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
P3201
Hands-off
Taxable
USD
2025-04-24
185,411
18,226
167,185
1
66.4
26.3
0
7.2
MUB:10.6%;XLF:22.9%;VNQ:20.8%;IEF:22.9%;TSLA:22.9%
US:72.7;EU:6.0;APAC:6.5;EM:11.9;Other:2.8
Value:-0.7;Growth:+0.8;Quality:-0.9;Size:+0.3;Momentum:-0.8;LowVol:-0.5
NoDerivatives
7
25
4.7
trailing 10%
97
18.9
Sideways
15.6
4.32
2.5
124
16
50
61
false
Rebalance
Shift +1% to bonds from equity
31
1
BrokerD
MKT
98
null
null
Normal monitoring
22
-12
-18
4
false
Increase defensive factor exposure
P3202
Systematic
Roth
USD
2025-05-31
896,667
67,570
829,097
1
59.8
27.7
7.4
5.1
HYG:33.3%;BRK.B:33.3%;GLD:33.3%
US:63.9;EU:8.4;APAC:15.4;EM:10.3;Other:1.9
Value:+0.1;Growth:+0.1;Quality:+0.4;Size:+0.7;Momentum:+0.7;LowVol:-1.0
NoDerivatives
7
35
4.4
trailing 9%
172
26.8
Bull
15.3
4.9
3.1
79
58
85
41
false
Rebalance
Shift +1% to bonds from equity
14
-23
BrokerD
MKT
88
null
null
Normal monitoring
-46
16
-22
5
false
Monitor dispersion and breadth
P3203
Active
IRA
USD
2024-12-03
2,472,827
231,592
2,241,235
1
65.5
27.4
0
7.1
HYG:25.0%;MSFT:25.0%;XLF:25.0%;BND:25.0%
US:67.6;EU:17.9;APAC:10.3;EM:4.1;Other:0.0
Value:+0.7;Growth:-0.3;Quality:+0.2;Size:+0.3;Momentum:0.0;LowVol:+0.9
MaxPos8%
10
30
4.4
trailing 9%
137
18.9
Sideways
17.8
3.62
3.4
134
13
50
51
false
Rebalance
Shift +1% to bonds from equity
-7
-1
BrokerC
MKT
94
null
null
Normal monitoring
119
-39
259
5
false
Within IPS guidelines
P3204
Opportunistic
Trust
USD
2025-02-19
816,456
51,280
765,176
1
62.4
15.5
13.5
8.6
BRK.B:27.0%;XLF:19.0%;HYG:27.0%;AAPL:27.0%
US:68.1;EU:13.7;APAC:8.3;EM:8.5;Other:1.4
Value:+0.3;Growth:+0.7;Quality:-0.8;Size:-0.9;Momentum:-0.0;LowVol:-0.8
MaxPos6%
10
25
5.5
trailing 7%
180
24.4
Bear
33.3
3.52
1.5
168
-57
25
75
true
Hedge
Buy index puts 1% notional
-14
7
BrokerA
MKT
88
Drift>tolerance
Pause
Allocation drift beyond policy bands
33
-1
55
5
false
Tighten stops on momentum names
P3205
Cautious
Roth
USD
2025-05-21
300,716
44,531
256,185
1
41.6
42.9
0
15.5
GLD:15.4%;MUB:14.3%;QQQ:23.4%;BND:23.4%;TSLA:23.4%
US:68.9;EU:10.1;APAC:11.0;EM:5.6;Other:4.4
Value:+0.1;Growth:-0.3;Quality:-0.3;Size:+0.1;Momentum:+0.3;LowVol:+0.8
ESGOnly;MaxPos7%;NoMargin
5
25
4.7
trailing 8%
117
18.6
Sideways
22
3.76
2.2
100
22
53
50
false
Rebalance
Shift +1% to bonds from equity
35
-2
BrokerC
MKT
95
null
null
Normal monitoring
100
17
193
5
false
Monitor dispersion and breadth
P3206
Cautious
IRA
USD
2024-11-23
350,980
33,357
317,623
1
47.6
38.4
0
14
AAPL:15.3%;HYG:9.2%;AMZN:22.2%;VNQ:15.3%;XLF:15.7%;VOO:22.2%
US:64.5;EU:7.3;APAC:16.1;EM:10.8;Other:1.4
Value:+0.4;Growth:0.0;Quality:+0.8;Size:+0.5;Momentum:+0.2;LowVol:-0.3
NoDerivatives;NoMargin
6
25
5.1
trailing 8%
145
17.5
Volatile
20.4
4.34
2.7
180
53
84
54
false
Sell
Trim extended winner -1%
35
-33
BrokerA
LMT
90
null
null
Normal monitoring
83
-40
90
3
false
Tax-aware sells next window
P3207
Systematic
Roth
USD
2025-05-09
1,546,141
110,701
1,435,440
1
61.5
33.5
0
5
GLD:25.0%;VOO:25.0%;AMZN:25.0%;XLF:25.0%
US:64.6;EU:6.8;APAC:15.3;EM:12.7;Other:0.6
Value:-0.5;Growth:+0.8;Quality:-0.1;Size:+0.2;Momentum:-0.2;LowVol:-0.4
null
10
30
4.9
trailing 9%
196
27.6
Bull
13.2
4.46
2.7
104
17
59
36
false
NoAction
Within bands; monitor
28
-6
BrokerD
MKT
0
null
null
Normal monitoring
76
-11
85
4
false
Monitor dispersion and breadth
P3208
Cautious
IRA
USD
2025-06-10
697,196
85,384
611,812
1
53
33.8
1.4
11.7
VNQ:27.3%;AMZN:27.3%;MUB:18.1%;HYG:27.3%
US:61.0;EU:18.2;APAC:13.7;EM:6.2;Other:0.9
Value:-0.7;Growth:+0.1;Quality:-0.8;Size:+0.1;Momentum:+0.2;LowVol:-0.2
NoDerivatives;NoMargin
6
25
4
trailing 8%
118
15.3
Bear
27.4
4.41
2.2
152
-94
10
66
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-12
BrokerD
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
61
-12
30
2
false
Tax-aware sells next window
P3209
Cautious
Roth
USD
2025-07-18
785,764
76,855
708,909
1
45.1
30.9
9.6
14.4
BND:33.3%;TLT:33.3%;GLD:33.3%
US:71.1;EU:5.2;APAC:12.0;EM:8.6;Other:3.0
Value:-0.7;Growth:+0.7;Quality:-0.5;Size:+0.5;Momentum:+0.4;LowVol:-0.5
NoMargin
7
35
4
hard 10%
141
13.9
Volatile
22.3
4.91
2.9
175
24
61
48
false
Buy
Add to core equity +1%
0
-6
BrokerD
MKT
88
null
null
Normal monitoring
-47
-27
77
3
false
Increase defensive factor exposure
P3210
Hands-off
401k
USD
2025-12-18
608,051
50,738
557,313
1
63.8
28
0
8.2
MSFT:23.2%;GLD:21.8%;MUB:15.1%;AMZN:23.2%;VTI:16.7%
US:65.5;EU:12.2;APAC:8.5;EM:12.7;Other:1.2
Value:-0.4;Growth:-0.6;Quality:-0.2;Size:+0.2;Momentum:-0.5;LowVol:-0.1
ESGOnly
7
35
5.4
hard 10%
98
13.6
Bull
12.3
4.08
3.1
78
8
65
49
false
NoAction
Within bands; monitor
8
1
BrokerB
VWAP
93
null
null
Normal monitoring
119
-31
190
5
false
Within IPS guidelines
P3211
Hands-off
IRA
USD
2024-10-16
790,705
74,548
716,157
1
66.9
25.4
0
7.7
AAPL:25.9%;XLF:22.4%;TLT:25.9%;BRK.B:25.9%
US:66.6;EU:9.5;APAC:12.8;EM:10.8;Other:0.2
Value:-1.0;Growth:-0.9;Quality:-0.6;Size:-0.2;Momentum:-0.2;LowVol:-0.8
NoDerivatives
10
35
3.7
trailing 8%
90
14
Volatile
21.8
4.61
2.1
152
-33
24
55
false
Buy
Add to core equity +1%
19
-14
BrokerB
LMT
92
null
null
Normal monitoring
-4
-23
-1
3
false
Tighten stops on momentum names
P3212
Hands-off
401k
USD
2025-07-04
461,108
23,407
437,701
1
70.8
21.4
0
7.7
QQQ:27.7%;MSFT:36.2%;VOO:36.2%
US:76.0;EU:7.7;APAC:10.8;EM:3.4;Other:2.0
Value:-0.6;Growth:+0.9;Quality:+0.3;Size:-0.3;Momentum:+0.6;LowVol:+0.3
null
8
30
5.7
hard 10%
170
13.7
Sideways
20
4.48
2.7
124
34
80
69
false
Sell
Trim extended winner -1%
7
3
BrokerD
MKT
96
null
null
Normal monitoring
48
3
177
4
false
Monitor dispersion and breadth
P3213
Opportunistic
Taxable
USD
2025-11-27
737,550
64,598
672,952
1.14
70.8
20.4
2.3
6.6
TSLA:20.4%;BND:13.2%;VNQ:10.2%;AAPL:15.6%;BRK.B:20.4%;GLD:20.2%
US:67.7;EU:5.9;APAC:11.4;EM:10.2;Other:4.8
Value:+0.7;Growth:-1.0;Quality:+0.8;Size:+0.9;Momentum:+0.7;LowVol:+0.2
