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
P3401
Cautious
Taxable
USD
2025-06-03
433,089
63,722
369,367
1
39
31.5
13.4
16.1
MSFT:29.4%;XLF:26.9%;BND:29.4%;MUB:14.3%
US:67.9;EU:12.8;APAC:7.8;EM:6.9;Other:4.6
Value:-0.4;Growth:+0.5;Quality:-0.1;Size:-0.8;Momentum:-0.3;LowVol:-0.8
MaxPos7%;NoMargin
10
25
3.6
trailing 10%
165
15.2
Bear
33.8
3.77
2.5
209
24
54
67
false
Rebalance
Shift +1% to bonds from equity
16
-4
BrokerA
MKT
89
null
null
Normal monitoring
-16
-16
113
4
false
Monitor dispersion and breadth
P3402
Active
IRA
USD
2025-02-06
862,857
78,066
784,791
1
60.4
27.4
7.1
5.2
AMZN:25.1%;VTI:25.1%;XLF:24.6%;GLD:25.1%
US:59.2;EU:20.8;APAC:12.3;EM:6.7;Other:0.9
Value:-0.1;Growth:+0.8;Quality:-0.9;Size:-0.1;Momentum:+0.2;LowVol:-0.2
null
5
25
4.8
trailing 9%
206
27.7
Bull
11.5
4.85
2.8
97
18
71
44
false
Rebalance
Shift +1% to bonds from equity
19
3
BrokerA
VWAP
95
null
null
Normal monitoring
10
8
56
5
false
Within IPS guidelines
P3403
Hands-off
Roth
USD
2024-11-19
889,091
53,927
835,164
1
67.8
25.7
0
6.5
MSFT:23.7%;IEF:23.7%;AMZN:15.1%;TSLA:13.7%;VOO:23.7%
US:62.9;EU:13.8;APAC:10.9;EM:8.6;Other:3.9
Value:-0.4;Growth:-0.3;Quality:+0.6;Size:+0.1;Momentum:+0.6;LowVol:-0.2
ESGOnly
6
30
5.3
trailing 8%
133
19.8
Bear
32.1
3.57
1.3
209
-12
50
75
true
Rebalance
Rebalance back to target bands
-4
-30
BrokerD
MKT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-32
-23
-59
3
false
Monitor dispersion and breadth
P3404
Active
Roth
USD
2024-09-08
1,868,599
189,621
1,678,978
1
50.1
24.8
15.7
9.3
IEF:23.5%;QQQ:23.8%;BRK.B:26.4%;VTI:26.4%
US:61.8;EU:16.2;APAC:11.8;EM:8.9;Other:1.4
Value:+0.2;Growth:+0.7;Quality:-0.8;Size:+0.4;Momentum:-0.7;LowVol:-0.3
NoDerivatives
10
35
4.8
trailing 8%
171
26.2
Bear
26.1
3.74
1.7
139
-57
35
54
true
Reduce
Cut high-beta by 2-3%, add cash
9
1
BrokerC
VWAP
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
67
-27
135
4
true
Monitor dispersion and breadth
P3405
Systematic
Trust
USD
2025-05-30
1,956,265
147,467
1,808,798
1
59.7
28.2
3.3
8.8
IEF:23.0%;AAPL:23.0%;TLT:18.5%;MUB:23.0%;BRK.B:12.5%
US:65.6;EU:11.9;APAC:8.5;EM:10.2;Other:3.9
Value:-0.3;Growth:+1.0;Quality:-0.9;Size:-0.7;Momentum:-0.5;LowVol:+0.4
MaxPos8%;NoDerivatives
8
25
5.3
hard 12%
153
25.6
Bull
13.1
3.8
2.4
87
36
80
43
false
Rebalance
Shift +1% to bonds from equity
-3
14
BrokerD
MKT
94
null
null
Normal monitoring
-45
7
66
4
false
Increase defensive factor exposure
P3406
Active
Roth
USD
2024-09-15
2,442,256
186,506
2,255,750
1
64.1
29.9
0
6
TLT:17.5%;BRK.B:20.7%;HYG:10.4%;IEF:20.7%;XLF:15.3%;GLD:15.5%
US:74.7;EU:5.8;APAC:14.0;EM:5.4;Other:0.1
Value:-0.9;Growth:+0.5;Quality:-0.2;Size:+0.1;Momentum:+0.5;LowVol:-0.4
null
10
25
5.3
trailing 8%
191
25.1
Bull
12.8
4.35
2.5
112
105
100
41
false
Buy
Add to core equity +1%
10
-11
BrokerB
LMT
94
null
null
Normal monitoring
65
-23
119
3
false
Increase defensive factor exposure
P3407
Opportunistic
401k
USD
2025-05-09
1,515,278
71,323
1,443,955
1
75
19.5
0
5.4
VNQ:33.3%;TLT:33.3%;VTI:33.3%
US:66.6;EU:9.9;APAC:9.7;EM:9.8;Other:3.9
Value:-0.8;Growth:+0.9;Quality:-0.0;Size:-0.2;Momentum:-0.8;LowVol:-0.7
MaxPos6%;NoDerivatives
8
30
5.7
trailing 7%
167
22.5
Volatile
27.2
3.74
3.6
177
-8
58
71
true
Rebalance
Rebalance back to target bands
17
-15
BrokerB
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
63
-33
60
5
false
Increase defensive factor exposure
P3408
Cautious
IRA
USD
2025-07-22
608,213
80,977
527,236
1
48.9
34.9
0
16.2
AMZN:33.3%;AAPL:33.3%;GLD:33.3%
US:72.5;EU:8.7;APAC:8.3;EM:7.0;Other:3.6
Value:+0.1;Growth:-0.2;Quality:-0.2;Size:-0.3;Momentum:-0.8;LowVol:+0.7
MaxPos7%;NoDerivatives;NoMargin
8
25
4.2
trailing 8%
127
18.8
Bull
12.7
4.5
3.3
105
28
76
28
false
Buy
Add to core equity +1%
-9
-28
BrokerC
MKT
91
null
null
Normal monitoring
42
-33
117
3
false
Increase defensive factor exposure
P3409
Opportunistic
Roth
USD
2025-09-03
426,672
21,447
405,225
1.06
73
16.3
2.8
7.9
XLF:28.3%;TSLA:15.2%;MUB:28.3%;VOO:28.3%
US:72.0;EU:7.8;APAC:11.3;EM:5.4;Other:3.5
Value:+0.2;Growth:+0.3;Quality:0.0;Size:-0.7;Momentum:+0.3;LowVol:-0.5
null
8
25
5.2
hard 12%
225
32.1
Bull
11.1
4.38
2.8
78
3
58
56
false
Rebalance
Shift +1% to bonds from equity
25
-8
BrokerC
LMT
85
null
null
Normal monitoring
112
8
222
5
false
Tighten stops on momentum names
P3410
Systematic
IRA
USD
2025-04-21
1,577,023
133,882
1,443,141
1
55.2
30.4
5.4
9
AMZN:8.2%;QQQ:22.5%;AAPL:19.6%;MSFT:17.0%;GLD:10.2%;BRK.B:22.5%
US:62.8;EU:15.0;APAC:12.2;EM:9.6;Other:0.4
Value:+1.0;Growth:-0.3;Quality:+1.0;Size:+0.2;Momentum:+1.0;LowVol:-0.3
NoDerivatives
5
35
4.6
trailing 9%
207
24.9
Sideways
19.5
3.82
2.3
140
44
87
50
false
Rebalance
Shift +1% to bonds from equity
6
-11
BrokerC
LMT
93
null
null
Normal monitoring
-36
8
-70
3
false
Increase defensive factor exposure
P3411
Systematic
IRA
USD
2025-06-05
494,949
35,457
459,492
1
62.6
21
6.6
9.8
AAPL:21.2%;TSLA:11.1%;TLT:8.9%;AMZN:21.2%;VTI:16.6%;MUB:21.2%
US:64.6;EU:8.9;APAC:12.7;EM:10.1;Other:3.7
Value:-0.3;Growth:+0.9;Quality:+0.7;Size:-1.0;Momentum:+0.7;LowVol:-0.6
null
8
25
5.7
trailing 8%
208
23.9
Sideways
18.1
3.89
2.4
124
-26
42
52
false
Rebalance
Shift +1% to bonds from equity
21
-30
BrokerC
LMT
88
null
null
Normal monitoring
104
-3
77
4
false
Within IPS guidelines
P3412
Opportunistic
IRA
USD
2025-02-08
522,533
22,393
500,140
1
64.9
17
10.8
7.3
VOO:24.1%;BND:13.4%;TLT:20.0%;XLF:24.1%;TSLA:18.3%
US:70.0;EU:13.6;APAC:5.6;EM:9.7;Other:1.1
Value:0.0;Growth:-0.2;Quality:+0.2;Size:-0.4;Momentum:+0.2;LowVol:-0.1
null
10
35
6.7
hard 12%
195
29.1
Sideways
19.1
4.02
2.2
109
23
63
52
false
Buy
Add to core equity +1%
28
-10
BrokerC
LMT
85
null
null
Normal monitoring
-15
-38
125
3
false
Within IPS guidelines
P3413
Hands-off
IRA
USD
2025-08-12
412,306
31,073
381,233
1
61
16.8
15
7.2
VNQ:17.0%;TSLA:27.7%;BRK.B:27.7%;IEF:27.7%
US:66.0;EU:15.3;APAC:9.1;EM:5.5;Other:4.1
Value:+0.5;Growth:+0.7;Quality:+0.2;Size:+0.2;Momentum:-0.3;LowVol:-0.7
