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
P2901
Cautious
Roth
USD
2024-10-23
646,746
97,942
548,804
1
41.4
30.5
11.2
16.8
GLD:33.3%;VOO:33.3%;BRK.B:33.3%
US:56.4;EU:19.6;APAC:9.2;EM:9.9;Other:4.9
Value:-0.7;Growth:-0.9;Quality:+0.8;Size:-0.4;Momentum:+0.5;LowVol:-0.2
ESGOnly;NoMargin
10
35
4.6
trailing 10%
130
16.9
Bear
26.5
4.05
2.4
146
-84
21
65
false
Rebalance
Shift +1% to bonds from equity
-4
14
BrokerD
MKT
100
null
null
Normal monitoring
75
15
151
4
false
Monitor dispersion and breadth
P2902
Cautious
Roth
USD
2025-10-26
260,441
39,251
221,190
1
45.1
42.4
0.2
12.4
XLF:33.6%;HYG:32.9%;AAPL:33.6%
US:66.7;EU:10.9;APAC:10.7;EM:7.5;Other:4.3
Value:-0.6;Growth:-0.7;Quality:-0.1;Size:+0.8;Momentum:-0.7;LowVol:+0.9
ESGOnly;NoMargin
8
35
3.7
hard 10%
109
19.5
Bear
32
3.6
2.8
197
-81
23
72
true
Hedge
Buy index puts 1% notional
33
13
BrokerD
VWAP
92
RegimeShift
Pause
Volatility spike and breadth deterioration
44
-2
106
3
true
Monitor dispersion and breadth
P2903
Active
Roth
USD
2025-03-01
519,002
31,179
487,823
1
63.4
27.5
0
9.1
MSFT:15.5%;HYG:25.6%;MUB:25.6%;BRK.B:18.4%;QQQ:14.7%
US:63.0;EU:13.8;APAC:12.0;EM:9.3;Other:1.9
Value:+0.8;Growth:+0.3;Quality:0.0;Size:+0.6;Momentum:-0.0;LowVol:-0.3
NoDerivatives
10
30
4.1
trailing 9%
205
26.5
Bull
11.5
4.24
2.4
118
41
74
37
false
NoAction
Within bands; monitor
35
-4
BrokerC
MKT
0
null
null
Normal monitoring
99
-21
136
5
false
Tighten stops on momentum names
P2904
Hands-off
IRA
USD
2025-03-04
585,481
55,421
530,060
1
58.2
26.2
10.1
5.5
TLT:25.1%;TSLA:27.2%;MSFT:27.2%;QQQ:20.4%
US:71.8;EU:9.4;APAC:5.2;EM:10.4;Other:3.2
Value:-0.9;Growth:+0.1;Quality:+1.0;Size:-0.4;Momentum:-0.4;LowVol:+0.1
MaxPos6%
7
30
5.3
trailing 10%
109
16.1
Sideways
20.2
4.05
2.2
102
-11
47
63
false
Buy
Add to core equity +1%
35
-10
BrokerB
VWAP
95
null
null
Normal monitoring
-13
13
45
5
false
Tax-aware sells next window
P2905
Cautious
Roth
USD
2024-12-25
200,848
24,485
176,363
1
40.3
31
12
16.7
VTI:21.6%;BRK.B:20.5%;QQQ:16.8%;TLT:21.6%;BND:11.3%;VNQ:8.3%
US:70.0;EU:13.1;APAC:8.8;EM:4.2;Other:3.9
Value:+0.9;Growth:+0.8;Quality:+0.2;Size:+0.9;Momentum:+0.8;LowVol:+0.6
ESGOnly;MaxPos6%;NoMargin
8
30
3.7
trailing 8%
104
20
Bear
32.4
3.23
3
176
-65
5
70
false
Sell
Trim extended winner -1%
-9
-35
BrokerD
MKT
93
null
null
Normal monitoring
-30
-38
103
3
false
Tighten stops on momentum names
P2906
Active
IRA
USD
2024-08-16
678,644
64,295
614,349
1.1
56
26.1
8.8
9
TSLA:33.3%;QQQ:33.3%;MSFT:33.3%
US:65.2;EU:11.4;APAC:13.4;EM:10.0;Other:0.0
Value:-0.9;Growth:+0.8;Quality:+0.7;Size:-0.3;Momentum:+0.4;LowVol:+0.3
NoDerivatives
7
25
5.4
trailing 9%
209
17.3
Bear
27.4
4.06
1.3
197
-95
5
60
false
Rebalance
Shift +1% to bonds from equity
16
-4
BrokerA
LMT
86
null
null
Normal monitoring
60
-8
185
5
false
Tax-aware sells next window
P2907
Opportunistic
IRA
USD
2025-05-08
624,549
38,950
585,599
1.23
73.3
20.2
0
6.5
BRK.B:23.3%;HYG:23.3%;TSLA:9.0%;VNQ:21.3%;AAPL:23.3%
US:62.2;EU:14.6;APAC:14.5;EM:8.5;Other:0.1
Value:-0.8;Growth:+0.5;Quality:-0.7;Size:+0.2;Momentum:+0.2;LowVol:+0.5
null
7
30
5.3
hard 12%
204
30.5
Sideways
15.4
4.17
2.3
97
0
57
46
false
NoAction
Within bands; monitor
20
-32
BrokerA
MKT
0
null
null
Normal monitoring
-7
-60
47
4
false
Tax-aware sells next window
P2908
Cautious
Taxable
USD
2025-06-02
791,812
71,713
720,099
1
47.3
37.1
0
15.6
XLF:28.7%;HYG:28.7%;TSLA:28.7%;MUB:13.8%
US:65.1;EU:15.2;APAC:7.1;EM:9.5;Other:3.1
Value:0.0;Growth:+0.3;Quality:0.0;Size:+0.6;Momentum:+0.3;LowVol:-0.3
ESGOnly;NoMargin
6
35
3.6
trailing 10%
155
12.7
Bear
23.2
3.64
1.3
140
-76
25
62
false
Buy
Add to core equity +1%
-8
9
BrokerB
LMT
91
null
null
Normal monitoring
-32
1
-43
5
false
Within IPS guidelines
P2909
Active
Trust
USD
2025-08-31
2,245,742
182,043
2,063,699
1
64.4
27.9
0.9
6.8
BRK.B:23.1%;IEF:23.1%;AAPL:19.4%;QQQ:23.1%;TLT:11.2%
US:69.5;EU:13.8;APAC:6.0;EM:8.5;Other:2.3
Value:-0.6;Growth:+0.8;Quality:-0.9;Size:-0.2;Momentum:-0.7;LowVol:-0.7
MaxPos8%;NoDerivatives
7
35
5.6
trailing 8%
121
17.4
Bull
11.4
3.68
2.5
70
79
94
38
true
Reduce
Cut high-beta by 2-3%, add cash
-11
7
BrokerB
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
10
-15
31
2
true
Within IPS guidelines
P2910
Active
Trust
USD
2025-03-23
2,009,252
156,094
1,853,158
1
52.7
25.9
15.6
5.7
MUB:27.5%;VNQ:25.4%;XLF:27.5%;QQQ:19.5%
US:58.5;EU:21.7;APAC:9.5;EM:10.1;Other:0.1
Value:-0.7;Growth:+0.6;Quality:-0.8;Size:-0.3;Momentum:-0.2;LowVol:-0.1
null
5
35
5.9
trailing 8%
173
16.8
Volatile
23.3
4.99
3.2
180
14
70
48
false
Sell
Trim extended winner -1%
31
12
BrokerA
MKT
87
null
null
Normal monitoring
-46
15
-17
3
false
Tighten stops on momentum names
P2911
Cautious
IRA
USD
2025-09-26
620,662
90,964
529,698
1
38.2
33.2
13
15.6
VNQ:21.1%;BND:26.3%;TSLA:26.3%;MUB:26.3%
US:72.8;EU:11.1;APAC:9.3;EM:3.8;Other:3.0
Value:-0.3;Growth:+0.2;Quality:-0.8;Size:-0.7;Momentum:+0.8;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
5
35
4.7
trailing 10%
128
19.2
Sideways
16.7
4.4
2.8
133
30
52
36
false
NoAction
Within bands; monitor
25
-40
BrokerC
MKT
0
null
null
Normal monitoring
41
-27
12
5
false
Monitor dispersion and breadth
P2912
Hands-off
Roth
USD
2024-11-15
793,027
67,061
725,966
1
68.1
22.4
0
9.4
AMZN:18.1%;MSFT:21.4%;IEF:10.8%;VTI:19.0%;QQQ:9.3%;BND:21.4%
US:60.0;EU:18.1;APAC:9.7;EM:8.6;Other:3.6
Value:-0.8;Growth:+0.5;Quality:+0.9;Size:-0.1;Momentum:-0.3;LowVol:+0.8
MaxPos5%
5
35
4.8
trailing 10%
129
13.1
Volatile
28.2
4.95
2.6
114
-32
32
72
true
Hedge
Buy index puts 1% notional
-15
1
BrokerC
LMT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
18
12
23
3
false
Within IPS guidelines
P2913
Opportunistic
Taxable
USD
2025-09-13
542,846
40,511
502,335
1
73.3
19.3
2
5.4
MSFT:33.3%;XLF:33.3%;GLD:33.3%
US:77.5;EU:7.4;APAC:7.6;EM:6.2;Other:1.2
Value:-0.1;Growth:0.0;Quality:-0.9;Size:-0.2;Momentum:+0.1;LowVol:-0.2