MaxPos6%
10
30
5.2
trailing 9%
204
28.2
Bear
27
4.29
2.8
157
-83
20
73
true
Hedge
Buy index puts 1% notional
8
-31
BrokerB
LMT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
22
11
121
5
false
Increase defensive factor exposure
P3214
Cautious
Trust
USD
2024-09-24
369,172
33,535
335,637
1
41.4
39.4
8.3
10.9
GLD:27.6%;IEF:27.6%;AAPL:27.6%;VOO:17.2%
US:66.7;EU:16.3;APAC:9.7;EM:5.4;Other:1.9
Value:-0.7;Growth:-0.8;Quality:+0.7;Size:+0.3;Momentum:+0.3;LowVol:-0.4
NoDerivatives;NoMargin
5
25
3.3
trailing 8%
120
14
Sideways
19.7
3.75
2.1
111
54
90
48
false
Buy
Add to core equity +1%
-3
6
BrokerA
MKT
100
null
null
Normal monitoring
73
10
94
4
false
Monitor dispersion and breadth
P3215
Cautious
401k
USD
2025-07-01
387,774
62,035
325,739
1
46.7
38.9
4.1
10.3
QQQ:19.7%;IEF:26.8%;TLT:26.8%;BND:26.8%
US:66.6;EU:16.2;APAC:6.4;EM:7.9;Other:2.9
Value:+0.7;Growth:+0.5;Quality:+0.1;Size:-0.9;Momentum:+0.7;LowVol:-0.2
NoMargin
5
35
5.8
trailing 8%
113
18.4
Volatile
30.8
3.97
3.3
117
68
93
77
true
Reduce
Cut high-beta by 2-3%, add cash
12
-16
BrokerB
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-43
-12
7
3
false
Within IPS guidelines
P3216
Opportunistic
Trust
USD
2024-11-01
1,302,119
44,055
1,258,064
1
72.4
10.5
12.9
4.2
TSLA:21.8%;QQQ:21.8%;TLT:14.2%;HYG:20.4%;GLD:21.8%
US:65.6;EU:18.2;APAC:7.6;EM:7.1;Other:1.5
Value:+0.5;Growth:+0.9;Quality:-0.2;Size:-0.7;Momentum:+0.1;LowVol:-0.2
null
10
35
6.1
trailing 7%
193
27.3
Sideways
17.5
4.14
2.6
139
46
84
56
false
Buy
Add to core equity +1%
22
5
BrokerA
MKT
90
null
null
Normal monitoring
10
-42
52
5
false
Tax-aware sells next window
P3217
Opportunistic
Roth
USD
2024-11-19
363,290
28,131
335,159
1
65.6
15.4
10.3
8.7
VOO:33.3%;IEF:33.3%;VTI:33.3%
US:62.1;EU:14.8;APAC:9.1;EM:10.9;Other:3.1
Value:+0.9;Growth:+0.2;Quality:+0.3;Size:+0.3;Momentum:-0.2;LowVol:0.0
MaxPos7%
8
25
6.9
hard 12%
195
32.1
Sideways
15.8
4.73
2.7
110
49
75
40
false
Hedge
Add TLT +1% as duration hedge
4
-12
BrokerB
MKT
95
null
null
Normal monitoring
49
-6
123
4
false
Tax-aware sells next window
P3218
Active
401k
USD
2025-04-27
1,938,547
219,176
1,719,371
1.13
50.3
25.2
15.2
9.4
MSFT:18.2%;VTI:19.1%;HYG:17.2%;TLT:20.8%;VNQ:7.0%;VOO:17.7%
US:69.9;EU:6.4;APAC:8.4;EM:11.8;Other:3.5
Value:-0.9;Growth:+0.2;Quality:+0.3;Size:-0.1;Momentum:+0.1;LowVol:+0.4
null
7
35
4.6
trailing 8%
207
26.6
Bull
14.1
3.75
2.7
80
49
77
46
false
Sell
Trim extended winner -1%
-4
-11
BrokerD
MKT
89
null
null
Normal monitoring
56
-28
49
3
false
Within IPS guidelines
P3219
Active
Taxable
USD
2025-05-04
2,306,244
226,740
2,079,504
1.17
56.5
29.1
7.6
6.8
TSLA:25.7%;QQQ:25.7%;MUB:25.4%;IEF:23.1%
US:72.0;EU:13.4;APAC:9.0;EM:3.5;Other:2.2
Value:+0.3;Growth:-0.2;Quality:-0.7;Size:+1.0;Momentum:+0.4;LowVol:+0.5
null
10
35
4.3
trailing 8%
175
22.2
Bull
16.4
4.86
2.3
92
9
58
39
false
Rebalance
Shift +1% to bonds from equity
8
3
BrokerD
VWAP
90
null
null
Normal monitoring
-46
4
7
4
false
Tax-aware sells next window
P3220
Cautious
Trust
USD
2025-09-08
537,583
43,356
494,227
1
44.5
39.1
0
16.3
GLD:33.3%;IEF:33.3%;BRK.B:33.3%
US:70.9;EU:11.9;APAC:6.4;EM:10.7;Other:0.0
Value:+0.3;Growth:+0.6;Quality:-1.0;Size:-0.0;Momentum:+0.2;LowVol:-0.4
ESGOnly;NoMargin
8
35
3.9
trailing 8%
167
16.1
Bear
33.2
4.2
1.9
130
27
58
63
false
Sell
Trim extended winner -1%
34
15
BrokerA
MKT
95
null
null
Normal monitoring
15
-11
59
5
false
Within IPS guidelines
P3221
Active
Taxable
USD
2025-12-23
1,254,062
101,853
1,152,209
1
67
26.9
0
6.1
XLF:20.0%;MUB:7.0%;VTI:20.4%;MSFT:20.4%;GLD:17.8%;AMZN:14.3%
US:58.5;EU:21.6;APAC:11.9;EM:7.0;Other:1.0
Value:-0.5;Growth:-0.2;Quality:+0.8;Size:-0.3;Momentum:-0.4;LowVol:-1.0
null
10
30
4.6
trailing 9%
219
22.9
Volatile
28.1
4.73
3.4
136
-51
22
74
true
Hedge
Buy index puts 1% notional
26
-7
BrokerA
VWAP
91
VAR>budget
Reduce
Risk above budget threshold
11
10
124
5
false
Tax-aware sells next window
P3222
Opportunistic
Roth
USD
2024-08-03
715,504
53,226
662,278
1
70.5
20.2
4.1
5.2
IEF:21.6%;MSFT:26.1%;AAPL:26.1%;MUB:26.1%
US:61.8;EU:9.8;APAC:12.1;EM:11.5;Other:4.8
Value:-0.5;Growth:-0.1;Quality:-0.5;Size:+0.2;Momentum:+0.5;LowVol:0.0
null
7
30
6.3
hard 12%
167
30.8
Volatile
27.7
5.21
2.8
168
-16
30
86
true
Hedge
Buy index puts 1% notional
17
-1
BrokerD
LMT
88
VAR>budget
Pause
Risk above budget threshold
69
-51
168
4
true
Monitor dispersion and breadth
P3223
Systematic
IRA
USD
2024-09-14
1,967,286
196,698
1,770,588
1
56.8
23.9
10.5
8.8
AAPL:22.4%;BND:10.4%;TLT:22.4%;VTI:22.4%;XLF:22.4%
US:75.0;EU:9.6;APAC:8.8;EM:3.5;Other:3.1
Value:+0.2;Growth:+0.2;Quality:-0.9;Size:+0.9;Momentum:-0.8;LowVol:+0.3
null
10
35
4.6
trailing 8%
203
27.7
Sideways
17.5
4.78
2.6
113
15
66
41
true
Hedge
Buy index puts 1% notional
29
-13
BrokerA
VWAP
94
VAR>budget
Reduce
Risk above budget threshold
30
-33
13
5
false
Monitor dispersion and breadth
P3224
Cautious
Trust
USD
2025-10-19
846,207
80,268
765,939
1
43.9
32.1
13.6
10.3
AAPL:24.5%;QQQ:10.0%;TLT:24.5%;BRK.B:24.4%;BND:16.6%
US:57.8;EU:16.0;APAC:11.6;EM:9.7;Other:4.9
Value:+0.1;Growth:+1.0;Quality:+0.9;Size:-0.4;Momentum:+0.5;LowVol:+0.7
NoMargin
8
30
4.5
trailing 8%
167
14.4
Volatile
26.9
5.48
3.1
114
-1
51
67
false
Hedge
Add TLT +1% as duration hedge
21
11
BrokerA
MKT
88
null
null
Normal monitoring
-39
1
-61
3
false
Tighten stops on momentum names
P3225
Hands-off
Taxable
USD
2024-07-22
511,434
49,312
462,122
1
67.6
23.7
0
8.7
HYG:22.0%;MSFT:22.0%;VOO:18.1%;GLD:22.0%;VNQ:15.9%
US:67.8;EU:7.7;APAC:13.7;EM:6.7;Other:4.0
Value:+0.1;Growth:-0.4;Quality:+0.4;Size:+0.7;Momentum:+0.4;LowVol:-0.7
MaxPos6%
10
30
5.4
trailing 8%
134
17.7
Bull
16.4
4.15
2.6
97
93
91
59
true
Hedge
Buy index puts 1% notional
-15
-27
BrokerB
LMT
97
VAR>budget
TightenStops
Risk above budget threshold
-6
-37
-5
3
false
Within IPS guidelines
P3226
Hands-off
Roth
USD
2025-03-18
