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
P4101
Opportunistic
Trust
USD
2025-05-31
1,303,326
62,326
1,241,000
1.08
65.1
21.4
7.9
5.6
BRK.B:20.5%;MUB:14.5%;XLF:18.4%;GLD:14.4%;AAPL:18.4%;IEF:13.8%
US:68.6;EU:14.5;APAC:5.6;EM:7.8;Other:3.6
Value:-0.9;Growth:+0.9;Quality:+0.6;Size:+0.2;Momentum:+0.7;LowVol:-0.3
MaxPos6%
7
25
4.3
hard 12%
201
29
Sideways
21.7
4.51
2.4
131
47
74
72
false
Buy
Add to core equity +1%
19
-31
BrokerB
MKT
98
null
null
Normal monitoring
4
-50
4
3
false
Within IPS guidelines
P4102
Hands-off
401k
USD
2025-06-05
519,609
39,246
480,363
1
68
24.3
0
7.7
MSFT:12.9%;QQQ:15.9%;AMZN:16.2%;GLD:20.8%;VNQ:13.4%;MUB:20.8%
US:64.6;EU:14.3;APAC:10.3;EM:6.6;Other:4.2
Value:+0.6;Growth:+0.6;Quality:-0.4;Size:-0.7;Momentum:+0.6;LowVol:+0.7
ESGOnly;NoDerivatives
10
30
5.5
hard 10%
100
18.1
Sideways
19.4
4.91
2.5
90
-27
40
55
true
Hedge
Buy index puts 1% notional
7
3
BrokerC
LMT
100
RegimeShift
TightenStops
Volatility spike and breadth deterioration
13
-57
112
3
false
Increase defensive factor exposure
P4103
Cautious
IRA
USD
2025-04-30
780,147
77,193
702,954
1
50.2
36.7
0
13.1
VTI:23.0%;HYG:18.9%;VNQ:12.0%;QQQ:23.0%;MUB:23.0%
US:68.8;EU:10.7;APAC:7.9;EM:9.7;Other:3.0
Value:+0.4;Growth:-0.8;Quality:+0.8;Size:-1.0;Momentum:+0.8;LowVol:+0.5
MaxPos8%;NoDerivatives;NoMargin
5
35
5.7
trailing 8%
152
15.8
Bear
25
3.79
1.2
185
-58
25
54
false
Buy
Add to core equity +1%
16
10
BrokerD
LMT
97
null
null
Normal monitoring
90
18
163
3
false
Tax-aware sells next window
P4104
Opportunistic
IRA
USD
2024-10-23
685,001
51,425
633,576
1
76.1
15.5
0.4
7.9
TLT:33.3%;XLF:33.3%;HYG:33.3%
US:56.3;EU:21.7;APAC:8.1;EM:12.7;Other:1.2
Value:0.0;Growth:+0.4;Quality:-0.8;Size:-0.1;Momentum:-0.0;LowVol:-0.4
MaxPos5%;NoDerivatives
10
35
7
trailing 9%
243
21.6
Volatile
24.5
3.81
3.5
112
59
64
71
true
Hedge
Buy index puts 1% notional
24
-9
BrokerB
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-30
-53
75
5
false
Within IPS guidelines
P4105
Opportunistic
Roth
USD
2024-12-18
1,507,361
120,725
1,386,636
1
66.6
13.8
12.7
6.8
XLF:27.1%;TLT:27.1%;AMZN:18.6%;AAPL:27.1%
US:57.8;EU:16.6;APAC:14.1;EM:9.2;Other:2.2
Value:-0.1;Growth:-0.1;Quality:-0.0;Size:-0.2;Momentum:+0.3;LowVol:-0.4
null
5
30
5.8
hard 12%
169
27.2
Volatile
23.4
4.47
4
153
-52
15
60
false
Buy
Add to core equity +1%
23
4
BrokerC
MKT
86
null
null
Normal monitoring
-48
-5
50
5
false
Tax-aware sells next window
P4106
Opportunistic
IRA
USD
2025-10-25
958,857
74,400
884,457
1.16
68.5
21
4.8
5.7
VTI:27.7%;QQQ:14.8%;TLT:28.7%;AMZN:28.7%
US:66.2;EU:10.8;APAC:11.3;EM:8.7;Other:3.0
Value:+0.7;Growth:+0.6;Quality:+0.7;Size:+0.2;Momentum:+0.6;LowVol:+0.3
null
10
30
5.2
trailing 9%
256
27.1
Bull
13.9
4.77
3.4
77
58
91
57
false
Hedge
Add TLT +1% as duration hedge
21
15
BrokerC
LMT
85
null
null
Normal monitoring
-52
-10
-50
3
false
Tighten stops on momentum names
P4107
Opportunistic
401k
USD
2025-10-21
468,837
30,129
438,708
1
72.1
13.4
8.5
6
VNQ:33.3%;AMZN:33.3%;IEF:33.3%
US:57.6;EU:19.0;APAC:9.6;EM:12.2;Other:1.6
Value:+0.3;Growth:+0.1;Quality:+0.2;Size:+0.4;Momentum:-0.6;LowVol:-0.7
MaxPos6%
6
25
6.2
trailing 7%
195
28.7
Bull
13.1
4.74
2.9
78
103
100
43
false
Rebalance
Shift +1% to bonds from equity
2
-27
BrokerD
LMT
85
null
null
Normal monitoring
44
-31
109
4
false
Within IPS guidelines
P4108
Opportunistic
Taxable
USD
2025-05-31
456,565
36,299
420,266
1
60.3
20.5
14.2
5.1
XLF:12.7%;AMZN:20.7%;BND:7.4%;TSLA:21.5%;IEF:16.2%;AAPL:21.5%
US:67.3;EU:10.5;APAC:12.7;EM:8.7;Other:0.8
Value:+0.5;Growth:-0.6;Quality:+0.9;Size:-0.9;Momentum:-1.0;LowVol:-0.1
MaxPos8%;NoDerivatives
8
30
5.7
trailing 7%
237
29.8
Bear
22
3.19
1.3
153
36
79
63
false
Sell
Trim extended winner -1%
-9
-24
BrokerD
MKT
99
null
null
Normal monitoring
92
-11
176
4
false
Increase defensive factor exposure
P4109
Hands-off
IRA
USD
2024-12-14
533,508
26,522
506,986
1
56.4
25.7
10.9
7
HYG:35.5%;VTI:35.5%;MUB:29.0%
US:74.5;EU:6.0;APAC:11.9;EM:7.3;Other:0.3
Value:-0.6;Growth:-0.8;Quality:-0.5;Size:0.0;Momentum:-0.7;LowVol:+0.9
ESGOnly;NoDerivatives
6
35
4
trailing 8%
95
16
Sideways
14.2
4.56
2.4
118
30
74
46
false
Sell
Trim extended winner -1%
6
-12
BrokerB
LMT
95
null
null
Normal monitoring
87
-4
217
3
false
Tighten stops on momentum names
P4110
Opportunistic
Roth
USD
2025-03-01
864,945
52,069
812,876
1.22
67.6
16.5
9.5
6.4
VTI:32.2%;MSFT:33.9%;AAPL:33.9%
US:68.4;EU:14.3;APAC:10.3;EM:2.8;Other:4.1
Value:-0.9;Growth:-0.1;Quality:-0.7;Size:+1.0;Momentum:+0.6;LowVol:-0.6
MaxPos7%;NoDerivatives
10
30
5
trailing 9%
246
30.2
Volatile
27.9
5.15
4
147
12
52
66
false
Buy
Add to core equity +1%
35
-5
BrokerA
LMT
98
null
null
Normal monitoring
-6
-8
-40
5
false
Monitor dispersion and breadth
P4111
Opportunistic
Trust
USD
2025-10-15
1,551,297
91,871
1,459,426
1.17
64.9
16.8
13.4
5
HYG:33.3%;VOO:33.3%;GLD:33.3%
US:71.6;EU:11.9;APAC:11.8;EM:4.3;Other:0.5
Value:+0.1;Growth:+0.5;Quality:-0.5;Size:-0.0;Momentum:-0.8;LowVol:-0.2
MaxPos8%
10
25
5.2
trailing 9%
257
28.8
Sideways
20.3
4.25
2.7
135
-1
36
64
false
Buy
Add to core equity +1%
32
-18
BrokerD
MKT
93
null
null
Normal monitoring
21
-25
-17
4
false
Within IPS guidelines
P4112
Cautious
IRA
USD
2025-06-19
700,643
68,621
632,022
1
40
37.5
5.6
16.9
QQQ:20.6%;AMZN:20.6%;TLT:16.1%;BND:20.6%;MSFT:13.6%;VTI:8.4%
US:66.9;EU:11.4;APAC:10.9;EM:8.3;Other:2.5
Value:+0.2;Growth:+0.9;Quality:-0.4;Size:+0.4;Momentum:-0.8;LowVol:-0.3
ESGOnly;NoDerivatives;NoMargin
6
25
4.6
hard 10%
166
19.8
Sideways
21.3
3.61
2.8
127
8
65
48
false
Rebalance
Shift +1% to bonds from equity
1
-37
BrokerB
VWAP
88
null
null
Normal monitoring
41
-23
5
5
false
Tax-aware sells next window
P4113
Opportunistic
Taxable
USD
2025-12-15
469,257
27,738
441,519
1
77
16.1
0.2
6.6
XLF:22.4%;IEF:25.9%;VNQ:25.9%;VOO:25.9%
US:66.0;EU:8.7;APAC:9.2;EM:10.9;Other:5.2
