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
P2301
Hands-off
Taxable
USD
2025-11-30
464,605
23,069
441,536
1
63.1
17
14
6
HYG:21.4%;XLF:20.1%;MUB:10.5%;AAPL:9.7%;QQQ:21.4%;VNQ:16.7%
US:69.6;EU:15.2;APAC:5.2;EM:9.5;Other:0.5
Value:+0.6;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:-0.7;LowVol:+0.2
ESGOnly;MaxPos8%
10
25
3.5
trailing 8%
118
19.2
Volatile
20.5
3.7
3
144
35
67
49
false
Buy
Add to core equity +1%
-3
-34
BrokerB
MKT
95
null
null
Normal monitoring
33
-1
127
3
false
Tighten stops on momentum names
P2302
Hands-off
Trust
USD
2024-10-17
627,102
50,014
577,088
1
60.7
21.9
8
9.4
VOO:14.2%;BRK.B:8.0%;AMZN:17.6%;HYG:17.5%;BND:21.4%;GLD:21.4%
US:61.6;EU:19.5;APAC:7.2;EM:7.6;Other:4.1
Value:-0.8;Growth:+0.3;Quality:+0.6;Size:-0.2;Momentum:+0.2;LowVol:+0.1
ESGOnly
5
25
5.1
hard 10%
119
16.3
Bull
17.7
4.65
2.5
113
61
94
46
false
Sell
Trim extended winner -1%
-15
-34
BrokerC
LMT
87
null
null
Normal monitoring
104
-31
200
5
false
Monitor dispersion and breadth
P2303
Cautious
IRA
USD
2025-12-16
366,475
43,936
322,539
1
45.7
36.8
6
11.5
GLD:19.3%;MSFT:18.8%;BRK.B:9.4%;BND:16.6%;HYG:20.7%;VOO:15.3%
US:69.4;EU:8.9;APAC:12.4;EM:8.6;Other:0.7
Value:-0.2;Growth:+0.9;Quality:+0.4;Size:-0.2;Momentum:+0.2;LowVol:-0.4
NoMargin
5
30
5.9
trailing 8%
113
12.1
Bull
16.3
4.51
3.4
96
78
75
31
false
Sell
Trim extended winner -1%
9
-37
BrokerA
MKT
88
null
null
Normal monitoring
-20
-8
37
3
false
Monitor dispersion and breadth
P2304
Opportunistic
IRA
USD
2025-11-20
608,121
36,144
571,977
1.25
68.1
18.3
9.6
4.1
GLD:25.1%;BND:25.1%;XLF:25.1%;IEF:24.6%
US:69.3;EU:13.8;APAC:9.8;EM:5.2;Other:1.9
Value:-0.5;Growth:+0.8;Quality:-0.5;Size:+0.3;Momentum:-0.4;LowVol:-0.6
MaxPos8%;NoDerivatives
7
30
5.1
hard 12%
254
23.6
Sideways
14.4
4.12
2.6
123
-20
41
43
false
Rebalance
Shift +1% to bonds from equity
16
-31
BrokerC
LMT
98
null
null
Normal monitoring
37
-34
119
4
false
Within IPS guidelines
P2305
Active
IRA
USD
2024-08-09
573,757
40,927
532,830
1
62.7
18.7
10.3
8.3
TLT:24.9%;IEF:15.5%;BND:20.7%;VNQ:24.9%;HYG:13.9%
US:72.7;EU:13.4;APAC:5.9;EM:5.1;Other:2.9
Value:-0.9;Growth:-0.5;Quality:+0.3;Size:+0.4;Momentum:-0.5;LowVol:-0.3
MaxPos7%
5
25
6
trailing 8%
128
27.1
Bull
12.2
4.63
2.3
98
101
100
52
false
Buy
Add to core equity +1%
34
-1
BrokerB
MKT
93
null
null
Normal monitoring
40
-36
125
5
false
Tighten stops on momentum names
P2306
Cautious
IRA
USD
2025-03-07
745,444
73,090
672,354
1
42.4
38.4
3.2
15.9
BND:16.3%;VNQ:15.1%;IEF:11.6%;VOO:21.0%;GLD:15.1%;QQQ:21.0%
US:64.6;EU:16.6;APAC:6.1;EM:8.4;Other:4.3
Value:+0.2;Growth:+0.3;Quality:-0.7;Size:+0.2;Momentum:-0.0;LowVol:-1.0
NoMargin
6
30
5.7
trailing 8%
162
16.9
Bear
31.5
3.57
2.8
182
-72
24
67
false
Buy
Add to core equity +1%
31
-19
BrokerD
MKT
95
null
null
Normal monitoring
109
-59
112
5
false
Tighten stops on momentum names
P2307
Hands-off
Roth
USD
2024-08-07
783,985
40,426
743,559
1
61.8
25.8
3.7
8.7
MUB:25.3%;GLD:24.2%;QQQ:25.3%;MSFT:25.3%
US:72.2;EU:8.6;APAC:9.4;EM:8.6;Other:1.2
Value:-0.3;Growth:-0.7;Quality:-0.7;Size:+0.9;Momentum:-0.0;LowVol:+0.8
null
6
25
4.7
trailing 10%
127
14
Volatile
25.9
4.62
4
180
-6
50
74
true
Hedge
Buy index puts 1% notional
22
1
BrokerD
MKT
94
RegimeShift
TightenStops
Volatility spike and breadth deterioration
117
-2
210
2
false
Monitor dispersion and breadth
P2308
Cautious
Taxable
USD
2025-01-16
811,622
102,407
709,215
1
42.2
39.3
1.7
16.8
IEF:24.7%;MSFT:24.7%;VNQ:16.8%;TSLA:15.9%;GLD:17.9%
US:65.1;EU:14.7;APAC:8.0;EM:8.4;Other:3.7
Value:+0.4;Growth:+0.5;Quality:+0.8;Size:-0.7;Momentum:-0.3;LowVol:+0.7
NoMargin
8
25
3
hard 10%
164
13.4
Bull
13.1
4.99
2.1
96
86
100
35
false
Buy
Add to core equity +1%
2
4
BrokerC
LMT
98
null
null
Normal monitoring
-2
-25
99
3
false
Within IPS guidelines
P2309
Active
401k
USD
2025-06-12
1,339,449
121,240
1,218,209
1
58
31.3
3.5
7.2
AAPL:22.1%;BND:22.1%;VNQ:14.0%;IEF:10.1%;TSLA:18.8%;BRK.B:13.0%
US:67.2;EU:14.5;APAC:6.2;EM:9.7;Other:2.4
Value:+0.5;Growth:-0.4;Quality:0.0;Size:+0.7;Momentum:+0.6;LowVol:-0.0
null
5
35
4.1
trailing 8%
211
24.3
Bull
13.7
3.74
2.2
88
96
100
39
true
Reduce
Cut high-beta by 2-3%, add cash
12
-10
BrokerA
LMT
91
VAR>budget
Reduce
Risk above budget threshold
-56
-30
-65
3
true
Within IPS guidelines
P2310
Active
Roth
USD
2025-08-23
1,185,962
118,862
1,067,100
1
68.7
20.9
3.7
6.7
IEF:19.6%;MSFT:26.8%;BRK.B:26.8%;TSLA:26.8%
US:69.1;EU:10.5;APAC:8.6;EM:9.8;Other:2.0
Value:-0.1;Growth:-0.7;Quality:+0.6;Size:-0.9;Momentum:-0.2;LowVol:+0.8
NoDerivatives
6
25
5.5
trailing 8%
152
27.7
Volatile
26.4
4.55
3.6
160
-30
38
81
true
Reduce
Cut high-beta by 2-3%, add cash
-11
2
BrokerA
MKT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
69
-2
56
5
false
Tighten stops on momentum names
P2311
Systematic
IRA
USD
2025-12-11
464,141
44,091
420,050
1
57.6
34.5
2.2
5.7
IEF:33.3%;BRK.B:33.3%;VOO:33.3%
US:66.0;EU:8.4;APAC:13.3;EM:9.8;Other:2.5
Value:+0.5;Growth:-0.1;Quality:-0.6;Size:-0.2;Momentum:+0.6;LowVol:+1.0
null
8
35
4.2
trailing 8%
144
25.1
Bear
34.4
3.89
2.5
172
29
77
75
true
Hedge
Buy index puts 1% notional
-7
-7
BrokerD
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
114
8
82
5
false
Monitor dispersion and breadth
P2312
Cautious
Roth
USD
2025-07-13
194,200
27,337
166,863
1
48.4
39
0
12.6
QQQ:10.7%;HYG:16.9%;AMZN:22.0%;TSLA:22.0%;BRK.B:11.0%;MSFT:17.6%
US:63.6;EU:8.6;APAC:13.0;EM:10.4;Other:4.4
Value:-0.4;Growth:+0.2;Quality:+0.3;Size:-0.2;Momentum:-0.1;LowVol:-0.2
ESGOnly;MaxPos6%;NoMargin
5
30
3
hard 10%
91
14.6
Bull
11.7
3.83
3.2
70
18
48
28
false
Sell
Trim extended winner -1%
-11
-20
BrokerA
LMT
88
null
null
Normal monitoring
56
-52
194
5
false
Within IPS guidelines
P2313
Hands-off
IRA
USD
2025-07-10
467,734
23,156
444,578
1
67.6
23.9
0
8.5
VNQ:33.3%;MUB:33.3%;MSFT:33.3%
US:67.0;EU:5.9;APAC:13.2;EM:11.2;Other:2.7
