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
P2401
Active
Trust
USD
2025-04-29
1,109,925
67,290
1,042,635
1
56
23.8
14.9
5.3
XLF:11.0%;TLT:12.6%;BND:22.5%;VTI:22.5%;AMZN:20.2%;BRK.B:11.3%
US:66.1;EU:15.5;APAC:10.4;EM:5.0;Other:3.0
Value:-0.4;Growth:-0.7;Quality:+0.8;Size:+0.1;Momentum:-0.1;LowVol:-0.4
null
10
25
5.7
trailing 9%
157
21.3
Bull
12.4
4.66
3
119
93
86
28
false
Sell
Trim extended winner -1%
24
-24
BrokerC
VWAP
89
null
null
Normal monitoring
78
-38
40
3
false
Increase defensive factor exposure
P2402
Cautious
Trust
USD
2025-09-28
872,037
114,669
757,368
1
48.7
38.8
0
12.5
VTI:33.3%;TSLA:33.3%;VOO:33.3%
US:68.8;EU:9.1;APAC:8.5;EM:13.6;Other:0.1
Value:-1.0;Growth:-0.1;Quality:+0.4;Size:+0.8;Momentum:+0.1;LowVol:+0.7
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
10
25
5.6
trailing 10%
138
13.4
Bear
26.1
3.9
1.2
170
15
58
53
false
Rebalance
Shift +1% to bonds from equity
21
5
BrokerC
MKT
95
null
null
Normal monitoring
46
10
54
5
false
Increase defensive factor exposure
P2403
Hands-off
Taxable
USD
2025-11-20
321,832
14,165
307,667
1
55.7
28.6
8.1
7.6
VNQ:20.9%;VTI:21.4%;MSFT:8.7%;GLD:13.4%;TLT:21.4%;XLF:14.2%
US:62.0;EU:20.7;APAC:6.2;EM:8.6;Other:2.4
Value:+1.0;Growth:+0.8;Quality:-0.0;Size:-0.7;Momentum:+0.2;LowVol:+0.4
ESGOnly;MaxPos8%
8
25
4.7
trailing 8%
160
14.6
Volatile
23.6
4.4
3.5
131
8
58
58
false
Buy
Add to core equity +1%
-6
1
BrokerA
LMT
94
null
null
Normal monitoring
3
-58
43
3
false
Tax-aware sells next window
P2404
Cautious
Trust
USD
2024-07-08
394,713
36,436
358,277
1
42.6
37.6
4.6
15.2
AAPL:33.3%;TLT:33.3%;VOO:33.3%
US:66.3;EU:13.3;APAC:11.8;EM:5.0;Other:3.6
Value:-1.0;Growth:-0.7;Quality:+0.4;Size:+0.5;Momentum:+0.6;LowVol:+0.7
MaxPos5%;NoMargin
5
35
5.3
trailing 10%
109
13.9
Volatile
21.5
3.51
2.8
142
36
56
47
false
Rebalance
Shift +1% to bonds from equity
28
6
BrokerC
VWAP
100
null
null
Normal monitoring
119
0
90
5
false
Increase defensive factor exposure
P2405
Hands-off
Roth
USD
2025-01-13
819,270
73,747
745,523
1
67.7
23.5
0
8.8
VNQ:12.1%;XLF:11.0%;HYG:21.1%;VOO:21.1%;GLD:20.6%;MUB:14.0%
US:77.5;EU:7.7;APAC:8.0;EM:6.3;Other:0.5
Value:+0.5;Growth:-0.5;Quality:+0.3;Size:+0.8;Momentum:+0.6;LowVol:-0.1
ESGOnly
10
25
5.4
trailing 8%
150
12.1
Volatile
31.3
4.7
3.8
134
9
66
76
true
Hedge
Buy index puts 1% notional
3
7
BrokerB
LMT
93
VAR>budget
Pause
Risk above budget threshold
50
7
178
2
false
Tighten stops on momentum names
P2406
Active
IRA
USD
2024-11-15
1,974,061
188,776
1,785,285
1
61.2
29.3
0
9.6
AMZN:10.1%;BND:20.8%;VNQ:21.1%;AAPL:16.4%;MSFT:15.9%;VTI:15.7%
US:65.8;EU:8.4;APAC:16.4;EM:7.2;Other:2.2
Value:-0.5;Growth:-0.3;Quality:+0.4;Size:-0.1;Momentum:+1.0;LowVol:-0.9
MaxPos6%
10
30
4.1
trailing 8%
149
20.4
Volatile
31.9
3.53
2.9
179
-37
31
87
true
Hedge
Buy index puts 1% notional
8
-7
BrokerD
LMT
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
66
2
50
5
false
Monitor dispersion and breadth
P2407
Hands-off
Taxable
USD
2024-08-03
664,124
38,331
625,793
1
55.2
19.3
15.6
9.9
VTI:22.3%;GLD:17.7%;VNQ:12.6%;HYG:7.2%;BRK.B:17.8%;AMZN:22.3%
US:68.7;EU:13.0;APAC:9.4;EM:8.4;Other:0.4
Value:-0.9;Growth:-1.0;Quality:+0.4;Size:+0.7;Momentum:+0.4;LowVol:+0.6
ESGOnly;NoDerivatives
6
25
5.4
hard 10%
143
15.6
Bear
31.4
3.08
2.4
168
-73
9
85
true
Hedge
Buy index puts 1% notional
10
-39
BrokerB
LMT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
87
12
92
5
false
Increase defensive factor exposure
P2408
Cautious
401k
USD
2025-12-25
810,128
110,073
700,055
1
46.3
30.1
10.4
13.2
AAPL:33.3%;BRK.B:33.3%;VNQ:33.3%
US:66.8;EU:12.8;APAC:8.9;EM:9.0;Other:2.4
Value:+0.5;Growth:+0.5;Quality:+0.4;Size:+0.8;Momentum:-0.3;LowVol:-0.1
MaxPos7%;NoMargin
10
35
4.9
trailing 8%
90
16.7
Bull
12.3
3.61
2.5
91
27
59
34
false
Buy
Add to core equity +1%
-2
14
BrokerD
MKT
93
null
null
Normal monitoring
24
-18
43
5
false
Increase defensive factor exposure
P2409
Cautious
IRA
USD
2025-11-24
308,073
43,459
264,614
1
44.4
42
1.3
12.4
XLF:25.0%;MUB:25.0%;QQQ:25.0%;BND:25.0%
US:63.7;EU:20.1;APAC:9.0;EM:4.0;Other:3.2
Value:+0.3;Growth:-0.4;Quality:-0.3;Size:+0.2;Momentum:+1.0;LowVol:-0.2
ESGOnly;NoMargin
6
30
3.5
hard 10%
168
18.3
Volatile
30.8
4.89
2.6
170
79
98
76
true
Hedge
Buy index puts 1% notional
11
-32
BrokerC
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
35
-12
120
5
false
Monitor dispersion and breadth
P2410
Opportunistic
IRA
USD
2025-07-21
1,612,840
90,602
1,522,238
1
71
16.9
5
7.2
VTI:22.5%;TLT:25.8%;BND:25.8%;AMZN:25.8%
US:73.1;EU:12.4;APAC:4.9;EM:8.1;Other:1.5
Value:-0.4;Growth:+0.7;Quality:-0.4;Size:-0.4;Momentum:-0.2;LowVol:+0.4
NoDerivatives
10
30
5.2
trailing 7%
200
20.9
Bull
15
4.6
2.4
86
9
59
42
false
Rebalance
Shift +1% to bonds from equity
-7
-12
BrokerC
MKT
93
null
null
Normal monitoring
50
-47
177
3
false
Increase defensive factor exposure
P2411
Systematic
IRA
USD
2025-03-19
1,844,533
121,904
1,722,629
1
57.7
26.7
8.7
6.8
VOO:25.0%;GLD:25.0%;TSLA:25.0%;AAPL:25.0%
US:66.6;EU:12.5;APAC:9.0;EM:8.1;Other:3.8
Value:0.0;Growth:+0.6;Quality:-0.6;Size:+0.5;Momentum:-0.6;LowVol:+0.8
MaxPos7%
5
30
4.4
trailing 8%
163
18.3
Bear
30.4
3.64
1.8
174
-11
55
78
true
Hedge
Buy index puts 1% notional
4
-29
BrokerB
MKT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
76
-29
165
4
false
Tighten stops on momentum names
P2412
Systematic
Trust
USD
2025-09-11
635,136
37,925
597,211
1
68.5
23.8
1.8
5.8
TLT:18.8%;QQQ:20.5%;IEF:24.1%;AAPL:24.1%;HYG:12.5%
US:71.9;EU:9.9;APAC:6.8;EM:9.1;Other:2.4
Value:-0.0;Growth:-0.8;Quality:+1.0;Size:+0.7;Momentum:-0.8;LowVol:+0.6
MaxPos8%
5
25
4.1
hard 12%
155
20.9
Bull
15.6
4.95
2.7
71
58
92
46
false
Hedge
Add TLT +1% as duration hedge
16
-33
BrokerB
MKT
91
null
null
Normal monitoring
-28
-21
0
5
false
Tighten stops on momentum names
P2413
Systematic
Trust
USD
2025-03-30
1,722,184
131,285
1,590,899
1
56.7
32.6
2.3
8.4