ESGOnly
7
30
3.1
trailing 8%
113
18.4
Volatile
30.9
3.5
3.2
171
-60
12
78
true
Hedge
Buy index puts 1% notional
9
-3
BrokerB
MKT
100
VAR>budget
Hedge
Risk above budget threshold
-43
-29
-7
2
false
Within IPS guidelines
P3414
Opportunistic
Taxable
USD
2025-09-09
593,890
31,654
562,236
1
68.8
13
13
5.1
IEF:23.4%;XLF:16.9%;GLD:21.4%;AMZN:14.8%;TSLA:23.4%
US:77.1;EU:6.8;APAC:12.4;EM:3.5;Other:0.1
Value:+0.7;Growth:+0.9;Quality:+0.1;Size:+0.7;Momentum:+0.3;LowVol:-0.3
null
5
30
4.4
trailing 7%
198
33.5
Volatile
31.7
3.66
2.9
150
79
100
91
true
Reduce
Cut high-beta by 2-3%, add cash
23
-10
BrokerB
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
10
-48
149
3
false
Increase defensive factor exposure
P3415
Cautious
Roth
USD
2024-11-02
733,797
79,014
654,783
1
47
40
0
13
GLD:33.3%;AMZN:33.3%;VNQ:33.3%
US:68.6;EU:7.7;APAC:15.6;EM:6.7;Other:1.4
Value:-1.0;Growth:0.0;Quality:-0.5;Size:-0.5;Momentum:+0.6;LowVol:+0.3
NoMargin
5
30
5.8
trailing 8%
102
12.3
Volatile
21.3
5.08
3.6
172
9
63
50
false
Rebalance
Shift +1% to bonds from equity
27
-37
BrokerC
LMT
99
null
null
Normal monitoring
93
-16
195
5
false
Tax-aware sells next window
P3416
Cautious
Taxable
USD
2025-08-24
260,847
24,206
236,641
1
38.4
42.3
2.4
17
BND:12.9%;QQQ:25.0%;VTI:25.0%;TLT:25.0%;MSFT:12.0%
US:60.7;EU:16.9;APAC:6.5;EM:13.5;Other:2.4
Value:-0.3;Growth:-0.2;Quality:+0.7;Size:-0.3;Momentum:+0.2;LowVol:+0.6
ESGOnly;NoMargin
5
25
3.6
trailing 10%
159
12.3
Sideways
15
3.65
2.8
108
44
71
43
true
Rebalance
Rebalance back to target bands
17
-28
BrokerB
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-19
-17
-26
5
false
Increase defensive factor exposure
P3417
Opportunistic
IRA
USD
2024-10-17
1,694,390
149,105
1,545,285
1
65.2
19.4
9.6
5.8
AMZN:26.5%;VNQ:26.5%;GLD:26.5%;HYG:20.6%
US:62.3;EU:15.5;APAC:12.4;EM:6.2;Other:3.7
Value:-0.6;Growth:0.0;Quality:-0.4;Size:+0.9;Momentum:-0.4;LowVol:+0.7
null
8
25
4.6
trailing 9%
270
21.9
Bull
16.9
4.75
3.3
89
82
92
62
false
Buy
Add to core equity +1%
19
12
BrokerC
LMT
92
null
null
Normal monitoring
98
-14
74
5
false
Tighten stops on momentum names
P3418
Active
Roth
USD
2024-10-16
1,439,372
133,418
1,305,954
1
50.6
22.7
18
8.7
MSFT:23.9%;TSLA:23.9%;HYG:19.4%;VTI:23.9%;BND:8.9%
US:70.9;EU:8.3;APAC:12.5;EM:6.3;Other:2.0
Value:-0.2;Growth:-0.7;Quality:-0.9;Size:+0.4;Momentum:+0.3;LowVol:+0.2
MaxPos8%
10
25
4.7
hard 12%
149
23.8
Bear
26.4
3.97
2
193
34
82
59
true
Hedge
Buy index puts 1% notional
20
-37
BrokerD
MKT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
112
1
131
4
false
Increase defensive factor exposure
P3419
Systematic
IRA
USD
2025-09-28
1,918,457
172,518
1,745,939
1
55
29.6
6.8
8.6
QQQ:21.3%;BRK.B:19.0%;AAPL:18.8%;TLT:21.3%;TSLA:19.6%
US:73.9;EU:7.8;APAC:5.5;EM:8.6;Other:4.2
Value:+0.7;Growth:-0.6;Quality:-0.4;Size:+0.8;Momentum:-0.5;LowVol:+0.4
NoDerivatives
5
35
5.7
hard 12%
148
17.9
Bull
17.9
4.83
3.4
85
79
88
40
false
Sell
Trim extended winner -1%
18
-29
BrokerA
MKT
86
null
null
Normal monitoring
37
10
137
3
false
Tax-aware sells next window
P3420
Active
401k
USD
2025-07-17
787,782
73,783
713,999
1
59.2
22.1
11.7
7.1
BRK.B:27.6%;XLF:27.6%;VTI:27.6%;IEF:17.3%
US:66.8;EU:15.5;APAC:8.1;EM:5.8;Other:3.8
Value:+0.7;Growth:-0.1;Quality:+0.3;Size:+0.9;Momentum:-0.6;LowVol:-0.4
null
5
35
4.8
trailing 8%
170
22.9
Volatile
22.2
5.39
2.8
143
76
81
63
false
Buy
Add to core equity +1%
23
-33
BrokerB
MKT
87
null
null
Normal monitoring
101
19
212
3
false
Tax-aware sells next window
P3421
Active
IRA
USD
2024-08-22
2,185,514
249,443
1,936,071
1.09
66.2
27.6
0
6.2
QQQ:23.9%;HYG:28.3%;GLD:19.5%;AAPL:28.3%
US:64.6;EU:15.4;APAC:12.3;EM:6.0;Other:1.8
Value:+0.7;Growth:+0.9;Quality:+0.9;Size:-0.0;Momentum:-0.3;LowVol:+0.3
NoDerivatives
8
35
4.2
trailing 8%
165
19.3
Bear
33.9
3.04
2.7
156
-47
32
81
true
Hedge
Buy index puts 1% notional
33
-31
BrokerA
MKT
88
VAR>budget
Hedge
Risk above budget threshold
-53
8
-81
5
false
Tighten stops on momentum names
P3422
Hands-off
Roth
USD
2025-05-07
231,642
19,750
211,892
1
62.8
21.8
7.1
8.2
AAPL:17.9%;MSFT:20.6%;VOO:16.3%;TLT:13.0%;IEF:19.5%;QQQ:12.7%
US:69.8;EU:10.0;APAC:11.3;EM:7.9;Other:0.9
Value:-0.0;Growth:+0.9;Quality:-0.2;Size:+0.3;Momentum:+0.7;LowVol:+0.4
null
8
30
3.3
trailing 10%
156
13.9
Sideways
15.2
5
3.4
110
-4
40
57
false
Rebalance
Shift +1% to bonds from equity
14
10
BrokerC
MKT
91
null
null
Normal monitoring
-11
-14
-28
4
false
Tighten stops on momentum names
P3423
Hands-off
Trust
USD
2025-04-06
423,425
38,219
385,206
1
59.4
30
2.8
7.9
QQQ:24.7%;XLF:25.1%;TSLA:25.1%;AAPL:25.1%
US:71.6;EU:9.6;APAC:12.5;EM:5.0;Other:1.3
Value:+0.3;Growth:-0.8;Quality:+0.4;Size:-0.9;Momentum:+0.5;LowVol:+0.5
null
10
30
5.9
trailing 8%
148
19.6
Bull
12.7
4.65
2.6
108
88
83
49
false
Hedge
Add TLT +1% as duration hedge
11
-3
BrokerB
MKT
97
null
null
Normal monitoring
111
-20
225
3
false
Tighten stops on momentum names
P3424
Active
IRA
USD
2024-08-16
1,238,878
90,216
1,148,662
1
62.2
31.4
0
6.5
QQQ:22.7%;AAPL:19.2%;BRK.B:22.7%;TSLA:22.7%;IEF:12.8%
US:74.2;EU:7.1;APAC:8.4;EM:7.3;Other:3.0
Value:-0.3;Growth:-0.8;Quality:-0.1;Size:+0.8;Momentum:-0.3;LowVol:+0.3
null
7
30
4.2
trailing 8%
212
19.7
Bull
11.8
4.55
3.4
109
83
100
38
false
Sell
Trim extended winner -1%
-5
-24
BrokerC
MKT
96
null
null
Normal monitoring
65
-28
145
5
false
Tighten stops on momentum names
P3425
Cautious
Taxable
USD
2025-02-19
835,201
89,060
746,141
1
43.2
35.2
4.4
17.2
MUB:25.0%;VNQ:25.0%;TLT:25.0%;HYG:25.0%
US:66.1;EU:16.1;APAC:7.5;EM:8.0;Other:2.3
Value:-1.0;Growth:-0.5;Quality:+0.5;Size:-0.8;Momentum:-0.8;LowVol:+0.3
ESGOnly;MaxPos6%;NoMargin
10
25
5.3
trailing 10%
95
12.5
Volatile
22.7
5.31
2.9
145
55
66
58
false
Buy
Add to core equity +1%
5
3
BrokerD
MKT
93
null
null
Normal monitoring
-8
14
65
3
false
Tighten stops on momentum names
P3426
Cautious
Taxable
USD
2025-11-07
784,649
119,716
664,933
1