Value:-0.7;Growth:-0.3;Quality:-0.5;Size:+0.4;Momentum:+0.3;LowVol:-0.4
ESGOnly;MaxPos6%
7
30
3.8
trailing 10%
111
18.3
Bull
14.4
4.54
2.4
79
97
89
40
false
Rebalance
Shift +1% to bonds from equity
18
-23
BrokerA
MKT
99
null
null
Normal monitoring
6
15
82
5
false
Monitor dispersion and breadth
P2314
Opportunistic
IRA
USD
2024-09-04
1,104,546
85,478
1,019,068
1
67.6
16.2
11.3
4.9
TLT:30.0%;BRK.B:35.0%;MSFT:35.0%
US:66.5;EU:17.9;APAC:5.9;EM:6.7;Other:2.9
Value:0.0;Growth:+0.7;Quality:-0.8;Size:-0.6;Momentum:-0.5;LowVol:+0.3
null
8
30
5.7
hard 12%
244
24.8
Bull
11.9
4.19
3.3
86
11
53
36
true
Reduce
Cut high-beta by 2-3%, add cash
10
-33
BrokerA
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
100
-44
82
4
false
Tax-aware sells next window
P2315
Cautious
Taxable
USD
2024-09-08
233,301
19,525
213,776
1
52.6
31.1
1.9
14.4
QQQ:19.7%;GLD:21.3%;TSLA:29.5%;VNQ:29.5%
US:75.3;EU:7.3;APAC:9.3;EM:5.2;Other:2.9
Value:-0.5;Growth:-0.2;Quality:+0.5;Size:-1.0;Momentum:-0.0;LowVol:+0.9
NoMargin
5
30
3.9
trailing 8%
107
18.9
Volatile
28.2
4.29
3.1
173
68
95
76
true
Reduce
Cut high-beta by 2-3%, add cash
27
-39
BrokerD
MKT
92
RegimeShift
TightenStops
Volatility spike and breadth deterioration
97
-15
144
3
false
Tighten stops on momentum names
P2316
Systematic
Roth
USD
2025-12-21
1,696,675
168,561
1,528,114
1
61.8
21.5
11
5.6
BRK.B:29.7%;AMZN:20.0%;TSLA:20.6%;VOO:29.7%
US:70.3;EU:17.7;APAC:6.2;EM:3.3;Other:2.5
Value:-0.2;Growth:-0.6;Quality:+0.9;Size:+0.7;Momentum:-0.7;LowVol:-0.7
NoDerivatives
7
25
4.5
trailing 9%
136
27.2
Sideways
19.8
4.01
3.1
116
46
74
46
false
Rebalance
Shift +1% to bonds from equity
21
-26
BrokerB
MKT
97
null
null
Normal monitoring
69
11
95
3
false
Increase defensive factor exposure
P2317
Systematic
IRA
USD
2024-07-23
1,402,590
120,500
1,282,090
1
56.4
23.8
13.4
6.4
XLF:24.8%;QQQ:17.5%;MUB:15.8%;BND:21.5%;IEF:20.4%
US:64.9;EU:12.0;APAC:15.3;EM:4.2;Other:3.5
Value:+0.1;Growth:-0.0;Quality:-0.4;Size:+0.9;Momentum:-0.3;LowVol:-0.9
MaxPos6%
10
30
5.6
trailing 8%
223
19.9
Volatile
25.9
3.93
4.1
140
63
88
72
true
Hedge
Buy index puts 1% notional
2
-31
BrokerC
MKT
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
14
-41
111
3
false
Tighten stops on momentum names
P2318
Systematic
Roth
USD
2025-01-22
1,344,317
122,539
1,221,778
1
62.7
31
0
6.3
HYG:9.0%;GLD:19.5%;IEF:16.9%;QQQ:12.0%;XLF:21.6%;TLT:20.9%
US:67.3;EU:15.2;APAC:9.2;EM:6.5;Other:1.9
Value:0.0;Growth:+0.2;Quality:-0.6;Size:-0.1;Momentum:+0.1;LowVol:-0.0
NoDerivatives
7
35
4.5
trailing 8%
189
16.2
Bear
23.3
3.29
2.4
200
-120
5
74
true
Hedge
Buy index puts 1% notional
6
-3
BrokerA
LMT
91
RegimeShift
Pause
Volatility spike and breadth deterioration
99
9
106
3
false
Within IPS guidelines
P2319
Opportunistic
401k
USD
2025-09-02
1,212,723
52,325
1,160,398
1
63
17.1
14.9
4.9
IEF:18.5%;VOO:13.8%;XLF:22.8%;BRK.B:22.8%;BND:22.1%
US:70.6;EU:10.4;APAC:6.8;EM:8.4;Other:3.9
Value:-0.7;Growth:-0.1;Quality:-0.6;Size:-0.6;Momentum:+0.2;LowVol:-0.4
null
10
25
6.1
trailing 7%
250
32.7
Volatile
26.7
4.42
3.4
118
44
68
67
false
Sell
Trim extended winner -1%
-9
10
BrokerD
MKT
100
null
null
Normal monitoring
-39
-37
96
5
false
Increase defensive factor exposure
P2320
Cautious
Taxable
USD
2025-04-18
886,740
122,401
764,339
1
54.7
30.1
0
15.2
TLT:22.8%;QQQ:22.8%;MSFT:14.8%;BRK.B:15.4%;AAPL:9.5%;VNQ:14.5%
US:60.7;EU:22.3;APAC:7.1;EM:7.8;Other:2.1
Value:-0.2;Growth:-0.3;Quality:+0.9;Size:-0.4;Momentum:+0.9;LowVol:-0.6
ESGOnly;MaxPos5%;NoMargin
10
30
5.7
trailing 8%
113
14.4
Bull
14.5
4.51
2.9
106
21
74
36
false
NoAction
Within bands; monitor
-11
-8
BrokerD
MKT
0
null
null
Normal monitoring
-43
-51
-45
3
false
Monitor dispersion and breadth
P2321
Hands-off
401k
USD
2024-11-24
422,537
18,479
404,058
1
66.4
26.2
0
7.3
TSLA:33.3%;XLF:33.3%;AMZN:33.3%
US:58.2;EU:21.6;APAC:12.5;EM:5.0;Other:2.7
Value:-0.9;Growth:-0.8;Quality:-0.0;Size:+0.8;Momentum:-0.8;LowVol:-0.1
null
7
25
5.5
hard 10%
109
19.6
Sideways
17.1
3.93
2.2
97
37
72
48
true
Reduce
Cut high-beta by 2-3%, add cash
17
15
BrokerA
LMT
91
Drift>tolerance
Pause
Allocation drift beyond policy bands
48
-28
152
4
false
Monitor dispersion and breadth
P2322
Active
401k
USD
2024-09-04
2,132,808
231,692
1,901,116
1
67.5
25.8
0
6.7
AAPL:15.4%;VNQ:12.1%;MUB:25.4%;AMZN:21.8%;VOO:25.4%
US:69.4;EU:12.9;APAC:7.1;EM:6.5;Other:4.1
Value:-0.2;Growth:-0.1;Quality:-0.1;Size:-0.9;Momentum:-0.6;LowVol:+0.6
MaxPos7%
6
25
4.9
trailing 8%
208
27.8
Bull
15
3.79
2
104
104
96
58
false
Rebalance
Shift +1% to bonds from equity
11
15
BrokerC
MKT
94
null
null
Normal monitoring
-10
19
-47
5
false
Within IPS guidelines
P2323
Hands-off
Roth
USD
2025-09-08
412,705
30,191
382,514
1
55.4
23.5
15.5
5.6
HYG:7.1%;MSFT:20.6%;QQQ:19.5%;AAPL:20.4%;VTI:15.5%;XLF:16.8%
US:69.1;EU:12.4;APAC:7.2;EM:7.9;Other:3.4
Value:-0.7;Growth:-0.3;Quality:-0.8;Size:+0.5;Momentum:+0.9;LowVol:+0.3
null
8
25
5.7
trailing 10%
156
16.7
Sideways
20.9
4.46
3.1
115
27
71
52
false
Hedge
Add TLT +1% as duration hedge
33
13
BrokerD
LMT
98
null
null
Normal monitoring
-46
8
35
3
false
Monitor dispersion and breadth
P2324
Active
Taxable
USD
2025-08-21
1,760,284
109,347
1,650,937
1.1
63.3
28.8
0
7.8
IEF:10.0%;MUB:24.0%;QQQ:23.2%;GLD:18.9%;BRK.B:24.0%
US:64.8;EU:14.9;APAC:10.8;EM:7.2;Other:2.2
Value:-0.9;Growth:-0.6;Quality:-0.8;Size:0.0;Momentum:+0.3;LowVol:-0.7
MaxPos7%;NoDerivatives
10
30
5.6
trailing 9%
147
23.7
Volatile
20.5
3.9
3
130
-26
35
48
false
Buy
Add to core equity +1%
22
-22
BrokerD
VWAP
99
null
null
Normal monitoring
38
-34
161
5
false
Tax-aware sells next window
P2325
Cautious
IRA
USD
2025-01-11
186,093
21,231
164,862
1
41.6
34.9
10.9
12.7
MSFT:30.7%;VOO:34.6%;VTI:34.6%
US:67.0;EU:10.6;APAC:9.0;EM:9.2;Other:4.2
Value:-0.1;Growth:+0.3;Quality:+0.7;Size:-0.4;Momentum:+0.8;LowVol:-0.1
MaxPos5%;NoMargin
7
30
5.7
trailing 8%
100
18.2
Volatile
20.4
4.07
2.5
129
-20
27
54
