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
P3001
Active
Taxable
USD
2025-01-31
2,452,782
240,784
2,211,998
1
57.5
18.1
17.7
6.7
MUB:13.7%;GLD:21.6%;IEF:21.6%;XLF:21.6%;MSFT:21.6%
US:67.6;EU:11.1;APAC:12.5;EM:3.9;Other:4.8
Value:-0.3;Growth:+1.0;Quality:+0.4;Size:-1.0;Momentum:+0.5;LowVol:+0.1
MaxPos6%
8
35
4
trailing 9%
144
21.7
Volatile
27.6
3.75
3.6
121
65
94
73
true
Reduce
Cut high-beta by 2-3%, add cash
-11
6
BrokerB
MKT
90
VAR>budget
Reduce
Risk above budget threshold
63
-36
57
3
false
Tax-aware sells next window
P3002
Hands-off
Roth
USD
2025-02-18
170,194
16,969
153,225
1
62.5
19.1
10.7
7.7
GLD:13.1%;MUB:15.4%;AMZN:23.8%;BND:23.8%;AAPL:23.8%
US:78.1;EU:8.5;APAC:5.6;EM:7.6;Other:0.2
Value:-0.5;Growth:-0.2;Quality:-1.0;Size:+0.8;Momentum:+0.1;LowVol:-0.8
ESGOnly;MaxPos8%
10
25
5.6
hard 10%
115
16.8
Volatile
30.3
4.28
3.3
112
-6
53
85
true
Reduce
Cut high-beta by 2-3%, add cash
27
8
BrokerB
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
85
-23
46
4
false
Increase defensive factor exposure
P3003
Systematic
401k
USD
2025-02-02
952,895
72,858
880,037
1
59.8
29.7
5.3
5.2
AMZN:21.1%;MSFT:12.6%;IEF:15.9%;GLD:15.0%;HYG:14.3%;XLF:21.1%
US:67.8;EU:13.7;APAC:7.3;EM:10.3;Other:0.9
Value:-0.4;Growth:-0.8;Quality:-0.6;Size:+0.5;Momentum:+0.7;LowVol:+0.2
null
10
30
5.5
hard 12%
186
25.6
Bear
23.2
3.12
2.7
148
-118
5
67
false
NoAction
Within bands; monitor
-3
-3
BrokerC
VWAP
98
null
null
Normal monitoring
24
10
36
3
false
Tighten stops on momentum names
P3004
Systematic
Taxable
USD
2025-07-06
745,136
59,097
686,039
1
64.9
26.9
0
8.2
TLT:33.3%;TSLA:33.3%;GLD:33.3%
US:78.8;EU:8.8;APAC:7.4;EM:3.9;Other:1.2
Value:-0.7;Growth:+0.7;Quality:-0.9;Size:+0.5;Momentum:-0.7;LowVol:-0.2
MaxPos7%;NoDerivatives
10
30
4.5
trailing 8%
218
26
Bear
32.6
4.3
1.5
176
-82
18
84
true
Rebalance
Rebalance back to target bands
23
-15
BrokerA
VWAP
85
VAR>budget
Hedge
Risk above budget threshold
81
-53
167
5
false
Within IPS guidelines
P3005
Active
Roth
USD
2024-09-10
2,423,561
209,552
2,214,009
1
63.8
20.5
9.1
6.6
VNQ:16.5%;AAPL:18.1%;TLT:17.5%;QQQ:14.3%;MUB:20.4%;GLD:13.1%
US:64.7;EU:17.6;APAC:7.9;EM:6.4;Other:3.4
Value:+0.4;Growth:-0.1;Quality:+0.7;Size:+0.6;Momentum:+1.0;LowVol:-0.5
null
8
30
4.5
hard 12%
185
19.1
Bull
13.3
4.04
3.4
95
97
100
48
false
Rebalance
Shift +1% to bonds from equity
-2
-2
BrokerB
LMT
95
null
null
Normal monitoring
56
-24
137
5
false
Tax-aware sells next window
P3006
Systematic
IRA
USD
2025-02-21
1,156,900
113,775
1,043,125
1
63.2
26.9
0
9.9
AAPL:14.7%;TLT:21.6%;IEF:20.1%;VTI:10.4%;GLD:11.6%;VNQ:21.6%
US:63.2;EU:14.6;APAC:10.6;EM:8.5;Other:3.0
Value:-0.4;Growth:-0.3;Quality:+0.3;Size:-0.5;Momentum:+0.1;LowVol:-0.2
null
6
30
5.7
trailing 9%
135
21.4
Bull
17.9
3.65
3.4
76
99
100
49
false
Hedge
Add TLT +1% as duration hedge
-15
-27
BrokerD
MKT
96
null
null
Normal monitoring
57
-24
127
5
false
Increase defensive factor exposure
P3007
Active
Roth
USD
2024-10-04
1,971,965
122,619
1,849,346
1.2
66.7
24.1
1.7
7.5
VTI:33.3%;TSLA:33.3%;VOO:33.3%
US:62.9;EU:7.8;APAC:16.4;EM:11.2;Other:1.7
Value:-0.4;Growth:-0.3;Quality:+0.9;Size:-0.2;Momentum:-0.7;LowVol:+1.0
MaxPos7%
10
30
5.8
trailing 9%
129
20.9
Bull
13.2
3.52
3
100
85
90
54
true
Hedge
Buy index puts 1% notional
-15
-32
BrokerC
MKT
98
VAR>budget
Pause
Risk above budget threshold
32
0
87
2
true
Increase defensive factor exposure
P3008
Hands-off
Taxable
USD
2025-11-20
641,254
44,761
596,493
1
62.5
21.6
6.9
9.1
BRK.B:33.1%;AAPL:33.4%;MSFT:33.4%
US:64.2;EU:14.7;APAC:13.7;EM:6.1;Other:1.3
Value:-0.9;Growth:-0.4;Quality:0.0;Size:+0.7;Momentum:-0.4;LowVol:-0.4
ESGOnly;MaxPos5%
7
35
5.6
trailing 8%
95
14.3
Volatile
31.2
4.83
2.4
133
79
100
86
true
Reduce
Cut high-beta by 2-3%, add cash
-1
-35
BrokerB
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-53
-34
70
5
false
Monitor dispersion and breadth
P3009
Active
Roth
USD
2025-02-27
2,016,207
240,637
1,775,570
1
57
25.8
7.3
9.9
AMZN:20.6%;VNQ:26.5%;TLT:26.5%;MUB:26.5%
US:69.5;EU:7.5;APAC:13.3;EM:6.2;Other:3.5
Value:+0.3;Growth:-0.2;Quality:+0.5;Size:+0.6;Momentum:+0.5;LowVol:+0.9
MaxPos8%
7
30
4.9
trailing 8%
143
22.5
Volatile
29.6
4.45
2.6
172
77
73
74
true
Hedge
Buy index puts 1% notional
14
11
BrokerB
MKT
96
VAR>budget
Reduce
Risk above budget threshold
64
5
87
5
false
Tighten stops on momentum names
P3010
Opportunistic
Taxable
USD
2024-11-04
476,188
30,084
446,104
1.07
77.5
15.2
0.7
6.6
BRK.B:23.7%;AMZN:23.7%;TSLA:10.0%;XLF:23.7%;VOO:18.9%
US:68.3;EU:6.6;APAC:15.5;EM:5.9;Other:3.7
Value:+0.5;Growth:+0.5;Quality:-1.0;Size:+0.8;Momentum:-0.4;LowVol:-1.0
NoDerivatives
10
25
4.3
trailing 9%
280
27.7
Bull
12.5
4.48
2.1
75
12
56
60
false
Rebalance
Shift +1% to bonds from equity
34
-36
BrokerD
MKT
88
null
null
Normal monitoring
57
-15
25
4
false
Within IPS guidelines
P3011
Systematic
Roth
USD
2025-07-18
1,367,009
133,118
1,233,891
1
61.2
29.9
0
8.9
AAPL:15.6%;IEF:16.3%;BRK.B:22.7%;BND:22.7%;XLF:22.7%
US:70.2;EU:6.6;APAC:8.8;EM:12.8;Other:1.6
Value:+0.3;Growth:+0.6;Quality:-0.5;Size:+0.7;Momentum:-0.2;LowVol:-0.2
MaxPos5%
8
30
5.5
hard 12%
170
21.9
Bull
14.1
4.95
2.6
92
117
97
35
false
Sell
Trim extended winner -1%
-12
-23
BrokerB
MKT
96
null
null
Normal monitoring
108
-57
186
3
false
Monitor dispersion and breadth
P3012
Active
Roth
USD
2025-03-10
1,074,976
96,415
978,561
1
66.6
18.9
7.8
6.7
AAPL:20.7%;XLF:16.4%;MUB:18.4%;HYG:20.7%;GLD:13.3%;VOO:10.6%
US:63.1;EU:17.8;APAC:11.1;EM:7.0;Other:1.1
Value:-0.1;Growth:+0.9;Quality:+0.7;Size:+0.3;Momentum:+0.3;LowVol:+0.6
MaxPos5%
6
30
5.2
hard 12%
206
23.8
Sideways
14.2
3.93
2.3
111
0
43
52
true
Reduce
Cut high-beta by 2-3%, add cash
8
-4
BrokerD
VWAP
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
-1
-8
-23
3
false
Tax-aware sells next window
P3013
Opportunistic
Trust
USD
2025-12-25
1,395,468
111,707
1,283,761
1.22
71.9
16
6.8
5.2
