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
P3701
Opportunistic
401k
USD
2025-02-06
1,614,468
98,259
1,516,209
1
76
10.7
7.3
6.1
BND:33.3%;VTI:33.3%;BRK.B:33.3%
US:74.0;EU:6.9;APAC:9.8;EM:7.0;Other:2.3
Value:-0.5;Growth:+0.4;Quality:+0.1;Size:-0.8;Momentum:-0.6;LowVol:-0.5
null
10
30
6.9
trailing 7%
278
29.3
Bull
16.7
4
2.5
107
7
49
69
false
NoAction
Within bands; monitor
10
7
BrokerB
MKT
0
null
null
Normal monitoring
78
-13
114
5
false
Tighten stops on momentum names
P3702
Systematic
Taxable
USD
2025-06-10
493,239
41,961
451,278
1
60.5
21.5
8.5
9.5
TSLA:28.2%;AAPL:15.3%;AMZN:28.2%;QQQ:28.2%
US:59.1;EU:15.3;APAC:11.3;EM:10.9;Other:3.5
Value:-0.2;Growth:+0.3;Quality:-0.7;Size:+0.3;Momentum:+0.5;LowVol:-0.7
NoDerivatives
7
25
5.3
hard 12%
162
16.9
Bull
16.2
4.2
3.5
94
116
100
45
false
Buy
Add to core equity +1%
12
-14
BrokerC
LMT
96
null
null
Normal monitoring
58
-30
22
3
false
Within IPS guidelines
P3703
Opportunistic
Trust
USD
2024-12-03
1,432,219
47,513
1,384,706
1
76.2
16.9
0
6.9
TSLA:12.0%;MSFT:22.3%;VNQ:8.0%;BND:22.3%;QQQ:22.3%;BRK.B:13.2%
US:66.4;EU:11.0;APAC:10.6;EM:8.4;Other:3.5
Value:-0.2;Growth:-0.8;Quality:+0.5;Size:-0.5;Momentum:-0.7;LowVol:-0.3
MaxPos5%
7
30
5.5
trailing 7%
162
23.5
Bull
13.9
3.73
2.2
119
28
65
48
false
Rebalance
Shift +1% to bonds from equity
4
12
BrokerA
VWAP
99
null
null
Normal monitoring
-38
-52
-41
3
false
Tighten stops on momentum names
P3704
Systematic
Trust
USD
2025-07-14
756,185
72,926
683,259
1
60.1
21.4
11
7.5
XLF:21.9%;VNQ:21.9%;BRK.B:19.2%;BND:15.2%;QQQ:21.9%
US:67.4;EU:16.9;APAC:9.4;EM:4.6;Other:1.7
Value:-1.0;Growth:-0.9;Quality:-0.4;Size:-0.1;Momentum:+0.3;LowVol:+0.3
null
6
30
4.8
trailing 8%
180
24.5
Bull
12.8
3.94
2.9
86
61
70
51
false
Rebalance
Shift +1% to bonds from equity
0
-40
BrokerA
MKT
93
null
null
Normal monitoring
119
-53
256
3
false
Tighten stops on momentum names
P3705
Active
Roth
USD
2025-04-11
827,465
74,878
752,587
1
68
26.5
0
5.5
QQQ:28.9%;VOO:28.9%;VNQ:13.3%;MUB:28.9%
US:57.8;EU:19.1;APAC:10.6;EM:10.4;Other:2.1
Value:+0.3;Growth:-0.1;Quality:-0.2;Size:+0.4;Momentum:+0.7;LowVol:+0.1
MaxPos5%;NoDerivatives
10
30
5.1
trailing 8%
128
22.1
Bear
22.2
3.87
2.4
218
-22
24
60
false
Sell
Trim extended winner -1%
12
11
BrokerC
LMT
100
null
null
Normal monitoring
35
-32
94
5
false
Increase defensive factor exposure
P3706
Active
Trust
USD
2025-07-03
1,247,859
107,782
1,140,077
1
52.8
19.1
23
5.1
TSLA:14.8%;TLT:20.9%;XLF:10.6%;HYG:20.9%;QQQ:15.0%;AMZN:18.0%
US:71.4;EU:6.3;APAC:7.5;EM:12.4;Other:2.5
Value:+0.8;Growth:+0.6;Quality:-0.3;Size:-0.4;Momentum:+0.9;LowVol:+0.2
null
7
30
5.6
trailing 9%
160
26.1
Volatile
20.6
5.35
2.2
147
58
66
49
true
Hedge
Buy index puts 1% notional
31
15
BrokerC
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
9
-5
73
5
false
Increase defensive factor exposure
P3707
Cautious
401k
USD
2025-09-17
167,319
24,365
142,954
1
45.9
39.5
0
14.6
VTI:25.5%;VOO:25.5%;BND:25.5%;XLF:23.5%
US:73.9;EU:6.6;APAC:7.3;EM:8.9;Other:3.3
Value:-0.3;Growth:+0.4;Quality:-0.8;Size:+0.5;Momentum:+0.2;LowVol:+1.0
ESGOnly;NoMargin
6
25
4.8
trailing 10%
93
12.2
Bull
16.5
4.57
2.8
90
116
100
30
false
Sell
Trim extended winner -1%
-12
-14
BrokerC
MKT
86
null
null
Normal monitoring
22
-33
89
4
false
Tax-aware sells next window
P3708
Hands-off
Roth
USD
2024-11-01
331,461
14,222
317,239
1
70.4
23.3
0
6.3
XLF:33.3%;AAPL:33.3%;TSLA:33.3%
US:71.3;EU:12.6;APAC:12.0;EM:4.1;Other:0.1
Value:-0.6;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:+0.7;LowVol:-0.7
ESGOnly;MaxPos8%
10
25
3.2
trailing 8%
169
13.3
Volatile
24.9
4.21
3.7
144
80
98
78
true
Hedge
Buy index puts 1% notional
-7
14
BrokerA
LMT
90
VAR>budget
TightenStops
Risk above budget threshold
88
5
217
4
false
Increase defensive factor exposure
P3709
Opportunistic
401k
USD
2024-09-28
956,986
59,844
897,142
1
73
18.6
1.9
6.4
VNQ:20.9%;IEF:20.9%;AMZN:17.0%;VOO:9.2%;BRK.B:17.3%;TSLA:14.8%
US:65.5;EU:16.2;APAC:14.0;EM:3.8;Other:0.5
Value:+0.1;Growth:-0.8;Quality:+0.9;Size:+0.8;Momentum:-0.8;LowVol:-0.2
MaxPos8%;NoDerivatives
6
35
6.7
trailing 7%
199
20.5
Volatile
28.4
5.08
4.5
163
-53
30
73
true
Hedge
Buy index puts 1% notional
2
-1
BrokerA
MKT
97
VAR>budget
Pause
Risk above budget threshold
21
-26
155
3
false
Within IPS guidelines
P3710
Active
Trust
USD
2025-07-06
1,840,452
167,456
1,672,996
1
51.5
18.7
21.5
8.2
VNQ:21.8%;BRK.B:21.8%;AMZN:21.8%;HYG:12.8%;GLD:21.8%
US:71.0;EU:10.9;APAC:10.8;EM:6.3;Other:0.9
Value:-0.7;Growth:-0.4;Quality:-0.3;Size:+0.6;Momentum:+0.8;LowVol:+0.2
MaxPos8%
7
30
5.6
trailing 8%
158
25.4
Bull
13.1
4.53
3.4
82
97
100
45
false
NoAction
Within bands; monitor
-14
-17
BrokerB
MKT
0
null
null
Normal monitoring
58
-35
100
5
false
Monitor dispersion and breadth
P3711
Hands-off
401k
USD
2025-02-10
865,927
48,618
817,309
1
72.7
18.5
0
8.8
MUB:28.5%;MSFT:14.5%;BND:28.5%;VTI:28.5%
US:70.4;EU:9.3;APAC:6.2;EM:12.0;Other:2.0
Value:+0.9;Growth:+0.3;Quality:+0.8;Size:+0.5;Momentum:-0.4;LowVol:+0.2
null
7
35
3.2
trailing 10%
93
15.2
Bull
11.9
3.72
3
72
89
90
54
false
Buy
Add to core equity +1%
-10
-26
BrokerB
LMT
89
null
null
Normal monitoring
101
-8
95
4
false
Increase defensive factor exposure
P3712
Hands-off
401k
USD
2025-01-07
154,862
6,303
148,559
1
55.4
27.8
7.2
9.6
QQQ:25.2%;AAPL:25.2%;BND:25.2%;VOO:24.3%
US:74.3;EU:9.4;APAC:7.2;EM:4.9;Other:4.2
Value:+0.9;Growth:+0.8;Quality:+0.1;Size:-0.5;Momentum:+0.2;LowVol:+0.3
ESGOnly;NoDerivatives
5
25
5.2
trailing 10%
151
15.1
Volatile
27.4
4.17
2.7
175
79
84
62
true
Hedge
Buy index puts 1% notional
17
-31
BrokerC
VWAP
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-9
-24
-28
5
false
Tax-aware sells next window
P3713
Hands-off
Trust
USD
2024-11-24
375,633
24,481
351,152
1
70.8
21
0
8.2
HYG:21.5%;BRK.B:10.5%;TSLA:19.3%;TLT:21.5%;VNQ:14.4%;QQQ:12.8%
US:68.6;EU:8.4;APAC:16.7;EM:4.7;Other:1.6
