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
P2101
Systematic
Trust
USD
2024-07-04
905,707
77,281
828,426
1
64.2
27.1
0
8.7
BND:20.5%;AAPL:15.8%;BRK.B:14.3%;MSFT:17.5%;VNQ:20.5%;XLF:11.4%
US:66.8;EU:12.8;APAC:6.1;EM:13.1;Other:1.2
Value:-0.0;Growth:+0.3;Quality:-0.1;Size:-0.7;Momentum:+0.3;LowVol:+0.5
null
5
25
5.7
trailing 8%
215
23.2
Bull
17.4
3.63
3.4
116
72
77
58
false
Rebalance
Shift +1% to bonds from equity
11
-27
BrokerD
MKT
89
null
null
Normal monitoring
42
-21
119
3
false
Tighten stops on momentum names
P2102
Systematic
IRA
USD
2024-09-22
957,424
57,304
900,120
1
59.3
31.6
3.2
5.9
HYG:34.4%;BND:34.4%;AMZN:31.2%
US:76.2;EU:5.0;APAC:9.0;EM:9.1;Other:0.7
Value:+0.3;Growth:+0.9;Quality:+0.9;Size:+0.4;Momentum:-0.1;LowVol:-0.4
null
6
25
4.5
trailing 9%
190
17
Bull
16.3
4.71
3
92
102
100
44
false
NoAction
Within bands; monitor
-8
-40
BrokerC
LMT
89
null
null
Normal monitoring
-31
-56
56
3
false
Tighten stops on momentum names
P2103
Hands-off
IRA
USD
2025-05-01
206,255
15,968
190,287
1
57.7
17
17.4
7.9
VTI:22.5%;TLT:18.8%;GLD:22.5%;MUB:22.5%;BRK.B:13.7%
US:58.9;EU:16.4;APAC:9.0;EM:11.1;Other:4.6
Value:-0.8;Growth:+0.3;Quality:-0.0;Size:+0.9;Momentum:-0.1;LowVol:+0.1
ESGOnly;NoDerivatives
8
25
3.8
trailing 10%
135
13.3
Volatile
26
4.36
3.3
169
-53
11
66
true
Hedge
Buy index puts 1% notional
-14
14
BrokerA
MKT
91
VAR>budget
Reduce
Risk above budget threshold
-22
-32
39
3
false
Monitor dispersion and breadth
P2104
Hands-off
Trust
USD
2025-05-05
239,814
22,354
217,460
1
66.4
25.8
0
7.7
IEF:21.5%;AMZN:21.3%;BRK.B:17.5%;AAPL:21.5%;TLT:18.1%
US:70.1;EU:18.2;APAC:6.6;EM:3.3;Other:1.9
Value:+0.2;Growth:+0.5;Quality:-0.7;Size:+0.3;Momentum:+0.4;LowVol:0.0
ESGOnly
7
30
5.6
hard 10%
134
13.8
Bear
33.6
4.08
1.9
134
-4
34
88
true
Hedge
Buy index puts 1% notional
5
-18
BrokerB
MKT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-2
-30
12
4
false
Increase defensive factor exposure
P2105
Systematic
Taxable
USD
2024-09-11
1,358,034
87,555
1,270,479
1
63.4
28.1
0.2
8.3
TLT:18.6%;QQQ:27.1%;TSLA:27.1%;XLF:27.1%
US:62.4;EU:14.9;APAC:12.1;EM:7.1;Other:3.5
Value:+0.1;Growth:-0.5;Quality:-0.5;Size:+0.7;Momentum:-0.7;LowVol:-0.9
NoDerivatives
8
25
5.7
hard 12%
137
27
Volatile
26.5
5.01
4.4
164
69
75
66
false
Sell
Trim extended winner -1%
26
-28
BrokerC
LMT
85
null
null
Normal monitoring
15
-31
111
3
false
Tighten stops on momentum names
P2106
Cautious
Roth
USD
2024-09-29
657,254
100,896
556,358
1
47
37.6
0
15.4
BND:33.3%;TSLA:33.3%;MSFT:33.3%
US:63.0;EU:15.7;APAC:10.0;EM:8.6;Other:2.6
Value:-0.1;Growth:-0.2;Quality:+0.7;Size:-0.4;Momentum:+0.6;LowVol:0.0
NoMargin
5
30
4.6
trailing 8%
134
19.9
Bull
15
4.27
3.2
96
7
66
41
false
NoAction
Within bands; monitor
26
-7
BrokerB
MKT
0
null
null
Normal monitoring
-6
-35
84
4
false
Tighten stops on momentum names
P2107
Opportunistic
Trust
USD
2025-06-12
1,790,609
88,053
1,702,556
1
62.2
21.7
9.2
6.9
TSLA:30.6%;MSFT:18.5%;XLF:30.6%;VNQ:20.3%
US:57.6;EU:12.4;APAC:16.1;EM:9.8;Other:4.0
Value:+0.7;Growth:-0.5;Quality:+0.6;Size:-0.7;Momentum:+0.2;LowVol:-0.0
null
5
30
6.4
trailing 7%
248
30
Volatile
22.9
4.75
4.1
179
62
80
64
false
Rebalance
Shift +1% to bonds from equity
7
7
BrokerD
LMT
88
null
null
Normal monitoring
2
-30
139
3
false
Tax-aware sells next window
P2108
Opportunistic
Roth
USD
2025-08-07
955,295
75,352
879,943
1.23
68.5
12.3
14.4
4.7
BND:19.8%;BRK.B:28.1%;HYG:28.1%;VNQ:24.1%
US:64.1;EU:14.5;APAC:8.1;EM:9.8;Other:3.6
Value:-0.9;Growth:-0.0;Quality:+0.3;Size:+0.5;Momentum:-0.4;LowVol:+0.6
null
7
25
6.9
trailing 9%
257
21.9
Sideways
20.5
4.08
2.3
111
27
62
69
false
Buy
Add to core equity +1%
23
6
BrokerD
MKT
89
null
null
Normal monitoring
-44
-2
92
4
false
Monitor dispersion and breadth
P2109
Cautious
401k
USD
2025-09-04
693,597
92,868
600,729
1
43.8
33
8.3
14.9
QQQ:27.3%;VTI:27.3%;BRK.B:20.5%;TSLA:24.9%
US:66.5;EU:7.8;APAC:12.2;EM:9.4;Other:4.1
Value:-0.7;Growth:+0.2;Quality:+0.9;Size:+0.5;Momentum:+1.0;LowVol:+0.7
ESGOnly;NoMargin
10
30
3.7
trailing 8%
134
17.7
Bull
12.2
4.79
2.5
79
91
82
20
false
Rebalance
Shift +1% to bonds from equity
-5
-32
BrokerC
MKT
86
null
null
Normal monitoring
-41
14
33
5
false
Within IPS guidelines
P2110
Active
Taxable
USD
2025-04-18
866,819
54,761
812,058
1.18
55.4
23
16.5
5.1
MSFT:33.5%;IEF:33.5%;HYG:33.1%
US:66.8;EU:15.7;APAC:5.7;EM:8.6;Other:3.2
Value:-0.8;Growth:+0.4;Quality:-0.5;Size:0.0;Momentum:-0.4;LowVol:+0.7
MaxPos7%;NoDerivatives
6
30
4.2
trailing 8%
122
21.5
Volatile
29.2
3.99
2.3
136
44
68
74
true
Hedge
Buy index puts 1% notional
6
-24
BrokerC
VWAP
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
2
-40
65
3
false
Increase defensive factor exposure
P2111
Active
Roth
USD
2025-12-20
1,788,304
173,452
1,614,852
1
64.9
22.4
6.2
6.6
XLF:8.0%;TSLA:23.1%;AMZN:22.6%;IEF:23.1%;MSFT:23.1%
US:63.6;EU:14.8;APAC:9.6;EM:9.6;Other:2.5
Value:-0.8;Growth:+0.5;Quality:-0.9;Size:-0.3;Momentum:-0.2;LowVol:-0.1
null
7
25
5.8
trailing 8%
129
24.1
Bull
16
4.15
2.5
95
41
64
60
false
Rebalance
Shift +1% to bonds from equity
-1
3
BrokerC
MKT
98
null
null
Normal monitoring
-27
-60
45
5
false
Monitor dispersion and breadth
P2112
Systematic
IRA
USD
2024-12-31
1,454,617
118,989
1,335,628
1
60.9
21.9
7.3
9.8
BND:33.3%;BRK.B:33.3%;VOO:33.3%
US:69.1;EU:15.2;APAC:6.4;EM:7.3;Other:2.0
Value:-0.6;Growth:-0.9;Quality:-0.3;Size:-0.7;Momentum:+0.8;LowVol:-0.3
MaxPos8%
7
30
5.2
trailing 9%
166
20.9
Sideways
20.1
3.94
2.8
104
-18
33
60
false
NoAction
Within bands; monitor
10
-35
BrokerC
LMT
87
null
null
Normal monitoring
42
-10
5
3
false
Increase defensive factor exposure
P2113
Cautious
Trust
USD
2025-12-16
858,229
132,691
725,538
1
39.9
42
6.6
11.5
MUB:33.3%;AAPL:33.3%;QQQ:33.3%
US:71.8;EU:7.4;APAC:10.1;EM:7.9;Other:2.8
Value:-0.7;Growth:+0.2;Quality:-1.0;Size:+0.2;Momentum:-0.9;LowVol:-0.7
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