43.5
41
0
15.5
BND:29.9%;IEF:35.0%;VNQ:35.0%
US:66.8;EU:12.2;APAC:7.2;EM:9.9;Other:3.9
Value:-0.8;Growth:-0.6;Quality:-0.2;Size:+0.8;Momentum:-0.9;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
8
25
5
hard 10%
96
17
Bear
25.4
3.13
2.3
142
20
62
47
false
Rebalance
Shift +1% to bonds from equity
34
-25
BrokerC
LMT
89
null
null
Normal monitoring
26
-6
25
4
false
Increase defensive factor exposure
P3427
Cautious
Trust
USD
2025-12-23
580,647
52,144
528,503
1
44.7
35.5
7.1
12.7
VOO:13.0%;AMZN:22.9%;XLF:22.9%;MUB:19.1%;BRK.B:22.0%
US:67.7;EU:9.4;APAC:10.1;EM:8.7;Other:4.1
Value:-1.0;Growth:+0.2;Quality:+0.6;Size:-0.8;Momentum:-0.6;LowVol:+0.3
MaxPos6%;NoDerivatives;NoMargin
6
25
4.9
trailing 10%
145
18.1
Bear
28.1
4.46
2.5
131
29
53
73
true
Rebalance
Rebalance back to target bands
25
-29
BrokerA
VWAP
100
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-24
-30
-60
4
false
Tighten stops on momentum names
P3428
Active
Taxable
USD
2025-07-14
1,263,506
88,326
1,175,180
1
59
26.5
9.2
5.3
VNQ:33.3%;TSLA:33.3%;BRK.B:33.3%
US:68.6;EU:6.6;APAC:12.6;EM:10.1;Other:2.2
Value:-0.5;Growth:+0.1;Quality:+0.5;Size:-0.9;Momentum:+0.2;LowVol:+0.2
null
7
35
5.9
trailing 9%
189
16.7
Bull
13.2
4.11
2.8
73
62
76
49
false
Rebalance
Shift +1% to bonds from equity
23
-24
BrokerD
MKT
99
null
null
Normal monitoring
4
11
21
3
false
Increase defensive factor exposure
P3429
Active
Taxable
USD
2024-08-29
2,144,932
187,058
1,957,874
1
57.3
24.1
9.2
9.4
AAPL:14.8%;MSFT:21.5%;QQQ:6.6%;VOO:19.0%;BRK.B:21.5%;GLD:16.6%
US:72.0;EU:8.6;APAC:12.8;EM:5.6;Other:1.1
Value:+1.0;Growth:+1.0;Quality:-0.9;Size:-0.8;Momentum:-0.1;LowVol:-0.6
null
7
35
4.3
hard 12%
195
26
Bear
33.6
4.14
2.1
180
-98
9
78
true
Hedge
Buy index puts 1% notional
33
14
BrokerA
LMT
89
VAR>budget
TightenStops
Risk above budget threshold
-5
-4
23
3
false
Monitor dispersion and breadth
P3430
Systematic
Taxable
USD
2024-09-19
1,996,045
84,324
1,911,721
1
59
30.9
4.9
5.1
AMZN:22.5%;HYG:22.5%;TLT:14.9%;VTI:21.5%;GLD:18.7%
US:65.4;EU:10.0;APAC:12.7;EM:9.1;Other:2.8
Value:-0.9;Growth:+0.7;Quality:+0.1;Size:+0.6;Momentum:-0.1;LowVol:-0.3
null
6
35
5.4
trailing 9%
169
25.6
Volatile
20.3
4.35
3.7
161
17
59
48
true
Hedge
Buy index puts 1% notional
-15
-8
BrokerC
VWAP
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
115
-25
179
5
false
Increase defensive factor exposure
P3431
Cautious
IRA
USD
2024-10-27
883,096
119,349
763,747
1
37.9
37.2
8.8
16.1
VOO:27.9%;BRK.B:16.4%;VNQ:27.9%;GLD:27.9%
US:72.1;EU:6.3;APAC:12.8;EM:7.8;Other:1.1
Value:+0.6;Growth:+0.7;Quality:-1.0;Size:-0.4;Momentum:-0.1;LowVol:+0.4
NoDerivatives;NoMargin
5
25
5.1
trailing 10%
148
14.7
Bear
32.5
3.88
1.2
198
-7
37
74
true
Rebalance
Rebalance back to target bands
1
-9
BrokerB
MKT
96
VAR>budget
TightenStops
Risk above budget threshold
-3
17
-11
4
false
Monitor dispersion and breadth
P3432
Cautious
401k
USD
2025-01-22
680,440
56,083
624,357
1
54.5
31.9
0.3
13.3
MSFT:33.3%;HYG:33.3%;TLT:33.3%
US:58.5;EU:19.5;APAC:12.1;EM:8.9;Other:1.0
Value:-0.3;Growth:+0.2;Quality:-0.4;Size:+0.6;Momentum:0.0;LowVol:+0.5
NoDerivatives;NoMargin
5
25
3
hard 10%
141
14.2
Volatile
31
4.42
3.7
154
-19
29
66
false
NoAction
Within bands; monitor
6
6
BrokerD
LMT
99
null
null
Normal monitoring
113
-23
200
4
false
Monitor dispersion and breadth
P3433
Opportunistic
Taxable
USD
2024-12-13
866,425
61,440
804,985
1
62.7
15
14.6
7.7
QQQ:11.3%;MUB:24.5%;AAPL:24.1%;BND:24.5%;XLF:15.8%
US:73.1;EU:9.0;APAC:11.6;EM:5.6;Other:0.8
Value:+0.5;Growth:-0.6;Quality:-0.9;Size:0.0;Momentum:+0.4;LowVol:+0.4
null
7
35
5.3
trailing 9%
217
21
Sideways
15.5
3.55
2.1
109
44
61
43
false
Sell
Trim extended winner -1%
19
10
BrokerC
LMT
98
null
null
Normal monitoring
0
-15
94
5
false
Increase defensive factor exposure
P3434
Cautious
Roth
USD
2024-10-01
757,715
99,206
658,509
1
37.7
45
5.9
11.4
BND:22.0%;AMZN:22.0%;TLT:17.0%;MSFT:8.7%;TSLA:15.8%;MUB:14.6%
US:72.7;EU:13.0;APAC:9.1;EM:3.7;Other:1.5
Value:+1.0;Growth:+0.2;Quality:+0.1;Size:+0.1;Momentum:+0.4;LowVol:-0.4
ESGOnly;NoMargin
5
30
5.2
trailing 8%
95
19.3
Bull
12.8
4.82
2.9
116
14
66
32
false
Rebalance
Shift +1% to bonds from equity
31
-31
BrokerD
MKT
86
null
null
Normal monitoring
-29
-16
77
4
false
Tax-aware sells next window
P3435
Cautious
Taxable
USD
2024-12-04
446,779
69,368
377,411
1
54.5
30.7
2.6
12.2
MSFT:33.3%;TLT:33.3%;VTI:33.3%
US:73.5;EU:8.8;APAC:7.4;EM:8.1;Other:2.2
Value:-0.9;Growth:-0.2;Quality:-0.5;Size:+0.7;Momentum:-0.7;LowVol:+0.1
ESGOnly;NoDerivatives;NoMargin
7
25
5.2
trailing 10%
151
17.2
Volatile
28.6
4.73
2.9
118
39
60
70
false
Sell
Trim extended winner -1%
34
1
BrokerB
MKT
94
null
null
Normal monitoring
49
-44
175
5
false
Tighten stops on momentum names
P3436
Opportunistic
Trust
USD
2025-04-16
1,582,506
134,463
1,448,043
1.07
72.1
19.6
0
8.3
MUB:11.9%;HYG:19.8%;TLT:22.1%;GLD:22.1%;VTI:10.2%;QQQ:13.9%
US:70.8;EU:9.8;APAC:9.3;EM:9.4;Other:0.7
Value:+0.8;Growth:+0.2;Quality:-0.8;Size:-0.5;Momentum:+0.5;LowVol:+0.2
MaxPos6%;NoDerivatives
8
30
4.8
trailing 7%
189
21.1
Bull
14.8
4.64
3.4
104
49
72
58
false
Sell
Trim extended winner -1%
-6
-22
BrokerC
LMT
97
null
null
Normal monitoring
-38
-52
9
3
false
Increase defensive factor exposure
P3437
Opportunistic
Trust
USD
2025-09-29
1,770,094
136,910
1,633,184
1
67.1
21.6
3.7
7.6
VTI:22.5%;AMZN:20.1%;BND:12.6%;QQQ:22.3%;HYG:22.5%
US:65.3;EU:12.5;APAC:12.5;EM:5.2;Other:4.5
Value:-0.8;Growth:-0.4;Quality:+0.9;Size:+0.9;Momentum:+0.3;LowVol:-0.4
NoDerivatives
8
25
4.6
trailing 7%
220
26.5
Volatile
25.4
3.56
3.2
178
-4
42
67
false
Rebalance
Shift +1% to bonds from equity
27
-22
BrokerB
MKT
86
null
null
Normal monitoring
30
-38
-6
4
false
Increase defensive factor exposure
P3438
Cautious
Taxable
USD
2024-07-22
729,458
113,581
615,877
1
43.6
40.2
0
16.2
VNQ:12.8%;MSFT:18.9%;QQQ:20.8%;TLT:20.8%;GLD:5.9%;IEF:20.8%
US:68.6;EU:15.0;APAC:5.0;EM:10.9;Other:0.5