Value:-0.9;Growth:-0.0;Quality:-0.5;Size:+0.3;Momentum:+0.3;LowVol:+0.7
MaxPos6%
7
30
3.9
trailing 8%
93
18.7
Bear
31.2
4.14
1.7
192
21
66
80
true
Hedge
Buy index puts 1% notional
3
15
BrokerB
MKT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
33
19
71
4
false
Tighten stops on momentum names
P3714
Active
Taxable
USD
2025-01-14
542,427
58,774
483,653
1
62.8
22.1
9.7
5.5
TSLA:16.9%;TLT:10.4%;AMZN:18.3%;IEF:20.3%;VOO:19.0%;GLD:15.1%
US:82.2;EU:6.0;APAC:6.7;EM:3.5;Other:1.5
Value:+0.7;Growth:0.0;Quality:-0.3;Size:-0.7;Momentum:+0.1;LowVol:-0.1
MaxPos6%
10
25
4
trailing 8%
123
27.8
Bull
13.1
4.66
2.2
72
0
43
52
false
Buy
Add to core equity +1%
-14
-24
BrokerB
VWAP
95
null
null
Normal monitoring
58
-44
23
3
false
Tax-aware sells next window
P3715
Active
IRA
USD
2025-01-16
1,678,092
125,120
1,552,972
1
63.2
24.6
6.4
5.8
MSFT:10.7%;AAPL:25.7%;TLT:25.7%;XLF:25.7%;MUB:12.0%
US:70.6;EU:9.0;APAC:11.4;EM:5.7;Other:3.4
Value:+0.5;Growth:+0.2;Quality:+0.3;Size:+0.3;Momentum:-0.9;LowVol:-1.0
null
6
35
4.1
trailing 9%
136
19.3
Volatile
29.3
4.45
4
158
7
47
84
true
Hedge
Buy index puts 1% notional
3
6
BrokerC
MKT
100
VAR>budget
Reduce
Risk above budget threshold
-50
-52
78
5
false
Monitor dispersion and breadth
P3716
Cautious
Taxable
USD
2025-02-19
154,068
21,197
132,871
1
43.8
35.1
10.2
10.8
TSLA:33.3%;MSFT:33.3%;BRK.B:33.3%
US:74.6;EU:8.2;APAC:8.7;EM:5.1;Other:3.3
Value:+0.3;Growth:+0.7;Quality:-0.2;Size:-0.5;Momentum:-0.6;LowVol:-0.2
NoMargin
8
30
4.8
trailing 8%
107
19.7
Volatile
30.8
3.82
3.8
139
-56
32
69
false
Sell
Trim extended winner -1%
8
1
BrokerC
VWAP
92
null
null
Normal monitoring
-15
1
75
4
false
Tighten stops on momentum names
P3717
Hands-off
Taxable
USD
2025-07-05
572,041
43,928
528,113
1
56.7
19.2
14.5
9.7
IEF:21.1%;TLT:10.9%;MSFT:11.1%;BRK.B:21.1%;VTI:20.2%;AAPL:15.6%
US:66.3;EU:10.4;APAC:8.0;EM:12.6;Other:2.7
Value:+0.7;Growth:+0.9;Quality:-0.6;Size:+0.9;Momentum:+0.3;LowVol:+0.3
ESGOnly;MaxPos6%;NoDerivatives
7
30
5.9
trailing 8%
128
18.9
Volatile
20.6
4.5
2.1
122
-20
27
61
true
Rebalance
Rebalance back to target bands
18
-37
BrokerB
MKT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
51
-36
17
3
false
Increase defensive factor exposure
P3718
Opportunistic
401k
USD
2025-01-19
1,207,560
84,926
1,122,634
1
61.2
18.5
15.4
4.9
IEF:24.0%;QQQ:11.3%;BND:24.0%;VNQ:16.6%;AMZN:24.0%
US:58.2;EU:19.0;APAC:12.4;EM:9.7;Other:0.7
Value:+0.2;Growth:+0.3;Quality:-0.7;Size:-0.2;Momentum:+0.6;LowVol:-0.1
null
5
30
5.8
trailing 9%
173
34.8
Bull
17.7
3.67
2.6
84
88
96
51
false
Rebalance
Shift +1% to bonds from equity
14
-8
BrokerC
VWAP
97
null
null
Normal monitoring
106
-11
135
5
false
Tighten stops on momentum names
P3719
Hands-off
Trust
USD
2025-09-24
376,157
33,720
342,437
1
62.9
25.2
3.2
8.8
BRK.B:34.1%;MSFT:34.1%;VNQ:31.9%
US:73.2;EU:11.2;APAC:6.5;EM:8.1;Other:1.0
Value:-0.5;Growth:+0.8;Quality:+0.7;Size:-0.0;Momentum:-0.3;LowVol:+0.9
ESGOnly;MaxPos7%
10
30
4.7
hard 10%
162
12.5
Volatile
25.7
3.57
2.6
118
16
68
72
true
Hedge
Buy index puts 1% notional
6
0
BrokerB
MKT
97
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
62
-16
198
3
false
Monitor dispersion and breadth
P3720
Cautious
401k
USD
2024-12-28
575,709
51,112
524,597
1
51.9
35
0.5
12.6
AAPL:20.2%;IEF:19.9%;GLD:23.6%;VNQ:12.7%;TLT:23.6%
US:76.1;EU:7.3;APAC:8.1;EM:5.1;Other:3.4
Value:-0.6;Growth:-0.5;Quality:-0.5;Size:+0.1;Momentum:+0.5;LowVol:-0.8
ESGOnly;NoMargin
7
30
3.5
trailing 8%
113
17
Bear
22.6
3.87
1.7
174
-98
5
52
false
Rebalance
Shift +1% to bonds from equity
9
-9
BrokerD
VWAP
92
null
null
Normal monitoring
41
-33
120
4
false
Monitor dispersion and breadth
P3721
Active
IRA
USD
2025-09-06
1,817,403
163,712
1,653,691
1
66.7
25
2
6.3
QQQ:17.3%;VTI:20.3%;VOO:24.2%;XLF:24.2%;VNQ:13.9%
US:70.9;EU:7.2;APAC:11.7;EM:7.8;Other:2.4
Value:+0.9;Growth:-0.3;Quality:+0.2;Size:+0.6;Momentum:+0.6;LowVol:-0.2
null
5
30
4.8
trailing 8%
158
26.3
Bear
26.1
4.27
2.3
206
-53
33
75
true
Reduce
Cut high-beta by 2-3%, add cash
28
-7
BrokerA
MKT
85
VAR>budget
Reduce
Risk above budget threshold
28
-25
161
5
false
Increase defensive factor exposure
P3722
Active
401k
USD
2025-07-19
855,421
85,879
769,542
1
50.7
26.7
13.5
9.1
MUB:25.6%;AAPL:22.9%;HYG:27.3%;BRK.B:24.1%
US:77.0;EU:5.3;APAC:8.5;EM:4.5;Other:4.6
Value:+0.3;Growth:+0.4;Quality:+0.5;Size:-0.5;Momentum:0.0;LowVol:0.0
null
10
35
4.8
hard 12%
215
27.3
Volatile
28.2
4.25
2.6
141
42
77
75
true
Rebalance
Rebalance back to target bands
16
-19
BrokerD
LMT
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
27
-19
64
4
false
Increase defensive factor exposure
P3723
Hands-off
Roth
USD
2025-11-19
686,466
36,709
649,757
1
56.1
27.5
10.2
6.2
AAPL:27.6%;BRK.B:17.1%;BND:27.6%;AMZN:27.6%
US:66.2;EU:14.0;APAC:13.1;EM:5.1;Other:1.6
Value:+0.8;Growth:+0.9;Quality:+0.8;Size:-0.7;Momentum:+0.4;LowVol:+0.6
MaxPos5%
10
30
3.3
trailing 8%
110
19.6
Bull
15.1
3.53
2.6
72
75
72
34
false
Sell
Trim extended winner -1%
15
-4
BrokerA
LMT
85
null
null
Normal monitoring
-26
-35
23
5
false
Within IPS guidelines
P3724
Opportunistic
401k
USD
2025-06-08
1,401,417
58,822
1,342,595
1.05
65.7
10.3
17.9
6
BND:16.4%;XLF:16.3%;MUB:27.2%;TLT:27.2%;QQQ:12.8%
US:69.7;EU:11.8;APAC:8.3;EM:9.2;Other:1.0
Value:+0.5;Growth:-0.5;Quality:+0.5;Size:-0.9;Momentum:+0.6;LowVol:+0.8
null
10
30
4.8
trailing 9%
174
27.3
Bear
23.5
3.01
2.1
154
-60
9
60
false
Buy
Add to core equity +1%
-7
-11
BrokerD
MKT
92
null
null
Normal monitoring
56
2
73
4
false
Tax-aware sells next window
P3725
Cautious
401k
USD
2024-08-21
799,365
75,137
724,228
1
52.2
38
0
9.7
HYG:25.5%;MSFT:25.5%;VTI:23.5%;BND:25.5%
US:60.7;EU:17.2;APAC:9.1;EM:10.0;Other:3.0
Value:-0.6;Growth:-0.8;Quality:-0.0;Size:-0.1;Momentum:-0.1;LowVol:-1.0
ESGOnly;NoDerivatives;NoMargin
8
30
5
trailing 10%
169
13.7
Bull
15.6
4.72
2
81
8
46
46
false
Rebalance
Shift +1% to bonds from equity
-5
0