XLF:33.3%;VOO:33.3%;IEF:33.3%
US:74.0;EU:8.1;APAC:12.0;EM:4.6;Other:1.3
Value:-0.4;Growth:-0.9;Quality:-0.3;Size:0.0;Momentum:-0.2;LowVol:+0.5
null
7
30
4.8
trailing 7%
222
20.9
Bull
11.4
3.51
3
93
55
71
47
true
Reduce
Cut high-beta by 2-3%, add cash
21
-35
BrokerC
MKT
88
Drift>tolerance
Pause
Allocation drift beyond policy bands
-30
-23
13
4
true
Increase defensive factor exposure
P3014
Active
Roth
USD
2024-12-24
678,778
77,315
601,463
1
50.4
26.6
16.1
6.8
IEF:27.2%;VOO:24.5%;MSFT:21.2%;VTI:27.2%
US:68.0;EU:12.3;APAC:7.2;EM:11.0;Other:1.4
Value:-0.8;Growth:+0.6;Quality:-0.5;Size:+0.9;Momentum:+1.0;LowVol:+0.7
MaxPos8%
8
30
5.4
hard 12%
215
16.7
Bear
33
3.76
2.8
209
-62
26
70
false
Buy
Add to core equity +1%
34
-36
BrokerC
MKT
86
null
null
Normal monitoring
-50
-51
-9
4
false
Monitor dispersion and breadth
P3015
Systematic
Trust
USD
2025-12-15
1,642,429
159,123
1,483,306
1
57.9
29.5
4.2
8.5
QQQ:11.3%;XLF:20.4%;BRK.B:20.4%;VNQ:13.1%;TLT:17.6%;MSFT:17.1%
US:65.1;EU:11.4;APAC:13.0;EM:9.7;Other:0.8
Value:+0.5;Growth:-0.9;Quality:+0.7;Size:+0.6;Momentum:+0.1;LowVol:+0.3
null
5
30
5.8
trailing 9%
190
27
Volatile
22.1
4.14
3.4
143
-58
15
51
false
Sell
Trim extended winner -1%
14
-30
BrokerB
LMT
100
null
null
Normal monitoring
22
-26
-13
5
false
Within IPS guidelines
P3016
Opportunistic
Trust
USD
2024-07-07
1,380,913
64,435
1,316,478
1
68.1
20
4.5
7.4
TSLA:25.5%;GLD:25.5%;BRK.B:10.1%;VTI:13.4%;MUB:25.5%
US:63.7;EU:8.9;APAC:13.5;EM:10.8;Other:3.1
Value:-0.6;Growth:-0.8;Quality:+0.4;Size:+0.3;Momentum:+0.8;LowVol:+0.2
null
8
30
6.1
hard 12%
270
27.3
Volatile
23.5
4.9
4
165
-18
54
64
false
Rebalance
Shift +1% to bonds from equity
-3
-39
BrokerD
VWAP
88
null
null
Normal monitoring
-9
-38
56
3
false
Within IPS guidelines
P3017
Active
Trust
USD
2025-07-22
2,377,901
202,112
2,175,789
1
52.5
32
9.4
6.2
BRK.B:38.6%;AMZN:22.8%;TLT:38.6%
US:69.3;EU:6.6;APAC:6.5;EM:14.3;Other:3.3
Value:+0.5;Growth:+0.3;Quality:+0.8;Size:-0.7;Momentum:+0.1;LowVol:-0.7
null
6
35
4.8
trailing 9%
188
23.8
Bear
26.9
4.46
1.4
198
-65
6
57
false
Buy
Add to core equity +1%
12
-31
BrokerD
MKT
97
null
null
Normal monitoring
-1
10
57
3
false
Tighten stops on momentum names
P3018
Hands-off
Taxable
USD
2025-07-27
619,914
47,286
572,628
1
69.7
21
0
9.3
TSLA:33.3%;HYG:33.3%;MSFT:33.3%
US:68.9;EU:15.5;APAC:6.9;EM:8.1;Other:0.6
Value:+0.5;Growth:+0.1;Quality:+0.7;Size:0.0;Momentum:+0.7;LowVol:-0.8
MaxPos5%
8
30
3.4
trailing 8%
109
16.4
Volatile
28.3
4.03
2.1
131
10
46
80
true
Hedge
Buy index puts 1% notional
0
-26
BrokerD
VWAP
97
RegimeShift
Reduce
Volatility spike and breadth deterioration
108
14
225
4
true
Within IPS guidelines
P3019
Opportunistic
Roth
USD
2025-03-06
364,645
15,597
349,048
1
67.9
13.9
13.3
4.9
QQQ:20.5%;VTI:22.0%;MSFT:13.6%;TLT:14.8%;AMZN:7.1%;BND:22.0%
US:70.6;EU:7.9;APAC:9.0;EM:11.9;Other:0.6
Value:-0.6;Growth:-0.7;Quality:-0.4;Size:-0.5;Momentum:-0.7;LowVol:+0.1
MaxPos5%
10
25
6.2
hard 12%
160
33
Bull
12.1
4.66
2.4
91
46
85
35
false
Sell
Trim extended winner -1%
23
-18
BrokerD
LMT
91
null
null
Normal monitoring
-60
-20
-53
5
false
Increase defensive factor exposure
P3020
Systematic
Roth
USD
2025-07-28
884,243
72,349
811,894
1
62.5
32.3
0
5.2
MUB:27.7%;GLD:36.2%;TLT:36.2%
US:66.1;EU:15.2;APAC:9.7;EM:8.2;Other:0.8
Value:+0.8;Growth:+0.3;Quality:+0.5;Size:+0.5;Momentum:+0.1;LowVol:-0.3
MaxPos7%;NoDerivatives
6
35
5.6
trailing 8%
182
18.7
Bear
26.7
4.37
2.2
132
-40
36
71
true
Rebalance
Rebalance back to target bands
0
-31
BrokerD
VWAP
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
8
3
130
2
false
Monitor dispersion and breadth
P3021
Active
Trust
USD
2025-07-11
2,442,198
257,980
2,184,218
1
64.7
18.9
7.2
9.3
XLF:25.6%;AAPL:25.6%;HYG:9.6%;GLD:22.0%;TLT:17.2%
US:65.6;EU:15.5;APAC:11.9;EM:5.4;Other:1.5
Value:+0.6;Growth:+0.3;Quality:0.0;Size:-0.7;Momentum:-0.3;LowVol:-0.8
NoDerivatives
7
35
5.9
trailing 8%
211
24.6
Volatile
23.8
5.11
3.9
158
22
76
62
false
Buy
Add to core equity +1%
31
-29
BrokerB
MKT
97
null
null
Normal monitoring
87
-55
80
5
false
Monitor dispersion and breadth
P3022
Cautious
401k
USD
2024-08-16
272,696
41,416
231,280
1
40.7
34.5
8.1
16.6
BND:23.3%;VOO:19.6%;TSLA:18.7%;AAPL:20.1%;MSFT:18.3%
US:71.4;EU:8.3;APAC:10.2;EM:9.8;Other:0.3
Value:+0.8;Growth:+0.3;Quality:+0.9;Size:-0.8;Momentum:-0.8;LowVol:-0.8
ESGOnly;MaxPos7%;NoMargin
6
35
4.1
trailing 8%
107
15.4
Volatile
20.7
4.07
2.8
131
-44
15
54
false
Buy
Add to core equity +1%
4
-13
BrokerD
MKT
91
null
null
Normal monitoring
106
-29
145
3
false
Monitor dispersion and breadth
P3023
Opportunistic
Taxable
USD
2025-05-06
1,799,713
105,508
1,694,205
1
76.6
15.2
0
8.3
VTI:20.7%;BRK.B:23.5%;MSFT:18.7%;GLD:23.5%;TLT:13.6%
US:68.5;EU:6.9;APAC:15.2;EM:8.3;Other:1.1
Value:-0.3;Growth:+0.6;Quality:-0.7;Size:-0.7;Momentum:-0.2;LowVol:-0.8
MaxPos7%;NoDerivatives
6
30
4.6
trailing 7%
171
30
Bull
16
4.55
2.4
99
25
68
67
true
Hedge
Buy index puts 1% notional
4
9
BrokerA
VWAP
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-28
-22
-29
4
false
Tighten stops on momentum names
P3024
Opportunistic
401k
USD
2025-06-02
1,269,824
42,328
1,227,496
1
77.4
16.6
1.6
4.4
VOO:11.7%;MUB:22.1%;AAPL:21.9%;QQQ:22.1%;VNQ:22.1%
US:67.0;EU:17.3;APAC:6.6;EM:7.7;Other:1.5
Value:-0.5;Growth:-0.1;Quality:-0.4;Size:-0.3;Momentum:+0.5;LowVol:+0.7
null
8
25
6.8
trailing 7%
269
25.5
Volatile
25
4.53
2.6
164
62
75
78
true
Rebalance
Rebalance back to target bands
9
-6
BrokerA
LMT
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
-50
-28
56
3
true
Tax-aware sells next window
P3025
Opportunistic
IRA
USD
2025-08-27
451,481
20,986
430,495
1.17
74.4
13.2
8.1
4.3
GLD:15.5%;BND:6.9%;XLF:20.6%;IEF:20.6%;AMZN:19.6%;MSFT:16.9%
US:64.0;EU:11.7;APAC:12.6;EM:11.2;Other:0.5
Value:+1.0;Growth:+0.8;Quality:+0.7;Size:-0.2;Momentum:0.0;LowVol:+0.6
MaxPos8%
5
35
5.8
trailing 7%
174
31.8
Bull
17
4.3
2.9
90
98
97
48
