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
P0401
Hands-off
401k
USD
2025-07-05
651,463
60,768
590,695
1
57.6
15.7
19.6
7.1
HYG:33.3%;MSFT:33.3%;AAPL:33.3%
US:62.5;EU:16.9;APAC:13.0;EM:6.5;Other:1.1
Value:+0.5;Growth:-0.5;Quality:+0.2;Size:+0.4;Momentum:-0.2;LowVol:+0.8
null
5
25
4.6
trailing 8%
163
12.6
Volatile
31.2
3.78
3.2
123
53
77
67
false
Hedge
Add TLT +1% as duration hedge
-7
3
BrokerD
LMT
88
null
null
Normal monitoring
12
-12
140
4
false
Tax-aware sells next window
P0402
Active
401k
USD
2025-11-17
1,418,037
109,457
1,308,580
1.12
65.2
25.6
0
9.2
HYG:21.5%;MSFT:26.4%;BND:25.7%;VOO:26.4%
US:65.8;EU:13.1;APAC:6.0;EM:10.5;Other:4.6
Value:-0.7;Growth:-0.5;Quality:-0.4;Size:-0.2;Momentum:-0.8;LowVol:-0.5
MaxPos6%
10
25
4.4
trailing 8%
183
23.2
Bull
12.3
4.42
2.6
114
7
46
50
false
Sell
Trim extended winner -1%
24
-17
BrokerB
LMT
86
null
null
Normal monitoring
-60
11
78
5
false
Within IPS guidelines
P0403
Active
Trust
USD
2025-11-13
1,736,991
178,314
1,558,677
1
59.5
20.4
10.4
9.7
MUB:27.1%;VTI:18.8%;HYG:27.1%;IEF:27.1%
US:64.7;EU:16.5;APAC:9.6;EM:8.0;Other:1.3
Value:+0.1;Growth:+0.7;Quality:-0.3;Size:+0.2;Momentum:-0.7;LowVol:+0.4
MaxPos5%
6
35
4.3
trailing 8%
166
18.1
Sideways
16.4
3.99
2.6
129
7
53
39
false
Buy
Add to core equity +1%
31
-21
BrokerD
LMT
99
null
null
Normal monitoring
76
-39
216
3
false
Monitor dispersion and breadth
P0404
Hands-off
Taxable
USD
2025-08-06
661,959
59,805
602,154
1
59.7
25
9.5
5.9
QQQ:20.8%;GLD:11.6%;AMZN:22.5%;MUB:22.5%;VNQ:22.5%
US:79.0;EU:5.9;APAC:8.0;EM:6.8;Other:0.3
Value:-0.8;Growth:+0.6;Quality:-0.5;Size:-0.1;Momentum:+0.8;LowVol:+0.8
NoDerivatives
5
35
4
trailing 8%
110
15.2
Sideways
16.7
4.91
2.7
135
22
69
58
false
Hedge
Add TLT +1% as duration hedge
18
-8
BrokerB
MKT
98
null
null
Normal monitoring
111
-49
226
5
false
Within IPS guidelines
P0405
Opportunistic
Trust
USD
2024-11-08
1,330,877
99,034
1,231,843
1
64.9
16.1
12.6
6.4
IEF:33.3%;MSFT:33.3%;TSLA:33.3%
US:71.4;EU:10.6;APAC:7.6;EM:8.4;Other:1.9
Value:+0.1;Growth:+0.3;Quality:-0.3;Size:+0.8;Momentum:+0.2;LowVol:+0.7
NoDerivatives
6
35
4.9
trailing 9%
187
32.4
Bull
17.5
4.32
2.7
102
99
100
44
false
Rebalance
Shift +1% to bonds from equity
23
-39
BrokerD
MKT
94
null
null
Normal monitoring
-31
-7
7
3
false
Within IPS guidelines
P0406
Opportunistic
401k
USD
2024-08-22
1,131,695
98,182
1,033,513
1.06
74
16.7
2.5
6.8
QQQ:30.6%;MUB:30.6%;HYG:18.2%;VOO:20.5%
US:61.0;EU:19.6;APAC:8.9;EM:8.2;Other:2.3
Value:+0.4;Growth:-0.7;Quality:+0.4;Size:-0.7;Momentum:-0.1;LowVol:+0.3
null
5
30
4
trailing 9%
208
21.7
Bull
14.6
4.45
3.3
78
21
73
54
false
NoAction
Within bands; monitor
3
-37
BrokerC
LMT
85
null
null
Normal monitoring
-10
16
-17
5
false
Monitor dispersion and breadth
P0407
Systematic
Taxable
USD
2024-12-19
795,575
62,383
733,192
1
62.4
21.6
6.3
9.7
AAPL:33.3%;MSFT:33.3%;TLT:33.3%
US:65.8;EU:13.3;APAC:9.1;EM:11.0;Other:0.8
Value:0.0;Growth:+0.3;Quality:-0.9;Size:-0.7;Momentum:+0.2;LowVol:+0.1
MaxPos7%
7
25
5.8
trailing 8%
230
24.2
Bull
11.9
4.97
3.5
83
45
80
50
false
Sell
Trim extended winner -1%
12
-33
BrokerA
MKT
96
null
null
Normal monitoring
42
-4
76
5
false
Increase defensive factor exposure
P0408
Cautious
Trust
USD
2025-01-17
858,602
135,716
722,886
1
38.7
33.4
11.4
16.5
TSLA:33.3%;QQQ:33.3%;BRK.B:33.3%
US:65.5;EU:11.2;APAC:13.2;EM:9.2;Other:0.8
Value:+0.3;Growth:+0.5;Quality:-0.7;Size:+0.6;Momentum:-0.9;LowVol:+0.2
ESGOnly;NoDerivatives;NoMargin
7
35
4.4
trailing 8%
150
12.3
Volatile
30.3
4.4
2.3
171
65
92
72
true
Hedge
Buy index puts 1% notional
18
-17
BrokerD
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-25
-12
52
4
false
Within IPS guidelines
P0409
Systematic
401k
USD
2025-12-15
1,166,781
99,601
1,067,180
1
66.5
22.2
5.3
6
TLT:23.8%;BND:23.8%;VOO:23.8%;QQQ:9.5%;BRK.B:19.0%
US:62.9;EU:11.0;APAC:15.1;EM:6.2;Other:4.8
Value:-0.8;Growth:-0.8;Quality:-0.1;Size:-0.6;Momentum:+0.3;LowVol:+0.9
null
7
35
5.4
trailing 8%
202
19
Bull
16.7
3.89
3.1
78
81
85
59
false
Sell
Trim extended winner -1%
15
-18
BrokerC
LMT
91
null
null
Normal monitoring
-21
-31
57
3
false
Tighten stops on momentum names
P0410
Active
Roth
USD
2025-05-25
2,420,431
244,990
2,175,441
1
58.5
19.6
12.6
9.3
AMZN:10.6%;IEF:22.4%;GLD:22.4%;TLT:22.4%;QQQ:22.4%
US:64.5;EU:19.1;APAC:5.4;EM:10.6;Other:0.4
Value:-1.0;Growth:-0.1;Quality:+0.5;Size:-0.8;Momentum:+0.1;LowVol:+0.6
null
5
35
5.6
hard 12%
163
16.6
Bull
16.5
3.8
3
70
15
63
52
false
Sell
Trim extended winner -1%
24
-29
BrokerD
MKT
87
null
null
Normal monitoring
-20
-50
-24
3
false
Increase defensive factor exposure
P0411
Opportunistic
IRA
USD
2025-11-21
1,295,218
101,484
1,193,734
1
63.6
20
11.7
4.7
TSLA:24.2%;XLF:25.3%;IEF:25.3%;AMZN:25.3%
US:63.1;EU:20.0;APAC:5.8;EM:9.1;Other:2.0
Value:-1.0;Growth:-1.0;Quality:0.0;Size:-0.6;Momentum:-0.9;LowVol:+1.0
null
7
30
4.1
hard 12%
222
25.9
Sideways
17.7
3.88
2.7
98
11
59
63
false
Rebalance
Shift +1% to bonds from equity
35
-11
BrokerA
LMT
88
null
null
Normal monitoring
73
19
196
3
false
Tighten stops on momentum names
P0412
Active
Taxable
USD
2024-07-30
2,329,660
206,127
2,123,533
1.23
63.9
29.9
0
6.2
TLT:19.6%;BRK.B:26.8%;AAPL:26.8%;TSLA:26.8%
US:69.3;EU:15.6;APAC:4.7;EM:9.0;Other:1.4
Value:-0.2;Growth:-0.2;Quality:-0.2;Size:-0.6;Momentum:-0.8;LowVol:-0.9
NoDerivatives
6
30
4.8
trailing 9%
202
20.8
Volatile
21.1
4.01
2.3
115
11
70
54
false
Rebalance
Shift +1% to bonds from equity
12
-32
BrokerD
MKT
99
null
null
Normal monitoring
-4
-53
6
3
false
Tighten stops on momentum names
P0413
Active
401k
USD
2025-11-12
1,042,986
102,456
940,530
1.1
54.5
27.9
11.5
6
MSFT:33.3%;TSLA:33.3%;QQQ:33.3%
US:68.1;EU:13.1;APAC:10.7;EM:7.3;Other:0.8
Value:-0.8;Growth:-0.4;Quality:-0.9;Size:-0.6;Momentum:-0.1;LowVol:+0.5
MaxPos6%
6
30
5
hard 12%
174
17.9
Volatile
30.4
5.5
3.4
153
59
84
74
true
