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
P4201
Active
Trust
USD
2025-06-27
1,549,272
116,690
1,432,582
1
66.2
22.9
5
5.9
BND:33.3%;VTI:33.3%;AMZN:33.3%
US:73.5;EU:10.3;APAC:8.4;EM:4.1;Other:3.7
Value:-0.1;Growth:+0.8;Quality:-0.4;Size:-0.8;Momentum:-0.7;LowVol:+0.1
MaxPos8%
5
35
5.8
trailing 8%
223
20.4
Volatile
29.1
3.71
3.6
180
-4
56
83
true
Rebalance
Rebalance back to target bands
5
-20
BrokerA
MKT
87
VAR>budget
Reduce
Risk above budget threshold
36
-6
-4
3
false
Increase defensive factor exposure
P4202
Cautious
Trust
USD
2025-09-05
481,786
75,172
406,614
1
52.5
30.5
2.2
14.8
MSFT:26.8%;XLF:19.5%;QQQ:26.8%;AAPL:26.8%
US:66.6;EU:13.9;APAC:11.4;EM:6.0;Other:2.1
Value:+0.2;Growth:+0.1;Quality:-0.4;Size:+0.3;Momentum:+0.8;LowVol:+0.6
MaxPos5%;NoDerivatives;NoMargin
7
35
5.8
trailing 8%
123
14.4
Bear
24.5
3.1
1
170
-55
22
65
false
Rebalance
Shift +1% to bonds from equity
25
-10
BrokerD
MKT
85
null
null
Normal monitoring
61
-4
42
4
false
Tighten stops on momentum names
P4203
Active
IRA
USD
2024-11-22
960,161
80,707
879,454
1.16
62.7
20.8
7.8
8.7
AAPL:33.3%;BND:33.3%;GLD:33.3%
US:69.1;EU:8.1;APAC:10.6;EM:10.3;Other:1.9
Value:+0.5;Growth:+0.3;Quality:+0.7;Size:-0.6;Momentum:+0.4;LowVol:+0.3
NoDerivatives
7
30
4
trailing 9%
166
26.1
Volatile
27.1
5.27
4
142
34
81
61
false
Sell
Trim extended winner -1%
-5
-18
BrokerD
MKT
91
null
null
Normal monitoring
111
-58
129
5
false
Within IPS guidelines
P4204
Opportunistic
Taxable
USD
2025-09-27
1,252,188
97,184
1,155,004
1
60.1
13.1
21.6
5.3
VOO:25.6%;BND:25.6%;QQQ:25.6%;IEF:23.1%
US:71.7;EU:9.7;APAC:10.0;EM:3.8;Other:4.8
Value:0.0;Growth:+0.7;Quality:-0.7;Size:+1.0;Momentum:-0.3;LowVol:-0.3
MaxPos8%;NoDerivatives
6
30
4.1
trailing 7%
177
23.3
Bull
12
4.09
3
73
97
100
47
false
Hedge
Add TLT +1% as duration hedge
8
-2
BrokerC
MKT
88
null
null
Normal monitoring
65
-40
193
5
false
Tax-aware sells next window
P4205
Hands-off
Taxable
USD
2025-07-18
293,713
19,502
274,211
1
56
15.2
19.9
8.9
VOO:21.9%;TSLA:21.9%;BND:21.4%;HYG:13.0%;GLD:21.9%
US:66.4;EU:18.4;APAC:6.1;EM:5.4;Other:3.7
Value:-0.1;Growth:+0.9;Quality:+0.2;Size:-0.5;Momentum:-0.4;LowVol:+0.3
ESGOnly;MaxPos6%;NoDerivatives
6
25
4.1
hard 10%
125
14.4
Volatile
30
4.9
2.1
159
0
41
75
true
Hedge
Buy index puts 1% notional
30
-19
BrokerC
LMT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
92
-22
232
2
false
Within IPS guidelines
P4206
Systematic
401k
USD
2024-08-21
838,264
69,377
768,887
1
59.8
33.8
0
6.3
MSFT:33.3%;AAPL:33.3%;IEF:33.3%
US:65.1;EU:19.8;APAC:6.3;EM:7.5;Other:1.3
Value:+0.1;Growth:+0.1;Quality:+0.4;Size:+0.6;Momentum:-0.9;LowVol:-0.8
MaxPos8%
7
35
5.6
trailing 9%
215
20.7
Sideways
21.9
3.6
3.2
134
40
55
54
false
NoAction
Within bands; monitor
1
-1
BrokerD
LMT
90
null
null
Normal monitoring
110
-56
200
3
false
Monitor dispersion and breadth
P4207
Systematic
401k
USD
2025-10-27
590,891
27,637
563,254
1
61.1
31.8
0
7
AAPL:26.9%;VTI:26.9%;MUB:19.3%;MSFT:26.9%
US:61.0;EU:13.0;APAC:8.5;EM:12.5;Other:5.0
Value:-0.9;Growth:+0.1;Quality:-0.5;Size:+0.7;Momentum:+0.3;LowVol:-0.8
null
7
30
5.1
hard 12%
198
25.7
Volatile
24.6
4.63
3.5
154
-41
24
59
false
Sell
Trim extended winner -1%
21
-19
BrokerA
MKT
98
null
null
Normal monitoring
35
-26
93
5
false
Increase defensive factor exposure
P4208
Opportunistic
IRA
USD
2024-08-22
558,269
18,899
539,370
1
76.7
11.3
5.7
6.4
IEF:27.5%;AAPL:27.5%;BND:17.5%;VTI:27.5%
US:61.9;EU:8.4;APAC:13.7;EM:12.2;Other:3.8
Value:-0.3;Growth:+0.2;Quality:-0.4;Size:-0.5;Momentum:+0.2;LowVol:-0.4
null
10
35
4.3
trailing 7%
267
21.7
Sideways
16.5
4.17
3
136
33
71
61
false
Sell
Trim extended winner -1%
0
-26
BrokerA
LMT
90
null
null
Normal monitoring
81
-20
187
3
false
Monitor dispersion and breadth
P4209
Active
401k
USD
2025-09-24
1,171,825
125,431
1,046,394
1
62.6
28.1
0
9.2
TSLA:26.3%;GLD:21.2%;BND:26.3%;AAPL:26.3%
US:70.8;EU:8.4;APAC:10.7;EM:8.8;Other:1.3
Value:-0.1;Growth:-0.7;Quality:-0.9;Size:+0.4;Momentum:-0.8;LowVol:-1.0
MaxPos8%
6
30
4.4
hard 12%
151
16
Bull
15.4
4.24
3.2
106
108
100
39
false
Buy
Add to core equity +1%
17
-25
BrokerB
LMT
86
null
null
Normal monitoring
-21
-45
-45
3
false
Monitor dispersion and breadth
P4210
Active
Trust
USD
2025-11-11
549,726
53,824
495,902
1
53
29.3
9.4
8.3
BRK.B:16.7%;MUB:10.1%;IEF:22.6%;QQQ:15.1%;MSFT:13.0%;HYG:22.6%
US:60.1;EU:15.5;APAC:8.0;EM:13.3;Other:3.2
Value:-0.3;Growth:-0.7;Quality:+0.7;Size:+0.8;Momentum:-1.0;LowVol:-0.3
MaxPos8%
8
30
5.2
trailing 8%
223
22.6
Bear
28.1
4.44
1.3
176
-21
34
66
false
Buy
Add to core equity +1%
27
-5
BrokerA
MKT
86
null
null
Normal monitoring
103
-11
179
3
false
Tighten stops on momentum names
P4211
Cautious
Trust
USD
2025-06-21
320,176
48,360
271,816
1
48.7
35.9
0
15.4
TSLA:30.7%;AAPL:34.7%;VNQ:34.7%
US:59.3;EU:17.1;APAC:13.5;EM:5.5;Other:4.6
Value:+0.5;Growth:-0.1;Quality:-0.1;Size:+0.8;Momentum:+0.7;LowVol:-0.4
ESGOnly;MaxPos6%;NoMargin
6
25
4.7
trailing 8%
103
17.8
Bear
32.3
3.71
1.4
203
-8
33
77
true
Hedge
Buy index puts 1% notional
22
12
BrokerA
LMT
99
RegimeShift
Pause
Volatility spike and breadth deterioration
23
-47
33
5
false
Tighten stops on momentum names
P4212
Cautious
IRA
USD
2025-12-24
328,507
45,386
283,121
1
41.3
33.7
11.1
13.9
AMZN:33.3%;BRK.B:33.3%;GLD:33.3%
US:74.1;EU:9.1;APAC:7.2;EM:8.4;Other:1.2
Value:+0.2;Growth:-0.7;Quality:-0.3;Size:+0.2;Momentum:-0.7;LowVol:-0.6
NoMargin
6
25
3.2
trailing 8%
124
15.3
Bull
13.9
4.97
3
70
41
79
31
false
Rebalance
Shift +1% to bonds from equity
3
-35
BrokerA
MKT
93
null
null
Normal monitoring
106
-51
177
4
false
Within IPS guidelines
P4213
Hands-off
401k
USD
2025-09-18
733,181
71,590
661,591
1
65.4
15
11.9
7.6
IEF:29.0%;GLD:13.0%;BND:29.0%;TSLA:29.0%
US:67.7;EU:15.0;APAC:9.5;EM:7.1;Other:0.8
Value:+0.8;Growth:-0.1;Quality:-0.6;Size:-0.9;Momentum:+0.1;LowVol:+0.5
ESGOnly;MaxPos5%
8
35
5.8
hard 10%
126