Value:+0.3;Growth:+1.0;Quality:+0.3;Size:+0.9;Momentum:-0.5;LowVol:+0.7
NoDerivatives;NoMargin
8
25
5.9
hard 10%
170
19
Volatile
27.6
3.58
3.6
122
56
74
56
true
Hedge
Buy index puts 1% notional
8
2
BrokerC
MKT
88
VAR>budget
Reduce
Risk above budget threshold
-40
-31
-69
4
false
Tax-aware sells next window
P3439
Cautious
Trust
USD
2024-12-28
872,458
111,631
760,827
1
51.5
33.4
3.5
11.7
BND:33.3%;MUB:33.3%;XLF:33.3%
US:65.5;EU:14.5;APAC:11.6;EM:7.4;Other:0.9
Value:+0.8;Growth:+0.7;Quality:-0.2;Size:+0.1;Momentum:-0.9;LowVol:+0.8
NoDerivatives;NoMargin
7
25
5.8
trailing 8%
142
16.3
Sideways
20.6
3.52
2.8
112
-19
41
51
false
Rebalance
Shift +1% to bonds from equity
28
-18
BrokerA
LMT
89
null
null
Normal monitoring
2
5
-22
5
false
Tighten stops on momentum names
P3440
Systematic
Roth
USD
2025-03-04
1,354,969
134,962
1,220,007
1
67.4
25.5
0
7.1
VOO:7.3%;AAPL:19.9%;HYG:19.5%;AMZN:22.0%;BRK.B:22.0%;TLT:9.4%
US:76.7;EU:10.6;APAC:8.5;EM:4.1;Other:0.1
Value:+0.4;Growth:+0.2;Quality:+0.3;Size:+0.9;Momentum:-0.3;LowVol:-0.0
MaxPos5%;NoDerivatives
5
30
4.4
hard 12%
227
23.5
Bear
23.2
3.79
1.2
197
20
67
65
false
Rebalance
Shift +1% to bonds from equity
34
-39
BrokerB
LMT
92
null
null
Normal monitoring
116
18
229
4
false
Tax-aware sells next window
P3441
Hands-off
401k
USD
2025-04-06
571,765
25,520
546,245
1
55.9
26.5
11
6.6
HYG:20.4%;QQQ:21.2%;BRK.B:21.2%;BND:9.2%;MUB:13.9%;VOO:14.1%
US:66.8;EU:6.8;APAC:12.4;EM:9.5;Other:4.6
Value:+0.7;Growth:-0.6;Quality:-0.4;Size:-0.0;Momentum:+0.9;LowVol:-0.2
ESGOnly;MaxPos7%;NoDerivatives
8
25
3.2
trailing 8%
95
12.6
Bear
31.9
3.74
1.3
193
-28
37
73
true
Hedge
Buy index puts 1% notional
10
-37
BrokerC
VWAP
94
VAR>budget
TightenStops
Risk above budget threshold
-42
-32
-10
2
false
Monitor dispersion and breadth
P3442
Cautious
Roth
USD
2025-01-11
635,822
98,502
537,320
1
39.1
30.7
13.9
16.2
XLF:21.0%;GLD:13.0%;MSFT:22.7%;QQQ:20.1%;BND:23.3%
US:68.6;EU:10.6;APAC:12.8;EM:6.3;Other:1.6
Value:+0.1;Growth:+0.7;Quality:-0.7;Size:+0.6;Momentum:-0.3;LowVol:+0.1
NoMargin
7
30
5.5
hard 10%
159
17.2
Bull
16.3
3.76
2.4
81
65
95
41
false
Buy
Add to core equity +1%
13
-21
BrokerD
MKT
92
null
null
Normal monitoring
34
-27
149
5
false
Increase defensive factor exposure
P3443
Hands-off
IRA
USD
2025-01-07
768,246
37,471
730,775
1
68.2
19.7
3
9.1
VOO:19.1%;TLT:21.5%;AAPL:16.9%;VNQ:21.5%;AMZN:21.0%
US:63.0;EU:14.2;APAC:10.6;EM:8.4;Other:3.8
Value:-0.2;Growth:+0.6;Quality:-0.3;Size:-0.0;Momentum:-0.6;LowVol:+0.6
MaxPos7%;NoDerivatives
5
25
5.9
hard 10%
159
14.3
Sideways
16.3
4.74
3
128
50
62
48
false
Rebalance
Shift +1% to bonds from equity
5
-37
BrokerC
VWAP
96
null
null
Normal monitoring
27
18
18
4
false
Tighten stops on momentum names
P3444
Cautious
401k
USD
2024-11-06
153,503
14,122
139,381
1
49.9
39.3
0
10.8
VTI:21.5%;VOO:19.6%;XLF:21.5%;TSLA:8.0%;MUB:21.5%;AMZN:7.8%
US:65.7;EU:18.3;APAC:8.5;EM:5.8;Other:1.6
Value:-0.9;Growth:+1.0;Quality:-0.3;Size:+0.9;Momentum:-0.1;LowVol:+0.1
NoMargin
7
30
3.4
trailing 8%
112
13.9
Sideways
20.4
4.93
2.6
139
-13
34
57
false
Buy
Add to core equity +1%
-1
-40
BrokerA
LMT
88
null
null
Normal monitoring
59
-19
35
5
false
Monitor dispersion and breadth
P3445
Systematic
Trust
USD
2024-07-17
1,683,532
104,486
1,579,046
1
57.5
25.1
11.3
6.2
GLD:26.0%;BND:28.4%;TLT:17.3%;VOO:28.4%
US:70.1;EU:8.7;APAC:10.2;EM:8.1;Other:2.9
Value:-0.9;Growth:+0.5;Quality:+0.2;Size:-0.2;Momentum:-0.6;LowVol:+0.4
null
5
25
4.9
trailing 9%
171
26.1
Sideways
17.4
4.07
2.4
118
44
59
41
false
Rebalance
Shift +1% to bonds from equity
25
7
BrokerA
MKT
93
null
null
Normal monitoring
68
-49
160
5
false
Increase defensive factor exposure
P3446
Cautious
401k
USD
2024-07-10
511,862
77,231
434,631
1
42.4
34.4
13
10.3
MSFT:22.1%;AMZN:16.9%;VTI:20.9%;BRK.B:19.8%;GLD:20.2%
US:68.8;EU:15.8;APAC:10.8;EM:3.4;Other:1.2
Value:-0.0;Growth:-0.5;Quality:+0.9;Size:-0.2;Momentum:-0.0;LowVol:+0.5
MaxPos7%;NoMargin
8
35
5.9
trailing 8%
136
16.8
Bull
12.8
3.84
2.8
120
5
41
31
false
Rebalance
Shift +1% to bonds from equity
1
11
BrokerD
LMT
92
null
null
Normal monitoring
-42
-42
-72
4
false
Increase defensive factor exposure
P3447
Opportunistic
401k
USD
2024-12-08
823,779
51,096
772,683
1
73.2
20.7
0
6.1
AAPL:19.8%;VTI:25.9%;TLT:27.2%;HYG:27.2%
US:72.8;EU:12.8;APAC:9.5;EM:4.7;Other:0.2
Value:+0.1;Growth:+0.9;Quality:+0.2;Size:-0.0;Momentum:+0.5;LowVol:+0.7
NoDerivatives
7
35
5.6
hard 12%
264
25.6
Sideways
15
3.88
3.2
95
16
56
61
false
Buy
Add to core equity +1%
31
-29
BrokerC
MKT
96
null
null
Normal monitoring
0
-39
138
3
false
Increase defensive factor exposure
P3448
Hands-off
Roth
USD
2025-08-13
880,807
49,134
831,673
1
72.8
19.6
1.3
6.2
HYG:22.8%;XLF:22.8%;VOO:22.8%;AAPL:12.0%;GLD:19.5%
US:59.1;EU:17.5;APAC:10.3;EM:11.0;Other:2.1
Value:-0.9;Growth:+0.5;Quality:-0.2;Size:+0.9;Momentum:-1.0;LowVol:-0.6
MaxPos5%
5
30
3.6
trailing 8%
126
13.4
Volatile
24
4.94
2.5
119
-16
48
61
false
Rebalance
Shift +1% to bonds from equity
-7
-39
BrokerC
LMT
95
null
null
Normal monitoring
59
-16
186
3
false
Within IPS guidelines
P3449
Cautious
Taxable
USD
2025-07-24
205,964
26,350
179,614
1
38.1
44.6
4.9
12.4
BND:15.5%;HYG:22.9%;AMZN:16.0%;BRK.B:22.9%;TLT:22.9%
US:59.8;EU:14.8;APAC:11.8;EM:12.1;Other:1.4
Value:-0.5;Growth:+0.4;Quality:+0.3;Size:+0.5;Momentum:-0.1;LowVol:-0.1
ESGOnly;NoMargin
6
30
5
trailing 10%
132
13
Volatile
21.7
5.24
4.5
137
-49
33
38
true
Hedge
Buy index puts 1% notional
17
11
BrokerC
LMT
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
0
-44
28
4
false
Within IPS guidelines
P3450
Systematic
IRA
USD
2024-08-11
1,955,649
101,011
1,854,638
1
62.1
29.9
0
8
IEF:16.7%;VOO:20.7%;VTI:20.7%;VNQ:8.4%;HYG:14.6%;AAPL:18.9%
US:73.7;EU:8.4;APAC:13.8;EM:3.9;Other:0.1
Value:+0.7;Growth:+0.3;Quality:+0.6;Size:-0.9;Momentum:+0.1;LowVol:-0.0
MaxPos5%;NoDerivatives
7
30
4.8
trailing 8%
146
17
Sideways
19.9
4.98
2.9
133
59
83
54
false
Rebalance
Shift +1% to bonds from equity
