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
P4301
Active
IRA
USD
2024-10-15
1,352,245
159,647
1,192,598
1
60.1
25.8
6.6
7.5
HYG:19.4%;VOO:15.1%;IEF:9.8%;BND:14.0%;XLF:21.4%;VTI:20.2%
US:59.6;EU:15.1;APAC:14.1;EM:8.9;Other:2.3
Value:-0.3;Growth:-0.1;Quality:-0.9;Size:-0.5;Momentum:-0.9;LowVol:-0.1
NoDerivatives
10
35
4.2
trailing 8%
140
16.1
Volatile
30.6
4.81
2.4
154
-22
52
86
true
Hedge
Buy index puts 1% notional
-8
-26
BrokerD
MKT
87
VAR>budget
Pause
Risk above budget threshold
29
17
169
3
false
Tighten stops on momentum names
P4302
Hands-off
Roth
USD
2025-06-05
187,985
12,781
175,204
1
72.3
18.4
4.2
5.1
AAPL:29.1%;TLT:29.1%;VNQ:16.6%;MSFT:25.2%
US:73.9;EU:11.6;APAC:6.4;EM:3.9;Other:4.1
Value:-0.6;Growth:+0.7;Quality:+0.7;Size:+0.3;Momentum:+0.6;LowVol:+0.7
null
5
30
5.4
trailing 8%
170
15
Volatile
20.4
4.33
3.9
113
-2
34
72
true
Reduce
Cut high-beta by 2-3%, add cash
25
-1
BrokerA
LMT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-41
-45
-15
2
false
Within IPS guidelines
P4303
Systematic
401k
USD
2024-07-30
1,476,759
98,159
1,378,600
1
62
26.5
5.5
6
MUB:33.3%;MSFT:33.3%;AMZN:33.3%
US:60.9;EU:17.7;APAC:14.3;EM:7.0;Other:0.1
Value:-0.2;Growth:-0.4;Quality:+0.9;Size:+0.5;Momentum:-0.5;LowVol:+0.7
MaxPos7%
5
25
4.8
trailing 8%
206
23.4
Volatile
30.2
5.01
3.2
174
66
78
73
true
Reduce
Cut high-beta by 2-3%, add cash
27
-2
BrokerA
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-43
-40
-10
2
true
Monitor dispersion and breadth
P4304
Systematic
401k
USD
2025-02-03
482,388
31,203
451,185
1
64.5
28.3
0
7.2
AAPL:7.5%;VNQ:16.2%;AMZN:21.7%;BRK.B:21.7%;XLF:21.7%;IEF:11.2%
US:53.1;EU:18.5;APAC:11.5;EM:12.0;Other:4.9
Value:-0.6;Growth:+0.8;Quality:+0.4;Size:-0.4;Momentum:+0.8;LowVol:+0.3
null
5
25
4.3
trailing 9%
181
26.4
Bear
34.3
3.15
1.3
197
8
47
90
true
Rebalance
Rebalance back to target bands
34
-27
BrokerD
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
55
18
72
3
false
Within IPS guidelines
P4305
Hands-off
Trust
USD
2025-08-01
202,018
15,551
186,467
1
68.7
22.4
0
8.9
XLF:16.4%;BRK.B:28.1%;VOO:28.1%;VNQ:27.3%
US:67.7;EU:12.7;APAC:11.5;EM:6.9;Other:1.2
Value:-0.6;Growth:-0.3;Quality:+0.4;Size:-0.8;Momentum:-0.6;LowVol:+0.2
ESGOnly;MaxPos7%;NoDerivatives
7
30
5.2
trailing 8%
122
13.4
Bull
15.5
4.77
3.3
82
81
100
58
false
Rebalance
Shift +1% to bonds from equity
-14
-22
BrokerD
LMT
96
null
null
Normal monitoring
-5
-46
0
5
false
Tighten stops on momentum names
P4306
Cautious
IRA
USD
2025-03-29
290,215
27,034
263,181
1
40.5
35.6
9.6
14.3
TLT:9.8%;IEF:20.5%;VTI:20.5%;VNQ:20.5%;XLF:11.0%;AAPL:17.7%
US:64.7;EU:9.6;APAC:6.5;EM:13.9;Other:5.1
Value:+0.7;Growth:-0.2;Quality:-0.5;Size:+0.4;Momentum:+0.6;LowVol:+0.6
ESGOnly;NoMargin
8
30
5.6
trailing 8%
122
17.9
Bear
32.8
4.13
2.4
204
14
71
75
true
Reduce
Cut high-beta by 2-3%, add cash
1
-20
BrokerD
LMT
94
VAR>budget
Hedge
Risk above budget threshold
30
-14
164
4
false
Tighten stops on momentum names
P4307
Systematic
IRA
USD
2025-10-04
1,203,747
92,613
1,111,134
1
69.1
23.1
0.2
7.6
BRK.B:25.4%;MUB:25.4%;XLF:23.7%;VOO:25.4%
US:69.8;EU:10.0;APAC:9.7;EM:5.5;Other:5.0
Value:+0.3;Growth:+0.4;Quality:-0.6;Size:-0.4;Momentum:-0.5;LowVol:-0.3
null
8
35
5.9
hard 12%
188
17
Bull
11.8
4.05
3.1
105
115
100
44
true
Hedge
Buy index puts 1% notional
0
15
BrokerC
LMT
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
16
-60
135
4
false
Increase defensive factor exposure
P4308
Systematic
Taxable
USD
2024-09-18
1,559,393
63,530
1,495,863
1
68.5
21.5
1.7
8.4
VNQ:36.8%;BND:26.5%;VTI:36.8%
US:67.2;EU:14.7;APAC:10.1;EM:7.6;Other:0.3
Value:+0.1;Growth:+0.2;Quality:+0.3;Size:-0.1;Momentum:+0.9;LowVol:-0.6
NoDerivatives
8
30
4.9
hard 12%
159
18.5
Bear
32.5
4.33
1.7
183
38
64
81
true
Hedge
Buy index puts 1% notional
-14
-23
BrokerA
MKT
99
VAR>budget
Pause
Risk above budget threshold
-50
4
49
3
false
Tighten stops on momentum names
P4309
Cautious
401k
USD
2025-10-25
878,486
98,374
780,112
1
35.7
37.4
11.7
15.1
XLF:19.2%;QQQ:12.9%;BRK.B:22.9%;MSFT:22.0%;GLD:22.9%
US:55.4;EU:20.1;APAC:9.8;EM:10.5;Other:4.1
Value:-0.5;Growth:+0.6;Quality:+0.7;Size:-0.8;Momentum:+0.8;LowVol:-0.7
MaxPos7%;NoMargin
8
30
6
hard 10%
170
17.7
Bull
17.4
4.49
2.1
93
56
82
39
false
Hedge
Add TLT +1% as duration hedge
-12
-4
BrokerC
VWAP
88
null
null
Normal monitoring
108
-33
175
5
false
Increase defensive factor exposure
P4310
Hands-off
IRA
USD
2025-06-13
340,019
17,677
322,342
1
55.1
20.8
16.5
7.7
AMZN:25.4%;TLT:26.9%;IEF:20.8%;MSFT:26.9%
US:59.9;EU:20.5;APAC:8.4;EM:6.1;Other:5.1
Value:-0.5;Growth:-0.3;Quality:-1.0;Size:+0.6;Momentum:+0.2;LowVol:-0.1
ESGOnly;MaxPos6%
6
25
3.5
trailing 8%
159
13.2
Bull
16.4
4.65
2.2
85
60
79
42
false
Rebalance
Shift +1% to bonds from equity
-6
-36
BrokerC
MKT
90
null
null
Normal monitoring
-49
-14
82
3
false
Tax-aware sells next window
P4311
Systematic
401k
USD
2024-12-22
834,577
37,119
797,458
1
63.5
31.2
0
5.2
AMZN:21.8%;TSLA:10.5%;TLT:22.6%;MSFT:22.6%;HYG:22.6%
US:69.7;EU:13.0;APAC:12.2;EM:2.8;Other:2.3
Value:+0.4;Growth:0.0;Quality:+0.9;Size:-0.5;Momentum:+0.2;LowVol:+0.8
MaxPos8%;NoDerivatives
6
35
4.4
trailing 8%
174
19.1
Bull
13.1
4.89
3.4
101
120
100
39
false
Sell
Trim extended winner -1%
33
-15
BrokerB
MKT
95
null
null
Normal monitoring
5
-46
33
3
false
Tighten stops on momentum names
P4312
Opportunistic
IRA
USD
2024-07-27
431,771
33,651
398,120
1
70.3
14.8
10
4.9
QQQ:18.2%;VTI:24.1%;VNQ:18.1%;AAPL:15.4%;GLD:24.1%
US:66.4;EU:16.2;APAC:10.3;EM:5.1;Other:2.0
Value:-0.4;Growth:-0.2;Quality:0.0;Size:-0.4;Momentum:-0.4;LowVol:+0.7
null
8
35
5.9
hard 12%
187
33.9
Bull
13
4.33
3.5
101
62
80
50
true
Hedge
Buy index puts 1% notional
31
-35
BrokerB
LMT
99
VAR>budget
Hedge
Risk above budget threshold
17
-28
38
5
false
Monitor dispersion and breadth
P4313
Hands-off
IRA
USD
2024-08-25
666,087
26,917
639,170
1
