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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P4401
|
Hands-off
|
IRA
|
USD
|
2025-03-11
| 402,963
| 28,194
| 374,769
| 1
| 65.3
| 23
| 5.7
| 6
|
MUB:21.6%;VOO:20.6%;IEF:21.6%;HYG:17.4%;GLD:18.9%
|
US:65.1;EU:13.0;APAC:10.4;EM:9.6;Other:1.9
|
Value:-0.2;Growth:+1.0;Quality:-0.6;Size:-1.0;Momentum:-0.4;LowVol:+0.3
|
ESGOnly
| 5
| 25
| 3.6
|
trailing 8%
| 93
| 16.1
|
Volatile
| 30
| 4.87
| 3.6
| 125
| 34
| 68
| 71
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -7
| -18
|
BrokerB
|
MKT
| 94
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 24
| -59
| 78
| 5
| false
|
Increase defensive factor exposure
|
P4402
|
Cautious
|
Taxable
|
USD
|
2025-07-27
| 688,724
| 82,459
| 606,265
| 1
| 49.2
| 38.4
| 0
| 12.4
|
BND:33.3%;HYG:33.3%;XLF:33.3%
|
US:57.8;EU:17.9;APAC:9.6;EM:9.7;Other:5.0
|
Value:-1.0;Growth:+0.9;Quality:+0.5;Size:+0.1;Momentum:-0.6;LowVol:+0.9
|
ESGOnly;NoMargin
| 6
| 25
| 5.4
|
trailing 8%
| 131
| 14.2
|
Bear
| 34.3
| 4.48
| 3
| 199
| -59
| 24
| 76
| true
|
Hedge
|
Buy index puts 1% notional
| -9
| -40
|
BrokerD
|
LMT
| 87
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -31
| -48
| 23
| 5
| false
|
Increase defensive factor exposure
|
P4403
|
Cautious
|
IRA
|
USD
|
2024-12-23
| 730,676
| 76,548
| 654,128
| 1
| 47.7
| 33.4
| 4.1
| 14.8
|
VOO:24.2%;GLD:15.7%;VNQ:20.8%;AMZN:15.0%;IEF:24.2%
|
US:58.4;EU:14.4;APAC:14.9;EM:7.4;Other:4.9
|
Value:+0.2;Growth:-0.2;Quality:-1.0;Size:-0.0;Momentum:+0.7;LowVol:-0.8
|
ESGOnly;NoMargin
| 5
| 35
| 5.1
|
trailing 8%
| 98
| 13.7
|
Sideways
| 19.6
| 4.28
| 3.4
| 126
| -26
| 34
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 21
| -9
|
BrokerB
|
MKT
| 91
| null | null |
Normal monitoring
| 52
| 14
| 52
| 5
| false
|
Tighten stops on momentum names
|
P4404
|
Hands-off
|
Trust
|
USD
|
2025-11-28
| 868,398
| 67,905
| 800,493
| 1
| 63.8
| 23.4
| 3.4
| 9.4
|
BRK.B:21.9%;IEF:22.7%;AAPL:22.7%;XLF:15.4%;MSFT:17.2%
|
US:78.1;EU:9.5;APAC:9.1;EM:3.1;Other:0.2
|
Value:+0.3;Growth:-0.3;Quality:-0.9;Size:-0.4;Momentum:-0.3;LowVol:+1.0
| null | 10
| 30
| 5.9
|
hard 10%
| 168
| 17.3
|
Volatile
| 25.4
| 4.1
| 4.1
| 139
| -8
| 55
| 67
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 5
| -25
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 103
| 13
| 128
| 5
| false
|
Monitor dispersion and breadth
|
P4405
|
Hands-off
|
401k
|
USD
|
2025-05-08
| 832,994
| 61,860
| 771,134
| 1
| 60.8
| 27.1
| 2.5
| 9.6
|
XLF:11.0%;GLD:19.0%;VOO:20.3%;TSLA:20.3%;IEF:19.2%;VTI:10.1%
|
US:59.5;EU:12.3;APAC:16.3;EM:10.3;Other:1.6
|
Value:-0.3;Growth:-0.6;Quality:-0.7;Size:-0.9;Momentum:-0.9;LowVol:+0.1
|
ESGOnly;NoDerivatives
| 6
| 35
| 3.2
|
trailing 8%
| 138
| 15.9
|
Bull
| 15
| 4.62
| 3.2
| 78
| 23
| 64
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -6
| -19
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| -35
| 0
| 20
| 3
| false
|
Increase defensive factor exposure
|
P4406
|
Systematic
|
401k
|
USD
|
2024-07-22
| 1,156,731
| 96,140
| 1,060,591
| 1
| 68.6
| 25.2
| 0
| 6.1
|
XLF:33.3%;BRK.B:33.3%;VTI:33.3%
|
US:67.9;EU:12.5;APAC:8.0;EM:9.0;Other:2.7
|
Value:+0.2;Growth:-0.9;Quality:-1.0;Size:+0.4;Momentum:+0.3;LowVol:-0.2
|
MaxPos8%
| 7
| 25
| 4.2
|
trailing 9%
| 131
| 26.5
|
Sideways
| 20.8
| 3.66
| 3.1
| 125
| -17
| 53
| 71
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 7
| -19
|
BrokerB
|
LMT
| 89
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 91
| -6
| 188
| 4
| false
|
Within IPS guidelines
|
P4407
|
Hands-off
|
Trust
|
USD
|
2025-11-09
| 490,123
| 43,298
| 446,825
| 1
| 62.5
| 22.1
| 5.6
| 9.8
|
XLF:33.3%;TSLA:33.3%;AMZN:33.3%
|
US:66.6;EU:17.2;APAC:5.6;EM:9.6;Other:1.0
|
Value:-1.0;Growth:+0.9;Quality:+0.3;Size:+0.5;Momentum:+0.6;LowVol:-0.2
|
MaxPos7%
| 8
| 25
| 5.2
|
hard 10%
| 141
| 19.8
|
Bear
| 34.5
| 3.82
| 2.4
| 182
| -47
| 23
| 77
| true
|
Rebalance
|
Rebalance back to target bands
| 9
| 15
|
BrokerA
|
MKT
| 87
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 41
| 16
| 159
| 3
| false
|
Tax-aware sells next window
|
P4408
|
Opportunistic
|
IRA
|
USD
|
2025-05-15
| 1,552,563
| 85,131
| 1,467,432
| 1.2
| 64.5
| 10.1
| 17.2
| 8.2
|
BRK.B:26.9%;AMZN:26.9%;VOO:26.9%;VTI:19.4%
|
US:55.9;EU:20.1;APAC:10.5;EM:11.8;Other:1.7
|
Value:-0.3;Growth:-0.6;Quality:-0.7;Size:+0.6;Momentum:+0.5;LowVol:-0.4
|
NoDerivatives
| 7
| 35
| 5.5
|
trailing 9%
| 255
| 21.9
|
Sideways
| 18.5
| 3.96
| 3.3
| 107
| 15
| 68
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| 3
