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
P3101
Hands-off
Trust
USD
2024-09-10
512,157
36,006
476,151
1
73.1
15.2
4.9
6.8
MUB:26.2%;MSFT:26.2%;AMZN:21.3%;XLF:26.2%
US:69.9;EU:7.9;APAC:9.4;EM:9.1;Other:3.7
Value:-0.8;Growth:-0.1;Quality:+0.3;Size:+0.6;Momentum:-0.0;LowVol:+0.6
MaxPos8%;NoDerivatives
8
30
3.9
trailing 10%
164
19
Sideways
19.5
3.79
2.2
108
58
69
62
false
NoAction
Within bands; monitor
4
-4
BrokerD
MKT
0
null
null
Normal monitoring
-60
9
-11
4
false
Within IPS guidelines
P3102
Active
Taxable
USD
2024-10-12
2,147,529
169,394
1,978,135
1.13
55.6
20.2
15.9
8.3
AAPL:23.7%;MSFT:23.4%;TSLA:23.7%;BRK.B:20.6%;TLT:8.6%
US:71.0;EU:10.7;APAC:7.1;EM:10.6;Other:0.7
Value:+0.1;Growth:+0.9;Quality:+0.5;Size:+0.5;Momentum:+0.2;LowVol:+0.6
MaxPos5%
6
25
5.3
trailing 8%
186
18.6
Volatile
20.1
4.68
2.5
130
-52
27
59
true
Hedge
Buy index puts 1% notional
-4
15
BrokerD
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
73
-24
77
5
false
Within IPS guidelines
P3103
Active
Taxable
USD
2024-10-02
2,093,089
182,737
1,910,352
1
51.2
18.8
24.4
5.6
QQQ:16.1%;GLD:16.2%;BRK.B:22.6%;TSLA:22.6%;BND:22.6%
US:55.4;EU:19.9;APAC:13.9;EM:9.3;Other:1.5
Value:+0.8;Growth:+0.9;Quality:-0.2;Size:+0.5;Momentum:-0.3;LowVol:+0.3
null
6
25
4.2
hard 12%
162
16.8
Bull
17.9
3.9
2.7
74
19
65
37
false
Rebalance
Shift +1% to bonds from equity
-1
11
BrokerD
LMT
97
null
null
Normal monitoring
103
-46
84
3
false
Monitor dispersion and breadth
P3104
Systematic
Roth
USD
2025-07-11
1,856,894
148,194
1,708,700
1
60.7
27
5
7.4
BRK.B:21.2%;VNQ:18.5%;BND:16.7%;MSFT:21.2%;GLD:6.7%;AMZN:15.7%
US:64.4;EU:6.1;APAC:16.2;EM:12.1;Other:1.2
Value:+0.7;Growth:+0.3;Quality:+0.8;Size:-0.4;Momentum:+0.6;LowVol:+0.2
null
8
35
4.9
trailing 9%
139
19.2
Bull
18
3.9
2.8
101
52
87
52
false
Rebalance
Shift +1% to bonds from equity
26
-34
BrokerB
LMT
97
null
null
Normal monitoring
-45
-47
-78
5
false
Increase defensive factor exposure
P3105
Opportunistic
401k
USD
2025-08-29
832,948
71,283
761,665
1
74
19.4
0
6.7
VNQ:27.6%;MUB:27.6%;AMZN:18.3%;TSLA:26.5%
US:69.7;EU:5.5;APAC:14.6;EM:9.8;Other:0.4
Value:-1.0;Growth:+0.9;Quality:+0.5;Size:-0.6;Momentum:+0.9;LowVol:+0.7
MaxPos8%
5
25
4.6
hard 12%
236
32.7
Bear
31.4
4.19
1.7
197
-38
43
80
true
Hedge
Buy index puts 1% notional
15
-37
BrokerB
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
109
20
88
4
true
Tax-aware sells next window
P3106
Hands-off
Trust
USD
2025-07-27
646,151
50,893
595,258
1
60.9
21.2
11.3
6.6
MSFT:22.6%;BRK.B:22.6%;VTI:10.8%;BND:10.5%;AMZN:17.4%;TLT:16.1%
US:73.5;EU:9.1;APAC:5.3;EM:9.9;Other:2.3
Value:+0.2;Growth:+0.8;Quality:+0.2;Size:-0.4;Momentum:-0.6;LowVol:+0.8
NoDerivatives
7
35
3.4
trailing 8%
101
13.7
Volatile
27.3
5.48
2.9
154
63
83
67
true
Hedge
Buy index puts 1% notional
16
-11
BrokerA
LMT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
35
-34
106
5
false
Tighten stops on momentum names
P3107
Active
Taxable
USD
2025-03-02
1,538,091
170,134
1,367,957
1.1
57.8
22.1
12.7
7.4
TLT:21.9%;XLF:21.9%;IEF:21.2%;TSLA:21.9%;MUB:13.1%
US:66.1;EU:12.5;APAC:11.9;EM:6.5;Other:3.0
Value:-0.1;Growth:-0.3;Quality:+1.0;Size:-1.0;Momentum:+0.1;LowVol:+0.1
NoDerivatives
10
35
4.7
trailing 8%
227
24.8
Bull
17.2
4
2.9
106
92
96
56
false
Rebalance
Shift +1% to bonds from equity
27
-3
BrokerD
LMT
85
null
null
Normal monitoring
86
0
131
3
false
Tax-aware sells next window
P3108
Active
Taxable
USD
2024-07-13
1,929,979
141,614
1,788,365
1
65.1
25.8
3.9
5.2
VTI:14.1%;HYG:12.9%;BND:23.7%;VNQ:19.6%;TSLA:16.1%;TLT:13.6%
US:67.2;EU:15.2;APAC:4.9;EM:8.6;Other:4.2
Value:+0.3;Growth:+1.0;Quality:+0.1;Size:+0.5;Momentum:+0.1;LowVol:-0.8
null
5
30
4.5
trailing 8%
181
18.4
Sideways
18
3.74
2.2
132
42
56
54
false
Rebalance
Shift +1% to bonds from equity
27
2
BrokerD
MKT
87
null
null
Normal monitoring
-10
-12
17
4
false
Monitor dispersion and breadth
P3109
Opportunistic
401k
USD
2025-06-13
326,828
14,933
311,895
1.09
67
12.2
12.4
8.4
MSFT:18.1%;VNQ:15.7%;VTI:22.0%;TLT:22.0%;HYG:22.0%
US:66.2;EU:12.0;APAC:13.6;EM:6.4;Other:1.8
Value:+0.7;Growth:+0.3;Quality:-0.0;Size:-0.6;Momentum:-0.2;LowVol:+0.5
MaxPos6%;NoDerivatives
8
25
6.8
trailing 9%
246
29.9
Volatile
21.1
5.06
2.2
138
-19
53
64
false
NoAction
Within bands; monitor
24
-31
BrokerD
LMT
88
null
null
Normal monitoring
69
-39
101
4
false
Increase defensive factor exposure
P3110
Active
401k
USD
2025-01-26
672,309
54,923
617,386
1
50.3
25.7
17.7
6.3
VOO:12.0%;TSLA:20.2%;AAPL:11.4%;VNQ:20.2%;AMZN:17.9%;QQQ:18.4%
US:63.3;EU:16.2;APAC:6.4;EM:9.4;Other:4.7
Value:+0.1;Growth:+0.8;Quality:-1.0;Size:+0.4;Momentum:+0.5;LowVol:-0.5
MaxPos6%
6
30
5.2
trailing 8%
131
16.4
Bull
11.2
4.32
3
97
44
61
25
false
Buy
Add to core equity +1%
24
-10
BrokerA
LMT
99
null
null
Normal monitoring
105
-5
188
3
false
Tax-aware sells next window
P3111
Active
Roth
USD
2025-12-10
793,206
52,385
740,821
1
63.6
27.1
3.5
5.7
BRK.B:33.3%;HYG:33.3%;TSLA:33.3%
US:70.1;EU:13.7;APAC:10.9;EM:3.1;Other:2.2
Value:-0.6;Growth:-0.2;Quality:-0.7;Size:+0.6;Momentum:+0.7;LowVol:-0.2
MaxPos5%
7
30
4.1
trailing 9%
211
21.7
Volatile
30.5
4.4
2.4
118
49
76
81
true
Reduce
Cut high-beta by 2-3%, add cash
9
11
BrokerD
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
35
19
3
2
false
Monitor dispersion and breadth
P3112
Active
401k
USD
2025-01-26
1,146,754
115,939
1,030,815
1
60.6
22.5
9.4
7.5
TLT:11.2%;VOO:26.6%;TSLA:26.6%;BND:21.7%;IEF:13.8%
US:66.3;EU:9.9;APAC:12.2;EM:8.5;Other:3.1
Value:-0.6;Growth:+0.3;Quality:-0.9;Size:+0.3;Momentum:-0.7;LowVol:-0.4
MaxPos5%
10
25
5.8
hard 12%
120
20.2
Volatile
20.2
5.22
2.1
167
49
67
51
true
Hedge
Buy index puts 1% notional
35
-21
BrokerC
LMT
96
VAR>budget
TightenStops
Risk above budget threshold
12
-12
85
2
false
Increase defensive factor exposure
P3113
Cautious
Taxable
USD
2025-05-06
427,871
37,605
390,266
1
38.6
37.5
6.9
17
MUB:24.0%;QQQ:15.9%;VNQ:24.0%;BND:12.7%;HYG:14.1%;BRK.B:9.4%