66.9
24.7
2.8
5.6
AMZN:14.8%;HYG:15.4%;BND:24.3%;QQQ:24.3%;GLD:21.3%
US:66.7;EU:16.7;APAC:4.9;EM:7.0;Other:4.7
Value:+0.5;Growth:+0.9;Quality:+0.1;Size:-1.0;Momentum:+0.8;LowVol:+0.1
ESGOnly;NoDerivatives
7
35
3.7
hard 10%
153
19.7
Sideways
19
4.91
2.7
111
-28
50
58
true
Hedge
Buy index puts 1% notional
19
7
BrokerB
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
71
2
192
4
false
Monitor dispersion and breadth
P4314
Opportunistic
Taxable
USD
2024-12-01
919,806
56,348
863,458
1
65.9
18.4
6.8
8.9
IEF:21.4%;BRK.B:22.7%;QQQ:18.8%;VOO:14.3%;TSLA:22.7%
US:70.9;EU:7.5;APAC:11.2;EM:10.1;Other:0.3
Value:-0.7;Growth:-0.5;Quality:+0.5;Size:-0.6;Momentum:-0.5;LowVol:+0.2
null
7
30
5.9
hard 12%
201
34.6
Bear
23.9
3.34
1.9
173
4
63
57
false
Rebalance
Shift +1% to bonds from equity
13
-20
BrokerD
LMT
86
null
null
Normal monitoring
72
-27
63
3
false
Monitor dispersion and breadth
P4315
Hands-off
IRA
USD
2024-10-22
701,260
63,931
637,329
1
67.8
15.5
10.8
6
QQQ:10.2%;HYG:21.1%;VTI:18.7%;XLF:21.1%;MSFT:11.2%;GLD:17.7%
US:69.5;EU:9.5;APAC:9.8;EM:9.6;Other:1.5
Value:-0.0;Growth:-0.3;Quality:+1.0;Size:0.0;Momentum:-0.7;LowVol:+0.2
ESGOnly;MaxPos6%
6
25
3.5
hard 10%
113
19.4
Bull
12.6
4.61
3.4
106
74
83
40
false
Rebalance
Shift +1% to bonds from equity
31
1
BrokerC
LMT
90
null
null
Normal monitoring
49
-46
35
3
false
Monitor dispersion and breadth
P4316
Active
401k
USD
2025-02-19
603,690
48,995
554,695
1
57.9
20.1
16.7
5.3
BND:11.0%;TLT:17.7%;XLF:20.0%;HYG:20.2%;GLD:19.3%;VNQ:11.8%
US:68.1;EU:12.4;APAC:6.2;EM:12.2;Other:1.2
Value:+0.1;Growth:+0.3;Quality:-0.1;Size:-0.6;Momentum:+0.2;LowVol:+0.4
NoDerivatives
6
25
4.2
trailing 8%
171
21.5
Volatile
27.1
5.14
3.8
116
39
81
74
true
Hedge
Buy index puts 1% notional
17
-31
BrokerB
LMT
99
VAR>budget
Reduce
Risk above budget threshold
98
12
122
3
false
Tax-aware sells next window
P4317
Cautious
401k
USD
2025-11-17
273,655
31,413
242,242
1
47.5
38
0
14.5
TLT:34.2%;HYG:34.2%;IEF:31.6%
US:64.8;EU:18.3;APAC:6.7;EM:6.9;Other:3.3
Value:+0.6;Growth:-0.2;Quality:-0.5;Size:+0.3;Momentum:-0.1;LowVol:+0.8
MaxPos6%;NoMargin
7
30
5.5
trailing 10%
91
16.5
Volatile
27.7
5.15
3.5
180
-36
23
63
false
Rebalance
Shift +1% to bonds from equity
19
-19
BrokerC
VWAP
92
null
null
Normal monitoring
-16
-52
7
3
false
Monitor dispersion and breadth
P4318
Hands-off
401k
USD
2024-11-01
150,435
6,708
143,727
1
63.7
15.7
13.3
7.3
VTI:15.7%;GLD:13.4%;QQQ:17.5%;MUB:23.3%;AMZN:12.5%;VNQ:17.7%
US:64.9;EU:6.8;APAC:15.8;EM:7.0;Other:5.4
Value:-0.4;Growth:-1.0;Quality:+0.7;Size:-0.9;Momentum:-0.8;LowVol:+0.9
NoDerivatives
7
25
4.2
hard 10%
154
15.9
Bull
16.7
3.63
3.5
105
54
84
59
false
Buy
Add to core equity +1%
-12
-13
BrokerD
LMT
96
null
null
Normal monitoring
45
0
31
5
false
Increase defensive factor exposure
P4319
Systematic
Trust
USD
2025-06-07
975,732
59,179
916,553
1
65
29.3
0
5.7
BRK.B:16.9%;IEF:16.2%;VTI:23.6%;TLT:19.7%;QQQ:23.6%
US:64.1;EU:17.2;APAC:6.5;EM:7.7;Other:4.6
Value:+0.1;Growth:-0.0;Quality:+0.3;Size:+0.3;Momentum:-0.4;LowVol:+0.8
null
5
30
5.2
trailing 9%
124
19.5
Sideways
15.5
3.92
2.7
129
57
67
54
false
Buy
Add to core equity +1%
33
-40
BrokerC
MKT
98
null
null
Normal monitoring
-38
-23
30
5
false
Tax-aware sells next window
P4320
Cautious
401k
USD
2024-09-22
455,470
61,284
394,186
1
44.3
34.9
8.7
12.1
MUB:33.3%;VNQ:33.3%;AMZN:33.3%
US:63.5;EU:19.3;APAC:11.3;EM:3.7;Other:2.3
Value:0.0;Growth:+0.6;Quality:-0.6;Size:-0.2;Momentum:+0.6;LowVol:+0.6
ESGOnly;MaxPos7%;NoMargin
7
30
3.8
hard 10%
140
12.9
Sideways
18.8
3.64
2
112
47
75
39
false
Rebalance
Shift +1% to bonds from equity
-8
-24
BrokerC
MKT
92
null
null
Normal monitoring
-26
5
60
3
false
Tighten stops on momentum names
P4321
Opportunistic
Trust
USD
2024-12-13
1,661,542
124,197
1,537,345
1.08
64
17.9
14
4.1
TLT:23.0%;MUB:15.1%;MSFT:23.0%;VTI:23.0%;VNQ:15.9%
US:63.7;EU:12.4;APAC:12.1;EM:8.3;Other:3.5
Value:-1.0;Growth:-0.7;Quality:+0.2;Size:+0.5;Momentum:+0.3;LowVol:-0.1
null
5
25
5.5
trailing 9%
219
29.7
Bull
16.7
4.58
3.4
98
108
92
55
false
NoAction
Within bands; monitor
14
8
BrokerD
LMT
94
null
null
Normal monitoring
28
-35
138
5
false
Within IPS guidelines
P4322
Hands-off
Taxable
USD
2025-09-25
191,304
19,042
172,262
1
70.1
22.4
0
7.6
VNQ:22.2%;XLF:22.2%;AAPL:12.6%;QQQ:20.9%;BND:22.2%
US:67.9;EU:15.5;APAC:7.5;EM:5.4;Other:3.7
Value:+0.7;Growth:-0.9;Quality:+0.8;Size:+1.0;Momentum:-0.9;LowVol:-0.4
ESGOnly;NoDerivatives
10
35
4.9
trailing 8%
158
19.5
Volatile
21.7
3.7
3.4
180
10
46
55
false
Rebalance
Shift +1% to bonds from equity
25
-28
BrokerB
MKT
98
null
null
Normal monitoring
117
-31
178
4
false
Tax-aware sells next window
P4323
Active
Taxable
USD
2025-05-21
760,209
60,918
699,291
1
58.2
30.9
1
9.9
MSFT:20.8%;BRK.B:22.2%;AMZN:10.1%;VTI:17.7%;VOO:7.0%;VNQ:22.2%
US:60.0;EU:17.3;APAC:14.3;EM:5.2;Other:3.1
Value:-0.7;Growth:+0.8;Quality:+0.1;Size:-0.8;Momentum:+0.2;LowVol:-0.9
MaxPos7%
10
30
5.2
hard 12%
130
24.8
Volatile
20.1
4.22
3.1
171
53
75
58
false
Buy
Add to core equity +1%
19
-15
BrokerD
MKT
87
null
null
Normal monitoring
-55
20
-79
4
false
Increase defensive factor exposure
P4324
Systematic
401k
USD
2024-12-05
701,850
57,508
644,342
1
64.5
29.8
0
5.7
IEF:25.0%;TLT:25.0%;XLF:25.0%;HYG:25.0%
US:74.7;EU:6.5;APAC:10.7;EM:4.2;Other:3.9
Value:+0.9;Growth:+0.5;Quality:+0.7;Size:-0.6;Momentum:-0.7;LowVol:0.0
null
6
25
5.2
trailing 9%
183
17.6
Bull
14
4.05
2.9
117
77
94
40
false
Buy
Add to core equity +1%
-6
8
BrokerD
VWAP
100
null
null
Normal monitoring
69
-50
93
4
false
Increase defensive factor exposure
P4325
Hands-off
401k
USD
2025-07-04
515,882
50,849
465,033
1
60.7
25.5
8.6
5.2
AMZN:7.6%;HYG:17.1%;GLD:18.8%;MUB:20.3%;XLF:18.0%;AAPL:18.1%
US:69.9;EU:8.3;APAC:8.2;EM:11.1;Other:2.5
Value:+0.9;Growth:+0.4;Quality:-0.6;Size:-0.8;Momentum:+0.5;LowVol:+0.9
ESGOnly
5
30
5.4
trailing 8%