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| -33
| 0
| 72
| 4
| false
|
Increase defensive factor exposure
|
P4409
|
Active
|
Taxable
|
USD
|
2025-04-19
| 805,672
| 86,867
| 718,805
| 1
| 58.6
| 25.1
| 8.9
| 7.4
|
VNQ:33.3%;VTI:33.3%;TLT:33.3%
|
US:59.0;EU:18.8;APAC:14.1;EM:6.4;Other:1.6
|
Value:+0.7;Growth:+0.9;Quality:-0.5;Size:-0.8;Momentum:-0.0;LowVol:+0.7
| null | 5
| 35
| 4.4
|
trailing 8%
| 206
| 17.9
|
Sideways
| 19.3
| 3.73
| 3.1
| 102
| 7
| 46
| 48
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -4
| -24
|
BrokerC
|
MKT
| 89
| null | null |
Normal monitoring
| -21
| -59
| 2
| 3
| false
|
Within IPS guidelines
|
P4410
|
Active
|
Taxable
|
USD
|
2025-09-01
| 1,829,498
| 111,963
| 1,717,535
| 1
| 57.3
| 29.5
| 3.9
| 9.2
|
TSLA:24.2%;MSFT:24.0%;TLT:25.9%;VOO:25.9%
|
US:68.1;EU:13.2;APAC:7.9;EM:6.5;Other:4.3
|
Value:-0.3;Growth:-0.3;Quality:-0.1;Size:-0.4;Momentum:+0.4;LowVol:+0.1
| null | 8
| 35
| 4.6
|
trailing 8%
| 196
| 19.9
|
Sideways
| 19.2
| 4.39
| 2
| 130
| 21
| 73
| 51
| false
|
Sell
|
Trim extended winner -1%
| 24
| 5
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| 41
| -17
| 3
| 5
| false
|
Monitor dispersion and breadth
|
P4411
|
Systematic
|
Trust
|
USD
|
2025-12-17
| 1,978,744
| 172,819
| 1,805,925
| 1
| 61.8
| 31.8
| 0
| 6.3
|
TSLA:33.3%;MUB:33.3%;MSFT:33.3%
|
US:57.8;EU:19.7;APAC:7.1;EM:11.1;Other:4.4
|
Value:-0.0;Growth:-0.7;Quality:-0.2;Size:+0.1;Momentum:-0.3;LowVol:+0.2
| null | 8
| 30
| 4.1
|
hard 12%
| 185
| 24.9
|
Sideways
| 21
| 3.66
| 2.1
| 135
| -22
| 25
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 22
| -8
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 49
| 12
| 106
| 3
| false
|
Monitor dispersion and breadth
|
P4412
|
Active
|
Taxable
|
USD
|
2025-09-26
| 1,623,797
| 121,299
| 1,502,498
| 1
| 66.1
| 19.6
| 8.8
| 5.6
|
AAPL:12.5%;VTI:13.1%;MUB:26.7%;GLD:26.7%;BND:21.0%
|
US:69.9;EU:6.9;APAC:10.1;EM:11.1;Other:2.0
|
Value:-0.9;Growth:+0.6;Quality:-0.2;Size:-0.9;Momentum:+0.1;LowVol:+0.2
| null | 8
| 35
| 5.4
|
trailing 8%
| 199
| 25.3
|
Bull
| 14.7
| 4.29
| 2.9
| 77
| 0
| 53
| 54
| false
|
Sell
|
Trim extended winner -1%
| 21
| -38
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| -34
| -26
| 18
| 3
| false
|
Tax-aware sells next window
|
P4413
|
Hands-off
|
IRA
|
USD
|
2025-12-19
| 898,437
| 43,953
| 854,484
| 1
| 73.1
| 16.1
| 4.2
| 6.6
|
QQQ:24.6%;MUB:21.9%;TSLA:26.7%;GLD:26.7%
|
US:64.4;EU:18.5;APAC:9.1;EM:6.9;Other:1.2
|
Value:0.0;Growth:+0.2;Quality:-0.6;Size:-0.0;Momentum:-1.0;LowVol:+0.9
|
ESGOnly;NoDerivatives
| 7
| 25
| 5
|
trailing 8%
| 127
| 17.5
|
Bear
| 22
| 3.69
| 1.6
| 137
| 18
| 56
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 28
| -10
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| -47
| -21
| 81
| 4
| false
|
Tighten stops on momentum names
|
P4414
|
Cautious
|
Taxable
|
USD
|
2024-08-08
| 787,601
| 102,534
| 685,067
| 1
| 41.6
| 42.6
| 0
| 15.8
|
GLD:19.3%;MSFT:22.0%;VNQ:20.5%;AMZN:21.9%;AAPL:16.2%
|
US:58.4;EU:19.4;APAC:7.2;EM:9.7;Other:5.3
|
Value:+1.0;Growth:+0.6;Quality:-0.9;Size:+0.5;Momentum:-0.6;LowVol:-0.5
|
NoMargin
| 8
| 25
| 4.6
|
trailing 8%
| 111
| 19.3
|
Bear
| 30.9
| 4.44
| 2.8
| 187
| -34
| 25
| 67
| false
|
Buy
|
Add to core equity +1%
| 24
| -34
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 23
| 14
| 46
| 4
| false
|
Increase defensive factor exposure
|
P4415
|
Hands-off
|
Roth
|
USD
|
2025-05-18
| 190,828
| 13,808
| 177,020
| 1
| 55.1
| 17.1
| 19.7
| 8.1
|
HYG:15.4%;IEF:23.3%;MSFT:23.3%;AMZN:23.3%;VTI:14.6%
|
US:62.9;EU:19.8;APAC:10.5;EM:5.1;Other:1.7
|
Value:-0.2;Growth:-0.4;Quality:-0.3;Size:+0.4;Momentum:-0.9;LowVol:+0.7
| null | 5
| 35
| 4.4
|
hard 10%
| 134
| 15.9
|
Bull
| 12.2
| 4.09
| 2.4
| 109
| 68
| 86
| 30
| false
|
Buy
|
Add to core equity +1%
| 6
| -26
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 87
| 13
| 116
| 3
| false
|
Tax-aware sells next window
|
P4416
|
Opportunistic
|
401k
|
USD
|
2024-07-11
| 1,736,677
| 63,562
| 1,673,115
| 1
| 63.5
| 20.9
| 9.5
| 6.1
|
VNQ:23.3%;VOO:23.3%;MSFT:18.7%;BND:23.3%;TSLA:11.5%
|
US:67.6;EU:11.0;APAC:14.4;EM:6.0;Other:1.0
|
Value:-0.7;Growth:+0.2;Quality:+0.7;Size:+0.9;Momentum:+0.9;LowVol:-0.8
|
MaxPos8%;NoDerivatives
| 6
| 30
| 5.6
|
trailing 9%
| 254
| 33.4
|
Bull
| 16.2
| 4.98
| 2.6
| 120
| 30
| 77
| 41
| false
|
Sell
|
Trim extended winner -1%
| 25
| -24
|
BrokerD
|
MKT
| 91
| null | null |
Normal monitoring
| 94
| -37
| 225
| 5
| false
|