false
Rebalance
Shift +1% to bonds from equity
-12
-16
BrokerC
MKT
96
null
null
Normal monitoring
14
2
53
4
false
Tighten stops on momentum names
P3026
Systematic
401k
USD
2024-10-24
784,325
50,996
733,329
1
55.4
26.2
10.8
7.6
VTI:33.3%;MSFT:33.3%;BND:33.3%
US:65.4;EU:14.8;APAC:12.2;EM:6.7;Other:0.9
Value:+0.9;Growth:-0.5;Quality:-0.1;Size:+0.4;Momentum:-0.6;LowVol:+0.3
MaxPos5%;NoDerivatives
6
30
5.5
trailing 9%
128
24.6
Volatile
27
3.99
2.1
165
77
81
67
false
Sell
Trim extended winner -1%
-4
-3
BrokerD
MKT
85
null
null
Normal monitoring
-13
8
107
4
false
Increase defensive factor exposure
P3027
Active
401k
USD
2024-10-30
2,078,317
159,649
1,918,668
1
60.6
26.3
3.7
9.4
HYG:20.0%;TLT:27.3%;GLD:27.3%;VNQ:25.4%
US:60.8;EU:16.0;APAC:11.8;EM:6.8;Other:4.6
Value:-0.3;Growth:-0.8;Quality:-0.0;Size:-0.0;Momentum:-0.3;LowVol:-0.3
MaxPos7%
6
30
4.5
trailing 8%
121
17.9
Bull
14.7
3.63
3.3
88
28
79
49
false
Hedge
Add TLT +1% as duration hedge
2
-27
BrokerD
VWAP
96
null
null
Normal monitoring
48
-21
186
4
false
Monitor dispersion and breadth
P3028
Systematic
Roth
USD
2025-02-13
1,223,054
93,725
1,129,329
1
62.6
28.5
3.1
5.8
GLD:33.3%;TLT:33.3%;VTI:33.3%
US:77.0;EU:9.7;APAC:5.8;EM:3.1;Other:4.4
Value:-0.4;Growth:0.0;Quality:+0.5;Size:-0.2;Momentum:-0.2;LowVol:+0.5
MaxPos5%
5
25
4.7
trailing 9%
197
24.9
Bull
12.8
4.44
2.2
94
24
48
45
true
Hedge
Buy index puts 1% notional
-4
-10
BrokerD
MKT
99
VAR>budget
Reduce
Risk above budget threshold
46
-39
119
5
false
Tighten stops on momentum names
P3029
Opportunistic
IRA
USD
2025-07-18
698,629
31,999
666,630
1
61.3
13.6
18.6
6.5
XLF:19.4%;BND:21.2%;GLD:21.2%;IEF:21.2%;QQQ:16.9%
US:62.4;EU:21.0;APAC:8.5;EM:4.7;Other:3.5
Value:-0.6;Growth:+0.9;Quality:-0.1;Size:-0.9;Momentum:-0.6;LowVol:-0.7
NoDerivatives
10
25
4.6
trailing 9%
205
28.3
Volatile
21.6
4.6
3.9
146
-28
22
58
false
Rebalance
Shift +1% to bonds from equity
14
-19
BrokerB
LMT
90
null
null
Normal monitoring
55
-3
71
3
false
Tighten stops on momentum names
P3030
Active
IRA
USD
2024-09-02
1,255,281
93,580
1,161,701
1
66.2
19.1
5.5
9.3
MUB:15.2%;TSLA:22.2%;IEF:22.2%;MSFT:11.7%;VNQ:12.8%;BND:16.0%
US:72.4;EU:8.8;APAC:11.5;EM:4.5;Other:2.8
Value:+0.7;Growth:-0.0;Quality:-0.4;Size:+0.3;Momentum:+0.6;LowVol:-0.6
null
10
30
5.1
hard 12%
154
16.9
Bear
25
4.27
2.3
203
12
42
77
true
Rebalance
Rebalance back to target bands
25
-14
BrokerD
MKT
93
VAR>budget
Hedge
Risk above budget threshold
49
-3
55
4
false
Tax-aware sells next window
P3031
Hands-off
Taxable
USD
2024-11-25
400,198
26,444
373,754
1
56.2
29.1
9.6
5.1
IEF:10.8%;BRK.B:22.6%;GLD:22.6%;VNQ:8.2%;TLT:13.0%;XLF:22.6%
US:70.0;EU:14.0;APAC:7.2;EM:5.4;Other:3.5
Value:+0.3;Growth:-0.6;Quality:+0.9;Size:+0.1;Momentum:-0.1;LowVol:-0.9
null
8
25
3.5
trailing 10%
169
16
Bull
15.1
4.87
3.2
111
54
76
48
false
Sell
Trim extended winner -1%
0
-27
BrokerB
LMT
90
null
null
Normal monitoring
9
11
6
5
false
Tighten stops on momentum names
P3032
Hands-off
IRA
USD
2025-04-03
798,778
44,034
754,744
1
59.6
22.4
11.5
6.5
BND:21.8%;TSLA:10.2%;AAPL:11.8%;GLD:13.2%;VNQ:21.8%;VOO:21.3%
US:65.1;EU:16.9;APAC:12.4;EM:4.2;Other:1.5
Value:+0.2;Growth:+0.7;Quality:-0.0;Size:+0.9;Momentum:+0.7;LowVol:-0.2
MaxPos6%
10
25
5.8
trailing 8%
163
13
Volatile
26.6
3.83
3.4
116
68
97
62
false
Sell
Trim extended winner -1%
-13
-15
BrokerC
LMT
95
null
null
Normal monitoring
91
-8
56
3
false
Monitor dispersion and breadth
P3033
Hands-off
401k
USD
2025-06-22
289,115
12,239
276,876
1
70.1
17.8
2.9
9.2
GLD:26.1%;HYG:26.1%;AAPL:26.1%;AMZN:21.7%
US:66.8;EU:16.9;APAC:7.0;EM:5.4;Other:3.9
Value:+0.3;Growth:+0.4;Quality:-0.9;Size:+0.2;Momentum:-0.5;LowVol:-1.0
null
10
35
3.6
hard 10%
151
16.4
Sideways
18.6
3.95
2.7
108
15
44
62
false
Rebalance
Shift +1% to bonds from equity
31
-22
BrokerA
LMT
88
null
null
Normal monitoring
0
-2
-23
4
false
Within IPS guidelines
P3034
Cautious
IRA
USD
2025-04-11
362,919
33,172
329,747
1
44.5
39.9
0
15.6
MSFT:24.8%;AAPL:14.0%;HYG:24.8%;BND:24.8%;AMZN:11.5%
US:62.0;EU:14.4;APAC:12.3;EM:7.4;Other:3.9
Value:-0.2;Growth:+0.8;Quality:-0.4;Size:+0.6;Momentum:-0.3;LowVol:-0.6
ESGOnly;NoMargin
5
25
4.4
hard 10%
91
16.3
Volatile
30
3.84
3.4
146
35
64
56
true
Rebalance
Rebalance back to target bands
14
-8
BrokerA
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-25
-34
-39
2
false
Monitor dispersion and breadth
P3035
Systematic
Taxable
USD
2025-03-17
575,475
42,910
532,565
1
55.6
29.6
6.3
8.4
VOO:25.8%;HYG:25.8%;MSFT:22.6%;VNQ:25.8%
US:61.7;EU:15.9;APAC:11.9;EM:8.5;Other:1.9
Value:-0.8;Growth:-0.9;Quality:+0.1;Size:-0.6;Momentum:0.0;LowVol:-0.8
null
10
25
4.1
hard 12%
125
24
Bull
17.2
4.64
3.2
119
7
51
47
false
Rebalance
Shift +1% to bonds from equity
18
-34
BrokerA
LMT
85
null
null
Normal monitoring
9
-19
-14
4
false
Tighten stops on momentum names
P3036
Opportunistic
401k
USD
2025-10-09
313,970
21,515
292,455
1
64.6
18.6
8.1
8.7
GLD:27.9%;AAPL:26.5%;BRK.B:27.9%;BND:17.8%
US:64.2;EU:16.6;APAC:9.9;EM:6.6;Other:2.6
Value:-0.6;Growth:-0.5;Quality:+0.6;Size:+0.7;Momentum:-0.5;LowVol:+0.1
null
5
30
6.5
hard 12%
171
24.9
Sideways
20.9
4.03
2.9
111
-13
49
61
false
Buy
Add to core equity +1%
-7
-31
BrokerD
VWAP
92
null
null
Normal monitoring
93
-46
192
3
false
Tax-aware sells next window
P3037
Active
Roth
USD
2024-12-03
1,315,839
116,111
1,199,728
1
52.2
23.4
16.2
8.2
TSLA:14.6%;IEF:9.2%;TLT:18.3%;VOO:15.3%;VTI:21.3%;BRK.B:21.3%
US:65.7;EU:16.4;APAC:6.6;EM:8.6;Other:2.7
Value:-0.1;Growth:-1.0;Quality:-0.1;Size:-0.3;Momentum:+0.3;LowVol:+0.3
NoDerivatives
10
30
4.7
trailing 8%
213
19.1
Volatile
29
3.75
3.9
114
-16
56
71
true
Reduce
Cut high-beta by 2-3%, add cash
14
6
BrokerD
MKT
87
VAR>budget
Reduce
Risk above budget threshold
8
13
-12
5
false
Tighten stops on momentum names
P3038
Cautious
Taxable
USD
2024-09-23
720,119
99,340
620,779
1
35.3
39.6
7.3
17.8
HYG:26.7%;AAPL:26.7%;AMZN:20.0%;VTI:26.7%