US:65.9;EU:11.8;APAC:7.6;EM:10.3;Other:4.4
Value:+0.4;Growth:+0.4;Quality:-0.7;Size:+1.0;Momentum:+0.1;LowVol:+0.6
NoMargin
10
30
4.1
trailing 8%
118
18.7
Volatile
28.4
4.85
3.2
156
0
64
61
false
Sell
Trim extended winner -1%
32
-30
BrokerD
LMT
94
null
null
Normal monitoring
76
-5
50
5
false
Monitor dispersion and breadth
P3114
Cautious
IRA
USD
2025-04-29
730,562
70,305
660,257
1
36.1
31.1
16.3
16.6
VTI:36.3%;AAPL:36.3%;VOO:27.3%
US:66.5;EU:8.5;APAC:6.3;EM:14.6;Other:4.2
Value:-0.4;Growth:+0.4;Quality:-1.0;Size:-0.6;Momentum:-0.6;LowVol:-0.0
MaxPos5%;NoDerivatives;NoMargin
10
30
4.6
trailing 8%
132
15.2
Volatile
22.9
4.98
4.1
123
-33
34
37
false
Sell
Trim extended winner -1%
10
-14
BrokerD
MKT
87
null
null
Normal monitoring
41
-10
139
5
false
Within IPS guidelines
P3115
Hands-off
Roth
USD
2025-03-28
201,903
14,472
187,431
1
70.7
21.4
0
7.9
BND:28.8%;AMZN:28.8%;VTI:28.8%;XLF:13.5%
US:62.4;EU:16.1;APAC:7.8;EM:10.1;Other:3.5
Value:+0.5;Growth:-0.1;Quality:+0.7;Size:0.0;Momentum:+0.2;LowVol:+0.8
ESGOnly;NoDerivatives
5
25
3.5
trailing 8%
129
16.2
Volatile
21.5
3.9
3.2
148
17
56
61
false
Buy
Add to core equity +1%
23
-3
BrokerC
MKT
92
null
null
Normal monitoring
86
-11
209
4
false
Monitor dispersion and breadth
P3116
Opportunistic
Trust
USD
2025-03-28
1,016,142
79,752
936,390
1
62.8
17.8
11.7
7.7
BRK.B:24.4%;VOO:19.4%;IEF:18.4%;HYG:13.3%;VTI:24.4%
US:68.9;EU:8.2;APAC:10.1;EM:7.7;Other:5.1
Value:-0.3;Growth:-0.8;Quality:+0.1;Size:-0.2;Momentum:-0.1;LowVol:-0.9
null
6
35
5.7
hard 12%
210
20.9
Bull
17.5
3.6
3.1
87
36
80
54
false
Rebalance
Shift +1% to bonds from equity
-8
13
BrokerC
LMT
87
null
null
Normal monitoring
103
-23
106
5
false
Increase defensive factor exposure
P3117
Cautious
Roth
USD
2025-01-26
515,561
42,414
473,147
1
38.5
40.7
4.2
16.6
AAPL:22.8%;VNQ:7.3%;IEF:8.1%;TSLA:22.8%;HYG:22.8%;QQQ:16.3%
US:56.4;EU:10.9;APAC:15.1;EM:12.3;Other:5.3
Value:+0.2;Growth:-1.0;Quality:+0.4;Size:+1.0;Momentum:-0.9;LowVol:+0.4
NoMargin
10
35
4.9
trailing 10%
103
19
Bull
13.4
3.76
2.3
116
33
76
29
false
Rebalance
Shift +1% to bonds from equity
-7
-6
BrokerC
VWAP
90
null
null
Normal monitoring
-30
-14
90
3
false
Tax-aware sells next window
P3118
Systematic
Roth
USD
2025-07-01
1,720,799
81,282
1,639,517
1
63.1
31.9
0
4.9
VNQ:17.3%;TSLA:24.5%;QQQ:29.1%;MSFT:29.1%
US:74.3;EU:7.1;APAC:10.6;EM:5.5;Other:2.4
Value:-0.1;Growth:-0.8;Quality:-0.2;Size:+0.9;Momentum:-0.8;LowVol:+0.8
MaxPos7%
7
35
4.4
trailing 8%
164
27.8
Volatile
31.8
5.21
3.7
149
34
56
91
true
Hedge
Buy index puts 1% notional
7
-2
BrokerB
MKT
85
VAR>budget
Hedge
Risk above budget threshold
19
10
-20
3
false
Tighten stops on momentum names
P3119
Opportunistic
401k
USD
2024-08-07
947,500
65,581
881,919
1
65.3
13.4
15.2
6.1
TSLA:33.3%;MUB:33.3%;IEF:33.3%
US:62.0;EU:20.5;APAC:8.3;EM:4.0;Other:5.2
Value:-0.0;Growth:+0.4;Quality:-0.1;Size:-0.1;Momentum:+0.7;LowVol:-0.5
MaxPos8%
8
30
6.7
hard 12%
246
24.2
Bull
12.1
3.56
2.4
102
10
55
43
false
Rebalance
Shift +1% to bonds from equity
-1
0
BrokerC
LMT
94
null
null
Normal monitoring
31
13
162
3
false
Increase defensive factor exposure
P3120
Active
401k
USD
2025-02-04
1,213,363
117,665
1,095,698
1
69.3
21.8
3
5.8
VNQ:7.1%;VOO:20.6%;TLT:21.7%;QQQ:19.1%;AMZN:12.6%;BND:18.9%
US:63.3;EU:13.7;APAC:10.6;EM:9.3;Other:3.0
Value:+0.9;Growth:+0.6;Quality:-0.8;Size:+0.2;Momentum:-0.3;LowVol:-0.8
null
10
35
5.5
hard 12%
192
17.6
Sideways
19.5
3.52
2.9
103
52
70
55
true
Hedge
Buy index puts 1% notional
-9
13
BrokerC
MKT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
23
-38
132
5
false
Monitor dispersion and breadth
P3121
Hands-off
Taxable
USD
2025-09-20
359,661
33,748
325,913
1
71.5
17.3
1.9
9.4
XLF:17.2%;VOO:12.7%;AAPL:22.3%;VTI:23.9%;VNQ:23.9%
US:63.2;EU:14.0;APAC:10.4;EM:11.2;Other:1.2
Value:-0.7;Growth:+0.4;Quality:-0.5;Size:-0.7;Momentum:+0.1;LowVol:+0.6
MaxPos8%
8
35
3.4
trailing 8%
118
16.8
Bear
31.4
4.18
1
131
-109
5
79
true
Hedge
Buy index puts 1% notional
25
-40
BrokerA
LMT
99
VAR>budget
TightenStops
Risk above budget threshold
-53
10
86
2
false
Tighten stops on momentum names
P3122
Opportunistic
IRA
USD
2025-03-25
1,291,528
57,153
1,234,375
1
65.8
12.5
15.4
6.4
XLF:33.3%;VOO:33.3%;BRK.B:33.3%
US:58.6;EU:14.4;APAC:11.9;EM:11.2;Other:3.9
Value:-0.7;Growth:-0.4;Quality:+0.4;Size:-0.4;Momentum:+0.9;LowVol:+0.9
null
10
30
5.1
hard 12%
222
34.5
Volatile
25.2
4.07
2.7
176
-19
47
67
true
Reduce
Cut high-beta by 2-3%, add cash
14
-11
BrokerA
MKT
95
RegimeShift
Pause
Volatility spike and breadth deterioration
68
-60
93
3
false
Within IPS guidelines
P3123
Hands-off
Trust
USD
2025-01-14
309,521
14,652
294,869
1
66
15.3
9.6
9.1
QQQ:25.4%;TSLA:23.9%;GLD:25.4%;MSFT:25.4%
US:64.2;EU:9.5;APAC:15.3;EM:7.5;Other:3.6
Value:-0.8;Growth:-0.5;Quality:+0.8;Size:+0.9;Momentum:-0.1;LowVol:-0.1
MaxPos6%
8
30
3.3
trailing 8%
97
14.3
Bull
16.6
4.71
3.3
77
23
71
58
false
Rebalance
Shift +1% to bonds from equity
-8
11
BrokerC
VWAP
88
null
null
Normal monitoring
-53
-15
-56
3
false
Within IPS guidelines
P3124
Opportunistic
Trust
USD
2025-09-24
1,448,039
86,912
1,361,127
1
72.2
20.2
0
7.6
TLT:33.3%;XLF:33.3%;IEF:33.3%
US:65.4;EU:8.4;APAC:12.4;EM:9.9;Other:3.9
Value:+0.4;Growth:-0.7;Quality:+1.0;Size:+1.0;Momentum:+0.6;LowVol:+0.3
NoDerivatives
7
25
5.7
trailing 7%
199
27.5
Bear
24.2
3.13
1.2
190
-13
49
73
true
Hedge
Buy index puts 1% notional
29
-12
BrokerA
MKT
91
RegimeShift
Pause
Volatility spike and breadth deterioration
51
-56
180
3
false
Tax-aware sells next window
P3125
Cautious
Roth
USD
2025-03-31
725,805
104,072
621,733
1
40.6
35.3
9.1
14.9
VNQ:23.2%;GLD:11.3%;XLF:15.5%;TSLA:10.2%;IEF:16.8%;VTI:23.2%
US:75.0;EU:7.8;APAC:7.2;EM:7.5;Other:2.5
Value:+0.4;Growth:+0.9;Quality:-0.8;Size:+0.6;Momentum:+0.5;LowVol:-0.3
MaxPos5%;NoMargin
7
30
3.9
hard 10%
162
14.5
Volatile
28.3
4.34
4.3
133
59
92
64
true
Hedge
