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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P0301
|
Opportunistic
|
Trust
|
USD
|
2025-09-11
| 1,564,937
| 109,524
| 1,455,413
| 1
| 74.8
| 17.2
| 0
| 8
|
AMZN:27.3%;XLF:27.3%;MUB:18.1%;AAPL:27.3%
|
US:65.5;EU:15.2;APAC:8.0;EM:8.5;Other:2.8
|
Value:-0.1;Growth:-0.6;Quality:+0.4;Size:-0.3;Momentum:-0.8;LowVol:+0.6
| null | 8
| 25
| 5.2
|
trailing 7%
| 253
| 30.7
|
Bear
| 29.4
| 3.37
| 2.9
| 185
| -38
| 17
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| 20
| -18
|
BrokerD
|
LMT
| 94
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 28
| -29
| 151
| 5
| false
|
Increase defensive factor exposure
|
P0302
|
Active
|
401k
|
USD
|
2024-09-16
| 1,866,800
| 134,495
| 1,732,305
| 1.13
| 57.8
| 26.3
| 8.9
| 7.1
|
TLT:26.7%;BRK.B:26.7%;AMZN:20.0%;HYG:26.7%
|
US:65.1;EU:10.6;APAC:12.1;EM:9.0;Other:3.1
|
Value:+0.3;Growth:+0.4;Quality:-0.7;Size:-1.0;Momentum:-0.2;LowVol:-0.3
| null | 8
| 25
| 5.6
|
hard 12%
| 220
| 20.7
|
Volatile
| 24.9
| 4.84
| 3.9
| 147
| -60
| 21
| 59
| false
|
Buy
|
Add to core equity +1%
| -12
| -15
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 29
| -42
| 60
| 4
| false
|
Increase defensive factor exposure
|
P0303
|
Cautious
|
IRA
|
USD
|
2024-12-02
| 229,771
| 22,655
| 207,116
| 1
| 44.4
| 41.2
| 1.8
| 12.5
|
TSLA:22.2%;BRK.B:22.2%;BND:22.2%;GLD:14.7%;HYG:18.7%
|
US:76.7;EU:10.6;APAC:6.2;EM:6.3;Other:0.2
|
Value:-0.1;Growth:-0.1;Quality:+0.2;Size:+0.2;Momentum:+0.7;LowVol:-0.4
|
ESGOnly;MaxPos6%;NoMargin
| 5
| 25
| 3
|
trailing 8%
| 92
| 12.5
|
Volatile
| 30.6
| 5.07
| 2.9
| 118
| 13
| 46
| 64
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 14
| -24
|
BrokerA
|
MKT
| 100
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 56
| -18
| 191
| 5
| false
|
Monitor dispersion and breadth
|
P0304
|
Opportunistic
|
Roth
|
USD
|
2024-09-27
| 1,361,072
| 43,428
| 1,317,644
| 1
| 73.8
| 13.4
| 6.8
| 6.1
|
TLT:16.9%;VOO:10.8%;HYG:14.0%;VTI:19.2%;VNQ:21.3%;TSLA:17.8%
|
US:75.3;EU:9.9;APAC:6.3;EM:6.4;Other:2.1
|
Value:+0.6;Growth:+0.1;Quality:+0.5;Size:+1.0;Momentum:+0.9;LowVol:+0.1
|
MaxPos5%
| 5
| 25
| 6.6
|
trailing 7%
| 254
| 34.9
|
Volatile
| 23.6
| 5.38
| 3.7
| 133
| -30
| 23
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 20
| -40
|
BrokerA
|
MKT
| 88
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 45
| 10
| 7
| 4
| false
|
Within IPS guidelines
|
P0305
|
Cautious
|
401k
|
USD
|
2024-11-18
| 227,663
| 35,701
| 191,962
| 1
| 51.4
| 35.3
| 0
| 13.3
|
MSFT:23.5%;TSLA:19.2%;BRK.B:28.6%;IEF:28.6%
|
US:62.1;EU:10.9;APAC:16.8;EM:6.1;Other:4.0
|
Value:-0.4;Growth:+0.4;Quality:-0.0;Size:0.0;Momentum:-0.8;LowVol:+0.5
|
NoMargin
| 6
| 30
| 3.4
|
trailing 8%
| 101
| 16.4
|
Bull
| 13
| 3.6
| 3.1
| 102
| 89
| 88
| 26
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 21
| -33
|
BrokerA
|
MKT
| 96
| null | null |
Normal monitoring
| 54
| 1
| 35
| 3
| false
|
Tighten stops on momentum names
|
P0306
|
Cautious
|
IRA
|
USD
|
2025-05-19
| 803,021
| 113,338
| 689,683
| 1
| 42.7
| 31.9
| 12.7
| 12.6
|
GLD:21.5%;QQQ:14.0%;IEF:21.4%;MUB:21.5%;VNQ:21.5%
|
US:66.2;EU:15.4;APAC:5.7;EM:9.7;Other:2.9
|
Value:+0.5;Growth:-0.3;Quality:+0.4;Size:-0.0;Momentum:+0.5;LowVol:-0.9
|
ESGOnly;NoDerivatives;NoMargin
| 8
| 35
| 3.9
|
trailing 10%
| 129
| 17.3
|
Volatile
| 24.1
| 4.44
| 4.1
| 171
| -40
| 34
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 14
| 8
|
BrokerD
|
MKT
| 91
| null | null |
Normal monitoring
| 111
| -47
| 108
| 4
| false
|
Tax-aware sells next window
|
P0307
|
Cautious
|
Roth
|
USD
|
2025-12-17
| 329,586
| 32,275
| 297,311
| 1
| 36.8
| 41.7
| 7.3
| 14.2
|
GLD:19.3%;BND:22.2%;AAPL:22.2%;VTI:14.2%;AMZN:22.2%
|
US:66.2;EU:11.6;APAC:8.0;EM:9.5;Other:4.7
|
Value:+0.2;Growth:-1.0;Quality:+0.9;Size:+0.1;Momentum:-0.5;LowVol:+1.0
|
ESGOnly;NoDerivatives;NoMargin
| 7
| 25
| 4.3
|
trailing 8%
| 161
| 15.2
|
Volatile
| 27.4
| 5.18
| 2.9
| 137
| -10
| 44
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -11
| 2
|
BrokerB
|
MKT
| 100
| null | null |
Normal monitoring
| -33
| -46
| -72
| 4
| false
|
Tighten stops on momentum names
|
P0308
|
Active
|
Taxable
|
USD
|
2025-01-31
| 1,781,020
| 197,918
| 1,583,102
| 1
| 55.1
| 19.3
| 16.7
| 8.8
|
AMZN:33.3%;AAPL:33.3%;XLF:33.3%
|
US:65.6;EU:8.0;APAC:11.3;EM:12.0;Other:3.1
|
Value:+0.9;Growth:-0.5;Quality:-1.0;Size:-0.7;Momentum:-1.0;LowVol:+1.0
| null | 8
| 30
| 4.1
|
trailing 9%
| 212
| 26.3
|
Sideways
| 20
| 3.65
| 2.3
| 108
| 18
| 56
| 44
| true
|
Hedge
|
Buy index puts 1% notional
| -5
| 9
|
BrokerD
|
LMT
| 90
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -36
| -2
| -33
| 2
| false
|
Monitor dispersion and breadth
|
P0309
|
Systematic
|
Roth
|
USD
|
2025-11-30
| 748,722
| 39,610
| 709,112
| 1
| 59.6
| 29.6
| 1.7
| 9.1
|
AMZN:22.0%;BRK.B:14.2%;VTI:22.0%;AAPL:19.9%;VOO:22.0%
|
US:69.7;EU:11.4;APAC:6.9;EM:10.0;Other:2.0
|
Value:+0.2;Growth:+0.1;Quality:+0.2;Size:-0.6;Momentum:-0.1;LowVol:-0.4
| null | 5
| 25
| 4.8
|
trailing 8%
| 184
| 22.9
|
Bull
| 17.5
| 4.64
| 2.3
| 80
| 53
| 88
| 58
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| 6
|
BrokerC
|
VWAP
| 88
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 85
| -8
| 171
| 2
| false
|
Tax-aware sells next window
|
P0310
|
Opportunistic
|
401k
|
USD
|
2025-10-20
| 404,773
| 17,026
| 387,747
| 1
| 68.8
| 19.4
| 7.5
| 4.3
|
TSLA:22.0%;BND:20.1%;HYG:20.8%;MUB:13.2%;VNQ:13.5%;MSFT:10.5%
|
US:73.1;EU:12.8;APAC:5.9;EM:6.3;Other:1.8
|
Value:-0.3;Growth:-0.5;Quality:+0.7;Size:-0.4;Momentum:+0.3;LowVol:-0.0
|
MaxPos7%;NoDerivatives
| 10
| 25
| 6
|
trailing 9%
| 195
| 29.4
|
Sideways
| 15.8
| 4.31
| 2.4
| 115
| -15
| 43
| 54
| false
|
NoAction
|
Within bands; monitor
| 29
| -12
|
BrokerD
|
VWAP
| 85
| null | null |
Normal monitoring
| -34
| 1
| -51
| 5
| false
|
Monitor dispersion and breadth
|
P0311
|
Hands-off
|
401k
|
USD
|
2025-09-18
| 358,141
| 31,456
| 326,685
| 1
| 69.1
| 15.8
| 9.6
| 5.5
|
XLF:24.0%;IEF:24.0%;TSLA:14.2%;VTI:13.8%;AAPL:24.0%
|
US:72.4;EU:7.3;APAC:10.1;EM:8.0;Other:2.1
|
Value:-0.3;Growth:-0.1;Quality:-0.2;Size:-0.5;Momentum:+0.9;LowVol:-0.2
|
ESGOnly
| 6
| 30
| 3.1
|
hard 10%
| 164
| 18.6
|
Bear
| 23.8
| 3.42
| 2
| 157
| -12
| 40
| 69
| false
|
Sell
|
Trim extended winner -1%
| -3
| -17
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| 116
| -4
| 237
| 3
| false
|
Tighten stops on momentum names
|
P0312
|
Hands-off
|
Roth
|
USD
|
2024-08-15
| 752,067
| 73,947
| 678,120
| 1
| 64.2
| 21.2
| 7.6
| 7
|
AAPL:24.1%;TSLA:24.1%;QQQ:12.0%;VTI:24.1%;VOO:15.9%
|
US:78.0;EU:5.3;APAC:5.6;EM:8.4;Other:2.7
|
Value:+0.2;Growth:-0.5;Quality:+0.7;Size:-0.4;Momentum:+0.2;LowVol:+0.9
|
MaxPos5%;NoDerivatives
| 10
| 35
| 5.6
|
hard 10%
| 130
| 12.8
|
Volatile
| 24.9
| 4.08
| 2.1
| 158
| 55
| 79
| 78
| true
|
Rebalance
|
Rebalance back to target bands
| 34
| -13
|
BrokerC
|
VWAP
| 94
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 104
| -54
| 214
| 3
| false
|
Within IPS guidelines
|
P0313
|
Cautious