723,708
32,405
691,303
1
71.4
23
0
5.6
HYG:33.3%;VTI:33.3%;MUB:33.3%
US:61.7;EU:17.3;APAC:9.7;EM:7.3;Other:4.0
Value:-0.8;Growth:+0.8;Quality:+0.5;Size:-0.4;Momentum:+0.3;LowVol:+0.2
ESGOnly;MaxPos8%
5
35
3.1
hard 10%
96
13.8
Sideways
15.4
3.61
2.9
109
-1
35
55
true
Reduce
Cut high-beta by 2-3%, add cash
-3
-12
BrokerB
LMT
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
62
-11
112
2
false
Within IPS guidelines
P3227
Hands-off
401k
USD
2025-12-22
530,874
46,863
484,011
1
59.3
29.5
4.6
6.5
TLT:10.1%;MSFT:21.9%;XLF:10.3%;BRK.B:21.9%;GLD:21.9%;TSLA:13.9%
US:70.7;EU:7.7;APAC:9.8;EM:7.4;Other:4.4
Value:-1.0;Growth:-0.3;Quality:-0.4;Size:-0.2;Momentum:+0.5;LowVol:+0.2
null
8
30
5.9
hard 10%
166
20
Sideways
17.3
4.86
2.4
122
52
78
45
true
Reduce
Cut high-beta by 2-3%, add cash
-8
3
BrokerD
VWAP
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
113
-13
113
5
false
Tax-aware sells next window
P3228
Active
Taxable
USD
2025-04-20
1,236,638
111,435
1,125,203
1
61.6
24.6
6.8
7
IEF:26.6%;VOO:20.1%;HYG:26.6%;BND:26.6%
US:61.8;EU:19.6;APAC:9.6;EM:5.3;Other:3.8
Value:+0.8;Growth:-0.6;Quality:-0.3;Size:+0.6;Momentum:-1.0;LowVol:+0.4
null
6
30
4.1
hard 12%
212
16.5
Sideways
16.3
3.56
2.8
101
-9
59
50
false
Rebalance
Shift +1% to bonds from equity
26
-11
BrokerB
LMT
95
null
null
Normal monitoring
102
-53
82
3
false
Tax-aware sells next window
P3229
Hands-off
Trust
USD
2025-01-25
732,796
70,420
662,376
1
64.6
22.4
5.9
7.1
IEF:31.9%;HYG:34.1%;QQQ:34.1%
US:63.3;EU:14.8;APAC:9.4;EM:9.7;Other:2.9
Value:+0.2;Growth:-0.6;Quality:+1.0;Size:-0.3;Momentum:0.0;LowVol:-1.0
MaxPos5%
10
35
4.6
hard 10%
131
17.5
Bear
31.9
3.78
2.1
130
-43
21
72
true
Reduce
Cut high-beta by 2-3%, add cash
2
11
BrokerA
LMT
98
VAR>budget
Reduce
Risk above budget threshold
-21
-58
81
5
false
Tax-aware sells next window
P3230
Systematic
IRA
USD
2024-12-24
970,331
48,581
921,750
1
59.3
31.7
1.7
7.3
BRK.B:27.5%;GLD:27.5%;IEF:17.6%;AAPL:27.5%
US:70.7;EU:10.3;APAC:10.7;EM:3.6;Other:4.7
Value:-0.8;Growth:-0.4;Quality:+0.6;Size:-0.6;Momentum:-1.0;LowVol:+0.8
MaxPos7%
10
25
4
trailing 8%
227
19.1
Volatile
24.6
4.84
2
149
-50
35
62
true
Reduce
Cut high-beta by 2-3%, add cash
34
15
BrokerA
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-49
-40
9
3
false
Tax-aware sells next window
P3231
Active
Trust
USD
2025-06-25
1,207,455
81,176
1,126,279
1
56.1
27.8
7.3
8.7
VTI:31.5%;TLT:34.2%;VNQ:34.2%
US:58.9;EU:15.8;APAC:14.4;EM:8.5;Other:2.5
Value:-1.0;Growth:+0.9;Quality:+0.5;Size:-0.7;Momentum:-0.0;LowVol:-0.0
MaxPos8%;NoDerivatives
6
35
5
trailing 8%
227
27.1
Sideways
18.8
3.86
2.2
109
25
56
56
false
Rebalance
Shift +1% to bonds from equity
6
7
BrokerA
MKT
99
null
null
Normal monitoring
47
-2
100
4
false
Tighten stops on momentum names
P3232
Hands-off
IRA
USD
2025-10-24
576,636
55,313
521,323
1
69.2
16
7.5
7.3
MSFT:26.4%;QQQ:36.8%;XLF:36.8%
US:66.5;EU:11.7;APAC:5.4;EM:11.6;Other:4.8
Value:-0.2;Growth:+0.7;Quality:+0.7;Size:-0.7;Momentum:-0.8;LowVol:+0.1
null
8
35
5.2
trailing 8%
115
19.8
Sideways
17.2
4.93
2.2
113
-15
31
48
false
Buy
Add to core equity +1%
34
-38
BrokerB
LMT
85
null
null
Normal monitoring
10
-20
11
4
false
Tighten stops on momentum names
P3233
Hands-off
IRA
USD
2025-12-03
498,973
48,739
450,234
1
65
26.1
0
8.9
HYG:34.7%;MUB:34.7%;GLD:30.5%
US:68.4;EU:11.2;APAC:10.2;EM:6.1;Other:4.1
Value:+0.1;Growth:-0.4;Quality:+0.9;Size:-0.1;Momentum:+0.7;LowVol:+0.4
ESGOnly
8
35
5
trailing 10%
159
15.1
Bull
11.5
3.52
2.1
78
103
97
39
false
Rebalance
Shift +1% to bonds from equity
2
-34
BrokerB
LMT
94
null
null
Normal monitoring
-41
16
53
3
false
Tax-aware sells next window
P3234
Active
Trust
USD
2025-11-08
1,067,962
69,643
998,319
1.25
61.8
28.7
4
5.4
GLD:19.3%;TLT:11.7%;IEF:18.4%;MSFT:16.6%;MUB:13.8%;VOO:20.2%
US:62.9;EU:15.6;APAC:10.8;EM:8.5;Other:2.2
Value:+0.4;Growth:-0.8;Quality:+0.9;Size:+0.7;Momentum:-0.8;LowVol:+0.8
null
7
30
5.3
trailing 8%
180
24.3
Bear
33.5
3.79
1.2
191
-90
16
78
true
Hedge
Buy index puts 1% notional
8
-4
BrokerC
VWAP
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
7
-47
4
5
true
Tax-aware sells next window
P3235
Active
IRA
USD
2025-03-16
2,131,043
227,498
1,903,545
1
61.3
19.4
10.3
9.1
GLD:16.8%;QQQ:20.1%;VTI:20.8%;XLF:18.9%;IEF:6.9%;TSLA:16.5%
US:78.4;EU:9.9;APAC:6.9;EM:4.0;Other:0.9
Value:-0.1;Growth:+0.8;Quality:+0.5;Size:+0.7;Momentum:+0.6;LowVol:+0.6
MaxPos7%;NoDerivatives
6
30
5.6
trailing 9%
146
20.9
Bull
16.9
4.28
2.8
94
109
100
44
false
Buy
Add to core equity +1%
29
5
BrokerA
LMT
96
null
null
Normal monitoring
2
10
129
4
false
Tighten stops on momentum names
P3236
Active
401k
USD
2024-07-11
1,474,738
151,906
1,322,832
1
63.1
29.6
0
7.3
AAPL:26.0%;GLD:26.0%;BND:26.0%;XLF:22.1%
US:65.9;EU:19.6;APAC:7.4;EM:3.5;Other:3.5
Value:-0.4;Growth:-0.7;Quality:-0.5;Size:+0.5;Momentum:+0.3;LowVol:-0.3
NoDerivatives
7
35
5.6
trailing 9%
149
26.1
Sideways
15.9
4.08
2.2
110
9
56
58
false
Sell
Trim extended winner -1%
12
15
BrokerB
MKT
93
null
null
Normal monitoring
103
-60
183
3
false
Tighten stops on momentum names
P3237
Active
Trust
USD
2025-09-22
1,915,623
223,640
1,691,983
1
55.4
27.2
11.1
6.3
QQQ:17.6%;MUB:15.1%;TSLA:20.8%;VNQ:17.9%;XLF:7.8%;VOO:20.8%
US:63.4;EU:16.7;APAC:8.9;EM:7.2;Other:3.9
Value:+0.7;Growth:-0.4;Quality:-0.9;Size:+0.5;Momentum:+0.1;LowVol:-0.6
NoDerivatives
6
30
4.9
trailing 9%
155
16.3
Volatile
22.1
5.12
4
125
-55
36
56
false
Hedge
Add TLT +1% as duration hedge
21
-33
BrokerC
MKT
91
null
null
Normal monitoring
99
10
208
5
false
Tax-aware sells next window
P3238
Active
Taxable
USD
2024-08-04
1,783,189
183,180
1,600,009
1
64.9
21.9
6.6
6.7
MUB:36.1%;TSLA:27.7%;QQQ:36.1%
US:74.3;EU:9.3;APAC:9.3;EM:6.7;Other:0.4
Value:+0.7;Growth:-0.4;Quality:-0.6;Size:-0.2;Momentum:-0.5;LowVol:+0.5
MaxPos8%;NoDerivatives
7
25
5.8
trailing 9%
216
25.3
Volatile
22.8
3.88