19.1
Sideways
16
4.55
2.6
112
14
67
60
true
Rebalance
Rebalance back to target bands
6
-18
BrokerC
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
42
-6
136
5
true
Tighten stops on momentum names
P4214
Systematic
Taxable
USD
2025-03-13
1,704,531
79,996
1,624,535
1
61.7
32.3
0
6
HYG:25.9%;BRK.B:25.9%;IEF:25.9%;VTI:22.3%
US:65.9;EU:14.2;APAC:13.6;EM:5.2;Other:1.1
Value:+0.9;Growth:-0.3;Quality:+0.8;Size:-0.6;Momentum:+0.4;LowVol:+0.7
null
8
30
5.7
trailing 8%
222
17.4
Bull
11.3
4.09
2.4
115
68
84
41
false
Rebalance
Shift +1% to bonds from equity
-10
-35
BrokerA
MKT
99
null
null
Normal monitoring
49
-11
135
5
false
Monitor dispersion and breadth
P4215
Hands-off
IRA
USD
2025-05-15
874,138
68,373
805,765
1
55.7
26.2
10.8
7.4
QQQ:36.1%;AAPL:27.8%;VTI:36.1%
US:68.3;EU:10.4;APAC:9.3;EM:11.9;Other:0.1
Value:-0.4;Growth:+0.7;Quality:+0.3;Size:+0.6;Momentum:+0.3;LowVol:+0.8
ESGOnly
10
35
4.6
hard 10%
108
14
Bull
12.7
3.86
2.8
88
105
87
35
false
Buy
Add to core equity +1%
13
-25
BrokerD
MKT
93
null
null
Normal monitoring
2
-49
-21
3
false
Monitor dispersion and breadth
P4216
Opportunistic
Taxable
USD
2025-07-03
652,246
52,873
599,373
1.08
69.5
11.7
10.2
8.6
AAPL:33.3%;VTI:33.3%;HYG:33.3%
US:57.1;EU:16.8;APAC:11.0;EM:9.8;Other:5.3
Value:+0.4;Growth:-0.7;Quality:+0.2;Size:-0.3;Momentum:-0.8;LowVol:+0.6
NoDerivatives
10
35
6.8
trailing 9%
221
31.3
Bull
11.1
3.73
3.4
99
16
53
50
false
Rebalance
Shift +1% to bonds from equity
3
-25
BrokerB
LMT
98
null
null
Normal monitoring
57
-33
178
3
false
Tighten stops on momentum names
P4217
Hands-off
Trust
USD
2025-08-13
448,562
31,762
416,800
1
59.5
19.1
12
9.3
HYG:33.3%;TLT:33.3%;VTI:33.3%
US:67.7;EU:13.2;APAC:13.0;EM:5.8;Other:0.2
Value:-1.0;Growth:+0.6;Quality:-0.8;Size:-0.4;Momentum:+0.4;LowVol:-0.8
ESGOnly;MaxPos5%
5
30
3
trailing 10%
140
19.2
Bull
14.8
4.77
2.4
92
114
100
50
false
Hedge
Add TLT +1% as duration hedge
0
-21
BrokerC
MKT
86
null
null
Normal monitoring
7
-2
54
4
false
Increase defensive factor exposure
P4218
Hands-off
401k
USD
2025-11-23
341,680
23,159
318,521
1
57.6
16.3
17.8
8.3
QQQ:33.3%;TLT:33.3%;VNQ:33.3%
US:70.0;EU:8.8;APAC:8.7;EM:9.0;Other:3.4
Value:+0.1;Growth:-0.2;Quality:-0.5;Size:-0.5;Momentum:+0.5;LowVol:+0.9
null
7
25
3.7
hard 10%
156
17
Volatile
24.5
4.64
2
138
64
86
65
false
Buy
Add to core equity +1%
6
-8
BrokerD
LMT
87
null
null
Normal monitoring
75
-43
66
4
false
Within IPS guidelines
P4219
Opportunistic
Taxable
USD
2025-06-05
1,703,624
85,670
1,617,954
1.13
74.8
19.7
0
5.5
TSLA:22.2%;VNQ:15.0%;VOO:22.2%;TLT:22.2%;AMZN:18.4%
US:66.4;EU:13.7;APAC:11.8;EM:3.9;Other:4.2
Value:+0.6;Growth:-0.3;Quality:+0.5;Size:-0.1;Momentum:-0.3;LowVol:-0.8
NoDerivatives
7
30
4.9
trailing 9%
210
30.2
Bear
29.8
3.37
1.1
152
-61
24
87
true
Rebalance
Rebalance back to target bands
-11
-38
BrokerD
LMT
86
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-36
-33
17
2
false
Within IPS guidelines
P4220
Opportunistic
IRA
USD
2025-08-20
421,905
34,664
387,241
1.12
67.5
11.8
16
4.7
BND:11.4%;XLF:21.1%;BRK.B:16.2%;MSFT:21.1%;IEF:17.8%;TLT:12.3%
US:68.6;EU:7.8;APAC:11.3;EM:9.7;Other:2.6
Value:+0.2;Growth:+0.9;Quality:-0.8;Size:-0.9;Momentum:-0.3;LowVol:-0.7
MaxPos5%
10
35
6.6
trailing 7%
269
33.5
Volatile
28.3
5.21
2.5
129
41
59
77
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-18
BrokerB
MKT
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
62
-41
34
4
false
Tax-aware sells next window
P4221
Cautious
Trust
USD
2025-06-27
266,972
30,377
236,595
1
48.5
36
2.2
13.4
VOO:33.3%;VNQ:33.3%;MSFT:33.3%
US:62.8;EU:17.0;APAC:9.4;EM:7.6;Other:3.3
Value:+0.6;Growth:+0.7;Quality:+0.1;Size:+0.7;Momentum:-1.0;LowVol:-0.4
ESGOnly;MaxPos8%;NoMargin
7
35
6
trailing 10%
166
14.1
Volatile
22.8
3.75
4
161
29
77
48
false
Buy
Add to core equity +1%
-5
-2
BrokerB
VWAP
96
null
null
Normal monitoring
117
2
209
4
false
Increase defensive factor exposure
P4222
Active
401k
USD
2024-09-12
1,174,092
134,901
1,039,191
1
56.8
21.8
15.8
5.5
MUB:22.3%;VOO:14.3%;AAPL:12.9%;TLT:8.4%;BRK.B:19.8%;AMZN:22.3%
US:69.4;EU:12.8;APAC:11.2;EM:4.9;Other:1.7
Value:-1.0;Growth:+0.6;Quality:-0.6;Size:+0.3;Momentum:-0.2;LowVol:-0.2
MaxPos5%
7
35
5
trailing 8%
224
27.1
Volatile
25
4.05
4.3
142
0
50
57
false
Hedge
Add TLT +1% as duration hedge
-5
-30
BrokerC
LMT
89
null
null
Normal monitoring
21
7
9
3
false
Monitor dispersion and breadth
P4223
Cautious
IRA
USD
2025-12-11
413,144
37,398
375,746
1
38.6
37.8
8.8
14.8
MUB:24.3%;HYG:25.5%;GLD:25.5%;AAPL:24.7%
US:61.8;EU:15.1;APAC:14.7;EM:6.1;Other:2.4
Value:-0.7;Growth:-0.3;Quality:+0.7;Size:-0.5;Momentum:-0.0;LowVol:-0.9
NoDerivatives;NoMargin
5
25
4.5
hard 10%
136
15.5
Bull
13.5
4.85
3.4
107
32
71
40
true
Hedge
Buy index puts 1% notional
3
-10
BrokerB
LMT
87
VAR>budget
Pause
Risk above budget threshold
-48
-52
34
5
false
Within IPS guidelines
P4224
Active
401k
USD
2025-08-03
1,222,001
142,603
1,079,398
1
60.6
24.6
7.2
7.6
VOO:26.2%;MSFT:26.2%;IEF:26.2%;VNQ:21.4%
US:63.1;EU:18.6;APAC:7.0;EM:10.2;Other:1.2
Value:+0.3;Growth:+0.8;Quality:+0.9;Size:-1.0;Momentum:-0.4;LowVol:0.0
NoDerivatives
5
25
5.9
trailing 8%
151
20.5
Sideways
19.6
3.72
3
100
19
50
56
false
Rebalance
Shift +1% to bonds from equity
23
-31
BrokerC
MKT
90
null
null
Normal monitoring
-42
14
52
5
false
Within IPS guidelines
P4225
Opportunistic
Taxable
USD
2025-11-17
1,583,005
111,853
1,471,152
1.18
65.7
17.4
8.1
8.8
VNQ:33.3%;IEF:33.3%;BND:33.3%
US:76.5;EU:8.7;APAC:7.4;EM:6.6;Other:0.7
Value:-1.0;Growth:0.0;Quality:-0.5;Size:-0.5;Momentum:-1.0;LowVol:0.0
null
8
35
4.7
trailing 9%
232
20.4
Volatile
20.1
4.83
2.9
110
54
81
52
false
Rebalance
Shift +1% to bonds from equity
-4
-34
BrokerC
LMT
94
null
null
Normal monitoring
7
-28
69
3
false
Within IPS guidelines
P4226
Hands-off
401k
USD
2025-04-07
697,736
51,190
646,546
1
58.9
29
3.3
8.8
XLF:11.5%;VOO:17.5%;VNQ:23.7%;GLD:23.7%;IEF:23.7%