Reduce
Cut high-beta by 2-3%, add cash
23
-40
BrokerA
LMT
97
RegimeShift
Reduce
Volatility spike and breadth deterioration
26
-49
151
2
false
Monitor dispersion and breadth
P0414
Opportunistic
401k
USD
2025-12-06
1,696,310
51,056
1,645,254
1
75.4
16.8
0
7.8
VNQ:21.0%;MUB:20.4%;BND:12.0%;XLF:21.0%;HYG:12.9%;VTI:12.7%
US:63.0;EU:16.1;APAC:6.8;EM:12.4;Other:1.7
Value:-0.0;Growth:+0.2;Quality:+0.1;Size:+1.0;Momentum:-0.1;LowVol:-0.3
null
8
30
5.5
hard 12%
233
29.6
Bear
23.8
4.48
2.3
199
10
49
79
true
Hedge
Buy index puts 1% notional
27
-10
BrokerD
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
35
-42
79
4
false
Monitor dispersion and breadth
P0415
Active
401k
USD
2025-02-27
2,042,512
177,100
1,865,412
1
66.1
24.5
0
9.5
XLF:33.3%;AMZN:33.3%;QQQ:33.3%
US:63.1;EU:13.2;APAC:9.8;EM:10.4;Other:3.6
Value:+0.7;Growth:-0.4;Quality:+0.9;Size:+0.7;Momentum:+0.8;LowVol:+0.1
null
5
25
5
trailing 8%
216
21.9
Bull
15.3
4.68
2.3
115
15
61
51
false
Rebalance
Shift +1% to bonds from equity
18
9
BrokerB
MKT
86
null
null
Normal monitoring
-42
13
45
4
false
Tax-aware sells next window
P0416
Cautious
Trust
USD
2024-09-14
708,873
81,678
627,195
1
36.3
30.6
22.4
10.8
MSFT:25.0%;AAPL:25.0%;VTI:25.0%;TSLA:25.0%
US:71.2;EU:12.5;APAC:11.0;EM:2.9;Other:2.4
Value:-0.6;Growth:-0.6;Quality:+0.1;Size:+0.2;Momentum:+0.6;LowVol:+0.4
ESGOnly;MaxPos8%;NoMargin
6
30
3
trailing 10%
94
12.3
Bear
33.2
3.83
2.5
156
-66
32
73
true
Hedge
Buy index puts 1% notional
0
11
BrokerB
LMT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-8
8
-9
4
false
Within IPS guidelines
P0417
Opportunistic
401k
USD
2024-12-03
1,347,024
113,800
1,233,224
1
61.4
13.6
17
8
BND:15.6%;BRK.B:20.7%;AMZN:20.7%;HYG:17.5%;GLD:17.3%;VNQ:8.1%
US:72.0;EU:14.5;APAC:6.7;EM:5.4;Other:1.4
Value:+0.7;Growth:-0.0;Quality:-0.5;Size:-0.3;Momentum:+0.8;LowVol:-0.4
MaxPos6%
8
25
5.3
trailing 9%
275
30.9
Bull
11.1
4.16
2
106
47
74
41
true
Rebalance
Rebalance back to target bands
-8
-28
BrokerB
LMT
93
RegimeShift
TightenStops
Volatility spike and breadth deterioration
30
-28
161
3
false
Tighten stops on momentum names
P0418
Hands-off
Roth
USD
2025-07-30
295,924
18,316
277,608
1
66.1
20.3
8.4
5.3
TSLA:16.3%;GLD:20.1%;BND:14.5%;MSFT:17.6%;HYG:12.5%;VOO:19.0%
US:67.2;EU:8.4;APAC:12.4;EM:7.7;Other:4.3
Value:+0.1;Growth:-0.5;Quality:+0.9;Size:+0.3;Momentum:+0.2;LowVol:+0.6
null
6
30
3.3
hard 10%
142
19.3
Volatile
27.8
5.17
2.2
110
5
37
76
true
Rebalance
Rebalance back to target bands
29
-12
BrokerD
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
93
14
198
2
false
Tax-aware sells next window
P0419
Hands-off
IRA
USD
2024-08-15
459,144
20,702
438,442
1
63.5
26.7
0
9.8
TSLA:28.0%;VNQ:28.0%;VTI:16.1%;BRK.B:28.0%
US:72.9;EU:8.8;APAC:10.9;EM:4.8;Other:2.6
Value:+0.8;Growth:+0.8;Quality:+0.7;Size:-0.9;Momentum:-0.8;LowVol:+0.8
ESGOnly
10
30
4.3
trailing 10%
112
16.2
Volatile
22.1
5.01
3.7
120
44
86
63
false
Hedge
Add TLT +1% as duration hedge
-5
-4
BrokerA
MKT
92
null
null
Normal monitoring
-42
16
-17
5
false
Monitor dispersion and breadth
P0420
Active
Trust
USD
2025-06-23
1,413,663
127,179
1,286,484
1.17
62.5
29.9
0
7.6
BRK.B:22.5%;TLT:13.4%;HYG:11.7%;GLD:15.7%;IEF:14.1%;TSLA:22.5%
US:69.1;EU:12.0;APAC:4.6;EM:9.9;Other:4.4
Value:-0.4;Growth:-0.3;Quality:-0.1;Size:-0.9;Momentum:-0.7;LowVol:+0.5
null
7
25
5.9
hard 12%
150
27.3
Volatile
20.7
5.22
2.3
152
-41
36
62
false
Buy
Add to core equity +1%
21
-32
BrokerA
MKT
94
null
null
Normal monitoring
-11
16
49
3
false
Increase defensive factor exposure
P0421
Active
Taxable
USD
2025-09-19
1,871,154
134,599
1,736,555
1
59.6
25
9.2
6.3
VTI:33.3%;QQQ:33.3%;MUB:33.3%
US:63.5;EU:12.9;APAC:10.0;EM:12.4;Other:1.3
Value:-0.5;Growth:-0.5;Quality:-0.3;Size:+0.8;Momentum:+0.7;LowVol:+0.4
null
5
35
5.8
trailing 9%
182
17.8
Bull
15
4.66
2.3
87
106
88
55
false
Sell
Trim extended winner -1%
-4
-13
BrokerC
LMT
95
null
null
Normal monitoring
-8
-19
-32
3
false
Tighten stops on momentum names
P0422
Cautious
401k
USD
2024-11-07
501,767
73,432
428,335
1
42.9
43.4
0.2
13.4
AAPL:26.8%;TSLA:19.7%;AMZN:26.8%;BRK.B:26.8%
US:68.1;EU:10.1;APAC:13.5;EM:3.6;Other:4.6
Value:+0.9;Growth:-1.0;Quality:-0.9;Size:+0.2;Momentum:-1.0;LowVol:+1.0
ESGOnly;NoMargin
10
30
5.7
trailing 8%
143
12.4
Bull
17.6
4.4
2.1
103
25
73
47
false
Buy
Add to core equity +1%
6
-17
BrokerD
MKT
97
null
null
Normal monitoring
-32
-42
74
3
false
Monitor dispersion and breadth
P0423
Cautious
Roth
USD
2024-09-17
332,951
50,685
282,266
1
44.3
35.1
7.4
13.1
TSLA:22.2%;GLD:21.3%;AMZN:21.5%;MSFT:13.5%;IEF:21.4%
US:65.2;EU:10.0;APAC:8.7;EM:10.7;Other:5.5
Value:-0.6;Growth:-0.1;Quality:+0.6;Size:-0.8;Momentum:-0.3;LowVol:+0.2
NoMargin
10
35
5.5
trailing 8%
165
14.8
Volatile
25.9
3.54
2.7
130
24
71
50
false
Rebalance
Shift +1% to bonds from equity
15
-23
BrokerA
MKT
91
null
null
Normal monitoring
9
-52
116
3
false
Within IPS guidelines
P0424
Systematic
401k
USD
2024-09-30
577,527
52,827
524,700
1
60.2
28.8
2.7
8.3
AAPL:33.3%;BND:33.3%;AMZN:33.3%
US:65.4;EU:8.2;APAC:14.7;EM:11.1;Other:0.7
Value:+0.3;Growth:-1.0;Quality:-0.8;Size:-1.0;Momentum:+1.0;LowVol:+0.1
null
8
30
5.5
hard 12%
135
18.8
Volatile
26.5
5.32
3.4
151
33
60
75
true
Hedge
Buy index puts 1% notional
-1
-34
BrokerB
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-57
20
-25
3
false
Increase defensive factor exposure
P0425
Systematic
Roth
USD
2025-03-24
527,875
30,703
497,172
1
62.4
30.4
0
7.2
VTI:21.5%;BRK.B:18.9%;AAPL:21.5%;TSLA:16.5%;IEF:21.5%
US:63.6;EU:10.0;APAC:12.5;EM:12.2;Other:1.7
Value:-1.0;Growth:+0.2;Quality:-0.6;Size:-0.3;Momentum:-0.1;LowVol:-0.7
null
6
30
5.7
trailing 8%
148
20.7
Volatile
26.3
4.44
2.4
149
14
59
78
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-27
BrokerD
LMT
96
VAR>budget
Reduce
Risk above budget threshold
-53
19
-10
5
false
Tax-aware sells next window
