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
P3801
Active
401k
USD
2025-06-18
977,511
71,307
906,204
1.05
62.9
25.4
2
9.7
QQQ:33.3%;TSLA:33.3%;BND:33.3%
US:66.5;EU:9.5;APAC:8.6;EM:13.1;Other:2.3
Value:-0.0;Growth:0.0;Quality:-0.4;Size:-0.4;Momentum:+0.4;LowVol:+0.9
NoDerivatives
8
25
5.8
trailing 8%
154
27
Bull
17
4.7
2.4
107
112
100
44
false
Hedge
Add TLT +1% as duration hedge
19
-4
BrokerB
LMT
91
null
null
Normal monitoring
55
16
21
3
false
Increase defensive factor exposure
P3802
Active
401k
USD
2025-07-04
1,168,586
75,077
1,093,509
1
50.5
27
14.2
8.2
VTI:23.0%;MUB:23.0%;HYG:13.0%;QQQ:20.4%;VOO:20.5%
US:66.5;EU:17.7;APAC:8.5;EM:5.0;Other:2.3
Value:-0.7;Growth:+0.9;Quality:-0.5;Size:-0.6;Momentum:+0.7;LowVol:-0.6
MaxPos7%
10
25
5.3
trailing 8%
199
26.8
Sideways
21.9
3.75
2.8
97
2
59
46
false
Rebalance
Shift +1% to bonds from equity
0
-40
BrokerB
MKT
95
null
null
Normal monitoring
-1
-29
23
5
false
Increase defensive factor exposure
P3803
Active
Roth
USD
2025-03-29
1,449,090
121,267
1,327,823
1.13
57.4
28.9
5.3
8.5
VNQ:33.3%;VOO:33.3%;QQQ:33.3%
US:71.4;EU:7.1;APAC:8.4;EM:9.9;Other:3.2
Value:-0.1;Growth:-0.5;Quality:+0.3;Size:-1.0;Momentum:-0.3;LowVol:+0.8
MaxPos8%;NoDerivatives
10
35
5.7
trailing 8%
202
23.6
Sideways
16.6
4.99
3.4
135
-24
36
50
false
Buy
Add to core equity +1%
-12
15
BrokerA
LMT
85
null
null
Normal monitoring
-30
-40
-20
4
false
Increase defensive factor exposure
P3804
Hands-off
IRA
USD
2025-10-22
320,798
30,091
290,707
1
63.3
28.3
0
8.4
MUB:33.3%;VNQ:33.3%;XLF:33.3%
US:68.9;EU:12.1;APAC:10.5;EM:3.8;Other:4.7
Value:-0.0;Growth:+0.9;Quality:-0.8;Size:-0.7;Momentum:-0.8;LowVol:+0.5
null
8
30
5.2
hard 10%
98
13
Volatile
29.5
4.94
4.4
161
-20
46
85
true
Hedge
Buy index puts 1% notional
20
-4
BrokerC
LMT
91
RegimeShift
Hedge
Volatility spike and breadth deterioration
60
16
138
5
false
Tax-aware sells next window
P3805
Hands-off
Roth
USD
2025-07-15
182,070
7,421
174,649
1
64
22
8.2
5.7
GLD:32.8%;BND:33.6%;MUB:33.6%
US:65.4;EU:7.8;APAC:16.4;EM:7.9;Other:2.6
Value:+1.0;Growth:-0.2;Quality:-0.5;Size:-0.4;Momentum:+0.2;LowVol:-0.2
ESGOnly
8
35
4.3
trailing 8%
169
16.5
Volatile
24
4.83
3.5
120
60
86
59
false
Rebalance
Shift +1% to bonds from equity
-8
-24
BrokerD
MKT
94
null
null
Normal monitoring
74
-43
68
4
false
Increase defensive factor exposure
P3806
Hands-off
Trust
USD
2024-11-04
714,804
35,886
678,918
1
67.9
22.6
1.5
8
MUB:20.7%;HYG:17.3%;BND:20.7%;XLF:8.9%;MSFT:12.5%;QQQ:20.0%
US:71.7;EU:8.3;APAC:14.1;EM:4.0;Other:1.8
Value:-0.6;Growth:+0.6;Quality:-0.8;Size:+0.8;Momentum:-0.3;LowVol:-0.0
ESGOnly;NoDerivatives
10
35
3.6
trailing 8%
147
16.2
Sideways
17.7
4.42
2.3
138
-9
34
49
false
Sell
Trim extended winner -1%
23
2
BrokerA
LMT
92
null
null
Normal monitoring
26
11
163
5
false
Increase defensive factor exposure
P3807
Hands-off
Roth
USD
2025-09-27
694,228
60,662
633,566
1
59.3
21.7
9.8
9.2
XLF:23.5%;MUB:18.3%;BRK.B:9.4%;VTI:14.4%;HYG:10.9%;TSLA:23.5%
US:69.8;EU:13.1;APAC:7.0;EM:5.7;Other:4.4
Value:-0.3;Growth:+0.6;Quality:+0.5;Size:-0.7;Momentum:+0.9;LowVol:-0.8
null
8
30
3.7
hard 10%
167
18.7
Bear
27.6
3.53
1.7
217
-35
38
77
true
Hedge
Buy index puts 1% notional
-8
-11
BrokerA
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-25
2
27
3
false
Tighten stops on momentum names
P3808
Opportunistic
401k
USD
2024-07-16
583,424
42,243
541,181
1
72.7
14.1
6.4
6.8
IEF:16.8%;BND:24.9%;TSLA:19.6%;MUB:13.9%;MSFT:24.9%
US:71.2;EU:7.9;APAC:13.0;EM:6.7;Other:1.3
Value:-0.7;Growth:+0.2;Quality:+0.7;Size:-0.7;Momentum:+0.4;LowVol:-0.9
MaxPos7%
10
25
6.5
trailing 7%
210
26.9
Bull
15.3
4.12
2.7
76
65
71
61
false
Buy
Add to core equity +1%
20
-30
BrokerB
LMT
94
null
null
Normal monitoring
73
-26
195
3
false
Monitor dispersion and breadth
P3809
Hands-off
Trust
USD
2025-11-25
786,367
47,605
738,762
1
56.6
29.3
7.1
6.9
IEF:17.5%;GLD:20.4%;AAPL:12.3%;XLF:14.5%;TLT:15.6%;QQQ:19.6%
US:62.2;EU:18.1;APAC:6.6;EM:9.9;Other:3.2
Value:-0.2;Growth:-0.5;Quality:-0.8;Size:0.0;Momentum:+0.8;LowVol:-0.8
ESGOnly;MaxPos8%
7
30
4.7
hard 10%
97
15.1
Bull
16.3
3.53
2.8
85
7
65
41
false
Rebalance
Shift +1% to bonds from equity
3
-38
BrokerC
VWAP
98
null
null
Normal monitoring
-49
-46
83
5
false
Monitor dispersion and breadth
P3810
Opportunistic
Taxable
USD
2025-01-14
1,044,739
32,046
1,012,693
1
65.6
17.5
9.4
7.4
QQQ:15.0%;XLF:21.0%;AMZN:19.0%;BND:9.4%;GLD:21.0%;VTI:14.6%
US:73.3;EU:8.1;APAC:6.4;EM:8.2;Other:4.0
Value:+0.1;Growth:0.0;Quality:-0.9;Size:+0.7;Momentum:-0.3;LowVol:-0.7
MaxPos7%
8
35
6
trailing 9%
185
23
Volatile
26.3
4.23
2.5
155
-9
38
73
true
Rebalance
Rebalance back to target bands
-11
9
BrokerD
LMT
96
VAR>budget
Hedge
Risk above budget threshold
37
10
169
5
false
Tighten stops on momentum names
P3811
Hands-off
Taxable
USD
2025-06-08
268,966
18,722
250,244
1
65
22.4
5.6
7.1
HYG:33.3%;XLF:33.3%;TLT:33.3%
US:68.5;EU:10.9;APAC:10.5;EM:7.5;Other:2.7
Value:+0.8;Growth:+0.8;Quality:+0.2;Size:0.0;Momentum:-0.1;LowVol:+0.8
null
5
35
5
trailing 8%
99
14.9
Volatile
25.7
3.95
3.5
144
50
76
63
false
Rebalance
Shift +1% to bonds from equity
28
-4
BrokerB
LMT
87
null
null
Normal monitoring
76
19
156
5
false
Increase defensive factor exposure
P3812
Opportunistic
401k
USD
2025-01-04
351,889
17,877
334,012
1.14
60.8
18.4
14.1
6.7
BRK.B:33.3%;TLT:33.3%;VNQ:33.3%
US:67.2;EU:15.1;APAC:6.1;EM:6.5;Other:5.2
Value:-0.8;Growth:-0.0;Quality:+0.7;Size:0.0;Momentum:+0.9;LowVol:+0.6
null
6
30
4.5
trailing 9%
188
31
Bull
16.1
4.79
2.9
88
53
73
53
false
Sell
Trim extended winner -1%
26
-19
BrokerC
MKT
87
null
null
Normal monitoring
-36
-19
-13
5
false
Increase defensive factor exposure
P3813
Cautious
Trust
USD
2025-09-28
754,349
71,502
682,847
1
38.9
35.8
8
17.2
MSFT:12.4%;MUB:14.6%;TLT:11.9%;GLD:22.9%;AAPL:22.9%;XLF:15.4%
US:68.2;EU:16.2;APAC:6.9;EM:3.9;Other:4.7
