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
P3901
Opportunistic
Trust
USD
2025-05-25
991,686
68,439
923,247
1
69.4
20.3
2
8.2
TSLA:14.0%;BRK.B:21.7%;VTI:21.7%;GLD:21.0%;MUB:21.7%
US:71.9;EU:12.6;APAC:9.6;EM:2.9;Other:2.9
Value:+0.1;Growth:+0.9;Quality:+0.9;Size:-0.2;Momentum:+1.0;LowVol:+0.9
MaxPos6%;NoDerivatives
5
35
6.5
hard 12%
193
22.4
Sideways
15
3.99
2.4
134
-19
35
59
false
Rebalance
Shift +1% to bonds from equity
5
-9
BrokerC
LMT
94
null
null
Normal monitoring
66
-9
122
4
false
Monitor dispersion and breadth
P3902
Opportunistic
Roth
USD
2025-09-17
585,138
39,691
545,447
1.18
72.4
20.3
0
7.3
VOO:14.2%;AAPL:24.2%;VNQ:13.1%;MUB:24.2%;VTI:24.2%
US:67.5;EU:13.0;APAC:9.1;EM:8.9;Other:1.5
Value:+0.4;Growth:-0.3;Quality:+0.9;Size:+0.5;Momentum:-0.8;LowVol:+0.3
NoDerivatives
6
35
5.7
trailing 7%
188
33.8
Bull
15.3
4.42
2.9
76
28
56
48
true
Rebalance
Rebalance back to target bands
-3
-34
BrokerA
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
83
-48
111
5
false
Increase defensive factor exposure
P3903
Active
401k
USD
2025-03-18
2,010,040
239,369
1,770,671
1
68.5
20.6
2.2
8.7
BND:33.3%;GLD:33.3%;VNQ:33.3%
US:67.9;EU:9.6;APAC:10.3;EM:9.5;Other:2.6
Value:+0.7;Growth:+0.6;Quality:+0.4;Size:+0.8;Momentum:+0.2;LowVol:+0.1
null
5
30
5.9
hard 12%
190
26.1
Sideways
19.8
3.92
2.1
115
2
65
62
true
Hedge
Buy index puts 1% notional
-3
-18
BrokerA
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
69
2
180
2
false
Increase defensive factor exposure
P3904
Hands-off
Roth
USD
2025-07-11
412,743
25,804
386,939
1
64
22.4
4.3
9.3
AMZN:33.4%;VOO:33.4%;VTI:33.2%
US:72.1;EU:11.9;APAC:7.9;EM:7.3;Other:0.8
Value:-0.9;Growth:-0.5;Quality:+0.6;Size:-0.3;Momentum:-0.6;LowVol:+0.8
null
6
35
3.3
hard 10%
142
17.3
Volatile
27.6
3.78
4.1
154
48
70
77
true
Hedge
Buy index puts 1% notional
4
-14
BrokerC
LMT
98
VAR>budget
Hedge
Risk above budget threshold
20
3
5
2
false
Tax-aware sells next window
P3905
Opportunistic
Taxable
USD
2024-11-12
997,305
58,459
938,846
1
65.1
11.7
16.6
6.7
VOO:24.2%;TSLA:23.0%;AAPL:14.7%;GLD:14.0%;QQQ:24.2%
US:70.6;EU:9.2;APAC:13.2;EM:6.9;Other:0.1
Value:-0.7;Growth:-0.4;Quality:0.0;Size:+0.4;Momentum:+0.6;LowVol:-0.7
MaxPos8%
7
25
6.3
trailing 9%
262
29.4
Volatile
28.4
4.71
4
124
66
73
69
false
Buy
Add to core equity +1%
34
-16
BrokerA
MKT
86
null
null
Normal monitoring
-20
9
98
3
false
Tighten stops on momentum names
P3906
Systematic
Roth
USD
2024-09-10
693,383
63,768
629,615
1
65.5
21.7
4.5
8.3
AMZN:25.8%;TLT:25.8%;GLD:25.8%;VNQ:22.5%
US:73.0;EU:9.4;APAC:10.3;EM:3.5;Other:3.8
Value:-0.2;Growth:+0.6;Quality:+0.9;Size:-0.8;Momentum:-0.9;LowVol:-0.5
MaxPos7%
10
35
5.1
trailing 8%
163
27
Volatile
27.7
4.77
2.5
146
70
84
84
true
Rebalance
Rebalance back to target bands
-9
-17
BrokerD
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
13
-13
144
2
false
Tax-aware sells next window
P3907
Active
401k
USD
2025-11-29
1,217,571
124,575
1,092,996
1.12
60.9
21.9
10.2
7
MUB:21.2%;BND:19.1%;BRK.B:15.6%;VNQ:10.5%;TLT:12.4%;QQQ:21.2%
US:62.3;EU:17.6;APAC:10.4;EM:8.5;Other:1.4
Value:-0.4;Growth:+0.9;Quality:-1.0;Size:0.0;Momentum:-0.2;LowVol:-0.4
NoDerivatives
7
30
6
trailing 8%
123
24.2
Bull
12.8
3.55
2.6
98
71
99
35
false
Sell
Trim extended winner -1%
25
-28
BrokerB
MKT
90
null
null
Normal monitoring
58
-59
111
4
false
Tax-aware sells next window
P3908
Systematic
401k
USD
2025-12-24
540,366
51,123
489,243
1
65.3
25.2
0
9.5
BRK.B:33.3%;MUB:33.3%;VOO:33.3%
US:64.9;EU:16.9;APAC:5.4;EM:9.3;Other:3.4
Value:-0.1;Growth:+0.2;Quality:+0.4;Size:+0.9;Momentum:-1.0;LowVol:-0.5
null
10
25
4.4
trailing 8%
135
26.6
Sideways
16
4
2.4
136
-26
31
53
false
Buy
Add to core equity +1%
17
-19
BrokerD
MKT
93
null
null
Normal monitoring
104
11
92
4
false
Monitor dispersion and breadth
P3909
Active
Roth
USD
2025-04-21
1,297,355
117,570
1,179,785
1
66
27.9
0
6
VOO:16.1%;GLD:14.2%;AAPL:11.4%;HYG:22.1%;TSLA:14.1%;MUB:22.1%
US:67.7;EU:17.0;APAC:11.1;EM:3.0;Other:1.2
Value:0.0;Growth:-0.7;Quality:+0.1;Size:-0.2;Momentum:-0.8;LowVol:+0.9
null
8
30
5.1
trailing 9%
212
24.3
Bear
30.6
3.2
1.2
177
-96
8
83
true
Rebalance
Rebalance back to target bands
24
-8
BrokerB
LMT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
38
-31
74
5
false
Tighten stops on momentum names
P3910
Active
IRA
USD
2024-08-24
606,430
63,126
543,304
1
58.9
25.5
6.1
9.5
BND:7.5%;HYG:18.0%;XLF:16.6%;BRK.B:15.4%;TLT:21.2%;TSLA:21.2%
US:60.1;EU:17.5;APAC:9.6;EM:11.2;Other:1.6
Value:+0.9;Growth:-0.7;Quality:+1.0;Size:-0.8;Momentum:-0.1;LowVol:+0.5
null
6
30
5.2
trailing 9%
224
23.5
Bull
12.1
3.67
3.4
89
8
55
36
false
Rebalance
Shift +1% to bonds from equity
-1
-10
BrokerB
LMT
92
null
null
Normal monitoring
68
-1
208
3
false
Monitor dispersion and breadth
P3911
Active
IRA
USD
2025-04-18
2,102,924
149,089
1,953,835
1
69
19.9
5.4
5.7
TLT:27.9%;QQQ:16.2%;AMZN:27.9%;AAPL:27.9%
US:65.6;EU:8.7;APAC:15.4;EM:5.9;Other:4.4
Value:+0.5;Growth:-0.8;Quality:+0.7;Size:-0.1;Momentum:-0.4;LowVol:-0.9
null
8
25
4.5
trailing 8%
151
23.1
Bear
23
3.98
1.5
162
-79
11
57
false
Hedge
Add TLT +1% as duration hedge
-15
6
BrokerD
MKT
97
null
null
Normal monitoring
73
-55
181
3
false
Monitor dispersion and breadth
P3912
Opportunistic
Trust
USD
2025-04-14
633,628
46,268
587,360
1
74.8
20.8
0
4.4
BRK.B:11.1%;HYG:19.9%;TSLA:17.9%;XLF:21.2%;VTI:21.2%;MUB:8.8%
US:70.6;EU:7.7;APAC:13.2;EM:8.3;Other:0.3
Value:-0.4;Growth:+0.7;Quality:+0.5;Size:-0.6;Momentum:-0.4;LowVol:+0.9
MaxPos6%
5
35
6.3
hard 12%
274
24.1
Bull
15.8
4.44
2.3
71
118
100
48
false
Rebalance
Shift +1% to bonds from equity
27
-35
BrokerD
LMT
90
null
null
Normal monitoring
44
-4
161
3
false
Monitor dispersion and breadth
P3913
Active
Taxable
USD
2024-11-26
2,247,417
263,050
1,984,367
1.14
64.9
27.5
0
7.6
TSLA:23.1%;AAPL:15.2%;QQQ:23.6%;BND:23.6%;VTI:14.4%
US:55.2;EU:19.9;APAC:10.6;EM:10.8;Other:3.5