Buy index puts 1% notional
22
-27
BrokerA
VWAP
89
RegimeShift
Hedge
Volatility spike and breadth deterioration
78
3
160
5
false
Monitor dispersion and breadth
P3126
Hands-off
IRA
USD
2025-06-09
154,228
13,374
140,854
1
59.4
19.6
11.5
9.4
MSFT:23.0%;TLT:9.9%;MUB:23.0%;BND:21.1%;XLF:23.0%
US:75.1;EU:14.3;APAC:5.9;EM:4.2;Other:0.5
Value:-0.2;Growth:-0.3;Quality:+0.1;Size:+0.6;Momentum:+0.1;LowVol:-0.1
null
8
30
4.4
trailing 8%
136
14.7
Bear
31.1
3.32
2.7
144
-30
34
86
true
Hedge
Buy index puts 1% notional
12
-7
BrokerB
VWAP
98
VAR>budget
Reduce
Risk above budget threshold
78
13
78
4
false
Increase defensive factor exposure
P3127
Hands-off
Roth
USD
2024-12-05
463,910
26,116
437,794
1
57.8
16.4
16.6
9.2
XLF:33.3%;AMZN:33.3%;GLD:33.3%
US:58.3;EU:12.4;APAC:13.8;EM:10.8;Other:4.8
Value:-0.6;Growth:+0.3;Quality:-0.7;Size:-0.2;Momentum:-0.5;LowVol:-0.4
ESGOnly
7
25
5.9
trailing 10%
168
19.4
Volatile
28.7
3.74
3.6
151
2
46
74
true
Reduce
Cut high-beta by 2-3%, add cash
9
-4
BrokerB
LMT
95
VAR>budget
Pause
Risk above budget threshold
77
-17
217
4
false
Tighten stops on momentum names
P3128
Systematic
401k
USD
2025-10-30
499,841
40,151
459,690
1
65.5
23.7
4.2
6.6
HYG:33.3%;AMZN:33.3%;BRK.B:33.3%
US:65.1;EU:13.6;APAC:10.3;EM:5.6;Other:5.4
Value:+0.9;Growth:+0.5;Quality:-0.8;Size:+0.5;Momentum:0.0;LowVol:-0.5
MaxPos6%
6
35
5
hard 12%
185
25
Bull
14.4
4.98
3.5
73
47
88
40
false
Hedge
Add TLT +1% as duration hedge
4
-16
BrokerD
LMT
95
null
null
Normal monitoring
26
-6
-7
5
false
Tax-aware sells next window
P3129
Active
IRA
USD
2025-03-07
1,979,821
164,126
1,815,695
1.16
60.9
31.8
0.9
6.4
QQQ:22.0%;GLD:22.3%;VOO:17.9%;TSLA:13.2%;MSFT:13.6%;XLF:11.0%
US:71.5;EU:15.4;APAC:6.3;EM:3.8;Other:2.9
Value:+0.4;Growth:-0.5;Quality:+0.5;Size:+0.6;Momentum:-0.7;LowVol:+0.5
MaxPos7%
10
25
4.1
hard 12%
183
28
Sideways
21.7
4.82
3.4
109
-10
44
65
false
Hedge
Add TLT +1% as duration hedge
30
8
BrokerB
MKT
93
null
null
Normal monitoring
99
3
168
5
false
Tax-aware sells next window
P3130
Systematic
401k
USD
2024-09-12
1,051,526
98,866
952,660
1
56.1
34.7
0.3
8.9
MUB:20.9%;IEF:21.7%;BND:28.7%;MSFT:28.7%
US:63.1;EU:14.3;APAC:15.0;EM:5.9;Other:1.8
Value:+0.9;Growth:+0.8;Quality:-0.2;Size:+0.2;Momentum:+0.3;LowVol:+0.6
MaxPos5%
10
35
5
trailing 8%
180
23.5
Bull
12.7
4.32
3
71
113
100
36
false
Buy
Add to core equity +1%
21
-31
BrokerB
MKT
91
null
null
Normal monitoring
113
-30
73
3
false
Increase defensive factor exposure
P3131
Cautious
Taxable
USD
2024-08-28
214,891
23,211
191,680
1
35.7
40.8
9.1
14.4
AMZN:33.3%;QQQ:33.3%;BRK.B:33.3%
US:68.2;EU:12.9;APAC:9.0;EM:7.4;Other:2.6
Value:+0.6;Growth:+0.1;Quality:+0.2;Size:+0.6;Momentum:-0.4;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
8
25
4.2
trailing 10%
92
18.3
Bear
28.8
4.34
2.6
146
-1
53
54
false
Sell
Trim extended winner -1%
20
-38
BrokerA
VWAP
88
null
null
Normal monitoring
66
-49
60
5
false
Tighten stops on momentum names
P3132
Active
Trust
USD
2025-05-08
1,649,223
120,336
1,528,887
1
68.2
19.2
3.7
8.8
MUB:20.9%;MSFT:22.4%;AAPL:22.4%;TLT:22.4%;XLF:12.1%
US:64.7;EU:11.4;APAC:11.6;EM:9.6;Other:2.7
Value:-0.2;Growth:-0.5;Quality:+0.8;Size:-0.3;Momentum:+0.1;LowVol:-0.8
MaxPos8%;NoDerivatives
5
25
4.7
hard 12%
222
18.5
Volatile
24.8
4.79
2.4
132
17
72
80
true
Rebalance
Rebalance back to target bands
15
15
BrokerC
VWAP
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
-12
-55
36
2
false
Within IPS guidelines
P3133
Hands-off
Roth
USD
2025-01-18
400,255
20,742
379,513
1
68.6
22.3
0
9.1
VNQ:24.3%;MSFT:18.9%;BND:24.3%;IEF:8.1%;VOO:24.3%
US:65.1;EU:10.5;APAC:6.3;EM:13.5;Other:4.6
Value:-0.5;Growth:-0.7;Quality:-0.4;Size:+0.7;Momentum:+0.1;LowVol:-0.2
ESGOnly;MaxPos5%
8
25
5
trailing 10%
134
18.4
Volatile
29.9
4.82
2.5
128
-38
25
79
true
Hedge
Buy index puts 1% notional
16
5
BrokerD
LMT
97
VAR>budget
TightenStops
Risk above budget threshold
93
11
185
3
false
Increase defensive factor exposure
P3134
Opportunistic
401k
USD
2025-11-29
819,163
60,196
758,967
1
62.1
13.2
19
5.7
XLF:34.6%;BRK.B:30.8%;QQQ:34.6%
US:64.1;EU:14.6;APAC:9.2;EM:11.1;Other:1.0
Value:+0.7;Growth:0.0;Quality:0.0;Size:-0.8;Momentum:+0.3;LowVol:+0.3
MaxPos8%;NoDerivatives
10
35
5.8
trailing 9%
218
30.3
Sideways
14.3
3.57
2.1
131
1
51
52
true
Rebalance
Rebalance back to target bands
24
7
BrokerA
VWAP
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-41
-46
-10
5
false
Within IPS guidelines
P3135
Opportunistic
Roth
USD
2025-09-22
860,873
63,375
797,498
1
68
16.7
10.7
4.6
GLD:22.6%;VNQ:22.7%;TLT:9.2%;BND:22.7%;VOO:22.7%
US:71.6;EU:10.0;APAC:10.4;EM:4.6;Other:3.4
Value:-0.2;Growth:+0.6;Quality:-0.3;Size:-0.7;Momentum:+0.5;LowVol:-0.1
MaxPos5%
10
35
6.4
trailing 7%
207
23.9
Bear
32.7
4.08
1.2
151
-75
5
96
true
Reduce
Cut high-beta by 2-3%, add cash
24
9
BrokerC
MKT
100
VAR>budget
Reduce
Risk above budget threshold
59
1
166
5
false
Within IPS guidelines
P3136
Active
Roth
USD
2024-08-07
858,372
63,757
794,615
1
69.6
21.3
2.2
6.8
XLF:13.7%;AMZN:24.8%;BRK.B:24.8%;MUB:14.5%;BND:22.2%
US:61.1;EU:16.7;APAC:12.3;EM:5.5;Other:4.4
Value:+1.0;Growth:-0.4;Quality:-0.7;Size:-0.1;Momentum:-0.6;LowVol:+1.0
null
8
25
4.9
trailing 8%
150
27
Bull
16.5
3.72
2.7
85
76
99
46
false
Sell
Trim extended winner -1%
-13
-4
BrokerB
MKT
94
null
null
Normal monitoring
113
-31
117
4
false
Monitor dispersion and breadth
P3137
Hands-off
Taxable
USD
2025-11-05
768,353
33,908
734,445
1
65.1
15.1
10.9
8.8
TLT:22.9%;GLD:22.9%;MUB:22.9%;QQQ:20.9%;BND:10.5%
US:66.4;EU:12.0;APAC:12.9;EM:6.8;Other:1.9
Value:-0.1;Growth:+0.2;Quality:+0.1;Size:-0.1;Momentum:-0.4;LowVol:-0.4
ESGOnly;MaxPos7%;NoDerivatives
6
35
4
trailing 8%
160
16.7
Bull
11.2
4.15
2
99
58
64
43
false
Hedge
Add TLT +1% as duration hedge
6
-35
BrokerC
VWAP
88
null
null
Normal monitoring
101
-49
143
3
false
Within IPS guidelines
P3138
Active
IRA
USD
2024-10-06
2,114,104
217,199
1,896,905
1.25
66.4
27
1.4
5.2