Value:+0.4;Growth:-0.3;Quality:-0.1;Size:-0.9;Momentum:+0.6;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
8
30
3.1
trailing 8%
116
15.9
Volatile
29.9
3.53
4.3
154
27
51
65
false
Sell
Trim extended winner -1%
6
-4
BrokerD
MKT
90
null
null
Normal monitoring
3
-53
128
4
false
Monitor dispersion and breadth
P3814
Opportunistic
Taxable
USD
2025-08-29
776,307
62,723
713,584
1
75.1
20.8
0
4.1
BRK.B:6.7%;TLT:21.6%;AAPL:21.6%;TSLA:7.0%;IEF:21.6%;QQQ:21.6%
US:73.7;EU:7.3;APAC:13.5;EM:5.0;Other:0.5
Value:-0.8;Growth:+0.5;Quality:-0.0;Size:+0.9;Momentum:+0.8;LowVol:+0.3
NoDerivatives
5
30
6.6
trailing 7%
228
21
Bull
14.2
4.42
2
84
31
54
55
true
Rebalance
Rebalance back to target bands
-7
-26
BrokerC
MKT
100
VAR>budget
Hedge
Risk above budget threshold
-31
10
-21
2
false
Increase defensive factor exposure
P3815
Opportunistic
401k
USD
2025-10-04
1,515,585
75,075
1,440,510
1
74.1
20
1
4.9
TSLA:10.7%;VOO:21.1%;VTI:22.7%;AMZN:12.5%;MUB:10.3%;IEF:22.7%
US:67.9;EU:10.8;APAC:9.0;EM:8.3;Other:4.0
Value:-0.0;Growth:-0.7;Quality:+0.6;Size:-0.5;Momentum:+0.4;LowVol:+0.2
MaxPos8%
7
35
4.7
hard 12%
179
28.2
Volatile
30.7
4.54
3.4
169
16
50
82
true
Reduce
Cut high-beta by 2-3%, add cash
29
15
BrokerD
MKT
87
VAR>budget
Pause
Risk above budget threshold
-1
-14
81
3
false
Tighten stops on momentum names
P3816
Hands-off
IRA
USD
2025-05-22
291,543
17,895
273,648
1
71.6
15.5
7.4
5.5
MSFT:19.3%;TLT:20.1%;VTI:13.1%;GLD:11.1%;HYG:17.7%;AAPL:18.7%
US:71.9;EU:6.1;APAC:6.1;EM:11.3;Other:4.5
Value:+0.5;Growth:-1.0;Quality:+0.5;Size:+0.9;Momentum:+0.6;LowVol:+0.8
ESGOnly;MaxPos8%;NoDerivatives
5
35
3.5
trailing 10%
151
15.7
Volatile
31.6
3.63
4.3
115
-52
31
81
true
Rebalance
Rebalance back to target bands
30
-36
BrokerC
LMT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
33
-59
54
2
false
Within IPS guidelines
P3817
Systematic
Taxable
USD
2024-09-27
577,869
39,916
537,953
1
68.3
24.1
0
7.7
VTI:13.3%;HYG:7.1%;GLD:20.9%;AMZN:19.0%;MUB:20.9%;VNQ:18.7%
US:70.8;EU:9.0;APAC:10.2;EM:7.3;Other:2.8
Value:-0.5;Growth:-0.2;Quality:+0.3;Size:+0.7;Momentum:-0.4;LowVol:0.0
NoDerivatives
10
30
4.4
hard 12%
171
25.3
Bear
30.5
3.44
2.9
207
4
54
71
true
Hedge
Buy index puts 1% notional
-7
-3
BrokerB
LMT
88
VAR>budget
Hedge
Risk above budget threshold
-12
-22
-6
3
false
Within IPS guidelines
P3818
Opportunistic
401k
USD
2024-11-22
1,220,827
81,650
1,139,177
1
64.5
19.5
9.8
6.3
TLT:21.1%;MSFT:16.1%;QQQ:20.6%;GLD:21.1%;XLF:21.1%
US:60.4;EU:16.3;APAC:13.5;EM:8.2;Other:1.6
Value:+0.7;Growth:+0.4;Quality:+0.2;Size:+0.2;Momentum:-0.0;LowVol:-1.0
null
6
35
6
hard 12%
238
24.1
Bull
12.5
4.49
3.2
86
93
83
52
false
Rebalance
Shift +1% to bonds from equity
14
-7
BrokerA
MKT
99
null
null
Normal monitoring
-36
-50
86
5
false
Monitor dispersion and breadth
P3819
Hands-off
Taxable
USD
2024-07-19
344,509
26,591
317,918
1
66.4
25.5
0
8.1
IEF:16.9%;AAPL:24.4%;TLT:24.4%;MSFT:9.9%;VNQ:24.4%
US:59.1;EU:17.7;APAC:10.4;EM:9.7;Other:3.2
Value:0.0;Growth:-0.5;Quality:-0.1;Size:-0.2;Momentum:-0.6;LowVol:-0.2
ESGOnly
8
30
4
trailing 8%
91
15.9
Bull
15.7
3.58
2.8
113
114
100
45
false
Rebalance
Shift +1% to bonds from equity
26
10
BrokerC
MKT
97
null
null
Normal monitoring
35
-18
56
5
false
Tighten stops on momentum names
P3820
Cautious
Roth
USD
2024-10-06
178,915
15,599
163,316
1
47.2
31.1
7.6
14.1
BRK.B:12.5%;TLT:18.7%;VOO:13.9%;MSFT:15.1%;IEF:20.8%;QQQ:18.9%
US:69.0;EU:7.8;APAC:11.5;EM:6.7;Other:5.0
Value:+0.6;Growth:-0.5;Quality:+0.1;Size:-0.6;Momentum:-0.8;LowVol:-0.9
NoMargin
7
25
3.6
trailing 8%
159
12.4
Bull
17.8
4.95
2.6
93
73
78
45
false
NoAction
Within bands; monitor
33
-16
BrokerC
MKT
0
null
null
Normal monitoring
40
-40
149
4
false
Tax-aware sells next window
P3821
Active
Trust
USD
2024-07-18
2,338,678
213,384
2,125,294
1.19
51.3
24.9
14.1
9.7
MUB:38.2%;BND:38.2%;MSFT:23.6%
US:72.7;EU:10.2;APAC:10.0;EM:4.8;Other:2.3
Value:+0.5;Growth:-0.4;Quality:+0.3;Size:+0.3;Momentum:-0.6;LowVol:-0.7
MaxPos5%
8
25
4.8
trailing 9%
163
16.8
Sideways
20.8
4.6
3.5
118
42
71
48
false
Hedge
Add TLT +1% as duration hedge
23
-6
BrokerC
VWAP
99
null
null
Normal monitoring
53
-54
93
3
false
Tax-aware sells next window
P3822
Opportunistic
IRA
USD
2024-12-24
650,237
49,357
600,880
1
62.4
13.3
19.6
4.7
HYG:25.4%;TSLA:11.4%;VOO:19.3%;VNQ:25.4%;MSFT:18.4%
US:66.6;EU:15.2;APAC:10.6;EM:6.0;Other:1.5
Value:0.0;Growth:+0.3;Quality:-0.1;Size:-0.2;Momentum:-0.2;LowVol:+0.7
MaxPos7%
10
25
4.2
hard 12%
182
21.5
Volatile
25.2
4.05
4.1
115
-21
30
62
false
Rebalance
Shift +1% to bonds from equity
-5
4
BrokerB
LMT
95
null
null
Normal monitoring
63
8
82
4
false
Tax-aware sells next window
P3823
Cautious
401k
USD
2025-09-22
243,785
31,495
212,290
1
52.4
32.6
0
15
QQQ:27.0%;MUB:27.0%;VTI:25.4%;IEF:20.6%
US:66.7;EU:6.3;APAC:15.3;EM:8.8;Other:2.8
Value:-0.5;Growth:0.0;Quality:+0.3;Size:0.0;Momentum:+0.9;LowVol:-0.5
NoMargin
8
30
5.3
trailing 10%
107
17.7
Bull
15
4.62
2.3
73
80
89
35
false
NoAction
Within bands; monitor
31
-24
BrokerD
MKT
0
null
null
Normal monitoring
19
-44
128
5
false
Within IPS guidelines
P3824
Cautious
Taxable
USD
2025-02-05
302,477
44,346
258,131
1
48.1
36.5
0
15.4
VNQ:11.3%;BND:23.8%;TLT:23.8%;AAPL:17.3%;VOO:23.8%
US:69.1;EU:8.7;APAC:13.1;EM:7.3;Other:1.8
Value:-1.0;Growth:+0.3;Quality:-0.9;Size:+0.9;Momentum:-0.1;LowVol:+0.1
ESGOnly;NoMargin
6
25
5.1
hard 10%
91
12.5
Sideways
21.2
4.72
2.3
104
25
60
56
false
Buy
Add to core equity +1%
31
-15
BrokerD
VWAP
97
null
null
Normal monitoring
29
-58
104
3
false
Within IPS guidelines
P3825
Cautious
401k
USD
2024-08-22
877,017
108,415
768,602
1
37.2
42.7
10
10.1
VTI:20.9%;IEF:12.8%;TLT:11.5%;VNQ:12.2%;AAPL:21.3%;BRK.B:21.3%
US:70.1;EU:8.3;APAC:9.0;EM:11.5;Other:1.3
Value:-0.5;Growth:-0.0;Quality:-0.9;Size:-0.8;Momentum:+1.0;LowVol:+0.4
ESGOnly;NoDerivatives;NoMargin
7
30
5
trailing 10%
122
18.3
Bull
12.7
4.13
2.2
96
32
70
22
true
Reduce
Cut high-beta by 2-3%, add cash
