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
P2501
Hands-off
Trust
USD
2024-09-18
570,728
37,702
533,026
1
66.1
26.2
0
7.7
TSLA:17.2%;MUB:15.7%;GLD:8.6%;AMZN:18.0%;VTI:21.9%;HYG:18.5%
US:60.7;EU:15.7;APAC:12.5;EM:8.4;Other:2.7
Value:+0.9;Growth:+0.7;Quality:-0.2;Size:-0.5;Momentum:+0.2;LowVol:-1.0
ESGOnly
10
25
4.8
trailing 8%
116
19.3
Bull
15.3
4.28
3.5
79
79
90
46
false
Rebalance
Shift +1% to bonds from equity
29
14
BrokerC
LMT
91
null
null
Normal monitoring
42
-30
89
4
false
Tax-aware sells next window
P2502
Opportunistic
Trust
USD
2025-05-07
1,396,408
70,527
1,325,881
1
75.2
11.4
5.6
7.7
TLT:15.7%;HYG:21.9%;QQQ:11.8%;VNQ:16.3%;TSLA:12.3%;XLF:21.9%
US:62.3;EU:18.1;APAC:10.2;EM:5.5;Other:3.9
Value:-0.9;Growth:-0.6;Quality:+0.6;Size:-0.2;Momentum:-0.7;LowVol:-0.7
MaxPos8%
8
30
5.4
trailing 7%
244
27.2
Volatile
20.4
3.76
2.6
126
-18
45
69
false
Rebalance
Shift +1% to bonds from equity
28
11
BrokerA
MKT
88
null
null
Normal monitoring
71
5
123
3
false
Within IPS guidelines
P2503
Hands-off
Taxable
USD
2025-02-09
424,507
40,822
383,685
1
67.7
20.5
2.3
9.6
VOO:22.1%;HYG:11.6%;MUB:22.1%;TLT:22.1%;AMZN:22.1%
US:59.9;EU:19.3;APAC:6.0;EM:11.1;Other:3.7
Value:+0.3;Growth:+0.9;Quality:-0.5;Size:-0.7;Momentum:-0.8;LowVol:+0.1
NoDerivatives
7
25
4.7
trailing 8%
126
17.6
Volatile
28.5
5.13
4.3
141
76
76
86
true
Reduce
Cut high-beta by 2-3%, add cash
12
11
BrokerA
LMT
87
VAR>budget
Hedge
Risk above budget threshold
6
4
108
5
false
Monitor dispersion and breadth
P2504
Cautious
401k
USD
2024-09-02
677,882
62,258
615,624
1
49.5
31.3
2.8
16.4
IEF:23.7%;MSFT:23.7%;VNQ:17.5%;VOO:11.3%;TLT:23.7%
US:65.5;EU:11.8;APAC:7.0;EM:13.0;Other:2.8
Value:0.0;Growth:-0.3;Quality:+0.3;Size:+0.5;Momentum:-0.1;LowVol:+0.6
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
8
30
4.2
hard 10%
167
18.3
Volatile
29.3
5.41
2.6
160
-12
38
62
false
Sell
Trim extended winner -1%
-2
-10
BrokerC
MKT
86
null
null
Normal monitoring
-40
4
3
3
false
Tax-aware sells next window
P2505
Active
IRA
USD
2025-11-17
1,091,719
101,988
989,731
1.11
67.7
26.9
0.4
5
AMZN:23.4%;BRK.B:16.9%;GLD:20.1%;VTI:23.4%;IEF:16.2%
US:70.5;EU:7.8;APAC:8.6;EM:12.0;Other:1.0
Value:+0.6;Growth:+0.2;Quality:-0.3;Size:-0.8;Momentum:+0.4;LowVol:+0.4
NoDerivatives
10
25
5.4
trailing 9%
167
25.6
Sideways
18.8
3.86
2.2
137
1
55
52
false
Sell
Trim extended winner -1%
-3
-6
BrokerA
LMT
96
null
null
Normal monitoring
48
-45
48
4
false
Increase defensive factor exposure
P2506
Systematic
Roth
USD
2024-09-06
912,660
51,469
861,191
1
58.4
23.2
12.5
5.8
VNQ:19.7%;MUB:13.0%;AAPL:21.1%;GLD:23.1%;TLT:23.1%
US:74.5;EU:8.1;APAC:8.3;EM:6.0;Other:3.1
Value:+0.7;Growth:+0.1;Quality:+1.0;Size:+0.3;Momentum:-0.2;LowVol:+0.4
null
6
25
4.4
trailing 8%
183
20.3
Bull
13.9
4.11
2.2
114
96
96
32
true
Hedge
Buy index puts 1% notional
35
11
BrokerC
LMT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
75
0
163
5
false
Tighten stops on momentum names
P2507
Opportunistic
401k
USD
2025-04-05
1,242,461
54,219
1,188,242
1
63.6
13.2
15.6
7.6
MSFT:23.5%;BRK.B:25.4%;IEF:25.5%;MUB:25.5%
US:57.5;EU:18.0;APAC:12.7;EM:8.4;Other:3.4
Value:+0.1;Growth:-0.2;Quality:-0.5;Size:-0.1;Momentum:-0.5;LowVol:-0.4
NoDerivatives
10
30
6.1
trailing 9%
227
27.7
Bear
29.2
3.58
2.8
132
-47
15
76
true
Hedge
Buy index puts 1% notional
-6
-5
BrokerD
MKT
91
RegimeShift
Hedge
Volatility spike and breadth deterioration
15
-25
33
2
false
Increase defensive factor exposure
P2508
Active
IRA
USD
2025-03-15
2,366,115
233,620
2,132,495
1.13
60.9
22.7
8
8.4
VOO:27.1%;VNQ:27.1%;XLF:18.8%;TSLA:27.1%
US:64.1;EU:14.1;APAC:8.0;EM:10.2;Other:3.5
Value:+0.2;Growth:-1.0;Quality:-0.5;Size:+0.8;Momentum:+0.8;LowVol:-0.5
null
7
30
5.6
trailing 9%
158
27.3
Sideways
20.5
4.15
3.4
132
37
67
50
false
Sell
Trim extended winner -1%
5
-8
BrokerC
MKT
87
null
null
Normal monitoring
32
-17
100
4
false
Monitor dispersion and breadth
P2509
Systematic
IRA
USD
2025-07-15
1,225,429
78,905
1,146,524
1
62.8
20.4
11.5
5.3
QQQ:13.1%;MSFT:22.2%;BND:22.2%;BRK.B:14.2%;TSLA:20.9%;VNQ:7.4%
US:73.9;EU:9.2;APAC:5.6;EM:6.4;Other:4.9
Value:+0.5;Growth:-1.0;Quality:-0.2;Size:+0.1;Momentum:+0.6;LowVol:+0.2
MaxPos6%
7
30
5.3
trailing 9%
129
21.7
Sideways
16.7
4.91
2.2
124
-6
46
58
false
Sell
Trim extended winner -1%
32
2
BrokerA
MKT
95
null
null
Normal monitoring
46
10
69
3
false
Tighten stops on momentum names
P2510
Active
401k
USD
2025-03-31
1,000,215
78,890
921,325
1.17
58
22.1
12.3
7.6
HYG:25.0%;VTI:25.0%;XLF:25.0%;BRK.B:25.0%
US:72.8;EU:6.5;APAC:9.7;EM:7.4;Other:3.6
Value:+0.4;Growth:+0.6;Quality:-0.3;Size:+0.2;Momentum:+0.7;LowVol:-0.8
MaxPos7%
10
30
5.6
trailing 9%
183
26.6
Bull
17
4.93
3.3
75
53
81
54
false
Sell
Trim extended winner -1%
-2
-13
BrokerA
VWAP
99
null
null
Normal monitoring
64
-12
128
4
false
Tighten stops on momentum names
P2511
Active
IRA
USD
2024-12-23
1,034,854
122,020
912,834
1
54.3
24.9
11.2
9.6
VOO:19.9%;MUB:23.6%;QQQ:23.6%;TLT:23.6%;VTI:9.4%
US:72.2;EU:9.4;APAC:8.0;EM:8.4;Other:2.1
Value:+0.2;Growth:+0.7;Quality:-1.0;Size:+0.4;Momentum:+0.1;LowVol:-0.6
MaxPos8%
5
30
5.4
trailing 9%
216
27
Sideways
18.6
4.23
2.1
100
44
64
50
false
Buy
Add to core equity +1%
34
-40
BrokerB
VWAP
89
null
null
Normal monitoring
97
-39
155
5
false
Monitor dispersion and breadth
P2512
Systematic
IRA
USD
2024-08-25
906,802
42,794
864,008
1
56.6
28.2
5.3
9.8
BRK.B:18.9%;BND:12.6%;AAPL:22.8%;TLT:22.8%;XLF:22.8%
US:76.2;EU:11.1;APAC:6.5;EM:5.6;Other:0.6
Value:+0.3;Growth:+0.2;Quality:+0.8;Size:+0.2;Momentum:+0.9;LowVol:-0.8
null
7
35
5.6
hard 12%
187
20.3
Bull
15.1
4.75
2.7
78
113
100
40
false
Rebalance
Shift +1% to bonds from equity
7
10
BrokerA
LMT
96
null
null
Normal monitoring
93
9
225
4
false
Tax-aware sells next window
P2513
Cautious
Roth
USD
2024-10-06
157,004
15,084
141,920
1
47.2
37.5
0
15.3
BRK.B:10.1%;TLT:11.1%;VTI:19.8%;QQQ:23.8%;HYG:23.8%;MUB:11.3%