P0426
Opportunistic
Taxable
USD
2024-11-12
794,456
24,403
770,053
1.17
73.5
16.9
3.5
6.1
MSFT:33.3%;TSLA:33.3%;MUB:33.3%
US:67.2;EU:14.8;APAC:11.3;EM:4.6;Other:2.1
Value:+0.8;Growth:+0.9;Quality:+0.6;Size:+0.7;Momentum:+0.6;LowVol:0.0
null
7
25
5.6
hard 12%
238
30.3
Bull
11.1
3.63
2.2
98
112
100
41
false
Rebalance
Shift +1% to bonds from equity
18
-19
BrokerB
LMT
95
null
null
Normal monitoring
76
-10
181
3
false
Within IPS guidelines
P0427
Opportunistic
Trust
USD
2024-08-16
1,546,663
54,960
1,491,703
1.15
66.5
21.2
6.3
6
MSFT:8.5%;TLT:21.7%;BND:8.4%;MUB:18.0%;HYG:21.7%;BRK.B:21.7%
US:61.5;EU:14.8;APAC:15.6;EM:5.0;Other:3.0
Value:-0.8;Growth:+0.1;Quality:+0.2;Size:-0.9;Momentum:+0.1;LowVol:+0.5
MaxPos6%;NoDerivatives
7
35
5.9
trailing 7%
172
25.2
Sideways
15.7
3.6
3.4
107
-14
49
56
false
Hedge
Add TLT +1% as duration hedge
-11
11
BrokerC
MKT
99
null
null
Normal monitoring
-5
18
50
3
false
Tax-aware sells next window
P0428
Opportunistic
401k
USD
2024-12-11
818,729
63,690
755,039
1.14
76.9
12.3
5.3
5.5
MUB:14.3%;MSFT:19.8%;HYG:20.8%;VOO:22.6%;XLF:22.6%
US:67.0;EU:13.9;APAC:11.9;EM:3.4;Other:3.9
Value:-0.3;Growth:-0.4;Quality:+0.1;Size:-0.7;Momentum:+0.5;LowVol:-0.4
NoDerivatives
10
25
4
trailing 7%
209
24.3
Bear
28.2
3.31
2.2
214
-115
5
80
true
Hedge
Buy index puts 1% notional
7
-17
BrokerA
VWAP
90
Drift>tolerance
Pause
Allocation drift beyond policy bands
31
-40
109
5
false
Within IPS guidelines
P0429
Hands-off
IRA
USD
2025-04-22
530,038
47,956
482,082
1
66.6
26.3
0
7.2
AMZN:29.1%;VTI:26.8%;IEF:29.1%;AAPL:15.1%
US:69.9;EU:6.3;APAC:13.2;EM:6.7;Other:3.9
Value:-0.8;Growth:-0.3;Quality:-0.5;Size:+0.5;Momentum:-0.5;LowVol:0.0
null
6
30
3.8
hard 10%
136
12.2
Volatile
30.1
5.42
4.3
133
-22
24
82
true
Rebalance
Rebalance back to target bands
30
-11
BrokerC
MKT
87
VAR>budget
Hedge
Risk above budget threshold
-20
-40
23
4
false
Tighten stops on momentum names
P0430
Active
IRA
USD
2025-07-27
1,725,844
126,558
1,599,286
1
59.2
20.8
10.2
9.8
AAPL:22.9%;MSFT:17.6%;VOO:22.9%;TLT:13.9%;HYG:22.9%
US:60.2;EU:20.0;APAC:12.8;EM:5.6;Other:1.4
Value:-0.8;Growth:0.0;Quality:+1.0;Size:+0.4;Momentum:+0.6;LowVol:0.0
MaxPos6%
7
35
6
hard 12%
148
22
Sideways
16.1
4.18
2.1
107
36
53
57
false
Buy
Add to core equity +1%
-1
-16
BrokerD
MKT
88
null
null
Normal monitoring
0
16
76
4
false
Tax-aware sells next window
P0431
Opportunistic
Roth
USD
2025-06-15
1,475,569
114,813
1,360,756
1.21
72.5
14.6
5
7.9
BND:25.3%;BRK.B:25.3%;VNQ:25.3%;AAPL:24.0%
US:70.4;EU:10.3;APAC:11.1;EM:5.8;Other:2.5
Value:+0.7;Growth:-0.1;Quality:+0.2;Size:-0.1;Momentum:-0.5;LowVol:+1.0
MaxPos7%;NoDerivatives
10
25
4.2
trailing 9%
240
26.4
Bull
14.3
4.92
2.2
71
30
56
44
false
Rebalance
Shift +1% to bonds from equity
6
12
BrokerA
LMT
87
null
null
Normal monitoring
22
20
113
4
false
Increase defensive factor exposure
P0432
Active
IRA
USD
2025-07-02
2,047,040
172,406
1,874,634
1
51.6
27.4
13
8
AMZN:33.3%;TSLA:33.3%;BND:33.3%
US:55.8;EU:19.0;APAC:8.5;EM:12.9;Other:3.8
Value:-0.3;Growth:-0.7;Quality:+0.9;Size:-1.0;Momentum:-0.6;LowVol:+0.7
MaxPos8%;NoDerivatives
8
25
5.9
trailing 9%
229
27.6
Sideways
18.2
4.66
2.5
112
-24
38
52
false
Rebalance
Shift +1% to bonds from equity
17
-32
BrokerD
VWAP
91
null
null
Normal monitoring
14
-22
12
3
false
Within IPS guidelines
P0433
Hands-off
IRA
USD
2025-12-18
230,828
21,728
209,100
1
57
18.6
17.3
7.1
MSFT:33.3%;BND:33.3%;AAPL:33.3%
US:52.2;EU:19.9;APAC:12.3;EM:11.9;Other:3.8
Value:+0.4;Growth:+0.3;Quality:+0.5;Size:-0.5;Momentum:-0.6;LowVol:-0.7
ESGOnly;MaxPos7%;NoDerivatives
5
25
4.8
trailing 8%
105
15.7
Bull
16.6
4.21
2.3
112
104
100
51
true
Hedge
Buy index puts 1% notional
31
-14
BrokerA
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-47
-10
24
3
false
Within IPS guidelines
P0434
Opportunistic
Trust
USD
2025-01-16
1,052,847
94,642
958,205
1
76.2
11
4.7
8.1
BND:12.0%;XLF:9.4%;MUB:22.2%;GLD:16.8%;TLT:18.7%;MSFT:20.9%
US:72.0;EU:13.6;APAC:5.5;EM:5.0;Other:3.8
Value:+0.7;Growth:0.0;Quality:-0.7;Size:+0.9;Momentum:-0.6;LowVol:+0.8
null
10
30
5.5
trailing 7%
204
32.1
Volatile
24.3
4.48
2.5
173
-44
33
80
true
Rebalance
Rebalance back to target bands
21
-39
BrokerD
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-29
-16
-69
5
false
Increase defensive factor exposure
P0435
Opportunistic
Trust
USD
2024-08-25
1,149,350
37,913
1,111,437
1
71.1
17.1
6.4
5.4
MSFT:21.4%;BRK.B:21.4%;TSLA:14.3%;BND:21.4%;XLF:21.4%
US:63.8;EU:8.1;APAC:13.3;EM:9.6;Other:5.2
Value:+0.7;Growth:+0.1;Quality:-0.8;Size:+0.3;Momentum:-0.1;LowVol:-0.8
MaxPos5%
8
35
5.5
trailing 9%
259
33.2
Volatile
20.2
4.46
4
118
31
74
55
false
Buy
Add to core equity +1%
-12
-36
BrokerD
MKT
88
null
null
Normal monitoring
78
-57
196
4
false
Monitor dispersion and breadth
P0436
Active
401k
USD
2025-09-11
1,987,900
209,320
1,778,580
1
68
21.3
4.7
5.9
XLF:5.8%;VOO:17.1%;TLT:18.4%;QQQ:20.7%;GLD:17.1%;VTI:20.7%
US:66.2;EU:14.4;APAC:8.4;EM:10.2;Other:0.7
Value:+0.7;Growth:+0.9;Quality:+0.7;Size:-0.5;Momentum:0.0;LowVol:+0.1
NoDerivatives
6
25
5.2
trailing 8%
216
27.4
Bear
26.7
3.35
2.3
147
-91
6
72
true
Rebalance
Rebalance back to target bands
-5
9
BrokerD
LMT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
105
-20
193
2
false
Monitor dispersion and breadth
P0437
Hands-off
Roth
USD
2025-01-09
262,900
11,014
251,886
1
72.6
16.7
5.1
5.5
QQQ:33.3%;GLD:33.3%;TSLA:33.3%
US:69.9;EU:11.7;APAC:5.7;EM:8.3;Other:4.5
Value:-0.3;Growth:-0.6;Quality:-0.3;Size:-0.2;Momentum:+0.6;LowVol:-0.7
ESGOnly;NoDerivatives
5
35
5.6
trailing 8%
150
17.5
Bear
27.5
3.66
1.6
133
0
54
70
false
Rebalance
Shift +1% to bonds from equity
5
-28
BrokerC
MKT
88
null
null
Normal monitoring
95
-27
170
5
false
Tax-aware sells next window
P0438
Cautious
Trust
USD
2025-12-05
872,912
83,219
789,693
1
41.7
31.4
10.2
16.7
BND:18.0%;VTI:26.7%;VOO:27.7%;AMZN:27.7%