|
Trust
|
USD
|
2025-07-11
| 757,689
| 117,748
| 639,941
| 1
| 45.6
| 35.1
| 8.7
| 10.7
|
VTI:20.3%;MSFT:26.6%;XLF:26.6%;TSLA:26.6%
|
US:70.7;EU:10.1;APAC:10.8;EM:6.8;Other:1.6
|
Value:+0.1;Growth:-0.5;Quality:-0.8;Size:+0.8;Momentum:-0.1;LowVol:-0.1
|
ESGOnly;NoMargin
| 8
| 30
| 5.7
|
trailing 8%
| 160
| 12.1
|
Bull
| 14
| 3.74
| 2.4
| 77
| 116
| 100
| 26
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 13
| -22
|
BrokerC
|
LMT
| 86
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 22
| -28
| 75
| 2
| false
|
Within IPS guidelines
|
P0314
|
Hands-off
|
Taxable
|
USD
|
2025-07-06
| 223,718
| 13,178
| 210,540
| 1
| 68.8
| 24.6
| 0
| 6.6
|
VTI:10.0%;GLD:14.2%;BRK.B:25.3%;BND:25.3%;XLF:25.3%
|
US:66.1;EU:14.2;APAC:7.4;EM:9.8;Other:2.4
|
Value:+0.6;Growth:-0.8;Quality:+0.4;Size:-0.2;Momentum:-0.9;LowVol:-0.8
| null | 7
| 25
| 4.8
|
trailing 10%
| 112
| 17.6
|
Volatile
| 30.1
| 4.54
| 4.3
| 112
| 38
| 61
| 88
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 17
| -33
|
BrokerD
|
VWAP
| 95
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 108
| -18
| 115
| 5
| true
|
Monitor dispersion and breadth
|
P0315
|
Hands-off
|
Taxable
|
USD
|
2024-11-07
| 257,579
| 21,130
| 236,449
| 1
| 55.7
| 26.2
| 12
| 6.2
|
VNQ:19.5%;XLF:26.8%;BND:26.8%;TLT:26.8%
|
US:59.7;EU:11.2;APAC:14.1;EM:10.3;Other:4.8
|
Value:-0.1;Growth:+0.3;Quality:-0.8;Size:-0.9;Momentum:+0.1;LowVol:-0.5
| null | 6
| 35
| 4.7
|
trailing 8%
| 96
| 15.4
|
Bull
| 14.3
| 4.14
| 2.6
| 115
| 75
| 80
| 44
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| 7
|
BrokerB
|
MKT
| 99
| null | null |
Normal monitoring
| 120
| -36
| 110
| 5
| false
|
Within IPS guidelines
|
P0316
|
Systematic
|
Trust
|
USD
|
2024-09-03
| 1,775,844
| 135,393
| 1,640,451
| 1
| 63
| 28.4
| 0
| 8.6
|
TSLA:12.4%;HYG:23.0%;BRK.B:23.0%;BND:18.6%;GLD:23.0%
|
US:70.1;EU:7.6;APAC:7.1;EM:12.1;Other:3.0
|
Value:-0.1;Growth:-0.5;Quality:-0.1;Size:+0.7;Momentum:+0.5;LowVol:+0.4
|
MaxPos7%
| 7
| 30
| 5
|
hard 12%
| 125
| 20.8
|
Bull
| 13.8
| 4.85
| 2.1
| 101
| 49
| 61
| 39
| false
|
Buy
|
Add to core equity +1%
| 17
| -29
|
BrokerD
|
LMT
| 87
| null | null |
Normal monitoring
| 44
| -22
| 44
| 5
| false
|
Tighten stops on momentum names
|
P0317
|
Hands-off
|
Roth
|
USD
|
2025-04-18
| 658,204
| 52,928
| 605,276
| 1
| 72.4
| 16.2
| 5.4
| 6
|
BRK.B:22.8%;HYG:22.8%;AMZN:22.8%;VNQ:13.8%;GLD:17.7%
|
US:72.0;EU:9.4;APAC:12.7;EM:5.3;Other:0.6
|
Value:0.0;Growth:+0.3;Quality:-0.5;Size:-0.9;Momentum:+0.1;LowVol:-0.2
|
NoDerivatives
| 7
| 30
| 4.3
|
trailing 8%
| 123
| 16.4
|
Sideways
| 21.9
| 4.56
| 3.3
| 115
| 20
| 46
| 61
| false
|
Buy
|
Add to core equity +1%
| 14
| -37
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| -10
| -51
| 47
| 5
| false
|
Monitor dispersion and breadth
|
P0318
|
Active
|
401k
|
USD
|
2025-12-12
| 1,153,980
| 85,729
| 1,068,251
| 1.14
| 58.5
| 19.8
| 14.3
| 7.5
|
BND:20.1%;QQQ:20.6%;HYG:29.7%;MUB:29.7%
|
US:66.9;EU:8.9;APAC:12.6;EM:9.4;Other:2.3
|
Value:+0.3;Growth:+0.4;Quality:-0.5;Size:-0.7;Momentum:-0.0;LowVol:+0.6
| null | 8
| 35
| 4.4
|
hard 12%
| 203
| 18
|
Sideways
| 18.9
| 4.33
| 2.3
| 111
| -24
| 43
| 42
| false
|
Buy
|
Add to core equity +1%
| 2
| -37
|
BrokerD
|
MKT
| 93
| null | null |
Normal monitoring
| 18
| -55
| 60
| 4
| false
|
Monitor dispersion and breadth
|
P0319
|
Systematic
|
Taxable
|
USD
|
2024-08-29
| 1,236,197
| 82,079
| 1,154,118
| 1
| 55.6
| 24
| 12.3
| 8.1
|
AAPL:21.6%;BND:18.1%;TLT:21.6%;VOO:17.2%;IEF:21.6%
|
US:65.5;EU:13.3;APAC:13.2;EM:7.8;Other:0.3
|
Value:-0.9;Growth:-1.0;Quality:0.0;Size:+0.4;Momentum:-0.6;LowVol:-0.5
|
MaxPos7%
| 5
| 25
| 4.9
|
trailing 9%
| 211
| 26.9
|
Bull
| 12
| 4.64
| 2.7
| 116
| 41
| 61
| 41
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -13
|
BrokerA
|
MKT
| 97
| null | null |
Normal monitoring
| 108
| -22
| 211
| 5
| false
|
Increase defensive factor exposure
|
P0320
|
Hands-off
|
401k
|
USD
|
2025-10-25
| 860,820
| 36,044
| 824,776
| 1
| 55.1
| 29.7
| 7
| 8.2
|
IEF:33.3%;AMZN:33.3%;VTI:33.3%
|
US:71.0;EU:6.6;APAC:9.5;EM:9.4;Other:3.5
|
Value:-0.2;Growth:-0.1;Quality:+0.3;Size:-0.2;Momentum:+0.1;LowVol:+0.6
|
ESGOnly;MaxPos7%
| 7
| 30
| 4.6
|
hard 10%
| 153
| 12.1
|
Bear
| 31.1
| 4.46
| 2.6
| 166
| -3
| 38
| 67
| false
|
Sell
|
Trim extended winner -1%
| -6
| -34
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| 10
| -16
| 64
| 3
| false
|
Within IPS guidelines
|
P0321
|
Hands-off
|
401k
|
USD
|
2025-10-19
| 319,187
| 28,204
| 290,983
| 1
| 65
| 20.6
| 5.5
| 8.9
|
VTI:15.3%;AMZN:18.9%;QQQ:11.2%;VOO:16.5%;VNQ:17.7%;MUB:20.4%
|
US:69.1;EU:13.5;APAC:5.2;EM:7.9;Other:4.4
|
Value:-0.3;Growth:+0.1;Quality:+0.2;Size:-0.9;Momentum:+0.2;LowVol:+0.4
|
ESGOnly
| 6
| 25
| 4.1
|
trailing 8%
| 114
| 18.1
|
Volatile
| 25.8
| 4.01
| 2.6
| 171
| 27
| 69
| 69
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 16
| 9
|
BrokerD
|
LMT
| 90
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -38
| -55
| -71
| 2
| false
|
Within IPS guidelines
|
P0322
|
Cautious
|
IRA
|
USD
|
2025-10-09
| 597,538
| 64,348
| 533,190
| 1
| 39.2
| 33
| 11
| 16.8
|
AMZN:33.9%;BRK.B:32.2%;TLT:33.9%
|
US:67.8;EU:17.0;APAC:7.4;EM:4.5;Other:3.2
|
Value:-0.2;Growth:+0.3;Quality:+0.5;Size:-0.8;Momentum:-0.1;LowVol:-0.7
|
ESGOnly;NoMargin
| 8
| 25
| 5.4
|
trailing 8%
| 167
| 16.3
|
Bear
| 32.7
| 3.13
| 1
| 170
| -67
| 5
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -11
| -34
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| -2
| -31
| 107
| 3
| false
|
Tax-aware sells next window
|
P0323
|
Opportunistic
|
IRA
|
USD
|
2025-02-06
| 1,163,168
| 49,012
| 1,114,156
| 1
| 73.9
| 13.9
| 8
| 4.2
|
BND:10.4%;VNQ:15.6%;AAPL:11.0%;VTI:22.2%;VOO:18.6%;QQQ:22.3%
|
US:66.4;EU:7.7;APAC:13.2;EM:10.4;Other:2.2
|
Value:-0.0;Growth:+0.1;Quality:+0.9;Size:+0.4;Momentum:-0.2;LowVol:+0.3
| null | 8
| 35
| 6
|
hard 12%
| 194
| 31.7
|
Sideways
| 15.7
| 4.74
| 2.4
| 112
| 42
| 85
| 60
| false
|
NoAction
|
Within bands; monitor
| 6
| -17
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| -37
| 18
| 44
| 4
| false
|
Monitor dispersion and breadth
|
P0324
|
Cautious
|
Trust
|
USD
|
2024-10-20
| 491,743
| 48,451
| 443,292
| 1
| 40.6
| 40.6
| 7.9
| 11
|
BRK.B:28.4%;MSFT:28.4%;TSLA:16.7%;BND:26.5%
|
US:75.8;EU:6.0;APAC:10.2;EM:5.5;Other:2.4
|
Value:-0.0;Growth:+0.8;Quality:-0.1;Size:-0.4;Momentum:0.0;LowVol:+0.4
|
ESGOnly;MaxPos8%;NoMargin
| 5
| 25
| 3.9
|
trailing 8%
| 164
| 18.8
|
Volatile
| 32
| 5.03
| 3.6
| 149
| 69
| 99
| 62
| false
|
NoAction
|
Within bands; monitor
| -3
| -28
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 39
| 6
| 107
| 5
| false
|
Monitor dispersion and breadth
|
P0325
|
Active
|
Roth
|
USD
|
2025-02-12
| 1,140,442
| 117,080
| 1,023,362
| 1.06
| 69.7
| 24.6
| 0
| 5.7
|
BND:33.3%;VTI:33.3%;BRK.B:33.3%
|
US:62.2;EU:14.9;APAC:10.9;EM:7.9;Other:4.0
|
Value:+0.3;Growth:+0.2;Quality:+0.7;Size:-0.4;Momentum:-0.2;LowVol:+0.6
|
NoDerivatives
| 8
| 25
| 4.6
|
trailing 9%
| 205
| 17.3
|
Volatile
| 29.8
| 3.88
| 4.1
| 122