false
Buy
Add to core equity +1%
5
2
BrokerC
MKT
100
null
null
Normal monitoring
-31
-7
95
3
false
Tighten stops on momentum names
P2326
Hands-off
Taxable
USD
2025-10-01
668,873
31,901
636,972
1
59.8
16
18.9
5.2
VNQ:33.3%;BRK.B:33.3%;TSLA:33.3%
US:68.5;EU:9.6;APAC:7.5;EM:12.5;Other:1.8
Value:+0.4;Growth:-0.1;Quality:+0.8;Size:+0.7;Momentum:+0.7;LowVol:+0.3
MaxPos6%;NoDerivatives
10
25
4.3
trailing 10%
148
15.6
Bull
13.6
4.23
3.3
93
71
76
34
true
Hedge
Buy index puts 1% notional
-13
-30
BrokerA
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
95
20
190
5
false
Within IPS guidelines
P2327
Active
IRA
USD
2025-08-22
841,524
77,102
764,422
1.19
68.4
24.8
0
6.7
AAPL:12.1%;HYG:13.7%;MUB:19.9%;VNQ:20.1%;MSFT:16.8%;BRK.B:17.3%
US:64.5;EU:16.5;APAC:7.1;EM:10.5;Other:1.4
Value:+0.7;Growth:-0.7;Quality:+0.7;Size:-0.4;Momentum:0.0;LowVol:+0.8
MaxPos6%
10
25
5.3
trailing 8%
181
27.7
Sideways
16.3
4.76
2.3
109
-5
54
55
false
Buy
Add to core equity +1%
5
-28
BrokerA
VWAP
94
null
null
Normal monitoring
-58
-22
-19
5
false
Within IPS guidelines
P2328
Opportunistic
401k
USD
2024-10-09
1,226,442
84,500
1,141,942
1.17
63
14.5
13.5
9
VNQ:33.3%;TSLA:33.3%;BND:33.3%
US:64.1;EU:17.3;APAC:9.8;EM:4.3;Other:4.5
Value:+0.9;Growth:+0.3;Quality:+0.3;Size:+0.2;Momentum:+0.4;LowVol:+0.1
null
7
25
4.7
trailing 9%
254
23.3
Sideways
19.2
3.76
2.6
136
-4
48
49
false
Hedge
Add TLT +1% as duration hedge
14
10
BrokerC
VWAP
88
null
null
Normal monitoring
-14
-13
111
3
false
Increase defensive factor exposure
P2329
Active
401k
USD
2025-11-09
1,237,075
114,958
1,122,117
1
63.1
26.6
3
7.3
HYG:21.5%;QQQ:21.5%;BRK.B:7.5%;BND:21.5%;VOO:21.5%;MSFT:6.3%
US:60.1;EU:8.6;APAC:15.5;EM:11.3;Other:4.5
Value:-0.5;Growth:-0.1;Quality:-0.7;Size:+1.0;Momentum:-0.2;LowVol:-1.0
null
6
30
5.7
hard 12%
218
18.4
Bear
28.9
3.62
1.9
192
-117
5
77
true
Reduce
Cut high-beta by 2-3%, add cash
-5
10
BrokerC
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-46
-5
68
2
false
Tax-aware sells next window
P2330
Systematic
IRA
USD
2025-05-23
1,665,252
164,658
1,500,594
1
58.7
26.9
5.6
8.9
XLF:33.3%;BND:33.3%;GLD:33.3%
US:65.5;EU:13.1;APAC:11.5;EM:6.7;Other:3.3
Value:+0.8;Growth:-0.4;Quality:+0.8;Size:-0.3;Momentum:-0.2;LowVol:-0.8
null
6
25
5.9
hard 12%
121
25.7
Bull
11.1
4.26
2.5
119
14
72
41
false
Rebalance
Shift +1% to bonds from equity
15
-34
BrokerD
LMT
96
null
null
Normal monitoring
-8
-11
23
5
false
Monitor dispersion and breadth
P2331
Opportunistic
Roth
USD
2025-09-15
464,443
20,219
444,224
1
66.2
21.9
2.9
9
AMZN:19.7%;IEF:18.2%;GLD:21.0%;AAPL:20.2%;VTI:21.0%
US:63.3;EU:13.9;APAC:10.2;EM:10.6;Other:2.0
Value:+0.3;Growth:-1.0;Quality:-0.8;Size:+0.6;Momentum:+0.5;LowVol:-0.5
NoDerivatives
6
35
5.9
trailing 9%
172
20.7
Bull
13.6
3.62
2.6
77
18
58
36
false
Sell
Trim extended winner -1%
0
-26
BrokerB
MKT
96
null
null
Normal monitoring
86
-3
145
5
false
Monitor dispersion and breadth
P2332
Opportunistic
Taxable
USD
2024-10-14
1,383,187
119,056
1,264,131
1
60.8
18.9
11.3
9
MSFT:13.8%;AAPL:10.3%;IEF:25.5%;TLT:24.9%;MUB:25.5%
US:71.0;EU:10.0;APAC:13.7;EM:4.6;Other:0.8
Value:+0.7;Growth:-1.0;Quality:-0.5;Size:0.0;Momentum:+0.2;LowVol:+0.1
MaxPos5%
6
25
5.9
hard 12%
193
23.9
Volatile
30.8
4.88
4.4
166
-28
34
72
true
Rebalance
Rebalance back to target bands
33
-24
BrokerA
VWAP
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
16
-35
25
4
true
Tighten stops on momentum names
P2333
Hands-off
Roth
USD
2025-08-23
261,135
20,797
240,338
1
68.8
22.5
0
8.7
VTI:29.5%;BND:21.5%;MSFT:19.5%;TSLA:29.5%
US:75.6;EU:5.7;APAC:8.8;EM:9.8;Other:0.1
Value:+0.6;Growth:+0.8;Quality:+0.7;Size:+1.0;Momentum:-0.5;LowVol:-0.2
MaxPos7%
6
30
4.7
hard 10%
169
17.2
Bull
11.1
4.15
2.1
103
66
88
50
false
Hedge
Add TLT +1% as duration hedge
-5
-40
BrokerA
LMT
99
null
null
Normal monitoring
-59
-21
-54
5
false
Increase defensive factor exposure
P2334
Systematic
401k
USD
2025-07-28
1,578,676
119,392
1,459,284
1
59
31.8
0.1
9.1
HYG:23.4%;AMZN:23.4%;VNQ:15.0%;BND:23.4%;VTI:14.8%
US:58.8;EU:15.7;APAC:13.0;EM:12.4;Other:0.1
Value:+0.3;Growth:+0.1;Quality:+0.5;Size:+0.2;Momentum:-0.1;LowVol:-0.2
MaxPos7%
7
35
4.8
trailing 8%
132
21.8
Bull
17.2
4.73
2.8
81
23
60
46
false
Rebalance
Shift +1% to bonds from equity
21
11
BrokerC
VWAP
91
null
null
Normal monitoring
112
-40
172
5
false
Tax-aware sells next window
P2335
Hands-off
Roth
USD
2025-02-14
363,681
14,654
349,027
1
70.2
20
2.7
7.1
AAPL:26.0%;BND:17.7%;IEF:28.2%;HYG:28.2%
US:64.6;EU:15.6;APAC:10.1;EM:7.2;Other:2.6
Value:-0.8;Growth:+1.0;Quality:-0.5;Size:+1.0;Momentum:+0.3;LowVol:-0.5
NoDerivatives
10
30
5.7
trailing 8%
113
18.6
Bear
24
3.7
3
130
-98
5
78
true
Hedge
Buy index puts 1% notional
11
0
BrokerA
MKT
100
VAR>budget
Hedge
Risk above budget threshold
45
-32
14
2
false
Monitor dispersion and breadth
P2336
Active
401k
USD
2024-12-14
2,454,795
154,750
2,300,045
1
62.9
28.4
3.6
5.2
XLF:27.1%;VTI:27.1%;VOO:22.8%;GLD:23.0%
US:69.3;EU:9.6;APAC:13.3;EM:5.5;Other:2.3
Value:+0.4;Growth:+0.3;Quality:+0.8;Size:-0.6;Momentum:+0.6;LowVol:+0.1
NoDerivatives
7
25
4.7
hard 12%
163
16.1
Bull
13.7
4.5
2.3
91
33
78
43
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-5
BrokerD
VWAP
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
-40
-11
-38
3
false
Monitor dispersion and breadth
P2337
Active
Trust
USD
2024-07-24
1,178,827
124,343
1,054,484
1.17
68.1
22.9
3.1
5.9
AAPL:13.9%;BRK.B:24.4%;VTI:22.9%;MUB:14.4%;MSFT:24.4%
US:73.9;EU:13.0;APAC:6.7;EM:3.8;Other:2.7
Value:+0.7;Growth:-0.3;Quality:+0.8;Size:-0.4;Momentum:+1.0;LowVol:+0.5
null
5
30
5.6
hard 12%
181
21.4
Volatile
26.5
4.26
2.4
156
43
69
67
true
Hedge
Buy index puts 1% notional
29
-11
BrokerB
LMT
90
RegimeShift
TightenStops
Volatility spike and breadth deterioration
10
-29
4
2
false
Increase defensive factor exposure
P2338
Cautious
401k
USD
2025-07-31
494,935
51,168
