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
P3601
Active
401k
USD
2025-06-12
2,272,455
232,117
2,040,338
1
54.3
30.7
9
6
MUB:33.3%;VNQ:33.3%;AAPL:33.3%
US:64.0;EU:14.5;APAC:10.6;EM:7.8;Other:3.0
Value:+0.5;Growth:-0.5;Quality:+0.4;Size:-0.1;Momentum:+0.6;LowVol:+0.8
null
8
30
5.3
trailing 9%
140
26
Sideways
17.6
4.13
3.3
130
-22
37
44
false
Sell
Trim extended winner -1%
21
-24
BrokerD
LMT
100
null
null
Normal monitoring
84
-10
207
3
false
Tighten stops on momentum names
P3602
Cautious
Trust
USD
2025-09-07
780,365
74,900
705,465
1
40.9
30.8
14.3
14
BND:18.3%;QQQ:27.2%;AMZN:27.2%;XLF:27.2%
US:75.7;EU:7.5;APAC:10.1;EM:5.8;Other:1.0
Value:+0.7;Growth:-0.5;Quality:-0.8;Size:-0.8;Momentum:0.0;LowVol:+0.9
NoMargin
7
35
4.3
trailing 10%
154
14.8
Sideways
18.9
4.49
3.4
134
-3
48
41
false
Rebalance
Shift +1% to bonds from equity
19
3
BrokerC
MKT
96
null
null
Normal monitoring
76
-28
89
5
false
Within IPS guidelines
P3603
Opportunistic
Taxable
USD
2024-09-10
359,967
14,195
345,772
1.16
70.9
21.6
0
7.5
GLD:25.0%;TLT:25.0%;BRK.B:25.0%;VOO:25.0%
US:65.2;EU:8.8;APAC:14.1;EM:10.5;Other:1.5
Value:-0.4;Growth:+0.2;Quality:+0.9;Size:-0.3;Momentum:+0.9;LowVol:-0.7
null
7
25
5.5
hard 12%
245
32.5
Bull
13.7
4.22
2.1
84
36
70
40
true
Reduce
Cut high-beta by 2-3%, add cash
14
-3
BrokerB
LMT
89
VAR>budget
Pause
Risk above budget threshold
-20
-50
-28
2
false
Tax-aware sells next window
P3604
Systematic
Trust
USD
2025-05-20
1,650,124
66,637
1,583,487
1
61.8
30.1
1.3
6.8
MUB:24.8%;AMZN:15.3%;IEF:24.8%;XLF:15.4%;VOO:19.8%
US:71.3;EU:11.4;APAC:9.7;EM:4.2;Other:3.4
Value:-0.5;Growth:-0.0;Quality:+0.5;Size:-0.9;Momentum:-0.7;LowVol:-0.4
MaxPos6%;NoDerivatives
8
30
5.4
trailing 8%
229
21.2
Bull
18
4.61
2.8
95
33
76
52
false
Sell
Trim extended winner -1%
28
11
BrokerC
MKT
90
null
null
Normal monitoring
83
-10
116
5
false
Tighten stops on momentum names
P3605
Active
IRA
USD
2024-08-09
2,388,738
243,885
2,144,853
1
64.4
24.4
4.4
6.8
TLT:8.4%;MUB:21.8%;BND:21.8%;HYG:13.8%;QQQ:14.7%;TSLA:19.6%
US:74.8;EU:4.9;APAC:14.2;EM:4.4;Other:1.7
Value:-0.3;Growth:+0.1;Quality:+0.1;Size:-0.1;Momentum:-0.1;LowVol:-0.6
null
7
30
5.8
trailing 9%
149
22.1
Volatile
24.3
4.46
4
132
-35
17
74
true
Rebalance
Rebalance back to target bands
-14
-2
BrokerC
MKT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-19
19
34
2
false
Monitor dispersion and breadth
P3606
Opportunistic
Trust
USD
2024-11-09
564,390
22,269
542,121
1
62.5
15.2
17.1
5.2
MSFT:21.8%;AMZN:26.1%;VOO:26.1%;MUB:26.1%
US:62.9;EU:14.3;APAC:11.2;EM:7.3;Other:4.3
Value:-0.2;Growth:-0.2;Quality:+0.9;Size:-0.8;Momentum:-0.3;LowVol:+0.1
MaxPos6%
8
35
6.4
trailing 7%
237
25.2
Bull
11.1
3.62
3.3
115
8
58
38
false
Buy
Add to core equity +1%
12
-24
BrokerD
LMT
91
null
null
Normal monitoring
85
9
134
4
false
Monitor dispersion and breadth
P3607
Opportunistic
Taxable
USD
2025-08-09
914,248
33,336
880,912
1.07
73.9
19.5
0
6.6
QQQ:20.6%;IEF:13.9%;GLD:20.6%;VOO:6.9%;AAPL:17.3%;BND:20.6%
US:68.1;EU:10.2;APAC:11.3;EM:7.1;Other:3.2
Value:+0.5;Growth:-0.1;Quality:-0.8;Size:-0.2;Momentum:+0.5;LowVol:+0.8
null
6
30
5.7
trailing 7%
247
34.7
Bear
26.9
4.04
1.3
183
-5
46
83
true
Hedge
Buy index puts 1% notional
34
4
BrokerA
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-35
-42
-39
4
false
Increase defensive factor exposure
P3608
Systematic
401k
USD
2025-01-04
1,550,087
127,488
1,422,599
1
56.6
27.1
7.7
8.6
VTI:12.6%;QQQ:22.7%;XLF:21.7%;IEF:22.7%;AAPL:20.4%
US:61.8;EU:10.1;APAC:11.0;EM:11.9;Other:5.2
Value:+0.7;Growth:-0.2;Quality:+0.3;Size:+0.4;Momentum:+1.0;LowVol:+0.5
MaxPos5%
5
25
4.8
hard 12%
222
18.3
Volatile
23.2
4.06
2.9
128
51
64
69
false
Sell
Trim extended winner -1%
13
-29
BrokerB
MKT
95
null
null
Normal monitoring
24
18
9
3
false
Within IPS guidelines
P3609
Cautious
401k
USD
2024-11-19
520,172
75,866
444,306
1
42.9
42.3
0
14.9
QQQ:14.3%;XLF:13.3%;TSLA:22.3%;MSFT:14.9%;VOO:12.9%;VNQ:22.3%
US:64.7;EU:6.7;APAC:17.4;EM:9.7;Other:1.4
Value:+1.0;Growth:0.0;Quality:+0.9;Size:-0.7;Momentum:-0.8;LowVol:+1.0
ESGOnly;NoMargin
5
25
3.8
trailing 8%
156
18.8
Sideways
20.9
4.28
3.3
133
50
61
48
false
Buy
Add to core equity +1%
28
2
BrokerA
VWAP
94
null
null
Normal monitoring
18
-14
44
3
false
Increase defensive factor exposure
P3610
Active
IRA
USD
2025-05-22
1,811,712
144,039
1,667,673
1
54.9
31.3
7
6.8
QQQ:18.6%;VNQ:18.9%;AAPL:16.6%;TSLA:10.2%;VOO:19.1%;AMZN:16.6%
US:75.9;EU:6.6;APAC:5.5;EM:11.7;Other:0.3
Value:-0.9;Growth:-0.4;Quality:+0.3;Size:-1.0;Momentum:+0.4;LowVol:+0.2
null
7
30
5.3
trailing 8%
219
24.1
Sideways
14.8
4.43
3.1
129
-27
23
52
false
Buy
Add to core equity +1%
4
-37
BrokerB
MKT
87
null
null
Normal monitoring
-19
-42
-2
4
false
Monitor dispersion and breadth
P3611
Opportunistic
Trust
USD
2024-11-19
951,434
72,646
878,788
1
63.6
20.7
6.9
8.7
MUB:21.4%;XLF:20.5%;GLD:15.4%;IEF:21.4%;AMZN:21.4%
US:72.2;EU:5.5;APAC:13.0;EM:4.6;Other:4.7
Value:-0.4;Growth:-0.2;Quality:-0.9;Size:+0.1;Momentum:+0.8;LowVol:+0.3
null
7
35
6.8
trailing 9%
222
24.4
Bull
14.7
4.38
3.1
81
12
46
56
false
Buy
Add to core equity +1%
-6
-40
BrokerC
LMT
91
null
null
Normal monitoring
-37
-35
35
3
false
Increase defensive factor exposure
P3612
Systematic
Roth
USD
2024-08-19
1,821,915
108,924
1,712,991
1
60.6
32.3
0
7.1
MUB:33.3%;AMZN:33.3%;TLT:33.3%
US:69.1;EU:14.6;APAC:9.8;EM:6.3;Other:0.1
Value:-0.6;Growth:-0.5;Quality:-0.7;Size:+0.2;Momentum:+0.2;LowVol:+0.6
null
10
35
5.8
trailing 8%
187
19.6
Bull
14.5
3.98
3.2
115
51
60
42
false
Rebalance
Shift +1% to bonds from equity
-9
12
BrokerC
MKT
92
null
null
Normal monitoring
33
12
117
3
false
Tighten stops on momentum names
P3613
Hands-off
401k
USD
2024-08-11
150,188
9,262
140,926
1
71.2
15.7
5.4
7.7
IEF:9.2%;HYG:15.7%;BRK.B:13.4%;VTI:15.8%;VNQ:23.0%;BND:23.0%
US:71.0;EU:9.1;APAC:9.4;EM:7.1;Other:3.3