US:61.4;EU:17.9;APAC:12.8;EM:5.1;Other:2.9
Value:+0.5;Growth:+0.6;Quality:+0.7;Size:-0.7;Momentum:+0.6;LowVol:-1.0
ESGOnly;NoDerivatives;NoMargin
8
25
3.4
trailing 8%
163
18.3
Bull
16.4
4.66
2.5
109
31
73
43
true
Rebalance
Rebalance back to target bands
14
1
BrokerA
MKT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
39
-23
174
3
false
Within IPS guidelines
P2514
Cautious
Taxable
USD
2025-04-11
312,611
47,166
265,445
1
48.2
34.8
0
17
IEF:24.3%;HYG:24.3%;TSLA:24.3%;AAPL:13.9%;QQQ:13.2%
US:70.5;EU:17.5;APAC:4.7;EM:3.9;Other:3.3
Value:-0.1;Growth:-0.4;Quality:-0.5;Size:-0.5;Momentum:+0.7;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
8
35
5.3
hard 10%
103
19.3
Bull
17.4
3.97
3.3
96
84
88
52
false
Rebalance
Shift +1% to bonds from equity
21
-4
BrokerC
LMT
95
null
null
Normal monitoring
111
0
164
4
false
Within IPS guidelines
P2515
Systematic
Trust
USD
2025-04-09
1,847,544
99,276
1,748,268
1
57.2
27.9
8.8
6.1
MUB:33.3%;IEF:33.3%;BND:33.3%
US:66.4;EU:8.9;APAC:15.4;EM:7.7;Other:1.5
Value:-0.0;Growth:+0.9;Quality:-0.6;Size:-0.6;Momentum:+1.0;LowVol:-0.3
NoDerivatives
7
35
5.4
trailing 9%
170
26.6
Bull
12.6
4.06
2.3
114
90
100
32
false
Rebalance
Shift +1% to bonds from equity
17
-31
BrokerD
MKT
100
null
null
Normal monitoring
96
-22
192
5
false
Tax-aware sells next window
P2516
Systematic
401k
USD
2025-03-25
1,331,925
74,430
1,257,495
1
59.8
29.5
3.5
7.2
AAPL:33.3%;BND:33.3%;HYG:33.3%
US:71.3;EU:10.5;APAC:5.8;EM:11.6;Other:0.7
Value:-0.7;Growth:-0.0;Quality:-0.0;Size:-0.6;Momentum:-0.9;LowVol:+0.4
NoDerivatives
5
25
4.4
hard 12%
132
26.2
Bear
22.1
3.03
2.9
140
-46
16
59
false
Sell
Trim extended winner -1%
9
-27
BrokerB
MKT
100
null
null
Normal monitoring
-57
-21
-25
4
false
Within IPS guidelines
P2517
Cautious
Trust
USD
2025-04-10
508,660
54,496
454,164
1
50.1
37.3
0
12.6
VOO:33.3%;AMZN:33.3%;BRK.B:33.3%
US:64.0;EU:17.2;APAC:8.2;EM:5.4;Other:5.2
Value:+0.7;Growth:0.0;Quality:-0.6;Size:+0.3;Momentum:-0.3;LowVol:-0.5
ESGOnly;NoMargin
5
35
5
trailing 8%
133
17.7
Sideways
20.6
3.85
2.6
91
25
66
58
false
Rebalance
Shift +1% to bonds from equity
-11
-33
BrokerB
MKT
90
null
null
Normal monitoring
53
-18
141
4
false
Tax-aware sells next window
P2518
Opportunistic
Taxable
USD
2025-03-27
762,510
62,770
699,740
1.06
65.8
11.7
15.5
7
MUB:25.2%;QQQ:25.2%;BRK.B:24.4%;TSLA:25.2%
US:65.8;EU:10.9;APAC:15.1;EM:4.3;Other:3.9
Value:-0.9;Growth:-0.1;Quality:+0.4;Size:+0.2;Momentum:+0.3;LowVol:+0.1
NoDerivatives
7
35
6.3
hard 12%
198
21.7
Bull
11.6
3.72
2.9
88
46
78
39
false
Sell
Trim extended winner -1%
-15
-34
BrokerD
MKT
99
null
null
Normal monitoring
33
3
116
3
false
Tighten stops on momentum names
P2519
Active
IRA
USD
2025-02-12
1,057,259
99,091
958,168
1
51.6
28.7
11.2
8.4
AAPL:20.6%;GLD:18.5%;VNQ:15.8%;IEF:21.0%;MSFT:12.4%;MUB:11.8%
US:68.2;EU:16.7;APAC:8.2;EM:4.2;Other:2.7
Value:-0.5;Growth:+0.7;Quality:+0.1;Size:-0.2;Momentum:-0.8;LowVol:-0.3
NoDerivatives
10
35
5.5
trailing 9%
179
24.8
Sideways
19.1
4.07
2.1
135
15
55
44
false
NoAction
Within bands; monitor
29
-34
BrokerB
VWAP
98
null
null
Normal monitoring
10
-20
-21
3
false
Tighten stops on momentum names
P2520
Active
IRA
USD
2024-07-09
1,846,200
189,650
1,656,550
1.22
53.6
26.3
14.7
5.4
AMZN:27.1%;MUB:21.9%;XLF:26.5%;TLT:24.6%
US:66.4;EU:12.7;APAC:11.9;EM:8.7;Other:0.3
Value:-0.0;Growth:+0.3;Quality:-0.8;Size:-0.2;Momentum:+0.3;LowVol:+0.7
null
5
35
5
trailing 9%
133
23.3
Volatile
25.8
4.95
2.9
140
-41
14
66
false
Rebalance
Shift +1% to bonds from equity
-6
-16
BrokerB
MKT
90
null
null
Normal monitoring
106
-30
115
3
false
Tax-aware sells next window
P2521
Systematic
Roth
USD
2025-11-25
1,207,560
67,359
1,140,201
1
58.9
31.1
4.2
5.8
XLF:19.1%;TLT:19.6%;MSFT:12.6%;AMZN:10.3%;TSLA:15.9%;QQQ:22.6%
US:74.3;EU:8.3;APAC:7.7;EM:9.5;Other:0.2
Value:-0.4;Growth:+0.5;Quality:+0.4;Size:+0.5;Momentum:-0.3;LowVol:-0.4
null
10
30
4.9
trailing 8%
192
24.5
Sideways
21.3
4.54
2.4
129
2
52
59
false
Rebalance
Shift +1% to bonds from equity
-1
-11
BrokerD
MKT
86
null
null
Normal monitoring
-14
-51
-28
3
false
Within IPS guidelines
P2522
Hands-off
IRA
USD
2025-06-22
217,285
17,605
199,680
1
66.8
19.6
6.9
6.7
VTI:17.7%;IEF:21.4%;AMZN:10.6%;MUB:11.0%;VOO:20.6%;AAPL:18.5%
US:71.3;EU:10.9;APAC:10.1;EM:6.9;Other:0.9
Value:0.0;Growth:-0.9;Quality:-0.7;Size:-0.2;Momentum:-0.9;LowVol:-0.2
ESGOnly;MaxPos5%
5
25
4
trailing 8%
105
19
Bull
13.5
4.03
3.1
82
58
76
53
false
NoAction
Within bands; monitor
8
12
BrokerA
MKT
0
null
null
Normal monitoring
58
-35
117
3
false
Monitor dispersion and breadth
P2523
Active
401k
USD
2025-06-03
620,982
43,825
577,157
1
65.6
27.5
0
6.9
TLT:21.6%;BRK.B:23.1%;AMZN:23.1%;MSFT:23.1%;HYG:9.1%
US:65.9;EU:11.7;APAC:16.6;EM:3.8;Other:2.0
Value:-0.6;Growth:-0.8;Quality:-0.4;Size:-0.6;Momentum:+0.5;LowVol:-1.0
null
10
35
5.7
hard 12%
122
19.5
Volatile
21.8
5.12
3.3
158
-44
38
63
false
NoAction
Within bands; monitor
-10
-15
BrokerA
VWAP
85
null
null
Normal monitoring
104
-11
118
4
false
Tighten stops on momentum names
P2524
Opportunistic
Taxable
USD
2024-12-02
1,519,981
126,682
1,393,299
1
68.4
16.7
9.5
5.4
VTI:33.9%;VNQ:33.9%;GLD:32.2%
US:76.2;EU:7.4;APAC:8.6;EM:4.4;Other:3.3
Value:-0.1;Growth:+0.9;Quality:-0.1;Size:+0.5;Momentum:+0.6;LowVol:+1.0
NoDerivatives
5
25
4.8
hard 12%
256
35
Sideways
21.7
4.29
2.1
122
42
73
63
false
Rebalance
Shift +1% to bonds from equity
-7
-38
BrokerB
MKT
99
null
null
Normal monitoring
39
16
176
4
false
Tighten stops on momentum names
P2525
Cautious
401k
USD
2025-01-08
442,158
40,107
402,051
1
51.4
30.6
1.6
16.3
HYG:21.6%;BRK.B:21.6%;VOO:19.4%;MSFT:15.7%;VNQ:21.6%
US:74.2;EU:7.3;APAC:11.2;EM:7.0;Other:0.3
Value:-0.7;Growth:+0.5;Quality:+0.8;Size:+0.2;Momentum:+0.6;LowVol:-0.5
NoMargin
10
25
3.3
trailing 8%
133
18.2
Bull
12.1
3.58
2.4
97
110
99
42
true
Hedge
Buy index puts 1% notional
21
-13
BrokerA