99
18.4
Bear
32.9
3.42
1.6
154
-104
6
83
true
Rebalance
Rebalance back to target bands
-9
-15
BrokerC
VWAP
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
-51
5
-72
4
true
Monitor dispersion and breadth
P4326
Cautious
Taxable
USD
2025-08-07
601,997
83,567
518,430
1
47.8
41.7
0
10.5
TSLA:33.3%;TLT:33.3%;VNQ:33.3%
US:62.2;EU:13.9;APAC:11.0;EM:9.1;Other:3.8
Value:-0.9;Growth:+0.1;Quality:+0.6;Size:-0.2;Momentum:+0.7;LowVol:-0.4
NoDerivatives;NoMargin
6
25
3.8
trailing 8%
103
17.1
Sideways
21.3
4.38
3
132
-29
48
59
false
Buy
Add to core equity +1%
4
7
BrokerB
MKT
88
null
null
Normal monitoring
-9
3
32
3
false
Tighten stops on momentum names
P4327
Systematic
IRA
USD
2025-11-22
1,868,112
100,450
1,767,662
1
65.2
28.4
0.8
5.7
VNQ:35.0%;VOO:30.0%;TLT:35.0%
US:72.4;EU:7.2;APAC:12.8;EM:7.1;Other:0.5
Value:+0.8;Growth:-0.3;Quality:+0.3;Size:+0.2;Momentum:-0.8;LowVol:+0.3
NoDerivatives
7
30
4.3
hard 12%
194
24
Volatile
22.9
3.83
4.3
172
48
79
74
true
Reduce
Cut high-beta by 2-3%, add cash
28
-3
BrokerC
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
42
-41
42
5
false
Monitor dispersion and breadth
P4328
Cautious
Taxable
USD
2025-02-11
824,304
69,679
754,625
1
40.3
43.2
3.4
13.1
IEF:15.6%;GLD:24.0%;TSLA:24.0%;VTI:24.0%;BRK.B:12.2%
US:61.6;EU:10.8;APAC:14.6;EM:9.1;Other:3.9
Value:+0.4;Growth:+0.9;Quality:-0.9;Size:-0.0;Momentum:+0.1;LowVol:-0.7
NoMargin
10
30
5.5
trailing 10%
107
16
Bull
15.9
3.74
2.5
107
7
48
32
false
Rebalance
Shift +1% to bonds from equity
11
-32
BrokerC
MKT
86
null
null
Normal monitoring
-22
-48
-34
3
false
Tighten stops on momentum names
P4329
Systematic
Trust
USD
2025-06-27
1,186,168
117,249
1,068,919
1
67
24.1
3.1
5.9
TLT:18.5%;TSLA:21.6%;BRK.B:19.8%;MSFT:21.6%;VNQ:18.5%
US:73.4;EU:11.9;APAC:6.6;EM:5.3;Other:2.8
Value:-0.6;Growth:+0.5;Quality:-0.1;Size:+0.2;Momentum:-0.4;LowVol:-0.4
NoDerivatives
8
35
4.7
trailing 8%
152
25
Sideways
18.2
3.95
2.1
115
19
58
66
false
Hedge
Add TLT +1% as duration hedge
33
-40
BrokerD
LMT
92
null
null
Normal monitoring
117
-29
242
3
false
Tax-aware sells next window
P4330
Cautious
Roth
USD
2024-12-11
855,664
100,844
754,820
1
42.1
30.2
16
11.7
AAPL:15.7%;VOO:12.9%;GLD:10.9%;BRK.B:22.7%;MSFT:15.1%;BND:22.7%
US:66.9;EU:16.2;APAC:10.5;EM:5.5;Other:1.0
Value:-0.4;Growth:+0.8;Quality:-0.7;Size:-0.8;Momentum:+0.3;LowVol:-0.0
NoMargin
8
35
4
trailing 10%
139
15.6
Bull
16.6
3.82
2.5
78
117
100
42
false
Rebalance
Shift +1% to bonds from equity
28
-24
BrokerA
MKT
99
null
null
Normal monitoring
45
5
31
4
false
Monitor dispersion and breadth
P4331
Opportunistic
Taxable
USD
2025-04-01
991,391
48,042
943,349
1.12
66.6
21.3
6.6
5.5
QQQ:12.5%;TLT:20.4%;VNQ:15.6%;MSFT:8.2%;BND:21.6%;AAPL:21.6%
US:64.9;EU:6.9;APAC:15.4;EM:9.3;Other:3.4
Value:+0.8;Growth:-0.1;Quality:+0.9;Size:-0.2;Momentum:+0.8;LowVol:+0.3
null
8
35
5.5
trailing 7%
232
27.2
Volatile
25.7
4.96
2.6
164
-4
53
67
false
Rebalance
Shift +1% to bonds from equity
33
0
BrokerD
LMT
89
null
null
Normal monitoring
99
12
139
3
false
Within IPS guidelines
P4332
Active
IRA
USD
2025-02-18
1,005,571
101,937
903,634
1
52.5
19.5
19.7
8.2
TSLA:33.4%;MUB:33.4%;MSFT:33.2%
US:56.3;EU:16.7;APAC:12.1;EM:12.0;Other:3.0
Value:+0.4;Growth:-0.7;Quality:+0.6;Size:+0.9;Momentum:+0.6;LowVol:-0.7
null
6
35
4.9
trailing 9%
136
23.9
Volatile
25.9
3.87
4.3
153
68
89
63
false
Buy
Add to core equity +1%
5
-1
BrokerB
MKT
99
null
null
Normal monitoring
-38
17
91
5
false
Within IPS guidelines
P4333
Cautious
401k
USD
2024-10-23
367,488
51,565
315,923
1
45.8
34.6
6.7
12.8
QQQ:25.0%;VOO:25.0%;MSFT:25.0%;AMZN:25.0%
US:74.4;EU:5.8;APAC:7.3;EM:10.6;Other:1.8
Value:+0.9;Growth:-0.5;Quality:+0.4;Size:+0.5;Momentum:-0.8;LowVol:0.0
NoMargin
7
35
5
hard 10%
168
17.2
Volatile
30.4
4.67
2.3
167
2
55
58
false
Hedge
Add TLT +1% as duration hedge
-9
-36
BrokerD
MKT
87
null
null
Normal monitoring
106
-12
154
5
false
Increase defensive factor exposure
P4334
Active
Roth
USD
2025-10-08
2,139,272
250,359
1,888,913
1
65.6
28.9
0
5.5
AAPL:28.1%;MSFT:28.1%;XLF:25.0%;TLT:18.9%
US:71.3;EU:10.6;APAC:11.5;EM:3.3;Other:3.2
Value:+0.5;Growth:+0.9;Quality:-0.0;Size:+0.1;Momentum:0.0;LowVol:+0.1
NoDerivatives
6
25
4.7
trailing 9%
176
28
Bear
25.4
3.48
2.2
164
5
66
66
false
Rebalance
Shift +1% to bonds from equity
16
-30
BrokerB
LMT
92
null
null
Normal monitoring
106
-2
214
5
false
Monitor dispersion and breadth
P4335
Active
401k
USD
2025-02-07
966,406
73,946
892,460
1
52.1
30.2
9.3
8.4
XLF:25.0%;AAPL:25.0%;BND:25.0%;VTI:25.0%
US:66.5;EU:15.3;APAC:10.9;EM:3.7;Other:3.6
Value:-0.8;Growth:+0.6;Quality:-0.7;Size:-0.6;Momentum:+0.6;LowVol:+0.5
null
6
35
5.3
trailing 8%
185
16.9
Bull
17.3
3.94
3.1
120
64
93
36
false
Rebalance
Shift +1% to bonds from equity
25
-24
BrokerC
MKT
85
null
null
Normal monitoring
107
19
124
4
false
Monitor dispersion and breadth
P4336
Active
Taxable
USD
2025-07-15
2,088,850
137,473
1,951,377
1
56.6
28
9.8
5.6
HYG:26.7%;VTI:19.9%;BRK.B:26.7%;BND:26.7%
US:68.6;EU:10.3;APAC:9.7;EM:10.2;Other:1.2
Value:+0.3;Growth:+0.1;Quality:-0.4;Size:+0.2;Momentum:-0.8;LowVol:+0.8
MaxPos7%
7
30
4.6
trailing 9%
141
16.8
Volatile
29.2
4.39
2.5
113
-56
28
65
false
Sell
Trim extended winner -1%
23
-20
BrokerB
LMT
94
null
null
Normal monitoring
51
-40
167
5
false
Monitor dispersion and breadth
P4337
Systematic
Taxable
USD
2024-11-10
1,409,621
134,192
1,275,429
1
63.3
30.9
0
5.8
VTI:33.3%;TSLA:33.3%;HYG:33.3%
US:72.6;EU:12.0;APAC:10.1;EM:3.1;Other:2.1
Value:+0.7;Growth:+0.4;Quality:+0.2;Size:+0.4;Momentum:+0.6;LowVol:-0.4
MaxPos5%
7
30
4.9
hard 12%
142
16.1
Bull
16.8
4.99
2.5
92
55
64
41
false
Buy
Add to core equity +1%
3
-7
BrokerD
LMT
88
null
null
Normal monitoring
-6
0
65
5
false
Within IPS guidelines
P4338
Active
Roth
USD
2024-07-13
2,244,511
264,742
1,979,769
1
68.7
19.3
5.9
6.2
AMZN:24.2%;GLD:13.7%;VTI:24.2%;TSLA:16.6%;MSFT:21.4%