30
13
BrokerA
LMT
86
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
102
-36
172
4
false
Increase defensive factor exposure
P3826
Cautious
Trust
USD
2024-10-11
622,718
65,121
557,597
1
35
34.6
19.1
11.3
BND:20.4%;VNQ:22.7%;VTI:16.5%;VOO:17.7%;TLT:22.7%
US:65.8;EU:14.6;APAC:11.9;EM:4.3;Other:3.3
Value:+0.1;Growth:+0.9;Quality:-0.1;Size:-0.1;Momentum:-0.5;LowVol:+0.8
MaxPos8%;NoMargin
8
35
4.1
trailing 8%
148
16.9
Bull
15.3
4.53
3.5
79
99
98
26
false
Sell
Trim extended winner -1%
8
12
BrokerC
MKT
95
null
null
Normal monitoring
-57
-50
64
5
false
Monitor dispersion and breadth
P3827
Systematic
Roth
USD
2025-06-02
1,298,719
59,098
1,239,621
1
57.9
30.3
6.2
5.5
VNQ:14.7%;BND:28.4%;QQQ:28.4%;VTI:28.4%
US:68.2;EU:5.8;APAC:12.4;EM:11.0;Other:2.6
Value:-0.6;Growth:-0.1;Quality:+0.2;Size:+0.4;Momentum:+0.8;LowVol:-0.3
null
8
25
4.9
trailing 8%
150
21.8
Bull
14.1
4.42
3.4
78
102
89
32
false
Buy
Add to core equity +1%
22
-12
BrokerB
LMT
98
null
null
Normal monitoring
111
-55
162
4
false
Increase defensive factor exposure
P3828
Active
Trust
USD
2025-05-02
742,343
54,482
687,861
1.21
63
27.6
0
9.4
AMZN:33.3%;VOO:33.3%;GLD:33.3%
US:70.2;EU:17.4;APAC:6.2;EM:4.0;Other:2.2
Value:-0.6;Growth:-0.2;Quality:-0.7;Size:-0.6;Momentum:-0.6;LowVol:-0.3
null
10
30
4.5
trailing 8%
206
20.1
Volatile
31.3
3.84
4.1
166
13
65
72
true
Hedge
Buy index puts 1% notional
15
15
BrokerD
VWAP
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
-22
-15
44
5
false
Tax-aware sells next window
P3829
Cautious
401k
USD
2025-06-22
840,432
80,259
760,173
1
40
34.7
8
17.3
VNQ:21.7%;AAPL:21.7%;AMZN:21.7%;MUB:13.1%;TLT:21.7%
US:59.7;EU:19.7;APAC:7.0;EM:8.5;Other:5.0
Value:+1.0;Growth:+0.4;Quality:+0.2;Size:-0.3;Momentum:-0.4;LowVol:-0.8
ESGOnly;NoMargin
8
25
3.8
hard 10%
167
15.2
Bull
18
3.9
2.2
73
50
65
31
false
Rebalance
Shift +1% to bonds from equity
33
-34
BrokerD
MKT
94
null
null
Normal monitoring
16
7
153
4
false
Increase defensive factor exposure
P3830
Opportunistic
IRA
USD
2024-12-30
1,429,678
103,756
1,325,922
1
63.9
13.5
16.8
5.8
AAPL:11.3%;AMZN:11.5%;BRK.B:22.1%;GLD:22.1%;IEF:14.5%;VTI:18.6%
US:60.6;EU:21.9;APAC:7.5;EM:5.9;Other:4.1
Value:-0.7;Growth:-0.2;Quality:+0.3;Size:-0.2;Momentum:+1.0;LowVol:+0.4
MaxPos7%;NoDerivatives
5
35
4.8
trailing 9%
177
31.1
Sideways
18.2
3.58
2.4
118
-4
58
62
false
Sell
Trim extended winner -1%
-1
-15
BrokerC
MKT
87
null
null
Normal monitoring
119
-39
214
3
false
Within IPS guidelines
P3831
Cautious
Roth
USD
2025-02-27
811,100
121,044
690,056
1
35.5
38.6
9.9
16
VTI:22.3%;VOO:27.3%;QQQ:27.3%;XLF:23.1%
US:65.4;EU:11.6;APAC:12.6;EM:9.5;Other:0.9
Value:+0.6;Growth:+0.2;Quality:-0.3;Size:+0.1;Momentum:+0.8;LowVol:+0.3
ESGOnly;NoMargin
5
35
5.5
hard 10%
153
16.2
Bull
11.4
4.85
2.9
77
53
71
26
false
Buy
Add to core equity +1%
-13
-14
BrokerD
MKT
91
null
null
Normal monitoring
29
-18
118
5
false
Tighten stops on momentum names
P3832
Active
Roth
USD
2025-03-21
1,181,444
106,274
1,075,170
1
63.7
28.9
0
7.4
XLF:33.3%;MSFT:33.3%;VTI:33.3%
US:67.1;EU:16.1;APAC:9.0;EM:3.5;Other:4.3
Value:+0.8;Growth:-0.2;Quality:+0.1;Size:-0.2;Momentum:+0.5;LowVol:+0.4
MaxPos6%
6
25
5.3
trailing 8%
163
23.9
Bear
24.9
3.15
2.6
182
-11
39
63
false
Rebalance
Shift +1% to bonds from equity
-5
-24
BrokerC
MKT
100
null
null
Normal monitoring
2
-27
13
4
false
Within IPS guidelines
P3833
Hands-off
Taxable
USD
2025-07-10
268,367
15,735
252,632
1
68.9
21.6
0
9.5
VNQ:16.0%;MUB:14.2%;VTI:14.2%;QQQ:23.0%;TSLA:9.8%;HYG:22.7%
US:57.4;EU:11.0;APAC:16.1;EM:11.4;Other:4.2
Value:+0.3;Growth:-0.4;Quality:+0.7;Size:+0.7;Momentum:-0.7;LowVol:+0.2
MaxPos8%
7
25
5.3
trailing 8%
125
13.6
Volatile
28.6
3.92
4.4
159
-10
39
79
true
Hedge
Buy index puts 1% notional
13
-16
BrokerB
LMT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
76
-39
114
4
false
Increase defensive factor exposure
P3834
Hands-off
IRA
USD
2025-11-06
276,313
16,318
259,995
1
70.8
15.5
4.3
9.4
QQQ:21.6%;VOO:26.1%;XLF:26.1%;TSLA:26.1%
US:60.6;EU:19.0;APAC:11.8;EM:7.5;Other:1.2
Value:-0.6;Growth:-0.6;Quality:+0.9;Size:+0.1;Momentum:-0.4;LowVol:-1.0
ESGOnly
8
25
4.7
hard 10%
164
16
Bull
16.1
3.74
2.8
118
79
81
63
false
Buy
Add to core equity +1%
22
-3
BrokerB
MKT
95
null
null
Normal monitoring
90
18
121
5
false
Monitor dispersion and breadth
P3835
Hands-off
Trust
USD
2025-04-26
644,514
48,660
595,854
1
55.7
25.5
10.2
8.6
MUB:21.9%;AMZN:26.0%;TSLA:26.0%;BRK.B:26.0%
US:63.2;EU:13.9;APAC:11.5;EM:7.9;Other:3.5
Value:0.0;Growth:-0.2;Quality:+0.4;Size:+0.2;Momentum:+0.6;LowVol:+0.6
MaxPos8%;NoDerivatives
5
35
3.4
trailing 8%
92
13.5
Volatile
31.3
4.31
2.9
137
-11
59
86
true
Rebalance
Rebalance back to target bands
24
10
BrokerA
LMT
85
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
85
10
68
5
false
Tax-aware sells next window
P3836
Active
Roth
USD
2025-06-11
1,203,222
114,010
1,089,212
1
61.7
30
1.1
7.2
AAPL:33.3%;HYG:33.3%;MUB:33.3%
US:67.6;EU:9.0;APAC:14.6;EM:7.1;Other:1.7
Value:+0.7;Growth:+0.6;Quality:-0.2;Size:+0.8;Momentum:-0.3;LowVol:+0.4
MaxPos8%
8
35
5.1
trailing 8%
152
23.8
Volatile
24.5
4.26
3.2
169
-18
37
72
true
Reduce
Cut high-beta by 2-3%, add cash
7
-32
BrokerB
MKT
86
VAR>budget
Reduce
Risk above budget threshold
3
12
2
2
false
Within IPS guidelines
P3837
Cautious
Roth
USD
2025-04-01
813,503
108,823
704,680
1
37.3
34.7
11
17
TSLA:35.8%;VNQ:28.3%;BND:35.8%
US:68.6;EU:7.2;APAC:9.8;EM:10.5;Other:3.9
Value:+0.8;Growth:+0.5;Quality:+0.8;Size:+0.9;Momentum:-0.4;LowVol:-0.5
MaxPos7%;NoMargin
5
35
5
trailing 8%
128
19.2
Bull
11.1
4.7
3
109
67
73
28
false
Rebalance
Shift +1% to bonds from equity
-14
13
BrokerA
MKT
87
null
null
Normal monitoring
-14
-23
7
4
false
Tax-aware sells next window
P3838
Hands-off
Trust
USD
2024-10-29
351,350
31,313
320,037
1
66.5
22.6
2.1
8.7
MUB:24.1%;AAPL:25.3%;XLF:25.3%;TLT:25.3%
US:70.4;EU:11.8;APAC:7.5;EM:9.7;Other:0.6