443,767
1
40.2
33.5
9.8
16.6
AMZN:33.3%;BRK.B:33.3%;IEF:33.3%
US:63.5;EU:19.1;APAC:7.8;EM:5.5;Other:4.1
Value:0.0;Growth:+0.8;Quality:-0.8;Size:+0.7;Momentum:-0.7;LowVol:+0.7
NoDerivatives;NoMargin
6
25
4.9
trailing 8%
151
12.8
Bull
13.2
4.16
3.3
79
57
83
22
false
Buy
Add to core equity +1%
19
-16
BrokerA
LMT
100
null
null
Normal monitoring
-16
12
105
5
false
Increase defensive factor exposure
P2339
Opportunistic
IRA
USD
2025-12-02
1,407,389
42,409
1,364,980
1
60.6
20.3
12.1
7
AMZN:33.3%;IEF:33.3%;BND:33.3%
US:73.1;EU:6.6;APAC:9.0;EM:8.5;Other:2.9
Value:+0.8;Growth:+1.0;Quality:-0.1;Size:-0.0;Momentum:-0.2;LowVol:-0.6
MaxPos5%
8
35
4.5
trailing 7%
260
31.4
Bull
17.6
3.61
3.5
112
115
100
45
false
Sell
Trim extended winner -1%
35
-19
BrokerD
VWAP
94
null
null
Normal monitoring
4
9
-15
5
false
Increase defensive factor exposure
P2340
Active
Roth
USD
2024-11-28
1,853,043
188,924
1,664,119
1
67.3
19.7
5.1
7.9
VTI:26.4%;QQQ:20.9%;HYG:26.4%;VNQ:26.4%
US:70.4;EU:6.8;APAC:6.1;EM:12.4;Other:4.3
Value:-0.1;Growth:-0.7;Quality:-0.6;Size:-0.6;Momentum:-0.6;LowVol:-0.6
MaxPos7%
5
25
5.8
hard 12%
161
17.6
Sideways
14.3
4.96
3.4
102
6
60
53
false
Rebalance
Shift +1% to bonds from equity
0
7
BrokerD
MKT
92
null
null
Normal monitoring
-54
-16
-70
4
false
Monitor dispersion and breadth
P2341
Opportunistic
IRA
USD
2025-01-22
1,542,394
85,424
1,456,970
1.09
71.3
15.6
7.4
5.7
AMZN:27.5%;MUB:17.0%;MSFT:27.8%;VOO:27.8%
US:69.7;EU:6.5;APAC:8.2;EM:15.1;Other:0.5
Value:+0.2;Growth:+0.2;Quality:+0.1;Size:+0.6;Momentum:+0.6;LowVol:-0.6
null
6
25
6.3
trailing 7%
163
26.3
Volatile
28.3
3.97
2.8
119
-53
14
80
true
Reduce
Cut high-beta by 2-3%, add cash
5
-15
BrokerD
MKT
88
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-32
-44
7
5
true
Within IPS guidelines
P2342
Cautious
Roth
USD
2024-09-16
449,272
63,068
386,204
1
50.2
34.1
0
15.7
BND:26.7%;BRK.B:26.7%;XLF:24.3%;MSFT:22.4%
US:61.3;EU:15.4;APAC:11.6;EM:7.7;Other:4.0
Value:+1.0;Growth:-0.8;Quality:+0.4;Size:+0.2;Momentum:-0.0;LowVol:-0.4
NoDerivatives;NoMargin
10
30
5.6
hard 10%
91
15.1
Bull
16.8
4.99
2.1
114
77
100
46
false
Sell
Trim extended winner -1%
-13
3
BrokerA
LMT
96
null
null
Normal monitoring
98
-25
204
4
false
Increase defensive factor exposure
P2343
Opportunistic
IRA
USD
2024-07-15
556,673
20,346
536,327
1
65.6
11.6
17.8
5
BND:25.6%;TSLA:25.6%;VTI:25.6%;GLD:23.1%
US:60.6;EU:17.7;APAC:8.4;EM:8.4;Other:5.0
Value:-0.1;Growth:+0.2;Quality:+0.8;Size:+0.1;Momentum:-0.9;LowVol:+0.1
MaxPos8%
5
25
6.2
hard 12%
206
33.1
Bull
15
3.61
2.3
70
29
68
39
false
Buy
Add to core equity +1%
29
-26
BrokerB
LMT
99
null
null
Normal monitoring
9
-39
141
4
false
Within IPS guidelines
P2344
Opportunistic
401k
USD
2025-08-19
737,245
47,842
689,403
1
66.1
14.1
15.5
4.4
VTI:34.1%;BND:31.8%;QQQ:34.1%
US:59.6;EU:20.7;APAC:11.7;EM:7.4;Other:0.7
Value:+0.6;Growth:+0.2;Quality:+0.6;Size:-0.6;Momentum:+1.0;LowVol:-0.7
null
8
25
5.6
trailing 7%
228
27.2
Volatile
23.1
5.5
3.4
124
-51
17
63
false
Sell
Trim extended winner -1%
28
-30
BrokerB
MKT
99
null
null
Normal monitoring
-5
2
106
3
false
Tax-aware sells next window
P2345
Cautious
401k
USD
2025-08-30
312,428
39,375
273,053
1
41.5
31.4
11.3
15.8
HYG:26.2%;AMZN:26.2%;MUB:21.4%;XLF:26.2%
US:73.2;EU:7.9;APAC:6.9;EM:6.7;Other:5.3
Value:+0.3;Growth:-0.9;Quality:-0.8;Size:-0.4;Momentum:-0.6;LowVol:-0.4
ESGOnly;NoMargin
6
25
4.2
trailing 10%
118
17.4
Volatile
21.2
4.22
4.1
128
37
71
49
true
Hedge
Buy index puts 1% notional
14
4
BrokerB
LMT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
92
13
89
5
false
Tighten stops on momentum names
P2346
Active
401k
USD
2025-11-01
2,418,150
167,643
2,250,507
1
66.4
22.6
2.2
8.8
XLF:21.2%;MUB:21.2%;MSFT:9.6%;AAPL:21.2%;AMZN:13.0%;BRK.B:13.8%
US:77.0;EU:7.2;APAC:7.4;EM:4.8;Other:3.6
Value:-0.0;Growth:+0.1;Quality:-0.5;Size:-0.9;Momentum:+0.1;LowVol:+0.5
null
5
30
4.7
trailing 9%
187
22.2
Bear
33.1
3.05
1.3
150
40
76
76
true
Hedge
Buy index puts 1% notional
-4
-1
BrokerA
MKT
92
VAR>budget
Hedge
Risk above budget threshold
72
-18
80
4
true
Tighten stops on momentum names
P2347
Cautious
IRA
USD
2025-09-06
708,600
69,783
638,817
1
39.6
44.9
1.6
13.9
HYG:17.5%;VNQ:24.7%;VTI:17.2%;GLD:15.8%;MSFT:24.7%
US:66.9;EU:14.2;APAC:8.5;EM:10.4;Other:0.1
Value:+0.9;Growth:-0.8;Quality:+0.5;Size:-0.4;Momentum:-0.9;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
6
25
4.7
trailing 8%
139
16.2
Bear
23.3
3.66
2.6
206
-5
51
57
false
Rebalance
Shift +1% to bonds from equity
-8
-25
BrokerD
LMT
99
null
null
Normal monitoring
69
-50
61
3
false
Within IPS guidelines
P2348
Active
IRA
USD
2025-06-30
2,363,736
172,251
2,191,485
1
62.5
26.4
5.5
5.6
AMZN:27.9%;VNQ:17.5%;GLD:27.9%;XLF:26.8%
US:60.4;EU:15.4;APAC:11.9;EM:8.7;Other:3.6
Value:+0.3;Growth:+0.5;Quality:-0.0;Size:+0.7;Momentum:+0.3;LowVol:+0.2
MaxPos6%
5
35
5.2
trailing 8%
179
25
Bull
14.4
4
3.4
78
60
91
48
false
Sell
Trim extended winner -1%
-10
8
BrokerB
VWAP
86
null
null
Normal monitoring
88
-23
102
4
false
Monitor dispersion and breadth
P2349
Cautious
Roth
USD
2024-12-06
568,563
90,861
477,702
1
42.9
44.4
1.4
11.2
BRK.B:16.5%;IEF:24.6%;TSLA:24.6%;HYG:17.8%;GLD:16.5%
US:67.8;EU:17.7;APAC:6.3;EM:3.7;Other:4.5
Value:+1.0;Growth:+0.9;Quality:+0.6;Size:+0.7;Momentum:-0.1;LowVol:+0.7
NoMargin
5
25
5
trailing 8%
138
14.2
Bear
32.8
4.05
2.6
153
27
73
73
true
Reduce
Cut high-beta by 2-3%, add cash
34
-11
BrokerD
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-41
-28
-21
4
false
Tax-aware sells next window
P2350
Hands-off
Taxable
USD
2025-04-02
339,252
23,902
315,350
1
58.5
28
8.5
5.1
TSLA:23.3%;VOO:25.6%;GLD:25.6%;HYG:25.6%
US:66.1;EU:16.7;APAC:7.5;EM:7.8;Other:1.9
Value:+0.7;Growth:+0.7;Quality:+0.1;Size:-0.5;Momentum:+0.2;LowVol:-0.2
NoDerivatives
8
25
4.6
trailing 10%
153
13.3
Sideways
20
4.97
3.4
123
5
48
58
true
Hedge
Buy index puts 1% notional