LMT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-60
18
-59
5
false
Tax-aware sells next window
P2526
Opportunistic
Trust
USD
2024-12-11
1,657,652
73,894
1,583,758
1
69
12.5
14
4.5
MSFT:15.8%;TLT:11.8%;TSLA:15.4%;BND:17.4%;HYG:20.5%;AMZN:19.2%
US:61.5;EU:15.1;APAC:11.0;EM:10.4;Other:2.0
Value:+0.7;Growth:+0.2;Quality:-0.7;Size:+0.1;Momentum:-0.6;LowVol:+0.3
MaxPos7%
10
30
5.3
trailing 7%
238
31.9
Volatile
25.3
3.61
2.6
122
62
87
75
true
Hedge
Buy index puts 1% notional
12
-8
BrokerA
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
14
6
149
5
false
Within IPS guidelines
P2527
Opportunistic
Roth
USD
2024-11-03
641,349
49,640
591,709
1.1
65.8
15.4
11.4
7.5
HYG:33.3%;AAPL:33.3%;MSFT:33.3%
US:66.3;EU:12.0;APAC:8.8;EM:9.7;Other:3.2
Value:+0.3;Growth:+0.3;Quality:+0.3;Size:+0.7;Momentum:-0.3;LowVol:-0.4
null
5
30
4.4
trailing 9%
194
28.1
Bull
11.1
4.7
3.4
115
51
82
34
false
Buy
Add to core equity +1%
-15
13
BrokerC
MKT
92
null
null
Normal monitoring
115
-38
191
4
false
Within IPS guidelines
P2528
Active
401k
USD
2025-02-03
1,664,059
153,118
1,510,941
1.06
61.8
31.3
0.4
6.6
AAPL:33.3%;QQQ:33.3%;IEF:33.3%
US:61.3;EU:16.6;APAC:12.7;EM:7.6;Other:1.9
Value:+0.4;Growth:+0.8;Quality:+0.1;Size:-0.7;Momentum:-0.5;LowVol:+0.8
MaxPos7%;NoDerivatives
7
35
4.6
trailing 8%
224
25.5
Volatile
25.5
3.92
3.5
112
16
71
58
false
Buy
Add to core equity +1%
15
-13
BrokerC
LMT
88
null
null
Normal monitoring
21
-12
10
5
false
Within IPS guidelines
P2529
Cautious
IRA
USD
2025-08-09
415,823
35,807
380,016
1
42.5
39
2.7
15.8
AMZN:25.8%;VNQ:10.3%;TSLA:25.8%;HYG:20.5%;BRK.B:17.7%
US:64.9;EU:13.3;APAC:8.2;EM:9.4;Other:4.2
Value:+0.8;Growth:+0.5;Quality:+0.8;Size:-0.6;Momentum:+0.7;LowVol:+0.1
ESGOnly;MaxPos6%;NoMargin
8
35
5.7
trailing 10%
139
14.5
Volatile
23.3
3.88
2.2
112
-30
35
59
true
Reduce
Cut high-beta by 2-3%, add cash
-15
2
BrokerC
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
30
-4
75
3
false
Increase defensive factor exposure
P2530
Cautious
Roth
USD
2025-06-04
579,786
69,142
510,644
1
44.5
31.8
8.6
15.1
TLT:26.5%;VTI:20.4%;BRK.B:26.5%;VOO:26.5%
US:66.3;EU:10.5;APAC:11.4;EM:11.1;Other:0.7
Value:+0.7;Growth:+0.2;Quality:-0.8;Size:+0.9;Momentum:-0.2;LowVol:-0.4
MaxPos5%;NoMargin
8
25
5.2
hard 10%
110
12.5
Bear
22.9
3.72
2
150
-12
52
43
false
Buy
Add to core equity +1%
2
-39
BrokerB
MKT
91
null
null
Normal monitoring
105
7
157
3
false
Tighten stops on momentum names
P2531
Cautious
Taxable
USD
2025-11-29
664,058
100,413
563,645
1
47.8
38.4
0
13.8
VTI:24.7%;TLT:25.1%;BND:25.1%;AAPL:25.1%
US:67.9;EU:16.2;APAC:7.7;EM:4.3;Other:3.8
Value:+0.8;Growth:+0.7;Quality:0.0;Size:+0.6;Momentum:-0.2;LowVol:-0.2
MaxPos7%;NoMargin
5
30
6
trailing 8%
125
16
Bull
13.9
4.28
2.7
77
96
92
35
false
Sell
Trim extended winner -1%
16
-40
BrokerD
MKT
92
null
null
Normal monitoring
53
1
94
3
false
Monitor dispersion and breadth
P2532
Hands-off
401k
USD
2024-09-27
587,287
55,513
531,774
1
72
17.1
5.8
5
QQQ:26.0%;BRK.B:26.0%;AAPL:26.0%;BND:22.0%
US:63.5;EU:16.1;APAC:11.5;EM:8.6;Other:0.3
Value:-0.7;Growth:-0.2;Quality:-0.6;Size:-0.3;Momentum:-0.7;LowVol:+0.3
NoDerivatives
10
30
4.7
hard 10%
128
12.4
Bear
23.8
4.42
1.4
138
-111
5
80
true
Hedge
Buy index puts 1% notional
16
-19
BrokerC
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
52
13
19
2
false
Monitor dispersion and breadth
P2533
Active
Trust
USD
2025-08-27
721,888
65,904
655,984
1
67
25.4
0.7
7
BRK.B:23.1%;VNQ:20.8%;MUB:23.1%;AMZN:23.1%;QQQ:9.9%
US:71.8;EU:10.3;APAC:12.3;EM:4.6;Other:0.9
Value:-0.1;Growth:+0.3;Quality:+0.9;Size:-0.4;Momentum:+0.4;LowVol:-1.0
null
8
25
4.9
trailing 9%
161
17.2
Sideways
21.3
3.52
2.7
118
56
76
63
false
NoAction
Within bands; monitor
3
-15
BrokerB
MKT
0
null
null
Normal monitoring
-6
-6
14
4
false
Monitor dispersion and breadth
P2534
Cautious
IRA
USD
2025-06-12
735,456
103,751
631,705
1
43.6
40
1.1
15.3
BRK.B:19.8%;TLT:19.7%;QQQ:19.5%;IEF:19.4%;MSFT:9.0%;BND:12.6%
US:62.4;EU:16.7;APAC:8.5;EM:9.9;Other:2.5
Value:+0.4;Growth:+0.3;Quality:+0.5;Size:-0.2;Momentum:-0.7;LowVol:-0.6
ESGOnly;NoMargin
10
35
5
trailing 8%
97
17.2
Sideways
20.3
4.24
2.9
129
32
63
44
false
Rebalance
Shift +1% to bonds from equity
-3
-29
BrokerA
LMT
89
null
null
Normal monitoring
-41
-43
51
4
false
Increase defensive factor exposure
P2535
Active
Taxable
USD
2024-11-01
959,984
99,097
860,887
1
60.2
31.1
0
8.7
AAPL:22.2%;IEF:22.2%;MUB:22.2%;TLT:16.2%;VOO:17.1%
US:66.5;EU:15.1;APAC:13.0;EM:5.4;Other:0.1
Value:-0.3;Growth:+0.5;Quality:-0.4;Size:+0.1;Momentum:+0.1;LowVol:+0.4
MaxPos8%;NoDerivatives
8
25
4.2
hard 12%
222
17.7
Volatile
28.4
5.16
2.3
130
-7
60
71
true
Reduce
Cut high-beta by 2-3%, add cash
4
0
BrokerB
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-39
-58
92
5
false
Within IPS guidelines
P2536
Hands-off
401k
USD
2025-04-02
464,772
39,898
424,874
1
61.7
27
3.3
8
MSFT:26.8%;QQQ:26.8%;AAPL:19.7%;VNQ:26.8%
US:62.5;EU:11.5;APAC:12.5;EM:11.1;Other:2.5
Value:-0.0;Growth:-0.4;Quality:+0.6;Size:-0.1;Momentum:-0.1;LowVol:+0.5
NoDerivatives
10
30
4.1
trailing 8%
102
14.7
Volatile
20.7
4.27
3.1
117
65
97
52
false
Rebalance
Shift +1% to bonds from equity
17
-14
BrokerC
MKT
86
null
null
Normal monitoring
57
10
179
4
false
Within IPS guidelines
P2537
Active
Roth
USD
2025-12-22
890,352
67,295
823,057
1
62.1
19.4
12.9
5.5
TLT:15.7%;BND:21.1%;VOO:10.3%;VTI:18.9%;MUB:20.3%;TSLA:13.8%
US:65.6;EU:17.8;APAC:11.8;EM:2.9;Other:1.9
Value:+0.7;Growth:-0.0;Quality:-0.9;Size:+0.4;Momentum:-0.4;LowVol:-0.7
null
8
30
4.1
hard 12%
167
16.1
Bear
23.3
4.2
2.2
194
-112
5
61
false
Rebalance
Shift +1% to bonds from equity
15
0
BrokerA
MKT
99
null
null
Normal monitoring
66
-53
121
4
false
Monitor dispersion and breadth
P2538
Hands-off
Taxable
USD
2025-06-10
796,005
73,646
722,359
1
68.8
25.9
0
5.3
HYG:15.9%;TSLA:15.6%;XLF:16.1%;MSFT:18.4%;VNQ:16.6%;AMZN:17.4%
US:64.6;EU:11.1;APAC:10.9;EM:13.2;Other:0.2