5
30
3.7
trailing 8%
119
19.1
Bull
13.9
3.74
2.9
111
6
40
31
false
NoAction
Within bands; monitor
10
7
BrokerC
LMT
88
null
null
Normal monitoring
1
16
64
3
false
Monitor dispersion and breadth
P2114
Opportunistic
IRA
USD
2025-04-24
349,230
19,397
329,833
1
60.8
19.6
14
5.6
VNQ:22.7%;VOO:9.3%;VTI:11.9%;BRK.B:12.3%;QQQ:21.1%;XLF:22.7%
US:67.1;EU:16.4;APAC:5.7;EM:9.6;Other:1.3
Value:-0.9;Growth:-0.5;Quality:+0.2;Size:-0.9;Momentum:-1.0;LowVol:+0.8
MaxPos7%
5
30
4.3
hard 12%
222
27.1
Sideways
19.5
4.88
2.6
100
54
64
50
false
Buy
Add to core equity +1%
17
-18
BrokerB
MKT
98
null
null
Normal monitoring
-45
-32
17
4
false
Increase defensive factor exposure
P2115
Hands-off
IRA
USD
2024-09-23
500,916
24,721
476,195
1
60.2
20.6
9.5
9.6
BRK.B:11.8%;HYG:17.5%;AAPL:20.6%;XLF:20.6%;VNQ:20.6%;MSFT:9.0%
US:66.6;EU:15.7;APAC:10.0;EM:4.4;Other:3.3
Value:+0.9;Growth:+0.1;Quality:+1.0;Size:-0.5;Momentum:-0.1;LowVol:+0.3
ESGOnly;MaxPos5%
10
25
3.7
hard 10%
143
16.9
Volatile
23.5
4.28
2.2
149
-25
30
68
false
Hedge
Add TLT +1% as duration hedge
-11
-14
BrokerB
LMT
89
null
null
Normal monitoring
15
-56
-9
5
false
Within IPS guidelines
P2116
Cautious
Trust
USD
2025-08-19
864,551
133,442
731,109
1
42.7
32.7
14.5
10
AAPL:18.2%;BND:21.8%;GLD:14.5%;VNQ:22.7%;BRK.B:22.7%
US:69.4;EU:10.6;APAC:12.9;EM:6.4;Other:0.7
Value:-1.0;Growth:+0.5;Quality:+0.9;Size:+0.8;Momentum:+0.8;LowVol:+0.3
ESGOnly;NoMargin
5
25
4
trailing 8%
132
14.2
Bear
25.7
4.3
1.7
201
-52
36
57
false
Buy
Add to core equity +1%
0
-40
BrokerB
LMT
90
null
null
Normal monitoring
23
8
109
5
false
Increase defensive factor exposure
P2117
Hands-off
Roth
USD
2024-12-07
787,199
51,266
735,933
1
64.5
27.7
0.7
7.2
AMZN:27.1%;QQQ:27.1%;MSFT:27.1%;MUB:18.6%
US:71.7;EU:15.4;APAC:7.6;EM:4.8;Other:0.5
Value:-0.2;Growth:+0.1;Quality:+0.3;Size:+1.0;Momentum:-0.2;LowVol:+0.2
ESGOnly;NoDerivatives
7
30
4.3
trailing 8%
91
15.7
Bull
17.5
3.74
2.4
117
60
77
48
false
NoAction
Within bands; monitor
22
4
BrokerB
MKT
0
null
null
Normal monitoring
56
-29
113
3
false
Increase defensive factor exposure
P2118
Hands-off
Roth
USD
2024-08-31
215,178
20,626
194,552
1
68.7
25
0
6.2
VTI:16.2%;QQQ:12.8%;HYG:18.2%;TLT:21.2%;VNQ:21.2%;AMZN:10.3%
US:74.2;EU:11.0;APAC:8.4;EM:4.6;Other:1.7
Value:+0.4;Growth:+0.1;Quality:-0.5;Size:+0.1;Momentum:-0.8;LowVol:+0.5
MaxPos7%;NoDerivatives
6
25
5
trailing 8%
115
17.7
Bull
15.5
4.76
2.4
89
23
64
56
false
Hedge
Add TLT +1% as duration hedge
-2
-35
BrokerD
VWAP
88
null
null
Normal monitoring
68
13
89
3
false
Increase defensive factor exposure
P2119
Hands-off
401k
USD
2024-10-13
214,233
20,406
193,827
1
71.5
20.1
0
8.4
VNQ:19.2%;BND:18.3%;HYG:14.1%;MUB:24.2%;VTI:24.2%
US:73.9;EU:9.5;APAC:9.1;EM:5.3;Other:2.2
Value:+0.3;Growth:-0.3;Quality:-0.4;Size:0.0;Momentum:+0.8;LowVol:+0.2
null
8
25
4.2
trailing 10%
119
18.8
Bull
11.9
4.95
2.9
88
32
67
47
false
Rebalance
Shift +1% to bonds from equity
-6
-38
BrokerC
LMT
95
null
null
Normal monitoring
15
2
105
3
false
Tighten stops on momentum names
P2120
Opportunistic
401k
USD
2024-08-22
1,796,433
108,965
1,687,468
1
77.7
15.9
1.1
5.4
QQQ:20.5%;MUB:18.8%;TSLA:20.5%;IEF:15.2%;BND:15.4%;AAPL:9.7%
US:61.7;EU:6.1;APAC:15.8;EM:11.5;Other:4.9
Value:+0.3;Growth:+0.7;Quality:-0.3;Size:+0.3;Momentum:+0.1;LowVol:-1.0
null
5
25
5.8
trailing 7%
171
26.2
Bear
24.5
3.7
2.1
196
-93
5
83
true
Reduce
Cut high-beta by 2-3%, add cash
16
-23
BrokerC
MKT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
-4
11
135
3
false
Tax-aware sells next window
P2121
Cautious
401k
USD
2025-01-28
224,119
30,794
193,325
1
35.6
40.3
7.5
16.6
HYG:20.4%;XLF:30.1%;BRK.B:19.4%;VTI:30.1%
US:61.3;EU:16.6;APAC:9.3;EM:9.9;Other:2.9
Value:-0.9;Growth:-0.7;Quality:-0.2;Size:+0.2;Momentum:+0.1;LowVol:+0.1
ESGOnly;NoMargin
5
35
5.3
hard 10%
126
17.3
Volatile
21.8
4.38
4.4
151
6
45
46
false
Buy
Add to core equity +1%
6
-15
BrokerC
LMT
85
null
null
Normal monitoring
-47
19
6
3
false
Within IPS guidelines
P2122
Hands-off
Roth
USD
2024-11-24
835,180
72,066
763,114
1
61.2
23.4
10.3
5.1
VTI:15.2%;AMZN:8.6%;QQQ:16.8%;BND:21.4%;IEF:16.5%;VNQ:21.4%
US:64.0;EU:15.2;APAC:11.8;EM:4.4;Other:4.5
Value:-0.7;Growth:-0.1;Quality:-0.0;Size:-0.8;Momentum:+0.4;LowVol:+0.2
ESGOnly;NoDerivatives
6
25
5.9
hard 10%
115
14.7
Volatile
20.7
3.91
2.8
125
24
70
59
false
Rebalance
Shift +1% to bonds from equity
0
-37
BrokerC
LMT
90
null
null
Normal monitoring
83
-8
88
3
false
Monitor dispersion and breadth
P2123
Active
Trust
USD
2024-12-01
1,030,614
89,586
941,028
1
65.2
27.2
0
7.6
HYG:25.0%;GLD:25.0%;BND:15.4%;MUB:25.0%;VTI:9.6%
US:63.0;EU:16.1;APAC:9.1;EM:6.8;Other:5.1
Value:+0.5;Growth:+0.2;Quality:-0.6;Size:-0.1;Momentum:+0.2;LowVol:-0.8
NoDerivatives
7
25
5.5
hard 12%
135
23.6
Bull
17.8
3.76
3.1
77
102
100
44
false
Sell
Trim extended winner -1%
27
-9
BrokerB
VWAP
88
null
null
Normal monitoring
32
-56
132
3
false
Tax-aware sells next window
P2124
Systematic
Roth
USD
2025-05-18
1,730,230
171,557
1,558,673
1
58.6
30.3
2.9
8.1
AMZN:21.1%;VNQ:21.1%;HYG:21.1%;MSFT:8.9%;VTI:21.0%;AAPL:6.8%
US:67.0;EU:11.1;APAC:12.7;EM:8.0;Other:1.2
Value:-0.9;Growth:-0.9;Quality:-0.8;Size:+0.7;Momentum:+0.3;LowVol:-0.2
null
6
30
5
trailing 8%
151
19.6
Volatile
30
4.78
3.2
128
13
70
72
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-36
BrokerA
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
111
-59
154
5
true
Tighten stops on momentum names
P2125
Cautious
Taxable
USD
2025-04-19
596,784
51,061
545,723
1
48.4
35.6
0
16
QQQ:25.0%;VOO:25.0%;BRK.B:24.9%;HYG:25.0%
US:65.9;EU:12.8;APAC:7.2;EM:10.3;Other:3.8
Value:-0.7;Growth:-0.7;Quality:+0.5;Size:0.0;Momentum:-0.6;LowVol:-0.2
ESGOnly;MaxPos8%;NoMargin
8
30
4.5
hard 10%
106
15.3
Bull
13
3.96
2.2
112
100
98
32
false
Sell
Trim extended winner -1%
32
-17
BrokerC
MKT
97
null
null
Normal monitoring
22
-51
107
4
false