BrokerB
MKT
94
null
null
Normal monitoring
92
-50
192
5
false
Tax-aware sells next window
P3726
Systematic
Trust
USD
2025-09-23
1,917,180
183,881
1,733,299
1
67.6
21.4
3.1
8
IEF:20.4%;VOO:26.2%;MUB:26.7%;BND:26.7%
US:69.7;EU:13.8;APAC:9.8;EM:4.1;Other:2.5
Value:+0.6;Growth:-0.3;Quality:+0.9;Size:-0.5;Momentum:-0.1;LowVol:+0.1
null
7
35
4.6
hard 12%
220
18.5
Bull
14.5
4.77
2.3
101
54
72
48
false
Sell
Trim extended winner -1%
21
-6
BrokerA
VWAP
94
null
null
Normal monitoring
63
-28
168
5
false
Tax-aware sells next window
P3727
Hands-off
Roth
USD
2025-06-29
471,146
25,029
446,117
1
73.7
15.9
2.8
7.6
XLF:20.4%;QQQ:17.8%;BRK.B:15.1%;MUB:20.6%;IEF:14.5%;AMZN:11.6%
US:59.7;EU:17.2;APAC:12.1;EM:8.3;Other:2.7
Value:-0.6;Growth:+0.3;Quality:0.0;Size:-0.7;Momentum:+0.5;LowVol:+0.3
ESGOnly;MaxPos8%;NoDerivatives
6
25
4.9
hard 10%
109
16.9
Bull
13.7
3.87
3.2
107
56
66
45
false
Sell
Trim extended winner -1%
34
10
BrokerD
MKT
86
null
null
Normal monitoring
-6
5
38
3
false
Tighten stops on momentum names
P3728
Active
Roth
USD
2025-11-02
773,612
91,589
682,023
1
63.5
30.9
0
5.6
BRK.B:9.5%;BND:16.0%;MUB:21.4%;GLD:21.4%;HYG:21.4%;IEF:10.1%
US:72.5;EU:10.9;APAC:10.0;EM:5.9;Other:0.7
Value:0.0;Growth:+0.6;Quality:-0.6;Size:+0.4;Momentum:+0.5;LowVol:+0.7
NoDerivatives
10
35
5.9
trailing 8%
172
24.6
Sideways
19.2
3.6
2.1
92
12
67
61
false
Buy
Add to core equity +1%
19
0
BrokerD
LMT
98
null
null
Normal monitoring
100
-11
154
4
false
Increase defensive factor exposure
P3729
Hands-off
Roth
USD
2024-11-27
577,471
44,172
533,299
1
65.2
18.2
7.8
8.8
VTI:8.3%;MSFT:8.8%;HYG:16.4%;XLF:22.3%;GLD:21.9%;MUB:22.3%
US:79.2;EU:5.3;APAC:9.9;EM:4.8;Other:0.8
Value:-0.9;Growth:+0.3;Quality:+0.4;Size:-0.7;Momentum:-1.0;LowVol:+0.2
ESGOnly;MaxPos8%
5
30
5
hard 10%
130
14.9
Bull
16
3.57
2.9
91
115
100
49
true
Hedge
Buy index puts 1% notional
-1
5
BrokerD
VWAP
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
-5
11
27
2
false
Monitor dispersion and breadth
P3730
Opportunistic
Taxable
USD
2025-06-26
1,130,572
82,519
1,048,053
1
66
15
11
7.9
TSLA:33.3%;VOO:33.3%;MUB:33.3%
US:64.0;EU:12.1;APAC:10.2;EM:11.2;Other:2.4
Value:-0.9;Growth:+0.2;Quality:+0.8;Size:+0.6;Momentum:-0.7;LowVol:-0.3
null
5
30
5.1
trailing 7%
209
21.9
Sideways
18.5
4.78
3
91
14
47
56
true
Hedge
Buy index puts 1% notional
0
-36
BrokerD
MKT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
-15
-49
75
2
false
Monitor dispersion and breadth
P3731
Opportunistic
Roth
USD
2025-09-01
910,942
62,575
848,367
1
64.6
16.4
10.7
8.3
GLD:33.3%;BND:33.3%;IEF:33.3%
US:61.3;EU:11.2;APAC:12.4;EM:13.3;Other:1.9
Value:+0.3;Growth:-0.7;Quality:-0.2;Size:+0.8;Momentum:+0.1;LowVol:-1.0
MaxPos7%
8
30
4.6
trailing 9%
213
31.9
Volatile
24.1
4.65
2.4
150
-4
50
73
true
Hedge
Buy index puts 1% notional
7
-24
BrokerC
MKT
96
VAR>budget
TightenStops
Risk above budget threshold
62
4
43
5
false
Tax-aware sells next window
P3732
Opportunistic
Roth
USD
2024-11-09
437,494
27,717
409,777
1
66.8
21.3
3.5
8.4
TSLA:9.4%;TLT:21.0%;VOO:21.0%;HYG:19.8%;AMZN:7.7%;VNQ:21.0%
US:67.4;EU:11.6;APAC:14.2;EM:4.9;Other:1.9
Value:+0.4;Growth:+0.4;Quality:-0.8;Size:+0.9;Momentum:-0.8;LowVol:-0.8
null
6
25
6.2
trailing 9%
161
22.1
Bear
27
4.18
1.6
139
-40
28
67
false
Sell
Trim extended winner -1%
29
-5
BrokerB
MKT
92
null
null
Normal monitoring
-33
-25
21
4
false
Increase defensive factor exposure
P3733
Active
Trust
USD
2024-11-03
1,084,491
67,159
1,017,332
1
66.9
27.2
0
5.9
QQQ:33.3%;MUB:33.3%;XLF:33.3%
US:64.4;EU:6.0;APAC:16.4;EM:7.6;Other:5.5
Value:+0.7;Growth:-0.7;Quality:-0.4;Size:-0.4;Momentum:+0.7;LowVol:+0.2
NoDerivatives
10
35
5.3
trailing 8%
143
18
Sideways
19.6
4.44
3.4
112
57
86
65
false
Buy
Add to core equity +1%
8
7
BrokerC
LMT
92
null
null
Normal monitoring
-60
-55
-9
3
false
Within IPS guidelines
P3734
Systematic
Trust
USD
2024-09-19
1,229,559
75,839
1,153,720
1
55.6
34.2
3.1
7.1
BND:28.2%;MUB:28.2%;MSFT:15.5%;TLT:28.2%
US:61.0;EU:22.4;APAC:12.1;EM:3.8;Other:0.7
Value:+1.0;Growth:+0.6;Quality:+0.9;Size:-0.6;Momentum:+0.7;LowVol:+0.8
MaxPos7%
7
35
4.1
trailing 9%
133
21.7
Bull
15
4.89
3.2
107
26
51
41
false
Sell
Trim extended winner -1%
9
-9
BrokerA
MKT
97
null
null
Normal monitoring
-33
-17
94
4
false
Monitor dispersion and breadth
P3735
Hands-off
401k
USD
2025-01-21
887,202
41,313
845,889
1
65.6
27.1
0
7.3
BRK.B:10.9%;GLD:17.7%;VNQ:23.8%;MUB:23.8%;HYG:23.8%
US:66.5;EU:12.3;APAC:8.6;EM:9.3;Other:3.3
Value:+1.0;Growth:-0.7;Quality:-0.3;Size:+0.4;Momentum:+0.7;LowVol:-0.6
MaxPos5%;NoDerivatives
5
25
4.3
trailing 8%
131
15.3
Volatile
23
3.8
2.6
176
58
71
63
false
Sell
Trim extended winner -1%
31
-9
BrokerD
MKT
95
null
null
Normal monitoring
-41
-11
15
5
false
Within IPS guidelines
P3736
Active
401k
USD
2025-08-17
2,295,632
239,846
2,055,786
1
56.1
28.9
7
8
VTI:22.6%;MSFT:12.4%;IEF:21.0%;HYG:21.3%;QQQ:22.6%
US:70.7;EU:13.8;APAC:4.8;EM:8.8;Other:1.9
Value:-0.3;Growth:-0.2;Quality:-0.1;Size:+1.0;Momentum:+0.7;LowVol:-0.9
MaxPos6%
6
30
5.2
hard 12%
145
23.4
Bear
27.2
3.71
1.3
164
28
59
70
false
Rebalance
Shift +1% to bonds from equity
-6
-6
BrokerD
LMT
98
null
null
Normal monitoring
-23
-2
80
3
false
Monitor dispersion and breadth
P3737
Cautious
401k
USD
2024-12-07
255,639
34,380
221,259
1
50.9
37.2
0
11.8
QQQ:33.3%;TSLA:33.3%;XLF:33.3%
US:69.6;EU:10.9;APAC:13.5;EM:4.5;Other:1.5
Value:-0.7;Growth:-0.1;Quality:+0.7;Size:+0.6;Momentum:+0.8;LowVol:+0.3
MaxPos7%;NoMargin
5
35
5.2
trailing 8%
137
15.9
Sideways
15.7
4.22
2.7
115
5
59
32
false
Hedge
Add TLT +1% as duration hedge
10
-32
BrokerC
MKT
87
null
null
Normal monitoring
-18
-3
122
3
false
Within IPS guidelines
P3738
Systematic
Trust
USD
2024-12-22
1,186,493
90,814
1,095,679
1
55.4
23.3
12
9.3
GLD:36.3%;HYG:27.4%;AMZN:36.3%
US:70.5;EU:11.9;APAC:8.8;EM:8.0;Other:0.8
Value:+0.5;Growth:0.0;Quality:+0.8;Size:+0.9;Momentum:+0.3;LowVol:+0.2