Value:-0.7;Growth:+0.9;Quality:+0.6;Size:-0.8;Momentum:+1.0;LowVol:+0.8
ESGOnly
10
25
3.3
trailing 10%
135
13.6
Bull
17.1
3.92
2.4
112
61
86
53
false
Rebalance
Shift +1% to bonds from equity
4
-13
BrokerB
MKT
91
null
null
Normal monitoring
-8
8
-5
3
false
Tighten stops on momentum names
P2539
Systematic
Roth
USD
2024-12-18
674,634
28,551
646,083
1
55.9
29.4
9.6
5.1
VOO:17.1%;MSFT:21.6%;MUB:21.6%;VNQ:21.6%;BND:18.0%
US:67.9;EU:12.4;APAC:11.0;EM:8.1;Other:0.6
Value:-0.6;Growth:-0.7;Quality:+0.7;Size:-0.9;Momentum:-0.6;LowVol:+0.6
MaxPos8%
8
25
5.5
hard 12%
144
21.5
Volatile
29.3
4.2
2.9
171
-2
59
73
true
Hedge
Buy index puts 1% notional
-3
-14
BrokerD
MKT
85
VAR>budget
Reduce
Risk above budget threshold
85
-37
179
2
false
Within IPS guidelines
P2540
Cautious
IRA
USD
2025-08-22
319,620
29,140
290,480
1
37.7
43.7
1.9
16.6
AAPL:25.0%;AMZN:10.5%;TLT:22.4%;HYG:17.0%;VNQ:25.0%
US:72.5;EU:6.9;APAC:11.2;EM:8.5;Other:0.9
Value:+0.9;Growth:+0.1;Quality:+0.7;Size:-0.1;Momentum:+0.7;LowVol:-0.3
NoMargin
7
30
4.2
hard 10%
132
15.3
Bear
22.2
3.68
1.9
188
-49
16
38
false
Sell
Trim extended winner -1%
13
-18
BrokerC
MKT
88
null
null
Normal monitoring
59
-58
98
4
false
Monitor dispersion and breadth
P2541
Active
Roth
USD
2025-10-16
1,467,884
142,735
1,325,149
1
59.1
30.6
2.7
7.6
AMZN:7.0%;AAPL:22.4%;TLT:22.4%;HYG:18.6%;TSLA:12.6%;QQQ:16.9%
US:61.6;EU:14.9;APAC:11.5;EM:9.5;Other:2.5
Value:-0.8;Growth:+0.9;Quality:+0.6;Size:+0.6;Momentum:-0.3;LowVol:-0.9
null
10
25
5.5
hard 12%
213
21.8
Bull
17.5
4.28
2
106
28
49
42
false
NoAction
Within bands; monitor
12
7
BrokerB
MKT
0
null
null
Normal monitoring
2
-41
23
5
false
Tighten stops on momentum names
P2542
Cautious
401k
USD
2025-08-13
580,343
64,014
516,329
1
51.8
34.5
0
13.7
VOO:22.3%;AAPL:19.2%;MUB:29.2%;MSFT:29.2%
US:68.0;EU:7.7;APAC:10.0;EM:8.3;Other:5.9
Value:-0.3;Growth:-0.0;Quality:-0.4;Size:+0.4;Momentum:-0.7;LowVol:+0.5
ESGOnly;NoDerivatives;NoMargin
10
25
4.3
hard 10%
102
13.9
Volatile
28
4.17
2.1
156
-19
43
70
false
Rebalance
Shift +1% to bonds from equity
-3
-38
BrokerA
LMT
93
null
null
Normal monitoring
55
-20
126
5
false
Increase defensive factor exposure
P2543
Opportunistic
Trust
USD
2025-05-02
1,550,234
55,839
1,494,395
1
65.5
15.3
14.9
4.3
AMZN:25.5%;VNQ:25.5%;HYG:23.5%;VOO:25.5%
US:71.8;EU:6.9;APAC:8.6;EM:11.8;Other:1.0
Value:-0.6;Growth:+0.8;Quality:-0.1;Size:-0.8;Momentum:-0.0;LowVol:-0.6
null
8
35
5.8
trailing 7%
253
34.6
Bull
16.6
4.37
2.5
107
95
100
61
false
Hedge
Add TLT +1% as duration hedge
11
4
BrokerB
MKT
87
null
null
Normal monitoring
51
-8
70
4
false
Tax-aware sells next window
P2544
Active
IRA
USD
2024-07-10
1,650,246
140,945
1,509,301
1
53.6
21.6
16.4
8.4
MUB:33.3%;BND:33.3%;GLD:33.3%
US:64.9;EU:17.4;APAC:6.4;EM:10.4;Other:0.9
Value:+0.2;Growth:-0.1;Quality:-0.4;Size:+0.8;Momentum:-0.5;LowVol:+0.5
MaxPos6%
8
35
5
trailing 9%
206
20.6
Bull
14.5
4.42
3.4
108
58
80
38
true
Hedge
Buy index puts 1% notional
20
-32
BrokerC
MKT
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
-37
-37
-25
3
true
Increase defensive factor exposure
P2545
Cautious
IRA
USD
2024-07-12
579,607
71,937
507,670
1
36.4
38.4
12.1
13.2
AAPL:33.3%;MUB:33.3%;TSLA:33.3%
US:65.9;EU:14.6;APAC:6.8;EM:8.8;Other:3.9
Value:+0.3;Growth:-0.4;Quality:+0.7;Size:+0.4;Momentum:-0.8;LowVol:-0.8
ESGOnly;MaxPos5%;NoMargin
10
25
4.6
trailing 8%
112
12.9
Sideways
14.3
3.63
2.3
128
28
56
30
false
Buy
Add to core equity +1%
10
-17
BrokerC
MKT
100
null
null
Normal monitoring
23
-33
107
4
false
Monitor dispersion and breadth
P2546
Hands-off
IRA
USD
2025-05-20
592,612
50,383
542,229
1
63.5
28.2
0.5
7.9
QQQ:25.6%;AMZN:15.8%;VNQ:25.6%;IEF:14.6%;AAPL:18.5%
US:71.0;EU:11.8;APAC:9.8;EM:7.2;Other:0.2
Value:-0.7;Growth:-0.3;Quality:-0.7;Size:+0.8;Momentum:-0.1;LowVol:-0.9
MaxPos6%;NoDerivatives
10
35
3.7
trailing 10%
105
15
Volatile
25.6
4.46
3.1
169
11
54
78
true
Hedge
Buy index puts 1% notional
16
-2
BrokerA
LMT
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
97
-29
219
4
false
Increase defensive factor exposure
P2547
Hands-off
Trust
USD
2025-04-13
305,332
17,707
287,625
1
67.4
26
0
6.5
HYG:21.7%;MSFT:16.8%;XLF:11.8%;VOO:11.4%;BRK.B:16.6%;TSLA:21.7%
US:66.7;EU:17.0;APAC:11.7;EM:3.8;Other:0.7
Value:-0.4;Growth:+0.9;Quality:+0.6;Size:+0.6;Momentum:+0.6;LowVol:-0.8
ESGOnly;NoDerivatives
7
30
4.4
trailing 10%
132
18.5
Sideways
15.9
4.28
2.6
119
-26
52
59
false
Sell
Trim extended winner -1%
4
-23
BrokerC
LMT
100
null
null
Normal monitoring
79
-29
136
4
false
Increase defensive factor exposure
P2548
Hands-off
IRA
USD
2024-12-05
528,391
42,693
485,698
1
58.5
26.2
8.1
7.1
XLF:13.7%;BRK.B:21.8%;TLT:16.7%;VTI:21.8%;HYG:11.9%;QQQ:14.1%
US:69.1;EU:11.6;APAC:8.7;EM:9.2;Other:1.3
Value:+0.1;Growth:-0.8;Quality:0.0;Size:-0.7;Momentum:-0.5;LowVol:-0.3
ESGOnly;MaxPos5%
6
35
5.7
trailing 10%
150
19.1
Volatile
20.7
3.7
2
123
-14
51
61
false
Rebalance
Shift +1% to bonds from equity
15
9
BrokerB
LMT
94
null
null
Normal monitoring
18
2
57
4
false
Tax-aware sells next window
P2549
Systematic
401k
USD
2025-01-12
687,713
30,647
657,066
1
60.7
30.1
1.5
7.8
BND:33.3%;AMZN:33.3%;VTI:33.3%
US:70.1;EU:7.4;APAC:15.5;EM:5.2;Other:1.7
Value:+0.4;Growth:+0.5;Quality:+0.8;Size:+0.8;Momentum:-0.3;LowVol:-0.6
MaxPos6%
6
30
4.1
trailing 8%
144
19.1
Bull
14
4.1
3.4
70
81
93
35
false
Hedge
Add TLT +1% as duration hedge
-10
-24
BrokerA
MKT
87
null
null
Normal monitoring
95
1
179
5
false
Tax-aware sells next window
P2550
Active
Roth
USD
2025-04-14
2,171,974
217,980
1,953,994
1
59.2
32
1.3
7.6
BND:21.5%;AAPL:21.5%;BRK.B:8.1%;GLD:19.7%;HYG:15.0%;VNQ:14.2%
US:67.4;EU:11.0;APAC:8.5;EM:8.6;Other:4.6
Value:+0.7;Growth:-0.7;Quality:+0.3;Size:-0.1;Momentum:-0.6;LowVol:0.0
MaxPos5%;NoDerivatives
10
30
5
trailing 9%
134
23.4
Volatile
24.5
4.59
2.8
150
-5
62
71
true
Reduce
Cut high-beta by 2-3%, add cash
-11
12
BrokerD
MKT
99
VAR>budget