Value:+0.2;Growth:-0.4;Quality:+0.5;Size:-0.0;Momentum:+0.9;LowVol:-0.7
NoDerivatives
6
30
4.2
trailing 10%
136
14.1
Bear
28
3.55
2.3
168
33
59
84
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-3
BrokerA
VWAP
87
VAR>budget
Hedge
Risk above budget threshold
80
6
75
4
true
Monitor dispersion and breadth
P3614
Cautious
401k
USD
2024-10-04
685,839
92,581
593,258
1
37.1
37.3
9.6
16
BRK.B:33.3%;TSLA:33.3%;AMZN:33.3%
US:71.0;EU:9.5;APAC:12.8;EM:4.3;Other:2.5
Value:+0.3;Growth:-0.2;Quality:-0.1;Size:+0.2;Momentum:-0.1;LowVol:-0.9
MaxPos6%;NoMargin
8
25
4.1
hard 10%
127
14.2
Volatile
27.2
4.92
3.6
154
13
50
66
false
Buy
Add to core equity +1%
-15
3
BrokerD
LMT
88
null
null
Normal monitoring
99
-3
100
5
false
Tighten stops on momentum names
P3615
Cautious
Roth
USD
2025-09-16
804,170
97,175
706,995
1
45.6
43.4
0
11
GLD:19.5%;VNQ:13.7%;AAPL:22.3%;MUB:22.3%;QQQ:22.3%
US:65.3;EU:15.5;APAC:9.4;EM:8.6;Other:1.2
Value:+0.3;Growth:-0.5;Quality:+0.3;Size:+0.2;Momentum:+0.7;LowVol:+0.5
ESGOnly;NoMargin
8
35
3.7
trailing 8%
138
18.6
Bull
16.3
4.76
2.7
103
120
100
37
false
Rebalance
Shift +1% to bonds from equity
16
3
BrokerB
LMT
85
null
null
Normal monitoring
99
-53
132
5
false
Tax-aware sells next window
P3616
Systematic
IRA
USD
2025-11-22
1,197,402
50,555
1,146,847
1
57.6
25
11.9
5.5
MUB:33.3%;QQQ:33.3%;GLD:33.3%
US:73.2;EU:6.9;APAC:12.9;EM:6.5;Other:0.5
Value:-0.6;Growth:+0.4;Quality:+0.1;Size:+0.6;Momentum:-0.4;LowVol:+0.9
null
5
35
4.2
hard 12%
171
24.9
Volatile
29.8
5.36
3.4
115
19
67
71
true
Reduce
Cut high-beta by 2-3%, add cash
3
-12
BrokerC
VWAP
87
VAR>budget
Hedge
Risk above budget threshold
18
-38
116
4
false
Increase defensive factor exposure
P3617
Opportunistic
Taxable
USD
2024-08-30
1,624,989
78,875
1,546,114
1
69.3
12.7
12.8
5.2
QQQ:33.3%;XLF:33.3%;TSLA:33.3%
US:62.3;EU:13.7;APAC:11.2;EM:9.0;Other:3.9
Value:-0.2;Growth:+0.9;Quality:0.0;Size:+1.0;Momentum:+1.0;LowVol:-0.4
null
7
30
6.6
trailing 7%
233
23.2
Sideways
16.1
4.65
2.7
123
13
53
48
false
Hedge
Add TLT +1% as duration hedge
27
-7
BrokerB
VWAP
97
null
null
Normal monitoring
44
11
177
4
false
Tighten stops on momentum names
P3618
Active
IRA
USD
2024-07-23
901,440
83,255
818,185
1
58.6
26.8
5.8
8.8
BRK.B:23.4%;GLD:23.4%;TSLA:14.6%;VOO:15.3%;MUB:23.4%
US:59.0;EU:18.8;APAC:11.4;EM:8.0;Other:2.9
Value:+0.8;Growth:+0.6;Quality:-0.9;Size:-0.8;Momentum:-0.3;LowVol:0.0
NoDerivatives
5
30
5.6
trailing 8%
201
27.5
Volatile
23.8
3.95
4
110
25
68
56
false
Rebalance
Shift +1% to bonds from equity
4
-9
BrokerC
MKT
95
null
null
Normal monitoring
119
-14
134
3
false
Tighten stops on momentum names
P3619
Active
IRA
USD
2025-01-28
1,918,829
115,463
1,803,366
1
57.1
26.3
7.8
8.8
HYG:33.9%;TSLA:32.2%;BRK.B:33.9%
US:69.9;EU:13.5;APAC:7.1;EM:8.6;Other:0.9
Value:+0.5;Growth:+0.1;Quality:+0.8;Size:+0.5;Momentum:-0.2;LowVol:-0.7
null
8
30
4.3
hard 12%
124
19.5
Volatile
28.4
4.71
4.3
154
-33
46
68
false
Rebalance
Shift +1% to bonds from equity
12
-38
BrokerC
MKT
96
null
null
Normal monitoring
-23
-4
-39
4
false
Within IPS guidelines
P3620
Cautious
Taxable
USD
2024-09-01
752,451
69,514
682,937
1
40.4
33.4
15.7
10.5
GLD:33.3%;MSFT:33.3%;AMZN:33.3%
US:64.8;EU:14.0;APAC:10.0;EM:7.8;Other:3.3
Value:+0.4;Growth:-0.0;Quality:+0.1;Size:-0.7;Momentum:0.0;LowVol:+0.3
NoMargin
8
25
5.3
trailing 8%
142
17.5
Sideways
21.4
4.35
2
99
42
82
37
false
Rebalance
Shift +1% to bonds from equity
-11
-3
BrokerC
MKT
96
null
null
Normal monitoring
12
0
70
5
false
Tax-aware sells next window
P3621
Active
401k
USD
2025-08-30
1,648,894
147,756
1,501,138
1.23
59.6
23.5
10.1
6.7
BND:33.3%;QQQ:33.3%;VOO:33.3%
US:68.6;EU:8.2;APAC:14.3;EM:4.3;Other:4.6
Value:+0.8;Growth:+0.4;Quality:-0.2;Size:+0.9;Momentum:-0.5;LowVol:-0.2
MaxPos8%;NoDerivatives
6
35
4.3
hard 12%
221
26.5
Sideways
19.9
4.8
2.2
137
16
51
58
false
Sell
Trim extended winner -1%
14
-5
BrokerA
LMT
91
null
null
Normal monitoring
-19
16
116
5
false
Monitor dispersion and breadth
P3622
Systematic
Taxable
USD
2025-01-21
759,124
52,898
706,226
1
61.9
23.9
6.1
8.1
HYG:10.0%;IEF:21.2%;QQQ:9.3%;VNQ:21.2%;GLD:18.7%;VTI:19.6%
US:70.1;EU:7.3;APAC:11.7;EM:6.2;Other:4.6
Value:-0.5;Growth:-0.9;Quality:+0.9;Size:+0.6;Momentum:+0.5;LowVol:-0.8
null
6
25
5.2
trailing 8%
122
22.5
Bear
25.1
4.11
1.5
187
-92
5
60
false
Buy
Add to core equity +1%
27
-2
BrokerC
MKT
99
null
null
Normal monitoring
-60
-44
-3
3
false
Monitor dispersion and breadth
P3623
Cautious
IRA
USD
2025-07-23
697,298
98,374
598,924
1
41.9
41.8
0
16.3
GLD:27.9%;VNQ:27.8%;IEF:16.4%;VOO:27.9%
US:63.9;EU:14.7;APAC:11.0;EM:9.8;Other:0.6
Value:0.0;Growth:-1.0;Quality:-0.3;Size:+0.5;Momentum:+0.1;LowVol:-0.1
MaxPos7%;NoMargin
8
30
3.5
hard 10%
107
19.9
Sideways
21.7
4.64
3
104
7
62
41
false
Rebalance
Shift +1% to bonds from equity
25
-6
BrokerA
LMT
95
null
null
Normal monitoring
-49
-17
-23
4
false
Increase defensive factor exposure
P3624
Cautious
Roth
USD
2025-06-08
497,083
52,668
444,415
1
38.8
35.2
10.1
15.8
BRK.B:33.3%;AAPL:33.3%;IEF:33.3%
US:65.0;EU:16.1;APAC:9.4;EM:8.7;Other:0.8
Value:-0.4;Growth:+0.3;Quality:+1.0;Size:+0.4;Momentum:-0.4;LowVol:+0.4
NoMargin
10
35
4.8
trailing 8%
162
16.9
Sideways
16
3.73
2.3
131
-15
30
26
false
Rebalance
Shift +1% to bonds from equity
-8
-2
BrokerB
MKT
95
null
null
Normal monitoring
76
-27
171
5
false
Tighten stops on momentum names
P3625
Systematic
IRA
USD
2025-08-31
1,911,484
83,793
1,827,691
1
59.7
27.7
6.8
5.8
IEF:33.3%;TLT:33.3%;TSLA:33.3%
US:64.0;EU:17.1;APAC:8.4;EM:9.7;Other:0.8
Value:+1.0;Growth:+0.8;Quality:+0.9;Size:-0.8;Momentum:+0.2;LowVol:-0.2
MaxPos7%;NoDerivatives
10
35
4.3
trailing 8%
191
17.4
Volatile
27.1
5.44
2.5
180
33
77
75
true
Hedge
Buy index puts 1% notional
12
11
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
72
-21
200
2
false
Increase defensive factor exposure
P3626
Active
Trust
USD
2025-04-18
2,317,847
277,963