US:73.3;EU:4.9;APAC:11.2;EM:7.8;Other:2.8
Value:+0.9;Growth:+0.5;Quality:-0.6;Size:-0.1;Momentum:-0.3;LowVol:+0.6
null
6
25
4.6
hard 12%
189
25.2
Bull
16
4.01
3.3
100
46
74
55
true
Hedge
Buy index puts 1% notional
5
-23
BrokerD
LMT
99
VAR>budget
Hedge
Risk above budget threshold
-58
-57
23
3
false
Increase defensive factor exposure
P4339
Cautious
401k
USD
2024-12-18
829,665
86,233
743,432
1
36.1
36.5
17
10.4
BRK.B:20.2%;GLD:24.3%;AAPL:27.8%;BND:27.8%
US:63.0;EU:17.5;APAC:7.9;EM:8.9;Other:2.6
Value:-0.9;Growth:+0.5;Quality:0.0;Size:-0.9;Momentum:-0.7;LowVol:-0.3
ESGOnly;NoMargin
10
30
5.1
trailing 8%
124
13.1
Volatile
30
3.97
2.8
159
-5
62
62
false
Buy
Add to core equity +1%
-7
8
BrokerB
LMT
99
null
null
Normal monitoring
35
-19
131
3
false
Tighten stops on momentum names
P4340
Cautious
401k
USD
2025-08-28
410,228
34,609
375,619
1
43.2
33.6
9.5
13.7
IEF:23.0%;XLF:23.0%;HYG:15.5%;GLD:15.4%;MSFT:23.0%
US:61.7;EU:14.8;APAC:9.3;EM:12.2;Other:2.0
Value:-0.1;Growth:-0.5;Quality:+0.5;Size:-0.7;Momentum:+0.1;LowVol:-0.2
ESGOnly;NoMargin
7
35
4.6
hard 10%
117
15.5
Volatile
29.6
4.45
3.9
125
52
89
67
false
Sell
Trim extended winner -1%
-12
-24
BrokerD
MKT
93
null
null
Normal monitoring
120
-53
154
4
false
Tighten stops on momentum names
P4341
Active
401k
USD
2024-12-21
1,247,709
95,653
1,152,056
1.06
69.2
22.6
2.4
5.9
QQQ:20.8%;VOO:17.9%;AMZN:8.8%;BRK.B:20.8%;XLF:12.8%;TSLA:18.9%
US:66.4;EU:16.2;APAC:6.9;EM:6.8;Other:3.8
Value:+0.2;Growth:-0.5;Quality:-0.8;Size:+0.3;Momentum:+0.5;LowVol:-0.7
null
5
35
5.9
hard 12%
172
19
Volatile
25.2
3.76
2.9
150
35
62
76
true
Reduce
Cut high-beta by 2-3%, add cash
31
-20
BrokerB
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
53
-33
37
2
false
Tax-aware sells next window
P4342
Hands-off
Trust
USD
2025-02-10
154,478
11,287
143,191
1
57.1
27.9
7.7
7.2
HYG:20.6%;TSLA:10.9%;MSFT:20.6%;BRK.B:17.7%;AAPL:13.1%;TLT:17.1%
US:71.8;EU:9.7;APAC:8.0;EM:9.9;Other:0.6
Value:-0.6;Growth:0.0;Quality:0.0;Size:-0.3;Momentum:-0.3;LowVol:+0.7
ESGOnly;NoDerivatives
8
30
4.2
hard 10%
90
14.4
Volatile
30.5
5.38
3.4
172
-58
26
81
true
Rebalance
Rebalance back to target bands
4
-28
BrokerB
VWAP
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-46
9
-78
3
false
Monitor dispersion and breadth
P4343
Active
401k
USD
2025-04-13
1,019,952
96,836
923,116
1
67
22.4
5.6
5.1
MSFT:18.5%;AAPL:17.8%;BND:19.0%;XLF:20.1%;HYG:12.6%;TLT:12.0%
US:69.5;EU:6.3;APAC:15.3;EM:8.0;Other:0.9
Value:-0.9;Growth:-0.1;Quality:+0.2;Size:+0.5;Momentum:-0.6;LowVol:-0.3
null
8
30
4.1
trailing 8%
209
19
Sideways
20.5
3.84
3
98
-2
53
66
false
Rebalance
Shift +1% to bonds from equity
35
-31
BrokerD
MKT
85
null
null
Normal monitoring
31
-56
153
4
false
Within IPS guidelines
P4344
Hands-off
Taxable
USD
2024-11-12
711,573
66,379
645,194
1
68
16
10.2
5.8
HYG:33.3%;BND:33.3%;MSFT:33.3%
US:58.1;EU:17.6;APAC:12.6;EM:10.5;Other:1.1
Value:-1.0;Growth:+0.3;Quality:-0.2;Size:+0.8;Momentum:+0.2;LowVol:-1.0
null
7
30
4.3
trailing 8%
107
17.7
Bull
13.7
3.75
3.2
87
116
100
43
false
Sell
Trim extended winner -1%
24
11
BrokerD
MKT
98
null
null
Normal monitoring
52
-35
100
5
false
Tighten stops on momentum names
P4345
Cautious
Trust
USD
2024-07-20
221,923
29,137
192,786
1
48.7
30.9
5.2
15.2
VNQ:37.5%;AMZN:24.9%;MSFT:37.5%
US:57.2;EU:16.9;APAC:14.7;EM:9.3;Other:2.0
Value:-0.1;Growth:+0.6;Quality:-0.2;Size:-0.7;Momentum:+0.2;LowVol:-0.8
MaxPos7%;NoMargin
7
30
5.3
trailing 8%
118
13.9
Bull
14.5
3.59
2.4
97
23
75
43
false
NoAction
Within bands; monitor
14
-30
BrokerA
MKT
0
null
null
Normal monitoring
118
-50
256
5
false
Within IPS guidelines
P4346
Cautious
401k
USD
2025-08-05
243,980
31,339
212,641
1
49.2
40.7
0
10.1
AMZN:33.6%;BRK.B:32.7%;TLT:33.6%
US:68.9;EU:14.6;APAC:11.7;EM:3.0;Other:1.8
Value:0.0;Growth:+0.6;Quality:-0.7;Size:+0.7;Momentum:-0.6;LowVol:+0.8
ESGOnly;MaxPos8%;NoMargin
10
30
3.2
hard 10%
139
13.9
Sideways
18.5
4.64
2.2
118
18
68
41
false
Buy
Add to core equity +1%
-7
-28
BrokerC
MKT
89
null
null
Normal monitoring
-16
-38
96
5
false
Tighten stops on momentum names
P4347
Hands-off
IRA
USD
2024-10-23
307,110
24,873
282,237
1
71.2
18.9
4.3
5.6
HYG:20.7%;XLF:19.3%;TLT:15.8%;VOO:17.0%;BND:18.4%;AAPL:8.9%
US:61.4;EU:16.7;APAC:12.4;EM:7.9;Other:1.6
Value:-0.4;Growth:+0.8;Quality:-0.4;Size:-0.3;Momentum:-0.6;LowVol:-0.6
ESGOnly;NoDerivatives
8
25
5.1
trailing 8%
169
16.5
Volatile
21.7
3.64
3.7
176
18
73
68
false
Buy
Add to core equity +1%
34
5
BrokerC
MKT
89
null
null
Normal monitoring
35
10
130
5
false
Tighten stops on momentum names
P4348
Hands-off
IRA
USD
2025-03-22
303,100
25,462
277,638
1
73.4
20.1
0
6.5
MUB:35.1%;BRK.B:29.8%;VOO:35.1%
US:65.6;EU:10.2;APAC:14.4;EM:6.9;Other:2.9
Value:0.0;Growth:+0.1;Quality:-0.6;Size:-0.4;Momentum:-0.5;LowVol:+0.3
null
10
25
4.2
trailing 8%
141
17.9
Bull
11.6
4.67
2.4
86
75
79
45
false
Buy
Add to core equity +1%
23
-32
BrokerA
LMT
97
null
null
Normal monitoring
104
-41
152
3
false
Increase defensive factor exposure
P4349
Opportunistic
Taxable
USD
2025-08-01
1,009,906
50,825
959,081
1
62.8
17.2
13.9
6.1
MSFT:17.7%;BRK.B:17.5%;MUB:16.1%;BND:20.0%;HYG:16.3%;IEF:12.4%
US:70.5;EU:9.7;APAC:7.8;EM:7.1;Other:4.9
Value:+0.4;Growth:-0.4;Quality:-0.7;Size:+0.5;Momentum:-0.7;LowVol:-0.1
null
5
25
7
trailing 9%
192
32
Bull
11.5
3.87
3
94
35
70
38
false
Rebalance
Shift +1% to bonds from equity
-15
12
BrokerA
VWAP
99
null
null
Normal monitoring
76
-33
178
5
false
Tighten stops on momentum names
P4350
Cautious
Trust
USD
2025-07-07
819,557
128,758
690,799
1
35.9
35.4
15.4
13.3
AMZN:36.6%;VNQ:36.6%;HYG:26.8%
US:61.8;EU:20.2;APAC:9.2;EM:6.9;Other:1.9
Value:+1.0;Growth:-0.9;Quality:-0.5;Size:+0.8;Momentum:-1.0;LowVol:+0.6
ESGOnly;NoMargin
5
35
4.9
hard 10%
119
17.6
Sideways
17.1
4.7
3.4
138
31
67
25
false
Buy
Add to core equity +1%
3
-11
BrokerC
MKT
91