Monitor dispersion and breadth
P2126
Systematic
Roth
USD
2025-09-19
683,204
55,751
627,453
1
66.9
25.9
2
5.3
XLF:29.5%;VNQ:29.5%;AAPL:21.2%;MUB:19.8%
US:67.1;EU:14.1;APAC:10.1;EM:6.5;Other:2.1
Value:-0.2;Growth:+0.3;Quality:+0.8;Size:-0.8;Momentum:+0.1;LowVol:-0.5
MaxPos6%;NoDerivatives
8
30
4.1
hard 12%
222
17.4
Bull
17.6
4.03
2.8
75
64
85
61
false
Rebalance
Shift +1% to bonds from equity
-15
-17
BrokerD
MKT
99
null
null
Normal monitoring
6
-48
115
4
false
Monitor dispersion and breadth
P2127
Cautious
IRA
USD
2025-12-22
733,091
92,770
640,321
1
50
33.5
0
16.5
IEF:26.3%;HYG:21.2%;VTI:26.3%;QQQ:26.3%
US:63.8;EU:17.0;APAC:10.3;EM:6.5;Other:2.4
Value:-0.4;Growth:+0.8;Quality:-0.3;Size:-0.7;Momentum:-0.7;LowVol:-0.8
ESGOnly;MaxPos7%;NoMargin
7
35
5.4
trailing 8%
97
13.9
Bear
24.1
4.39
2.6
186
2
49
63
false
Rebalance
Shift +1% to bonds from equity
19
-2
BrokerA
LMT
94
null
null
Normal monitoring
88
-13
221
4
false
Tighten stops on momentum names
P2128
Cautious
IRA
USD
2025-05-14
264,503
23,863
240,640
1
49.5
38.8
0
11.8
TLT:33.3%;VNQ:33.3%;IEF:33.3%
US:64.2;EU:13.8;APAC:9.8;EM:9.6;Other:2.6
Value:+0.6;Growth:+0.2;Quality:+0.9;Size:+0.5;Momentum:+0.9;LowVol:-0.8
NoMargin
6
30
3.2
trailing 8%
139
17.7
Bear
23.7
3.83
1.4
162
-64
28
50
false
Buy
Add to core equity +1%
8
-29
BrokerD
MKT
85
null
null
Normal monitoring
-7
9
52
3
false
Tighten stops on momentum names
P2129
Opportunistic
Roth
USD
2025-07-06
631,239
53,968
577,271
1
76
15.7
3.7
4.5
MSFT:33.3%;BND:33.3%;TLT:33.3%
US:75.0;EU:8.1;APAC:8.3;EM:6.9;Other:1.7
Value:+0.7;Growth:+0.1;Quality:+0.7;Size:+0.7;Momentum:-0.8;LowVol:+0.4
MaxPos5%
5
30
4.9
hard 12%
275
30.6
Volatile
29.6
5.48
4.2
179
-43
36
92
true
Reduce
Cut high-beta by 2-3%, add cash
5
-23
BrokerB
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
105
14
176
4
false
Increase defensive factor exposure
P2130
Hands-off
Trust
USD
2024-08-14
586,352
41,595
544,757
1
70.2
16.3
5.5
8
TSLA:20.6%;XLF:13.6%;AMZN:20.6%;AAPL:14.6%;IEF:19.0%;BRK.B:11.5%
US:66.5;EU:14.3;APAC:11.9;EM:4.7;Other:2.7
Value:-0.5;Growth:-0.3;Quality:-0.8;Size:-1.0;Momentum:-1.0;LowVol:+0.2
null
8
30
3.6
trailing 8%
100
16.3
Sideways
21.9
3.58
3.4
138
-17
27
73
false
Sell
Trim extended winner -1%
6
11
BrokerB
MKT
92
null
null
Normal monitoring
16
-53
-23
4
false
Increase defensive factor exposure
P2131
Active
Roth
USD
2025-06-13
1,354,526
132,158
1,222,368
1
64.5
19.2
6.7
9.6
TSLA:33.3%;IEF:33.3%;HYG:33.3%
US:64.1;EU:10.3;APAC:16.8;EM:8.4;Other:0.4
Value:+0.1;Growth:+0.3;Quality:+0.5;Size:-0.0;Momentum:+0.6;LowVol:-0.9
null
5
35
5.5
trailing 9%
229
27.1
Bear
27.1
3.73
1.1
174
-101
5
82
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-38
BrokerB
MKT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
70
-21
179
4
false
Tighten stops on momentum names
P2132
Opportunistic
401k
USD
2025-02-02
385,797
23,892
361,905
1
61.1
19.7
14.4
4.9
MSFT:33.3%;TSLA:33.3%;GLD:33.3%
US:74.8;EU:6.6;APAC:10.6;EM:4.5;Other:3.5
Value:-0.5;Growth:+0.1;Quality:+0.4;Size:-0.5;Momentum:-0.7;LowVol:-0.1
null
8
30
4.7
trailing 7%
238
21.2
Bull
15.3
3.76
2.5
89
75
86
47
false
Rebalance
Shift +1% to bonds from equity
-10
-13
BrokerC
LMT
96
null
null
Normal monitoring
17
-9
106
4
false
Tighten stops on momentum names
P2133
Hands-off
Trust
USD
2025-09-08
253,767
20,234
233,533
1
65.2
18.2
10.9
5.6
AAPL:14.9%;HYG:17.4%;BRK.B:17.6%;MUB:10.2%;BND:18.9%;VTI:21.0%
US:68.3;EU:14.6;APAC:8.6;EM:6.6;Other:1.8
Value:-0.1;Growth:-0.6;Quality:-0.8;Size:0.0;Momentum:+0.4;LowVol:-0.7
ESGOnly;MaxPos5%;NoDerivatives
5
25
3
trailing 8%
129
12.3
Sideways
20.4
4.36
2.3
135
13
43
67
false
Buy
Add to core equity +1%
-14
-24
BrokerA
MKT
89
null
null
Normal monitoring
82
14
46
4
false
Tighten stops on momentum names
P2134
Opportunistic
401k
USD
2024-11-17
1,359,427
106,477
1,252,950
1.11
63.2
11.6
21
4.1
QQQ:18.1%;GLD:27.3%;HYG:27.3%;TSLA:27.3%
US:74.3;EU:10.5;APAC:4.9;EM:6.6;Other:3.8
Value:-0.8;Growth:+1.0;Quality:+0.8;Size:-0.1;Momentum:-0.5;LowVol:+1.0
MaxPos6%
7
30
5.2
trailing 9%
182
32.7
Bull
14.2
4.38
2.5
115
42
67
56
false
Hedge
Add TLT +1% as duration hedge
0
-19
BrokerD
MKT
97
null
null
Normal monitoring
72
-27
189
3
false
Tighten stops on momentum names
P2135
Hands-off
401k
USD
2025-10-08
448,773
28,492
420,281
1
58.9
28.4
6.9
5.8
QQQ:28.7%;IEF:28.7%;VOO:14.0%;GLD:28.7%
US:67.3;EU:16.6;APAC:7.1;EM:4.8;Other:4.1
Value:+0.8;Growth:+0.5;Quality:+0.5;Size:-0.4;Momentum:-0.7;LowVol:-0.5
MaxPos7%;NoDerivatives
7
30
3.1
hard 10%
167
14.8
Volatile
31
5.32
4.3
157
-45
40
75
true
Hedge
Buy index puts 1% notional
24
-12
BrokerC
LMT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
71
-53
159
4
false
Tighten stops on momentum names
P2136
Active
Roth
USD
2025-03-21
2,122,194
238,149
1,884,045
1
59.8
19.9
13.7
6.6
AMZN:25.0%;MUB:25.0%;TLT:25.0%;MSFT:25.0%
US:66.1;EU:15.6;APAC:7.7;EM:9.8;Other:0.7
Value:-0.8;Growth:-0.6;Quality:+0.4;Size:+0.5;Momentum:-0.3;LowVol:-0.1
NoDerivatives
10
25
4.4
trailing 9%
134
26.5
Bull
16.3
4.2
2.1
71
0
49
50
false
Buy
Add to core equity +1%
30
-32
BrokerA
MKT
86
null
null
Normal monitoring
4
-53
37
5
false
Tax-aware sells next window
P2137
Opportunistic
IRA
USD
2025-07-16
895,459
75,529
819,930
1
73.2
11.6
8.5
6.6
TSLA:22.8%;AAPL:22.8%;BRK.B:12.0%;IEF:22.8%;QQQ:8.0%;MSFT:11.6%
US:65.8;EU:16.0;APAC:6.4;EM:8.2;Other:3.7
Value:0.0;Growth:+1.0;Quality:+0.2;Size:+0.3;Momentum:-0.5;LowVol:+0.5
NoDerivatives
7
35
6.7
trailing 9%
228
33.7
Bull
17.3
4.21
2.3
83
102
95
66
false
Hedge
Add TLT +1% as duration hedge
29
6
BrokerD
LMT
92
null
null
Normal monitoring
92
-2
220
3
false
Tighten stops on momentum names
P2138
Active
Roth
USD
2025-05-22
631,808
63,387
568,421
1.18
59.8
24.5
9.4
6.3
XLF:28.0%;AAPL:28.0%;QQQ:15.9%;VTI:28.0%
US:74.2;EU:7.5;APAC:6.8;EM:7.4;Other:4.1
Value:+0.4;Growth:-0.1;Quality:+0.5;Size:-0.1;Momentum:+0.1;LowVol:-0.7