2,039,884
1
61.2
27.6
4.2
7
VTI:22.2%;GLD:22.2%;AAPL:14.2%;BRK.B:19.2%;MUB:22.2%
US:63.5;EU:11.9;APAC:10.2;EM:11.1;Other:3.2
Value:-0.7;Growth:-0.7;Quality:-0.7;Size:+0.7;Momentum:-0.6;LowVol:-0.4
null
10
25
5.5
hard 12%
121
26.9
Bull
16.6
4.09
2.8
119
67
79
44
false
Sell
Trim extended winner -1%
20
12
BrokerC
MKT
85
null
null
Normal monitoring
105
-25
207
3
false
Tighten stops on momentum names
P3627
Hands-off
IRA
USD
2024-10-29
745,819
39,518
706,301
1
60.1
21.6
10.9
7.5
TLT:19.3%;VTI:11.3%;AMZN:12.5%;VOO:22.1%;HYG:12.9%;MUB:21.9%
US:65.6;EU:6.9;APAC:13.9;EM:8.5;Other:5.2
Value:+0.9;Growth:-0.0;Quality:+0.6;Size:-0.1;Momentum:+0.9;LowVol:+0.5
ESGOnly;MaxPos8%
10
30
4.2
hard 10%
113
19.9
Bull
14.9
5
3.1
80
72
90
38
false
Buy
Add to core equity +1%
-1
-13
BrokerA
VWAP
86
null
null
Normal monitoring
103
-52
160
5
false
Tax-aware sells next window
P3628
Systematic
Roth
USD
2025-05-07
665,213
58,145
607,068
1
62
28.5
0.2
9.3
IEF:12.6%;VNQ:25.1%;MUB:23.6%;MSFT:25.1%;VOO:13.6%
US:74.2;EU:10.4;APAC:10.5;EM:3.2;Other:1.6
Value:-0.9;Growth:-1.0;Quality:+0.8;Size:+0.5;Momentum:+0.6;LowVol:+0.7
null
5
35
4.4
hard 12%
173
20.4
Volatile
29.5
4.68
2.3
118
64
87
75
true
Reduce
Cut high-beta by 2-3%, add cash
25
-35
BrokerD
MKT
96
VAR>budget
TightenStops
Risk above budget threshold
105
-60
224
2
false
Tax-aware sells next window
P3629
Cautious
IRA
USD
2024-07-12
371,984
38,934
333,050
1
36.6
32.1
15
16.4
VNQ:22.8%;HYG:14.8%;TSLA:22.8%;XLF:10.9%;AAPL:10.0%;VTI:18.8%
US:74.9;EU:10.4;APAC:5.7;EM:4.9;Other:4.1
Value:+0.4;Growth:+1.0;Quality:-0.3;Size:+0.1;Momentum:-0.8;LowVol:+0.9
ESGOnly;MaxPos7%;NoMargin
5
35
4.2
hard 10%
116
12.9
Bull
13.9
4.79
3.2
76
71
90
21
false
Rebalance
Shift +1% to bonds from equity
-11
-1
BrokerD
LMT
95
null
null
Normal monitoring
-54
-47
-18
5
false
Within IPS guidelines
P3630
Cautious
401k
USD
2025-03-22
441,881
49,126
392,755
1
46.5
40.3
0
13.1
AMZN:17.4%;HYG:22.5%;BND:24.4%;GLD:16.7%;VNQ:18.9%
US:67.8;EU:5.6;APAC:10.5;EM:12.8;Other:3.3
Value:-0.8;Growth:-0.3;Quality:-0.7;Size:+0.7;Momentum:-0.1;LowVol:-1.0
ESGOnly;MaxPos7%;NoMargin
8
30
4
trailing 8%
152
16.9
Volatile
31.8
4.65
2.4
131
-53
18
79
true
Rebalance
Rebalance back to target bands
22
11
BrokerA
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
71
13
51
2
false
Tax-aware sells next window
P3631
Cautious
Trust
USD
2025-05-27
379,093
52,388
326,705
1
41.7
40.1
3.8
14.5
TLT:26.4%;IEF:26.4%;VNQ:20.7%;MUB:26.4%
US:57.1;EU:19.1;APAC:10.8;EM:11.4;Other:1.6
Value:0.0;Growth:+0.9;Quality:+0.3;Size:+0.9;Momentum:+0.8;LowVol:+0.4
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
10
35
4.3
trailing 10%
164
17
Volatile
22.9
4.06
3.2
149
-38
40
53
true
Rebalance
Rebalance back to target bands
33
-2
BrokerD
MKT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
6
-38
-30
2
false
Tax-aware sells next window
P3632
Systematic
Taxable
USD
2024-12-24
851,250
71,583
779,667
1
59.5
31.2
1.9
7.4
GLD:19.7%;AMZN:11.0%;XLF:12.6%;MSFT:19.2%;BND:20.7%;VTI:16.8%
US:75.4;EU:12.6;APAC:5.8;EM:4.8;Other:1.4
Value:+0.2;Growth:-0.9;Quality:-0.6;Size:-0.7;Momentum:+0.9;LowVol:+0.4
MaxPos5%
10
25
4.7
trailing 9%
205
26.7
Bear
27.9
4.22
1.3
196
-79
5
81
true
Hedge
Buy index puts 1% notional
19
-3
BrokerA
LMT
85
RegimeShift
Pause
Volatility spike and breadth deterioration
2
-1
133
5
false
Tighten stops on momentum names
P3633
Opportunistic
IRA
USD
2024-09-21
1,106,535
90,193
1,016,342
1
67.2
15.4
12.3
5.1
HYG:33.3%;BND:33.3%;XLF:33.3%
US:71.1;EU:12.3;APAC:5.1;EM:11.0;Other:0.5
Value:+0.4;Growth:-0.2;Quality:-1.0;Size:-0.6;Momentum:+0.2;LowVol:+0.6
NoDerivatives
10
35
6.2
trailing 7%
191
22.9
Bull
13.9
4.4
2.8
97
18
71
49
true
Rebalance
Rebalance back to target bands
-3
-3
BrokerC
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
3
11
129
3
false
Tighten stops on momentum names
P3634
Hands-off
Trust
USD
2025-07-07
525,914
50,438
475,476
1
61
24.2
7.3
7.5
MUB:14.4%;XLF:22.4%;GLD:23.1%;TLT:23.1%;AAPL:17.0%
US:66.4;EU:16.3;APAC:9.2;EM:5.4;Other:2.8
Value:-0.2;Growth:-0.1;Quality:-0.2;Size:+0.7;Momentum:+0.3;LowVol:-0.3
ESGOnly;MaxPos5%
6
25
3.1
hard 10%
102
18
Bear
30.6
3.04
1.5
200
-49
37
79
true
Hedge
Buy index puts 1% notional
10
-6
BrokerA
MKT
85
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
8
-49
81
2
false
Tighten stops on momentum names
P3635
Opportunistic
IRA
USD
2025-04-30
1,222,921
85,725
1,137,196
1
67
17.2
8.2
7.6
GLD:33.3%;QQQ:33.3%;XLF:33.3%
US:65.4;EU:9.2;APAC:12.2;EM:10.1;Other:3.0
Value:-0.8;Growth:-0.5;Quality:+0.9;Size:+0.5;Momentum:-0.8;LowVol:-0.5
MaxPos8%
8
25
5.5
hard 12%
271
31.9
Sideways
15.9
4.11
2
109
52
77
56
false
Rebalance
Shift +1% to bonds from equity
22
1
BrokerB
LMT
86
null
null
Normal monitoring
81
-53
42
4
false
Increase defensive factor exposure
P3636
Active
401k
USD
2025-04-10
2,021,483
209,374
1,812,109
1
51.1
21.5
19.9
7.5
TSLA:33.3%;TLT:33.3%;HYG:33.3%
US:67.5;EU:11.9;APAC:8.8;EM:11.1;Other:0.7
Value:-0.4;Growth:+0.6;Quality:-0.6;Size:+0.6;Momentum:-0.1;LowVol:+0.2
NoDerivatives
6
30
5.7
trailing 8%
200
19.6
Bull
12.3
4.61
3.4
93
108
100
30
false
NoAction
Within bands; monitor
-2
-31
BrokerD
VWAP
92
null
null
Normal monitoring
66
-30
56
3
false
Increase defensive factor exposure
P3637
Hands-off
Roth
USD
2024-07-09
466,708
32,300
434,408
1
67
26.2
0
6.8
VNQ:23.8%;HYG:10.3%;BRK.B:23.8%;XLF:18.5%;TLT:23.8%
US:65.3;EU:15.0;APAC:10.3;EM:9.0;Other:0.4
Value:-0.4;Growth:-0.8;Quality:-0.8;Size:+0.7;Momentum:+0.6;LowVol:+0.8
MaxPos7%;NoDerivatives
6
30
3.5
trailing 10%
152
13.9
Bull
17.3
4.83
2.5
81
26
58
58
false
Rebalance
Shift +1% to bonds from equity
4
-34
BrokerB
LMT
98
null
null
Normal monitoring
113
-55
112
4
false
Monitor dispersion and breadth
P3638
Opportunistic
IRA
USD
2024-12-21
388,121
15,934
372,187
1
62.9
17.4
11.5
8.3
HYG:24.3%;VOO:11.7%;IEF:24.3%;AMZN:15.2%;QQQ:24.3%