Value:-0.8;Growth:-0.9;Quality:+0.5;Size:+0.3;Momentum:+0.5;LowVol:-0.5
MaxPos6%
5
30
5.1
trailing 8%
149
27.9
Sideways
16.4
4.98
2.1
110
12
57
54
false
Buy
Add to core equity +1%
24
-24
BrokerD
VWAP
88
null
null
Normal monitoring
-58
-43
50
5
false
Within IPS guidelines
P3914
Opportunistic
401k
USD
2025-08-28
1,455,780
97,268
1,358,512
1
72.9
16.5
4.7
5.9
HYG:29.4%;QQQ:35.3%;BRK.B:35.3%
US:73.9;EU:7.8;APAC:9.1;EM:8.1;Other:1.1
Value:+0.3;Growth:-0.3;Quality:+0.8;Size:+0.2;Momentum:-0.4;LowVol:+0.3
MaxPos8%
7
35
6.7
trailing 9%
280
26.2
Bull
15.3
4.41
2.1
97
40
66
44
false
Buy
Add to core equity +1%
9
0
BrokerC
LMT
93
null
null
Normal monitoring
78
-10
124
3
false
Tax-aware sells next window
P3915
Hands-off
401k
USD
2025-05-31
733,461
65,547
667,914
1
62.1
15.6
12.4
10
HYG:33.3%;TSLA:33.3%;BRK.B:33.3%
US:63.3;EU:9.5;APAC:16.5;EM:10.5;Other:0.3
Value:+0.2;Growth:+0.2;Quality:+0.8;Size:-0.8;Momentum:-0.3;LowVol:-0.2
ESGOnly;MaxPos8%;NoDerivatives
10
30
4.5
trailing 8%
113
18.3
Bull
12.2
4.34
2.5
90
88
86
49
false
Sell
Trim extended winner -1%
17
-4
BrokerB
MKT
97
null
null
Normal monitoring
103
-19
237
4
false
Tighten stops on momentum names
P3916
Hands-off
IRA
USD
2024-08-01
226,250
13,101
213,149
1
64.7
15.8
13.9
5.6
BND:20.1%;QQQ:24.9%;BRK.B:12.3%;AAPL:17.8%;TLT:24.9%
US:68.5;EU:12.0;APAC:12.4;EM:2.7;Other:4.5
Value:-0.9;Growth:+1.0;Quality:-0.5;Size:-0.9;Momentum:+0.5;LowVol:-0.3
NoDerivatives
6
25
5.6
hard 10%
150
14.1
Bull
13.2
3.84
2
114
64
86
46
false
Sell
Trim extended winner -1%
19
15
BrokerA
VWAP
95
null
null
Normal monitoring
28
13
2
4
false
Increase defensive factor exposure
P3917
Active
Roth
USD
2024-10-23
1,569,344
160,318
1,409,026
1.09
57.3
27
10.3
5.5
AMZN:36.2%;VTI:36.2%;TSLA:27.6%
US:55.6;EU:19.5;APAC:9.7;EM:10.4;Other:4.7
Value:-0.5;Growth:+0.6;Quality:+0.9;Size:-0.7;Momentum:-0.6;LowVol:-1.0
null
5
25
4.4
trailing 9%
127
24.1
Volatile
29.9
5.08
2.8
118
73
84
72
true
Reduce
Cut high-beta by 2-3%, add cash
-8
-38
BrokerD
VWAP
85
VAR>budget
Reduce
Risk above budget threshold
-59
17
-96
3
true
Within IPS guidelines
P3918
Hands-off
Taxable
USD
2024-10-01
803,719
33,317
770,402
1
69.3
23
0
7.7
QQQ:17.2%;TLT:21.7%;XLF:10.6%;MUB:12.8%;BRK.B:17.0%;IEF:20.7%
US:73.0;EU:4.9;APAC:8.2;EM:9.3;Other:4.6
Value:+1.0;Growth:-0.6;Quality:+0.5;Size:-0.5;Momentum:+1.0;LowVol:-0.5
ESGOnly
10
35
5.8
hard 10%
113
19.8
Volatile
20.3
4.26
4.3
112
10
40
67
true
Rebalance
Rebalance back to target bands
22
-37
BrokerB
LMT
94
VAR>budget
Hedge
Risk above budget threshold
-6
-43
104
2
true
Increase defensive factor exposure
P3919
Opportunistic
401k
USD
2025-01-24
826,965
32,943
794,022
1
62
13.6
16.8
7.6
AAPL:28.2%;BRK.B:17.0%;MSFT:26.6%;VNQ:28.2%
US:74.6;EU:10.4;APAC:7.7;EM:7.2;Other:0.1
Value:+0.8;Growth:+0.9;Quality:-0.5;Size:+0.1;Momentum:+0.3;LowVol:+0.4
MaxPos5%
7
35
6
hard 12%
268
27
Bear
24.8
3.67
1.1
217
-54
30
61
false
Buy
Add to core equity +1%
-11
8
BrokerA
LMT
90
null
null
Normal monitoring
-59
-17
32
5
false
Tax-aware sells next window
P3920
Hands-off
Roth
USD
2025-07-27
711,039
30,732
680,307
1
60.5
28.2
5.4
5.9
BND:28.9%;VTI:28.9%;QQQ:28.9%;MUB:13.3%
US:66.8;EU:11.0;APAC:12.6;EM:5.1;Other:4.4
Value:-0.4;Growth:+0.5;Quality:+0.6;Size:+0.8;Momentum:-0.6;LowVol:-0.6
null
8
25
3.9
trailing 8%
98
14.6
Bull
12.2
4.22
3.1
102
60
88
46
false
Buy
Add to core equity +1%
-14
-5
BrokerA
LMT
92
null
null
Normal monitoring
22
-57
117
5
false
Tighten stops on momentum names
P3921
Hands-off
Trust
USD
2025-04-23
452,040
18,844
433,196
1
62.1
15.1
15.8
7.1
VNQ:21.4%;MSFT:16.5%;MUB:21.4%;QQQ:16.7%;BRK.B:8.6%;AAPL:15.4%
US:76.7;EU:5.9;APAC:9.9;EM:6.8;Other:0.6
Value:+1.0;Growth:+0.3;Quality:+0.4;Size:-1.0;Momentum:+0.8;LowVol:+0.5
MaxPos6%
10
25
3.4
trailing 8%
115
12.6
Bear
34.5
3.18
1.1
180
21
56
81
true
Reduce
Cut high-beta by 2-3%, add cash
14
-34
BrokerB
LMT
92
VAR>budget
Reduce
Risk above budget threshold
103
-43
205
4
false
Within IPS guidelines
P3922
Opportunistic
IRA
USD
2025-10-30
1,282,985
103,801
1,179,184
1
63.4
12.4
19.6
4.6
TLT:26.1%;VTI:26.1%;AMZN:26.1%;IEF:21.7%
US:63.5;EU:8.7;APAC:13.1;EM:10.8;Other:3.9
Value:-0.9;Growth:-0.4;Quality:+0.4;Size:+0.7;Momentum:+0.5;LowVol:+0.8
NoDerivatives
8
30
6.5
trailing 7%
210
30
Bear
24.9
4
1.1
218
-55
20
63
false
Rebalance
Shift +1% to bonds from equity
-10
9
BrokerB
MKT
98
null
null
Normal monitoring
30
3
62
5
false
Within IPS guidelines
P3923
Systematic
Trust
USD
2025-05-28
1,105,439
50,326
1,055,113
1
61.3
31.8
0
6.9
BND:35.7%;XLF:35.7%;QQQ:28.5%
US:69.3;EU:11.4;APAC:7.3;EM:10.4;Other:1.6
Value:-0.1;Growth:+0.5;Quality:+1.0;Size:+0.3;Momentum:+0.1;LowVol:-0.4
null
8
35
4.5
trailing 8%
146
19.9
Volatile
25.7
5.22
2.6
170
38
64
75
true
Reduce
Cut high-beta by 2-3%, add cash
20
-25
BrokerD
LMT
92
VAR>budget
Hedge
Risk above budget threshold
84
-45
56
5
false
Tax-aware sells next window
P3924
Opportunistic
Trust
USD
2025-08-10
651,379
38,202
613,177
1.21
68.8
20.9
3.9
6.4
TLT:22.0%;GLD:11.3%;HYG:22.2%;VTI:22.2%;MSFT:22.2%
US:62.2;EU:10.1;APAC:17.6;EM:4.4;Other:5.8
Value:+0.8;Growth:-0.8;Quality:+0.7;Size:+0.9;Momentum:+0.2;LowVol:-0.2
MaxPos6%
5
25
5.8
trailing 9%
190
34.3
Bull
15.5
4.59
2.2
81
46
86
44
false
Rebalance
Shift +1% to bonds from equity
32
-35
BrokerB
MKT
88
null
null
Normal monitoring
67
-26
147
5
false
Monitor dispersion and breadth
P3925
Hands-off
401k
USD
2025-05-01
811,405
77,634
733,771
1
60.1
25.2
7.3
7.4
BND:15.3%;HYG:29.3%;BRK.B:26.1%;IEF:29.3%
US:67.3;EU:14.5;APAC:11.8;EM:3.6;Other:2.8
Value:+0.9;Growth:-0.7;Quality:+0.4;Size:+0.1;Momentum:+1.0;LowVol:-0.9
ESGOnly
10
35
4.3
trailing 8%
159
15.8
Bull
12.3
3.82
3
94
92
95
49
false
Rebalance
Shift +1% to bonds from equity
13
9
BrokerD
MKT
97
null
null
Normal monitoring
-8
-43
5
4
false
Tax-aware sells next window
P3926
Hands-off
Taxable
USD
2025-08-11
401,039
25,496
375,543
1
67