Value:+0.2;Growth:-0.9;Quality:-0.7;Size:+0.4;Momentum:+0.8;LowVol:-0.8
ESGOnly;MaxPos8%
8
25
4.8
trailing 8%
141
17
Volatile
27.3
5.22
3
180
-35
27
75
true
Hedge
Buy index puts 1% notional
16
-21
BrokerB
MKT
95
VAR>budget
Reduce
Risk above budget threshold
-32
-49
106
4
false
Tax-aware sells next window
P3839
Opportunistic
401k
USD
2024-07-20
1,359,445
60,606
1,298,839
1
61.6
10
22.7
5.6
TSLA:22.8%;AAPL:25.7%;TLT:25.7%;HYG:25.7%
US:65.1;EU:11.8;APAC:13.9;EM:4.2;Other:5.0
Value:0.0;Growth:-0.0;Quality:-0.8;Size:-0.1;Momentum:-0.4;LowVol:-0.9
null
7
35
4.7
hard 12%
202
26.8
Volatile
21.1
5.05
4.5
110
14
50
63
false
NoAction
Within bands; monitor
26
-37
BrokerC
VWAP
99
null
null
Normal monitoring
-14
-26
98
5
false
Tax-aware sells next window
P3840
Cautious
IRA
USD
2025-05-23
491,758
64,442
427,316
1
45.9
32.2
5
17
IEF:24.2%;BRK.B:14.6%;GLD:16.2%;AMZN:24.2%;TLT:20.9%
US:69.6;EU:7.7;APAC:11.9;EM:7.3;Other:3.5
Value:+0.7;Growth:-0.9;Quality:-0.9;Size:0.0;Momentum:+1.0;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
8
25
4.8
trailing 10%
133
16.4
Volatile
28.4
4.87
2.1
153
-15
43
68
false
Buy
Add to core equity +1%
18
-36
BrokerB
VWAP
91
null
null
Normal monitoring
96
-14
75
5
false
Within IPS guidelines
P3841
Hands-off
IRA
USD
2025-04-27
416,752
32,670
384,082
1
69.7
17.9
6.1
6.2
VNQ:20.9%;MUB:22.7%;QQQ:11.1%;IEF:22.7%;BRK.B:22.7%
US:71.6;EU:9.8;APAC:10.8;EM:3.0;Other:4.9
Value:+0.4;Growth:-0.9;Quality:-0.5;Size:+0.1;Momentum:+0.1;LowVol:-0.8
ESGOnly;NoDerivatives
10
35
3.5
trailing 8%
103
15
Volatile
31
3.6
2.7
120
-33
19
78
true
Reduce
Cut high-beta by 2-3%, add cash
2
-19
BrokerC
MKT
100
VAR>budget
TightenStops
Risk above budget threshold
4
-14
140
5
false
Increase defensive factor exposure
P3842
Systematic
IRA
USD
2025-02-25
520,308
50,759
469,549
1
55.4
34.4
3.1
7.1
AMZN:21.8%;TSLA:16.0%;MUB:21.8%;HYG:18.6%;VNQ:21.8%
US:61.3;EU:19.8;APAC:13.0;EM:5.3;Other:0.7
Value:+0.9;Growth:-0.7;Quality:+0.7;Size:-0.6;Momentum:-0.5;LowVol:+0.9
MaxPos6%;NoDerivatives
8
30
6
hard 12%
125
22.9
Bear
34.9
3.84
2.6
182
-48
20
88
true
Reduce
Cut high-beta by 2-3%, add cash
32
-40
BrokerA
LMT
87
Drift>tolerance
Pause
Allocation drift beyond policy bands
23
-56
107
4
false
Within IPS guidelines
P3843
Hands-off
IRA
USD
2024-12-10
723,324
53,198
670,126
1
55.1
23.1
11.8
9.9
BND:33.3%;VTI:33.3%;BRK.B:33.3%
US:63.8;EU:15.3;APAC:10.9;EM:8.2;Other:1.8
Value:0.0;Growth:+0.8;Quality:-0.8;Size:-0.3;Momentum:-0.1;LowVol:-0.7
ESGOnly;MaxPos5%;NoDerivatives
10
25
3.7
trailing 8%
157
16.1
Sideways
20.5
3.83
2.9
138
3
56
51
false
Buy
Add to core equity +1%
15
-31
BrokerB
LMT
96
null
null
Normal monitoring
105
-41
183
5
false
Increase defensive factor exposure
P3844
Cautious
401k
USD
2025-08-27
605,981
81,038
524,943
1
51.3
37.1
0
11.6
BND:23.9%;AAPL:23.9%;VTI:12.0%;GLD:16.3%;BRK.B:23.9%
US:63.9;EU:5.4;APAC:14.7;EM:11.7;Other:4.3
Value:0.0;Growth:+0.1;Quality:-0.5;Size:+0.9;Momentum:+0.5;LowVol:+0.9
ESGOnly;NoMargin
5
30
5.2
trailing 8%
106
12.8
Bull
11.3
4.18
2.7
113
92
100
24
false
Sell
Trim extended winner -1%
11
-40
BrokerC
MKT
99
null
null
Normal monitoring
92
6
222
3
false
Monitor dispersion and breadth
P3845
Active
IRA
USD
2025-05-02
751,970
52,419
699,551
1
52.9
30.1
7.8
9.2
XLF:25.4%;TLT:25.4%;IEF:25.4%;AMZN:23.9%
US:60.4;EU:10.1;APAC:14.1;EM:11.6;Other:3.8
Value:+0.7;Growth:+0.3;Quality:-1.0;Size:+0.7;Momentum:-0.3;LowVol:-0.9
null
10
30
4.8
trailing 8%
200
21.6
Bear
25.4
3.39
2.9
180
-5
61
65
false
Rebalance
Shift +1% to bonds from equity
23
-39
BrokerC
MKT
87
null
null
Normal monitoring
55
-50
103
5
false
Increase defensive factor exposure
P3846
Opportunistic
Roth
USD
2025-11-21
1,121,436
47,899
1,073,537
1.23
69.6
16
5.9
8.5
BRK.B:23.0%;VNQ:23.1%;QQQ:23.1%;VOO:19.4%;TLT:11.4%
US:61.6;EU:11.3;APAC:13.5;EM:9.5;Other:4.0
Value:+0.6;Growth:+0.4;Quality:-0.6;Size:+0.7;Momentum:+0.8;LowVol:-0.1
null
8
35
5.3
trailing 7%
169
34.1
Bear
23.1
3.96
1.5
164
-64
30
72
true
Hedge
Buy index puts 1% notional
16
-2
BrokerD
LMT
91
RegimeShift
Hedge
Volatility spike and breadth deterioration
70
-40
133
3
false
Increase defensive factor exposure
P3847
Systematic
Taxable
USD
2025-01-30
1,080,877
91,007
989,870
1
62.9
25.3
5.2
6.6
AAPL:25.0%;AMZN:25.0%;BND:25.0%;TSLA:25.0%
US:69.9;EU:13.1;APAC:6.6;EM:10.4;Other:0.0
Value:+0.1;Growth:-0.7;Quality:-0.3;Size:-0.1;Momentum:+1.0;LowVol:+1.0
MaxPos8%
5
30
5.3
trailing 8%
173
23.9
Volatile
31.2
5.48
2.2
129
-20
26
78
true
Hedge
Buy index puts 1% notional
6
-1
BrokerD
LMT
89
VAR>budget
Hedge
Risk above budget threshold
27
2
38
4
false
Increase defensive factor exposure
P3848
Systematic
IRA
USD
2025-07-23
780,959
73,626
707,333
1
62.4
30.4
1.6
5.7
HYG:29.2%;BND:29.2%;VNQ:17.7%;TLT:24.0%
US:72.9;EU:5.7;APAC:6.3;EM:11.1;Other:4.0
Value:-0.7;Growth:-0.3;Quality:-0.4;Size:+0.3;Momentum:+0.9;LowVol:+0.6
MaxPos6%
6
35
4.5
trailing 8%
207
25.1
Volatile
23.5
4.99
2.2
144
12
64
57
false
Rebalance
Shift +1% to bonds from equity
-10
-4
BrokerD
LMT
97
null
null
Normal monitoring
14
8
127
3
false
Monitor dispersion and breadth
P3849
Cautious
IRA
USD
2024-12-06
410,715
51,120
359,595
1
40.3
31.5
14.7
13.6
MUB:35.4%;XLF:35.4%;GLD:29.2%
US:70.8;EU:11.0;APAC:9.4;EM:4.6;Other:4.2
Value:+0.6;Growth:+0.7;Quality:+0.5;Size:-0.8;Momentum:+0.7;LowVol:-0.8
MaxPos5%;NoMargin
10
25
5.1
trailing 8%
169
16.6
Sideways
18.4
3.65
2.7
122
26
68
49
false
Rebalance
Shift +1% to bonds from equity
-7
-27
BrokerD
LMT
92
null
null
Normal monitoring
61
-11
38
3
false
Within IPS guidelines
P3850
Hands-off
Roth
USD
2025-02-05
728,218
42,430
685,788
1
67.9
27.1
0
5.1
MUB:16.7%;VTI:23.6%;VNQ:23.6%;AAPL:9.5%;HYG:15.8%;TLT:10.8%
US:64.7;EU:14.0;APAC:11.3;EM:8.5;Other:1.4
Value:-0.6;Growth:-0.5;Quality:-1.0;Size:+0.9;Momentum:-0.0;LowVol:+0.3
ESGOnly;MaxPos5%
8
35
3
hard 10%
124
12.2
Volatile
22.8
5.01
3.4