US:64.1;EU:19.2;APAC:6.4;EM:6.1;Other:4.2
Value:+0.6;Growth:-0.3;Quality:+0.3;Size:-0.9;Momentum:+0.8;LowVol:+0.5
null
6
35
5
trailing 10%
96
13.9
Bull
14.1
4.65
3.2
113
1
57
43
true
Hedge
Buy index puts 1% notional
-10
-17
BrokerD
MKT
88
VAR>budget
Reduce
Risk above budget threshold
95
-25
131
4
false
Monitor dispersion and breadth
P4227
Active
Taxable
USD
2024-08-09
896,369
97,312
799,057
1
59.6
30.6
1.7
8.1
VOO:33.3%;VTI:33.3%;QQQ:33.3%
US:56.7;EU:20.2;APAC:7.6;EM:10.9;Other:4.6
Value:+0.6;Growth:+0.7;Quality:+0.4;Size:+0.9;Momentum:+0.3;LowVol:+0.2
null
8
25
4.7
trailing 9%
167
25.3
Bull
16.6
4.01
2.7
91
25
47
42
false
Hedge
Add TLT +1% as duration hedge
30
14
BrokerC
MKT
97
null
null
Normal monitoring
-2
-25
-3
3
false
Increase defensive factor exposure
P4228
Cautious
Trust
USD
2025-04-16
298,973
33,286
265,687
1
40.5
35.9
13.6
10
AAPL:25.5%;VOO:25.5%;VTI:23.5%;XLF:25.5%
US:77.4;EU:6.8;APAC:11.3;EM:4.1;Other:0.4
Value:-0.4;Growth:+0.8;Quality:-0.7;Size:-1.0;Momentum:+0.9;LowVol:-0.6
ESGOnly;MaxPos6%;NoMargin
10
25
3.8
hard 10%
162
12.6
Bear
34.6
4.19
2.8
203
-91
7
78
true
Hedge
Buy index puts 1% notional
-5
-23
BrokerA
MKT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
120
-39
89
4
false
Tighten stops on momentum names
P4229
Cautious
401k
USD
2024-07-15
599,096
54,175
544,921
1
49.2
35.1
0
15.6
VNQ:25.4%;QQQ:23.8%;VOO:25.4%;XLF:25.4%
US:61.9;EU:14.3;APAC:9.4;EM:10.3;Other:4.1
Value:+0.1;Growth:+1.0;Quality:-0.6;Size:+0.8;Momentum:+0.2;LowVol:+0.6
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
6
30
4
hard 10%
123
12.9
Volatile
25.3
5.06
4
166
-58
7
52
false
Rebalance
Shift +1% to bonds from equity
-3
-15
BrokerC
MKT
93
null
null
Normal monitoring
72
-26
165
4
false
Tax-aware sells next window
P4230
Cautious
Taxable
USD
2025-09-07
349,859
51,302
298,557
1
47.6
36.8
0
15.6
VOO:16.8%;HYG:23.4%;TLT:17.6%;AMZN:18.9%;BRK.B:23.4%
US:66.3;EU:14.6;APAC:8.3;EM:10.1;Other:0.6
Value:+0.3;Growth:-0.9;Quality:-0.5;Size:-0.5;Momentum:+0.6;LowVol:+0.4
MaxPos7%;NoMargin
10
25
6
trailing 8%
102
15.3
Bull
12
5
2.2
117
61
93
24
false
Rebalance
Shift +1% to bonds from equity
-10
-6
BrokerD
VWAP
90
null
null
Normal monitoring
-28
6
8
5
false
Within IPS guidelines
P4231
Hands-off
401k
USD
2025-09-04
385,021
37,888
347,133
1
55.9
27.8
9.6
6.7
HYG:26.6%;TSLA:26.6%;TLT:20.3%;AAPL:26.6%
US:65.6;EU:10.2;APAC:12.6;EM:8.8;Other:2.9
Value:+0.9;Growth:-0.5;Quality:+0.9;Size:-0.2;Momentum:-0.3;LowVol:+1.0
ESGOnly
7
35
5.6
hard 10%
113
19.2
Sideways
21.6
4.13
3.4
107
17
46
53
false
Rebalance
Shift +1% to bonds from equity
7
11
BrokerA
LMT
87
null
null
Normal monitoring
46
-26
100
5
false
Monitor dispersion and breadth
P4232
Hands-off
Taxable
USD
2024-07-06
704,165
46,253
657,912
1
72.1
19.4
0.6
7.8
HYG:33.3%;AAPL:33.3%;GLD:33.3%
US:74.9;EU:11.8;APAC:7.2;EM:5.8;Other:0.4
Value:-0.9;Growth:-0.2;Quality:+0.3;Size:-0.6;Momentum:+0.7;LowVol:+0.3
NoDerivatives
8
35
4.2
trailing 10%
143
14.8
Volatile
24.4
5.46
4.3
156
-50
10
71
true
Rebalance
Rebalance back to target bands
10
-33
BrokerD
VWAP
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
26
-26
41
3
false
Tax-aware sells next window
P4233
Cautious
Trust
USD
2025-10-12
673,282
96,549
576,733
1
50.9
38.9
0
10.3
VTI:22.6%;QQQ:22.6%;AMZN:12.9%;BND:22.6%;TSLA:19.2%
US:67.7;EU:9.8;APAC:13.1;EM:8.2;Other:1.2
Value:-0.3;Growth:+0.9;Quality:-0.6;Size:-0.8;Momentum:+0.6;LowVol:-0.7
NoMargin
6
25
5.1
trailing 10%
159
19.4
Bull
16.6
4.34
2.4
98
98
100
51
false
Rebalance
Shift +1% to bonds from equity
6
-34
BrokerC
MKT
87
null
null
Normal monitoring
97
20
77
4
false
Monitor dispersion and breadth
P4234
Active
IRA
USD
2024-11-05
1,757,347
127,122
1,630,225
1
50.7
29.3
13.1
6.9
MSFT:33.3%;TLT:33.3%;VTI:33.3%
US:64.0;EU:17.1;APAC:7.5;EM:9.8;Other:1.6
Value:+0.3;Growth:+0.9;Quality:-0.1;Size:+0.8;Momentum:+0.5;LowVol:-0.2
NoDerivatives
7
25
4.1
trailing 9%
144
20.6
Bear
32.9
3.15
1.7
177
-91
13
84
true
Rebalance
Rebalance back to target bands
-11
-12
BrokerC
MKT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-26
5
-47
5
false
Within IPS guidelines
P4235
Systematic
IRA
USD
2024-10-17
1,515,629
111,645
1,403,984
1
65.3
22.2
5.7
6.7
TSLA:24.6%;HYG:25.1%;TLT:25.1%;IEF:25.1%
US:62.6;EU:16.1;APAC:11.7;EM:8.4;Other:1.1
Value:+0.4;Growth:+0.2;Quality:-0.1;Size:-0.6;Momentum:-0.1;LowVol:-0.8
null
7
25
4.9
trailing 8%
199
25.7
Bull
11.7
3.74
2.8
75
4
52
33
false
NoAction
Within bands; monitor
28
-28
BrokerA
MKT
0
null
null
Normal monitoring
45
-43
11
5
false
Within IPS guidelines
P4236
Opportunistic
401k
USD
2025-03-05
331,715
25,144
306,571
1
67.7
19.2
4.5
8.6
TSLA:33.3%;GLD:33.3%;VOO:33.3%
US:68.5;EU:19.8;APAC:5.7;EM:4.5;Other:1.4
Value:-0.9;Growth:+1.0;Quality:-0.5;Size:-0.9;Momentum:+0.2;LowVol:-0.2
null
6
25
5.3
hard 12%
225
24.2
Bear
29.3
4.08
2.7
153
-101
5
79
true
Hedge
Buy index puts 1% notional
29
-15
BrokerD
VWAP
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
-40
-21
32
4
true
Within IPS guidelines
P4237
Cautious
401k
USD
2025-04-08
441,641
55,366
386,275
1
41.1
35.1
10.4
13.4
HYG:34.1%;VTI:34.1%;BRK.B:31.7%
US:74.0;EU:9.1;APAC:8.8;EM:8.0;Other:0.2
Value:-1.0;Growth:+0.9;Quality:+0.5;Size:+0.8;Momentum:+1.0;LowVol:-0.4
ESGOnly;MaxPos5%;NoMargin
7
25
3.1
trailing 8%
168
15.8
Bull
15.8
4.82
2.5
96
110
93
46
false
Hedge
Add TLT +1% as duration hedge
-14
-35
BrokerA
LMT
89
null
null
Normal monitoring
68
-49
80
4
false
Increase defensive factor exposure
P4238
Hands-off
Trust
USD
2025-08-09
757,327
72,059
685,268
1
66.6
23.7
0
9.7
BND:13.5%;HYG:21.0%;BRK.B:21.0%;TSLA:17.4%;IEF:13.6%;GLD:13.4%
US:55.8;EU:15.0;APAC:13.2;EM:11.5;Other:4.5
Value:+0.3;Growth:+0.5;Quality:-0.9;Size:+0.7;Momentum:+0.9;LowVol:-0.8
ESGOnly
7
30
4.2
hard 10%
169
14
Bull
15.1
3.55
2.8
100
115
100
51
false
Buy
Add to core equity +1%
0
-14
BrokerA
VWAP