| 44
| 70
| 84
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -15
| -5
|
BrokerD
|
MKT
| 95
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 57
| -3
| 160
| 3
| false
|
Within IPS guidelines
|
P0326
|
Systematic
|
Taxable
|
USD
|
2024-09-09
| 1,189,218
| 115,860
| 1,073,358
| 1
| 56
| 22.9
| 12.6
| 8.6
|
IEF:13.7%;MSFT:18.9%;GLD:19.2%;VTI:19.9%;TSLA:14.6%;VOO:13.8%
|
US:59.0;EU:17.4;APAC:12.0;EM:9.9;Other:1.7
|
Value:+0.6;Growth:+0.9;Quality:-1.0;Size:-0.5;Momentum:-0.4;LowVol:-0.8
|
NoDerivatives
| 8
| 25
| 4.4
|
hard 12%
| 190
| 16.1
|
Bull
| 16.8
| 3.72
| 2
| 93
| 50
| 90
| 55
| false
|
Sell
|
Trim extended winner -1%
| 2
| -34
|
BrokerB
|
MKT
| 91
| null | null |
Normal monitoring
| 99
| -17
| 82
| 3
| false
|
Tax-aware sells next window
|
P0327
|
Active
|
Roth
|
USD
|
2025-08-02
| 1,572,397
| 161,460
| 1,410,937
| 1
| 58.8
| 22.4
| 8.8
| 10
|
TSLA:33.3%;GLD:33.3%;HYG:33.3%
|
US:65.3;EU:7.8;APAC:12.1;EM:10.3;Other:4.5
|
Value:-0.1;Growth:-0.2;Quality:+0.9;Size:-0.2;Momentum:-0.1;LowVol:0.0
|
NoDerivatives
| 5
| 30
| 4
|
trailing 9%
| 223
| 26.9
|
Sideways
| 18
| 4.23
| 2.3
| 124
| -4
| 55
| 44
| false
|
Buy
|
Add to core equity +1%
| 28
| -11
|
BrokerC
|
MKT
| 87
| null | null |
Normal monitoring
| 12
| -11
| 26
| 3
| false
|
Within IPS guidelines
|
P0328
|
Active
|
Taxable
|
USD
|
2024-11-13
| 905,517
| 69,628
| 835,889
| 1
| 50.6
| 20.6
| 20.5
| 8.2
|
IEF:8.3%;QQQ:8.9%;VNQ:22.6%;XLF:22.6%;AAPL:15.2%;TSLA:22.6%
|
US:74.0;EU:5.7;APAC:15.0;EM:3.1;Other:2.3
|
Value:-0.6;Growth:+0.5;Quality:-0.6;Size:+0.5;Momentum:-0.1;LowVol:+0.1
|
MaxPos8%
| 8
| 30
| 5.7
|
trailing 8%
| 183
| 16.4
|
Volatile
| 30.8
| 4.08
| 4
| 159
| 14
| 55
| 64
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -7
| -28
|
BrokerD
|
MKT
| 97
| null | null |
Normal monitoring
| 96
| -45
| 181
| 4
| false
|
Increase defensive factor exposure
|
P0329
|
Cautious
|
Roth
|
USD
|
2025-02-28
| 693,954
| 67,746
| 626,208
| 1
| 47.9
| 36.3
| 0
| 15.8
|
IEF:24.4%;GLD:14.0%;HYG:12.7%;XLF:24.4%;VTI:24.4%
|
US:67.6;EU:10.2;APAC:13.2;EM:5.3;Other:3.7
|
Value:-0.1;Growth:-0.8;Quality:-0.9;Size:-0.0;Momentum:-0.8;LowVol:-0.9
|
NoDerivatives;NoMargin
| 7
| 35
| 5.3
|
trailing 8%
| 106
| 13.5
|
Volatile
| 20.1
| 4.61
| 4.2
| 142
| -20
| 53
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -5
| -5
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| 69
| 2
| 98
| 5
| false
|
Within IPS guidelines
|
P0330
|
Active
|
Trust
|
USD
|
2024-10-05
| 643,914
| 47,424
| 596,490
| 1.1
| 54.7
| 24
| 13.4
| 7.9
|
GLD:21.4%;TSLA:26.2%;VOO:26.2%;MSFT:26.2%
|
US:67.4;EU:8.4;APAC:14.0;EM:8.5;Other:1.7
|
Value:+0.2;Growth:+0.1;Quality:+0.7;Size:+0.2;Momentum:-0.2;LowVol:-0.8
|
MaxPos6%;NoDerivatives
| 8
| 30
| 5.3
|
hard 12%
| 147
| 16.3
|
Volatile
| 21.2
| 4.33
| 3.7
| 155
| -49
| 20
| 52
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| -4
|
BrokerD
|
LMT
| 93
| null | null |
Normal monitoring
| 78
| 3
| 156
| 3
| false
|
Tighten stops on momentum names
|
P0331
|
Systematic
|
Taxable
|
USD
|
2024-08-05
| 850,515
| 69,913
| 780,602
| 1
| 59.2
| 21.4
| 9.8
| 9.6
|
BND:22.1%;VOO:12.2%;XLF:14.1%;TSLA:22.1%;IEF:22.1%;MSFT:7.6%
|
US:73.4;EU:11.1;APAC:9.8;EM:4.2;Other:1.6
|
Value:+1.0;Growth:+0.8;Quality:-0.6;Size:-0.5;Momentum:-0.0;LowVol:+0.6
|
NoDerivatives
| 7
| 35
| 4.4
|
hard 12%
| 230
| 20.7
|
Volatile
| 21.8
| 4.12
| 3.2
| 123
| 35
| 74
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -4
|
BrokerD
|
VWAP
| 100
| null | null |
Normal monitoring
| 97
| -21
| 169
| 4
| false
|
Tax-aware sells next window
|
P0332
|
Hands-off
|
Roth
|
USD
|
2024-09-05
| 258,054
| 14,109
| 243,945
| 1
| 66.4
| 27.8
| 0
| 5.8
|
QQQ:34.7%;AAPL:34.7%;VTI:30.7%
|
US:63.8;EU:16.6;APAC:9.3;EM:5.1;Other:5.3
|
Value:-0.7;Growth:-0.5;Quality:+0.3;Size:+0.6;Momentum:-0.4;LowVol:+0.4
|
ESGOnly
| 6
| 25
| 5.1
|
hard 10%
| 91
| 16.4
|
Bull
| 11.2
| 4.26
| 2.8
| 117
| 10
| 50
| 40
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| 14
|
BrokerD
|
LMT
| 93
| null | null |
Normal monitoring
| -4
| -49
| 95
| 5
| false
|
Monitor dispersion and breadth
|
P0333
|
Systematic
|
Roth
|
USD
|
2025-05-28
| 547,396
| 40,121
| 507,275
| 1
| 63.3
| 27.7
| 0
| 9
|
VNQ:22.2%;VTI:7.4%;BRK.B:11.9%;IEF:22.2%;MSFT:14.2%;AAPL:22.2%
|
US:64.0;EU:15.5;APAC:12.6;EM:5.0;Other:3.0
|
Value:+1.0;Growth:+0.2;Quality:-1.0;Size:+0.5;Momentum:+0.4;LowVol:-0.4
|
NoDerivatives
| 6
| 30
| 5.9
|
trailing 9%
| 230
| 16.8
|
Bull
| 11.2
| 4.46
| 2.1
| 95
| 91
| 80
| 40
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 24
| -4
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| 106
| -9
| 123
| 5
| false
|
Tighten stops on momentum names
|
P0334
|
Systematic
|
Roth
|
USD
|
2025-11-11
| 1,322,697
| 121,028
| 1,201,669
| 1
| 64
| 26.8
| 0
| 9.2
|
HYG:33.3%;AMZN:33.3%;VNQ:33.3%
|
US:61.6;EU:20.4;APAC:7.3;EM:5.0;Other:5.7
|
Value:-0.5;Growth:-0.8;Quality:-0.8;Size:+0.8;Momentum:+0.7;LowVol:-0.9
|
NoDerivatives
| 6
| 30
| 5.2
|
hard 12%
| 178
| 24.9
|
Volatile
| 30.7
| 3.63
| 2.6
| 138
| 20
| 61
| 84
| true
|
Hedge
|
Buy index puts 1% notional
| 26
| -38
|
BrokerD
|
MKT
| 89
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 30
| -25
| 93
| 3
| true
|
Tighten stops on momentum names
|
P0335
|
Cautious
|
Roth
|
USD
|
2024-10-21
| 277,992
| 24,016
| 253,976
| 1
| 50.3
| 39.4
| 0
| 10.4
|
AMZN:20.5%;VOO:20.0%;BRK.B:20.5%;AAPL:9.4%;QQQ:18.7%;VTI:10.9%
|
US:61.0;EU:12.7;APAC:13.0;EM:10.0;Other:3.3
|
Value:+1.0;Growth:+0.3;Quality:-0.7;Size:-0.6;Momentum:-0.4;LowVol:+0.6
|
MaxPos6%;NoMargin
| 10
| 25
| 5
|
trailing 8%
| 124
| 18
|
Volatile
| 21.5
| 4.39
| 3.2
| 171
| 49
| 63
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -6
| 7
|
BrokerA
|
MKT
| 96
| null | null |
Normal monitoring
| 28
| -8
| 96
| 3
| false
|
Increase defensive factor exposure
|
P0336
|
Hands-off
|
401k
|
USD
|
2024-10-23
| 529,943
| 24,001
| 505,942
| 1
| 59.3
| 22.8
| 8.2
| 9.6
|
AAPL:25.8%;VTI:25.8%;MSFT:25.8%;QQQ:22.5%
|
US:61.1;EU:9.0;APAC:14.9;EM:11.9;Other:3.1
|
Value:-1.0;Growth:-0.4;Quality:-1.0;Size:-0.6;Momentum:+1.0;LowVol:-0.8
|
MaxPos8%
| 10
| 35
| 4.4
|
trailing 8%
| 101
| 13.3
|
Volatile
| 24.1
| 3.9
| 2.1
| 140
| 46
| 69
| 67
| false
|
Sell
|
Trim extended winner -1%
| 26
| -25
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| 74
| 2
| 115
| 3
| false
|
Tax-aware sells next window
|
P0337
|
Opportunistic
|
Taxable
|
USD
|
2024-09-02
| 676,628
| 60,860
| 615,768
| 1
| 68.6
| 20.6
| 4.4
| 6.5
|
QQQ:16.8%;GLD:26.8%;VOO:28.2%;IEF:28.2%
|
US:74.3;EU:6.2;APAC:8.8;EM:10.0;Other:0.8
|
Value:-0.4;Growth:+1.0;Quality:-0.2;Size:+0.9;Momentum:-0.7;LowVol:-0.5
| null | 7
| 35
| 4.6
|
trailing 9%
| 225
| 30
|
Bull
| 12.2
| 4.81
| 3.1
| 79
| 86
| 88
| 42
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 21
| -27
|
BrokerC
|
VWAP
| 91
| null | null |
Normal monitoring
| -38
| 17
| 64
| 4
| false
|
Within IPS guidelines
|
P0338
|
Active
|
Trust
|
USD
|
2024-07-21
| 1,771,892
| 175,729
| 1,596,163
| 1
| 63.2
| 24.7
| 5.7
