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
P3301
Opportunistic
Trust
USD
2025-12-15
1,271,049
92,773
1,178,276
1
70
17.4
8.2
4.4
XLF:25.2%;BRK.B:24.5%;MSFT:25.2%;AAPL:25.2%
US:71.4;EU:7.2;APAC:11.3;EM:5.5;Other:4.5
Value:-0.5;Growth:+0.3;Quality:-0.7;Size:-0.5;Momentum:+0.9;LowVol:+0.7
MaxPos6%;NoDerivatives
10
30
5.5
trailing 9%
260
24.5
Volatile
24.2
4.09
3.5
170
-19
27
70
false
Sell
Trim extended winner -1%
28
12
BrokerD
MKT
89
null
null
Normal monitoring
-16
-56
-31
3
false
Increase defensive factor exposure
P3302
Systematic
401k
USD
2025-06-27
952,033
66,650
885,383
1
63.1
28.1
0
8.8
HYG:6.3%;GLD:21.0%;QQQ:15.8%;TSLA:21.0%;XLF:16.6%;MSFT:19.4%
US:63.1;EU:14.5;APAC:10.0;EM:8.3;Other:4.1
Value:-1.0;Growth:-1.0;Quality:-0.1;Size:+0.7;Momentum:+0.9;LowVol:+0.8
null
10
25
5.8
trailing 9%
216
24
Bull
11.1
4.72
2.1
73
3
56
49
false
Rebalance
Shift +1% to bonds from equity
26
1
BrokerB
LMT
92
null
null
Normal monitoring
49
11
117
4
false
Within IPS guidelines
P3303
Systematic
Trust
USD
2024-08-04
764,882
65,156
699,726
1
56.6
24.6
13.4
5.3
BRK.B:16.5%;VOO:11.2%;VTI:11.2%;AAPL:20.5%;TSLA:20.5%;IEF:20.1%
US:71.1;EU:5.7;APAC:14.6;EM:7.8;Other:0.8
Value:+0.3;Growth:+1.0;Quality:-0.1;Size:+0.1;Momentum:-0.2;LowVol:-0.6
MaxPos8%;NoDerivatives
6
35
4.1
trailing 8%
200
25.2
Bear
26.5
3.67
2.8
143
-107
6
70
false
Buy
Add to core equity +1%
34
-17
BrokerA
MKT
93
null
null
Normal monitoring
10
-25
-2
3
false
Tax-aware sells next window
P3304
Hands-off
Trust
USD
2025-12-08
257,225
20,709
236,516
1
64.3
20.3
5.6
9.9
VTI:21.1%;MUB:21.1%;VNQ:15.1%;IEF:21.1%;MSFT:12.2%;GLD:9.3%
US:68.9;EU:13.8;APAC:7.4;EM:8.4;Other:1.5
Value:-0.4;Growth:+0.2;Quality:+0.4;Size:-1.0;Momentum:+0.3;LowVol:-0.3
MaxPos7%
5
35
5.1
hard 10%
129
18.3
Bear
26.4
3.55
1.4
183
-31
43
66
false
Rebalance
Shift +1% to bonds from equity
35
14
BrokerD
MKT
90
null
null
Normal monitoring
100
8
218
4
false
Monitor dispersion and breadth
P3305
Opportunistic
Taxable
USD
2025-06-19
1,239,592
62,251
1,177,341
1.16
63.7
12.4
15.3
8.6
HYG:27.9%;BND:27.9%;AMZN:16.2%;VTI:27.9%
US:64.7;EU:15.9;APAC:12.8;EM:5.1;Other:1.5
Value:-0.6;Growth:-0.8;Quality:-0.5;Size:-0.1;Momentum:-0.1;LowVol:+0.5
NoDerivatives
5
30
6.4
trailing 7%
209
25.3
Sideways
17.7
4.31
3.2
129
57
82
55
false
Rebalance
Shift +1% to bonds from equity
8
-3
BrokerD
LMT
86
null
null
Normal monitoring
-35
-12
-37
3
false
Increase defensive factor exposure
P3306
Hands-off
Trust
USD
2024-11-27
860,564
65,686
794,878
1
69.8
19.3
4.6
6.3
XLF:20.1%;BND:18.3%;AMZN:22.5%;IEF:22.5%;GLD:16.6%
US:63.5;EU:18.0;APAC:6.5;EM:7.1;Other:4.8
Value:+0.4;Growth:+0.1;Quality:+0.4;Size:+0.2;Momentum:-0.1;LowVol:+0.5
null
8
25
4.7
hard 10%
114
19.2
Bull
14.8
3.96
2.1
112
94
87
42
false
Rebalance
Shift +1% to bonds from equity
34
-2
BrokerC
MKT
98
null
null
Normal monitoring
-49
17
-9
5
false
Within IPS guidelines
P3307
Active
Roth
USD
2025-01-31
609,844
38,476
571,368
1
61.6
22.9
6.5
9
MUB:14.1%;HYG:23.4%;TLT:23.4%;BND:23.4%;BRK.B:15.7%
US:65.2;EU:9.9;APAC:13.4;EM:6.2;Other:5.3
Value:-0.6;Growth:-0.2;Quality:+1.0;Size:+0.8;Momentum:+0.8;LowVol:-1.0
MaxPos5%;NoDerivatives
10
25
5.2
trailing 8%
197
26.1
Volatile
20.4
4.59
3.3
156
-33
21
52
false
Rebalance
Shift +1% to bonds from equity
4
-3
BrokerA
LMT
87
null
null
Normal monitoring
103
-32
177
3
false
Increase defensive factor exposure
P3308
Hands-off
Trust
USD
2025-08-06
342,411
19,724
322,687
1
63.1
15.1
12
9.8
BND:22.4%;QQQ:14.6%;IEF:23.1%;AMZN:23.1%;VTI:16.8%
US:68.9;EU:12.6;APAC:8.0;EM:5.8;Other:4.6
Value:-0.4;Growth:+0.8;Quality:+0.8;Size:+0.8;Momentum:+0.3;LowVol:+0.3
null
10
35
5.9
hard 10%
100
14.1
Sideways
17
4.74
2.1
105
60
73
46
true
Reduce
Cut high-beta by 2-3%, add cash
31
-3
BrokerD
MKT
93
RegimeShift
Pause
Volatility spike and breadth deterioration
58
-47
102
3
false
Tax-aware sells next window
P3309
Hands-off
Trust
USD
2024-07-24
175,507
11,135
164,372
1
65.5
28.3
0
6.2
VNQ:26.6%;IEF:20.2%;BND:26.6%;GLD:26.6%
US:59.6;EU:9.0;APAC:16.8;EM:12.5;Other:2.0
Value:-0.4;Growth:-0.2;Quality:+0.6;Size:+0.7;Momentum:+0.3;LowVol:+0.8
null
10
35
3.1
trailing 8%
120
12.9
Sideways
17.7
3.96
2.8
130
43
72
45
false
Hedge
Add TLT +1% as duration hedge
35
-21
BrokerC
MKT
85
null
null
Normal monitoring
39
-13
20
4
false
Tighten stops on momentum names
P3310
Systematic
Trust
USD
2024-11-10
1,661,130
118,565
1,542,565
1
67.8
20.2
2.3
9.7
BND:33.3%;AAPL:33.3%;IEF:33.3%
US:62.6;EU:15.4;APAC:8.3;EM:10.3;Other:3.4
Value:-0.0;Growth:+0.5;Quality:+0.4;Size:+0.9;Momentum:-1.0;LowVol:+0.6
MaxPos6%
7
25
5.3
trailing 8%
186
27.4
Bear
34.7
3.67
1.8
153
34
62
87
true
Reduce
Cut high-beta by 2-3%, add cash
20
7
BrokerC
MKT
85
VAR>budget
Hedge
Risk above budget threshold
33
-15
51
5
false
Within IPS guidelines
P3311
Cautious
401k
USD
2025-06-19
531,252
53,394
477,858
1
41.4
43.4
3.7
11.5
VTI:16.0%;IEF:12.0%;TSLA:16.0%;MUB:15.3%;TLT:18.9%;QQQ:21.8%
US:72.0;EU:7.3;APAC:11.8;EM:8.1;Other:0.8
Value:+0.5;Growth:-0.1;Quality:+0.5;Size:+0.4;Momentum:+0.7;LowVol:-0.3
NoMargin
10
35
5
trailing 8%
128
19.8
Bull
12.5
4.6
2.2
102
114
100
27
false
Rebalance
Shift +1% to bonds from equity
-10
-10
BrokerB
LMT
85
null
null
Normal monitoring
47
-42
14
4
false
Monitor dispersion and breadth
P3312
Systematic
IRA
USD
2024-07-22
1,746,437
141,251
1,605,186
1
55.5
22.2
14.4
7.9
XLF:16.6%;BND:12.2%;AAPL:22.0%;BRK.B:18.0%;IEF:15.8%;AMZN:15.3%
US:64.7;EU:15.2;APAC:10.3;EM:8.7;Other:1.1
Value:+0.7;Growth:-0.8;Quality:-0.2;Size:+0.1;Momentum:-0.4;LowVol:+0.1
MaxPos5%
6
25
4.7
trailing 8%
128
22.4
Bull
11.6
4.22
3.5
108
45
78
27
false
Rebalance
Shift +1% to bonds from equity
-10
5
BrokerA
MKT
100
null
null
Normal monitoring
103
7
83
5
false
Tighten stops on momentum names
P3313
Active
401k
USD
2025-09-13
2,134,250
178,454
1,955,796
1
60.1
20
13.4
6.5
TLT:21.8%;VOO:15.9%;HYG:21.8%;VNQ:14.2%;IEF:18.3%;VTI:8.0%