26.8
0
6.2
HYG:12.2%;GLD:22.1%;IEF:9.9%;BRK.B:13.3%;VOO:22.1%;VNQ:20.4%
US:64.1;EU:17.7;APAC:6.8;EM:8.4;Other:3.0
Value:+0.9;Growth:+0.6;Quality:-0.8;Size:+0.9;Momentum:-0.3;LowVol:+0.4
ESGOnly
5
30
3.3
trailing 8%
106
16.8
Volatile
28.7
5.35
3
175
-33
33
86
true
Reduce
Cut high-beta by 2-3%, add cash
20
12
BrokerA
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
32
-42
101
4
false
Increase defensive factor exposure
P3927
Systematic
IRA
USD
2024-08-25
1,127,865
108,196
1,019,669
1
57.5
32.4
4.8
5.3
BRK.B:29.4%;QQQ:18.6%;HYG:29.4%;MSFT:22.6%
US:70.4;EU:17.0;APAC:7.2;EM:3.0;Other:2.4
Value:+0.3;Growth:-0.2;Quality:-0.1;Size:-0.4;Momentum:-0.4;LowVol:-0.2
null
8
25
4.2
trailing 9%
172
25.7
Bull
17
4.75
3.3
91
102
97
44
false
Buy
Add to core equity +1%
-1
-29
BrokerC
MKT
93
null
null
Normal monitoring
0
-48
86
5
false
Increase defensive factor exposure
P3928
Cautious
Roth
USD
2025-02-25
493,168
77,218
415,950
1
50.9
37.7
0
11.4
VTI:18.0%;TSLA:23.6%;BRK.B:11.1%;HYG:23.6%;VNQ:23.6%
US:61.3;EU:16.6;APAC:10.4;EM:10.9;Other:0.9
Value:-0.6;Growth:-0.7;Quality:+0.4;Size:-0.8;Momentum:+0.9;LowVol:-0.8
MaxPos8%;NoMargin
7
30
5
trailing 8%
132
14.2
Bull
12.9
3.57
2.4
97
120
100
30
false
Sell
Trim extended winner -1%
1
-20
BrokerC
LMT
92
null
null
Normal monitoring
-59
-34
-75
5
false
Within IPS guidelines
P3929
Systematic
IRA
USD
2025-07-30
685,388
54,302
631,086
1
56.5
22.4
12.2
8.9
XLF:14.3%;TSLA:23.7%;VOO:24.8%;BRK.B:12.4%;GLD:24.8%
US:61.7;EU:15.7;APAC:14.0;EM:8.1;Other:0.4
Value:+0.1;Growth:+0.7;Quality:+0.4;Size:+0.8;Momentum:-0.2;LowVol:-0.9
MaxPos8%
10
25
5
trailing 9%
230
18.3
Volatile
23.3
4.55
3.4
136
46
79
62
false
Rebalance
Shift +1% to bonds from equity
20
-40
BrokerB
VWAP
85
null
null
Normal monitoring
-38
-2
-59
5
false
Tax-aware sells next window
P3930
Active
Taxable
USD
2025-04-13
1,539,421
92,812
1,446,609
1
57.3
31.2
3.1
8.3
GLD:12.4%;TLT:24.3%;TSLA:20.8%;VNQ:18.2%;MUB:24.3%
US:68.6;EU:5.4;APAC:14.1;EM:10.0;Other:2.0
Value:+1.0;Growth:-0.9;Quality:+0.4;Size:-0.7;Momentum:+0.1;LowVol:-0.1
null
6
25
4.9
trailing 9%
184
21.1
Bull
14
3.8
2.3
119
92
91
39
true
Rebalance
Rebalance back to target bands
23
-31
BrokerA
LMT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
118
-3
82
3
false
Monitor dispersion and breadth
P3931
Cautious
IRA
USD
2024-07-18
153,310
22,170
131,140
1
46.5
37.9
0
15.6
AAPL:23.5%;BRK.B:23.5%;BND:23.5%;AMZN:19.4%;QQQ:10.0%
US:66.8;EU:13.8;APAC:6.8;EM:12.3;Other:0.3
Value:-0.4;Growth:-0.8;Quality:+0.9;Size:+0.9;Momentum:+0.7;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
5
30
5.6
hard 10%
113
13.2
Bull
13.6
4.74
3
86
49
82
34
true
Hedge
Buy index puts 1% notional
-15
-6
BrokerA
MKT
100
VAR>budget
Pause
Risk above budget threshold
31
16
21
4
false
Tighten stops on momentum names
P3932
Active
Taxable
USD
2025-08-12
1,119,504
85,934
1,033,570
1
63.7
20.1
7.8
8.5
TSLA:24.9%;IEF:24.9%;GLD:13.1%;HYG:24.9%;BRK.B:12.3%
US:64.7;EU:16.9;APAC:11.7;EM:2.7;Other:4.0
Value:+0.8;Growth:0.0;Quality:-0.0;Size:+0.2;Momentum:+0.9;LowVol:+0.8
null
7
35
5.4
hard 12%
211
22.4
Sideways
18.2
3.7
2.1
122
28
60
54
false
Rebalance
Shift +1% to bonds from equity
29
-1
BrokerC
LMT
91
null
null
Normal monitoring
-43
-33
-82
5
false
Monitor dispersion and breadth
P3933
Cautious
Trust
USD
2024-07-17
789,629
81,263
708,366
1
43.9
37.5
7.5
11
HYG:27.2%;MSFT:18.4%;AMZN:27.2%;XLF:27.2%
US:71.5;EU:5.1;APAC:9.9;EM:10.0;Other:3.5
Value:-0.8;Growth:+0.3;Quality:-0.3;Size:+0.4;Momentum:+0.6;LowVol:-0.2
ESGOnly;NoMargin
6
30
3.9
trailing 8%
99
18.3
Bear
30.1
3.97
1.7
141
-65
19
74
true
Hedge
Buy index puts 1% notional
30
-11
BrokerC
LMT
89
VAR>budget
Pause
Risk above budget threshold
-47
-11
39
2
false
Increase defensive factor exposure
P3934
Opportunistic
401k
USD
2025-01-31
1,620,485
123,164
1,497,321
1
68.4
16.6
10.6
4.4
TSLA:7.5%;VTI:19.2%;XLF:9.7%;GLD:21.2%;QQQ:21.2%;AMZN:21.2%
US:68.1;EU:11.1;APAC:12.8;EM:3.5;Other:4.4
Value:+0.3;Growth:+0.9;Quality:-1.0;Size:-0.6;Momentum:-0.4;LowVol:+0.7
MaxPos7%
7
30
5.7
trailing 9%
172
34.7
Sideways
14.6
4.25
2.9
92
-3
57
51
true
Reduce
Cut high-beta by 2-3%, add cash
34
-1
BrokerB
LMT
98
Drift>tolerance
Pause
Allocation drift beyond policy bands
-47
-60
-73
3
false
Within IPS guidelines
P3935
Systematic
Trust
USD
2024-09-29
718,500
69,118
649,382
1
61.5
26.7
5.9
5.9
TSLA:37.1%;BRK.B:25.8%;HYG:37.1%
US:62.2;EU:12.9;APAC:11.6;EM:9.2;Other:4.1
Value:+0.3;Growth:+0.9;Quality:-0.9;Size:-0.9;Momentum:-1.0;LowVol:-0.3
NoDerivatives
8
30
6
trailing 9%
223
21.6
Bull
17.4
3.94
2.4
99
38
59
56
false
Rebalance
Shift +1% to bonds from equity
35
-19
BrokerB
MKT
86
null
null
Normal monitoring
91
-16
128
4
false
Monitor dispersion and breadth
P3936
Hands-off
IRA
USD
2025-03-06
193,491
12,846
180,645
1
59.7
15.9
16.6
7.7
AMZN:33.3%;AAPL:33.3%;MUB:33.3%
US:67.2;EU:7.4;APAC:11.4;EM:9.6;Other:4.4
Value:-0.9;Growth:-0.8;Quality:+0.9;Size:-0.4;Momentum:+0.5;LowVol:-0.2
NoDerivatives
5
35
5.8
trailing 10%
141
14.5
Volatile
29.6
3.76
2.6
154
71
76
71
true
Reduce
Cut high-beta by 2-3%, add cash
27
-16
BrokerD
MKT
97
RegimeShift
Reduce
Volatility spike and breadth deterioration
19
20
73
5
false
Tighten stops on momentum names
P3937
Cautious
401k
USD
2025-03-10
870,941
98,881
772,060
1
48.7
33.4
1.3
16.6
VOO:18.8%;AMZN:20.9%;VTI:10.9%;TSLA:18.7%;MSFT:19.3%;GLD:11.4%
US:73.2;EU:5.9;APAC:11.0;EM:9.4;Other:0.6
Value:+0.4;Growth:+0.5;Quality:+0.9;Size:-0.2;Momentum:+0.5;LowVol:+0.4
NoMargin
7
30
5.6
trailing 8%
160
12.6
Bear
34.5
3.2
2.1
152
-7
31
74
true
Hedge
Buy index puts 1% notional
7
-4
BrokerC
MKT
90
RegimeShift
Pause
Volatility spike and breadth deterioration
72
-19
191
5
false
Monitor dispersion and breadth
P3938
Systematic
401k
USD
2025-05-16
742,002
42,172
699,830
1
57.8
26.7
8.6
6.9
BRK.B:38.0%;AAPL:38.0%;TSLA:23.9%
US:62.0;EU:17.1;APAC:7.4;EM:12.1;Other:1.3