Monitor dispersion and breadth
|
P4417
|
Hands-off
|
401k
|
USD
|
2025-07-03
| 761,033
| 59,566
| 701,467
| 1
| 58.4
| 28
| 6.8
| 6.9
|
VNQ:25.9%;MUB:22.4%;BND:25.9%;MSFT:25.9%
|
US:60.4;EU:11.6;APAC:14.5;EM:9.8;Other:3.7
|
Value:+0.6;Growth:+0.5;Quality:-0.7;Size:-0.6;Momentum:+0.5;LowVol:+0.9
|
ESGOnly;MaxPos5%;NoDerivatives
| 5
| 30
| 5.7
|
trailing 10%
| 120
| 14.5
|
Bull
| 12.1
| 3.88
| 2.5
| 72
| 2
| 52
| 43
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 16
| -33
|
BrokerB
|
LMT
| 87
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 30
| -59
| 69
| 3
| false
|
Tighten stops on momentum names
|
P4418
|
Cautious
|
IRA
|
USD
|
2025-10-12
| 689,217
| 65,838
| 623,379
| 1
| 53.6
| 33.2
| 0
| 13.2
|
AAPL:24.6%;AMZN:12.6%;TSLA:24.6%;XLF:21.7%;BND:16.5%
|
US:65.6;EU:14.0;APAC:6.3;EM:11.1;Other:3.0
|
Value:-0.6;Growth:-0.5;Quality:-0.5;Size:-0.3;Momentum:+0.4;LowVol:+0.6
|
ESGOnly;NoMargin
| 10
| 30
| 5.4
|
trailing 8%
| 158
| 19.3
|
Bull
| 16.8
| 3.54
| 2.5
| 109
| 2
| 46
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -4
| -4
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| 84
| 2
| 60
| 3
| false
|
Increase defensive factor exposure
|
P4419
|
Systematic
|
Trust
|
USD
|
2024-09-15
| 915,541
| 62,966
| 852,575
| 1
| 67.3
| 23.6
| 0
| 9.1
|
HYG:27.6%;BND:21.1%;VNQ:23.8%;MSFT:27.6%
|
US:64.5;EU:13.8;APAC:11.2;EM:7.8;Other:2.7
|
Value:0.0;Growth:-0.0;Quality:+0.5;Size:+0.7;Momentum:+0.4;LowVol:+0.2
|
MaxPos5%
| 5
| 30
| 4.9
|
trailing 8%
| 223
| 17.8
|
Sideways
| 18.3
| 4.66
| 2.3
| 110
| 45
| 60
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| -9
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| 27
| -43
| 165
| 4
| false
|
Tax-aware sells next window
|
P4420
|
Systematic
|
Trust
|
USD
|
2024-11-23
| 1,452,503
| 63,186
| 1,389,317
| 1
| 56.7
| 20.2
| 14.5
| 8.6
|
HYG:33.3%;BND:33.3%;TLT:33.3%
|
US:56.8;EU:16.0;APAC:13.7;EM:10.8;Other:2.7
|
Value:-0.8;Growth:-0.9;Quality:+0.5;Size:-0.8;Momentum:+0.3;LowVol:-0.8
|
MaxPos6%
| 5
| 30
| 4.4
|
hard 12%
| 165
| 23.2
|
Bull
| 15.9
| 3.93
| 2.8
| 72
| 0
| 48
| 55
| false
|
NoAction
|
Within bands; monitor
| 16
| -32
|
BrokerC
|
VWAP
| 93
| null | null |
Normal monitoring
| 71
| -23
| 111
| 4
| false
|
Tax-aware sells next window
|
P4421
|
Hands-off
|
IRA
|
USD
|
2025-09-14
| 336,640
| 31,090
| 305,550
| 1
| 63.1
| 16
| 12.3
| 8.7
|
GLD:18.6%;XLF:15.7%;BND:23.2%;VNQ:9.3%;MSFT:10.0%;TLT:23.2%
|
US:72.6;EU:11.1;APAC:8.4;EM:7.1;Other:0.8
|
Value:-0.7;Growth:-0.1;Quality:-0.3;Size:+0.9;Momentum:+0.4;LowVol:-0.9
|
ESGOnly
| 5
| 35
| 4.8
|
trailing 8%
| 155
| 16.3
|
Sideways
| 20.2
| 3.65
| 3.2
| 97
| 27
| 74
| 50
| false
|
NoAction
|
Within bands; monitor
| -13
| -15
|
BrokerC
|
VWAP
| 93
| null | null |
Normal monitoring
| 100
| -39
| 146
| 5
| false
|
Within IPS guidelines
|
P4422
|
Active
|
401k
|
USD
|
2024-08-07
| 1,691,887
| 104,891
| 1,586,996
| 1.24
| 67.6
| 24.1
| 0
| 8.4
|
VOO:35.7%;XLF:28.5%;TSLA:35.7%
|
US:58.7;EU:17.4;APAC:15.7;EM:5.3;Other:2.9
|
Value:+0.4;Growth:+0.9;Quality:+0.6;Size:-0.9;Momentum:-0.5;LowVol:-0.4
|
MaxPos5%
| 8
| 35
| 4
|
hard 12%
| 189
| 18.7
|
Sideways
| 19.8
| 3.74
| 3.3
| 97
| -30
| 22
| 59
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 27
| -33
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| 52
| -58
| 188
| 5
| false
|
Tax-aware sells next window
|
P4423
|
Active
|
Roth
|
USD
|
2025-02-07
| 670,923
| 43,993
| 626,930
| 1.07
| 66.6
| 26.2
| 0
| 7.1
|
TSLA:29.8%;HYG:35.1%;BND:35.1%
|
US:73.5;EU:13.6;APAC:5.8;EM:4.6;Other:2.5
|
Value:+0.3;Growth:+0.5;Quality:+0.4;Size:-0.7;Momentum:-0.8;LowVol:-0.3
|
MaxPos6%;NoDerivatives
| 5
| 35
| 4.2
|
trailing 8%
| 150
| 16.4
|
Volatile
| 29.2
| 4.76
| 2.3
| 128
| -13
| 33
| 76
| true
|
Rebalance
|
Rebalance back to target bands
| 7
| -25
|
BrokerB
|
MKT
| 87
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 34
| -4
| 8
| 2
| false
|
Within IPS guidelines
|
P4424
|
Hands-off
|
IRA
|
USD
|
2025-10-23
| 460,835
| 42,130
| 418,705
| 1
| 66.7
| 27.6
| 0
| 5.6
|
TLT:25.7%;GLD:25.7%;HYG:23.0%;IEF:25.7%
|
US:70.3;EU:15.9;APAC:5.8;EM:7.1;Other:0.9
|
Value:-0.5;Growth:-0.2;Quality:-0.8;Size:+0.5;Momentum:+0.4;LowVol:-0.7
|
ESGOnly;MaxPos7%
| 10
| 25
| 4.1
|
hard 10%
| 115
| 12.4
|
Bull
| 14.9
| 3.89
| 2
| 101
| 33
| 62
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| -25
|
BrokerB
|
LMT
| 88
| null | null |
Normal monitoring
| 96
| -22
| 212
| 3
| false
|
Monitor dispersion and breadth
|
P4425
|
Active
|
IRA
|
USD
|