US:61.2;EU:13.5;APAC:15.5;EM:6.3;Other:3.4
Value:+0.8;Growth:-0.2;Quality:-0.0;Size:+0.7;Momentum:+0.2;LowVol:-0.4
MaxPos7%;NoDerivatives
6
30
5.4
trailing 8%
161
20.2
Bull
14.8
3.62
2.2
76
46
66
38
true
Hedge
Buy index puts 1% notional
14
-40
BrokerD
MKT
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
34
20
100
2
false
Monitor dispersion and breadth
P3314
Hands-off
Trust
USD
2025-02-06
763,877
46,054
717,823
1
65.3
18.4
11.1
5.1
IEF:26.9%;TSLA:16.5%;MUB:28.3%;BND:28.3%
US:75.3;EU:5.2;APAC:10.8;EM:4.2;Other:4.5
Value:+0.4;Growth:+1.0;Quality:-0.3;Size:+0.7;Momentum:-0.1;LowVol:-0.7
MaxPos6%
7
35
4.3
hard 10%
99
18.1
Bull
15
3.7
2.2
74
105
92
51
false
Rebalance
Shift +1% to bonds from equity
-1
-37
BrokerC
MKT
89
null
null
Normal monitoring
94
-31
119
3
false
Increase defensive factor exposure
P3315
Opportunistic
401k
USD
2024-07-16
1,367,447
113,066
1,254,381
1.14
61.7
13.4
18.4
6.5
AMZN:12.4%;AAPL:25.2%;HYG:13.5%;TSLA:25.2%;BRK.B:23.8%
US:66.5;EU:19.0;APAC:6.9;EM:5.7;Other:1.9
Value:+0.4;Growth:-0.1;Quality:+0.1;Size:+0.1;Momentum:+0.1;LowVol:-0.9
null
8
30
5.5
trailing 7%
174
27.2
Volatile
24.8
4.87
2.5
155
57
90
66
false
NoAction
Within bands; monitor
10
-32
BrokerB
MKT
0
null
null
Normal monitoring
-40
-1
44
3
false
Tighten stops on momentum names
P3316
Cautious
IRA
USD
2024-08-18
471,956
43,769
428,187
1
50.3
33.9
0
15.8
AAPL:25.8%;MUB:25.8%;IEF:25.8%;QQQ:22.7%
US:71.4;EU:9.5;APAC:8.5;EM:6.6;Other:4.0
Value:+0.2;Growth:-0.6;Quality:-0.3;Size:-0.2;Momentum:+0.7;LowVol:-0.4
ESGOnly;MaxPos8%;NoMargin
10
25
4.6
trailing 8%
155
19.8
Volatile
27
4.47
4.2
155
19
70
64
false
Rebalance
Shift +1% to bonds from equity
-3
-28
BrokerA
VWAP
88
null
null
Normal monitoring
-44
-44
-11
4
false
Monitor dispersion and breadth
P3317
Systematic
Trust
USD
2024-11-14
704,840
64,151
640,689
1
63.2
27.8
2.8
6.1
VOO:27.2%;AAPL:21.6%;BND:24.0%;VTI:27.2%
US:77.0;EU:10.2;APAC:5.9;EM:6.4;Other:0.5
Value:-0.5;Growth:-0.8;Quality:+0.2;Size:-0.8;Momentum:-0.1;LowVol:-0.8
MaxPos5%
10
30
5
hard 12%
176
17.3
Bull
14.2
4.45
3.3
101
113
93
54
false
Hedge
Add TLT +1% as duration hedge
-13
-6
BrokerC
LMT
95
null
null
Normal monitoring
104
-34
167
3
false
Tighten stops on momentum names
P3318
Active
Roth
USD
2025-08-13
2,290,824
204,312
2,086,512
1
61.7
20.4
9.2
8.6
VOO:33.3%;HYG:33.3%;IEF:33.3%
US:65.6;EU:9.6;APAC:13.0;EM:8.9;Other:2.9
Value:+0.7;Growth:-0.9;Quality:+0.8;Size:+1.0;Momentum:-0.3;LowVol:-0.6
NoDerivatives
7
25
5.6
hard 12%
179
18.5
Bear
31
3.32
2.7
160
-25
44
73
true
Hedge
Buy index puts 1% notional
18
-33
BrokerD
MKT
96
RegimeShift
Pause
Volatility spike and breadth deterioration
42
-21
152
2
false
Monitor dispersion and breadth
P3319
Cautious
Trust
USD
2025-10-12
541,213
55,703
485,510
1
46.6
39.3
1.2
13
AMZN:28.7%;MSFT:28.7%;VTI:28.7%;GLD:13.8%
US:66.7;EU:12.2;APAC:12.1;EM:6.4;Other:2.6
Value:-0.4;Growth:+0.8;Quality:+0.8;Size:+0.1;Momentum:+1.0;LowVol:-0.9
ESGOnly;NoMargin
6
35
4.7
trailing 8%
128
19.6
Volatile
28.9
5.3
2.3
117
-5
52
63
false
Buy
Add to core equity +1%
-15
1
BrokerC
LMT
97
null
null
Normal monitoring
18
-32
81
3
false
Within IPS guidelines
P3320
Hands-off
Taxable
USD
2025-04-23
746,218
66,991
679,227
1
68.8
19.4
3
8.9
GLD:24.0%;VTI:14.4%;MUB:24.0%;MSFT:12.1%;TLT:13.2%;BND:12.2%
US:76.0;EU:7.3;APAC:10.9;EM:3.5;Other:2.3
Value:+0.4;Growth:+0.7;Quality:-0.2;Size:+0.4;Momentum:-0.2;LowVol:-0.6
null
10
25
5.9
trailing 10%
128
18.6
Bull
16.5
4.01
3
112
113
100
46
false
Rebalance
Shift +1% to bonds from equity
14
-17
BrokerC
LMT
85
null
null
Normal monitoring
-28
-54
112
5
false
Within IPS guidelines
P3321
Cautious
Taxable
USD
2025-04-18
437,308
51,649
385,659
1
47.9
36.6
0
15.5
AMZN:15.3%;VOO:18.8%;HYG:17.4%;TLT:13.4%;BRK.B:14.4%;VTI:20.6%
US:59.2;EU:19.8;APAC:8.6;EM:8.4;Other:4.0
Value:+0.1;Growth:+1.0;Quality:+0.2;Size:+0.3;Momentum:+0.2;LowVol:+0.3
ESGOnly;NoMargin
7
30
4.3
trailing 8%
120
16.2
Bull
13.5
4.73
3.5
73
61
81
37
true
Hedge
Buy index puts 1% notional
8
-34
BrokerA
LMT
85
VAR>budget
Hedge
Risk above budget threshold
110
-34
139
4
false
Tax-aware sells next window
P3322
Systematic
Roth
USD
2024-07-18
1,191,672
91,241
1,100,431
1
60.1
23
9.2
7.6
TLT:21.6%;AMZN:20.0%;MSFT:7.1%;VTI:18.0%;BND:21.6%;MUB:11.8%
US:61.7;EU:16.6;APAC:8.9;EM:8.4;Other:4.5
Value:-0.4;Growth:-1.0;Quality:+0.5;Size:-0.2;Momentum:+0.8;LowVol:-0.2
NoDerivatives
5
35
4.7
trailing 8%
150
28
Bull
13.9
4.1
3.3
108
30
63
45
false
Buy
Add to core equity +1%
12
6
BrokerD
MKT
100
null
null
Normal monitoring
-34
19
100
5
false
Monitor dispersion and breadth
P3323
Active
IRA
USD
2024-09-18
793,898
57,667
736,231
1
57.4
28.1
7.9
6.6
IEF:26.7%;GLD:20.0%;VOO:26.7%;TLT:26.7%
US:63.4;EU:16.2;APAC:7.6;EM:10.9;Other:2.0
Value:+0.3;Growth:-0.7;Quality:+1.0;Size:-1.0;Momentum:-0.1;LowVol:-0.2
null
5
30
5.5
hard 12%
183
20.6
Sideways
14.1
4.74
2.4
138
40
58
43
false
Buy
Add to core equity +1%
25
10
BrokerA
MKT
89
null
null
Normal monitoring
111
-6
95
3
false
Within IPS guidelines
P3324
Hands-off
IRA
USD
2024-10-08
457,532
40,866
416,666
1
61.4
16.4
16.9
5.3
BRK.B:21.2%;IEF:15.4%;MUB:21.2%;AMZN:20.7%;VOO:9.8%;MSFT:11.6%
US:57.6;EU:14.6;APAC:14.2;EM:9.3;Other:4.3
Value:-0.7;Growth:+0.4;Quality:-0.8;Size:+0.5;Momentum:-0.8;LowVol:+0.2
ESGOnly
5
25
5.5
trailing 10%
93
13.8
Bull
16.4
4.92
2.8
110
84
94
54
false
Buy
Add to core equity +1%
9
-9
BrokerC
MKT
99
null
null
Normal monitoring
-32
12
92
5
false
Increase defensive factor exposure
P3325
Cautious
Roth
USD
2025-12-20
302,998
43,266
259,732
1
48
35.7
0
16.2
TSLA:33.3%;MUB:33.3%;AAPL:33.3%
US:57.1;EU:16.6;APAC:13.3;EM:11.4;Other:1.7
Value:-0.3;Growth:-0.5;Quality:-0.6;Size:-0.6;Momentum:-1.0;LowVol:+0.3
NoMargin
6
30
3.8
trailing 8%
147
14
Volatile
28.1
4.73
2.6
145
37
57
57
false
Buy
Add to core equity +1%
-8
-14
BrokerA
VWAP
97
null
null
Normal monitoring
41
-3
38
3
false
Tax-aware sells next window
P3326