US:58.9;EU:20.1;APAC:11.9;EM:4.7;Other:4.4
Value:+1.0;Growth:-0.9;Quality:+0.6;Size:-0.8;Momentum:+0.2;LowVol:+0.5
MaxPos5%;NoDerivatives
6
25
6.6
trailing 7%
267
29.2
Bull
12.9
4.84
2.9
97
63
68
38
false
Sell
Trim extended winner -1%
16
7
BrokerD
MKT
90
null
null
Normal monitoring
91
-13
140
5
false
Tighten stops on momentum names
P3639
Opportunistic
Roth
USD
2024-12-13
580,407
19,261
561,146
1
69.4
17.6
4.9
8.2
XLF:27.7%;VOO:27.7%;GLD:16.8%;AMZN:27.7%
US:67.3;EU:9.6;APAC:10.0;EM:8.5;Other:4.6
Value:+0.8;Growth:-0.7;Quality:0.0;Size:+0.4;Momentum:+0.4;LowVol:+0.1
MaxPos6%
7
30
5
hard 12%
185
23.4
Bear
22.6
3.97
1.7
220
-41
39
56
false
Rebalance
Shift +1% to bonds from equity
-6
-35
BrokerD
LMT
96
null
null
Normal monitoring
42
-45
97
4
false
Monitor dispersion and breadth
P3640
Systematic
Trust
USD
2025-05-12
783,188
56,412
726,776
1
63.7
26.7
0.3
9.2
VTI:27.2%;IEF:18.3%;TSLA:27.2%;VOO:27.2%
US:73.1;EU:11.2;APAC:7.8;EM:7.3;Other:0.6
Value:+0.1;Growth:-0.7;Quality:+0.3;Size:-0.9;Momentum:+0.3;LowVol:-0.5
MaxPos8%
8
35
4.3
trailing 8%
140
16.2
Bull
13.6
4.86
2.1
108
62
66
41
false
Hedge
Add TLT +1% as duration hedge
32
-33
BrokerD
MKT
93
null
null
Normal monitoring
118
5
175
5
false
Tighten stops on momentum names
P3641
Cautious
Roth
USD
2024-12-27
316,787
33,420
283,367
1
39
43.7
2.4
14.8
QQQ:12.5%;AAPL:25.2%;BND:11.8%;MSFT:25.2%;IEF:25.2%
US:57.6;EU:14.4;APAC:14.5;EM:10.1;Other:3.5
Value:+1.0;Growth:-0.8;Quality:-0.5;Size:+0.4;Momentum:+0.8;LowVol:+0.4
NoMargin
6
25
5.5
hard 10%
161
16.9
Bull
15.9
3.62
2.4
98
107
100
40
false
Sell
Trim extended winner -1%
34
2
BrokerA
VWAP
100
null
null
Normal monitoring
-27
-10
92
5
false
Tighten stops on momentum names
P3642
Systematic
Taxable
USD
2024-08-07
709,535
28,592
680,943
1
63.6
21.4
7.7
7.3
VTI:23.9%;MSFT:9.3%;MUB:23.9%;VOO:23.9%;HYG:18.9%
US:59.0;EU:12.8;APAC:15.2;EM:7.7;Other:5.3
Value:-0.6;Growth:+0.2;Quality:+0.9;Size:-0.7;Momentum:+0.5;LowVol:+0.5
MaxPos7%
10
25
5.6
trailing 9%
197
25.8
Bull
16.7
4.63
2.2
95
71
79
54
false
Rebalance
Shift +1% to bonds from equity
15
-14
BrokerD
LMT
86
null
null
Normal monitoring
8
4
78
5
false
Within IPS guidelines
P3643
Hands-off
401k
USD
2024-08-05
159,419
8,431
150,988
1
67.6
24.1
0
8.3
VOO:33.3%;IEF:33.3%;BND:33.3%
US:67.7;EU:10.1;APAC:12.9;EM:6.9;Other:2.5
Value:+0.5;Growth:+0.6;Quality:+0.3;Size:+0.1;Momentum:+0.1;LowVol:-0.7
null
8
30
4.5
trailing 8%
145
16.8
Bull
15.4
4.58
2.9
91
65
95
59
true
Rebalance
Rebalance back to target bands
33
-26
BrokerA
LMT
87
VAR>budget
Hedge
Risk above budget threshold
-48
-1
6
2
false
Within IPS guidelines
P3644
Cautious
Trust
USD
2025-03-26
301,418
44,146
257,272
1
39.7
44
0.4
16
GLD:16.8%;AMZN:23.9%;BND:21.0%;TSLA:23.9%;BRK.B:14.4%
US:70.1;EU:14.0;APAC:11.5;EM:4.0;Other:0.3
Value:+0.3;Growth:-0.3;Quality:-0.4;Size:-0.3;Momentum:+0.3;LowVol:+0.6
ESGOnly;NoMargin
10
25
5.6
trailing 8%
115
12.3
Bear
33.1
3.35
2.1
160
-96
5
70
false
Hedge
Add TLT +1% as duration hedge
18
14
BrokerB
LMT
90
null
null
Normal monitoring
48
19
140
4
false
Monitor dispersion and breadth
P3645
Opportunistic
Taxable
USD
2024-10-09
401,180
35,167
366,013
1
74.8
13.5
5.3
6.5
XLF:25.9%;MUB:25.9%;HYG:25.9%;AAPL:22.3%
US:60.9;EU:18.3;APAC:12.0;EM:8.3;Other:0.4
Value:-0.2;Growth:-0.3;Quality:+0.1;Size:-0.6;Momentum:-0.4;LowVol:+0.5
NoDerivatives
8
25
5
hard 12%
177
31.4
Bear
29.1
3.88
2.1
207
-85
5
90
true
Reduce
Cut high-beta by 2-3%, add cash
4
-21
BrokerC
MKT
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
85
-26
149
2
false
Tighten stops on momentum names
P3646
Active
IRA
USD
2024-07-16
1,711,671
139,501
1,572,170
1
68.9
24.2
1.3
5.6
AAPL:15.2%;IEF:18.8%;VNQ:21.8%;VOO:12.5%;TSLA:9.9%;QQQ:21.8%
US:65.9;EU:18.6;APAC:8.2;EM:5.0;Other:2.3
Value:-0.7;Growth:+0.1;Quality:0.0;Size:+0.4;Momentum:-0.3;LowVol:+0.2
MaxPos6%
6
25
5.1
hard 12%
214
18.3
Volatile
26.1
4.74
3.8
132
-43
20
72
true
Rebalance
Rebalance back to target bands
20
-3
BrokerC
LMT
88
VAR>budget
Hedge
Risk above budget threshold
2
-47
59
5
false
Within IPS guidelines
P3647
Active
Taxable
USD
2024-12-18
2,004,200
225,819
1,778,381
1
57.3
31.4
2.5
8.8
VTI:18.1%;BND:11.6%;AMZN:20.9%;AAPL:20.0%;VNQ:16.9%;GLD:12.4%
US:65.7;EU:17.8;APAC:7.9;EM:5.7;Other:2.9
Value:-0.5;Growth:+0.8;Quality:+0.3;Size:+0.3;Momentum:+0.2;LowVol:+1.0
MaxPos7%;NoDerivatives
8
25
4.7
trailing 9%
201
21.8
Bull
16.9
4.12
2.6
93
79
90
50
false
Rebalance
Shift +1% to bonds from equity
35
-39
BrokerD
MKT
88
null
null
Normal monitoring
109
-40
238
3
false
Within IPS guidelines
P3648
Cautious
Trust
USD
2025-06-09
851,168
96,822
754,346
1
35.4
33.6
14.3
16.8
VNQ:14.4%;MUB:13.8%;TLT:13.7%;XLF:22.0%;VOO:22.0%;IEF:14.0%
US:67.4;EU:17.2;APAC:8.5;EM:6.4;Other:0.4
Value:-1.0;Growth:-0.1;Quality:+0.8;Size:+0.1;Momentum:-0.4;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
8
30
3.5
hard 10%
148
12.4
Sideways
21
3.83
3.1
93
33
63
37
false
Rebalance
Shift +1% to bonds from equity
22
-37
BrokerD
MKT
97
null
null
Normal monitoring
3
-16
9
4
false
Increase defensive factor exposure
P3649
Cautious
IRA
USD
2025-03-18
734,625
94,435
640,190
1
45.4
41.2
0
13.4
VOO:33.3%;HYG:33.3%;TLT:33.3%
US:61.1;EU:12.5;APAC:8.5;EM:13.6;Other:4.3
Value:-0.9;Growth:+0.6;Quality:+0.4;Size:-0.2;Momentum:-1.0;LowVol:-0.9
ESGOnly;NoMargin
5
25
6
trailing 8%
117
14
Volatile
26.1
4.27
2.6
140
74
88
50
false
Buy
Add to core equity +1%
14
-23
BrokerD
MKT
91
null
null
Normal monitoring
23
-15
153
5
false
Increase defensive factor exposure
P3650
Opportunistic
IRA
USD
2024-11-15
809,199
40,477
768,722
1
61.9
10.2
22.4
5.5
QQQ:19.9%;GLD:16.3%;XLF:20.4%;AMZN:21.7%;VOO:21.7%
US:61.4;EU:16.4;APAC:9.8;EM:10.9;Other:1.3
Value:-0.5;Growth:-0.0;Quality:+0.1;Size:-0.8;Momentum:-0.6;LowVol:-0.8
MaxPos8%;NoDerivatives
5
30
5.1
hard 12%
168
27.5
Volatile
24.1
3.78
3
111
68
88
74
true