-15
-10
BrokerB
LMT
94
null
null
Normal monitoring
96
-50
74
5
false
Tighten stops on momentum names
P3451
Active
401k
USD
2025-10-28
1,590,628
96,425
1,494,203
1
56.5
26.6
11
5.9
AMZN:9.7%;QQQ:21.6%;XLF:21.6%;VNQ:17.3%;VOO:9.4%;BND:20.3%
US:75.1;EU:7.2;APAC:9.5;EM:3.7;Other:4.6
Value:+0.8;Growth:-0.9;Quality:-0.5;Size:+0.4;Momentum:-0.6;LowVol:+0.9
null
6
30
4.3
trailing 8%
133
24
Sideways
21.2
3.78
2.3
101
-23
31
61
false
Rebalance
Shift +1% to bonds from equity
-2
-2
BrokerB
LMT
96
null
null
Normal monitoring
43
-20
138
4
false
Increase defensive factor exposure
P3452
Systematic
Taxable
USD
2024-12-12
1,314,853
75,564
1,239,289
1
60.9
27.1
5.4
6.6
AMZN:20.2%;BND:7.1%;IEF:20.2%;MUB:20.2%;QQQ:13.5%;VTI:18.8%
US:69.6;EU:9.4;APAC:11.3;EM:9.0;Other:0.7
Value:+0.8;Growth:+0.2;Quality:+0.8;Size:+1.0;Momentum:-0.6;LowVol:-0.7
NoDerivatives
8
35
5.8
hard 12%
147
27
Bull
12.8
4.81
2
106
7
43
50
false
Rebalance
Shift +1% to bonds from equity
31
-32
BrokerA
MKT
92
null
null
Normal monitoring
93
-22
177
3
false
Tighten stops on momentum names
P3453
Cautious
Taxable
USD
2025-06-14
212,496
23,865
188,631
1
47
36.1
0
16.8
BND:8.5%;MSFT:19.2%;TLT:14.7%;HYG:21.7%;XLF:21.7%;VOO:14.3%
US:60.1;EU:15.2;APAC:8.1;EM:13.0;Other:3.6
Value:+0.1;Growth:+0.2;Quality:+0.8;Size:+0.5;Momentum:+0.9;LowVol:+0.7
ESGOnly;NoDerivatives;NoMargin
5
35
5.2
hard 10%
161
16.6
Volatile
28.5
3.86
3.4
144
56
82
68
false
Sell
Trim extended winner -1%
16
6
BrokerB
MKT
99
null
null
Normal monitoring
-14
-55
23
3
false
Monitor dispersion and breadth
P3454
Active
401k
USD
2025-10-31
1,929,578
156,711
1,772,867
1
65.1
30.1
0
4.8
VNQ:26.4%;VTI:26.4%;AMZN:20.8%;XLF:26.4%
US:62.5;EU:18.7;APAC:11.7;EM:3.6;Other:3.5
Value:0.0;Growth:+0.9;Quality:+0.5;Size:+0.5;Momentum:+0.5;LowVol:-0.5
null
8
30
4.9
hard 12%
143
18
Sideways
17.1
3.73
3.2
109
27
76
44
false
Rebalance
Shift +1% to bonds from equity
-1
-38
BrokerA
MKT
88
null
null
Normal monitoring
-10
-36
49
3
false
Tax-aware sells next window
P3455
Opportunistic
Roth
USD
2024-07-28
621,638
31,582
590,056
1
60.7
18.4
15.9
5.1
HYG:7.8%;IEF:15.7%;XLF:18.2%;BRK.B:17.5%;TLT:20.5%;VTI:20.2%
US:73.2;EU:10.1;APAC:7.7;EM:6.1;Other:2.9
Value:-0.6;Growth:-0.8;Quality:+0.4;Size:-0.4;Momentum:-0.5;LowVol:-0.2
null
10
25
4.3
trailing 7%
208
26.8
Sideways
19.5
4.23
2.3
94
60
66
60
true
Hedge
Buy index puts 1% notional
20
-26
BrokerD
MKT
98
VAR>budget
Hedge
Risk above budget threshold
45
4
78
4
true
Tax-aware sells next window
P3456
Cautious
Taxable
USD
2025-09-19
438,382
64,101
374,281
1
44.5
36.3
7
12.2
AMZN:22.5%;QQQ:25.8%;XLF:25.8%;VNQ:25.8%
US:65.4;EU:9.8;APAC:9.8;EM:10.6;Other:4.4
Value:-0.6;Growth:+1.0;Quality:+0.7;Size:-0.3;Momentum:+0.6;LowVol:-0.4
MaxPos5%;NoMargin
8
30
5
trailing 8%
159
14.1
Bull
17.3
3.78
3
100
11
53
48
false
Rebalance
Shift +1% to bonds from equity
3
2
BrokerC
MKT
85
null
null
Normal monitoring
102
-19
126
3
false
Within IPS guidelines
P3457
Active
Roth
USD
2024-09-26
925,541
83,971
841,570
1
67.7
22.6
0
9.6
VTI:17.0%;QQQ:21.4%;XLF:21.4%;AAPL:11.2%;VOO:7.7%;AMZN:21.4%
US:64.1;EU:6.4;APAC:15.5;EM:13.4;Other:0.6
Value:+0.4;Growth:-0.2;Quality:-0.9;Size:+0.1;Momentum:-0.4;LowVol:-0.3
null
6
30
4.4
hard 12%
222
24.8
Sideways
17.1
4.37
2.4
126
40
70
61
true
Hedge
Buy index puts 1% notional
0
-26
BrokerB
LMT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
83
-39
132
2
false
Increase defensive factor exposure
P3458
Opportunistic
Taxable
USD
2024-11-27
1,044,958
90,707
954,251
1.21
70.8
15.7
4.8
8.7
HYG:27.9%;AAPL:27.9%;MUB:27.9%;TLT:16.4%
US:63.3;EU:18.9;APAC:5.9;EM:7.5;Other:4.4
Value:-0.7;Growth:-0.5;Quality:+0.1;Size:-0.5;Momentum:-0.9;LowVol:-0.5
MaxPos8%
6
25
4.3
trailing 7%
165
31.8
Volatile
24.1
5.12
4.4
124
-25
29
63
false
Hedge
Add TLT +1% as duration hedge
24
-39
BrokerD
LMT
96
null
null
Normal monitoring
103
-27
147
5
false
Monitor dispersion and breadth
P3459
Hands-off
Roth
USD
2024-11-29
773,818
53,644
720,174
1
65.6
24.7
0
9.7
XLF:22.2%;BRK.B:22.2%;AMZN:19.1%;BND:22.2%;TLT:14.3%
US:61.8;EU:19.6;APAC:13.3;EM:4.9;Other:0.4
Value:+0.7;Growth:+0.9;Quality:+0.7;Size:-0.2;Momentum:-0.1;LowVol:-0.3
ESGOnly
7
25
4.5
trailing 10%
118
18.7
Bull
16.4
4.97
2.5
103
115
100
58
false
Rebalance
Shift +1% to bonds from equity
-8
-4
BrokerC
VWAP
95
null
null
Normal monitoring
21
8
-18
3
false
Monitor dispersion and breadth
P3460
Hands-off
Trust
USD
2025-03-06
315,297
14,237
301,060
1
62.7
24.8
7
5.5
QQQ:15.7%;XLF:23.5%;VNQ:13.7%;IEF:23.5%;HYG:23.5%
US:70.0;EU:10.1;APAC:10.5;EM:7.4;Other:2.0
Value:0.0;Growth:-0.6;Quality:+0.1;Size:-0.9;Momentum:+1.0;LowVol:+0.8
NoDerivatives
6
25
5.3
trailing 8%
169
18.4
Sideways
15
4.3
2.2
107
42
72
43
false
Buy
Add to core equity +1%
35
13
BrokerB
LMT
86
null
null
Normal monitoring
-31
3
-20
3
false
Increase defensive factor exposure
P3461
Hands-off
Trust
USD
2024-10-07
852,071
53,659
798,412
1
58.4
21.3
11.8
8.5
IEF:14.4%;GLD:18.1%;HYG:8.3%;TSLA:21.3%;AAPL:17.1%;XLF:20.9%
US:62.3;EU:16.5;APAC:10.3;EM:8.1;Other:2.9
Value:-0.1;Growth:-0.8;Quality:+0.9;Size:-0.2;Momentum:+0.6;LowVol:-0.7
null
10
30
5.8
hard 10%
135
13.7
Bull
16.2
4.72
3.4
113
76
89
54
false
NoAction
Within bands; monitor
-2
-2
BrokerC
MKT
0
null
null
Normal monitoring
-17
-42
-35
3
false
Tighten stops on momentum names
P3462
Active
IRA
USD
2024-10-12
1,215,511
137,476
1,078,035
1.19
55.2
19.6
15.7
9.4
AAPL:8.6%;VTI:22.8%;IEF:12.3%;XLF:10.5%;AMZN:22.8%;MUB:22.8%
US:75.6;EU:10.1;APAC:8.0;EM:3.6;Other:2.7
Value:-0.1;Growth:+1.0;Quality:+0.5;Size:+0.5;Momentum:+0.7;LowVol:-0.3
NoDerivatives
10
35
5
trailing 8%
189
18.9
Bear
32.7
3.06
2.2
219
-90
8
69
false
Sell
Trim extended winner -1%
6
6
BrokerB
LMT
88
null
null
Normal monitoring
42
-17
77
3
false
Tax-aware sells next window
P3463
Systematic
Trust
USD
2025-05-14
1,414,988
106,974
1,308,014
1
55.6
31.6
4.2
8.5
AAPL:25.0%;HYG:25.0%;MUB:25.0%;TSLA:25.0%