null
5
30
5
trailing 8%
159
18.7
Volatile
21.4
5.36
3.9
170
54
89
55
false
Buy
Add to core equity +1%
-5
-10
BrokerD
LMT
88
null
null
Normal monitoring
67
-53
32
4
false
Increase defensive factor exposure
P2139
Hands-off
401k
USD
2025-04-23
567,340
41,985
525,355
1
71.9
21.2
0
6.9
QQQ:39.3%;GLD:39.3%;HYG:21.4%
US:60.1;EU:17.1;APAC:14.2;EM:4.9;Other:3.7
Value:+1.0;Growth:+0.3;Quality:+0.8;Size:-0.2;Momentum:-0.9;LowVol:+0.9
ESGOnly;MaxPos7%;NoDerivatives
8
25
6
hard 10%
167
18.3
Sideways
18.7
4.18
2.7
112
-7
45
61
false
Sell
Trim extended winner -1%
2
-5
BrokerC
LMT
99
null
null
Normal monitoring
18
-56
2
3
false
Monitor dispersion and breadth
P2140
Active
IRA
USD
2024-11-22
521,588
51,447
470,141
1
68.2
18.5
6.9
6.5
TLT:27.9%;MSFT:24.4%;VNQ:19.8%;VTI:27.9%
US:68.3;EU:13.2;APAC:7.1;EM:10.2;Other:1.1
Value:-0.7;Growth:-0.9;Quality:-0.3;Size:-0.6;Momentum:+0.9;LowVol:+0.4
null
5
30
5
trailing 8%
177
23
Sideways
18.3
3.56
3.3
130
27
71
61
false
Buy
Add to core equity +1%
27
14
BrokerC
LMT
95
null
null
Normal monitoring
-13
-47
49
3
false
Increase defensive factor exposure
P2141
Opportunistic
Taxable
USD
2025-11-19
387,619
17,985
369,634
1
67.4
17.9
6.1
8.5
QQQ:22.9%;TLT:18.5%;BRK.B:20.9%;MSFT:22.9%;VTI:14.9%
US:66.8;EU:9.1;APAC:14.2;EM:7.4;Other:2.5
Value:-1.0;Growth:+0.5;Quality:-0.9;Size:-0.2;Momentum:-0.1;LowVol:+0.5
null
10
25
4.9
hard 12%
200
26.8
Sideways
20.8
3.6
3.2
103
37
80
68
false
Rebalance
Shift +1% to bonds from equity
27
-36
BrokerB
VWAP
86
null
null
Normal monitoring
88
-26
170
5
false
Tax-aware sells next window
P2142
Active
401k
USD
2024-12-24
1,148,836
104,729
1,044,107
1
66.4
21.7
6.3
5.6
TSLA:13.1%;GLD:20.7%;VOO:11.7%;AAPL:17.7%;HYG:20.7%;MSFT:16.2%
US:78.2;EU:5.7;APAC:5.4;EM:6.4;Other:4.3
Value:0.0;Growth:-0.3;Quality:-0.1;Size:+0.3;Momentum:-0.3;LowVol:-0.6
null
6
35
4
hard 12%
176
18.4
Sideways
15.3
4.47
2.1
111
47
70
47
false
Hedge
Add TLT +1% as duration hedge
22
-33
BrokerA
VWAP
91
null
null
Normal monitoring
23
-7
8
4
false
Monitor dispersion and breadth
P2143
Opportunistic
Taxable
USD
2024-12-23
1,529,779
137,246
1,392,533
1
67
16.5
8.7
7.8
XLF:33.3%;VTI:33.3%;AAPL:33.3%
US:66.0;EU:9.6;APAC:17.3;EM:6.3;Other:0.9
Value:+0.6;Growth:+0.3;Quality:+0.6;Size:+0.8;Momentum:-0.6;LowVol:-0.7
null
10
30
5.9
trailing 9%
168
33.9
Bear
26
4.29
1.6
178
-64
23
76
true
Rebalance
Rebalance back to target bands
26
-15
BrokerB
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
77
17
49
5
false
Tighten stops on momentum names
P2144
Systematic
Roth
USD
2025-05-14
1,145,313
96,820
1,048,493
1
58.3
30.2
4.9
6.6
VOO:13.5%;TSLA:13.0%;HYG:15.3%;QQQ:15.1%;AAPL:21.6%;AMZN:21.6%
US:58.8;EU:17.0;APAC:11.3;EM:11.1;Other:1.8
Value:-0.2;Growth:-0.2;Quality:+1.0;Size:-0.2;Momentum:+0.1;LowVol:-0.5
MaxPos8%
6
25
4.7
trailing 9%
192
19.5
Bull
16.7
3.77
2.1
84
8
50
52
false
Sell
Trim extended winner -1%
-2
-1
BrokerC
LMT
98
null
null
Normal monitoring
-33
-10
-49
5
false
Tighten stops on momentum names
P2145
Opportunistic
Roth
USD
2025-10-10
339,994
22,386
317,608
1
66.8
15.3
9.7
8.2
TSLA:24.2%;QQQ:14.5%;BND:24.2%;AMZN:24.2%;MSFT:12.9%
US:70.1;EU:6.5;APAC:6.5;EM:11.9;Other:5.0
Value:+0.4;Growth:-0.2;Quality:+0.3;Size:+0.5;Momentum:-0.3;LowVol:+0.1
MaxPos7%;NoDerivatives
5
25
4.9
trailing 7%
219
32.7
Bull
16.1
4.49
2.2
74
119
100
59
false
Buy
Add to core equity +1%
24
-17
BrokerC
MKT
98
null
null
Normal monitoring
71
-34
73
4
false
Increase defensive factor exposure
P2146
Hands-off
Roth
USD
2025-09-29
770,751
72,834
697,917
1
70.2
16.5
5
8.3
XLF:22.8%;TSLA:16.6%;TLT:22.8%;AMZN:13.7%;VTI:13.7%;GLD:10.4%
US:60.7;EU:19.8;APAC:10.7;EM:8.1;Other:0.7
Value:-0.9;Growth:-0.1;Quality:+0.2;Size:+0.3;Momentum:-0.3;LowVol:+0.3
ESGOnly
8
30
4.3
trailing 8%
140
16
Bull
16.4
4.98
2
87
75
77
57
false
Sell
Trim extended winner -1%
13
-27
BrokerC
LMT
85
null
null
Normal monitoring
-47
-39
-83
4
false
Increase defensive factor exposure
P2147
Opportunistic
Trust
USD
2025-04-03
1,341,452
63,998
1,277,454
1
74.5
19
0.7
5.7
BRK.B:22.3%;BND:17.7%;XLF:12.7%;VNQ:9.0%;IEF:16.0%;AAPL:22.3%
US:68.4;EU:12.5;APAC:8.2;EM:8.3;Other:2.7
Value:+0.6;Growth:+0.2;Quality:-0.8;Size:-0.3;Momentum:0.0;LowVol:-0.8
null
6
25
7
trailing 7%
277
24.4
Volatile
31.9
4.41
3.2
135
-11
46
81
true
Rebalance
Rebalance back to target bands
-5
10
BrokerC
MKT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
104
16
171
4
false
Increase defensive factor exposure
P2148
Systematic
Roth
USD
2025-11-22
1,660,262
70,234
1,590,028
1
62.7
27.1
3.9
6.3
TLT:33.3%;GLD:33.3%;MUB:33.3%
US:71.8;EU:6.7;APAC:11.1;EM:9.5;Other:1.0
Value:-0.6;Growth:-0.9;Quality:-0.3;Size:-0.1;Momentum:+0.4;LowVol:-0.7
MaxPos6%
10
30
5.9
hard 12%
151
24.6
Bull
12.8
4.2
2.1
86
114
100
39
false
Hedge
Add TLT +1% as duration hedge
34
-1
BrokerB
VWAP
85
null
null
Normal monitoring
-13
-34
-9
4
false
Within IPS guidelines
P2149
Cautious
IRA
USD
2024-08-15
860,980
126,461
734,519
1
38.2
44.2
6.5
11
VOO:25.0%;XLF:25.0%;HYG:25.0%;BRK.B:25.0%
US:61.7;EU:14.2;APAC:10.6;EM:10.4;Other:3.1
Value:+0.9;Growth:-0.4;Quality:-0.1;Size:+0.8;Momentum:+0.6;LowVol:+0.5
NoMargin
7
25
4.4
trailing 10%
104
16.3
Volatile
22.3
4.09
3.5
164
-47
32
49
false
Rebalance
Shift +1% to bonds from equity
-15
-30
BrokerA
MKT
87
null
null
Normal monitoring
73
-44
83
5
false
Tighten stops on momentum names
P2150
Cautious
Roth
USD
2025-10-05
697,430
69,868
627,562
1
44.7
41.3
0
14
IEF:18.0%;HYG:22.0%;BND:16.0%;VTI:22.0%;TSLA:22.0%
US:71.0;EU:10.5;APAC:13.2;EM:3.7;Other:1.6
Value:-0.3;Growth:+0.9;Quality:+0.9;Size:+0.2;Momentum:-0.7;LowVol:-0.4
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
5
25
4
trailing 8%
135
14.4
Sideways
18
3.87
2.4
113
10
55
49
false
Buy
Add to core equity +1%
21
14
BrokerC
MKT
99
null
null
Normal monitoring
-60
-13
1
3
false
Within IPS guidelines
P2151