null
null
Normal monitoring
41
18
63
4
false
Within IPS guidelines
P4351
Opportunistic
Taxable
USD
2025-12-24
886,948
74,352
812,596
1.15
62.4
10.8
19.5
7.3
HYG:13.4%;IEF:21.8%;VOO:21.9%;BND:20.9%;GLD:21.9%
US:60.1;EU:11.4;APAC:13.2;EM:9.7;Other:5.7
Value:-0.0;Growth:-1.0;Quality:-0.1;Size:+0.3;Momentum:0.0;LowVol:-0.8
null
8
35
7
trailing 9%
222
26.2
Bull
14.5
3.99
3.5
118
33
53
41
false
Rebalance
Shift +1% to bonds from equity
28
-11
BrokerC
MKT
87
null
null
Normal monitoring
56
5
125
4
false
Increase defensive factor exposure
P4352
Cautious
401k
USD
2025-10-19
536,221
51,902
484,319
1
45.3
37.5
1.9
15.3
BRK.B:20.3%;QQQ:30.2%;VNQ:19.3%;VTI:30.2%
US:65.9;EU:9.1;APAC:11.9;EM:8.0;Other:5.1
Value:+0.1;Growth:-0.2;Quality:+0.7;Size:+0.8;Momentum:0.0;LowVol:+0.6
NoMargin
7
30
3.8
trailing 8%
115
18
Sideways
21.5
3.86
3.1
138
46
70
46
false
Rebalance
Shift +1% to bonds from equity
33
-12
BrokerB
LMT
91
null
null
Normal monitoring
23
-28
-6
4
false
Tighten stops on momentum names
P4353
Active
Trust
USD
2025-01-26
1,644,199
128,697
1,515,502
1
69.6
23.5
1.1
5.9
BRK.B:23.4%;MSFT:16.3%;QQQ:23.4%;BND:23.4%;MUB:13.4%
US:66.5;EU:15.7;APAC:11.9;EM:4.6;Other:1.3
Value:+0.6;Growth:-0.0;Quality:+0.1;Size:-0.1;Momentum:-0.4;LowVol:-0.0
null
7
30
5.7
trailing 9%
217
27.6
Volatile
25.1
3.57
2.7
154
44
57
65
false
Rebalance
Shift +1% to bonds from equity
-3
-14
BrokerA
LMT
93
null
null
Normal monitoring
43
-20
116
4
false
Tighten stops on momentum names
P4354
Cautious
IRA
USD
2024-07-10
433,430
48,140
385,290
1
50.9
35.9
0
13.2
XLF:18.9%;TSLA:27.0%;IEF:27.0%;BND:27.0%
US:59.9;EU:16.9;APAC:15.9;EM:3.4;Other:3.9
Value:+0.5;Growth:-0.3;Quality:-0.1;Size:0.0;Momentum:+0.7;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
8
35
4.4
hard 10%
161
13.4
Volatile
20.1
5.19
3.1
150
-60
16
59
false
Buy
Add to core equity +1%
1
-30
BrokerA
LMT
93
null
null
Normal monitoring
-43
-26
-21
4
false
Increase defensive factor exposure
P4355
Opportunistic
Roth
USD
2025-07-05
1,568,999
55,441
1,513,558
1
63
12.6
20
4.3
VNQ:16.0%;AAPL:28.0%;TSLA:28.0%;QQQ:28.0%
US:73.8;EU:8.1;APAC:8.5;EM:5.4;Other:4.2
Value:+0.6;Growth:-0.1;Quality:+0.8;Size:-0.2;Momentum:-0.3;LowVol:+0.2
MaxPos5%;NoDerivatives
10
25
4.5
trailing 9%
260
20.6
Volatile
29.7
3.84
4
171
-19
52
87
true
Hedge
Buy index puts 1% notional
-1
-4
BrokerD
LMT
96
VAR>budget
Reduce
Risk above budget threshold
58
-47
101
4
false
Monitor dispersion and breadth
P4356
Hands-off
Trust
USD
2025-01-07
443,893
24,495
419,398
1
74.5
17.7
1.4
6.5
QQQ:19.6%;VNQ:22.3%;IEF:20.6%;TLT:18.1%;TSLA:19.4%
US:64.8;EU:16.0;APAC:9.5;EM:8.8;Other:0.9
Value:+0.2;Growth:+0.4;Quality:-0.3;Size:-0.8;Momentum:+0.4;LowVol:-0.3
ESGOnly
6
35
3.6
trailing 10%
156
13
Sideways
14.4
3.55
2.6
117
17
64
48
false
NoAction
Within bands; monitor
18
13
BrokerD
MKT
0
null
null
Normal monitoring
-33
-11
-66
5
false
Increase defensive factor exposure
P4357
Opportunistic
401k
USD
2024-08-28
334,740
14,812
319,928
1
73.5
11.1
8.6
6.9
MSFT:23.0%;TLT:23.0%;AMZN:23.0%;BRK.B:22.1%;VOO:8.9%
US:69.4;EU:13.9;APAC:8.5;EM:7.7;Other:0.5
Value:-0.1;Growth:-0.7;Quality:-0.3;Size:-0.9;Momentum:+0.9;LowVol:-0.2
null
10
30
5.1
trailing 7%
174
29.5
Sideways
15.6
4.08
2.5
139
33
57
62
false
Buy
Add to core equity +1%
-7
-6
BrokerC
MKT
93
null
null
Normal monitoring
99
6
196
3
false
Monitor dispersion and breadth
P4358
Hands-off
Taxable
USD
2025-09-10
300,087
16,833
283,254
1
56.2
24.8
10.5
8.5
MSFT:33.3%;BRK.B:33.3%;AMZN:33.3%
US:71.2;EU:10.5;APAC:9.0;EM:6.1;Other:3.2
Value:+0.2;Growth:-0.5;Quality:-0.1;Size:+0.8;Momentum:-0.4;LowVol:+0.2
ESGOnly
6
30
4.2
trailing 8%
152
12.4
Bull
13.5
4.07
2.2
77
7
56
47
false
Sell
Trim extended winner -1%
-5
2
BrokerC
MKT
97
null
null
Normal monitoring
42
6
15
5
false
Tax-aware sells next window
P4359
Cautious
401k
USD
2025-08-15
229,261
21,885
207,376
1
50.7
32.5
0
16.7
XLF:27.7%;MSFT:16.8%;AMZN:27.7%;IEF:27.7%
US:64.5;EU:6.4;APAC:13.8;EM:12.1;Other:3.2
Value:-0.5;Growth:-0.0;Quality:0.0;Size:+0.4;Momentum:+0.7;LowVol:+0.1
MaxPos6%;NoMargin
8
35
3.8
trailing 10%
108
13.7
Bull
11.7
3.76
2.1
90
83
93
33
false
Sell
Trim extended winner -1%
-7
14
BrokerB
MKT
95
null
null
Normal monitoring
79
0
131
4
false
Within IPS guidelines
P4360
Active
Trust
USD
2025-09-18
2,086,408
155,488
1,930,920
1
67.6
18.6
4
9.7
BND:24.4%;IEF:13.3%;TLT:23.4%;MUB:14.5%;AMZN:24.4%
US:70.8;EU:10.8;APAC:7.5;EM:8.1;Other:2.8
Value:+0.6;Growth:-0.7;Quality:+0.4;Size:+0.7;Momentum:+0.3;LowVol:0.0
null
7
30
5.2
hard 12%
130
20.4
Sideways
14.3
3.99
3.3
122
35
52
56
false
Buy
Add to core equity +1%
12
-13
BrokerC
VWAP
86
null
null
Normal monitoring
100
-22
212
3
false
Within IPS guidelines
P4361
Opportunistic
401k
USD
2024-08-29
392,094
25,444
366,650
1
70.8
14.9
9.5
4.9
VTI:18.0%;BRK.B:21.8%;TLT:21.8%;GLD:19.8%;XLF:18.6%
US:69.7;EU:9.1;APAC:9.5;EM:6.2;Other:5.5
Value:-0.7;Growth:-0.7;Quality:-0.4;Size:-0.1;Momentum:-0.8;LowVol:+0.6
null
8
30
6.5
trailing 9%
176
32
Volatile
24.2
5.21
2.2
168
11
53
61
false
Sell
Trim extended winner -1%
0
-8
BrokerA
MKT
100
null
null
Normal monitoring
48
-21
14
4
false
Within IPS guidelines
P4362
Cautious
Trust
USD
2025-11-07
527,088
47,647
479,441
1
38.9
42.2
3.8
15
MSFT:22.7%;XLF:16.4%;AAPL:7.3%;VOO:8.3%;TSLA:22.7%;MUB:22.7%
US:63.3;EU:18.0;APAC:12.0;EM:4.3;Other:2.4
Value:+0.6;Growth:+0.1;Quality:-0.5;Size:+0.1;Momentum:+0.3;LowVol:+0.3
ESGOnly;MaxPos6%;NoMargin
8
30
4
hard 10%
128
14.5
Bull
15.7
3.9
2.7
104
43
78
24
false
Rebalance
Shift +1% to bonds from equity
33
-13
BrokerB
LMT
90
null
null
Normal monitoring
-22
0
84
5
false
Monitor dispersion and breadth
P4363
Hands-off
IRA
USD
2025-08-16
679,770
51,473
628,297
1
64.3
27.6
0
8.1
VOO:33.3%;IEF:33.3%;VNQ:33.3%
US:59.9;EU:16.0;APAC:13.3;EM:7.0;Other:3.8
Value:+0.4;Growth:-0.2;Quality:+0.5;Size:-0.8;Momentum:-0.1;LowVol:+0.6