Hands-off
401k
USD
2025-01-17
398,810
29,090
369,720
1
64.7
20
7.3
8
AAPL:27.4%;TSLA:36.3%;TLT:36.3%
US:68.6;EU:17.2;APAC:5.4;EM:7.4;Other:1.3
Value:-0.2;Growth:+0.6;Quality:+0.8;Size:0.0;Momentum:+0.3;LowVol:-0.9
ESGOnly
7
35
4.6
trailing 8%
112
16.5
Bear
26.5
4.15
1.7
144
39
71
77
true
Rebalance
Rebalance back to target bands
-11
-16
BrokerC
MKT
100
VAR>budget
TightenStops
Risk above budget threshold
45
-30
139
3
false
Tighten stops on momentum names
P3327
Opportunistic
401k
USD
2025-01-21
1,069,093
89,059
980,034
1.21
61.3
13
17.9
7.8
TLT:23.6%;MSFT:18.5%;VOO:29.0%;MUB:29.0%
US:68.3;EU:12.8;APAC:12.0;EM:3.6;Other:3.3
Value:-1.0;Growth:-1.0;Quality:+0.2;Size:-0.1;Momentum:+0.6;LowVol:+0.1
MaxPos6%;NoDerivatives
7
35
7
trailing 9%
221
26.5
Bull
12.7
3.81
3
102
90
100
48
false
Rebalance
Shift +1% to bonds from equity
29
-38
BrokerA
LMT
88
null
null
Normal monitoring
39
-52
135
4
false
Monitor dispersion and breadth
P3328
Systematic
IRA
USD
2025-12-13
1,156,729
109,124
1,047,605
1
59.9
26.5
6
7.6
VNQ:18.1%;AAPL:27.3%;TSLA:27.3%;BND:27.3%
US:75.6;EU:9.8;APAC:10.4;EM:4.0;Other:0.2
Value:+0.6;Growth:-0.5;Quality:-0.7;Size:-0.9;Momentum:-0.3;LowVol:+0.6
MaxPos8%
5
30
4.4
trailing 9%
179
23.3
Bull
16.4
4.41
3.3
95
27
52
44
false
Rebalance
Shift +1% to bonds from equity
30
5
BrokerC
MKT
87
null
null
Normal monitoring
94
-36
130
3
false
Tax-aware sells next window
P3329
Systematic
Trust
USD
2024-08-12
1,018,886
70,712
948,174
1
57.2
33
0
9.8
TSLA:15.2%;AAPL:28.3%;AMZN:28.3%;VOO:28.3%
US:63.9;EU:14.7;APAC:16.1;EM:3.9;Other:1.3
Value:0.0;Growth:-0.3;Quality:+0.2;Size:+0.2;Momentum:+0.3;LowVol:+0.5
null
6
30
6
trailing 8%
153
22.3
Bear
32.7
3.65
3
183
-41
14
87
true
Hedge
Buy index puts 1% notional
8
12
BrokerC
VWAP
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
-47
-54
44
2
false
Tax-aware sells next window
P3330
Active
Taxable
USD
2025-04-10
556,445
47,900
508,545
1
52
27.3
11.6
9.2
AAPL:28.9%;IEF:35.5%;BRK.B:35.5%
US:69.5;EU:14.4;APAC:10.2;EM:4.1;Other:1.9
Value:+0.4;Growth:+0.8;Quality:+0.8;Size:+0.6;Momentum:-0.2;LowVol:0.0
MaxPos8%
10
35
5.7
hard 12%
132
25.7
Volatile
28.6
4.98
2.9
146
-41
38
64
false
Hedge
Add TLT +1% as duration hedge
-3
-35
BrokerD
VWAP
96
null
null
Normal monitoring
-24
-34
6
3
false
Tighten stops on momentum names
P3331
Opportunistic
Trust
USD
2025-09-24
1,667,558
145,337
1,522,221
1
74.1
10.6
11.3
4
TSLA:33.3%;TLT:33.3%;AAPL:33.3%
US:65.5;EU:13.6;APAC:11.3;EM:9.4;Other:0.2
Value:+0.3;Growth:+0.8;Quality:+0.9;Size:-0.7;Momentum:-0.7;LowVol:-0.5
null
8
30
4.8
trailing 9%
263
29.2
Volatile
31.5
3.65
2.7
153
55
77
81
true
Rebalance
Rebalance back to target bands
15
12
BrokerB
MKT
90
VAR>budget
Reduce
Risk above budget threshold
119
-24
233
5
false
Monitor dispersion and breadth
P3332
Opportunistic
401k
USD
2024-08-21
599,152
53,856
545,296
1
63.9
21.9
5.8
8.5
MSFT:18.4%;TSLA:15.1%;MUB:12.4%;IEF:18.7%;VOO:14.1%;TLT:21.3%
US:71.7;EU:17.2;APAC:6.0;EM:4.0;Other:1.1
Value:+0.5;Growth:-0.5;Quality:-0.6;Size:-0.7;Momentum:+0.3;LowVol:-0.7
MaxPos6%;NoDerivatives
6
30
5.4
hard 12%
273
27.3
Volatile
30.7
5.29
2.6
128
60
84
76
true
Rebalance
Rebalance back to target bands
16
-1
BrokerA
LMT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
37
17
70
4
false
Tighten stops on momentum names
P3333
Cautious
IRA
USD
2024-10-17
585,312
73,784
511,528
1
47.2
39.6
0
13.2
QQQ:26.3%;BND:26.3%;MSFT:21.1%;IEF:26.3%
US:72.4;EU:6.1;APAC:10.7;EM:10.1;Other:0.8
Value:-0.6;Growth:-0.4;Quality:-0.6;Size:-0.7;Momentum:-0.9;LowVol:-0.6
ESGOnly;NoMargin
8
25
5.9
trailing 10%
98
19.1
Bear
32.3
4.49
2.6
214
-88
5
79
true
Hedge
Buy index puts 1% notional
30
3
BrokerA
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
105
-56
89
5
false
Tighten stops on momentum names
P3334
Hands-off
IRA
USD
2024-09-11
566,313
36,953
529,360
1
65.9
25
0
9
BND:23.0%;AMZN:15.1%;IEF:23.0%;MUB:20.1%;QQQ:18.8%
US:75.9;EU:12.7;APAC:5.2;EM:2.9;Other:3.3
Value:+0.1;Growth:-0.4;Quality:+0.9;Size:+0.2;Momentum:+0.9;LowVol:+0.9
MaxPos5%
7
35
5.7
trailing 8%
140
16.9
Sideways
16.7
3.95
2.2
108
-9
57
47
false
Sell
Trim extended winner -1%
-2
12
BrokerA
LMT
96
null
null
Normal monitoring
103
-46
132
5
false
Increase defensive factor exposure
P3335
Cautious
401k
USD
2024-07-24
190,853
26,643
164,210
1
45.1
42.1
0.1
12.7
XLF:33.3%;VOO:33.3%;BRK.B:33.3%
US:60.6;EU:13.6;APAC:11.0;EM:10.4;Other:4.3
Value:-0.3;Growth:+0.6;Quality:+0.8;Size:+0.3;Momentum:+0.7;LowVol:0.0
NoDerivatives;NoMargin
8
25
5
trailing 8%
138
13.1
Bull
12.2
4.46
2.6
105
66
92
22
false
Rebalance
Shift +1% to bonds from equity
5
10
BrokerC
LMT
89
null
null
Normal monitoring
9
9
111
4
false
Increase defensive factor exposure
P3336
Active
Taxable
USD
2025-10-10
683,181
54,959
628,222
1
52
28.1
12.6
7.3
MSFT:13.4%;XLF:22.6%;MUB:22.6%;BRK.B:19.7%;VNQ:21.6%
US:66.8;EU:13.0;APAC:9.8;EM:9.6;Other:0.8
Value:+0.1;Growth:-0.6;Quality:-0.3;Size:+0.6;Momentum:+0.1;LowVol:-0.4
NoDerivatives
8
35
5.1
trailing 8%
127
16.3
Bull
12.9
4.66
2.3
76
75
85
34
false
Rebalance
Shift +1% to bonds from equity
35
8
BrokerB
LMT
91
null
null
Normal monitoring
-39
8
-14
5
false
Monitor dispersion and breadth
P3337
Hands-off
Trust
USD
2025-07-16
739,975
31,268
708,707
1
58
15.4
17.9
8.7
AAPL:33.3%;IEF:33.3%;VTI:33.3%
US:62.8;EU:13.5;APAC:14.3;EM:4.3;Other:5.2
Value:-0.1;Growth:-0.7;Quality:-0.3;Size:-0.9;Momentum:-0.7;LowVol:-0.3
ESGOnly
8
35
4
trailing 8%
101
14.6
Bull
14.8
3.73
2.7
77
29
55
46
true
Hedge
Buy index puts 1% notional
-10
-13
BrokerA
MKT
86
VAR>budget
Hedge
Risk above budget threshold
66
-14
150
4
false
Tax-aware sells next window
P3338
Cautious
Trust
USD
2024-10-03
354,188
46,614
307,574
1
50.4
34.1
0
15.5
GLD:29.0%;IEF:35.5%;VTI:35.5%
US:60.4;EU:17.9;APAC:12.5;EM:6.5;Other:2.7
Value:+0.3;Growth:-0.6;Quality:+0.1;Size:+0.1;Momentum:-1.0;LowVol:+0.3
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