AMZN:25.9%;IEF:22.3%;TLT:25.9%;MSFT:25.9%
US:76.8;EU:8.2;APAC:5.7;EM:8.6;Other:0.8
Value:+1.0;Growth:-0.7;Quality:+0.4;Size:-0.0;Momentum:+0.3;LowVol:+0.2
MaxPos7%;NoDerivatives
10
25
6
trailing 9%
159
18.4
Bull
17.2
4.19
2.4
76
14
48
52
false
Buy
Add to core equity +1%
33
-40
BrokerA
LMT
89
null
null
Normal monitoring
-55
-41
-32
3
false
Monitor dispersion and breadth
P2414
Cautious
Trust
USD
2024-09-22
655,082
78,920
576,162
1
43.3
36.9
6.5
13.3
BND:35.1%;TLT:35.1%;BRK.B:29.9%
US:57.6;EU:16.7;APAC:14.5;EM:9.5;Other:1.6
Value:-0.2;Growth:+0.3;Quality:+0.6;Size:+0.5;Momentum:+0.3;LowVol:+0.2
NoDerivatives;NoMargin
5
30
3.7
trailing 8%
155
13.9
Sideways
19.5
4.22
2.8
111
36
79
48
false
Sell
Trim extended winner -1%
31
-7
BrokerD
MKT
89
null
null
Normal monitoring
104
-13
182
4
false
Increase defensive factor exposure
P2415
Active
IRA
USD
2024-12-15
517,223
56,061
461,162
1.2
58
25.5
10.2
6.3
VTI:33.3%;AMZN:33.3%;VOO:33.3%
US:64.8;EU:11.2;APAC:13.9;EM:7.0;Other:3.1
Value:-0.0;Growth:+0.2;Quality:0.0;Size:+0.8;Momentum:+0.5;LowVol:+0.9
MaxPos7%
10
30
5.8
trailing 8%
203
18.4
Volatile
26.6
4.09
2.9
163
-49
32
78
true
Hedge
Buy index puts 1% notional
-9
-19
BrokerB
MKT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
109
1
212
3
false
Monitor dispersion and breadth
P2416
Cautious
IRA
USD
2025-03-14
235,366
28,925
206,441
1
35.7
36.5
12
15.8
TLT:33.3%;HYG:33.3%;IEF:33.3%
US:69.1;EU:13.9;APAC:9.5;EM:5.4;Other:2.1
Value:+0.2;Growth:-0.9;Quality:-0.4;Size:+0.4;Momentum:+0.5;LowVol:+0.9
NoMargin
8
35
3.4
trailing 8%
108
18.6
Bull
15.9
4.54
2.9
92
21
51
42
false
Rebalance
Shift +1% to bonds from equity
35
-2
BrokerC
VWAP
99
null
null
Normal monitoring
-53
-21
-32
3
false
Within IPS guidelines
P2417
Active
Roth
USD
2025-08-28
2,257,668
156,464
2,101,204
1.18
63.4
23.3
8
5.3
MUB:23.6%;VTI:29.8%;AAPL:29.8%;VNQ:16.8%
US:65.1;EU:23.2;APAC:7.2;EM:4.4;Other:0.2
Value:-0.9;Growth:-0.2;Quality:-0.7;Size:0.0;Momentum:+0.2;LowVol:-0.2
null
6
35
5.5
trailing 9%
157
17.4
Volatile
23
5.27
2.2
179
50
71
56
false
Sell
Trim extended winner -1%
-4
8
BrokerA
LMT
89
null
null
Normal monitoring
-31
-32
5
3
false
Monitor dispersion and breadth
P2418
Active
Trust
USD
2025-06-25
2,376,559
190,711
2,185,848
1
58.3
27.1
8.3
6.3
VTI:19.6%;XLF:23.7%;QQQ:24.2%;IEF:8.3%;BND:24.2%
US:60.9;EU:14.6;APAC:11.0;EM:9.8;Other:3.8
Value:-0.5;Growth:+1.0;Quality:+1.0;Size:+0.1;Momentum:-0.7;LowVol:-0.7
MaxPos8%
7
30
5
trailing 8%
195
21.2
Volatile
21
4.41
3.3
177
-2
35
57
false
Buy
Add to core equity +1%
29
10
BrokerD
LMT
91
null
null
Normal monitoring
87
1
71
3
false
Monitor dispersion and breadth
P2419
Hands-off
Trust
USD
2024-08-05
855,508
51,250
804,258
1
61.3
20.4
10.3
8
IEF:13.4%;XLF:12.6%;VOO:22.7%;GLD:25.7%;QQQ:25.7%
US:62.6;EU:15.9;APAC:10.2;EM:7.0;Other:4.3
Value:+0.7;Growth:+0.7;Quality:-0.1;Size:+0.5;Momentum:+0.4;LowVol:-0.1
ESGOnly
10
35
5.5
trailing 10%
146
19.2
Bear
24.3
3.24
1.4
145
-27
43
56
false
Rebalance
Shift +1% to bonds from equity
25
9
BrokerB
LMT
94
null
null
Normal monitoring
101
-11
177
4
false
Within IPS guidelines
P2420
Hands-off
401k
USD
2025-04-02
550,693
30,550
520,143
1
66.8
24.6
0
8.7
VNQ:33.3%;BRK.B:33.3%;GLD:33.3%
US:63.8;EU:13.2;APAC:10.8;EM:9.9;Other:2.3
Value:-0.9;Growth:-0.1;Quality:+0.1;Size:+0.5;Momentum:+0.8;LowVol:+0.9
null
8
25
4.1
trailing 8%
147
12.7
Volatile
29.9
4.93
2.9
135
-59
29
72
true
Reduce
Cut high-beta by 2-3%, add cash
30
-1
BrokerD
LMT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-48
-42
0
4
false
Within IPS guidelines
P2421
Hands-off
IRA
USD
2025-11-27
401,133
35,363
365,770
1
68.3
16.9
8.4
6.4
TSLA:33.3%;QQQ:33.3%;GLD:33.3%
US:69.3;EU:9.6;APAC:13.0;EM:3.8;Other:4.2
Value:0.0;Growth:-0.2;Quality:-0.1;Size:+0.4;Momentum:-0.8;LowVol:-0.7
MaxPos7%;NoDerivatives
5
35
3.6
trailing 8%
170
18
Bear
25
3.1
2.5
143
-76
13
73
true
Rebalance
Rebalance back to target bands
-6
0
BrokerA
LMT
97
VAR>budget
TightenStops
Risk above budget threshold
42
-27
10
4
false
Increase defensive factor exposure
P2422
Cautious
IRA
USD
2025-08-15
746,273
63,199
683,074
1
47.8
38.4
0
13.8
VTI:33.3%;IEF:33.3%;TSLA:33.3%
US:63.3;EU:14.9;APAC:10.1;EM:8.6;Other:3.2
Value:-0.8;Growth:-1.0;Quality:+0.2;Size:-0.9;Momentum:+0.8;LowVol:+0.4
NoMargin
10
35
4.2
trailing 8%
91
15.6
Sideways
15.2
3.59
2
130
14
60
35
false
Hedge
Add TLT +1% as duration hedge
9
-14
BrokerB
MKT
86
null
null
Normal monitoring
10
17
13
5
false
Tighten stops on momentum names
P2423
Cautious
401k
USD
2025-04-08
763,269
63,318
699,951
1
45.5
32
10.4
12.1
VOO:10.1%;HYG:19.9%;GLD:21.2%;IEF:21.2%;VTI:8.0%;MSFT:19.7%
US:63.8;EU:14.3;APAC:11.1;EM:10.0;Other:0.8
Value:+0.3;Growth:+0.8;Quality:-0.2;Size:-0.9;Momentum:-0.5;LowVol:-0.3
NoDerivatives;NoMargin
8
35
5.9
trailing 8%
158
17.3
Bull
13
4.17
3.1
89
88
84
39
false
Sell
Trim extended winner -1%
2
3
BrokerC
MKT
89
null
null
Normal monitoring
81
6
85
3
false
Tax-aware sells next window
P2424
Active
IRA
USD
2025-03-29
2,296,804
273,401
2,023,403
1
57.6
22.3
13.3
6.8
TSLA:17.6%;MUB:27.5%;MSFT:27.5%;VOO:27.5%
US:60.7;EU:18.4;APAC:13.1;EM:7.6;Other:0.2
Value:+0.7;Growth:+0.7;Quality:+0.7;Size:+0.3;Momentum:+0.5;LowVol:+0.3
NoDerivatives
10
25
4.5
trailing 8%
200
17.8
Bull
17.7
4.44
2.1
118
119
94
53
false
Buy
Add to core equity +1%
10
-11
BrokerB
MKT
87
null
null
Normal monitoring
50
-54
117
4
false
Tighten stops on momentum names
P2425
Systematic
IRA
USD
2025-11-22
721,309
59,979
661,330
1
61.2
26.3
5
7.6
VTI:34.4%;AAPL:34.4%;BND:31.2%
US:69.2;EU:5.8;APAC:13.3;EM:7.7;Other:4.0
Value:-0.4;Growth:+1.0;Quality:-0.7;Size:-0.0;Momentum:+0.7;LowVol:+0.5
MaxPos5%;NoDerivatives
5
30
5.8
trailing 8%
204
25.4
Sideways
17
4.72
3.3
134
-22
30
40
false
Hedge
Add TLT +1% as duration hedge
-13
-25
BrokerB
MKT
95
null
null
Normal monitoring
-12
-36
-23
3
false
Monitor dispersion and breadth
P2426
Opportunistic
Taxable