6
-21
BrokerC
LMT
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
-8
-30
104
4
false
Monitor dispersion and breadth
P2351
Active
Roth
USD
2025-07-05
1,196,224
85,909
1,110,315
1.25
55.8
21.5
17.5
5.3
VTI:18.4%;MSFT:17.8%;GLD:17.6%;HYG:20.7%;XLF:10.2%;VOO:15.2%
US:66.9;EU:11.1;APAC:11.0;EM:8.9;Other:2.2
Value:+0.6;Growth:+0.5;Quality:+0.7;Size:+0.8;Momentum:-0.3;LowVol:-0.3
MaxPos5%
8
30
4.1
trailing 8%
168
27.5
Volatile
28.8
3.89
3.6
170
37
65
62
false
Sell
Trim extended winner -1%
-2
-23
BrokerD
MKT
93
null
null
Normal monitoring
15
-58
-15
3
false
Tax-aware sells next window
P2352
Cautious
Taxable
USD
2025-07-24
678,122
96,824
581,298
1
47.3
38.3
0
14.4
VTI:19.3%;QQQ:26.9%;HYG:26.9%;MUB:26.9%
US:58.4;EU:12.7;APAC:13.9;EM:11.7;Other:3.3
Value:+0.3;Growth:+0.5;Quality:-0.4;Size:+0.7;Momentum:+0.7;LowVol:+0.1
NoMargin
6
25
4.3
trailing 10%
151
16.9
Bear
34.5
3.18
3
199
-49
12
68
false
Rebalance
Shift +1% to bonds from equity
9
-19
BrokerA
LMT
86
null
null
Normal monitoring
-51
4
-45
5
false
Monitor dispersion and breadth
P2353
Hands-off
401k
USD
2025-07-13
226,596
10,568
216,028
1
74.2
16
4.6
5.3
VNQ:14.5%;MSFT:18.0%;XLF:19.3%;VTI:16.4%;MUB:18.9%;TLT:12.9%
US:64.8;EU:13.3;APAC:12.9;EM:3.9;Other:5.1
Value:-0.3;Growth:+0.1;Quality:-0.8;Size:-0.2;Momentum:+0.6;LowVol:+0.3
ESGOnly
7
35
6
hard 10%
128
14.7
Sideways
15
4.9
2.6
116
6
50
56
false
Sell
Trim extended winner -1%
30
8
BrokerB
MKT
92
null
null
Normal monitoring
-47
-56
-79
5
false
Tax-aware sells next window
P2354
Active
Roth
USD
2025-07-21
1,251,679
116,389
1,135,290
1.14
62.3
22
7.7
8
QQQ:26.9%;IEF:21.9%;BND:27.6%;MUB:23.6%
US:70.1;EU:10.9;APAC:8.1;EM:10.6;Other:0.2
Value:+0.9;Growth:+0.6;Quality:-0.3;Size:-0.7;Momentum:-0.3;LowVol:+0.1
null
5
35
4.3
trailing 9%
216
22.8
Sideways
17.8
3.52
3.2
107
-5
56
60
false
NoAction
Within bands; monitor
-7
6
BrokerA
LMT
100
null
null
Normal monitoring
79
-21
211
3
false
Tax-aware sells next window
P2355
Hands-off
Trust
USD
2025-07-13
450,419
28,941
421,478
1
70.8
16.1
4.8
8.3
IEF:14.0%;BND:17.8%;HYG:20.2%;VNQ:7.6%;TSLA:20.5%;VOO:19.8%
US:67.9;EU:7.9;APAC:12.8;EM:8.4;Other:2.9
Value:+0.9;Growth:+1.0;Quality:+0.5;Size:0.0;Momentum:+0.8;LowVol:+0.5
MaxPos8%
8
25
5.6
trailing 8%
165
15.8
Bull
12.7
4.8
3.4
75
66
93
39
false
Buy
Add to core equity +1%
20
-14
BrokerD
MKT
97
null
null
Normal monitoring
51
6
46
4
false
Within IPS guidelines
P2356
Hands-off
401k
USD
2025-06-22
213,713
11,670
202,043
1
60
16.5
14.8
8.7
IEF:33.3%;VOO:33.3%;TSLA:33.3%
US:64.2;EU:14.9;APAC:11.8;EM:7.2;Other:1.8
Value:0.0;Growth:0.0;Quality:-0.9;Size:-1.0;Momentum:0.0;LowVol:+0.7
ESGOnly;MaxPos8%
10
25
3.9
hard 10%
129
13.8
Bull
11.9
3.85
2
88
64
92
36
true
Hedge
Buy index puts 1% notional
31
-5
BrokerD
VWAP
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-27
-21
63
2
false
Tax-aware sells next window
P2357
Hands-off
Trust
USD
2025-06-24
301,220
13,915
287,305
1
65.3
16.2
11.8
6.7
XLF:18.6%;VTI:13.3%;BND:21.5%;HYG:21.5%;IEF:9.9%;VOO:15.2%
US:59.6;EU:16.3;APAC:14.3;EM:6.8;Other:3.1
Value:+0.8;Growth:+0.3;Quality:-0.7;Size:+0.3;Momentum:+0.7;LowVol:+0.8
ESGOnly;NoDerivatives
10
25
3.1
hard 10%
136
12.2
Bull
14.4
4.98
2
106
38
62
48
false
NoAction
Within bands; monitor
-8
-39
BrokerC
MKT
0
null
null
Normal monitoring
54
-46
94
3
false
Within IPS guidelines
P2358
Active
Taxable
USD
2025-06-05
1,453,064
128,507
1,324,557
1
67.6
26.9
0
5.5
MUB:16.4%;VNQ:17.2%;TSLA:14.4%;AAPL:19.5%;QQQ:13.5%;TLT:18.9%
US:64.9;EU:11.1;APAC:14.1;EM:8.1;Other:1.8
Value:+0.7;Growth:0.0;Quality:-0.2;Size:-0.5;Momentum:+0.9;LowVol:+0.9
MaxPos5%
6
25
5.6
trailing 9%
204
20.1
Bull
15.8
4.23
2.7
114
20
51
47
false
Rebalance
Shift +1% to bonds from equity
29
-40
BrokerB
LMT
94
null
null
Normal monitoring
-19
-51
-39
3
false
Within IPS guidelines
P2359
Opportunistic
Roth
USD
2025-06-27
505,284
15,510
489,774
1
62.4
21.8
8.5
7.3
GLD:17.2%;BND:16.5%;IEF:16.6%;VNQ:20.2%;VOO:21.8%;BRK.B:7.7%
US:71.6;EU:6.7;APAC:11.2;EM:10.0;Other:0.5
Value:+0.7;Growth:-0.3;Quality:-0.5;Size:-0.9;Momentum:-0.9;LowVol:-0.2
NoDerivatives
8
30
4.8
hard 12%
263
31.9
Bull
16.1
3.96
2.9
94
78
100
42
false
Sell
Trim extended winner -1%
5
12
BrokerD
MKT
86
null
null
Normal monitoring
80
-27
165
4
false
Monitor dispersion and breadth
P2360
Cautious
IRA
USD
2025-05-14
496,365
40,023
456,342
1
37.1
34.6
18.1
10.2
TLT:15.8%;TSLA:11.7%;IEF:20.8%;AAPL:15.7%;BRK.B:15.0%;MSFT:20.8%
US:68.7;EU:14.4;APAC:8.0;EM:6.4;Other:2.5
Value:+0.1;Growth:-0.8;Quality:-1.0;Size:+0.4;Momentum:+0.8;LowVol:-0.4
NoDerivatives;NoMargin
5
30
5.3
trailing 10%
126
12.2
Volatile
21.5
4.49
2.8
129
-10
49
51
true
Hedge
Buy index puts 1% notional
21
-2
BrokerA
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
56
-2
98
2
false
Monitor dispersion and breadth
P2361
Active
Trust
USD
2025-08-22
881,204
60,761
820,443
1
50.8
21.2
22
6
XLF:14.9%;VNQ:22.0%;AAPL:19.2%;TLT:22.0%;VOO:22.0%
US:69.8;EU:7.4;APAC:14.3;EM:3.6;Other:4.9
Value:+0.9;Growth:-0.3;Quality:-0.9;Size:+0.5;Momentum:-0.7;LowVol:-0.2
null
10
30
5.6
trailing 8%
225
24.9
Sideways
20.7
4.1
3.1
109
30
61
56
false
Rebalance
Shift +1% to bonds from equity
31
-29
BrokerA
MKT
93
null
null
Normal monitoring
5
-1
34
4
false
Within IPS guidelines
P2362
Hands-off
401k
USD
2025-05-14
306,246
15,272
290,974
1
62.1
23.7
6.5
7.8
XLF:10.5%;GLD:22.6%;BRK.B:22.6%;HYG:21.6%;MSFT:22.6%
US:73.0;EU:10.7;APAC:5.7;EM:9.2;Other:1.3
Value:-0.4;Growth:+0.4;Quality:+0.4;Size:-0.2;Momentum:+0.4;LowVol:+0.6
NoDerivatives
6
35
5.3
trailing 8%
136
15.5
Sideways
20.4
4.17
3
92
55
72
66
false
Sell
Trim extended winner -1%
20
5
BrokerC
LMT
89
null
null
Normal monitoring
61
-45
59
5
false
Within IPS guidelines
P2363
Opportunistic
Trust
USD
2025-03-21
1,282,511
107,673
1,174,838
1
64.7
17.5
11.4
6.4
BND:33.3%;VOO:33.3%;BRK.B:33.3%
US:73.7;EU:7.3;APAC:6.4;EM:9.0;Other:3.6