Cautious
IRA
USD
2024-12-05
161,533
18,358
143,175
1
35.9
34.7
14.4
15
IEF:26.4%;QQQ:26.4%;BRK.B:20.7%;AMZN:26.4%
US:66.8;EU:13.7;APAC:9.7;EM:7.4;Other:2.4
Value:-0.8;Growth:-1.0;Quality:-0.2;Size:0.0;Momentum:+0.3;LowVol:0.0
ESGOnly;NoMargin
7
35
5.8
trailing 8%
145
14
Bear
28.2
3.58
1.3
176
-117
5
67
true
Reduce
Cut high-beta by 2-3%, add cash
10
-32
BrokerD
MKT
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
83
-55
107
4
false
Within IPS guidelines
P2152
Active
IRA
USD
2025-02-12
669,126
70,791
598,335
1.19
51.8
21.6
19.1
7.5
HYG:33.3%;MUB:33.3%;XLF:33.3%
US:68.8;EU:14.9;APAC:4.9;EM:10.2;Other:1.3
Value:-0.3;Growth:+0.6;Quality:-0.2;Size:+0.3;Momentum:-0.5;LowVol:+0.2
MaxPos5%
10
30
4.4
trailing 9%
165
27.6
Bear
33
3.55
3
153
33
55
85
true
Reduce
Cut high-beta by 2-3%, add cash
31
6
BrokerB
MKT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
115
17
121
4
true
Increase defensive factor exposure
P2153
Active
401k
USD
2025-12-20
1,516,635
132,752
1,383,883
1
61.4
24.6
7.8
6.2
VNQ:22.8%;XLF:19.3%;AAPL:12.4%;MUB:22.8%;TLT:22.8%
US:63.6;EU:17.8;APAC:6.8;EM:10.5;Other:1.2
Value:+0.2;Growth:+0.7;Quality:-0.4;Size:+0.4;Momentum:-0.2;LowVol:-0.4
MaxPos5%
10
35
5.7
trailing 9%
215
25.2
Volatile
29.9
3.79
2.1
115
-1
53
77
true
Reduce
Cut high-beta by 2-3%, add cash
19
-5
BrokerC
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-30
-57
-49
5
false
Monitor dispersion and breadth
P2154
Cautious
Taxable
USD
2025-05-28
570,142
61,343
508,799
1
42.5
31.6
14.6
11.3
TLT:20.8%;QQQ:21.0%;GLD:8.5%;MSFT:9.2%;MUB:21.0%;VTI:19.3%
US:56.5;EU:18.6;APAC:12.0;EM:10.3;Other:2.7
Value:-0.6;Growth:+0.3;Quality:-0.8;Size:-0.7;Momentum:-0.5;LowVol:+0.5
ESGOnly;MaxPos5%;NoMargin
7
25
5.7
trailing 8%
126
19.4
Sideways
17.9
4.3
3.4
125
35
62
49
false
Buy
Add to core equity +1%
-5
-2
BrokerA
LMT
96
null
null
Normal monitoring
60
-23
38
4
false
Tighten stops on momentum names
P2155
Hands-off
Taxable
USD
2025-10-03
650,702
35,996
614,706
1
68.2
18.5
3.5
9.8
IEF:24.2%;MSFT:15.6%;XLF:11.8%;BRK.B:24.2%;BND:24.2%
US:68.3;EU:6.1;APAC:15.7;EM:6.7;Other:3.2
Value:+0.6;Growth:+1.0;Quality:+0.6;Size:-0.0;Momentum:-0.2;LowVol:+1.0
MaxPos5%;NoDerivatives
10
30
5.2
trailing 8%
164
19.4
Volatile
24.8
5.23
4.4
156
33
67
71
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-27
BrokerA
LMT
97
VAR>budget
Pause
Risk above budget threshold
79
-27
76
2
false
Tighten stops on momentum names
P2156
Opportunistic
Taxable
USD
2025-06-10
588,530
31,137
557,393
1
61.5
13.9
18.9
5.7
XLF:37.2%;BRK.B:25.5%;AMZN:37.2%
US:66.3;EU:13.6;APAC:6.3;EM:8.8;Other:5.0
Value:+0.5;Growth:+0.1;Quality:+0.5;Size:-0.8;Momentum:+0.5;LowVol:+0.4
null
7
25
4.8
hard 12%
169
34.4
Sideways
18.4
4.46
2.6
117
25
57
45
false
Buy
Add to core equity +1%
35
-40
BrokerB
MKT
85
null
null
Normal monitoring
1
-17
67
5
false
Within IPS guidelines
P2157
Systematic
Trust
USD
2025-10-21
928,601
82,221
846,380
1
62.7
31.5
0
5.8
VOO:20.2%;MSFT:22.3%;BND:22.3%;IEF:22.3%;VTI:12.9%
US:60.3;EU:17.4;APAC:7.1;EM:11.0;Other:4.2
Value:-0.3;Growth:-0.3;Quality:-0.9;Size:+0.8;Momentum:+0.1;LowVol:+0.5
null
6
35
5
trailing 8%
226
17.7
Volatile
31.6
4.83
2.8
120
-6
33
86
true
Rebalance
Rebalance back to target bands
-4
-1
BrokerD
LMT
86
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-29
-29
-11
3
false
Within IPS guidelines
P2158
Cautious
Trust
USD
2025-04-21
637,788
64,832
572,956
1
44.8
31.8
7.3
16.1
BRK.B:26.6%;VTI:26.6%;HYG:26.6%;TSLA:20.3%
US:65.6;EU:11.3;APAC:17.0;EM:5.3;Other:0.8
Value:+0.1;Growth:+0.4;Quality:-0.5;Size:+0.3;Momentum:-0.8;LowVol:+0.3
ESGOnly;MaxPos7%;NoMargin
6
30
6
hard 10%
129
12.8
Volatile
25
4.74
3.6
179
35
53
46
false
Buy
Add to core equity +1%
-10
-40
BrokerD
LMT
88
null
null
Normal monitoring
36
-50
163
3
false
Increase defensive factor exposure
P2159
Active
401k
USD
2025-08-23
990,241
84,822
905,419
1
65.1
20.2
7.7
7
TSLA:22.8%;AAPL:25.7%;QQQ:25.7%;MSFT:25.7%
US:57.6;EU:20.3;APAC:13.1;EM:5.3;Other:3.7
Value:+0.3;Growth:+0.4;Quality:-0.1;Size:+0.2;Momentum:+0.8;LowVol:-0.5
MaxPos8%;NoDerivatives
10
35
5.2
hard 12%
162
20.3
Bear
30.3
4.08
1.4
196
9
41
73
true
Reduce
Cut high-beta by 2-3%, add cash
0
-27
BrokerA
VWAP
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
89
-12
87
2
false
Increase defensive factor exposure
P2160
Cautious
IRA
USD
2025-10-31
616,986
62,942
554,044
1
44.3
33.8
10.5
11.5
MUB:23.0%;TLT:23.0%;HYG:23.0%;BND:23.0%;VTI:7.8%
US:71.0;EU:14.3;APAC:6.2;EM:7.9;Other:0.6
Value:-0.9;Growth:-0.7;Quality:-0.1;Size:+0.3;Momentum:+0.1;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
5
35
4.8
hard 10%
141
15.2
Volatile
29
4.23
2.9
118
-17
48
69
false
Buy
Add to core equity +1%
-15
-8
BrokerA
MKT
87
null
null
Normal monitoring
36
2
80
3
false
Increase defensive factor exposure
P2161
Opportunistic
Roth
USD
2025-06-13
1,514,230
77,307
1,436,923
1
63.5
10.1
22
4.5
MSFT:25.7%;AAPL:23.9%;TSLA:25.7%;IEF:24.7%
US:65.0;EU:8.2;APAC:13.7;EM:10.5;Other:2.6
Value:-0.2;Growth:+0.7;Quality:+0.3;Size:-1.0;Momentum:-0.9;LowVol:-0.0
NoDerivatives
7
35
6.9
hard 12%
263
20.9
Volatile
25.7
5.41
3.6
124
9
41
60
false
Buy
Add to core equity +1%
-8
-18
BrokerC
MKT
89
null
null
Normal monitoring
115
17
248
3
false
Within IPS guidelines
P2162
Hands-off
IRA
USD
2025-04-12
699,210
46,669
652,541
1
57.2
20.6
13
9.2
VTI:16.3%;XLF:20.1%;QQQ:23.6%;AMZN:23.6%;BND:16.3%
US:66.1;EU:15.6;APAC:10.2;EM:5.4;Other:2.7
Value:-0.1;Growth:+0.7;Quality:-0.6;Size:+0.9;Momentum:+0.6;LowVol:+0.9
null
10
35
4.4
hard 10%
147
15.6
Volatile
31.9
3.58
2.9
139
8
53
85
true
Rebalance
Rebalance back to target bands
30
-38
BrokerC
LMT
93
VAR>budget
TightenStops
Risk above budget threshold
64
-36
61
5
false
Tax-aware sells next window
P2163
Opportunistic
Trust
USD
2025-02-15
931,848
42,172
889,676
1
72.9
19.3
0.5
7.4
BRK.B:6.9%;TSLA:16.0%;GLD:21.1%;IEF:21.1%;TLT:14.0%;VOO:21.1%