US:66.7;EU:11.4;APAC:13.0;EM:8.5;Other:0.3
Value:+0.7;Growth:-0.7;Quality:+0.5;Size:-0.8;Momentum:+0.9;LowVol:+0.1
MaxPos6%;NoMargin
7
30
4.8
trailing 8%
120
15.7
Bull
17.1
3.87
3.4
82
92
100
43
true
Reduce
Cut high-beta by 2-3%, add cash
18
-9
BrokerB
LMT
86
VAR>budget
Hedge
Risk above budget threshold
-6
-50
124
4
false
Monitor dispersion and breadth
P0439
Cautious
Roth
USD
2025-08-29
168,037
23,102
144,935
1
43.2
37.3
9.3
10.2
VTI:23.2%;VNQ:24.1%;AAPL:24.1%;QQQ:18.3%;TLT:10.3%
US:64.7;EU:20.3;APAC:11.1;EM:3.6;Other:0.3
Value:+0.5;Growth:-0.5;Quality:+0.5;Size:-0.9;Momentum:+1.0;LowVol:+0.8
NoMargin
8
35
4.7
trailing 8%
94
19.9
Bull
12.9
4.65
2.2
103
12
62
26
false
Buy
Add to core equity +1%
17
-24
BrokerB
VWAP
90
null
null
Normal monitoring
-30
19
94
3
false
Increase defensive factor exposure
P0440
Hands-off
Taxable
USD
2025-07-29
363,218
20,514
342,704
1
58.2
15.6
18.5
7.7
HYG:23.1%;VOO:12.5%;TLT:23.1%;MUB:20.0%;AMZN:21.4%
US:61.9;EU:19.3;APAC:8.3;EM:10.4;Other:0.1
Value:-0.8;Growth:-0.1;Quality:+0.1;Size:-0.5;Momentum:-0.6;LowVol:+0.4
ESGOnly;MaxPos7%
7
35
5.7
trailing 10%
145
15
Sideways
14.6
3.86
2.8
122
22
60
35
false
Rebalance
Shift +1% to bonds from equity
-4
9
BrokerA
LMT
91
null
null
Normal monitoring
28
-19
136
5
false
Tighten stops on momentum names
P0441
Hands-off
401k
USD
2024-07-09
771,770
63,307
708,463
1
62.8
29.2
0
8
AAPL:24.0%;VOO:24.0%;VTI:24.0%;TLT:11.1%;GLD:16.9%
US:73.7;EU:9.7;APAC:7.3;EM:4.0;Other:5.3
Value:-0.1;Growth:+0.2;Quality:-0.9;Size:+0.9;Momentum:+0.3;LowVol:-0.5
MaxPos8%
6
25
3.9
trailing 10%
163
16.2
Volatile
26.5
5.1
2.3
132
13
50
74
true
Rebalance
Rebalance back to target bands
10
-33
BrokerB
LMT
100
VAR>budget
TightenStops
Risk above budget threshold
104
-43
114
4
false
Within IPS guidelines
P0442
Cautious
Roth
USD
2024-11-08
783,898
66,180
717,718
1
40.6
38.6
8.3
12.5
XLF:33.6%;HYG:33.6%;TLT:32.7%
US:72.7;EU:9.0;APAC:8.9;EM:8.0;Other:1.4
Value:+0.8;Growth:-0.7;Quality:+0.1;Size:-0.1;Momentum:+0.3;LowVol:-0.9
ESGOnly;NoMargin
6
25
5.4
hard 10%
99
16.6
Sideways
16.9
4.45
2.4
109
15
46
30
false
Sell
Trim extended winner -1%
15
-35
BrokerA
VWAP
86
null
null
Normal monitoring
113
-24
226
3
false
Within IPS guidelines
P0443
Systematic
Taxable
USD
2025-06-13
551,954
36,739
515,215
1
65.1
27.6
0
7.3
GLD:25.0%;IEF:25.0%;MUB:25.0%;AMZN:25.0%
US:74.0;EU:9.6;APAC:7.7;EM:7.5;Other:1.3
Value:-0.9;Growth:+0.7;Quality:0.0;Size:-0.4;Momentum:+0.2;LowVol:+0.7
null
5
35
5
trailing 9%
230
24.4
Bull
11.2
3.73
2.5
74
1
61
49
false
Buy
Add to core equity +1%
3
13
BrokerA
MKT
100
null
null
Normal monitoring
57
-38
106
4
false
Monitor dispersion and breadth
P0444
Hands-off
IRA
USD
2024-12-16
658,295
53,156
605,139
1
71.1
17.1
4.6
7.1
MSFT:21.0%;IEF:22.1%;VTI:28.4%;QQQ:28.4%
US:67.8;EU:18.0;APAC:6.8;EM:3.9;Other:3.6
Value:-0.3;Growth:-0.8;Quality:-0.0;Size:+0.1;Momentum:+0.4;LowVol:+0.4
ESGOnly
8
35
3.6
hard 10%
167
14
Bull
14.6
4.27
2.1
92
78
77
58
false
Sell
Trim extended winner -1%
35
-17
BrokerB
VWAP
98
null
null
Normal monitoring
106
-46
118
4
false
Monitor dispersion and breadth
P0445
Systematic
Trust
USD
2025-01-13
829,020
61,723
767,297
1
65.3
26.7
0
7.9
AAPL:21.7%;TSLA:21.4%;VOO:21.7%;GLD:10.1%;IEF:9.4%;BND:15.7%
US:67.8;EU:11.2;APAC:9.4;EM:8.0;Other:3.5
Value:+0.9;Growth:-0.1;Quality:-0.0;Size:+0.7;Momentum:+0.7;LowVol:-0.4
MaxPos6%
10
25
4.7
hard 12%
198
20.8
Volatile
31
5.22
2.3
165
-47
28
88
true
Rebalance
Rebalance back to target bands
-15
-36
BrokerC
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-30
-59
-68
3
false
Increase defensive factor exposure
P0446
Hands-off
Roth
USD
2024-10-28
335,207
24,376
310,831
1
70.9
16
4
9.2
QQQ:29.7%;AMZN:35.1%;VNQ:35.1%
US:68.8;EU:13.6;APAC:11.9;EM:3.6;Other:2.1
Value:-0.4;Growth:+0.5;Quality:-0.9;Size:+0.8;Momentum:+0.8;LowVol:+0.3
ESGOnly;NoDerivatives
6
25
5.3
hard 10%
119
18.2
Volatile
21.3
5.1
3.4
139
10
47
71
true
Rebalance
Rebalance back to target bands
7
-2
BrokerC
MKT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-23
17
95
3
false
Within IPS guidelines
P0447
Hands-off
IRA
USD
2025-06-24
183,102
16,361
166,741
1
71
18.2
3.6
7.2
HYG:26.7%;BND:36.6%;BRK.B:36.6%
US:63.5;EU:13.2;APAC:7.2;EM:14.6;Other:1.4
Value:-0.9;Growth:-0.3;Quality:+0.8;Size:+0.2;Momentum:-0.8;LowVol:-0.3
MaxPos6%
8
35
3.7
trailing 10%
142
17
Bull
11.9
4.29
3.4
119
31
72
55
false
Rebalance
Shift +1% to bonds from equity
19
-22
BrokerD
MKT
87
null
null
Normal monitoring
-38
-1
46
5
false
Tighten stops on momentum names
P0448
Opportunistic
Trust
USD
2025-09-30
1,664,158
137,584
1,526,574
1
71.2
18.3
3
7.4
BND:17.5%;VNQ:10.8%;TLT:20.4%;GLD:16.6%;VOO:23.1%;HYG:11.7%
US:64.8;EU:16.5;APAC:11.6;EM:6.6;Other:0.5
Value:+0.5;Growth:-0.7;Quality:-0.4;Size:-0.5;Momentum:+0.3;LowVol:-0.2
null
8
25
5.7
trailing 9%
238
26
Bull
17.3
3.77
3
97
95
100
62
false
Rebalance
Shift +1% to bonds from equity
33
12
BrokerB
LMT
95
null
null
Normal monitoring
32
-50
172
4
false
Tax-aware sells next window
P0449
Hands-off
Taxable
USD
2025-04-16
869,205
61,693
807,512
1
74.6
19.7
0
5.8
BND:33.3%;GLD:33.3%;AMZN:33.3%
US:65.7;EU:15.1;APAC:13.6;EM:3.6;Other:2.0
Value:+0.9;Growth:+0.9;Quality:0.0;Size:-0.5;Momentum:+0.7;LowVol:+0.5
null
10
30
4.5
trailing 10%
138
12.8
Bear
34
4.16
1.3
179
23
64
97
true
Hedge
Buy index puts 1% notional
28
10
BrokerB
MKT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
116
-27
77
4
false
Tighten stops on momentum names
P0450
Hands-off
IRA
USD
2025-05-24
198,507
13,579
184,928
1
64.3
28.5
0
7.2
VNQ:18.5%;GLD:27.2%;AMZN:27.2%;AAPL:27.2%
US:64.2;EU:11.5;APAC:14.8;EM:4.5;Other:5.0
Value:-0.8;Growth:-0.4;Quality:+0.2;Size:-0.6;Momentum:+0.4;LowVol:-0.2
NoDerivatives
7
30
3.6
trailing 8%
93
13.2
Sideways
16.7
4.57
2.9
123
28
50
56
false
Sell
Trim extended winner -1%
-4
-5
BrokerD