null
5
25
5.3
trailing 7%
223
29.5
Bull
17
3.82
2.8
80
88
95
64
false
Buy
Add to core equity +1%
30
10
BrokerA
MKT
100
null
null
Normal monitoring
108
-15
97
5
false
Tax-aware sells next window
P2914
Active
Taxable
USD
2025-03-17
669,068
59,728
609,340
1
62.1
30.4
0
7.5
AAPL:20.5%;AMZN:20.5%;XLF:19.3%;VNQ:9.6%;IEF:15.8%;VTI:14.3%
US:63.0;EU:15.2;APAC:11.0;EM:8.1;Other:2.7
Value:+0.2;Growth:+0.3;Quality:-0.6;Size:-0.6;Momentum:+0.1;LowVol:-0.7
MaxPos7%;NoDerivatives
5
25
4.4
trailing 9%
140
23
Volatile
29.9
3.96
2.9
140
-17
48
79
true
Hedge
Buy index puts 1% notional
-4
-32
BrokerB
MKT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
42
-34
81
4
false
Tighten stops on momentum names
P2915
Cautious
IRA
USD
2025-06-21
568,277
50,422
517,855
1
44.4
38.9
6.5
10.2
HYG:33.3%;AMZN:33.3%;XLF:33.3%
US:68.3;EU:15.6;APAC:11.3;EM:3.1;Other:1.8
Value:+0.2;Growth:+0.9;Quality:-0.6;Size:-0.2;Momentum:+0.2;LowVol:-0.3
ESGOnly;MaxPos7%;NoMargin
8
25
5.7
trailing 8%
103
17.5
Volatile
29.7
5.4
3
161
-46
17
60
false
NoAction
Within bands; monitor
28
-37
BrokerB
LMT
87
null
null
Normal monitoring
0
-32
29
3
false
Increase defensive factor exposure
P2916
Opportunistic
Trust
USD
2024-11-01
306,924
13,469
293,455
1
64.7
10.9
18.6
5.8
BND:14.7%;IEF:21.3%;XLF:19.9%;MUB:22.0%;HYG:22.0%
US:61.3;EU:15.6;APAC:10.2;EM:10.1;Other:2.7
Value:-0.8;Growth:-0.5;Quality:-0.0;Size:-0.4;Momentum:0.0;LowVol:-0.8
NoDerivatives
5
30
4.2
hard 12%
265
21.9
Volatile
20.6
4.2
3.1
146
-60
17
61
false
Sell
Trim extended winner -1%
20
12
BrokerD
MKT
87
null
null
Normal monitoring
-58
14
76
3
false
Monitor dispersion and breadth
P2917
Active
401k
USD
2025-04-18
2,476,016
211,617
2,264,399
1
66.1
27.5
0
6.4
VOO:27.3%;AAPL:36.3%;BRK.B:36.3%
US:72.6;EU:7.8;APAC:8.5;EM:8.8;Other:2.3
Value:-0.4;Growth:+0.4;Quality:+0.8;Size:+0.1;Momentum:+0.6;LowVol:-0.8
null
8
35
5
trailing 8%
186
27.9
Sideways
17.1
3.89
2.9
91
-25
23
47
false
Buy
Add to core equity +1%
25
-20
BrokerB
LMT
94
null
null
Normal monitoring
99
0
154
4
false
Monitor dispersion and breadth
P2918
Hands-off
401k
USD
2025-02-15
232,559
21,180
211,379
1
68.3
26.4
0
5.3
AMZN:25.3%;TLT:25.3%;QQQ:25.3%;MUB:24.1%
US:68.5;EU:18.0;APAC:6.6;EM:6.6;Other:0.3
Value:+0.2;Growth:+0.6;Quality:+0.5;Size:-0.5;Momentum:+0.3;LowVol:+0.2
NoDerivatives
10
30
5.6
trailing 8%
99
17.8
Bear
29.2
4.24
1.9
217
-85
14
87
true
Hedge
Buy index puts 1% notional
30
-4
BrokerB
VWAP
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
59
-13
167
3
true
Tax-aware sells next window
P2919
Cautious
Trust
USD
2024-11-06
757,738
77,673
680,065
1
47.8
36.2
0
16
MUB:13.2%;MSFT:23.0%;VNQ:18.5%;BRK.B:22.3%;TSLA:23.0%
US:69.8;EU:13.9;APAC:11.3;EM:4.0;Other:0.9
Value:+0.6;Growth:-0.2;Quality:+0.9;Size:-0.6;Momentum:-0.8;LowVol:-0.4
NoMargin
5
30
4.3
trailing 8%
130
16.8
Bear
28.5
4.26
2.4
165
-115
5
55
false
Rebalance
Shift +1% to bonds from equity
18
-20
BrokerA
LMT
95
null
null
Normal monitoring
50
-9
189
3
false
Increase defensive factor exposure
P2920
Opportunistic
IRA
USD
2024-11-27
1,386,543
61,137
1,325,406
1
67.5
14.1
10.2
8.2
QQQ:26.2%;VNQ:26.2%;BRK.B:26.2%;TLT:21.3%
US:58.2;EU:17.5;APAC:14.7;EM:9.6;Other:0.1
Value:-0.8;Growth:0.0;Quality:-0.7;Size:+1.0;Momentum:-0.2;LowVol:+0.8
MaxPos7%
8
35
4.4
hard 12%
273
24.1
Bull
14
4.55
2.2
113
48
59
56
false
Rebalance
Shift +1% to bonds from equity
26
10
BrokerD
MKT
91
null
null
Normal monitoring
-7
8
-46
4
false
Monitor dispersion and breadth
P2921
Hands-off
401k
USD
2025-06-24
193,220
18,098
175,122
1
66.1
16.5
8.4
8.9
AAPL:20.7%;XLF:18.8%;IEF:20.3%;TLT:20.7%;AMZN:10.3%;BRK.B:9.2%
US:73.1;EU:7.5;APAC:9.5;EM:9.6;Other:0.4
Value:-1.0;Growth:+0.7;Quality:-0.5;Size:-0.7;Momentum:+0.9;LowVol:+0.3
ESGOnly;NoDerivatives
7
35
4.3
hard 10%
143
12.1
Bull
11.9
3.66
2.8
100
104
99
52
false
Hedge
Add TLT +1% as duration hedge
23
3
BrokerD
MKT
97
null
null
Normal monitoring
0
8
-6
5
false
Tax-aware sells next window
P2922
Systematic
Trust
USD
2024-12-25
1,710,109
157,499
1,552,610
1
61.3
28
3.4
7.4
AAPL:18.2%;MSFT:21.2%;AMZN:21.2%;IEF:18.4%;VNQ:21.2%
US:58.8;EU:18.4;APAC:8.8;EM:11.0;Other:2.9
Value:-0.2;Growth:-0.3;Quality:-0.2;Size:+0.3;Momentum:-0.2;LowVol:-0.5
MaxPos7%
8
35
4.1
hard 12%
167
18.1
Bull
16
4.5
2.3
103
89
100
54
false
Buy
Add to core equity +1%
15
-16
BrokerA
MKT
86
null
null
Normal monitoring
92
-27
129
5
false
Increase defensive factor exposure
P2923
Hands-off
Trust
USD
2025-04-01
753,386
39,562
713,824
1
72.3
15.6
7
5.1
VTI:17.1%;VNQ:10.0%;TSLA:20.4%;TLT:20.4%;VOO:20.4%;QQQ:11.9%
US:53.0;EU:21.0;APAC:12.0;EM:9.0;Other:5.1
Value:-0.4;Growth:-0.9;Quality:+0.7;Size:+0.8;Momentum:+0.4;LowVol:-0.4
NoDerivatives
10
35
5.9
trailing 8%
106
15.7
Bull
11.5
4.71
3.1
103
39
77
37
false
NoAction
Within bands; monitor
8
-2
BrokerB
MKT
0
null
null
Normal monitoring
-47
16
3
5
false
Within IPS guidelines
P2924
Systematic
Trust
USD
2024-11-10
697,102
50,256
646,846
1
58.8
33.1
2.6
5.5
QQQ:20.4%;MSFT:6.8%;TSLA:21.2%;VTI:21.2%;MUB:9.2%;XLF:21.2%
US:73.1;EU:6.7;APAC:9.3;EM:8.2;Other:2.7
Value:+0.3;Growth:-0.9;Quality:+0.4;Size:-0.9;Momentum:+0.8;LowVol:-0.1
MaxPos5%
6
25
4
trailing 8%
196
19.9
Volatile
20.7
5.1
3.8
166
3
43
66
true
Reduce
Cut high-beta by 2-3%, add cash
2
-38
BrokerD
VWAP
87
VAR>budget
Hedge
Risk above budget threshold
78
14
50
5
false
Tax-aware sells next window
P2925
Active
Roth
USD
2025-01-31
1,277,023
150,889
1,126,134
1
52.9
23
17.9
6.2
MSFT:18.4%;VNQ:22.5%;HYG:22.5%;AMZN:14.1%;BRK.B:22.5%
US:64.8;EU:12.6;APAC:12.2;EM:6.7;Other:3.7
Value:-0.6;Growth:+0.7;Quality:+1.0;Size:+0.8;Momentum:+0.5;LowVol:-0.8
null
7
30
4.8
trailing 9%
185
24.2
Volatile
30.4
5.13
2.9
164
53
89
70
false
Sell
Trim extended winner -1%
26
10
BrokerC
LMT
91
null
null
Normal monitoring
95
-8
77
5
false
Monitor dispersion and breadth
P2926
Cautious
IRA
USD