| 6.5
|
VTI:21.5%;VNQ:11.1%;TSLA:16.3%;VOO:14.8%;XLF:14.8%;QQQ:21.5%
|
US:64.3;EU:15.0;APAC:10.7;EM:8.3;Other:1.6
|
Value:+0.4;Growth:+0.3;Quality:-0.2;Size:-0.8;Momentum:-0.3;LowVol:-0.8
|
MaxPos6%
| 7
| 25
| 4.3
|
trailing 9%
| 168
| 23.1
|
Bull
| 11.7
| 4.18
| 2
| 76
| 99
| 95
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -32
|
BrokerD
|
LMT
| 91
| null | null |
Normal monitoring
| 30
| -6
| 145
| 3
| false
|
Within IPS guidelines
|
P0339
|
Active
|
Trust
|
USD
|
2025-09-30
| 1,596,551
| 131,025
| 1,465,526
| 1
| 55.4
| 23.4
| 11.7
| 9.6
|
VNQ:36.4%;AAPL:27.1%;MSFT:36.4%
|
US:60.1;EU:15.3;APAC:10.9;EM:11.3;Other:2.4
|
Value:+1.0;Growth:-0.3;Quality:-0.7;Size:+0.8;Momentum:+0.5;LowVol:+0.7
| null | 10
| 25
| 4.7
|
hard 12%
| 175
| 20.9
|
Bull
| 16.2
| 3.97
| 3.3
| 117
| 38
| 54
| 36
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| -31
|
BrokerB
|
LMT
| 88
| null | null |
Normal monitoring
| 54
| -32
| 15
| 3
| false
|
Monitor dispersion and breadth
|
P0340
|
Opportunistic
|
401k
|
USD
|
2025-06-18
| 529,079
| 35,810
| 493,269
| 1
| 65.3
| 15.6
| 10.4
| 8.6
|
MSFT:33.3%;VNQ:33.3%;BND:33.3%
|
US:65.5;EU:14.0;APAC:13.4;EM:3.1;Other:4.0
|
Value:-0.5;Growth:-0.3;Quality:+0.9;Size:-1.0;Momentum:0.0;LowVol:0.0
|
MaxPos7%
| 7
| 30
| 4.8
|
trailing 9%
| 218
| 34.2
|
Bull
| 15.8
| 4.83
| 2.8
| 70
| 49
| 78
| 43
| false
|
Sell
|
Trim extended winner -1%
| 24
| -40
|
BrokerA
|
LMT
| 92
| null | null |
Normal monitoring
| 28
| -28
| 131
| 4
| false
|
Tighten stops on momentum names
|
P0341
|
Hands-off
|
401k
|
USD
|
2024-08-15
| 541,949
| 50,514
| 491,435
| 1
| 66.6
| 20.6
| 6.7
| 6.1
|
VOO:10.3%;MUB:7.4%;BRK.B:20.6%;AAPL:20.5%;TSLA:20.6%;IEF:20.6%
|
US:56.8;EU:18.1;APAC:14.7;EM:6.8;Other:3.6
|
Value:+0.7;Growth:+0.2;Quality:+0.6;Size:-0.4;Momentum:0.0;LowVol:-0.5
|
ESGOnly;MaxPos8%
| 6
| 35
| 6
|
trailing 10%
| 149
| 15.1
|
Sideways
| 19.3
| 3.79
| 2.2
| 133
| 40
| 84
| 65
| false
|
Sell
|
Trim extended winner -1%
| -6
| 2
|
BrokerA
|
VWAP
| 88
| null | null |
Normal monitoring
| 31
| -58
| 37
| 4
| false
|
Within IPS guidelines
|
P0342
|
Opportunistic
|
401k
|
USD
|
2025-06-02
| 542,670
| 36,691
| 505,979
| 1
| 65.2
| 16.9
| 11.4
| 6.5
|
TLT:33.3%;GLD:33.3%;IEF:33.3%
|
US:65.6;EU:16.6;APAC:8.6;EM:7.7;Other:1.3
|
Value:+1.0;Growth:+0.3;Quality:+0.4;Size:+0.1;Momentum:+0.3;LowVol:+0.5
|
NoDerivatives
| 10
| 25
| 4.4
|
trailing 9%
| 276
| 33.3
|
Volatile
| 21.7
| 4.33
| 3.8
| 147
| 58
| 80
| 52
| false
|
Sell
|
Trim extended winner -1%
| 12
| -31
|
BrokerA
|
VWAP
| 89
| null | null |
Normal monitoring
| -21
| -44
| 68
| 4
| false
|
Tighten stops on momentum names
|
P0343
|
Opportunistic
|
Roth
|
USD
|
2025-04-25
| 1,267,626
| 52,636
| 1,214,990
| 1
| 72.4
| 19.6
| 0
| 8.1
|
VNQ:23.4%;IEF:13.2%;TLT:18.2%;HYG:23.4%;AMZN:21.8%
|
US:67.8;EU:16.8;APAC:5.7;EM:9.3;Other:0.5
|
Value:-0.0;Growth:-0.3;Quality:-0.1;Size:+0.5;Momentum:-0.2;LowVol:-0.8
| null | 5
| 35
| 5.5
|
trailing 7%
| 165
| 32.2
|
Bear
| 30.2
| 4.39
| 1.2
| 196
| 3
| 37
| 88
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 6
| -33
|
BrokerC
|
MKT
| 89
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -5
| -1
| -11
| 4
| false
|
Increase defensive factor exposure
|
P0344
|
Systematic
|
Trust
|
USD
|
2025-10-11
| 831,371
| 79,884
| 751,487
| 1
| 65.2
| 27.1
| 2.7
| 5.1
|
MSFT:12.9%;TLT:15.5%;HYG:21.0%;VNQ:18.9%;AMZN:11.1%;VTI:20.6%
|
US:68.7;EU:16.3;APAC:8.9;EM:5.0;Other:1.1
|
Value:-0.8;Growth:+0.8;Quality:+0.2;Size:-0.5;Momentum:-0.4;LowVol:-0.1
| null | 10
| 35
| 5
|
hard 12%
| 217
| 27.3
|
Volatile
| 24.9
| 4.29
| 2.8
| 149
| 19
| 63
| 76
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -11
| -31
|
BrokerA
|
LMT
| 88
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -53
| 9
| -85
| 3
| false
|
Monitor dispersion and breadth
|
P0345
|
Active
|
IRA
|
USD
|
2024-10-29
| 539,047
| 53,563
| 485,484
| 1
| 50
| 20
| 20.2
| 9.8
|
XLF:7.3%;QQQ:16.8%;VOO:21.7%;TLT:21.7%;VTI:21.7%;VNQ:10.9%
|
US:69.3;EU:9.8;APAC:13.7;EM:3.5;Other:3.8
|
Value:+0.3;Growth:+0.5;Quality:-0.2;Size:-0.3;Momentum:-0.4;LowVol:+0.9
|
MaxPos5%
| 7
| 35
| 5.3
|
hard 12%
| 228
| 18.5
|
Bear
| 26.8
| 3.78
| 2.5
| 208
| -33
| 30
| 69
| false
|
Sell
|
Trim extended winner -1%
| -6
| -29
|
BrokerB
|
MKT
| 99
| null | null |
Normal monitoring
| 96
| -38
| 118
| 4
| false
|
Tax-aware sells next window
|
P0346
|
Cautious
|
401k
|
USD
|
2025-08-24
| 883,634
| 131,444
| 752,190
| 1
| 49.6
| 33.7
| 0
| 16.8
|
XLF:31.3%;AAPL:20.3%;TSLA:17.1%;VOO:31.3%
|
US:68.9;EU:13.5;APAC:6.5;EM:10.4;Other:0.8
|
Value:+0.1;Growth:-0.7;Quality:+0.5;Size:-0.3;Momentum:-0.7;LowVol:-0.2
|
ESGOnly;MaxPos8%;NoMargin
| 8
| 25
| 3.5
|
trailing 8%
| 142
| 12.3
|
Bull
| 15.3
| 3.81
| 2
| 109
| 83
| 80
| 31
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 31
| 3
|
BrokerD
|
MKT
| 90
| null | null |
Normal monitoring
| -22
| 8
| 15
| 5
| false
|
Within IPS guidelines
|
P0347
|
Cautious
|
IRA
|
USD
|
2025-02-09
| 855,488
| 113,822
| 741,666
| 1
| 46.6
| 30.1
| 12.8
| 10.6
|
TSLA:33.3%;TLT:33.3%;AAPL:33.3%
|
US:65.3;EU:11.9;APAC:10.7;EM:8.1;Other:4.1
|
Value:+0.6;Growth:-0.1;Quality:0.0;Size:-0.8;Momentum:-0.4;LowVol:+0.3
|
NoMargin
| 6
| 35
| 6
|
hard 10%
| 97
| 18
|
Bear
| 31
| 3.14
| 2.2
| 180
| -110
| 5
| 62
| false
|
NoAction
|
Within bands; monitor
| 35
| 3
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 112
| -38
| 211
| 3
| false
|
Monitor dispersion and breadth
|
P0348
|
Active
|
401k
|
USD
|
2024-09-03
| 903,525
| 81,739
| 821,786
| 1.09
| 54.9
| 30.9
| 8.6
| 5.7
|
IEF:11.0%;MSFT:22.3%;AMZN:23.6%;VOO:19.5%;TLT:23.6%
|
US:55.3;EU:15.9;APAC:14.0;EM:10.5;Other:4.3
|
Value:-0.2;Growth:+0.9;Quality:+0.6;Size:+0.1;Momentum:+0.2;LowVol:+0.2
| null | 8
| 30
| 5.2
|
trailing 8%
| 131
| 18.5
|
Volatile
| 23.4
| 4.43
| 3.8
| 125
| 20
| 57
| 63
| false
|
Buy
|
Add to core equity +1%
| 6
| -34
|
BrokerD
|
MKT
| 94
| null | null |
Normal monitoring
| -53
| -5
| -31
| 5
| false
|
Increase defensive factor exposure
|
P0349
|
Cautious
|
IRA
|
USD
|
2024-12-29
| 742,228
| 96,794
| 645,434
| 1
| 38.8
| 39.3
| 5.5
| 16.4
|
TLT:27.0%;GLD:19.1%;MSFT:27.0%;VNQ:27.0%
|
US:69.3;EU:5.7;APAC:11.2;EM:10.1;Other:3.6
|
Value:0.0;Growth:+0.3;Quality:+0.9;Size:+0.6;Momentum:-0.1;LowVol:-0.9
|
NoMargin
| 5
| 35
| 3.9
|
trailing 8%
| 109
| 13.6
|
Sideways
| 20.9
| 4.62
| 2.5
| 135
| 9
| 53
| 36
| false
|
Buy
|
Add to core equity +1%
| 30
| 5
|
BrokerC
|
VWAP
| 94
| null | null |
Normal monitoring
| 45
| -12
| 81
| 3
| false
|
Tighten stops on momentum names
|
P0350
|
Systematic
|
Trust
|
USD
|
2024-10-11
| 1,917,397
| 141,934
| 1,775,463
| 1
| 67.7
| 21.9
| 3.8
| 6.6
|
VOO:8.1%;VNQ:10.7%;TSLA:20.8%;IEF:20.8%;XLF:20.8%;TLT:18.7%
|
US:70.6;EU:13.2;APAC:9.2;EM:3.3;Other:3.7
|
Value:+0.3;Growth:+0.7;Quality:-0.4;Size:-0.7;Momentum:-0.0;LowVol:+0.3
|
NoDerivatives
| 5
| 30
| 5.3
|
trailing 8%
| 139
| 17.3
|
Bear
| 30.7
| 3.62
| 1.9
| 182
| -105
| 5
| 74
| true
|
Rebalance
|
Rebalance back to target bands
| 29
| -10
|