88
null
null
Normal monitoring
-39
-44
-11
5
false
Tax-aware sells next window
P4239
Active
Roth
USD
2024-08-16
762,138
79,976
682,162
1
63.2
29.5
0
7.3
BND:35.3%;AMZN:29.4%;TSLA:35.3%
US:66.9;EU:12.2;APAC:7.3;EM:8.0;Other:5.6
Value:+0.7;Growth:+0.1;Quality:-1.0;Size:+1.0;Momentum:+0.7;LowVol:+1.0
NoDerivatives
6
25
5.1
hard 12%
179
23.7
Sideways
18.6
3.91
3.1
123
-17
32
59
false
Hedge
Add TLT +1% as duration hedge
5
-33
BrokerB
MKT
99
null
null
Normal monitoring
33
-11
23
5
false
Within IPS guidelines
P4240
Active
Taxable
USD
2024-09-13
608,619
41,136
567,483
1
54
18.9
18.3
8.8
MSFT:35.1%;AMZN:29.8%;BND:35.1%
US:63.4;EU:14.4;APAC:10.9;EM:9.2;Other:2.2
Value:+0.2;Growth:-0.7;Quality:+0.1;Size:-0.8;Momentum:-0.8;LowVol:-0.6
MaxPos5%;NoDerivatives
8
25
5.1
trailing 9%
120
19.6
Bull
17
3.97
3.5
93
0
59
39
false
Buy
Add to core equity +1%
-13
-27
BrokerB
MKT
88
null
null
Normal monitoring
-34
-51
100
3
false
Tighten stops on momentum names
P4241
Opportunistic
Taxable
USD
2024-07-26
1,349,173
63,828
1,285,345
1.19
69.8
16.8
4.7
8.6
MSFT:33.3%;VNQ:33.3%;TSLA:33.3%
US:65.2;EU:12.7;APAC:9.9;EM:9.6;Other:2.6
Value:-0.5;Growth:-0.4;Quality:+1.0;Size:+0.3;Momentum:-1.0;LowVol:+0.5
null
8
30
6
hard 12%
182
24.2
Volatile
26.7
5.36
2.9
176
-55
10
83
true
Reduce
Cut high-beta by 2-3%, add cash
8
-20
BrokerC
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-56
-41
42
4
false
Increase defensive factor exposure
P4242
Hands-off
Roth
USD
2025-04-11
179,729
10,853
168,876
1
69.2
20
5.6
5.2
MUB:25.2%;XLF:25.2%;BRK.B:24.4%;TSLA:25.2%
US:66.1;EU:16.7;APAC:11.9;EM:4.1;Other:1.3
Value:+0.1;Growth:-0.5;Quality:-0.0;Size:-0.6;Momentum:0.0;LowVol:-0.8
ESGOnly;NoDerivatives
6
35
4.5
hard 10%
161
17.4
Sideways
20.2
4.36
2.6
116
-1
60
54
false
Buy
Add to core equity +1%
-6
-9
BrokerC
LMT
85
null
null
Normal monitoring
71
-16
118
5
false
Tax-aware sells next window
P4243
Hands-off
Roth
USD
2024-12-09
511,363
25,203
486,160
1
58.3
27.3
5.6
8.8
AMZN:11.5%;TSLA:22.0%;MUB:9.1%;QQQ:19.0%;BND:22.0%;MSFT:16.4%
US:75.8;EU:6.5;APAC:7.2;EM:6.4;Other:4.1
Value:+0.2;Growth:+0.2;Quality:-0.6;Size:-0.3;Momentum:+0.3;LowVol:+0.7
NoDerivatives
8
35
3
trailing 10%
120
12.9
Volatile
26.5
4.73
3.5
129
-17
55
77
true
Hedge
Buy index puts 1% notional
5
-38
BrokerA
LMT
85
RegimeShift
Reduce
Volatility spike and breadth deterioration
-47
5
2
5
false
Increase defensive factor exposure
P4244
Cautious
IRA
USD
2025-10-23
830,193
94,332
735,861
1
39.9
32.8
12.4
14.9
HYG:11.6%;BND:11.2%;TLT:15.5%;XLF:20.6%;MUB:20.6%;MSFT:20.6%
US:74.6;EU:7.7;APAC:8.0;EM:5.1;Other:4.6
Value:+0.1;Growth:-0.8;Quality:+0.3;Size:-0.1;Momentum:-0.1;LowVol:+0.2
ESGOnly;NoMargin
5
35
5.7
trailing 8%
135
17.4
Sideways
15.7
3.98
3.4
119
31
56
38
false
Hedge
Add TLT +1% as duration hedge
-14
-28
BrokerB
MKT
86
null
null
Normal monitoring
89
12
212
5
false
Tax-aware sells next window
P4245
Active
Trust
USD
2024-08-04
1,663,031
108,358
1,554,673
1
55
25.6
12.9
6.5
VTI:22.9%;AAPL:12.4%;MUB:22.9%;XLF:22.9%;MSFT:18.8%
US:63.4;EU:19.8;APAC:8.2;EM:7.3;Other:1.4
Value:+0.7;Growth:-0.5;Quality:-0.5;Size:+0.1;Momentum:+0.6;LowVol:+0.9
null
5
30
5.8
hard 12%
183
22.6
Bull
11.2
4.9
3.5
85
26
68
41
false
Hedge
Add TLT +1% as duration hedge
-11
9
BrokerC
VWAP
88
null
null
Normal monitoring
6
-34
30
3
false
Increase defensive factor exposure
P4246
Hands-off
IRA
USD
2025-07-16
642,871
36,816
606,055
1
64.3
16.7
10.1
8.9
VTI:23.2%;AAPL:7.2%;GLD:23.2%;IEF:23.2%;XLF:23.2%
US:69.8;EU:10.2;APAC:7.6;EM:8.6;Other:3.9
Value:-0.2;Growth:-0.4;Quality:+0.4;Size:-0.7;Momentum:+0.8;LowVol:-0.5
ESGOnly
10
30
3.1
trailing 10%
157
17.5
Sideways
16.9
4.84
3.4
128
58
87
56
true
Reduce
Cut high-beta by 2-3%, add cash
27
-10
BrokerC
LMT
95
VAR>budget
Reduce
Risk above budget threshold
91
-6
164
2
false
Tighten stops on momentum names
P4247
Cautious
Roth
USD
2025-07-10
626,475
96,264
530,211
1
44
37.6
7.7
10.8
BRK.B:21.9%;XLF:10.2%;VTI:6.5%;BND:21.9%;VNQ:21.9%;MUB:17.7%
US:61.6;EU:16.7;APAC:10.4;EM:8.4;Other:2.8
Value:+0.1;Growth:+0.6;Quality:+0.4;Size:-0.5;Momentum:-0.6;LowVol:+0.7
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
6
30
5.5
hard 10%
164
16.9
Bull
15.8
4.49
3
87
16
62
30
false
Buy
Add to core equity +1%
26
9
BrokerA
LMT
85
null
null
Normal monitoring
96
-4
150
3
false
Tax-aware sells next window
P4248
Hands-off
IRA
USD
2024-09-30
451,462
20,074
431,388
1
58
22.5
13.4
6.1
BND:17.1%;AMZN:21.6%;HYG:21.6%;VOO:8.7%;MSFT:21.6%;VNQ:9.5%
US:69.1;EU:6.0;APAC:16.0;EM:3.8;Other:5.2
Value:-0.0;Growth:-1.0;Quality:-0.6;Size:+0.4;Momentum:+0.1;LowVol:-0.3
ESGOnly;MaxPos8%
5
25
4.6
hard 10%
167
13.8
Bear
29.6
3.5
1.5
172
25
54
68
true
Hedge
Buy index puts 1% notional
2
-15
BrokerD
MKT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
27
-15
11
3
false
Monitor dispersion and breadth
P4249
Active
401k
USD
2024-08-16
1,130,368
86,858
1,043,510
1.22
62.9
28.9
0
8.3
BRK.B:21.4%;BND:26.2%;AAPL:26.2%;AMZN:26.2%
US:68.1;EU:14.2;APAC:5.9;EM:7.3;Other:4.4
Value:-0.5;Growth:-0.2;Quality:-0.6;Size:-0.2;Momentum:-0.5;LowVol:-0.1
MaxPos5%
5
25
5.2
trailing 8%
120
22.4
Bear
29.8
4.21
2.3
139
-14
34
87
true
Reduce
Cut high-beta by 2-3%, add cash
26
-36
BrokerA
LMT
96
VAR>budget
Hedge
Risk above budget threshold
-50
-7
-25
2
false
Within IPS guidelines
P4250
Opportunistic
Taxable
USD
2025-04-08
740,784
31,136
709,648
1
76.6
12.3
5.5
5.6
VNQ:27.9%;XLF:16.3%;GLD:27.9%;VOO:27.9%
US:62.8;EU:17.0;APAC:12.8;EM:5.5;Other:1.9
Value:+0.4;Growth:-0.5;Quality:+0.8;Size:+0.7;Momentum:+0.2;LowVol:+0.4
MaxPos5%
5
25
6.2
trailing 7%
263
23.8
Bull
14.2
4.15
2.2
100
84
96
47
false
Rebalance
Shift +1% to bonds from equity
-12
5
BrokerC
LMT
88
null
null
Normal monitoring
57
-54
192
5
false
Tax-aware sells next window
P4251
Cautious
IRA
USD
2025-11-09
579,318
81,400
497,918
1
46.9
32.8
6.4
13.9