2024-10-10
403,283
53,948
349,335
1
46.2
39
0
14.8
HYG:24.6%;MSFT:25.1%;BRK.B:25.1%;TSLA:25.1%
US:63.1;EU:19.9;APAC:8.5;EM:8.4;Other:0.1
Value:-0.2;Growth:-0.4;Quality:-0.8;Size:-0.1;Momentum:-0.2;LowVol:+0.5
NoMargin
7
35
3.4
trailing 8%
120
19.4
Volatile
20.2
5.17
3.7
141
51
61
55
false
Rebalance
Shift +1% to bonds from equity
22
2
BrokerB
MKT
91
null
null
Normal monitoring
60
-4
110
4
false
Increase defensive factor exposure
P2927
Systematic
IRA
USD
2025-05-02
857,278
35,582
821,696
1
64.9
29.3
0
5.9
TSLA:23.0%;VTI:18.6%;MUB:23.0%;QQQ:12.4%;IEF:23.0%
US:63.7;EU:13.6;APAC:10.7;EM:11.4;Other:0.7
Value:-0.9;Growth:+0.3;Quality:-0.7;Size:-0.1;Momentum:-0.0;LowVol:+0.4
NoDerivatives
8
30
5.2
hard 12%
140
24.9
Volatile
20.1
4.13
2.3
111
76
91
57
false
Buy
Add to core equity +1%
22
-26
BrokerB
MKT
96
null
null
Normal monitoring
70
-31
120
5
false
Tax-aware sells next window
P2928
Active
Taxable
USD
2024-12-08
524,823
39,664
485,159
1
55.7
19.2
16.5
8.6
AAPL:38.5%;VTI:38.5%;VOO:22.9%
US:67.1;EU:15.6;APAC:6.7;EM:8.6;Other:2.0
Value:+0.5;Growth:-0.9;Quality:+0.1;Size:+0.4;Momentum:+0.3;LowVol:+0.8
MaxPos6%;NoDerivatives
5
25
4.2
trailing 8%
186
18.4
Sideways
21.4
4.48
2.9
139
20
48
63
false
Hedge
Add TLT +1% as duration hedge
13
-5
BrokerC
VWAP
98
null
null
Normal monitoring
-11
-4
109
3
false
Tighten stops on momentum names
P2929
Systematic
401k
USD
2025-12-21
967,264
66,627
900,637
1
61.3
25.6
7.3
5.8
HYG:28.2%;TSLA:28.2%;BRK.B:26.4%;IEF:17.2%
US:67.1;EU:14.9;APAC:6.7;EM:11.1;Other:0.3
Value:+0.9;Growth:+0.6;Quality:-0.4;Size:-0.9;Momentum:-0.2;LowVol:+0.3
MaxPos5%
7
25
4.6
trailing 8%
127
18.8
Volatile
21.9
3.89
4
141
29
51
54
true
Hedge
Buy index puts 1% notional
-7
6
BrokerA
LMT
85
VAR>budget
Hedge
Risk above budget threshold
82
-51
71
3
false
Monitor dispersion and breadth
P2930
Cautious
Taxable
USD
2025-12-26
205,925
26,188
179,737
1
52.5
31
0
16.5
BRK.B:16.6%;TSLA:13.6%;HYG:21.1%;VTI:21.1%;AAPL:21.1%;IEF:6.5%
US:67.3;EU:18.0;APAC:8.3;EM:4.7;Other:1.7
Value:-0.3;Growth:-0.4;Quality:-0.3;Size:-0.0;Momentum:+1.0;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
8
35
3.5
hard 10%
115
19.6
Bull
14.8
3.52
3.3
98
7
64
32
false
Sell
Trim extended winner -1%
-14
-32
BrokerB
LMT
100
null
null
Normal monitoring
-17
4
4
3
false
Within IPS guidelines
P2931
Systematic
401k
USD
2025-08-28
433,559
42,884
390,675
1
67.9
24.5
1.5
6.1
HYG:15.2%;BND:15.7%;IEF:20.8%;XLF:6.5%;VNQ:20.8%;AMZN:20.8%
US:71.5;EU:15.8;APAC:6.9;EM:3.1;Other:2.7
Value:+1.0;Growth:-0.2;Quality:-0.6;Size:-0.5;Momentum:-0.4;LowVol:-1.0
null
10
35
5.2
trailing 8%
126
18.9
Sideways
16.6
4.08
2.9
102
48
81
47
false
Sell
Trim extended winner -1%
26
7
BrokerC
LMT
85
null
null
Normal monitoring
-57
-50
-44
3
false
Within IPS guidelines
P2932
Cautious
IRA
USD
2025-05-24
173,808
18,303
155,505
1
41.9
32.5
14.6
11
MUB:11.6%;VTI:20.9%;HYG:18.1%;VNQ:20.9%;IEF:16.5%;AAPL:12.0%
US:67.3;EU:13.5;APAC:6.8;EM:8.3;Other:4.1
Value:-0.1;Growth:+0.4;Quality:+0.7;Size:+0.8;Momentum:-0.2;LowVol:-0.5
ESGOnly;MaxPos5%;NoMargin
7
35
3
hard 10%
117
17.2
Bear
30.4
3.79
1.4
214
-64
24
74
true
Reduce
Cut high-beta by 2-3%, add cash
21
-24
BrokerC
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-42
7
-22
4
true
Tax-aware sells next window
P2933
Hands-off
Taxable
USD
2025-05-02
259,907
18,468
241,439
1
67
26.1
0
7
VTI:10.5%;GLD:21.5%;TLT:21.5%;BND:13.1%;IEF:20.5%;AAPL:12.9%
US:72.9;EU:9.5;APAC:8.5;EM:7.4;Other:1.7
Value:+0.6;Growth:-0.1;Quality:+0.9;Size:-0.3;Momentum:+0.1;LowVol:-0.2
ESGOnly;MaxPos8%
6
35
4.4
trailing 8%
95
18.2
Bull
16.1
4.96
3.2
101
107
100
50
false
NoAction
Within bands; monitor
26
-31
BrokerD
VWAP
95
null
null
Normal monitoring
119
-56
97
3
false
Tax-aware sells next window
P2934
Hands-off
Trust
USD
2024-12-16
252,347
14,298
238,049
1
60.7
16.9
16.2
6.2
TLT:33.3%;MUB:33.3%;VNQ:33.3%
US:68.9;EU:8.9;APAC:10.5;EM:7.4;Other:4.3
Value:+0.9;Growth:-0.4;Quality:-0.2;Size:-0.3;Momentum:-0.8;LowVol:-0.7
NoDerivatives
8
35
5.7
trailing 10%
102
14.7
Sideways
17.3
3.71
3.3
94
56
75
60
false
Rebalance
Shift +1% to bonds from equity
10
6
BrokerC
MKT
92
null
null
Normal monitoring
-44
6
-15
3
false
Monitor dispersion and breadth
P2935
Cautious
Taxable
USD
2025-05-03
297,369
37,203
260,166
1
43.7
42.2
0
14.1
TSLA:10.6%;BRK.B:20.5%;MSFT:9.6%;QQQ:18.3%;GLD:20.5%;XLF:20.5%
US:58.5;EU:18.8;APAC:11.9;EM:9.5;Other:1.4
Value:+0.1;Growth:+0.1;Quality:+0.8;Size:+0.1;Momentum:+0.6;LowVol:-0.9
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
5
35
5.2
trailing 8%
106
13.6
Volatile
30.3
4.3
2.8
137
-51
39
73
true
Reduce
Cut high-beta by 2-3%, add cash
29
13
BrokerD
MKT
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
107
-17
241
3
false
Monitor dispersion and breadth
P2936
Opportunistic
Taxable
USD
2025-09-10
1,622,637
52,728
1,569,909
1
61.7
11.6
21
5.7
HYG:29.7%;AMZN:35.2%;MSFT:35.2%
US:67.2;EU:11.6;APAC:10.9;EM:10.3;Other:0.1
Value:+1.0;Growth:+0.6;Quality:+0.7;Size:+0.5;Momentum:-0.0;LowVol:-0.1
null
6
35
7
trailing 9%
235
30.9
Bull
13.9
3.63
2.3
113
17
71
46
false
NoAction
Within bands; monitor
9
-39
BrokerD
MKT
0
null
null
Normal monitoring
-40
-36
12
3
false
Tighten stops on momentum names
P2937
Hands-off
Taxable
USD
2025-02-11
298,116
17,325
280,791
1
57
23.6
11.8
7.6
BRK.B:20.1%;QQQ:7.7%;AMZN:14.8%;GLD:18.2%;IEF:20.3%;VOO:18.9%
US:59.5;EU:17.4;APAC:7.5;EM:11.0;Other:4.5
Value:+0.2;Growth:+0.2;Quality:-0.8;Size:+0.3;Momentum:-0.3;LowVol:+0.8
ESGOnly
7
25
5.9
hard 10%
107
17.8
Sideways
14.9
4.07
2.6
121
17
43
35
false
Sell
Trim extended winner -1%
-8
3
BrokerC
MKT
85
null
null
Normal monitoring
23
-56
139
4
false
Monitor dispersion and breadth
P2938
Cautious
Trust
USD
2024-11-10
824,390
84,213
740,177
1
37
39.7
10
13.4
GLD:26.0%;BRK.B:26.0%;MUB:22.0%;XLF:26.0%
US:65.0;EU:18.0;APAC:8.8;EM:3.7;Other:4.5