BrokerC
|
MKT
| 89
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 66
| -32
| 58
| 3
| false
|
Monitor dispersion and breadth
|
P0351
|
Cautious
|
IRA
|
USD
|
2025-05-05
| 682,835
| 104,666
| 578,169
| 1
| 42.9
| 42.3
| 0.5
| 14.3
|
TLT:19.7%;VOO:21.0%;HYG:11.7%;AAPL:23.8%;IEF:23.8%
|
US:54.8;EU:18.2;APAC:13.9;EM:10.2;Other:2.9
|
Value:-0.9;Growth:-0.6;Quality:+0.8;Size:-0.3;Momentum:-0.9;LowVol:-0.9
|
ESGOnly;NoMargin
| 5
| 35
| 6
|
trailing 10%
| 154
| 13.7
|
Bull
| 17
| 4.22
| 2.3
| 103
| 47
| 61
| 48
| false
|
Sell
|
Trim extended winner -1%
| 7
| 6
|
BrokerC
|
MKT
| 89
| null | null |
Normal monitoring
| -60
| -38
| 27
| 4
| false
|
Tax-aware sells next window
|
P0352
|
Cautious
|
Trust
|
USD
|
2025-09-28
| 289,979
| 41,870
| 248,109
| 1
| 48.2
| 39.5
| 0.1
| 12.1
|
BRK.B:26.2%;VNQ:21.3%;TSLA:26.2%;HYG:26.2%
|
US:65.8;EU:16.8;APAC:6.4;EM:9.9;Other:1.1
|
Value:+0.7;Growth:-0.7;Quality:+0.8;Size:-0.3;Momentum:-0.1;LowVol:+0.7
|
ESGOnly;NoMargin
| 7
| 25
| 5.7
|
trailing 8%
| 133
| 15.9
|
Volatile
| 22.5
| 4.07
| 2.6
| 160
| -46
| 26
| 57
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 19
| -26
|
BrokerC
|
MKT
| 98
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -43
| 16
| 51
| 5
| false
|
Tax-aware sells next window
|
P0353
|
Hands-off
|
Trust
|
USD
|
2024-09-22
| 794,822
| 70,162
| 724,660
| 1
| 66.1
| 24.5
| 0
| 9.4
|
BRK.B:33.3%;VNQ:33.3%;BND:33.3%
|
US:58.8;EU:19.1;APAC:9.6;EM:10.2;Other:2.3
|
Value:+0.1;Growth:-0.6;Quality:+1.0;Size:-0.2;Momentum:+0.1;LowVol:+0.3
|
MaxPos6%
| 5
| 35
| 4.6
|
trailing 8%
| 113
| 19.2
|
Bull
| 16.1
| 3.73
| 3
| 86
| 21
| 56
| 41
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 27
| 2
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| -19
| 16
| 117
| 5
| false
|
Tighten stops on momentum names
|
P0354
|
Active
|
Roth
|
USD
|
2024-10-15
| 1,534,291
| 119,063
| 1,415,228
| 1
| 67.4
| 20.7
| 4.9
| 7.1
|
VTI:33.3%;HYG:33.3%;XLF:33.3%
|
US:60.4;EU:16.2;APAC:9.4;EM:11.3;Other:2.6
|
Value:+0.2;Growth:+0.8;Quality:-0.5;Size:+0.7;Momentum:-0.0;LowVol:-0.2
|
NoDerivatives
| 10
| 30
| 4.2
|
trailing 8%
| 165
| 22.5
|
Bull
| 11.5
| 3.57
| 3.1
| 97
| 37
| 60
| 39
| false
|
Buy
|
Add to core equity +1%
| 24
| -15
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| 35
| 16
| 114
| 4
| false
|
Monitor dispersion and breadth
|
P0355
|
Cautious
|
Roth
|
USD
|
2024-10-21
| 738,195
| 106,510
| 631,685
| 1
| 36.7
| 41.1
| 8.6
| 13.5
|
HYG:33.3%;VNQ:33.3%;IEF:33.3%
|
US:63.4;EU:18.0;APAC:5.8;EM:8.0;Other:4.7
|
Value:+0.1;Growth:+0.8;Quality:-0.2;Size:+0.7;Momentum:-0.8;LowVol:+0.5
|
NoMargin
| 8
| 30
| 4.2
|
hard 10%
| 144
| 14.6
|
Volatile
| 24.7
| 4.97
| 4.4
| 157
| 52
| 65
| 51
| false
|
Sell
|
Trim extended winner -1%
| 32
| 1
|
BrokerB
|
MKT
| 99
| null | null |
Normal monitoring
| -41
| -1
| 39
| 3
| false
|
Tighten stops on momentum names
|
P0356
|
Cautious
|
Taxable
|
USD
|
2025-09-09
| 731,231
| 107,040
| 624,191
| 1
| 41.4
| 42.2
| 5.6
| 10.8
|
TSLA:33.3%;BRK.B:33.3%;AMZN:33.3%
|
US:68.0;EU:17.5;APAC:6.0;EM:3.5;Other:5.0
|
Value:-0.4;Growth:+0.4;Quality:+0.4;Size:-0.8;Momentum:-0.2;LowVol:-0.6
|
ESGOnly;NoMargin
| 5
| 30
| 4.2
|
hard 10%
| 142
| 15.7
|
Bear
| 31.7
| 4.06
| 1.5
| 158
| -31
| 49
| 78
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 1
| -17
|
BrokerC
|
LMT
| 91
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -36
| 6
| -70
| 2
| false
|
Increase defensive factor exposure
|
P0357
|
Cautious
|
Taxable
|
USD
|
2024-08-22
| 462,400
| 69,684
| 392,716
| 1
| 38
| 32
| 18.1
| 11.9
|
BRK.B:27.9%;TSLA:36.1%;MUB:36.1%
|
US:61.3;EU:17.6;APAC:10.3;EM:10.1;Other:0.7
|
Value:-0.0;Growth:-0.5;Quality:0.0;Size:+0.9;Momentum:-0.2;LowVol:+0.1
|
NoDerivatives;NoMargin
| 6
| 25
| 5.1
|
trailing 8%
| 124
| 12.9
|
Bull
| 17.2
| 4.48
| 2.2
| 94
| 40
| 70
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| 5
|
BrokerB
|
LMT
| 91
| null | null |
Normal monitoring
| -27
| 14
| -14
| 4
| false
|
Monitor dispersion and breadth
|
P0358
|
Cautious
|
401k
|
USD
|
2025-09-25
| 863,247
| 110,183
| 753,064
| 1
| 46.8
| 37.5
| 4.3
| 11.4
|
TLT:33.3%;BND:33.3%;IEF:33.3%
|
US:61.1;EU:17.1;APAC:12.2;EM:9.5;Other:0.1
|
Value:+0.9;Growth:-0.1;Quality:-1.0;Size:-0.8;Momentum:-0.6;LowVol:+0.4
|
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
| 5
| 35
| 5.6
|
trailing 8%
| 94
| 13.6
|
Bull
| 15.7
| 4.73
| 3
| 118
| 53
| 69
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| -26
|
BrokerD
|
MKT
| 99
| null | null |
Normal monitoring
| 80
| -57
| 212
| 5
| false
|
Tighten stops on momentum names
|
P0359
|
Systematic
|
IRA
|
USD
|
2025-12-26
| 1,988,826
| 188,720
| 1,800,106
| 1
| 67.9
| 25.7
| 0
| 6.4
|
GLD:33.3%;BND:33.3%;TSLA:33.3%
|
US:63.5;EU:13.9;APAC:14.4;EM:5.9;Other:2.2
|
Value:+0.4;Growth:+0.8;Quality:-0.2;Size:+0.9;Momentum:-0.1;LowVol:-0.5
| null | 5
| 35
| 4.7
|
trailing 8%
| 150
| 24.5
|
Bull
| 15.5
| 3.71
| 2.6
| 87
| 119
| 100
| 41
| false
|
Buy
|
Add to core equity +1%
| -2
| 14
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| -48
| -55
| -61
| 4
| false
|
Tighten stops on momentum names
|
P0360
|
Hands-off
|
Trust
|
USD
|
2025-06-28
| 219,431
| 13,957
| 205,474
| 1
| 60.5
| 24.6
| 7.9
| 7
|
BND:15.5%;HYG:21.5%;AMZN:23.1%;VNQ:16.8%;TSLA:23.1%
|
US:66.4;EU:17.5;APAC:11.7;EM:3.2;Other:1.2
|
Value:+0.7;Growth:-0.8;Quality:+0.1;Size:-0.0;Momentum:-0.8;LowVol:-0.1
|
ESGOnly;MaxPos6%
| 10
| 35
| 4.3
|
trailing 10%
| 145
| 14
|
Bear
| 28.6
| 4
| 3
| 171
| -88
| 5
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 10
| 6
|
BrokerD
|
MKT
| 97
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 69
| 5
| 80
| 5
| false
|
Monitor dispersion and breadth
|
P0361
|
Cautious
|
IRA
|
USD
|
2024-10-06
| 661,516
| 65,974
| 595,542
| 1
| 35.4
| 38.3
| 12.1
| 14.2
|
VOO:14.7%;AAPL:25.2%;MSFT:12.1%;QQQ:22.7%;BND:25.2%
|
US:68.7;EU:10.1;APAC:9.2;EM:7.6;Other:4.4
|
Value:+0.2;Growth:+0.8;Quality:-0.0;Size:+0.2;Momentum:-0.5;LowVol:+0.5
|
NoDerivatives;NoMargin
| 6
| 25
| 5.3
|
trailing 8%
| 139
| 18.3
|
Volatile
| 26.1
| 4.71
| 4.4
| 115
| 13
| 57
| 57
| false
|
Sell
|
Trim extended winner -1%
| 24
| -3
|
BrokerD
|
VWAP
| 87
| null | null |
Normal monitoring
| -54
| 18
| -47
| 5
| false
|
Increase defensive factor exposure
|
P0362
|
Opportunistic
|
401k
|
USD
|
2025-03-05
| 1,194,719
| 69,578
| 1,125,141
| 1.21
| 71.4
| 19.1
| 0.8
| 8.7
|
AAPL:21.4%;VOO:23.4%;BRK.B:16.6%;GLD:23.4%;AMZN:15.3%
|
US:55.0;EU:19.9;APAC:11.2;EM:11.2;Other:2.7
|
Value:-0.3;Growth:-1.0;Quality:+0.2;Size:+0.8;Momentum:-0.4;LowVol:-0.6
|
NoDerivatives
| 7
| 25
| 5
|
hard 12%
| 197
| 28.1
|
Sideways
| 18.2
| 3.7
| 2.7
| 123
| -13
| 36
| 58
| false
|
Buy
|
Add to core equity +1%
| 11
| 0
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| 118
| -11
| 219
| 4
| false
|
Monitor dispersion and breadth
|
P0363
|
Opportunistic
|
401k
|
USD
|
2024-08-31
| 1,162,618
| 80,808
| 1,081,810
| 1
| 67.7
| 11
| 15.4
| 5.9
|
BND:22.5%;MUB:18.0%;AMZN:20.0%;GLD:22.5%;HYG:16.9%
|