VNQ:23.7%;QQQ:17.9%;GLD:11.2%;MSFT:23.7%;IEF:23.4%
US:71.3;EU:12.0;APAC:6.0;EM:9.9;Other:0.8
Value:-0.7;Growth:+0.1;Quality:+0.9;Size:-0.3;Momentum:+0.4;LowVol:+0.1
NoDerivatives
10
25
4.7
trailing 8%
154
18
Bear
26.6
4.28
1.9
179
-14
55
66
false
Sell
Trim extended winner -1%
12
-10
BrokerC
LMT
98
null
null
Normal monitoring
19
6
137
5
false
Tighten stops on momentum names
P3139
Active
Trust
USD
2024-08-21
1,255,263
118,662
1,136,601
1
68
24.7
1.5
5.8
IEF:37.4%;QQQ:25.2%;MSFT:37.4%
US:73.3;EU:6.8;APAC:12.5;EM:5.7;Other:1.7
Value:-0.8;Growth:-0.8;Quality:-0.6;Size:-0.9;Momentum:+0.8;LowVol:-0.7
MaxPos8%
5
30
5.4
trailing 9%
224
22.1
Sideways
19.5
4.54
2.6
126
12
49
67
false
Rebalance
Shift +1% to bonds from equity
-6
-18
BrokerC
LMT
87
null
null
Normal monitoring
13
-28
118
4
false
Monitor dispersion and breadth
P3140
Hands-off
401k
USD
2024-11-02
206,524
19,033
187,491
1
57.6
26.1
10.8
5.5
VNQ:16.9%;AMZN:12.7%;VOO:23.1%;BND:14.5%;IEF:9.7%;TSLA:23.1%
US:69.7;EU:7.8;APAC:11.0;EM:11.3;Other:0.3
Value:-0.8;Growth:-0.6;Quality:+0.4;Size:+0.7;Momentum:+1.0;LowVol:-0.4
ESGOnly;MaxPos5%
8
35
3
trailing 10%
129
14.1
Bull
14.2
4.36
3.3
77
41
63
50
false
Rebalance
Shift +1% to bonds from equity
-5
-28
BrokerA
LMT
99
null
null
Normal monitoring
72
-60
64
3
false
Monitor dispersion and breadth
P3141
Systematic
Roth
USD
2025-02-27
1,210,284
60,012
1,150,272
1
58.3
27.8
6.9
7
VTI:33.3%;VOO:33.3%;VNQ:33.3%
US:78.5;EU:9.0;APAC:7.1;EM:4.5;Other:1.0
Value:+0.3;Growth:+0.5;Quality:+0.1;Size:+0.4;Momentum:+0.9;LowVol:-0.3
null
8
30
5.6
hard 12%
225
18
Bull
17.4
3.59
2.7
72
41
64
51
false
Buy
Add to core equity +1%
11
-27
BrokerA
LMT
96
null
null
Normal monitoring
57
-16
164
3
false
Tax-aware sells next window
P3142
Hands-off
Trust
USD
2024-09-29
873,310
67,832
805,478
1
67.7
26.8
0
5.5
BND:22.9%;IEF:11.6%;BRK.B:22.9%;TSLA:14.8%;QQQ:16.9%;HYG:10.9%
US:61.9;EU:13.6;APAC:16.6;EM:3.8;Other:4.2
Value:+0.8;Growth:+0.7;Quality:-0.8;Size:-0.6;Momentum:+0.4;LowVol:-0.8
NoDerivatives
5
25
5
trailing 8%
132
19.2
Bull
17.5
4.7
3.5
114
58
85
55
false
NoAction
Within bands; monitor
14
7
BrokerA
MKT
0
null
null
Normal monitoring
-4
-36
14
4
false
Tighten stops on momentum names
P3143
Hands-off
IRA
USD
2024-07-28
204,346
16,653
187,693
1
61.1
25.6
7.3
5.9
VTI:35.9%;IEF:35.9%;BRK.B:28.1%
US:69.7;EU:17.5;APAC:8.1;EM:4.3;Other:0.4
Value:+0.3;Growth:+0.9;Quality:-0.6;Size:+0.1;Momentum:+0.4;LowVol:+0.8
null
8
30
4.3
hard 10%
165
14.6
Bear
24.1
3.57
2.5
150
-69
5
55
false
Hedge
Add TLT +1% as duration hedge
18
15
BrokerB
VWAP
88
null
null
Normal monitoring
100
20
210
5
false
Tighten stops on momentum names
P3144
Systematic
Trust
USD
2024-07-06
1,041,471
71,547
969,924
1
57.4
33.6
0.4
8.7
GLD:20.3%;VOO:19.3%;VTI:16.5%;HYG:19.5%;AAPL:14.4%;TSLA:10.1%
US:63.8;EU:8.7;APAC:12.5;EM:13.5;Other:1.4
Value:+0.3;Growth:+0.6;Quality:+0.9;Size:-0.5;Momentum:+0.9;LowVol:0.0
NoDerivatives
7
25
5.1
trailing 9%
194
24.4
Volatile
20.6
4.2
3.4
174
57
89
57
false
Rebalance
Shift +1% to bonds from equity
4
14
BrokerC
VWAP
92
null
null
Normal monitoring
31
-37
162
4
false
Tax-aware sells next window
P3145
Active
Taxable
USD
2025-01-07
636,306
76,306
560,000
1
51.6
18.3
20.3
9.8
XLF:12.4%;VTI:22.3%;VNQ:12.9%;BND:11.2%;VOO:18.9%;QQQ:22.3%
US:68.1;EU:15.2;APAC:10.0;EM:5.1;Other:1.7
Value:+0.3;Growth:-0.2;Quality:-0.7;Size:+0.7;Momentum:-0.1;LowVol:+0.2
null
10
30
5.7
trailing 9%
187
19.2
Bull
12
4.24
3.4
74
74
94
27
false
Hedge
Add TLT +1% as duration hedge
28
-25
BrokerC
LMT
90
null
null
Normal monitoring
74
10
78
3
false
Tax-aware sells next window
P3146
Active
IRA
USD
2025-03-12
2,277,059
255,930
2,021,129
1
63.2
29.6
0
7.2
TLT:29.3%;BRK.B:35.3%;BND:35.3%
US:65.0;EU:9.5;APAC:12.4;EM:11.4;Other:1.8
Value:-0.9;Growth:+0.2;Quality:-0.3;Size:+0.2;Momentum:-0.1;LowVol:+0.5
null
10
30
5.7
trailing 8%
151
16.3
Sideways
14.3
4.13
3.4
135
-26
52
36
false
Buy
Add to core equity +1%
5
-29
BrokerB
MKT
88
null
null
Normal monitoring
-55
7
70
3
false
Within IPS guidelines
P3147
Active
Roth
USD
2025-07-08
988,871
91,310
897,561
1
54.6
29.7
10.1
5.6
VOO:9.7%;GLD:20.8%;AMZN:12.5%;MSFT:19.3%;BRK.B:20.8%;VTI:16.7%
US:68.9;EU:12.3;APAC:13.0;EM:5.6;Other:0.2
Value:-0.7;Growth:-0.6;Quality:+0.1;Size:-0.6;Momentum:-0.2;LowVol:-0.9
null
8
30
4.2
trailing 8%
165
17.8
Sideways
18.8
3.85
2.3
106
60
87
45
false
Buy
Add to core equity +1%
14
-13
BrokerA
LMT
97
null
null
Normal monitoring
-46
-58
-23
5
false
Increase defensive factor exposure
P3148
Cautious
IRA
USD
2024-12-27
393,150
41,463
351,687
1
44.7
34.7
6
14.6
VTI:17.2%;HYG:9.6%;TSLA:19.4%;IEF:14.2%;BRK.B:20.4%;VNQ:19.3%
US:59.9;EU:18.7;APAC:13.1;EM:7.9;Other:0.4
Value:-0.9;Growth:-0.4;Quality:+0.6;Size:-0.4;Momentum:0.0;LowVol:-0.1
NoMargin
8
25
5.6
trailing 8%
96
18.2
Volatile
31.6
5.1
2.7
163
59
89
75
true
Rebalance
Rebalance back to target bands
-9
-27
BrokerD
MKT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
27
1
60
4
true
Tighten stops on momentum names
P3149
Cautious
Taxable
USD
2024-11-24
807,379
110,617
696,762
1
36.4
31.1
19.8
12.6
HYG:23.7%;XLF:13.9%;QQQ:9.4%;AMZN:23.7%;IEF:16.4%;AAPL:12.9%
US:69.8;EU:9.6;APAC:12.3;EM:5.5;Other:2.9
Value:-0.9;Growth:-0.6;Quality:-0.5;Size:-0.4;Momentum:+0.1;LowVol:-0.8
ESGOnly;MaxPos7%;NoMargin
10
35
3.2
trailing 8%
134
17.9
Bear
31.6
3.13
1.8
200
-118
5
75
true
Rebalance
Rebalance back to target bands
27
1
BrokerD
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
115
-55
173
2
true
Monitor dispersion and breadth
P3150
Systematic
401k
USD
2024-10-04
969,067
47,440
921,627
1
60.7
32.7
0
6.6
AMZN:16.6%;QQQ:15.4%;VOO:22.4%;XLF:19.5%;AAPL:15.1%;GLD:10.9%
US:71.4;EU:7.2;APAC:12.0;EM:5.6;Other:3.9
Value:+0.2;Growth:-0.3;Quality:+0.3;Size:-0.7;Momentum:+0.1;LowVol:-0.5
NoDerivatives
7
25
5.9
trailing 9%
151
16.1
Volatile
23.2
4.75
2.9
168
-57
23
57
true
Hedge
Buy index puts 1% notional