Value:-0.8;Growth:+0.6;Quality:+0.9;Size:-0.3;Momentum:-0.7;LowVol:+0.7
ESGOnly;NoMargin
8
35
5
trailing 8%
161
17.6
Sideways
14.3
4.58
2.6
114
50
75
34
false
Rebalance
Shift +1% to bonds from equity
-5
11
BrokerD
MKT
94
null
null
Normal monitoring
-12
-3
-13
4
false
Monitor dispersion and breadth
P2939
Systematic
Roth
USD
2025-02-22
931,516
44,667
886,849
1
56.7
32.4
2.9
8
MSFT:26.5%;TLT:20.0%;AMZN:13.5%;BND:13.5%;XLF:26.5%
US:65.8;EU:13.9;APAC:6.5;EM:10.8;Other:3.1
Value:-0.4;Growth:+0.3;Quality:+0.4;Size:+0.2;Momentum:+0.6;LowVol:+0.8
MaxPos5%;NoDerivatives
6
25
5.6
trailing 8%
121
27.5
Bull
14.9
4.6
2
71
39
68
51
false
Rebalance
Shift +1% to bonds from equity
-9
-3
BrokerC
VWAP
87
null
null
Normal monitoring
-18
-51
112
5
false
Tax-aware sells next window
P2940
Systematic
Roth
USD
2025-03-23
1,874,491
143,167
1,731,324
1
60.7
28.1
5.7
5.5
IEF:26.9%;VNQ:26.9%;MSFT:26.9%;BND:19.2%
US:59.7;EU:17.0;APAC:12.1;EM:8.6;Other:2.6
Value:+0.2;Growth:-0.4;Quality:+0.1;Size:-1.0;Momentum:-0.8;LowVol:-0.7
null
10
35
4.5
trailing 9%
124
24.6
Sideways
21.3
3.78
2.7
124
44
67
61
false
Rebalance
Shift +1% to bonds from equity
18
-19
BrokerD
VWAP
99
null
null
Normal monitoring
15
-17
43
4
false
Monitor dispersion and breadth
P2941
Active
IRA
USD
2025-02-10
722,199
54,703
667,496
1.15
69.6
23.5
1.4
5.4
HYG:25.3%;BND:24.2%;TSLA:25.3%;AAPL:25.3%
US:70.3;EU:11.1;APAC:9.8;EM:6.6;Other:2.2
Value:-0.3;Growth:+0.9;Quality:-0.4;Size:-1.0;Momentum:+0.2;LowVol:+0.8
null
5
25
4.3
trailing 8%
156
17.2
Bear
23.6
4.18
2.1
153
-108
5
70
false
Sell
Trim extended winner -1%
8
-33
BrokerB
MKT
100
null
null
Normal monitoring
19
-59
56
5
false
Tighten stops on momentum names
P2942
Hands-off
Trust
USD
2024-11-18
469,835
19,577
450,258
1
70.2
20.4
1.8
7.5
VTI:23.0%;HYG:10.3%;IEF:23.0%;TSLA:23.0%;GLD:20.6%
US:66.5;EU:13.6;APAC:12.1;EM:6.0;Other:1.8
Value:+0.4;Growth:-0.2;Quality:-1.0;Size:+0.8;Momentum:+0.1;LowVol:+0.1
null
8
35
3
trailing 8%
156
13.7
Sideways
14.4
4.65
3.5
97
-28
31
55
false
Hedge
Add TLT +1% as duration hedge
16
-7
BrokerD
LMT
95
null
null
Normal monitoring
19
16
151
4
false
Tighten stops on momentum names
P2943
Active
IRA
USD
2025-04-02
1,379,105
101,201
1,277,904
1
50.8
26.8
17
5.4
BND:33.3%;HYG:33.3%;TSLA:33.3%
US:65.9;EU:11.6;APAC:12.2;EM:9.6;Other:0.8
Value:+0.2;Growth:+0.4;Quality:+0.1;Size:-0.4;Momentum:-0.8;LowVol:+0.3
null
5
30
5.9
trailing 8%
186
26.8
Volatile
23.8
4.22
3.6
152
38
77
63
true
Hedge
Buy index puts 1% notional
4
-35
BrokerA
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
47
-53
93
3
false
Within IPS guidelines
P2944
Hands-off
IRA
USD
2025-09-28
879,111
83,333
795,778
1
55.3
15.2
22.8
6.7
XLF:15.9%;AMZN:22.4%;HYG:22.4%;BND:18.5%;IEF:8.8%;AAPL:12.1%
US:68.6;EU:13.7;APAC:9.8;EM:7.5;Other:0.4
Value:-0.2;Growth:-0.4;Quality:+0.1;Size:+0.4;Momentum:+0.9;LowVol:0.0
null
8
35
5.9
hard 10%
151
12.6
Sideways
17.4
4.76
2.7
104
6
57
42
true
Hedge
Buy index puts 1% notional
16
1
BrokerB
VWAP
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-7
-43
26
4
false
Monitor dispersion and breadth
P2945
Cautious
Roth
USD
2025-01-29
357,818
31,106
326,712
1
46.5
31.4
4.4
17.7
MUB:28.7%;VTI:27.5%;XLF:28.7%;VNQ:15.1%
US:66.1;EU:7.1;APAC:9.3;EM:14.2;Other:3.2
Value:+0.7;Growth:+0.2;Quality:+0.9;Size:+0.4;Momentum:-0.1;LowVol:-0.3
NoMargin
8
25
5.5
hard 10%
151
18.4
Sideways
21.3
4.7
2
135
37
54
56
false
Hedge
Add TLT +1% as duration hedge
7
-30
BrokerC
MKT
85
null
null
Normal monitoring
75
-32
192
4
false
Increase defensive factor exposure
P2946
Opportunistic
401k
USD
2025-08-23
753,207
43,599
709,608
1
66.2
18.9
10.2
4.7
VTI:28.9%;TLT:35.6%;AMZN:35.6%
US:61.7;EU:11.9;APAC:11.5;EM:12.0;Other:2.9
Value:-0.8;Growth:+0.3;Quality:-0.6;Size:+0.4;Momentum:+0.7;LowVol:-0.3
MaxPos8%
7
25
5.7
trailing 7%
171
26.1
Bull
17.1
4.98
2.6
80
105
100
43
true
Reduce
Cut high-beta by 2-3%, add cash
27
7
BrokerB
LMT
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
93
-60
226
3
false
Monitor dispersion and breadth
P2947
Active
Roth
USD
2024-09-10
2,248,394
231,758
2,016,636
1
64.7
26.4
2.8
6.1
QQQ:33.3%;VTI:33.3%;MUB:33.3%
US:69.5;EU:17.3;APAC:7.7;EM:3.2;Other:2.4
Value:-0.3;Growth:-0.9;Quality:+0.6;Size:-0.8;Momentum:+0.3;LowVol:-0.5
MaxPos6%
6
25
6
trailing 8%
228
27.3
Bull
17.2
5
2.2
88
42
78
47
false
Sell
Trim extended winner -1%
14
-21
BrokerD
LMT
100
null
null
Normal monitoring
52
-47
38
5
false
Increase defensive factor exposure
P2948
Hands-off
Trust
USD
2024-09-03
481,094
42,247
438,847
1
62.7
28
0
9.4
BND:20.1%;VNQ:15.5%;VOO:20.6%;AMZN:12.6%;BRK.B:12.8%;GLD:18.4%
US:64.8;EU:11.6;APAC:14.3;EM:4.0;Other:5.3
Value:+0.6;Growth:-0.1;Quality:+0.7;Size:-0.0;Momentum:-0.8;LowVol:+0.5
ESGOnly;NoDerivatives
7
35
3.7
hard 10%
98
14.7
Bear
22.8
3.95
2.1
190
-74
5
66
false
Rebalance
Shift +1% to bonds from equity
-1
-18
BrokerC
MKT
88
null
null
Normal monitoring
93
-40
59
5
false
Within IPS guidelines
P2949
Active
Trust
USD
2025-10-04
1,904,675
154,238
1,750,437
1
59.7
28.6
6.4
5.3
MUB:27.5%;MSFT:27.5%;VNQ:27.5%;QQQ:17.4%
US:66.8;EU:14.9;APAC:6.1;EM:9.8;Other:2.4
Value:+0.2;Growth:+0.4;Quality:+0.2;Size:-0.3;Momentum:+0.5;LowVol:+0.1
MaxPos6%;NoDerivatives
8
30
6
trailing 8%
148
26.9
Volatile
25
5.03
2.2
138
-4
62
65
false
Rebalance
Shift +1% to bonds from equity
10
9
BrokerA
LMT
94
null
null
Normal monitoring
32
-38
0
3
false
Monitor dispersion and breadth
P2950
Opportunistic
Taxable
USD
2025-10-06
1,273,278
68,732
1,204,546
1
64.4
16.5
12
7.2
TLT:19.3%;IEF:26.9%;AMZN:26.9%;MSFT:26.9%
US:66.5;EU:18.1;APAC:7.9;EM:3.7;Other:3.8
Value:-0.5;Growth:0.0;Quality:+0.3;Size:+0.6;Momentum:-0.7;LowVol:-0.3
null
7
35
5
trailing 9%
188
25.3
Bull
12.7
4.75
2.1
86
42
70
44
false
Rebalance
Shift +1% to bonds from equity
-13
-21
BrokerA
MKT
95
null
null
Normal monitoring
52
-48
53
3
false
Within IPS guidelines
P2951
Cautious