US:74.0;EU:9.6;APAC:6.5;EM:7.2;Other:2.6
Value:+0.2;Growth:+0.7;Quality:+0.5;Size:+0.1;Momentum:+0.5;LowVol:-0.7
NoMargin
7
35
4.7
trailing 8%
166
14.3
Volatile
30.8
3.6
3.9
169
28
70
53
false
Buy
Add to core equity +1%
-3
-31
BrokerD
MKT
90
null
null
Normal monitoring
-59
-26
-32
3
false
Increase defensive factor exposure
P3039
Cautious
IRA
USD
2025-02-22
476,972
46,107
430,865
1
51.6
34.5
0
14
HYG:21.3%;TLT:20.5%;VTI:15.6%;BND:21.3%;TSLA:21.3%
US:58.9;EU:19.7;APAC:10.5;EM:6.6;Other:4.2
Value:+0.5;Growth:-0.7;Quality:-0.1;Size:+0.5;Momentum:-0.8;LowVol:-0.4
NoDerivatives;NoMargin
6
30
4.7
trailing 10%
140
18.1
Bull
17.6
4.74
3
75
4
50
38
false
Buy
Add to core equity +1%
34
-30
BrokerB
LMT
86
null
null
Normal monitoring
120
-15
108
4
false
Within IPS guidelines
P3040
Cautious
Trust
USD
2025-02-11
514,643
57,913
456,730
1
52.2
37.7
0
10.1
TSLA:34.7%;AMZN:30.7%;GLD:34.7%
US:73.5;EU:6.0;APAC:8.6;EM:11.2;Other:0.8
Value:-0.4;Growth:-0.3;Quality:+0.3;Size:+0.6;Momentum:-0.3;LowVol:+0.3
ESGOnly;NoMargin
10
35
5.7
trailing 8%
93
17.2
Volatile
24.4
4.7
2.1
132
8
61
61
false
Rebalance
Shift +1% to bonds from equity
11
-25
BrokerA
MKT
86
null
null
Normal monitoring
86
-33
209
4
false
Tax-aware sells next window
P3041
Cautious
IRA
USD
2025-03-08
768,374
105,283
663,091
1
40.9
36.3
8.8
14
TLT:23.5%;XLF:16.4%;VTI:13.3%;TSLA:23.5%;IEF:23.5%
US:73.1;EU:7.6;APAC:13.2;EM:4.8;Other:1.3
Value:+1.0;Growth:-1.0;Quality:-0.3;Size:-0.3;Momentum:-0.8;LowVol:-0.4
MaxPos8%;NoMargin
5
30
3.2
hard 10%
165
19.4
Volatile
20.4
5.2
2.2
150
56
64
37
false
Sell
Trim extended winner -1%
27
2
BrokerC
VWAP
86
null
null
Normal monitoring
-51
10
-27
4
false
Increase defensive factor exposure
P3042
Opportunistic
401k
USD
2024-12-31
347,243
27,183
320,060
1.13
71.4
21.5
3.1
4.1
BRK.B:20.0%;BND:16.8%;TSLA:24.3%;TLT:14.5%;VNQ:24.3%
US:62.0;EU:17.7;APAC:9.9;EM:5.3;Other:5.1
Value:-0.6;Growth:-0.1;Quality:-1.0;Size:+0.5;Momentum:+0.5;LowVol:+0.9
MaxPos6%
8
25
5.7
hard 12%
205
34.1
Bull
16
4.8
2.1
78
46
72
61
false
Rebalance
Shift +1% to bonds from equity
27
-7
BrokerD
MKT
100
null
null
Normal monitoring
-53
-13
-4
4
false
Within IPS guidelines
P3043
Cautious
IRA
USD
2025-05-24
633,156
81,936
551,220
1
47.6
36.5
1.8
14
VTI:33.3%;VNQ:33.3%;AAPL:33.3%
US:60.0;EU:16.8;APAC:10.6;EM:8.8;Other:3.8
Value:-0.2;Growth:+0.8;Quality:+0.7;Size:+0.4;Momentum:-0.2;LowVol:+0.3
NoMargin
10
25
3.2
trailing 8%
141
15
Sideways
14.8
3.69
2.9
111
-25
38
48
false
Sell
Trim extended winner -1%
-10
1
BrokerA
MKT
94
null
null
Normal monitoring
-28
-52
93
4
false
Within IPS guidelines
P3044
Opportunistic
Roth
USD
2025-01-18
618,132
43,931
574,201
1
60.8
11.2
19.3
8.7
VTI:25.0%;QQQ:25.0%;XLF:25.0%;GLD:25.0%
US:64.8;EU:12.1;APAC:9.2;EM:11.3;Other:2.6
Value:-0.8;Growth:+1.0;Quality:-0.9;Size:+0.2;Momentum:+0.1;LowVol:+0.7
null
7
30
4.1
trailing 9%
226
20.4
Sideways
16.7
4.22
2.5
123
10
52
43
false
Buy
Add to core equity +1%
20
-13
BrokerB
LMT
87
null
null
Normal monitoring
2
-7
135
3
false
Monitor dispersion and breadth
P3045
Opportunistic
401k
USD
2025-09-24
413,887
21,196
392,691
1
62.4
13.8
15.9
7.9
IEF:21.7%;VNQ:26.1%;GLD:26.1%;VOO:26.1%
US:74.3;EU:8.0;APAC:10.9;EM:6.5;Other:0.4
Value:-0.7;Growth:+0.6;Quality:-0.5;Size:-0.7;Momentum:+0.7;LowVol:+0.2
null
10
30
5.7
trailing 7%
207
30.4
Volatile
20
3.71
3.3
158
39
57
63
false
Buy
Add to core equity +1%
6
-30
BrokerC
LMT
95
null
null
Normal monitoring
75
14
57
4
false
Tighten stops on momentum names
P3046
Opportunistic
Roth
USD
2025-11-05
1,118,837
42,008
1,076,829
1
70.7
16.7
6.2
6.5
MSFT:23.0%;TSLA:17.6%;AAPL:23.0%;XLF:13.6%;BRK.B:23.0%
US:63.3;EU:7.5;APAC:13.7;EM:11.6;Other:3.9
Value:-0.9;Growth:+0.3;Quality:+0.1;Size:-0.8;Momentum:-0.5;LowVol:-0.8
MaxPos6%
8
30
6.9
trailing 7%
213
25.4
Volatile
25.1
4.18
3.6
166
-7
37
66
true
Hedge
Buy index puts 1% notional
-13
-35
BrokerB
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-27
15
-27
4
false
Tax-aware sells next window
P3047
Hands-off
IRA
USD
2025-05-05
864,075
56,891
807,184
1
72.6
21.3
0
6.1
AMZN:19.5%;TSLA:23.8%;QQQ:23.8%;VNQ:21.8%;BRK.B:11.2%
US:55.3;EU:19.7;APAC:13.5;EM:10.3;Other:1.1
Value:+0.4;Growth:+0.6;Quality:+0.9;Size:+0.4;Momentum:+1.0;LowVol:-0.9
MaxPos6%;NoDerivatives
7
35
4.6
hard 10%
110
12.7
Bull
14.3
4.51
3.3
83
118
100
52
false
NoAction
Within bands; monitor
27
-11
BrokerB
MKT
0
null
null
Normal monitoring
105
-2
134
3
false
Monitor dispersion and breadth
P3048
Hands-off
Roth
USD
2025-11-12
478,232
25,628
452,604
1
74.1
18.5
1.2
6.2
BND:24.0%;XLF:24.0%;AAPL:24.0%;BRK.B:13.0%;TSLA:15.1%
US:67.5;EU:11.3;APAC:8.1;EM:11.3;Other:1.7
Value:-0.5;Growth:+0.4;Quality:-0.3;Size:+0.2;Momentum:+0.8;LowVol:-0.9
ESGOnly
5
25
3.4
trailing 8%
129
15.1
Bear
34.9
3.91
2.3
166
-109
5
90
true
Hedge
Buy index puts 1% notional
-13
-24
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
28
-59
61
3
false
Increase defensive factor exposure
P3049
Opportunistic
Roth
USD
2025-02-18
1,760,353
56,292
1,704,061
1
69.2
13.5
11.7
5.6
VNQ:15.8%;MSFT:16.5%;AAPL:15.6%;HYG:12.0%;VOO:19.6%;XLF:20.6%
US:69.5;EU:10.4;APAC:10.8;EM:8.2;Other:1.1
Value:-0.3;Growth:-0.1;Quality:-0.7;Size:-0.4;Momentum:+0.1;LowVol:0.0
null
7
25
4.3
trailing 9%
280
33.1
Bull
16.2
4.04
2.8
101
86
84
44
false
Buy
Add to core equity +1%
16
-4
BrokerA
VWAP
94
null
null
Normal monitoring
3
-42
47
4
false
Increase defensive factor exposure
P3050
Cautious
Roth
USD
2024-09-26
259,919
34,392
225,527
1
38.3
38.2
10.4
13.1
VNQ:19.4%;TLT:21.5%;MUB:14.9%;VTI:22.1%;HYG:22.1%
US:66.6;EU:15.0;APAC:8.5;EM:8.0;Other:1.9
Value:+0.7;Growth:+0.8;Quality:+0.5;Size:+0.6;Momentum:-0.1;LowVol:+0.3
MaxPos5%;NoMargin
6
35
3.4
hard 10%
135
16.9
Volatile
30.7
3.62
2.2
119
-41
29
55
false
Rebalance
Shift +1% to bonds from equity
12
-15
BrokerA
VWAP
96
null
null
Normal monitoring
-1
10
28
3
false