USD
2024-11-28
424,719
14,182
410,537
1.17
75.9
13.5
3.9
6.6
BRK.B:28.5%;HYG:16.9%;MUB:26.0%;AMZN:28.5%
US:69.5;EU:5.3;APAC:10.5;EM:11.8;Other:2.9
Value:+0.4;Growth:+0.8;Quality:+0.7;Size:-0.5;Momentum:0.0;LowVol:+0.1
MaxPos5%
10
35
5.3
trailing 9%
273
24.9
Bull
12.3
3.81
2.7
89
24
57
42
false
Buy
Add to core equity +1%
29
-32
BrokerB
MKT
91
null
null
Normal monitoring
-53
-56
57
4
false
Increase defensive factor exposure
P2427
Systematic
Trust
USD
2024-11-07
859,281
71,022
788,259
1
60
25.7
5.9
8.4
XLF:16.7%;MSFT:22.0%;VNQ:30.6%;MUB:30.6%
US:81.9;EU:5.9;APAC:6.9;EM:3.7;Other:1.6
Value:+0.4;Growth:-0.2;Quality:-0.1;Size:-0.1;Momentum:+0.3;LowVol:-0.4
NoDerivatives
10
25
5.7
trailing 8%
161
20.3
Volatile
27.5
4.09
4.2
176
74
83
74
true
Reduce
Cut high-beta by 2-3%, add cash
13
-37
BrokerD
LMT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
26
-26
65
5
false
Increase defensive factor exposure
P2428
Active
Taxable
USD
2025-08-08
2,493,296
267,397
2,225,899
1
56.6
29.5
8.6
5.3
GLD:33.3%;VNQ:33.3%;HYG:33.3%
US:70.4;EU:16.6;APAC:6.0;EM:4.8;Other:2.2
Value:+0.6;Growth:-0.8;Quality:+0.3;Size:-0.7;Momentum:-0.6;LowVol:-0.5
null
8
25
4.4
trailing 9%
144
26
Volatile
30.8
5.23
3.6
172
18
67
71
true
Rebalance
Rebalance back to target bands
3
6
BrokerD
VWAP
98
VAR>budget
Hedge
Risk above budget threshold
71
-4
152
5
true
Tighten stops on momentum names
P2429
Systematic
Roth
USD
2025-08-06
1,370,402
95,631
1,274,771
1
58.6
25.9
6.1
9.4
VTI:21.0%;MSFT:21.0%;HYG:20.2%;VOO:7.5%;TLT:9.3%;QQQ:21.0%
US:72.2;EU:6.3;APAC:12.7;EM:7.7;Other:1.1
Value:-0.5;Growth:+0.7;Quality:-0.3;Size:+0.2;Momentum:+0.3;LowVol:+0.8
MaxPos8%
10
30
4
trailing 8%
160
23.1
Bull
13.9
3.67
3.2
74
88
80
45
true
Rebalance
Rebalance back to target bands
25
13
BrokerD
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
109
-10
223
2
true
Monitor dispersion and breadth
P2430
Hands-off
IRA
USD
2024-07-23
376,507
15,724
360,783
1
70.4
21.8
0
7.8
VTI:15.9%;VNQ:28.0%;AMZN:28.0%;QQQ:28.0%
US:74.6;EU:11.7;APAC:9.0;EM:4.3;Other:0.4
Value:-0.3;Growth:+0.9;Quality:-1.0;Size:-0.7;Momentum:-0.7;LowVol:-0.9
ESGOnly;NoDerivatives
6
35
5.6
trailing 8%
158
18.6
Bear
29.1
4.3
1.8
160
-82
17
76
true
Hedge
Buy index puts 1% notional
26
-21
BrokerD
LMT
94
VAR>budget
Reduce
Risk above budget threshold
-55
-51
-59
4
false
Increase defensive factor exposure
P2431
Systematic
401k
USD
2025-12-07
1,208,871
117,931
1,090,940
1
56.6
32.9
4.9
5.6
QQQ:27.2%;BND:26.1%;XLF:27.2%;GLD:19.4%
US:58.6;EU:17.9;APAC:11.0;EM:8.4;Other:4.1
Value:-0.4;Growth:-0.5;Quality:+0.4;Size:-0.9;Momentum:-0.9;LowVol:-0.8
null
5
35
5.9
hard 12%
195
20.6
Bull
11.8
3.85
3.2
85
85
100
42
false
Buy
Add to core equity +1%
11
-29
BrokerD
MKT
100
null
null
Normal monitoring
35
-11
52
4
false
Tax-aware sells next window
P2432
Systematic
401k
USD
2024-07-08
1,636,904
100,706
1,536,198
1
65.4
27.6
0
7
QQQ:23.1%;BND:23.1%;TLT:21.2%;VOO:23.1%;TSLA:9.4%
US:69.3;EU:17.6;APAC:8.6;EM:4.4;Other:0.2
Value:+0.7;Growth:+0.3;Quality:-0.2;Size:+0.6;Momentum:-0.2;LowVol:+0.1
MaxPos5%
10
30
4.8
trailing 8%
163
24.4
Bear
25
3.34
1.2
169
-71
28
75
true
Rebalance
Rebalance back to target bands
-6
-17
BrokerD
LMT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
104
-7
176
4
false
Increase defensive factor exposure
P2433
Systematic
IRA
USD
2024-07-27
1,260,590
64,634
1,195,956
1
58.3
32.3
3.9
5.5
BND:19.8%;XLF:11.1%;AMZN:24.4%;TLT:20.2%;BRK.B:24.4%
US:67.5;EU:16.1;APAC:9.6;EM:5.5;Other:1.3
Value:-0.5;Growth:-0.8;Quality:+0.8;Size:+0.4;Momentum:+0.5;LowVol:-1.0
NoDerivatives
6
35
5.1
trailing 9%
223
24.6
Volatile
26.1
3.56
3.8
114
-52
22
63
false
Rebalance
Shift +1% to bonds from equity
12
-19
BrokerA
MKT
96
null
null
Normal monitoring
-59
13
-13
5
false
Within IPS guidelines
P2434
Opportunistic
Taxable
USD
2025-02-10
668,002
42,387
625,615
1.06
68
17.4
10.4
4.2
VNQ:23.0%;BRK.B:12.2%;BND:9.6%;MUB:9.1%;TLT:23.0%;QQQ:23.0%
US:66.2;EU:18.0;APAC:8.0;EM:5.9;Other:1.8
Value:-0.8;Growth:+0.9;Quality:-0.7;Size:-0.6;Momentum:-0.4;LowVol:-0.6
null
6
25
6.2
hard 12%
245
26
Bear
29.9
3.59
1.1
154
-31
26
83
true
Reduce
Cut high-beta by 2-3%, add cash
25
-27
BrokerD
LMT
91
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
80
-53
78
4
false
Tighten stops on momentum names
P2435
Cautious
Taxable
USD
2024-10-10
284,304
23,290
261,014
1
43.8
32.1
9.2
14.9
XLF:15.6%;HYG:18.7%;QQQ:16.1%;IEF:24.8%;BND:24.8%
US:55.6;EU:16.7;APAC:14.1;EM:11.1;Other:2.5
Value:+0.4;Growth:+0.3;Quality:-0.3;Size:+0.3;Momentum:-0.7;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
8
30
3.8
trailing 10%
148
19.1
Bull
17.4
4.21
2.7
114
80
100
37
false
Rebalance
Shift +1% to bonds from equity
3
-18
BrokerB
LMT
91
null
null
Normal monitoring
86
-46
170
3
false
Increase defensive factor exposure
P2436
Cautious
401k
USD
2025-01-19
340,461
53,949
286,512
1
37.7
41.5
8.4
12.4
IEF:33.3%;MSFT:33.3%;QQQ:33.3%
US:72.5;EU:10.8;APAC:7.6;EM:4.1;Other:4.9
Value:-0.3;Growth:+0.3;Quality:-0.5;Size:-0.6;Momentum:-0.1;LowVol:-0.6
NoMargin
5
35
4.5
trailing 10%
169
13.1
Volatile
27.3
3.51
3.3
120
32
62
50
false
Sell
Trim extended winner -1%
16
14
BrokerB
MKT
89
null
null
Normal monitoring
-14
3
29
5
false
Increase defensive factor exposure
P2437
Cautious
Trust
USD
2024-08-03
225,500
19,414
206,086
1
49.7
37.1
0
13.2
XLF:33.3%;HYG:33.3%;VTI:33.3%
US:73.9;EU:6.7;APAC:12.1;EM:5.0;Other:2.3
Value:-1.0;Growth:-0.6;Quality:+0.9;Size:+0.9;Momentum:-1.0;LowVol:+0.5
ESGOnly;NoMargin
5
30
3.9
trailing 8%
155
17.5
Bull
12.2
3.81
2.3
70
27
66
28
false
Sell
Trim extended winner -1%
33
-8
BrokerA
LMT
85
null
null
Normal monitoring
119
-38
211
3
false
Monitor dispersion and breadth
P2438
Hands-off
Roth
USD
2024-12-17
182,915
9,346
173,569
1
57.5
23.1
11.4
8
IEF:26.6%;VOO:23.5%;BND:26.6%;HYG:23.2%
US:57.9;EU:20.7;APAC:14.5;EM:4.9;Other:2.0