Roth
USD
2025-03-29
161,336
13,425
147,911
1
39.4
32.7
16.8
11.2
VOO:31.1%;TSLA:31.1%;IEF:18.9%;QQQ:18.9%
US:62.2;EU:15.3;APAC:14.6;EM:5.0;Other:2.9
Value:-0.3;Growth:-0.1;Quality:-0.6;Size:+0.5;Momentum:-0.0;LowVol:+0.5
NoMargin
8
25
4.1
trailing 8%
98
19.7
Sideways
20
4.39
3.2
102
43
76
37
false
Sell
Trim extended winner -1%
28
-21
BrokerD
VWAP
98
null
null
Normal monitoring
111
-19
112
4
false
Within IPS guidelines
P2952
Active
IRA
USD
2025-07-13
1,569,184
161,530
1,407,654
1
51.6
18
23.7
6.7
MSFT:20.9%;XLF:21.2%;VTI:15.4%;HYG:21.2%;AMZN:21.2%
US:73.6;EU:12.7;APAC:8.1;EM:5.4;Other:0.1
Value:+0.7;Growth:-0.2;Quality:-0.4;Size:+0.6;Momentum:+0.4;LowVol:+1.0
MaxPos5%;NoDerivatives
10
25
4.7
trailing 8%
164
26.1
Bear
29.1
3.94
1.9
188
-39
40
65
false
Sell
Trim extended winner -1%
27
-35
BrokerB
LMT
96
null
null
Normal monitoring
-35
-41
-59
4
false
Within IPS guidelines
P2953
Opportunistic
IRA
USD
2025-07-25
1,123,673
67,101
1,056,572
1
72.3
13.9
9.3
4.5
HYG:19.4%;GLD:14.9%;AMZN:16.9%;QQQ:20.3%;VNQ:7.8%;BND:20.8%
US:67.9;EU:11.2;APAC:6.2;EM:13.5;Other:1.2
Value:-0.8;Growth:+0.3;Quality:+0.4;Size:+0.1;Momentum:+0.1;LowVol:+0.9
MaxPos7%;NoDerivatives
8
25
5.5
trailing 7%
253
30
Bull
13.5
4.91
2.4
71
111
95
58
true
Hedge
Buy index puts 1% notional
18
-6
BrokerC
MKT
86
RegimeShift
Pause
Volatility spike and breadth deterioration
120
-28
156
2
false
Tax-aware sells next window
P2954
Active
IRA
USD
2025-08-18
914,432
68,726
845,706
1
51.7
20
20.7
7.7
MUB:18.5%;VTI:12.2%;VOO:23.1%;MSFT:23.1%;BRK.B:23.1%
US:66.2;EU:16.1;APAC:6.4;EM:6.6;Other:4.8
Value:-0.3;Growth:+0.4;Quality:-0.2;Size:-0.6;Momentum:+0.3;LowVol:+0.8
null
5
35
4.7
trailing 8%
150
26.9
Volatile
29
4.54
2.1
159
2
37
72
true
Reduce
Cut high-beta by 2-3%, add cash
5
-39
BrokerA
LMT
88
VAR>budget
Pause
Risk above budget threshold
-11
-36
1
2
false
Tighten stops on momentum names
P2955
Active
401k
USD
2025-06-07
2,017,330
217,755
1,799,575
1.21
64.9
25.2
1.5
8.4
BRK.B:23.7%;AMZN:15.8%;IEF:23.7%;TSLA:12.9%;AAPL:23.7%
US:71.9;EU:6.9;APAC:7.6;EM:10.9;Other:2.8
Value:-0.6;Growth:+0.4;Quality:-0.2;Size:-0.7;Momentum:+0.4;LowVol:-0.7
NoDerivatives
6
35
5.2
hard 12%
210
25
Bear
25.9
4.23
1.1
188
-93
5
76
true
Rebalance
Rebalance back to target bands
-5
-9
BrokerC
LMT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
19
-36
145
3
false
Increase defensive factor exposure
P2956
Active
IRA
USD
2024-12-20
1,399,636
115,552
1,284,084
1.2
63.7
29.8
0
6.5
MSFT:12.9%;AAPL:21.5%;VTI:21.5%;XLF:13.4%;VOO:17.9%;GLD:12.9%
US:60.5;EU:17.7;APAC:13.0;EM:8.7;Other:0.1
Value:+0.8;Growth:-0.4;Quality:-0.0;Size:+0.1;Momentum:-0.6;LowVol:+0.9
null
7
25
4.2
trailing 8%
195
23.1
Bear
30
4.17
1.6
163
40
75
83
true
Rebalance
Rebalance back to target bands
7
5
BrokerB
MKT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
59
-12
195
5
false
Tighten stops on momentum names
P2957
Opportunistic
Trust
USD
2025-11-13
939,926
83,841
856,085
1
61.8
20.5
9.8
7.9
TLT:13.1%;MSFT:24.2%;AMZN:14.2%;XLF:24.2%;QQQ:24.2%
US:70.6;EU:9.3;APAC:8.1;EM:8.1;Other:4.0
Value:-0.1;Growth:-0.9;Quality:-0.4;Size:+0.8;Momentum:+0.8;LowVol:-0.0
NoDerivatives
10
25
6.4
trailing 9%
278
25.9
Sideways
21
3.93
2.6
111
43
68
66
false
Sell
Trim extended winner -1%
25
-38
BrokerA
LMT
98
null
null
Normal monitoring
77
-10
66
4
false
Within IPS guidelines
P2958
Systematic
Trust
USD
2025-03-14
1,211,257
85,789
1,125,468
1
63.5
20.1
10.1
6.3
IEF:17.5%;VOO:16.0%;AMZN:21.4%;MUB:14.7%;XLF:21.4%;VTI:9.0%
US:61.2;EU:18.7;APAC:9.1;EM:6.8;Other:4.2
Value:-0.7;Growth:-0.6;Quality:+0.1;Size:+0.1;Momentum:+0.7;LowVol:-0.1
null
7
30
4.5
trailing 8%
149
17.3
Bull
15.3
4.37
2.9
116
24
50
51
false
Sell
Trim extended winner -1%
-15
-28
BrokerD
MKT
100
null
null
Normal monitoring
9
-58
0
3
false
Within IPS guidelines
P2959
Hands-off
401k
USD
2025-04-11
683,341
43,386
639,955
1
66.1
17.6
7
9.4
BND:12.7%;MUB:29.1%;BRK.B:29.1%;AMZN:29.1%
US:62.9;EU:18.7;APAC:8.3;EM:9.4;Other:0.8
Value:-0.1;Growth:+0.4;Quality:+0.8;Size:+0.2;Momentum:+0.5;LowVol:+0.4
ESGOnly
10
25
5.8
trailing 10%
140
17.1
Sideways
16.2
3.63
2.5
116
47
62
52
true
Rebalance
Rebalance back to target bands
-14
7
BrokerD
MKT
91
VAR>budget
Hedge
Risk above budget threshold
-58
8
33
2
false
Increase defensive factor exposure
P2960
Cautious
401k
USD
2025-09-18
815,296
85,074
730,222
1
38
39.4
5.5
17.1
MUB:16.6%;GLD:25.6%;IEF:15.5%;QQQ:16.7%;TLT:25.6%
US:76.0;EU:7.8;APAC:9.5;EM:6.3;Other:0.5
Value:-0.6;Growth:-1.0;Quality:+0.8;Size:-0.2;Momentum:-0.1;LowVol:-0.3
NoDerivatives;NoMargin
7
25
5.4
hard 10%
156
14.4
Bull
17.4
3.8
3.1
120
29
74
43
false
Rebalance
Shift +1% to bonds from equity
2
-31
BrokerA
LMT
93
null
null
Normal monitoring
104
-1
197
3
false
Tighten stops on momentum names
P2961
Opportunistic
Taxable
USD
2025-07-09
1,641,617
71,790
1,569,827
1.19
74.2
11.6
6.9
7.3
QQQ:17.5%;BRK.B:12.9%;MUB:20.3%;HYG:19.2%;TSLA:9.8%;MSFT:20.3%
US:63.0;EU:18.4;APAC:5.7;EM:12.3;Other:0.6
Value:-0.4;Growth:-0.6;Quality:-0.6;Size:+0.1;Momentum:+0.2;LowVol:+0.9
null
7
35
6.9
hard 12%
265
21.2
Bull
15.6
4.39
3.3
111
56
76
57
false
Sell
Trim extended winner -1%
28
14
BrokerA
VWAP
89
null
null
Normal monitoring
-53
18
85
5
false
Tighten stops on momentum names
P2962
Systematic
Trust
USD
2024-12-30
1,929,338
186,020
1,743,318
1
62.1
31.6
0
6.3
VTI:26.5%;VNQ:20.6%;GLD:26.5%;BND:26.5%
US:64.5;EU:12.8;APAC:15.5;EM:6.8;Other:0.4
Value:-1.0;Growth:+0.4;Quality:-0.1;Size:+0.2;Momentum:-0.8;LowVol:+1.0
MaxPos5%;NoDerivatives
5
35
4.5
trailing 9%
155
27.3
Bull
17.5
3.63
2.2
106
42
56
44
false
Buy
Add to core equity +1%
4
-32
BrokerB
VWAP
88
null
null
Normal monitoring
90
-31
161
5
false
Monitor dispersion and breadth
P2963
Hands-off
IRA
USD
2025-09-10
674,638
50,420
624,218
1
71.2
20.5
0
8.2
XLF:15.8%;BND:28.1%;HYG:28.1%;VNQ:28.1%
US:68.9;EU:8.5;APAC:14.5;EM:5.1;Other:3.0