25
5.1
trailing 10%
128
12.9
Sideways
19.8
4.42
3
117
-11
29
55
false
Rebalance
Shift +1% to bonds from equity
24
-34
BrokerB
LMT
93
null
null
Normal monitoring
102
-39
191
3
false
Within IPS guidelines
P3339
Cautious
IRA
USD
2025-11-27
574,874
77,993
496,881
1
37
42.1
5.9
14.9
AAPL:33.3%;TSLA:33.3%;VTI:33.3%
US:68.3;EU:15.0;APAC:9.4;EM:7.1;Other:0.3
Value:0.0;Growth:-0.1;Quality:-0.9;Size:+0.3;Momentum:+0.6;LowVol:-0.3
MaxPos8%;NoMargin
6
35
3.1
trailing 10%
125
13.6
Bear
33.7
4.08
2.4
188
24
65
62
false
NoAction
Within bands; monitor
29
-33
BrokerD
LMT
93
null
null
Normal monitoring
56
0
54
4
false
Tax-aware sells next window
P3340
Active
Trust
USD
2025-09-05
1,020,451
112,769
907,682
1
54.7
23.8
16.1
5.5
VNQ:27.7%;VOO:27.7%;BND:27.7%;TSLA:17.0%
US:63.6;EU:11.0;APAC:15.5;EM:8.3;Other:1.6
Value:-0.6;Growth:+0.1;Quality:-0.3;Size:-0.7;Momentum:+0.5;LowVol:-0.8
null
7
30
4.9
trailing 8%
163
27.6
Bear
32.3
3.79
1.8
214
-72
21
77
true
Hedge
Buy index puts 1% notional
-14
-17
BrokerB
MKT
96
VAR>budget
Pause
Risk above budget threshold
25
-21
15
2
false
Tax-aware sells next window
P3341
Opportunistic
Trust
USD
2025-05-03
748,358
52,567
695,791
1.06
71.5
21.1
1.9
5.5
TLT:20.6%;GLD:16.6%;VNQ:17.9%;MUB:15.6%;MSFT:16.2%;BND:13.1%
US:60.1;EU:13.2;APAC:14.1;EM:6.8;Other:5.7
Value:+0.3;Growth:-0.1;Quality:-0.7;Size:+0.6;Momentum:-0.7;LowVol:+0.1
null
10
35
6.9
trailing 9%
234
32.1
Bull
12
4.91
2.5
70
48
81
39
false
Buy
Add to core equity +1%
18
-5
BrokerA
LMT
98
null
null
Normal monitoring
88
2
165
5
false
Increase defensive factor exposure
P3342
Cautious
Taxable
USD
2025-01-02
839,440
134,295
705,145
1
45.3
35.9
7.8
10.9
BRK.B:33.3%;TSLA:33.3%;MUB:33.3%
US:74.9;EU:8.1;APAC:9.9;EM:6.0;Other:1.0
Value:+0.6;Growth:-0.5;Quality:+0.2;Size:+0.7;Momentum:-0.7;LowVol:-0.6
NoDerivatives;NoMargin
6
25
3.7
hard 10%
168
16.5
Volatile
30.7
5.08
2.6
172
-16
40
64
false
Sell
Trim extended winner -1%
16
-37
BrokerA
LMT
94
null
null
Normal monitoring
-41
-17
-75
3
false
Increase defensive factor exposure
P3343
Cautious
Roth
USD
2024-12-11
186,097
16,161
169,936
1
49
39.7
0
11.3
TLT:33.3%;QQQ:33.3%;TSLA:33.3%
US:69.4;EU:16.6;APAC:7.8;EM:5.6;Other:0.7
Value:-0.3;Growth:-0.8;Quality:+0.6;Size:+0.3;Momentum:+0.4;LowVol:-0.1
ESGOnly;NoMargin
5
35
4.2
trailing 10%
123
17.1
Bull
13.2
3.62
3.1
110
98
100
39
false
Sell
Trim extended winner -1%
33
-34
BrokerB
MKT
90
null
null
Normal monitoring
115
0
168
5
false
Within IPS guidelines
P3344
Opportunistic
Trust
USD
2025-06-16
897,386
49,290
848,096
1.18
68.2
11
13.6
7.2
XLF:24.0%;AAPL:13.4%;GLD:24.0%;MUB:18.2%;QQQ:20.4%
US:67.7;EU:16.1;APAC:6.7;EM:6.3;Other:3.2
Value:-0.5;Growth:+0.3;Quality:-1.0;Size:+0.4;Momentum:+0.2;LowVol:-1.0
NoDerivatives
7
25
6.3
trailing 7%
184
33.2
Sideways
19.1
4.16
2.3
122
-9
41
68
true
Hedge
Buy index puts 1% notional
-14
-1
BrokerC
MKT
88
VAR>budget
Pause
Risk above budget threshold
-43
-13
96
5
false
Within IPS guidelines
P3345
Systematic
Trust
USD
2025-11-08
477,029
40,330
436,699
1
55.5
25.1
12.5
7
TSLA:19.3%;AMZN:14.5%;IEF:16.1%;QQQ:15.9%;BND:16.8%;MUB:17.4%
US:66.7;EU:11.1;APAC:9.5;EM:12.4;Other:0.4
Value:-0.5;Growth:-0.4;Quality:+0.2;Size:-0.9;Momentum:-0.3;LowVol:-0.3
null
6
30
4.5
hard 12%
205
20.6
Volatile
30.7
5.09
2.1
145
58
93
72
true
Rebalance
Rebalance back to target bands
10
-28
BrokerA
VWAP
86
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
89
-27
176
4
true
Within IPS guidelines
P3346
Opportunistic
Trust
USD
2024-12-22
1,613,180
135,931
1,477,249
1
70.4
21.2
0
8.4
AAPL:22.9%;TSLA:18.3%;VTI:21.8%;TLT:14.2%;HYG:22.9%
US:62.1;EU:14.5;APAC:12.6;EM:9.0;Other:1.8
Value:-0.3;Growth:+0.5;Quality:+0.8;Size:-0.4;Momentum:-0.2;LowVol:-0.2
null
6
35
4.6
trailing 7%
263
20.2
Volatile
25.7
4.19
3.1
143
69
80
72
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-14
BrokerC
MKT
95
VAR>budget
Hedge
Risk above budget threshold
8
20
26
3
false
Tax-aware sells next window
P3347
Active
Roth
USD
2024-07-11
2,102,633
139,233
1,963,400
1
57.4
18.6
16.1
8
VNQ:33.3%;MUB:33.3%;VOO:33.3%
US:66.6;EU:13.0;APAC:9.7;EM:10.3;Other:0.4
Value:-0.5;Growth:+0.8;Quality:-0.7;Size:-0.6;Momentum:-0.6;LowVol:-0.9
null
10
25
4.1
trailing 8%
125
22.5
Volatile
29.4
5.44
4.3
137
60
68
73
true
Rebalance
Rebalance back to target bands
11
-38
BrokerD
MKT
94
Drift>tolerance
Pause
Allocation drift beyond policy bands
119
-38
185
2
false
Tighten stops on momentum names
P3348
Opportunistic
IRA
USD
2025-09-19
1,115,281
78,571
1,036,710
1.05
70
21.4
0
8.5
IEF:21.8%;QQQ:21.8%;BRK.B:14.3%;BND:20.2%;HYG:21.8%
US:67.3;EU:6.2;APAC:12.2;EM:10.8;Other:3.5
Value:-0.7;Growth:-0.6;Quality:-0.9;Size:-0.7;Momentum:+0.7;LowVol:-0.5
null
10
25
5
hard 12%
220
24.3
Sideways
21.6
3.62
2.6
112
39
82
73
true
Rebalance
Rebalance back to target bands
-3
-20
BrokerB
LMT
97
RegimeShift
Reduce
Volatility spike and breadth deterioration
48
-19
12
3
false
Tighten stops on momentum names
P3349
Systematic
IRA
USD
2025-07-07
1,257,809
105,415
1,152,394
1
59.7
33
0
7.4
GLD:8.4%;HYG:10.8%;AMZN:21.3%;MUB:21.3%;VTI:17.0%;TLT:21.2%
US:62.7;EU:11.0;APAC:13.1;EM:10.0;Other:3.1
Value:-0.4;Growth:+0.7;Quality:+0.1;Size:-0.6;Momentum:+1.0;LowVol:+0.5
NoDerivatives
5
30
4.4
trailing 8%
134
19.2
Sideways
14.1
4.05
2.8
133
53
70
43
false
Rebalance
Shift +1% to bonds from equity
21
-21
BrokerA
MKT
94
null
null
Normal monitoring
-55
-49
-82
3
false
Within IPS guidelines
P3350
Systematic
401k
USD
2025-09-06
1,592,233
149,960
1,442,273
1
67.3
25.6
0
7.1
XLF:24.6%;AMZN:18.6%;IEF:12.2%;GLD:24.6%;VTI:19.9%
US:63.2;EU:7.5;APAC:14.5;EM:10.4;Other:4.3
Value:-0.4;Growth:0.0;Quality:+0.6;Size:+0.2;Momentum:+0.8;LowVol:-0.7
NoDerivatives
10
30
4.7
hard 12%
207
17.1
Volatile
21.3
3.62
4.1
180
2
46
52
false
Hedge
Add TLT +1% as duration hedge
28
12
BrokerA
VWAP
93
null
null
Normal monitoring
-12
4
28
4
false
Within IPS guidelines
P3351
Cautious
IRA
USD