US:65.4;EU:13.0;APAC:7.5;EM:9.5;Other:4.6
Value:+1.0;Growth:+1.0;Quality:+0.2;Size:+0.3;Momentum:+0.4;LowVol:-0.6
MaxPos5%
7
25
6.6
trailing 7%
173
25.8
Bear
26.4
3.62
2.6
188
-38
42
81
true
Rebalance
Rebalance back to target bands
5
5
BrokerB
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
112
-15
80
4
false
Increase defensive factor exposure
P2164
Active
Roth
USD
2025-02-05
1,720,039
160,311
1,559,728
1
52.2
28.1
13.9
5.8
TSLA:17.3%;HYG:17.6%;AMZN:15.5%;VTI:20.2%;IEF:9.2%;BND:20.2%
US:66.4;EU:20.5;APAC:6.3;EM:4.7;Other:2.1
Value:+0.2;Growth:-0.6;Quality:-0.9;Size:-0.1;Momentum:+0.5;LowVol:-0.9
MaxPos7%
6
35
5.3
trailing 8%
163
20.3
Bull
16.7
4.27
3.4
90
78
100
34
false
Rebalance
Shift +1% to bonds from equity
35
-26
BrokerB
LMT
93
null
null
Normal monitoring
-60
-17
-27
4
false
Tax-aware sells next window
P2165
Hands-off
401k
USD
2025-10-30
196,768
10,255
186,513
1
56.8
25.1
12.4
5.7
BND:33.3%;VNQ:33.3%;TSLA:33.3%
US:71.2;EU:13.5;APAC:10.1;EM:4.3;Other:0.8
Value:-0.6;Growth:-0.4;Quality:+0.6;Size:+0.5;Momentum:-0.9;LowVol:-0.6
null
5
25
3.1
hard 10%
141
18.2
Sideways
18.7
4.09
2.4
125
16
72
52
false
Sell
Trim extended winner -1%
-12
-32
BrokerD
MKT
90
null
null
Normal monitoring
63
-53
171
4
false
Within IPS guidelines
P2166
Hands-off
IRA
USD
2025-06-28
622,896
54,310
568,586
1
59.9
29.2
4
6.9
MSFT:35.1%;TSLA:29.7%;BRK.B:35.1%
US:62.4;EU:15.8;APAC:13.6;EM:5.5;Other:2.7
Value:-0.5;Growth:-0.5;Quality:-0.6;Size:-0.1;Momentum:-0.1;LowVol:+0.6
ESGOnly
8
30
4.3
trailing 8%
120
12.3
Volatile
29.8
3.91
2.6
111
70
71
83
true
Reduce
Cut high-beta by 2-3%, add cash
20
6
BrokerC
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-60
-40
18
5
false
Within IPS guidelines
P2167
Active
Taxable
USD
2024-10-20
1,367,990
132,880
1,235,110
1
58.4
22.8
8.8
9.9
MUB:20.8%;TSLA:26.5%;AAPL:11.1%;VNQ:15.1%;IEF:26.5%
US:74.1;EU:10.2;APAC:5.6;EM:7.6;Other:2.5
Value:-0.6;Growth:+0.1;Quality:+0.8;Size:-0.5;Momentum:+0.1;LowVol:-0.3
null
7
30
5.8
trailing 8%
211
19.6
Sideways
21.4
4.41
2.5
104
17
69
66
false
Buy
Add to core equity +1%
-14
-15
BrokerB
VWAP
88
null
null
Normal monitoring
2
-4
17
4
false
Increase defensive factor exposure
P2168
Hands-off
Trust
USD
2024-10-02
589,330
53,876
535,454
1
55.6
23.5
14.9
6
MUB:21.2%;XLF:22.9%;MSFT:27.9%;BND:27.9%
US:77.4;EU:9.8;APAC:6.7;EM:5.3;Other:0.8
Value:-0.4;Growth:-0.7;Quality:-0.7;Size:+0.2;Momentum:+0.8;LowVol:+0.6
null
10
30
3.8
trailing 8%
152
17.7
Volatile
23.9
5.19
3.5
123
25
66
54
true
Hedge
Buy index puts 1% notional
30
-37
BrokerB
MKT
97
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-55
-13
12
4
false
Increase defensive factor exposure
P2169
Hands-off
401k
USD
2025-08-31
152,462
9,174
143,288
1
72.7
19
1.2
7.2
IEF:27.9%;MUB:27.4%;HYG:27.9%;VOO:16.7%
US:68.0;EU:8.0;APAC:6.6;EM:14.4;Other:2.9
Value:-0.1;Growth:-0.3;Quality:+0.3;Size:-0.1;Momentum:-0.3;LowVol:+0.7
MaxPos6%
10
35
3.2
hard 10%
113
18.6
Volatile
23.6
4.19
4.5
124
53
65
63
false
Rebalance
Shift +1% to bonds from equity
4
14
BrokerB
LMT
90
null
null
Normal monitoring
-48
19
64
3
false
Tighten stops on momentum names
P2170
Cautious
IRA
USD
2025-01-17
337,674
51,093
286,581
1
36.9
41.9
6
15.2
GLD:33.3%;BND:33.3%;AAPL:33.3%
US:65.7;EU:8.9;APAC:12.8;EM:8.2;Other:4.4
Value:+0.6;Growth:-0.2;Quality:-0.2;Size:-0.6;Momentum:+0.4;LowVol:+0.7
MaxPos7%;NoMargin
7
30
3.6
trailing 10%
131
17
Volatile
31.1
5.32
2.1
114
-34
37
73
true
Rebalance
Rebalance back to target bands
21
-18
BrokerD
LMT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
115
-52
85
2
false
Within IPS guidelines
P2171
Active
Roth
USD
2024-10-17
1,711,637
187,533
1,524,104
1.11
55.8
27.6
8.1
8.5
VNQ:14.1%;IEF:20.3%;QQQ:16.3%;XLF:12.7%;AMZN:20.3%;VOO:16.3%
US:68.3;EU:19.0;APAC:5.8;EM:3.3;Other:3.6
Value:+0.7;Growth:+0.9;Quality:-0.7;Size:-0.8;Momentum:+0.9;LowVol:-1.0
MaxPos6%;NoDerivatives
10
35
5.6
trailing 8%
152
20.6
Sideways
20.2
3.9
2.7
96
32
62
48
false
Rebalance
Shift +1% to bonds from equity
26
-34
BrokerC
VWAP
97
null
null
Normal monitoring
9
1
5
3
false
Within IPS guidelines
P2172
Systematic
401k
USD
2025-08-19
1,102,828
53,206
1,049,622
1
55.8
29.3
6.2
8.7
IEF:21.1%;VOO:19.0%;VTI:15.0%;VNQ:16.6%;AMZN:7.4%;TSLA:20.9%
US:74.3;EU:6.5;APAC:9.7;EM:7.0;Other:2.5
Value:-0.3;Growth:-0.0;Quality:-0.5;Size:-0.6;Momentum:+0.1;LowVol:-0.6
MaxPos7%
7
35
5.5
trailing 8%
126
25.2
Bull
15.2
3.91
2.8
116
106
91
51
false
Hedge
Add TLT +1% as duration hedge
-4
-15
BrokerD
LMT
88
null
null
Normal monitoring
38
10
101
3
false
Monitor dispersion and breadth
P2173
Cautious
Taxable
USD
2025-09-07
242,848
38,566
204,282
1
46.9
41.4
0.6
11.1
TLT:21.3%;VTI:21.3%;BRK.B:12.6%;GLD:16.1%;QQQ:16.2%;AAPL:12.6%
US:61.5;EU:10.3;APAC:13.5;EM:10.8;Other:3.9
Value:-0.9;Growth:-0.1;Quality:+0.1;Size:-0.7;Momentum:+0.6;LowVol:+0.2
NoMargin
5
25
5.1
hard 10%
114
13.9
Sideways
18.9
4.34
3.1
111
-4
42
36
false
Sell
Trim extended winner -1%
6
-34
BrokerA
LMT
95
null
null
Normal monitoring
-13
7
35
5
false
Increase defensive factor exposure
P2174
Hands-off
Trust
USD
2025-11-05
243,353
13,988
229,365
1
56.6
17.4
19.1
6.9
VNQ:23.4%;IEF:17.6%;GLD:23.4%;VOO:23.4%;BRK.B:12.2%
US:70.7;EU:9.5;APAC:10.5;EM:5.7;Other:3.6
Value:+0.1;Growth:-0.2;Quality:+0.9;Size:+0.4;Momentum:+0.5;LowVol:-0.4
NoDerivatives
10
35
4
trailing 8%
168
12.9
Volatile
28.6
5.35
4.4
136
18
70
79
true
Hedge
Buy index puts 1% notional
6
-11
BrokerB
LMT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
89
-20
170
3
false
Tighten stops on momentum names
P2175
Cautious
IRA
USD
2024-11-13
778,163
123,248
654,915
1
35
37.6
16.4
11
MSFT:14.1%;AMZN:15.6%;GLD:23.4%;TLT:23.4%;TSLA:23.4%
US:62.9;EU:17.3;APAC:9.8;EM:8.8;Other:1.2
Value:-0.3;Growth:-0.7;Quality:-0.6;Size:-0.4;Momentum:-0.3;LowVol:+0.1
ESGOnly;NoMargin
5
30
5.1
trailing 8%
115
17.1
Sideways
17.8
3.64
2.4
96
30