NoDerivatives
8
35
5.9
hard 12%
208
27.9
Sideways
17.7
4.42
2.7
113
2
43
49
false
Sell
Trim extended winner -1%
-5
-23
BrokerB
MKT
85
null
null
Normal monitoring
28
-36
135
5
false
Tighten stops on momentum names
P3739
Opportunistic
IRA
USD
2025-02-14
710,102
22,061
688,041
1
69.5
21.9
3.8
4.8
TSLA:13.1%;BND:26.2%;AAPL:20.0%;XLF:14.5%;BRK.B:26.2%
US:73.5;EU:6.5;APAC:11.5;EM:4.7;Other:3.8
Value:+0.1;Growth:+1.0;Quality:0.0;Size:-0.4;Momentum:+0.8;LowVol:-0.5
NoDerivatives
6
25
6
trailing 7%
181
32.1
Bull
11.3
3.88
3.2
75
11
52
41
false
Sell
Trim extended winner -1%
25
-14
BrokerB
MKT
98
null
null
Normal monitoring
-2
-44
114
3
false
Within IPS guidelines
P3740
Cautious
IRA
USD
2025-05-16
344,070
48,038
296,032
1
43.2
39.3
0
17.5
BRK.B:8.4%;MUB:8.6%;TSLA:22.4%;VNQ:22.4%;VTI:22.4%;MSFT:15.8%
US:69.8;EU:12.4;APAC:9.3;EM:5.0;Other:3.4
Value:+0.8;Growth:+0.4;Quality:+0.5;Size:-0.0;Momentum:+0.9;LowVol:-0.6
ESGOnly;NoMargin
5
30
3.2
trailing 8%
151
14.9
Bull
17.7
3.53
2.3
71
45
84
47
false
Buy
Add to core equity +1%
-9
-20
BrokerA
LMT
98
null
null
Normal monitoring
49
0
93
4
false
Tighten stops on momentum names
P3741
Hands-off
IRA
USD
2025-12-08
577,723
31,962
545,761
1
65.1
16.8
9.6
8.5
TLT:25.4%;VTI:25.4%;MSFT:23.8%;VOO:25.4%
US:68.4;EU:6.4;APAC:10.7;EM:9.2;Other:5.3
Value:+0.5;Growth:-0.2;Quality:-0.4;Size:+0.3;Momentum:-0.7;LowVol:-0.3
MaxPos8%;NoDerivatives
7
25
3.6
trailing 8%
125
15.5
Sideways
19.9
4.22
2.4
116
51
84
55
false
Rebalance
Shift +1% to bonds from equity
4
-22
BrokerA
MKT
89
null
null
Normal monitoring
13
-5
137
4
false
Within IPS guidelines
P3742
Cautious
Roth
USD
2025-03-15
841,390
119,071
722,319
1
40.4
36.8
6.1
16.7
BRK.B:22.2%;AAPL:20.7%;VTI:22.2%;TSLA:12.8%;MUB:22.2%
US:66.5;EU:14.1;APAC:9.2;EM:9.7;Other:0.6
Value:-0.8;Growth:+0.8;Quality:+0.7;Size:-0.9;Momentum:+0.8;LowVol:+0.2
ESGOnly;NoDerivatives;NoMargin
10
35
3.5
hard 10%
147
17
Volatile
27.2
3.53
2.7
124
79
77
54
false
Buy
Add to core equity +1%
-1
3
BrokerA
MKT
94
null
null
Normal monitoring
52
-40
173
4
false
Increase defensive factor exposure
P3743
Active
Roth
USD
2025-02-02
657,919
61,469
596,450
1
57.7
30.6
3.5
8.1
BND:18.6%;VOO:7.1%;VNQ:16.6%;MSFT:21.9%;VTI:21.9%;GLD:13.8%
US:72.2;EU:9.0;APAC:7.2;EM:9.5;Other:2.1
Value:+0.7;Growth:-0.7;Quality:-0.5;Size:+0.2;Momentum:+0.4;LowVol:-0.6
null
6
30
5.8
trailing 8%
147
16.2
Bull
13.5
4.97
3.4
112
19
63
49
false
Hedge
Add TLT +1% as duration hedge
20
13
BrokerC
LMT
92
null
null
Normal monitoring
116
-31
254
3
false
Increase defensive factor exposure
P3744
Hands-off
Roth
USD
2025-11-09
386,751
30,939
355,812
1
61.3
23.9
8.3
6.5
MUB:24.4%;AAPL:24.4%;VOO:11.8%;IEF:24.4%;XLF:15.1%
US:64.4;EU:16.3;APAC:12.3;EM:3.8;Other:3.2
Value:-0.9;Growth:-0.0;Quality:-0.7;Size:-0.0;Momentum:-0.1;LowVol:-0.4
ESGOnly;MaxPos5%;NoDerivatives
10
35
4.7
trailing 10%
141
16.5
Volatile
31.7
4.08
4
125
1
53
90
true
Hedge
Buy index puts 1% notional
15
-14
BrokerA
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
53
-24
190
4
true
Within IPS guidelines
P3745
Systematic
401k
USD
2025-01-05
1,289,579
75,030
1,214,549
1
63.5
27.5
0
9
MUB:35.0%;BND:35.0%;AMZN:30.0%
US:59.5;EU:18.4;APAC:11.8;EM:7.6;Other:2.7
Value:+0.3;Growth:-0.5;Quality:-0.4;Size:+0.3;Momentum:+0.7;LowVol:+0.2
NoDerivatives
6
30
4.8
trailing 8%
222
24.4
Sideways
16.6
3.94
2
135
8
45
45
false
Buy
Add to core equity +1%
5
-11
BrokerD
MKT
96
null
null
Normal monitoring
96
-11
193
3
false
Tax-aware sells next window
P3746
Opportunistic
IRA
USD
2025-09-23
1,741,955
124,046
1,617,909
1.14
60.7
16.5
17.1
5.8
AMZN:36.6%;MUB:26.8%;GLD:36.6%
US:59.4;EU:18.3;APAC:13.6;EM:7.9;Other:0.8
Value:-0.6;Growth:+0.1;Quality:-0.5;Size:-0.6;Momentum:+0.9;LowVol:-0.5
MaxPos6%
6
35
4.6
hard 12%
247
28.8
Bull
13.5
4.71
2.7
79
90
89
39
false
Sell
Trim extended winner -1%
32
-8
BrokerB
LMT
92
null
null
Normal monitoring
-54
-48
-23
5
false
Within IPS guidelines
P3747
Hands-off
401k
USD
2024-09-05
582,960
42,628
540,332
1
68.7
24.2
0
7.1
VNQ:24.9%;HYG:20.3%;TLT:16.7%;AMZN:24.9%;BRK.B:13.2%
US:73.4;EU:10.5;APAC:5.0;EM:10.0;Other:1.2
Value:-0.7;Growth:-0.2;Quality:+0.7;Size:-0.9;Momentum:-0.4;LowVol:+1.0
ESGOnly;MaxPos6%
10
35
4.8
trailing 8%
148
12.8
Volatile
22.3
4.88
3.7
159
-49
26
58
false
Sell
Trim extended winner -1%
9
-2
BrokerB
MKT
94
null
null
Normal monitoring
94
-14
99
5
false
Monitor dispersion and breadth
P3748
Systematic
IRA
USD
2025-07-02
583,111
42,479
540,632
1
62.9
30.1
0
7
XLF:25.2%;TSLA:12.3%;VNQ:25.2%;IEF:12.2%;GLD:25.2%
US:72.1;EU:9.4;APAC:6.0;EM:9.7;Other:2.8
Value:-0.4;Growth:+0.9;Quality:+0.7;Size:-0.3;Momentum:+0.5;LowVol:-0.3
null
6
25
5.2
trailing 9%
219
26.3
Volatile
30.4
3.96
4.4
150
28
54
86
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-39
BrokerA
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
120
1
209
3
false
Increase defensive factor exposure
P3749
Systematic
Trust
USD
2025-07-03
821,720
66,336
755,384
1
62.5
29.5
0
8
MSFT:26.9%;IEF:26.9%;MUB:26.9%;TSLA:19.4%
US:65.0;EU:17.4;APAC:9.0;EM:7.5;Other:1.2
Value:+0.2;Growth:+0.2;Quality:-0.6;Size:+0.1;Momentum:-0.8;LowVol:-0.6
MaxPos5%
10
25
4.7
trailing 8%
218
16.8
Bull
12.8
4.07
3.1
75
38
64
49
true
Hedge
Buy index puts 1% notional
-9
-32
BrokerA
LMT
91
Drift>tolerance
Pause
Allocation drift beyond policy bands
3
16
38
2
false
Within IPS guidelines
P3750
Cautious
Taxable
USD
2024-08-10
203,102
30,137
172,965
1
40.6
42.3
0
17.2
IEF:30.1%;HYG:18.5%;VOO:21.3%;MSFT:30.1%
US:68.8;EU:15.7;APAC:9.9;EM:5.6;Other:0.0
Value:+0.8;Growth:-0.1;Quality:+0.4;Size:+0.2;Momentum:-0.4;LowVol:-0.1
MaxPos6%;NoDerivatives;NoMargin
10
30
3.4
trailing 8%
130
17.5
Bull
17.3
3.71
2.2
103
68
85
44
false
Buy
Add to core equity +1%
-11
-25
BrokerD
LMT
94
null
null
Normal monitoring
50
-5
121
5
false
Tighten stops on momentum names
P3751
Opportunistic
IRA
USD
2024-12-26
615,232