Value:-0.1;Growth:-0.1;Quality:+0.2;Size:+1.0;Momentum:+0.8;LowVol:-0.9
null
5
25
5.3
hard 12%
234
20.5
Volatile
26.9
5.48
3.6
163
-27
46
89
true
Hedge
Buy index puts 1% notional
17
-1
BrokerD
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
14
12
139
2
false
Tax-aware sells next window
P4114
Hands-off
Trust
USD
2024-12-23
198,569
17,712
180,857
1
60
16.3
16.5
7.2
BND:22.2%;AMZN:19.3%;HYG:19.5%;XLF:20.5%;MUB:18.4%
US:72.5;EU:9.4;APAC:8.7;EM:8.6;Other:0.8
Value:0.0;Growth:+0.4;Quality:-0.3;Size:+0.5;Momentum:-0.6;LowVol:+0.7
MaxPos7%
6
35
5.7
trailing 10%
148
17.6
Bear
28.9
3.6
1.8
178
-32
35
75
true
Reduce
Cut high-beta by 2-3%, add cash
17
-37
BrokerB
VWAP
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
6
0
59
4
false
Within IPS guidelines
P4115
Cautious
401k
USD
2024-08-14
289,575
31,654
257,921
1
47
42.3
0
10.7
TSLA:36.1%;MUB:36.1%;IEF:27.9%
US:60.4;EU:20.6;APAC:7.1;EM:9.4;Other:2.5
Value:+0.4;Growth:+0.1;Quality:-0.1;Size:-0.6;Momentum:-0.9;LowVol:-0.6
ESGOnly;NoMargin
5
25
5.6
trailing 10%
159
18.3
Sideways
15.5
4.44
3
100
19
59
46
false
Sell
Trim extended winner -1%
7
-17
BrokerA
MKT
95
null
null
Normal monitoring
89
4
191
3
false
Increase defensive factor exposure
P4116
Cautious
Roth
USD
2025-04-13
293,817
30,641
263,176
1
42.5
34.7
10.3
12.5
MSFT:33.3%;AMZN:33.3%;VTI:33.3%
US:61.3;EU:15.9;APAC:14.8;EM:4.8;Other:3.3
Value:-0.5;Growth:+0.2;Quality:-0.9;Size:+0.9;Momentum:-0.6;LowVol:-0.3
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
5
35
5.2
trailing 10%
113
13.2
Bull
15.2
3.7
2
87
28
54
45
false
Rebalance
Shift +1% to bonds from equity
15
13
BrokerC
LMT
85
null
null
Normal monitoring
95
10
211
5
false
Tighten stops on momentum names
P4117
Systematic
IRA
USD
2024-08-08
981,874
95,136
886,738
1
68.3
25
0.3
6.3
AMZN:23.4%;VNQ:25.5%;GLD:25.5%;BND:25.5%
US:62.0;EU:9.9;APAC:14.7;EM:11.8;Other:1.6
Value:+0.9;Growth:-0.1;Quality:-0.6;Size:-0.9;Momentum:+0.1;LowVol:0.0
NoDerivatives
5
25
5.4
trailing 8%
226
27.9
Volatile
28.1
4.51
2.8
147
-45
26
79
true
Rebalance
Rebalance back to target bands
33
-31
BrokerC
MKT
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
-47
-23
39
5
false
Tax-aware sells next window
P4118
Opportunistic
401k
USD
2025-11-29
652,819
54,675
598,144
1.13
67.7
15.8
12.3
4.1
TLT:14.5%;MUB:21.9%;VTI:21.9%;XLF:21.9%;AMZN:19.8%
US:69.7;EU:12.4;APAC:6.4;EM:6.8;Other:4.7
Value:-0.2;Growth:+0.7;Quality:-0.4;Size:-0.7;Momentum:+0.8;LowVol:+0.4
MaxPos6%
7
30
6
trailing 7%
194
20.1
Volatile
30.5
3.52
3.2
147
-52
12
84
true
Hedge
Buy index puts 1% notional
4
-13
BrokerA
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
0
-42
118
3
false
Monitor dispersion and breadth
P4119
Hands-off
Trust
USD
2025-05-17
270,553
12,921
257,632
1
70.3
20.9
0
8.8
BND:19.0%;HYG:21.2%;IEF:21.2%;AMZN:13.0%;VNQ:14.5%;AAPL:11.3%
US:74.7;EU:7.8;APAC:9.5;EM:5.0;Other:3.0
Value:-0.9;Growth:+0.9;Quality:-0.1;Size:+1.0;Momentum:+0.9;LowVol:-0.2
NoDerivatives
10
30
5.2
trailing 8%
160
18.6
Bull
15.9
3.94
3.2
70
46
74
63
false
Buy
Add to core equity +1%
-1
14
BrokerB
MKT
99
null
null
Normal monitoring
80
-26
153
5
false
Tighten stops on momentum names
P4120
Opportunistic
401k
USD
2025-10-12
1,666,600
58,787
1,607,813
1.17
73.6
11.1
9.8
5.5
GLD:25.1%;IEF:25.1%;BRK.B:25.1%;XLF:24.6%
US:64.7;EU:12.2;APAC:14.3;EM:4.6;Other:4.2
Value:+0.4;Growth:+0.6;Quality:+0.6;Size:+0.5;Momentum:-1.0;LowVol:+0.8
MaxPos8%
7
30
5
trailing 9%
227
30.5
Bull
15.8
3.64
2.9
102
21
50
60
false
Rebalance
Shift +1% to bonds from equity
12
-17
BrokerB
LMT
95
null
null
Normal monitoring
71
-16
175
3
false
Within IPS guidelines
P4121
Opportunistic
Trust
USD
2025-01-20
867,337
51,809
815,528
1
72
14
8.6
5.5
MUB:22.7%;BND:25.7%;AAPL:25.8%;HYG:25.8%
US:68.6;EU:9.0;APAC:8.5;EM:12.5;Other:1.3
Value:+0.9;Growth:-0.9;Quality:+0.4;Size:-0.7;Momentum:+0.8;LowVol:-1.0
NoDerivatives
8
35
6.6
hard 12%
270
32.4
Bull
16.7
3.53
3.5
104
60
88
59
false
Sell
Trim extended winner -1%
-4
-6
BrokerD
MKT
91
null
null
Normal monitoring
99
19
117
3
false
Monitor dispersion and breadth
P4122
Hands-off
401k
USD
2025-08-21
272,040
16,018
256,022
1
58.5
21.2
13.2
7.1
TLT:29.4%;MSFT:17.9%;IEF:23.2%;VNQ:29.4%
US:62.5;EU:8.5;APAC:16.4;EM:10.2;Other:2.4
Value:-0.5;Growth:+0.1;Quality:-0.5;Size:-0.9;Momentum:-0.2;LowVol:-0.8
ESGOnly;MaxPos7%;NoDerivatives
7
25
5.3
trailing 10%
159
13.9
Sideways
21
4.29
3.1
105
7
57
48
false
Rebalance
Shift +1% to bonds from equity
35
15
BrokerC
MKT
92
null
null
Normal monitoring
-12
-28
-38
4
false
Monitor dispersion and breadth
P4123
Systematic
IRA
USD
2025-08-04
1,454,593
88,977
1,365,616
1
55.7
34.6
2.3
7.4
TSLA:25.2%;VTI:24.4%;BND:25.1%;HYG:25.2%
US:66.6;EU:9.1;APAC:11.4;EM:12.0;Other:0.9
Value:-0.9;Growth:+0.6;Quality:-0.2;Size:+0.3;Momentum:-0.7;LowVol:-0.1
MaxPos8%
7
35
5.5
trailing 9%
226
18.8
Sideways
21.8
4.06
3.1
132
32
71
61
false
Rebalance
Shift +1% to bonds from equity
-11
3
BrokerD
MKT
87
null
null
Normal monitoring
-27
8
63
4
false
Tax-aware sells next window
P4124
Hands-off
401k
USD
2024-11-07
742,390
29,960
712,430
1
57.4
21.5
15.1
6
VNQ:23.3%;QQQ:23.3%;BRK.B:12.4%;GLD:22.6%;TSLA:18.4%
US:62.8;EU:14.7;APAC:11.2;EM:6.5;Other:4.9
Value:-0.5;Growth:+0.6;Quality:-0.6;Size:-0.9;Momentum:-0.9;LowVol:-0.9
ESGOnly;MaxPos8%
7
30
4.1
trailing 10%
162
17
Bull
12.7
4.81
3.2
112
34
70
30
false
Rebalance
Shift +1% to bonds from equity
6
-34
BrokerB
MKT
92
null
null
Normal monitoring
16
-11
73
5
false
Tighten stops on momentum names
P4125
Cautious
401k
USD
2025-10-31
857,786
122,040
735,746
1
46.1
34.4
9.4
10.1
VTI:26.6%;AAPL:20.2%;TSLA:26.6%;BRK.B:26.6%
US:61.5;EU:14.0;APAC:11.1;EM:9.8;Other:3.6
Value:+0.1;Growth:-0.7;Quality:+0.1;Size:-0.3;Momentum:+0.8;LowVol:-0.6
ESGOnly;MaxPos7%;NoMargin
10
35
6
hard 10%
112
18.8
Volatile
31.9
4.46
2.9
159
-33
25
71
true
Reduce
Cut high-beta by 2-3%, add cash
-8
-22