Value:-0.5;Growth:-0.2;Quality:-0.9;Size:-0.9;Momentum:-0.2;LowVol:+0.7
MaxPos6%
8
35
4.3
hard 12%
179
25.5
Bull
12.3
4.79
2.8
104
112
97
42
false
Rebalance
Shift +1% to bonds from equity
4
1
BrokerA
MKT
85
null
null
Normal monitoring
-24
14
-38
4
false
Monitor dispersion and breadth
P2364
Active
Taxable
USD
2025-06-17
579,948
51,873
528,075
1
58.3
20.1
13.7
7.9
XLF:21.3%;HYG:23.2%;TLT:27.7%;VNQ:27.7%
US:67.5;EU:7.3;APAC:10.5;EM:12.8;Other:1.9
Value:-0.4;Growth:-0.3;Quality:-0.5;Size:-0.6;Momentum:+0.4;LowVol:-0.1
NoDerivatives
10
35
5.7
hard 12%
120
16.4
Bull
14
3.84
3.2
106
30
69
38
false
Rebalance
Shift +1% to bonds from equity
11
-1
BrokerD
MKT
86
null
null
Normal monitoring
67
19
104
4
false
Tax-aware sells next window
P2365
Cautious
Taxable
USD
2025-10-04
376,418
43,209
333,209
1
48
41.4
0
10.6
VOO:21.2%;GLD:21.8%;BND:16.2%;MUB:21.8%;AAPL:18.9%
US:69.8;EU:15.0;APAC:7.2;EM:4.5;Other:3.4
Value:-0.2;Growth:+0.5;Quality:+0.1;Size:-0.2;Momentum:0.0;LowVol:+0.5
NoMargin
8
30
5.8
hard 10%
123
14.1
Sideways
21.9
4.04
3.3
107
-10
44
56
false
NoAction
Within bands; monitor
13
-13
BrokerB
LMT
95
null
null
Normal monitoring
38
-31
118
5
false
Tighten stops on momentum names
P2366
Cautious
Roth
USD
2025-04-13
454,610
52,786
401,824
1
39.2
37.3
5.7
17.7
TSLA:33.3%;QQQ:33.3%;MSFT:33.3%
US:76.5;EU:6.3;APAC:13.2;EM:3.6;Other:0.5
Value:+0.7;Growth:-0.6;Quality:-0.2;Size:-1.0;Momentum:-0.5;LowVol:-0.8
NoMargin
10
35
5.9
hard 10%
119
18.4
Volatile
28.4
5.35
3
178
-23
41
59
false
Rebalance
Shift +1% to bonds from equity
5
-27
BrokerB
VWAP
96
null
null
Normal monitoring
10
-24
35
3
false
Tax-aware sells next window
P2367
Hands-off
IRA
USD
2025-06-19
315,390
23,665
291,725
1
58.7
28.6
3
9.7
TLT:33.3%;QQQ:33.3%;XLF:33.3%
US:65.0;EU:15.8;APAC:10.1;EM:5.2;Other:3.9
Value:-0.8;Growth:+0.6;Quality:-1.0;Size:+0.6;Momentum:-0.7;LowVol:+0.8
ESGOnly;MaxPos5%
7
30
3.8
trailing 8%
157
15.5
Volatile
20.4
4.23
4.4
171
-37
46
48
true
Rebalance
Rebalance back to target bands
-1
-18
BrokerC
MKT
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
120
-15
116
4
false
Within IPS guidelines
P2368
Opportunistic
401k
USD
2025-09-11
1,724,729
123,853
1,600,876
1
72.9
19.2
0
7.9
TSLA:6.3%;VTI:21.8%;MSFT:21.8%;QQQ:21.2%;BND:7.2%;XLF:21.8%
US:63.2;EU:16.9;APAC:9.8;EM:5.4;Other:4.8
Value:-0.4;Growth:+0.9;Quality:+0.9;Size:-0.3;Momentum:+0.7;LowVol:-0.4
MaxPos7%;NoDerivatives
5
30
5
hard 12%
251
27.8
Bull
16.4
3.8
2.1
82
114
100
65
false
Rebalance
Shift +1% to bonds from equity
19
-39
BrokerC
LMT
93
null
null
Normal monitoring
11
-7
35
3
false
Within IPS guidelines
P2369
Opportunistic
IRA
USD
2025-01-01
1,239,993
92,795
1,147,198
1
71
20.5
0
8.5
VNQ:23.4%;AAPL:13.9%;MSFT:16.1%;IEF:23.4%;VTI:23.4%
US:69.7;EU:5.5;APAC:13.0;EM:7.2;Other:4.7
Value:+0.4;Growth:+0.9;Quality:-0.0;Size:-0.7;Momentum:+0.5;LowVol:-0.3
null
5
25
4.1
trailing 9%
266
27.7
Bull
11
3.64
3.3
94
55
62
49
false
Rebalance
Shift +1% to bonds from equity
0
9
BrokerC
LMT
97
null
null
Normal monitoring
67
-9
186
3
false
Tax-aware sells next window
P2370
Opportunistic
Roth
USD
2025-10-10
1,643,599
70,426
1,573,173
1.1
71.7
13.6
6.4
8.4
IEF:14.4%;VNQ:16.5%;VTI:17.7%;VOO:16.1%;BRK.B:22.9%;TSLA:12.3%
US:65.1;EU:16.8;APAC:12.5;EM:3.5;Other:2.1
Value:-0.2;Growth:-0.9;Quality:-0.5;Size:+0.9;Momentum:+0.5;LowVol:-0.3
null
10
30
6.5
trailing 7%
173
23.2
Sideways
21.7
4.29
2.6
92
37
59
73
false
Sell
Trim extended winner -1%
-2
15
BrokerC
MKT
87
null
null
Normal monitoring
-29
-50
-54
3
false
Tighten stops on momentum names
P2371
Active
Roth
USD
2024-12-22
915,881
83,137
832,744
1.13
50.2
30.3
9.9
9.6
TSLA:33.3%;MUB:33.3%;AMZN:33.3%
US:71.8;EU:10.7;APAC:11.4;EM:3.8;Other:2.3
Value:-0.3;Growth:+0.5;Quality:+0.8;Size:-0.2;Momentum:-0.9;LowVol:-0.9
MaxPos7%;NoDerivatives
10
25
5.7
hard 12%
121
24.6
Volatile
20.2
4.66
3.4
125
53
69
45
false
Sell
Trim extended winner -1%
27
-25
BrokerB
VWAP
95
null
null
Normal monitoring
23
17
132
5
false
Monitor dispersion and breadth
P2372
Opportunistic
Roth
USD
2025-05-17
1,295,763
64,136
1,231,627
1.12
61.3
15.4
18.3
5
BRK.B:26.5%;VNQ:36.7%;TLT:36.7%
US:59.9;EU:16.5;APAC:9.3;EM:10.6;Other:3.6
Value:+0.9;Growth:-0.3;Quality:-0.9;Size:-0.6;Momentum:-0.8;LowVol:+0.7
null
5
30
6.6
trailing 7%
202
20.1
Sideways
17
3.65
2.9
135
-16
56
49
false
Buy
Add to core equity +1%
4
-20
BrokerD
LMT
92
null
null
Normal monitoring
44
-23
17
3
false
Monitor dispersion and breadth
P2373
Cautious
Taxable
USD
2025-05-23
438,576
40,465
398,111
1
42
44.6
0
13.4
HYG:33.3%;TSLA:33.3%;MSFT:33.3%
US:71.9;EU:7.2;APAC:8.7;EM:8.8;Other:3.3
Value:+0.7;Growth:-0.1;Quality:-0.6;Size:+0.6;Momentum:-0.3;LowVol:-0.4
ESGOnly;NoMargin
5
25
3.3
trailing 8%
122
19.6
Bear
29.8
3.13
1.2
163
-7
51
66
false
Sell
Trim extended winner -1%
34
-20
BrokerD
LMT
91
null
null
Normal monitoring
32
-22
169
3
false
Monitor dispersion and breadth
P2374
Active
Roth
USD
2024-10-19
1,764,354
171,661
1,592,693
1.23
65.8
26.8
0
7.4
QQQ:17.5%;AAPL:21.2%;VNQ:21.2%;VTI:21.2%;BRK.B:19.1%
US:60.7;EU:14.4;APAC:8.2;EM:11.4;Other:5.3
Value:-0.4;Growth:-0.3;Quality:-0.5;Size:+0.2;Momentum:-0.0;LowVol:-0.7
NoDerivatives
8
30
5.3
trailing 9%
121
24.4
Bear
26.9
3.98
1.1
195
-28
45
79
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-9
BrokerB
LMT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
114
2
125
3
false
Within IPS guidelines
P2375
Systematic
Trust
USD
2025-05-07
1,278,647
57,588
1,221,059
1
59.9
20.6
13.8
5.7
BND:17.2%;VTI:8.0%;GLD:15.4%;AMZN:21.1%;MUB:17.2%;AAPL:21.1%
US:72.1;EU:11.6;APAC:5.8;EM:9.2;Other:1.3
Value:-1.0;Growth:+0.9;Quality:+0.4;Size:-0.1;Momentum:-0.9;LowVol:+0.8
null
8
35
5.2
hard 12%
138
26.3
Volatile
24.4
4.82
3.6
115
6
42
59
false
Sell
Trim extended winner -1%
17
-8
BrokerD
MKT
95
null
null
Normal monitoring
114
-50
246
4
false
Monitor dispersion and breadth
