
USD
|
2025-11-15
| 864,604
| 73,230
| 791,374
| 1
| 59.1
| 26.6
| 7.2
| 7.2
|
HYG:33.3%;AAPL:33.3%;AMZN:33.3%
|
US:71.9;EU:10.9;APAC:12.7;EM:4.5;Other:0.0
|
Value:+0.1;Growth:+0.9;Quality:0.0;Size:-0.4;Momentum:+0.3;LowVol:+0.6
|
MaxPos8%
| 8
| 30
| 4.2
|
hard 12%
| 148
| 16.8
|
Bear
| 28.2
| 3.02
| 1.5
| 215
| -12
| 36
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 18
| -9
|
BrokerB
|
MKT
| 96
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 93
| 5
| 129
| 5
| false
|
Tax-aware sells next window
|
P0296
|
Active
|
Taxable
|
USD
|
2025-04-11
| 1,787,431
| 145,304
| 1,642,127
| 1
| 64.5
| 20.9
| 7.9
| 6.6
|
AAPL:25.9%;VTI:24.0%;GLD:24.3%;BRK.B:25.9%
|
US:63.0;EU:14.2;APAC:12.3;EM:10.1;Other:0.3
|
Value:+0.9;Growth:-0.2;Quality:-0.4;Size:+0.2;Momentum:+0.8;LowVol:-0.4
|
MaxPos7%
| 7
| 35
| 4.1
|
trailing 8%
| 129
| 22.1
|
Bull
| 13.4
| 3.87
| 2.6
| 84
| 48
| 81
| 37
| false
|
Buy
|
Add to core equity +1%
| 10
| 13
|
BrokerB
|
MKT
| 95
| null | null |
Normal monitoring
| 82
| 3
| 125
| 3
| false
|
Increase defensive factor exposure
|
P0297
|
Opportunistic
|
Trust
|
USD
|
2024-07-07
| 1,711,966
| 128,959
| 1,583,007
| 1
| 68.9
| 11.5
| 11.6
| 7.9
|
AMZN:22.7%;XLF:21.0%;GLD:11.0%;MUB:22.7%;QQQ:22.7%
|
US:68.8;EU:13.3;APAC:13.3;EM:4.2;Other:0.5
|
Value:-0.8;Growth:+0.4;Quality:+0.9;Size:-0.7;Momentum:-0.7;LowVol:-0.9
| null | 10
| 35
| 6.6
|
trailing 7%
| 217
| 33.9
|
Volatile
| 25.9
| 4.7
| 4
| 161
| 67
| 77
| 69
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 16
| -18
|
BrokerC
|
MKT
| 94
| null | null |
Normal monitoring
| -9
| -16
| 99
| 4
| false
|
Within IPS guidelines
|
P0298
|
Systematic
|
Taxable
|
USD
|
2024-09-13
| 1,548,971
| 150,942
| 1,398,029
| 1
| 58.9
| 29.8
| 1.5
| 9.9
|
BND:19.5%;MUB:25.4%;XLF:12.5%;HYG:17.2%;GLD:25.4%
|
US:74.1;EU:10.2;APAC:11.7;EM:3.8;Other:0.1
|
Value:+0.7;Growth:+0.2;Quality:+0.1;Size:-0.2;Momentum:+0.2;LowVol:-0.4
| null | 10
| 25
| 5
|
trailing 9%
| 166
| 28
|
Sideways
| 16.9
| 4
| 2.9
| 139
| 48
| 85
| 52
| false
|
Sell
|
Trim extended winner -1%
| -14
| -1
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 120
| -27
| 155
| 5
| false
|
Monitor dispersion and breadth
|
P0299
|
Hands-off
|
IRA
|
USD
|
2025-02-02
| 409,839
| 20,707
| 389,132
| 1
| 70.7
| 23.2
| 0
| 6.1
|
TLT:33.3%;VNQ:33.3%;HYG:33.3%
|
US:58.5;EU:10.7;APAC:14.1;EM:10.9;Other:5.7
|
Value:+0.6;Growth:-0.2;Quality:-0.0;Size:+0.6;Momentum:+0.9;LowVol:-0.4
|
MaxPos6%;NoDerivatives
| 7
| 30
| 4
|
trailing 8%
| 122
| 18.2
|
Sideways
| 21.8
| 3.62
| 3.1
| 117
| 49
| 86
| 63
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 31
| -33
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| 65
| 3
| 38
| 5
| false
|
Within IPS guidelines
|
P0300
|
Active
|
Trust
|
USD
|
2024-10-28
| 1,573,827
| 111,101
| 1,462,726
| 1
| 62.1
| 28.1
| 3.6
| 6.2
|
HYG:23.8%;VNQ:23.8%;IEF:10.6%;TLT:18.0%;MUB:23.8%
|
US:77.5;EU:5.3;APAC:11.7;EM:4.6;Other:0.9
|
Value:+0.9;Growth:-0.5;Quality:+0.7;Size:-0.1;Momentum:+0.8;LowVol:+0.6
|
MaxPos6%
| 7
| 30
| 4.9
|
trailing 8%
| 172
| 23.1
|
Sideways
| 15.2
| 4.64
| 3.5
| 104
| 56
| 81
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| -21
|
BrokerB
|
MKT
| 98
| null | null |
Normal monitoring
| -39
| 9
| -3
| 5
| false
|
Within IPS guidelines
|
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