US:67.8;EU:6.4;APAC:12.6;EM:8.9;Other:4.3
Value:+0.5;Growth:0.0;Quality:+0.3;Size:-0.9;Momentum:-0.8;LowVol:-0.6
MaxPos7%;NoDerivatives
7
25
5.8
trailing 8%
197
17.2
Bull
11
4.25
2.3
72
63
75
39
false
Rebalance
Shift +1% to bonds from equity
1
-16
BrokerC
VWAP
100
null
null
Normal monitoring
59
-16
137
4
false
Within IPS guidelines
P3464
Cautious
Taxable
USD
2025-01-20
494,652
56,903
437,749
1
37.8
38.3
6.3
17.7
TSLA:17.9%;VNQ:21.7%;AAPL:18.8%;BRK.B:21.7%;XLF:20.0%
US:71.2;EU:15.2;APAC:8.9;EM:4.6;Other:0.0
Value:-0.4;Growth:-0.5;Quality:-0.2;Size:-1.0;Momentum:-0.8;LowVol:-0.0
MaxPos7%;NoDerivatives;NoMargin
10
35
5.8
hard 10%
95
16.2
Sideways
20.1
4.49
2.3
95
-11
37
35
false
Hedge
Add TLT +1% as duration hedge
-4
11
BrokerB
MKT
99
null
null
Normal monitoring
111
-11
116
4
false
Tax-aware sells next window
P3465
Hands-off
IRA
USD
2025-06-24
686,768
50,133
636,635
1
62.9
18.4
9.1
9.6
TLT:24.9%;VNQ:14.6%;MSFT:24.9%;MUB:10.8%;BND:24.9%
US:71.6;EU:6.9;APAC:9.8;EM:8.2;Other:3.5
Value:-1.0;Growth:-0.6;Quality:-0.2;Size:-0.8;Momentum:+0.5;LowVol:-0.9
null
7
35
4.2
hard 10%
90
14.7
Bull
15.2
3.84
2.4
73
39
77
40
false
Rebalance
Shift +1% to bonds from equity
33
-30
BrokerD
MKT
88
null
null
Normal monitoring
109
-26
124
5
false
Tighten stops on momentum names
P3466
Systematic
IRA
USD
2025-05-09
606,941
54,533
552,408
1
63.2
29.5
0
7.4
VNQ:25.3%;AAPL:25.3%;XLF:25.3%;HYG:24.1%
US:61.9;EU:15.4;APAC:14.7;EM:3.2;Other:4.7
Value:+0.9;Growth:+0.6;Quality:-0.7;Size:-1.0;Momentum:-0.7;LowVol:+0.5
MaxPos5%
8
30
4.8
hard 12%
207
21
Sideways
17.8
3.8
3.2
100
30
79
62
false
Sell
Trim extended winner -1%
31
-21
BrokerB
LMT
95
null
null
Normal monitoring
11
-32
29
3
false
Tax-aware sells next window
P3467
Cautious
Trust
USD
2024-07-13
256,153
35,590
220,563
1
48.4
36.5
0
15.1
TSLA:13.6%;VOO:28.8%;AAPL:28.8%;GLD:28.8%
US:60.1;EU:14.8;APAC:11.0;EM:12.2;Other:1.9
Value:-1.0;Growth:-1.0;Quality:+0.8;Size:0.0;Momentum:-0.5;LowVol:+0.7
NoMargin
8
35
4.4
hard 10%
110
16.2
Bull
11.8
4.32
2.2
115
55
80
40
false
Sell
Trim extended winner -1%
0
-17
BrokerA
MKT
96
null
null
Normal monitoring
119
5
162
4
false
Tax-aware sells next window
P3468
Opportunistic
IRA
USD
2024-11-12
1,199,890
105,650
1,094,240
1
74.7
17.7
0
7.6
HYG:33.3%;QQQ:33.3%;VNQ:33.3%
US:68.4;EU:15.7;APAC:5.4;EM:10.3;Other:0.2
Value:-0.5;Growth:+0.8;Quality:+0.8;Size:+0.9;Momentum:+0.6;LowVol:+0.3
null
8
35
4.3
trailing 7%
202
28.4
Volatile
28.3
5.21
2.8
137
78
97
89
true
Reduce
Cut high-beta by 2-3%, add cash
31
-26
BrokerC
LMT
100
VAR>budget
TightenStops
Risk above budget threshold
98
1
58
3
false
Increase defensive factor exposure
P3469
Systematic
IRA
USD
2025-04-05
875,800
59,718
816,082
1
60.7
31
0
8.3
VNQ:33.3%;HYG:33.3%;AAPL:33.3%
US:67.4;EU:10.2;APAC:10.8;EM:10.5;Other:1.1
Value:-0.9;Growth:+0.7;Quality:+0.7;Size:-0.1;Momentum:+0.2;LowVol:+0.4
MaxPos8%
8
25
4.8
hard 12%
221
26.4
Volatile
25
3.95
2.6
171
42
62
61
false
Buy
Add to core equity +1%
9
7
BrokerC
MKT
94
null
null
Normal monitoring
48
-7
134
4
false
Tax-aware sells next window
P3470
Systematic
IRA
USD
2024-11-26
989,683
97,552
892,131
1
65
29.4
0
5.6
QQQ:26.8%;GLD:24.9%;VTI:26.8%;TLT:21.5%
US:62.7;EU:18.2;APAC:11.0;EM:7.5;Other:0.6
Value:-0.6;Growth:-0.7;Quality:-0.2;Size:-0.7;Momentum:-0.4;LowVol:+0.5
MaxPos8%
8
25
5.5
trailing 8%
183
20.1
Volatile
30.8
4.13
4.3
149
66
97
84
true
Hedge
Buy index puts 1% notional
15
-29
BrokerC
VWAP
97
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
107
-25
241
5
false
Tax-aware sells next window
P3471
Systematic
401k
USD
2024-07-09
1,689,690
157,464
1,532,226
1
65.1
22.6
5.8
6.5
GLD:21.9%;QQQ:16.2%;IEF:6.5%;TLT:12.9%;AAPL:20.7%;TSLA:21.9%
US:73.3;EU:6.0;APAC:9.4;EM:10.6;Other:0.7
Value:+0.4;Growth:+0.5;Quality:-0.4;Size:+0.3;Momentum:-0.3;LowVol:-0.7
NoDerivatives
10
35
5.4
trailing 9%
221
24
Bull
15.6
4.61
2.8
103
63
66
56
false
Buy
Add to core equity +1%
27
-40
BrokerA
LMT
94
null
null
Normal monitoring
36
-36
166
5
false
Tighten stops on momentum names
P3472
Cautious
Taxable
USD
2025-12-14
672,411
62,095
610,316
1
45.5
42.1
0
12.5
QQQ:16.3%;BRK.B:20.6%;MUB:24.9%;VNQ:24.9%;VOO:13.4%
US:65.5;EU:15.2;APAC:8.3;EM:6.8;Other:4.1
Value:+0.4;Growth:+0.9;Quality:-0.7;Size:+0.2;Momentum:+0.8;LowVol:-0.5
NoMargin
5
30
4.6
hard 10%
146
16
Volatile
29.8
5.5
2.6
118
70
82
69
true
Hedge
Buy index puts 1% notional
-15
-22
BrokerC
MKT
100
RegimeShift
Pause
Volatility spike and breadth deterioration
-54
-51
-78
2
false
Increase defensive factor exposure
P3473
Active
Roth
USD
2025-07-24
1,266,090
148,646
1,117,444
1.09
53.9
23.6
15.7
6.9
VOO:25.1%;AMZN:12.3%;MSFT:25.1%;VTI:25.1%;VNQ:12.3%
US:66.2;EU:12.8;APAC:6.8;EM:9.3;Other:5.0
Value:+0.7;Growth:+0.5;Quality:-0.2;Size:-0.6;Momentum:-0.5;LowVol:+0.4
null
6
35
5.6
trailing 8%
200
22.6
Volatile
26.2
3.86
2.9
134
62
92
64
false
Rebalance
Shift +1% to bonds from equity
24
-23
BrokerA
MKT
96
null
null
Normal monitoring
58
-28
96
4
false
Increase defensive factor exposure
P3474
Systematic
Trust
USD
2024-09-29
564,670
48,323
516,347
1
66
24
3.3
6.7
XLF:36.7%;VTI:36.7%;TLT:26.5%
US:75.2;EU:7.0;APAC:8.6;EM:5.6;Other:3.7
Value:+0.5;Growth:-0.5;Quality:-0.3;Size:-0.5;Momentum:+0.1;LowVol:+0.2
null
6
30
4.9
trailing 8%
221
20.1
Sideways
20.1
3.76
3.3
98
-21
42
55
false
Buy
Add to core equity +1%
28
-2
BrokerA
MKT
98
null
null
Normal monitoring
74
-53
200
4
false
Tighten stops on momentum names
P3475
Hands-off
Taxable
USD
2024-09-14
486,295
37,428
448,867
1
68.4
20.8
1.6
9.3
MUB:22.8%;TLT:10.5%;BND:25.3%;AMZN:16.1%;AAPL:25.3%
US:74.8;EU:7.9;APAC:5.9;EM:6.8;Other:4.6
Value:-0.2;Growth:-0.8;Quality:-0.0;Size:-0.5;Momentum:+0.9;LowVol:-0.6
MaxPos7%
8
30
4
hard 10%
125
14.2
Volatile
28.2
4.54
2.8
130
-16
52
81
true
Reduce
Cut high-beta by 2-3%, add cash
24
-20
BrokerB
VWAP
97
VAR>budget
Reduce
Risk above budget threshold
21
10
127
4
false
Tax-aware sells next window
P3476