Value:+0.6;Growth:+0.3;Quality:-0.7;Size:+0.5;Momentum:-0.6;LowVol:-0.4
null
6
25
3.2
trailing 8%
138
18.7
Bear
33.6
3.36
2.4
146
33
68
83
true
Reduce
Cut high-beta by 2-3%, add cash
-1
1
BrokerB
MKT
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
27
-53
129
2
false
Within IPS guidelines
P2964
Cautious
IRA
USD
2025-05-01
296,460
26,688
269,772
1
47.1
40.5
1.3
11.1
MSFT:25.5%;VOO:23.5%;AMZN:25.5%;QQQ:25.5%
US:72.9;EU:11.8;APAC:6.9;EM:5.4;Other:3.0
Value:+0.5;Growth:+0.8;Quality:+0.6;Size:-0.7;Momentum:+0.9;LowVol:+0.7
MaxPos5%;NoMargin
7
25
4.6
trailing 8%
114
14.1
Bull
16.6
4.63
2.9
101
54
72
43
false
Buy
Add to core equity +1%
-11
-30
BrokerA
MKT
87
null
null
Normal monitoring
44
-37
75
3
false
Tighten stops on momentum names
P2965
Hands-off
Taxable
USD
2024-09-03
170,364
11,488
158,876
1
57.1
28.8
6.8
7.3
AMZN:18.1%;VOO:21.9%;HYG:16.0%;GLD:21.9%;MUB:21.9%
US:70.8;EU:5.9;APAC:8.3;EM:11.3;Other:3.8
Value:+0.8;Growth:+0.8;Quality:+0.8;Size:+0.9;Momentum:+0.9;LowVol:-0.1
null
6
30
4.5
trailing 8%
94
14.1
Bull
17.4
3.9
2.7
117
17
62
53
false
Rebalance
Shift +1% to bonds from equity
27
-9
BrokerA
MKT
94
null
null
Normal monitoring
-37
-49
29
5
false
Within IPS guidelines
P2966
Active
Roth
USD
2025-11-16
1,876,944
184,936
1,692,008
1.15
53.5
18.5
22.3
5.7
BND:21.6%;XLF:16.8%;VOO:11.3%;BRK.B:9.6%;MUB:21.6%;AMZN:19.2%
US:65.1;EU:11.8;APAC:14.0;EM:4.6;Other:4.5
Value:+0.5;Growth:-0.6;Quality:+0.3;Size:-0.2;Momentum:+0.7;LowVol:+0.1
MaxPos7%
7
30
4.5
trailing 8%
203
17.8
Bear
26.9
3.19
1.3
137
-53
10
63
false
NoAction
Within bands; monitor
0
2
BrokerD
MKT
0
null
null
Normal monitoring
34
-17
7
5
false
Increase defensive factor exposure
P2967
Cautious
Roth
USD
2025-03-17
467,417
49,894
417,523
1
44.3
39.6
6.1
10
GLD:14.1%;AMZN:11.5%;TLT:17.7%;MUB:21.4%;AAPL:21.4%;TSLA:13.8%
US:71.0;EU:11.6;APAC:10.4;EM:5.9;Other:1.1
Value:-0.9;Growth:-0.0;Quality:+0.5;Size:+0.3;Momentum:+0.3;LowVol:-0.2
ESGOnly;NoMargin
6
30
5.9
trailing 10%
108
14
Bear
24.8
3.43
2.6
172
15
58
46
false
Sell
Trim extended winner -1%
10
-25
BrokerD
LMT
99
null
null
Normal monitoring
-57
-25
14
5
false
Tighten stops on momentum names
P2968
Opportunistic
Roth
USD
2025-12-09
1,039,581
75,515
964,066
1
60.3
18.8
14.3
6.6
QQQ:33.3%;BND:33.3%;BRK.B:33.3%
US:64.5;EU:19.6;APAC:8.0;EM:6.1;Other:1.7
Value:-0.7;Growth:+0.4;Quality:+0.7;Size:+0.9;Momentum:-0.4;LowVol:-0.4
null
7
30
6.9
trailing 7%
193
21.7
Volatile
20
4.18
4
173
39
61
46
false
Buy
Add to core equity +1%
24
-7
BrokerB
LMT
91
null
null
Normal monitoring
32
-25
39
4
false
Tighten stops on momentum names
P2969
Cautious
Trust
USD
2024-10-23
442,179
42,078
400,101
1
43.9
39.2
0
16.9
VTI:21.1%;MUB:21.1%;BRK.B:13.3%;VNQ:12.5%;QQQ:21.1%;BND:10.8%
US:55.7;EU:17.0;APAC:13.3;EM:12.3;Other:1.7
Value:+0.3;Growth:-0.5;Quality:-0.6;Size:-0.0;Momentum:+0.2;LowVol:-0.7
ESGOnly;NoMargin
5
25
5
trailing 8%
124
12.4
Volatile
23.4
5.17
3.3
151
26
69
52
false
NoAction
Within bands; monitor
25
11
BrokerA
MKT
0
null
null
Normal monitoring
-31
-21
44
4
false
Monitor dispersion and breadth
P2970
Cautious
Roth
USD
2025-10-23
739,561
59,456
680,105
1
39.5
42.8
1.6
16.1
TLT:22.8%;BRK.B:22.8%;TSLA:16.7%;HYG:22.8%;MSFT:14.8%
US:65.8;EU:7.2;APAC:17.0;EM:6.7;Other:3.3
Value:+0.2;Growth:+0.8;Quality:-0.6;Size:+0.1;Momentum:-0.8;LowVol:-0.6
NoDerivatives;NoMargin
6
35
4
trailing 8%
126
17
Bear
27.4
4.04
2.9
150
-118
6
62
false
Rebalance
Shift +1% to bonds from equity
1
13
BrokerD
MKT
98
null
null
Normal monitoring
-26
-46
47
3
false
Within IPS guidelines
P2971
Opportunistic
Roth
USD
2025-07-02
441,732
30,457
411,275
1
73
11.5
8.4
7
AMZN:12.1%;MSFT:13.9%;MUB:20.6%;HYG:20.6%;XLF:18.7%;QQQ:14.1%
US:68.7;EU:9.5;APAC:13.1;EM:8.4;Other:0.3
Value:+0.8;Growth:-0.4;Quality:+0.1;Size:+0.2;Momentum:-0.7;LowVol:+0.7
MaxPos8%
7
25
5.8
trailing 9%
179
22.9
Bull
17.1
3.73
2.5
102
105
100
51
false
Rebalance
Shift +1% to bonds from equity
13
12
BrokerD
LMT
88
null
null
Normal monitoring
44
-28
20
5
false
Within IPS guidelines
P2972
Systematic
Roth
USD
2024-11-19
559,700
36,862
522,838
1
56.2
23.2
11.3
9.3
MUB:23.4%;VNQ:18.2%;VTI:19.2%;MSFT:16.7%;XLF:22.5%
US:68.3;EU:15.1;APAC:7.1;EM:6.8;Other:2.7
Value:+0.2;Growth:-0.5;Quality:-0.9;Size:+0.6;Momentum:-0.2;LowVol:+0.8
null
5
30
5.8
trailing 8%
155
18.7
Sideways
19
4.37
2.6
92
28
63
52
false
Buy
Add to core equity +1%
15
-22
BrokerA
MKT
93
null
null
Normal monitoring
26
-3
110
4
false
Monitor dispersion and breadth
P2973
Cautious
Trust
USD
2025-12-08
173,651
19,359
154,292
1
39.4
34.9
9.3
16.5
QQQ:29.2%;VNQ:29.2%;MUB:25.1%;AMZN:16.5%
US:66.5;EU:16.3;APAC:9.9;EM:5.5;Other:1.8
Value:-0.3;Growth:+0.4;Quality:+0.6;Size:+0.3;Momentum:-0.8;LowVol:-1.0
MaxPos8%;NoMargin
5
25
3.6
trailing 10%
101
14.1
Sideways
15.1
4.27
2.5
118
6
61
41
false
Buy
Add to core equity +1%
26
-4
BrokerB
MKT
86
null
null
Normal monitoring
120
-41
83
5
false
Tighten stops on momentum names
P2974
Active
IRA
USD
2025-08-29
1,387,892
147,184
1,240,708
1
59.2
26.2
5.7
9
IEF:20.1%;HYG:22.5%;MUB:12.3%;BRK.B:22.5%;AMZN:22.5%
US:69.0;EU:11.6;APAC:8.6;EM:7.5;Other:3.4
Value:+0.9;Growth:-0.9;Quality:+1.0;Size:-1.0;Momentum:-0.3;LowVol:-1.0
NoDerivatives
8
35
5.5
trailing 8%
219
21.4
Bear
24.3
4.25
2.1
202
-84
5
67
false
Rebalance
Shift +1% to bonds from equity
30
-30
BrokerB
VWAP
95
null
null
Normal monitoring
91
-52
85
5
false
Within IPS guidelines
P2975
Hands-off
401k
USD
2025-05-11
194,568
17,464
177,104
1
67
24.8
1.1
7
VOO:25.0%;MSFT:25.0%;TLT:25.0%;VNQ:25.0%
US:67.3;EU:10.5;APAC:9.7;EM:10.8;Other:1.8
Value:-0.4;Growth:+1.0;Quality:+0.2;Size:+0.3;Momentum:-0.4;LowVol:-0.4
ESGOnly
5
25
4.8
hard 10%
115
14.6
Bull
16
3.75
2.6
101
84
93
48
false
Sell
Trim extended winner -1%
-1
-5
BrokerB
MKT
88
null
null
Normal monitoring
33
14
134
3
false
Tax-aware sells next window
P2976