Value:-0.4;Growth:+0.1;Quality:-0.0;Size:-0.7;Momentum:+0.7;LowVol:-0.4
MaxPos7%;NoDerivatives
8
35
4.6
trailing 10%
133
12.5
Sideways
17.9
4.11
2.6
134
34
62
50
false
NoAction
Within bands; monitor
-11
-26
BrokerD
MKT
0
null
null
Normal monitoring
36
-18
95
4
false
Tax-aware sells next window
P2439
Opportunistic
401k
USD
2025-05-08
829,321
34,614
794,707
1.19
70.6
19.4
4.6
5.3
IEF:23.4%;VTI:23.4%;VOO:18.4%;QQQ:14.6%;HYG:20.2%
US:55.3;EU:18.7;APAC:13.7;EM:9.6;Other:2.7
Value:+1.0;Growth:+0.8;Quality:-0.6;Size:+0.7;Momentum:-1.0;LowVol:-0.2
MaxPos5%
5
30
4.9
trailing 7%
166
32.4
Volatile
24.9
3.85
3.8
165
62
86
79
true
Hedge
Buy index puts 1% notional
7
14
BrokerB
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-29
-40
28
4
false
Tax-aware sells next window
P2440
Hands-off
Taxable
USD
2025-09-04
236,287
18,940
217,347
1
56.4
26.3
7.7
9.5
XLF:27.8%;BRK.B:27.8%;VNQ:27.6%;QQQ:16.8%
US:70.8;EU:8.1;APAC:11.3;EM:5.6;Other:4.2
Value:-0.7;Growth:-0.8;Quality:+0.1;Size:-0.4;Momentum:+0.1;LowVol:-0.5
ESGOnly
8
25
4.5
trailing 8%
158
19.1
Bear
22.6
4.15
2.9
167
-112
5
51
false
Sell
Trim extended winner -1%
32
-18
BrokerC
MKT
89
null
null
Normal monitoring
15
-48
75
5
false
Tax-aware sells next window
P2441
Hands-off
Taxable
USD
2025-06-08
647,813
56,812
591,001
1
65.1
25.9
0
9
QQQ:19.4%;BND:23.1%;AMZN:23.1%;TLT:11.4%;VOO:23.1%
US:61.9;EU:16.8;APAC:15.2;EM:3.7;Other:2.4
Value:-0.3;Growth:-0.6;Quality:+0.8;Size:+0.2;Momentum:+1.0;LowVol:-0.6
MaxPos6%
8
30
5.5
trailing 8%
108
16.2
Sideways
20.8
4.06
3.1
97
-3
44
55
false
Sell
Trim extended winner -1%
2
-3
BrokerD
LMT
91
null
null
Normal monitoring
87
-59
58
3
false
Within IPS guidelines
P2442
Cautious
Taxable
USD
2025-03-28
400,644
57,750
342,894
1
42.4
41.8
2.5
13.4
HYG:24.5%;BRK.B:30.5%;IEF:14.4%;VNQ:30.5%
US:61.9;EU:19.2;APAC:6.1;EM:10.0;Other:2.7
Value:-0.9;Growth:+0.5;Quality:+0.6;Size:-0.6;Momentum:-0.1;LowVol:-0.3
ESGOnly;NoMargin
10
25
4.5
trailing 8%
112
13.6
Bull
17.2
4.68
3.2
118
1
51
49
false
Buy
Add to core equity +1%
34
15
BrokerB
MKT
86
null
null
Normal monitoring
-44
-29
12
5
false
Tighten stops on momentum names
P2443
Hands-off
IRA
USD
2025-01-06
889,173
39,548
849,625
1
55
17.6
19.5
7.9
VOO:16.9%;IEF:18.4%;VTI:17.2%;GLD:12.7%;BND:14.7%;XLF:20.1%
US:64.3;EU:16.6;APAC:7.8;EM:6.8;Other:4.6
Value:0.0;Growth:-0.0;Quality:+0.7;Size:+0.3;Momentum:+0.6;LowVol:+0.7
ESGOnly
6
35
4.1
hard 10%
144
19.5
Bull
14.7
4.03
3
90
85
88
50
false
Buy
Add to core equity +1%
-2
-21
BrokerA
LMT
96
null
null
Normal monitoring
117
-7
209
5
false
Increase defensive factor exposure
P2444
Active
Trust
USD
2024-08-16
976,923
104,667
872,256
1.22
64
24.6
6.3
5.1
GLD:35.4%;VTI:35.4%;TLT:29.1%
US:58.6;EU:15.8;APAC:12.1;EM:9.6;Other:3.8
Value:+0.6;Growth:-0.3;Quality:-0.2;Size:+0.5;Momentum:+0.2;LowVol:-0.1
MaxPos7%
6
35
4.3
hard 12%
213
21.5
Bull
16
4.44
2.6
98
72
86
40
true
Hedge
Buy index puts 1% notional
14
14
BrokerD
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
54
-42
76
3
false
Within IPS guidelines
P2445
Active
Trust
USD
2025-12-05
503,323
42,518
460,805
1
53.7
25.1
14.6
6.6
VOO:22.6%;GLD:22.6%;BND:14.5%;HYG:22.6%;TSLA:17.7%
US:66.3;EU:17.3;APAC:7.0;EM:7.2;Other:2.1
Value:-0.5;Growth:+0.5;Quality:+0.5;Size:+0.8;Momentum:+0.8;LowVol:+0.7
NoDerivatives
6
25
5.5
trailing 9%
147
23.6
Volatile
23.6
4.89
3.7
132
-10
60
65
false
Sell
Trim extended winner -1%
-3
-18
BrokerB
MKT
93
null
null
Normal monitoring
31
-23
73
3
false
Monitor dispersion and breadth
P2446
Cautious
Trust
USD
2024-08-07
261,166
40,459
220,707
1
40.6
33
8.5
17.9
QQQ:17.6%;BND:14.7%;AMZN:15.2%;GLD:19.9%;MUB:14.3%;XLF:18.4%
US:72.4;EU:12.5;APAC:9.7;EM:4.5;Other:0.8
Value:-0.6;Growth:-0.5;Quality:-0.5;Size:+0.9;Momentum:+0.1;LowVol:-0.7
ESGOnly;MaxPos5%;NoMargin
10
30
6
hard 10%
155
13.6
Sideways
15.2
3.91
2.2
134
21
56
42
false
Sell
Trim extended winner -1%
-1
-32
BrokerB
LMT
89
null
null
Normal monitoring
31
-15
137
4
false
Tighten stops on momentum names
P2447
Systematic
401k
USD
2025-01-13
874,473
73,839
800,634
1
59.2
31.3
1.3
8.2
BRK.B:28.3%;BND:15.0%;VTI:28.3%;MSFT:28.3%
US:69.0;EU:10.8;APAC:12.7;EM:3.4;Other:4.1
Value:-0.3;Growth:-0.9;Quality:-0.2;Size:+0.3;Momentum:+1.0;LowVol:-0.5
null
5
25
6
trailing 8%
206
26.9
Bull
11
4.1
2
96
105
100
36
false
NoAction
Within bands; monitor
0
9
BrokerB
MKT
0
null
null
Normal monitoring
108
2
179
5
false
Monitor dispersion and breadth
P2448
Cautious
IRA
USD
2024-10-14
574,454
68,907
505,547
1
37.8
44.1
2.8
15.4
XLF:17.1%;BRK.B:22.4%;VNQ:23.9%;QQQ:12.7%;MUB:23.9%
US:66.7;EU:16.1;APAC:5.3;EM:9.8;Other:2.1
Value:+0.6;Growth:-0.6;Quality:+0.7;Size:+0.9;Momentum:+0.6;LowVol:+0.8
ESGOnly;MaxPos7%;NoMargin
6
25
4.1
trailing 8%
112
18.7
Bear
31.1
3.15
1.7
138
-109
5
71
true
Reduce
Cut high-beta by 2-3%, add cash
16
0
BrokerC
VWAP
85
VAR>budget
TightenStops
Risk above budget threshold
90
20
63
4
false
Increase defensive factor exposure
P2449
Opportunistic
IRA
USD
2025-01-01
861,073
40,786
820,287
1
69.6
16.4
5
9
VNQ:22.0%;QQQ:15.2%;TLT:22.0%;HYG:22.0%;XLF:18.8%
US:66.3;EU:12.7;APAC:13.1;EM:3.5;Other:4.4
Value:-0.9;Growth:-0.4;Quality:+0.8;Size:+0.4;Momentum:-0.5;LowVol:-0.2
null
6
25
5.8
hard 12%
168
21.3
Bull
16.9
3.94
2
83
89
100
50
false
Sell
Trim extended winner -1%
24
-13
BrokerA
MKT
97
null
null
Normal monitoring
-32
2
-36
4
false
Monitor dispersion and breadth
P2450
Systematic
Trust
USD
2024-08-12
563,209
35,323
527,886
1
62.7
28.6
2.1
6.6
IEF:23.6%;VOO:26.6%;XLF:23.2%;MUB:26.6%
US:66.4;EU:9.6;APAC:11.2;EM:12.5;Other:0.2
Value:+0.5;Growth:+0.4;Quality:-0.6;Size:-0.1;Momentum:+0.8;LowVol:-1.0
MaxPos7%
5
30
5
hard 12%
210
17.4
Sideways
14.6
4.12
2.5
100
49
78
42
true
Rebalance
Rebalance back to target bands
-2
13
BrokerA
LMT
99
VAR>budget
Hedge
Risk above budget threshold
-22
-20
-1
2
false
Tighten stops on momentum names
P2451
Cautious
401k
USD
2024-09-12
818,216
71,208
747,008