51
31
false
Buy
Add to core equity +1%
32
-6
BrokerC
LMT
97
null
null
Normal monitoring
-52
-18
-38
5
false
Tax-aware sells next window
P2176
Opportunistic
Taxable
USD
2025-12-17
692,406
48,268
644,138
1.06
75.2
10.4
8.4
6.1
BND:12.4%;QQQ:20.3%;TLT:15.5%;IEF:20.6%;HYG:10.9%;MSFT:20.3%
US:65.9;EU:17.5;APAC:5.0;EM:8.2;Other:3.4
Value:-0.9;Growth:+0.7;Quality:+0.3;Size:+0.5;Momentum:+0.4;LowVol:+0.4
NoDerivatives
8
25
6.9
trailing 7%
240
20.3
Bull
16.2
3.85
2.6
100
34
53
65
false
Rebalance
Shift +1% to bonds from equity
23
-36
BrokerA
VWAP
88
null
null
Normal monitoring
90
8
60
4
false
Increase defensive factor exposure
P2177
Cautious
Roth
USD
2025-11-04
764,381
120,031
644,350
1
40
31.2
18.8
10
BRK.B:12.1%;BND:25.4%;VNQ:14.2%;QQQ:22.8%;TSLA:25.4%
US:65.9;EU:14.5;APAC:7.2;EM:8.8;Other:3.5
Value:+0.4;Growth:-0.8;Quality:+0.8;Size:+0.7;Momentum:-1.0;LowVol:+0.7
ESGOnly;NoDerivatives;NoMargin
10
30
4.8
trailing 8%
121
18.4
Bear
23.9
3.47
2.6
139
-103
13
41
false
Rebalance
Shift +1% to bonds from equity
16
-3
BrokerA
VWAP
93
null
null
Normal monitoring
-6
-12
102
3
false
Within IPS guidelines
P2178
Hands-off
Roth
USD
2025-03-04
851,366
70,006
781,360
1
68.5
18.9
6.4
6.2
QQQ:25.1%;BRK.B:25.1%;XLF:24.6%;IEF:25.1%
US:67.7;EU:13.6;APAC:8.6;EM:6.7;Other:3.4
Value:+0.9;Growth:-0.5;Quality:+0.8;Size:+0.5;Momentum:-1.0;LowVol:+0.2
null
7
30
4
trailing 8%
95
12.6
Sideways
17.9
4.05
2.4
116
1
57
55
false
NoAction
Within bands; monitor
21
-10
BrokerD
MKT
0
null
null
Normal monitoring
-8
4
29
4
false
Tighten stops on momentum names
P2179
Cautious
IRA
USD
2025-01-01
208,526
16,974
191,552
1
50.1
30.5
5.1
14.3
XLF:35.3%;TSLA:29.4%;MSFT:35.3%
US:66.1;EU:7.2;APAC:12.4;EM:11.6;Other:2.8
Value:-0.6;Growth:-0.7;Quality:0.0;Size:+0.3;Momentum:+1.0;LowVol:+0.6
ESGOnly;MaxPos7%;NoMargin
7
35
4.7
trailing 10%
167
17.4
Bull
13.6
3.62
2.3
107
104
100
46
false
NoAction
Within bands; monitor
20
-7
BrokerD
LMT
96
null
null
Normal monitoring
-37
-9
3
5
false
Tighten stops on momentum names
P2180
Hands-off
IRA
USD
2025-08-25
295,979
16,501
279,478
1
68.4
23.4
0
8.3
IEF:22.1%;XLF:17.1%;BRK.B:16.7%;MUB:22.1%;BND:22.1%
US:66.8;EU:15.4;APAC:11.2;EM:4.7;Other:2.0
Value:+0.4;Growth:-0.1;Quality:-0.8;Size:+0.4;Momentum:+0.5;LowVol:-0.3
null
6
35
3.3
trailing 8%
167
12.6
Bear
22.2
3.39
1.4
178
-66
26
66
false
Sell
Trim extended winner -1%
-1
-1
BrokerA
MKT
87
null
null
Normal monitoring
30
0
94
4
false
Tax-aware sells next window
P2181
Opportunistic
IRA
USD
2025-06-30
1,480,764
112,084
1,368,680
1
65
14.1
14.4
6.6
QQQ:24.5%;VOO:24.5%;HYG:13.8%;GLD:21.6%;BND:15.6%
US:71.0;EU:8.2;APAC:5.7;EM:10.4;Other:4.6
Value:-0.8;Growth:-0.4;Quality:+0.3;Size:+0.5;Momentum:+0.2;LowVol:-0.3
MaxPos8%
8
25
6.2
trailing 7%
267
33.2
Bull
17.8
3.98
2.4
105
39
55
52
false
Buy
Add to core equity +1%
14
-40
BrokerA
MKT
97
null
null
Normal monitoring
103
12
76
3
false
Tighten stops on momentum names
P2182
Active
Roth
USD
2025-06-24
1,467,770
108,476
1,359,294
1
61.2
30.3
0
8.5
TSLA:30.9%;GLD:34.6%;TLT:34.6%
US:61.2;EU:13.0;APAC:13.3;EM:9.8;Other:2.9
Value:+0.9;Growth:+0.6;Quality:+1.0;Size:+0.9;Momentum:+0.4;LowVol:-0.9
NoDerivatives
10
25
5.8
trailing 8%
146
23.8
Bull
15.9
4.68
3.5
115
115
100
46
false
Hedge
Add TLT +1% as duration hedge
-4
-4
BrokerC
MKT
100
null
null
Normal monitoring
65
16
59
3
false
Tighten stops on momentum names
P2183
Systematic
Roth
USD
2025-10-21
1,787,109
132,109
1,655,000
1
59.5
34.2
0
6.4
TLT:8.8%;BRK.B:21.5%;VTI:8.3%;VNQ:21.5%;AAPL:19.4%;GLD:20.5%
US:67.5;EU:6.9;APAC:17.2;EM:7.2;Other:1.2
Value:-0.9;Growth:-0.9;Quality:+0.9;Size:+0.8;Momentum:+0.9;LowVol:-0.1
null
5
25
5
hard 12%
211
27.6
Bull
16.2
4.08
3.2
113
118
100
46
false
Rebalance
Shift +1% to bonds from equity
-2
-4
BrokerB
MKT
97
null
null
Normal monitoring
-28
20
22
3
false
Tax-aware sells next window
P2184
Cautious
Trust
USD
2024-07-21
338,789
51,550
287,239
1
47
35.4
1.8
15.8
MSFT:33.3%;QQQ:33.3%;VNQ:33.3%
US:68.2;EU:5.6;APAC:14.3;EM:11.1;Other:0.7
Value:+0.7;Growth:+0.7;Quality:+0.9;Size:-0.6;Momentum:+0.7;LowVol:+0.6
NoMargin
5
35
3.7
hard 10%
119
17.2
Bull
11.5
4.43
2.7
115
108
90
37
false
Sell
Trim extended winner -1%
12
-16
BrokerD
LMT
92
null
null
Normal monitoring
-5
-30
130
3
false
Increase defensive factor exposure
P2185
Hands-off
IRA
USD
2025-10-06
638,866
35,420
603,446
1
65.5
20.2
4.9
9.3
IEF:30.9%;VTI:34.5%;BRK.B:34.5%
US:63.6;EU:16.3;APAC:7.7;EM:9.5;Other:2.9
Value:+0.4;Growth:+0.6;Quality:-0.3;Size:-0.6;Momentum:+0.9;LowVol:-0.9
ESGOnly;NoDerivatives
10
35
4.7
trailing 8%
142
19.4
Bear
32.2
3.62
3
136
-70
6
87
true
Rebalance
Rebalance back to target bands
-4
-14
BrokerA
LMT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-35
-34
53
3
false
Tax-aware sells next window
P2186
Cautious
IRA
USD
2025-08-21
461,289
69,829
391,460
1
41.7
43.8
0
14.5
MUB:19.3%;TSLA:25.6%;VNQ:27.6%;VTI:27.6%
US:72.2;EU:6.8;APAC:13.1;EM:4.8;Other:3.1
Value:-0.8;Growth:+0.7;Quality:+0.5;Size:-0.9;Momentum:-0.1;LowVol:+0.2
ESGOnly;MaxPos8%;NoMargin
7
35
3.6
trailing 8%
157
14
Volatile
21
4.23
3
129
78
93
47
false
Rebalance
Shift +1% to bonds from equity
18
1
BrokerD
MKT
96
null
null
Normal monitoring
-44
-10
-54
3
false
Monitor dispersion and breadth
P2187
Cautious
401k
USD
2024-07-30
604,353
63,658
540,695
1
37.8
33.5
11.6
17.2
XLF:25.9%;VNQ:25.9%;IEF:22.2%;TLT:25.9%
US:67.5;EU:18.1;APAC:7.6;EM:5.1;Other:1.6
Value:-0.3;Growth:0.0;Quality:+0.9;Size:+0.9;Momentum:-0.9;LowVol:+0.8
ESGOnly;NoMargin
8
30
4.2
trailing 8%
106
17.8
Volatile
26.5
5.23
2.4
135
-16
38
48
false
Sell
Trim extended winner -1%
-4
-34
BrokerB
VWAP
92
null
null
Normal monitoring
59
-34
173
5
false
Monitor dispersion and breadth
P2188
Active
IRA
USD
2025-11-24
2,059,507
176,060
1,883,447
1.22
53.1
18.8
18.3
9.8
MUB:33.3%;AAPL:33.3%;MSFT:33.3%
US:69.7;EU:10.2;APAC:11.6;EM:5.6;Other:2.9