Reduce
Risk above budget threshold
56
-8
45
2
false
Increase defensive factor exposure
P2551
Active
Roth
USD
2024-09-05
1,814,792
185,098
1,629,694
1
57.2
22
11.9
8.8
VNQ:33.3%;GLD:33.3%;MUB:33.3%
US:61.8;EU:12.5;APAC:12.1;EM:8.7;Other:4.9
Value:+1.0;Growth:-1.0;Quality:-0.3;Size:-0.4;Momentum:-0.9;LowVol:-1.0
null
8
30
5.1
hard 12%
212
16.5
Sideways
18.5
4.71
2.7
90
22
47
58
true
Rebalance
Rebalance back to target bands
-15
-30
BrokerD
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
109
18
216
5
false
Within IPS guidelines
P2552
Opportunistic
Taxable
USD
2024-12-15
1,704,770
151,144
1,553,626
1.19
64.6
12
18.1
5.3
QQQ:33.3%;TLT:33.3%;VTI:33.3%
US:67.4;EU:20.2;APAC:6.7;EM:4.3;Other:1.3
Value:-0.1;Growth:-0.3;Quality:+0.1;Size:-1.0;Momentum:-0.3;LowVol:-0.6
null
6
30
5.4
trailing 7%
279
32.1
Bull
13.6
4.45
3.1
78
59
82
44
false
Rebalance
Shift +1% to bonds from equity
30
-38
BrokerC
MKT
95
null
null
Normal monitoring
-50
-55
-36
4
false
Within IPS guidelines
P2553
Opportunistic
Taxable
USD
2025-08-06
355,264
31,061
324,203
1
67.1
15.3
11.8
5.8
HYG:26.1%;GLD:26.1%;IEF:26.1%;VOO:21.7%
US:69.1;EU:15.1;APAC:8.8;EM:3.4;Other:3.7
Value:-0.4;Growth:-0.8;Quality:0.0;Size:-0.9;Momentum:+0.4;LowVol:-0.4
NoDerivatives
5
35
5.6
trailing 9%
221
23
Bear
33.2
4.24
2.6
210
-108
11
86
true
Reduce
Cut high-beta by 2-3%, add cash
14
-32
BrokerC
MKT
90
VAR>budget
Hedge
Risk above budget threshold
-45
-34
93
4
false
Increase defensive factor exposure
P2554
Active
Roth
USD
2025-11-13
1,125,809
118,677
1,007,132
1
62.1
23.2
9.5
5.3
BRK.B:24.2%;TSLA:21.0%;XLF:27.4%;MUB:27.4%
US:70.1;EU:12.6;APAC:8.1;EM:5.0;Other:4.1
Value:+0.2;Growth:+0.3;Quality:+0.8;Size:+0.1;Momentum:-0.4;LowVol:+0.8
null
8
30
5.4
hard 12%
207
24.6
Bull
11.6
3.58
3.3
112
0
54
38
false
Rebalance
Shift +1% to bonds from equity
9
0
BrokerC
VWAP
97
null
null
Normal monitoring
66
-42
61
3
false
Increase defensive factor exposure
P2555
Active
Roth
USD
2024-10-16
840,257
75,629
764,628
1
67.9
26.5
0
5.6
VTI:14.6%;IEF:28.5%;VNQ:28.5%;AAPL:28.5%
US:58.1;EU:10.8;APAC:15.4;EM:10.8;Other:4.9
Value:-0.4;Growth:+0.3;Quality:+0.3;Size:-0.7;Momentum:+0.9;LowVol:+0.6
NoDerivatives
6
35
5.1
trailing 9%
142
24.5
Sideways
20.4
4.09
3.3
123
48
82
59
true
Hedge
Buy index puts 1% notional
-10
-35
BrokerA
LMT
96
VAR>budget
Hedge
Risk above budget threshold
67
-36
165
2
false
Tax-aware sells next window
P2556
Systematic
Roth
USD
2024-07-18
1,067,182
100,346
966,836
1
64.5
21.5
6.5
7.6
TSLA:23.3%;AAPL:20.9%;QQQ:23.3%;BND:23.3%;VTI:9.0%
US:66.6;EU:12.9;APAC:12.2;EM:4.2;Other:4.1
Value:+0.8;Growth:-0.2;Quality:-0.9;Size:-0.7;Momentum:-0.8;LowVol:+0.8
MaxPos6%
8
30
5.2
trailing 8%
160
20.1
Volatile
24.5
4.71
3.9
118
20
53
74
true
Rebalance
Rebalance back to target bands
29
-30
BrokerA
MKT
85
VAR>budget
Reduce
Risk above budget threshold
17
-53
8
4
false
Within IPS guidelines
P2557
Opportunistic
Trust
USD
2024-10-15
917,663
68,802
848,861
1
61.6
17.1
13.7
7.5
AMZN:31.4%;TSLA:34.3%;AAPL:34.3%
US:65.4;EU:9.7;APAC:15.9;EM:5.9;Other:3.1
Value:+0.5;Growth:-0.3;Quality:-0.9;Size:0.0;Momentum:+0.7;LowVol:+0.7
NoDerivatives
7
25
5.9
trailing 9%
210
33.4
Sideways
18.9
4.61
2.8
134
42
64
56
false
Hedge
Add TLT +1% as duration hedge
35
-17
BrokerB
MKT
91
null
null
Normal monitoring
28
-2
86
3
false
Within IPS guidelines
P2558
Systematic
Trust
USD
2025-02-10
1,983,767
173,048
1,810,719
1
60.4
23.5
9.2
7
BND:20.1%;VOO:20.9%;MUB:20.9%;VNQ:9.2%;QQQ:19.3%;VTI:9.6%
US:66.9;EU:14.2;APAC:8.1;EM:7.6;Other:3.2
Value:+0.4;Growth:-0.9;Quality:-0.8;Size:-0.7;Momentum:+0.6;LowVol:+0.5
MaxPos7%
5
25
4.8
trailing 9%
172
25.4
Bull
17.2
3.65
3
119
38
66
42
false
Rebalance
Shift +1% to bonds from equity
9
12
BrokerD
MKT
95
null
null
Normal monitoring
18
-9
22
3
false
Tax-aware sells next window
P2559
Cautious
Taxable
USD
2025-11-24
800,940
65,441
735,499
1
48.3
37.6
0
14.2
AAPL:9.2%;MSFT:21.4%;TSLA:10.5%;IEF:21.4%;MUB:16.2%;VNQ:21.4%
US:59.7;EU:18.3;APAC:8.1;EM:10.1;Other:3.8
Value:-0.5;Growth:+0.3;Quality:+0.7;Size:+0.4;Momentum:+0.4;LowVol:+0.5
MaxPos7%;NoDerivatives;NoMargin
6
25
5.4
trailing 8%
110
12.2
Bear
26.6
3.84
2.5
180
-21
36
56
false
Buy
Add to core equity +1%
-10
-25
BrokerD
LMT
86
null
null
Normal monitoring
-47
-41
21
3
false
Tighten stops on momentum names
P2560
Hands-off
Taxable
USD
2024-10-11
500,331
39,598
460,733
1
63.7
26.2
2.7
7.3
AAPL:21.8%;HYG:17.4%;XLF:21.8%;BRK.B:18.2%;TSLA:20.7%
US:59.5;EU:11.8;APAC:16.2;EM:12.0;Other:0.5
Value:+0.1;Growth:+0.3;Quality:-0.9;Size:+0.3;Momentum:+0.5;LowVol:-0.0
ESGOnly
10
25
4.2
trailing 8%
161
14.1
Sideways
19.4
3.64
2.4
130
9
67
63
false
Sell
Trim extended winner -1%
-1
-17
BrokerD
MKT
100
null
null
Normal monitoring
44
17
28
5
false
Tax-aware sells next window
P2561
Opportunistic
IRA
USD
2025-02-16
1,254,396
52,777
1,201,619
1
66.9
16.9
10.2
6
TSLA:19.6%;XLF:12.5%;VOO:8.1%;GLD:21.3%;BND:17.2%;IEF:21.3%
US:65.5;EU:11.8;APAC:8.1;EM:8.9;Other:5.7
Value:+0.2;Growth:+0.6;Quality:-0.7;Size:-0.5;Momentum:+0.7;LowVol:+0.5
NoDerivatives
5
30
6.5
trailing 9%
249
20.5
Bear
30.7
3.72
1.7
197
-19
38
81
true
Reduce
Cut high-beta by 2-3%, add cash
-15
-32
BrokerD
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-54
-32
82
4
false
Increase defensive factor exposure
P2562
Active
Trust
USD
2025-05-18
1,795,216
132,611
1,662,605
1.17
63
22.5
5.1
9.4
VOO:26.8%;HYG:26.8%;TLT:26.8%;IEF:19.7%
US:66.3;EU:14.3;APAC:9.0;EM:6.2;Other:4.2
Value:-0.1;Growth:-0.4;Quality:-0.4;Size:+0.5;Momentum:-0.9;LowVol:-0.2
null
6
25
4.3
trailing 8%
142
18.5
Sideways
16.1
4.38
3.4
114
0
48
46
false
Buy
Add to core equity +1%
21
-4
BrokerC
LMT
97
null
null
Normal monitoring
5
-6
-18
3
false
Tighten stops on momentum names
P2563
Hands-off
Taxable
USD
2024-07-12
719,693
66,950
652,743
1
65.7
26.8
0
7.4
XLF:33.3%;TSLA:33.3%;TLT:33.3%
US:57.1;EU:20.8;APAC:5.8;EM:11.6;Other:4.7