-13
-24
BrokerA
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
105
-35
203
2
false
Tax-aware sells next window
P3151
Opportunistic
Trust
USD
2024-07-17
838,752
49,965
788,787
1
70
19
4.8
6.2
XLF:22.9%;AMZN:25.7%;TLT:25.7%;MSFT:25.7%
US:58.5;EU:16.8;APAC:13.5;EM:8.2;Other:3.0
Value:-0.1;Growth:-0.0;Quality:-0.5;Size:-0.4;Momentum:+0.3;LowVol:-0.9
null
8
30
6
trailing 7%
268
31.3
Volatile
29
3.89
3.4
114
31
60
84
true
Hedge
Buy index puts 1% notional
16
-10
BrokerB
MKT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
19
10
108
4
false
Within IPS guidelines
P3152
Cautious
Taxable
USD
2025-02-22
553,504
64,977
488,527
1
47.2
38.6
0
14.2
XLF:19.6%;AAPL:16.0%;BND:16.1%;HYG:11.6%;VTI:15.4%;MSFT:21.3%
US:57.8;EU:17.1;APAC:11.7;EM:10.7;Other:2.7
Value:-0.8;Growth:-0.7;Quality:+0.7;Size:+0.6;Momentum:-0.7;LowVol:-0.5
ESGOnly;NoMargin
10
35
5.2
trailing 8%
112
16.2
Bull
17.3
4.86
3.1
116
64
91
38
false
Buy
Add to core equity +1%
5
-33
BrokerA
MKT
97
null
null
Normal monitoring
87
-38
141
5
false
Within IPS guidelines
P3153
Hands-off
401k
USD
2024-10-16
474,742
47,461
427,281
1
62.9
17.5
11.6
8
MUB:28.2%;MSFT:28.2%;VTI:28.2%;XLF:15.3%
US:69.2;EU:8.1;APAC:12.8;EM:5.1;Other:4.7
Value:+0.9;Growth:-0.4;Quality:+0.3;Size:-0.0;Momentum:-0.4;LowVol:-0.9
null
5
35
4.9
trailing 8%
146
15.7
Volatile
31.3
4.72
2.9
118
75
98
79
true
Hedge
Buy index puts 1% notional
12
-39
BrokerD
MKT
100
VAR>budget
Pause
Risk above budget threshold
85
12
160
4
false
Monitor dispersion and breadth
P3154
Opportunistic
Taxable
USD
2025-04-29
1,348,041
67,843
1,280,198
1
61.5
14.6
19.4
4.5
BRK.B:20.0%;QQQ:17.4%;MSFT:23.1%;IEF:23.1%;TSLA:16.5%
US:66.9;EU:9.7;APAC:11.3;EM:7.8;Other:4.3
Value:+0.2;Growth:+0.7;Quality:+0.7;Size:-0.2;Momentum:-0.5;LowVol:+0.7
null
8
25
4.2
trailing 9%
246
23.7
Bear
30.5
3.25
1.8
144
27
58
83
true
Hedge
Buy index puts 1% notional
-1
-27
BrokerB
MKT
96
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-43
-32
83
2
false
Within IPS guidelines
P3155
Cautious
IRA
USD
2024-12-15
284,323
36,885
247,438
1
37.4
39.1
11.6
12
VOO:21.8%;TLT:20.9%;IEF:21.8%;AMZN:21.8%;VTI:13.8%
US:67.1;EU:12.3;APAC:9.3;EM:9.9;Other:1.4
Value:-0.1;Growth:-0.5;Quality:+0.1;Size:+0.2;Momentum:0.0;LowVol:+1.0
ESGOnly;NoDerivatives;NoMargin
10
25
5.4
hard 10%
156
15.2
Sideways
15
3.61
2.2
106
36
55
37
false
Rebalance
Shift +1% to bonds from equity
17
-38
BrokerD
MKT
85
null
null
Normal monitoring
-33
11
-38
4
false
Monitor dispersion and breadth
P3156
Active
Trust
USD
2025-04-08
1,260,108
89,394
1,170,714
1.15
68.7
21.3
2.1
7.9
AMZN:11.2%;QQQ:14.7%;HYG:12.2%;GLD:19.2%;IEF:21.4%;XLF:21.4%
US:73.4;EU:7.0;APAC:7.1;EM:10.0;Other:2.5
Value:+0.9;Growth:+0.1;Quality:+0.4;Size:+0.5;Momentum:+0.8;LowVol:-0.7
NoDerivatives
6
25
4.7
hard 12%
220
23.2
Bull
12.6
4.08
2.8
96
34
64
45
false
Rebalance
Shift +1% to bonds from equity
-5
4
BrokerD
MKT
95
null
null
Normal monitoring
106
-41
126
3
false
Tighten stops on momentum names
P3157
Hands-off
401k
USD
2025-08-04
762,166
65,597
696,569
1
68.8
23.8
1.2
6.2
TLT:27.9%;HYG:16.3%;QQQ:27.9%;VOO:27.9%
US:70.1;EU:9.2;APAC:7.8;EM:10.0;Other:2.9
Value:-0.8;Growth:+0.9;Quality:+1.0;Size:-0.8;Momentum:+0.5;LowVol:-0.6
ESGOnly
7
30
4.2
hard 10%
155
15.8
Bear
34
3.25
3
140
-85
7
93
true
Hedge
Buy index puts 1% notional
21
-29
BrokerA
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
5
-29
19
2
false
Within IPS guidelines
P3158
Opportunistic
Roth
USD
2025-05-04
1,235,457
94,235
1,141,222
1.07
61.7
10.7
20.9
6.7
AAPL:33.3%;TSLA:33.3%;MUB:33.3%
US:75.6;EU:5.7;APAC:11.2;EM:6.4;Other:1.0
Value:+1.0;Growth:-0.2;Quality:+1.0;Size:-0.4;Momentum:+0.9;LowVol:+0.2
null
8
25
4.1
hard 12%
266
32.5
Sideways
19.1
4.36
2.5
133
-26
51
61
false
Rebalance
Shift +1% to bonds from equity
24
5
BrokerB
MKT
91
null
null
Normal monitoring
71
-33
154
5
false
Tax-aware sells next window
P3159
Cautious
IRA
USD
2024-09-24
353,351
42,336
311,015
1
38.5
34.4
12.4
14.8
XLF:27.1%;AAPL:16.3%;IEF:16.0%;TLT:13.6%;QQQ:27.1%
US:75.9;EU:7.3;APAC:8.0;EM:5.1;Other:3.7
Value:0.0;Growth:+0.8;Quality:+0.9;Size:-0.0;Momentum:+0.8;LowVol:-0.6
ESGOnly;MaxPos7%;NoMargin
8
30
3.6
trailing 10%
93
15.2
Bull
15.6
4.63
2.9
117
23
64
29
false
NoAction
Within bands; monitor
-7
-1
BrokerA
MKT
0
null
null
Normal monitoring
43
-2
20
5
false
Monitor dispersion and breadth
P3160
Opportunistic
Taxable
USD
2024-09-19
911,297
28,218
883,079
1
72.9
11.1
9.4
6.5
VTI:25.5%;XLF:25.5%;MSFT:23.4%;GLD:25.5%
US:64.4;EU:9.9;APAC:8.7;EM:11.8;Other:5.2
Value:+0.1;Growth:+0.3;Quality:-0.2;Size:-0.0;Momentum:-1.0;LowVol:+0.6
null
5
35
5.7
trailing 7%
160
24
Bull
14.3
4.74
3.3
86
61
81
59
false
Rebalance
Shift +1% to bonds from equity
-6
-23
BrokerD
MKT
88
null
null
Normal monitoring
40
-58
87
4
false
Tax-aware sells next window
P3161
Active
Roth
USD
2024-09-10
1,613,970
109,463
1,504,507
1
52.8
27.2
13
7.1
AAPL:33.3%;VTI:33.3%;IEF:33.3%
US:69.3;EU:12.5;APAC:9.3;EM:6.3;Other:2.5
Value:-0.2;Growth:+0.3;Quality:+0.7;Size:-0.7;Momentum:0.0;LowVol:-0.9
MaxPos8%
8
35
4.1
trailing 9%
195
16.4
Sideways
21.2
4.54
2.1
97
-20
33
46
false
Hedge
Add TLT +1% as duration hedge
12
-3
BrokerA
LMT
98
null
null
Normal monitoring
40
13
0
5
false
Monitor dispersion and breadth
P3162
Cautious
Trust
USD
2025-06-25
581,313
47,078
534,235
1
49.3
38.1
0
12.6
MUB:27.0%;AAPL:27.0%;HYG:27.0%;VNQ:19.0%
US:66.3;EU:9.4;APAC:11.5;EM:9.2;Other:3.5
Value:+0.1;Growth:-0.5;Quality:-0.6;Size:-0.3;Momentum:-0.2;LowVol:-0.4
NoMargin
10
30
5
trailing 8%
151
12.7
Volatile
23.1
4.91
3.4
114
-24
40
61
false
Sell
Trim extended winner -1%
32
-9
BrokerB
MKT
95
null
null
Normal monitoring
-52
-58
3
5
false
Within IPS guidelines
P3163
Systematic
Taxable
USD
2024-11-19
692,305
57,557
634,748
1
63.7
30.5
0
5.8
MUB:21.1%;VNQ:13.4%;BND:19.5%;BRK.B:12.8%;QQQ:21.1%;VOO:12.2%
US:75.3;EU:5.4;APAC:7.7;EM:9.7;Other:1.9