1
47.7
30.9
3.5
17.8
VTI:25.3%;TLT:24.1%;HYG:25.3%;AMZN:25.3%
US:62.7;EU:11.7;APAC:13.7;EM:6.0;Other:5.8
Value:+0.8;Growth:-0.2;Quality:+0.3;Size:-0.8;Momentum:+1.0;LowVol:-0.6
ESGOnly;NoMargin
10
35
5.5
trailing 8%
127
15.5
Volatile
24.2
3.95
3.8
111
14
66
51
false
Sell
Trim extended winner -1%
-13
-26
BrokerD
LMT
99
null
null
Normal monitoring
119
-13
224
5
false
Increase defensive factor exposure
P2452
Hands-off
Trust
USD
2024-08-18
443,355
18,302
425,053
1
57.8
26.1
8.7
7.4
MSFT:21.3%;AAPL:6.5%;TSLA:21.3%;IEF:10.9%;VOO:21.3%;AMZN:18.6%
US:62.0;EU:14.2;APAC:15.3;EM:7.1;Other:1.4
Value:+0.8;Growth:-0.7;Quality:-0.5;Size:+1.0;Momentum:+0.7;LowVol:-0.2
MaxPos5%
10
30
3
trailing 10%
94
18.5
Sideways
16.9
4.69
3.5
105
-18
31
49
false
Sell
Trim extended winner -1%
4
-34
BrokerD
VWAP
93
null
null
Normal monitoring
64
-30
100
5
false
Monitor dispersion and breadth
P2453
Cautious
Trust
USD
2025-09-04
193,839
28,565
165,274
1
51.2
30.4
1.8
16.5
VNQ:17.5%;QQQ:21.0%;VOO:30.7%;GLD:30.7%
US:63.2;EU:7.6;APAC:17.4;EM:8.3;Other:3.5
Value:+0.7;Growth:+0.2;Quality:-0.9;Size:-0.2;Momentum:-0.9;LowVol:-0.8
NoMargin
7
30
3
hard 10%
145
19.3
Sideways
19.2
3.59
3.5
125
42
80
42
true
Reduce
Cut high-beta by 2-3%, add cash
26
-13
BrokerA
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-49
19
-24
2
false
Within IPS guidelines
P2454
Cautious
Roth
USD
2025-06-21
432,704
45,645
387,059
1
49.9
37.8
0
12.4
BND:33.3%;XLF:33.3%;HYG:33.3%
US:68.9;EU:5.7;APAC:14.0;EM:10.8;Other:0.7
Value:+0.4;Growth:-0.1;Quality:-0.7;Size:-0.2;Momentum:+0.9;LowVol:-0.0
NoMargin
10
25
4.7
hard 10%
135
15.1
Volatile
24.7
4.2
4.3
116
78
100
60
false
Rebalance
Shift +1% to bonds from equity
-9
-23
BrokerA
MKT
94
null
null
Normal monitoring
91
-54
67
4
false
Monitor dispersion and breadth
P2455
Systematic
Trust
USD
2024-08-06
1,213,238
114,399
1,098,839
1
59
33.9
0.2
6.9
QQQ:29.1%;VNQ:24.6%;AAPL:29.1%;MSFT:17.1%
US:71.8;EU:13.7;APAC:5.8;EM:6.9;Other:1.8
Value:+0.4;Growth:+0.8;Quality:-0.1;Size:+0.9;Momentum:+0.5;LowVol:-0.7
NoDerivatives
10
35
4.5
hard 12%
219
24.9
Bear
31.6
3.14
2.3
174
-113
5
72
true
Reduce
Cut high-beta by 2-3%, add cash
21
-26
BrokerC
VWAP
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
-5
-58
57
2
false
Increase defensive factor exposure
P2456
Hands-off
Trust
USD
2024-12-26
684,654
56,190
628,464
1
67.2
19.5
6.7
6.7
VOO:17.1%;AAPL:20.8%;GLD:20.8%;MSFT:8.4%;BRK.B:14.2%;MUB:18.5%
US:69.2;EU:12.0;APAC:6.9;EM:5.4;Other:6.6
Value:+0.9;Growth:+0.6;Quality:-0.1;Size:+0.9;Momentum:-0.2;LowVol:-0.2
ESGOnly;MaxPos8%;NoDerivatives
7
25
4
trailing 10%
155
16.1
Sideways
19.7
3.68
2.8
134
4
44
55
false
Buy
Add to core equity +1%
-11
-39
BrokerA
MKT
93
null
null
Normal monitoring
18
-48
125
5
false
Tax-aware sells next window
P2457
Hands-off
IRA
USD
2025-06-27
636,522
62,924
573,598
1
57.6
16
18
8.5
BRK.B:16.0%;BND:10.9%;TSLA:24.4%;AMZN:24.4%;VNQ:24.4%
US:72.0;EU:7.8;APAC:12.5;EM:7.0;Other:0.7
Value:+0.3;Growth:-0.4;Quality:+0.9;Size:+0.7;Momentum:-0.0;LowVol:-0.9
ESGOnly;MaxPos8%;NoDerivatives
6
25
3.4
hard 10%
138
15.4
Volatile
20.3
5.4
3.6
133
-56
30
45
true
Hedge
Buy index puts 1% notional
21
9
BrokerA
VWAP
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
120
-58
241
4
false
Within IPS guidelines
P2458
Cautious
Taxable
USD
2025-08-19
702,010
70,998
631,012
1
46.1
40.8
0
13.2
VNQ:5.8%;TLT:18.1%;HYG:15.2%;AMZN:21.1%;VOO:18.7%;QQQ:21.1%
US:67.9;EU:7.7;APAC:9.8;EM:9.5;Other:5.0
Value:-0.5;Growth:+0.6;Quality:-0.3;Size:+1.0;Momentum:+0.7;LowVol:+0.6
ESGOnly;NoMargin
6
35
5.5
trailing 10%
159
16.8
Volatile
27
4.99
4.2
140
23
48
61
false
Buy
Add to core equity +1%
-5
-35
BrokerC
MKT
96
null
null
Normal monitoring
52
-20
102
4
false
Increase defensive factor exposure
P2459
Hands-off
IRA
USD
2025-12-02
399,077
24,140
374,937
1
62.5
25
3.6
8.9
IEF:25.7%;BND:14.6%;VTI:16.7%;TSLA:17.3%;AMZN:25.7%
US:70.5;EU:11.6;APAC:5.5;EM:9.5;Other:2.9
Value:-0.6;Growth:-0.0;Quality:-0.1;Size:-0.0;Momentum:+0.8;LowVol:-0.4
ESGOnly;MaxPos5%
6
25
4.1
hard 10%
117
17
Sideways
15.1
4.49
3.3
105
60
73
39
false
Rebalance
Shift +1% to bonds from equity
-9
9
BrokerA
MKT
85
null
null
Normal monitoring
102
12
99
4
false
Within IPS guidelines
P2460
Opportunistic
IRA
USD
2025-10-17
708,157
60,705
647,452
1
75.8
12.1
7
5.2
IEF:33.3%;AMZN:33.3%;VOO:33.3%
US:69.6;EU:7.5;APAC:9.2;EM:10.7;Other:2.9
Value:+0.1;Growth:-0.5;Quality:-0.7;Size:-0.6;Momentum:+0.9;LowVol:-0.3
MaxPos6%
5
25
6.3
trailing 7%
259
26
Bear
34.3
3.93
1.7
159
25
49
100
true
Hedge
Buy index puts 1% notional
20
-18
BrokerC
MKT
100
RegimeShift
Pause
Volatility spike and breadth deterioration
-25
-31
2
2
false
Increase defensive factor exposure
P2461
Hands-off
Trust
USD
2025-06-22
420,117
41,612
378,505
1
58
28.3
8.1
5.5
TSLA:12.9%;MSFT:18.5%;BRK.B:24.5%;VNQ:24.5%;VTI:19.6%
US:73.6;EU:12.6;APAC:7.0;EM:5.1;Other:1.7
Value:+0.5;Growth:+0.7;Quality:+1.0;Size:-0.7;Momentum:+0.2;LowVol:+0.6
ESGOnly
7
25
5.5
trailing 8%
113
19.8
Volatile
31.3
3.51
3.4
170
38
76
69
false
Buy
Add to core equity +1%
25
-28
BrokerB
LMT
90
null
null
Normal monitoring
-32
-42
100
4
false
Tax-aware sells next window
P2462
Active
Trust
USD
2025-09-19
1,431,003
133,878
1,297,125
1
57.9
27.3
9.5
5.2
QQQ:21.7%;BRK.B:9.0%;TSLA:20.0%;AAPL:21.7%;BND:14.2%;VTI:13.3%
US:70.2;EU:10.6;APAC:10.0;EM:6.4;Other:2.8
Value:-0.8;Growth:-0.1;Quality:-0.2;Size:+0.9;Momentum:+0.6;LowVol:+0.2
MaxPos7%
6
30
4.1
hard 12%
180
22.8
Bull
17.6
4.37
2.3
95
48
66
45
false
Rebalance
Shift +1% to bonds from equity
24
-30
BrokerA
VWAP
98
null
null
Normal monitoring
53
15
166
5
false
Increase defensive factor exposure
P2463
Systematic
Trust
USD
2025-04-08
1,589,238
65,281
1,523,957
1
63.6
31.3
0
5.1
GLD:28.8%;VTI:13.7%;AMZN:28.8%;BRK.B:28.8%
US:71.7;EU:9.4;APAC:6.0;EM:10.9;Other:2.0
Value:+0.2;Growth:-0.4;Quality:-0.8;Size:+0.6;Momentum:+0.8;LowVol:+0.7