Active
Taxable
USD
2025-01-01
1,213,592
113,867
1,099,725
1
59.5
19.9
15.1
5.5
BND:27.8%;XLF:27.8%;AMZN:27.8%;VNQ:16.5%
US:72.7;EU:13.1;APAC:5.9;EM:7.0;Other:1.4
Value:+0.9;Growth:-0.0;Quality:+0.2;Size:+0.3;Momentum:+1.0;LowVol:-0.6
null
8
35
4.7
hard 12%
184
21.8
Volatile
31.5
5.47
3.9
137
51
64
75
true
Hedge
Buy index puts 1% notional
-9
-15
BrokerC
MKT
90
VAR>budget
TightenStops
Risk above budget threshold
-31
-51
-28
2
false
Monitor dispersion and breadth
P3477
Hands-off
Taxable
USD
2025-01-21
222,116
9,947
212,169
1
60.8
18.8
11
9.4
BND:23.3%;QQQ:17.2%;MSFT:13.0%;AAPL:23.2%;GLD:23.3%
US:66.8;EU:16.4;APAC:11.3;EM:4.2;Other:1.3
Value:-0.7;Growth:+0.7;Quality:-0.2;Size:0.0;Momentum:+0.1;LowVol:+0.6
ESGOnly;NoDerivatives
10
35
4.8
trailing 10%
150
12.8
Bear
29
4.44
1.5
137
13
65
84
true
Reduce
Cut high-beta by 2-3%, add cash
7
7
BrokerD
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-9
-20
96
2
false
Monitor dispersion and breadth
P3478
Cautious
Roth
USD
2025-07-12
222,100
22,988
199,112
1
45.8
38.9
0
15.3
TLT:36.2%;VNQ:36.2%;GLD:27.5%
US:69.5;EU:11.9;APAC:12.8;EM:4.7;Other:1.1
Value:+0.5;Growth:-0.6;Quality:+0.1;Size:+0.3;Momentum:0.0;LowVol:-0.0
NoMargin
10
30
6
trailing 10%
125
16.8
Sideways
14.1
4.05
2.1
124
24
54
40
true
Reduce
Cut high-beta by 2-3%, add cash
18
0
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
69
18
89
2
true
Tax-aware sells next window
P3479
Systematic
Trust
USD
2025-12-06
713,084
39,434
673,650
1
61.5
21
8.9
8.5
AMZN:16.2%;BRK.B:13.6%;VNQ:21.4%;IEF:21.4%;XLF:13.0%;MUB:14.4%
US:63.3;EU:15.6;APAC:9.0;EM:8.2;Other:4.0
Value:+0.6;Growth:-0.6;Quality:-0.8;Size:-0.0;Momentum:+0.3;LowVol:+0.1
null
8
35
5.2
trailing 8%
181
22.5
Volatile
23.9
5.1
3.3
160
-17
51
69
false
Rebalance
Shift +1% to bonds from equity
28
6
BrokerD
MKT
88
null
null
Normal monitoring
-59
11
-57
5
false
Tighten stops on momentum names
P3480
Active
401k
USD
2024-08-18
875,191
68,426
806,765
1
61.4
21.4
10.9
6.3
QQQ:21.2%;AMZN:16.7%;VNQ:15.9%;BND:14.9%;VTI:20.3%;TSLA:11.0%
US:70.9;EU:9.6;APAC:10.3;EM:5.3;Other:3.8
Value:+0.4;Growth:-0.9;Quality:-0.9;Size:+0.1;Momentum:-0.6;LowVol:-0.9
MaxPos7%
6
30
5.6
trailing 8%
187
20.6
Sideways
17
4.89
3.3
113
51
85
55
false
Buy
Add to core equity +1%
34
-10
BrokerC
LMT
90
null
null
Normal monitoring
29
2
2
4
false
Within IPS guidelines
P3481
Hands-off
401k
USD
2025-06-18
311,702
19,534
292,168
1
60.2
18.6
14.2
7.1
BRK.B:33.3%;VNQ:33.3%;IEF:33.3%
US:66.7;EU:8.1;APAC:10.7;EM:12.1;Other:2.4
Value:-0.6;Growth:+0.7;Quality:-0.9;Size:+0.9;Momentum:+0.7;LowVol:-0.9
ESGOnly;NoDerivatives
7
35
5.7
hard 10%
96
19.5
Volatile
22.4
3.62
2.1
180
-29
45
50
false
Rebalance
Shift +1% to bonds from equity
-7
3
BrokerD
LMT
86
null
null
Normal monitoring
118
-4
242
3
false
Within IPS guidelines
P3482
Hands-off
Trust
USD
2025-02-17
810,650
43,537
767,113
1
63.1
27.5
0.3
9.2
VNQ:32.5%;QQQ:33.8%;TSLA:33.8%
US:54.6;EU:19.6;APAC:13.1;EM:9.2;Other:3.5
Value:+0.5;Growth:-0.0;Quality:+0.7;Size:-0.4;Momentum:+0.5;LowVol:-0.9
ESGOnly;NoDerivatives
8
35
3.5
hard 10%
151
14.5
Sideways
19.2
4.84
3.4
90
-2
60
57
false
Hedge
Add TLT +1% as duration hedge
-2
11
BrokerD
VWAP
85
null
null
Normal monitoring
51
-18
109
5
false
Within IPS guidelines
P3483
Active
Roth
USD
2025-10-15
1,943,497
203,688
1,739,809
1.15
67.3
26.6
0
6.1
IEF:23.3%;VTI:23.7%;TLT:13.6%;GLD:15.7%;MSFT:23.7%
US:65.0;EU:9.6;APAC:14.0;EM:9.4;Other:2.0
Value:+0.6;Growth:+0.5;Quality:-0.4;Size:-0.7;Momentum:-0.8;LowVol:+0.1
null
10
25
4.3
trailing 8%
156
19.4
Bull
16.4
4.9
2.7
119
76
81
52
false
Sell
Trim extended winner -1%
15
-26
BrokerD
VWAP
96
null
null
Normal monitoring
-10
-37
50
3
false
Monitor dispersion and breadth
P3484
Hands-off
Roth
USD
2025-02-27
252,081
10,210
241,871
1
55.3
17.6
18
9.1
TLT:20.8%;VTI:19.3%;MSFT:13.4%;IEF:10.2%;VNQ:19.5%;AMZN:16.9%
US:71.9;EU:9.1;APAC:7.6;EM:8.4;Other:3.0
Value:+0.1;Growth:-0.3;Quality:+0.4;Size:+0.5;Momentum:+1.0;LowVol:-0.5
ESGOnly;NoDerivatives
8
35
4.5
trailing 8%
120
14.7
Bear
26
3.85
1.8
146
18
55
73
true
Rebalance
Rebalance back to target bands
-6
9
BrokerD
MKT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-19
7
36
4
true
Tighten stops on momentum names
P3485
Active
401k
USD
2024-08-26
2,209,191
247,579
1,961,612
1.05
50.5
18.9
23.2
7.4
AMZN:37.5%;XLF:37.5%;GLD:25.1%
US:71.7;EU:11.4;APAC:10.3;EM:4.0;Other:2.5
Value:+0.8;Growth:+0.6;Quality:-0.3;Size:+0.2;Momentum:+0.7;LowVol:+0.7
null
10
35
5.9
hard 12%
205
23.2
Volatile
20.9
3.77
4.4
127
-25
48
58
false
Hedge
Add TLT +1% as duration hedge
-4
15
BrokerB
MKT
87
null
null
Normal monitoring
-30
-44
50
5
false
Monitor dispersion and breadth
P3486
Cautious
Roth
USD
2025-12-17
362,336
57,952
304,384
1
46.1
38.5
0
15.5
VTI:20.1%;GLD:17.6%;BRK.B:20.1%;BND:16.1%;TLT:15.6%;HYG:10.5%
US:56.9;EU:18.6;APAC:12.1;EM:7.3;Other:5.1
Value:+0.4;Growth:-0.7;Quality:0.0;Size:-0.9;Momentum:+0.7;LowVol:+0.5
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
8
30
4.4
trailing 8%
113
12.8
Bull
11.4
4.43
3.3
71
117
98
29
false
Hedge
Add TLT +1% as duration hedge
15
-38
BrokerA
LMT
90
null
null
Normal monitoring
93
-43
200
5
false
Within IPS guidelines
P3487
Hands-off
IRA
USD
2024-09-04
805,837
42,290
763,547
1
59.4
22.9
8.7
8.9
TLT:22.6%;BRK.B:12.1%;VNQ:8.3%;AAPL:19.4%;MSFT:15.0%;HYG:22.6%
US:74.6;EU:7.5;APAC:6.0;EM:10.4;Other:1.5
Value:+0.2;Growth:-0.4;Quality:+0.1;Size:-0.6;Momentum:+0.4;LowVol:-0.8
ESGOnly;MaxPos5%;NoDerivatives
5
30
5.5
trailing 8%
116
13.4
Volatile
30.4
4.75
2.9
142
44
65
83
true
Hedge
Buy index puts 1% notional
-2
-34
BrokerB
MKT
95
RegimeShift
TightenStops
Volatility spike and breadth deterioration
18
-54
4
4
false
Tax-aware sells next window
P3488
Opportunistic
Trust
USD
2025-03-19
305,713
19,212
286,501
1
62.8
20.2
11.1
5.9
IEF:21.7%;TLT:19.3%;GLD:22.9%;VOO:22.7%;HYG:13.4%
US:72.2;EU:7.2;APAC:15.2;EM:3.9;Other:1.5