MaxPos7%
8
30
4.7
trailing 8%
130
15.9
Volatile
24.1
3.99
2.7
131
-60
29
71
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-30
BrokerA
LMT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
7
-5
-12
5
false
Tighten stops on momentum names
P4364
Hands-off
Roth
USD
2024-12-18
506,721
21,969
484,752
1
68.3
20.5
5.8
5.4
VNQ:20.8%;XLF:18.4%;IEF:20.8%;VTI:9.8%;AAPL:9.4%;AMZN:20.8%
US:67.8;EU:13.7;APAC:11.8;EM:4.7;Other:2.0
Value:-0.8;Growth:-0.0;Quality:+0.2;Size:+0.9;Momentum:+0.6;LowVol:+0.7
NoDerivatives
7
30
3.7
trailing 10%
157
19.5
Bull
15.2
4.17
2.2
70
36
62
59
false
Rebalance
Shift +1% to bonds from equity
32
-38
BrokerA
LMT
96
null
null
Normal monitoring
64
-11
64
5
false
Tax-aware sells next window
P4365
Active
Trust
USD
2024-07-27
662,851
51,014
611,837
1
55.9
18.8
16.7
8.6
HYG:33.3%;VOO:33.3%;VTI:33.3%
US:61.0;EU:14.2;APAC:11.1;EM:12.9;Other:0.8
Value:+0.9;Growth:+0.1;Quality:-0.8;Size:+0.5;Momentum:+0.9;LowVol:-0.3
MaxPos6%
5
30
5.8
trailing 9%
195
23.8
Bull
13.4
4.39
3.4
82
8
64
35
false
Hedge
Add TLT +1% as duration hedge
0
8
BrokerC
VWAP
90
null
null
Normal monitoring
60
-4
182
3
false
Tighten stops on momentum names
P4366
Systematic
IRA
USD
2025-02-20
413,576
20,462
393,114
1
58.9
26
6.2
8.9
BRK.B:33.3%;BND:33.3%;IEF:33.3%
US:62.0;EU:18.4;APAC:13.4;EM:5.5;Other:0.7
Value:-0.2;Growth:-0.6;Quality:-0.5;Size:-0.5;Momentum:+0.3;LowVol:-0.6
MaxPos5%
8
30
6
hard 12%
211
21.2
Bear
22.6
3.92
1.4
155
-74
21
55
false
Rebalance
Shift +1% to bonds from equity
17
-9
BrokerC
LMT
97
null
null
Normal monitoring
64
16
139
3
false
Increase defensive factor exposure
P4367
Hands-off
Trust
USD
2025-09-11
785,584
32,507
753,077
1
65.2
26.8
0
8.1
VTI:29.1%;TSLA:35.5%;GLD:35.5%
US:56.5;EU:18.7;APAC:12.6;EM:8.7;Other:3.5
Value:+0.6;Growth:+0.2;Quality:+0.1;Size:-0.6;Momentum:-0.5;LowVol:+0.9
MaxPos5%
6
25
5
hard 10%
112
14.1
Volatile
28.5
4.01
3.8
176
-42
29
85
true
Hedge
Buy index puts 1% notional
-11
-25
BrokerC
LMT
85
VAR>budget
TightenStops
Risk above budget threshold
-46
-15
-57
3
false
Tax-aware sells next window
P4368
Hands-off
IRA
USD
2025-05-20
349,205
30,201
319,004
1
73.8
19
2.1
5.1
VOO:34.6%;XLF:30.9%;GLD:34.6%
US:62.1;EU:19.2;APAC:8.8;EM:4.6;Other:5.4
Value:-0.3;Growth:-0.3;Quality:+0.8;Size:-0.2;Momentum:-0.7;LowVol:-0.6
MaxPos8%
10
35
3.1
trailing 10%
156
14.6
Bull
12.7
4.16
3.2
111
7
66
45
false
Rebalance
Shift +1% to bonds from equity
-10
8
BrokerB
LMT
99
null
null
Normal monitoring
-50
6
27
4
false
Increase defensive factor exposure
P4369
Systematic
401k
USD
2025-03-08
688,907
53,625
635,282
1
65.2
26.6
0
8.2
MSFT:20.8%;AMZN:27.3%;TSLA:24.6%;HYG:27.3%
US:75.7;EU:6.8;APAC:10.5;EM:4.1;Other:2.9
Value:+0.5;Growth:-0.6;Quality:-0.1;Size:+0.7;Momentum:+0.7;LowVol:-0.4
MaxPos7%;NoDerivatives
10
25
5.1
trailing 8%
135
27.5
Bull
12.9
4.01
3
117
33
65
47
false
Sell
Trim extended winner -1%
14
-17
BrokerB
MKT
89
null
null
Normal monitoring
12
-6
27
4
false
Monitor dispersion and breadth
P4370
Cautious
Trust
USD
2025-07-29
550,626
74,730
475,896
1
47.1
41.5
0
11.3
BRK.B:26.2%;TSLA:26.2%;XLF:21.4%;QQQ:26.2%
US:68.6;EU:6.6;APAC:15.3;EM:4.1;Other:5.3
Value:-0.6;Growth:-0.3;Quality:-0.6;Size:-0.7;Momentum:-0.8;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
10
30
4.3
trailing 8%
147
19.9
Volatile
29.2
4.11
3.8
120
-39
21
68
false
Buy
Add to core equity +1%
18
-6
BrokerA
LMT
99
null
null
Normal monitoring
31
-36
1
3
false
Within IPS guidelines
P4371
Active
Taxable
USD
2024-08-29
1,530,993
120,169
1,410,824
1.21
52.8
25.8
13.2
8.2
MUB:15.5%;TLT:11.3%;VOO:24.4%;AMZN:24.4%;BRK.B:24.4%
US:61.7;EU:13.8;APAC:14.2;EM:9.1;Other:1.2
Value:+0.6;Growth:+0.6;Quality:-1.0;Size:-0.5;Momentum:-0.9;LowVol:-0.6
null
7
30
5.6
trailing 9%
156
18.8
Bull
13.5
3.61
3.1
74
53
67
43
false
Rebalance
Shift +1% to bonds from equity
3
-33
BrokerD
MKT
95
null
null
Normal monitoring
111
20
146
5
false
Increase defensive factor exposure
P4372
Hands-off
Trust
USD
2025-04-11
380,054
15,599
364,455
1
64.1
18.5
7.9
9.5
XLF:32.0%;MSFT:34.0%;VOO:34.0%
US:58.9;EU:20.4;APAC:12.6;EM:5.2;Other:2.9
Value:-0.2;Growth:+0.2;Quality:+0.4;Size:+0.4;Momentum:-0.1;LowVol:+0.2
ESGOnly
7
35
5.5
hard 10%
97
17.3
Bull
13.6
4.23
2.4
109
94
100
38
false
Rebalance
Shift +1% to bonds from equity
10
2
BrokerD
MKT
87
null
null
Normal monitoring
18
-57
135
3
false
Within IPS guidelines
P4373
Active
Roth
USD
2025-04-02
1,580,837
130,090
1,450,747
1
61.6
27.1
2.3
9
GLD:22.1%;MSFT:22.1%;IEF:17.1%;VOO:22.1%;QQQ:16.5%
US:74.5;EU:9.8;APAC:7.6;EM:6.4;Other:1.8
Value:-0.5;Growth:+0.2;Quality:-0.6;Size:-0.4;Momentum:-0.2;LowVol:+0.4
null
6
35
4.9
trailing 9%
230
20.9
Bull
14.5
4.44
3
98
83
100
39
false
Rebalance
Shift +1% to bonds from equity
-5
3
BrokerC
MKT
90
null
null
Normal monitoring
59
13
121
5
false
Increase defensive factor exposure
P4374
Systematic
Roth
USD
2025-08-30
600,583
53,171
547,412
1
59
26.8
8.6
5.5
TLT:19.9%;MSFT:25.1%;TSLA:17.9%;HYG:25.1%;GLD:12.0%
US:67.3;EU:12.0;APAC:9.6;EM:6.5;Other:4.7
Value:-0.4;Growth:+0.5;Quality:+0.8;Size:+1.0;Momentum:-0.7;LowVol:+0.1
null
8
25
5.9
hard 12%
226
24.8
Bear
30.9
3.42
2.5
214
-66
30
81
true
Hedge
Buy index puts 1% notional
-5
-29
BrokerC
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
42
4
98
2
false
Tighten stops on momentum names
P4375
Active
IRA
USD
2025-03-24
2,329,677
163,088
2,166,589
1
56.9
24.5
12
6.6
BND:21.7%;VNQ:7.4%;BRK.B:19.7%;MUB:17.7%;TLT:21.7%;XLF:11.8%
US:71.1;EU:10.1;APAC:10.6;EM:6.2;Other:2.1
Value:-0.6;Growth:-0.2;Quality:+0.6;Size:-0.5;Momentum:+0.5;LowVol:+0.3
MaxPos8%;NoDerivatives
8
25
4.9
hard 12%
229
22.2
Bull
15.6
4.55
2.6
83
54
79
51
false
Buy
Add to core equity +1%
28
3
BrokerC
MKT
93
null
null
Normal monitoring
-37
-59
69
4
false
Tax-aware sells next window
P4376
Cautious
401k
USD
2025-07-05
434,784
48,675