33,841
581,391
1
64
14.8
15.9
5.2
GLD:33.5%;QQQ:33.0%;TLT:33.5%
US:62.8;EU:7.8;APAC:16.7;EM:11.1;Other:1.7
Value:-1.0;Growth:-0.7;Quality:+0.5;Size:-0.4;Momentum:-0.5;LowVol:-0.4
null
6
30
4.6
hard 12%
179
34.2
Bear
29.7
3.69
1.3
134
-115
5
87
true
Reduce
Cut high-beta by 2-3%, add cash
-12
11
BrokerA
LMT
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-25
-56
-9
5
false
Tighten stops on momentum names
P3752
Opportunistic
IRA
USD
2024-12-29
441,928
22,495
419,433
1
73.1
20.9
0
6
VNQ:24.8%;TSLA:25.1%;TLT:25.1%;VOO:25.1%
US:76.9;EU:8.8;APAC:5.6;EM:3.7;Other:5.1
Value:-0.4;Growth:+0.9;Quality:-0.4;Size:-0.4;Momentum:+0.9;LowVol:-0.7
MaxPos8%;NoDerivatives
8
25
5.8
hard 12%
242
22.4
Volatile
31.4
4.53
4.3
158
-45
38
85
true
Reduce
Cut high-beta by 2-3%, add cash
20
-19
BrokerD
LMT
86
VAR>budget
Reduce
Risk above budget threshold
88
-5
140
5
false
Within IPS guidelines
P3753
Hands-off
IRA
USD
2025-03-24
454,256
18,410
435,846
1
67.4
24.6
0
8.1
TSLA:28.7%;HYG:13.8%;XLF:28.7%;QQQ:28.7%
US:60.8;EU:20.1;APAC:7.1;EM:11.8;Other:0.1
Value:-0.3;Growth:-0.8;Quality:-0.3;Size:+0.7;Momentum:+0.7;LowVol:+0.2
null
10
30
5.4
trailing 10%
166
16.2
Bull
16.2
4.81
3.3
101
18
52
61
false
Sell
Trim extended winner -1%
20
-37
BrokerC
LMT
90
null
null
Normal monitoring
87
-35
164
4
false
Tighten stops on momentum names
P3754
Active
Taxable
USD
2025-04-16
1,801,107
112,574
1,688,533
1.15
53.4
22.1
15.1
9.3
XLF:22.4%;GLD:13.7%;BND:22.4%;BRK.B:22.4%;VOO:19.0%
US:60.4;EU:15.6;APAC:15.1;EM:8.5;Other:0.5
Value:+0.4;Growth:-0.8;Quality:-0.1;Size:-0.6;Momentum:-0.5;LowVol:-0.5
null
7
25
4.9
trailing 8%
123
20.6
Volatile
29.8
3.93
2.1
167
-35
46
63
false
Rebalance
Shift +1% to bonds from equity
18
3
BrokerD
LMT
97
null
null
Normal monitoring
74
-25
127
3
false
Monitor dispersion and breadth
P3755
Opportunistic
Roth
USD
2025-10-06
1,077,086
63,014
1,014,072
1
62.1
14.3
14.7
9
HYG:22.6%;MSFT:22.6%;GLD:12.3%;AAPL:18.6%;BRK.B:9.5%;TSLA:14.5%
US:70.3;EU:17.0;APAC:6.8;EM:4.8;Other:1.1
Value:+0.6;Growth:+0.9;Quality:-0.9;Size:-0.3;Momentum:+0.7;LowVol:+0.3
MaxPos5%;NoDerivatives
10
30
6.3
hard 12%
270
21.1
Bear
22.5
3.34
1.5
173
-71
14
68
false
Buy
Add to core equity +1%
-8
-25
BrokerA
MKT
100
null
null
Normal monitoring
-21
-4
65
5
false
Within IPS guidelines
P3756
Systematic
IRA
USD
2025-03-09
492,616
24,399
468,217
1
62.3
30.6
0
7.1
MSFT:23.2%;GLD:15.8%;QQQ:23.2%;AMZN:23.2%;MUB:14.5%
US:68.0;EU:13.2;APAC:5.7;EM:10.4;Other:2.7
Value:+0.6;Growth:-0.2;Quality:-0.4;Size:+0.1;Momentum:+0.6;LowVol:-0.8
null
10
25
5.9
trailing 9%
221
21.7
Bear
28.9
4.43
2.5
147
22
64
83
true
Reduce
Cut high-beta by 2-3%, add cash
20
-5
BrokerD
LMT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
97
-12
223
4
false
Tighten stops on momentum names
P3757
Systematic
401k
USD
2025-04-16
1,230,420
85,389
1,145,031
1
62.1
22.5
9.1
6.3
MSFT:33.3%;GLD:33.3%;TLT:33.3%
US:69.2;EU:13.3;APAC:6.2;EM:8.2;Other:3.1
Value:+0.1;Growth:-0.7;Quality:-0.5;Size:-0.7;Momentum:-0.5;LowVol:-0.8
null
10
30
5.7
hard 12%
177
26.3
Volatile
26.6
4.13
4.3
144
-27
21
62
true
Reduce
Cut high-beta by 2-3%, add cash
26
3
BrokerC
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
73
-39
116
4
true
Within IPS guidelines
P3758
Active
401k
USD
2024-07-30
2,016,037
227,054
1,788,983
1
66.2
20
5.4
8.4
AMZN:21.8%;VNQ:18.9%;QQQ:8.4%;GLD:8.8%;AAPL:20.3%;XLF:21.8%
US:60.4;EU:9.1;APAC:14.5;EM:11.4;Other:4.6
Value:+0.3;Growth:+0.2;Quality:+0.3;Size:-0.3;Momentum:-0.2;LowVol:+0.9
MaxPos5%
5
30
5.5
trailing 8%
125
18.8
Sideways
16.9
4.14
3.2
136
39
63
53
false
Sell
Trim extended winner -1%
10
-10
BrokerD
LMT
86
null
null
Normal monitoring
18
10
112
4
false
Within IPS guidelines
P3759
Hands-off
Trust
USD
2024-08-09
151,207
9,741
141,466
1
66.1
24.2
4
5.8
XLF:33.3%;GLD:33.3%;TLT:33.3%
US:71.9;EU:9.1;APAC:7.2;EM:9.9;Other:1.8
Value:-0.4;Growth:-0.5;Quality:+0.5;Size:+1.0;Momentum:-0.5;LowVol:-0.1
ESGOnly
6
30
4.7
trailing 8%
99
12.3
Bull
14.6
4.47
2.1
104
78
89
43
false
Rebalance
Shift +1% to bonds from equity
-12
0
BrokerD
MKT
89
null
null
Normal monitoring
4
-6
142
5
false
Increase defensive factor exposure
P3760
Hands-off
Taxable
USD
2025-01-03
311,142
19,149
291,993
1
66.5
18.8
6.6
8.2
BRK.B:17.9%;AMZN:19.5%;MSFT:12.9%;HYG:20.1%;TSLA:10.8%;IEF:18.8%
US:66.6;EU:15.0;APAC:7.6;EM:6.8;Other:3.9
Value:-0.5;Growth:+0.4;Quality:+0.9;Size:-0.1;Momentum:-0.3;LowVol:+0.9
ESGOnly
8
25
4.2
trailing 8%
106
13.1
Volatile
30.6
4
2.1
173
-10
49
79
true
Rebalance
Rebalance back to target bands
16
-29
BrokerA
LMT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
9
-57
108
4
false
Tighten stops on momentum names
P3761
Hands-off
Roth
USD
2024-12-10
805,259
47,768
757,491
1
57.4
29.8
3.2
9.6
AAPL:17.9%;GLD:6.8%;TLT:20.2%;TSLA:19.2%;QQQ:15.7%;VOO:20.2%
US:75.1;EU:10.9;APAC:5.6;EM:5.6;Other:2.8
Value:+0.2;Growth:-0.5;Quality:-0.8;Size:+0.6;Momentum:-0.7;LowVol:-0.8
ESGOnly;NoDerivatives
5
25
5.9
trailing 8%
168
12.9
Sideways
14.9
4.35
3
119
40
58
51
false
Hedge
Add TLT +1% as duration hedge
-4
-32
BrokerA
MKT
95
null
null
Normal monitoring
-40
-18
-76
3
false
Monitor dispersion and breadth
P3762
Cautious
401k
USD
2025-10-11
641,634
97,218
544,416
1
40.4
39.5
8.5
11.6
MSFT:11.0%;AMZN:15.2%;TLT:14.2%;MUB:12.1%;VOO:23.8%;VTI:23.8%
US:71.7;EU:12.4;APAC:9.4;EM:6.2;Other:0.3
Value:-0.2;Growth:-0.2;Quality:-0.1;Size:-0.5;Momentum:-0.4;LowVol:+0.9
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
5
35
3.5
trailing 8%
103
15
Bear
27.6
3.16
2.2
215
-63
5
66
false
Buy
Add to core equity +1%
14
7
BrokerA
LMT
99
null
null
Normal monitoring
26
-27
0
4
false
Increase defensive factor exposure
P3763
Cautious
401k
USD
2025-06-25
482,902
54,304
428,598
1
47.7
40
0
12.2
GLD:32.2%;TLT:33.9%;BND:33.9%
US:75.8;EU:11.4;APAC:7.5;EM:3.2;Other:2.1
Value:+0.9;Growth:+0.7;Quality:+0.8;Size:+0.2;Momentum:-0.2;LowVol:+0.2