TLT:24.1%;XLF:8.4%;BRK.B:8.8%;MSFT:24.1%;VOO:24.1%;MUB:10.6%
US:74.0;EU:7.1;APAC:8.2;EM:7.4;Other:3.4
Value:+0.4;Growth:-0.7;Quality:+0.6;Size:-0.1;Momentum:+0.3;LowVol:+0.5
NoMargin
5
25
3.7
trailing 10%
160
19
Bull
11.5
3.57
3.1
101
3
54
41
false
Sell
Trim extended winner -1%
11
-21
BrokerD
LMT
94
null
null
Normal monitoring
43
15
58
5
false
Tax-aware sells next window
P4252
Opportunistic
Trust
USD
2025-09-20
1,086,745
71,458
1,015,287
1
75.6
11.2
7.5
5.7
TSLA:24.5%;BRK.B:25.2%;AAPL:25.2%;VNQ:25.2%
US:64.6;EU:16.9;APAC:9.2;EM:9.2;Other:0.0
Value:-0.8;Growth:-0.8;Quality:-0.9;Size:-0.9;Momentum:+0.8;LowVol:-0.3
null
5
35
6.3
trailing 9%
185
34
Sideways
20.7
4.98
3.4
121
-12
55
57
false
Buy
Add to core equity +1%
-12
-38
BrokerD
LMT
96
null
null
Normal monitoring
108
17
220
5
false
Within IPS guidelines
P4253
Opportunistic
Roth
USD
2025-12-18
652,053
30,713
621,340
1
61.1
20.2
13.1
5.6
HYG:28.2%;TLT:28.2%;VNQ:28.2%;BND:15.4%
US:66.3;EU:14.2;APAC:10.7;EM:5.2;Other:3.6
Value:+0.9;Growth:-0.5;Quality:+0.1;Size:+0.6;Momentum:+0.1;LowVol:+0.8
null
6
35
4.3
trailing 7%
248
30.2
Sideways
21.8
4.24
2.9
96
18
72
64
false
Sell
Trim extended winner -1%
0
-10
BrokerD
MKT
88
null
null
Normal monitoring
13
-41
14
5
false
Tighten stops on momentum names
P4254
Systematic
401k
USD
2024-10-26
1,201,464
73,573
1,127,891
1
58.6
32.2
0
9.2
BRK.B:33.3%;AAPL:33.3%;AMZN:33.3%
US:71.4;EU:11.5;APAC:5.5;EM:6.9;Other:4.7
Value:+0.3;Growth:-0.2;Quality:+0.2;Size:-0.7;Momentum:-0.6;LowVol:-1.0
MaxPos8%;NoDerivatives
8
30
4.1
hard 12%
197
19.4
Volatile
28.4
3.61
4.1
136
-12
59
78
true
Hedge
Buy index puts 1% notional
-1
-32
BrokerA
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
3
-9
21
3
false
Monitor dispersion and breadth
P4255
Hands-off
Taxable
USD
2025-08-28
240,188
17,898
222,290
1
63.1
21.9
8.3
6.8
HYG:20.8%;MUB:26.4%;AMZN:26.4%;BRK.B:26.4%
US:60.9;EU:15.0;APAC:13.1;EM:10.9;Other:0.1
Value:-0.3;Growth:+0.1;Quality:-0.3;Size:+0.2;Momentum:-0.1;LowVol:+0.1
ESGOnly;MaxPos5%
8
25
3.6
trailing 10%
165
13.3
Bear
31.2
3.84
2.4
168
32
60
72
true
Hedge
Buy index puts 1% notional
-15
-25
BrokerC
LMT
99
VAR>budget
Reduce
Risk above budget threshold
9
-56
59
2
false
Tax-aware sells next window
P4256
Cautious
Taxable
USD
2024-11-26
507,177
68,519
438,658
1
50.7
32.8
1.3
15.2
TLT:27.0%;IEF:14.4%;BRK.B:17.1%;MUB:27.0%;QQQ:14.4%
US:73.2;EU:14.1;APAC:7.7;EM:3.6;Other:1.4
Value:-0.3;Growth:+0.1;Quality:+0.2;Size:-0.1;Momentum:-0.8;LowVol:+0.9
MaxPos7%;NoMargin
10
30
5
trailing 8%
105
16.6
Volatile
29.3
4.65
2.8
124
6
56
72
true
Reduce
Cut high-beta by 2-3%, add cash
19
-23
BrokerC
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
74
-29
166
2
false
Tax-aware sells next window
P4257
Opportunistic
Taxable
USD
2025-10-13
839,868
36,343
803,525
1.22
63.6
19.1
9.4
7.8
MUB:22.2%;GLD:22.2%;IEF:22.2%;HYG:13.6%;QQQ:19.8%
US:64.5;EU:17.5;APAC:8.9;EM:6.5;Other:2.5
Value:-0.4;Growth:+0.2;Quality:-0.8;Size:+0.4;Momentum:0.0;LowVol:+0.8
MaxPos5%
7
30
6.5
trailing 7%
267
31
Volatile
28.9
3.55
3.7
132
32
77
71
true
Hedge
Buy index puts 1% notional
-10
-33
BrokerB
LMT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
-27
5
63
2
false
Tax-aware sells next window
P4258
Active
Taxable
USD
2025-08-08
2,418,522
165,831
2,252,691
1
67.1
26.3
0
6.6
IEF:22.3%;HYG:14.4%;BRK.B:18.8%;MUB:22.3%;AMZN:22.3%
US:68.4;EU:12.0;APAC:7.5;EM:8.4;Other:3.7
Value:-0.9;Growth:-0.8;Quality:-0.8;Size:+0.6;Momentum:-0.2;LowVol:+0.4
MaxPos6%;NoDerivatives
5
35
5.9
hard 12%
219
20.3
Bull
11.7
4.01
2.3
76
65
77
44
false
Buy
Add to core equity +1%
4
-37
BrokerA
LMT
96
null
null
Normal monitoring
99
3
175
3
false
Increase defensive factor exposure
P4259
Cautious
401k
USD
2025-01-25
866,779
93,854
772,925
1
40.5
37
6
16.5
VOO:33.3%;VTI:33.3%;VNQ:33.3%
US:70.0;EU:8.8;APAC:9.6;EM:8.0;Other:3.6
Value:+0.9;Growth:+0.1;Quality:-0.8;Size:+1.0;Momentum:-0.9;LowVol:-0.9
ESGOnly;NoMargin
7
30
3.5
hard 10%
168
16.1
Bull
14.1
4.46
3.2
98
58
85
32
false
NoAction
Within bands; monitor
11
14
BrokerC
MKT
0
null
null
Normal monitoring
81
-23
158
3
false
Tighten stops on momentum names
P4260
Cautious
Trust
USD
2025-01-26
426,208
60,238
365,970
1
50.3
37.7
1
11
BRK.B:33.3%;TSLA:33.3%;VNQ:33.3%
US:69.5;EU:6.7;APAC:13.7;EM:7.6;Other:2.4
Value:+0.2;Growth:-0.4;Quality:+0.8;Size:+0.8;Momentum:-0.9;LowVol:-0.0
MaxPos6%;NoDerivatives;NoMargin
7
30
4.5
trailing 8%
101
14.3
Volatile
23.8
4.79
3.2
159
52
78
67
false
Hedge
Add TLT +1% as duration hedge
-5
-39
BrokerC
MKT
98
null
null
Normal monitoring
47
9
143
5
false
Within IPS guidelines
P4261
Active
Roth
USD
2025-11-17
1,433,293
122,572
1,310,721
1
62
28
3
7
QQQ:11.5%;BRK.B:9.8%;VNQ:26.2%;VOO:26.2%;TLT:26.2%
US:66.7;EU:8.7;APAC:9.9;EM:12.6;Other:2.2
Value:-0.8;Growth:+0.5;Quality:+0.9;Size:-0.9;Momentum:+0.4;LowVol:0.0
MaxPos7%;NoDerivatives
10
25
4.1
trailing 9%
177
24.8
Bull
13
3.99
2.9
93
78
100
49
true
Reduce
Cut high-beta by 2-3%, add cash
16
-13
BrokerD
LMT
85
VAR>budget
TightenStops
Risk above budget threshold
51
-53
93
3
false
Increase defensive factor exposure
P4262
Cautious
Roth
USD
2025-11-01
358,679
44,777
313,902
1
40.7
40.6
1.7
17
BRK.B:13.0%;XLF:24.0%;AMZN:17.8%;TLT:24.0%;AAPL:21.2%
US:62.2;EU:19.0;APAC:10.3;EM:4.2;Other:4.3
Value:+0.4;Growth:+0.7;Quality:-0.1;Size:-0.5;Momentum:+0.4;LowVol:+0.1
ESGOnly;NoMargin
6
35
5.9
trailing 8%
105
18.8
Bear
24.2
4.36
3
184
-10
50
62
false
Hedge
Add TLT +1% as duration hedge
13
-6
BrokerA
MKT
86
null
null
Normal monitoring
43
-42
92
3
false
Tax-aware sells next window
P4263
Opportunistic
401k
USD
2025-03-28
1,445,213
50,703
1,394,510
1
73.6
13.9
6.2
6.4
AAPL:27.1%;VOO:27.1%;TLT:27.1%;VNQ:18.8%
US:70.1;EU:10.8;APAC:7.8;EM:11.0;Other:0.3
Value:-0.2;Growth:+0.1;Quality:+0.1;Size:+0.9;Momentum:-0.7;LowVol:-0.8
MaxPos7%
10
25
5.7
hard 12%
230
20.8
Volatile
22.2
4.91
2.1
142
47
86
65
false