Reduce
Cut high-beta by 2-3%, add cash
-7
-24
BrokerD
VWAP
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
-56
-22
76
4
false
Tighten stops on momentum names
P3651
Opportunistic
Trust
USD
2024-07-19
971,622
47,356
924,266
1
63.7
19.7
11.9
4.7
AAPL:14.8%;BND:15.4%;VTI:21.3%;TLT:8.3%;MUB:21.3%;GLD:18.9%
US:69.6;EU:10.2;APAC:11.3;EM:8.5;Other:0.3
Value:0.0;Growth:-0.8;Quality:-0.6;Size:+0.5;Momentum:-0.5;LowVol:-0.4
null
10
30
4.4
hard 12%
164
22.4
Sideways
21.7
4.4
2.2
130
-6
40
58
false
NoAction
Within bands; monitor
-9
10
BrokerA
LMT
89
null
null
Normal monitoring
-35
-6
-54
5
false
Increase defensive factor exposure
P3652
Hands-off
401k
USD
2024-08-27
808,377
72,892
735,485
1
56.6
15.5
19.3
8.7
BND:11.1%;BRK.B:22.6%;GLD:22.6%;VOO:21.1%;XLF:22.6%
US:64.9;EU:9.3;APAC:14.7;EM:6.6;Other:4.5
Value:-0.6;Growth:+0.2;Quality:+0.1;Size:+0.8;Momentum:+0.1;LowVol:+0.3
null
8
25
4.2
trailing 8%
158
17.9
Bull
17.3
3.92
3.2
111
11
49
42
false
Rebalance
Shift +1% to bonds from equity
7
-1
BrokerC
VWAP
91
null
null
Normal monitoring
50
0
128
4
false
Monitor dispersion and breadth
P3653
Active
401k
USD
2024-07-17
526,260
42,941
483,319
1
56
19.6
16.3
8.1
TLT:12.2%;HYG:9.0%;BND:21.6%;TSLA:15.0%;QQQ:20.6%;BRK.B:21.6%
US:65.1;EU:19.2;APAC:8.3;EM:3.2;Other:4.2
Value:-0.3;Growth:-0.8;Quality:-0.2;Size:+0.8;Momentum:+0.7;LowVol:-0.4
null
10
35
5.4
hard 12%
144
16
Bull
12.4
3.81
2.6
91
44
69
46
false
Sell
Trim extended winner -1%
-9
-2
BrokerD
LMT
94
null
null
Normal monitoring
39
-38
19
5
false
Monitor dispersion and breadth
P3654
Cautious
Taxable
USD
2025-01-14
747,145
103,507
643,638
1
39.9
39.3
8.2
12.6
AAPL:23.8%;VNQ:24.7%;GLD:13.3%;QQQ:24.7%;BRK.B:13.4%
US:66.2;EU:13.8;APAC:9.7;EM:7.3;Other:3.1
Value:+0.3;Growth:+1.0;Quality:+0.1;Size:+0.6;Momentum:-0.7;LowVol:+0.1
ESGOnly;NoMargin
5
35
3.5
trailing 8%
147
16.8
Sideways
18.1
4.86
2.9
101
-10
52
30
false
Buy
Add to core equity +1%
10
-7
BrokerB
MKT
99
null
null
Normal monitoring
28
-28
55
5
false
Increase defensive factor exposure
P3655
Hands-off
Taxable
USD
2025-05-18
722,203
55,244
666,959
1
56.1
28.1
10.4
5.4
VTI:12.3%;TLT:25.1%;XLF:25.1%;GLD:22.6%;MSFT:14.9%
US:64.6;EU:22.4;APAC:6.6;EM:6.0;Other:0.4
Value:-0.2;Growth:-0.8;Quality:-0.3;Size:-0.7;Momentum:-0.3;LowVol:+0.6
ESGOnly
5
30
4.6
trailing 10%
154
18.1
Sideways
16
3.85
2.2
95
-4
41
53
false
Buy
Add to core equity +1%
-14
-36
BrokerD
LMT
89
null
null
Normal monitoring
14
1
101
3
false
Monitor dispersion and breadth
P3656
Systematic
Roth
USD
2025-06-01
1,154,855
52,777
1,102,078
1
59.8
32.9
0
7.4
AAPL:25.0%;MUB:25.0%;BRK.B:25.0%;VOO:25.0%
US:70.3;EU:9.2;APAC:11.3;EM:5.2;Other:4.0
Value:+0.5;Growth:-0.6;Quality:-0.6;Size:-0.9;Momentum:+0.8;LowVol:+0.4
MaxPos7%
8
25
5.6
hard 12%
124
25.3
Volatile
25.8
4.33
4.1
115
28
64
66
false
Sell
Trim extended winner -1%
23
-5
BrokerC
LMT
87
null
null
Normal monitoring
-46
-53
40
5
false
Within IPS guidelines
P3657
Cautious
IRA
USD
2025-03-18
437,409
67,933
369,476
1
45.2
40.9
0
13.9
QQQ:27.4%;TSLA:27.4%;IEF:27.4%;MSFT:17.8%
US:62.8;EU:16.4;APAC:12.0;EM:5.4;Other:3.4
Value:-0.3;Growth:-0.8;Quality:-0.3;Size:-0.4;Momentum:-0.6;LowVol:0.0
ESGOnly;NoDerivatives;NoMargin
6
35
3.7
hard 10%
149
16.4
Bull
13.2
4.5
3.4
103
109
100
29
false
Buy
Add to core equity +1%
-10
-11
BrokerC
VWAP
99
null
null
Normal monitoring
82
-31
120
4
false
Tighten stops on momentum names
P3658
Systematic
Roth
USD
2025-12-19
897,004
57,379
839,625
1
67.4
23.4
3.7
5.4
XLF:16.9%;TSLA:24.0%;TLT:24.0%;AMZN:24.0%;MUB:11.2%
US:66.9;EU:13.2;APAC:9.9;EM:6.7;Other:3.3
Value:-0.2;Growth:-0.6;Quality:+0.4;Size:-1.0;Momentum:0.0;LowVol:+0.5
NoDerivatives
8
25
4.2
trailing 9%
190
26.9
Bull
17.5
4.87
2.8
79
117
97
56
false
Buy
Add to core equity +1%
24
-11
BrokerB
MKT
88
null
null
Normal monitoring
66
-30
103
3
false
Tighten stops on momentum names
P3659
Systematic
Taxable
USD
2025-04-03
1,521,884
118,561
1,403,323
1
62.3
22.8
5.6
9.3
BND:14.5%;VNQ:20.1%;TSLA:19.0%;VOO:16.4%;MUB:9.0%;HYG:21.0%
US:68.2;EU:13.2;APAC:10.6;EM:4.4;Other:3.6
Value:+0.6;Growth:+0.7;Quality:-1.0;Size:+0.3;Momentum:-0.0;LowVol:+1.0
MaxPos5%
5
35
5.9
hard 12%
147
23.4
Bull
12.1
4.65
3
102
21
53
50
false
Buy
Add to core equity +1%
10
-33
BrokerA
VWAP
85
null
null
Normal monitoring
108
11
114
5
false
Tax-aware sells next window
P3660
Hands-off
Trust
USD
2024-10-15
316,179
31,282
284,897
1
66.7
25.3
0
8.1
BND:18.3%;QQQ:21.6%;BRK.B:9.5%;TLT:20.8%;GLD:17.0%;AMZN:12.9%
US:68.2;EU:12.1;APAC:10.5;EM:9.0;Other:0.2
Value:+0.7;Growth:-0.8;Quality:+0.5;Size:+0.7;Momentum:+1.0;LowVol:+0.2
null
10
35
3.3
trailing 8%
110
17.2
Bear
32.9
3.3
2.3
206
38
70
87
true
Hedge
Buy index puts 1% notional
14
6
BrokerC
MKT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
48
-5
108
2
false
Tax-aware sells next window
P3661
Hands-off
401k
USD
2025-05-26
856,302
59,999
796,303
1
59.5
26.3
8.8
5.4
IEF:36.1%;BND:27.8%;BRK.B:36.1%
US:72.4;EU:7.5;APAC:10.7;EM:7.6;Other:1.9
Value:0.0;Growth:-0.7;Quality:+0.7;Size:+0.5;Momentum:-1.0;LowVol:-0.5
MaxPos7%;NoDerivatives
7
25
3.7
trailing 8%
119
14
Bear
28.9
4.45
1.6
156
-106
5
75
true
Hedge
Buy index puts 1% notional
28
-15
BrokerC
MKT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
-25
-52
-59
2
false
Tighten stops on momentum names
P3662
Active
Roth
USD
2025-03-01
1,364,445
157,778
1,206,667
1
62.7
26
3.1
8.2
MUB:8.6%;BND:23.8%;QQQ:20.0%;HYG:23.8%;AAPL:23.8%
US:69.9;EU:10.0;APAC:8.3;EM:6.9;Other:4.9
Value:-0.5;Growth:+0.4;Quality:+0.1;Size:+0.4;Momentum:-0.4;LowVol:-0.3
NoDerivatives
7
30
5.8
hard 12%
151
23.9
Bull
17.8
4.16
3.5
87
44
80
49
false
NoAction
Within bands; monitor
7
-14
BrokerB
LMT
99
null
null
Normal monitoring
34
-32
0
5
false
Within IPS guidelines
P3663
Opportunistic
Taxable
USD
2025-04-04
1,587,400
104,573
1,482,827
1
75.9
12.2
7.3
4.5