2025-05-19
477,343
69,668
407,675
1
42.7
35.2
8.9
13.2
HYG:26.3%;VTI:25.0%;BRK.B:22.0%;AAPL:26.6%
US:68.8;EU:9.9;APAC:8.7;EM:10.4;Other:2.2
Value:-0.2;Growth:-0.2;Quality:+0.4;Size:0.0;Momentum:+0.5;LowVol:+0.4
NoMargin
6
30
4.9
trailing 8%
160
17
Bull
12.2
4.56
3
80
49
65
31
false
Rebalance
Shift +1% to bonds from equity
-10
-26
BrokerC
MKT
99
null
null
Normal monitoring
42
-3
96
3
false
Tax-aware sells next window
P3352
Active
Trust
USD
2025-11-14
2,407,740
174,299
2,233,441
1
56.8
31.8
3.1
8.3
TSLA:33.3%;HYG:33.3%;MSFT:33.3%
US:70.7;EU:9.0;APAC:9.6;EM:5.0;Other:5.7
Value:-0.2;Growth:-0.3;Quality:+1.0;Size:-0.0;Momentum:+0.8;LowVol:-0.2
MaxPos6%;NoDerivatives
7
25
5.8
trailing 8%
123
16.9
Sideways
16.9
4.24
3.3
126
45
67
57
false
NoAction
Within bands; monitor
-15
-12
BrokerB
VWAP
98
null
null
Normal monitoring
118
-20
237
4
false
Monitor dispersion and breadth
P3353
Hands-off
Roth
USD
2025-06-28
576,662
39,814
536,848
1
61.1
28.6
2.7
7.6
IEF:20.3%;HYG:17.1%;BRK.B:11.0%;TLT:20.3%;QQQ:20.3%;AMZN:10.9%
US:67.3;EU:10.4;APAC:13.8;EM:6.4;Other:2.1
Value:0.0;Growth:+0.9;Quality:+0.3;Size:+0.4;Momentum:+0.2;LowVol:-0.8
null
5
25
5.3
hard 10%
94
18.8
Bear
29.5
3.66
3
174
-7
37
72
true
Reduce
Cut high-beta by 2-3%, add cash
6
-12
BrokerB
MKT
86
VAR>budget
Reduce
Risk above budget threshold
13
-27
42
2
false
Monitor dispersion and breadth
P3354
Active
401k
USD
2025-10-28
2,417,300
171,376
2,245,924
1
68.5
22.2
1.1
8.2
VOO:22.1%;BRK.B:14.1%;BND:22.1%;IEF:8.3%;GLD:22.1%;TSLA:11.2%
US:68.0;EU:11.8;APAC:14.0;EM:5.8;Other:0.4
Value:+0.6;Growth:+0.8;Quality:-0.7;Size:+0.9;Momentum:+0.3;LowVol:-0.2
NoDerivatives
6
35
5
trailing 9%
196
21
Bull
13
4.65
2.9
105
59
82
44
true
Hedge
Buy index puts 1% notional
-15
11
BrokerA
MKT
96
VAR>budget
Hedge
Risk above budget threshold
60
11
196
3
false
Tighten stops on momentum names
P3355
Hands-off
Taxable
USD
2025-02-01
749,709
30,876
718,833
1
56.7
26.6
8
8.8
AMZN:23.6%;AAPL:17.8%;VTI:22.2%;TLT:20.6%;TSLA:15.7%
US:55.3;EU:18.8;APAC:13.6;EM:11.4;Other:0.9
Value:+0.8;Growth:-0.4;Quality:-0.2;Size:-0.8;Momentum:+0.5;LowVol:-0.1
null
5
30
3.2
trailing 8%
109
13.9
Sideways
15.4
4.83
2.7
92
28
71
50
true
Reduce
Cut high-beta by 2-3%, add cash
-8
14
BrokerA
LMT
86
VAR>budget
Reduce
Risk above budget threshold
54
-21
163
3
false
Tax-aware sells next window
P3356
Cautious
Roth
USD
2024-07-13
800,289
69,600
730,689
1
48.6
37.7
0.6
13.1
TLT:16.0%;AMZN:20.1%;BRK.B:20.7%;VNQ:9.6%;VTI:20.7%;VOO:13.0%
US:65.1;EU:17.1;APAC:12.1;EM:5.1;Other:0.7
Value:+0.1;Growth:-0.9;Quality:+0.6;Size:-0.5;Momentum:-0.6;LowVol:-0.4
MaxPos5%;NoMargin
8
30
5.9
trailing 8%
158
15.1
Bear
33.5
4.21
2.5
173
-117
5
71
true
Reduce
Cut high-beta by 2-3%, add cash
24
-6
BrokerB
LMT
100
VAR>budget
Reduce
Risk above budget threshold
26
-4
62
5
false
Tax-aware sells next window
P3357
Active
Trust
USD
2025-11-19
509,178
31,118
478,060
1.12
63
26
5.6
5.5
GLD:28.0%;IEF:28.0%;XLF:15.9%;BND:28.0%
US:69.7;EU:10.0;APAC:10.2;EM:7.6;Other:2.4
Value:+0.3;Growth:+0.4;Quality:-0.2;Size:-0.8;Momentum:-0.4;LowVol:-0.5
NoDerivatives
8
25
4.2
trailing 8%
135
19
Sideways
19.2
4.28
2.6
90
21
66
55
false
Buy
Add to core equity +1%
-9
9
BrokerB
MKT
90
null
null
Normal monitoring
98
-54
106
5
false
Within IPS guidelines
P3358
Active
IRA
USD
2024-10-24
650,177
52,602
597,575
1.1
58.4
31.2
4.1
6.3
GLD:35.7%;IEF:35.7%;BND:28.5%
US:68.5;EU:10.1;APAC:13.1;EM:5.7;Other:2.6
Value:+0.8;Growth:+0.7;Quality:-0.9;Size:+0.4;Momentum:-0.0;LowVol:+0.5
null
5
25
5.1
trailing 8%
195
19.7
Bull
13
4.53
2
78
61
91
47
false
Rebalance
Shift +1% to bonds from equity
27
-30
BrokerB
VWAP
94
null
null
Normal monitoring
-29
-26
-23
3
false
Tax-aware sells next window
P3359
Systematic
IRA
USD
2024-12-02
1,223,269
115,871
1,107,398
1
60.9
21.9
9.7
7.4
VOO:35.0%;IEF:35.0%;AMZN:30.1%
US:62.9;EU:11.3;APAC:15.4;EM:8.9;Other:1.5
Value:+0.5;Growth:+0.6;Quality:+0.2;Size:-0.8;Momentum:-0.4;LowVol:+1.0
null
10
30
5.6
trailing 9%
161
27.6
Volatile
30.6
3.94
4
128
-37
18
75
true
Hedge
Buy index puts 1% notional
23
-27
BrokerC
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
18
-5
32
2
false
Tighten stops on momentum names
P3360
Cautious
Trust
USD
2025-10-01
565,672
48,586
517,086
1
38.3
42
1.9
17.8
TSLA:11.8%;BND:17.7%;IEF:17.6%;XLF:20.4%;BRK.B:15.5%;TLT:17.1%
US:77.1;EU:5.3;APAC:5.7;EM:7.8;Other:4.2
Value:-0.5;Growth:+0.2;Quality:-1.0;Size:+0.7;Momentum:+0.9;LowVol:+0.3
ESGOnly;NoMargin
10
25
5.7
hard 10%
147
13.2
Bear
22.3
3.73
1
160
-103
5
42
false
Sell
Trim extended winner -1%
7
-9
BrokerB
MKT
88
null
null
Normal monitoring
-56
-60
-93
4
false
Within IPS guidelines
P3361
Systematic
IRA
USD
2025-07-22
451,623
43,536
408,087
1
58.7
29.6
5.2
6.5
GLD:27.7%;AMZN:27.7%;TSLA:17.0%;HYG:27.7%
US:61.5;EU:11.8;APAC:14.3;EM:10.5;Other:2.0
Value:+0.1;Growth:-0.5;Quality:-0.7;Size:+0.1;Momentum:-0.9;LowVol:+0.2
NoDerivatives
6
30
4.7
trailing 8%
211
19.8
Sideways
14.8
4.32
2.1
98
-23
28
46
true
Reduce
Cut high-beta by 2-3%, add cash
16
-25
BrokerA
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
76
-27
170
2
true
Within IPS guidelines
P3362
Systematic
401k
USD
2025-09-30
1,141,430
100,279
1,041,151
1
62.5
28.6
0
8.9
AMZN:12.6%;QQQ:18.0%;GLD:16.3%;MUB:15.7%;AAPL:20.3%;TSLA:17.1%
US:69.7;EU:13.2;APAC:10.2;EM:6.1;Other:0.8
Value:+0.2;Growth:+0.9;Quality:+0.7;Size:-0.5;Momentum:+0.8;LowVol:+0.6
MaxPos5%;NoDerivatives
7
30
5.6
trailing 8%
139
25.5
Volatile
27.3
3.89
2.8
162
68
91
63
false
Rebalance
Shift +1% to bonds from equity
22
-34
BrokerB
LMT
93
null
null
Normal monitoring
-51
9
-67
3
false
Monitor dispersion and breadth
P3363
Systematic
401k
USD
2024-07-28
1,946,384
97,406
1,848,978
1
63.7
31
0
5.3
VOO:12.0%;AMZN:14.8%;XLF:12.4%;TLT:23.2%;QQQ:14.4%;BRK.B:23.2%
US:76.0;EU:7.7;APAC:6.9;EM:6.2;Other:3.2
Value:+0.7;Growth:+0.1;Quality:+0.8;Size:-1.0;Momentum:+0.8;LowVol:-0.8
null
8
30
5.6