Value:-0.1;Growth:-1.0;Quality:-0.5;Size:+0.2;Momentum:-0.4;LowVol:-0.6
MaxPos8%
10
35
5.1
trailing 8%
163
15
Sideways
20.9
4.75
3.2
93
48
87
52
false
Sell
Trim extended winner -1%
1
9
BrokerB
MKT
89
null
null
Normal monitoring
68
-29
169
4
false
Tighten stops on momentum names
P2564
Hands-off
401k
USD
2025-01-08
334,800
29,000
305,800
1
63.8
29.1
0
7
TSLA:33.3%;IEF:33.3%;QQQ:33.3%
US:60.1;EU:11.8;APAC:14.9;EM:11.2;Other:2.1
Value:+0.8;Growth:-0.4;Quality:-0.6;Size:-0.2;Momentum:+0.8;LowVol:+0.6
NoDerivatives
5
30
5.7
trailing 8%
157
12.9
Sideways
17.9
4.95
3.1
103
17
70
62
false
Rebalance
Shift +1% to bonds from equity
-1
-23
BrokerB
LMT
95
null
null
Normal monitoring
50
1
155
5
false
Increase defensive factor exposure
P2565
Systematic
Trust
USD
2025-12-03
1,442,166
122,871
1,319,295
1
66.2
23.6
4.7
5.4
VTI:26.2%;VOO:26.2%;AAPL:21.4%;QQQ:26.2%
US:73.5;EU:6.3;APAC:10.0;EM:9.7;Other:0.4
Value:-0.9;Growth:-0.6;Quality:-0.8;Size:+0.9;Momentum:-0.4;LowVol:-0.5
MaxPos8%
10
25
4.2
trailing 8%
171
21
Bull
14.3
4.58
2.7
89
5
49
57
false
Hedge
Add TLT +1% as duration hedge
-7
-9
BrokerA
MKT
86
null
null
Normal monitoring
-56
13
-86
3
false
Monitor dispersion and breadth
P2566
Hands-off
Roth
USD
2025-10-20
722,569
36,168
686,401
1
63.8
28.6
0
7.6
MSFT:20.5%;BRK.B:10.4%;AAPL:20.5%;TSLA:16.5%;AMZN:17.8%;IEF:14.2%
US:69.2;EU:12.7;APAC:9.1;EM:9.0;Other:0.1
Value:+0.2;Growth:-0.1;Quality:+0.4;Size:-0.9;Momentum:+1.0;LowVol:-0.5
null
10
25
3.7
trailing 10%
155
18.8
Volatile
23.2
5.13
3.3
164
-22
46
67
false
Rebalance
Shift +1% to bonds from equity
11
8
BrokerB
MKT
91
null
null
Normal monitoring
-57
-34
30
5
false
Tighten stops on momentum names
P2567
Systematic
Taxable
USD
2024-07-19
766,246
57,933
708,313
1
61.1
32.1
0
6.8
AMZN:35.4%;BND:35.4%;VTI:29.2%
US:67.5;EU:10.4;APAC:14.4;EM:4.4;Other:3.3
Value:+0.3;Growth:+0.2;Quality:-0.8;Size:-0.4;Momentum:+0.5;LowVol:+0.6
MaxPos6%
7
25
4.6
trailing 9%
207
19.4
Bull
16.1
3.66
2.1
112
111
97
40
true
Reduce
Cut high-beta by 2-3%, add cash
26
-14
BrokerA
VWAP
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
36
-17
17
2
true
Within IPS guidelines
P2568
Cautious
Taxable
USD
2024-09-10
592,385
87,386
504,999
1
43.3
40.1
0
16.6
IEF:16.5%;GLD:21.7%;XLF:17.3%;BRK.B:23.5%;VOO:11.2%;TLT:9.7%
US:64.1;EU:17.2;APAC:12.7;EM:4.9;Other:1.0
Value:-0.6;Growth:+0.4;Quality:-0.2;Size:-0.5;Momentum:+0.1;LowVol:-0.4
NoMargin
10
25
5.8
trailing 8%
93
19.4
Sideways
18.3
3.7
3
114
-19
25
33
false
NoAction
Within bands; monitor
25
12
BrokerB
VWAP
85
null
null
Normal monitoring
83
-37
129
5
false
Within IPS guidelines
P2569
Cautious
IRA
USD
2025-06-04
544,445
75,299
469,146
1
47.3
30.2
7.9
14.6
XLF:23.0%;TLT:29.6%;MUB:17.7%;AMZN:29.6%
US:72.6;EU:9.2;APAC:13.0;EM:3.2;Other:2.0
Value:-0.2;Growth:-0.5;Quality:+0.2;Size:-0.5;Momentum:+0.3;LowVol:-0.5
ESGOnly;NoMargin
7
25
5.2
trailing 8%
142
13.3
Volatile
28.1
4.58
3.4
119
-47
15
60
false
Buy
Add to core equity +1%
19
12
BrokerC
MKT
85
null
null
Normal monitoring
115
-15
199
5
false
Within IPS guidelines
P2570
Systematic
401k
USD
2024-10-20
925,842
45,238
880,604
1
63.7
21.3
5.5
9.5
IEF:33.3%;QQQ:33.3%;BRK.B:33.3%
US:64.9;EU:17.1;APAC:6.7;EM:10.1;Other:1.2
Value:+0.2;Growth:-0.1;Quality:+0.4;Size:-0.8;Momentum:-0.9;LowVol:+0.3
null
10
35
5.4
hard 12%
219
24.6
Bull
15.5
3.5
3
110
83
100
51
false
Sell
Trim extended winner -1%
-12
-36
BrokerB
VWAP
91
null
null
Normal monitoring
-14
-13
-34
4
false
Tax-aware sells next window
P2571
Hands-off
Taxable
USD
2025-10-31
347,582
21,564
326,018
1
62
28.6
0
9.3
VOO:24.6%;MUB:24.6%;HYG:24.6%;TLT:18.1%;VTI:8.0%
US:71.5;EU:9.9;APAC:10.7;EM:5.3;Other:2.6
Value:-0.9;Growth:-0.9;Quality:+0.6;Size:+0.6;Momentum:-0.7;LowVol:0.0
NoDerivatives
6
35
3.1
hard 10%
104
17.5
Volatile
23.6
3.79
2.7
126
38
55
55
false
Rebalance
Shift +1% to bonds from equity
2
-15
BrokerB
VWAP
96
null
null
Normal monitoring
-33
-3
-6
4
false
Within IPS guidelines
P2572
Opportunistic
Taxable
USD
2025-06-15
1,440,210
111,373
1,328,837
1
67.9
17.6
7.1
7.4
AAPL:21.2%;BND:6.3%;TSLA:21.2%;VOO:21.1%;BRK.B:16.2%;VTI:14.1%
US:63.5;EU:16.9;APAC:7.8;EM:10.6;Other:1.3
Value:-0.4;Growth:+0.1;Quality:+0.1;Size:+0.5;Momentum:-0.8;LowVol:+0.6
NoDerivatives
5
25
6.8
trailing 9%
197
22.5
Sideways
20.6
4.94
2.2
134
56
73
66
false
Buy
Add to core equity +1%
8
-10
BrokerB
MKT
88
null
null
Normal monitoring
37
14
92
5
false
Within IPS guidelines
P2573
Systematic
Roth
USD
2025-02-25
998,611
56,630
941,981
1
61.9
29.5
0
8.6
QQQ:20.5%;BND:9.2%;IEF:23.4%;VNQ:23.4%;MUB:23.4%
US:66.7;EU:17.6;APAC:10.9;EM:4.3;Other:0.5
Value:-0.8;Growth:+0.7;Quality:+0.9;Size:-0.6;Momentum:-0.2;LowVol:+0.8
NoDerivatives
7
30
5.7
trailing 9%
218
22.5
Bull
15.1
4.74
2.3
113
66
90
57
false
Rebalance
Shift +1% to bonds from equity
31
-29
BrokerD
VWAP
98
null
null
Normal monitoring
96
-59
154
5
false
Tax-aware sells next window
P2574
Opportunistic
Roth
USD
2025-02-01
1,606,473
60,361
1,546,112
1.16
73.4
18.8
0
7.9
TSLA:23.1%;AMZN:23.1%;BND:15.2%;MSFT:23.1%;VTI:15.4%
US:59.9;EU:8.1;APAC:15.4;EM:11.5;Other:5.1
Value:-0.7;Growth:-0.6;Quality:+0.4;Size:+0.2;Momentum:+0.3;LowVol:+1.0
NoDerivatives
6
30
4.4
trailing 9%
190
30.4
Bull
13.7
4.95
3.4
99
33
77
60
false
Sell
Trim extended winner -1%
-3
-39
BrokerB
MKT
94
null
null
Normal monitoring
45
-40
49
5
false
Within IPS guidelines
P2575
Opportunistic
IRA
USD
2025-04-16
1,475,356
99,563
1,375,793
1.13
69.2
10.9
12.4
7.5
TLT:9.9%;IEF:14.9%;VOO:21.1%;XLF:21.1%;BRK.B:16.9%;VTI:16.1%
US:68.7;EU:13.3;APAC:10.7;EM:4.0;Other:3.4
Value:-0.9;Growth:+0.7;Quality:+0.1;Size:-0.1;Momentum:+0.6;LowVol:-1.0
null
6
25
5.3
trailing 7%
179
29
Bull
12.9
4.48
2.1
111
15
71
56
false
Rebalance
Shift +1% to bonds from equity
-5
-1
BrokerD
MKT
97
null
null
Normal monitoring
49
-30
134
4
false
Tighten stops on momentum names
P2576
Active
401k
USD