4.1
119
37
59
72
true
Rebalance
Rebalance back to target bands
-4
-3
BrokerC
MKT
93
VAR>budget
Reduce
Risk above budget threshold
7
-4
49
5
false
Increase defensive factor exposure
P3239
Active
Roth
USD
2025-10-06
2,127,011
186,241
1,940,770
1.11
61.3
26.5
2.6
9.6
QQQ:26.3%;VNQ:26.3%;BRK.B:26.3%;GLD:21.1%
US:70.6;EU:12.2;APAC:8.1;EM:5.3;Other:3.8
Value:+0.5;Growth:+0.2;Quality:+0.4;Size:-0.7;Momentum:-1.0;LowVol:+0.5
MaxPos5%
5
25
5.4
hard 12%
145
26.3
Sideways
14.4
4.16
3.2
119
37
61
37
false
Sell
Trim extended winner -1%
-7
-9
BrokerB
LMT
92
null
null
Normal monitoring
13
1
9
5
false
Monitor dispersion and breadth
P3240
Cautious
401k
USD
2024-10-30
418,902
41,251
377,651
1
52.7
33.5
1.9
11.8
AAPL:33.3%;XLF:33.3%;IEF:33.3%
US:69.4;EU:11.3;APAC:11.3;EM:7.9;Other:0.1
Value:-0.3;Growth:-0.1;Quality:+0.3;Size:-0.8;Momentum:+0.8;LowVol:0.0
NoMargin
5
35
5.2
trailing 8%
167
14
Sideways
15.3
4.72
2.1
103
45
73
38
false
Sell
Trim extended winner -1%
12
-39
BrokerC
LMT
100
null
null
Normal monitoring
88
17
190
3
false
Tax-aware sells next window
P3241
Active
Roth
USD
2025-06-06
1,264,726
94,844
1,169,882
1.07
57
22.7
15.1
5.2
IEF:21.5%;VTI:18.9%;QQQ:21.5%;TLT:19.6%;AMZN:18.4%
US:69.5;EU:7.2;APAC:6.9;EM:13.5;Other:2.8
Value:-0.3;Growth:+0.9;Quality:+0.9;Size:-0.3;Momentum:-0.0;LowVol:0.0
null
10
25
5.3
hard 12%
212
21.3
Bull
15
4.84
2.9
76
101
100
41
false
Buy
Add to core equity +1%
11
-40
BrokerC
MKT
92
null
null
Normal monitoring
118
-40
101
5
false
Tighten stops on momentum names
P3242
Opportunistic
Taxable
USD
2024-10-09
697,751
49,281
648,470
1.15
73.5
15.9
3.9
6.7
HYG:21.5%;BRK.B:21.3%;QQQ:7.7%;IEF:21.5%;XLF:10.5%;TSLA:17.5%
US:72.5;EU:10.4;APAC:8.5;EM:7.0;Other:1.6
Value:+0.2;Growth:-0.1;Quality:-0.4;Size:+0.7;Momentum:+0.6;LowVol:-0.4
NoDerivatives
7
25
5.5
trailing 9%
171
30.3
Sideways
17.6
4.97
2.2
121
-17
52
51
false
Rebalance
Shift +1% to bonds from equity
25
-8
BrokerC
MKT
88
null
null
Normal monitoring
-48
-43
40
3
false
Monitor dispersion and breadth
P3243
Opportunistic
Taxable
USD
2025-04-09
382,649
28,799
353,850
1
69.2
19.7
4.2
7
VTI:33.3%;VOO:33.3%;GLD:33.3%
US:71.3;EU:14.8;APAC:6.7;EM:4.9;Other:2.2
Value:-0.4;Growth:-0.5;Quality:-0.9;Size:-0.5;Momentum:-0.5;LowVol:-0.7
MaxPos5%
5
25
5
hard 12%
176
26.1
Bear
30.1
3.01
2.9
219
10
42
73
true
Rebalance
Rebalance back to target bands
-2
11
BrokerB
MKT
90
VAR>budget
TightenStops
Risk above budget threshold
1
-13
66
5
false
Tax-aware sells next window
P3244
Active
Roth
USD
2024-10-06
858,994
85,872
773,122
1.2
65.3
27.3
0
7.4
IEF:11.4%;QQQ:22.6%;VTI:11.1%;AMZN:22.6%;MSFT:9.7%;BRK.B:22.6%
US:69.6;EU:17.0;APAC:7.2;EM:3.0;Other:3.2
Value:-0.1;Growth:-0.4;Quality:+0.6;Size:+0.4;Momentum:-0.6;LowVol:+0.9
MaxPos8%;NoDerivatives
10
35
5
trailing 8%
153
21.6
Bull
12.4
4.51
3
106
119
100
51
false
Rebalance
Shift +1% to bonds from equity
15
12
BrokerD
LMT
99
null
null
Normal monitoring
-37
-5
-41
3
false
Monitor dispersion and breadth
P3245
Hands-off
Taxable
USD
2025-07-30
340,495
24,007
316,488
1
64.8
25.6
0
9.6
AMZN:33.3%;BRK.B:33.3%;QQQ:33.3%
US:61.0;EU:11.6;APAC:16.2;EM:11.1;Other:0.1
Value:+1.0;Growth:-0.4;Quality:+0.6;Size:-0.1;Momentum:-0.4;LowVol:-0.9
ESGOnly;MaxPos5%
6
25
5.3
trailing 8%
107
12.3
Volatile
23.3
3.51
2.7
161
37
53
66
false
NoAction
Within bands; monitor
8
-17
BrokerC
MKT
0
null
null
Normal monitoring
81
-15
157
4
false
Increase defensive factor exposure
P3246
Hands-off
IRA
USD
2024-11-29
459,042
24,333
434,709
1
64.3
19.6
9.1
7
GLD:18.6%;VOO:21.6%;VNQ:19.6%;AMZN:21.6%;TSLA:8.9%;MSFT:9.7%
US:67.5;EU:12.9;APAC:8.0;EM:11.3;Other:0.3
Value:-0.5;Growth:-0.7;Quality:-0.1;Size:+1.0;Momentum:+0.9;LowVol:+0.5
MaxPos8%
10
30
4.8
trailing 8%
100
17.2
Bear
30.1
3.55
2
195
3
55
71
true
Hedge
Buy index puts 1% notional
8
-11
BrokerB
LMT
97
VAR>budget
Hedge
Risk above budget threshold
108
-7
185
3
false
Tighten stops on momentum names
P3247
Hands-off
Taxable
USD
2025-03-23
451,747
21,323
430,424
1
66.5
26.1
0
7.4
AAPL:28.5%;TLT:28.5%;BND:14.6%;MUB:28.5%
US:69.5;EU:15.1;APAC:5.5;EM:6.7;Other:3.2
Value:+0.9;Growth:+0.2;Quality:+0.3;Size:+0.2;Momentum:-0.8;LowVol:-0.9
ESGOnly;MaxPos5%
5
35
5
trailing 8%
140
14.7
Bull
11.6
4.75
2.9
115
30
71
48
false
Rebalance
Shift +1% to bonds from equity
-8
15
BrokerC
MKT
91
null
null
Normal monitoring
39
18
162
4
false
Within IPS guidelines
P3248
Systematic
IRA
USD
2025-06-23
1,588,553
136,161
1,452,392
1
58.1
21.1
14.5
6.3
BND:18.5%;BRK.B:14.8%;MUB:12.2%;AAPL:12.5%;TLT:21.7%;MSFT:20.4%
US:55.3;EU:18.1;APAC:11.4;EM:13.1;Other:2.1
Value:+0.8;Growth:+0.5;Quality:+0.8;Size:+0.8;Momentum:+0.4;LowVol:-0.3
NoDerivatives
6
35
4.6
trailing 9%
196
20
Sideways
17.5
4.64
2.6
117
-5
36
55
false
Buy
Add to core equity +1%
32
-16
BrokerA
LMT
92
null
null
Normal monitoring
118
-8
170
5
false
Increase defensive factor exposure
P3249
Active
Trust
USD
2024-09-17
1,519,023
91,259
1,427,764
1
53.2
26
12.1
8.7
MUB:18.2%;XLF:27.3%;AAPL:27.3%;GLD:27.3%
US:71.4;EU:12.0;APAC:7.2;EM:4.4;Other:4.9
Value:-0.9;Growth:+0.2;Quality:+0.5;Size:+0.1;Momentum:-0.5;LowVol:-0.6
MaxPos6%
5
25
4.8
trailing 8%
218
23.3
Sideways
19.2
3.85
2.3
118
16
57
40
false
Hedge
Add TLT +1% as duration hedge
4
-6
BrokerB
MKT
90
null
null
Normal monitoring
16
-4
-19
3
false
Increase defensive factor exposure
P3250
Cautious
Trust
USD
2025-11-24
575,234
50,080
525,154
1
44.9
41.6
0
13.4
VTI:22.6%;AAPL:16.5%;IEF:16.7%;QQQ:22.6%;HYG:21.5%
US:69.2;EU:10.3;APAC:11.9;EM:3.7;Other:4.9
Value:+0.6;Growth:+0.9;Quality:+0.2;Size:-0.3;Momentum:+0.9;LowVol:+0.5
ESGOnly;MaxPos7%;NoMargin
8
30
5.1
trailing 8%
156
12.4
Bear
24.7
3.21
1.6
154
-50
29
62
false
NoAction
Within bands; monitor
-2
11
BrokerA
LMT
88
null
null
Normal monitoring
-21
-33
75
3
false
Tax-aware sells next window
P3251
Hands-off
401k
USD
2024-07-12
519,628
45,909