trailing 8%
133
18.1
Volatile
27.5
4.93
2.4
137
-57
34
69
false
NoAction
Within bands; monitor
0
-35
BrokerA
LMT
87
null
null
Normal monitoring
88
-32
224
4
false
Within IPS guidelines
P3364
Systematic
Roth
USD
2024-07-28
1,474,143
88,312
1,385,831
1
55.4
27.4
10.8
6.5
XLF:22.6%;QQQ:22.6%;IEF:17.5%;VNQ:14.7%;VOO:22.6%
US:69.0;EU:12.6;APAC:7.4;EM:8.6;Other:2.3
Value:-0.8;Growth:+0.5;Quality:+0.1;Size:+0.5;Momentum:-0.9;LowVol:-0.1
null
10
25
4.4
trailing 8%
184
22.4
Volatile
22.4
5.44
2.3
129
23
66
60
false
Sell
Trim extended winner -1%
26
4
BrokerD
VWAP
85
null
null
Normal monitoring
69
-18
195
5
false
Tax-aware sells next window
P3365
Active
401k
USD
2024-09-20
775,730
86,380
689,350
1
50.2
29.7
14.9
5.2
VTI:26.0%;HYG:26.0%;BRK.B:22.0%;BND:26.0%
US:58.6;EU:17.3;APAC:11.6;EM:9.9;Other:2.7
Value:-0.1;Growth:-0.3;Quality:-0.7;Size:+0.4;Momentum:+0.1;LowVol:+0.9
MaxPos7%;NoDerivatives
8
25
4.8
trailing 8%
201
17.7
Volatile
22.3
5.02
2.4
146
77
98
55
false
Sell
Trim extended winner -1%
-15
-5
BrokerC
VWAP
100
null
null
Normal monitoring
52
-50
30
3
false
Tax-aware sells next window
P3366
Systematic
Roth
USD
2025-11-27
1,854,721
106,211
1,748,510
1
62.8
31.9
0
5.3
TSLA:23.2%;XLF:9.7%;HYG:23.2%;GLD:23.2%;MUB:20.6%
US:63.9;EU:18.3;APAC:12.4;EM:4.4;Other:0.9
Value:+0.7;Growth:-1.0;Quality:-0.2;Size:-0.4;Momentum:-0.1;LowVol:+0.2
null
10
35
5.9
hard 12%
149
18.4
Bear
23.8
3.88
2
188
-86
7
72
true
Rebalance
Rebalance back to target bands
24
9
BrokerD
LMT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
44
-43
165
3
true
Within IPS guidelines
P3367
Active
IRA
USD
2025-04-07
833,457
92,384
741,073
1
65.2
21.3
5.8
7.7
IEF:25.6%;VTI:25.6%;MSFT:25.6%;MUB:23.3%
US:63.4;EU:19.8;APAC:10.6;EM:6.1;Other:0.1
Value:-0.9;Growth:+0.5;Quality:+0.4;Size:+0.1;Momentum:-0.3;LowVol:+0.3
MaxPos7%
8
35
5.5
trailing 8%
163
24
Volatile
27.2
5.08
2.1
158
-10
34
77
true
Hedge
Buy index puts 1% notional
-15
10
BrokerB
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-48
-21
61
4
false
Within IPS guidelines
P3368
Systematic
Taxable
USD
2025-06-18
1,478,935
96,875
1,382,060
1
66.2
28.9
0
4.9
AAPL:10.3%;VTI:22.9%;BRK.B:23.6%;QQQ:19.6%;MSFT:23.6%
US:72.8;EU:12.2;APAC:7.2;EM:6.2;Other:1.6
Value:+0.4;Growth:-0.4;Quality:+0.8;Size:+1.0;Momentum:-1.0;LowVol:-0.0
MaxPos5%
7
35
5.3
hard 12%
154
25.8
Volatile
31.6
5.03
3.6
180
3
36
72
true
Hedge
Buy index puts 1% notional
-1
-25
BrokerB
VWAP
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
-52
0
10
4
false
Within IPS guidelines
P3369
Active
IRA
USD
2024-12-23
1,835,141
146,547
1,688,594
1
65.1
25.9
0
8.9
XLF:19.4%;MSFT:17.9%;QQQ:22.7%;VTI:22.7%;TLT:17.4%
US:63.1;EU:16.6;APAC:8.0;EM:9.0;Other:3.3
Value:-0.2;Growth:-0.2;Quality:+0.6;Size:+0.9;Momentum:+0.8;LowVol:-0.6
null
6
30
5
hard 12%
133
22.3
Bull
17.3
4.73
2.1
93
71
89
56
false
Buy
Add to core equity +1%
7
-37
BrokerA
VWAP
96
null
null
Normal monitoring
3
-9
79
5
false
Increase defensive factor exposure
P3370
Hands-off
401k
USD
2024-07-13
706,565
59,487
647,078
1
61.2
19.2
12.5
7
MSFT:25.1%;VTI:26.6%;AAPL:26.6%;BND:21.7%
US:59.5;EU:16.1;APAC:12.7;EM:11.6;Other:0.2
Value:-0.0;Growth:-0.4;Quality:+0.5;Size:+0.2;Momentum:+0.6;LowVol:+0.9
ESGOnly;MaxPos7%;NoDerivatives
6
25
4.5
hard 10%
164
15.1
Bull
13.6
3.73
2.9
84
34
61
34
false
Rebalance
Shift +1% to bonds from equity
9
-11
BrokerD
MKT
91
null
null
Normal monitoring
112
-57
178
4
false
Increase defensive factor exposure
P3371
Cautious
Taxable
USD
2024-11-10
895,847
126,580
769,267
1
49.4
35.7
0
14.9
XLF:34.7%;TSLA:30.6%;GLD:34.7%
US:64.3;EU:19.5;APAC:11.3;EM:3.9;Other:1.0
Value:-0.5;Growth:+0.7;Quality:-0.9;Size:-0.5;Momentum:+1.0;LowVol:+0.8
MaxPos6%;NoDerivatives;NoMargin
5
25
5
trailing 8%
138
14.2
Volatile
29.4
3.55
3.9
168
-60
9
74
true
Reduce
Cut high-beta by 2-3%, add cash
-10
14
BrokerA
MKT
92
VAR>budget
Reduce
Risk above budget threshold
97
-39
177
4
false
Increase defensive factor exposure
P3372
Active
Trust
USD
2025-10-18
2,193,417
189,430
2,003,987
1
65
18.6
10.9
5.5
HYG:19.9%;MSFT:8.9%;BND:20.1%;QQQ:21.6%;BRK.B:8.0%;TLT:21.6%
US:65.5;EU:14.0;APAC:9.6;EM:8.6;Other:2.3
Value:+0.2;Growth:-0.2;Quality:+0.9;Size:-0.6;Momentum:+0.4;LowVol:-1.0
null
7
35
5.4
trailing 8%
134
27.9
Bull
17.9
3.64
2.2
114
96
100
62
false
Sell
Trim extended winner -1%
5
-31
BrokerC
MKT
94
null
null
Normal monitoring
5
-31
123
3
false
Increase defensive factor exposure
P3373
Opportunistic
Taxable
USD
2025-05-06
835,410
56,751
778,659
1
72.9
14.8
4.8
7.4
MSFT:11.4%;BND:20.2%;VOO:20.7%;QQQ:20.7%;GLD:19.5%;BRK.B:7.5%
US:65.1;EU:13.3;APAC:10.3;EM:7.7;Other:3.6
Value:-0.4;Growth:+0.5;Quality:+0.6;Size:+0.2;Momentum:0.0;LowVol:-0.9
MaxPos7%
7
35
4.2
trailing 9%
182
33.6
Bull
11.5
4.37
2.1
98
74
83
36
true
Rebalance
Rebalance back to target bands
19
-10
BrokerB
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
71
-39
199
3
false
Monitor dispersion and breadth
P3374
Active
Trust
USD
2025-11-03
1,130,387
80,968
1,049,419
1
50.8
21.1
21.7
6.5
BRK.B:18.5%;HYG:11.5%;AAPL:12.6%;TLT:13.2%;GLD:22.1%;TSLA:22.1%
US:69.4;EU:12.6;APAC:9.8;EM:6.2;Other:2.0
Value:-0.7;Growth:+0.8;Quality:+0.9;Size:-0.4;Momentum:+0.7;LowVol:+0.9
null
7
35
5.1
trailing 9%
135
17.6
Bear
28.8
3.11
1.2
154
-24
36
65
false
Rebalance
Shift +1% to bonds from equity
1
-19
BrokerD
LMT
90
null
null
Normal monitoring
12
-44
-2
4
false
Monitor dispersion and breadth
P3375
Active
Roth
USD
2024-10-04
681,520
50,023
631,497
1
56.3
18.3
18.6
6.8
XLF:19.3%;BND:19.7%;HYG:20.4%;MUB:20.4%;MSFT:13.9%;TSLA:6.2%
US:68.9;EU:9.3;APAC:13.9;EM:5.1;Other:2.8
Value:+0.4;Growth:-0.9;Quality:+0.3;Size:+0.3;Momentum:+0.7;LowVol:-1.0
MaxPos6%;NoDerivatives
5
35
5.5
trailing 8%
146
24.2
Volatile
25.5
4.67
2.2
170
-6
57
55
false
Sell
Trim extended winner -1%
9
-25
BrokerA
MKT
89
null
null
Normal monitoring
70
-28
72
3
false
Within IPS guidelines
P3376
Systematic
IRA
USD