130
-11
47
58
false
Sell
Trim extended winner -1%
35
-23
BrokerB
VWAP
91
null
null
Normal monitoring
64
-4
94
3
false
Increase defensive factor exposure
P3851
Hands-off
IRA
USD
2025-08-24
174,708
9,839
164,869
1
57.1
22.1
14.6
6.2
GLD:25.0%;AAPL:25.0%;VOO:25.0%;BND:25.0%
US:69.4;EU:16.5;APAC:7.7;EM:4.2;Other:2.1
Value:-0.6;Growth:+0.7;Quality:-0.7;Size:+0.6;Momentum:+0.9;LowVol:+1.0
MaxPos5%
6
30
5
hard 10%
96
14
Bull
16.3
4.29
2.8
115
20
64
47
false
Sell
Trim extended winner -1%
7
-21
BrokerC
VWAP
94
null
null
Normal monitoring
113
-2
249
4
false
Monitor dispersion and breadth
P3852
Active
IRA
USD
2025-08-10
2,329,325
161,318
2,168,007
1
55.2
23.8
15.5
5.6
MSFT:22.0%;VTI:22.0%;HYG:22.0%;QQQ:14.1%;VOO:20.0%
US:64.9;EU:11.5;APAC:11.4;EM:9.9;Other:2.3
Value:+0.7;Growth:+0.5;Quality:+0.1;Size:+1.0;Momentum:-0.7;LowVol:-0.1
MaxPos7%;NoDerivatives
6
35
4.1
trailing 8%
152
22.5
Volatile
28
3.53
3.8
110
75
74
60
false
Buy
Add to core equity +1%
4
5
BrokerA
LMT
86
null
null
Normal monitoring
109
2
112
5
false
Within IPS guidelines
P3853
Hands-off
Taxable
USD
2025-03-16
298,697
14,875
283,822
1
55.3
28.6
7
9.1
MUB:21.8%;VOO:21.8%;IEF:14.4%;VNQ:21.8%;XLF:20.3%
US:70.3;EU:6.3;APAC:12.9;EM:9.5;Other:1.1
Value:-0.7;Growth:-0.7;Quality:-0.8;Size:-0.2;Momentum:+0.2;LowVol:-0.2
ESGOnly;MaxPos5%
7
30
5.6
trailing 8%
157
18.8
Bear
31.5
3.72
1.4
160
-45
27
74
true
Hedge
Buy index puts 1% notional
20
3
BrokerA
LMT
88
VAR>budget
Hedge
Risk above budget threshold
102
-40
84
3
false
Within IPS guidelines
P3854
Cautious
Roth
USD
2025-08-19
894,445
92,975
801,470
1
39.1
30.2
16.1
14.6
VNQ:19.1%;TLT:27.0%;VOO:27.0%;TSLA:27.0%
US:62.8;EU:15.1;APAC:13.1;EM:5.2;Other:3.7
Value:+0.6;Growth:+0.5;Quality:+0.3;Size:+0.4;Momentum:+0.2;LowVol:0.0
MaxPos6%;NoMargin
10
25
4.2
trailing 8%
150
12.5
Bull
15.7
3.67
2.7
120
110
100
27
false
Rebalance
Shift +1% to bonds from equity
30
-32
BrokerD
LMT
94
null
null
Normal monitoring
17
-39
57
4
false
Within IPS guidelines
P3855
Systematic
Taxable
USD
2024-07-27
749,482
61,699
687,783
1
57.6
21.5
12.5
8.4
BRK.B:21.4%;TLT:27.8%;QQQ:23.0%;AMZN:27.8%
US:70.0;EU:6.4;APAC:6.7;EM:11.3;Other:5.6
Value:+0.7;Growth:-0.9;Quality:+0.9;Size:-0.2;Momentum:-0.5;LowVol:+1.0
NoDerivatives
5
35
5
trailing 8%
174
27.4
Bear
24.8
3.09
2.9
206
-120
5
66
true
Reduce
Cut high-beta by 2-3%, add cash
15
-23
BrokerD
MKT
100
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-5
-54
24
2
false
Tax-aware sells next window
P3856
Systematic
Taxable
USD
2025-01-01
1,710,690
163,162
1,547,528
1
58.7
23.3
12.4
5.6
HYG:33.3%;VTI:33.3%;MSFT:33.3%
US:70.4;EU:12.8;APAC:6.8;EM:9.5;Other:0.5
Value:+0.5;Growth:+0.7;Quality:+0.6;Size:+0.5;Momentum:+0.2;LowVol:+0.5
MaxPos7%;NoDerivatives
5
30
4.3
trailing 8%
184
26.4
Bull
11.3
4.01
2.2
105
68
87
42
false
Rebalance
Shift +1% to bonds from equity
7
1
BrokerC
LMT
93
null
null
Normal monitoring
53
-24
176
4
false
Monitor dispersion and breadth
P3857
Opportunistic
Taxable
USD
2025-02-09
644,425
53,804
590,621
1.08
61.7
20.2
12.8
5.4
BND:25.8%;VTI:25.8%;QQQ:22.6%;BRK.B:25.8%
US:75.6;EU:8.9;APAC:7.1;EM:5.0;Other:3.3
Value:+0.2;Growth:-0.1;Quality:-0.6;Size:-1.0;Momentum:+1.0;LowVol:+0.7
null
6
35
4.1
trailing 9%
170
33.3
Volatile
22.6
4.98
2.7
132
-8
41
56
false
Rebalance
Shift +1% to bonds from equity
-7
-18
BrokerA
LMT
99
null
null
Normal monitoring
-45
-13
94
5
false
Tighten stops on momentum names
P3858
Hands-off
Trust
USD
2025-05-11
426,766
32,087
394,679
1
69.7
23.4
0
6.9
TSLA:10.1%;GLD:21.0%;HYG:26.4%;BND:16.1%;XLF:26.4%
US:56.9;EU:17.7;APAC:11.9;EM:8.9;Other:4.5
Value:+0.7;Growth:+0.1;Quality:+0.8;Size:+0.5;Momentum:-0.8;LowVol:+0.3
MaxPos8%
5
30
3.5
trailing 10%
149
17.5
Bull
15.7
4.66
2.5
109
88
100
43
true
Hedge
Buy index puts 1% notional
28
13
BrokerB
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
67
-39
104
3
false
Tax-aware sells next window
P3859
Active
Trust
USD
2024-10-01
841,792
88,157
753,635
1
57.1
23.7
10.4
8.9
AAPL:33.9%;XLF:33.9%;GLD:32.2%
US:61.6;EU:11.7;APAC:17.3;EM:7.9;Other:1.6
Value:-0.6;Growth:-0.3;Quality:-0.1;Size:-0.2;Momentum:+0.5;LowVol:-0.3
MaxPos8%;NoDerivatives
8
25
5.4
hard 12%
195
26.8
Volatile
21.3
4.49
4
122
37
75
63
false
Buy
Add to core equity +1%
4
-8
BrokerB
LMT
92
null
null
Normal monitoring
-46
8
-58
4
false
Tax-aware sells next window
P3860
Active
Trust
USD
2024-11-25
911,233
57,307
853,926
1
68.9
22.5
0.9
7.8
MUB:16.1%;HYG:16.3%;QQQ:20.8%;VNQ:9.9%;GLD:15.9%;BND:20.8%
US:72.8;EU:7.5;APAC:7.2;EM:6.6;Other:5.9
Value:-0.6;Growth:-0.0;Quality:-0.4;Size:-0.9;Momentum:+0.8;LowVol:-0.5
NoDerivatives
8
35
5.6
trailing 9%
161
22.9
Sideways
17.2
4.92
2.3
115
5
59
52
false
Rebalance
Shift +1% to bonds from equity
-2
-4
BrokerD
LMT
89
null
null
Normal monitoring
76
-37
52
5
false
Within IPS guidelines
P3861
Hands-off
Trust
USD
2024-07-15
500,226
34,895
465,331
1
56
20.8
17.5
5.6
IEF:13.3%;MSFT:16.4%;TLT:22.3%;BRK.B:22.3%;VNQ:16.2%;XLF:9.4%
US:69.9;EU:17.5;APAC:8.4;EM:3.4;Other:0.7
Value:+0.5;Growth:+0.2;Quality:+0.7;Size:-0.8;Momentum:+0.2;LowVol:-0.9
null
6
30
3.7
trailing 8%
135
18.8
Bull
12.7
4.67
3
87
0
43
37
false
Buy
Add to core equity +1%
21
2
BrokerC
VWAP
89
null
null
Normal monitoring
50
-15
14
5
false
Within IPS guidelines
P3862
Hands-off
401k
USD
2025-08-28
172,863
15,585
157,278
1
57.8
17.9
15.5
8.8
BRK.B:24.0%;HYG:24.0%;TLT:24.0%;VTI:11.1%;AAPL:16.8%
US:70.4;EU:8.8;APAC:10.4;EM:7.6;Other:2.7
Value:0.0;Growth:-1.0;Quality:-0.8;Size:0.0;Momentum:-0.1;LowVol:-0.4
NoDerivatives
8
30
4
trailing 8%
112
18.6
Volatile
30.6
5.13
4.4
173
44
70
78
true
Reduce
Cut high-beta by 2-3%, add cash
28
0
BrokerD
MKT
94
VAR>budget
Hedge
Risk above budget threshold
4
-15
71
5
false
Tighten stops on momentum names
P3863
Systematic
IRA
USD
2025-03-31
435,400
19,030
416,370
1
56.4
31.1
3.8
8.7
AMZN:34.2%;BRK.B:31.6%;GLD:34.2%