Value:-1.0;Growth:-0.3;Quality:+0.7;Size:+0.8;Momentum:-0.1;LowVol:-0.4
MaxPos6%;NoDerivatives
7
35
5.2
trailing 9%
151
16.9
Sideways
19
4.46
3
115
-10
34
46
true
Hedge
Buy index puts 1% notional
21
-2
BrokerA
LMT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
14
-16
48
3
false
Monitor dispersion and breadth
P3939
Cautious
Roth
USD
2024-10-14
647,230
98,555
548,675
1
48.9
37
0
14.1
MUB:33.3%;TLT:33.3%;AMZN:33.3%
US:74.0;EU:6.0;APAC:7.1;EM:10.9;Other:2.0
Value:-0.6;Growth:+0.1;Quality:-0.7;Size:+0.2;Momentum:+0.4;LowVol:+0.5
MaxPos8%;NoDerivatives;NoMargin
10
30
3
trailing 10%
161
19.8
Volatile
27.4
5.28
4.2
126
-21
54
56
false
Buy
Add to core equity +1%
18
7
BrokerC
MKT
99
null
null
Normal monitoring
-42
-54
6
4
false
Tax-aware sells next window
P3940
Cautious
Roth
USD
2025-07-01
770,543
115,126
655,417
1
48.5
37.1
0
14.5
MSFT:33.3%;AMZN:33.3%;GLD:33.3%
US:65.1;EU:9.3;APAC:13.7;EM:10.8;Other:1.1
Value:-0.5;Growth:-0.9;Quality:-0.2;Size:+0.6;Momentum:+0.2;LowVol:+0.1
NoMargin
8
35
5.1
hard 10%
128
15.7
Bear
30.1
4.14
2.4
130
-4
40
73
true
Hedge
Buy index puts 1% notional
-14
0
BrokerC
MKT
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
83
-33
87
3
false
Within IPS guidelines
P3941
Opportunistic
Trust
USD
2025-06-05
385,569
17,982
367,587
1
75.5
18.7
0
5.8
BRK.B:28.8%;VTI:13.6%;TLT:28.8%;XLF:28.8%
US:66.7;EU:16.8;APAC:6.5;EM:8.1;Other:1.9
Value:+0.3;Growth:+0.2;Quality:+0.8;Size:+0.9;Momentum:+0.2;LowVol:-0.0
null
7
30
4.7
trailing 9%
199
23.8
Volatile
26.2
4.84
2.8
158
30
54
85
true
Hedge
Buy index puts 1% notional
-4
-18
BrokerD
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
68
-39
65
2
true
Tighten stops on momentum names
P3942
Cautious
Trust
USD
2025-10-13
701,046
96,564
604,482
1
39.1
33.8
10.3
16.8
MUB:21.4%;VOO:11.6%;XLF:11.2%;QQQ:21.7%;AMZN:21.7%;VTI:12.4%
US:62.8;EU:7.3;APAC:14.0;EM:11.0;Other:4.9
Value:-0.5;Growth:-0.8;Quality:+0.6;Size:+0.4;Momentum:-0.3;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
5
30
3.5
hard 10%
91
12.8
Bear
24.8
3.76
1.4
182
40
78
59
false
Rebalance
Shift +1% to bonds from equity
-13
-18
BrokerC
LMT
95
null
null
Normal monitoring
92
-46
199
4
false
Tax-aware sells next window
P3943
Systematic
Roth
USD
2025-08-11
566,503
56,287
510,216
1
62.7
22.6
8.8
5.9
VNQ:15.0%;VTI:22.7%;MUB:22.7%;GLD:18.4%;BND:21.2%
US:69.7;EU:9.1;APAC:7.1;EM:11.4;Other:2.7
Value:-0.2;Growth:+0.4;Quality:-0.3;Size:-0.2;Momentum:+0.5;LowVol:+1.0
MaxPos7%;NoDerivatives
5
25
4.6
trailing 8%
218
26.1
Volatile
21.9
4.77
4.4
156
-49
16
63
true
Hedge
Buy index puts 1% notional
-10
-34
BrokerD
LMT
92
VAR>budget
Hedge
Risk above budget threshold
-6
-39
21
3
false
Within IPS guidelines
P3944
Active
Trust
USD
2025-03-07
1,161,323
76,918
1,084,405
1
57.2
28.8
4.5
9.5
MSFT:33.3%;AAPL:33.3%;BND:33.3%
US:74.6;EU:9.9;APAC:6.0;EM:5.0;Other:4.5
Value:-0.3;Growth:+0.5;Quality:+0.9;Size:-0.6;Momentum:+0.1;LowVol:-0.9
NoDerivatives
5
35
4
trailing 8%
224
16.4
Volatile
29.2
4.88
2.9
161
-38
46
79
true
Hedge
Buy index puts 1% notional
3
-38
BrokerA
VWAP
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
113
-22
92
4
false
Monitor dispersion and breadth
P3945
Active
401k
USD
2024-11-19
528,808
51,785
477,023
1
65.1
23.1
5.6
6.3
VOO:23.0%;QQQ:23.0%;MSFT:23.0%;IEF:23.0%;TSLA:7.9%
US:66.3;EU:18.9;APAC:5.3;EM:9.2;Other:0.3
Value:+0.2;Growth:+0.8;Quality:-0.2;Size:+0.9;Momentum:-0.2;LowVol:-0.9
MaxPos6%;NoDerivatives
7
35
4.1
trailing 8%
227
20.3
Bull
13.3
3.73
3.4
104
31
72
50
false
Sell
Trim extended winner -1%
-12
-40
BrokerB
MKT
95
null
null
Normal monitoring
73
-2
81
5
false
Tax-aware sells next window
P3946
Opportunistic
Trust
USD
2025-12-25
1,468,565
69,275
1,399,290
1
69.3
12
9.8
8.8
GLD:26.6%;VTI:26.6%;TLT:26.6%;VNQ:20.1%
US:65.0;EU:10.8;APAC:11.1;EM:8.5;Other:4.5
Value:-0.9;Growth:+0.7;Quality:+0.1;Size:-0.6;Momentum:+0.7;LowVol:-0.6
null
10
35
5.4
hard 12%
213
32.9
Bear
23.8
3.73
1.3
136
-113
8
74
true
Reduce
Cut high-beta by 2-3%, add cash
16
-37
BrokerC
VWAP
91
VAR>budget
TightenStops
Risk above budget threshold
-49
-50
-33
5
false
Tighten stops on momentum names
P3947
Active
Trust
USD
2025-12-14
1,104,298
89,953
1,014,345
1
59.4
28.1
5.2
7.3
QQQ:33.3%;GLD:33.3%;AMZN:33.3%
US:73.6;EU:5.4;APAC:12.1;EM:5.7;Other:3.1
Value:-0.2;Growth:+0.6;Quality:-0.6;Size:-0.4;Momentum:-0.6;LowVol:-0.1
NoDerivatives
8
25
4.7
hard 12%
170
24.5
Sideways
14.4
3.74
2.2
107
-18
27
41
false
Hedge
Add TLT +1% as duration hedge
29
-31
BrokerD
LMT
85
null
null
Normal monitoring
13
-48
132
4
false
Within IPS guidelines
P3948
Active
Trust
USD
2024-12-03
2,301,280
236,360
2,064,920
1
55.7
22.6
13.9
7.8
VTI:21.9%;MUB:18.8%;MSFT:21.9%;BND:15.5%;QQQ:21.9%
US:70.2;EU:7.4;APAC:10.6;EM:8.0;Other:3.8
Value:+0.8;Growth:+0.8;Quality:+0.5;Size:+0.7;Momentum:+0.7;LowVol:+0.7
MaxPos7%
7
25
4.5
trailing 8%
139
20.3
Bull
17.7
4.53
3.2
111
95
93
57
false
NoAction
Within bands; monitor
26
-38
BrokerC
LMT
89
null
null
Normal monitoring
-40
-54
-30
3
false
Increase defensive factor exposure
P3949
Active
401k
USD
2024-09-01
595,436
62,763
532,673
1
65.5
28.6
0
5.9
AMZN:26.9%;VTI:27.3%;AAPL:27.3%;IEF:18.5%
US:72.9;EU:7.1;APAC:8.4;EM:9.8;Other:1.9
Value:-0.8;Growth:-0.2;Quality:+0.2;Size:+0.4;Momentum:+1.0;LowVol:+0.2
MaxPos6%;NoDerivatives
5
30
4.1
hard 12%
200
19.7
Bull
12.1
4.76
2
103
0
49
49
false
Rebalance
Shift +1% to bonds from equity
-7
10
BrokerB
MKT
90
null
null
Normal monitoring
48
7
52
4
false
Increase defensive factor exposure
P3950
Systematic
401k
USD
2025-11-02
701,888
39,679
662,209
1
57.8
32.7
0.8
8.8
MUB:26.2%;GLD:26.2%;XLF:21.3%;VOO:26.2%
US:67.4;EU:7.8;APAC:11.5;EM:12.5;Other:0.8
Value:-0.4;Growth:+0.3;Quality:-0.3;Size:-0.6;Momentum:+0.5;LowVol:-0.7
NoDerivatives
8
25
5.7
trailing 8%
190
25.9
Bear
25.1
3.06
1.9
218
37
67
59
false
Rebalance
Shift +1% to bonds from equity
24
1
BrokerD