VWAP
86
null
null
Normal monitoring
62
16
97
4
false
Increase defensive factor exposure
P0451
Hands-off
Taxable
USD
2025-05-08
853,863
72,491
781,372
1
69.9
23.9
0
6.1
MUB:21.0%;AAPL:26.3%;TLT:26.3%;MSFT:26.3%
US:65.7;EU:17.0;APAC:5.1;EM:9.1;Other:3.0
Value:-0.9;Growth:-0.4;Quality:+0.7;Size:+1.0;Momentum:+0.7;LowVol:+0.6
ESGOnly;MaxPos8%
6
25
4.5
trailing 8%
133
19.5
Bull
13.5
4.69
3.3
97
18
53
42
true
Hedge
Buy index puts 1% notional
15
-10
BrokerA
LMT
94
VAR>budget
Reduce
Risk above budget threshold
56
18
132
5
false
Tighten stops on momentum names
P0452
Cautious
401k
USD
2024-11-30
610,983
66,836
544,147
1
42.9
42.1
0
15.1
MUB:14.7%;BRK.B:21.3%;MSFT:7.5%;VNQ:18.1%;AMZN:17.1%;AAPL:21.3%
US:70.1;EU:14.1;APAC:8.9;EM:3.5;Other:3.4
Value:+0.7;Growth:+0.3;Quality:+0.9;Size:-0.1;Momentum:0.0;LowVol:+0.8
MaxPos8%;NoMargin
6
30
5.6
trailing 8%
100
16.9
Volatile
26.1
3.51
2.3
160
35
66
59
false
Buy
Add to core equity +1%
13
5
BrokerD
MKT
92
null
null
Normal monitoring
-24
-14
-59
3
false
Monitor dispersion and breadth
P0453
Active
Roth
USD
2024-11-19
1,691,071
188,353
1,502,718
1
51.4
19.4
21.3
7.9
MSFT:33.3%;QQQ:33.3%;VOO:33.3%
US:65.7;EU:19.7;APAC:5.3;EM:7.6;Other:1.6
Value:-0.1;Growth:+0.6;Quality:-0.8;Size:+0.6;Momentum:+0.8;LowVol:-0.0
NoDerivatives
8
25
5.4
trailing 9%
229
25.6
Volatile
28.1
4.05
4.2
133
3
63
70
false
Rebalance
Shift +1% to bonds from equity
22
-14
BrokerA
VWAP
86
null
null
Normal monitoring
5
-36
140
5
false
Tax-aware sells next window
P0454
Systematic
401k
USD
2024-08-24
1,584,098
153,079
1,431,019
1
66.5
28.4
0
5.1
VOO:22.0%;IEF:16.0%;AMZN:31.0%;XLF:31.0%
US:67.8;EU:12.1;APAC:10.4;EM:9.5;Other:0.4
Value:-0.9;Growth:-0.9;Quality:+0.2;Size:0.0;Momentum:+0.4;LowVol:-0.2
null
8
30
5.4
trailing 8%
139
19.2
Sideways
15.5
4.52
2.8
110
12
70
47
false
Rebalance
Shift +1% to bonds from equity
25
-26
BrokerD
LMT
87
null
null
Normal monitoring
30
13
27
5
false
Within IPS guidelines
P0455
Active
Roth
USD
2025-03-21
1,021,359
63,861
957,498
1
57.9
18.8
16.1
7.3
BND:33.3%;QQQ:33.3%;VTI:33.3%
US:56.9;EU:16.7;APAC:15.2;EM:7.4;Other:3.7
Value:-0.8;Growth:+0.9;Quality:-0.6;Size:-0.2;Momentum:-0.0;LowVol:-0.7
NoDerivatives
10
35
5.7
hard 12%
131
23.5
Sideways
14.1
3.79
3.4
124
46
60
39
false
Sell
Trim extended winner -1%
-1
-25
BrokerD
LMT
86
null
null
Normal monitoring
97
5
57
3
false
Within IPS guidelines
P0456
Opportunistic
Taxable
USD
2025-07-05
1,298,784
45,739
1,253,045
1
66.8
13.1
15.5
4.7
VTI:28.2%;BND:28.2%;GLD:15.3%;VOO:28.2%
US:63.8;EU:8.7;APAC:11.6;EM:12.5;Other:3.4
Value:+0.4;Growth:+0.4;Quality:-0.4;Size:-0.4;Momentum:+0.4;LowVol:+0.3
MaxPos6%
7
30
6
trailing 7%
176
27.5
Bull
15.5
3.68
2.2
84
33
56
51
false
Buy
Add to core equity +1%
11
6
BrokerD
MKT
94
null
null
Normal monitoring
-16
-33
-6
3
false
Tax-aware sells next window
P0457
Opportunistic
Trust
USD
2024-07-21
865,267
34,916
830,351
1
71.2
16.2
8
4.7
BRK.B:18.3%;VTI:27.7%;MUB:26.2%;MSFT:27.7%
US:66.7;EU:5.9;APAC:16.7;EM:9.2;Other:1.5
Value:-0.4;Growth:-0.1;Quality:+0.3;Size:-0.9;Momentum:+1.0;LowVol:-0.7
null
8
30
4.4
trailing 7%
252
33.1
Volatile
29.3
4.68
3.4
148
4
40
89
true
Reduce
Cut high-beta by 2-3%, add cash
-5
11
BrokerC
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
120
-54
170
3
false
Within IPS guidelines
P0458
Hands-off
401k
USD
2025-06-07
249,262
18,176
231,086
1
59.8
23.2
9.5
7.5
AAPL:33.3%;HYG:33.3%;QQQ:33.3%
US:64.7;EU:12.7;APAC:11.5;EM:9.1;Other:2.0
Value:-0.6;Growth:+0.8;Quality:+0.4;Size:-0.3;Momentum:-0.5;LowVol:+0.3
null
7
35
5.2
trailing 10%
99
17.5
Bear
29.2
4.02
1.8
205
36
69
73
true
Rebalance
Rebalance back to target bands
-2
5
BrokerD
MKT
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-39
-28
-12
5
false
Within IPS guidelines
P0459
Opportunistic
Roth
USD
2025-09-28
1,727,361
82,353
1,645,008
1
60.9
15.2
17.1
6.8
IEF:20.0%;BND:15.6%;QQQ:22.8%;MSFT:18.9%;MUB:22.8%
US:64.1;EU:12.4;APAC:12.9;EM:6.2;Other:4.4
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:+0.9;Momentum:+0.9;LowVol:-0.1
MaxPos8%
5
35
4.7
trailing 7%
213
23.3
Bear
24.5
4.12
2.8
199
-48
23
75
true
Reduce
Cut high-beta by 2-3%, add cash
-2
12
BrokerA
MKT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
54
-6
127
4
true
Increase defensive factor exposure
P0460
Opportunistic
IRA
USD
2025-06-15
1,789,419
77,901
1,711,518
1.16
64.2
18.4
9
8.4
AAPL:35.3%;VOO:29.4%;QQQ:35.3%
US:72.5;EU:11.2;APAC:12.5;EM:3.5;Other:0.3
Value:-0.6;Growth:+0.7;Quality:+0.4;Size:-0.8;Momentum:-0.5;LowVol:-1.0
MaxPos7%
8
25
4.9
trailing 9%
166
29.9
Bear
22.3
3.79
3
151
-53
30
71
true
Rebalance
Rebalance back to target bands
-6
-21
BrokerA
LMT
100
VAR>budget
TightenStops
Risk above budget threshold
11
-46
41
4
false
Monitor dispersion and breadth
P0461
Active
Roth
USD
2025-05-28
1,962,499
205,853
1,756,646
1
66.6
23.5
0
9.9
IEF:19.3%;MUB:20.2%;VOO:17.7%;MSFT:21.4%;GLD:21.4%
US:62.1;EU:12.9;APAC:12.0;EM:9.1;Other:3.9
Value:+0.2;Growth:-1.0;Quality:+0.6;Size:+0.1;Momentum:-0.3;LowVol:-0.0
null
5
30
4.6
trailing 8%
194
16.8
Bull
13.8
3.8
3
106
51
64
46
true
Hedge
Buy index puts 1% notional
25
-29
BrokerB
LMT
98
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-59
-28
24
4
false
Increase defensive factor exposure
P0462
Opportunistic
Roth
USD
2025-07-27
1,222,363
74,888
1,147,475
1.2
63.4
13.8
18.6
4.2
HYG:33.3%;VOO:33.3%;BND:33.3%
US:59.9;EU:11.8;APAC:16.8;EM:6.5;Other:4.9
Value:+0.1;Growth:+0.2;Quality:-0.1;Size:+0.2;Momentum:+0.1;LowVol:+0.6
NoDerivatives
8
35
6.1
trailing 9%
184
20.1
Bear
23.6
3.24
1.8
156
-79
9
61
false
Rebalance
Shift +1% to bonds from equity
30
-18
BrokerC
LMT
95
null
null
Normal monitoring
65
-11
189
5
false
Within IPS guidelines
P0463
Systematic
IRA
USD
2024-12-13
691,440
55,674
635,766
1
63.1
25
6
6
BRK.B:8.4%;MUB:19.9%;AAPL:20.4%;VTI:21.0%;TLT:17.5%;BND:12.8%