BND:9.3%;VOO:24.0%;VTI:24.1%;GLD:24.1%;AMZN:18.5%
US:62.3;EU:8.5;APAC:15.8;EM:8.7;Other:4.7
Value:-0.7;Growth:-0.3;Quality:0.0;Size:-1.0;Momentum:+0.4;LowVol:+0.1
MaxPos7%
10
25
6.5
trailing 7%
164
24.8
Bull
17.6
4.34
2.5
80
66
90
70
false
NoAction
Within bands; monitor
12
4
BrokerB
LMT
88
null
null
Normal monitoring
110
-24
185
5
false
Within IPS guidelines
P3664
Active
Trust
USD
2024-10-28
768,356
47,570
720,786
1
60.1
18
13.4
8.5
TLT:33.3%;QQQ:33.3%;AAPL:33.3%
US:80.1;EU:6.3;APAC:6.0;EM:4.4;Other:3.2
Value:-0.5;Growth:+0.2;Quality:+0.5;Size:-0.8;Momentum:-0.6;LowVol:+0.5
null
6
25
5.1
trailing 8%
224
19.2
Bull
17.4
4.4
3.2
91
84
93
45
false
Buy
Add to core equity +1%
26
-30
BrokerA
MKT
89
null
null
Normal monitoring
54
-12
89
3
false
Within IPS guidelines
P3665
Hands-off
IRA
USD
2025-11-07
492,961
43,079
449,882
1
70.4
21.9
0
7.7
MUB:16.2%;IEF:25.4%;VNQ:15.4%;BRK.B:17.7%;AAPL:25.4%
US:64.4;EU:6.8;APAC:14.6;EM:12.3;Other:1.9
Value:-0.5;Growth:+0.7;Quality:+0.3;Size:+0.4;Momentum:+0.1;LowVol:+0.4
null
10
25
4
hard 10%
131
12.3
Bull
16.6
4.58
3.2
77
118
100
59
false
Sell
Trim extended winner -1%
-1
-7
BrokerB
MKT
98
null
null
Normal monitoring
-52
3
-62
4
false
Increase defensive factor exposure
P3666
Cautious
Taxable
USD
2025-07-06
245,448
25,859
219,589
1
48.6
39.8
1.2
10.5
TSLA:22.0%;TLT:22.0%;MSFT:22.0%;XLF:18.8%;GLD:15.1%
US:64.8;EU:13.9;APAC:10.0;EM:10.9;Other:0.4
Value:+0.8;Growth:+0.5;Quality:-0.7;Size:-0.1;Momentum:-0.0;LowVol:-0.3
ESGOnly;NoMargin
7
35
5.7
trailing 8%
144
18.2
Volatile
30.7
4.13
3.9
133
14
49
65
true
Hedge
Buy index puts 1% notional
-6
12
BrokerD
VWAP
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
85
17
79
5
false
Increase defensive factor exposure
P3667
Opportunistic
IRA
USD
2024-07-10
1,069,886
92,967
976,919
1.11
62.3
20.2
13.1
4.4
MUB:33.3%;BND:33.3%;VNQ:33.3%
US:64.6;EU:11.9;APAC:11.4;EM:10.5;Other:1.7
Value:-0.5;Growth:+0.1;Quality:+0.9;Size:+0.5;Momentum:+0.4;LowVol:-0.7
null
8
30
5.8
trailing 7%
185
24.2
Bull
17.6
3.53
2.8
88
21
53
53
false
Rebalance
Shift +1% to bonds from equity
6
-10
BrokerC
MKT
100
null
null
Normal monitoring
-35
6
10
3
false
Tax-aware sells next window
P3668
Active
IRA
USD
2024-08-16
1,688,534
187,824
1,500,710
1
69.5
23.3
2
5.1
BRK.B:25.5%;XLF:25.5%;VOO:25.5%;QQQ:23.4%
US:69.8;EU:7.2;APAC:9.5;EM:10.8;Other:2.7
Value:+0.1;Growth:+0.1;Quality:-0.5;Size:+0.7;Momentum:-0.3;LowVol:-1.0
MaxPos7%
7
25
4.7
trailing 9%
145
19.7
Bull
16.5
3.52
2.6
87
0
51
52
false
Hedge
Add TLT +1% as duration hedge
32
15
BrokerB
VWAP
91
null
null
Normal monitoring
-55
-56
-24
4
false
Tax-aware sells next window
P3669
Active
Taxable
USD
2025-05-04
1,486,602
154,791
1,331,811
1
60.6
22.2
10.2
7
GLD:22.3%;BRK.B:22.3%;MUB:10.9%;VTI:22.3%;XLF:22.3%
US:69.3;EU:14.8;APAC:5.9;EM:8.8;Other:1.2
Value:-0.9;Growth:-0.2;Quality:-0.9;Size:+0.1;Momentum:+1.0;LowVol:+0.2
null
7
35
5.1
hard 12%
124
23
Bull
14.7
4.24
2.6
85
0
63
38
false
NoAction
Within bands; monitor
5
8
BrokerC
MKT
0
null
null
Normal monitoring
-25
-41
56
4
false
Within IPS guidelines
P3670
Opportunistic
Trust
USD
2024-11-17
1,631,515
129,638
1,501,877
1
76.1
15.5
2
6.4
VNQ:33.3%;BND:33.3%;VOO:33.3%
US:69.5;EU:16.1;APAC:7.9;EM:4.0;Other:2.4
Value:+0.9;Growth:-0.7;Quality:-0.6;Size:+0.5;Momentum:+0.7;LowVol:+0.9
NoDerivatives
10
30
5.5
hard 12%
279
20.2
Sideways
21.8
3.53
2.1
96
-14
40
70
true
Reduce
Cut high-beta by 2-3%, add cash
-10
-36
BrokerD
LMT
95
VAR>budget
Hedge
Risk above budget threshold
-29
10
-3
3
false
Increase defensive factor exposure
P3671
Opportunistic
Taxable
USD
2025-11-20
1,043,361
33,928
1,009,433
1.06
61.4
21.3
10.5
6.8
HYG:20.4%;MSFT:13.0%;QQQ:13.5%;VNQ:20.6%;VTI:15.4%;VOO:17.2%
US:71.6;EU:7.2;APAC:15.7;EM:4.2;Other:1.3
Value:0.0;Growth:+0.4;Quality:-0.1;Size:-0.6;Momentum:-0.7;LowVol:+0.4
MaxPos6%
7
30
4
hard 12%
200
20.2
Volatile
22.9
3.97
2.2
176
-34
32
57
false
Sell
Trim extended winner -1%
-5
-22
BrokerD
MKT
92
null
null
Normal monitoring
92
-60
224
5
false
Monitor dispersion and breadth
P3672
Active
Trust
USD
2025-02-12
1,524,132
119,044
1,405,088
1
61.7
29.1
1.4
7.8
TLT:16.1%;GLD:17.2%;QQQ:16.6%;VOO:15.2%;BRK.B:20.0%;BND:14.9%
US:70.5;EU:14.8;APAC:6.4;EM:7.9;Other:0.4
Value:+0.5;Growth:+0.6;Quality:-0.3;Size:+0.6;Momentum:-0.4;LowVol:-1.0
null
5
25
4.7
trailing 9%
128
19.2
Bull
17.5
4.14
2.2
81
68
70
59
true
Hedge
Buy index puts 1% notional
13
7
BrokerA
MKT
99
VAR>budget
Hedge
Risk above budget threshold
23
-1
33
3
false
Within IPS guidelines
P3673
Cautious
Roth
USD
2025-06-04
847,742
96,502
751,240
1
49.5
33.9
0
16.6
VNQ:24.5%;VOO:25.2%;TLT:25.2%;BRK.B:25.2%
US:69.5;EU:7.5;APAC:10.9;EM:8.8;Other:3.3
Value:+0.9;Growth:-0.4;Quality:-0.2;Size:-0.5;Momentum:+0.8;LowVol:-1.0
ESGOnly;MaxPos7%;NoMargin
8
35
5.2
hard 10%
105
14.8
Bear
25.4
3.85
2.7
173
-14
42
56
false
Sell
Trim extended winner -1%
9
-24
BrokerB
MKT
94
null
null
Normal monitoring
77
-17
190
4
false
Increase defensive factor exposure
P3674
Cautious
401k
USD
2025-12-08
655,723
61,648
594,075
1
48
30.5
8.5
13
MUB:16.5%;VTI:23.6%;IEF:19.8%;BND:16.5%;AMZN:23.6%
US:69.9;EU:14.5;APAC:9.4;EM:5.3;Other:0.9
Value:+0.7;Growth:+0.4;Quality:-0.5;Size:-0.8;Momentum:-0.7;LowVol:-0.2
NoMargin
10
25
5.6
trailing 8%
128
15.9
Volatile
24
3.64
3.4
116
40
60
54
false
Buy
Add to core equity +1%
5
-13
BrokerA
MKT
88
null
null
Normal monitoring
-59
4
51
5
false
Increase defensive factor exposure
P3675
Hands-off
Trust
USD
2025-05-02
554,320
46,743
507,577
1
67.1
25.2
0
7.7
BRK.B:33.3%;QQQ:33.3%;VNQ:33.3%
US:67.5;EU:14.6;APAC:8.5;EM:6.1;Other:3.4
Value:+0.1;Growth:+0.4;Quality:+0.9;Size:-0.7;Momentum:0.0;LowVol:+0.5
ESGOnly
6
35
4.3
hard 10%
166
16.5
Sideways
14.9
3.95
2.6
140
6
53
47
false
Buy
Add to core equity +1%
-9
14
BrokerC
LMT
92
null
null
Normal monitoring
-33
-28
99
3
false
Tighten stops on momentum names
P3676
Active