MKT
95
null
null
Normal monitoring
-37
-29
23
3
false
Within IPS guidelines
P3951
Cautious
Roth
USD
2025-06-12
292,180
43,407
248,773
1
45.9
38
4.8
11.3
AMZN:28.1%;HYG:15.6%;VTI:28.1%;VOO:28.1%
US:67.6;EU:14.3;APAC:6.5;EM:7.0;Other:4.6
Value:+0.8;Growth:+0.3;Quality:-0.4;Size:+0.6;Momentum:+0.1;LowVol:+0.2
MaxPos7%;NoMargin
5
30
3.8
trailing 8%
108
16.1
Volatile
24.8
4.52
2.1
134
-43
42
56
false
NoAction
Within bands; monitor
8
-1
BrokerD
MKT
0
null
null
Normal monitoring
118
-30
202
5
false
Increase defensive factor exposure
P3952
Active
Taxable
USD
2024-09-12
2,374,429
269,928
2,104,501
1
64.6
20.7
8.9
5.8
BND:23.7%;VTI:25.4%;VOO:25.4%;TLT:25.4%
US:66.0;EU:16.2;APAC:9.3;EM:5.4;Other:3.2
Value:+0.9;Growth:-0.1;Quality:-0.3;Size:-0.6;Momentum:-0.7;LowVol:+0.1
null
8
25
5.5
hard 12%
175
19.4
Sideways
20.2
4.79
2.8
93
24
50
67
false
Rebalance
Shift +1% to bonds from equity
-8
15
BrokerB
LMT
93
null
null
Normal monitoring
-10
17
94
5
false
Monitor dispersion and breadth
P3953
Active
Taxable
USD
2025-05-11
1,874,325
180,931
1,693,394
1
60.5
31.6
1.1
6.8
MSFT:29.4%;XLF:29.4%;IEF:11.9%;BND:29.4%
US:74.5;EU:5.1;APAC:9.6;EM:6.2;Other:4.7
Value:-0.6;Growth:+0.2;Quality:-0.9;Size:0.0;Momentum:-0.3;LowVol:-0.9
null
10
30
5.5
trailing 8%
220
18.2
Bull
12.1
4.93
3.5
108
58
71
36
false
Rebalance
Shift +1% to bonds from equity
4
-9
BrokerB
MKT
90
null
null
Normal monitoring
-35
2
-47
5
false
Monitor dispersion and breadth
P3954
Hands-off
Taxable
USD
2024-08-19
159,641
13,978
145,663
1
73.1
15.6
5
6.3
XLF:13.1%;BND:14.1%;IEF:24.7%;VNQ:23.5%;AAPL:24.7%
US:57.3;EU:19.8;APAC:13.7;EM:4.8;Other:4.4
Value:+0.3;Growth:+0.3;Quality:+0.1;Size:+0.5;Momentum:+0.5;LowVol:-0.5
ESGOnly
6
30
4.7
hard 10%
146
16.1
Volatile
31.1
3.75
2.5
133
6
59
77
true
Rebalance
Rebalance back to target bands
30
-21
BrokerA
LMT
88
VAR>budget
Hedge
Risk above budget threshold
20
-10
110
4
false
Increase defensive factor exposure
P3955
Opportunistic
IRA
USD
2025-02-09
1,127,200
94,604
1,032,596
1
66.4
14.6
14.4
4.6
TSLA:28.5%;MUB:28.5%;VTI:14.4%;AAPL:28.5%
US:58.3;EU:16.8;APAC:10.7;EM:9.9;Other:4.3
Value:-0.9;Growth:-0.0;Quality:-0.2;Size:+0.9;Momentum:+0.8;LowVol:-0.3
null
7
25
6
trailing 9%
195
34.3
Bull
14
3.75
3.2
91
52
62
47
false
Hedge
Add TLT +1% as duration hedge
-13
-6
BrokerC
LMT
88
null
null
Normal monitoring
64
-47
33
4
false
Tax-aware sells next window
P3956
Cautious
401k
USD
2025-03-14
528,588
80,965
447,623
1
35.4
40.5
14.1
10
AAPL:20.9%;MSFT:23.3%;BND:23.3%;VOO:9.2%;GLD:23.3%
US:66.9;EU:14.5;APAC:8.5;EM:8.3;Other:1.8
Value:-1.0;Growth:+0.8;Quality:-0.6;Size:+0.8;Momentum:+0.8;LowVol:-0.4
NoDerivatives;NoMargin
6
25
3.5
trailing 10%
113
13.7
Bull
15.2
4.19
3.2
112
110
100
36
false
Rebalance
Shift +1% to bonds from equity
3
-28
BrokerB
LMT
89
null
null
Normal monitoring
117
-34
139
5
false
Within IPS guidelines
P3957
Opportunistic
Roth
USD
2024-12-17
1,058,357
77,539
980,818
1
66.9
21.7
5.9
5.5
VTI:33.3%;TLT:33.3%;GLD:33.3%
US:67.5;EU:7.5;APAC:12.3;EM:9.7;Other:2.9
Value:+0.4;Growth:+0.3;Quality:+0.1;Size:+0.8;Momentum:+0.7;LowVol:+0.2
NoDerivatives
8
30
5.6
trailing 7%
258
22.1
Bull
13.3
3.89
2.3
107
86
100
56
false
Buy
Add to core equity +1%
11
-18
BrokerC
MKT
96
null
null
Normal monitoring
97
-35
101
5
false
Within IPS guidelines
P3958
Systematic
Taxable
USD
2024-09-12
1,432,964
73,771
1,359,193
1
56.4
33.4
0.8
9.4
XLF:33.3%;BRK.B:33.3%;TSLA:33.3%
US:68.8;EU:8.5;APAC:12.5;EM:9.9;Other:0.3
Value:-0.7;Growth:-0.5;Quality:-0.8;Size:+1.0;Momentum:+0.9;LowVol:-0.7
MaxPos7%;NoDerivatives
5
35
5.5
trailing 9%
146
17.4
Sideways
20.1
3.92
2.8
129
-27
50
57
false
Rebalance
Shift +1% to bonds from equity
-6
-10
BrokerC
MKT
99
null
null
Normal monitoring
-14
-21
-18
5
false
Tax-aware sells next window
P3959
Hands-off
Taxable
USD
2025-04-13
228,591
20,652
207,939
1
58.5
19.5
13.4
8.7
VNQ:35.6%;QQQ:35.6%;MSFT:28.8%
US:66.2;EU:18.1;APAC:7.4;EM:6.3;Other:2.1
Value:-0.2;Growth:-0.8;Quality:0.0;Size:+0.3;Momentum:-0.4;LowVol:+0.2
null
8
30
5.5
trailing 8%
160
18.9
Volatile
23.1
4.58
2.5
121
31
63
56
false
Buy
Add to core equity +1%
-13
-13
BrokerC
MKT
97
null
null
Normal monitoring
106
-54
167
5
false
Increase defensive factor exposure
P3960
Active
Taxable
USD
2024-09-20
630,602
70,377
560,225
1.14
62.3
24.8
6.4
6.4
GLD:33.3%;BRK.B:33.3%;AMZN:33.3%
US:71.2;EU:11.6;APAC:7.3;EM:5.4;Other:4.5
Value:+0.7;Growth:-0.9;Quality:-0.9;Size:-1.0;Momentum:+0.5;LowVol:-0.9
null
7
25
5.8
trailing 8%
161
16.2
Volatile
29.4
5.25
4.2
156
30
77
83
true
Reduce
Cut high-beta by 2-3%, add cash
7
-1
BrokerD
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
11
-40
-20
3
true
Monitor dispersion and breadth
P3961
Hands-off
401k
USD
2025-09-05
416,315
33,169
383,146
1
73.4
16.7
3.8
6.1
AMZN:33.3%;VNQ:33.3%;MSFT:33.3%
US:59.1;EU:13.8;APAC:15.4;EM:9.8;Other:1.9
Value:-0.2;Growth:+0.9;Quality:+0.2;Size:-0.9;Momentum:-0.3;LowVol:-0.4
null
8
30
4.8
hard 10%
164
14.6
Volatile
30.3
4.5
3.2
114
38
57
92
true
Rebalance
Rebalance back to target bands
11
15
BrokerD
VWAP
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
-41
4
75
4
true
Tighten stops on momentum names
P3962
Cautious
IRA
USD
2025-06-07
838,062
117,433
720,629
1
45.4
37.9
0
16.6
QQQ:20.3%;AAPL:20.1%;GLD:14.1%;MUB:17.8%;BRK.B:9.4%;XLF:18.3%
US:71.3;EU:12.8;APAC:9.6;EM:4.2;Other:2.1
Value:+0.9;Growth:-0.7;Quality:+0.9;Size:+0.5;Momentum:-0.4;LowVol:+0.4
ESGOnly;MaxPos7%;NoMargin
8
25
4.9
trailing 8%
167
14.7
Volatile
31.3
4.92
3.7
139
54
82
59
false
NoAction
Within bands; monitor
-7
-40
BrokerD
MKT
0
null
null
Normal monitoring
4
-42
57
4
false
Tax-aware sells next window
P3963
Cautious
Roth
USD
2025-02-13
738,664
86,891
651,773
1
52.4
32.3
0
15.3
MUB:23.2%;IEF:13.1%;XLF:17.4%;GLD:23.2%;QQQ:23.2%
US:61.4;EU:19.1;APAC:12.5;EM:6.4;Other:0.6
Value:-0.0;Growth:+0.2;Quality:+0.4;Size:+0.9;Momentum:+0.5;LowVol:-0.8