MaxPos7%;NoMargin
6
30
4.6
hard 10%
168
17.2
Bear
25.9
3.56
2.3
203
27
61
50
false
Sell
Trim extended winner -1%
29
-21
BrokerB
MKT
96
null
null
Normal monitoring
36
20
155
3
false
Increase defensive factor exposure
P3764
Opportunistic
Roth
USD
2025-10-09
313,921
22,621
291,300
1
70.1
18.4
5.2
6.3
MSFT:25.4%;TLT:25.4%;QQQ:23.8%;MUB:25.4%
US:67.0;EU:12.4;APAC:10.5;EM:7.7;Other:2.4
Value:+0.6;Growth:-0.1;Quality:+0.5;Size:-0.7;Momentum:+0.9;LowVol:+0.7
MaxPos7%
7
30
4.2
trailing 7%
267
30.3
Volatile
29.5
5.31
2.8
139
75
77
73
true
Reduce
Cut high-beta by 2-3%, add cash
-15
-3
BrokerB
LMT
85
VAR>budget
Reduce
Risk above budget threshold
-28
-2
-13
4
false
Tighten stops on momentum names
P3765
Opportunistic
401k
USD
2025-05-16
433,604
24,649
408,955
1.2
72.5
11
8.1
8.4
VOO:25.0%;BND:25.0%;IEF:25.0%;AAPL:25.0%
US:64.2;EU:18.4;APAC:8.5;EM:4.5;Other:4.4
Value:0.0;Growth:-0.2;Quality:+0.5;Size:+0.8;Momentum:+0.9;LowVol:+0.7
NoDerivatives
5
30
6.8
trailing 9%
178
26
Bull
15.6
4.93
3.1
113
23
64
49
false
Rebalance
Shift +1% to bonds from equity
-6
-23
BrokerD
LMT
91
null
null
Normal monitoring
46
-28
37
4
false
Tax-aware sells next window
P3766
Cautious
Taxable
USD
2025-09-21
652,062
84,572
567,490
1
39.5
40.7
9.5
10.4
MSFT:33.3%;IEF:33.3%;QQQ:33.3%
US:71.3;EU:12.7;APAC:7.6;EM:8.3;Other:0.1
Value:+0.9;Growth:-0.3;Quality:+0.3;Size:0.0;Momentum:-0.0;LowVol:+0.5
ESGOnly;NoMargin
7
25
3
trailing 8%
124
14.6
Volatile
29.3
4.16
2.6
125
-45
37
59
true
Hedge
Buy index puts 1% notional
-7
-2
BrokerA
LMT
90
VAR>budget
TightenStops
Risk above budget threshold
47
-38
19
5
false
Tighten stops on momentum names
P3767
Active
401k
USD
2025-02-05
2,393,316
262,458
2,130,858
1
66.2
26.5
1.7
5.7
AMZN:16.2%;TSLA:27.9%;BRK.B:27.9%;VNQ:27.9%
US:73.6;EU:6.2;APAC:10.6;EM:6.2;Other:3.3
Value:-0.4;Growth:+0.4;Quality:+1.0;Size:+1.0;Momentum:-0.2;LowVol:+0.3
null
7
30
4.6
trailing 9%
143
26
Bull
11.1
4.32
2.4
76
51
63
35
false
Rebalance
Shift +1% to bonds from equity
17
-4
BrokerD
LMT
92
null
null
Normal monitoring
-20
11
-14
4
false
Within IPS guidelines
P3768
Cautious
IRA
USD
2024-10-13
494,411
63,397
431,014
1
48.9
36.7
0
14.4
TSLA:19.8%;MSFT:22.0%;VTI:14.3%;TLT:22.0%;BRK.B:22.0%
US:69.9;EU:12.3;APAC:8.2;EM:8.2;Other:1.3
Value:-0.3;Growth:-0.6;Quality:+0.6;Size:+1.0;Momentum:-0.2;LowVol:-0.4
ESGOnly;MaxPos7%;NoMargin
6
25
5.7
hard 10%
95
13.9
Bear
34.6
3.95
1.6
148
-1
38
79
true
Hedge
Buy index puts 1% notional
-14
-19
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
93
-56
92
3
false
Within IPS guidelines
P3769
Cautious
Taxable
USD
2024-12-26
213,268
22,723
190,545
1
38.8
34.7
14
12.5
VTI:36.1%;AMZN:36.1%;QQQ:27.8%
US:60.8;EU:11.3;APAC:13.5;EM:10.1;Other:4.3
Value:-0.4;Growth:-0.9;Quality:+0.5;Size:-0.9;Momentum:-0.5;LowVol:+0.2
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
7
25
5.4
trailing 8%
138
14.2
Bear
28.3
3.92
1.8
173
-63
31
61
true
Hedge
Buy index puts 1% notional
21
-28
BrokerA
MKT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
85
-43
75
2
false
Tighten stops on momentum names
P3770
Systematic
Taxable
USD
2025-06-07
1,752,310
101,642
1,650,668
1
63.3
22.7
8.5
5.5
GLD:23.6%;MSFT:38.2%;VTI:38.2%
US:63.7;EU:14.4;APAC:9.5;EM:10.5;Other:1.9
Value:+0.5;Growth:-0.9;Quality:+0.1;Size:-0.6;Momentum:+0.7;LowVol:-0.7
NoDerivatives
6
35
5.6
trailing 8%
145
19.7
Bear
31.7
4.49
2.5
192
-101
6
85
true
Hedge
Buy index puts 1% notional
34
13
BrokerC
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
49
1
172
3
false
Monitor dispersion and breadth
P3771
Systematic
Roth
USD
2025-06-29
1,306,152
81,711
1,224,441
1
62.6
20.4
9.5
7.6
MUB:14.0%;AAPL:22.3%;VNQ:7.6%;AMZN:22.3%;IEF:11.7%;XLF:22.3%
US:76.4;EU:6.6;APAC:7.9;EM:6.0;Other:3.0
Value:+1.0;Growth:+0.3;Quality:-0.9;Size:+0.5;Momentum:-0.9;LowVol:0.0
MaxPos7%
5
30
5.2
trailing 8%
216
19.1
Bull
12.4
4.57
2.4
96
19
60
50
false
Rebalance
Shift +1% to bonds from equity
26
-18
BrokerA
MKT
90
null
null
Normal monitoring
-8
-46
-42
4
false
Increase defensive factor exposure
P3772
Active
Taxable
USD
2025-10-23
754,470
70,531
683,939
1.08
62.8
27.2
2
8
GLD:32.4%;XLF:37.8%;VNQ:29.7%
US:64.8;EU:7.0;APAC:12.4;EM:11.6;Other:4.2
Value:+0.7;Growth:-0.9;Quality:+0.4;Size:+0.1;Momentum:+0.2;LowVol:+0.8
MaxPos5%
10
35
4.9
trailing 8%
124
16.7
Sideways
17.1
4.51
3.1
123
22
68
43
false
Rebalance
Shift +1% to bonds from equity
-11
-19
BrokerB
VWAP
99
null
null
Normal monitoring
95
-42
127
4
false
Increase defensive factor exposure
P3773
Hands-off
401k
USD
2025-10-16
644,816
40,188
604,628
1
55.6
20.9
14
9.5
BRK.B:33.3%;TSLA:33.3%;XLF:33.3%
US:71.7;EU:15.3;APAC:6.5;EM:6.0;Other:0.5
Value:-0.9;Growth:+0.8;Quality:+0.1;Size:+0.5;Momentum:+0.4;LowVol:-0.7
MaxPos7%
5
30
4.7
trailing 8%
97
14.7
Bull
13.2
4.99
2.1
88
99
85
46
false
Sell
Trim extended winner -1%
-11
-20
BrokerA
VWAP
86
null
null
Normal monitoring
-30
-49
-26
3
false
Monitor dispersion and breadth
P3774
Opportunistic
401k
USD
2025-11-03
529,480
44,217
485,263
1
64.9
12.8
17
5.3
MUB:33.3%;XLF:33.3%;MSFT:33.3%
US:61.0;EU:16.4;APAC:9.5;EM:9.9;Other:3.1
Value:+0.2;Growth:+0.2;Quality:-0.1;Size:+0.1;Momentum:-0.2;LowVol:0.0
MaxPos5%
10
30
5.5
trailing 7%
236
23.8
Bull
13.2
4.41
3.2
109
34
73
55
false
NoAction
Within bands; monitor
34
-37
BrokerA
LMT
93
null
null
Normal monitoring
45
-19
21
5
false
Tax-aware sells next window
P3775
Opportunistic
Roth
USD
2024-12-31
956,859
77,266
879,593
1
68.4
10.5
12.9
8.2
XLF:33.3%;AMZN:33.3%;QQQ:33.3%
US:72.9;EU:6.0;APAC:7.7;EM:12.2;Other:1.2
Value:+0.8;Growth:+0.1;Quality:+0.9;Size:-0.7;Momentum:+0.4;LowVol:-0.7
null
6
35
5.3
trailing 9%
231
30.9
Volatile
24.3
3.97
2.7
113
70
85
71
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-26
BrokerC
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
44
-34
8
2
false
Monitor dispersion and breadth
P3776
Cautious