386,109
1
38.5
41
9.5
11
AAPL:13.6%;BRK.B:18.2%;HYG:15.1%;IEF:14.4%;MSFT:16.5%;QQQ:22.2%
US:66.1;EU:15.4;APAC:13.9;EM:3.9;Other:0.7
Value:-0.4;Growth:+0.6;Quality:-0.5;Size:+0.5;Momentum:+0.7;LowVol:+0.2
MaxPos7%;NoMargin
8
25
4.4
trailing 10%
106
19.5
Bull
12.3
4.16
2.3
99
83
100
24
false
NoAction
Within bands; monitor
-10
-1
BrokerC
LMT
92
null
null
Normal monitoring
94
3
132
4
false
Monitor dispersion and breadth
P4377
Hands-off
Trust
USD
2025-03-07
238,001
13,029
224,972
1
63.5
28.5
0
8
TLT:23.4%;TSLA:20.6%;GLD:23.4%;BND:9.2%;VTI:23.4%
US:60.2;EU:14.2;APAC:13.4;EM:9.5;Other:2.7
Value:-0.7;Growth:-0.2;Quality:0.0;Size:+0.8;Momentum:+0.6;LowVol:-0.4
ESGOnly
7
35
3.9
hard 10%
147
16.9
Sideways
15.9
4.75
3.2
128
60
93
51
false
Hedge
Add TLT +1% as duration hedge
18
-3
BrokerD
MKT
94
null
null
Normal monitoring
79
-38
190
5
false
Increase defensive factor exposure
P4378
Active
401k
USD
2025-11-05
1,958,708
170,626
1,788,082
1
68.5
19.6
6.6
5.3
BRK.B:33.3%;BND:33.3%;GLD:33.3%
US:77.7;EU:5.6;APAC:10.1;EM:5.4;Other:1.1
Value:-0.7;Growth:-0.3;Quality:+0.3;Size:-0.9;Momentum:+0.3;LowVol:+0.9
null
8
35
5.5
trailing 8%
152
17.1
Volatile
25.6
4.52
2.1
120
35
58
72
true
Reduce
Cut high-beta by 2-3%, add cash
0
-12
BrokerA
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-39
-20
-60
5
false
Within IPS guidelines
P4379
Systematic
Trust
USD
2025-06-13
625,242
49,864
575,378
1
64.2
27.1
0.1
8.5
IEF:33.3%;MSFT:33.3%;BND:33.3%
US:71.5;EU:5.2;APAC:8.4;EM:11.3;Other:3.6
Value:+0.8;Growth:-0.0;Quality:-0.3;Size:+0.9;Momentum:-0.2;LowVol:0.0
NoDerivatives
6
25
4.7
trailing 8%
149
22.4
Bear
22.7
3.61
1.1
179
-44
38
70
false
Rebalance
Shift +1% to bonds from equity
9
-33
BrokerC
MKT
92
null
null
Normal monitoring
118
-1
248
5
false
Tax-aware sells next window
P4380
Active
Trust
USD
2025-06-03
2,044,577
148,094
1,896,483
1
52.1
23.7
15.7
8.5
VOO:19.2%;XLF:17.9%;BND:17.4%;AMZN:12.0%;AAPL:19.3%;HYG:14.2%
US:66.2;EU:18.0;APAC:10.2;EM:4.6;Other:0.9
Value:-0.2;Growth:-0.4;Quality:+0.8;Size:+0.1;Momentum:-0.1;LowVol:-0.4
MaxPos8%
8
25
4.7
hard 12%
163
24.5
Bear
26.3
3.22
2
202
-39
24
69
true
Reduce
Cut high-beta by 2-3%, add cash
16
-22
BrokerC
MKT
85
RegimeShift
Pause
Volatility spike and breadth deterioration
-26
0
101
4
false
Tighten stops on momentum names
P4381
Active
Taxable
USD
2025-01-05
1,289,508
125,958
1,163,550
1
54.5
18.7
20
6.8
IEF:19.2%;HYG:24.2%;GLD:19.8%;TSLA:24.2%;BRK.B:12.7%
US:74.5;EU:9.4;APAC:10.5;EM:5.5;Other:0.1
Value:+0.9;Growth:+0.6;Quality:-0.8;Size:+0.4;Momentum:-0.3;LowVol:+0.4
null
8
35
5.2
trailing 8%
132
23.4
Bull
12.8
4.43
3.1
110
52
89
42
false
NoAction
Within bands; monitor
20
1
BrokerB
MKT
0
null
null
Normal monitoring
-25
-15
16
3
false
Within IPS guidelines
P4382
Cautious
401k
USD
2024-12-18
742,523
81,528
660,995
1
45
30.2
10.6
14.1
VTI:23.6%;TLT:25.6%;GLD:25.1%;VOO:25.6%
US:65.1;EU:9.7;APAC:16.0;EM:3.9;Other:5.4
Value:-0.8;Growth:-0.6;Quality:+0.9;Size:+0.9;Momentum:-0.4;LowVol:+0.7
ESGOnly;MaxPos6%;NoMargin
5
35
5.8
trailing 8%
121
15.2
Volatile
31.4
4.64
3
162
-10
39
67
true
Hedge
Buy index puts 1% notional
11
-3
BrokerD
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
78
-50
74
2
true
Tighten stops on momentum names
P4383
Cautious
Roth
USD
2024-07-27
835,403
129,042
706,361
1
37.1
41.3
9.6
12.1
AMZN:21.2%;QQQ:21.2%;MSFT:21.2%;HYG:13.1%;TLT:11.6%;TSLA:11.8%
US:72.3;EU:4.6;APAC:12.2;EM:9.1;Other:1.8
Value:-0.6;Growth:+0.8;Quality:-0.4;Size:+0.7;Momentum:+0.2;LowVol:-0.5
MaxPos5%;NoMargin
8
25
4.8
hard 10%
123
12.4
Sideways
15.6
4.59
3.4
92
49
64
25
false
Hedge
Add TLT +1% as duration hedge
-1
13
BrokerB
LMT
85
null
null
Normal monitoring
46
20
83
4
false
Monitor dispersion and breadth
P4384
Opportunistic
Taxable
USD
2025-04-26
950,972
55,710
895,262
1
73.4
19.8
0.4
6.4
IEF:28.6%;TLT:26.4%;AAPL:28.6%;BRK.B:16.3%
US:64.6;EU:14.6;APAC:11.1;EM:8.2;Other:1.5
Value:+0.2;Growth:-0.1;Quality:-0.2;Size:-0.4;Momentum:-0.2;LowVol:-0.3
NoDerivatives
7
25
4.1
trailing 9%
277
29.1
Sideways
18.7
4.45
2.8
139
12
62
68
true
Hedge
Buy index puts 1% notional
14
-17
BrokerD
LMT
99
VAR>budget
Reduce
Risk above budget threshold
55
-38
140
3
false
Tax-aware sells next window
P4385
Active
Taxable
USD
2025-06-27
2,049,064
193,726
1,855,338
1
53.9
28.8
11.3
5.9
AAPL:22.9%;BRK.B:22.9%;TSLA:17.6%;VTI:13.7%;AMZN:22.9%
US:66.4;EU:19.9;APAC:6.5;EM:4.0;Other:3.2
Value:-0.1;Growth:-0.3;Quality:+0.8;Size:-0.4;Momentum:+0.7;LowVol:+0.8
MaxPos7%
7
30
5.4
hard 12%
187
20.5
Volatile
20.9
4.09
4.1
177
17
48
52
false
Buy
Add to core equity +1%
-10
-23
BrokerA
VWAP
87
null
null
Normal monitoring
9
-55
35
4
false
Tax-aware sells next window
P4386
Cautious
Roth
USD
2024-10-08
284,026
29,164
254,862
1
46.8
33.1
3.8
16.3
TLT:25.0%;IEF:25.0%;VOO:25.0%;TSLA:25.0%
US:67.5;EU:16.4;APAC:9.1;EM:6.0;Other:1.0
Value:+0.3;Growth:+0.3;Quality:-0.1;Size:-0.1;Momentum:-0.8;LowVol:-0.6
ESGOnly;MaxPos8%;NoMargin
5
35
4.8
trailing 10%
145
13.2
Bull
11.7
3.51
3.4
112
51
87
29
false
Rebalance
Shift +1% to bonds from equity
25
14
BrokerD
MKT
90
null
null
Normal monitoring
100
-54
154
5
false
Increase defensive factor exposure
P4387
Systematic
IRA
USD
2025-10-14
720,776
54,073
666,703
1
62.4
24.8
3.1
9.7
XLF:35.3%;GLD:35.3%;MUB:29.5%
US:68.8;EU:11.1;APAC:8.1;EM:7.2;Other:4.8
Value:0.0;Growth:-0.6;Quality:+0.5;Size:-0.0;Momentum:-1.0;LowVol:+0.1
null
10
35
4.8
trailing 8%
121
22.9
Volatile
28
4.14
2.5
141
-4
62
69
true
Rebalance
Rebalance back to target bands
35
10
BrokerB
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-21
-59
13
5
false
Tax-aware sells next window
P4388
Cautious
401k
USD
2025-11-02
191,791
24,734
167,057
1
36.7
42
7.1
14.1
BRK.B:26.2%;GLD:21.3%;XLF:26.2%;TLT:26.2%
US:69.0;EU:17.9;APAC:5.9;EM:6.5;Other:0.8
Value:+0.1;Growth:+0.1;Quality:+1.0;Size:+0.2;Momentum:+0.8;LowVol:-0.3