2025-10-15
2,487,244
158,589
2,328,655
1.23
65.5
21.7
4.9
7.9
MSFT:24.3%;VOO:22.3%;HYG:26.7%;QQQ:26.7%
US:70.4;EU:5.8;APAC:11.6;EM:11.5;Other:0.8
Value:-0.9;Growth:+0.6;Quality:-0.1;Size:-0.9;Momentum:-0.1;LowVol:-0.2
NoDerivatives
10
30
5.5
trailing 9%
203
27.2
Bear
25
4.18
1.9
146
-20
37
63
false
Sell
Trim extended winner -1%
22
-33
BrokerD
MKT
95
null
null
Normal monitoring
116
-11
85
5
false
Monitor dispersion and breadth
P2577
Cautious
Roth
USD
2024-10-07
237,485
26,308
211,177
1
43.7
39.8
0
16.6
GLD:11.8%;TSLA:22.2%;MUB:22.2%;IEF:18.4%;TLT:12.6%;AAPL:12.8%
US:70.5;EU:12.5;APAC:5.1;EM:10.3;Other:1.6
Value:+0.2;Growth:+0.7;Quality:-0.5;Size:-0.6;Momentum:-0.2;LowVol:-0.4
MaxPos7%;NoMargin
6
25
3.8
trailing 8%
92
17.6
Bull
15.6
4.47
2.9
98
115
95
35
false
Hedge
Add TLT +1% as duration hedge
-4
-27
BrokerD
VWAP
98
null
null
Normal monitoring
62
-14
160
3
false
Tighten stops on momentum names
P2578
Active
Roth
USD
2025-04-17
630,078
52,698
577,380
1.13
52.5
26
11.8
9.7
BRK.B:20.9%;TSLA:6.9%;TLT:8.9%;IEF:21.6%;HYG:21.2%;AAPL:20.6%
US:55.3;EU:17.1;APAC:15.3;EM:10.9;Other:1.3
Value:-0.7;Growth:+0.5;Quality:+0.9;Size:+0.4;Momentum:-0.5;LowVol:+0.9
MaxPos6%;NoDerivatives
6
30
5.7
trailing 9%
124
24.4
Sideways
20.4
4.04
3.5
91
43
84
44
true
Reduce
Cut high-beta by 2-3%, add cash
35
-11
BrokerA
LMT
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
-11
15
49
2
false
Within IPS guidelines
P2579
Opportunistic
Taxable
USD
2024-10-25
831,785
45,727
786,058
1
66.6
18.6
9.6
5.3
HYG:22.6%;BRK.B:21.3%;VNQ:10.8%;QQQ:22.6%;GLD:22.6%
US:73.3;EU:13.3;APAC:6.6;EM:6.4;Other:0.4
Value:+0.1;Growth:+0.9;Quality:-0.2;Size:-0.6;Momentum:-0.2;LowVol:+0.7
NoDerivatives
6
35
4.9
trailing 9%
192
23.2
Bull
15.5
3.91
3.3
90
92
92
45
false
NoAction
Within bands; monitor
0
13
BrokerD
LMT
97
null
null
Normal monitoring
-51
-6
-84
5
false
Monitor dispersion and breadth
P2580
Active
Roth
USD
2024-09-17
1,457,118
170,716
1,286,402
1
55
25.6
13.1
6.2
GLD:33.3%;MSFT:33.3%;IEF:33.3%
US:67.2;EU:21.1;APAC:5.9;EM:3.5;Other:2.3
Value:-0.2;Growth:+0.1;Quality:-0.6;Size:-0.2;Momentum:0.0;LowVol:-0.4
NoDerivatives
8
30
5
trailing 8%
167
23.3
Sideways
21.5
4.41
2.5
95
23
52
61
false
Rebalance
Shift +1% to bonds from equity
11
7
BrokerB
MKT
90
null
null
Normal monitoring
53
-34
27
5
false
Tax-aware sells next window
P2581
Opportunistic
Trust
USD
2025-09-09
452,974
18,390
434,584
1
74.1
18.1
0.8
6.9
XLF:33.3%;HYG:33.3%;IEF:33.3%
US:73.5;EU:9.7;APAC:10.5;EM:4.8;Other:1.5
Value:-0.6;Growth:+0.7;Quality:+0.5;Size:-0.2;Momentum:-0.9;LowVol:-0.9
MaxPos6%
6
25
4.7
trailing 9%
184
30.1
Bull
16
3.53
2.5
104
49
85
54
true
Rebalance
Rebalance back to target bands
31
5
BrokerD
LMT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
15
20
8
4
false
Increase defensive factor exposure
P2582
Cautious
401k
USD
2024-10-14
454,913
41,474
413,439
1
45
39.8
0
15.2
MSFT:12.2%;AAPL:22.6%;HYG:20.3%;VOO:11.0%;GLD:22.6%;AMZN:11.3%
US:73.4;EU:8.5;APAC:12.2;EM:3.1;Other:2.8
Value:-0.1;Growth:-0.2;Quality:+0.5;Size:+0.9;Momentum:+0.4;LowVol:-0.8
MaxPos8%;NoDerivatives;NoMargin
5
25
4.5
trailing 8%
157
18
Bull
13.5
4.02
3.4
111
82
94
40
false
Buy
Add to core equity +1%
-2
14
BrokerD
LMT
97
null
null
Normal monitoring
-6
-24
77
3
false
Tighten stops on momentum names
P2583
Active
IRA
USD
2025-03-15
1,844,631
112,970
1,731,661
1.22
51.5
30.2
9.5
8.8
XLF:21.9%;GLD:14.2%;MSFT:24.6%;AAPL:24.6%;TSLA:14.8%
US:71.6;EU:8.6;APAC:8.5;EM:8.0;Other:3.4
Value:+0.8;Growth:-0.3;Quality:-0.3;Size:-0.3;Momentum:-0.2;LowVol:+0.4
MaxPos5%
8
25
6
trailing 8%
145
23.2
Volatile
29.6
4.22
3
116
-6
37
71
true
Hedge
Buy index puts 1% notional
19
-26
BrokerC
LMT
94
VAR>budget
Hedge
Risk above budget threshold
71
10
112
4
false
Tax-aware sells next window
P2584
Cautious
Taxable
USD
2025-05-05
470,227
69,096
401,131
1
39.1
43.2
3.7
14
XLF:14.6%;VOO:12.6%;TLT:24.2%;HYG:24.2%;VNQ:24.2%
US:62.7;EU:14.7;APAC:12.0;EM:7.3;Other:3.3
Value:+0.5;Growth:0.0;Quality:-0.3;Size:-0.5;Momentum:-0.6;LowVol:-0.3
ESGOnly;NoMargin
7
30
4.8
trailing 8%
152
12.4
Volatile
30.6
4.37
2.3
139
50
76
62
false
Hedge
Add TLT +1% as duration hedge
18
-4
BrokerB
MKT
92
null
null
Normal monitoring
5
-33
134
5
false
Increase defensive factor exposure
P2585
Hands-off
Taxable
USD
2024-08-21
339,488
21,261
318,227
1
73.8
15.8
5.2
5.2
VTI:11.0%;TLT:15.6%;VOO:20.6%;AMZN:20.1%;BND:12.2%;MSFT:20.6%
US:68.1;EU:15.3;APAC:9.9;EM:5.6;Other:1.1
Value:+0.3;Growth:+0.9;Quality:+0.1;Size:-0.5;Momentum:+0.2;LowVol:+0.4
null
6
35
3.2
hard 10%
156
13.2
Volatile
28.7
5.03
2.9
165
56
86
84
true
Hedge
Buy index puts 1% notional
25
-36
BrokerB
LMT
94
RegimeShift
Reduce
Volatility spike and breadth deterioration
-6
-26
37
2
false
Tax-aware sells next window
P2586
Opportunistic
Roth
USD
2025-11-20
1,303,717
55,523
1,248,194
1
71.3
17.6
5.4
5.7
IEF:33.3%;AAPL:33.3%;TSLA:33.3%
US:67.7;EU:17.3;APAC:7.1;EM:3.4;Other:4.5
Value:+0.3;Growth:-0.1;Quality:+0.4;Size:0.0;Momentum:-0.6;LowVol:-0.3
null
10
35
6.5
trailing 7%
168
20.2
Bull
16.4
4.88
2.3
97
71
97
65
false
Rebalance
Shift +1% to bonds from equity
15
13
BrokerA
LMT
86
null
null
Normal monitoring
-50
11
83
4
false
Tighten stops on momentum names
P2587
Cautious
Trust
USD
2025-08-22
605,549
52,175
553,374
1
44.5
39
2.7
13.8
MSFT:33.3%;BND:33.3%;VNQ:33.3%
US:67.9;EU:18.1;APAC:8.4;EM:4.0;Other:1.7
Value:-0.2;Growth:+0.9;Quality:-0.9;Size:+0.1;Momentum:-0.9;LowVol:0.0
NoDerivatives;NoMargin
7
25
4.6
hard 10%
114
12.4
Bull
17.9
3.97
2.9
73
23
58
44
true
Hedge
Buy index puts 1% notional
2
-35
BrokerB
LMT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
110
15
146
3
false
Increase defensive factor exposure
P2588
Cautious
Trust
USD
2024-12-23
200,201
19,156
181,045
1
42.2
41.2
5.7
10.9
XLF:25.1%;VOO:25.1%;AAPL:24.6%;VNQ:25.1%
US:65.3;EU:15.9;APAC:11.4;EM:5.9;Other:1.5