US:59.4;EU:13.9;APAC:10.0;EM:12.4;Other:4.2
Value:-0.3;Growth:-0.2;Quality:-0.3;Size:+0.7;Momentum:+0.4;LowVol:+0.6
null
6
25
4.1
hard 12%
129
25.4
Bull
11.4
3.85
2.7
98
65
91
27
true
Reduce
Cut high-beta by 2-3%, add cash
23
-22
BrokerD
LMT
92
VAR>budget
Reduce
Risk above budget threshold
103
-20
95
2
false
Tax-aware sells next window
P3864
Opportunistic
401k
USD
2024-07-09
1,442,869
57,231
1,385,638
1.22
76.3
14.4
2.7
6.7
MSFT:13.5%;HYG:22.1%;IEF:20.1%;TLT:22.1%;VTI:22.1%
US:73.5;EU:13.6;APAC:8.2;EM:3.9;Other:0.8
Value:-0.8;Growth:-0.9;Quality:-0.3;Size:+0.5;Momentum:-0.3;LowVol:+0.3
null
8
30
6.3
trailing 9%
275
29
Sideways
19.7
4.74
3
90
-2
48
67
false
NoAction
Within bands; monitor
-6
-40
BrokerD
VWAP
94
null
null
Normal monitoring
100
15
101
5
false
Tighten stops on momentum names
P3865
Active
IRA
USD
2025-01-20
986,497
112,895
873,602
1.05
60
30.1
0
9.9
MSFT:15.4%;VTI:9.0%;XLF:20.9%;GLD:20.9%;AMZN:20.9%;TSLA:13.0%
US:66.4;EU:8.5;APAC:14.4;EM:7.0;Other:3.7
Value:+0.5;Growth:-0.8;Quality:-0.4;Size:-0.5;Momentum:-0.0;LowVol:+0.5
MaxPos8%
8
35
5.1
hard 12%
159
26.7
Sideways
16.8
4.33
3.4
127
5
58
51
false
Sell
Trim extended winner -1%
16
-2
BrokerC
MKT
95
null
null
Normal monitoring
-58
-20
63
5
false
Increase defensive factor exposure
P3866
Hands-off
401k
USD
2025-07-29
281,193
12,682
268,511
1
67.1
25.9
0.5
6.5
MSFT:33.6%;MUB:32.7%;TSLA:33.6%
US:65.8;EU:16.4;APAC:6.9;EM:8.2;Other:2.6
Value:-0.9;Growth:-0.6;Quality:-0.0;Size:+0.3;Momentum:+1.0;LowVol:-0.3
NoDerivatives
7
30
4
hard 10%
164
16.2
Volatile
20.3
4.69
3.4
179
-8
61
52
false
Rebalance
Shift +1% to bonds from equity
16
-1
BrokerD
LMT
98
null
null
Normal monitoring
8
-14
-13
5
false
Increase defensive factor exposure
P3867
Hands-off
Roth
USD
2024-07-13
748,070
39,420
708,650
1
59.4
17.6
13.8
9.2
HYG:18.4%;GLD:22.3%;MUB:29.6%;MSFT:29.6%
US:67.4;EU:17.4;APAC:5.5;EM:8.5;Other:1.2
Value:+0.5;Growth:+0.8;Quality:+0.3;Size:-0.2;Momentum:-0.3;LowVol:+0.4
ESGOnly
7
25
4.2
trailing 8%
164
13.5
Bear
29.6
3.5
2.9
176
-19
51
68
false
Hedge
Add TLT +1% as duration hedge
25
9
BrokerA
MKT
86
null
null
Normal monitoring
3
-26
7
3
false
Tax-aware sells next window
P3868
Hands-off
Taxable
USD
2025-10-23
739,348
70,398
668,950
1
65.8
18.4
10
5.8
VNQ:25.3%;TSLA:25.3%;QQQ:25.3%;MSFT:24.0%
US:74.2;EU:11.2;APAC:8.8;EM:3.0;Other:2.8
Value:-0.8;Growth:-0.2;Quality:+0.5;Size:+0.7;Momentum:-1.0;LowVol:-0.9
ESGOnly
7
35
3.6
trailing 8%
98
15.2
Volatile
31
4.33
2.1
134
-48
11
80
true
Hedge
Buy index puts 1% notional
15
-1
BrokerD
LMT
100
VAR>budget
Reduce
Risk above budget threshold
-43
-2
57
4
false
Increase defensive factor exposure
P3869
Active
IRA
USD
2025-08-24
1,080,195
83,957
996,238
1
62.9
19.5
11.1
6.4
MSFT:27.8%;VTI:22.0%;TSLA:22.3%;AMZN:27.8%
US:65.2;EU:15.8;APAC:6.9;EM:9.2;Other:2.8
Value:+0.1;Growth:+0.7;Quality:+0.7;Size:-0.3;Momentum:+0.8;LowVol:+0.1
null
10
25
5.1
trailing 9%
148
23.8
Sideways
14
3.82
3.1
121
37
70
36
true
Rebalance
Rebalance back to target bands
-13
15
BrokerA
VWAP
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
75
-41
135
2
false
Tax-aware sells next window
P3870
Systematic
401k
USD
2024-10-07
722,002
56,763
665,239
1
63.8
30.6
0
5.6
MSFT:33.3%;QQQ:33.3%;VOO:33.3%
US:59.9;EU:13.6;APAC:13.7;EM:11.5;Other:1.3
Value:+1.0;Growth:-0.8;Quality:-0.3;Size:+0.8;Momentum:-0.9;LowVol:-0.4
null
10
25
5.2
trailing 9%
221
23.5
Volatile
21.8
3.88
2.1
164
-5
42
71
true
Hedge
Buy index puts 1% notional
25
-39
BrokerB
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-24
-60
-31
4
false
Within IPS guidelines
P3871
Hands-off
Trust
USD
2025-12-15
594,891
32,863
562,028
1
56.3
27.3
7.8
8.5
MSFT:22.9%;BND:23.1%;TLT:12.6%;XLF:23.1%;VTI:18.3%
US:59.7;EU:16.1;APAC:12.0;EM:10.8;Other:1.4
Value:-0.8;Growth:-0.3;Quality:-0.0;Size:+0.2;Momentum:-0.4;LowVol:-0.2
ESGOnly;NoDerivatives
10
35
4.2
trailing 10%
133
15.6
Volatile
28.4
5.48
3.7
141
-29
36
62
false
Sell
Trim extended winner -1%
20
-28
BrokerA
MKT
98
null
null
Normal monitoring
105
9
242
4
false
Within IPS guidelines
P3872
Systematic
401k
USD
2025-04-05
1,822,685
89,314
1,733,371
1
56.7
34.3
3.5
5.5
GLD:33.3%;VTI:33.3%;VNQ:33.3%
US:58.4;EU:19.7;APAC:13.2;EM:8.2;Other:0.6
Value:-0.5;Growth:0.0;Quality:+0.2;Size:+0.1;Momentum:+0.4;LowVol:+0.2
null
10
35
5
trailing 8%
181
24.9
Bull
11.3
4.64
2.6
110
74
84
31
false
NoAction
Within bands; monitor
0
-3
BrokerB
LMT
98
null
null
Normal monitoring
-42
0
-15
5
false
Monitor dispersion and breadth
P3873
Cautious
IRA
USD
2024-12-29
267,688
35,309
232,379
1
44.2
40.5
3.7
11.7
BRK.B:21.7%;XLF:21.7%;MSFT:13.0%;TSLA:7.1%;HYG:17.1%;VTI:19.4%
US:75.1;EU:11.7;APAC:6.7;EM:6.4;Other:0.1
Value:-0.7;Growth:+0.8;Quality:-0.3;Size:+0.4;Momentum:-0.3;LowVol:-0.4
MaxPos5%;NoDerivatives;NoMargin
7
25
4.3
hard 10%
152
19.4
Bull
11
4.51
3
100
61
86
31
false
Rebalance
Shift +1% to bonds from equity
3
-19
BrokerB
MKT
88
null
null
Normal monitoring
-22
-26
-26
5
false
Within IPS guidelines
P3874
Hands-off
IRA
USD
2024-11-11
775,853
55,524
720,329
1
68.9
20.4
5.5
5.3
MSFT:28.1%;TLT:15.6%;BND:28.1%;QQQ:28.1%
US:64.8;EU:19.2;APAC:5.9;EM:6.1;Other:4.1
Value:+0.6;Growth:+0.7;Quality:-0.8;Size:-0.7;Momentum:-0.1;LowVol:+0.7
NoDerivatives
10
35
4.4
trailing 8%
102
20
Bear
33.4
3.71
1.4
138
-65
5
85
true
Reduce
Cut high-beta by 2-3%, add cash
2
-9
BrokerA
MKT
98
Drift>tolerance
Pause
Allocation drift beyond policy bands
101
-13
164
2
false
Within IPS guidelines
P3875
Cautious
Trust
USD
2025-02-16
150,738
13,142
137,596
1
48.3
40.3
0
11.5
IEF:27.7%;VNQ:27.7%;MUB:16.8%;MSFT:27.7%
US:74.6;EU:10.5;APAC:7.8;EM:4.9;Other:2.2
Value:-0.5;Growth:+0.2;Quality:-0.5;Size:+0.4;Momentum:+0.1;LowVol:-0.9
NoMargin
10
35
5
trailing 8%
93
19.7
Sideways
16.8
4.86
2.9
108
36
55
42
true
Rebalance
Rebalance back to target bands
-14
-26
BrokerA
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