Roth
USD
2025-04-04
709,899
112,362
597,537
1
47.3
42.7
0
10
GLD:27.6%;BND:17.3%;VOO:27.6%;QQQ:27.6%
US:63.5;EU:18.7;APAC:11.4;EM:6.3;Other:0.1
Value:-0.1;Growth:+0.6;Quality:+0.2;Size:+0.1;Momentum:+1.0;LowVol:-0.5
NoMargin
7
25
5.3
trailing 8%
118
16.3
Bear
30.9
3.96
1.7
136
13
62
66
false
NoAction
Within bands; monitor
15
-40
BrokerC
LMT
92
null
null
Normal monitoring
-20
-26
75
5
false
Tax-aware sells next window
P3777
Cautious
Trust
USD
2025-03-03
393,232
33,307
359,925
1
46.1
36.8
4
13.2
MSFT:19.2%;VTI:19.5%;MUB:11.6%;IEF:24.9%;GLD:24.9%
US:68.3;EU:6.3;APAC:16.2;EM:6.5;Other:2.8
Value:+0.4;Growth:-0.4;Quality:-0.4;Size:-1.0;Momentum:+0.2;LowVol:-0.9
NoDerivatives;NoMargin
7
30
3.4
trailing 8%
113
16.7
Bull
11.5
4.12
3.4
104
77
78
35
false
Buy
Add to core equity +1%
25
15
BrokerA
LMT
100
null
null
Normal monitoring
58
-54
121
4
false
Monitor dispersion and breadth
P3778
Systematic
Trust
USD
2025-10-11
1,384,016
118,579
1,265,437
1
57
34.2
0
8.8
AMZN:33.3%;AAPL:33.3%;BRK.B:33.3%
US:63.2;EU:14.3;APAC:13.4;EM:8.3;Other:0.9
Value:+0.8;Growth:+0.5;Quality:+0.9;Size:-0.5;Momentum:-0.7;LowVol:-0.5
NoDerivatives
10
30
4.6
hard 12%
131
25.2
Bull
15.4
4.23
2.5
72
97
88
38
false
Rebalance
Shift +1% to bonds from equity
0
10
BrokerC
LMT
86
null
null
Normal monitoring
65
-44
27
5
false
Increase defensive factor exposure
P3779
Opportunistic
401k
USD
2025-04-05
1,795,019
126,391
1,668,628
1
72.8
14.7
6.5
6
MSFT:33.3%;BRK.B:33.3%;BND:33.3%
US:68.8;EU:6.0;APAC:7.0;EM:13.2;Other:5.0
Value:-0.2;Growth:+0.9;Quality:-0.5;Size:+1.0;Momentum:-0.6;LowVol:-0.3
null
8
30
4.4
trailing 9%
180
23
Bull
13.5
3.62
2.1
92
65
77
44
false
Hedge
Add TLT +1% as duration hedge
18
-7
BrokerB
MKT
100
null
null
Normal monitoring
-11
-23
47
5
false
Tax-aware sells next window
P3780
Systematic
401k
USD
2024-09-01
1,197,173
79,080
1,118,093
1
60.2
31.9
0
7.9
HYG:21.2%;MSFT:17.2%;QQQ:21.2%;TLT:20.5%;BRK.B:20.0%
US:69.9;EU:6.7;APAC:10.3;EM:9.0;Other:4.1
Value:-0.9;Growth:-0.7;Quality:+0.2;Size:-0.8;Momentum:+1.0;LowVol:+0.9
NoDerivatives
5
30
4.5
hard 12%
224
27.8
Bull
11.2
4.12
2.9
113
106
100
37
false
NoAction
Within bands; monitor
-2
2
BrokerA
LMT
90
null
null
Normal monitoring
104
-8
126
5
false
Increase defensive factor exposure
P3781
Active
IRA
USD
2024-11-26
2,035,966
143,945
1,892,021
1
51.2
23.2
18.2
7.4
XLF:28.2%;BRK.B:28.2%;VOO:14.3%;IEF:14.3%;MUB:14.9%
US:60.7;EU:17.2;APAC:13.0;EM:8.9;Other:0.2
Value:-1.0;Growth:-0.2;Quality:+0.2;Size:+0.4;Momentum:+0.7;LowVol:-0.7
null
6
25
5.4
trailing 9%
230
17
Sideways
18.7
3.63
2.7
90
37
77
45
false
Sell
Trim extended winner -1%
20
1
BrokerD
LMT
99
null
null
Normal monitoring
75
-47
95
3
false
Tighten stops on momentum names
P3782
Hands-off
IRA
USD
2025-01-02
729,374
62,565
666,809
1
66.6
27.3
0
6
TLT:25.0%;VTI:25.0%;BRK.B:25.0%;VOO:25.0%
US:61.8;EU:17.5;APAC:12.5;EM:3.7;Other:4.6
Value:+0.1;Growth:-0.7;Quality:0.0;Size:-0.4;Momentum:+0.8;LowVol:+0.4
NoDerivatives
5
35
5.8
trailing 8%
143
12.4
Volatile
25.9
5.03
3.5
149
-7
60
67
false
Hedge
Add TLT +1% as duration hedge
24
-33
BrokerC
MKT
92
null
null
Normal monitoring
16
12
-20
3
false
Tax-aware sells next window
P3783
Opportunistic
401k
USD
2024-12-19
1,328,515
52,527
1,275,988
1.23
72.1
21.1
0
6.9
AAPL:33.3%;VTI:33.3%;TLT:33.3%
US:58.2;EU:21.0;APAC:6.8;EM:10.5;Other:3.6
Value:-0.5;Growth:-0.3;Quality:+0.4;Size:-0.3;Momentum:+0.5;LowVol:+0.5
NoDerivatives
5
30
6.1
trailing 9%
239
22.6
Bear
31.4
3.23
1
204
-82
12
87
true
Reduce
Cut high-beta by 2-3%, add cash
-10
-16
BrokerC
LMT
100
VAR>budget
Hedge
Risk above budget threshold
-55
-54
-45
5
false
Within IPS guidelines
P3784
Cautious
Roth
USD
2024-09-01
177,047
23,396
153,651
1
47.9
35.9
0
16.2
VTI:27.0%;MSFT:18.9%;IEF:27.0%;VOO:27.0%
US:67.8;EU:15.3;APAC:6.9;EM:9.2;Other:0.8
Value:+0.8;Growth:-0.1;Quality:-0.9;Size:+0.5;Momentum:+0.3;LowVol:+1.0
ESGOnly;MaxPos8%;NoMargin
8
30
5.2
trailing 8%
157
19.5
Bear
29.8
3.54
1.7
142
-15
37
74
true
Hedge
Buy index puts 1% notional
-13
-37
BrokerB
LMT
95
VAR>budget
Reduce
Risk above budget threshold
5
1
-25
3
true
Within IPS guidelines
P3785
Cautious
Taxable
USD
2025-03-03
658,405
100,538
557,867
1
49
39.3
0
11.7
QQQ:33.3%;IEF:33.3%;XLF:33.3%
US:63.5;EU:13.3;APAC:10.5;EM:8.8;Other:3.8
Value:-0.4;Growth:-0.8;Quality:+0.5;Size:-0.7;Momentum:+0.8;LowVol:-0.1
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
7
25
4.9
trailing 8%
132
17
Bear
32.8
3.15
1.6
210
-60
17
65
false
Rebalance
Shift +1% to bonds from equity
24
8
BrokerD
MKT
94
null
null
Normal monitoring
101
-12
165
5
false
Tighten stops on momentum names
P3786
Active
Trust
USD
2024-07-16
1,231,305
84,019
1,147,286
1.12
62.8
24.5
4.5
8.1
VNQ:10.6%;GLD:18.8%;MUB:20.0%;HYG:19.3%;MSFT:11.1%;VTI:20.1%
US:67.8;EU:12.1;APAC:13.5;EM:3.6;Other:3.1
Value:+1.0;Growth:-0.6;Quality:+0.5;Size:-0.6;Momentum:+0.3;LowVol:-0.5
MaxPos7%;NoDerivatives
10
35
6
hard 12%
218
23.2
Volatile
29.1
3.94
4
119
-2
40
67
true
Hedge
Buy index puts 1% notional
30
3
BrokerB
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
74
-7
76
2
false
Increase defensive factor exposure
P3787
Active
IRA
USD
2024-12-11
1,377,747
160,966
1,216,781
1
51.7
28.1
14.1
6.1
VOO:25.3%;GLD:10.8%;XLF:25.3%;VTI:20.8%;VNQ:17.8%
US:72.0;EU:8.0;APAC:11.3;EM:7.8;Other:0.9
Value:+0.6;Growth:-0.7;Quality:+0.7;Size:+0.4;Momentum:+0.6;LowVol:+0.3
NoDerivatives
8
25
4.1
trailing 8%
175
24.1
Bull
12.8
3.95
2.6
80
24
51
43
false
Buy
Add to core equity +1%
13
-8
BrokerC
LMT
91
null
null
Normal monitoring
69
-25
199
4
false
Increase defensive factor exposure
P3788
Systematic
Trust
USD
2025-07-29
796,715
49,597
747,118
1
65
22.6
5.8
6.6
VNQ:13.8%;AAPL:22.2%;GLD:12.2%;MSFT:22.2%;XLF:8.5%;HYG:21.2%
US:74.2;EU:8.2;APAC:9.1;EM:4.8;Other:3.7
Value:0.0;Growth:-0.7;Quality:+0.8;Size:+0.7;Momentum:+0.4;LowVol:+0.9
null
6
25
4.4
hard 12%
125