US:65.0;EU:8.9;APAC:12.4;EM:9.7;Other:4.0
Value:+0.5;Growth:+0.3;Quality:+0.6;Size:+0.4;Momentum:+0.7;LowVol:-0.1
MaxPos8%;NoDerivatives
7
25
4.4
trailing 8%
211
26.7
Bull
16.3
4.67
3.3
74
41
70
46
false
Buy
Add to core equity +1%
26
-3
BrokerB
MKT
96
null
null
Normal monitoring
19
-23
148
5
false
Monitor dispersion and breadth
P0464
Opportunistic
Roth
USD
2025-05-22
1,731,781
93,518
1,638,263
1.08
60.7
16.7
14.7
7.9
AAPL:26.0%;TLT:26.0%;IEF:22.0%;VOO:26.0%
US:66.0;EU:11.5;APAC:11.7;EM:8.1;Other:2.7
Value:+0.4;Growth:+0.2;Quality:-0.8;Size:-0.6;Momentum:0.0;LowVol:-0.3
null
8
35
5.8
trailing 9%
253
34.9
Volatile
29.5
5.46
4.4
174
63
92
73
true
Hedge
Buy index puts 1% notional
21
0
BrokerD
MKT
88
VAR>budget
Reduce
Risk above budget threshold
-1
-44
108
3
false
Tax-aware sells next window
P0465
Systematic
Roth
USD
2025-12-23
957,621
78,925
878,696
1
60.6
30.3
0
9
AMZN:7.4%;QQQ:21.4%;VOO:18.9%;VNQ:17.4%;VTI:21.4%;TLT:13.3%
US:64.4;EU:17.9;APAC:10.0;EM:3.1;Other:4.6
Value:+0.2;Growth:-0.1;Quality:+0.2;Size:-0.9;Momentum:-0.5;LowVol:+0.9
null
6
35
4.1
trailing 9%
202
27.7
Sideways
19.3
4.36
2.6
116
28
61
57
true
Hedge
Buy index puts 1% notional
6
-20
BrokerA
VWAP
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
103
-32
170
5
false
Within IPS guidelines
P0466
Cautious
Trust
USD
2025-04-24
572,131
85,696
486,435
1
39.4
32.3
12.3
16
IEF:14.6%;TSLA:22.0%;TLT:19.4%;GLD:22.0%;VNQ:22.0%
US:55.2;EU:18.5;APAC:10.8;EM:12.2;Other:3.4
Value:-1.0;Growth:+0.7;Quality:-0.9;Size:-0.3;Momentum:-0.8;LowVol:+0.5
NoMargin
5
25
3.3
trailing 8%
90
15.3
Volatile
20.7
5.13
3.7
165
15
72
40
false
Rebalance
Shift +1% to bonds from equity
24
15
BrokerD
LMT
97
null
null
Normal monitoring
64
-56
198
3
false
Increase defensive factor exposure
P0467
Cautious
401k
USD
2024-07-23
705,716
78,927
626,789
1
53.9
34.5
0.3
11.2
MUB:21.5%;VNQ:21.6%;HYG:19.2%;GLD:16.1%;IEF:21.6%
US:72.9;EU:9.1;APAC:11.7;EM:4.2;Other:2.0
Value:-0.1;Growth:-0.2;Quality:-0.8;Size:-0.3;Momentum:-0.9;LowVol:+0.3
NoMargin
5
25
4.6
trailing 8%
121
17.9
Volatile
20.1
5.39
2.4
143
8
47
48
false
Buy
Add to core equity +1%
12
6
BrokerB
LMT
98
null
null
Normal monitoring
73
3
166
3
false
Tighten stops on momentum names
P0468
Systematic
Roth
USD
2024-08-25
967,156
41,845
925,311
1
66.5
24.5
3.9
5.1
BRK.B:33.3%;MSFT:33.3%;XLF:33.3%
US:69.8;EU:10.6;APAC:5.5;EM:11.2;Other:2.9
Value:-0.4;Growth:-0.1;Quality:-0.3;Size:+0.8;Momentum:-0.8;LowVol:+0.9
MaxPos5%
5
25
4.7
hard 12%
179
18.6
Bear
33.4
3.63
2.8
139
-86
11
91
true
Reduce
Cut high-beta by 2-3%, add cash
29
-38
BrokerD
LMT
97
VAR>budget
Hedge
Risk above budget threshold
-19
-18
-42
2
false
Tighten stops on momentum names
P0469
Opportunistic
IRA
USD
2025-05-22
1,448,278
69,101
1,379,177
1.15
72.6
12.8
6.3
8.4
TSLA:12.9%;VOO:23.9%;VNQ:13.5%;AAPL:23.9%;MUB:8.7%;IEF:17.0%
US:62.5;EU:14.3;APAC:16.0;EM:5.2;Other:2.1
Value:+0.8;Growth:+0.6;Quality:+0.3;Size:+0.7;Momentum:-0.3;LowVol:-0.8
null
10
35
4.7
trailing 7%
180
32.3
Bull
17.9
3.72
2.7
114
41
79
68
false
Sell
Trim extended winner -1%
0
-29
BrokerD
LMT
89
null
null
Normal monitoring
39
-18
47
3
false
Monitor dispersion and breadth
P0470
Active
Trust
USD
2025-04-23
1,517,785
118,724
1,399,061
1
62
29
0
9
AMZN:9.6%;TSLA:17.7%;TLT:24.2%;XLF:24.2%;VNQ:24.2%
US:59.7;EU:12.3;APAC:14.0;EM:11.4;Other:2.6
Value:-0.6;Growth:-0.2;Quality:+0.4;Size:+0.8;Momentum:+0.4;LowVol:-0.3
null
7
25
5.7
trailing 8%
133
19.1
Volatile
30.2
3.98
4.2
180
-44
37
86
true
Hedge
Buy index puts 1% notional
-6
-12
BrokerD
LMT
100
VAR>budget
Reduce
Risk above budget threshold
-24
-47
-59
4
false
Increase defensive factor exposure
P0471
Systematic
Roth
USD
2024-09-16
670,254
32,781
637,473
1
59.1
31.8
0
9.1
MSFT:24.0%;VTI:24.0%;AMZN:12.5%;BND:22.4%;TLT:17.0%
US:77.1;EU:6.5;APAC:9.2;EM:4.9;Other:2.3
Value:+0.1;Growth:-0.9;Quality:-0.6;Size:-0.3;Momentum:+0.6;LowVol:+0.2
null
6
35
5.1
trailing 8%
213
24.9
Volatile
27.2
4.19
4.3
146
31
72
62
false
Buy
Add to core equity +1%
21
-28
BrokerB
LMT
98
null
null
Normal monitoring
-31
-21
16
3
false
Tighten stops on momentum names
P0472
Opportunistic
IRA
USD
2025-08-10
1,510,340
82,526
1,427,814
1
64.8
21.2
6.7
7.3
VNQ:25.8%;VOO:22.6%;TSLA:25.8%;QQQ:25.8%
US:76.8;EU:8.7;APAC:5.7;EM:5.4;Other:3.4
Value:-0.1;Growth:+0.6;Quality:-0.9;Size:-0.9;Momentum:-0.1;LowVol:-0.0
MaxPos6%
7
35
4.3
trailing 7%
262
21.1
Volatile
28
5.07
3.9
142
61
86
82
true
Hedge
Buy index puts 1% notional
25
0
BrokerD
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
27
-58
17
2
false
Within IPS guidelines
P0473
Systematic
Trust
USD
2025-12-24
1,010,645
86,724
923,921
1
68.1
24.1
0
7.8
AAPL:30.8%;VOO:30.8%;GLD:20.9%;VTI:17.4%
US:78.3;EU:6.5;APAC:8.2;EM:3.9;Other:3.1
Value:+0.7;Growth:+0.6;Quality:+0.9;Size:+0.4;Momentum:-0.8;LowVol:+0.3
NoDerivatives
5
30
4.2
hard 12%
190
19.3
Bear
30.7
4.01
2.4
206
28
52
79
true
Rebalance
Rebalance back to target bands
2
-26
BrokerC
VWAP
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
108
-49
119
3
false
Tighten stops on momentum names
P0474
Systematic
Roth
USD
2025-09-30
1,762,446
105,873
1,656,573
1
62.2
23.6
7
7.2
TLT:9.6%;AMZN:19.2%;IEF:19.1%;VNQ:16.3%;BND:18.9%;BRK.B:16.8%
US:62.7;EU:12.3;APAC:14.3;EM:8.8;Other:2.0
Value:+0.4;Growth:+0.8;Quality:+0.6;Size:-0.5;Momentum:+1.0;LowVol:+0.5
MaxPos6%
8
35
4.3
trailing 8%
126
20.5
Bull
11.9
4.97
3.1
81
28
49
39
false
Buy
Add to core equity +1%
23
1
BrokerD
VWAP
100
null
null
Normal monitoring
-23
-60
17
3
false
Monitor dispersion and breadth
P0475
Active
IRA
USD
2024-08-21
2,437,919
258,632
2,179,287
1
65.7
20.9
5.8
7.5
XLF:33.3%;VTI:33.3%;QQQ:33.3%
US:59.7;EU:21.0;APAC:6.7;EM:9.2;Other:3.3
Value:+0.3;Growth:0.0;Quality:-0.5;Size:-0.7;Momentum:-0.9;LowVol:-0.4
null
10
30
4.8
trailing 8%
148
25.5
Bull
14.9
4.42
2
113
79
100
51
false
Rebalance