Value:+0.9;Growth:+0.1;Quality:+0.6;Size:+0.4;Momentum:-1.0;LowVol:-0.8
MaxPos6%
6
25
6.1
trailing 7%
248
29.9
Bull
13.6
3.82
2.6
75
11
70
38
true
Rebalance
Rebalance back to target bands
28
-21
BrokerB
MKT
96
VAR>budget
Reduce
Risk above budget threshold
18
-43
128
5
false
Within IPS guidelines
P3489
Opportunistic
IRA
USD
2024-12-26
1,353,846
48,503
1,305,343
1
63.9
15.8
11.6
8.7
TSLA:19.5%;VTI:14.4%;QQQ:15.6%;BRK.B:18.0%;VNQ:11.6%;VOO:20.8%
US:66.6;EU:8.7;APAC:13.2;EM:10.5;Other:1.0
Value:-0.7;Growth:+0.7;Quality:-0.1;Size:+0.1;Momentum:-0.4;LowVol:-0.2
NoDerivatives
5
35
4.4
trailing 9%
205
32.2
Bull
11.1
4.13
2.7
76
66
91
43
false
Rebalance
Shift +1% to bonds from equity
26
-20
BrokerB
LMT
90
null
null
Normal monitoring
91
-15
107
5
false
Tax-aware sells next window
P3490
Active
Taxable
USD
2024-08-17
1,283,114
122,442
1,160,672
1
61.6
28.2
1.9
8.3
TSLA:18.8%;XLF:23.3%;VOO:18.6%;AAPL:16.0%;BRK.B:23.3%
US:66.5;EU:8.9;APAC:14.1;EM:6.2;Other:4.3
Value:+0.3;Growth:-0.7;Quality:+0.7;Size:-0.8;Momentum:-0.9;LowVol:+1.0
MaxPos8%
10
25
4.1
trailing 8%
190
17.5
Volatile
25.4
3.8
3.5
139
59
82
64
false
Rebalance
Shift +1% to bonds from equity
15
-22
BrokerD
MKT
90
null
null
Normal monitoring
115
-21
126
4
false
Within IPS guidelines
P3491
Systematic
Taxable
USD
2025-03-28
1,014,599
75,071
939,528
1
57.1
25.2
11
6.6
TLT:33.3%;TSLA:33.3%;AAPL:33.3%
US:65.0;EU:12.8;APAC:11.3;EM:8.5;Other:2.3
Value:+0.4;Growth:+0.4;Quality:-0.0;Size:+0.4;Momentum:-0.2;LowVol:+1.0
MaxPos5%
6
30
4.7
hard 12%
220
28
Volatile
25.5
3.61
2.5
165
13
48
70
false
NoAction
Within bands; monitor
18
14
BrokerD
VWAP
96
null
null
Normal monitoring
118
-18
252
5
false
Tax-aware sells next window
P3492
Hands-off
Taxable
USD
2025-12-11
195,732
17,854
177,878
1
69.5
18.5
4.7
7.3
MUB:22.2%;BRK.B:11.8%;GLD:21.8%;XLF:22.2%;QQQ:22.2%
US:66.0;EU:12.2;APAC:12.1;EM:8.6;Other:1.2
Value:-0.3;Growth:+0.6;Quality:+1.0;Size:+0.5;Momentum:+0.2;LowVol:+0.9
ESGOnly;MaxPos5%;NoDerivatives
10
35
3.6
trailing 8%
145
15.3
Bull
16.8
4.53
3.2
74
99
100
59
false
Buy
Add to core equity +1%
21
-10
BrokerA
LMT
95
null
null
Normal monitoring
-3
-45
57
3
false
Tighten stops on momentum names
P3493
Hands-off
IRA
USD
2025-02-24
590,787
39,197
551,590
1
57.6
26.9
8.4
7.1
VOO:20.7%;AAPL:17.3%;IEF:20.7%;TSLA:11.7%;GLD:18.6%;VTI:11.1%
US:64.3;EU:17.0;APAC:11.4;EM:4.2;Other:3.0
Value:+0.4;Growth:+0.5;Quality:+0.7;Size:0.0;Momentum:-1.0;LowVol:+0.1
ESGOnly
10
25
4.5
trailing 8%
169
15.4
Bull
17.7
4.04
3.1
97
33
65
51
false
NoAction
Within bands; monitor
12
3
BrokerA
LMT
93
null
null
Normal monitoring
0
-10
124
3
false
Increase defensive factor exposure
P3494
Active
IRA
USD
2025-05-14
1,697,587
150,369
1,547,218
1
62.8
23.8
6.3
7.1
VNQ:23.9%;MUB:24.9%;HYG:12.8%;GLD:13.6%;TLT:24.9%
US:73.5;EU:13.1;APAC:6.7;EM:6.4;Other:0.3
Value:-1.0;Growth:-0.8;Quality:+1.0;Size:+0.4;Momentum:-0.8;LowVol:+0.8
null
6
25
4.1
trailing 8%
165
17.9
Bull
14.2
3.86
2.3
83
97
100
36
false
Rebalance
Shift +1% to bonds from equity
5
-21
BrokerD
LMT
98
null
null
Normal monitoring
70
0
145
3
false
Monitor dispersion and breadth
P3495
Opportunistic
401k
USD
2024-09-13
1,219,103
100,801
1,118,302
1
68.7
15.1
10.1
6.1
GLD:16.8%;MSFT:12.9%;XLF:21.1%;QQQ:7.3%;MUB:20.7%;AAPL:21.1%
US:56.3;EU:18.3;APAC:12.7;EM:8.7;Other:4.0
Value:-0.4;Growth:+0.7;Quality:-0.9;Size:-0.9;Momentum:+0.7;LowVol:-0.4
null
7
35
5.2
trailing 9%
169
28.1
Volatile
30.7
4.38
3
154
15
42
84
true
Hedge
Buy index puts 1% notional
18
-25
BrokerB
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
111
-26
152
3
false
Within IPS guidelines
P3496
Hands-off
Roth
USD
2024-10-09
733,701
60,919
672,782
1
56
16.6
19.8
7.6
IEF:33.3%;MSFT:33.3%;XLF:33.3%
US:67.2;EU:6.9;APAC:13.9;EM:9.4;Other:2.6
Value:+0.5;Growth:+0.9;Quality:+0.8;Size:-0.3;Momentum:+0.2;LowVol:+0.6
MaxPos5%
6
35
3.5
trailing 10%
152
16.8
Sideways
20
4.28
2.9
123
-16
47
46
false
Sell
Trim extended winner -1%
21
-33
BrokerB
MKT
88
null
null
Normal monitoring
72
-24
173
5
false
Tighten stops on momentum names
P3497
Cautious
Trust
USD
2025-02-10
358,622
45,087
313,535
1
40.7
43.9
1.5
14
IEF:20.5%;GLD:20.9%;VNQ:7.3%;TSLA:9.5%;MUB:20.9%;VOO:20.9%
US:73.9;EU:6.4;APAC:8.4;EM:9.0;Other:2.3
Value:-0.7;Growth:-0.1;Quality:-0.0;Size:+0.8;Momentum:-0.3;LowVol:0.0
ESGOnly;NoDerivatives;NoMargin
5
25
5.3
hard 10%
168
18.4
Volatile
28.1
3.65
2.7
157
78
95
53
false
Buy
Add to core equity +1%
-5
10
BrokerC
LMT
100
null
null
Normal monitoring
9
-58
1
5
false
Increase defensive factor exposure
P3498
Hands-off
Trust
USD
2025-09-23
770,650
44,472
726,178
1
71.3
15.5
7.2
5.9
HYG:10.9%;VOO:25.9%;AMZN:25.9%;MUB:11.3%;TSLA:25.9%
US:70.0;EU:13.0;APAC:5.3;EM:7.4;Other:4.3
Value:+0.8;Growth:+0.6;Quality:+0.7;Size:-0.1;Momentum:-0.2;LowVol:+0.4
ESGOnly;MaxPos7%
10
30
4.2
hard 10%
152
18.8
Sideways
14.5
3.97
2.3
125
49
69
53
false
Rebalance
Shift +1% to bonds from equity
0
-35
BrokerC
LMT
100
null
null
Normal monitoring
52
-36
118
5
false
Tax-aware sells next window
P3499
Opportunistic
Trust
USD
2024-08-02
582,853
29,031
553,822
1
69.4
14.5
10.2
5.9
QQQ:23.1%;VNQ:10.3%;MSFT:23.9%;BND:23.9%;HYG:18.9%
US:73.5;EU:8.7;APAC:10.4;EM:7.2;Other:0.1
Value:-0.0;Growth:+0.6;Quality:-0.6;Size:+0.4;Momentum:+0.6;LowVol:+0.7
NoDerivatives
7
35
4.5
trailing 7%
245
30.5
Bull
11.2
4.77
3.2
84
69
96
47
false
NoAction
Within bands; monitor
-12
9
BrokerA
LMT
89
null
null
Normal monitoring
-36
-43
-59
3
false
Monitor dispersion and breadth
P3500
Hands-off
Trust
USD
2024-08-08
462,333
45,426
416,907
1
65.9
16.5
9
8.6
VOO:10.3%;AAPL:22.4%;IEF:22.4%;HYG:22.4%;GLD:22.4%
US:65.8;EU:9.5;APAC:14.4;EM:5.7;Other:4.6
Value:+0.5;Growth:-0.5;Quality:-0.1;Size:-0.6;Momentum:+0.3;LowVol:-1.0
MaxPos8%
7
30
5.9
hard 10%
128
12.8
Bull
14.5
3.61
3.5
108
99
91
54
false
Rebalance
Shift +1% to bonds from equity
29
2
BrokerD
LMT
86
null
null
Normal monitoring
81
-36
166
4
false
Tighten stops on momentum names