Rebalance
Shift +1% to bonds from equity
7
15
BrokerD
MKT
95
null
null
Normal monitoring
59
-26
67
3
false
Monitor dispersion and breadth
P4264
Hands-off
Roth
USD
2025-07-10
252,671
24,558
228,113
1
57.4
22.5
11.9
8.3
HYG:17.8%;AAPL:18.3%;MUB:7.1%;VTI:19.4%;VOO:20.2%;VNQ:17.3%
US:62.6;EU:12.3;APAC:13.8;EM:7.2;Other:4.1
Value:+0.1;Growth:+0.8;Quality:-0.4;Size:+0.3;Momentum:+0.8;LowVol:-0.8
ESGOnly
10
35
4.5
hard 10%
111
15.7
Bear
33.8
3.77
1.5
146
-47
26
86
true
Hedge
Buy index puts 1% notional
-13
-18
BrokerD
MKT
87
VAR>budget
Reduce
Risk above budget threshold
-38
-25
5
2
false
Increase defensive factor exposure
P4265
Opportunistic
Trust
USD
2025-07-18
521,642
19,553
502,089
1
75.1
12.4
7.2
5.3
HYG:31.4%;QQQ:34.3%;MSFT:34.3%
US:62.3;EU:13.5;APAC:11.8;EM:9.9;Other:2.5
Value:-0.3;Growth:-0.8;Quality:+0.8;Size:+0.7;Momentum:-0.2;LowVol:-0.7
MaxPos8%
10
30
6.3
hard 12%
258
24
Bull
12.2
4.68
3.1
89
111
92
47
true
Reduce
Cut high-beta by 2-3%, add cash
2
14
BrokerB
LMT
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
-23
-25
46
4
false
Within IPS guidelines
P4266
Active
IRA
USD
2024-08-19
1,352,343
92,042
1,260,301
1.2
54.3
26.6
12.9
6.3
IEF:13.0%;BRK.B:17.4%;BND:16.9%;TLT:14.3%;HYG:16.0%;VNQ:22.4%
US:74.1;EU:5.7;APAC:9.4;EM:10.1;Other:0.8
Value:+0.2;Growth:-0.9;Quality:-0.5;Size:-0.1;Momentum:+0.4;LowVol:-0.9
NoDerivatives
7
35
4.5
trailing 8%
213
25.9
Volatile
20.6
4.41
4.2
115
32
80
54
false
Rebalance
Shift +1% to bonds from equity
13
4
BrokerB
VWAP
93
null
null
Normal monitoring
104
-34
191
4
false
Monitor dispersion and breadth
P4267
Hands-off
Taxable
USD
2025-04-15
411,327
30,118
381,209
1
62.8
18
9.7
9.5
IEF:27.4%;QQQ:27.4%;GLD:27.4%;TLT:17.8%
US:65.5;EU:9.7;APAC:13.4;EM:10.8;Other:0.7
Value:-1.0;Growth:-0.7;Quality:-0.4;Size:-0.8;Momentum:+0.5;LowVol:-0.3
MaxPos7%
8
35
4.4
trailing 10%
92
15
Bull
13.5
3.97
2.9
110
41
83
39
false
Rebalance
Shift +1% to bonds from equity
-7
-3
BrokerC
MKT
100
null
null
Normal monitoring
10
-9
14
3
false
Tighten stops on momentum names
P4268
Active
Taxable
USD
2025-03-31
2,435,753
160,047
2,275,706
1
64
29.7
0
6.2
XLF:33.3%;AMZN:33.3%;TSLA:33.3%
US:72.9;EU:9.5;APAC:6.3;EM:10.4;Other:1.0
Value:-0.2;Growth:+0.3;Quality:+0.9;Size:-0.6;Momentum:+0.3;LowVol:-0.8
null
8
30
5.5
trailing 9%
123
17
Bull
13.5
4.36
2.3
74
21
62
45
false
Rebalance
Shift +1% to bonds from equity
-3
-25
BrokerB
MKT
86
null
null
Normal monitoring
-7
-34
61
4
false
Monitor dispersion and breadth
P4269
Cautious
Roth
USD
2025-05-05
352,409
30,646
321,763
1
48.1
38.6
0
13.3
TLT:35.4%;QQQ:29.1%;HYG:35.4%
US:64.2;EU:12.9;APAC:9.9;EM:10.1;Other:2.9
Value:-0.4;Growth:-0.6;Quality:-0.3;Size:+0.6;Momentum:+0.7;LowVol:-0.5
ESGOnly;NoMargin
10
35
4.7
trailing 8%
139
14.6
Bull
14.5
4.09
3.1
103
119
95
46
false
Sell
Trim extended winner -1%
35
5
BrokerB
LMT
95
null
null
Normal monitoring
94
-35
217
5
false
Tax-aware sells next window
P4270
Cautious
IRA
USD
2025-07-05
466,175
37,937
428,238
1
39.2
33.3
16.5
11
AMZN:22.1%;VNQ:13.0%;VOO:20.6%;GLD:22.1%;BND:22.1%
US:64.8;EU:11.7;APAC:7.6;EM:11.3;Other:4.7
Value:-0.7;Growth:+0.6;Quality:+0.8;Size:0.0;Momentum:+0.7;LowVol:+0.5
ESGOnly;NoMargin
7
35
5.2
hard 10%
110
13.6
Bear
30.2
4.04
2.1
163
20
68
57
true
Reduce
Cut high-beta by 2-3%, add cash
5
-7
BrokerA
LMT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
76
-40
36
5
false
Tax-aware sells next window
P4271
Opportunistic
401k
USD
2025-01-19
542,732
39,640
503,092
1.13
62.5
11.4
21.3
4.9
BND:27.4%;QQQ:26.8%;BRK.B:18.4%;IEF:27.4%
US:68.4;EU:11.0;APAC:11.4;EM:4.8;Other:4.5
Value:+0.7;Growth:0.0;Quality:-0.4;Size:-0.1;Momentum:-0.4;LowVol:+0.2
MaxPos8%;NoDerivatives
6
30
4.3
trailing 9%
179
29.4
Bull
15.9
3.65
3.5
114
69
93
53
false
NoAction
Within bands; monitor
-8
-21
BrokerB
MKT
0
null
null
Normal monitoring
110
-40
113
3
false
Within IPS guidelines
P4272
Cautious
Trust
USD
2024-08-31
772,669
76,945
695,724
1
38.1
33.9
10.1
18
AAPL:19.1%;MUB:22.5%;TLT:13.5%;XLF:22.4%;IEF:22.5%
US:63.3;EU:17.0;APAC:11.0;EM:7.7;Other:1.0
Value:-0.8;Growth:+0.6;Quality:0.0;Size:+0.2;Momentum:-0.2;LowVol:-0.3
NoDerivatives;NoMargin
6
35
5.2
hard 10%
170
17.9
Bull
12.3
4.97
3.3
111
39
55
31
false
Rebalance
Shift +1% to bonds from equity
35
-37
BrokerB
MKT
100
null
null
Normal monitoring
-37
-32
-5
5
false
Within IPS guidelines
P4273
Hands-off
Taxable
USD
2025-09-18
229,782
17,407
212,375
1
71.4
19.6
0
9.1
AAPL:27.9%;BRK.B:24.4%;GLD:27.9%;MUB:19.7%
US:67.3;EU:10.4;APAC:9.0;EM:10.8;Other:2.4
Value:+0.2;Growth:-0.3;Quality:-0.7;Size:-0.4;Momentum:-0.6;LowVol:-0.6
ESGOnly;NoDerivatives
5
25
5.5
trailing 10%
130
18.3
Bear
23.7
3.68
2.2
150
17
61
78
true
Rebalance
Rebalance back to target bands
1
-12
BrokerA
LMT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
80
-43
147
4
false
Tighten stops on momentum names
P4274
Opportunistic
Taxable
USD
2025-12-08
1,789,421
104,463
1,684,958
1
68.9
13.3
9.1
8.6
AMZN:33.3%;VTI:33.3%;TSLA:33.3%
US:63.7;EU:20.1;APAC:7.3;EM:6.6;Other:2.2
Value:+0.7;Growth:-0.2;Quality:-0.8;Size:-0.5;Momentum:-0.2;LowVol:+0.2
MaxPos5%
5
30
4.6
trailing 7%
228
31.6
Bear
28.1
3.13
1.5
132
32
54
80
true
Rebalance
Rebalance back to target bands
-3
-31
BrokerA
LMT
90
VAR>budget
Hedge
Risk above budget threshold
118
16
81
3
false
Monitor dispersion and breadth
P4275
Opportunistic
Trust
USD
2025-01-11
1,557,263
124,982
1,432,281
1
71
14.4
6.2
8.4
IEF:24.6%;XLF:18.0%;TLT:15.3%;MSFT:24.6%;HYG:17.6%
US:77.8;EU:6.2;APAC:9.8;EM:6.0;Other:0.2
Value:+0.9;Growth:-1.0;Quality:+0.1;Size:-0.3;Momentum:-0.3;LowVol:+0.7
null
8
30
4.1
trailing 9%
213
27.1
Volatile
24.5
4.52
2.9
166
42
78
69
false
Sell
Trim extended winner -1%
-7
4
BrokerB
MKT
85
null
null
Normal monitoring
46
-28
103
3
false
Increase defensive factor exposure
P4276
Active
401k
USD
2024-09-30
1,620,812
111,258
1,509,554
1
54.5
23.3