Shift +1% to bonds from equity
23
-27
BrokerA
LMT
85
null
null
Normal monitoring
104
0
192
3
false
Tighten stops on momentum names
P0476
Opportunistic
401k
USD
2025-03-18
1,292,929
100,979
1,191,950
1
66.5
21.9
4.3
7.3
MSFT:24.0%;AMZN:25.3%;AAPL:25.3%;BRK.B:25.3%
US:70.6;EU:14.8;APAC:5.6;EM:6.9;Other:2.1
Value:-0.1;Growth:+0.5;Quality:+0.9;Size:+0.3;Momentum:-0.5;LowVol:+0.3
MaxPos5%
8
25
5.2
trailing 7%
174
31.7
Sideways
14.5
4.13
3.5
123
49
81
52
false
Sell
Trim extended winner -1%
14
-32
BrokerA
MKT
95
null
null
Normal monitoring
71
-52
206
4
false
Tighten stops on momentum names
P0477
Cautious
Roth
USD
2024-08-30
548,892
48,423
500,469
1
47
38.8
1.4
12.9
TSLA:17.7%;VNQ:8.2%;IEF:15.4%;HYG:17.8%;MSFT:21.1%;BRK.B:19.8%
US:57.3;EU:18.0;APAC:16.4;EM:4.8;Other:3.5
Value:-0.1;Growth:+0.5;Quality:-0.3;Size:-0.4;Momentum:0.0;LowVol:-0.0
MaxPos8%;NoDerivatives;NoMargin
7
30
5.6
trailing 8%
104
14.9
Bull
11.2
4.65
2.6
92
6
59
30
false
Rebalance
Shift +1% to bonds from equity
-10
-35
BrokerC
MKT
93
null
null
Normal monitoring
24
7
38
4
false
Monitor dispersion and breadth
P0478
Systematic
Trust
USD
2025-07-28
1,725,697
170,825
1,554,872
1
63.2
27.6
0
9.2
GLD:21.4%;HYG:6.7%;IEF:21.8%;BRK.B:18.4%;MSFT:9.8%;AMZN:21.8%
US:65.4;EU:14.1;APAC:5.3;EM:10.2;Other:4.9
Value:+0.3;Growth:+0.6;Quality:+0.6;Size:-0.0;Momentum:-0.7;LowVol:-0.1
MaxPos5%
8
30
4.9
hard 12%
191
27.8
Bull
14.2
3.74
2.8
100
93
87
56
false
Sell
Trim extended winner -1%
1
8
BrokerB
LMT
93
null
null
Normal monitoring
79
13
152
4
false
Increase defensive factor exposure
P0479
Cautious
Roth
USD
2024-10-01
631,573
59,170
572,403
1
52.8
32.2
0
15
BRK.B:37.7%;BND:37.7%;VTI:24.5%
US:70.5;EU:10.2;APAC:8.1;EM:9.8;Other:1.3
Value:-0.1;Growth:-0.9;Quality:0.0;Size:-0.5;Momentum:+0.3;LowVol:+0.1
NoMargin
6
30
4.8
hard 10%
138
17.9
Volatile
27.1
4.29
2.2
128
8
55
71
true
Hedge
Buy index puts 1% notional
12
-2
BrokerD
MKT
89
VAR>budget
Hedge
Risk above budget threshold
-11
-54
44
4
false
Tax-aware sells next window
P0480
Active
Trust
USD
2025-12-11
1,328,341
116,596
1,211,745
1
65.4
24.5
3
7
TLT:28.1%;GLD:15.6%;IEF:28.1%;BRK.B:28.1%
US:71.2;EU:6.8;APAC:6.8;EM:11.6;Other:3.7
Value:-0.5;Growth:-0.4;Quality:+0.6;Size:-0.2;Momentum:-0.3;LowVol:-0.9
null
8
35
4.9
hard 12%
189
18.5
Volatile
26.2
3.56
2.8
141
15
60
65
false
Hedge
Add TLT +1% as duration hedge
20
-12
BrokerA
MKT
86
null
null
Normal monitoring
95
-35
225
5
false
Within IPS guidelines
P0481
Systematic
IRA
USD
2025-05-07
1,063,363
51,900
1,011,463
1
67.3
25.1
1.7
5.8
GLD:33.2%;VOO:33.4%;VNQ:33.4%
US:70.6;EU:10.9;APAC:5.4;EM:9.0;Other:4.1
Value:+0.4;Growth:+0.1;Quality:+0.7;Size:-0.8;Momentum:-0.8;LowVol:+1.0
NoDerivatives
5
25
4.7
trailing 8%
173
20.5
Bear
22.9
3.23
1.9
199
1
44
62
false
NoAction
Within bands; monitor
-6
0
BrokerD
MKT
0
null
null
Normal monitoring
107
-48
237
5
false
Increase defensive factor exposure
P0482
Active
Taxable
USD
2025-11-01
1,391,456
88,235
1,303,221
1
50.1
20.9
20.2
8.9
QQQ:33.3%;VTI:33.3%;AAPL:33.3%
US:58.7;EU:16.7;APAC:13.1;EM:6.7;Other:4.8
Value:-1.0;Growth:-0.9;Quality:-0.3;Size:+0.6;Momentum:-0.8;LowVol:-0.0
null
6
30
4.1
trailing 8%
144
24.4
Bull
15.3
4.43
2.7
79
19
62
42
false
Hedge
Add TLT +1% as duration hedge
3
-31
BrokerC
LMT
99
null
null
Normal monitoring
76
-55
92
4
false
Tax-aware sells next window
P0483
Opportunistic
Roth
USD
2025-11-06
427,033
25,178
401,855
1.05
60.5
18.8
12
8.6
XLF:25.7%;BND:25.7%;AMZN:23.0%;VTI:25.7%
US:62.9;EU:14.6;APAC:10.0;EM:9.3;Other:3.2
Value:-0.7;Growth:-0.0;Quality:-0.2;Size:+0.5;Momentum:-0.6;LowVol:-0.6
null
6
30
5.3
trailing 9%
167
27
Bear
25.9
3.36
1
173
-49
28
59
false
Buy
Add to core equity +1%
-5
-34
BrokerA
LMT
100
null
null
Normal monitoring
-26
14
2
5
false
Tax-aware sells next window
P0484
Hands-off
Taxable
USD
2025-05-05
379,372
22,838
356,534
1
59.9
26.2
8.8
5.1
TSLA:22.5%;GLD:16.4%;BND:23.6%;TLT:23.6%;MSFT:14.0%
US:65.6;EU:14.3;APAC:9.2;EM:6.6;Other:4.3
Value:-0.3;Growth:-0.9;Quality:+0.6;Size:+0.5;Momentum:-0.7;LowVol:+0.1
MaxPos7%
6
30
4
trailing 8%
105
17.2
Sideways
17.8
3.91
3.2
138
0
44
60
false
Rebalance
Shift +1% to bonds from equity
29
-18
BrokerB
LMT
93
null
null
Normal monitoring
65
-49
42
5
false
Tax-aware sells next window
P0485
Cautious
Roth
USD
2024-12-20
601,014
67,546
533,468
1
45.5
39.9
0
14.6
QQQ:33.3%;BRK.B:33.3%;VNQ:33.3%
US:59.3;EU:15.4;APAC:12.9;EM:9.6;Other:2.8
Value:+0.6;Growth:+0.4;Quality:-0.6;Size:-0.7;Momentum:-0.5;LowVol:-0.2
NoMargin
8
25
4.5
hard 10%
164
13
Volatile
20.2
4.59
3.1
149
10
40
37
false
Hedge
Add TLT +1% as duration hedge
2
-34
BrokerB
LMT
97
null
null
Normal monitoring
-11
-15
82
4
false
Monitor dispersion and breadth
P0486
Hands-off
IRA
USD
2024-09-20
880,847
58,872
821,975
1
68.6
22.9
0
8.5
MSFT:25.0%;TLT:25.0%;BND:25.0%;IEF:25.0%
US:57.7;EU:18.3;APAC:11.7;EM:7.8;Other:4.5
Value:+0.1;Growth:-0.9;Quality:-0.8;Size:-0.7;Momentum:-0.3;LowVol:+0.1
ESGOnly;MaxPos6%;NoDerivatives
7
35
4.1
trailing 8%
101
19.8
Bull
14.8
4.7
3.3
79
64
68
51
false
NoAction
Within bands; monitor
8
5
BrokerD
LMT
96
null
null
Normal monitoring
4
-56
-16
5
false
Within IPS guidelines
P0487
Active
401k
USD
2025-03-09
2,107,657
135,693
1,971,964
1
57.3
22.3
15.2
5.2
HYG:27.5%;AMZN:20.2%;MUB:24.9%;XLF:27.5%
US:65.9;EU:13.6;APAC:11.7;EM:6.6;Other:2.2
Value:-0.4;Growth:+0.4;Quality:-0.4;Size:-0.8;Momentum:-0.8;LowVol:-0.5
null
7
35
5
hard 12%
135
19.3
Bull
13.1
4.83
2.9
118
29
53
40
false
NoAction
Within bands; monitor
25
-17
BrokerC
MKT
0
null
null
Normal monitoring
5
-41
45
5
false
Within IPS guidelines
P0488
Opportunistic
Trust
USD
2024-09-02
635,169
31,149
604,020
1
62.5
11
21.6
5
MSFT:17.5%;IEF:21.6%;MUB:21.6%;VOO:11.9%;VNQ:9.4%;QQQ:18.2%
US:68.6;EU:11.7;APAC:9.3;EM:7.0;Other:3.3
Value:-0.1;Growth:-0.7;Quality:+0.1;Size:-0.2;Momentum:+0.9;LowVol:-0.8