Monitor dispersion and breadth
P3051
Cautious
IRA
USD
2025-06-29
775,911
106,673
669,238
1
37.2
41.7
3.9
17.2
MSFT:25.0%;IEF:25.0%;VOO:25.0%;GLD:25.0%
US:65.2;EU:14.4;APAC:11.9;EM:6.3;Other:2.3
Value:-0.3;Growth:-0.1;Quality:-0.8;Size:+0.3;Momentum:-0.6;LowVol:0.0
MaxPos5%;NoMargin
5
25
5.9
trailing 8%
126
13.6
Bull
11.5
4.87
3.2
89
9
63
31
false
Rebalance
Shift +1% to bonds from equity
14
9
BrokerD
LMT
98
null
null
Normal monitoring
107
3
218
4
false
Tax-aware sells next window
P3052
Hands-off
IRA
USD
2025-01-24
771,341
42,899
728,442
1
73.9
16.7
1.4
8
VOO:24.4%;BND:13.0%;AMZN:24.4%;AAPL:21.4%;BRK.B:16.8%
US:72.5;EU:9.2;APAC:5.9;EM:11.3;Other:1.0
Value:-0.9;Growth:+0.5;Quality:+0.8;Size:-0.4;Momentum:+0.4;LowVol:-0.6
ESGOnly
10
25
4.8
trailing 8%
92
15.9
Bear
24
3.22
1.1
169
-100
5
67
false
Buy
Add to core equity +1%
-7
0
BrokerA
LMT
92
null
null
Normal monitoring
19
-57
51
4
false
Increase defensive factor exposure
P3053
Hands-off
401k
USD
2025-03-08
189,601
11,185
178,416
1
65.7
23.4
3.1
7.8
GLD:26.9%;AAPL:19.3%;BND:26.9%;QQQ:26.9%
US:70.8;EU:13.7;APAC:4.7;EM:10.8;Other:0.0
Value:-0.1;Growth:-0.4;Quality:-0.8;Size:-0.6;Momentum:-0.0;LowVol:-0.3
ESGOnly;MaxPos5%
10
25
5.3
trailing 8%
123
17.5
Sideways
17.5
3.64
2.9
96
-28
37
54
false
Hedge
Add TLT +1% as duration hedge
-8
-39
BrokerB
MKT
99
null
null
Normal monitoring
107
-2
104
5
false
Tax-aware sells next window
P3054
Active
Trust
USD
2025-05-09
2,233,153
182,222
2,050,931
1
52.4
23.5
15.8
8.2
TSLA:12.7%;XLF:8.4%;GLD:11.7%;VTI:23.3%;IEF:20.5%;VNQ:23.3%
US:52.3;EU:19.1;APAC:14.0;EM:11.1;Other:3.5
Value:-0.5;Growth:0.0;Quality:-0.2;Size:-0.8;Momentum:+0.8;LowVol:-0.8
NoDerivatives
5
25
5.7
trailing 8%
190
26.5
Volatile
24.4
4.93
2.2
158
-31
32
68
false
Rebalance
Shift +1% to bonds from equity
15
-36
BrokerA
VWAP
99
null
null
Normal monitoring
104
-30
221
5
false
Monitor dispersion and breadth
P3055
Cautious
IRA
USD
2024-09-17
345,380
46,507
298,873
1
35.6
41.3
7.9
15.1
AAPL:27.9%;GLD:27.9%;VOO:21.0%;MSFT:23.2%
US:67.0;EU:16.9;APAC:6.3;EM:6.1;Other:3.7
Value:+0.2;Growth:-0.4;Quality:-0.2;Size:-0.2;Momentum:-0.7;LowVol:+0.4
NoMargin
7
25
5.9
trailing 10%
145
15.3
Bull
12.4
3.77
3.4
111
26
78
25
false
Rebalance
Shift +1% to bonds from equity
25
-25
BrokerC
LMT
99
null
null
Normal monitoring
87
7
129
5
false
Within IPS guidelines
P3056
Opportunistic
Roth
USD
2025-04-18
730,228
41,772
688,456
1
72.6
21
0
6.5
GLD:17.3%;IEF:9.9%;TSLA:21.3%;MUB:21.3%;MSFT:17.1%;HYG:13.1%
US:72.4;EU:12.7;APAC:6.5;EM:4.8;Other:3.7
Value:+0.4;Growth:+0.6;Quality:-0.4;Size:-0.5;Momentum:+0.5;LowVol:+0.4
MaxPos8%
5
30
4.4
trailing 7%
203
22.8
Bull
16.1
3.89
2.7
87
81
96
56
false
Rebalance
Shift +1% to bonds from equity
32
-36
BrokerC
MKT
94
null
null
Normal monitoring
95
-17
167
3
false
Increase defensive factor exposure
P3057
Systematic
Trust
USD
2025-12-01
912,795
84,985
827,810
1
57.4
24.3
10.1
8.2
AMZN:12.6%;MSFT:22.1%;GLD:7.5%;MUB:15.1%;VNQ:20.5%;BRK.B:22.1%
US:69.0;EU:11.4;APAC:11.4;EM:5.8;Other:2.4
Value:-0.1;Growth:-1.0;Quality:-0.4;Size:+0.4;Momentum:-0.5;LowVol:+1.0
null
10
25
4.2
trailing 8%
199
24.6
Bull
17.8
4.42
3.2
75
113
100
53
false
Rebalance
Shift +1% to bonds from equity
16
-36
BrokerD
LMT
91
null
null
Normal monitoring
-54
-47
44
4
false
Tighten stops on momentum names
P3058
Systematic
Taxable
USD
2025-06-28
1,655,494
68,252
1,587,242
1
64.1
25
4.3
6.6
AAPL:33.3%;AMZN:33.3%;IEF:33.3%
US:74.8;EU:12.2;APAC:7.5;EM:4.0;Other:1.4
Value:+0.6;Growth:-0.4;Quality:+0.9;Size:+0.2;Momentum:-0.9;LowVol:+0.7
MaxPos8%;NoDerivatives
6
25
5.5
hard 12%
192
22.4
Volatile
30.8
3.84
3.3
129
45
69
84
true
Reduce
Cut high-beta by 2-3%, add cash
30
-18
BrokerB
VWAP
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-43
-2
-83
4
false
Increase defensive factor exposure
P3059
Active
Trust
USD
2025-06-30
933,382
69,811
863,571
1
59.1
30.4
3
7.5
TLT:36.2%;BRK.B:27.7%;MSFT:36.2%
US:66.8;EU:10.8;APAC:15.2;EM:4.7;Other:2.5
Value:-1.0;Growth:-0.8;Quality:-0.7;Size:+0.9;Momentum:-0.9;LowVol:-0.4
MaxPos8%;NoDerivatives
10
30
5.3
hard 12%
159
22.5
Bull
11.5
4.95
2.4
116
103
87
29
false
Buy
Add to core equity +1%
15
6
BrokerD
LMT
91
null
null
Normal monitoring
-2
-16
61
3
false
Tighten stops on momentum names
P3060
Cautious
Roth
USD
2024-08-12
243,624
26,492
217,132
1
41.2
40.3
1.8
16.6
HYG:15.3%;TLT:28.2%;VNQ:28.2%;MUB:28.2%
US:62.6;EU:8.8;APAC:15.6;EM:7.8;Other:5.2
Value:+0.1;Growth:+0.1;Quality:-0.9;Size:-0.7;Momentum:+0.7;LowVol:+0.2
MaxPos6%;NoMargin
10
30
5
trailing 8%
151
14.5
Sideways
22
4.56
3.2
103
35
62
50
false
Rebalance
Shift +1% to bonds from equity
21
-27
BrokerB
LMT
98
null
null
Normal monitoring
69
5
121
4
false
Within IPS guidelines
P3061
Active
Roth
USD
2024-07-17
1,104,844
88,422
1,016,422
1
66.8
19
6.3
8
VOO:18.5%;MUB:13.4%;VNQ:15.3%;BRK.B:21.2%;AAPL:10.4%;BND:21.2%
US:71.0;EU:8.1;APAC:6.5;EM:8.8;Other:5.8
Value:+0.5;Growth:+0.5;Quality:-0.8;Size:-0.3;Momentum:-0.8;LowVol:-0.3
MaxPos7%
7
30
5
trailing 9%
139
18.7
Bull
11.2
4.94
2.9
83
105
87
52
false
Rebalance
Shift +1% to bonds from equity
-15
-7
BrokerB
LMT
90
null
null
Normal monitoring
24
-25
-3
4
false
Within IPS guidelines
P3062
Active
Taxable
USD
2025-03-15
1,444,782
161,516
1,283,266
1
62
29.8
1.8
6.4
MSFT:12.2%;TLT:22.4%;QQQ:22.4%;AAPL:22.4%;HYG:20.6%
US:61.1;EU:12.4;APAC:12.8;EM:13.6;Other:0.0
Value:-0.4;Growth:+0.7;Quality:-0.8;Size:+0.7;Momentum:+0.4;LowVol:+0.6
null
10
35
4.9
hard 12%
220
27.8
Volatile
31.4
4.92
3.7
115
-9
41
86
true
Hedge
Buy index puts 1% notional
14
-14
BrokerD
LMT
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
-21
-23
92
4
false
Tighten stops on momentum names
P3063
Systematic
Taxable
USD
2024-11-14
976,714
46,572
930,142
1
55.8
26.4
11.2
6.6
MSFT:23.7%;VNQ:20.8%;BND:23.7%;GLD:21.1%;HYG:10.8%
US:57.4;EU:15.9;APAC:14.2;EM:11.0;Other:1.4
Value:-0.7;Growth:0.0;Quality:-0.9;Size:+0.8;Momentum:+0.9;LowVol:+0.9