Value:-0.7;Growth:-1.0;Quality:-0.7;Size:+0.3;Momentum:+0.1;LowVol:-1.0
null
7
30
4.2
hard 12%
129
20.5
Bear
23.9
3.93
1.8
171
-4
36
55
false
NoAction
Within bands; monitor
22
-10
BrokerD
LMT
93
null
null
Normal monitoring
100
14
175
4
false
Tighten stops on momentum names
P2189
Systematic
IRA
USD
2025-08-11
1,283,398
109,231
1,174,167
1
55.2
27.8
8.8
8.3
VTI:33.3%;VOO:33.3%;GLD:33.3%
US:64.1;EU:11.1;APAC:10.3;EM:11.6;Other:2.9
Value:-0.7;Growth:-0.7;Quality:+0.7;Size:+0.6;Momentum:+0.6;LowVol:+0.8
MaxPos5%
10
35
4.1
trailing 8%
163
21.4
Volatile
21.2
5.44
3.1
139
1
55
50
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-3
BrokerC
MKT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-6
-39
31
2
false
Monitor dispersion and breadth
P2190
Hands-off
IRA
USD
2025-05-23
351,068
27,800
323,268
1
68.4
25.1
0
6.5
QQQ:13.2%;VNQ:21.6%;BRK.B:11.0%;BND:21.6%;VOO:11.1%;AAPL:21.6%
US:69.2;EU:13.4;APAC:8.0;EM:7.3;Other:2.1
Value:-0.5;Growth:+0.4;Quality:-0.1;Size:-0.1;Momentum:+0.6;LowVol:-0.0
MaxPos5%
6
35
4.2
hard 10%
128
15.4
Sideways
19.7
4.95
3.1
134
55
90
68
false
Sell
Trim extended winner -1%
9
-17
BrokerC
MKT
85
null
null
Normal monitoring
52
-23
66
4
false
Increase defensive factor exposure
P2191
Hands-off
Roth
USD
2025-03-17
819,344
50,873
768,471
1
63.5
19.1
11.6
5.8
HYG:29.9%;VOO:35.0%;VNQ:35.0%
US:71.0;EU:11.8;APAC:7.1;EM:8.5;Other:1.6
Value:-0.3;Growth:-0.1;Quality:-0.4;Size:-0.2;Momentum:-0.6;LowVol:-0.1
NoDerivatives
8
35
4.3
hard 10%
138
12.9
Bear
33.3
4.44
2
141
-76
13
91
true
Hedge
Buy index puts 1% notional
19
-39
BrokerC
LMT
97
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
103
-15
63
2
false
Increase defensive factor exposure
P2192
Hands-off
Taxable
USD
2025-05-11
494,966
40,614
454,352
1
60.7
18.4
12.8
8
TLT:22.4%;IEF:17.9%;VTI:13.7%;AMZN:10.7%;MUB:12.8%;GLD:22.4%
US:71.1;EU:7.1;APAC:11.7;EM:10.0;Other:0.1
Value:0.0;Growth:-0.5;Quality:-0.6;Size:-0.5;Momentum:-0.8;LowVol:+0.2
ESGOnly
6
35
3.4
trailing 8%
95
15.9
Bear
34.3
3.73
1.5
148
-30
26
75
true
Reduce
Cut high-beta by 2-3%, add cash
-15
-14
BrokerB
LMT
98
VAR>budget
TightenStops
Risk above budget threshold
92
-13
114
3
true
Within IPS guidelines
P2193
Active
Taxable
USD
2024-12-19
1,560,433
99,602
1,460,831
1
51
21.6
19.1
8.3
GLD:23.1%;VTI:12.4%;MSFT:23.1%;TLT:23.1%;TSLA:18.3%
US:59.2;EU:9.1;APAC:15.7;EM:13.2;Other:2.8
Value:+0.3;Growth:+0.7;Quality:-0.3;Size:+0.5;Momentum:-0.7;LowVol:+0.7
MaxPos5%
7
25
5.9
trailing 8%
213
22.1
Bull
15.1
4.68
2.9
75
64
94
46
false
Buy
Add to core equity +1%
7
11
BrokerC
MKT
94
null
null
Normal monitoring
-21
-34
114
4
false
Tax-aware sells next window
P2194
Hands-off
401k
USD
2025-01-17
440,769
39,396
401,373
1
58.1
23.7
9.1
9
BRK.B:11.3%;VNQ:24.2%;AMZN:12.7%;IEF:15.6%;TSLA:12.0%;VOO:24.2%
US:64.6;EU:13.7;APAC:11.7;EM:5.8;Other:4.3
Value:-0.5;Growth:+0.3;Quality:+0.9;Size:+0.1;Momentum:+0.9;LowVol:0.0
ESGOnly
5
35
4.3
hard 10%
149
12
Sideways
16.9
3.79
2.1
122
-13
29
41
false
Rebalance
Shift +1% to bonds from equity
0
10
BrokerD
MKT
87
null
null
Normal monitoring
119
-2
92
5
false
Tax-aware sells next window
P2195
Active
Taxable
USD
2024-11-01
2,316,893
267,732
2,049,161
1
55.9
20.1
16.5
7.5
QQQ:33.3%;MUB:33.3%;AMZN:33.3%
US:60.8;EU:9.4;APAC:15.2;EM:13.4;Other:1.3
Value:+0.1;Growth:-0.4;Quality:-0.2;Size:-0.3;Momentum:-0.9;LowVol:-1.0
null
5
30
4.2
trailing 8%
159
20.7
Bull
12
4.59
2.9
119
87
89
43
false
Buy
Add to core equity +1%
32
9
BrokerC
VWAP
90
null
null
Normal monitoring
-30
-16
95
4
false
Monitor dispersion and breadth
P2196
Hands-off
IRA
USD
2025-02-06
259,406
15,990
243,416
1
65
27
0
8.1
XLF:20.9%;GLD:26.4%;TSLA:26.4%;AAPL:26.4%
US:63.8;EU:7.7;APAC:16.6;EM:11.2;Other:0.8
Value:-0.0;Growth:+0.7;Quality:0.0;Size:-0.0;Momentum:-0.1;LowVol:+0.7
null
6
35
4.6
trailing 10%
100
19.4
Sideways
21.2
4.75
2.3
125
-6
46
55
false
Rebalance
Shift +1% to bonds from equity
3
-19
BrokerB
MKT
88
null
null
Normal monitoring
13
-34
40
3
false
Monitor dispersion and breadth
P2197
Cautious
IRA
USD
2024-10-26
174,699
22,691
152,008
1
44.1
42.3
0
13.5
AAPL:33.3%;AMZN:33.3%;VTI:33.3%
US:62.3;EU:20.7;APAC:9.4;EM:3.8;Other:3.9
Value:-1.0;Growth:-0.4;Quality:+0.8;Size:-0.8;Momentum:-0.5;LowVol:+0.6
NoMargin
8
25
5.3
trailing 8%
107
14.7
Volatile
21.5
4.15
3.2
165
44
60
44
false
Sell
Trim extended winner -1%
28
-12
BrokerB
MKT
99
null
null
Normal monitoring
-53
-46
-59
4
false
Within IPS guidelines
P2198
Active
Trust
USD
2025-05-26
1,166,883
100,988
1,065,895
1
67.5
20.5
6.1
5.9
TLT:20.8%;HYG:14.4%;VOO:19.7%;IEF:11.8%;QQQ:16.2%;VTI:17.1%
US:74.8;EU:5.2;APAC:7.3;EM:9.9;Other:2.8
Value:-0.2;Growth:-0.4;Quality:+0.9;Size:+0.1;Momentum:-0.6;LowVol:+0.1
null
5
25
5.4
trailing 9%
125
23.1
Bear
24.6
4.42
1.5
131
12
56
62
true
Rebalance
Rebalance back to target bands
23
-10
BrokerB
MKT
92
VAR>budget
Hedge
Risk above budget threshold
59
-51
109
2
false
Tighten stops on momentum names
P2199
Systematic
IRA
USD
2024-10-01
545,486
24,073
521,413
1
56
23
11.5
9.5
AMZN:12.9%;BND:23.0%;AAPL:14.4%;MSFT:17.2%;IEF:23.0%;TLT:9.6%
US:64.5;EU:10.0;APAC:14.3;EM:10.5;Other:0.6
Value:-0.8;Growth:-0.2;Quality:+0.1;Size:+0.9;Momentum:-0.7;LowVol:-0.9
NoDerivatives
5
25
4.6
trailing 9%
130
17.1
Bear
25.8
4.44
2.3
189
-116
5
64
false
NoAction
Within bands; monitor
16
10
BrokerA
LMT
89
null
null
Normal monitoring
-56
19
30
3
false
Within IPS guidelines
P2200
Active
Roth
USD
2025-03-17
885,429
68,231
817,198
1
65.2
19.1
8.1
7.6
AMZN:21.7%;GLD:14.4%;MSFT:12.4%;XLF:14.7%;IEF:15.1%;QQQ:21.7%
US:68.5;EU:10.6;APAC:12.3;EM:6.7;Other:1.8
Value:+0.6;Growth:+0.6;Quality:+0.5;Size:-0.4;Momentum:+0.2;LowVol:+0.2
NoDerivatives
5
25
4.5
trailing 9%
230
20.5
Sideways
18.4
4.64
2.8
97
55
84
61
false
Buy
Add to core equity +1%
3
-16
BrokerC
VWAP
100
null
null
Normal monitoring
38
-9
55
4
false
Tax-aware sells next window