Cautious
IRA
USD
2024-08-18
831,618
85,837
745,781
1
41.7
31.3
9.7
17.3
MSFT:30.2%;AAPL:23.8%;TLT:30.2%;VOO:15.7%
US:59.9;EU:12.6;APAC:17.8;EM:8.3;Other:1.4
Value:+0.2;Growth:-0.5;Quality:-1.0;Size:+0.8;Momentum:-0.6;LowVol:+0.8
NoMargin
8
25
5.8
trailing 8%
110
19.1
Sideways
14.9
3.76
2.4
121
16
61
40
true
Hedge
Buy index puts 1% notional
12
3
BrokerB
MKT
91
RegimeShift
Pause
Volatility spike and breadth deterioration
60
-14
193
4
false
Increase defensive factor exposure
P2977
Cautious
401k
USD
2024-12-18
720,521
101,404
619,117
1
46.8
36.2
6.8
10.2
QQQ:19.0%;IEF:14.8%;VNQ:21.1%;MUB:12.6%;HYG:18.1%;TSLA:14.4%
US:68.7;EU:13.8;APAC:6.5;EM:10.7;Other:0.3
Value:-0.7;Growth:-0.6;Quality:+0.5;Size:+0.1;Momentum:-0.6;LowVol:+0.9
ESGOnly;MaxPos6%;NoMargin
10
25
4.5
trailing 8%
106
15.3
Bear
26.1
3.27
1.8
189
-104
5
62
false
Rebalance
Shift +1% to bonds from equity
16
-25
BrokerB
MKT
89
null
null
Normal monitoring
72
-60
40
5
false
Monitor dispersion and breadth
P2978
Hands-off
401k
USD
2025-08-29
820,489
79,621
740,868
1
61.1
29.3
4.4
5.2
HYG:33.3%;VTI:33.3%;XLF:33.3%
US:66.9;EU:12.6;APAC:5.7;EM:11.5;Other:3.2
Value:+1.0;Growth:-0.3;Quality:+0.4;Size:+0.8;Momentum:-0.3;LowVol:+0.9
null
6
35
4.3
hard 10%
97
14.6
Bull
11.2
4.88
2.3
104
41
78
49
false
Rebalance
Shift +1% to bonds from equity
-3
-21
BrokerC
MKT
88
null
null
Normal monitoring
24
3
33
4
false
Within IPS guidelines
P2979
Active
IRA
USD
2025-01-08
751,290
56,472
694,818
1
55.7
30.9
5.8
7.6
MUB:16.4%;BRK.B:27.9%;HYG:27.9%;TSLA:27.9%
US:56.5;EU:17.6;APAC:11.5;EM:11.5;Other:2.9
Value:-0.0;Growth:+0.6;Quality:+0.6;Size:-1.0;Momentum:-0.8;LowVol:+0.9
MaxPos6%
5
30
4.2
trailing 9%
197
20.2
Bear
32.4
3.52
2.4
162
-22
38
82
true
Rebalance
Rebalance back to target bands
-12
-22
BrokerA
VWAP
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
53
5
168
3
false
Tighten stops on momentum names
P2980
Systematic
Trust
USD
2024-08-24
1,784,923
167,018
1,617,905
1
67.1
24.7
2.5
5.7
AAPL:26.8%;VOO:26.8%;BRK.B:26.8%;QQQ:19.7%
US:63.5;EU:9.7;APAC:11.1;EM:11.9;Other:3.8
Value:-0.9;Growth:-0.1;Quality:-0.8;Size:+0.8;Momentum:-0.6;LowVol:+0.9
NoDerivatives
10
35
4
hard 12%
183
20.5
Volatile
21.9
3.57
3.9
128
-53
37
68
false
Sell
Trim extended winner -1%
1
8
BrokerA
MKT
96
null
null
Normal monitoring
116
-18
134
4
false
Increase defensive factor exposure
P2981
Hands-off
IRA
USD
2024-11-18
339,489
20,561
318,928
1
66.5
27.9
0
5.6
QQQ:33.3%;BRK.B:33.3%;HYG:33.3%
US:59.7;EU:16.6;APAC:12.5;EM:10.8;Other:0.3
Value:-0.6;Growth:-0.2;Quality:+0.8;Size:+0.7;Momentum:-0.1;LowVol:-1.0
ESGOnly;MaxPos6%;NoDerivatives
7
30
4.5
trailing 8%
154
17.6
Sideways
17.5
3.6
2
107
19
63
64
false
Rebalance
Shift +1% to bonds from equity
9
-40
BrokerC
LMT
96
null
null
Normal monitoring
-10
-30
66
5
false
Tighten stops on momentum names
P2982
Active
Taxable
USD
2024-10-08
2,144,681
159,672
1,985,009
1
59
25.2
7.2
8.6
TLT:33.3%;BRK.B:33.3%;HYG:33.3%
US:70.0;EU:8.1;APAC:8.3;EM:10.2;Other:3.3
Value:-0.3;Growth:-0.8;Quality:+1.0;Size:-0.8;Momentum:0.0;LowVol:-0.2
null
7
35
4
trailing 9%
177
24.4
Sideways
18.9
3.77
2.9
105
54
62
53
false
Buy
Add to core equity +1%
9
-27
BrokerA
MKT
93
null
null
Normal monitoring
70
-15
171
4
false
Increase defensive factor exposure
P2983
Hands-off
Taxable
USD
2024-11-04
239,903
16,849
223,054
1
71.5
22.9
0
5.6
TLT:33.3%;QQQ:33.3%;IEF:33.3%
US:69.1;EU:8.7;APAC:12.9;EM:5.4;Other:4.0
Value:-0.1;Growth:+0.1;Quality:-0.8;Size:+1.0;Momentum:+0.5;LowVol:-0.5
ESGOnly;NoDerivatives
6
35
4
trailing 10%
157
13.2
Volatile
24
5.35
2.9
118
-33
22
79
true
Hedge
Buy index puts 1% notional
-7
4
BrokerB
MKT
94
RegimeShift
TightenStops
Volatility spike and breadth deterioration
72
2
83
4
false
Tax-aware sells next window
P2984
Systematic
401k
USD
2024-09-09
442,601
36,246
406,355
1
55.5
28.8
6.7
9
XLF:27.6%;MUB:21.1%;HYG:24.3%;IEF:27.0%
US:67.9;EU:6.7;APAC:15.0;EM:5.8;Other:4.6
Value:+0.5;Growth:+0.3;Quality:+0.2;Size:-0.9;Momentum:-0.9;LowVol:-0.5
null
6
25
5.8
trailing 8%
192
21.7
Bull
11.3
3.89
2.7
79
109
100
29
false
Sell
Trim extended winner -1%
-12
7
BrokerC
MKT
89
null
null
Normal monitoring
-54
12
-18
5
false
Monitor dispersion and breadth
P2985
Active
Trust
USD
2025-08-07
1,798,069
209,740
1,588,329
1
68.2
19.9
4.2
7.7
AMZN:25.8%;XLF:25.8%;AAPL:22.6%;GLD:25.8%
US:66.3;EU:11.0;APAC:10.8;EM:11.2;Other:0.7
Value:+0.1;Growth:+0.1;Quality:-0.6;Size:+0.8;Momentum:-0.5;LowVol:-0.9
null
10
35
4.1
trailing 9%
186
16.3
Bull
15.8
4.6
2.4
106
90
95
45
false
Buy
Add to core equity +1%
-7
-6
BrokerC
LMT
91
null
null
Normal monitoring
14
-40
18
3
false
Tax-aware sells next window
P2986
Hands-off
IRA
USD
2025-12-02
577,017
32,759
544,258
1
63.1
16.2
11.2
9.5
MSFT:21.2%;XLF:17.5%;VTI:16.1%;AAPL:11.2%;IEF:21.2%;TLT:12.8%
US:60.3;EU:12.4;APAC:14.4;EM:11.8;Other:1.2
Value:+0.9;Growth:+0.2;Quality:-0.9;Size:+0.3;Momentum:+0.5;LowVol:+0.6
ESGOnly;NoDerivatives
6
25
5.5
hard 10%
96
13.2
Volatile
23.6
4.16
3.8
156
76
96
63
false
Buy
Add to core equity +1%
13
-13
BrokerC
VWAP
93
null
null
Normal monitoring
59
-3
199
5
false
Increase defensive factor exposure
P2987
Active
Roth
USD
2025-05-29
849,623
95,323
754,300
1
55.1
20.8
15.8
8.3
VNQ:13.1%;AAPL:20.5%;HYG:21.6%;IEF:21.6%;VOO:7.0%;MSFT:16.3%
US:65.8;EU:14.3;APAC:8.7;EM:10.5;Other:0.7
Value:-0.1;Growth:+0.1;Quality:+0.5;Size:-0.1;Momentum:-0.5;LowVol:+0.2
null
6
35
6
trailing 8%
121
25.3
Bear
24.2
4.24
1.9
184
-88
15
52
false
NoAction
Within bands; monitor
17
-26
BrokerA
LMT
86
null
null
Normal monitoring
-34
14
20
4
false
Tax-aware sells next window
P2988
Opportunistic
Taxable
USD
2025-07-31
996,343
87,260
909,083
1.06
72.1
16.8
2.2
8.8
MUB:33.3%;QQQ:33.3%;BRK.B:33.3%
US:62.7;EU:15.7;APAC:12.5;EM:7.9;Other:1.2
Value:-0.9;Growth:+0.2;Quality:+0.6;Size:+0.4;Momentum:+0.9;LowVol:+0.6
null
7
35
5.5
hard 12%
233