105
4
212
2
false
Monitor dispersion and breadth
P3876
Systematic
Taxable
USD
2024-12-12
973,622
66,659
906,963
1
65.3
21.5
6
7.1
VOO:25.0%;GLD:25.0%;VTI:25.0%;IEF:25.0%
US:75.4;EU:10.9;APAC:7.2;EM:5.7;Other:0.8
Value:-0.3;Growth:-0.2;Quality:+0.8;Size:+0.8;Momentum:+0.5;LowVol:-0.9
MaxPos6%
6
25
4.1
trailing 9%
198
17
Sideways
21.4
4.11
2
121
18
55
54
false
NoAction
Within bands; monitor
-15
-29
BrokerD
MKT
0
null
null
Normal monitoring
-20
-27
111
5
false
Within IPS guidelines
P3877
Cautious
401k
USD
2025-05-15
431,179
50,971
380,208
1
43.2
38.1
1.1
17.6
AMZN:21.6%;VOO:26.1%;BND:26.1%;TLT:26.1%
US:70.2;EU:12.3;APAC:6.1;EM:7.4;Other:4.0
Value:+0.2;Growth:-0.8;Quality:+0.8;Size:+0.2;Momentum:-0.2;LowVol:-0.8
MaxPos6%;NoMargin
5
25
3.4
hard 10%
117
15.7
Sideways
21.3
3.83
2.9
137
18
65
49
false
Rebalance
Shift +1% to bonds from equity
7
15
BrokerD
MKT
95
null
null
Normal monitoring
-46
-46
-78
4
false
Tax-aware sells next window
P3878
Hands-off
401k
USD
2024-12-29
626,554
38,186
588,368
1
60.6
29.9
1.2
8.3
MSFT:23.9%;AAPL:23.9%;TSLA:8.5%;QQQ:19.8%;TLT:23.9%
US:62.5;EU:10.4;APAC:9.7;EM:12.6;Other:4.9
Value:+1.0;Growth:-0.2;Quality:+0.4;Size:+0.7;Momentum:+0.3;LowVol:+0.4
ESGOnly;NoDerivatives
8
30
5.6
trailing 10%
170
14.8
Volatile
26
4.79
3.1
165
-45
36
63
false
Sell
Trim extended winner -1%
25
2
BrokerA
VWAP
98
null
null
Normal monitoring
58
-5
42
4
false
Monitor dispersion and breadth
P3879
Cautious
IRA
USD
2025-10-14
195,835
19,082
176,753
1
48.3
36.1
0
15.6
IEF:25.4%;BND:25.4%;QQQ:23.8%;VTI:25.4%
US:70.2;EU:13.0;APAC:6.6;EM:8.4;Other:1.8
Value:-0.8;Growth:-0.2;Quality:-0.9;Size:+0.2;Momentum:-0.4;LowVol:+0.5
NoMargin
10
25
3.9
hard 10%
130
12.7
Bull
15.1
3.93
3.5
83
17
47
33
false
Rebalance
Shift +1% to bonds from equity
-7
-8
BrokerD
LMT
96
null
null
Normal monitoring
-31
-50
21
3
false
Tax-aware sells next window
P3880
Active
IRA
USD
2024-09-15
1,096,471
111,026
985,445
1
60.2
27.5
3.1
9.2
VTI:25.6%;AMZN:25.6%;BND:23.3%;TLT:25.6%
US:66.8;EU:11.4;APAC:9.3;EM:10.5;Other:2.0
Value:+0.1;Growth:-0.8;Quality:-0.9;Size:+0.5;Momentum:+0.4;LowVol:+0.1
null
6
30
5.2
hard 12%
178
24.3
Volatile
25.7
4.25
2.5
175
-48
20
58
false
Rebalance
Shift +1% to bonds from equity
30
3
BrokerC
LMT
99
null
null
Normal monitoring
-48
5
43
5
false
Monitor dispersion and breadth
P3881
Active
401k
USD
2024-11-17
946,059
61,371
884,688
1
59.6
24.1
9.8
6.5
BRK.B:12.8%;VTI:22.4%;TLT:22.4%;VNQ:20.2%;HYG:22.4%
US:63.9;EU:13.0;APAC:13.1;EM:8.8;Other:1.2
Value:-0.2;Growth:-0.4;Quality:-0.9;Size:-0.3;Momentum:+0.6;LowVol:+0.8
null
6
35
4.6
trailing 9%
136
18.9
Sideways
20.7
4.06
3.2
92
46
79
63
false
Rebalance
Shift +1% to bonds from equity
-6
12
BrokerB
VWAP
90
null
null
Normal monitoring
28
12
18
5
false
Increase defensive factor exposure
P3882
Hands-off
Taxable
USD
2025-01-15
848,812
56,679
792,133
1
56.6
24.1
10.6
8.6
BND:21.9%;TLT:26.0%;MSFT:26.0%;AAPL:26.0%
US:76.5;EU:9.0;APAC:6.2;EM:8.2;Other:0.2
Value:-0.8;Growth:+0.4;Quality:-0.6;Size:+0.8;Momentum:-1.0;LowVol:+0.3
NoDerivatives
8
25
4.2
trailing 10%
107
13.8
Volatile
31.6
5.26
3.2
155
24
74
78
true
Hedge
Buy index puts 1% notional
35
-7
BrokerA
LMT
86
VAR>budget
Hedge
Risk above budget threshold
-9
-15
68
4
false
Within IPS guidelines
P3883
Opportunistic
401k
USD
2025-10-09
742,954
64,499
678,455
1
62.8
10.1
19.7
7.3
XLF:19.6%;TSLA:21.0%;QQQ:15.1%;TLT:21.0%;IEF:8.3%;VOO:15.1%
US:67.9;EU:10.7;APAC:12.3;EM:4.2;Other:4.8
Value:0.0;Growth:-1.0;Quality:+0.8;Size:+0.3;Momentum:+0.6;LowVol:+0.7
null
6
35
5
trailing 7%
164
28.1
Bull
13.4
3.87
2.7
114
40
60
48
false
Sell
Trim extended winner -1%
12
-5
BrokerB
VWAP
92
null
null
Normal monitoring
42
15
77
5
false
Within IPS guidelines
P3884
Cautious
IRA
USD
2025-08-12
254,551
24,403
230,148
1
47.7
30.3
9.2
12.8
BRK.B:33.3%;BND:33.3%;IEF:33.3%
US:71.6;EU:9.6;APAC:7.4;EM:8.4;Other:3.1
Value:-0.8;Growth:-0.5;Quality:+0.5;Size:+0.2;Momentum:-0.6;LowVol:-0.8
ESGOnly;NoMargin
5
35
4.3
trailing 8%
110
12.9
Sideways
16.1
4.37
3.3
135
-26
32
31
true
Reduce
Cut high-beta by 2-3%, add cash
19
-28
BrokerA
LMT
97
VAR>budget
Hedge
Risk above budget threshold
83
-5
93
5
false
Increase defensive factor exposure
P3885
Hands-off
IRA
USD
2025-05-01
215,067
18,373
196,694
1
57.8
16.2
16.1
9.9
IEF:21.2%;BND:21.2%;BRK.B:17.6%;AAPL:7.4%;MSFT:11.5%;TLT:21.2%
US:69.1;EU:13.6;APAC:8.3;EM:6.4;Other:2.6
Value:-0.9;Growth:+0.8;Quality:-0.9;Size:+0.1;Momentum:+0.3;LowVol:+0.6
NoDerivatives
6
25
4.7
trailing 8%
132
14.8
Bear
29.7
3.96
1.1
216
-88
16
80
true
Rebalance
Rebalance back to target bands
-10
14
BrokerA
LMT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
-6
-37
133
5
false
Increase defensive factor exposure
P3886
Active
Trust
USD
2024-12-23
625,761
42,093
583,668
1
51.7
27.1
14.5
6.7
VTI:33.5%;GLD:33.5%;VNQ:32.9%
US:59.5;EU:15.9;APAC:15.1;EM:5.7;Other:3.8
Value:-0.3;Growth:-0.4;Quality:+0.1;Size:-0.6;Momentum:-0.8;LowVol:-0.7
null
7
35
5.1
hard 12%
147
17.7
Sideways
16.9
4.95
3.1
117
-28
48
53
false
Hedge
Add TLT +1% as duration hedge
24
10
BrokerC
VWAP
98
null
null
Normal monitoring
102
-10
62
5
false
Increase defensive factor exposure
P3887
Hands-off
Roth
USD
2025-07-17
786,558
56,519
730,039
1
67.1
24.8
0
8.2
AAPL:22.6%;TSLA:14.2%;VOO:11.1%;GLD:22.6%;MSFT:15.6%;MUB:14.0%
US:61.8;EU:17.6;APAC:10.7;EM:5.3;Other:4.6
Value:-0.6;Growth:-1.0;Quality:-0.9;Size:-0.0;Momentum:+0.3;LowVol:+0.5
ESGOnly
6
30
4.7
trailing 10%
107
18.6
Volatile
21.3
4.75
3.2
142
52
80
54
false
Rebalance
Shift +1% to bonds from equity
27
-7
BrokerB
VWAP
90
null
null
Normal monitoring
-54
16
42
3
false
Monitor dispersion and breadth
P3888
Opportunistic
Taxable
USD
2025-08-20
980,907
35,361
945,546
1
70.5
10.8
12.5
6.3
AMZN:25.0%;TSLA:25.0%;IEF:25.0%;BRK.B:25.0%
US:70.2;EU:18.3;APAC:6.8;EM:3.6;Other:1.1
Value:+0.5;Growth:0.0;Quality:-0.6;Size:+0.3;Momentum:+0.8;LowVol:+0.7