US:71.0;EU:18.4;APAC:5.3;EM:4.2;Other:1.1
|
Value:-0.5;Growth:-0.8;Quality:-0.1;Size:+0.3;Momentum:+0.4;LowVol:-1.0
| null | 8
| 30
| 4.7
|
trailing 7%
| 266
| 29
|
Bear
| 29.2
| 3.75
| 1.1
| 156
| -91
| 5
| 71
| true
|
Rebalance
|
Rebalance back to target bands
| 17
| 4
|
BrokerD
|
MKT
| 95
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 96
| -3
| 77
| 5
| false
|
Monitor dispersion and breadth
|
P0364
|
Active
|
Roth
|
USD
|
2025-02-11
| 2,101,881
| 208,351
| 1,893,530
| 1
| 63.3
| 28
| 0
| 8.7
|
TLT:33.3%;TSLA:33.3%;IEF:33.3%
|
US:65.4;EU:22.9;APAC:6.6;EM:4.8;Other:0.3
|
Value:-0.1;Growth:+0.2;Quality:+0.9;Size:-0.3;Momentum:+0.5;LowVol:+0.5
|
MaxPos5%
| 7
| 25
| 4.3
|
trailing 9%
| 135
| 25
|
Bull
| 14.1
| 4.52
| 2.7
| 93
| 43
| 83
| 47
| false
|
Buy
|
Add to core equity +1%
| -1
| -16
|
BrokerD
|
MKT
| 87
| null | null |
Normal monitoring
| 23
| -31
| 17
| 3
| false
|
Monitor dispersion and breadth
|
P0365
|
Systematic
|
401k
|
USD
|
2025-09-17
| 1,901,848
| 189,126
| 1,712,722
| 1
| 61.7
| 30.9
| 0
| 7.5
|
BND:33.3%;XLF:33.3%;TSLA:33.3%
|
US:59.2;EU:15.0;APAC:12.1;EM:9.4;Other:4.2
|
Value:-0.2;Growth:-0.8;Quality:+0.2;Size:-0.4;Momentum:+0.6;LowVol:-0.2
|
NoDerivatives
| 7
| 35
| 4.1
|
trailing 8%
| 182
| 26.5
|
Bull
| 15.9
| 4.89
| 3.4
| 90
| 96
| 100
| 50
| false
|
Sell
|
Trim extended winner -1%
| 13
| 4
|
BrokerD
|
MKT
| 92
| null | null |
Normal monitoring
| -43
| -58
| 31
| 5
| false
|
Within IPS guidelines
|
P0366
|
Opportunistic
|
Trust
|
USD
|
2025-01-03
| 1,267,621
| 101,413
| 1,166,208
| 1.07
| 67.3
| 12.9
| 11.9
| 7.9
|
BRK.B:28.9%;GLD:28.9%;HYG:28.9%;IEF:13.3%
|
US:74.7;EU:7.2;APAC:10.3;EM:6.9;Other:1.0
|
Value:+0.7;Growth:+0.2;Quality:-0.4;Size:+0.7;Momentum:+0.2;LowVol:-0.5
| null | 7
| 30
| 5.4
|
trailing 9%
| 229
| 32.8
|
Sideways
| 15.2
| 4.47
| 3.3
| 105
| -18
| 26
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| 3
|
BrokerA
|
VWAP
| 94
| null | null |
Normal monitoring
| -24
| -19
| -31
| 3
| false
|
Monitor dispersion and breadth
|
P0367
|
Active
|
Roth
|
USD
|
2024-08-11
| 1,240,156
| 74,889
| 1,165,267
| 1.23
| 66.9
| 25.3
| 0.1
| 7.6
|
VOO:23.4%;MSFT:29.0%;MUB:29.0%;XLF:18.5%
|
US:68.0;EU:7.1;APAC:18.7;EM:5.9;Other:0.2
|
Value:-0.4;Growth:-0.9;Quality:-0.3;Size:-1.0;Momentum:+0.6;LowVol:+0.6
| null | 7
| 35
| 4.2
|
trailing 9%
| 228
| 17.6
|
Bull
| 14.5
| 4.12
| 2.1
| 114
| 47
| 72
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 8
| -40
|
BrokerC
|
MKT
| 85
| null | null |
Normal monitoring
| 80
| -32
| 55
| 4
| false
|
Increase defensive factor exposure
|
P0368
|
Active
|
Trust
|
USD
|
2025-05-26
| 874,240
| 83,865
| 790,375
| 1.11
| 58.5
| 28.9
| 7
| 5.5
|
AMZN:25.3%;BRK.B:9.3%;TLT:25.3%;GLD:25.3%;VNQ:14.8%
|
US:69.2;EU:6.3;APAC:12.9;EM:10.2;Other:1.3
|
Value:-0.1;Growth:-0.3;Quality:-0.9;Size:-1.0;Momentum:+0.4;LowVol:+0.4
|
MaxPos6%
| 7
| 25
| 4.1
|
hard 12%
| 217
| 27.8
|
Sideways
| 14.5
| 4.99
| 2.5
| 122
| 18
| 72
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 11
| -31
|
BrokerA
|
LMT
| 88
| null | null |
Normal monitoring
| 44
| 4
| 170
| 3
| false
|
Within IPS guidelines
|
P0369
|
Systematic
|
Trust
|
USD
|
2024-07-15
| 1,958,665
| 140,941
| 1,817,724
| 1
| 61.1
| 25.5
| 5.3
| 8.1
|
BRK.B:12.7%;VTI:24.1%;GLD:20.1%;AMZN:19.0%;MSFT:24.1%
|
US:64.7;EU:18.6;APAC:7.8;EM:4.4;Other:4.4
|
Value:+0.7;Growth:+0.6;Quality:+0.7;Size:+0.3;Momentum:+0.4;LowVol:-0.5
| null | 10
| 35
| 5.4
|
trailing 8%
| 150
| 17
|
Bull
| 17.4
| 4.51
| 2.9
| 88
| 51
| 81
| 60
| false
|
Buy
|
Add to core equity +1%
| -14
| -3
|
BrokerB
|
LMT
| 89
| null | null |
Normal monitoring
| 78
| -14
| 166
| 4
| false
|
Tighten stops on momentum names
|
P0370
|
Opportunistic
|
Taxable
|
USD
|
2025-06-12
| 1,047,074
| 36,939
| 1,010,135
| 1
| 65.6
| 17.5
| 10.3
| 6.7
|
HYG:33.3%;QQQ:33.3%;MUB:33.3%
|
US:70.6;EU:10.3;APAC:11.1;EM:7.9;Other:0.1
|
Value:-1.0;Growth:0.0;Quality:+0.6;Size:-0.5;Momentum:-0.0;LowVol:-0.2
|
MaxPos6%
| 7
| 30
| 6.5
|
trailing 7%
| 194
| 22.1
|
Bull
| 17.6
| 4.38
| 3.2
| 75
| 44
| 60
| 46
| false
|
Buy
|
Add to core equity +1%
| 5
| -25
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| -18
| 13
| 17
| 4
| false
|
Monitor dispersion and breadth
|
P0371
|
Systematic
|
Taxable
|
USD
|
2024-07-15
| 908,437
| 42,248
| 866,189
| 1
| 62.4
| 29.2
| 1.3
| 7
|
VTI:22.0%;MSFT:22.0%;AMZN:21.4%;TLT:19.8%;MUB:14.9%
|
US:73.2;EU:5.4;APAC:13.7;EM:5.2;Other:2.5
|
Value:+0.8;Growth:-0.1;Quality:-0.7;Size:+0.6;Momentum:+0.8;LowVol:+1.0
| null | 8
| 35
| 4.4
|
trailing 8%
| 215
| 17.8
|
Volatile
| 21.7
| 5
| 3.3
| 149
| 33
| 78
| 57
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -8
| -17
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| 68
| 9
| 182
| 4
| false
|
Monitor dispersion and breadth
|
P0372
|
Active
|
Trust
|
USD
|
2024-09-19
| 1,140,830
| 96,553
| 1,044,277
| 1.18
| 66.3
| 25.2
| 0
| 8.5
|
VNQ:25.0%;QQQ:25.0%;AMZN:25.0%;MUB:25.0%
|
US:74.8;EU:7.7;APAC:6.3;EM:7.3;Other:3.9
|
Value:+0.9;Growth:-0.8;Quality:-0.4;Size:+0.4;Momentum:-0.2;LowVol:-0.5
| null | 6
| 35
| 4.9
|
trailing 9%
| 141
| 25
|
Volatile
| 26.9
| 4
| 3.2
| 132
| 19
| 58
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| -15
|
BrokerB
|
MKT
| 86
| null | null |
Normal monitoring
| 7
| -43
| -15
| 4
| false
|
Increase defensive factor exposure
|
P0373
|
Opportunistic
|
Taxable
|
USD
|
2024-10-20
| 1,375,873
| 120,931
| 1,254,942
| 1.1
| 73.3
| 17.8
| 0
| 8.9
|
BND:13.3%;TSLA:21.8%;TLT:21.8%;VOO:21.8%;QQQ:21.4%
|
US:66.0;EU:15.9;APAC:6.7;EM:9.2;Other:2.1
|
Value:-0.3;Growth:-0.1;Quality:-0.4;Size:+0.7;Momentum:-1.0;LowVol:-0.4
|
MaxPos6%;NoDerivatives
| 7
| 30
| 4.8
|
trailing 9%
| 269
| 31.3
|
Bull
| 11.4
| 3.65
| 2.5
| 87
| 81
| 81
| 40
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 20
| -6
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| 35
| -15
| 113
| 3
| false
|
Tighten stops on momentum names
|
P0374
|
Cautious
|
Taxable
|
USD
|
2024-09-08
| 669,354
| 54,240
| 615,114
| 1
| 38.9
| 37.9
| 7.8
| 15.5
|
AAPL:18.1%;IEF:21.1%;TLT:15.1%;VNQ:21.5%;VTI:17.2%;HYG:7.0%
|
US:65.9;EU:18.2;APAC:6.3;EM:5.8;Other:3.9
|
Value:-0.5;Growth:+0.2;Quality:+0.5;Size:+0.6;Momentum:+0.8;LowVol:+0.8
|
ESGOnly;NoMargin
| 7
| 25
| 4.4
|
trailing 8%
| 114
| 15.8
|
Volatile
| 21.4
| 4.62
| 3.9
| 174
| 30
| 66
| 49
| false
|
Buy
|
Add to core equity +1%
| -13
| 7
|
BrokerB
|
LMT
| 97
| null | null |
Normal monitoring
| -22
| -28
| 22
| 3
| false
|
Tax-aware sells next window
|
P0375
|
Opportunistic
|
Roth
|
USD
|
2025-11-05
| 1,490,037
| 92,058
| 1,397,979
| 1
| 70.8
| 20.9
| 0
| 8.2
|
XLF:33.3%;GLD:33.3%;VTI:33.3%
|
US:58.7;EU:20.6;APAC:6.2;EM:12.2;Other:2.4
|
Value:-0.8;Growth:-0.4;Quality:+0.1;Size:-0.3;Momentum:-0.5;LowVol:+0.2
|
MaxPos8%;NoDerivatives
| 10
| 30
| 6.3
|
trailing 7%
| 217
| 22.3
|
Volatile
| 28.2
| 4.31
| 3.6
| 167
| 13
| 52
| 75
| true
|
Rebalance
|
Rebalance back to target bands
| 4
| -18
|
BrokerD
|
MKT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 54
| -14
| 95
| 4
| true
|