2024-09-04
| 1,920,357
| 192,070
| 1,728,287
| 1
| 64.1
| 19.7
| 9.3
| 6.8
|
TSLA:19.5%;AAPL:22.0%;VTI:23.3%;MUB:11.8%;BRK.B:23.3%
|
US:58.3;EU:9.6;APAC:16.5;EM:10.3;Other:5.3
|
Value:-0.8;Growth:+0.5;Quality:-0.9;Size:+0.5;Momentum:-0.5;LowVol:-0.1
|
MaxPos8%;NoDerivatives
| 8
| 30
| 5.6
|
trailing 9%
| 216
| 25
|
Bull
| 16.1
| 4.47
| 2.1
| 81
| 3
| 64
| 55
| true
|
Hedge
|
Buy index puts 1% notional
| 5
| 12
|
BrokerA
|
LMT
| 88
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 115
| -52
| 79
| 4
| false
|
Increase defensive factor exposure
|
P4426
|
Hands-off
|
Taxable
|
USD
|
2025-04-20
| 587,169
| 32,907
| 554,262
| 1
| 65.5
| 18.3
| 7.5
| 8.6
|
VTI:19.0%;HYG:24.2%;VNQ:19.2%;MUB:13.3%;BND:24.2%
|
US:70.3;EU:7.9;APAC:13.3;EM:4.9;Other:3.6
|
Value:-0.7;Growth:-0.9;Quality:+0.7;Size:-0.6;Momentum:+0.6;LowVol:-0.3
|
ESGOnly
| 8
| 30
| 4.2
|
trailing 8%
| 163
| 15.1
|
Sideways
| 19
| 3.92
| 2.7
| 127
| -21
| 39
| 62
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -3
| -23
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| -32
| -44
| 78
| 5
| false
|
Increase defensive factor exposure
|
P4427
|
Active
|
Roth
|
USD
|
2024-07-08
| 769,339
| 69,591
| 699,748
| 1
| 66.8
| 24.7
| 0
| 8.5
|
GLD:21.7%;MUB:17.1%;BRK.B:18.8%;QQQ:21.7%;XLF:20.7%
|
US:65.0;EU:18.2;APAC:11.6;EM:4.7;Other:0.6
|
Value:-0.1;Growth:+0.3;Quality:-0.1;Size:-0.1;Momentum:-0.7;LowVol:-0.1
|
MaxPos6%
| 7
| 30
| 5.1
|
trailing 8%
| 211
| 23.9
|
Bear
| 24.7
| 4.43
| 2.7
| 170
| 11
| 41
| 70
| true
|
Hedge
|
Buy index puts 1% notional
| 0
| -19
|
BrokerB
|
LMT
| 92
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 108
| -15
| 96
| 4
| false
|
Increase defensive factor exposure
|
P4428
|
Opportunistic
|
Taxable
|
USD
|
2025-11-05
| 1,797,772
| 125,300
| 1,672,472
| 1.06
| 60.5
| 14.3
| 18.2
| 7
|
BRK.B:22.4%;MSFT:21.7%;AMZN:11.1%;IEF:22.3%;AAPL:22.4%
|
US:68.8;EU:7.7;APAC:8.6;EM:12.7;Other:2.2
|
Value:-0.4;Growth:+0.6;Quality:+0.9;Size:-0.3;Momentum:-0.3;LowVol:+0.3
| null | 6
| 25
| 5.9
|
trailing 7%
| 262
| 32.2
|
Bear
| 23.9
| 3.46
| 2.2
| 140
| 30
| 66
| 62
| false
|
Buy
|
Add to core equity +1%
| -9
| -29
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| 14
| -8
| 73
| 4
| false
|
Increase defensive factor exposure
|
P4429
|
Hands-off
|
Roth
|
USD
|
2024-09-15
| 736,358
| 44,706
| 691,652
| 1
| 61.1
| 22.3
| 10
| 6.6
|
TLT:22.2%;BRK.B:13.3%;MUB:21.1%;VOO:21.1%;MSFT:22.2%
|
US:63.0;EU:19.2;APAC:5.4;EM:10.7;Other:1.7
|
Value:+0.1;Growth:-0.1;Quality:-0.6;Size:+0.9;Momentum:-0.8;LowVol:+0.7
| null | 10
| 30
| 3.7
|
hard 10%
| 140
| 13.6
|
Bull
| 15
| 3.53
| 2.9
| 111
| 6
| 66
| 46
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 1
| -28
|
BrokerB
|
LMT
| 89
| null | null |
Normal monitoring
| -46
| 0
| -49
| 3
| false
|
Within IPS guidelines
|
P4430
|
Hands-off
|
401k
|
USD
|
2024-08-12
| 174,236
| 14,897
| 159,339
| 1
| 65.4
| 20.4
| 8.4
| 5.8
|
VNQ:21.3%;VTI:19.9%;BND:21.3%;TLT:7.7%;BRK.B:8.5%;AAPL:21.3%
|
US:61.2;EU:17.2;APAC:13.6;EM:7.4;Other:0.6
|
Value:+1.0;Growth:-0.2;Quality:+0.6;Size:+0.3;Momentum:-0.1;LowVol:+0.4
| null | 6
| 35
| 4.6
|
trailing 8%
| 96
| 14.1
|
Volatile
| 21.8
| 4.58
| 4.3
| 128
| -15
| 49
| 60
| false
|
Buy
|
Add to core equity +1%
| 8
| 0
|
BrokerD
|
LMT
| 95
| null | null |
Normal monitoring
| 15
| -5
| 36
| 4
| false
|
Tax-aware sells next window
|
P4431
|
Hands-off
|
IRA
|
USD
|
2024-07-21
| 448,434
| 31,481
| 416,953
| 1
| 66.7
| 26.8
| 0.1
| 6.4
|
VNQ:20.2%;HYG:14.1%;VTI:17.4%;TSLA:13.2%;VOO:18.0%;QQQ:17.1%
|
US:60.4;EU:16.2;APAC:17.2;EM:4.4;Other:1.8
|
Value:+0.1;Growth:-0.3;Quality:+0.6;Size:-0.8;Momentum:+0.6;LowVol:-0.6
|
MaxPos7%;NoDerivatives
| 7
| 25
| 5
|
trailing 8%
| 93
| 17.2
|
Bull
| 17.1
| 4.55
| 2.9
| 96
| 104
| 100
| 45
| false
|
NoAction
|
Within bands; monitor
| 22
| -35
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 8
| 17
| 20
| 3
| false
|
Within IPS guidelines
|
P4432
|
Active
|
401k
|
USD
|
2025-08-29
| 2,208,042
| 260,252
| 1,947,790
| 1
| 51
| 29.3
| 10.1
| 9.6
|
TLT:33.3%;MSFT:33.3%;BND:33.3%
|
US:66.3;EU:11.1;APAC:13.2;EM:9.2;Other:0.2
|
Value:-0.9;Growth:-1.0;Quality:+0.2;Size:-0.9;Momentum:-0.8;LowVol:-0.9
| null | 7
| 35
| 4.4
|
trailing 9%
| 196
| 18.3
|
Bull
| 12.1
| 3.77
| 3.5
| 110
| 85
| 85
| 42
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -14
| -36
|
BrokerA
|
MKT
| 91
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 43
| -39
| 180
| 4
| false
|
Tighten stops on momentum names
|
P4433
|
Active