IRA
USD
2024-11-10
1,439,135
88,865
1,350,270
1
63
21.1
5.9
10
QQQ:28.7%;VOO:28.7%;BND:14.0%;AMZN:28.7%
US:66.2;EU:14.4;APAC:15.0;EM:4.4;Other:0.1
Value:-0.3;Growth:+0.9;Quality:-0.3;Size:+0.9;Momentum:-0.9;LowVol:+1.0
NoDerivatives
6
25
4
trailing 8%
225
18.2
Volatile
27.3
3.64
3.2
178
62
81
81
true
Hedge
Buy index puts 1% notional
6
-33
BrokerC
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
69
-58
61
2
false
Tax-aware sells next window
P3677
Active
Trust
USD
2025-10-11
1,696,663
121,473
1,575,190
1
55.5
28.3
8.4
7.8
GLD:33.3%;HYG:33.3%;BND:33.3%
US:72.5;EU:5.4;APAC:14.0;EM:7.1;Other:0.9
Value:-0.8;Growth:+0.9;Quality:+0.5;Size:+0.7;Momentum:+0.9;LowVol:0.0
NoDerivatives
10
35
5.3
trailing 8%
132
26.1
Sideways
15.9
4.1
2.1
136
12
43
48
false
Rebalance
Shift +1% to bonds from equity
17
-2
BrokerD
LMT
95
null
null
Normal monitoring
56
-22
131
3
false
Tax-aware sells next window
P3678
Active
401k
USD
2025-09-06
2,395,999
154,404
2,241,595
1.1
65.7
21.2
3.3
9.8
VNQ:27.2%;AMZN:27.2%;TSLA:27.2%;VTI:18.5%
US:58.2;EU:19.7;APAC:13.3;EM:4.2;Other:4.6
Value:-0.2;Growth:0.0;Quality:+0.8;Size:-0.2;Momentum:-0.1;LowVol:+0.5
MaxPos6%
6
35
5.6
trailing 9%
136
16.8
Bear
22.4
3.45
1.6
212
-118
5
58
false
Buy
Add to core equity +1%
16
-27
BrokerC
LMT
85
null
null
Normal monitoring
59
-17
37
4
false
Monitor dispersion and breadth
P3679
Active
Roth
USD
2024-07-11
752,275
53,488
698,787
1.19
50.8
24.1
19.4
5.7
QQQ:9.0%;XLF:21.7%;VOO:13.3%;AAPL:21.7%;TLT:21.7%;BND:12.5%
US:64.8;EU:18.0;APAC:12.4;EM:4.0;Other:0.8
Value:-0.0;Growth:+0.5;Quality:-0.8;Size:-0.6;Momentum:-0.9;LowVol:+0.8
MaxPos7%;NoDerivatives
10
30
4.5
trailing 9%
203
17.4
Bull
16.9
4.79
3.4
111
14
70
53
false
Rebalance
Shift +1% to bonds from equity
11
-34
BrokerA
LMT
87
null
null
Normal monitoring
106
-26
82
3
false
Tighten stops on momentum names
P3680
Systematic
Trust
USD
2024-09-14
1,525,879
114,208
1,411,671
1
62.6
31.9
0
5.5
BND:22.1%;HYG:20.5%;MSFT:13.2%;AMZN:22.1%;VTI:22.1%
US:69.8;EU:6.5;APAC:11.9;EM:11.4;Other:0.4
Value:+0.9;Growth:+0.5;Quality:-0.9;Size:+0.5;Momentum:-0.6;LowVol:+0.7
MaxPos5%
7
35
4.8
trailing 9%
215
23
Bull
14.6
4.57
2.2
93
82
81
38
false
Rebalance
Shift +1% to bonds from equity
35
-33
BrokerB
MKT
95
null
null
Normal monitoring
90
-42
70
4
false
Increase defensive factor exposure
P3681
Cautious
401k
USD
2025-11-21
718,821
113,804
605,017
1
41.2
38.7
4.5
15.7
VNQ:18.7%;HYG:19.3%;AAPL:14.4%;QQQ:23.8%;BND:23.8%
US:76.1;EU:7.1;APAC:8.6;EM:4.5;Other:3.6
Value:+0.6;Growth:+0.6;Quality:+0.8;Size:-0.0;Momentum:+0.4;LowVol:+0.8
ESGOnly;MaxPos5%;NoMargin
8
35
3.1
trailing 10%
140
16.8
Bear
22.2
3.5
3
196
-43
35
54
false
Buy
Add to core equity +1%
30
7
BrokerC
MKT
97
null
null
Normal monitoring
28
-11
18
3
false
Increase defensive factor exposure
P3682
Hands-off
IRA
USD
2025-04-20
282,803
21,866
260,937
1
59.1
22.3
8.7
9.9
XLF:12.9%;QQQ:19.6%;BND:21.4%;VNQ:23.1%;AMZN:23.1%
US:70.7;EU:6.8;APAC:11.8;EM:9.1;Other:1.6
Value:+0.7;Growth:-0.4;Quality:+0.1;Size:+0.5;Momentum:+0.8;LowVol:-0.3
null
10
35
4
trailing 8%
149
19.6
Volatile
27.3
5.14
2.8
173
-58
26
68
false
Hedge
Add TLT +1% as duration hedge
-11
-13
BrokerA
LMT
91
null
null
Normal monitoring
-50
2
77
4
false
Tax-aware sells next window
P3683
Hands-off
401k
USD
2024-11-08
739,077
40,650
698,427
1
58.1
19.5
13
9.4
TSLA:27.9%;BND:27.9%;VTI:16.3%;AAPL:27.9%
US:70.1;EU:11.4;APAC:7.9;EM:9.5;Other:1.0
Value:+0.7;Growth:+0.6;Quality:-0.7;Size:+0.3;Momentum:+0.6;LowVol:-0.2
ESGOnly;MaxPos6%;NoDerivatives
5
35
3.9
hard 10%
94
14.9
Volatile
22.3
4.78
4.1
149
-19
53
53
false
Rebalance
Shift +1% to bonds from equity
-12
-20
BrokerB
MKT
89
null
null
Normal monitoring
-12
14
14
4
false
Monitor dispersion and breadth
P3684
Active
IRA
USD
2025-07-31
1,526,310
142,725
1,383,585
1
65.2
28.8
0.8
5.2
BRK.B:18.2%;IEF:19.5%;VOO:12.6%;TLT:24.8%;QQQ:24.8%
US:72.7;EU:9.6;APAC:6.3;EM:8.4;Other:3.0
Value:+0.2;Growth:-0.4;Quality:-0.2;Size:+0.4;Momentum:-0.6;LowVol:-0.1
MaxPos5%;NoDerivatives
7
30
5
hard 12%
205
20.4
Bull
18
4.44
2.4
111
50
78
64
false
Buy
Add to core equity +1%
8
10
BrokerD
MKT
96
null
null
Normal monitoring
41
-15
38
4
false
Tax-aware sells next window
P3685
Systematic
401k
USD
2025-02-25
943,270
47,060
896,210
1
59.2
32.8
1.2
6.8
BND:22.0%;AMZN:8.7%;AAPL:22.0%;VOO:7.4%;QQQ:22.0%;IEF:18.0%
US:65.7;EU:15.5;APAC:6.3;EM:12.1;Other:0.4
Value:+0.4;Growth:-0.3;Quality:-1.0;Size:-0.1;Momentum:+0.4;LowVol:-0.8
null
5
35
4.3
trailing 8%
125
27.4
Sideways
17.3
4.21
2.3
92
43
71
46
false
NoAction
Within bands; monitor
15
8
BrokerA
LMT
94
null
null
Normal monitoring
60
-30
23
5
false
Tax-aware sells next window
P3686
Opportunistic
Taxable
USD
2024-07-20
688,847
58,490
630,357
1
62.1
13.3
19.4
5.2
VOO:33.3%;MSFT:33.3%;QQQ:33.3%
US:72.6;EU:9.5;APAC:6.1;EM:9.6;Other:2.2
Value:-0.4;Growth:+0.3;Quality:+0.3;Size:-0.7;Momentum:-0.1;LowVol:+0.6
null
8
25
5
trailing 7%
263
32.5
Volatile
25.8
3.57
3.5
155
42
65
73
true
Rebalance
Rebalance back to target bands
5
-28
BrokerD
VWAP
99
VAR>budget
TightenStops
Risk above budget threshold
42
-13
96
2
false
Increase defensive factor exposure
P3687
Systematic
Roth
USD
2025-09-14
983,794
71,103
912,691
1
61.6
30.7
0
7.7
TSLA:22.9%;TLT:22.9%;AAPL:13.1%;VOO:18.1%;VTI:22.9%
US:73.8;EU:14.4;APAC:5.0;EM:4.9;Other:1.8
Value:-0.0;Growth:+0.3;Quality:+0.1;Size:+0.1;Momentum:+0.3;LowVol:+0.1
null
6
25
4.9
trailing 8%
221
16.2
Bear
31.5
3.73
1.9
188
-30
45
75
true
Hedge
Buy index puts 1% notional
23
0
BrokerC
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
27
-45
37
4
false
Tighten stops on momentum names
P3688
Cautious
Roth
USD
2025-01-02
614,929
52,023
562,906
1
36
39.6
6.5
18
AAPL:25.0%;BND:25.0%;GLD:25.0%;MUB:25.0%
US:71.4;EU:9.3;APAC:9.1;EM:7.1;Other:3.1
Value:-0.8;Growth:-0.6;Quality:-0.6;Size:-0.7;Momentum:+0.4;LowVol:-0.7