15.5
6.7
GLD:22.6%;QQQ:11.7%;AMZN:16.6%;BND:12.2%;VOO:22.6%;XLF:14.3%
US:69.9;EU:11.9;APAC:10.8;EM:5.6;Other:1.9
Value:-0.3;Growth:-0.7;Quality:-0.8;Size:-0.8;Momentum:+0.4;LowVol:-0.3
MaxPos8%
6
25
5.2
hard 12%
176
20
Bear
33.1
3.95
2.3
203
-82
22
81
true
Rebalance
Rebalance back to target bands
5
-11
BrokerA
MKT
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
112
16
99
5
false
Increase defensive factor exposure
P4277
Opportunistic
Roth
USD
2025-10-18
1,145,937
39,021
1,106,916
1
67.4
15.2
10.3
7.1
BRK.B:23.3%;VNQ:15.3%;AAPL:14.5%;AMZN:8.1%;TLT:23.3%;VTI:15.5%
US:68.1;EU:17.3;APAC:5.7;EM:8.3;Other:0.6
Value:-0.5;Growth:-1.0;Quality:-0.8;Size:+0.3;Momentum:+0.3;LowVol:0.0
null
8
25
6.6
hard 12%
213
20.1
Bull
11.7
4.94
3.2
96
11
49
39
false
Sell
Trim extended winner -1%
30
-23
BrokerA
MKT
91
null
null
Normal monitoring
29
-28
82
4
false
Within IPS guidelines
P4278
Opportunistic
Taxable
USD
2025-02-18
1,560,299
130,374
1,429,925
1
69.3
15
11.5
4.3
XLF:22.3%;AAPL:22.3%;TLT:19.4%;TSLA:13.6%;AMZN:22.3%
US:77.5;EU:5.9;APAC:8.6;EM:5.1;Other:2.9
Value:-0.9;Growth:-0.6;Quality:-0.7;Size:+0.2;Momentum:+0.3;LowVol:-0.4
NoDerivatives
5
35
4.8
trailing 7%
257
28.9
Bear
27.8
4.47
2.2
146
-63
11
81
true
Hedge
Buy index puts 1% notional
19
4
BrokerA
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
84
-45
117
5
false
Within IPS guidelines
P4279
Cautious
Roth
USD
2025-04-06
800,693
104,208
696,485
1
46.9
42.2
0
10.9
BND:33.5%;QQQ:33.0%;AMZN:33.5%
US:70.7;EU:11.4;APAC:7.6;EM:7.8;Other:2.5
Value:-1.0;Growth:-0.0;Quality:-1.0;Size:+0.3;Momentum:+0.3;LowVol:-0.3
MaxPos5%;NoMargin
8
35
3.8
trailing 10%
167
17.7
Volatile
20.2
4.77
3
114
80
98
48
false
Rebalance
Shift +1% to bonds from equity
23
7
BrokerA
MKT
91
null
null
Normal monitoring
6
18
-14
4
false
Tax-aware sells next window
P4280
Hands-off
IRA
USD
2024-08-05
165,095
10,752
154,343
1
67.1
25
0
7.8
GLD:26.6%;QQQ:26.6%;HYG:26.6%;XLF:20.1%
US:71.0;EU:6.6;APAC:12.0;EM:8.5;Other:1.8
Value:+0.8;Growth:+0.5;Quality:-0.9;Size:-0.4;Momentum:+0.7;LowVol:+0.4
ESGOnly;MaxPos8%
5
25
5.1
hard 10%
158
14.7
Volatile
26.5
4.19
4.1
110
-46
38
78
true
Reduce
Cut high-beta by 2-3%, add cash
13
-27
BrokerD
MKT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
38
7
8
2
false
Tighten stops on momentum names
P4281
Hands-off
401k
USD
2024-09-08
782,577
70,576
712,001
1
64.9
22.5
6.4
6.2
MUB:25.8%;XLF:22.7%;GLD:25.8%;HYG:25.8%
US:73.9;EU:8.3;APAC:11.8;EM:5.3;Other:0.7
Value:+0.8;Growth:+0.3;Quality:-0.3;Size:-0.2;Momentum:+0.7;LowVol:-0.4
MaxPos6%;NoDerivatives
10
25
4.7
trailing 8%
149
12
Volatile
24.5
5.09
3.2
146
57
81
58
false
Rebalance
Shift +1% to bonds from equity
24
13
BrokerD
MKT
90
null
null
Normal monitoring
-34
-16
92
5
false
Increase defensive factor exposure
P4282
Cautious
Taxable
USD
2024-09-13
272,961
26,182
246,779
1
48.2
35.5
4
12.3
VNQ:20.8%;BRK.B:19.0%;TLT:7.3%;MSFT:20.3%;VTI:20.8%;TSLA:11.8%
US:67.3;EU:7.8;APAC:13.2;EM:10.4;Other:1.4
Value:-0.0;Growth:+0.7;Quality:-0.5;Size:-0.9;Momentum:-0.4;LowVol:-0.5
ESGOnly;NoDerivatives;NoMargin
8
25
4.1
hard 10%
157
14.3
Bull
14.1
4.53
2.7
119
48
83
29
false
Sell
Trim extended winner -1%
32
6
BrokerD
MKT
96
null
null
Normal monitoring
75
-21
108
3
false
Within IPS guidelines
P4283
Systematic
Trust
USD
2025-04-12
418,565
26,640
391,925
1
57.7
33.1
0
9.2
HYG:26.3%;VNQ:21.1%;TSLA:26.3%;MUB:26.3%
US:57.7;EU:15.4;APAC:11.1;EM:12.6;Other:3.2
Value:-0.0;Growth:-0.3;Quality:+0.7;Size:-0.0;Momentum:+0.5;LowVol:-0.8
null
8
30
4.8
trailing 8%
202
20.1
Bull
11.4
3.86
3.1
107
25
61
38
false
Buy
Add to core equity +1%
-2
-31
BrokerA
VWAP
95
null
null
Normal monitoring
0
-57
-27
4
false
Tighten stops on momentum names
P4284
Cautious
Roth
USD
2025-03-15
494,262
72,607
421,655
1
37.3
39.3
12
11.3
HYG:15.7%;TSLA:23.5%;TLT:24.6%;VOO:11.8%;AMZN:24.6%
US:68.2;EU:6.1;APAC:13.9;EM:9.0;Other:2.8
Value:-0.0;Growth:0.0;Quality:-0.0;Size:-1.0;Momentum:-0.9;LowVol:+0.8
NoDerivatives;NoMargin
6
25
5.6
trailing 8%
134
17.2
Sideways
20
4.7
2.3
103
-20
54
42
false
Rebalance
Shift +1% to bonds from equity
1
-17
BrokerC
MKT
95
null
null
Normal monitoring
61
-28
161
5
false
Monitor dispersion and breadth
P4285
Systematic
Taxable
USD
2025-02-10
697,215
62,633
634,582
1
58.8
21.1
12.7
7.5
VOO:30.2%;XLF:30.2%;VNQ:20.3%;BND:19.4%
US:70.6;EU:9.2;APAC:6.7;EM:7.9;Other:5.5
Value:-0.2;Growth:-0.6;Quality:+0.9;Size:-0.2;Momentum:-0.3;LowVol:+0.1
null
6
35
4.1
hard 12%
162
17.1
Volatile
22.1
4.17
2.6
125
9
48
61
false
Rebalance
Shift +1% to bonds from equity
13
-12
BrokerC
LMT
93
null
null
Normal monitoring
32
-41
83
4
false
Monitor dispersion and breadth
P4286
Hands-off
401k
USD
2025-05-02
569,422
27,326
542,096
1
70
18.4
2.9
8.7
VTI:23.1%;TSLA:19.7%;MUB:23.1%;IEF:23.1%;HYG:10.9%
US:65.6;EU:12.7;APAC:12.4;EM:7.8;Other:1.5
Value:+0.8;Growth:-0.8;Quality:-0.2;Size:+0.2;Momentum:-0.5;LowVol:-0.7
null
8
30
3.8
trailing 8%
136
19.8
Bull
13.4
3.9
3.2
82
102
86
57
false
NoAction
Within bands; monitor
25
-29
BrokerD
MKT
0
null
null
Normal monitoring
114
-58
251
4
false
Within IPS guidelines
P4287
Cautious
Taxable
USD
2025-08-07
692,297
75,031
617,266
1
48.4
37.4
0
14.2
IEF:22.0%;VNQ:22.0%;QQQ:16.9%;BND:17.8%;VTI:12.7%;VOO:8.7%
US:68.7;EU:16.8;APAC:5.4;EM:8.0;Other:1.1
Value:+0.6;Growth:-0.4;Quality:+0.1;Size:+0.2;Momentum:+0.9;LowVol:+0.5
ESGOnly;NoMargin
8
30
5.1
hard 10%
151
12.6
Bull
11.7
4.66
2.2
75
70
80
23
false
Hedge
Add TLT +1% as duration hedge
-6
-38
BrokerC
MKT
92
null
null
Normal monitoring
-11
-12
62
3
false
Within IPS guidelines
P4288
Active
401k
USD
2025-01-26
1,601,635
133,580
1,468,055
1
56.7
31.8
3.8
7.6
IEF:27.6%;VOO:27.6%;QQQ:23.9%;BND:20.9%
US:62.1;EU:9.1;APAC:14.4;EM:9.6;Other:4.8
Value:-0.6;Growth:+0.6;Quality:-0.1;Size:-0.7;Momentum:-1.0;LowVol:-0.1
NoDerivatives
10
25
5
hard 12%
162
19.8
Volatile
23.7
5.38