null
10
35
5.1
trailing 8%
124
20
Volatile
24.4
4.96
2.3
129
-41
35
70
false
NoAction
Within bands; monitor
5
-36
BrokerD
MKT
0
null
null
Normal monitoring
83
10
181
3
false
Within IPS guidelines
P2464
Active
Roth
USD
2025-04-27
1,592,542
129,799
1,462,743
1.23
61.2
19.7
11.9
7.2
QQQ:21.5%;XLF:21.5%;TSLA:13.7%;VNQ:21.5%;GLD:8.0%;VOO:13.8%
US:62.1;EU:16.3;APAC:10.8;EM:7.9;Other:2.9
Value:+0.8;Growth:-0.6;Quality:-0.1;Size:+0.8;Momentum:-0.2;LowVol:-0.5
NoDerivatives
8
25
5.8
hard 12%
120
18.9
Bear
27.1
4.5
1.9
144
-110
5
69
false
Buy
Add to core equity +1%
1
-18
BrokerA
LMT
100
null
null
Normal monitoring
38
-29
34
5
false
Within IPS guidelines
P2465
Opportunistic
401k
USD
2025-04-20
931,027
33,276
897,751
1
72.1
21.6
0
6.3
VOO:18.5%;IEF:21.3%;MSFT:18.8%;TLT:21.3%;AMZN:20.2%
US:75.1;EU:11.0;APAC:6.9;EM:6.8;Other:0.2
Value:-0.0;Growth:-0.6;Quality:+0.9;Size:+0.9;Momentum:-0.1;LowVol:0.0
NoDerivatives
10
25
5.2
trailing 7%
224
28.9
Sideways
14.7
4.11
2.7
136
-19
36
59
false
Rebalance
Shift +1% to bonds from equity
9
9
BrokerD
VWAP
99
null
null
Normal monitoring
95
10
188
5
false
Within IPS guidelines
P2466
Active
401k
USD
2024-10-17
1,149,887
124,998
1,024,889
1
62.5
30.1
2.1
5.3
BRK.B:19.9%;MSFT:26.7%;XLF:26.7%;QQQ:26.7%
US:69.7;EU:10.8;APAC:13.9;EM:4.7;Other:1.0
Value:+0.4;Growth:-0.0;Quality:+0.6;Size:+0.1;Momentum:-0.9;LowVol:+0.2
null
6
30
4.1
trailing 8%
171
19.1
Bull
15.7
4.5
3.4
73
27
58
41
false
Rebalance
Shift +1% to bonds from equity
-11
-31
BrokerA
LMT
89
null
null
Normal monitoring
-44
-47
-67
3
false
Monitor dispersion and breadth
P2467
Hands-off
IRA
USD
2025-10-31
453,761
42,226
411,535
1
69.8
16.8
6
7.4
MSFT:27.8%;GLD:16.6%;VOO:27.8%;AMZN:27.8%
US:74.2;EU:12.5;APAC:6.6;EM:5.9;Other:1.0
Value:-0.8;Growth:+0.5;Quality:+0.1;Size:-0.9;Momentum:+0.7;LowVol:-0.2
MaxPos5%;NoDerivatives
7
35
4.6
hard 10%
125
16.3
Volatile
21.7
5.4
2.1
162
72
77
60
true
Hedge
Buy index puts 1% notional
23
-9
BrokerA
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
107
-37
226
2
false
Monitor dispersion and breadth
P2468
Active
IRA
USD
2024-08-28
2,392,014
254,750
2,137,264
1
54.1
29.4
11.1
5.4
TLT:11.2%;BND:22.9%;MSFT:23.5%;VNQ:9.2%;GLD:9.7%;XLF:23.5%
US:68.9;EU:11.8;APAC:11.9;EM:4.6;Other:2.8
Value:+0.4;Growth:+0.6;Quality:+0.1;Size:-0.3;Momentum:-0.3;LowVol:-0.4
MaxPos8%
8
30
5.3
hard 12%
224
25.5
Volatile
24.2
3.87
3.7
112
-36
36
67
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-36
BrokerB
LMT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
35
-52
22
2
false
Tax-aware sells next window
P2469
Hands-off
Taxable
USD
2024-12-02
365,512
35,336
330,176
1
57.9
15.2
18.3
8.6
IEF:15.0%;MSFT:29.3%;BRK.B:26.3%;VNQ:29.3%
US:60.3;EU:8.5;APAC:16.5;EM:10.4;Other:4.4
Value:-0.9;Growth:+0.9;Quality:+0.2;Size:-0.2;Momentum:+0.4;LowVol:-0.7
ESGOnly
7
30
5.2
hard 10%
144
14.3
Sideways
19
4.31
2.4
137
50
63
54
false
Rebalance
Shift +1% to bonds from equity
33
-17
BrokerC
LMT
96
null
null
Normal monitoring
-38
-55
75
3
false
Monitor dispersion and breadth
P2470
Systematic
IRA
USD
2025-01-11
1,457,109
65,706
1,391,403
1
58.1
22.4
12.2
7.3
VNQ:25.0%;TSLA:25.0%;XLF:25.0%;BND:25.0%
US:58.5;EU:21.2;APAC:8.0;EM:7.7;Other:4.6
Value:-0.1;Growth:-0.3;Quality:+0.8;Size:-0.4;Momentum:-0.9;LowVol:+0.6
MaxPos7%;NoDerivatives
10
25
4.5
trailing 9%
218
28
Volatile
28.3
4.98
2
174
-11
49
69
false
Buy
Add to core equity +1%
-13
-20
BrokerA
MKT
90
null
null
Normal monitoring
27
-22
4
5
false
Tighten stops on momentum names
P2471
Hands-off
401k
USD
2025-01-27
238,079
13,827
224,252
1
66.2
26.3
0
7.5
XLF:33.3%;BND:33.3%;VTI:33.3%
US:65.8;EU:12.2;APAC:12.7;EM:7.7;Other:1.5
Value:+0.4;Growth:+0.9;Quality:+0.2;Size:+0.4;Momentum:-0.5;LowVol:-0.2
null
5
30
3.7
trailing 8%
121
20
Volatile
30.6
5.2
3.7
137
20
70
77
true
Reduce
Cut high-beta by 2-3%, add cash
3
10
BrokerD
MKT
95
VAR>budget
TightenStops
Risk above budget threshold
22
-35
156
2
true
Increase defensive factor exposure
P2472
Opportunistic
401k
USD
2025-02-10
1,445,529
116,505
1,329,024
1
76.1
19.1
0
4.9
AMZN:22.1%;TLT:20.5%;HYG:22.1%;TSLA:22.1%;XLF:13.2%
US:74.6;EU:11.3;APAC:5.2;EM:8.6;Other:0.2
Value:+0.8;Growth:-0.3;Quality:+0.4;Size:+0.6;Momentum:+0.3;LowVol:-0.4
MaxPos7%;NoDerivatives
6
35
6.6
trailing 9%
170
28.7
Volatile
29.2
4.73
3.5
148
-23
34
79
true
Hedge
Buy index puts 1% notional
4
-34
BrokerC
LMT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
8
-1
-19
3
false
Within IPS guidelines
P2473
Active
401k
USD
2024-10-09
548,429
60,993
487,436
1
54.3
18.3
17.5
9.8
VTI:21.8%;MSFT:21.8%;TSLA:20.9%;AAPL:21.8%;IEF:13.7%
US:66.0;EU:11.6;APAC:8.7;EM:9.8;Other:3.9
Value:+0.9;Growth:0.0;Quality:0.0;Size:+0.6;Momentum:+0.6;LowVol:+0.8
MaxPos5%
8
25
5.2
trailing 9%
158
27.4
Volatile
29.5
3.94
2.4
169
51
84
74
true
Hedge
Buy index puts 1% notional
25
-17
BrokerB
VWAP
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
63
10
71
3
false
Within IPS guidelines
P2474
Active
Trust
USD
2024-10-28
1,129,043
77,407
1,051,636
1.1
54.4
18.8
17.3
9.5
AAPL:20.5%;HYG:23.5%;MUB:23.5%;VNQ:9.0%;BRK.B:23.5%
US:69.7;EU:10.2;APAC:9.1;EM:6.8;Other:4.2
Value:+0.4;Growth:+1.0;Quality:-0.4;Size:+0.9;Momentum:-1.0;LowVol:-0.5
MaxPos6%
10
25
4.5
trailing 9%
206
19
Sideways
17.4
3.98
2.3
108
38
61
40
false
Hedge
Add TLT +1% as duration hedge
29
-22
BrokerB
LMT
94
null
null
Normal monitoring
-21
4
89
5
false
Tighten stops on momentum names
P2475
Hands-off
401k
USD
2025-05-03
237,425
10,891
226,534
1
74.1
17.2
0.1
8.6
VTI:15.0%;GLD:23.7%;MSFT:23.7%;VOO:23.7%;VNQ:13.9%
US:68.0;EU:14.8;APAC:9.2;EM:3.6;Other:4.4
Value:+0.3;Growth:+0.9;Quality:+0.9;Size:+0.2;Momentum:-0.1;LowVol:+0.4
null
8
25
5.5
hard 10%
144
12.3
Bear
31.7
3.8
1.3
136
-24
45
82
true
Reduce
Cut high-beta by 2-3%, add cash
34
-38
BrokerB
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
32
1
5
2
false