473,719
1
57
23.1
14.8
5.1
BRK.B:35.4%;IEF:29.2%;AAPL:35.4%
US:70.2;EU:10.1;APAC:9.3;EM:7.4;Other:3.0
Value:-0.4;Growth:-0.1;Quality:-0.8;Size:-0.3;Momentum:-0.7;LowVol:+0.3
ESGOnly;NoDerivatives
5
25
5.3
trailing 8%
100
15.7
Bull
14.1
4.92
2.6
85
118
100
48
true
Hedge
Buy index puts 1% notional
18
1
BrokerD
LMT
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
12
4
139
2
false
Tax-aware sells next window
P3252
Active
Taxable
USD
2024-12-13
790,822
79,357
711,465
1
69.4
21.8
0
8.8
BND:21.5%;VTI:10.4%;HYG:22.7%;XLF:22.7%;MUB:22.7%
US:62.3;EU:15.3;APAC:11.9;EM:8.7;Other:1.8
Value:-0.2;Growth:+0.5;Quality:+0.3;Size:-0.8;Momentum:+0.9;LowVol:-0.5
MaxPos5%;NoDerivatives
5
30
5.6
trailing 8%
215
16.2
Bear
31.2
4.47
2.5
171
32
67
78
true
Hedge
Buy index puts 1% notional
21
-26
BrokerA
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
18
-56
114
5
false
Monitor dispersion and breadth
P3253
Active
IRA
USD
2025-06-22
649,429
53,069
596,360
1
64
26.4
0
9.6
TLT:14.5%;HYG:28.5%;TSLA:28.5%;VTI:28.5%
US:59.5;EU:21.5;APAC:7.7;EM:10.2;Other:1.1
Value:-0.1;Growth:0.0;Quality:-0.7;Size:-0.1;Momentum:+0.5;LowVol:+0.9
MaxPos6%
5
35
4.7
trailing 9%
195
27.8
Sideways
19.4
4.31
2.3
108
34
64
60
false
Hedge
Add TLT +1% as duration hedge
13
0
BrokerB
VWAP
93
null
null
Normal monitoring
-38
-38
89
4
false
Monitor dispersion and breadth
P3254
Active
IRA
USD
2025-08-03
2,166,513
191,029
1,975,484
1.2
63.7
29.3
1.1
5.9
TSLA:22.9%;AAPL:28.0%;GLD:21.2%;VTI:28.0%
US:62.8;EU:18.0;APAC:11.0;EM:5.2;Other:3.0
Value:-0.8;Growth:+0.1;Quality:+0.9;Size:+0.5;Momentum:-0.1;LowVol:-0.4
NoDerivatives
5
35
4.4
trailing 8%
187
23.9
Bull
15.6
4.7
2.5
78
17
43
59
true
Hedge
Buy index puts 1% notional
-8
2
BrokerD
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
3
-55
-9
4
false
Tighten stops on momentum names
P3255
Hands-off
IRA
USD
2025-04-14
198,902
19,654
179,248
1
66.6
26.9
0.2
6.3
HYG:15.2%;XLF:9.8%;BRK.B:20.9%;BND:20.9%;MSFT:12.4%;GLD:20.9%
US:54.8;EU:17.2;APAC:12.0;EM:11.3;Other:4.7
Value:-0.8;Growth:-0.1;Quality:-0.2;Size:+1.0;Momentum:+0.3;LowVol:+0.3
ESGOnly;MaxPos6%;NoDerivatives
7
30
4.5
trailing 8%
123
19.1
Sideways
17.6
4.61
3.1
101
0
55
54
false
Rebalance
Shift +1% to bonds from equity
-5
-10
BrokerA
MKT
96
null
null
Normal monitoring
-35
-24
-28
4
false
Monitor dispersion and breadth
P3256
Active
401k
USD
2025-08-24
874,076
62,986
811,090
1
67.5
22.1
5
5.4
BRK.B:25.2%;QQQ:25.2%;VTI:25.2%;TSLA:24.3%
US:64.5;EU:20.7;APAC:9.0;EM:4.0;Other:1.8
Value:-0.5;Growth:-0.9;Quality:-0.0;Size:+0.9;Momentum:+0.5;LowVol:-0.7
MaxPos5%
10
35
5.6
trailing 8%
195
20.6
Volatile
23.4
4.37
3.5
110
28
67
63
false
Buy
Add to core equity +1%
18
-20
BrokerD
LMT
94
null
null
Normal monitoring
25
14
108
4
false
Tighten stops on momentum names
P3257
Cautious
Roth
USD
2025-08-07
466,380
41,845
424,535
1
43.9
40.7
0
15.4
TSLA:30.8%;MSFT:30.8%;BND:20.6%;TLT:17.8%
US:70.8;EU:7.9;APAC:12.2;EM:7.5;Other:1.5
Value:-0.7;Growth:-1.0;Quality:-0.5;Size:+0.1;Momentum:+1.0;LowVol:+0.9
ESGOnly;NoDerivatives;NoMargin
8
25
5.7
trailing 8%
145
14.5
Volatile
24.8
5.45
2.7
180
-23
43
63
false
NoAction
Within bands; monitor
28
3
BrokerA
VWAP
89
null
null
Normal monitoring
9
-27
-4
5
false
Tighten stops on momentum names
P3258
Cautious
IRA
USD
2025-02-01
585,788
84,691
501,097
1
36.5
31
16.9
15.7
XLF:16.6%;IEF:20.6%;MSFT:22.6%;BRK.B:22.6%;VTI:17.7%
US:67.9;EU:14.2;APAC:11.5;EM:3.5;Other:2.9
Value:+0.9;Growth:-0.6;Quality:-0.9;Size:-0.3;Momentum:-0.2;LowVol:-0.6
NoDerivatives;NoMargin
6
25
4.2
hard 10%
138
19.9
Bear
22.1
3.41
1.5
136
23
62
40
false
Buy
Add to core equity +1%
13
14
BrokerA
MKT
98
null
null
Normal monitoring
99
9
80
3
false
Monitor dispersion and breadth
P3259
Opportunistic
IRA
USD
2024-11-09
1,308,823
116,829
1,191,994
1
60.5
15.9
18.2
5.3
QQQ:26.2%;TLT:19.2%;MSFT:27.3%;BND:27.3%
US:65.3;EU:12.3;APAC:12.5;EM:7.7;Other:2.2
Value:-0.7;Growth:+0.7;Quality:+0.1;Size:+0.8;Momentum:+0.5;LowVol:+0.6
NoDerivatives
8
25
6.2
trailing 7%
224
23.6
Sideways
20.4
3.51
2.2
116
26
57
50
false
Buy
Add to core equity +1%
33
-21
BrokerC
MKT
100
null
null
Normal monitoring
97
9
166
4
false
Within IPS guidelines
P3260
Active
Taxable
USD
2025-07-04
1,101,436
79,965
1,021,471
1
54.7
22
17
6.3
AMZN:33.3%;IEF:33.3%;TSLA:33.3%
US:68.4;EU:16.2;APAC:9.3;EM:4.1;Other:2.0
Value:-0.5;Growth:+0.8;Quality:-0.4;Size:-0.4;Momentum:+0.4;LowVol:+0.5
null
5
30
5.8
trailing 9%
120
21
Bull
12.9
4.59
2.5
83
68
99
42
false
Hedge
Add TLT +1% as duration hedge
-2
13
BrokerB
LMT
95
null
null
Normal monitoring
105
4
73
5
false
Tighten stops on momentum names
P3261
Cautious
Trust
USD
2024-12-15
267,035
28,602
238,433
1
42.5
36.7
5.2
15.6
TLT:17.1%;GLD:19.7%;XLF:13.2%;BND:16.4%;BRK.B:20.7%;QQQ:13.1%
US:64.7;EU:12.3;APAC:12.5;EM:10.3;Other:0.2
Value:+0.4;Growth:+0.3;Quality:-0.8;Size:-0.2;Momentum:-0.0;LowVol:+0.9
ESGOnly;NoMargin
5
30
4.7
trailing 8%
137
16.7
Bull
17.4
4.68
2
114
22
60
37
false
Rebalance
Shift +1% to bonds from equity
18
-6
BrokerB
MKT
95
null
null
Normal monitoring
-33
-43
-68
4
false
Tax-aware sells next window
P3262
Cautious
IRA
USD
2025-02-26
215,236
28,470
186,766
1
47
33.6
6
13.4
AAPL:23.6%;BND:22.1%;VTI:22.4%;BRK.B:15.6%;IEF:16.3%
US:60.6;EU:17.9;APAC:13.5;EM:7.2;Other:0.8
Value:+0.3;Growth:+0.6;Quality:-0.2;Size:-0.3;Momentum:+0.4;LowVol:-0.5
NoMargin
6
25
3.3
hard 10%
144
13.7
Sideways
21.4
3.51
3
123
6
62
45
false
Buy
Add to core equity +1%
-7
-11
BrokerC
MKT
91
null
null
Normal monitoring
-50
-52
10
3
false
Monitor dispersion and breadth
P3263
Cautious
Trust
USD
2025-02-09
268,940
37,558
231,382
1
35.7
44
4.1
16.3
MSFT:33.3%;XLF:33.3%;TSLA:33.3%
US:66.8;EU:11.0;APAC:12.5;EM:9.4;Other:0.3
Value:+0.2;Growth:-0.9;Quality:+0.5;Size:+0.9;Momentum:-0.9;LowVol:+0.8
ESGOnly;MaxPos7%;NoMargin
8
30
3.8
trailing 8%
107
12.4
Bear