BrokerB
MKT
97
VAR>budget
TightenStops
Risk above budget threshold
58
-38
181
2
false
Within IPS guidelines
P4126
Opportunistic
Trust
USD
2024-08-28
307,404
11,778
295,626
1
71.9
14.3
5.2
8.5
BND:33.3%;XLF:33.3%;MSFT:33.3%
US:76.6;EU:5.4;APAC:7.5;EM:8.8;Other:1.7
Value:+0.9;Growth:+0.6;Quality:+0.5;Size:+0.4;Momentum:-0.9;LowVol:+0.3
MaxPos7%
10
35
4.7
hard 12%
185
20.4
Sideways
14.6
3.61
2.1
115
39
73
60
false
Buy
Add to core equity +1%
16
-39
BrokerA
LMT
94
null
null
Normal monitoring
-17
-30
77
4
false
Tighten stops on momentum names
P4127
Systematic
IRA
USD
2025-06-27
971,925
40,664
931,261
1
63
23.9
5.3
7.8
AAPL:33.3%;TLT:33.3%;QQQ:33.3%
US:69.3;EU:7.6;APAC:14.0;EM:5.9;Other:3.2
Value:+0.2;Growth:-0.3;Quality:-0.8;Size:-0.7;Momentum:+0.8;LowVol:-1.0
MaxPos5%
8
30
5.2
trailing 8%
174
24.3
Volatile
29.7
5.45
3.3
178
15
43
74
true
Reduce
Cut high-beta by 2-3%, add cash
0
-28
BrokerD
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
30
-32
88
2
false
Increase defensive factor exposure
P4128
Opportunistic
IRA
USD
2024-07-29
907,888
29,344
878,544
1
71.8
10.8
9.4
8
MUB:33.3%;BND:33.3%;VNQ:33.3%
US:78.4;EU:6.7;APAC:10.5;EM:4.0;Other:0.4
Value:-0.4;Growth:+0.4;Quality:-0.8;Size:-0.1;Momentum:-0.8;LowVol:-0.9
MaxPos6%
7
35
5.4
trailing 7%
225
30.3
Volatile
22.9
5.32
2.9
160
-44
43
72
true
Rebalance
Rebalance back to target bands
-2
-40
BrokerA
MKT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
88
12
212
3
false
Increase defensive factor exposure
P4129
Active
Taxable
USD
2024-07-07
881,742
97,108
784,634
1
64.4
20.9
5.8
8.9
VOO:15.0%;BRK.B:18.1%;VNQ:17.4%;QQQ:13.9%;MUB:16.3%;MSFT:19.4%
US:67.8;EU:12.6;APAC:14.9;EM:4.0;Other:0.8
Value:-0.4;Growth:-0.1;Quality:-0.3;Size:+0.9;Momentum:-0.7;LowVol:+0.4
null
8
25
5.9
trailing 8%
122
24.3
Volatile
20.3
4.52
2.3
158
69
75
57
true
Rebalance
Rebalance back to target bands
-6
11
BrokerC
LMT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
-56
-20
-90
2
false
Increase defensive factor exposure
P4130
Systematic
401k
USD
2025-10-25
1,880,427
187,320
1,693,107
1
61.2
31.8
0
7
MUB:25.0%;TSLA:25.0%;GLD:25.0%;XLF:25.0%
US:70.3;EU:15.3;APAC:8.2;EM:5.0;Other:1.2
Value:+0.9;Growth:-0.4;Quality:+0.6;Size:+0.3;Momentum:-0.4;LowVol:-1.0
null
7
30
4.2
trailing 8%
196
21.6
Volatile
31.5
5.35
3
123
-56
14
80
true
Hedge
Buy index puts 1% notional
-10
-18
BrokerD
MKT
98
Drift>tolerance
Pause
Allocation drift beyond policy bands
-38
-13
13
2
false
Tighten stops on momentum names
P4131
Active
Trust
USD
2024-08-17
2,073,817
229,991
1,843,826
1
51
25.2
18.3
5.5
MUB:34.4%;XLF:31.1%;MSFT:34.4%
US:58.1;EU:12.8;APAC:16.6;EM:11.4;Other:1.0
Value:+0.2;Growth:+0.5;Quality:+0.9;Size:-0.5;Momentum:+0.4;LowVol:-0.5
MaxPos6%
10
25
4.8
trailing 9%
137
27.8
Bear
34.5
3.02
2.3
167
27
54
75
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-16
BrokerB
LMT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-46
-11
43
2
false
Tax-aware sells next window
P4132
Hands-off
Taxable
USD
2024-07-12
445,967
18,040
427,927
1
65
28.3
0.6
6
BND:33.3%;GLD:33.3%;VTI:33.3%
US:73.1;EU:8.9;APAC:11.7;EM:5.8;Other:0.5
Value:-0.2;Growth:+0.1;Quality:-0.3;Size:-0.4;Momentum:+0.6;LowVol:+0.9
MaxPos5%
8
35
5.7
trailing 8%
169
13.8
Volatile
30.6
4.29
4.3
146
39
81
71
true
Rebalance
Rebalance back to target bands
31
-14
BrokerB
MKT
99
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
62
16
131
5
false
Increase defensive factor exposure
P4133
Hands-off
Trust
USD
2024-12-06
886,596
73,280
813,316
1
61.7
16.9
14.1
7.3
MUB:20.4%;VNQ:26.1%;TSLA:13.8%;AMZN:13.5%;AAPL:26.1%
US:55.6;EU:16.6;APAC:14.1;EM:10.6;Other:3.1
Value:+0.7;Growth:+0.2;Quality:-0.4;Size:-0.8;Momentum:+0.1;LowVol:-0.3
null
7
30
5.4
hard 10%
152
14.9
Bull
16.7
3.59
3.2
118
18
47
47
false
Rebalance
Shift +1% to bonds from equity
-14
-4
BrokerD
MKT
98
null
null
Normal monitoring
58
16
146
4
false
Monitor dispersion and breadth
P4134
Opportunistic
Trust
USD
2025-08-01
1,163,493
97,082
1,066,411
1
66.7
20.4
7.5
5.4
BRK.B:10.3%;AMZN:18.6%;MUB:21.9%;VNQ:21.9%;BND:7.6%;TLT:19.6%
US:70.0;EU:7.2;APAC:13.0;EM:7.9;Other:1.8
Value:+0.3;Growth:+0.2;Quality:+0.7;Size:+0.3;Momentum:-0.3;LowVol:-0.2
MaxPos7%;NoDerivatives
6
35
5.1
trailing 7%
179
24.3
Sideways
17.4
4.9
2.7
117
47
74
48
false
Buy
Add to core equity +1%
18
-39
BrokerB
MKT
100
null
null
Normal monitoring
14
9
148
5
false
Increase defensive factor exposure
P4135
Cautious
401k
USD
2024-12-07
595,938
58,584
537,354
1
39.2
30.3
17.6
12.9
TSLA:21.5%;XLF:21.5%;HYG:20.0%;MUB:16.1%;VOO:11.8%;VTI:9.0%
US:68.8;EU:8.8;APAC:13.1;EM:5.5;Other:3.8
Value:-0.3;Growth:+0.3;Quality:+0.8;Size:+0.7;Momentum:+0.5;LowVol:-0.4
NoDerivatives;NoMargin
8
35
5.5
trailing 10%
112
17.9
Volatile
25.8
5.29
2.5
166
-35
31
49
false
Sell
Trim extended winner -1%
-9
0
BrokerB
MKT
100
null
null
Normal monitoring
67
-5
154
5
false
Tighten stops on momentum names
P4136
Cautious
Taxable
USD
2025-04-27
557,577
60,745
496,832
1
36.5
43.9
2.4
17.3
VTI:26.9%;MUB:36.6%;BRK.B:36.6%
US:80.9;EU:7.0;APAC:5.5;EM:3.9;Other:2.7
Value:+0.4;Growth:+0.1;Quality:-0.2;Size:+0.5;Momentum:-0.9;LowVol:+0.1
NoMargin
5
35
3.7
trailing 8%
127
14
Bull
11.9
4.96
3.1
100
12
42
28
false
Hedge
Add TLT +1% as duration hedge
-1
-21
BrokerD
VWAP
87
null
null
Normal monitoring
80
-8
155
4
false
Increase defensive factor exposure
P4137
Systematic
Roth
USD
2025-07-21
1,022,754
57,279
965,475
1
61.6
20.5
11.8
6.1
VNQ:27.0%;XLF:27.0%;VTI:27.0%;AMZN:18.9%
US:58.9;EU:11.5;APAC:11.7;EM:12.8;Other:5.2
Value:-0.6;Growth:-0.1;Quality:-0.2;Size:-0.4;Momentum:-0.7;LowVol:+0.2
null
6
25
5.4
trailing 8%
186
17.4
Bull
17.9
4.54
3.2
88
65
82
43
false
Buy
Add to core equity +1%
28
-5
BrokerB
LMT
89
null
null
Normal monitoring
79
-36
80
4
false
Within IPS guidelines
P4138
Systematic
401k
USD
2024-07-14
618,759
26,181
592,578
1
55.9
33.8
2.1
8.2