Monitor dispersion and breadth
P2476
Hands-off
Taxable
USD
2025-02-23
705,875
50,907
654,968
1
69.9
22.9
0
7.2
VOO:18.9%;TLT:15.3%;VNQ:20.6%;BRK.B:8.5%;QQQ:16.1%;IEF:20.6%
US:63.4;EU:15.6;APAC:10.7;EM:5.2;Other:5.2
Value:0.0;Growth:+0.9;Quality:+1.0;Size:+0.1;Momentum:+1.0;LowVol:+0.2
ESGOnly;MaxPos7%;NoDerivatives
8
35
5.7
trailing 8%
91
14.8
Bull
15.2
4.46
3.1
118
28
57
60
false
NoAction
Within bands; monitor
3
14
BrokerB
LMT
85
null
null
Normal monitoring
39
-25
160
4
false
Tax-aware sells next window
P2477
Hands-off
IRA
USD
2025-12-08
241,869
10,179
231,690
1
68.8
22.7
0
8.4
BRK.B:19.7%;MSFT:9.6%;TSLA:23.6%;IEF:23.6%;GLD:23.6%
US:70.4;EU:7.4;APAC:8.6;EM:7.5;Other:6.2
Value:-0.0;Growth:-0.7;Quality:+0.8;Size:+0.2;Momentum:+0.4;LowVol:+0.4
ESGOnly
8
35
3.5
trailing 8%
155
14.2
Volatile
25.9
5.05
3.8
177
-14
53
83
true
Hedge
Buy index puts 1% notional
9
-20
BrokerD
LMT
86
VAR>budget
TightenStops
Risk above budget threshold
118
-46
155
2
false
Tighten stops on momentum names
P2478
Hands-off
IRA
USD
2024-10-01
367,936
15,320
352,616
1
55
19.4
17.8
7.8
AMZN:24.6%;VOO:25.1%;MSFT:25.1%;VNQ:25.1%
US:75.4;EU:9.5;APAC:6.1;EM:4.9;Other:4.1
Value:-0.8;Growth:+0.2;Quality:+0.4;Size:+0.5;Momentum:+0.4;LowVol:+0.5
null
8
35
3.7
trailing 8%
138
15.1
Volatile
20.8
3.64
4.3
148
48
65
51
false
Hedge
Add TLT +1% as duration hedge
-5
14
BrokerC
VWAP
97
null
null
Normal monitoring
5
-3
43
4
false
Within IPS guidelines
P2479
Cautious
Roth
USD
2024-07-07
182,920
28,962
153,958
1
41.2
32.1
15.9
10.7
AAPL:15.4%;VTI:22.2%;MUB:12.3%;AMZN:18.2%;BRK.B:22.2%;QQQ:9.8%
US:71.3;EU:6.4;APAC:13.5;EM:5.2;Other:3.7
Value:-0.0;Growth:-0.8;Quality:-0.7;Size:+0.6;Momentum:0.0;LowVol:+0.1
ESGOnly;MaxPos5%;NoMargin
10
25
3.7
trailing 8%
92
17.8
Sideways
18.7
3.74
2.2
129
58
74
38
false
Buy
Add to core equity +1%
26
1
BrokerC
LMT
89
null
null
Normal monitoring
97
-40
120
5
false
Tighten stops on momentum names
P2480
Hands-off
401k
USD
2024-07-27
253,389
12,636
240,753
1
64.2
16
13.5
6.3
VNQ:11.6%;XLF:22.7%;BRK.B:22.7%;AAPL:20.4%;BND:22.7%
US:67.3;EU:11.1;APAC:12.3;EM:8.6;Other:0.8
Value:+0.4;Growth:-1.0;Quality:+0.5;Size:-0.5;Momentum:+0.4;LowVol:-0.0
ESGOnly
7
35
5
trailing 8%
90
15.4
Bull
13.3
4.44
2.5
77
3
60
40
false
Sell
Trim extended winner -1%
3
-3
BrokerB
LMT
86
null
null
Normal monitoring
107
-6
172
4
false
Monitor dispersion and breadth
P2481
Opportunistic
IRA
USD
2024-09-08
1,618,108
114,099
1,504,009
1
69.5
18.4
6.5
5.6
GLD:23.0%;MUB:15.9%;AMZN:15.1%;HYG:23.0%;VTI:23.0%
US:68.7;EU:17.3;APAC:7.9;EM:3.0;Other:3.1
Value:+0.3;Growth:-0.8;Quality:0.0;Size:+0.5;Momentum:-0.6;LowVol:-0.7
null
7
25
5.7
trailing 9%
264
29.9
Volatile
24.7
5.19
3.4
121
13
69
71
true
Reduce
Cut high-beta by 2-3%, add cash
5
-34
BrokerA
LMT
88
VAR>budget
Hedge
Risk above budget threshold
46
-19
180
3
false
Tax-aware sells next window
P2482
Hands-off
IRA
USD
2025-12-23
831,517
65,419
766,098
1
64.9
28.5
0
6.6
VNQ:20.2%;AMZN:26.6%;GLD:26.6%;TSLA:26.6%
US:66.5;EU:13.2;APAC:11.8;EM:6.6;Other:2.0
Value:+0.1;Growth:+0.3;Quality:-0.6;Size:-0.3;Momentum:-0.4;LowVol:+0.4
MaxPos8%
10
25
3.8
hard 10%
139
13.3
Volatile
31.3
4.79
2.4
128
-25
29
80
true
Hedge
Buy index puts 1% notional
21
-7
BrokerC
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
29
-8
-6
4
false
Increase defensive factor exposure
P2483
Active
Roth
USD
2025-11-02
1,550,877
149,700
1,401,177
1
63.7
28.1
0
8.1
BND:25.7%;VNQ:14.2%;BRK.B:23.1%;GLD:11.3%;MSFT:25.7%
US:69.3;EU:6.4;APAC:11.6;EM:9.5;Other:3.2
Value:+0.1;Growth:+0.4;Quality:+0.1;Size:+0.2;Momentum:+0.5;LowVol:-0.5
null
10
25
5.6
trailing 8%
132
22.4
Volatile
23.4
4.38
2.6
110
70
72
73
true
Hedge
Buy index puts 1% notional
20
-5
BrokerD
MKT
99
RegimeShift
Hedge
Volatility spike and breadth deterioration
-51
10
27
5
true
Within IPS guidelines
P2484
Cautious
Taxable
USD
2025-11-15
383,209
52,733
330,476
1
36.5
37.9
8.1
17.5
BND:21.1%;TLT:10.9%;MUB:20.1%;IEF:23.9%;GLD:23.9%
US:56.4;EU:15.3;APAC:14.3;EM:9.6;Other:4.5
Value:-0.3;Growth:+0.8;Quality:-0.6;Size:+0.1;Momentum:+0.1;LowVol:+0.9
ESGOnly;NoMargin
6
30
3.8
trailing 8%
132
17.6
Volatile
31
4.21
2.6
156
16
61
68
false
Rebalance
Shift +1% to bonds from equity
21
2
BrokerB
LMT
89
null
null
Normal monitoring
6
-53
49
3
false
Tighten stops on momentum names
P2485
Opportunistic
Roth
USD
2025-09-11
1,621,480
112,558
1,508,922
1
60
14
18.5
7.4
IEF:26.8%;AMZN:19.5%;HYG:26.8%;GLD:26.8%
US:68.7;EU:19.9;APAC:6.6;EM:4.6;Other:0.2
Value:-0.4;Growth:-0.4;Quality:-0.5;Size:-0.1;Momentum:-0.9;LowVol:-0.3
NoDerivatives
5
35
4.3
hard 12%
210
21.6
Bull
11.7
3.51
2.8
85
79
79
44
false
Buy
Add to core equity +1%
19
-37
BrokerD
MKT
100
null
null
Normal monitoring
-9
-47
-40
4
false
Increase defensive factor exposure
P2486
Hands-off
401k
USD
2025-10-19
472,773
45,602
427,171
1
63.4
21.8
5.1
9.8
TLT:25.0%;QQQ:25.0%;VOO:25.0%;HYG:25.0%
US:58.2;EU:18.9;APAC:12.6;EM:5.8;Other:4.4
Value:-0.9;Growth:+1.0;Quality:+0.3;Size:+0.7;Momentum:+0.2;LowVol:+0.1
null
8
35
4.8
trailing 8%
92
18.1
Sideways
20.2
4.07
2.6
123
51
73
52
false
Rebalance
Shift +1% to bonds from equity
-8
8
BrokerD
MKT
87
null
null
Normal monitoring
-5
-54
40
5
false
Monitor dispersion and breadth
P2487
Cautious
Taxable
USD
2025-04-17
266,147
22,969
243,178
1
47
33.1
7.4
12.4
QQQ:26.9%;MUB:19.4%;VOO:26.9%;VTI:26.9%
US:67.5;EU:16.6;APAC:9.2;EM:6.0;Other:0.7
Value:-0.6;Growth:-0.3;Quality:-0.9;Size:+0.2;Momentum:-0.7;LowVol:+0.3
NoMargin
8
35
3.9
hard 10%
152
13.9
Sideways
18.6
3.55
2.1
124
54
83
37
false
Hedge
Add TLT +1% as duration hedge
-11
1
BrokerA
MKT
92
null
null
Normal monitoring
29
-29
162
5
false
Within IPS guidelines
P2488
Systematic
Roth
USD
2024-10-21
1,038,415
64,244
974,171
1
55.7
23.1
11.5
9.7
MUB:27.6%;QQQ:27.6%;MSFT:17.2%;HYG:27.6%
US:69.9;EU:13.7;APAC:6.0;EM:7.9;Other:2.5
Value:+0.9;Growth:-0.8;Quality:+0.5;Size:-0.3;Momentum:+0.1;LowVol:-0.8