22.5
3.26
2.4
141
14
43
49
false
Buy
Add to core equity +1%
35
-17
BrokerD
MKT
99
null
null
Normal monitoring
14
3
102
3
false
Within IPS guidelines
P3264
Active
401k
USD
2025-05-04
1,177,249
132,204
1,045,045
1
61.1
21.3
12
5.5
MUB:22.4%;TLT:22.4%;QQQ:22.4%;GLD:22.4%;AMZN:10.5%
US:70.1;EU:10.6;APAC:10.5;EM:6.9;Other:1.9
Value:+0.1;Growth:-0.3;Quality:+0.6;Size:+0.4;Momentum:+0.8;LowVol:+0.1
MaxPos5%
5
25
5.5
trailing 8%
135
21.2
Sideways
17.3
4.1
2.6
135
2
66
55
true
Hedge
Buy index puts 1% notional
-12
-17
BrokerC
MKT
99
VAR>budget
Reduce
Risk above budget threshold
-28
-47
108
3
false
Tax-aware sells next window
P3265
Hands-off
Roth
USD
2025-11-16
191,236
18,718
172,518
1
67.8
22.2
4.8
5.3
VTI:25.0%;IEF:25.0%;HYG:25.0%;XLF:25.0%
US:75.8;EU:7.5;APAC:11.0;EM:3.9;Other:1.9
Value:0.0;Growth:+0.7;Quality:-0.0;Size:+0.4;Momentum:-0.8;LowVol:+0.4
ESGOnly;MaxPos7%
8
35
5.2
hard 10%
167
16.9
Volatile
29.9
4.12
3.8
113
49
72
76
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-30
BrokerD
MKT
94
RegimeShift
Pause
Volatility spike and breadth deterioration
33
-42
104
2
false
Within IPS guidelines
P3266
Cautious
Roth
USD
2025-04-22
875,904
90,250
785,654
1
38.8
43.9
0
17.3
VTI:33.3%;TLT:33.3%;IEF:33.3%
US:68.9;EU:12.3;APAC:5.5;EM:9.4;Other:3.9
Value:-0.6;Growth:+0.1;Quality:+0.5;Size:-0.4;Momentum:+0.5;LowVol:+0.9
MaxPos7%;NoMargin
6
35
3.9
trailing 8%
169
16
Bear
22.6
3.63
1.5
187
-79
20
51
false
Hedge
Add TLT +1% as duration hedge
5
13
BrokerB
VWAP
94
null
null
Normal monitoring
58
-10
79
3
false
Tax-aware sells next window
P3267
Hands-off
Taxable
USD
2024-10-12
240,623
17,960
222,663
1
64.7
19.1
10.2
6
AAPL:22.7%;MUB:22.7%;VNQ:19.6%;BND:22.3%;QQQ:12.8%
US:69.3;EU:14.2;APAC:13.4;EM:2.9;Other:0.2
Value:-0.6;Growth:+0.8;Quality:-0.2;Size:+0.6;Momentum:+0.2;LowVol:-0.4
MaxPos5%;NoDerivatives
7
25
5.2
trailing 10%
110
19.4
Bear
32.7
3.88
2.8
215
7
55
94
true
Reduce
Cut high-beta by 2-3%, add cash
31
-30
BrokerA
MKT
96
VAR>budget
Hedge
Risk above budget threshold
-31
-53
63
5
false
Increase defensive factor exposure
P3268
Opportunistic
401k
USD
2025-03-01
1,679,292
78,123
1,601,169
1
71.1
18.2
3.7
7
XLF:26.1%;BRK.B:26.1%;BND:14.8%;AMZN:15.7%;QQQ:17.4%
US:63.1;EU:14.9;APAC:12.8;EM:7.6;Other:1.6
Value:+0.9;Growth:+0.6;Quality:-0.0;Size:-0.6;Momentum:-0.5;LowVol:-0.0
MaxPos6%
6
25
5.3
trailing 9%
231
31.4
Sideways
21
3.57
3
131
47
88
56
false
Sell
Trim extended winner -1%
31
0
BrokerD
MKT
90
null
null
Normal monitoring
-1
-32
39
5
false
Monitor dispersion and breadth
P3269
Active
IRA
USD
2025-11-18
1,336,793
108,770
1,228,023
1
61.7
25.3
5.2
7.7
VTI:28.0%;BRK.B:28.0%;XLF:16.0%;QQQ:28.0%
US:69.6;EU:9.2;APAC:7.2;EM:11.3;Other:2.6
Value:-0.1;Growth:-0.6;Quality:+1.0;Size:-0.5;Momentum:+0.9;LowVol:-0.0
NoDerivatives
6
25
5.5
trailing 9%
164
24.2
Bull
14.3
4.53
2.7
71
87
87
55
false
Sell
Trim extended winner -1%
4
-29
BrokerA
MKT
96
null
null
Normal monitoring
-20
-16
-44
4
false
Increase defensive factor exposure
P3270
Cautious
Taxable
USD
2024-11-08
850,155
86,297
763,858
1
46.5
36.3
0
17.2
TLT:34.5%;TSLA:34.5%;BND:31.0%
US:72.3;EU:8.4;APAC:8.3;EM:8.1;Other:2.9
Value:-0.3;Growth:0.0;Quality:-0.5;Size:-0.6;Momentum:-0.1;LowVol:+0.2
NoMargin
8
30
3.8
hard 10%
124
13
Volatile
29.3
5.34
3
116
20
52
76
true
Hedge
Buy index puts 1% notional
-4
11
BrokerA
MKT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
59
-15
44
5
true
Monitor dispersion and breadth
P3271
Active
IRA
USD
2024-10-17
1,098,769
78,903
1,019,866
1
57.8
21.9
14
6.3
BRK.B:22.2%;MSFT:19.5%;VOO:14.8%;MUB:12.9%;IEF:8.5%;QQQ:22.2%
US:67.7;EU:14.2;APAC:10.4;EM:5.3;Other:2.5
Value:0.0;Growth:-1.0;Quality:-0.7;Size:+0.9;Momentum:-0.1;LowVol:+0.6
MaxPos6%
5
25
5.7
trailing 9%
202
24
Sideways
15.5
4.23
2.7
101
-20
26
51
false
NoAction
Within bands; monitor
34
-35
BrokerC
VWAP
93
null
null
Normal monitoring
-46
-11
40
4
false
Tighten stops on momentum names
P3272
Cautious
401k
USD
2024-09-15
174,818
21,548
153,270
1
39.9
36.3
8.9
14.8
VNQ:20.5%;AMZN:22.4%;BRK.B:22.4%;MUB:12.4%;TLT:22.4%
US:62.4;EU:10.7;APAC:14.3;EM:11.9;Other:0.8
Value:+0.2;Growth:+0.5;Quality:-1.0;Size:-0.3;Momentum:+0.5;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
6
25
4.9
hard 10%
106
14
Bear
33.5
4.12
2.2
197
38
72
78
true
Rebalance
Rebalance back to target bands
9
-4
BrokerA
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
39
-50
48
4
false
Increase defensive factor exposure
P3273
Opportunistic
Taxable
USD
2025-07-20
520,845
34,083
486,762
1
62.8
19.4
9
8.8
MUB:33.3%;TSLA:33.3%;AMZN:33.3%
US:68.7;EU:14.1;APAC:9.9;EM:6.5;Other:0.8
Value:-0.7;Growth:+0.8;Quality:-0.9;Size:+0.4;Momentum:+0.5;LowVol:+0.7
MaxPos5%;NoDerivatives
8
35
5.7
trailing 7%
203
24.5
Bull
12.2
4.04
2.9
104
71
73
36
false
NoAction
Within bands; monitor
-10
2
BrokerB
MKT
0
null
null
Normal monitoring
104
-56
193
5
false
Tighten stops on momentum names
P3274
Active
Taxable
USD
2024-12-11
1,546,668
102,833
1,443,835
1.08
56.2
26.4
12.2
5.2
VOO:33.3%;VTI:33.3%;AAPL:33.3%
US:72.5;EU:6.3;APAC:7.7;EM:9.3;Other:4.2
Value:+0.5;Growth:-0.4;Quality:-1.0;Size:-0.5;Momentum:-0.4;LowVol:+0.4
MaxPos5%
7
35
5.7
trailing 9%
179
22
Volatile
28.5
3.93
2.3
125
24
57
78
true
Rebalance
Rebalance back to target bands
2
1
BrokerB
MKT
100
VAR>budget
TightenStops
Risk above budget threshold
60
1
113
5
false
Within IPS guidelines
P3275
Opportunistic
Roth
USD
2025-04-08
1,687,268
104,787
1,582,481
1
69.6
13.4
11.9
5.1
BND:24.7%;XLF:17.8%;HYG:24.7%;AAPL:14.1%;QQQ:18.6%
US:62.7;EU:10.5;APAC:14.2;EM:7.5;Other:5.1
Value:+0.1;Growth:-0.5;Quality:+0.6;Size:-0.6;Momentum:-0.3;LowVol:-0.6
NoDerivatives
8
25
6.2
hard 12%
211
35
Volatile
30.8
3.63
4
146
-56
27
90
true
Hedge
Buy index puts 1% notional
6
7
BrokerD
LMT
93
VAR>budget
Hedge
Risk above budget threshold
-30
-48
44
4
false