QQQ:20.1%;TLT:20.5%;AAPL:14.8%;XLF:20.5%;VTI:16.7%;VOO:7.3%
US:60.7;EU:15.5;APAC:12.0;EM:8.8;Other:3.0
Value:-0.3;Growth:-0.6;Quality:+0.2;Size:-0.9;Momentum:+0.4;LowVol:-0.6
MaxPos6%
10
35
5.4
trailing 8%
219
19.1
Bear
24.9
3.93
1.1
211
-98
9
71
true
Reduce
Cut high-beta by 2-3%, add cash
29
1
BrokerD
MKT
90
VAR>budget
Reduce
Risk above budget threshold
-57
-39
-73
5
false
Tax-aware sells next window
P4139
Cautious
Roth
USD
2025-12-16
825,946
110,170
715,776
1
41
37.4
7.9
13.7
QQQ:33.3%;AMZN:33.3%;XLF:33.3%
US:67.6;EU:11.2;APAC:10.1;EM:9.8;Other:1.3
Value:-0.0;Growth:+0.1;Quality:-0.5;Size:+0.4;Momentum:+0.4;LowVol:0.0
ESGOnly;NoMargin
6
35
3.9
trailing 10%
104
17.5
Volatile
24.3
3.55
3.9
128
38
55
56
false
Rebalance
Shift +1% to bonds from equity
35
-10
BrokerB
MKT
95
null
null
Normal monitoring
53
-43
43
3
false
Tighten stops on momentum names
P4140
Systematic
Taxable
USD
2025-05-26
610,712
48,542
562,170
1
55.2
29.6
6.1
9.2
QQQ:10.6%;GLD:21.0%;AMZN:15.7%;BRK.B:21.0%;MUB:16.5%;VOO:15.2%
US:66.4;EU:12.2;APAC:12.4;EM:5.6;Other:3.3
Value:+0.3;Growth:+0.4;Quality:+0.3;Size:+1.0;Momentum:+0.3;LowVol:+0.6
null
7
35
5.7
hard 12%
196
24.3
Bull
16.5
4.25
2.1
94
40
69
36
false
Buy
Add to core equity +1%
-11
-23
BrokerC
LMT
89
null
null
Normal monitoring
68
11
208
4
false
Tighten stops on momentum names
P4141
Active
Trust
USD
2025-02-25
1,219,375
107,561
1,111,814
1
51
30.3
12.3
6.5
HYG:24.4%;TSLA:11.0%;AAPL:24.4%;IEF:15.7%;VTI:24.4%
US:61.7;EU:20.5;APAC:13.0;EM:4.7;Other:0.1
Value:-0.8;Growth:-0.7;Quality:-0.0;Size:+0.3;Momentum:+0.3;LowVol:+0.1
null
7
35
5
hard 12%
140
16.5
Sideways
19.2
4.46
2.7
111
57
73
55
false
Rebalance
Shift +1% to bonds from equity
10
-26
BrokerD
LMT
94
null
null
Normal monitoring
-39
-23
-54
4
false
Tax-aware sells next window
P4142
Cautious
IRA
USD
2024-10-08
211,384
30,908
180,476
1
41.8
39.3
1.3
17.7
TSLA:33.3%;VTI:33.3%;BRK.B:33.3%
US:68.1;EU:14.7;APAC:7.7;EM:7.8;Other:1.6
Value:+0.2;Growth:+1.0;Quality:-0.3;Size:+0.2;Momentum:-0.2;LowVol:-0.8
ESGOnly;NoMargin
5
30
3.9
trailing 8%
165
19.9
Bull
14.6
3.52
2.9
87
69
90
28
false
NoAction
Within bands; monitor
12
-20
BrokerD
VWAP
100
null
null
Normal monitoring
100
-49
69
4
false
Tax-aware sells next window
P4143
Cautious
Taxable
USD
2024-12-31
343,549
38,858
304,691
1
49.5
39.8
0
10.7
IEF:16.8%;MSFT:15.4%;XLF:18.6%;TLT:19.7%;AMZN:19.4%;VOO:10.1%
US:66.5;EU:10.0;APAC:12.1;EM:9.1;Other:2.2
Value:+1.0;Growth:-0.9;Quality:-0.5;Size:+0.9;Momentum:-0.5;LowVol:+0.7
MaxPos6%;NoDerivatives;NoMargin
5
35
4.6
hard 10%
136
14.4
Bull
15.8
3.85
3.2
74
94
94
46
false
Rebalance
Shift +1% to bonds from equity
3
-20
BrokerD
LMT
93
null
null
Normal monitoring
113
11
229
5
false
Tighten stops on momentum names
P4144
Cautious
401k
USD
2025-04-09
295,572
28,894
266,678
1
35.8
32.7
13.8
17.7
VOO:33.3%;AAPL:33.3%;MUB:33.3%
US:61.2;EU:13.5;APAC:12.8;EM:10.3;Other:2.2
Value:-0.4;Growth:+0.1;Quality:+0.4;Size:0.0;Momentum:-0.1;LowVol:-0.3
NoMargin
5
25
5
hard 10%
131
20
Bull
15.5
3.7
2.1
70
20
73
36
false
Buy
Add to core equity +1%
-11
15
BrokerB
MKT
89
null
null
Normal monitoring
66
-41
36
4
false
Within IPS guidelines
P4145
Active
IRA
USD
2024-08-19
1,889,372
132,226
1,757,146
1.14
63.7
20.9
9.9
5.6
VOO:33.3%;MUB:33.3%;VNQ:33.3%
US:66.1;EU:13.3;APAC:16.2;EM:3.9;Other:0.5
Value:+0.7;Growth:-0.5;Quality:+0.5;Size:-0.3;Momentum:+0.8;LowVol:-0.2
NoDerivatives
5
25
5.5
hard 12%
163
26.9
Volatile
30.2
4.19
3.6
146
31
63
70
false
Rebalance
Shift +1% to bonds from equity
20
13
BrokerD
VWAP
87
null
null
Normal monitoring
76
-47
144
4
false
Monitor dispersion and breadth
P4146
Cautious
Roth
USD
2025-10-10
852,462
72,097
780,365
1
39.7
31.6
16
12.7
GLD:33.7%;VNQ:32.6%;TLT:33.7%
US:62.3;EU:17.2;APAC:12.4;EM:3.9;Other:4.1
Value:-0.4;Growth:+0.5;Quality:+0.4;Size:-0.6;Momentum:-0.0;LowVol:+0.3
ESGOnly;MaxPos7%;NoMargin
7
30
5.5
trailing 8%
134
12.1
Volatile
24.4
4.54
3
119
-35
18
54
false
NoAction
Within bands; monitor
31
7
BrokerD
MKT
0
null
null
Normal monitoring
-6
14
46
3
false
Increase defensive factor exposure
P4147
Cautious
Trust
USD
2025-05-16
721,723
96,578
625,145
1
49.2
37.2
0
13.7
VTI:17.5%;QQQ:23.9%;VOO:19.7%;BND:15.0%;AMZN:23.9%
US:72.3;EU:8.5;APAC:8.9;EM:5.2;Other:5.0
Value:-0.4;Growth:+0.4;Quality:-0.1;Size:-0.3;Momentum:+0.6;LowVol:+0.7
NoDerivatives;NoMargin
5
30
5.6
trailing 8%
102
19.7
Sideways
19.6
4.62
2.2
106
41
85
53
false
Rebalance
Shift +1% to bonds from equity
8
-18
BrokerA
VWAP
89
null
null
Normal monitoring
-30
-33
-62
5
false
Tax-aware sells next window
P4148
Cautious
Taxable
USD
2025-03-17
359,267
54,683
304,584
1
45.6
31
9
14.3
HYG:18.0%;XLF:18.2%;VNQ:22.2%;TSLA:19.5%;MSFT:22.2%
US:75.9;EU:5.7;APAC:6.9;EM:8.7;Other:2.7
Value:+1.0;Growth:-0.6;Quality:-1.0;Size:-0.1;Momentum:+0.8;LowVol:-0.8
NoMargin
10
30
3
hard 10%
137
16.8
Bull
14.4
3.68
2.2
105
109
100
44
true
Hedge
Buy index puts 1% notional
11
6
BrokerA
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
119
-31
79
5
false
Monitor dispersion and breadth
P4149
Systematic
401k
USD
2025-03-11
1,203,495
56,757
1,146,738
1
63.7
30.1
0.6
5.7
QQQ:29.2%;VTI:29.2%;BRK.B:12.4%;HYG:29.2%
US:63.0;EU:17.3;APAC:6.3;EM:9.8;Other:3.6
Value:-0.9;Growth:+0.7;Quality:+0.7;Size:+0.4;Momentum:+0.9;LowVol:-0.4
MaxPos7%;NoDerivatives
8
30
6
hard 12%
152
25.2
Volatile
24.9
5.07
2.5
143
-57
13
62
false
Hedge
Add TLT +1% as duration hedge
25
6
BrokerA
MKT
88
null
null
Normal monitoring
51
-18
181
5
false
Within IPS guidelines
P4150
Active
Roth
USD
2025-10-09
1,939,567
131,875
1,807,692
1.1
57.3
22
15
5.6
AAPL:30.2%;MUB:30.2%;BRK.B:19.2%;HYG:20.4%
US:60.7;EU:17.6;APAC:13.9;EM:4.4;Other:3.4
Value:-1.0;Growth:+0.7;Quality:-0.8;Size:-0.4;Momentum:-0.2;LowVol:0.0
MaxPos6%
10
35
5.5
trailing 9%
217
24.7
Sideways
17.7
4.15
2.7
140
-14
41
48
false
Rebalance