3.7
140
-9
53
69
false
Buy
Add to core equity +1%
13
-8
BrokerC
VWAP
91
null
null
Normal monitoring
65
-50
134
5
false
Tax-aware sells next window
P4289
Hands-off
IRA
USD
2025-07-27
443,248
31,384
411,864
1
62
16.3
12.3
9.4
QQQ:11.7%;XLF:11.3%;BRK.B:20.7%;VNQ:16.7%;TLT:20.7%;VTI:19.0%
US:59.0;EU:12.7;APAC:16.5;EM:10.2;Other:1.6
Value:-0.7;Growth:-0.8;Quality:+0.9;Size:-0.1;Momentum:-0.8;LowVol:+0.2
ESGOnly;MaxPos8%;NoDerivatives
8
35
3.7
trailing 8%
148
18.6
Volatile
31.8
5.45
4.3
137
22
75
72
true
Hedge
Buy index puts 1% notional
24
-32
BrokerA
MKT
98
RegimeShift
Reduce
Volatility spike and breadth deterioration
32
-39
60
2
false
Within IPS guidelines
P4290
Opportunistic
IRA
USD
2025-04-12
766,601
61,738
704,863
1
70.4
10.8
14.7
4.1
BRK.B:35.7%;TSLA:28.5%;GLD:35.7%
US:65.2;EU:5.5;APAC:12.4;EM:12.1;Other:4.8
Value:+0.6;Growth:-0.3;Quality:-0.2;Size:+0.4;Momentum:-0.5;LowVol:+0.7
null
5
35
4.5
trailing 9%
245
25.8
Volatile
29.2
5.11
3.3
145
-15
39
77
true
Rebalance
Rebalance back to target bands
4
15
BrokerC
MKT
92
VAR>budget
Reduce
Risk above budget threshold
97
-30
131
2
true
Monitor dispersion and breadth
P4291
Systematic
IRA
USD
2024-11-01
1,899,049
157,373
1,741,676
1
62.2
32.3
0
5.5
VTI:17.6%;MSFT:12.5%;HYG:17.6%;AAPL:12.8%;BND:20.6%;TSLA:18.9%
US:76.2;EU:8.6;APAC:5.8;EM:4.6;Other:4.7
Value:+0.6;Growth:-0.1;Quality:-0.3;Size:-0.1;Momentum:+0.8;LowVol:+0.8
MaxPos5%
10
25
4.9
trailing 9%
136
19.6
Bull
16.1
4.22
2.4
94
2
53
58
false
Rebalance
Shift +1% to bonds from equity
13
-33
BrokerA
MKT
91
null
null
Normal monitoring
65
-33
174
5
false
Within IPS guidelines
P4292
Systematic
Taxable
USD
2025-06-26
1,046,864
44,434
1,002,430
1
55.6
29.6
5.2
9.6
BND:22.3%;QQQ:12.3%;TLT:22.3%;MUB:11.9%;VTI:9.0%;TSLA:22.2%
US:72.2;EU:7.8;APAC:7.6;EM:9.0;Other:3.4
Value:-0.7;Growth:+0.4;Quality:-0.2;Size:-0.1;Momentum:+0.6;LowVol:+0.4
MaxPos6%
5
25
4.5
hard 12%
145
21.5
Bull
13.8
4.03
2.3
91
104
100
32
false
Hedge
Add TLT +1% as duration hedge
33
14
BrokerD
MKT
89
null
null
Normal monitoring
-8
12
-44
4
false
Tax-aware sells next window
P4293
Hands-off
Taxable
USD
2025-01-19
539,076
39,387
499,689
1
74.7
15.5
3.4
6.4
HYG:21.9%;QQQ:20.7%;VTI:11.1%;MUB:21.9%;VOO:12.2%;BND:12.3%
US:64.7;EU:13.7;APAC:8.8;EM:12.2;Other:0.5
Value:-0.2;Growth:+0.1;Quality:+0.6;Size:-0.0;Momentum:-0.0;LowVol:-0.5
ESGOnly;NoDerivatives
6
30
4.3
trailing 10%
132
17.8
Volatile
27
4.6
4.1
156
-32
28
88
true
Hedge
Buy index puts 1% notional
-13
-13
BrokerA
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
4
-15
-3
3
false
Within IPS guidelines
P4294
Hands-off
401k
USD
2024-11-25
394,642
21,557
373,085
1
63.5
25.1
4.1
7.3
MSFT:33.3%;BND:33.3%;VOO:33.3%
US:74.7;EU:6.7;APAC:6.5;EM:7.4;Other:4.7
Value:+0.3;Growth:-0.1;Quality:+1.0;Size:0.0;Momentum:+0.9;LowVol:-0.2
ESGOnly;MaxPos6%
10
35
3.8
trailing 8%
167
15.2
Bull
16.2
4.24
2.7
76
68
93
44
false
Buy
Add to core equity +1%
4
-35
BrokerD
LMT
99
null
null
Normal monitoring
-47
-24
-44
5
false
Within IPS guidelines
P4295
Hands-off
Roth
USD
2025-04-02
541,934
31,692
510,242
1
60.7
23.8
7
8.4
TLT:21.1%;VOO:21.1%;GLD:21.1%;BRK.B:21.1%;HYG:15.5%
US:70.0;EU:11.6;APAC:7.7;EM:9.3;Other:1.5
Value:-0.0;Growth:-0.6;Quality:+0.8;Size:-0.8;Momentum:+0.1;LowVol:+0.5
ESGOnly
8
30
4.3
trailing 8%
159
13.9
Bear
24.5
4.22
1.4
220
-9
37
63
false
Hedge
Add TLT +1% as duration hedge
27
8
BrokerB
MKT
90
null
null
Normal monitoring
74
18
127
3
false
Increase defensive factor exposure
P4296
Opportunistic
Taxable
USD
2025-11-29
351,543
26,589
324,954
1
69
16.2
7.8
6.9
VTI:25.2%;QQQ:15.6%;TSLA:25.2%;VNQ:19.5%;VOO:14.4%
US:74.3;EU:12.5;APAC:6.4;EM:5.8;Other:1.0
Value:+0.4;Growth:-0.1;Quality:+0.7;Size:-0.8;Momentum:+0.7;LowVol:+1.0
MaxPos8%;NoDerivatives
7
25
5.2
hard 12%
171
31.6
Bear
23.8
4.31
1.6
153
-50
19
73
true
Hedge
Buy index puts 1% notional
8
-24
BrokerC
LMT
89
VAR>budget
TightenStops
Risk above budget threshold
-23
-2
108
2
true
Monitor dispersion and breadth
P4297
Opportunistic
Taxable
USD
2025-10-04
582,644
40,124
542,520
1
65
16
12.1
6.9
AMZN:24.4%;TSLA:21.8%;QQQ:24.4%;MSFT:13.3%;GLD:16.1%
US:56.3;EU:18.3;APAC:9.9;EM:10.3;Other:5.2
Value:-0.8;Growth:0.0;Quality:+0.8;Size:+0.5;Momentum:+0.3;LowVol:+0.2
null
10
25
4.1
trailing 9%
242
33.8
Volatile
20.3
4.11
2.4
141
44
71
65
false
Sell
Trim extended winner -1%
-13
9
BrokerA
MKT
86
null
null
Normal monitoring
-4
5
25
5
false
Increase defensive factor exposure
P4298
Hands-off
IRA
USD
2024-08-23
458,857
28,535
430,322
1
64
20.6
5.7
9.7
MSFT:18.1%;MUB:29.7%;VNQ:22.5%;AAPL:29.7%
US:61.0;EU:16.5;APAC:12.4;EM:6.2;Other:4.0
Value:-0.2;Growth:+0.4;Quality:+0.1;Size:-0.4;Momentum:-0.7;LowVol:+0.2
ESGOnly;MaxPos8%
7
35
4.6
hard 10%
109
14.9
Sideways
20.4
4.38
2.5
112
-19
51
64
false
NoAction
Within bands; monitor
22
-2
BrokerB
MKT
0
null
null
Normal monitoring
-50
-36
-85
3
false
Tighten stops on momentum names
P4299
Hands-off
IRA
USD
2025-09-24
502,772
28,634
474,138
1
65.2
27.4
0
7.4
BND:29.6%;XLF:17.9%;IEF:29.6%;VOO:22.8%
US:61.0;EU:13.4;APAC:9.1;EM:12.3;Other:4.3
Value:-0.6;Growth:+0.5;Quality:-0.6;Size:+0.8;Momentum:+0.4;LowVol:+0.5
MaxPos8%;NoDerivatives
6
30
4.8
hard 10%
166
15.9
Volatile
23.2
4.49
4
140
18
60
75
true
Rebalance
Rebalance back to target bands
19
8
BrokerA
MKT
96
RegimeShift
TightenStops
Volatility spike and breadth deterioration
95
-25
78
3
false
Tax-aware sells next window
P4300
Systematic
401k
USD
2025-08-19
768,283
47,361
720,922
1
57
31
3.7
8.4
TSLA:27.9%;AMZN:27.9%;BRK.B:27.9%;GLD:16.4%
US:63.0;EU:13.8;APAC:10.0;EM:9.4;Other:3.8
Value:+0.3;Growth:-0.9;Quality:+0.7;Size:-0.3;Momentum:-0.7;LowVol:+0.6
null
5
30
4
trailing 8%
134
21.8
Bear
24.1
3.5
1.1
151
1
45
71
true
Hedge
Buy index puts 1% notional
16
-33
BrokerA
LMT
100
VAR>budget
Hedge
Risk above budget threshold
60
-3
80
3
false
Tax-aware sells next window