31.5
Volatile
28.7
4.8
2.3
147
52
74
75
true
Hedge
Buy index puts 1% notional
-3
-38
BrokerC
MKT
92
RegimeShift
Pause
Volatility spike and breadth deterioration
45
-42
155
2
false
Monitor dispersion and breadth
P2989
Hands-off
Trust
USD
2025-07-25
222,493
10,090
212,403
1
68
20.1
5.8
6.1
VOO:19.0%;QQQ:22.3%;TLT:22.3%;BND:16.9%;VNQ:9.3%;GLD:10.2%
US:67.3;EU:16.0;APAC:11.5;EM:4.8;Other:0.4
Value:+0.8;Growth:-0.9;Quality:-0.1;Size:+0.2;Momentum:-1.0;LowVol:-0.2
MaxPos7%
6
25
4.1
hard 10%
144
17.8
Bull
11.7
3.7
3
75
81
82
42
false
Sell
Trim extended winner -1%
-11
7
BrokerC
LMT
100
null
null
Normal monitoring
14
-4
-8
5
false
Tighten stops on momentum names
P2990
Hands-off
IRA
USD
2025-06-24
274,159
17,805
256,354
1
61.6
20.8
9.9
7.7
TLT:22.2%;HYG:28.0%;VOO:21.8%;VTI:28.0%
US:71.0;EU:10.1;APAC:6.0;EM:9.7;Other:3.2
Value:-0.6;Growth:+0.8;Quality:+0.4;Size:-0.4;Momentum:+0.6;LowVol:-0.6
ESGOnly;MaxPos8%
5
30
4.5
trailing 8%
163
14.7
Sideways
19.9
3.56
2.5
119
-21
31
59
true
Hedge
Buy index puts 1% notional
-7
-18
BrokerB
MKT
97
VAR>budget
Hedge
Risk above budget threshold
25
-40
63
5
false
Monitor dispersion and breadth
P2991
Cautious
401k
USD
2025-04-07
233,505
21,817
211,688
1
35.6
37.9
11.4
15.2
AAPL:33.3%;MSFT:33.3%;XLF:33.3%
US:59.2;EU:16.7;APAC:10.4;EM:8.0;Other:5.7
Value:+0.9;Growth:-0.2;Quality:-0.2;Size:+0.5;Momentum:-0.8;LowVol:-0.3
MaxPos6%;NoDerivatives;NoMargin
7
25
4.9
trailing 8%
124
14.1
Sideways
17.8
4.06
2.4
110
36
60
45
false
Buy
Add to core equity +1%
1
-27
BrokerC
LMT
100
null
null
Normal monitoring
56
-24
119
4
false
Tax-aware sells next window
P2992
Cautious
401k
USD
2025-09-25
169,304
26,241
143,063
1
47.1
34.1
4.1
14.7
IEF:33.3%;HYG:33.3%;QQQ:33.3%
US:57.4;EU:17.4;APAC:12.4;EM:8.6;Other:4.2
Value:-0.3;Growth:-0.0;Quality:-0.0;Size:+1.0;Momentum:-0.5;LowVol:-0.6
ESGOnly;NoDerivatives;NoMargin
6
35
5.3
hard 10%
154
17.9
Bull
14.4
4.78
2.4
83
82
96
41
false
Rebalance
Shift +1% to bonds from equity
-13
-15
BrokerA
MKT
93
null
null
Normal monitoring
68
20
43
3
false
Within IPS guidelines
P2993
Systematic
Roth
USD
2025-01-01
1,229,010
109,940
1,119,070
1
65.9
24.9
0
9.1
MUB:33.3%;BND:33.3%;VNQ:33.3%
US:70.5;EU:14.1;APAC:10.6;EM:3.8;Other:0.9
Value:-0.9;Growth:+0.1;Quality:-0.4;Size:-0.0;Momentum:+0.7;LowVol:+0.9
null
8
25
4.5
trailing 8%
161
18.5
Bull
14.2
4.69
2.3
108
76
84
41
false
Sell
Trim extended winner -1%
-5
-5
BrokerC
LMT
93
null
null
Normal monitoring
-26
12
96
3
false
Monitor dispersion and breadth
P2994
Hands-off
Taxable
USD
2025-11-16
512,390
34,305
478,085
1
59.3
24.2
11.1
5.3
MUB:33.2%;IEF:33.4%;AMZN:33.4%
US:64.8;EU:11.9;APAC:13.6;EM:6.7;Other:3.0
Value:+0.8;Growth:-0.4;Quality:+0.5;Size:-0.7;Momentum:-0.8;LowVol:-0.1
ESGOnly;MaxPos5%
10
30
4.8
hard 10%
146
15.1
Volatile
24.9
4.95
3.9
140
-59
34
64
false
Rebalance
Shift +1% to bonds from equity
34
-6
BrokerB
MKT
90
null
null
Normal monitoring
81
11
135
3
false
Increase defensive factor exposure
P2995
Systematic
401k
USD
2025-09-05
1,944,001
194,187
1,749,814
1
58.1
33.9
1.5
6.5
MSFT:21.6%;XLF:30.3%;VTI:30.3%;GLD:17.9%
US:68.6;EU:9.1;APAC:11.6;EM:9.3;Other:1.4
Value:-0.9;Growth:-0.4;Quality:-0.5;Size:+0.8;Momentum:-0.9;LowVol:+0.8
MaxPos8%
8
30
5.9
trailing 8%
176
22.3
Volatile
27.8
4.72
4.1
157
61
90
76
true
Rebalance
Rebalance back to target bands
10
-3
BrokerB
LMT
94
VAR>budget
Hedge
Risk above budget threshold
-31
5
9
5
false
Tighten stops on momentum names
P2996
Hands-off
Roth
USD
2024-10-19
474,976
47,446
427,530
1
70.4
24.3
0
5.3
VTI:11.2%;AMZN:15.9%;HYG:9.7%;VNQ:21.9%;IEF:21.5%;TSLA:19.9%
US:66.0;EU:12.0;APAC:9.1;EM:12.7;Other:0.3
Value:-0.2;Growth:+0.9;Quality:+0.9;Size:+0.2;Momentum:-0.9;LowVol:+0.4
null
8
30
5
trailing 8%
139
19.2
Volatile
24.8
5.08
4.3
156
50
69
77
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-3
BrokerC
LMT
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
-24
-52
69
5
false
Tighten stops on momentum names
P2997
Opportunistic
Taxable
USD
2025-05-02
875,558
51,055
824,503
1
68.3
15.1
8.5
8.1
AMZN:27.4%;TLT:36.3%;VOO:36.3%
US:64.5;EU:13.9;APAC:9.1;EM:9.3;Other:3.2
Value:+0.8;Growth:-0.0;Quality:+0.7;Size:-0.3;Momentum:0.0;LowVol:+0.9
MaxPos5%
7
30
5
hard 12%
218
32.4
Bull
14.4
4.84
2.5
94
54
88
42
true
Rebalance
Rebalance back to target bands
-14
14
BrokerC
MKT
100
VAR>budget
Reduce
Risk above budget threshold
-28
-14
51
2
false
Tighten stops on momentum names
P2998
Systematic
Taxable
USD
2025-05-14
614,142
35,756
578,386
1
57.7
28.2
7.5
6.6
AAPL:33.3%;IEF:33.3%;VNQ:33.3%
US:67.0;EU:12.7;APAC:8.6;EM:7.9;Other:3.8
Value:-0.2;Growth:-0.3;Quality:+0.7;Size:-0.7;Momentum:-0.7;LowVol:+0.9
NoDerivatives
5
30
4
trailing 8%
223
24.2
Volatile
32
5.4
4.5
112
75
81
82
true
Hedge
Buy index puts 1% notional
25
-21
BrokerC
MKT
87
RegimeShift
Pause
Volatility spike and breadth deterioration
-30
-18
-41
2
false
Tax-aware sells next window
P2999
Systematic
401k
USD
2025-03-06
441,904
38,705
403,199
1
66.6
25.8
2.6
5
MSFT:33.3%;GLD:33.3%;TSLA:33.3%
US:75.4;EU:5.4;APAC:7.0;EM:7.6;Other:4.6
Value:+0.4;Growth:-0.9;Quality:+0.1;Size:+0.4;Momentum:+0.6;LowVol:+0.9
MaxPos5%;NoDerivatives
7
25
4.2
hard 12%
205
16.5
Volatile
31.8
3.66
3.2
142
-5
42
92
true
Hedge
Buy index puts 1% notional
24
-4
BrokerC
MKT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-29
-21
-10
5
false
Within IPS guidelines
P3000
Active
Trust
USD
2025-11-12
2,297,329
265,043
2,032,286
1
61
30.6
1
7.4
MUB:22.4%;AAPL:13.5%;MSFT:22.4%;IEF:11.5%;VTI:19.9%;BND:10.4%
US:73.3;EU:7.6;APAC:10.6;EM:5.6;Other:2.8
Value:+0.2;Growth:-0.8;Quality:-1.0;Size:-0.9;Momentum:+0.2;LowVol:-0.3
null
8
35
5.4
trailing 8%
179
18.1
Volatile
26.5
4.67
2.9
144
-57
7
75
true
Hedge
Buy index puts 1% notional
31
-12
BrokerC
LMT
93
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-19
10
-17
5
false
Within IPS guidelines