|
Trust
|
USD
|
2025-12-10
| 1,795,370
| 188,912
| 1,606,458
| 1
| 56.6
| 23.2
| 13.1
| 7.1
|
IEF:16.5%;TLT:23.8%;HYG:23.8%;GLD:12.2%;VNQ:23.8%
|
US:65.1;EU:9.1;APAC:12.1;EM:9.5;Other:4.2
|
Value:-0.4;Growth:-0.7;Quality:+0.2;Size:-0.6;Momentum:+0.7;LowVol:-0.7
| null | 8
| 30
| 4.6
|
hard 12%
| 167
| 21.3
|
Bull
| 12.4
| 4.18
| 2
| 114
| 66
| 86
| 28
| false
|
Buy
|
Add to core equity +1%
| 20
| -25
|
BrokerA
|
LMT
| 96
| null | null |
Normal monitoring
| 14
| -10
| 94
| 4
| false
|
Within IPS guidelines
|
P4434
|
Active
|
Taxable
|
USD
|
2024-07-30
| 1,402,743
| 90,601
| 1,312,142
| 1
| 55.2
| 19.5
| 16.6
| 8.7
|
MUB:22.2%;VNQ:21.1%;HYG:22.2%;TLT:22.2%;BRK.B:12.3%
|
US:60.9;EU:21.8;APAC:8.1;EM:6.3;Other:2.9
|
Value:0.0;Growth:-0.6;Quality:-0.8;Size:+0.3;Momentum:+0.8;LowVol:+0.2
|
NoDerivatives
| 8
| 25
| 4.8
|
hard 12%
| 127
| 25.6
|
Volatile
| 24.4
| 3.9
| 4.2
| 115
| -39
| 25
| 53
| false
|
Buy
|
Add to core equity +1%
| 16
| -33
|
BrokerB
|
MKT
| 94
| null | null |
Normal monitoring
| 79
| -23
| 118
| 4
| false
|
Increase defensive factor exposure
|
P4435
|
Cautious
|
IRA
|
USD
|
2025-05-14
| 215,538
| 30,431
| 185,107
| 1
| 35.8
| 35.5
| 17
| 11.7
|
QQQ:15.3%;TSLA:15.6%;BRK.B:16.2%;IEF:17.1%;AMZN:15.5%;VTI:20.2%
|
US:66.1;EU:10.7;APAC:12.4;EM:6.4;Other:4.4
|
Value:-0.2;Growth:+0.4;Quality:-0.4;Size:-0.2;Momentum:+0.7;LowVol:-0.6
|
ESGOnly;MaxPos7%;NoMargin
| 7
| 25
| 3.6
|
trailing 8%
| 155
| 18.5
|
Bull
| 14.3
| 4.87
| 2.6
| 97
| 105
| 100
| 27
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -2
| -5
|
BrokerB
|
MKT
| 90
| null | null |
Normal monitoring
| 92
| -28
| 146
| 4
| false
|
Increase defensive factor exposure
|
P4436
|
Cautious
|
Roth
|
USD
|
2025-10-12
| 494,486
| 43,986
| 450,500
| 1
| 45.8
| 37.9
| 0
| 16.3
|
AMZN:14.9%;VOO:16.0%;XLF:23.0%;QQQ:23.0%;TSLA:23.0%
|
US:73.9;EU:10.0;APAC:7.6;EM:8.4;Other:0.1
|
Value:-0.9;Growth:+0.9;Quality:-0.4;Size:+0.5;Momentum:-0.3;LowVol:-0.9
|
ESGOnly;MaxPos6%;NoMargin
| 8
| 35
| 3.2
|
trailing 8%
| 136
| 13.9
|
Sideways
| 17.7
| 3.68
| 3
| 124
| 54
| 84
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| -7
|
BrokerA
|
MKT
| 97
| null | null |
Normal monitoring
| -11
| 5
| 126
| 5
| false
|
Increase defensive factor exposure
|
P4437
|
Opportunistic
|
401k
|
USD
|
2025-05-18
| 715,529
| 27,980
| 687,549
| 1
| 60.4
| 19.4
| 15.2
| 5
|
TSLA:22.0%;BND:8.0%;VTI:14.3%;GLD:12.1%;MUB:22.0%;MSFT:21.6%
|
US:72.9;EU:9.0;APAC:8.2;EM:8.9;Other:1.1
|
Value:-0.7;Growth:+0.8;Quality:+0.2;Size:+0.3;Momentum:+0.7;LowVol:+0.5
|
MaxPos7%
| 8
| 30
| 6.9
|
trailing 7%
| 206
| 32.4
|
Bull
| 16.3
| 4.7
| 2.5
| 84
| 117
| 100
| 38
| false
|
NoAction
|
Within bands; monitor
| 7
| -23
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 65
| 13
| 48
| 5
| false
|
Monitor dispersion and breadth
|
P4438
|
Hands-off
|
IRA
|
USD
|
2025-05-10
| 453,390
| 18,193
| 435,197
| 1
| 57.9
| 26.9
| 8.4
| 6.8
|
BND:33.3%;TSLA:33.3%;BRK.B:33.3%
|
US:70.0;EU:16.2;APAC:7.3;EM:4.5;Other:2.0
|
Value:+0.8;Growth:+0.5;Quality:+0.8;Size:-0.6;Momentum:-0.8;LowVol:+0.6
|
MaxPos8%
| 6
| 25
| 4.7
|
trailing 8%
| 121
| 16.2
|
Bear
| 30.9
| 3.12
| 2.2
| 142
| 34
| 62
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 6
| -34
|
BrokerB
|
MKT
| 93
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 104
| -52
| 145
| 2
| false
|
Tighten stops on momentum names
|
P4439
|
Opportunistic
|
IRA
|
USD
|
2025-09-23
| 933,465
| 68,534
| 864,931
| 1.17
| 71.9
| 20.4
| 3.1
| 4.6
|
GLD:35.1%;HYG:29.8%;VNQ:35.1%
|
US:79.9;EU:6.4;APAC:7.5;EM:5.3;Other:0.8
|
Value:-0.4;Growth:+1.0;Quality:-0.9;Size:-0.6;Momentum:-0.0;LowVol:+0.6
|
MaxPos5%
| 5
| 25
| 5.8
|
hard 12%
| 223
| 29.5
|
Bull
| 16.4
| 3.57
| 2.9
| 102
| 57
| 78
| 57
| true
|
Hedge
|
Buy index puts 1% notional
| 10
| 8
|
BrokerD
|
MKT
| 88
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 26
| 7
| 6
| 2
| true
|
Tighten stops on momentum names
|
P4440
|
Systematic
|
401k
|
USD
|
2025-07-26
| 524,459
| 44,662
| 479,797
| 1
| 63.8
| 25.4
| 5.1
| 5.7
|
HYG:31.7%;MUB:34.1%;AMZN:34.1%
|
US:66.8;EU:6.0;APAC:14.9;EM:8.2;Other:4.2
|
Value:-0.9;Growth:+0.1;Quality:+0.3;Size:+0.5;Momentum:-0.8;LowVol:+0.8
|
NoDerivatives
| 7
| 25
| 5.4
|
hard 12%
| 215
| 22.1
|
Bull
| 11.7
| 4.45
| 3
| 101
| 96
| 100
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 31
| -38
|
BrokerD
|
MKT
| 91
| null | null |
Normal monitoring
| -27
| -24
| 47
| 4
| false
|
Increase defensive factor exposure
|
P4441
|
Active
|
Roth
|
USD
|