MaxPos6%;NoDerivatives
7
35
4.9
trailing 8%
227
23.9
Bull
17.7
3.72
3
112
89
100
50
false
NoAction
Within bands; monitor
-9
-24
BrokerC
LMT
86
null
null
Normal monitoring
10
-48
103
4
false
Increase defensive factor exposure
P3064
Active
Taxable
USD
2025-07-02
1,667,556
116,688
1,550,868
1
61.9
23
7.2
7.9
AAPL:35.0%;VNQ:35.0%;MUB:30.1%
US:67.6;EU:15.6;APAC:6.4;EM:8.4;Other:2.0
Value:-0.6;Growth:+1.0;Quality:-0.6;Size:-0.8;Momentum:-0.7;LowVol:+0.5
MaxPos5%
7
30
4.1
hard 12%
132
25.8
Bull
12.4
3.71
2.5
96
42
66
42
false
Hedge
Add TLT +1% as duration hedge
-7
-11
BrokerD
LMT
100
null
null
Normal monitoring
52
16
104
5
false
Monitor dispersion and breadth
P3065
Cautious
401k
USD
2025-07-05
610,582
95,581
515,001
1
35.5
34.2
15.2
15.1
VOO:24.6%;VNQ:8.4%;MUB:17.6%;TSLA:24.6%;QQQ:24.6%
US:66.9;EU:8.2;APAC:14.7;EM:6.6;Other:3.6
Value:-0.8;Growth:-0.2;Quality:-0.7;Size:-0.0;Momentum:-0.6;LowVol:-0.9
ESGOnly;NoMargin
10
25
5.2
trailing 8%
114
14.5
Sideways
15.4
4.89
2.5
92
28
69
35
false
Sell
Trim extended winner -1%
7
-15
BrokerB
LMT
89
null
null
Normal monitoring
-8
-5
103
4
false
Increase defensive factor exposure
P3066
Systematic
401k
USD
2025-10-21
1,425,073
92,890
1,332,183
1
63.5
24.1
3.5
9
BND:26.6%;QQQ:20.3%;VTI:26.6%;AAPL:26.6%
US:66.0;EU:10.9;APAC:13.6;EM:7.1;Other:2.4
Value:-0.3;Growth:+0.9;Quality:-0.6;Size:+0.3;Momentum:-0.0;LowVol:+0.8
null
6
25
4.1
trailing 9%
218
19.9
Bull
12
4.46
3
94
69
87
50
false
Rebalance
Shift +1% to bonds from equity
14
-37
BrokerB
LMT
88
null
null
Normal monitoring
-25
13
92
3
false
Increase defensive factor exposure
P3067
Cautious
IRA
USD
2024-10-09
199,779
28,348
171,431
1
51.4
32.9
1.2
14.6
VOO:25.0%;VNQ:25.0%;TLT:25.0%;AMZN:25.0%
US:67.5;EU:15.0;APAC:10.1;EM:6.5;Other:0.8
Value:-0.9;Growth:+0.8;Quality:+0.3;Size:-0.5;Momentum:0.0;LowVol:-0.9
NoMargin
5
35
3.6
trailing 8%
148
13.5
Volatile
24.3
4.08
2.7
113
42
56
66
false
Buy
Add to core equity +1%
-15
-10
BrokerB
LMT
94
null
null
Normal monitoring
81
-46
83
5
false
Increase defensive factor exposure
P3068
Hands-off
IRA
USD
2025-11-24
395,624
29,081
366,543
1
59.1
24.1
8.2
8.7
AAPL:15.2%;HYG:12.8%;MSFT:20.3%;QQQ:16.9%;XLF:17.3%;VTI:17.5%
US:64.3;EU:15.4;APAC:10.4;EM:7.6;Other:2.3
Value:-0.9;Growth:-0.2;Quality:-0.3;Size:+0.1;Momentum:+0.3;LowVol:+0.8
ESGOnly;MaxPos5%
10
25
4.8
hard 10%
163
12
Bull
12.8
3.62
2.8
109
63
71
46
false
Sell
Trim extended winner -1%
-1
1
BrokerB
MKT
95
null
null
Normal monitoring
92
-51
140
5
false
Increase defensive factor exposure
P3069
Active
Trust
USD
2024-08-24
1,955,770
154,048
1,801,722
1.06
67.2
19.9
3.6
9.3
MSFT:33.3%;TLT:33.3%;XLF:33.3%
US:62.8;EU:13.9;APAC:15.1;EM:5.2;Other:3.1
Value:+0.8;Growth:-0.5;Quality:-0.3;Size:+0.3;Momentum:-0.7;LowVol:+0.4
MaxPos8%
7
25
4.4
hard 12%
228
25.6
Volatile
26.5
4.22
3
169
35
67
73
true
Hedge
Buy index puts 1% notional
11
-1
BrokerC
MKT
85
Drift>tolerance
Pause
Allocation drift beyond policy bands
4
-54
109
4
false
Tighten stops on momentum names
P3070
Active
Trust
USD
2025-09-18
2,211,462
256,157
1,955,305
1
52.5
26.3
13.1
8.1
XLF:25.0%;VNQ:25.0%;MUB:25.0%;VTI:25.0%
US:72.3;EU:18.1;APAC:5.2;EM:3.6;Other:0.8
Value:+0.8;Growth:-0.8;Quality:-0.4;Size:+0.3;Momentum:-0.8;LowVol:-0.4
MaxPos8%
5
35
4.4
trailing 9%
160
27.1
Bull
17.5
4.71
2.2
109
65
76
55
false
Hedge
Add TLT +1% as duration hedge
-4
-8
BrokerC
LMT
93
null
null
Normal monitoring
11
-7
1
3
false
Tighten stops on momentum names
P3071
Cautious
IRA
USD
2025-04-05
720,537
70,078
650,459
1
47.3
38.4
3.8
10.5
VTI:33.3%;TSLA:33.3%;VNQ:33.3%
US:76.1;EU:13.4;APAC:5.0;EM:3.3;Other:2.2
Value:+0.1;Growth:+0.7;Quality:+0.4;Size:-0.3;Momentum:-0.2;LowVol:-0.5
ESGOnly;MaxPos5%;NoMargin
5
30
5.8
trailing 8%
159
14.2
Bull
13
3.83
2.7
97
54
90
37
false
Rebalance
Shift +1% to bonds from equity
26
-40
BrokerD
MKT
98
null
null
Normal monitoring
86
-31
159
3
false
Tighten stops on momentum names
P3072
Active
401k
USD
2025-11-26
1,680,705
199,158
1,481,547
1
60.6
20.2
13.2
6
MUB:22.3%;XLF:18.6%;AMZN:22.3%;BRK.B:15.4%;VTI:10.9%;GLD:10.5%
US:70.8;EU:5.9;APAC:10.4;EM:11.4;Other:1.5
Value:-0.5;Growth:0.0;Quality:+0.2;Size:-0.4;Momentum:+0.2;LowVol:+0.5
null
8
35
5.4
trailing 8%
157
19.8
Volatile
31.7
3.99
2.2
171
27
50
77
true
Hedge
Buy index puts 1% notional
-15
-19
BrokerB
VWAP
90
VAR>budget
Hedge
Risk above budget threshold
-3
1
111
5
false
Tighten stops on momentum names
P3073
Opportunistic
IRA
USD
2025-12-22
443,888
21,621
422,267
1
71.3
12.3
10.7
5.7
IEF:21.0%;GLD:21.0%;TLT:8.3%;MUB:20.7%;AMZN:21.0%;MSFT:8.1%
US:72.7;EU:6.5;APAC:8.4;EM:10.3;Other:2.2
Value:-0.9;Growth:-0.2;Quality:-0.4;Size:-0.4;Momentum:+0.2;LowVol:+0.5
null
5
30
4.6
trailing 9%
248
28
Volatile
30.2
3.94
2.6
157
77
95
88
true
Hedge
Buy index puts 1% notional
5
-18
BrokerD
MKT
91
VAR>budget
Reduce
Risk above budget threshold
48
18
134
2
false
Within IPS guidelines
P3074
Hands-off
Trust
USD
2025-01-19
247,742
23,995
223,747
1
69.5
21.7
1.3
7.5
VOO:16.9%;MUB:13.1%;GLD:18.8%;VNQ:17.0%;BND:13.9%;AMZN:20.3%
US:69.2;EU:9.5;APAC:9.5;EM:8.5;Other:3.2
Value:-0.6;Growth:+0.4;Quality:+0.4;Size:+0.7;Momentum:-0.8;LowVol:+0.5
null
8
35
3.5
trailing 8%
105
13.6
Sideways
15.3
3.96
3.4
139
49
87
44
false
Hedge
Add TLT +1% as duration hedge
-4
6
BrokerC
MKT
85
null
null
Normal monitoring
10
-47
76
5
false
Within IPS guidelines
P3075
Opportunistic
401k
USD
2025-03-26
633,449
19,913
613,536
1
60.8
13.9
18
7.4
MUB:33.3%;GLD:33.3%;AAPL:33.3%
US:62.5;EU:16.1;APAC:11.3;EM:9.8;Other:0.4
Value:+0.1;Growth:+1.0;Quality:-0.5;Size:0.0;Momentum:-0.6;LowVol:-0.3
NoDerivatives
6
30
5.1
trailing 7%
202
24.4
Bull
15.7
4.34
3.5
86
95
100
42
true
Rebalance
Rebalance back to target bands
5
-26
BrokerD
LMT
88
VAR>budget
TightenStops
Risk above budget threshold
-19
-27
23
4
false
Tighten stops on momentum names
P3076
Opportunistic