Monitor dispersion and breadth
P3276
Hands-off
Roth
USD
2024-12-26
155,409
11,131
144,278
1
67.2
17
9.4
6.3
AAPL:12.7%;TLT:22.3%;VNQ:22.3%;HYG:22.3%;BRK.B:10.6%;QQQ:9.8%
US:64.0;EU:11.8;APAC:11.1;EM:8.8;Other:4.2
Value:+0.2;Growth:-0.6;Quality:+0.2;Size:-0.7;Momentum:+0.9;LowVol:+0.1
MaxPos8%;NoDerivatives
6
35
4.5
trailing 8%
162
14.4
Bull
12.8
4.94
3.3
102
61
65
48
false
Buy
Add to core equity +1%
18
14
BrokerB
LMT
90
null
null
Normal monitoring
119
-55
124
4
false
Within IPS guidelines
P3277
Hands-off
401k
USD
2024-07-06
432,333
31,752
400,581
1
71.2
15.9
6.4
6.5
VNQ:36.2%;QQQ:36.2%;TSLA:27.7%
US:74.3;EU:5.6;APAC:13.3;EM:6.8;Other:0.1
Value:+0.7;Growth:+0.1;Quality:+0.7;Size:-0.1;Momentum:+0.3;LowVol:-0.0
ESGOnly
8
35
5.8
trailing 8%
147
15.1
Bull
11.4
4.36
2.6
70
66
71
41
false
Buy
Add to core equity +1%
14
-38
BrokerD
VWAP
98
null
null
Normal monitoring
-37
-39
-26
5
false
Tax-aware sells next window
P3278
Cautious
Trust
USD
2024-10-13
512,460
65,247
447,213
1
50.5
31.5
7.1
10.9
TLT:17.7%;QQQ:20.1%;IEF:31.1%;HYG:31.1%
US:64.6;EU:13.1;APAC:11.6;EM:8.5;Other:2.1
Value:-0.3;Growth:-0.6;Quality:-1.0;Size:-0.8;Momentum:+0.1;LowVol:-0.9
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
10
30
5.3
trailing 10%
140
13.8
Bull
17.9
3.82
3
87
31
76
41
false
Rebalance
Shift +1% to bonds from equity
27
13
BrokerC
MKT
92
null
null
Normal monitoring
3
-39
108
5
false
Tax-aware sells next window
P3279
Hands-off
401k
USD
2024-10-20
652,556
40,980
611,576
1
56.9
20.9
13.2
9
BND:33.3%;HYG:33.3%;BRK.B:33.3%
US:63.6;EU:17.2;APAC:10.3;EM:8.4;Other:0.5
Value:-0.9;Growth:-0.3;Quality:+0.1;Size:-0.6;Momentum:0.0;LowVol:+0.4
null
6
35
4.6
hard 10%
138
14.1
Bear
28.5
3.85
2.3
219
-64
16
73
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-37
BrokerA
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
46
-14
63
5
false
Tighten stops on momentum names
P3280
Cautious
401k
USD
2025-03-10
447,902
48,275
399,627
1
37.1
30.4
20.6
11.8
GLD:19.3%;QQQ:23.3%;AAPL:10.9%;MSFT:23.3%;HYG:23.3%
US:67.4;EU:9.5;APAC:18.2;EM:3.9;Other:1.0
Value:-0.5;Growth:-0.1;Quality:-0.4;Size:+0.1;Momentum:-0.2;LowVol:-0.4
MaxPos7%;NoMargin
8
35
3.3
trailing 10%
153
12.9
Bull
14.3
4.36
2.4
99
22
63
34
false
Sell
Trim extended winner -1%
4
-22
BrokerB
LMT
86
null
null
Normal monitoring
-6
-54
1
4
false
Tax-aware sells next window
P3281
Active
Taxable
USD
2024-07-20
930,450
99,602
830,848
1
51.4
31.6
7.3
9.8
XLF:33.3%;QQQ:33.3%;VNQ:33.3%
US:64.9;EU:13.6;APAC:11.0;EM:6.8;Other:3.7
Value:-0.5;Growth:+1.0;Quality:-0.8;Size:-0.3;Momentum:+0.4;LowVol:-0.9
NoDerivatives
6
35
4.1
trailing 9%
192
17.4
Volatile
20.1
4.46
2.3
114
67
83
44
false
Rebalance
Shift +1% to bonds from equity
23
-11
BrokerD
LMT
97
null
null
Normal monitoring
60
-32
105
5
false
Tax-aware sells next window
P3282
Systematic
IRA
USD
2025-03-02
1,662,215
91,306
1,570,909
1
68.5
26.3
0
5.3
AAPL:15.7%;IEF:18.4%;XLF:23.1%;BND:19.7%;TSLA:23.1%
US:69.0;EU:15.6;APAC:5.1;EM:10.3;Other:0.0
Value:0.0;Growth:-0.5;Quality:+0.2;Size:+0.5;Momentum:+1.0;LowVol:+0.7
MaxPos5%
10
30
5.6
trailing 9%
214
27.7
Bear
32.4
4.19
2.5
151
-45
31
90
true
Reduce
Cut high-beta by 2-3%, add cash
23
-40
BrokerB
MKT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
98
-56
89
2
false
Monitor dispersion and breadth
P3283
Hands-off
Roth
USD
2025-08-15
403,228
21,022
382,206
1
68.8
25.3
0
5.9
IEF:33.3%;BRK.B:33.3%;TSLA:33.3%
US:68.8;EU:14.8;APAC:7.3;EM:7.1;Other:2.0
Value:-0.5;Growth:+1.0;Quality:-0.5;Size:+0.3;Momentum:+0.9;LowVol:+0.7
ESGOnly;MaxPos6%
10
30
3.3
trailing 10%
133
12.5
Volatile
24.8
4.42
2.9
180
-17
56
80
true
Reduce
Cut high-beta by 2-3%, add cash
0
-27
BrokerB
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-9
-2
71
4
false
Monitor dispersion and breadth
P3284
Cautious
Roth
USD
2024-12-28
715,934
75,693
640,241
1
36.3
33.9
17.2
12.6
XLF:6.3%;TSLA:21.5%;VTI:21.5%;AMZN:21.5%;IEF:18.5%;QQQ:10.6%
US:77.3;EU:5.7;APAC:7.0;EM:5.7;Other:4.3
Value:+0.6;Growth:-0.8;Quality:+0.1;Size:-0.8;Momentum:-0.9;LowVol:+0.9
ESGOnly;MaxPos6%;NoMargin
6
35
4.4
trailing 8%
118
18
Volatile
23.1
5.05
2.5
115
-25
25
49
false
Rebalance
Shift +1% to bonds from equity
7
-6
BrokerD
LMT
100
null
null
Normal monitoring
65
-40
165
3
false
Increase defensive factor exposure
P3285
Cautious
Taxable
USD
2024-09-12
335,059
50,470
284,589
1
38
33.1
18.1
10.8
XLF:25.0%;VOO:25.0%;AAPL:25.0%;QQQ:25.0%
US:62.7;EU:10.8;APAC:13.2;EM:10.0;Other:3.4
Value:+0.2;Growth:+0.4;Quality:-0.1;Size:+0.8;Momentum:+0.1;LowVol:+0.8
MaxPos8%;NoMargin
10
25
5.4
trailing 10%
92
16.5
Bull
12.1
4.29
2.1
102
95
94
26
false
NoAction
Within bands; monitor
-14
-21
BrokerC
MKT
0
null
null
Normal monitoring
60
4
169
5
false
Increase defensive factor exposure
P3286
Cautious
Taxable
USD
2025-10-01
418,371
50,549
367,822
1
37.5
43
3.3
16.1
GLD:14.4%;VOO:21.4%;VNQ:10.5%;IEF:11.0%;AMZN:21.4%;VTI:21.4%
US:64.5;EU:12.3;APAC:12.8;EM:7.1;Other:3.3
Value:+0.4;Growth:+0.1;Quality:+0.7;Size:+1.0;Momentum:-1.0;LowVol:-0.5
ESGOnly;NoMargin
10
35
4.6
hard 10%
107
16.8
Bear
29.9
3.58
1.7
209
-68
10
69
false
NoAction
Within bands; monitor
9
-39
BrokerC
MKT
0
null
null
Normal monitoring
96
-6
157
5
false
Within IPS guidelines
P3287
Systematic
401k
USD
2025-12-05
906,366
63,050
843,316
1
58
22.2
10.2
9.7
XLF:20.2%;MSFT:9.7%;MUB:22.2%;TSLA:12.4%;BND:22.2%;QQQ:13.3%
US:68.0;EU:7.8;APAC:15.2;EM:6.8;Other:2.2
Value:+0.6;Growth:+0.7;Quality:+0.7;Size:0.0;Momentum:0.0;LowVol:-1.0
null
8
35
5.4
hard 12%
158
18
Bull
16.9
4.23
3
118
47
68
49
false
Sell
Trim extended winner -1%
6
13
BrokerC
LMT
88
null
null
Normal monitoring
27
11
4
4
false
Increase defensive factor exposure
P3288
Active
401k
USD
2025-02-04
701,380
63,247
638,133
1.16
65.3
29.3
0
5.3
TSLA:27.7%;HYG:27.7%;BND:27.7%;VTI:16.9%
US:65.8;EU:13.6;APAC:8.5;EM:9.6;Other:2.4