ESGOnly;NoMargin
5
35
4.2
trailing 8%
97
17.7
Volatile
21
5.49
2.6
112
15
72
52
false
NoAction
Within bands; monitor
-2
-40
BrokerD
VWAP
92
null
null
Normal monitoring
110
-16
196
5
false
Monitor dispersion and breadth
P3964
Cautious
401k
USD
2024-12-26
168,796
25,678
143,118
1
46.8
33.8
2.9
16.5
IEF:20.5%;VTI:20.4%;AAPL:20.5%;TSLA:10.6%;BRK.B:18.5%;AMZN:9.3%
US:64.0;EU:15.1;APAC:6.6;EM:13.9;Other:0.4
Value:-0.1;Growth:+0.9;Quality:-0.3;Size:-0.2;Momentum:-0.2;LowVol:-0.3
NoDerivatives;NoMargin
7
30
5.6
trailing 8%
138
13.8
Bull
13
4.11
3
104
51
75
42
false
Sell
Trim extended winner -1%
13
-40
BrokerA
LMT
93
null
null
Normal monitoring
28
17
81
5
false
Tighten stops on momentum names
P3965
Cautious
Trust
USD
2025-12-19
179,973
16,077
163,896
1
40.7
34.4
7.6
17.2
QQQ:10.9%;MUB:25.9%;TLT:19.6%;VTI:25.9%;IEF:17.7%
US:57.8;EU:20.0;APAC:10.4;EM:7.6;Other:4.2
Value:-0.5;Growth:-0.9;Quality:+0.8;Size:+0.3;Momentum:-0.1;LowVol:-0.8
MaxPos7%;NoMargin
7
35
4.9
hard 10%
126
17.7
Sideways
14.6
3.75
2.8
139
-19
46
43
true
Rebalance
Rebalance back to target bands
-6
4
BrokerA
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-44
-39
65
4
false
Tax-aware sells next window
P3966
Opportunistic
401k
USD
2025-08-24
874,152
74,489
799,663
1.08
62.9
10
19.9
7.2
BRK.B:20.8%;VNQ:26.4%;MUB:26.4%;AAPL:26.4%
US:67.1;EU:6.8;APAC:10.1;EM:12.7;Other:3.3
Value:+1.0;Growth:-0.4;Quality:-0.9;Size:-0.8;Momentum:+0.2;LowVol:-0.3
MaxPos8%;NoDerivatives
5
30
4.5
hard 12%
218
24.4
Bull
15.2
4.51
2.2
91
94
86
52
false
Hedge
Add TLT +1% as duration hedge
-11
-6
BrokerB
LMT
93
null
null
Normal monitoring
62
-26
123
4
false
Monitor dispersion and breadth
P3967
Active
Roth
USD
2025-08-29
2,404,841
163,860
2,240,981
1.18
53.6
20.7
18.4
7.3
AAPL:35.0%;MUB:29.9%;XLF:35.0%
US:65.0;EU:15.6;APAC:10.4;EM:4.7;Other:4.2
Value:+0.3;Growth:-0.1;Quality:-0.9;Size:+0.6;Momentum:-0.8;LowVol:-0.1
null
10
25
4.2
trailing 8%
199
26.6
Sideways
21.7
4.86
3.1
105
-30
49
65
false
NoAction
Within bands; monitor
9
-27
BrokerC
MKT
0
null
null
Normal monitoring
87
11
64
5
false
Within IPS guidelines
P3968
Active
Taxable
USD
2025-06-18
989,436
115,984
873,452
1
63.4
29.1
0
7.6
HYG:19.5%;QQQ:18.2%;VTI:20.1%;BRK.B:21.5%;BND:7.9%;TSLA:12.8%
US:69.1;EU:13.6;APAC:8.4;EM:7.4;Other:1.5
Value:-0.8;Growth:+0.4;Quality:0.0;Size:-0.3;Momentum:-0.1;LowVol:-0.2
MaxPos7%
6
35
4.8
trailing 8%
146
16.6
Sideways
14.9
3.77
2.7
128
-9
36
40
false
Buy
Add to core equity +1%
23
-1
BrokerC
MKT
97
null
null
Normal monitoring
102
-32
148
5
false
Tax-aware sells next window
P3969
Hands-off
Taxable
USD
2025-08-23
537,167
29,194
507,973
1
64.9
25.6
0
9.5
GLD:20.4%;BND:17.8%;TSLA:15.7%;HYG:6.1%;BRK.B:20.7%;MSFT:19.2%
US:68.2;EU:9.4;APAC:7.0;EM:11.0;Other:4.3
Value:0.0;Growth:+0.6;Quality:-0.1;Size:-0.9;Momentum:-0.4;LowVol:+0.9
null
6
30
3.4
trailing 8%
135
12.4
Volatile
20.1
4.11
4.2
155
-10
40
60
true
Reduce
Cut high-beta by 2-3%, add cash
21
-33
BrokerA
LMT
85
VAR>budget
Reduce
Risk above budget threshold
9
-7
27
2
false
Tighten stops on momentum names
P3970
Hands-off
Taxable
USD
2025-04-06
172,662
12,440
160,222
1
57.2
25.7
8.9
8.2
AMZN:30.3%;TLT:34.8%;MSFT:34.8%
US:64.6;EU:19.7;APAC:7.3;EM:7.0;Other:1.4
Value:+1.0;Growth:-0.7;Quality:+0.2;Size:-0.6;Momentum:+0.3;LowVol:+0.5
ESGOnly;NoDerivatives
5
25
4.1
trailing 8%
95
13.6
Sideways
15.3
4.86
2.9
125
13
52
51
false
Rebalance
Shift +1% to bonds from equity
-6
-5
BrokerD
MKT
88
null
null
Normal monitoring
-19
1
85
5
false
Tighten stops on momentum names
P3971
Hands-off
Trust
USD
2025-01-14
673,936
58,654
615,282
1
60.2
22.8
8.6
8.4
AAPL:22.7%;AMZN:13.6%;BND:22.7%;XLF:14.2%;VTI:16.2%;BRK.B:10.6%
US:60.8;EU:14.8;APAC:12.1;EM:9.9;Other:2.5
Value:+0.1;Growth:-0.6;Quality:+0.1;Size:+0.5;Momentum:+0.2;LowVol:-0.9
ESGOnly
8
35
3.2
hard 10%
146
14
Sideways
17.1
4.99
2.6
114
43
72
57
false
Rebalance
Shift +1% to bonds from equity
25
-33
BrokerC
MKT
100
null
null
Normal monitoring
93
-9
210
5
false
Monitor dispersion and breadth
P3972
Opportunistic
Taxable
USD
2025-02-12
344,015
19,935
324,080
1
77.8
11.6
2.5
8.1
GLD:24.5%;XLF:14.2%;IEF:24.5%;BND:24.5%;AAPL:12.1%
US:76.8;EU:6.3;APAC:7.3;EM:5.8;Other:3.9
Value:+0.7;Growth:0.0;Quality:-0.5;Size:+0.5;Momentum:-0.3;LowVol:-0.5
null
10
30
5.3
trailing 9%
198
32.1
Volatile
20.9
5
2.1
152
-29
29
78
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-26
BrokerC
MKT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
-27
-27
74
3
false
Tax-aware sells next window
P3973
Hands-off
Roth
USD
2025-01-18
281,250
24,196
257,054
1
71.6
21.7
0
6.8
VNQ:33.5%;XLF:33.5%;TLT:33.0%
US:60.8;EU:18.3;APAC:13.3;EM:3.9;Other:3.8
Value:-0.1;Growth:+0.5;Quality:+0.4;Size:+0.8;Momentum:-0.8;LowVol:-0.8
ESGOnly
6
30
3.5
hard 10%
131
17.4
Sideways
20.4
3.58
2.1
111
-9
35
67
false
Rebalance
Shift +1% to bonds from equity
-15
-38
BrokerD
LMT
92
null
null
Normal monitoring
97
-57
84
5
false
Tighten stops on momentum names
P3974
Cautious
Roth
USD
2025-04-24
651,402
52,203
599,199
1
42.7
30.4
10.7
16.2
AMZN:17.8%;XLF:28.0%;MUB:26.1%;BND:28.0%
US:65.0;EU:11.6;APAC:12.7;EM:9.6;Other:1.2
Value:-0.9;Growth:+0.6;Quality:+0.8;Size:+0.6;Momentum:+1.0;LowVol:-0.5
ESGOnly;NoMargin
10
30
4.9
trailing 8%
146
15.3
Bull
11.4
4.13
2.6
78
112
100
33
false
Buy
Add to core equity +1%
12
7
BrokerC
MKT
97
null
null
Normal monitoring
119
-15
239
4
false
Increase defensive factor exposure
P3975
Active
Roth
USD
2024-07-21
1,893,035
136,335
1,756,700
1
50.6
26.5
15.1
7.8
AAPL:20.8%;BRK.B:22.5%;VNQ:22.5%;MUB:15.6%;HYG:18.6%
US:64.7;EU:16.1;APAC:11.7;EM:6.9;Other:0.5
Value:+0.9;Growth:-0.8;Quality:+0.6;Size:+0.3;Momentum:-0.8;LowVol:+0.5
NoDerivatives
5
25
4.3
trailing 8%
228
20.6
Sideways
15.9
4.54
2.3
99
30
74
48
false
Rebalance
Shift +1% to bonds from equity
-2
8
BrokerB
VWAP
96
null
null
Normal monitoring
75
-6