Trust
USD
2025-12-15
1,074,052
71,933
1,002,119
1.19
64.9
20.5
7.7
6.9
BND:22.5%;HYG:19.7%;TLT:18.9%;VOO:16.5%;VNQ:22.5%
US:56.6;EU:17.8;APAC:14.6;EM:7.8;Other:3.2
Value:-0.0;Growth:+0.7;Quality:+0.6;Size:0.0;Momentum:-0.5;LowVol:+0.6
MaxPos5%
8
30
5.5
trailing 7%
170
27.7
Sideways
17.5
4.12
2.2
92
56
73
60
false
Rebalance
Shift +1% to bonds from equity
1
-33
BrokerD
LMT
88
null
null
Normal monitoring
-52
-19
17
5
false
Tighten stops on momentum names
P3077
Cautious
Trust
USD
2025-11-06
858,125
72,707
785,418
1
43.5
40
0
16.5
XLF:18.3%;GLD:14.9%;TSLA:23.4%;BND:19.9%;VOO:23.4%
US:63.5;EU:18.3;APAC:6.0;EM:7.9;Other:4.3
Value:-0.4;Growth:+0.3;Quality:-0.6;Size:-0.9;Momentum:+0.1;LowVol:-0.5
ESGOnly;MaxPos5%;NoMargin
7
25
4.5
trailing 8%
160
17.4
Volatile
30.2
3.87
2.8
162
22
64
65
false
Sell
Trim extended winner -1%
-4
5
BrokerB
MKT
96
null
null
Normal monitoring
-48
-58
10
5
false
Tax-aware sells next window
P3078
Systematic
IRA
USD
2025-12-02
486,276
28,197
458,079
1
66.8
23.5
0
9.7
IEF:33.3%;QQQ:33.3%;BND:33.3%
US:64.5;EU:16.1;APAC:6.8;EM:8.4;Other:4.1
Value:+0.5;Growth:-0.0;Quality:-0.8;Size:-0.3;Momentum:-0.3;LowVol:-0.6
MaxPos8%
6
35
5.6
hard 12%
183
24.2
Volatile
23.8
5.06
2.4
159
-36
20
71
true
Reduce
Cut high-beta by 2-3%, add cash
11
-21
BrokerC
LMT
91
VAR>budget
Reduce
Risk above budget threshold
-12
-53
59
3
false
Within IPS guidelines
P3079
Cautious
IRA
USD
2025-03-06
652,211
92,161
560,050
1
42.4
41.9
0
15.7
TSLA:17.2%;XLF:24.1%;VNQ:10.5%;IEF:24.1%;MUB:24.1%
US:56.1;EU:16.4;APAC:16.0;EM:6.2;Other:5.4
Value:+0.9;Growth:-0.1;Quality:+0.1;Size:-0.2;Momentum:-0.1;LowVol:-0.0
ESGOnly;NoMargin
10
35
3.8
trailing 8%
170
15.9
Volatile
21.1
5.42
3.2
170
-51
13
56
false
Rebalance
Shift +1% to bonds from equity
-14
-1
BrokerC
MKT
85
null
null
Normal monitoring
115
-34
181
4
false
Monitor dispersion and breadth
P3080
Cautious
401k
USD
2024-10-05
650,370
86,611
563,759
1
50.1
37.3
0
12.6
GLD:12.2%;BRK.B:12.9%;HYG:10.2%;BND:17.0%;AAPL:23.9%;MSFT:23.9%
US:63.1;EU:18.6;APAC:9.0;EM:5.6;Other:3.7
Value:-0.9;Growth:+1.0;Quality:-0.7;Size:+0.8;Momentum:-0.7;LowVol:+1.0
MaxPos7%;NoMargin
8
25
3.3
trailing 10%
116
19.7
Volatile
29
5.11
4.2
120
48
71
77
true
Reduce
Cut high-beta by 2-3%, add cash
10
-24
BrokerC
VWAP
88
VAR>budget
TightenStops
Risk above budget threshold
-34
-54
100
2
true
Tighten stops on momentum names
P3081
Cautious
IRA
USD
2025-06-23
800,596
101,151
699,445
1
43.9
42.2
3.8
10
XLF:35.8%;TLT:35.8%;AMZN:28.3%
US:74.9;EU:4.9;APAC:13.2;EM:6.6;Other:0.4
Value:-0.7;Growth:+0.9;Quality:+0.9;Size:+0.5;Momentum:-0.4;LowVol:-0.7
MaxPos5%;NoDerivatives;NoMargin
7
35
5.6
trailing 10%
126
13.3
Volatile
31
4.5
2.7
163
-59
14
78
true
Reduce
Cut high-beta by 2-3%, add cash
2
1
BrokerB
LMT
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
91
-23
96
3
false
Increase defensive factor exposure
P3082
Hands-off
IRA
USD
2024-10-31
299,903
18,933
280,970
1
60
22
11.4
6.6
VOO:29.3%;AAPL:19.2%;BND:22.2%;IEF:29.3%
US:77.8;EU:9.0;APAC:6.4;EM:6.2;Other:0.7
Value:-0.6;Growth:-0.4;Quality:-1.0;Size:+0.8;Momentum:-0.3;LowVol:-0.8
ESGOnly;MaxPos5%
10
35
5.2
trailing 8%
110
14
Volatile
21.8
4.39
4
153
-16
36
67
false
Buy
Add to core equity +1%
14
-31
BrokerD
LMT
97
null
null
Normal monitoring
-9
-56
125
4
false
Tighten stops on momentum names
P3083
Cautious
IRA
USD
2025-07-12
773,621
110,372
663,249
1
53.6
31.4
3.5
11.4
TSLA:24.6%;TLT:11.6%;AAPL:24.6%;VTI:24.6%;VOO:14.7%
US:67.9;EU:16.0;APAC:6.8;EM:8.2;Other:1.0
Value:+0.3;Growth:+0.9;Quality:-0.4;Size:+0.3;Momentum:+0.7;LowVol:-0.9
ESGOnly;MaxPos8%;NoMargin
6
25
5.1
hard 10%
118
18.7
Bear
31.4
3.81
2.7
148
12
42
67
false
Rebalance
Shift +1% to bonds from equity
-10
10
BrokerA
VWAP
85
null
null
Normal monitoring
53
-39
120
4
false
Tax-aware sells next window
P3084
Opportunistic
401k
USD
2025-06-21
987,251
50,737
936,514
1
72.3
20
0
7.7
VTI:25.0%;AAPL:28.0%;BRK.B:28.0%;TSLA:19.1%
US:67.4;EU:10.5;APAC:12.6;EM:8.3;Other:1.3
Value:-0.1;Growth:-0.3;Quality:-0.1;Size:-0.3;Momentum:+0.6;LowVol:-0.5
MaxPos6%
8
30
6.7
hard 12%
261
29.7
Bull
11.3
4.01
2.5
101
13
41
46
false
Rebalance
Shift +1% to bonds from equity
30
6
BrokerC
MKT
93
null
null
Normal monitoring
53
-17
52
3
false
Increase defensive factor exposure
P3085
Hands-off
Trust
USD
2025-10-04
232,408
19,409
212,999
1
56.7
26.7
9.7
6.9
QQQ:29.4%;BRK.B:23.8%;MUB:29.4%;GLD:17.4%
US:62.9;EU:19.1;APAC:9.1;EM:6.4;Other:2.5
Value:-0.4;Growth:-0.1;Quality:-0.1;Size:+0.4;Momentum:+0.3;LowVol:-0.9
MaxPos6%
8
30
5.9
hard 10%
92
16.7
Bull
15.5
3.79
2.1
77
3
39
52
false
Sell
Trim extended winner -1%
34
-15
BrokerD
MKT
99
null
null
Normal monitoring
85
-41
189
4
false
Monitor dispersion and breadth
P3086
Active
Roth
USD
2024-08-30
1,841,885
130,634
1,711,251
1
50
23.5
21
5.5
VTI:28.3%;BND:28.3%;HYG:28.3%;QQQ:15.1%
US:66.7;EU:11.5;APAC:14.2;EM:4.5;Other:3.2
Value:+0.7;Growth:-0.2;Quality:+0.3;Size:-0.4;Momentum:-0.8;LowVol:-0.4
NoDerivatives
10
35
5.2
trailing 9%
226
16.4
Bull
12.7
4.29
3.3
104
116
98
25
false
Rebalance
Shift +1% to bonds from equity
20
-28
BrokerB
MKT
92
null
null
Normal monitoring
3
-6
97
3
false
Within IPS guidelines
P3087
Hands-off
Trust
USD
2025-06-04
831,821
83,178
748,643
1
67.3
27.4
0
5.3
MSFT:22.6%;QQQ:22.6%;HYG:22.6%;GLD:17.1%;TSLA:15.0%
US:68.1;EU:12.5;APAC:5.1;EM:9.5;Other:4.8
Value:-0.1;Growth:-0.8;Quality:+0.6;Size:-0.4;Momentum:-0.2;LowVol:-0.8
ESGOnly
8
30
4.3
trailing 10%
152
12.6
Bull
16.5
4.18
2.6
99
66
84
63
false
Sell
Trim extended winner -1%
3
-40
BrokerA
MKT
90
null
null
Normal monitoring
28
3
9
4
false
Monitor dispersion and breadth
P3088
Cautious
Trust
USD
2024-12-16
867,024
99,163
767,861
1
38.2
42.4
2.8
16.6
BRK.B:11.1%;VTI:23.4%;VOO:18.8%;VNQ:23.4%;GLD:23.4%
US:57.0;EU:19.7;APAC:12.5;EM:6.2;Other:4.6
Value:-0.9;Growth:-0.9;Quality:+0.8;Size:-0.8;Momentum:+0.8;LowVol:+0.9