Value:-0.9;Growth:+0.9;Quality:-0.9;Size:-0.4;Momentum:-0.4;LowVol:+0.7
null
7
25
4.8
trailing 9%
230
19.9
Volatile
28.3
5.12
4.3
173
52
88
80
true
Hedge
Buy index puts 1% notional
4
-1
BrokerC
MKT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-57
20
23
5
false
Tax-aware sells next window
P3164
Hands-off
Roth
USD
2024-12-12
436,961
26,346
410,615
1
58.6
30
5.1
6.3
AMZN:23.5%;HYG:25.5%;VNQ:25.5%;MUB:25.5%
US:72.5;EU:13.8;APAC:6.9;EM:5.2;Other:1.7
Value:+0.5;Growth:-0.5;Quality:+0.7;Size:+0.6;Momentum:+1.0;LowVol:+0.6
null
5
35
4.6
trailing 8%
109
16.2
Sideways
18.8
4.38
3
90
2
45
59
false
Buy
Add to core equity +1%
5
-29
BrokerB
VWAP
97
null
null
Normal monitoring
-7
18
12
5
false
Increase defensive factor exposure
P3165
Systematic
IRA
USD
2024-10-15
850,035
39,892
810,143
1
58.8
32.2
0
9
IEF:33.3%;TSLA:33.3%;VOO:33.3%
US:70.4;EU:8.2;APAC:10.3;EM:9.4;Other:1.7
Value:+0.2;Growth:-0.0;Quality:-0.4;Size:-0.1;Momentum:-0.8;LowVol:-0.2
null
5
30
4.3
trailing 9%
174
17.5
Volatile
26.6
4.38
3.2
115
38
64
69
false
Sell
Trim extended winner -1%
30
7
BrokerD
LMT
97
null
null
Normal monitoring
66
-4
147
5
false
Tax-aware sells next window
P3166
Hands-off
IRA
USD
2025-12-20
703,648
35,940
667,708
1
60.1
27.4
5.9
6.6
BND:33.3%;BRK.B:33.3%;MSFT:33.3%
US:63.1;EU:10.7;APAC:15.8;EM:9.0;Other:1.5
Value:+0.9;Growth:-0.1;Quality:+0.5;Size:+0.8;Momentum:-0.6;LowVol:+0.6
ESGOnly
5
35
3.3
hard 10%
121
19.8
Sideways
18
4.01
2.8
140
50
76
55
false
Hedge
Add TLT +1% as duration hedge
7
14
BrokerA
LMT
88
null
null
Normal monitoring
-3
-30
-40
5
false
Within IPS guidelines
P3167
Active
401k
USD
2025-01-24
1,877,061
222,650
1,654,411
1
63.9
23.2
7.5
5.4
MSFT:22.3%;VNQ:22.3%;TSLA:18.5%;QQQ:22.3%;IEF:14.5%
US:65.9;EU:14.7;APAC:8.2;EM:8.8;Other:2.3
Value:+0.8;Growth:+0.5;Quality:+0.6;Size:-0.9;Momentum:0.0;LowVol:+0.2
NoDerivatives
6
25
5.9
trailing 8%
159
16.7
Bear
26.9
4.17
1.2
195
-82
6
63
false
Buy
Add to core equity +1%
12
-9
BrokerC
MKT
97
null
null
Normal monitoring
-12
-51
21
3
false
Increase defensive factor exposure
P3168
Active
IRA
USD
2025-12-15
811,047
69,064
741,983
1
65.8
18.9
5.9
9.4
TLT:22.5%;HYG:11.2%;IEF:22.5%;BND:17.4%;AAPL:12.7%;AMZN:13.7%
US:66.1;EU:13.5;APAC:11.5;EM:4.9;Other:4.0
Value:+0.7;Growth:+0.5;Quality:+0.6;Size:-0.6;Momentum:-0.2;LowVol:+0.4
null
5
35
5.1
trailing 8%
153
17.8
Sideways
17.2
4.77
3.2
116
34
75
46
false
Sell
Trim extended winner -1%
25
-38
BrokerA
VWAP
86
null
null
Normal monitoring
47
-7
38
4
false
Tax-aware sells next window
P3169
Active
IRA
USD
2025-05-22
1,040,615
122,919
917,696
1
57.1
20.9
13.2
8.8
GLD:33.3%;AAPL:33.3%;VOO:33.3%
US:63.4;EU:18.2;APAC:7.6;EM:8.5;Other:2.4
Value:+0.9;Growth:+0.6;Quality:-0.7;Size:+0.3;Momentum:-0.5;LowVol:+0.6
MaxPos6%
8
35
4.3
trailing 9%
171
25
Sideways
15.9
3.67
2.9
116
6
58
40
false
Buy
Add to core equity +1%
28
-2
BrokerD
LMT
87
null
null
Normal monitoring
-32
-32
78
4
false
Within IPS guidelines
P3170
Hands-off
Taxable
USD
2025-08-26
838,461
53,433
785,028
1
59
25.5
9.6
5.9
MSFT:11.2%;BND:21.7%;VTI:12.2%;BRK.B:11.6%;VNQ:21.7%;XLF:21.7%
US:66.7;EU:10.1;APAC:15.9;EM:5.8;Other:1.4
Value:-0.7;Growth:+0.2;Quality:0.0;Size:-0.6;Momentum:-0.5;LowVol:-0.7
ESGOnly;MaxPos6%
10
30
4.4
trailing 10%
114
19.1
Sideways
18.1
4.42
3.4
138
11
47
57
false
Rebalance
Shift +1% to bonds from equity
-14
-21
BrokerB
LMT
91
null
null
Normal monitoring
-27
-31
43
3
false
Within IPS guidelines
P3171
Cautious
Trust
USD
2025-10-18
474,946
41,102
433,844
1
37
34.9
12.9
15.3
XLF:25.0%;MUB:25.0%;MSFT:25.0%;TSLA:25.0%
US:66.7;EU:13.7;APAC:12.4;EM:5.3;Other:1.9
Value:-0.4;Growth:+0.3;Quality:+0.6;Size:+0.7;Momentum:-0.5;LowVol:-0.4
NoDerivatives;NoMargin
6
30
3.7
hard 10%
91
14.2
Sideways
17.9
4.85
3.2
138
-17
44
44
true
Rebalance
Rebalance back to target bands
25
-27
BrokerC
LMT
89
VAR>budget
TightenStops
Risk above budget threshold
-49
-54
-74
2
false
Tax-aware sells next window
P3172
Systematic
Trust
USD
2025-08-30
552,428
32,808
519,620
1
61.9
21.7
7.2
9.3
IEF:21.5%;TSLA:6.6%;VTI:14.9%;BRK.B:21.5%;AMZN:21.5%;MSFT:14.1%
US:61.9;EU:15.6;APAC:13.1;EM:7.1;Other:2.4
Value:+0.4;Growth:-0.1;Quality:+0.1;Size:+0.7;Momentum:+0.1;LowVol:-0.2
MaxPos5%
5
25
5.6
hard 12%
128
19
Bear
30.8
4.33
2.8
168
-16
34
77
true
Reduce
Cut high-beta by 2-3%, add cash
26
8
BrokerA
MKT
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
-4
-22
-39
4
false
Tighten stops on momentum names
P3173
Opportunistic
Trust
USD
2025-08-22
503,019
19,288
483,731
1
62.4
19.4
11.9
6.3
AMZN:22.0%;MSFT:26.6%;AAPL:26.6%;XLF:24.7%
US:63.4;EU:9.1;APAC:12.4;EM:10.8;Other:4.3
Value:+0.5;Growth:+0.9;Quality:+0.2;Size:-0.1;Momentum:+0.8;LowVol:+0.7
MaxPos5%
8
25
4.1
trailing 7%
180
23.8
Volatile
24.5
3.94
2.1
124
32
78
65
false
Buy
Add to core equity +1%
2
-16
BrokerB
LMT
90
null
null
Normal monitoring
64
-50
204
4
false
Within IPS guidelines
P3174
Hands-off
IRA
USD
2025-02-15
455,726
19,343
436,383
1
59.7
29.8
2.9
7.6
QQQ:24.7%;TLT:10.7%;GLD:24.7%;AAPL:15.1%;XLF:24.7%
US:67.0;EU:11.0;APAC:9.6;EM:8.1;Other:4.4
Value:+0.8;Growth:-0.9;Quality:+0.5;Size:-0.0;Momentum:0.0;LowVol:+0.4
null
10
35
3.3
trailing 8%
96
17
Volatile
23.4
4.24
2.7
169
-45
13
72
true
Hedge
Buy index puts 1% notional
-12
-23
BrokerD
LMT
94
VAR>budget
Reduce
Risk above budget threshold
58
-25
196
4
false
Monitor dispersion and breadth
P3175
Cautious
Roth
USD
2024-09-19
545,322
57,935
487,387
1
46.1
41.3
0
12.7
TLT:16.2%;QQQ:23.9%;VOO:16.9%;MUB:19.2%;TSLA:23.9%
US:68.9;EU:11.0;APAC:11.0;EM:8.6;Other:0.5
Value:-0.7;Growth:-0.4;Quality:+0.4;Size:-0.1;Momentum:+1.0;LowVol:+0.7
ESGOnly;NoDerivatives;NoMargin
5
35
3.9
trailing 10%
160
12.4
Bull
15
4.25
3
109
41
61
38
true
Hedge
Buy index puts 1% notional
-10
-28
BrokerA
VWAP
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-44
-2
85
2
false
Increase defensive factor exposure
P3176
Cautious
Trust
USD
2025-09-15
260,155