22.3
Sideways
14.7
4.17
2.7
91
28
65
38
false
Buy
Add to core equity +1%
6
-19
BrokerD
MKT
89
null
null
Normal monitoring
82
-12
137
5
false
Increase defensive factor exposure
P3789
Hands-off
Roth
USD
2024-10-16
516,224
39,428
476,796
1
70
21
2.9
6.1
TLT:25.2%;AMZN:24.3%;BRK.B:25.2%;HYG:25.2%
US:58.4;EU:18.1;APAC:12.1;EM:7.3;Other:4.2
Value:-0.6;Growth:+0.9;Quality:-0.1;Size:0.0;Momentum:0.0;LowVol:-0.6
null
6
30
4.9
trailing 10%
137
19.7
Volatile
24.8
5.22
4.4
131
69
88
81
true
Reduce
Cut high-beta by 2-3%, add cash
26
-16
BrokerB
MKT
90
Drift>tolerance
Pause
Allocation drift beyond policy bands
1
-29
89
3
false
Tax-aware sells next window
P3790
Opportunistic
Roth
USD
2025-08-20
1,367,073
83,197
1,283,876
1
71.1
12.8
9.9
6.2
BRK.B:20.1%;VOO:14.9%;HYG:17.2%;GLD:11.9%;VNQ:17.7%;MSFT:18.1%
US:63.5;EU:10.0;APAC:13.6;EM:10.2;Other:2.7
Value:-0.4;Growth:0.0;Quality:+0.2;Size:+0.9;Momentum:-0.0;LowVol:+0.9
NoDerivatives
8
25
5.1
trailing 7%
194
26.8
Bull
12.1
3.53
3.5
116
52
79
50
false
Sell
Trim extended winner -1%
-2
-26
BrokerD
LMT
88
null
null
Normal monitoring
25
-3
133
4
false
Within IPS guidelines
P3791
Opportunistic
IRA
USD
2025-07-14
670,543
54,581
615,962
1.18
71.4
12.3
10.5
5.8
TLT:33.3%;QQQ:33.3%;AMZN:33.3%
US:70.0;EU:10.3;APAC:13.9;EM:5.6;Other:0.2
Value:+0.5;Growth:+0.8;Quality:-0.5;Size:-0.1;Momentum:-0.8;LowVol:-0.9
null
5
25
4.3
trailing 9%
206
22.8
Bear
25.1
3.11
1.9
145
-115
5
73
true
Reduce
Cut high-beta by 2-3%, add cash
3
-29
BrokerC
LMT
99
VAR>budget
Reduce
Risk above budget threshold
50
16
47
3
false
Tighten stops on momentum names
P3792
Hands-off
Taxable
USD
2024-11-23
187,481
15,219
172,262
1
74.4
18.7
1.3
5.6
HYG:15.8%;IEF:23.6%;AAPL:23.6%;MSFT:19.2%;MUB:17.9%
US:66.1;EU:7.1;APAC:14.1;EM:11.6;Other:1.0
Value:+0.3;Growth:+0.7;Quality:-0.4;Size:-0.8;Momentum:-0.8;LowVol:0.0
ESGOnly;MaxPos5%
7
30
5.7
trailing 10%
165
16.7
Volatile
21.1
3.8
2.4
114
23
69
56
false
Buy
Add to core equity +1%
20
-30
BrokerA
MKT
97
null
null
Normal monitoring
23
14
103
4
false
Increase defensive factor exposure
P3793
Cautious
Trust
USD
2025-04-14
329,472
29,247
300,225
1
50.6
37.9
0
11.5
BND:14.1%;GLD:22.4%;VNQ:22.4%;MUB:22.4%;VOO:18.7%
US:57.1;EU:18.8;APAC:15.7;EM:7.3;Other:1.1
Value:+0.5;Growth:-0.2;Quality:+0.4;Size:+0.3;Momentum:+0.8;LowVol:0.0
ESGOnly;NoMargin
7
25
3.6
trailing 8%
128
12.6
Bull
12.3
4.37
2.6
74
53
74
30
false
Buy
Add to core equity +1%
15
-8
BrokerC
VWAP
95
null
null
Normal monitoring
47
-50
69
5
false
Monitor dispersion and breadth
P3794
Cautious
401k
USD
2024-09-28
334,541
28,388
306,153
1
39.6
42.1
0.8
17.4
IEF:20.3%;BND:19.5%;AAPL:8.0%;VTI:16.7%;TSLA:19.3%;QQQ:16.3%
US:59.7;EU:12.1;APAC:15.0;EM:10.7;Other:2.5
Value:-0.1;Growth:-0.9;Quality:-0.4;Size:-0.9;Momentum:+0.1;LowVol:-0.4
ESGOnly;NoMargin
8
35
6
trailing 8%
113
15.3
Bull
12.8
3.51
3.1
107
67
85
32
false
Hedge
Add TLT +1% as duration hedge
27
-10
BrokerB
LMT
92
null
null
Normal monitoring
113
-12
184
5
false
Tax-aware sells next window
P3795
Cautious
Trust
USD
2025-06-17
647,197
96,776
550,421
1
50.5
32.7
0
16.7
BND:15.6%;VNQ:19.7%;MUB:21.8%;AMZN:21.8%;AAPL:21.1%
US:65.0;EU:16.1;APAC:5.3;EM:9.7;Other:3.9
Value:+0.8;Growth:-0.1;Quality:-0.1;Size:-0.9;Momentum:-0.7;LowVol:+0.9
NoMargin
7
25
3.7
trailing 10%
118
19.1
Volatile
21.1
4.87
2.3
123
-6
35
62
false
NoAction
Within bands; monitor
-6
14
BrokerB
LMT
85
null
null
Normal monitoring
43
12
159
4
false
Monitor dispersion and breadth
P3796
Active
Taxable
USD
2025-01-23
2,129,449
145,449
1,984,000
1
66.8
26.6
0
6.5
TSLA:20.5%;XLF:19.9%;IEF:14.9%;VOO:17.4%;AAPL:14.6%;TLT:12.7%
US:70.2;EU:10.4;APAC:11.9;EM:4.1;Other:3.3
Value:+0.3;Growth:+0.7;Quality:+0.1;Size:+0.2;Momentum:-0.1;LowVol:-0.1
null
10
25
4.1
trailing 9%
171
26.2
Bull
17.9
4.41
2.1
115
41
58
60
false
Buy
Add to core equity +1%
-3
3
BrokerB
MKT
89
null
null
Normal monitoring
-47
-9
-17
3
false
Tax-aware sells next window
P3797
Hands-off
401k
USD
2025-12-09
600,740
36,298
564,442
1
72.2
20.4
0
7.4
TLT:33.3%;QQQ:33.3%;MSFT:33.3%
US:65.9;EU:5.5;APAC:15.4;EM:12.3;Other:0.9
Value:-0.9;Growth:+0.6;Quality:-0.8;Size:+0.3;Momentum:-0.4;LowVol:-1.0
ESGOnly;NoDerivatives
5
25
5.5
trailing 8%
150
17.5
Bear
31.4
3.8
1.8
161
-97
5
83
true
Rebalance
Rebalance back to target bands
11
2
BrokerD
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-34
-41
18
3
false
Tax-aware sells next window
P3798
Systematic
Taxable
USD
2024-09-04
837,481
52,111
785,370
1
61
28.5
5.2
5.3
AMZN:18.8%;TLT:15.6%;VOO:7.7%;TSLA:21.5%;AAPL:18.0%;MUB:18.4%
US:65.6;EU:7.6;APAC:13.1;EM:12.2;Other:1.5
Value:+0.3;Growth:+0.8;Quality:-0.7;Size:+0.2;Momentum:0.0;LowVol:+0.3
MaxPos8%
6
30
4.1
hard 12%
221
16.6
Volatile
30.6
4.37
2.5
161
41
57
85
true
Hedge
Buy index puts 1% notional
0
-8
BrokerA
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-33
-37
86
4
false
Tax-aware sells next window
P3799
Cautious
Roth
USD
2025-04-03
500,013
66,069
433,944
1
44.8
42
0
13.2
VNQ:25.3%;MUB:27.0%;AAPL:27.0%;TSLA:20.6%
US:74.4;EU:9.2;APAC:9.2;EM:4.0;Other:3.2
Value:-0.2;Growth:-0.6;Quality:+0.9;Size:+0.4;Momentum:-0.3;LowVol:-0.1
ESGOnly;MaxPos8%;NoMargin
7
25
3.2
trailing 10%
122
14.4
Volatile
30.7
5.06
4.3
161
12
71
77
true
Hedge
Buy index puts 1% notional
24
-13
BrokerA
VWAP
88
VAR>budget
Reduce
Risk above budget threshold
-60
-48
1
4
false
Tighten stops on momentum names
P3800
Cautious
Roth
USD
2025-06-05
215,097
26,915
188,182
1
46
39.2
2.5
12.4
AAPL:24.9%;BND:24.9%;GLD:23.2%;VOO:12.4%;MUB:14.6%
US:65.2;EU:12.3;APAC:11.9;EM:6.6;Other:3.9
Value:+0.3;Growth:+0.5;Quality:-0.8;Size:-0.2;Momentum:+0.1;LowVol:+0.6
MaxPos8%;NoMargin
8
25
5.3
trailing 8%
122
18.6
Bull
14.2
3.87
2.2
91
72
84
40
true
Rebalance
Rebalance back to target bands
31
-19
BrokerC
MKT
87
VAR>budget
Reduce
Risk above budget threshold
77
5
171
5
false
Tax-aware sells next window