null
6
35
6.8
hard 12%
251
29.9
Bull
11.5
4.56
2.5
98
40
69
38
false
Rebalance
Shift +1% to bonds from equity
9
-32
BrokerA
LMT
89
null
null
Normal monitoring
-52
-19
6
5
false
Tax-aware sells next window
P0489
Opportunistic
401k
USD
2025-06-07
532,736
31,331
501,405
1.16
76
15.6
0
8.5
GLD:23.4%;BND:23.4%;TLT:13.9%;AAPL:15.9%;QQQ:23.4%
US:63.3;EU:11.2;APAC:14.0;EM:8.8;Other:2.8
Value:-0.4;Growth:0.0;Quality:-0.1;Size:0.0;Momentum:-0.8;LowVol:-0.2
MaxPos7%;NoDerivatives
5
25
5.6
trailing 7%
182
31.7
Bull
11.6
4.96
3.2
104
61
84
43
false
Hedge
Add TLT +1% as duration hedge
-3
-15
BrokerD
MKT
91
null
null
Normal monitoring
39
-47
157
5
false
Within IPS guidelines
P0490
Hands-off
IRA
USD
2025-05-21
176,877
13,526
163,351
1
55.5
21.2
13.4
9.9
AAPL:33.3%;BND:33.3%;BRK.B:33.3%
US:54.3;EU:17.4;APAC:13.5;EM:9.9;Other:4.8
Value:+0.5;Growth:+0.4;Quality:-0.0;Size:-0.4;Momentum:+1.0;LowVol:-0.5
ESGOnly;MaxPos7%;NoDerivatives
5
35
5.8
hard 10%
140
17.1
Bear
23.6
3.6
2.3
214
13
44
50
true
Hedge
Buy index puts 1% notional
28
13
BrokerC
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
24
-53
31
5
false
Tax-aware sells next window
P0491
Cautious
Trust
USD
2024-08-26
384,938
36,828
348,110
1
36.6
37
14.9
11.6
VNQ:27.2%;TSLA:27.2%;BND:18.3%;MUB:27.2%
US:70.2;EU:9.8;APAC:10.9;EM:8.5;Other:0.6
Value:-0.6;Growth:-0.6;Quality:-0.9;Size:-0.3;Momentum:+0.2;LowVol:0.0
ESGOnly;NoDerivatives;NoMargin
10
35
3.8
hard 10%
107
17
Sideways
17.9
4.86
2.4
127
-16
37
38
false
Buy
Add to core equity +1%
-13
-11
BrokerA
MKT
94
null
null
Normal monitoring
-21
-21
67
3
false
Tax-aware sells next window
P0492
Hands-off
Roth
USD
2025-11-29
403,543
38,759
364,784
1
68.2
25.6
0
6.2
MUB:23.3%;MSFT:23.3%;TSLA:9.5%;HYG:23.3%;VOO:20.5%
US:62.1;EU:17.4;APAC:11.5;EM:4.4;Other:4.5
Value:-1.0;Growth:+0.8;Quality:-0.9;Size:-0.3;Momentum:-0.3;LowVol:-0.8
MaxPos8%
6
25
5.6
trailing 10%
146
14.3
Bear
29.3
3.83
2.9
212
-59
13
85
true
Rebalance
Rebalance back to target bands
9
-27
BrokerA
MKT
99
VAR>budget
Hedge
Risk above budget threshold
27
-19
-1
5
false
Tax-aware sells next window
P0493
Hands-off
Taxable
USD
2024-08-19
618,681
53,951
564,730
1
55.2
28.5
8.5
7.8
TSLA:33.3%;GLD:33.3%;XLF:33.3%
US:67.7;EU:16.5;APAC:7.6;EM:4.9;Other:3.2
Value:-0.6;Growth:+0.2;Quality:-0.1;Size:-0.4;Momentum:-0.5;LowVol:+0.7
null
5
30
5.4
hard 10%
129
12.3
Bull
16.3
4.23
3
114
109
100
36
false
Hedge
Add TLT +1% as duration hedge
-8
11
BrokerB
MKT
87
null
null
Normal monitoring
-38
-17
-27
4
false
Increase defensive factor exposure
P0494
Opportunistic
401k
USD
2024-12-20
1,462,212
67,426
1,394,786
1
75.6
19.3
0
5.1
VTI:9.9%;BRK.B:21.4%;TSLA:7.2%;VNQ:21.4%;BND:21.4%;MSFT:18.6%
US:66.9;EU:11.3;APAC:9.2;EM:10.1;Other:2.5
Value:+0.7;Growth:+0.5;Quality:+0.3;Size:-0.6;Momentum:-0.8;LowVol:-0.7
null
5
25
5.2
hard 12%
167
22.5
Sideways
18.2
4.55
3.2
101
-21
41
67
false
Rebalance
Shift +1% to bonds from equity
5
-23
BrokerB
VWAP
91
null
null
Normal monitoring
56
-35
109
4
false
Increase defensive factor exposure
P0495
Active
Trust
USD
2025-02-07
1,399,018
85,228
1,313,790
1
65.5
24.8
0
9.8
VTI:23.6%;VNQ:25.5%;QQQ:25.5%;MUB:25.5%
US:67.0;EU:9.0;APAC:7.9;EM:11.6;Other:4.6
Value:+0.9;Growth:-0.9;Quality:+0.2;Size:+0.2;Momentum:-0.6;LowVol:-0.8
null
10
30
4.8
trailing 8%
199
23.9
Bear
31.1
4.37
3
211
18
66
73
true
Hedge
Buy index puts 1% notional
-15
3
BrokerB
MKT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
118
-23
184
3
true
Tax-aware sells next window
P0496
Cautious
Taxable
USD
2025-11-06
629,253
93,093
536,160
1
53.4
29.9
0
16.6
XLF:21.3%;VNQ:21.3%;MSFT:17.9%;IEF:12.4%;AMZN:21.3%;MUB:6.0%
US:62.8;EU:14.0;APAC:14.3;EM:6.1;Other:2.8
Value:+0.4;Growth:-0.3;Quality:-0.3;Size:-0.7;Momentum:-0.6;LowVol:0.0
ESGOnly;MaxPos6%;NoMargin
7
35
4.8
trailing 8%
135
19.2
Bull
14.8
3.96
3
106
14
71
46
false
Buy
Add to core equity +1%
33
10
BrokerC
MKT
86
null
null
Normal monitoring
100
-46
135
3
false
Within IPS guidelines
P0497
Cautious
Taxable
USD
2025-05-01
343,809
50,201
293,608
1
51.1
33.3
0
15.6
VTI:21.8%;QQQ:21.8%;AAPL:21.8%;XLF:13.3%;BRK.B:21.3%
US:73.6;EU:7.2;APAC:11.2;EM:4.8;Other:3.3
Value:-0.9;Growth:-0.1;Quality:-0.8;Size:+0.8;Momentum:+0.2;LowVol:+0.2
NoMargin
10
25
4.2
hard 10%
138
13.6
Bull
12.5
3.81
3
81
118
94
44
false
Rebalance
Shift +1% to bonds from equity
10
-19
BrokerB
MKT
95
null
null
Normal monitoring
68
-40
149
5
false
Increase defensive factor exposure
P0498
Hands-off
Roth
USD
2025-10-11
622,853
46,262
576,591
1
66.2
28
0
5.8
BND:33.3%;XLF:33.3%;MSFT:33.3%
US:60.7;EU:14.6;APAC:11.1;EM:9.7;Other:3.8
Value:-0.7;Growth:+0.9;Quality:-0.5;Size:-0.7;Momentum:-0.7;LowVol:+0.1
null
5
30
3.1
trailing 8%
152
13
Sideways
16
4.69
2.3
121
-18
53
51
false
Buy
Add to core equity +1%
35
-33
BrokerC
MKT
97
null
null
Normal monitoring
63
-28
158
3
false
Within IPS guidelines
P0499
Opportunistic
IRA
USD
2025-02-28
540,523
25,303
515,220
1
61.8
11.5
18
8.7
VNQ:17.1%;GLD:27.6%;MUB:27.6%;VTI:27.6%
US:66.3;EU:8.1;APAC:14.6;EM:6.1;Other:4.9
Value:-0.1;Growth:-0.3;Quality:+0.1;Size:-0.3;Momentum:+0.5;LowVol:+0.9
MaxPos5%;NoDerivatives
10
35
6.1
trailing 7%
231
30.9
Bull
12.6
4.97
2.1
83
66
94
37
true
Hedge
Buy index puts 1% notional
-12
14
BrokerC
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
55
-10
18
3
false
Tighten stops on momentum names
P0500
Active
IRA
USD
2024-08-16
1,758,046
107,857
1,650,189
1
57.7
23.2
9.8
9.3
XLF:11.0%;QQQ:24.0%;BRK.B:24.0%;GLD:16.8%;TLT:24.0%
US:57.1;EU:17.4;APAC:10.8;EM:10.3;Other:4.4
Value:+0.7;Growth:-0.9;Quality:-0.9;Size:+0.4;Momentum:-0.6;LowVol:+0.3
MaxPos7%
10
35
5.2
trailing 9%
142
26.7
Bull
16.8
4.52
2.4
70
40
64
51
false
Rebalance
Shift +1% to bonds from equity
-14
-32
BrokerD
LMT
90
null
null
Normal monitoring
-11
-5
47
3
false
Tighten stops on momentum names