Shift +1% to bonds from equity
14
-32
BrokerD
MKT
98
null
null
Normal monitoring
-8
-52
53
5
false
Within IPS guidelines
P4151
Active
Taxable
USD
2025-07-28
1,905,989
175,407
1,730,582
1
54.6
29.4
9
7.1
VNQ:23.7%;IEF:25.4%;TLT:25.4%;QQQ:25.4%
US:66.2;EU:16.8;APAC:6.3;EM:7.0;Other:3.7
Value:+0.2;Growth:+0.1;Quality:+0.3;Size:-0.5;Momentum:+0.9;LowVol:+0.5
NoDerivatives
6
25
4.2
trailing 8%
123
16.4
Bear
32.6
3.32
2.2
138
-33
32
79
true
Hedge
Buy index puts 1% notional
16
-38
BrokerD
LMT
95
VAR>budget
Hedge
Risk above budget threshold
-24
11
-13
4
false
Tax-aware sells next window
P4152
Opportunistic
Trust
USD
2025-03-14
738,582
45,595
692,987
1
66.8
15
9.8
8.5
IEF:22.0%;MUB:21.7%;VTI:7.0%;HYG:11.0%;AMZN:16.2%;TLT:22.0%
US:55.1;EU:12.9;APAC:15.1;EM:12.2;Other:4.7
Value:-0.9;Growth:+0.2;Quality:0.0;Size:+0.2;Momentum:0.0;LowVol:-0.6
null
6
30
5.6
trailing 9%
230
22.8
Volatile
26
4.37
4
156
37
69
75
true
Rebalance
Rebalance back to target bands
0
-1
BrokerD
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
33
-19
64
5
false
Within IPS guidelines
P4153
Cautious
Roth
USD
2025-08-30
206,756
20,351
186,405
1
49.9
34.4
0
15.7
TSLA:33.3%;VNQ:33.3%;QQQ:33.3%
US:71.4;EU:11.1;APAC:9.5;EM:4.4;Other:3.6
Value:-0.9;Growth:+0.7;Quality:+0.9;Size:+0.1;Momentum:-0.3;LowVol:-0.2
ESGOnly;NoDerivatives;NoMargin
5
30
4.9
trailing 8%
145
19.7
Bear
30.2
4.27
2.2
150
-107
5
80
true
Reduce
Cut high-beta by 2-3%, add cash
25
-32
BrokerB
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
88
-45
141
4
false
Tax-aware sells next window
P4154
Cautious
401k
USD
2025-07-17
397,898
43,957
353,941
1
45.2
39
0
15.8
GLD:14.1%;VTI:22.2%;QQQ:22.2%;BRK.B:22.2%;BND:11.0%;HYG:8.2%
US:66.9;EU:13.2;APAC:6.9;EM:9.6;Other:3.4
Value:+0.1;Growth:-0.0;Quality:+0.9;Size:-0.5;Momentum:+0.8;LowVol:+1.0
ESGOnly;NoDerivatives;NoMargin
7
30
5.3
trailing 10%
161
19.1
Bull
17.4
4.49
3.1
89
98
100
41
false
Rebalance
Shift +1% to bonds from equity
4
-18
BrokerB
LMT
88
null
null
Normal monitoring
18
-46
78
3
false
Monitor dispersion and breadth
P4155
Active
Trust
USD
2024-11-27
943,690
61,794
881,896
1.09
59.3
19.9
14.4
6.4
QQQ:21.6%;MSFT:26.1%;XLF:26.1%;AMZN:26.1%
US:67.7;EU:12.9;APAC:7.0;EM:11.6;Other:0.9
Value:+0.7;Growth:0.0;Quality:+0.8;Size:+0.5;Momentum:+0.7;LowVol:+0.4
null
8
35
5
trailing 9%
175
22.9
Sideways
14.9
4.89
3.2
139
38
77
45
false
Rebalance
Shift +1% to bonds from equity
2
-40
BrokerA
LMT
90
null
null
Normal monitoring
30
13
150
3
false
Within IPS guidelines
P4156
Active
Trust
USD
2025-09-17
2,491,130
266,440
2,224,690
1
61.7
27.5
1
9.7
HYG:26.0%;XLF:12.7%;IEF:9.3%;VOO:26.0%;AAPL:26.0%
US:78.7;EU:6.0;APAC:6.4;EM:4.8;Other:4.2
Value:+0.2;Growth:+0.3;Quality:+0.8;Size:+0.7;Momentum:+0.2;LowVol:-0.5
null
5
25
5.9
hard 12%
130
17.2
Bull
13.8
4.43
3.1
74
57
70
45
false
Rebalance
Shift +1% to bonds from equity
14
4
BrokerA
VWAP
90
null
null
Normal monitoring
-37
-20
-47
5
false
Tax-aware sells next window
P4157
Hands-off
Taxable
USD
2025-10-30
640,669
49,635
591,034
1
66
26.5
0
7.5
AAPL:24.9%;GLD:24.9%;TLT:20.5%;VTI:11.0%;BND:18.6%
US:68.6;EU:13.3;APAC:12.2;EM:4.8;Other:1.2
Value:-0.5;Growth:-0.0;Quality:-0.1;Size:+0.7;Momentum:-0.0;LowVol:-0.5
NoDerivatives
8
30
6
hard 10%
165
13.2
Bull
16
4.51
3
97
104
100
52
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-10
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
34
15
59
4
false
Tighten stops on momentum names
P4158
Cautious
IRA
USD
2025-01-25
260,213
36,888
223,325
1
46.7
31.5
10.7
11.1
MUB:26.2%;AMZN:26.2%;XLF:21.5%;BND:26.2%
US:66.9;EU:17.3;APAC:5.1;EM:7.1;Other:3.6
Value:+0.3;Growth:-0.7;Quality:+0.6;Size:-0.5;Momentum:-0.1;LowVol:+0.9
ESGOnly;NoDerivatives;NoMargin
6
25
4.4
trailing 8%
154
16.1
Volatile
28.6
3.79
4.2
148
-14
51
70
false
Sell
Trim extended winner -1%
-2
0
BrokerC
LMT
91
null
null
Normal monitoring
37
14
43
4
false
Within IPS guidelines
P4159
Systematic
Roth
USD
2025-02-27
519,436
32,662
486,774
1
69.3
24
1.2
5.5
MSFT:10.7%;QQQ:18.5%;VOO:16.7%;GLD:20.9%;MUB:12.3%;VNQ:20.9%
US:58.5;EU:17.2;APAC:14.2;EM:9.5;Other:0.6
Value:-0.1;Growth:-0.5;Quality:+0.2;Size:+0.3;Momentum:+0.6;LowVol:-0.1
MaxPos8%
7
35
4.9
trailing 9%
128
23.8
Bear
25.2
4.32
1.7
212
-104
5
70
false
Rebalance
Shift +1% to bonds from equity
-3
-5
BrokerB
LMT
91
null
null
Normal monitoring
-23
-26
10
3
false
Tax-aware sells next window
P4160
Hands-off
Trust
USD
2024-12-14
208,264
14,100
194,164
1
63.6
19.3
8.3
8.8
VNQ:16.5%;MSFT:24.0%;MUB:24.0%;BND:19.3%;BRK.B:16.2%
US:68.1;EU:13.0;APAC:10.5;EM:8.3;Other:0.0
Value:-0.4;Growth:+0.9;Quality:+0.4;Size:-0.2;Momentum:-0.6;LowVol:-0.1
NoDerivatives
8
25
3.6
hard 10%
139
15.7
Bull
13.2
3.56
2.4
88
8
56
43
false
Sell
Trim extended winner -1%
-11
11
BrokerB
MKT
94
null
null
Normal monitoring
-60
-52
69
3
false
Within IPS guidelines
P4161
Opportunistic
401k
USD
2025-02-25
697,731
52,290
645,441
1
67.6
19.8
7.1
5.5
XLF:22.7%;BRK.B:17.5%;AAPL:17.6%;VTI:22.7%;TLT:19.5%
US:58.3;EU:16.2;APAC:13.6;EM:10.8;Other:0.9
Value:-1.0;Growth:-0.0;Quality:-0.4;Size:-0.9;Momentum:+0.4;LowVol:+0.6
MaxPos7%
10
25
5
hard 12%
182
21.1
Sideways
16.9
3.58
2
101
-4
38
59
false
Rebalance
Shift +1% to bonds from equity
-11
-4
BrokerC
MKT
88
null
null
Normal monitoring
-58
8
61
3
false
Tighten stops on momentum names
P4162
Active
Taxable
USD
2025-06-21
2,444,753
231,471
2,213,282
1.1
58.6
18.6
16.9
5.9
MUB:9.5%;TLT:21.9%;VOO:13.6%;AMZN:19.6%;TSLA:21.9%;QQQ:13.5%
US:68.6;EU:16.5;APAC:7.5;EM:4.6;Other:2.8
Value:+0.3;Growth:-0.5;Quality:-0.6;Size:-0.5;Momentum:-1.0;LowVol:+0.4
null
7
30
4.6
trailing 8%
184
21
Volatile
30.6
4.84
3
118
29
64
80
true
Rebalance
Rebalance back to target bands
-11
13
BrokerB
MKT
91
VAR>budget
Hedge
Risk above budget threshold
55
-16
132
3
false
Tax-aware sells next window
P4163
Cautious
Roth
USD
2025-06-11
295,120
33,510
261,610
1