NoDerivatives;NoMargin
10
35
3.2
trailing 8%
117
17.1
Bear
25.7
4.18
2.3
205
0
42
47
false
Hedge
Add TLT +1% as duration hedge
-9
15
BrokerC
LMT
90
null
null
Normal monitoring
-56
-13
-39
3
false
Monitor dispersion and breadth
P4389
Active
Roth
USD
2025-05-23
1,250,755
100,326
1,150,429
1
64.9
30
0
5
QQQ:33.3%;VOO:33.3%;AMZN:33.3%
US:66.2;EU:11.2;APAC:12.0;EM:6.8;Other:3.8
Value:+0.3;Growth:-0.4;Quality:-0.6;Size:+0.2;Momentum:+0.9;LowVol:-0.8
null
5
30
4.8
hard 12%
147
24.3
Bull
15.9
4.95
3.1
119
11
45
60
false
Rebalance
Shift +1% to bonds from equity
15
6
BrokerB
MKT
89
null
null
Normal monitoring
-36
-52
81
5
false
Tighten stops on momentum names
P4390
Hands-off
Taxable
USD
2025-03-13
856,218
37,235
818,983
1
62.4
20.8
8.7
8.1
VOO:8.8%;BND:20.6%;MSFT:20.6%;AAPL:17.7%;MUB:20.6%;QQQ:11.8%
US:63.5;EU:14.3;APAC:13.7;EM:6.4;Other:2.2
Value:+0.8;Growth:-0.5;Quality:-0.8;Size:-0.6;Momentum:+1.0;LowVol:+0.5
null
5
30
4
trailing 10%
90
14.5
Bull
16.4
4.93
3
82
96
89
49
false
Hedge
Add TLT +1% as duration hedge
28
-11
BrokerB
VWAP
88
null
null
Normal monitoring
-10
-17
18
5
false
Tax-aware sells next window
P4391
Opportunistic
401k
USD
2025-01-09
351,223
20,208
331,015
1
63
10.8
21.8
4.4
VTI:25.0%;XLF:25.0%;GLD:25.0%;QQQ:25.0%
US:68.4;EU:12.1;APAC:9.3;EM:9.1;Other:1.1
Value:-0.7;Growth:-0.3;Quality:+0.7;Size:+0.8;Momentum:+0.7;LowVol:-0.9
NoDerivatives
8
30
5.8
trailing 9%
180
21.9
Bull
11.7
3.95
2.4
81
116
100
40
false
Rebalance
Shift +1% to bonds from equity
27
13
BrokerD
VWAP
96
null
null
Normal monitoring
61
-30
122
5
false
Monitor dispersion and breadth
P4392
Active
IRA
USD
2025-01-10
1,503,034
119,616
1,383,418
1
50.9
18.4
23.4
7.3
MSFT:20.7%;TSLA:7.0%;BRK.B:13.1%;QQQ:18.0%;VNQ:20.7%;MUB:20.5%
US:61.5;EU:15.9;APAC:7.9;EM:12.7;Other:2.1
Value:0.0;Growth:-0.5;Quality:+0.6;Size:-0.5;Momentum:-0.2;LowVol:-0.3
null
6
25
5.9
trailing 8%
229
17.2
Volatile
31.8
3.65
3.1
149
68
78
74
true
Hedge
Buy index puts 1% notional
-13
-38
BrokerC
VWAP
86
VAR>budget
TightenStops
Risk above budget threshold
-27
-14
71
5
false
Monitor dispersion and breadth
P4393
Active
IRA
USD
2025-06-20
1,146,567
97,713
1,048,854
1.21
67.9
19.1
3.5
9.5
IEF:35.6%;HYG:28.9%;VNQ:35.6%
US:73.0;EU:9.3;APAC:8.4;EM:8.5;Other:0.9
Value:-1.0;Growth:-0.6;Quality:-0.9;Size:+0.7;Momentum:-0.7;LowVol:+0.7
null
7
35
5.8
trailing 8%
127
19.7
Bull
14.9
4.82
3.5
72
38
79
48
false
Hedge
Add TLT +1% as duration hedge
-7
-30
BrokerB
LMT
88
null
null
Normal monitoring
-30
-50
12
5
false
Tax-aware sells next window
P4394
Cautious
Roth
USD
2025-08-18
287,186
27,559
259,627
1
43
34.4
7
15.6
VNQ:12.9%;AAPL:21.9%;MUB:21.9%;VOO:21.9%;XLF:21.6%
US:63.7;EU:14.7;APAC:15.3;EM:5.5;Other:0.8
Value:+0.7;Growth:+0.1;Quality:-0.0;Size:+0.8;Momentum:-0.3;LowVol:-0.6
ESGOnly;MaxPos8%;NoMargin
7
35
3.8
trailing 8%
123
14.9
Bull
15.1
4.09
2
104
104
100
45
false
NoAction
Within bands; monitor
12
-11
BrokerD
LMT
88
null
null
Normal monitoring
103
-14
157
5
false
Within IPS guidelines
P4395
Active
Taxable
USD
2025-04-25
501,525
50,990
450,535
1
55.2
31.2
5.3
8.3
MUB:7.6%;IEF:21.6%;BRK.B:8.6%;GLD:21.6%;VOO:19.2%;AMZN:21.4%
US:66.7;EU:6.0;APAC:9.2;EM:12.7;Other:5.4
Value:+0.9;Growth:-0.1;Quality:-0.1;Size:-0.5;Momentum:-0.9;LowVol:+0.7
null
10
30
5.7
trailing 8%
137
23.3
Bear
25.1
3.45
1.9
153
8
40
55
false
Buy
Add to core equity +1%
0
-20
BrokerD
MKT
86
null
null
Normal monitoring
23
-5
-6
4
false
Monitor dispersion and breadth
P4396
Systematic
Trust
USD
2024-10-22
1,537,238
109,305
1,427,933
1
60.9
30.8
0
8.3
AMZN:37.1%;VNQ:25.8%;BND:37.1%
US:67.0;EU:5.4;APAC:13.2;EM:9.8;Other:4.5
Value:+0.8;Growth:+0.5;Quality:+0.5;Size:-0.4;Momentum:+0.4;LowVol:+0.7
null
7
30
5.5
trailing 8%
221
25.2
Bull
15.1
4.12
2.3
82
62
87
40
false
Rebalance
Shift +1% to bonds from equity
24
-13
BrokerC
LMT
96
null
null
Normal monitoring
40
-53
84
3
false
Tax-aware sells next window
P4397
Systematic
IRA
USD
2025-01-10
1,432,764
73,480
1,359,284
1
62.1
21.1
7.8
9
VNQ:13.5%;AAPL:21.7%;HYG:21.7%;QQQ:12.3%;AMZN:9.0%;VTI:21.7%
US:64.9;EU:18.0;APAC:7.9;EM:4.1;Other:5.1
Value:+0.5;Growth:+1.0;Quality:+0.8;Size:-0.4;Momentum:-0.0;LowVol:+0.8
MaxPos5%
10
25
5.5
trailing 9%
194
24.9
Volatile
25
3.61
4.1
147
74
75
77
true
Rebalance
Rebalance back to target bands
-4
-36
BrokerB
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
44
-18
47
5
false
Increase defensive factor exposure
P4398
Hands-off
IRA
USD
2025-08-13
565,718
36,048
529,670
1
63.4
27.4
1.2
8
MSFT:22.5%;TLT:12.9%;AAPL:7.9%;VOO:13.7%;XLF:20.4%;HYG:22.5%
US:59.0;EU:14.3;APAC:11.5;EM:10.6;Other:4.7
Value:-0.8;Growth:+0.4;Quality:-0.6;Size:+0.8;Momentum:+1.0;LowVol:+0.1
ESGOnly
7
35
4.3
trailing 10%
94
16.3
Volatile
27.9
5.02
4.4
132
38
67
83
true
Reduce
Cut high-beta by 2-3%, add cash
28
-23
BrokerC
LMT
89
VAR>budget
Hedge
Risk above budget threshold
60
-57
120
2
false
Tax-aware sells next window
P4399
Hands-off
401k
USD
2025-03-15
709,464
57,622
651,842
1
67.4
22.2
2.5
8
XLF:20.7%;VTI:23.0%;TLT:23.0%;BND:19.6%;VNQ:13.6%
US:58.4;EU:18.0;APAC:12.8;EM:6.8;Other:4.0
Value:+0.4;Growth:+0.6;Quality:+0.1;Size:+0.8;Momentum:-0.3;LowVol:+0.1
null
5
35
5.1
hard 10%
121
17.3
Sideways
21.8
4.79
2.8
129
49
88
74
true
Hedge
Buy index puts 1% notional
26
9
BrokerC
MKT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
50
-6
79
4
false
Tax-aware sells next window
P4400
Systematic
Trust
USD
2025-09-28
1,964,663
99,292
1,865,371
1
66.4
25.4
1.7
6.5
MSFT:25.1%;VNQ:9.6%;QQQ:25.1%;AAPL:13.8%;TLT:14.2%;HYG:12.2%
US:61.9;EU:16.2;APAC:5.4;EM:12.5;Other:4.0
Value:-0.3;Growth:+0.3;Quality:+0.5;Size:+0.1;Momentum:-0.5;LowVol:-0.6
null
8
30
4.3
hard 12%
171
27.5
Bull
12.5
4.37
3.4
85
54
87
47
false
Sell
Trim extended winner -1%
13
-5
BrokerB
LMT
92
null
null
Normal monitoring
41
0
17
5
false
Tax-aware sells next window