143
5
false
Tax-aware sells next window
P3976
Cautious
Trust
USD
2025-08-08
702,307
65,944
636,363
1
36.7
42.9
4.1
16.2
TSLA:22.0%;QQQ:17.8%;XLF:17.0%;AAPL:8.7%;BND:22.0%;TLT:12.5%
US:69.8;EU:7.8;APAC:9.7;EM:9.8;Other:2.9
Value:-0.7;Growth:+0.9;Quality:+0.5;Size:+1.0;Momentum:+0.7;LowVol:-0.2
ESGOnly;NoMargin
5
25
5.4
trailing 8%
155
17.3
Volatile
27.8
5.44
3.7
177
62
78
53
false
Hedge
Add TLT +1% as duration hedge
8
-22
BrokerA
MKT
98
null
null
Normal monitoring
1
-18
19
3
false
Monitor dispersion and breadth
P3977
Opportunistic
IRA
USD
2024-12-20
1,319,630
67,304
1,252,326
1
64.6
10.5
19.2
5.7
AMZN:33.3%;MUB:33.3%;BRK.B:33.3%
US:68.7;EU:8.1;APAC:12.2;EM:6.3;Other:4.7
Value:+0.4;Growth:-0.1;Quality:+0.4;Size:+0.1;Momentum:-0.0;LowVol:+1.0
MaxPos7%;NoDerivatives
10
30
6.1
trailing 7%
233
26.1
Volatile
30.5
3.7
2.5
178
71
100
74
true
Reduce
Cut high-beta by 2-3%, add cash
34
-10
BrokerB
MKT
92
RegimeShift
TightenStops
Volatility spike and breadth deterioration
29
-19
97
3
false
Monitor dispersion and breadth
P3978
Opportunistic
401k
USD
2025-07-14
598,492
27,852
570,640
1
63.2
10.5
19.5
6.8
VTI:19.3%;TLT:13.2%;XLF:20.9%;MSFT:13.4%;IEF:13.2%;AMZN:20.0%
US:71.0;EU:17.4;APAC:7.2;EM:3.7;Other:0.7
Value:-0.6;Growth:-1.0;Quality:+0.2;Size:+0.2;Momentum:-0.2;LowVol:-0.8
NoDerivatives
10
25
6.8
trailing 7%
223
28.5
Sideways
15.2
3.67
2.5
90
20
74
43
false
Sell
Trim extended winner -1%
13
7
BrokerB
LMT
91
null
null
Normal monitoring
-35
-56
40
4
false
Within IPS guidelines
P3979
Opportunistic
IRA
USD
2025-07-16
510,225
31,735
478,490
1.14
77.5
15.3
0.1
7
GLD:27.5%;QQQ:21.3%;AAPL:27.5%;IEF:23.8%
US:73.8;EU:8.1;APAC:12.4;EM:4.5;Other:1.2
Value:-0.9;Growth:+0.3;Quality:+0.4;Size:-0.1;Momentum:+0.6;LowVol:-0.4
null
6
30
4.1
hard 12%
277
23.9
Volatile
23.7
4.04
2.2
132
-11
43
69
false
NoAction
Within bands; monitor
16
-26
BrokerC
VWAP
89
null
null
Normal monitoring
-2
-6
32
5
false
Tax-aware sells next window
P3980
Systematic
Trust
USD
2025-06-18
733,932
62,180
671,752
1
67.8
23.4
2.2
6.6
XLF:22.5%;IEF:25.8%;GLD:25.8%;AMZN:25.8%
US:70.3;EU:9.9;APAC:12.4;EM:3.2;Other:4.3
Value:0.0;Growth:+0.1;Quality:+0.3;Size:-0.0;Momentum:-0.9;LowVol:-0.9
null
6
25
4.3
hard 12%
170
17.5
Volatile
20.1
5.28
2.7
159
8
64
58
false
Buy
Add to core equity +1%
-9
-38
BrokerB
LMT
91
null
null
Normal monitoring
-37
-1
88
5
false
Increase defensive factor exposure
P3981
Hands-off
Roth
USD
2025-10-22
236,525
15,513
221,012
1
64.1
24.3
2.3
9.3
BND:20.0%;QQQ:20.2%;XLF:22.9%;MUB:14.1%;HYG:22.9%
US:56.0;EU:17.8;APAC:12.1;EM:8.8;Other:5.2
Value:+0.7;Growth:-0.8;Quality:+0.7;Size:-1.0;Momentum:-0.4;LowVol:-1.0
null
6
35
5.6
trailing 8%
160
16
Bull
12.1
4.36
2.4
111
35
53
32
false
Sell
Trim extended winner -1%
27
-39
BrokerB
MKT
85
null
null
Normal monitoring
6
14
129
3
false
Increase defensive factor exposure
P3982
Hands-off
Taxable
USD
2025-09-02
677,830
36,574
641,256
1
59.4
28.8
2.2
9.6
AMZN:27.2%;XLF:18.5%;BND:27.2%;MUB:27.2%
US:69.3;EU:7.3;APAC:10.4;EM:11.4;Other:1.6
Value:+0.9;Growth:+0.6;Quality:-0.6;Size:-0.2;Momentum:-0.8;LowVol:+0.5
null
8
30
4.1
trailing 8%
105
15.4
Volatile
28.4
3.64
3.9
180
58
66
67
false
Rebalance
Shift +1% to bonds from equity
-4
-2
BrokerD
LMT
92
null
null
Normal monitoring
37
-10
175
5
false
Tax-aware sells next window
P3983
Cautious
Roth
USD
2025-02-13
246,952
33,407
213,545
1
42.4
37.6
9.1
10.8
AMZN:21.2%;QQQ:26.3%;MSFT:26.3%;MUB:26.3%
US:64.6;EU:12.8;APAC:12.6;EM:7.4;Other:2.7
Value:+0.8;Growth:+0.1;Quality:-0.3;Size:-0.6;Momentum:+0.9;LowVol:-0.9
MaxPos7%;NoMargin
10
25
5.1
trailing 8%
101
18.8
Volatile
31.9
4.26
2.9
119
38
81
61
false
Buy
Add to core equity +1%
0
0
BrokerC
MKT
94
null
null
Normal monitoring
-54
-55
55
5
false
Increase defensive factor exposure
P3984
Cautious
401k
USD
2025-06-04
355,559
30,093
325,466
1
38.4
42.4
5
14.2
MUB:33.3%;HYG:33.3%;QQQ:33.3%
US:59.4;EU:16.4;APAC:14.4;EM:7.6;Other:2.2
Value:+0.3;Growth:-0.4;Quality:+0.5;Size:-0.4;Momentum:+0.4;LowVol:-0.2
NoDerivatives;NoMargin
7
35
4.2
hard 10%
120
18.6
Volatile
29.3
4.17
2.4
129
73
74
61
false
Rebalance
Shift +1% to bonds from equity
3
-10
BrokerC
MKT
90
null
null
Normal monitoring
119
-33
180
5
false
Tighten stops on momentum names
P3985
Systematic
Taxable
USD
2025-09-22
1,301,594
112,704
1,188,890
1
61.5
27.6
2.7
8.2
BRK.B:23.5%;MUB:23.5%;IEF:14.9%;VOO:14.7%;VTI:23.5%
US:62.7;EU:12.5;APAC:11.1;EM:10.4;Other:3.3
Value:+0.1;Growth:-0.7;Quality:-0.2;Size:-0.6;Momentum:-0.0;LowVol:+0.6
null
7
25
5.6
trailing 8%
178
24.8
Sideways
21.8
4.16
3.1
92
-28
41
65
false
Rebalance
Shift +1% to bonds from equity
-12
-19
BrokerA
LMT
97
null
null
Normal monitoring
17
-16
27
4
false
Tighten stops on momentum names
P3986
Hands-off
Trust
USD
2025-02-12
587,497
55,271
532,226
1
67.5
17.6
6.1
8.8
AAPL:33.3%;TLT:33.3%;TSLA:33.3%
US:74.1;EU:5.9;APAC:8.3;EM:8.9;Other:2.8
Value:+0.4;Growth:-0.3;Quality:-0.0;Size:+0.2;Momentum:+0.9;LowVol:+0.3
null
5
35
3.3
trailing 8%
116
12.3
Bull
12.6
4.85
3
114
56
65
45
false
Hedge
Add TLT +1% as duration hedge
-8
9
BrokerC
MKT
86
null
null
Normal monitoring
26
-50
19
4
false
Monitor dispersion and breadth
P3987
Systematic
Trust
USD
2025-07-07
1,174,580
108,553
1,066,027
1
64.7
29.7
0
5.7
MUB:13.3%;MSFT:21.3%;IEF:10.3%;BND:21.3%;VOO:21.3%;BRK.B:12.7%
US:74.5;EU:8.2;APAC:9.3;EM:4.9;Other:3.1
Value:+0.4;Growth:-0.7;Quality:-0.3;Size:-0.3;Momentum:+0.1;LowVol:-0.2
NoDerivatives
7
25
5.8
trailing 9%
125
25.7
Bear
24.1
3.89
2.7
158
-84
5
65
false
Sell
Trim extended winner -1%
5
-16
BrokerD
MKT
92
null
null
Normal monitoring
-42
-3
45
4
false
Tighten stops on momentum names
P3988
Opportunistic
401k
USD
2025-07-19
338,999
16,467
322,532
1
69.2
18.4
5.2
7.3
BRK.B:20.5%;BND:24.0%;VTI:24.0%;IEF:18.9%;MSFT:12.6%
US:63.6;EU:13.0;APAC:12.9;EM:9.0;Other:1.6
Value:0.0;Growth:+0.3;Quality:-0.2;Size:+0.5;Momentum:+0.6;LowVol:-0.5