2025-10-08
769,793
36,751
733,042
1
64.2
28.7
0
7.1
TLT:16.2%;VTI:23.7%;VNQ:24.1%;AMZN:24.1%;BRK.B:11.8%
US:67.1;EU:11.7;APAC:7.5;EM:10.0;Other:3.8
Value:+0.5;Growth:-1.0;Quality:-0.9;Size:+0.3;Momentum:-0.5;LowVol:-0.8
NoDerivatives
6
35
4.6
trailing 9%
179
24.6
Bear
34.4
3.07
2.7
219
-21
34
85
true
Rebalance
Rebalance back to target bands
-1
11
BrokerB
MKT
89
Drift>tolerance
Pause
Allocation drift beyond policy bands
80
-51
214
4
false
Tax-aware sells next window
P3377
Opportunistic
401k
USD
2025-01-13
1,629,784
85,035
1,544,749
1
60.2
13.5
22.2
4.1
BRK.B:25.0%;QQQ:25.0%;AAPL:25.0%;MSFT:25.0%
US:64.2;EU:13.3;APAC:10.9;EM:9.9;Other:1.7
Value:+0.5;Growth:-0.0;Quality:-0.6;Size:+0.7;Momentum:+0.2;LowVol:-0.8
MaxPos7%;NoDerivatives
7
35
4.9
trailing 7%
223
28.1
Bear
30.4
4.35
1.2
200
-102
5
74
true
Reduce
Cut high-beta by 2-3%, add cash
1
-1
BrokerC
VWAP
92
VAR>budget
Reduce
Risk above budget threshold
-39
-40
-44
4
false
Tax-aware sells next window
P3378
Hands-off
Roth
USD
2024-10-07
406,076
32,989
373,087
1
61.5
23.2
6.9
8.5
BND:24.4%;VOO:29.8%;AMZN:16.1%;TLT:29.8%
US:61.3;EU:13.4;APAC:15.1;EM:7.3;Other:2.8
Value:+0.7;Growth:-0.2;Quality:+0.9;Size:-0.4;Momentum:-0.5;LowVol:-0.1
null
8
35
5.6
trailing 8%
165
12.5
Volatile
26.7
4.55
4.4
144
46
81
78
true
Reduce
Cut high-beta by 2-3%, add cash
30
-39
BrokerD
MKT
88
VAR>budget
Hedge
Risk above budget threshold
120
9
146
2
true
Monitor dispersion and breadth
P3379
Active
Trust
USD
2025-10-09
2,155,145
221,338
1,933,807
1
65
23.8
5.6
5.6
VNQ:22.2%;AAPL:10.3%;VTI:22.7%;IEF:22.2%;BRK.B:22.7%
US:69.5;EU:6.8;APAC:11.6;EM:8.0;Other:4.1
Value:+0.2;Growth:-0.8;Quality:+0.2;Size:-0.7;Momentum:+0.4;LowVol:-0.3
MaxPos7%;NoDerivatives
5
30
5.6
trailing 9%
208
16.3
Sideways
18.9
4.32
3.4
112
-14
56
51
false
Rebalance
Shift +1% to bonds from equity
10
-15
BrokerA
MKT
92
null
null
Normal monitoring
-25
-31
-61
4
false
Within IPS guidelines
P3380
Hands-off
Taxable
USD
2024-12-05
651,839
48,749
603,090
1
73.4
17.3
0
9.4
QQQ:33.3%;VOO:33.3%;AMZN:33.3%
US:55.3;EU:15.0;APAC:15.7;EM:10.9;Other:3.2
Value:-1.0;Growth:+0.2;Quality:+0.4;Size:-0.5;Momentum:+0.5;LowVol:+0.6
ESGOnly;MaxPos5%
10
25
3.6
trailing 10%
169
18.2
Bull
16.9
4.65
2.4
89
105
100
63
false
Rebalance
Shift +1% to bonds from equity
29
9
BrokerB
LMT
90
null
null
Normal monitoring
96
-46
87
4
false
Monitor dispersion and breadth
P3381
Systematic
401k
USD
2025-09-22
562,489
36,442
526,047
1
63.3
30.2
1.1
5.4
MUB:25.1%;QQQ:25.1%;AAPL:25.1%;XLF:24.7%
US:72.0;EU:6.9;APAC:12.4;EM:6.5;Other:2.3
Value:-0.3;Growth:+0.7;Quality:-0.8;Size:-0.3;Momentum:-0.3;LowVol:-0.1
null
5
35
4.8
hard 12%
199
19.4
Volatile
27
5.48
4.5
175
-11
29
73
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-1
BrokerA
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-11
-48
104
2
false
Increase defensive factor exposure
P3382
Active
IRA
USD
2024-10-15
631,285
48,310
582,975
1
53.5
21.1
15.9
9.5
MUB:11.1%;AAPL:24.4%;HYG:24.4%;VOO:15.7%;VNQ:24.4%
US:72.2;EU:9.5;APAC:11.5;EM:4.7;Other:2.2
Value:-0.5;Growth:+0.5;Quality:+0.3;Size:-0.8;Momentum:-0.1;LowVol:-0.7
MaxPos6%;NoDerivatives
6
30
4.3
trailing 9%
189
20.8
Volatile
24
4.02
2.4
155
54
85
53
false
Rebalance
Shift +1% to bonds from equity
-1
1
BrokerD
LMT
90
null
null
Normal monitoring
25
-50
15
3
false
Monitor dispersion and breadth
P3383
Hands-off
IRA
USD
2025-08-17
528,289
47,578
480,711
1
56.1
16.8
22
5.2
TSLA:21.8%;TLT:11.3%;VTI:19.8%;VNQ:21.8%;AMZN:14.4%;QQQ:10.9%
US:61.8;EU:11.9;APAC:10.3;EM:11.8;Other:4.2
Value:-0.6;Growth:+0.3;Quality:-0.7;Size:-0.2;Momentum:+0.1;LowVol:-0.8
MaxPos7%;NoDerivatives
8
25
4.9
trailing 8%
127
18.6
Sideways
14.8
4.68
2.7
98
10
62
45
false
Sell
Trim extended winner -1%
8
11
BrokerA
LMT
94
null
null
Normal monitoring
-1
0
82
3
false
Increase defensive factor exposure
P3384
Hands-off
401k
USD
2024-12-17
660,403
53,947
606,456
1
69.8
24.2
0
5.9
MSFT:17.1%;TLT:18.0%;GLD:21.3%;MUB:9.1%;VTI:13.1%;BRK.B:21.3%
US:57.4;EU:12.3;APAC:14.7;EM:11.5;Other:4.1
Value:-0.1;Growth:-0.4;Quality:+0.6;Size:-0.9;Momentum:-1.0;LowVol:+0.6
ESGOnly;MaxPos8%
5
25
3
hard 10%
104
13.2
Volatile
21.6
3.7
3
146
15
53
75
true
Hedge
Buy index puts 1% notional
33
0
BrokerC
LMT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-48
-53
69
5
false
Monitor dispersion and breadth
P3385
Systematic
Taxable
USD
2025-09-14
1,701,412
161,578
1,539,834
1
58.8
22.2
11.7
7.3
TLT:16.7%;BRK.B:23.2%;MUB:14.4%;IEF:22.4%;HYG:23.2%
US:60.6;EU:18.1;APAC:12.7;EM:5.7;Other:2.8
Value:-0.1;Growth:+0.7;Quality:+0.8;Size:-0.2;Momentum:+0.5;LowVol:-0.8
MaxPos8%;NoDerivatives
8
25
5.3
trailing 8%
200
23
Bull
11.5
3.64
2.6
95
64
88
45
false
Rebalance
Shift +1% to bonds from equity
-15
0
BrokerA
MKT
100
null
null
Normal monitoring
26
-29
129
3
false
Increase defensive factor exposure
P3386
Opportunistic
Roth
USD
2024-12-03
1,409,073
119,560
1,289,513
1
63.1
11.9
20.5
4.5
BRK.B:24.0%;BND:25.1%;TSLA:25.4%;MUB:25.4%
US:54.2;EU:19.5;APAC:11.8;EM:11.1;Other:3.5
Value:-0.7;Growth:-0.9;Quality:+0.8;Size:-0.9;Momentum:0.0;LowVol:-1.0
null
5
30
5.6
trailing 7%
169
24.5
Sideways
20.3
3.85
3
127
-22
47
49
false
Rebalance
Shift +1% to bonds from equity
16
-15
BrokerC
MKT
90
null
null
Normal monitoring
103
-21
69
4
false
Increase defensive factor exposure
P3387
Opportunistic
Roth
USD
2025-08-22
1,467,931
48,030
1,419,901
1
72.6
18.6
3.8
5
MUB:21.9%;IEF:22.5%;VTI:22.5%;BRK.B:22.5%;AAPL:10.6%
US:74.3;EU:6.7;APAC:5.9;EM:8.2;Other:5.0
Value:-0.2;Growth:-0.2;Quality:+0.9;Size:+0.5;Momentum:+0.4;LowVol:+0.3
MaxPos5%;NoDerivatives
7
35
6.8
trailing 7%
162
21.5
Bull
14.6
4.12
2.8
105
81
91
48
false
Buy
Add to core equity +1%
12
5
BrokerA
LMT
90
null
null
Normal monitoring
111
6
72
5
false
Increase defensive factor exposure
P3388
Cautious
Trust
USD
2025-08-14
730,001
102,998
627,003
1
49.7
35.4
0.7
14.2
XLF:14.7%;BND:24.0%;TLT:24.0%;HYG:20.7%;VTI:16.6%