36.3
42.9
9.6
11.2
TSLA:11.5%;BND:20.8%;VOO:20.8%;AAPL:15.5%;MUB:18.7%;VNQ:12.6%
US:60.1;EU:15.1;APAC:13.6;EM:9.8;Other:1.4
Value:-0.7;Growth:+0.6;Quality:+0.5;Size:+0.6;Momentum:-0.5;LowVol:-0.5
NoMargin
6
25
5.5
trailing 8%
129
18
Bull
14.9
4.04
3.1
94
72
83
26
false
Rebalance
Shift +1% to bonds from equity
17
-15
BrokerB
VWAP
87
null
null
Normal monitoring
120
8
169
4
false
Tax-aware sells next window
P4164
Hands-off
IRA
USD
2025-12-18
629,464
31,112
598,352
1
64.1
19.5
7.4
9
HYG:33.3%;XLF:33.3%;MSFT:33.3%
US:62.9;EU:21.0;APAC:7.4;EM:8.4;Other:0.4
Value:+0.7;Growth:-1.0;Quality:+1.0;Size:+0.7;Momentum:-0.8;LowVol:+0.6
ESGOnly;NoDerivatives
6
30
3.8
trailing 8%
162
19.9
Volatile
23.3
4.93
2.2
158
46
67
70
false
Sell
Trim extended winner -1%
-5
-20
BrokerC
MKT
96
null
null
Normal monitoring
65
-13
54
5
false
Increase defensive factor exposure
P4165
Hands-off
401k
USD
2025-01-30
649,734
32,903
616,831
1
65.6
26.9
0
7.5
VTI:35.7%;GLD:28.6%;MUB:35.7%
US:58.0;EU:15.8;APAC:12.9;EM:9.5;Other:3.8
Value:-0.6;Growth:-0.2;Quality:-0.2;Size:+0.8;Momentum:-0.0;LowVol:-0.8
ESGOnly
6
25
3.2
hard 10%
91
17.5
Bear
24.2
3.29
1.8
135
-115
5
62
false
Buy
Add to core equity +1%
21
-27
BrokerA
MKT
89
null
null
Normal monitoring
90
-27
151
5
false
Tighten stops on momentum names
P4166
Hands-off
401k
USD
2025-02-05
310,485
12,495
297,990
1
57.6
21.6
12.4
8.4
VOO:28.5%;AMZN:28.5%;MUB:14.6%;MSFT:28.5%
US:66.4;EU:9.5;APAC:13.0;EM:10.7;Other:0.4
Value:-0.5;Growth:+0.1;Quality:+1.0;Size:-0.3;Momentum:-0.4;LowVol:+0.4
MaxPos8%;NoDerivatives
10
35
5.4
trailing 8%
164
16.3
Bull
17.2
4.43
3.5
80
41
60
52
false
Rebalance
Shift +1% to bonds from equity
6
-4
BrokerA
MKT
87
null
null
Normal monitoring
-45
3
-9
5
false
Increase defensive factor exposure
P4167
Hands-off
401k
USD
2024-08-08
475,967
45,675
430,292
1
62.6
28.5
0
8.9
AAPL:22.7%;BND:22.7%;XLF:22.7%;VNQ:9.1%;MUB:22.7%
US:74.3;EU:7.3;APAC:9.5;EM:6.0;Other:2.9
Value:+0.9;Growth:-0.3;Quality:-0.5;Size:-1.0;Momentum:-0.5;LowVol:+0.9
MaxPos8%
5
35
5.2
hard 10%
169
17.9
Volatile
28.5
4.12
2.1
170
-15
55
84
true
Hedge
Buy index puts 1% notional
20
-35
BrokerA
MKT
93
VAR>budget
Reduce
Risk above budget threshold
83
14
163
3
false
Within IPS guidelines
P4168
Hands-off
IRA
USD
2024-09-27
235,581
22,856
212,725
1
68.3
16.7
8.7
6.3
VNQ:21.5%;HYG:9.6%;AMZN:21.5%;TSLA:6.6%;XLF:21.5%;MSFT:19.4%
US:66.6;EU:9.9;APAC:12.9;EM:6.0;Other:4.6
Value:-0.6;Growth:+0.8;Quality:+0.9;Size:+0.9;Momentum:+0.7;LowVol:-0.0
ESGOnly
10
35
5.7
hard 10%
160
16.9
Bear
27
3.75
1.8
148
-14
39
68
false
Buy
Add to core equity +1%
23
-12
BrokerD
MKT
96
null
null
Normal monitoring
107
5
133
5
false
Within IPS guidelines
P4169
Systematic
Taxable
USD
2025-05-23
406,239
28,102
378,137
1
59.7
28.8
4.1
7.5
IEF:33.3%;AAPL:33.3%;VNQ:33.3%
US:69.1;EU:13.4;APAC:8.5;EM:7.4;Other:1.6
Value:+0.8;Growth:+0.3;Quality:-0.3;Size:-0.1;Momentum:-0.2;LowVol:-0.4
null
7
25
4.6
trailing 9%
179
16.7
Bull
11.4
4.19
3.2
104
30
57
47
false
Buy
Add to core equity +1%
35
-18
BrokerB
VWAP
94
null
null
Normal monitoring
-34
-49
-5
3
false
Increase defensive factor exposure
P4170
Opportunistic
IRA
USD
2024-11-27
651,069
46,484
604,585
1
67.7
11
14.8
6.5
BND:22.9%;TSLA:22.9%;TLT:17.4%;HYG:13.8%;VTI:22.9%
US:74.6;EU:5.8;APAC:12.7;EM:3.9;Other:3.0
Value:-0.4;Growth:+0.7;Quality:-0.9;Size:+0.9;Momentum:-0.9;LowVol:-0.7
null
10
30
4.6
trailing 9%
237
20.5
Bear
27.9
3.95
1.9
198
14
63
83
true
Hedge
Buy index puts 1% notional
17
-25
BrokerB
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
-59
18
-6
2
false
Within IPS guidelines
P4171
Hands-off
Trust
USD
2025-09-12
792,370
47,170
745,200
1
67.8
17.5
6.7
8
IEF:33.3%;QQQ:33.3%;MUB:33.3%
US:64.7;EU:15.9;APAC:8.2;EM:8.3;Other:2.9
Value:+0.3;Growth:-0.5;Quality:+0.3;Size:-0.1;Momentum:-0.2;LowVol:+0.8
null
5
25
3.2
trailing 8%
149
17
Sideways
19.1
3.57
2.4
126
28
63
63
false
Sell
Trim extended winner -1%
20
-25
BrokerC
LMT
100
null
null
Normal monitoring
-29
-19
93
3
false
Within IPS guidelines
P4172
Hands-off
401k
USD
2024-12-17
567,108
49,977
517,131
1
59
18.9
15
7.1
GLD:21.5%;BND:21.5%;HYG:20.4%;MSFT:8.9%;VTI:14.9%;VOO:12.8%
US:56.8;EU:17.9;APAC:12.1;EM:10.5;Other:2.8
Value:-0.7;Growth:-0.4;Quality:-0.0;Size:-0.4;Momentum:+0.6;LowVol:-0.8
ESGOnly
8
30
3.6
trailing 8%
164
19.9
Bull
15.4
3.54
2.4
76
23
73
49
false
Rebalance
Shift +1% to bonds from equity
5
-21
BrokerA
LMT
85
null
null
Normal monitoring
-14
-18
77
3
false
Tighten stops on momentum names
P4173
Hands-off
Roth
USD
2024-11-28
355,537
21,385
334,152
1
63.5
17.9
12.9
5.7
TSLA:25.2%;HYG:24.3%;BND:25.2%;IEF:25.2%
US:60.0;EU:7.9;APAC:16.6;EM:10.4;Other:5.0
Value:+0.2;Growth:+0.3;Quality:-0.1;Size:0.0;Momentum:-0.2;LowVol:+0.1
MaxPos8%
7
35
5.8
trailing 8%
91
19.4
Bull
12.7
3.94
3.1
117
1
39
41
true
Hedge
Buy index puts 1% notional
30
-39
BrokerA
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
22
-41
88
5
true
Within IPS guidelines
P4174
Active
Taxable
USD
2024-08-10
2,165,801
164,818
2,000,983
1.17
57
20.4
14.3
8.4
AAPL:24.2%;BRK.B:24.2%;AMZN:24.2%;HYG:18.0%;VNQ:9.5%
US:73.6;EU:15.1;APAC:5.8;EM:3.3;Other:2.3
Value:+0.3;Growth:-0.5;Quality:+0.3;Size:-0.2;Momentum:+0.3;LowVol:-0.7
null
5
30
5.5
trailing 8%
129
26.5
Bear
30.6
3.33
1.2
159
24
69
70
false
Rebalance
Shift +1% to bonds from equity
19
-14
BrokerB
MKT
100
null
null
Normal monitoring
36
-21
136
4
false
Tax-aware sells next window
P4175
Active
Roth
USD
2024-12-04
1,208,725
114,518
1,094,207
1
62.5
25.5
4.5
7.5
VNQ:25.0%;BRK.B:25.0%;TSLA:25.0%;GLD:25.0%
US:65.2;EU:16.0;APAC:8.4;EM:7.5;Other:2.9
Value:+0.7;Growth:+0.1;Quality:-0.9;Size:+0.1;Momentum:+0.6;LowVol:-0.6
MaxPos7%
7
30
5.2
hard 12%
158
22.9
Volatile
26.9
5.41
3.7
152
-59
17
68
false
Sell
Trim extended winner -1%
-5
-35
BrokerD
MKT
87
null
null
Normal monitoring
78
-41
158
5
false