MaxPos8%
6
30
4.2
hard 12%
178
26.2
Volatile
30.9
3.94
4
131
-55
23
87
true
Hedge
Buy index puts 1% notional
17
12
BrokerD
MKT
92
VAR>budget
TightenStops
Risk above budget threshold
83
9
190
5
false
Tax-aware sells next window
P3889
Opportunistic
IRA
USD
2025-05-20
1,142,408
81,539
1,060,869
1
74.1
11.8
6.1
8
BRK.B:25.8%;HYG:25.8%;AMZN:22.7%;TLT:25.8%
US:56.4;EU:21.5;APAC:11.4;EM:9.0;Other:1.7
Value:+0.6;Growth:-0.1;Quality:-0.5;Size:-0.5;Momentum:-0.1;LowVol:-0.1
NoDerivatives
6
35
5.3
trailing 9%
160
32.8
Bull
17.7
3.81
2.7
80
90
82
60
false
Buy
Add to core equity +1%
27
15
BrokerB
LMT
88
null
null
Normal monitoring
98
-58
84
4
false
Monitor dispersion and breadth
P3890
Hands-off
Roth
USD
2024-11-25
569,956
23,648
546,308
1
61.7
28.2
1.2
8.9
TSLA:33.3%;XLF:33.3%;VOO:33.3%
US:71.0;EU:15.2;APAC:6.2;EM:3.8;Other:3.8
Value:+0.1;Growth:+0.6;Quality:+0.8;Size:+1.0;Momentum:+0.2;LowVol:+0.4
NoDerivatives
6
35
5.8
hard 10%
121
14.7
Bear
31.7
4.23
1.4
206
-51
33
82
true
Rebalance
Rebalance back to target bands
30
-6
BrokerA
MKT
86
RegimeShift
TightenStops
Volatility spike and breadth deterioration
94
-12
149
4
false
Tax-aware sells next window
P3891
Systematic
Roth
USD
2025-10-18
1,921,824
161,760
1,760,064
1
64.3
21.7
7.7
6.2
QQQ:22.9%;MSFT:28.3%;BRK.B:20.5%;XLF:28.3%
US:72.5;EU:10.0;APAC:10.4;EM:5.2;Other:1.8
Value:-0.5;Growth:+0.5;Quality:-0.5;Size:+1.0;Momentum:-0.0;LowVol:+0.9
MaxPos7%
10
35
5.4
trailing 8%
175
20.6
Sideways
15.9
3.81
3.3
93
2
60
42
false
Hedge
Add TLT +1% as duration hedge
21
4
BrokerA
MKT
94
null
null
Normal monitoring
-51
-40
-16
4
false
Tighten stops on momentum names
P3892
Active
401k
USD
2024-07-05
2,094,477
222,565
1,871,912
1
56.3
24.3
10
9.4
VTI:20.4%;XLF:15.9%;IEF:19.7%;AAPL:15.4%;VOO:10.1%;MUB:18.5%
US:65.2;EU:15.2;APAC:8.8;EM:7.3;Other:3.5
Value:+0.7;Growth:+0.5;Quality:+0.6;Size:-0.2;Momentum:+1.0;LowVol:+1.0
NoDerivatives
8
35
4.8
trailing 9%
150
21.9
Volatile
22.3
5.21
4.4
160
-57
25
63
false
Buy
Add to core equity +1%
-13
-8
BrokerC
VWAP
99
null
null
Normal monitoring
62
-16
104
4
false
Tighten stops on momentum names
P3893
Systematic
Roth
USD
2025-07-14
1,380,569
56,639
1,323,930
1
61
20.3
11.6
7.1
VOO:8.1%;TLT:21.2%;HYG:21.2%;VNQ:10.5%;MUB:17.8%;MSFT:21.2%
US:62.6;EU:13.5;APAC:9.7;EM:12.5;Other:1.8
Value:-1.0;Growth:+0.9;Quality:-0.1;Size:-0.0;Momentum:-0.2;LowVol:+0.4
null
8
25
4
trailing 9%
201
27.2
Bull
12.6
3.98
2.6
82
119
100
48
false
NoAction
Within bands; monitor
-10
-34
BrokerD
MKT
0
null
null
Normal monitoring
21
-23
4
5
false
Tighten stops on momentum names
P3894
Active
Taxable
USD
2024-08-09
1,162,958
109,396
1,053,562
1
60.5
24.7
7.7
7.1
VTI:37.8%;VNQ:37.8%;XLF:24.4%
US:69.4;EU:16.2;APAC:7.0;EM:6.8;Other:0.6
Value:+0.6;Growth:-0.2;Quality:+0.1;Size:+0.2;Momentum:-0.8;LowVol:+0.9
MaxPos6%
7
30
4.9
trailing 9%
126
27
Volatile
29.4
3.97
2.9
118
-21
40
65
false
NoAction
Within bands; monitor
-5
6
BrokerD
MKT
0
null
null
Normal monitoring
118
-53
146
5
false
Increase defensive factor exposure
P3895
Opportunistic
Trust
USD
2025-03-11
1,757,193
112,361
1,644,832
1
73.4
17
3.5
6.2
VNQ:10.9%;XLF:23.3%;TLT:23.0%;HYG:23.3%;IEF:19.6%
US:72.2;EU:6.9;APAC:14.6;EM:3.2;Other:3.2
Value:-0.9;Growth:-0.9;Quality:+0.1;Size:-0.2;Momentum:+0.4;LowVol:+0.4
NoDerivatives
5
25
5.6
trailing 7%
264
23.5
Bear
27.4
3.72
1.7
176
-104
9
81
true
Hedge
Buy index puts 1% notional
7
0
BrokerC
LMT
90
VAR>budget
Hedge
Risk above budget threshold
-22
-3
56
5
false
Monitor dispersion and breadth
P3896
Active
401k
USD
2025-08-03
822,141
82,831
739,310
1
50.1
22.8
18.7
8.3
BRK.B:14.1%;AMZN:28.6%;TSLA:28.6%;VNQ:28.6%
US:71.9;EU:8.7;APAC:11.1;EM:8.2;Other:0.1
Value:-0.3;Growth:-0.7;Quality:-0.2;Size:+0.3;Momentum:-0.6;LowVol:-0.8
null
5
30
4.9
trailing 8%
228
17.2
Volatile
26.2
3.97
3.2
150
54
88
70
false
Buy
Add to core equity +1%
28
-14
BrokerA
MKT
86
null
null
Normal monitoring
102
-39
131
5
false
Monitor dispersion and breadth
P3897
Hands-off
Taxable
USD
2025-03-05
341,457
17,242
324,215
1
71.4
15.7
7.3
5.7
MUB:27.2%;IEF:27.2%;TSLA:24.5%;AAPL:21.2%
US:62.2;EU:15.5;APAC:10.7;EM:11.3;Other:0.3
Value:-0.6;Growth:+0.6;Quality:+0.7;Size:-0.3;Momentum:+0.7;LowVol:+0.8
NoDerivatives
6
35
5.2
trailing 10%
105
19.2
Volatile
27.1
3.7
3.2
145
10
65
77
true
Reduce
Cut high-beta by 2-3%, add cash
10
-34
BrokerD
LMT
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
-8
-58
131
4
false
Monitor dispersion and breadth
P3898
Systematic
401k
USD
2025-05-09
703,394
47,171
656,223
1
56.2
31.1
5.5
7.1
QQQ:14.6%;HYG:28.5%;MSFT:28.5%;TLT:28.5%
US:65.4;EU:8.7;APAC:7.5;EM:13.8;Other:4.6
Value:+0.8;Growth:-0.6;Quality:-0.2;Size:-0.4;Momentum:-0.4;LowVol:+0.8
null
6
25
4.1
trailing 9%
216
26.5
Sideways
19.7
4.9
3.4
132
35
67
53
false
NoAction
Within bands; monitor
-5
2
BrokerD
MKT
0
null
null
Normal monitoring
96
-14
168
4
false
Tax-aware sells next window
P3899
Systematic
Trust
USD
2025-02-12
1,513,622
136,522
1,377,100
1
60.5
21.1
10.2
8.2
MSFT:25.0%;VTI:25.0%;TLT:25.0%;AMZN:25.0%
US:59.3;EU:21.1;APAC:14.1;EM:3.7;Other:1.8
Value:-0.2;Growth:+0.4;Quality:+0.7;Size:-0.5;Momentum:+0.7;LowVol:-0.4
MaxPos7%;NoDerivatives
8
35
4.9
trailing 9%
124
22.1
Sideways
19.9
3.82
3
121
28
62
58
false
Hedge
Add TLT +1% as duration hedge
2
-21
BrokerD
VWAP
85
null
null
Normal monitoring
10
9
120
4
false
Monitor dispersion and breadth
P3900
Systematic
Roth
USD
2025-01-04
1,873,594
114,325
1,759,269
1
57.4
22
12.9
7.6
XLF:24.2%;IEF:10.8%;VNQ:16.6%;TLT:24.2%;AMZN:24.2%
US:58.4;EU:15.2;APAC:15.6;EM:9.7;Other:1.2
Value:-0.3;Growth:-0.7;Quality:+0.1;Size:+0.7;Momentum:-0.4;LowVol:-0.7
null
10
25
4.5
trailing 9%
172
22.8
Bear
22.8
3.05
2
182
-14
35
70
false
Buy
Add to core equity +1%
15
0
BrokerD
VWAP
87
null
null
Normal monitoring
-54
-57
55
3
false
Increase defensive factor exposure