NoMargin
5
35
3.3
trailing 10%
98
12.7
Bear
22.2
4.46
2.5
147
-112
5
47
false
Sell
Trim extended winner -1%
4
-13
BrokerC
VWAP
95
null
null
Normal monitoring
11
-59
120
5
false
Within IPS guidelines
P3089
Hands-off
Taxable
USD
2025-06-08
480,560
29,420
451,140
1
68.7
24.7
0
6.6
AAPL:18.9%;TLT:9.5%;TSLA:18.6%;HYG:20.8%;VOO:21.4%;VNQ:10.7%
US:71.0;EU:11.1;APAC:8.4;EM:8.4;Other:1.2
Value:-0.4;Growth:+0.1;Quality:-0.2;Size:-1.0;Momentum:-0.0;LowVol:0.0
MaxPos7%
8
30
5.1
trailing 8%
94
16.5
Bull
13.5
3.94
3.1
103
41
58
50
false
Rebalance
Shift +1% to bonds from equity
11
-19
BrokerB
LMT
99
null
null
Normal monitoring
64
-6
90
3
false
Monitor dispersion and breadth
P3090
Cautious
Roth
USD
2024-08-29
672,978
95,995
576,983
1
41
30.3
12.1
16.7
QQQ:21.7%;GLD:20.7%;TSLA:11.7%;AAPL:12.4%;IEF:21.7%;XLF:11.7%
US:75.5;EU:6.4;APAC:14.1;EM:3.9;Other:0.2
Value:+0.8;Growth:-0.8;Quality:-0.1;Size:+0.4;Momentum:+0.8;LowVol:+0.9
NoMargin
5
35
3.7
hard 10%
96
14.6
Bull
14.6
3.94
2.8
98
25
60
34
false
Rebalance
Shift +1% to bonds from equity
18
-30
BrokerC
VWAP
86
null
null
Normal monitoring
37
-28
166
4
false
Tighten stops on momentum names
P3091
Opportunistic
Trust
USD
2024-08-18
659,287
58,947
600,340
1
60.3
15
16.8
7.9
MSFT:23.2%;BND:13.5%;VOO:23.2%;GLD:19.7%;BRK.B:20.4%
US:61.1;EU:17.8;APAC:9.4;EM:8.4;Other:3.2
Value:-0.4;Growth:+0.6;Quality:-0.1;Size:+0.7;Momentum:-0.5;LowVol:-0.8
null
10
30
6.3
hard 12%
180
28.4
Volatile
25.6
4.4
2.7
176
43
76
70
true
Reduce
Cut high-beta by 2-3%, add cash
1
-7
BrokerD
MKT
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
-51
-11
44
3
false
Monitor dispersion and breadth
P3092
Systematic
Taxable
USD
2024-10-30
860,388
82,383
778,005
1
64.9
28.6
0
6.5
HYG:9.5%;VTI:24.4%;GLD:23.3%;AAPL:18.4%;TLT:24.4%
US:70.5;EU:7.4;APAC:14.9;EM:6.6;Other:0.6
Value:-0.5;Growth:+0.1;Quality:+0.5;Size:-0.8;Momentum:-0.4;LowVol:-0.5
MaxPos6%
6
30
5.9
trailing 8%
230
26.1
Volatile
24.2
3.7
2.4
110
9
56
59
true
Hedge
Buy index puts 1% notional
8
-32
BrokerC
VWAP
93
VAR>budget
Hedge
Risk above budget threshold
4
-28
38
4
false
Increase defensive factor exposure
P3093
Cautious
IRA
USD
2025-03-21
834,519
93,886
740,633
1
48.5
38.7
0.2
12.6
BRK.B:33.3%;BND:33.3%;VOO:33.3%
US:65.0;EU:16.5;APAC:12.9;EM:4.5;Other:1.0
Value:+0.3;Growth:-0.5;Quality:+0.6;Size:+0.8;Momentum:-0.1;LowVol:+0.1
ESGOnly;NoMargin
10
30
3.1
trailing 8%
122
15.4
Bull
11.7
3.6
3.1
108
47
71
27
true
Hedge
Buy index puts 1% notional
27
-19
BrokerB
VWAP
93
RegimeShift
Pause
Volatility spike and breadth deterioration
74
-33
75
3
false
Monitor dispersion and breadth
P3094
Hands-off
Trust
USD
2024-10-25
750,242
64,084
686,158
1
60.7
23.8
9
6.4
VNQ:27.4%;BND:27.4%;MSFT:20.3%;QQQ:12.6%;TSLA:12.3%
US:70.3;EU:14.7;APAC:7.6;EM:5.4;Other:2.0
Value:-0.1;Growth:-0.2;Quality:+0.1;Size:+0.9;Momentum:-0.9;LowVol:-0.4
ESGOnly
6
35
4.4
hard 10%
124
18.6
Bull
14.3
3.74
2.5
119
53
83
49
false
Rebalance
Shift +1% to bonds from equity
15
8
BrokerB
MKT
99
null
null
Normal monitoring
94
-52
212
4
false
Monitor dispersion and breadth
P3095
Systematic
401k
USD
2025-11-03
883,316
71,384
811,932
1
62.4
28.9
0
8.7
QQQ:33.8%;MSFT:33.8%;TLT:32.5%
US:70.2;EU:9.0;APAC:6.6;EM:13.5;Other:0.7
Value:+0.8;Growth:-0.1;Quality:-0.9;Size:+0.1;Momentum:+0.1;LowVol:-0.7
null
5
25
5.6
trailing 8%
175
20.5
Volatile
28.1
5
2.8
148
-48
33
81
true
Reduce
Cut high-beta by 2-3%, add cash
26
-11
BrokerB
LMT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
9
-8
35
3
false
Tighten stops on momentum names
P3096
Active
Roth
USD
2025-08-29
1,281,822
150,882
1,130,940
1
62.5
19.2
8.3
9.9
BRK.B:15.3%;TLT:8.9%;GLD:10.6%;HYG:21.7%;AMZN:21.7%;VTI:21.7%
US:76.9;EU:5.8;APAC:6.0;EM:7.1;Other:4.2
Value:+0.5;Growth:-0.7;Quality:+0.5;Size:+0.6;Momentum:+1.0;LowVol:+0.4
NoDerivatives
8
35
5.5
trailing 8%
129
20.9
Volatile
22
4.56
3.2
135
-32
23
57
false
Rebalance
Shift +1% to bonds from equity
25
-5
BrokerA
MKT
99
null
null
Normal monitoring
43
-53
88
5
false
Increase defensive factor exposure
P3097
Opportunistic
401k
USD
2025-02-09
767,906
23,932
743,974
1
62.2
11.7
22.1
4
QQQ:17.4%;VOO:12.7%;IEF:23.4%;VNQ:23.1%;AMZN:23.4%
US:71.2;EU:8.9;APAC:7.3;EM:9.9;Other:2.8
Value:+0.6;Growth:-0.6;Quality:+0.3;Size:-0.2;Momentum:+0.7;LowVol:0.0
MaxPos5%
6
30
6.7
trailing 9%
165
25.7
Bull
17.6
4.52
2.4
116
22
50
47
false
Buy
Add to core equity +1%
-14
-5
BrokerB
LMT
94
null
null
Normal monitoring
75
-33
142
5
false
Tax-aware sells next window
P3098
Hands-off
Roth
USD
2025-07-22
397,999
16,108
381,891
1
60.2
24.7
5.1
10
TLT:24.2%;VNQ:18.7%;BRK.B:28.5%;GLD:28.5%
US:72.5;EU:11.8;APAC:8.3;EM:5.1;Other:2.3
Value:-0.7;Growth:-0.2;Quality:+0.5;Size:+0.7;Momentum:-0.7;LowVol:-0.6
ESGOnly;MaxPos6%
10
25
3.8
trailing 8%
94
16.3
Sideways
17
4.67
2.2
101
-1
37
43
true
Hedge
Buy index puts 1% notional
-7
-14
BrokerA
LMT
100
RegimeShift
Pause
Volatility spike and breadth deterioration
65
-39
39
3
false
Monitor dispersion and breadth
P3099
Active
Taxable
USD
2025-07-15
1,900,620
114,288
1,786,332
1
66.5
24
0
9.5
BND:33.1%;AAPL:33.5%;BRK.B:33.5%
US:59.5;EU:11.8;APAC:14.8;EM:10.9;Other:3.0
Value:-0.8;Growth:+0.8;Quality:-0.4;Size:-0.8;Momentum:-0.8;LowVol:-0.7
NoDerivatives
5
35
5.6
trailing 9%
183
18.8
Bull
15.2
3.69
3
80
43
81
45
false
Rebalance
Shift +1% to bonds from equity
17
-39
BrokerB
MKT
100
null
null
Normal monitoring
-37
-44
93
3
false
Within IPS guidelines
P3100
Cautious
Taxable
USD
2025-03-08
319,116
40,930
278,186
1
51
37.2
0.4
11.5
QQQ:25.0%;BRK.B:25.0%;TLT:25.0%;HYG:25.0%
US:63.6;EU:16.6;APAC:10.7;EM:7.3;Other:1.7
Value:-0.9;Growth:-0.4;Quality:+0.1;Size:+0.6;Momentum:+0.9;LowVol:+1.0
ESGOnly;NoMargin
7
30
4.3
trailing 8%
108
17.6
Sideways
15.3
4.11
2.2
102
35
76
33
false
Rebalance
Shift +1% to bonds from equity
16
-39
BrokerA
MKT
100
null
null
Normal monitoring
88
-3
65
3
false
Within IPS guidelines