null
7
35
5.2
trailing 9%
170
31.3
Bear
33.7
4.02
1.9
130
-55
27
98
true
Reduce
Cut high-beta by 2-3%, add cash
20
-32
BrokerA
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-18
-22
72
2
false
Increase defensive factor exposure
P3989
Hands-off
Trust
USD
2025-11-28
248,362
13,500
234,862
1
60.3
23.5
8
8.1
MUB:28.9%;XLF:13.4%;TSLA:28.9%;BRK.B:28.9%
US:62.0;EU:15.6;APAC:8.4;EM:9.8;Other:4.1
Value:-0.4;Growth:+0.4;Quality:+0.2;Size:-0.2;Momentum:+0.2;LowVol:-0.6
ESGOnly
5
25
5.9
trailing 10%
155
13.1
Bull
14.2
4.19
3.2
79
14
43
51
false
Sell
Trim extended winner -1%
32
-2
BrokerD
VWAP
99
null
null
Normal monitoring
9
-14
147
4
false
Monitor dispersion and breadth
P3990
Cautious
Roth
USD
2025-11-01
606,950
50,470
556,480
1
40.9
40.8
6.2
12.1
VOO:23.5%;AMZN:23.5%;XLF:23.5%;VTI:20.4%;MUB:9.1%
US:68.3;EU:6.3;APAC:10.4;EM:10.5;Other:4.5
Value:+0.1;Growth:+0.9;Quality:+0.2;Size:+0.2;Momentum:+0.9;LowVol:-0.2
NoDerivatives;NoMargin
10
25
3
trailing 10%
129
17.2
Volatile
30.5
3.51
4.2
142
26
77
71
true
Reduce
Cut high-beta by 2-3%, add cash
4
-25
BrokerD
MKT
99
VAR>budget
Hedge
Risk above budget threshold
81
9
122
4
false
Tighten stops on momentum names
P3991
Active
Taxable
USD
2025-11-02
1,337,732
116,481
1,221,251
1.22
56.1
20.8
15.3
7.7
AMZN:33.3%;MSFT:33.3%;AAPL:33.3%
US:58.6;EU:17.1;APAC:11.9;EM:11.5;Other:1.0
Value:-0.2;Growth:+0.1;Quality:-0.5;Size:+0.3;Momentum:+0.4;LowVol:+0.6
NoDerivatives
10
30
5.9
hard 12%
219
18.5
Bull
11.7
4.09
3.3
86
42
77
39
false
Rebalance
Shift +1% to bonds from equity
21
1
BrokerA
LMT
88
null
null
Normal monitoring
119
-27
120
3
false
Tighten stops on momentum names
P3992
Opportunistic
Taxable
USD
2024-07-13
1,306,289
53,122
1,253,167
1
63.7
14.7
15.4
6.2
BND:21.7%;MUB:10.0%;TSLA:11.0%;VNQ:13.8%;IEF:21.7%;QQQ:21.7%
US:67.1;EU:17.2;APAC:9.5;EM:4.7;Other:1.6
Value:+0.7;Growth:-0.8;Quality:+0.6;Size:-0.4;Momentum:-0.9;LowVol:-0.6
MaxPos5%
5
25
6.8
trailing 9%
219
21.8
Bull
11
4.14
3.3
96
72
76
46
false
Sell
Trim extended winner -1%
10
-29
BrokerA
VWAP
96
null
null
Normal monitoring
13
-54
114
3
false
Tighten stops on momentum names
P3993
Active
Roth
USD
2025-04-03
2,477,636
210,006
2,267,630
1.12
50.7
20
22.4
6.9
HYG:23.1%;BRK.B:23.1%;TLT:23.1%;MSFT:7.8%;VOO:23.1%
US:63.7;EU:6.0;APAC:16.3;EM:13.3;Other:0.7
Value:-0.5;Growth:-0.5;Quality:-0.4;Size:+0.4;Momentum:-0.9;LowVol:-0.8
null
10
25
4.3
trailing 9%
223
23.4
Sideways
19.3
4.51
2.3
120
-10
35
54
false
Rebalance
Shift +1% to bonds from equity
24
6
BrokerD
MKT
85
null
null
Normal monitoring
-51
-7
86
4
false
Tighten stops on momentum names
P3994
Cautious
401k
USD
2025-01-26
538,818
72,237
466,581
1
41.3
42.4
0
16.3
GLD:33.3%;MUB:33.3%;TSLA:33.3%
US:66.5;EU:13.9;APAC:9.4;EM:7.5;Other:2.8
Value:-0.6;Growth:-0.5;Quality:+0.5;Size:-0.2;Momentum:-0.9;LowVol:-0.2
MaxPos7%;NoMargin
10
30
5.7
trailing 8%
97
15.8
Sideways
19.2
4.23
3
133
58
92
46
false
Sell
Trim extended winner -1%
-3
-32
BrokerB
LMT
90
null
null
Normal monitoring
-16
-2
79
5
false
Tighten stops on momentum names
P3995
Opportunistic
Roth
USD
2025-12-03
1,097,965
90,474
1,007,491
1.15
69.9
20.9
0.4
8.8
MSFT:25.3%;TLT:25.3%;BRK.B:24.1%;XLF:25.3%
US:66.4;EU:14.6;APAC:12.6;EM:4.4;Other:2.0
Value:+0.1;Growth:+0.1;Quality:-0.3;Size:-0.2;Momentum:-0.1;LowVol:+1.0
MaxPos7%;NoDerivatives
6
25
4.5
trailing 7%
250
27.4
Volatile
31.2
4.85
2
129
52
80
90
true
Reduce
Cut high-beta by 2-3%, add cash
-7
-39
BrokerD
LMT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
112
-37
216
4
false
Tax-aware sells next window
P3996
Active
401k
USD
2025-12-16
1,776,338
110,279
1,666,059
1
53.1
27.8
10.7
8.4
QQQ:27.6%;MUB:27.6%;GLD:27.6%;TSLA:17.3%
US:68.9;EU:12.8;APAC:12.6;EM:2.8;Other:2.9
Value:+0.1;Growth:+0.6;Quality:-0.4;Size:-0.4;Momentum:+0.3;LowVol:-0.5
MaxPos7%
6
35
5.5
trailing 8%
220
21
Volatile
24.1
3.74
4.2
119
-42
42
57
false
Buy
Add to core equity +1%
16
-35
BrokerA
LMT
89
null
null
Normal monitoring
76
13
106
5
false
Tighten stops on momentum names
P3997
Hands-off
IRA
USD
2025-08-02
254,855
24,841
230,014
1
60.6
25.3
4.7
9.4
GLD:22.3%;BRK.B:18.7%;VTI:22.3%;TSLA:14.5%;MUB:22.3%
US:58.2;EU:12.3;APAC:16.4;EM:8.3;Other:4.9
Value:-0.0;Growth:0.0;Quality:-0.3;Size:-0.8;Momentum:-0.0;LowVol:-0.1
MaxPos7%
5
35
4.1
hard 10%
141
12.8
Volatile
23.6
5.23
4
132
72
79
64
false
Buy
Add to core equity +1%
-10
-38
BrokerA
LMT
87
null
null
Normal monitoring
104
8
207
3
false
Increase defensive factor exposure
P3998
Hands-off
Roth
USD
2024-08-21
674,198
43,512
630,686
1
65
27.7
0
7.3
VNQ:37.7%;QQQ:24.6%;MSFT:37.7%
US:60.5;EU:17.3;APAC:11.0;EM:9.1;Other:2.1
Value:+0.7;Growth:+0.9;Quality:-0.6;Size:+0.2;Momentum:-1.0;LowVol:+0.5
ESGOnly;NoDerivatives
10
35
5.9
trailing 10%
92
19.9
Volatile
22.7
3.86
3.3
156
-51
12
72
true
Hedge
Buy index puts 1% notional
-11
3
BrokerC
LMT
99
VAR>budget
Reduce
Risk above budget threshold
118
-44
184
2
false
Tax-aware sells next window
P3999
Active
Roth
USD
2025-04-18
2,167,629
220,978
1,946,651
1
56.4
21.6
15.8
6.2
QQQ:33.3%;TSLA:33.3%;XLF:33.3%
US:66.8;EU:15.4;APAC:7.0;EM:7.5;Other:3.4
Value:-0.1;Growth:+0.9;Quality:+0.1;Size:+0.9;Momentum:-0.9;LowVol:+0.2
null
8
35
5.4
hard 12%
192
24.6
Bear
29.1
3.45
1.3
148
-77
11
71
true
Hedge
Buy index puts 1% notional
-12
-40
BrokerB
VWAP
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
26
-20
103
4
false
Tighten stops on momentum names
P4000
Opportunistic
Trust
USD
2025-03-27
1,636,177
106,503
1,529,674
1.22
73.5
16.9
3.7
5.9
AAPL:33.3%;GLD:33.3%;HYG:33.3%
US:61.9;EU:10.2;APAC:15.4;EM:10.5;Other:2.1
Value:-0.6;Growth:+0.7;Quality:+0.5;Size:-0.1;Momentum:-0.3;LowVol:+0.5
NoDerivatives
6
30
5.1
hard 12%
258
25.7
Sideways
14.9
3.71
2.3
118
8
43
59
false
Buy
Add to core equity +1%
1
-27
BrokerC
LMT
98
null
null
Normal monitoring
54
6
159
5
false
Increase defensive factor exposure