Value:+0.1;Growth:+0.5;Quality:+0.1;Size:-0.5;Momentum:-0.5;LowVol:-0.8
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
6
35
4.4
trailing 8%
166
14.7
Sideways
20.6
3.97
2.9
124
60
90
42
false
Rebalance
Shift +1% to bonds from equity
-3
-16
BrokerA
MKT
88
null
null
Normal monitoring
-16
-8
66
4
false
Within IPS guidelines
P2589
Cautious
Roth
USD
2025-08-10
215,977
23,465
192,512
1
51.4
34.1
3
11.5
TSLA:33.3%;VOO:33.3%;AAPL:33.3%
US:70.0;EU:17.1;APAC:6.8;EM:5.1;Other:0.9
Value:+0.9;Growth:+0.3;Quality:-0.9;Size:-0.2;Momentum:-0.8;LowVol:-0.4
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
8
35
4
trailing 8%
113
16.7
Volatile
28.7
5.28
2.3
161
-31
40
64
false
NoAction
Within bands; monitor
-5
-35
BrokerB
MKT
0
null
null
Normal monitoring
-25
-9
71
5
false
Within IPS guidelines
P2590
Opportunistic
Trust
USD
2025-03-20
629,339
28,433
600,906
1.09
73.9
17.8
3.9
4.4
TLT:21.3%;HYG:15.1%;AAPL:9.0%;VOO:15.4%;QQQ:17.8%;AMZN:21.3%
US:58.8;EU:22.4;APAC:7.6;EM:11.0;Other:0.2
Value:+0.1;Growth:-0.3;Quality:-0.8;Size:+0.8;Momentum:-0.7;LowVol:-0.7
null
7
30
5
trailing 7%
267
33
Bull
17.6
4.89
2.4
75
89
91
51
false
Sell
Trim extended winner -1%
22
-9
BrokerB
VWAP
96
null
null
Normal monitoring
53
-18
108
3
false
Tighten stops on momentum names
P2591
Cautious
Taxable
USD
2025-01-30
435,558
54,472
381,086
1
40.3
35.4
9.4
14.8
VNQ:16.5%;AAPL:21.6%;AMZN:21.6%;TSLA:12.9%;MUB:16.7%;QQQ:10.8%
US:74.4;EU:6.1;APAC:9.8;EM:8.0;Other:1.6
Value:0.0;Growth:-0.4;Quality:0.0;Size:-0.6;Momentum:+1.0;LowVol:+0.4
NoMargin
8
30
5.1
hard 10%
131
13.9
Volatile
29.9
4.26
2.8
114
-5
60
57
false
Rebalance
Shift +1% to bonds from equity
15
-21
BrokerC
LMT
87
null
null
Normal monitoring
118
10
218
4
false
Tax-aware sells next window
P2592
Active
Trust
USD
2025-04-26
902,233
105,322
796,911
1
52.6
20.5
20.8
6.1
VOO:23.5%;BND:13.7%;XLF:15.8%;HYG:23.5%;IEF:23.5%
US:63.5;EU:18.9;APAC:9.6;EM:4.1;Other:3.9
Value:-0.0;Growth:+0.4;Quality:-0.2;Size:-0.8;Momentum:-0.1;LowVol:+1.0
null
8
25
4.7
hard 12%
166
25.7
Bull
12
4.24
3
91
59
77
26
true
Rebalance
Rebalance back to target bands
8
11
BrokerC
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
112
-28
126
5
false
Tighten stops on momentum names
P2593
Opportunistic
IRA
USD
2025-06-08
941,354
40,322
901,032
1
66.7
20.6
4.8
7.9
BND:27.1%;HYG:27.1%;AAPL:27.1%;IEF:18.7%
US:69.9;EU:7.6;APAC:11.5;EM:7.6;Other:3.4
Value:+0.3;Growth:+0.7;Quality:+0.6;Size:-0.9;Momentum:+0.2;LowVol:-0.3
null
8
30
4.8
trailing 7%
227
32.7
Bull
14.3
3.64
2.9
84
10
49
54
true
Hedge
Buy index puts 1% notional
18
3
BrokerC
MKT
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
64
-32
92
5
false
Tighten stops on momentum names
P2594
Opportunistic
IRA
USD
2025-07-22
1,260,849
107,536
1,153,313
1
72.9
20.1
0
7
AMZN:33.3%;VNQ:33.3%;QQQ:33.3%
US:65.7;EU:16.7;APAC:5.8;EM:10.8;Other:1.0
Value:+0.9;Growth:-0.6;Quality:-0.5;Size:-0.0;Momentum:+0.5;LowVol:-0.2
MaxPos5%
5
30
6.6
hard 12%
213
22.3
Bear
33.5
4.46
2.8
168
-3
58
93
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-32
BrokerC
LMT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
103
1
79
4
false
Increase defensive factor exposure
P2595
Opportunistic
IRA
USD
2025-11-13
738,670
55,573
683,097
1
72.3
20.8
1.9
4.9
QQQ:14.4%;TSLA:28.5%;MSFT:28.5%;MUB:28.5%
US:51.9;EU:19.1;APAC:14.5;EM:10.5;Other:4.0
Value:+0.8;Growth:+0.8;Quality:+0.1;Size:-0.1;Momentum:-0.5;LowVol:+0.9
MaxPos8%
5
25
6
trailing 7%
260
27
Volatile
23.5
4.44
4
148
43
61
76
true
Hedge
Buy index puts 1% notional
-3
-37
BrokerD
LMT
86
VAR>budget
Hedge
Risk above budget threshold
41
-46
54
3
false
Monitor dispersion and breadth
P2596
Systematic
Taxable
USD
2025-04-23
782,903
45,726
737,177
1
63.3
29.9
0
6.8
TSLA:25.7%;VTI:27.4%;VNQ:19.6%;MSFT:27.4%
US:66.0;EU:15.5;APAC:10.8;EM:7.2;Other:0.5
Value:-0.9;Growth:+0.6;Quality:-1.0;Size:-0.4;Momentum:-0.3;LowVol:+0.5
NoDerivatives
10
30
5
hard 12%
202
22
Sideways
22
4.89
3.4
124
-16
56
55
false
Rebalance
Shift +1% to bonds from equity
35
-40
BrokerB
MKT
95
null
null
Normal monitoring
41
-7
3
4
false
Increase defensive factor exposure
P2597
Systematic
Trust
USD
2025-01-24
1,852,071
74,697
1,777,374
1
59.1
24.5
7
9.4
BND:8.9%;AMZN:18.2%;VOO:24.7%;VNQ:23.6%;XLF:24.7%
US:70.4;EU:9.8;APAC:9.0;EM:9.8;Other:1.0
Value:+0.5;Growth:-0.2;Quality:+0.3;Size:-0.0;Momentum:-0.2;LowVol:+0.6
null
6
25
5.1
trailing 9%
145
16.7
Bear
22.7
4.46
2.7
182
31
64
64
false
Buy
Add to core equity +1%
-15
-29
BrokerD
VWAP
98
null
null
Normal monitoring
36
-13
156
5
false
Increase defensive factor exposure
P2598
Cautious
Roth
USD
2024-07-27
542,704
47,404
495,300
1
43.6
41.8
0
14.7
BRK.B:33.3%;IEF:33.3%;XLF:33.3%
US:60.9;EU:16.2;APAC:6.9;EM:11.4;Other:4.6
Value:-0.2;Growth:-1.0;Quality:+0.4;Size:+0.5;Momentum:-0.6;LowVol:-0.6
ESGOnly;MaxPos8%;NoMargin
7
35
3.9
trailing 8%
128
17.2
Sideways
21.5
3.83
3
122
-4
38
44
false
Buy
Add to core equity +1%
19
11
BrokerC
VWAP
94
null
null
Normal monitoring
-15
-59
101
3
false
Tighten stops on momentum names
P2599
Systematic
Trust
USD
2024-12-23
1,671,618
93,431
1,578,187
1
64.6
28.9
0
6.5
AMZN:33.3%;VNQ:33.3%;MUB:33.3%
US:59.6;EU:16.6;APAC:13.0;EM:8.4;Other:2.5
Value:+0.8;Growth:+0.6;Quality:-0.0;Size:-0.2;Momentum:+0.6;LowVol:-0.5
NoDerivatives
5
35
4.7
trailing 9%
220
19.5
Sideways
14.3
4.1
2.3
97
18
60
56
false
NoAction
Within bands; monitor
9
0
BrokerB
MKT
0
null
null
Normal monitoring
116
-15
114
5
false
Tighten stops on momentum names
P2600
Cautious
IRA
USD
2025-06-30
797,382
91,701
705,681
1
44.3
34.1
9.3
12.2
BND:33.3%;QQQ:33.3%;BRK.B:33.3%
US:66.1;EU:12.1;APAC:8.5;EM:10.4;Other:2.9
Value:-0.9;Growth:+0.4;Quality:-0.3;Size:0.0;Momentum:-0.2;LowVol:+0.7
ESGOnly;NoMargin
8
35
4.3
hard 10%
103
18.9
Volatile
20.4
3.69
3.8
145
-6
62
55
false
Buy
Add to core equity +1%
9
8
BrokerC
LMT
95
null
null
Normal monitoring
44
-4
47
5
false
Monitor dispersion and breadth