Within IPS guidelines
P4176
Systematic
Roth
USD
2025-06-13
840,652
72,588
768,064
1
63.8
26.8
3.6
5.8
VNQ:19.9%;TSLA:23.0%;GLD:23.0%;AMZN:13.2%;BRK.B:20.8%
US:75.7;EU:6.9;APAC:6.8;EM:6.0;Other:4.7
Value:-0.4;Growth:+0.2;Quality:-0.7;Size:+1.0;Momentum:-1.0;LowVol:-0.8
null
7
35
4.9
hard 12%
175
24.9
Bull
13
4.8
2.3
90
27
70
43
false
Buy
Add to core equity +1%
-7
-22
BrokerC
LMT
85
null
null
Normal monitoring
74
-52
57
3
false
Tax-aware sells next window
P4177
Systematic
Taxable
USD
2025-07-15
1,839,406
112,801
1,726,605
1
61.9
26.9
5.8
5.5
VTI:16.2%;MUB:22.9%;TLT:21.9%;IEF:16.2%;TSLA:22.9%
US:66.9;EU:11.6;APAC:12.4;EM:6.3;Other:2.7
Value:+0.4;Growth:-0.3;Quality:-0.7;Size:-0.3;Momentum:0.0;LowVol:+0.2
null
8
35
4.6
hard 12%
160
17
Bull
13.8
4.28
3.5
105
117
100
44
false
Rebalance
Shift +1% to bonds from equity
34
-31
BrokerD
LMT
87
null
null
Normal monitoring
-17
-14
-12
5
false
Increase defensive factor exposure
P4178
Active
401k
USD
2025-11-20
1,673,879
189,570
1,484,309
1.07
51.8
22.8
16.7
8.7
GLD:23.3%;MSFT:15.4%;XLF:23.3%;BND:23.3%;AAPL:14.7%
US:66.1;EU:10.9;APAC:9.0;EM:10.6;Other:3.5
Value:+0.4;Growth:-0.8;Quality:-0.7;Size:+0.6;Momentum:+0.1;LowVol:-0.5
null
10
35
4.5
trailing 8%
211
24.5
Volatile
25.1
4.99
4
140
73
78
66
false
Rebalance
Shift +1% to bonds from equity
34
5
BrokerD
LMT
91
null
null
Normal monitoring
34
17
131
4
false
Tax-aware sells next window
P4179
Opportunistic
Taxable
USD
2024-09-23
1,195,739
61,949
1,133,790
1
70.5
14.1
10.1
5.2
QQQ:33.3%;VOO:33.3%;TLT:33.3%
US:77.5;EU:7.5;APAC:8.0;EM:4.4;Other:2.6
Value:-0.9;Growth:+0.6;Quality:-0.8;Size:-0.1;Momentum:+0.1;LowVol:-0.2
null
8
25
6
trailing 7%
221
29.5
Bull
14.2
3.85
2.7
92
84
86
44
false
NoAction
Within bands; monitor
17
2
BrokerC
MKT
0
null
null
Normal monitoring
-55
1
-35
5
false
Tax-aware sells next window
P4180
Hands-off
401k
USD
2025-03-04
433,975
29,731
404,244
1
68.9
23.2
0.4
7.5
TLT:13.8%;VOO:16.2%;VNQ:23.3%;GLD:23.3%;XLF:23.3%
US:69.2;EU:12.7;APAC:10.9;EM:4.2;Other:3.0
Value:+0.6;Growth:-0.2;Quality:+0.1;Size:+0.2;Momentum:-0.2;LowVol:-0.9
ESGOnly;MaxPos5%
6
35
3.7
trailing 10%
170
18.3
Bear
28
4.27
1.2
135
-88
5
85
true
Hedge
Buy index puts 1% notional
32
-25
BrokerA
MKT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
-60
-9
77
5
false
Monitor dispersion and breadth
P4181
Active
401k
USD
2024-08-13
1,074,783
124,142
950,641
1
56.9
18.2
16.3
8.5
GLD:29.0%;TSLA:29.0%;MUB:29.0%;HYG:13.0%
US:64.5;EU:10.6;APAC:13.0;EM:7.0;Other:4.9
Value:+0.6;Growth:-0.0;Quality:-0.5;Size:-0.7;Momentum:-0.0;LowVol:-0.1
NoDerivatives
8
25
4.2
hard 12%
203
22.1
Bull
17.8
3.52
2.1
70
120
100
56
false
NoAction
Within bands; monitor
30
-9
BrokerB
VWAP
95
null
null
Normal monitoring
81
-26
121
4
false
Within IPS guidelines
P4182
Systematic
IRA
USD
2025-02-07
701,820
40,071
661,749
1
60.5
30.6
0
8.9
MUB:27.8%;QQQ:27.8%;VNQ:16.7%;AMZN:27.8%
US:61.0;EU:16.6;APAC:13.5;EM:6.3;Other:2.5
Value:+0.1;Growth:-0.7;Quality:+0.8;Size:+0.9;Momentum:+0.9;LowVol:-0.7
null
5
30
5
trailing 9%
145
27.3
Volatile
24.9
4.88
3.6
156
-58
13
66
true
Hedge
Buy index puts 1% notional
20
-15
BrokerA
LMT
97
VAR>budget
Reduce
Risk above budget threshold
88
-41
108
2
false
Tax-aware sells next window
P4183
Active
401k
USD
2025-04-30
1,622,359
136,641
1,485,718
1
62.2
22.2
7.5
8
MSFT:27.7%;BND:16.9%;TLT:27.7%;AMZN:27.7%
US:76.7;EU:5.5;APAC:7.7;EM:5.4;Other:4.8
Value:-0.5;Growth:+0.7;Quality:+0.9;Size:-0.2;Momentum:0.0;LowVol:-0.8
null
8
30
4.1
trailing 8%
228
25.7
Bear
22.2
3.3
3
205
-61
31
62
false
Sell
Trim extended winner -1%
24
-22
BrokerC
LMT
93
null
null
Normal monitoring
97
-37
199
4
false
Increase defensive factor exposure
P4184
Systematic
401k
USD
2025-03-25
1,672,363
115,177
1,557,186
1
57.5
32.7
1.7
8.1
AMZN:33.9%;VTI:32.1%;HYG:33.9%
US:72.5;EU:12.5;APAC:8.6;EM:3.7;Other:2.7
Value:-0.5;Growth:-0.2;Quality:+0.2;Size:0.0;Momentum:-0.7;LowVol:+0.8
MaxPos6%
10
25
5.1
trailing 9%
209
22.7
Volatile
23.4
4.19
2.1
111
70
98
59
false
Rebalance
Shift +1% to bonds from equity
10
-40
BrokerA
LMT
90
null
null
Normal monitoring
-57
-57
66
3
false
Tighten stops on momentum names
P4185
Cautious
Taxable
USD
2024-10-26
656,309
94,709
561,600
1
44.2
37.1
8.4
10.3
HYG:12.6%;VTI:14.3%;MSFT:21.3%;VOO:21.3%;QQQ:12.3%;BRK.B:18.3%
US:63.8;EU:13.3;APAC:10.3;EM:7.7;Other:4.9
Value:+0.7;Growth:-0.5;Quality:-0.3;Size:+0.8;Momentum:-0.8;LowVol:-0.2
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
35
3.3
hard 10%
150
18.6
Sideways
17.3
3.51
3.2
103
31
50
32
false
Rebalance
Shift +1% to bonds from equity
-11
1
BrokerD
LMT
92
null
null
Normal monitoring
27
-11
61
4
false
Within IPS guidelines
P4186
Hands-off
Trust
USD
2024-07-12
728,506
37,651
690,855
1
65.3
28.7
0
5.9
MSFT:34.0%;BRK.B:34.0%;VNQ:32.1%
US:66.1;EU:14.3;APAC:7.6;EM:7.9;Other:4.2
Value:-0.2;Growth:+0.7;Quality:+0.5;Size:-0.2;Momentum:+0.8;LowVol:+0.1
ESGOnly;NoDerivatives
7
25
3
trailing 10%
94
14.1
Bull
16.6
4.86
2.6
101
5
42
54
false
NoAction
Within bands; monitor
6
-9
BrokerB
MKT
0
null
null
Normal monitoring
33
19
155
5
false
Increase defensive factor exposure
P4187
Active
401k
USD
2025-09-29
1,170,377
96,459
1,073,918
1.24
64.5
26
2.1
7.4
IEF:24.0%;MSFT:16.1%;GLD:24.0%;HYG:23.2%;VNQ:12.8%
US:70.9;EU:6.7;APAC:15.7;EM:3.4;Other:3.2
Value:-0.5;Growth:-0.9;Quality:+0.6;Size:-0.8;Momentum:+0.8;LowVol:-1.0
null
8
30
4.3
trailing 8%
132
23.6
Sideways
19.9
4.33
3.1
124
-30
47
50
false
Rebalance
Shift +1% to bonds from equity
-14
3
BrokerB
LMT
93
null
null
Normal monitoring
115
7
206
3
false
Tax-aware sells next window
P4188
Hands-off
Trust
USD
2024-08-06
252,101
22,462
229,639
1
61.9
25
5
8.1
GLD:15.0%;QQQ:13.8%;VNQ:20.0%;BRK.B:12.7%;XLF:20.2%;TSLA:18.2%
US:68.0;EU:10.6;APAC:8.1;EM:12.0;Other:1.3
Value:-0.3;Growth:-0.4;Quality:+0.3;Size:0.0;Momentum:-0.7;LowVol:-0.5
ESGOnly;MaxPos7%
10