Tighten stops on momentum names
|
P0376
|
Opportunistic
|
401k
|
USD
|
2025-03-17
| 931,907
| 41,100
| 890,807
| 1
| 69
| 20.2
| 5.3
| 5.5
|
IEF:33.3%;AMZN:33.3%;MUB:33.3%
|
US:65.7;EU:7.8;APAC:9.7;EM:14.3;Other:2.5
|
Value:+0.6;Growth:-0.7;Quality:-0.0;Size:-0.4;Momentum:-1.0;LowVol:-0.7
| null | 7
| 30
| 5.2
|
hard 12%
| 223
| 27.3
|
Sideways
| 21.9
| 3.75
| 2.8
| 114
| 14
| 44
| 59
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 1
| 0
|
BrokerC
|
MKT
| 99
| null | null |
Normal monitoring
| 79
| 3
| 91
| 3
| false
|
Increase defensive factor exposure
|
P0377
|
Active
|
Taxable
|
USD
|
2024-10-27
| 1,104,279
| 127,035
| 977,244
| 1
| 65.2
| 27.5
| 0
| 7.4
|
TLT:18.1%;VOO:17.7%;BND:11.3%;BRK.B:20.2%;MUB:15.8%;XLF:17.0%
|
US:67.9;EU:15.1;APAC:8.4;EM:7.3;Other:1.3
|
Value:+0.8;Growth:+0.7;Quality:-0.3;Size:+0.2;Momentum:+0.4;LowVol:-0.2
|
NoDerivatives
| 5
| 35
| 5.9
|
hard 12%
| 180
| 27.5
|
Bull
| 14
| 3.99
| 2.5
| 72
| 77
| 80
| 49
| false
|
Sell
|
Trim extended winner -1%
| 13
| 11
|
BrokerC
|
LMT
| 93
| null | null |
Normal monitoring
| 32
| -25
| 83
| 4
| false
|
Increase defensive factor exposure
|
P0378
|
Systematic
|
Roth
|
USD
|
2025-11-19
| 1,821,449
| 116,106
| 1,705,343
| 1
| 56.9
| 23.1
| 10.5
| 9.4
|
BND:21.8%;TSLA:16.4%;MSFT:13.5%;XLF:6.6%;VOO:19.8%;TLT:21.8%
|
US:72.6;EU:6.9;APAC:9.6;EM:9.7;Other:1.2
|
Value:-1.0;Growth:-0.5;Quality:+0.8;Size:-0.4;Momentum:+0.8;LowVol:-0.2
|
MaxPos7%
| 8
| 25
| 4.2
|
trailing 9%
| 143
| 23.9
|
Bull
| 11.9
| 3.71
| 3.5
| 116
| 74
| 77
| 43
| false
|
Buy
|
Add to core equity +1%
| 4
| -36
|
BrokerD
|
MKT
| 90
| null | null |
Normal monitoring
| -25
| 20
| -48
| 4
| false
|
Tax-aware sells next window
|
P0379
|
Active
|
Trust
|
USD
|
2024-12-31
| 973,967
| 72,218
| 901,749
| 1
| 60.2
| 23
| 10.4
| 6.4
|
XLF:23.0%;IEF:23.0%;BND:16.4%;MUB:15.1%;TLT:13.1%;QQQ:9.4%
|
US:57.9;EU:19.6;APAC:14.7;EM:4.2;Other:3.5
|
Value:-0.3;Growth:+0.2;Quality:-0.4;Size:+0.2;Momentum:-1.0;LowVol:-0.8
| null | 10
| 35
| 4.5
|
hard 12%
| 217
| 19.6
|
Sideways
| 16.5
| 3.99
| 2.1
| 121
| 4
| 38
| 39
| false
|
Buy
|
Add to core equity +1%
| -3
| 2
|
BrokerD
|
LMT
| 90
| null | null |
Normal monitoring
| 62
| -18
| 152
| 5
| false
|
Increase defensive factor exposure
|
P0380
|
Opportunistic
|
Taxable
|
USD
|
2025-09-25
| 775,596
| 26,249
| 749,347
| 1
| 74.5
| 20.7
| 0
| 4.9
|
VNQ:23.1%;HYG:20.5%;TLT:28.2%;BRK.B:28.2%
|
US:72.7;EU:8.7;APAC:11.4;EM:6.9;Other:0.3
|
Value:-0.6;Growth:-0.3;Quality:+0.4;Size:-0.5;Momentum:+0.3;LowVol:-0.9
|
MaxPos7%
| 5
| 35
| 5.6
|
trailing 9%
| 196
| 32.5
|
Volatile
| 27.4
| 4.72
| 2.1
| 149
| 17
| 70
| 85
| true
|
Hedge
|
Buy index puts 1% notional
| 30
| -6
|
BrokerB
|
LMT
| 100
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 109
| -37
| 112
| 4
| false
|
Tax-aware sells next window
|
P0381
|
Cautious
|
IRA
|
USD
|
2025-01-21
| 271,857
| 38,826
| 233,031
| 1
| 42.2
| 34.6
| 8.3
| 14.8
|
QQQ:33.3%;GLD:33.3%;VTI:33.3%
|
US:68.2;EU:15.8;APAC:7.9;EM:4.9;Other:3.3
|
Value:-0.2;Growth:-0.7;Quality:-0.1;Size:+0.7;Momentum:+0.6;LowVol:+0.9
|
ESGOnly;NoDerivatives;NoMargin
| 5
| 35
| 3.4
|
trailing 8%
| 161
| 15.7
|
Bull
| 12.8
| 3.7
| 2.7
| 82
| 69
| 96
| 27
| false
|
Sell
|
Trim extended winner -1%
| 2
| -33
|
BrokerB
|
LMT
| 93
| null | null |
Normal monitoring
| 5
| 0
| 137
| 4
| false
|
Tighten stops on momentum names
|
P0382
|
Active
|
Taxable
|
USD
|
2025-01-25
| 1,326,628
| 136,211
| 1,190,417
| 1
| 55.7
| 24
| 12.3
| 8.1
|
HYG:24.1%;GLD:24.1%;BND:11.6%;VOO:24.1%;XLF:16.1%
|
US:70.1;EU:9.4;APAC:15.1;EM:4.1;Other:1.4
|
Value:-0.9;Growth:-0.5;Quality:-0.4;Size:-0.5;Momentum:-0.1;LowVol:-0.0
| null | 5
| 25
| 5.8
|
trailing 8%
| 230
| 16.1
|
Bull
| 14.4
| 3.72
| 2.7
| 88
| 21
| 75
| 42
| false
|
Sell
|
Trim extended winner -1%
| -10
| 1
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| -1
| -56
| 36
| 5
| false
|
Increase defensive factor exposure
|
P0383
|
Active
|
Taxable
|
USD
|
2025-01-16
| 1,344,227
| 138,087
| 1,206,140
| 1.14
| 64
| 21.8
| 4.7
| 9.5
|
BRK.B:15.9%;XLF:21.3%;VNQ:21.3%;AMZN:6.9%;AAPL:16.9%;BND:17.8%
|
US:58.9;EU:22.2;APAC:5.6;EM:9.3;Other:4.1
|
Value:+1.0;Growth:-0.5;Quality:+0.2;Size:+0.2;Momentum:+0.1;LowVol:-0.6
| null | 6
| 35
| 5
|
trailing 8%
| 145
| 23.2
|
Volatile
| 23.6
| 4.15
| 4
| 121
| -1
| 41
| 55
| false
|
Sell
|
Trim extended winner -1%
| 3
| -15
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| -17
| -44
| 66
| 3
| false
|
Tighten stops on momentum names
|
P0384
|
Hands-off
|
IRA
|
USD
|
2025-02-18
| 483,303
| 28,508
| 454,795
| 1
| 72.5
| 16.2
| 3.3
| 8.1
|
TLT:20.7%;MUB:14.2%;AAPL:16.0%;MSFT:15.9%;XLF:12.5%;GLD:20.7%
|
US:73.6;EU:9.2;APAC:10.7;EM:4.2;Other:2.4
|
Value:+0.2;Growth:-0.8;Quality:+0.6;Size:+0.4;Momentum:+0.5;LowVol:+0.2
|
ESGOnly
| 10
| 35
| 4.3
|
trailing 8%
| 120
| 13.5
|
Bull
| 15.2
| 4.52
| 3
| 94
| 23
| 60
| 55
| false
|
NoAction
|
Within bands; monitor
| -8
| -29
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| -18
| 8
| 41
| 4
| false
|
Tighten stops on momentum names
|
P0385
|
Hands-off
|
Roth
|
USD
|
2025-01-29
| 444,927
| 38,466
| 406,461
| 1
| 58.9
| 25.6
| 10
| 5.5
|
XLF:20.0%;MUB:11.8%;QQQ:24.2%;VNQ:9.9%;TLT:9.9%;HYG:24.2%
|
US:64.8;EU:11.1;APAC:12.4;EM:9.7;Other:2.1
|
Value:+0.1;Growth:+0.2;Quality:+0.9;Size:-0.1;Momentum:+0.5;LowVol:-0.9
|
MaxPos5%;NoDerivatives
| 10
| 30
| 3.1
|
trailing 8%
| 140
| 15.9
|
Volatile
| 29.3
| 5.31
| 2.8
| 160
| 33
| 56
| 63
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| -21
|
BrokerA
|
LMT
| 86
| null | null |
Normal monitoring
| -36
| -9
| 21
| 4
| false
|
Monitor dispersion and breadth
|
P0386
|
Active
|
IRA
|
USD
|
2025-05-28
| 1,711,658
| 160,073
| 1,551,585
| 1
| 64
| 29.6
| 0
| 6.4
|
VTI:36.2%;VOO:36.2%;BRK.B:27.7%
|
US:66.7;EU:15.6;APAC:9.6;EM:4.2;Other:3.9
|
Value:+0.9;Growth:+0.4;Quality:-0.3;Size:+0.1;Momentum:+0.5;LowVol:+0.3
| null | 6
| 35
| 4.6
|
trailing 9%
| 157
| 18.8
|
Volatile
| 26.6
| 5.04
| 3.6
| 113
| 74
| 100
| 69
| false
|
NoAction
|
Within bands; monitor
| -5
| -9
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 77
| -14
| 217
| 5
| false
|
Monitor dispersion and breadth
|
P0387
|
Active
|
Taxable
|
USD
|
2025-10-18
| 604,872
| 67,163
| 537,709
| 1.19
| 68.1
| 24.1
| 0
| 7.8
|
VOO:25.2%;BND:25.2%;AAPL:25.2%;TSLA:24.5%
|
US:66.3;EU:13.2;APAC:10.7;EM:4.8;Other:5.0
|
Value:-0.8;Growth:+0.2;Quality:+1.0;Size:+0.1;Momentum:-0.1;LowVol:+1.0
| null | 8
| 25
| 5.3
|
trailing 9%
| 157
| 24
|
Bull
| 15.9
| 3.74
| 3.2
| 84
| 33
| 71
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 1
| 6
|
BrokerA
|
LMT
| 95
| null | null |
Normal monitoring
| -51
| -29
| -71
| 3
| false
|
Tax-aware sells next window
|
P0388
|
Systematic
|
Roth
|
USD
|
2025-10-13
| 1,671,555
| 96,747
| 1,574,808
| 1
| 55.8
| 33.4
| 1.9
| 8.9
|
AMZN:32.2%;IEF:33.9%;TLT:33.9%
|
US:55.0;EU:13.6;APAC:14.8;EM:12.6;Other:4.0
|
Value:+0.9;Growth:+0.7;Quality:-0.6;Size:-0.2;Momentum:+0.5;LowVol:+0.2
|
MaxPos8%;NoDerivatives
| 8
| 25
| 5.6