MaxPos6%;NoMargin
8
30
5.8
trailing 8%
104
16.5
Volatile
25.6
4.08
3.9
148
73
100
50
false
Rebalance
Shift +1% to bonds from equity
7
-24
BrokerD
VWAP
92
null
null
Normal monitoring
50
-22
163
3
false
Within IPS guidelines
P3689
Active
Trust
USD
2025-02-06
1,312,259
113,748
1,198,511
1
51.4
28.3
12.1
8.2
VTI:33.6%;AMZN:32.8%;TSLA:33.6%
US:72.6;EU:10.4;APAC:6.3;EM:9.1;Other:1.5
Value:-0.2;Growth:+0.3;Quality:+0.4;Size:+0.8;Momentum:+0.8;LowVol:+0.9
NoDerivatives
7
35
4.3
trailing 8%
143
25.1
Volatile
26.3
4.05
3.1
178
-43
21
67
false
Hedge
Add TLT +1% as duration hedge
9
7
BrokerB
VWAP
89
null
null
Normal monitoring
50
14
173
5
false
Monitor dispersion and breadth
P3690
Active
Trust
USD
2025-11-03
849,681
55,620
794,061
1
63
23.5
8
5.5
MUB:33.3%;BRK.B:33.4%;AMZN:33.4%
US:61.4;EU:10.4;APAC:13.9;EM:10.2;Other:4.2
Value:-0.3;Growth:0.0;Quality:+1.0;Size:+0.9;Momentum:-0.9;LowVol:-0.8
null
8
30
5
hard 12%
221
22.5
Bear
27.4
4.41
1.4
202
-45
15
81
true
Hedge
Buy index puts 1% notional
7
-26
BrokerC
VWAP
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
24
-21
141
4
false
Tighten stops on momentum names
P3691
Cautious
Roth
USD
2025-03-19
405,814
50,055
355,759
1
50.1
33.2
0
16.7
TSLA:33.3%;MSFT:33.3%;BND:33.3%
US:70.2;EU:10.8;APAC:6.0;EM:9.9;Other:3.1
Value:+0.1;Growth:+0.7;Quality:+0.1;Size:+0.9;Momentum:-0.9;LowVol:+0.7
NoMargin
6
30
4.7
hard 10%
153
12.2
Sideways
17.1
4.72
3.2
119
2
42
43
false
Buy
Add to core equity +1%
19
10
BrokerC
LMT
93
null
null
Normal monitoring
62
-7
187
5
false
Within IPS guidelines
P3692
Cautious
Trust
USD
2024-09-23
698,697
92,458
606,239
1
48.6
39.4
0
11.9
AMZN:23.3%;HYG:9.2%;XLF:20.5%;MSFT:10.4%;VNQ:13.3%;GLD:23.3%
US:66.4;EU:12.3;APAC:11.6;EM:4.5;Other:5.2
Value:+0.3;Growth:-0.5;Quality:+0.8;Size:+0.7;Momentum:-0.9;LowVol:+0.8
ESGOnly;NoMargin
8
25
3.8
trailing 8%
165
13.4
Bull
16.7
3.73
2.6
83
88
100
52
false
Buy
Add to core equity +1%
32
10
BrokerC
LMT
91
null
null
Normal monitoring
33
-14
2
4
false
Tax-aware sells next window
P3693
Hands-off
401k
USD
2024-09-30
800,405
57,650
742,755
1
69.3
20.9
0
9.8
HYG:26.6%;BRK.B:20.2%;IEF:26.6%;AMZN:26.6%
US:64.6;EU:16.2;APAC:11.0;EM:4.8;Other:3.4
Value:+0.6;Growth:-0.3;Quality:+0.4;Size:+0.4;Momentum:+0.8;LowVol:+0.6
ESGOnly;NoDerivatives
10
30
4.4
trailing 10%
142
18
Sideways
15.3
3.65
3.3
98
51
76
60
false
Rebalance
Shift +1% to bonds from equity
-2
-29
BrokerC
MKT
98
null
null
Normal monitoring
40
-27
38
4
false
Increase defensive factor exposure
P3694
Cautious
IRA
USD
2024-12-08
245,819
21,067
224,752
1
44.5
42.2
0
13.4
IEF:9.8%;BRK.B:11.3%;XLF:19.8%;VOO:19.2%;VTI:17.4%;VNQ:22.4%
US:59.1;EU:16.9;APAC:13.0;EM:8.0;Other:3.0
Value:-0.2;Growth:-0.3;Quality:-1.0;Size:-0.2;Momentum:-0.3;LowVol:+0.2
NoDerivatives;NoMargin
10
25
4.5
hard 10%
162
18.3
Volatile
24
4.45
2.6
179
72
71
48
false
Hedge
Add TLT +1% as duration hedge
-2
-5
BrokerB
LMT
85
null
null
Normal monitoring
-17
-36
43
4
false
Within IPS guidelines
P3695
Active
401k
USD
2025-04-20
2,027,666
221,441
1,806,225
1
61.4
27.4
4
7.2
VTI:16.9%;XLF:6.2%;BND:20.0%;AAPL:21.1%;TSLA:21.1%;HYG:14.6%
US:68.6;EU:8.3;APAC:12.8;EM:9.9;Other:0.3
Value:-0.1;Growth:+1.0;Quality:-0.3;Size:-0.5;Momentum:-0.6;LowVol:-0.5
NoDerivatives
8
30
4.6
trailing 8%
208
17.6
Volatile
26.3
4.58
2.1
144
70
77
66
false
Rebalance
Shift +1% to bonds from equity
-4
-32
BrokerB
MKT
91
null
null
Normal monitoring
-39
-47
-72
5
false
Tax-aware sells next window
P3696
Active
Taxable
USD
2025-12-24
782,029
52,421
729,608
1.12
61
22.1
11.3
5.6
QQQ:14.9%;GLD:25.5%;AMZN:17.7%;MUB:16.4%;VNQ:25.5%
US:58.9;EU:18.4;APAC:11.4;EM:7.7;Other:3.5
Value:+0.1;Growth:-1.0;Quality:-0.9;Size:+0.2;Momentum:-0.5;LowVol:+0.3
null
7
35
4.2
trailing 8%
217
25.9
Sideways
15.5
4.08
3.3
126
48
70
41
false
Rebalance
Shift +1% to bonds from equity
-10
7
BrokerD
MKT
99
null
null
Normal monitoring
3
-41
133
4
false
Tighten stops on momentum names
P3697
Hands-off
Roth
USD
2025-12-24
740,932
48,109
692,823
1
60.2
20.1
10.2
9.6
HYG:20.9%;TSLA:16.9%;VOO:20.9%;MUB:12.0%;AMZN:11.0%;QQQ:18.2%
US:66.8;EU:8.8;APAC:12.8;EM:6.6;Other:4.9
Value:-0.1;Growth:+0.4;Quality:-0.6;Size:+0.2;Momentum:+0.2;LowVol:-0.9
ESGOnly
7
35
4.7
hard 10%
168
15
Bear
24.4
4.03
1.9
167
-26
43
62
false
NoAction
Within bands; monitor
2
-8
BrokerD
MKT
0
null
null
Normal monitoring
73
-54
206
5
false
Tax-aware sells next window
P3698
Active
IRA
USD
2025-07-13
1,761,539
170,706
1,590,833
1
62.5
28.3
0
9.2
VOO:20.6%;BND:16.0%;XLF:21.1%;TLT:10.1%;IEF:11.1%;BRK.B:21.1%
US:63.4;EU:15.1;APAC:9.0;EM:11.7;Other:0.9
Value:+0.3;Growth:+0.6;Quality:-0.6;Size:-0.3;Momentum:+0.6;LowVol:+0.1
null
8
35
5.5
hard 12%
178
17.4
Bear
22.9
3.26
2.7
131
-104
5
68
false
NoAction
Within bands; monitor
-12
-14
BrokerB
LMT
94
null
null
Normal monitoring
76
-24
214
3
false
Tighten stops on momentum names
P3699
Systematic
Roth
USD
2025-11-11
721,554
67,674
653,880
1
63.9
21.7
6
8.3
HYG:10.2%;VNQ:21.5%;MUB:21.3%;TLT:12.0%;VTI:13.5%;XLF:21.5%
US:62.7;EU:11.0;APAC:10.7;EM:12.0;Other:3.5
Value:+0.6;Growth:+0.7;Quality:+0.5;Size:+0.5;Momentum:+0.6;LowVol:-0.8
MaxPos7%
10
25
5
trailing 9%
218
19.8
Volatile
30.8
4.04
4.4
137
0
46
88
true
Reduce
Cut high-beta by 2-3%, add cash
-7
-27
BrokerA
MKT
94
Drift>tolerance
Pause
Allocation drift beyond policy bands
83
-34
96
2
true
Monitor dispersion and breadth
P3700
Opportunistic
401k
USD
2025-07-31
944,635
63,235
881,400
1
73.6
14.3
6.3
5.8
HYG:18.0%;TLT:9.0%;BND:20.0%;GLD:19.4%;BRK.B:19.2%;VNQ:14.3%
US:72.2;EU:15.9;APAC:8.5;EM:2.9;Other:0.5
Value:-0.9;Growth:-0.3;Quality:-0.3;Size:-0.2;Momentum:-0.2;LowVol:-0.9
null
6
25
5.4
hard 12%
255
23.9
Volatile
27.7
4.1
4
161
-42
44
82
true
Hedge
Buy index puts 1% notional
6
-15
BrokerD
LMT
97
VAR>budget
Reduce
Risk above budget threshold
74
15
164
5
false
Tighten stops on momentum names