US:58.8;EU:13.1;APAC:15.8;EM:8.5;Other:3.8
Value:+0.1;Growth:-1.0;Quality:-0.2;Size:+0.9;Momentum:-0.4;LowVol:+0.3
ESGOnly;NoMargin
5
30
3
hard 10%
128
18.2
Volatile
29
4.23
2.1
172
48
75
77
true
Hedge
Buy index puts 1% notional
22
-35
BrokerA
LMT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
21
-3
33
4
false
Monitor dispersion and breadth
P3389
Active
IRA
USD
2025-12-25
1,932,308
220,715
1,711,593
1
61.9
27.1
5.5
5.5
VOO:21.9%;XLF:21.9%;HYG:17.3%;AMZN:21.9%;AAPL:17.2%
US:73.2;EU:12.5;APAC:7.8;EM:5.7;Other:0.7
Value:-0.0;Growth:-0.9;Quality:-0.0;Size:+0.6;Momentum:+0.2;LowVol:+0.9
NoDerivatives
7
35
4.5
trailing 9%
202
18.3
Bull
15.4
4.05
2.3
112
114
92
52
false
Buy
Add to core equity +1%
-8
-20
BrokerA
MKT
88
null
null
Normal monitoring
103
-58
80
4
false
Within IPS guidelines
P3390
Active
Taxable
USD
2025-04-17
836,978
93,268
743,710
1
64
28
0
8
AMZN:20.2%;HYG:20.4%;VTI:19.4%;MSFT:14.8%;TSLA:15.2%;TLT:10.0%
US:59.6;EU:20.7;APAC:7.6;EM:6.7;Other:5.5
Value:-0.5;Growth:-1.0;Quality:+0.8;Size:-0.4;Momentum:-0.0;LowVol:-0.0
null
5
35
5.2
trailing 8%
125
17.9
Bull
16.4
4.69
3.1
98
44
79
54
false
Buy
Add to core equity +1%
-13
5
BrokerC
MKT
99
null
null
Normal monitoring
78
-2
118
4
false
Tighten stops on momentum names
P3391
Hands-off
Trust
USD
2024-10-05
523,057
25,401
497,656
1
67.7
27.4
0
5
GLD:25.4%;XLF:25.4%;IEF:25.4%;BRK.B:23.9%
US:65.7;EU:14.2;APAC:8.9;EM:10.4;Other:0.7
Value:+0.6;Growth:+0.3;Quality:-0.5;Size:-0.7;Momentum:-0.5;LowVol:+0.5
NoDerivatives
5
25
3.5
trailing 8%
142
15.4
Bull
16.7
4.68
3.1
114
58
82
59
false
Buy
Add to core equity +1%
-12
-40
BrokerB
LMT
87
null
null
Normal monitoring
23
-59
-10
5
false
Within IPS guidelines
P3392
Opportunistic
IRA
USD
2025-03-26
973,706
60,326
913,380
1
67.1
17.3
10.1
5.5
XLF:33.3%;TSLA:33.3%;BND:33.3%
US:66.0;EU:21.4;APAC:7.0;EM:3.9;Other:1.7
Value:+0.9;Growth:+0.7;Quality:-0.3;Size:-0.2;Momentum:+0.8;LowVol:-0.0
NoDerivatives
8
35
6.5
trailing 7%
202
22.3
Sideways
17.1
3.63
3.3
133
55
73
54
false
Rebalance
Shift +1% to bonds from equity
10
12
BrokerD
VWAP
95
null
null
Normal monitoring
-5
-31
51
3
false
Tax-aware sells next window
P3393
Cautious
Taxable
USD
2025-06-28
767,230
117,097
650,133
1
36.8
39.4
8.4
15.4
QQQ:23.0%;IEF:13.5%;VOO:23.0%;HYG:17.4%;AAPL:23.0%
US:65.0;EU:13.2;APAC:16.4;EM:3.8;Other:1.5
Value:-0.7;Growth:+0.5;Quality:+0.4;Size:-0.4;Momentum:-0.9;LowVol:-0.1
NoDerivatives;NoMargin
6
35
3
trailing 8%
90
17.6
Volatile
29
3.76
2.7
116
68
95
67
false
Rebalance
Shift +1% to bonds from equity
33
-23
BrokerA
MKT
88
null
null
Normal monitoring
5
-55
126
3
false
Tighten stops on momentum names
P3394
Active
Trust
USD
2024-07-18
945,271
82,197
863,074
1.21
58.2
28.7
7.7
5.4
VOO:28.2%;TLT:35.9%;BRK.B:35.9%
US:73.6;EU:7.1;APAC:11.0;EM:5.7;Other:2.6
Value:+0.7;Growth:+0.1;Quality:-0.9;Size:-0.8;Momentum:+0.2;LowVol:-0.3
null
8
35
5
trailing 8%
216
20.4
Bull
14.1
4.84
2.7
87
92
100
48
false
Rebalance
Shift +1% to bonds from equity
29
-1
BrokerC
MKT
100
null
null
Normal monitoring
116
-1
82
5
false
Tax-aware sells next window
P3395
Active
Taxable
USD
2024-07-31
2,488,081
231,508
2,256,573
1
67.2
24.6
2.1
6.1
AAPL:33.3%;TLT:33.3%;TSLA:33.3%
US:64.7;EU:12.3;APAC:15.8;EM:5.5;Other:1.7
Value:+0.2;Growth:+0.5;Quality:+0.8;Size:+0.5;Momentum:-0.1;LowVol:-0.9
MaxPos7%;NoDerivatives
8
35
5.4
trailing 8%
146
19.1
Volatile
27.9
3.94
2.7
134
-17
39
69
false
Hedge
Add TLT +1% as duration hedge
15
-36
BrokerB
LMT
86
null
null
Normal monitoring
35
5
174
3
false
Within IPS guidelines
P3396
Systematic
401k
USD
2024-12-13
1,991,154
98,207
1,892,947
1
66.1
28.3
0
5.6
MUB:22.8%;MSFT:22.8%;BRK.B:22.8%;HYG:8.9%;VOO:22.8%
US:69.5;EU:11.3;APAC:11.4;EM:6.8;Other:0.9
Value:-0.6;Growth:-0.8;Quality:+0.4;Size:+0.8;Momentum:-0.4;LowVol:0.0
null
7
25
5.3
trailing 8%
174
20.9
Bull
17.4
3.74
3.3
84
71
99
57
false
Rebalance
Shift +1% to bonds from equity
-8
-37
BrokerD
MKT
89
null
null
Normal monitoring
9
-39
51
4
false
Increase defensive factor exposure
P3397
Active
Roth
USD
2025-02-11
1,946,205
124,426
1,821,779
1.11
65.7
20.6
5.6
8.1
MSFT:27.8%;XLF:27.8%;TLT:27.8%;VOO:16.7%
US:68.2;EU:7.8;APAC:7.5;EM:11.8;Other:4.8
Value:+0.3;Growth:-0.0;Quality:-0.9;Size:-0.2;Momentum:+0.1;LowVol:-0.6
NoDerivatives
8
30
5.1
hard 12%
153
21.9
Sideways
15
4.75
2.6
119
23
51
55
false
Hedge
Add TLT +1% as duration hedge
5
-37
BrokerB
VWAP
86
null
null
Normal monitoring
8
-60
16
5
false
Increase defensive factor exposure
P3398
Cautious
401k
USD
2024-10-27
287,358
24,647
262,711
1
35.4
36.6
14
14
VNQ:11.7%;VOO:21.6%;HYG:22.2%;GLD:22.2%;TLT:22.2%
US:66.8;EU:15.9;APAC:12.0;EM:5.1;Other:0.2
Value:-0.9;Growth:-0.3;Quality:+0.6;Size:-1.0;Momentum:+0.6;LowVol:-0.6
ESGOnly;NoDerivatives;NoMargin
10
25
5.9
trailing 8%
153
13.2
Sideways
15.9
3.86
2.2
110
49
69
25
false
Rebalance
Shift +1% to bonds from equity
18
-2
BrokerB
MKT
96
null
null
Normal monitoring
120
-11
111
5
false
Within IPS guidelines
P3399
Hands-off
Trust
USD
2025-02-10
729,535
55,355
674,180
1
65
18.5
10.9
5.6
TLT:33.3%;VNQ:33.3%;MSFT:33.3%
US:62.2;EU:15.0;APAC:8.6;EM:11.1;Other:3.1
Value:+0.2;Growth:-0.2;Quality:-0.2;Size:+0.8;Momentum:-0.2;LowVol:+0.5
NoDerivatives
6
35
4
hard 10%
90
19.6
Bear
26.3
3.21
1.6
207
-23
23
71
true
Rebalance
Rebalance back to target bands
1
-26
BrokerB
MKT
93
VAR>budget
TightenStops
Risk above budget threshold
86
-11
213
3
false
Within IPS guidelines
P3400
Active
Taxable
USD
2025-12-08
1,515,056
129,969
1,385,087
1
57.6
27.5
5.1
9.8
VOO:17.0%;MUB:7.9%;BND:21.9%;MSFT:11.7%;VTI:21.9%;GLD:19.6%
US:70.3;EU:8.8;APAC:12.7;EM:4.6;Other:3.5
Value:+0.3;Growth:+0.2;Quality:-0.9;Size:+0.1;Momentum:-0.2;LowVol:+0.2
MaxPos5%
8
30
4.5
trailing 9%
217
27.8
Sideways
14.3
4.13
3.4
95
10
68
37
false
Rebalance
Shift +1% to bonds from equity
33
10
BrokerB
MKT
85
null
null
Normal monitoring
6
-12
123
5
false
Within IPS guidelines