2024-12-13
| 2,160,030
| 193,320
| 1,966,710
| 1
| 57
| 24.1
| 12.9
| 6.1
|
TLT:26.8%;VTI:26.8%;MUB:25.3%;AAPL:21.0%
|
US:56.0;EU:13.0;APAC:15.6;EM:11.9;Other:3.4
|
Value:-0.4;Growth:+0.2;Quality:-0.8;Size:-0.5;Momentum:+0.1;LowVol:-0.7
| null | 10
| 35
| 5.4
|
hard 12%
| 158
| 21.8
|
Sideways
| 18.5
| 4.13
| 2.1
| 120
| 44
| 75
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -33
|
BrokerD
|
LMT
| 100
| null | null |
Normal monitoring
| -48
| 12
| -79
| 3
| false
|
Tighten stops on momentum names
|
P4442
|
Systematic
|
401k
|
USD
|
2025-10-25
| 1,782,279
| 92,471
| 1,689,808
| 1
| 60.3
| 22.2
| 9.5
| 8
|
VNQ:22.2%;MSFT:22.2%;VOO:21.2%;GLD:22.2%;TLT:12.2%
|
US:69.8;EU:8.8;APAC:10.5;EM:8.5;Other:2.4
|
Value:0.0;Growth:-0.2;Quality:+0.3;Size:-0.4;Momentum:+0.8;LowVol:-0.4
| null | 6
| 35
| 4.2
|
trailing 9%
| 153
| 26.3
|
Bear
| 22
| 3.94
| 1.8
| 155
| -25
| 51
| 60
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 17
| -3
|
BrokerB
|
MKT
| 92
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 85
| -15
| 104
| 3
| false
|
Increase defensive factor exposure
|
P4443
|
Hands-off
|
Roth
|
USD
|
2025-07-27
| 510,880
| 46,371
| 464,509
| 1
| 71.3
| 20.7
| 2.9
| 5
|
VOO:21.1%;GLD:12.6%;QQQ:17.2%;XLF:19.8%;VTI:8.2%;TSLA:21.1%
|
US:73.4;EU:9.0;APAC:6.3;EM:8.3;Other:3.1
|
Value:+0.5;Growth:-0.7;Quality:+1.0;Size:+0.7;Momentum:+1.0;LowVol:+0.7
| null | 10
| 25
| 3.5
|
trailing 8%
| 132
| 13
|
Volatile
| 22.4
| 4.84
| 3.5
| 127
| -9
| 54
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 22
| -13
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| 46
| -43
| 137
| 3
| false
|
Tax-aware sells next window
|
P4444
|
Cautious
|
Roth
|
USD
|
2025-05-19
| 177,748
| 27,606
| 150,142
| 1
| 47.2
| 35.6
| 0
| 17.2
|
VOO:17.8%;IEF:15.7%;TSLA:22.2%;HYG:22.2%;BRK.B:22.2%
|
US:62.8;EU:16.7;APAC:7.1;EM:11.9;Other:1.5
|
Value:+0.2;Growth:+0.7;Quality:+0.9;Size:-0.1;Momentum:+0.4;LowVol:-0.1
|
MaxPos6%;NoMargin
| 7
| 35
| 3.5
|
hard 10%
| 150
| 15
|
Bear
| 26.4
| 4.46
| 1.3
| 208
| -26
| 23
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| -19
|
BrokerD
|
MKT
| 98
| null | null |
Normal monitoring
| 89
| -25
| 106
| 4
| false
|
Monitor dispersion and breadth
|
P4445
|
Cautious
|
401k
|
USD
|
2025-02-14
| 153,893
| 19,625
| 134,268
| 1
| 47.8
| 34.8
| 6.9
| 10.4
|
BRK.B:15.8%;MSFT:21.2%;AMZN:8.7%;GLD:16.5%;VTI:21.2%;VOO:16.5%
|
US:73.8;EU:6.5;APAC:10.1;EM:5.9;Other:3.7
|
Value:+0.4;Growth:+0.9;Quality:-0.3;Size:-0.3;Momentum:-0.9;LowVol:+0.3
|
ESGOnly;MaxPos7%;NoMargin
| 5
| 25
| 5.1
|
trailing 8%
| 130
| 14.4
|
Bull
| 18
| 3.64
| 2.1
| 113
| 38
| 58
| 39
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -8
| -8
|
BrokerA
|
MKT
| 95
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 54
| -4
| 40
| 3
| false
|
Increase defensive factor exposure
|
P4446
|
Cautious
|
IRA
|
USD
|
2025-05-06
| 368,805
| 43,351
| 325,454
| 1
| 43.7
| 30.4
| 9.5
| 16.3
|
AAPL:9.5%;TLT:16.2%;BRK.B:21.2%;GLD:21.5%;TSLA:20.9%;VOO:10.7%
|
US:59.2;EU:13.4;APAC:15.3;EM:10.5;Other:1.6
|
Value:+0.7;Growth:+0.2;Quality:-0.7;Size:+0.9;Momentum:-0.3;LowVol:-0.8
|
ESGOnly;NoDerivatives;NoMargin
| 8
| 25
| 5
|
hard 10%
| 150
| 15.4
|
Bull
| 15.9
| 4.1
| 3
| 101
| 116
| 100
| 29
| false
|
Buy
|
Add to core equity +1%
| 27
| -22
|
BrokerC
|
LMT
| 98
| null | null |
Normal monitoring
| 34
| -34
| 98
| 3
| false
|
Tax-aware sells next window
|
P4447
|
Opportunistic
|
Trust
|
USD
|
2025-04-20
| 665,475
| 30,741
| 634,734
| 1
| 60.9
| 10.9
| 21.2
| 7.1
|
HYG:20.7%;VOO:8.1%;QQQ:16.6%;MSFT:13.2%;BRK.B:20.7%;MUB:20.7%
|
US:62.1;EU:15.7;APAC:12.2;EM:8.4;Other:1.7
|
Value:+0.5;Growth:+0.3;Quality:-1.0;Size:-0.3;Momentum:-0.1;LowVol:-0.9
|
NoDerivatives
| 7
| 25
| 4.8
|
hard 12%
| 183
| 22.9
|
Bear
| 28.8
| 4.01
| 2.6
| 140
| 31
| 60
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| -7
| 7
|
BrokerD
|
LMT
| 94
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -16
| -13
| 87
| 5
| false
|
Increase defensive factor exposure
|
P4448
|
Cautious
|
401k
|
USD
|
2024-08-05
| 854,341
| 110,158
| 744,183
| 1
| 44.2
| 39.7
| 0
| 16.1
|
BND:22.5%;XLF:21.5%;MSFT:21.7%;AAPL:11.8%;GLD:22.5%
|
US:66.8;EU:13.1;APAC:5.6;EM:9.3;Other:5.2
|
Value:-0.0;Growth:-1.0;Quality:-0.7;Size:+0.6;Momentum:-0.5;LowVol:+0.5
|
ESGOnly;MaxPos7%;NoMargin
| 5
| 30
| 5.5
|
trailing 8%
| 97
| 14.3
|
Bear
| 26.6
| 3.96
| 2.4
| 153
| -6
| 46
| 63
| false
|
Buy
|
Add to core equity +1%
| -4
| -12
|
BrokerB
|
LMT
| 97
| null | null |
Normal monitoring