P2376
Opportunistic
Taxable
USD
2025-09-20
554,577
44,237
510,340
1.14
76.2
10.6
4.5
8.8
GLD:18.1%;VOO:20.6%;VNQ:30.7%;TLT:30.7%
US:60.6;EU:20.8;APAC:10.7;EM:4.2;Other:3.6
Value:-1.0;Growth:+0.5;Quality:-0.2;Size:-0.7;Momentum:+0.1;LowVol:+1.0
null
5
30
4.6
hard 12%
163
25.4
Volatile
27.4
3.73
3.8
121
64
81
87
true
Reduce
Cut high-beta by 2-3%, add cash
9
-19
BrokerD
MKT
97
VAR>budget
Hedge
Risk above budget threshold
77
-28
160
4
false
Monitor dispersion and breadth
P2377
Cautious
IRA
USD
2024-09-27
519,605
63,461
456,144
1
43.3
42.1
2.6
12
AMZN:20.7%;TSLA:19.8%;VNQ:18.2%;TLT:20.7%;BND:20.7%
US:61.3;EU:11.7;APAC:14.6;EM:8.5;Other:3.9
Value:-0.6;Growth:-0.2;Quality:+0.9;Size:+0.7;Momentum:+0.7;LowVol:-0.8
NoMargin
5
35
3.2
trailing 10%
105
18.7
Volatile
31.5
3.9
2.7
143
12
63
68
false
Rebalance
Shift +1% to bonds from equity
11
4
BrokerD
MKT
91
null
null
Normal monitoring
116
-41
186
3
false
Tighten stops on momentum names
P2378
Active
Roth
USD
2025-02-11
782,528
89,803
692,725
1
56.5
23.6
10.7
9.1
VOO:33.3%;AAPL:33.3%;IEF:33.3%
US:64.5;EU:16.7;APAC:8.2;EM:4.4;Other:6.1
Value:+0.4;Growth:+0.3;Quality:+0.3;Size:+0.3;Momentum:-0.2;LowVol:-0.6
MaxPos7%
6
30
5.4
hard 12%
148
23.6
Volatile
28.3
4.1
2.2
166
65
83
74
true
Reduce
Cut high-beta by 2-3%, add cash
25
6
BrokerA
MKT
94
VAR>budget
Reduce
Risk above budget threshold
-14
-47
-6
3
false
Monitor dispersion and breadth
P2379
Cautious
401k
USD
2025-01-25
421,380
44,272
377,108
1
35.3
37.3
11.6
15.8
BRK.B:33.3%;XLF:33.3%;MUB:33.3%
US:59.6;EU:18.3;APAC:13.3;EM:7.0;Other:1.7
Value:0.0;Growth:-0.8;Quality:-0.6;Size:-0.3;Momentum:-0.5;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
10
30
3.1
hard 10%
147
14.9
Volatile
21.6
4.61
2.1
142
39
66
43
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-16
BrokerD
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
38
-26
77
4
false
Tighten stops on momentum names
P2380
Cautious
Taxable
USD
2024-10-26
589,659
49,828
539,831
1
48
39.4
2.5
10.1
VNQ:12.6%;GLD:18.4%;QQQ:18.5%;TSLA:21.5%;AMZN:21.5%;AAPL:7.5%
US:68.1;EU:15.1;APAC:11.1;EM:5.5;Other:0.3
Value:-0.9;Growth:-0.3;Quality:-0.1;Size:+1.0;Momentum:-0.1;LowVol:+0.1
MaxPos5%;NoMargin
10
30
5.4
trailing 8%
117
16.8
Bear
25.4
3.04
2.3
132
2
38
49
false
Rebalance
Shift +1% to bonds from equity
10
-30
BrokerC
MKT
95
null
null
Normal monitoring
1
-29
-25
5
false
Monitor dispersion and breadth
P2381
Cautious
IRA
USD
2025-07-10
556,172
59,171
497,001
1
36.8
31.6
14.5
17.1
MSFT:25.0%;IEF:25.0%;XLF:25.0%;QQQ:25.0%
US:74.5;EU:15.1;APAC:4.7;EM:4.3;Other:1.4
Value:+0.6;Growth:+0.5;Quality:-0.9;Size:-0.3;Momentum:+0.4;LowVol:+0.3
ESGOnly;MaxPos5%;NoMargin
10
30
4.7
trailing 8%
96
13.5
Volatile
28.7
5.4
3.5
159
34
62
64
false
NoAction
Within bands; monitor
-8
4
BrokerA
VWAP
99
null
null
Normal monitoring
-21
-7
74
5
false
Within IPS guidelines
P2382
Hands-off
IRA
USD
2024-11-07
891,737
50,682
841,055
1
56.3
21
13.9
8.7
BRK.B:25.6%;AMZN:11.9%;AAPL:11.3%;VTI:25.6%;VNQ:25.6%
US:55.9;EU:19.4;APAC:13.4;EM:11.1;Other:0.3
Value:+0.4;Growth:-0.3;Quality:-0.1;Size:-0.5;Momentum:+0.8;LowVol:-0.9
ESGOnly
6
35
4.9
trailing 8%
150
18.6
Bull
13.6
4.07
3.3
116
105
95
39
false
Buy
Add to core equity +1%
-1
4
BrokerA
LMT
89
null
null
Normal monitoring
62
13
167
3
false
Tighten stops on momentum names
P2383
Opportunistic
Trust
USD
2025-10-09
495,221
23,728
471,493
1.06
63.7
14.2
17
5
XLF:33.3%;IEF:33.3%;AMZN:33.3%
US:76.5;EU:11.5;APAC:7.8;EM:3.7;Other:0.6
Value:+0.4;Growth:0.0;Quality:-0.3;Size:-1.0;Momentum:+0.2;LowVol:-0.5
NoDerivatives
5
25
5
trailing 7%
218
34.4
Bull
17.5
3.69
2.2
103
112
100
60
true
Hedge
Buy index puts 1% notional
-4
-36
BrokerA
LMT
97
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-43
-4
86
5
false
Increase defensive factor exposure
P2384
Systematic
401k
USD
2025-01-30
816,600
52,147
764,453
1
60.9
30.7
0
8.4
XLF:33.3%;BRK.B:33.3%;AAPL:33.3%
US:63.6;EU:16.8;APAC:12.3;EM:6.8;Other:0.6
Value:+0.1;Growth:+0.1;Quality:-0.6;Size:+0.6;Momentum:-0.4;LowVol:+1.0
null
8
35
5.6
trailing 8%
121
27.9
Volatile
27.1
3.73
2.1
154
-21
32
79
true
Hedge
Buy index puts 1% notional
22
-18
BrokerB
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-18
-52
10
4
false
Monitor dispersion and breadth
P2385
Hands-off
Roth
USD
2024-09-07
835,708
36,406
799,302
1
65.6
18.5
6.1
9.8
MUB:24.8%;XLF:26.4%;IEF:22.5%;TLT:26.4%
US:60.2;EU:16.6;APAC:16.2;EM:3.9;Other:3.1
Value:-0.6;Growth:-0.2;Quality:-0.4;Size:-0.8;Momentum:+0.9;LowVol:+0.2
MaxPos7%
7
35
3.5
hard 10%
108
18.7
Bull
15.6
4.11
2.3
78
29
66
51
false
Rebalance
Shift +1% to bonds from equity
2
3
BrokerA
MKT
95
null
null
Normal monitoring
117
-40
203
3
false
Tighten stops on momentum names
P2386
Active
Trust
USD
2025-07-28
2,117,917
202,338
1,915,579
1
59.4
28.5
4.3
7.8
VTI:33.3%;VOO:33.3%;BND:33.3%
US:68.4;EU:8.0;APAC:12.9;EM:7.4;Other:3.3
Value:+0.2;Growth:-0.6;Quality:+0.1;Size:+0.5;Momentum:-0.9;LowVol:-0.5
MaxPos5%
10
35
5.3
trailing 9%
227
25.2
Bull
13.7
3.87
2.7
115
59
72
38
false
Buy
Add to core equity +1%
-8
-19
BrokerA
MKT
90
null
null
Normal monitoring
34
0
120
3
false
Tighten stops on momentum names
P2387
Cautious
401k
USD
2025-05-07
583,861
86,011
497,850
1
46.5
39.4
0
14
VOO:17.7%;QQQ:16.4%;XLF:16.8%;HYG:24.5%;BND:24.5%
US:69.5;EU:10.4;APAC:9.7;EM:5.9;Other:4.5
Value:+0.3;Growth:-0.7;Quality:-0.7;Size:-0.8;Momentum:+0.5;LowVol:-0.1
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
6
25
5.2
hard 10%
119
19.4
Volatile
20.9
3.89
3
144
-20
54
42
false
Rebalance
Shift +1% to bonds from equity
-11
8
BrokerD
MKT
85
null
null
Normal monitoring
67
-46
159
4
false
Tighten stops on momentum names
P2388
Hands-off
Taxable
USD
2025-01-30
329,508
14,373
315,135
1
70.3
20.1
2.9
6.6
VOO:22.7%;BRK.B:28.2%;AAPL:20.9%;AMZN:28.2%
US:62.0;EU:13.8;APAC:12.3;EM:10.9;Other:1.1