37,826
222,329
1
35.9
44.4
8.5
11.3
VOO:13.4%;MSFT:20.7%;TSLA:14.0%;QQQ:20.7%;HYG:10.6%;IEF:20.7%
US:70.7;EU:6.5;APAC:11.6;EM:8.3;Other:2.9
Value:+0.6;Growth:+0.1;Quality:-0.8;Size:+0.1;Momentum:-0.8;LowVol:-0.1
ESGOnly;MaxPos8%;NoMargin
10
35
6
trailing 10%
157
12.1
Bull
12.6
4.63
2.7
120
18
46
27
false
Hedge
Add TLT +1% as duration hedge
23
-10
BrokerC
VWAP
97
null
null
Normal monitoring
78
10
70
5
false
Tighten stops on momentum names
P3177
Active
Roth
USD
2025-08-08
2,196,288
144,988
2,051,300
1
59.3
18
16
6.7
VNQ:18.6%;QQQ:22.3%;HYG:15.9%;XLF:22.3%;TSLA:20.9%
US:60.5;EU:20.2;APAC:5.9;EM:8.8;Other:4.7
Value:-0.9;Growth:-0.5;Quality:-0.3;Size:-0.2;Momentum:-0.4;LowVol:+1.0
NoDerivatives
7
30
4.3
hard 12%
158
27.8
Sideways
18.2
4.79
3.1
111
-8
41
53
false
Buy
Add to core equity +1%
-4
-17
BrokerB
MKT
88
null
null
Normal monitoring
31
-51
-2
3
false
Within IPS guidelines
P3178
Cautious
401k
USD
2025-05-09
883,920
96,390
787,530
1
47.5
35.4
0
17.1
HYG:33.3%;VNQ:33.3%;BND:33.3%
US:67.5;EU:12.7;APAC:10.7;EM:5.5;Other:3.6
Value:-0.0;Growth:-0.5;Quality:+0.9;Size:+0.8;Momentum:-0.3;LowVol:+0.7
ESGOnly;MaxPos6%;NoMargin
7
35
5.4
hard 10%
107
16.3
Sideways
18.4
4.87
2.1
95
19
60
39
false
Rebalance
Shift +1% to bonds from equity
22
-33
BrokerD
MKT
98
null
null
Normal monitoring
-45
-58
25
5
false
Tax-aware sells next window
P3179
Active
Trust
USD
2025-04-27
1,221,566
85,999
1,135,567
1.09
55.4
30.7
7.2
6.7
IEF:22.5%;VTI:17.6%;MSFT:22.5%;VOO:19.7%;VNQ:17.8%
US:65.6;EU:16.4;APAC:12.8;EM:4.6;Other:0.6
Value:-0.1;Growth:+0.8;Quality:+0.3;Size:+0.7;Momentum:+0.1;LowVol:+0.7
null
7
30
4.7
trailing 8%
210
20.5
Bull
11.9
3.63
3.1
75
34
82
42
false
Buy
Add to core equity +1%
19
-3
BrokerC
LMT
93
null
null
Normal monitoring
62
-18
183
5
false
Increase defensive factor exposure
P3180
Systematic
Roth
USD
2025-11-15
1,526,459
81,517
1,444,942
1
63.4
28.2
2.8
5.5
VTI:19.9%;QQQ:14.5%;VOO:21.3%;BND:14.0%;AAPL:21.3%;XLF:9.1%
US:70.7;EU:10.5;APAC:7.2;EM:11.6;Other:0.0
Value:+0.7;Growth:-0.2;Quality:-0.3;Size:+0.1;Momentum:+0.7;LowVol:-0.3
MaxPos8%
7
25
5.8
trailing 9%
164
23.5
Bull
14.3
4.03
3.4
109
116
100
56
false
Rebalance
Shift +1% to bonds from equity
2
-33
BrokerD
MKT
96
null
null
Normal monitoring
-8
-43
-3
3
false
Increase defensive factor exposure
P3181
Active
Taxable
USD
2024-10-04
1,046,901
77,222
969,679
1
53.2
31
6.1
9.7
VOO:25.7%;XLF:11.9%;HYG:23.2%;VNQ:13.6%;AMZN:25.7%
US:62.0;EU:14.4;APAC:8.0;EM:12.8;Other:2.9
Value:-0.9;Growth:+0.5;Quality:-0.8;Size:-0.4;Momentum:+0.9;LowVol:+0.1
MaxPos6%
7
25
5.7
trailing 9%
171
26.7
Volatile
24.1
4.72
3
123
50
82
54
false
Buy
Add to core equity +1%
31
-11
BrokerB
MKT
97
null
null
Normal monitoring
105
-34
192
5
false
Monitor dispersion and breadth
P3182
Systematic
IRA
USD
2025-03-11
427,117
19,664
407,453
1
65.6
22.8
2.7
8.9
MSFT:33.3%;AAPL:33.3%;HYG:33.3%
US:64.3;EU:9.2;APAC:16.3;EM:5.3;Other:4.8
Value:+0.2;Growth:-0.6;Quality:+0.8;Size:-0.6;Momentum:-0.3;LowVol:-0.4
null
8
30
4.7
trailing 8%
141
25.8
Volatile
25
3.94
3.5
144
-17
54
60
false
Rebalance
Shift +1% to bonds from equity
31
-15
BrokerA
MKT
92
null
null
Normal monitoring
29
-28
55
5
false
Tighten stops on momentum names
P3183
Cautious
401k
USD
2025-11-11
325,204
45,480
279,724
1
39.4
41.9
2.8
15.8
TSLA:33.3%;HYG:33.3%;MUB:33.3%
US:73.6;EU:14.4;APAC:5.9;EM:4.6;Other:1.6
Value:-0.0;Growth:-0.9;Quality:+0.3;Size:-0.6;Momentum:-0.0;LowVol:-0.6
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
7
35
5.9
trailing 10%
168
13.4
Volatile
26.3
3.52
4.4
115
-16
35
47
false
Rebalance
Shift +1% to bonds from equity
34
-12
BrokerA
LMT
100
null
null
Normal monitoring
-50
-38
64
3
false
Tax-aware sells next window
P3184
Hands-off
Taxable
USD
2025-02-15
667,255
40,832
626,423
1
70.3
15.2
8.2
6.3
VOO:22.8%;TLT:16.8%;QQQ:22.8%;VTI:14.7%;HYG:22.8%
US:68.6;EU:14.1;APAC:9.3;EM:3.8;Other:4.2
Value:-0.7;Growth:+1.0;Quality:+0.8;Size:+0.4;Momentum:+0.6;LowVol:-0.9
ESGOnly;MaxPos7%
5
35
5.5
hard 10%
121
15.7
Bear
33.2
3.46
1.3
179
-42
35
92
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-30
BrokerB
MKT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
67
1
104
3
false
Tax-aware sells next window
P3185
Cautious
Roth
USD
2024-07-22
209,742
32,454
177,288
1
45
32.7
9.7
12.6
XLF:22.1%;VOO:27.1%;VNQ:23.8%;AMZN:27.1%
US:61.0;EU:17.1;APAC:10.5;EM:8.8;Other:2.6
Value:-0.3;Growth:-0.9;Quality:-0.1;Size:-0.5;Momentum:+0.2;LowVol:-0.5
ESGOnly;MaxPos5%;NoMargin
8
30
4.5
hard 10%
168
18.2
Bear
25.2
4.47
2.3
153
3
59
53
false
NoAction
Within bands; monitor
22
-19
BrokerB
LMT
94
null
null
Normal monitoring
6
6
123
4
false
Tax-aware sells next window
P3186
Hands-off
Roth
USD
2024-07-08
222,355
18,530
203,825
1
66.6
22.2
4.7
6.5
GLD:23.8%;TLT:26.1%;BRK.B:23.9%;MUB:26.1%
US:67.5;EU:10.9;APAC:12.4;EM:5.7;Other:3.4
Value:+0.7;Growth:-0.8;Quality:+0.7;Size:-0.7;Momentum:-0.0;LowVol:-0.9
ESGOnly
7
30
3.9
hard 10%
129
15.6
Sideways
17.6
4.24
3.3
119
-4
62
62
false
Sell
Trim extended winner -1%
-5
15
BrokerD
LMT
90
null
null
Normal monitoring
104
-32
242
4
false
Within IPS guidelines
P3187
Opportunistic
401k
USD
2025-09-08
994,418
32,392
962,026
1
61.1
14.6
19.8
4.5
MUB:33.3%;VOO:33.3%;BRK.B:33.3%
US:57.3;EU:16.6;APAC:11.0;EM:11.0;Other:4.1
Value:0.0;Growth:+0.4;Quality:-0.5;Size:-0.5;Momentum:-0.6;LowVol:-0.2
null
8
35
5.5
trailing 7%
221
29.3
Bear
34.7
3.89
2.2
203
-115
5
89
true
Hedge
Buy index puts 1% notional
-12
-15
BrokerA
MKT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
86
-20
226
2
false
Increase defensive factor exposure
P3188
Hands-off
Taxable
USD
2024-11-11
587,704
53,847
533,857
1
66.2
28.3
0
5.5
TSLA:15.0%;VTI:17.2%;GLD:11.9%;BRK.B:20.1%;BND:19.8%;MUB:16.0%
US:63.3;EU:7.6;APAC:11.2;EM:14.3;Other:3.6
Value:-0.5;Growth:+0.6;Quality:+0.3;Size:-0.9;Momentum:-0.5;LowVol:-0.3
null
7
35
4.1
hard 10%
150
13.4
Bear
31
3.8
1.3
174