|
hard 12%
| 132
| 22.8
|
Volatile
| 30.2
| 4.67
| 2.5
| 125
| 22
| 69
| 82
| true
|
Rebalance
|
Rebalance back to target bands
| 16
| 5
|
BrokerA
|
VWAP
| 92
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -23
| -34
| 15
| 2
| true
|
Increase defensive factor exposure
|
P0389
|
Cautious
|
401k
|
USD
|
2025-08-11
| 514,816
| 64,709
| 450,107
| 1
| 39.5
| 38.7
| 10.3
| 11.5
|
AAPL:33.4%;TLT:33.1%;IEF:33.4%
|
US:64.2;EU:13.7;APAC:10.4;EM:8.0;Other:3.6
|
Value:-0.4;Growth:+0.4;Quality:-0.4;Size:-0.8;Momentum:-1.0;LowVol:+0.8
|
MaxPos7%;NoMargin
| 7
| 25
| 3.1
|
hard 10%
| 144
| 13.7
|
Bull
| 16.8
| 4.97
| 2.8
| 83
| 35
| 67
| 39
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 0
| -26
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| 83
| -32
| 100
| 5
| false
|
Within IPS guidelines
|
P0390
|
Hands-off
|
IRA
|
USD
|
2024-11-29
| 567,991
| 38,077
| 529,914
| 1
| 68.7
| 25.9
| 0
| 5.4
|
GLD:26.9%;VNQ:36.5%;AAPL:36.5%
|
US:64.3;EU:9.3;APAC:15.0;EM:10.5;Other:0.9
|
Value:+1.0;Growth:-0.7;Quality:+0.9;Size:0.0;Momentum:+0.9;LowVol:-0.3
|
ESGOnly;MaxPos6%;NoDerivatives
| 5
| 30
| 4.6
|
trailing 8%
| 116
| 12.8
|
Sideways
| 16
| 4.27
| 3
| 99
| 57
| 69
| 59
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 19
| -19
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| -60
| 14
| -21
| 4
| false
|
Increase defensive factor exposure
|
P0391
|
Active
|
401k
|
USD
|
2025-10-14
| 2,147,218
| 205,280
| 1,941,938
| 1
| 60.2
| 25.6
| 9.1
| 5.2
|
TLT:9.8%;GLD:23.6%;VNQ:23.6%;BND:23.6%;VOO:19.5%
|
US:61.6;EU:20.6;APAC:7.0;EM:10.5;Other:0.3
|
Value:+0.7;Growth:+0.2;Quality:-0.7;Size:-0.7;Momentum:-0.2;LowVol:+0.6
|
NoDerivatives
| 6
| 35
| 4.4
|
trailing 9%
| 177
| 21.6
|
Volatile
| 31.1
| 4.08
| 3.9
| 168
| -22
| 52
| 84
| true
|
Hedge
|
Buy index puts 1% notional
| -1
| -12
|
BrokerC
|
LMT
| 100
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 36
| -45
| 36
| 2
| false
|
Within IPS guidelines
|
P0392
|
Systematic
|
IRA
|
USD
|
2025-05-11
| 451,315
| 35,969
| 415,346
| 1
| 64.6
| 23.4
| 3.3
| 8.7
|
HYG:33.3%;VNQ:33.3%;TLT:33.3%
|
US:68.9;EU:14.2;APAC:7.5;EM:5.7;Other:3.7
|
Value:-0.6;Growth:+0.4;Quality:-0.5;Size:+0.2;Momentum:+0.1;LowVol:-0.1
| null | 10
| 35
| 6
|
trailing 9%
| 228
| 19
|
Bull
| 13.8
| 3.67
| 2.1
| 108
| 84
| 99
| 36
| false
|
Sell
|
Trim extended winner -1%
| 8
| -40
|
BrokerD
|
LMT
| 94
| null | null |
Normal monitoring
| 6
| -53
| 96
| 5
| false
|
Monitor dispersion and breadth
|
P0393
|
Active
|
IRA
|
USD
|
2025-06-16
| 2,297,838
| 243,824
| 2,054,014
| 1
| 62.3
| 26.5
| 4.5
| 6.8
|
BRK.B:28.1%;MSFT:27.4%;AMZN:16.4%;BND:28.1%
|
US:64.4;EU:12.4;APAC:9.2;EM:8.7;Other:5.3
|
Value:-0.8;Growth:+0.8;Quality:-0.8;Size:+0.5;Momentum:-0.9;LowVol:+0.3
| null | 5
| 25
| 4.3
|
trailing 8%
| 216
| 16
|
Sideways
| 20.6
| 4.38
| 2.4
| 132
| -11
| 32
| 54
| false
|
Sell
|
Trim extended winner -1%
| 10
| 5
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| 4
| -21
| 68
| 5
| false
|
Monitor dispersion and breadth
|
P0394
|
Cautious
|
Taxable
|
USD
|
2025-01-05
| 619,145
| 85,884
| 533,261
| 1
| 37.6
| 33.9
| 15.7
| 12.8
|
BND:23.6%;QQQ:23.6%;GLD:17.8%;AMZN:11.4%;HYG:23.6%
|
US:74.2;EU:6.0;APAC:7.9;EM:6.7;Other:5.2
|
Value:-0.9;Growth:-0.8;Quality:-0.6;Size:+0.6;Momentum:-0.4;LowVol:-0.5
|
MaxPos6%;NoMargin
| 5
| 30
| 3.1
|
hard 10%
| 136
| 16.9
|
Bull
| 13
| 4.27
| 2.3
| 101
| 51
| 90
| 29
| false
|
Buy
|
Add to core equity +1%
| 2
| -24
|
BrokerA
|
VWAP
| 87
| null | null |
Normal monitoring
| 41
| -50
| 61
| 4
| false
|
Tighten stops on momentum names
|
P0395
|
Hands-off
|
Roth
|
USD
|
2025-01-07
| 325,639
| 25,174
| 300,465
| 1
| 64.9
| 25.1
| 3.9
| 6.1
|
BND:21.7%;XLF:10.0%;BRK.B:22.8%;MUB:22.8%;VTI:22.8%
|
US:61.9;EU:13.0;APAC:9.4;EM:11.2;Other:4.4
|
Value:-0.4;Growth:+0.1;Quality:-0.1;Size:-0.4;Momentum:-0.6;LowVol:-0.8
|
ESGOnly;MaxPos7%
| 7
| 35
| 5.3
|
trailing 8%
| 166
| 15.5
|
Volatile
| 21.7
| 5.13
| 3.1
| 120
| 13
| 69
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| -11
|
BrokerD
|
LMT
| 99
| null | null |
Normal monitoring
| 2
| -13
| -11
| 4
| false
|
Within IPS guidelines
|
P0396
|
Hands-off
|
Taxable
|
USD
|
2024-12-29
| 695,400
| 34,452
| 660,948
| 1
| 64.9
| 25.4
| 2.5
| 7.2
|
MSFT:19.4%;BRK.B:25.7%;QQQ:16.6%;TSLA:13.8%;BND:24.5%
|
US:70.1;EU:7.5;APAC:11.7;EM:8.2;Other:2.5
|
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:+0.2;Momentum:-0.2;LowVol:-0.5
|
NoDerivatives
| 6
| 25
| 4.4
|
hard 10%
| 168
| 18.3
|
Bull
| 12.7
| 4.78
| 2.8
| 107
| 75
| 97
| 45
| false
|
Sell
|
Trim extended winner -1%
| 18
| -24
|
BrokerD
|
MKT
| 93
| null | null |
Normal monitoring
| 88
| -45
| 71
| 4
| false
|
Within IPS guidelines
|
P0397
|
Hands-off
|
Roth
|
USD
|
2025-05-17
| 182,006
| 17,417
| 164,589
| 1
| 66.9
| 25.6
| 0
| 7.5
|
IEF:23.1%;TLT:28.4%;TSLA:28.4%;HYG:20.1%
|
US:76.8;EU:9.8;APAC:5.2;EM:5.3;Other:2.8
|
Value:+0.3;Growth:+0.4;Quality:-1.0;Size:+0.8;Momentum:-0.0;LowVol:+0.4
|
ESGOnly;NoDerivatives
| 5
| 30
| 5.2
|
trailing 8%
| 161
| 14.9
|
Bear
| 28.5
| 3.75
| 1.9
| 184
| -34
| 46
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| 13
| 15
|
BrokerA
|
LMT
| 85
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -7
| 2
| 123
| 4
| false
|
Increase defensive factor exposure
|
P0398
|
Hands-off
|
401k
|
USD
|
2024-08-29
| 605,553
| 34,302
| 571,251
| 1
| 64
| 27.6
| 0
| 8.4
|
VNQ:18.9%;BRK.B:13.2%;TSLA:22.6%;QQQ:22.6%;VTI:22.6%
|
US:72.5;EU:13.9;APAC:7.0;EM:3.0;Other:3.6
|
Value:+0.8;Growth:+0.6;Quality:-0.9;Size:-0.2;Momentum:+0.9;LowVol:+0.4
|
ESGOnly
| 8
| 35
| 3.8
|
trailing 8%
| 103
| 18
|
Bull
| 11.8
| 4.92
| 3.2
| 120
| 103
| 100
| 47
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 2
| -12
|
BrokerB
|
MKT
| 93
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -37
| -36
| 3
| 5
| false
|
Tighten stops on momentum names
|
P0399
|
Opportunistic
|
Trust
|
USD
|
2025-09-16
| 851,069
| 58,869
| 792,200
| 1
| 67
| 18.1
| 6.4
| 8.6
|
AAPL:15.1%;BRK.B:24.2%;AMZN:24.2%;VNQ:18.7%;QQQ:17.9%
|
US:68.2;EU:12.3;APAC:9.3;EM:5.9;Other:4.3
|
Value:+0.6;Growth:+0.5;Quality:-0.5;Size:+0.4;Momentum:-0.8;LowVol:+0.3
|
MaxPos7%
| 6
| 25
| 5.1
|
hard 12%
| 163
| 26.7
|
Volatile
| 22.6
| 3.94
| 4.2
| 111
| -56
| 17
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| -19
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| 53
| 20
| 47
| 4
| false
|
Tax-aware sells next window
|
P0400
|
Opportunistic
|
Roth
|
USD
|
2025-08-22
| 428,391
| 28,341
| 400,050
| 1.05
| 69.9
| 15.6
| 6
| 8.4
|
VOO:28.0%;TSLA:28.0%;MUB:28.0%;MSFT:16.1%
|
US:59.7;EU:18.5;APAC:12.2;EM:8.6;Other:0.9
|
Value:+0.3;Growth:-0.8;Quality:-0.5;Size:-0.9;Momentum:-0.6;LowVol:-0.6
| null | 7
| 35
| 6.2
|
trailing 7%
| 170
| 28.9
|
Bull
| 16
| 4.4
| 2.7
| 79
| 3
| 65
| 50
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -30
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| -25
| -7
| -4
| 5
| false
|
Tighten stops on momentum names
|
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