Value:+0.2;Growth:-0.6;Quality:+0.4;Size:+0.5;Momentum:-1.0;LowVol:-0.6
ESGOnly
6
35
4.8
hard 10%
125
13.5
Bear
29.8
4.42
1.6
176
-48
26
75
true
Reduce
Cut high-beta by 2-3%, add cash
-1
-39
BrokerD
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-12
-50
-41
3
false
Monitor dispersion and breadth
P2389
Active
IRA
USD
2025-06-02
1,775,482
119,482
1,656,000
1.18
60.6
28.9
5
5.4
GLD:18.9%;VOO:13.8%;TLT:19.8%;BRK.B:17.9%;VNQ:11.8%;VTI:17.8%
US:71.4;EU:7.4;APAC:12.0;EM:5.4;Other:3.8
Value:-0.5;Growth:+0.7;Quality:-0.6;Size:-1.0;Momentum:+0.5;LowVol:+0.7
MaxPos7%
10
30
5.2
trailing 9%
199
22.9
Bear
30.1
3.85
1.5
165
-60
32
73
true
Reduce
Cut high-beta by 2-3%, add cash
-10
-12
BrokerD
LMT
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
82
-7
45
4
false
Increase defensive factor exposure
P2390
Opportunistic
Taxable
USD
2025-03-08
1,287,034
100,620
1,186,414
1.11
60.8
14.9
19.7
4.6
TLT:28.7%;VNQ:28.7%;QQQ:19.0%;HYG:23.6%
US:68.9;EU:14.6;APAC:10.9;EM:4.4;Other:1.1
Value:+0.4;Growth:-0.9;Quality:+0.9;Size:+0.7;Momentum:0.0;LowVol:-0.0
MaxPos6%
8
35
5
trailing 7%
269
27.3
Bull
13.2
4.97
2.5
89
43
71
33
false
Sell
Trim extended winner -1%
23
13
BrokerD
LMT
94
null
null
Normal monitoring
-55
-42
4
4
false
Monitor dispersion and breadth
P2391
Active
IRA
USD
2025-06-15
2,054,245
130,113
1,924,132
1
57.6
23.9
8.8
9.7
AAPL:22.8%;HYG:12.7%;TLT:22.8%;BND:18.8%;TSLA:22.8%
US:75.5;EU:5.9;APAC:12.6;EM:5.5;Other:0.4
Value:-0.2;Growth:+0.5;Quality:-0.5;Size:+0.5;Momentum:+0.9;LowVol:-0.6
NoDerivatives
7
25
5.2
trailing 8%
130
19.1
Sideways
19.4
4.44
3
106
19
44
46
false
NoAction
Within bands; monitor
-9
-33
BrokerC
LMT
91
null
null
Normal monitoring
33
-18
87
4
false
Increase defensive factor exposure
P2392
Cautious
401k
USD
2025-11-25
467,833
62,643
405,190
1
43.4
39.1
2.3
15.2
TLT:22.7%;IEF:19.0%;GLD:22.7%;VOO:22.7%;VNQ:13.0%
US:66.2;EU:17.3;APAC:6.1;EM:6.0;Other:4.4
Value:-0.2;Growth:+0.9;Quality:+0.6;Size:0.0;Momentum:+0.8;LowVol:+0.4
ESGOnly;MaxPos8%;NoMargin
10
25
5
trailing 8%
111
14.3
Bull
15.3
4.66
2.3
102
23
57
46
false
Rebalance
Shift +1% to bonds from equity
3
7
BrokerD
MKT
100
null
null
Normal monitoring
113
20
246
5
false
Tighten stops on momentum names
P2393
Opportunistic
401k
USD
2025-05-02
699,160
44,255
654,905
1
76
16.7
0
7.3
VOO:37.8%;HYG:24.3%;AAPL:37.8%
US:61.4;EU:12.9;APAC:12.1;EM:13.3;Other:0.3
Value:+0.7;Growth:+0.1;Quality:+0.7;Size:0.0;Momentum:-0.1;LowVol:-0.6
MaxPos8%
7
35
6.8
trailing 9%
198
30.7
Volatile
21
3.51
4.3
155
77
83
65
false
NoAction
Within bands; monitor
22
11
BrokerB
LMT
98
null
null
Normal monitoring
20
-52
48
5
false
Within IPS guidelines
P2394
Active
Taxable
USD
2025-03-25
767,312
90,150
677,162
1.12
60.7
26.8
7.3
5.1
TSLA:21.7%;MUB:20.1%;IEF:19.0%;BRK.B:17.3%;VOO:21.9%
US:72.8;EU:6.4;APAC:11.1;EM:5.8;Other:4.0
Value:+0.5;Growth:+0.9;Quality:-0.0;Size:-0.2;Momentum:-0.8;LowVol:+0.8
null
10
25
5.7
hard 12%
225
19.3
Sideways
16.8
4.54
2.7
140
27
56
42
false
Hedge
Add TLT +1% as duration hedge
13
-20
BrokerB
VWAP
87
null
null
Normal monitoring
98
-24
62
3
false
Increase defensive factor exposure
P2395
Active
Trust
USD
2025-05-28
2,455,557
223,732
2,231,825
1.11
54.7
23.2
13
9.2
AAPL:33.3%;BRK.B:33.3%;MSFT:33.3%
US:69.4;EU:10.7;APAC:10.1;EM:6.4;Other:3.5
Value:-1.0;Growth:-0.0;Quality:-0.3;Size:-0.0;Momentum:-0.7;LowVol:-0.2
null
10
25
4.9
trailing 8%
211
27
Bull
16.1
4.18
2.2
102
61
89
46
false
Buy
Add to core equity +1%
8
-13
BrokerA
LMT
88
null
null
Normal monitoring
-54
-14
62
5
false
Increase defensive factor exposure
P2396
Opportunistic
IRA
USD
2025-09-10
1,799,514
88,280
1,711,234
1
70.1
11
10.9
8.1
VOO:16.2%;AMZN:26.0%;VTI:28.9%;MSFT:28.9%
US:61.2;EU:20.2;APAC:7.0;EM:11.5;Other:0.1
Value:-0.4;Growth:+0.1;Quality:+0.7;Size:+0.5;Momentum:-0.5;LowVol:+1.0
null
6
30
6.1
hard 12%
270
22.1
Bull
11.2
4.23
2.9
106
12
71
42
true
Reduce
Cut high-beta by 2-3%, add cash
30
-1
BrokerD
LMT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
67
-24
131
2
false
Tighten stops on momentum names
P2397
Active
Roth
USD
2024-11-19
1,932,806
154,310
1,778,496
1.09
63.7
28.9
0
7.5
VOO:13.0%;VTI:22.4%;MSFT:22.4%;MUB:19.9%;IEF:22.4%
US:64.4;EU:16.3;APAC:10.9;EM:5.0;Other:3.4
Value:+0.4;Growth:-0.5;Quality:-0.3;Size:+0.7;Momentum:-0.2;LowVol:+0.6
MaxPos5%
6
30
5.7
hard 12%
173
25.4
Bull
11.5
3.84
2.3
103
51
72
47
false
Rebalance
Shift +1% to bonds from equity
33
-13
BrokerB
MKT
89
null
null
Normal monitoring
40
7
167
5
false
Within IPS guidelines
P2398
Systematic
IRA
USD
2025-06-28
756,011
56,203
699,808
1
65.9
22.9
5
6.1
BRK.B:33.3%;XLF:33.3%;MUB:33.3%
US:67.7;EU:13.5;APAC:10.9;EM:4.3;Other:3.7
Value:+0.8;Growth:-0.6;Quality:-0.2;Size:+0.1;Momentum:-0.0;LowVol:-0.7
null
10
35
4.7
trailing 9%
189
26.3
Volatile
30.8
5.05
2.9
176
-54
31
73
true
Rebalance
Rebalance back to target bands
13
8
BrokerD
MKT
89
VAR>budget
Reduce
Risk above budget threshold
-37
-34
2
2
false
Tighten stops on momentum names
P2399
Cautious
IRA
USD
2025-04-20
595,986
73,273
522,713
1
42.2
42.8
0
15
VTI:36.1%;VNQ:27.9%;MSFT:36.1%
US:72.4;EU:6.4;APAC:12.4;EM:7.1;Other:1.7
Value:+0.8;Growth:+0.8;Quality:-0.4;Size:-0.9;Momentum:+0.7;LowVol:-0.2
MaxPos6%;NoMargin
6
25
3.9
hard 10%
91
16.2
Sideways
19.5
3.91
3.1
107
-29
25
43
false
Rebalance
Shift +1% to bonds from equity
9
-15
BrokerB
MKT
86
null
null
Normal monitoring
88
-18
50
5
false
Tax-aware sells next window
P2400
Cautious
401k
USD
2025-05-01
622,668
84,899
537,769
1
49.9
32.9
0
17.2
GLD:13.8%;IEF:15.2%;VNQ:25.7%;MSFT:25.7%;TSLA:19.7%
US:61.7;EU:12.7;APAC:16.2;EM:7.4;Other:2.0
Value:+0.3;Growth:-0.2;Quality:+0.7;Size:+0.4;Momentum:-1.0;LowVol:0.0
NoMargin
10
35
5.6
trailing 8%
132
12.2
Bull
16
4.51
2.8
95
73
79
32
false
Buy
Add to core equity +1%
-14
-4
BrokerC
LMT
91
null
null
Normal monitoring
-25
10
-27
5
false
Tighten stops on momentum names