-45
25
71
true
Reduce
Cut high-beta by 2-3%, add cash
35
-38
BrokerA
VWAP
87
RegimeShift
Reduce
Volatility spike and breadth deterioration
73
6
152
2
false
Tax-aware sells next window
P3189
Active
Taxable
USD
2025-07-07
2,229,472
180,936
2,048,536
1.18
69.7
21.3
1.1
7.9
TLT:25.0%;MSFT:25.0%;XLF:25.0%;AAPL:25.0%
US:70.9;EU:6.4;APAC:12.2;EM:9.3;Other:1.3
Value:+0.1;Growth:0.0;Quality:-0.6;Size:+0.1;Momentum:-0.7;LowVol:-0.1
null
5
30
5
trailing 9%
189
20.3
Volatile
21.5
5.22
2.3
127
79
80
63
false
Hedge
Add TLT +1% as duration hedge
25
-28
BrokerC
LMT
94
null
null
Normal monitoring
-47
-3
-72
3
false
Monitor dispersion and breadth
P3190
Systematic
Taxable
USD
2024-12-15
1,310,343
100,746
1,209,597
1
55.9
29.1
10
5.1
BND:20.1%;BRK.B:14.1%;TSLA:14.7%;AMZN:14.8%;IEF:14.2%;GLD:22.0%
US:64.3;EU:14.7;APAC:11.2;EM:9.2;Other:0.5
Value:-1.0;Growth:-0.9;Quality:-0.2;Size:+0.8;Momentum:-0.2;LowVol:+0.8
MaxPos7%
6
30
4.2
trailing 9%
121
20.2
Volatile
29.2
4.39
4
167
4
53
81
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-3
BrokerD
LMT
96
VAR>budget
TightenStops
Risk above budget threshold
113
-56
189
2
false
Increase defensive factor exposure
P3191
Cautious
401k
USD
2025-02-04
254,768
31,203
223,565
1
41.1
35.1
8
15.8
AAPL:25.0%;QQQ:25.0%;MSFT:25.0%;XLF:25.0%
US:63.7;EU:8.4;APAC:16.9;EM:9.2;Other:1.8
Value:-0.6;Growth:-0.1;Quality:-0.9;Size:+0.8;Momentum:0.0;LowVol:-0.8
MaxPos7%;NoMargin
6
25
4.4
trailing 8%
150
15.9
Bull
16.8
3.85
2.7
90
65
67
30
false
Rebalance
Shift +1% to bonds from equity
31
-27
BrokerB
MKT
94
null
null
Normal monitoring
26
-12
-14
5
false
Within IPS guidelines
P3192
Opportunistic
Trust
USD
2024-10-29
959,924
59,333
900,591
1
70.6
16.2
8.1
5.1
AAPL:33.3%;GLD:33.3%;QQQ:33.3%
US:56.1;EU:15.2;APAC:15.3;EM:10.1;Other:3.3
Value:-0.5;Growth:-0.9;Quality:-0.9;Size:+0.5;Momentum:-0.2;LowVol:+0.4
null
5
25
6.8
trailing 7%
196
23.3
Bear
29.4
3.08
2.3
160
12
64
81
true
Rebalance
Rebalance back to target bands
29
2
BrokerA
MKT
85
RegimeShift
Reduce
Volatility spike and breadth deterioration
116
-4
79
2
false
Tax-aware sells next window
P3193
Cautious
Roth
USD
2025-04-11
846,666
101,410
745,256
1
41
33.8
15
10.2
MUB:33.3%;VOO:33.3%;BND:33.3%
US:70.1;EU:15.5;APAC:7.9;EM:3.0;Other:3.4
Value:-1.0;Growth:-0.1;Quality:-0.1;Size:-0.1;Momentum:-0.6;LowVol:+0.3
MaxPos8%;NoMargin
5
35
3.6
hard 10%
121
18.1
Volatile
28.1
5.39
3.5
159
-58
36
58
false
Rebalance
Shift +1% to bonds from equity
12
-9
BrokerB
VWAP
90
null
null
Normal monitoring
-25
-14
-60
4
false
Monitor dispersion and breadth
P3194
Active
Roth
USD
2024-11-14
2,288,018
223,892
2,064,126
1
51.2
24.6
14.7
9.4
BRK.B:11.5%;MUB:14.5%;VOO:19.6%;XLF:15.7%;TLT:20.2%;TSLA:18.6%
US:64.3;EU:16.5;APAC:9.8;EM:5.8;Other:3.6
Value:-0.5;Growth:+0.7;Quality:-0.8;Size:-0.3;Momentum:+0.1;LowVol:+0.5
NoDerivatives
6
35
4.4
trailing 9%
136
26.9
Sideways
18.3
4.6
3
103
18
53
39
false
Rebalance
Shift +1% to bonds from equity
17
8
BrokerB
LMT
95
null
null
Normal monitoring
-29
-41
-27
3
false
Increase defensive factor exposure
P3195
Opportunistic
Trust
USD
2025-12-10
1,146,116
41,883
1,104,233
1
66.6
19.1
9.6
4.7
VNQ:17.6%;TSLA:19.0%;BRK.B:21.3%;GLD:10.0%;TLT:21.3%;IEF:10.8%
US:70.1;EU:12.0;APAC:7.6;EM:9.4;Other:1.0
Value:-0.6;Growth:-0.2;Quality:+0.7;Size:-0.4;Momentum:-0.3;LowVol:0.0
MaxPos6%;NoDerivatives
5
30
5
trailing 7%
197
25.5
Volatile
21.5
5.3
2.9
143
24
47
66
false
Buy
Add to core equity +1%
-8
4
BrokerA
MKT
96
null
null
Normal monitoring
68
16
163
4
false
Tax-aware sells next window
P3196
Active
Roth
USD
2025-06-02
501,255
45,261
455,994
1
64.9
25.4
4
5.7
VOO:24.9%;TSLA:25.0%;QQQ:25.0%;MSFT:25.0%
US:76.1;EU:8.8;APAC:8.5;EM:4.6;Other:2.0
Value:+0.1;Growth:+0.7;Quality:-0.1;Size:-0.8;Momentum:+0.1;LowVol:-0.7
NoDerivatives
7
30
5.9
hard 12%
174
16.6
Sideways
20.5
4.39
3.3
111
34
78
68
false
Buy
Add to core equity +1%
4
-1
BrokerA
VWAP
93
null
null
Normal monitoring
-2
-60
18
4
false
Increase defensive factor exposure
P3197
Active
401k
USD
2024-10-26
1,625,769
170,348
1,455,421
1
55.1
29.9
6.9
8.1
MUB:35.3%;VNQ:29.5%;XLF:35.3%
US:67.8;EU:6.5;APAC:13.7;EM:7.9;Other:4.1
Value:+0.7;Growth:-0.6;Quality:-0.3;Size:+0.3;Momentum:-0.6;LowVol:-0.3
MaxPos6%;NoDerivatives
8
25
4.7
trailing 8%
201
23.4
Sideways
21.6
4
2
131
13
69
56
false
Buy
Add to core equity +1%
15
9
BrokerB
LMT
100
null
null
Normal monitoring
104
5
183
5
false
Tax-aware sells next window
P3198
Cautious
Trust
USD
2024-12-07
313,581
47,597
265,984
1
47.9
34
6.8
11.4
TSLA:25.3%;VOO:21.7%;MUB:26.5%;HYG:26.5%
US:66.3;EU:15.0;APAC:11.6;EM:5.7;Other:1.3
Value:+0.4;Growth:-1.0;Quality:+0.4;Size:-0.5;Momentum:-0.3;LowVol:+0.9
NoMargin
10
35
4.9
trailing 10%
130
18
Volatile
29.7
3.56
3.3
132
-31
35
61
true
Hedge
Buy index puts 1% notional
2
14
BrokerB
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-2
-42
14
5
false
Tax-aware sells next window
P3199
Systematic
Roth
USD
2025-06-25
418,486
19,411
399,075
1
66.4
27.7
0
5.9
VOO:23.3%;TSLA:18.0%;GLD:23.3%;AMZN:23.3%;QQQ:12.3%
US:68.5;EU:10.5;APAC:11.4;EM:6.2;Other:3.4
Value:+0.2;Growth:-0.7;Quality:-0.6;Size:+0.3;Momentum:+0.5;LowVol:+0.5
MaxPos7%;NoDerivatives
5
30
5.4
trailing 8%
225
18.5
Volatile
26.2
4.02
3.3
170
15
61
62
true
Rebalance
Rebalance back to target bands
0
-17
BrokerB
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
111
-44
143
2
false
Increase defensive factor exposure
P3200
Hands-off
IRA
USD
2024-11-11
563,277
23,321
539,956
1
61
24.3
7.3
7.5
IEF:14.7%;GLD:28.4%;HYG:28.4%;QQQ:28.4%
US:69.2;EU:14.8;APAC:5.7;EM:7.7;Other:2.5
Value:+0.9;Growth:+0.4;Quality:-0.9;Size:-0.6;Momentum:-0.0;LowVol:-0.3
MaxPos5%;NoDerivatives
6
30
5.1
trailing 8%
119
18.6
Volatile
30.2
3.55
4.2
120
54
70
85
true
Reduce
Cut high-beta by 2-3%, add cash
15
-24
BrokerC
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-29
7
-50
3
false
Tax-aware sells next window