Value:-0.4;Growth:+1.0;Quality:+0.6;Size:+0.4;Momentum:-0.7;LowVol:-0.8
NoDerivatives
7
25
5.5
hard 12%
172
18.5
Bear
30.5
4.35
1.5
178
-119
5
73
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-20
BrokerB
LMT
85
VAR>budget
Reduce
Risk above budget threshold
25
-30
31
2
false
Tighten stops on momentum names
P3289
Hands-off
IRA
USD
2025-04-13
192,465
17,651
174,814
1
64.1
27.4
0
8.4
QQQ:20.2%;TLT:18.6%;MUB:14.2%;HYG:10.3%;VTI:15.6%;VNQ:21.1%
US:71.3;EU:6.8;APAC:8.3;EM:10.4;Other:3.2
Value:-0.1;Growth:0.0;Quality:-0.2;Size:-0.7;Momentum:-0.0;LowVol:-0.8
NoDerivatives
5
30
3.6
trailing 10%
122
19.6
Volatile
20
3.53
3.6
130
-3
58
57
false
Hedge
Add TLT +1% as duration hedge
9
0
BrokerA
MKT
85
null
null
Normal monitoring
68
5
152
5
false
Monitor dispersion and breadth
P3290
Active
Roth
USD
2025-03-05
2,372,120
245,448
2,126,672
1
52.7
23.9
17.8
5.5
AAPL:11.7%;QQQ:29.4%;MUB:29.4%;VNQ:29.4%
US:60.9;EU:12.9;APAC:15.5;EM:10.6;Other:0.1
Value:+0.1;Growth:+0.4;Quality:+0.3;Size:+0.6;Momentum:-0.8;LowVol:+0.9
MaxPos6%
8
30
4.7
hard 12%
148
16.2
Volatile
28
3.75
3.2
138
58
88
77
true
Hedge
Buy index puts 1% notional
29
-14
BrokerB
MKT
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
54
2
148
5
false
Within IPS guidelines
P3291
Systematic
IRA
USD
2024-10-14
1,605,023
112,678
1,492,345
1
60
33.5
0
6.4
TSLA:33.6%;AAPL:32.9%;AMZN:33.6%
US:71.1;EU:13.9;APAC:4.7;EM:7.5;Other:2.9
Value:-0.1;Growth:0.0;Quality:-0.8;Size:+0.2;Momentum:+0.9;LowVol:-0.4
NoDerivatives
6
25
5.3
trailing 9%
198
22.7
Bear
25.2
3.98
1.6
147
-56
36
63
false
Buy
Add to core equity +1%
13
-31
BrokerB
MKT
100
null
null
Normal monitoring
45
-32
54
5
false
Tighten stops on momentum names
P3292
Hands-off
Trust
USD
2025-12-19
152,224
14,930
137,294
1
66.3
23.9
2.8
7
GLD:17.9%;VOO:13.6%;AMZN:23.1%;XLF:22.2%;BRK.B:23.1%
US:61.1;EU:13.0;APAC:14.2;EM:9.2;Other:2.5
Value:+0.5;Growth:-0.3;Quality:-0.1;Size:+0.7;Momentum:+0.7;LowVol:+0.1
null
8
35
5
trailing 10%
92
16.2
Bull
14.9
4.54
3.2
90
62
90
50
false
Sell
Trim extended winner -1%
-8
15
BrokerC
MKT
94
null
null
Normal monitoring
-53
-20
52
3
false
Increase defensive factor exposure
P3293
Cautious
Trust
USD
2025-01-31
791,829
87,889
703,940
1
43.7
34.2
8.6
13.4
TLT:21.5%;QQQ:21.5%;IEF:21.5%;HYG:21.1%;VOO:14.4%
US:73.6;EU:11.0;APAC:8.8;EM:5.7;Other:0.9
Value:0.0;Growth:+0.7;Quality:+0.4;Size:+0.7;Momentum:-1.0;LowVol:+0.5
NoMargin
6
35
4
hard 10%
93
16.4
Sideways
17.9
4.82
3.1
129
31
50
48
false
Sell
Trim extended winner -1%
-5
-18
BrokerB
LMT
97
null
null
Normal monitoring
93
-44
162
4
false
Within IPS guidelines
P3294
Cautious
401k
USD
2024-09-18
633,765
56,801
576,964
1
42.1
32.6
12.2
13.1
IEF:19.2%;XLF:15.1%;TSLA:20.7%;TLT:22.5%;BRK.B:22.5%
US:61.5;EU:15.7;APAC:11.9;EM:6.8;Other:4.2
Value:+0.4;Growth:+0.6;Quality:+0.7;Size:-0.7;Momentum:-0.7;LowVol:0.0
NoMargin
7
25
3.9
trailing 8%
143
13.6
Bull
12.3
4.08
2.3
80
32
73
20
false
Buy
Add to core equity +1%
9
-38
BrokerD
LMT
88
null
null
Normal monitoring
70
-37
162
3
false
Increase defensive factor exposure
P3295
Active
Trust
USD
2024-09-29
639,778
66,769
573,009
1.19
63.6
24.8
4.8
6.8
GLD:17.6%;TSLA:15.0%;MUB:25.0%;TLT:17.3%;AAPL:25.0%
US:74.4;EU:6.3;APAC:14.7;EM:3.3;Other:1.3
Value:-0.7;Growth:-0.3;Quality:+0.8;Size:-0.3;Momentum:+0.1;LowVol:+1.0
MaxPos8%
6
35
5.4
hard 12%
133
19.5
Bull
15.7
3.83
2.7
95
104
100
52
false
Rebalance
Shift +1% to bonds from equity
27
-19
BrokerC
VWAP
86
null
null
Normal monitoring
51
8
170
4
false
Increase defensive factor exposure
P3296
Opportunistic
IRA
USD
2024-07-20
931,392
39,957
891,435
1
65.4
12.6
16.2
5.8
BRK.B:21.5%;BND:39.2%;IEF:39.2%
US:62.5;EU:14.5;APAC:11.9;EM:5.9;Other:5.2
Value:-0.2;Growth:+0.1;Quality:+0.5;Size:+0.6;Momentum:-0.4;LowVol:-0.5
NoDerivatives
7
25
4.4
trailing 7%
229
26.3
Volatile
24.5
4.82
3.7
136
-23
39
58
false
Buy
Add to core equity +1%
34
-14
BrokerB
MKT
95
null
null
Normal monitoring
21
-46
-1
4
false
Tax-aware sells next window
P3297
Cautious
Trust
USD
2025-06-07
663,981
78,360
585,621
1
36.2
43
10.2
10.6
QQQ:27.0%;BND:20.5%;HYG:25.6%;MSFT:27.0%
US:69.5;EU:13.5;APAC:5.2;EM:10.3;Other:1.6
Value:+0.9;Growth:-0.7;Quality:-0.5;Size:-0.8;Momentum:-0.6;LowVol:+0.4
ESGOnly;NoMargin
8
30
3.2
hard 10%
96
15.3
Bull
12.7
4.17
2.8
93
15
47
25
false
Sell
Trim extended winner -1%
31
-10
BrokerB
LMT
90
null
null
Normal monitoring
11
20
6
4
false
Increase defensive factor exposure
P3298
Hands-off
IRA
USD
2025-09-05
352,053
24,192
327,861
1
61.1
27
3.1
8.8
BRK.B:25.0%;HYG:25.0%;QQQ:25.0%;XLF:25.0%
US:63.5;EU:15.8;APAC:12.9;EM:3.5;Other:4.3
Value:-0.9;Growth:+0.1;Quality:+0.6;Size:-0.2;Momentum:+1.0;LowVol:-0.1
ESGOnly;NoDerivatives
5
25
4.5
trailing 8%
107
19
Bull
13.9
4.56
2.7
110
67
78
45
false
Hedge
Add TLT +1% as duration hedge
35
-39
BrokerB
MKT
100
null
null
Normal monitoring
7
9
31
5
false
Within IPS guidelines
P3299
Cautious
401k
USD
2025-08-11
341,445
29,074
312,371
1
47.6
38.1
0
14.3
HYG:18.4%;TLT:19.1%;BND:16.2%;MUB:11.4%;QQQ:21.3%;GLD:13.6%
US:65.2;EU:13.3;APAC:11.6;EM:8.8;Other:1.2
Value:-0.2;Growth:-0.3;Quality:+0.6;Size:-0.1;Momentum:-0.6;LowVol:-0.7
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
5
35
5.2
trailing 8%
142
13
Volatile
28
5.1
2.3
126
-9
57
63
false
Rebalance
Shift +1% to bonds from equity
-6
-12
BrokerA
LMT
92
null
null
Normal monitoring
-50
14
28
4
false
Monitor dispersion and breadth
P3300
Systematic
401k
USD
2024-10-18
1,297,334
112,689
1,184,645
1
61.7
31.5
0
6.8
IEF:20.7%;VTI:6.8%;VOO:19.2%;MUB:20.7%;TLT:15.7%;TSLA:16.8%
US:64.4;EU:7.7;APAC:14.1;EM:12.3;Other:1.4
Value:-0.4;Growth:+0.8;Quality:-0.2;Size:+0.9;Momentum:+0.6;LowVol:+0.1
null
6
25
5.1
hard 12%
151
24.7
Bull
13.1
4.85
3.4
87
92
82
41
false
Sell
Trim extended winner -1%
-15
-35
BrokerA
MKT
92
null
null
Normal monitoring
75
7
154
4
false
Increase defensive factor exposure