| -25
| -10
| 115
| 5
| false
|
Increase defensive factor exposure
|
P4449
|
Hands-off
|
Trust
|
USD
|
2024-10-23
| 565,170
| 56,173
| 508,997
| 1
| 61.3
| 29.7
| 0
| 9
|
TLT:28.5%;BND:14.4%;MUB:28.5%;AAPL:28.5%
|
US:64.7;EU:7.4;APAC:16.0;EM:6.2;Other:5.7
|
Value:-0.2;Growth:+0.2;Quality:-0.1;Size:+0.5;Momentum:+0.8;LowVol:-0.8
|
ESGOnly
| 10
| 25
| 5.4
|
hard 10%
| 115
| 13.8
|
Sideways
| 21
| 4.3
| 2.5
| 117
| 53
| 78
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -16
|
BrokerA
|
LMT
| 87
| null | null |
Normal monitoring
| -26
| -30
| 104
| 4
| false
|
Increase defensive factor exposure
|
P4450
|
Opportunistic
|
Trust
|
USD
|
2025-04-21
| 1,329,730
| 56,624
| 1,273,106
| 1
| 61.2
| 15.2
| 17.4
| 6.2
|
HYG:11.4%;XLF:21.1%;QQQ:22.0%;IEF:22.7%;AMZN:22.7%
|
US:60.6;EU:16.4;APAC:10.8;EM:7.9;Other:4.3
|
Value:-0.3;Growth:+0.3;Quality:+0.9;Size:-0.4;Momentum:-0.5;LowVol:+0.7
|
NoDerivatives
| 7
| 25
| 5.8
|
trailing 9%
| 245
| 25.2
|
Bear
| 33.2
| 4.02
| 2.5
| 157
| -77
| 8
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 21
| -6
|
BrokerB
|
MKT
| 87
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -2
| -58
| 7
| 2
| false
|
Monitor dispersion and breadth
|
P4451
|
Hands-off
|
Roth
|
USD
|
2024-11-06
| 492,174
| 46,319
| 445,855
| 1
| 72.2
| 15.7
| 3.9
| 8.3
|
VTI:27.0%;TLT:27.0%;BND:18.9%;HYG:27.0%
|
US:66.0;EU:11.6;APAC:13.7;EM:7.6;Other:1.1
|
Value:-0.5;Growth:-0.2;Quality:+0.9;Size:-0.6;Momentum:-0.6;LowVol:-0.7
|
ESGOnly;MaxPos6%;NoDerivatives
| 7
| 25
| 4.7
|
trailing 8%
| 123
| 12.9
|
Bear
| 28.4
| 3.49
| 2.7
| 198
| 18
| 73
| 70
| false
|
Sell
|
Trim extended winner -1%
| 2
| -18
|
BrokerB
|
VWAP
| 100
| null | null |
Normal monitoring
| 17
| -1
| -12
| 5
| false
|
Monitor dispersion and breadth
|
P4452
|
Opportunistic
|
Trust
|
USD
|
2025-08-26
| 1,582,370
| 67,396
| 1,514,974
| 1
| 66.5
| 13.8
| 11.2
| 8.5
|
VNQ:26.9%;MUB:26.9%;XLF:19.2%;TLT:26.9%
|
US:67.6;EU:17.3;APAC:7.6;EM:6.3;Other:1.1
|
Value:+0.9;Growth:0.0;Quality:-0.9;Size:-0.5;Momentum:+0.3;LowVol:-1.0
| null | 8
| 25
| 6.1
|
hard 12%
| 247
| 30.8
|
Volatile
| 22.8
| 4.91
| 4.1
| 119
| -37
| 21
| 69
| false
|
Sell
|
Trim extended winner -1%
| 26
| -30
|
BrokerD
|
VWAP
| 86
| null | null |
Normal monitoring
| 11
| -36
| 5
| 5
| false
|
Tighten stops on momentum names
|
P4453
|
Cautious
|
Trust
|
USD
|
2025-09-28
| 517,940
| 63,181
| 454,759
| 1
| 46.9
| 33.6
| 3.6
| 15.9
|
AMZN:20.7%;MSFT:15.6%;BRK.B:20.3%;VNQ:23.9%;TLT:19.5%
|
US:67.8;EU:13.1;APAC:12.5;EM:4.3;Other:2.3
|
Value:+0.2;Growth:-0.1;Quality:-0.3;Size:-0.9;Momentum:-0.6;LowVol:+0.1
|
NoMargin
| 6
| 30
| 5.1
|
trailing 8%
| 105
| 13.9
|
Volatile
| 28.9
| 4.78
| 2.8
| 110
| -9
| 49
| 68
| true
|
Hedge
|
Buy index puts 1% notional
| 27
| -38
|
BrokerC
|
MKT
| 86
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 55
| 4
| 42
| 3
| false
|
Increase defensive factor exposure
|
P4454
|
Systematic
|
Trust
|
USD
|
2025-12-06
| 1,797,697
| 137,526
| 1,660,171
| 1
| 60.9
| 32.4
| 0
| 6.7
|
BRK.B:19.3%;VOO:21.4%;TLT:21.4%;MSFT:16.6%;VTI:21.4%
|
US:68.4;EU:15.3;APAC:7.7;EM:4.6;Other:4.0
|
Value:0.0;Growth:-0.9;Quality:-0.2;Size:+0.1;Momentum:+0.5;LowVol:-0.5
|
MaxPos6%;NoDerivatives
| 5
| 25
| 4.2
|
trailing 8%
| 198
| 19.1
|
Bear
| 32.1
| 3.6
| 1.6
| 145
| 23
| 75
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| -6
| -16
|
BrokerA
|
MKT
| 89
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 57
| 7
| 173
| 2
| false
|
Increase defensive factor exposure
|
P4455
|
Opportunistic
|
Taxable
|
USD
|
2024-07-22
| 984,031
| 47,881
| 936,150
| 1.18
| 60.8
| 13.2
| 17.1
| 8.9
|
IEF:21.4%;HYG:7.9%;QQQ:18.4%;AAPL:9.5%;BND:21.4%;MUB:21.4%
|
US:70.1;EU:9.8;APAC:12.3;EM:5.4;Other:2.4
|
Value:+0.5;Growth:-0.4;Quality:+0.7;Size:-0.6;Momentum:+0.1;LowVol:-0.4
| null | 5
| 30
| 5.8
|
hard 12%
| 279
| 33.5
|
Volatile
| 22.9
| 4.81
| 3.7
| 113
| -9
| 31
| 55
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 17
| 0
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 46
| 1
| 117
| 3
| false
|
Within IPS guidelines
|
P4456
|
Systematic
|
Taxable
|
USD
|
2025-08-26
| 1,566,877
| 78,757
| 1,488,120
| 1
| 64.2
| 25.5
| 4.6
| 5.6
|
AMZN:33.3%;BND:33.3%;TLT:33.3%
|
US:68.7;EU:9.2;APAC:14.3;EM:5.9;Other:2.0
|
Value:+0.9;Growth:+0.1;Quality:-0.5;Size:-1.0;Momentum:+0.5;LowVol:-0.2
|
MaxPos7%
| 10
| 30
| 5.6
|
trailing 8%
| 133
| 26.4
|
Bear
| 34.2
| 3.89
| 2.9
| 163
| -40
| 34
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -8
| -38
|
BrokerD