NoDerivatives
8
25
5.1
trailing 8%
190
19.9
Bull
16.4
4.39
3.2
86
87
80
37
false
Rebalance
Shift +1% to bonds from equity
-15
1
BrokerA
MKT
94
null
null
Normal monitoring
98
-15
171
5
false
Within IPS guidelines
P2489
Cautious
401k
USD
2024-10-24
869,048
134,365
734,683
1
48.7
38.5
2.6
10.2
XLF:14.6%;AAPL:22.0%;AMZN:20.6%;VOO:22.0%;BND:20.8%
US:64.8;EU:15.5;APAC:8.9;EM:10.1;Other:0.8
Value:-0.6;Growth:+0.9;Quality:-0.7;Size:-0.3;Momentum:+0.3;LowVol:+0.4
ESGOnly;NoDerivatives;NoMargin
10
35
3.3
trailing 10%
166
14.8
Volatile
30.6
5.49
3.4
147
-12
54
70
false
Sell
Trim extended winner -1%
29
-10
BrokerA
MKT
90
null
null
Normal monitoring
67
-48
145
3
false
Tighten stops on momentum names
P2490
Opportunistic
IRA
USD
2025-05-20
315,622
25,731
289,891
1.25
61.9
21
11.5
5.5
BRK.B:15.1%;XLF:19.4%;TLT:20.8%;GLD:13.7%;VTI:10.1%;BND:20.8%
US:75.8;EU:5.5;APAC:11.6;EM:3.1;Other:4.0
Value:+0.2;Growth:+0.6;Quality:-0.2;Size:-0.2;Momentum:+0.7;LowVol:-0.0
null
6
35
5.9
trailing 7%
168
28.4
Sideways
14.3
4.4
2.8
131
42
66
49
false
Rebalance
Shift +1% to bonds from equity
-9
-20
BrokerB
LMT
91
null
null
Normal monitoring
-55
-23
7
4
false
Tax-aware sells next window
P2491
Systematic
Taxable
USD
2025-06-17
1,988,720
160,938
1,827,782
1
61.5
28.6
3.7
6.2
IEF:21.1%;VNQ:21.0%;TLT:20.6%;QQQ:16.3%;XLF:21.1%
US:72.4;EU:13.9;APAC:5.3;EM:4.6;Other:3.8
Value:-1.0;Growth:+0.4;Quality:+1.0;Size:+0.5;Momentum:+0.8;LowVol:+0.7
null
7
35
5
hard 12%
185
19.8
Bear
22
3.02
1.3
170
-25
25
61
false
Rebalance
Shift +1% to bonds from equity
5
-27
BrokerA
MKT
89
null
null
Normal monitoring
58
-19
187
4
false
Tax-aware sells next window
P2492
Active
Taxable
USD
2024-08-17
2,208,210
211,971
1,996,239
1
65.8
19
9.9
5.3
TSLA:18.7%;MUB:15.4%;QQQ:17.3%;BND:24.3%;GLD:24.3%
US:64.9;EU:14.1;APAC:12.7;EM:4.3;Other:4.0
Value:+0.9;Growth:-0.8;Quality:+0.3;Size:0.0;Momentum:-1.0;LowVol:+0.8
null
5
25
4.3
trailing 9%
205
23.1
Volatile
26
3.73
3.5
170
-3
45
74
true
Hedge
Buy index puts 1% notional
2
0
BrokerC
VWAP
95
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
101
-31
69
5
false
Tighten stops on momentum names
P2493
Active
Trust
USD
2025-11-20
2,450,232
253,781
2,196,451
1
65.4
25.4
0
9.3
HYG:33.9%;GLD:32.2%;AAPL:33.9%
US:65.9;EU:8.4;APAC:13.5;EM:10.4;Other:1.8
Value:+0.2;Growth:+0.6;Quality:+0.8;Size:-0.8;Momentum:+0.9;LowVol:-0.5
MaxPos7%;NoDerivatives
8
30
6
trailing 9%
198
27
Bear
31.1
3.13
2.3
154
9
68
90
true
Hedge
Buy index puts 1% notional
-1
-5
BrokerD
LMT
89
VAR>budget
Pause
Risk above budget threshold
-38
2
38
4
false
Within IPS guidelines
P2494
Opportunistic
Taxable
USD
2024-09-07
1,573,894
106,139
1,467,755
1
76.2
11.7
3.9
8.1
GLD:22.6%;IEF:13.4%;TLT:23.6%;QQQ:16.9%;VNQ:23.6%
US:68.7;EU:11.5;APAC:9.4;EM:8.7;Other:1.8
Value:+0.5;Growth:+0.2;Quality:+0.1;Size:+0.4;Momentum:-0.8;LowVol:+0.6
NoDerivatives
10
25
5.7
trailing 9%
208
32.1
Bull
11.5
4.12
2
112
99
100
38
false
Rebalance
Shift +1% to bonds from equity
32
-22
BrokerB
VWAP
89
null
null
Normal monitoring
-21
2
65
5
false
Tighten stops on momentum names
P2495
Hands-off
Trust
USD
2024-09-19
754,987
74,099
680,888
1
67.1
18
9.1
5.8
QQQ:29.0%;AAPL:29.0%;HYG:13.0%;GLD:29.0%
US:69.4;EU:14.2;APAC:6.7;EM:8.2;Other:1.6
Value:-0.7;Growth:-0.8;Quality:+0.4;Size:-0.1;Momentum:+0.7;LowVol:+0.5
ESGOnly;MaxPos8%;NoDerivatives
5
30
4.6
hard 10%
115
19.6
Volatile
29.5
3.79
2.2
126
73
97
75
true
Hedge
Buy index puts 1% notional
-13
11
BrokerC
MKT
86
VAR>budget
TightenStops
Risk above budget threshold
66
-28
168
2
false
Tighten stops on momentum names
P2496
Cautious
Trust
USD
2025-12-01
340,486
44,480
296,006
1
45
34.8
3.1
17.1
TSLA:29.0%;BRK.B:29.0%;AMZN:12.9%;QQQ:29.0%
US:59.4;EU:16.3;APAC:10.7;EM:9.4;Other:4.2
Value:+1.0;Growth:-0.0;Quality:+0.7;Size:+0.1;Momentum:+0.1;LowVol:-0.1
ESGOnly;NoMargin
7
30
4.6
hard 10%
105
15.7
Volatile
29.7
3.8
2.6
172
59
66
66
false
Sell
Trim extended winner -1%
-1
-34
BrokerA
LMT
88
null
null
Normal monitoring
-2
-41
129
3
false
Within IPS guidelines
P2497
Hands-off
Roth
USD
2025-11-16
595,432
35,888
559,544
1
65.8
24.1
0.8
9.4
HYG:27.0%;TSLA:24.3%;TLT:27.0%;BRK.B:21.6%
US:65.3;EU:8.4;APAC:11.2;EM:10.3;Other:4.8
Value:-0.9;Growth:+0.9;Quality:-0.3;Size:+1.0;Momentum:0.0;LowVol:-0.1
ESGOnly
8
25
4.3
trailing 10%
126
17.5
Volatile
29.2
5.05
3.8
145
-44
19
75
true
Hedge
Buy index puts 1% notional
14
-25
BrokerB
LMT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
45
-4
157
3
false
Tax-aware sells next window
P2498
Cautious
401k
USD
2025-08-08
165,717
23,895
141,822
1
44.8
41.8
0
13.3
TSLA:26.0%;GLD:26.0%;MUB:26.0%;XLF:22.0%
US:58.8;EU:17.1;APAC:8.3;EM:12.1;Other:3.7
Value:-0.1;Growth:-0.5;Quality:-0.4;Size:+0.7;Momentum:-0.3;LowVol:-0.1
NoMargin
8
30
3.4
trailing 8%
157
19.4
Volatile
30.5
3.86
3.2
158
67
68
76
true
Rebalance
Rebalance back to target bands
26
-36
BrokerA
MKT
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
-18
16
20
3
false
Monitor dispersion and breadth
P2499
Active
Taxable
USD
2025-11-12
1,847,753
190,138
1,657,615
1
61.9
24.3
8.6
5.2
VOO:21.6%;MUB:26.6%;IEF:26.6%;QQQ:25.3%
US:61.9;EU:12.6;APAC:13.6;EM:9.5;Other:2.5
Value:-0.0;Growth:-0.8;Quality:-0.4;Size:-0.5;Momentum:+0.5;LowVol:+0.2
MaxPos6%;NoDerivatives
5
30
5.1
hard 12%
141
16.7
Bull
11.2
5
3.5
82
82
77
46
false
Buy
Add to core equity +1%
27
-20
BrokerA
MKT
91
null
null
Normal monitoring
60
-23
77
4
false
Tighten stops on momentum names
P2500
Active
Taxable
USD
2025-07-08
868,181
66,097
802,084
1
54.3
29.2
11.4
5.2
QQQ:29.3%;HYG:35.3%;XLF:35.3%
US:70.2;EU:6.7;APAC:11.0;EM:8.3;Other:3.7
Value:+0.4;Growth:+0.6;Quality:-0.2;Size:+0.9;Momentum:+0.6;LowVol:-0.4
null
5
30
4.1
trailing 8%
169
21.9
Bull
16.4
3.65
2.6
78
91
80
43
false
Buy
Add to core equity +1%
22
12
BrokerD
MKT
99
null
null
Normal monitoring
-56
-2
-15
5
false
Tax-aware sells next window