25
5.2
trailing 8%
140
15
Bull
12
4.53
2.2
98
72
88
46
false
Sell
Trim extended winner -1%
17
10
BrokerC
MKT
93
null
null
Normal monitoring
9
9
81
4
false
Within IPS guidelines
P4189
Opportunistic
Taxable
USD
2025-10-27
1,101,867
75,063
1,026,804
1
69
13.6
9.3
8.1
GLD:23.3%;BND:10.8%;TLT:23.3%;AAPL:22.2%;VOO:20.6%
US:58.7;EU:20.1;APAC:15.1;EM:6.1;Other:0.0
Value:+0.6;Growth:-0.6;Quality:+0.8;Size:+0.6;Momentum:0.0;LowVol:+0.4
MaxPos7%;NoDerivatives
5
30
4.3
trailing 7%
180
23.4
Bear
30.7
4.43
1.7
134
-75
5
75
true
Hedge
Buy index puts 1% notional
35
12
BrokerB
LMT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
96
-10
77
4
false
Tighten stops on momentum names
P4190
Hands-off
Taxable
USD
2024-12-23
882,603
42,596
840,007
1
58.4
19.4
14.9
7.3
XLF:12.7%;TSLA:15.3%;TLT:10.7%;IEF:23.4%;HYG:14.5%;BND:23.4%
US:64.6;EU:6.5;APAC:10.8;EM:12.6;Other:5.6
Value:-0.1;Growth:-0.4;Quality:-0.4;Size:0.0;Momentum:-0.5;LowVol:+0.5
ESGOnly;MaxPos8%;NoDerivatives
10
30
5.6
hard 10%
141
16.8
Bull
14.5
4.08
2.5
119
63
96
51
false
NoAction
Within bands; monitor
22
-9
BrokerB
MKT
0
null
null
Normal monitoring
80
13
178
4
false
Tighten stops on momentum names
P4191
Hands-off
IRA
USD
2025-03-27
867,877
48,459
819,418
1
66.6
25.3
0
8.2
AMZN:24.8%;VNQ:37.6%;VTI:37.6%
US:59.5;EU:16.2;APAC:13.0;EM:5.9;Other:5.4
Value:-0.4;Growth:-0.1;Quality:+0.9;Size:-0.8;Momentum:-0.8;LowVol:-0.8
MaxPos6%
10
25
5
hard 10%
124
17.1
Bull
14.1
3.76
3.5
90
0
35
51
false
Buy
Add to core equity +1%
-11
2
BrokerA
LMT
98
null
null
Normal monitoring
105
6
114
3
false
Monitor dispersion and breadth
P4192
Hands-off
401k
USD
2024-11-14
173,305
11,657
161,648
1
68.1
24.2
0
7.7
MUB:25.9%;IEF:25.9%;AAPL:22.4%;VNQ:25.9%
US:68.5;EU:16.2;APAC:9.7;EM:5.6;Other:0.1
Value:-0.3;Growth:-0.8;Quality:-0.1;Size:+0.8;Momentum:+0.6;LowVol:-0.0
NoDerivatives
6
35
5.6
hard 10%
161
19.7
Volatile
27.8
3.6
4.1
140
17
67
70
false
Rebalance
Shift +1% to bonds from equity
31
-12
BrokerC
LMT
88
null
null
Normal monitoring
79
-50
213
5
false
Tax-aware sells next window
P4193
Systematic
Roth
USD
2024-07-21
1,417,423
116,605
1,300,818
1
68
25.5
0
6.5
VNQ:22.7%;GLD:23.4%;XLF:11.4%;IEF:19.1%;MSFT:23.4%
US:60.8;EU:10.4;APAC:16.0;EM:10.5;Other:2.3
Value:+0.1;Growth:-0.8;Quality:+0.2;Size:+1.0;Momentum:-0.8;LowVol:0.0
MaxPos6%
5
25
4.3
trailing 9%
131
18.9
Volatile
20.5
5.49
3.4
170
72
77
57
false
Buy
Add to core equity +1%
31
-40
BrokerD
VWAP
96
null
null
Normal monitoring
109
-31
220
5
false
Tax-aware sells next window
P4194
Hands-off
401k
USD
2025-02-12
316,000
25,385
290,615
1
69.1
20.1
4.5
6.2
TSLA:9.6%;VTI:21.2%;AMZN:14.1%;IEF:16.6%;BRK.B:21.2%;TLT:17.4%
US:57.0;EU:18.7;APAC:12.3;EM:10.2;Other:1.7
Value:-0.6;Growth:-0.9;Quality:+0.3;Size:0.0;Momentum:-0.8;LowVol:-0.3
ESGOnly;MaxPos7%
7
35
4.6
trailing 8%
108
14.7
Bull
17
4.84
2.1
84
37
57
48
false
Rebalance
Shift +1% to bonds from equity
-2
6
BrokerA
LMT
95
null
null
Normal monitoring
70
-35
109
4
false
Increase defensive factor exposure
P4195
Systematic
IRA
USD
2025-10-07
493,324
34,082
459,242
1
57.4
29.5
3.9
9.2
VNQ:25.7%;BND:25.7%;QQQ:22.9%;XLF:25.7%
US:69.5;EU:17.1;APAC:6.9;EM:3.5;Other:2.9
Value:+0.5;Growth:-0.3;Quality:+0.7;Size:+0.9;Momentum:+0.3;LowVol:+0.9
MaxPos5%
8
35
5.9
trailing 8%
190
24.6
Bear
30.1
3.83
2.4
182
-32
25
77
true
Reduce
Cut high-beta by 2-3%, add cash
18
-23
BrokerC
VWAP
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
-48
19
62
4
false
Tighten stops on momentum names
P4196
Hands-off
Taxable
USD
2025-12-21
164,084
8,909
155,175
1
72.9
16.1
3.4
7.6
AAPL:25.0%;TLT:25.0%;BRK.B:25.0%;MSFT:25.0%
US:68.6;EU:6.0;APAC:14.0;EM:8.5;Other:2.9
Value:+0.5;Growth:-0.7;Quality:+0.4;Size:+0.2;Momentum:+0.2;LowVol:+0.6
null
7
30
5.4
trailing 8%
162
14.2
Bear
23.7
4.05
1.6
148
-68
28
74
true
Reduce
Cut high-beta by 2-3%, add cash
31
-35
BrokerC
LMT
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
81
-45
142
4
false
Tax-aware sells next window
P4197
Opportunistic
IRA
USD
2024-10-02
316,502
17,063
299,439
1
73.8
13.2
5.1
7.9
IEF:25.0%;AMZN:25.0%;BND:25.0%;VOO:25.0%
US:65.8;EU:9.7;APAC:17.8;EM:4.0;Other:2.7
Value:+0.7;Growth:+0.2;Quality:-0.2;Size:+0.5;Momentum:+0.9;LowVol:+0.7
MaxPos6%
7
30
5.9
hard 12%
245
28.7
Volatile
22.3
5.1
4.2
179
-16
55
58
true
Hedge
Buy index puts 1% notional
-11
-17
BrokerA
MKT
97
VAR>budget
Reduce
Risk above budget threshold
105
-35
244
5
false
Tighten stops on momentum names
P4198
Hands-off
Trust
USD
2025-07-23
224,084
14,460
209,624
1
69.9
16.1
4.8
9.1
QQQ:19.0%;IEF:21.6%;GLD:16.1%;BND:21.6%;TLT:21.6%
US:67.3;EU:8.0;APAC:13.6;EM:9.1;Other:1.9
Value:-0.9;Growth:-0.2;Quality:+0.1;Size:-0.6;Momentum:-0.8;LowVol:0.0
MaxPos6%
8
30
5.8
trailing 8%
151
15.8
Volatile
27.2
5.34
2.1
175
5
39
81
true
Hedge
Buy index puts 1% notional
-1
15
BrokerB
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
39
5
159
5
false
Increase defensive factor exposure
P4199
Systematic
IRA
USD
2024-09-12
1,239,270
89,688
1,149,582
1
60.9
30.2
0
8.9
XLF:16.3%;IEF:11.7%;HYG:20.8%;TLT:13.0%;MSFT:17.5%;VOO:20.8%
US:70.7;EU:7.2;APAC:11.4;EM:7.1;Other:3.6
Value:-1.0;Growth:-0.3;Quality:0.0;Size:+0.5;Momentum:-0.1;LowVol:-0.4
null
10
35
5.1
trailing 9%
172
17.9
Bull
16
4.12
3.1
74
67
69
40
false
Rebalance
Shift +1% to bonds from equity
32
-35
BrokerB
MKT
92
null
null
Normal monitoring
87
-19
214
4
false
Increase defensive factor exposure
P4200
Hands-off
Trust
USD
2024-10-25
220,835
17,324
203,511
1
68.4
22.1
0
9.5
AMZN:25.0%;VOO:25.0%;MSFT:25.0%;XLF:25.0%
US:61.5;EU:11.7;APAC:13.7;EM:8.5;Other:4.6
Value:+0.8;Growth:-0.4;Quality:+0.5;Size:+0.3;Momentum:+0.1;LowVol:-0.7
ESGOnly
5
35
5.8
trailing 8%
168
19.6
Bull
17.1
3.72
3.3
117
104
100
63
false
Rebalance
Shift +1% to bonds from equity
12
2
BrokerD
LMT
97
null
null
Normal monitoring
90
-59
197
4
false
Within IPS guidelines