|
LMT
| 93
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| -51
| -60
| 46
| 4
| false
|
Within IPS guidelines
|
P4457
|
Systematic
|
IRA
|
USD
|
2025-06-17
| 1,719,275
| 78,669
| 1,640,606
| 1
| 65.5
| 26.9
| 0
| 7.6
|
BRK.B:10.4%;VNQ:23.2%;VTI:15.9%;HYG:16.7%;XLF:23.2%;IEF:10.6%
|
US:69.0;EU:11.4;APAC:8.0;EM:7.2;Other:4.4
|
Value:-0.8;Growth:-0.3;Quality:-0.4;Size:-0.0;Momentum:-0.9;LowVol:-0.5
|
NoDerivatives
| 10
| 25
| 4.8
|
hard 12%
| 223
| 25.1
|
Bear
| 32.4
| 3.18
| 1.4
| 217
| 24
| 63
| 81
| true
|
Rebalance
|
Rebalance back to target bands
| 9
| -14
|
BrokerA
|
LMT
| 93
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -44
| -12
| 9
| 4
| false
|
Monitor dispersion and breadth
|
P4458
|
Opportunistic
|
401k
|
USD
|
2025-07-14
| 1,222,408
| 93,815
| 1,128,593
| 1
| 74.7
| 13.3
| 7
| 5
|
BRK.B:20.1%;AMZN:17.1%;MUB:12.8%;TSLA:12.5%;QQQ:18.6%;VNQ:19.0%
|
US:67.1;EU:15.2;APAC:5.2;EM:8.8;Other:3.8
|
Value:-0.0;Growth:+0.3;Quality:-0.3;Size:-0.3;Momentum:+0.8;LowVol:-0.9
|
NoDerivatives
| 10
| 30
| 6.6
|
hard 12%
| 238
| 29
|
Bear
| 33.3
| 3.77
| 2.7
| 159
| 26
| 61
| 82
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 15
| 13
|
BrokerD
|
MKT
| 91
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -57
| 18
| -38
| 3
| false
|
Tighten stops on momentum names
|
P4459
|
Active
|
Roth
|
USD
|
2024-09-22
| 1,528,931
| 175,910
| 1,353,021
| 1
| 60.1
| 32
| 1.9
| 6.1
|
IEF:33.3%;MSFT:33.3%;TLT:33.3%
|
US:62.4;EU:18.0;APAC:10.4;EM:6.0;Other:3.2
|
Value:-0.3;Growth:-0.4;Quality:+0.4;Size:-0.4;Momentum:+0.9;LowVol:+0.4
|
MaxPos5%;NoDerivatives
| 7
| 30
| 5.8
|
hard 12%
| 127
| 16.3
|
Sideways
| 20.2
| 4.1
| 3.3
| 90
| 22
| 69
| 52
| false
|
NoAction
|
Within bands; monitor
| -6
| 14
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 105
| -15
| 227
| 5
| false
|
Tighten stops on momentum names
|
P4460
|
Cautious
|
IRA
|
USD
|
2024-11-22
| 865,701
| 75,267
| 790,434
| 1
| 51.1
| 35.7
| 2.2
| 10.9
|
AAPL:33.3%;VOO:33.3%;BRK.B:33.3%
|
US:65.6;EU:6.9;APAC:16.8;EM:8.2;Other:2.5
|
Value:-0.5;Growth:-0.2;Quality:-0.1;Size:-0.1;Momentum:+0.3;LowVol:+0.2
|
ESGOnly;NoDerivatives;NoMargin
| 8
| 25
| 4.9
|
trailing 8%
| 140
| 18.9
|
Bear
| 32.4
| 3.95
| 2.8
| 176
| -103
| 7
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 23
| 0
|
BrokerB
|
LMT
| 98
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 106
| -56
| 148
| 3
| false
|
Within IPS guidelines
|
P4461
|
Systematic
|
Trust
|
USD
|
2025-10-15
| 1,032,010
| 45,642
| 986,368
| 1
| 67
| 26.6
| 0
| 6.4
|
BRK.B:11.4%;VTI:9.1%;MUB:18.6%;AAPL:20.2%;VNQ:20.3%;HYG:20.3%
|
US:57.5;EU:18.9;APAC:14.4;EM:9.1;Other:0.2
|
Value:-0.1;Growth:-0.2;Quality:0.0;Size:-0.4;Momentum:+0.8;LowVol:-0.7
| null | 8
| 35
| 6
|
trailing 9%
| 223
| 19.4
|
Volatile
| 28.2
| 4.27
| 3
| 144
| 0
| 38
| 83
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 2
| -2
|
BrokerD
|
MKT
| 95
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 16
| -6
| 123
| 3
| false
|
Increase defensive factor exposure
|
P4462
|
Hands-off
|
Roth
|
USD
|
2025-08-13
| 374,084
| 31,680
| 342,404
| 1
| 62
| 24.1
| 5.1
| 8.8
|
IEF:26.2%;AAPL:21.5%;MUB:26.2%;AMZN:26.1%
|
US:78.5;EU:7.7;APAC:5.7;EM:5.5;Other:2.6
|
Value:-0.3;Growth:+0.7;Quality:-0.4;Size:+0.9;Momentum:+0.1;LowVol:-0.5
|
MaxPos7%;NoDerivatives
| 5
| 30
| 5.7
|
trailing 8%
| 117
| 18
|
Volatile
| 24.8
| 3.57
| 3.1
| 111
| 48
| 78
| 76
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| 4
|
BrokerA
|
VWAP
| 94
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 30
| 12
| 111
| 3
| false
|
Tighten stops on momentum names
|
P4463
|
Hands-off
|
Roth
|
USD
|
2025-05-25
| 231,970
| 11,693
| 220,277
| 1
| 62.9
| 28.2
| 0
| 8.9
|
BND:20.4%;GLD:8.6%;HYG:21.3%;VOO:9.9%;TLT:21.3%;VTI:18.5%
|
US:70.2;EU:13.7;APAC:7.9;EM:3.8;Other:4.4
|
Value:-0.0;Growth:-0.9;Quality:-0.1;Size:-0.1;Momentum:-0.3;LowVol:-0.4
|
ESGOnly
| 10
| 30
| 5.3
|
hard 10%
| 145
| 13.5
|
Sideways
| 18.1
| 3.93
| 2
| 130
| 33
| 65
| 44
| true
|
Hedge
|
Buy index puts 1% notional
| 35
| 15
|
BrokerD
|
LMT
| 94
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -20
| -47
| -5
| 3
| false
|
Monitor dispersion and breadth
|
P4464
|
Hands-off
|
Roth
|
USD
|
2025-10-31
| 404,854
| 38,364
| 366,490
| 1
| 68.3
| 23.3
| 0.4
| 7.9
|
HYG:25.2%;XLF:11.7%;BND:25.2%;TSLA:25.2%;VTI:12.8%
|
US:76.5;EU:9.6;APAC:6.7;EM:5.9;Other:1.3
|
Value:-0.7;Growth:-0.9;Quality:+0.7;Size:+0.1;Momentum:-0.7;LowVol:-0.0
|
MaxPos8%
| 7
| 30
| 5.8
|
trailing 8%
| 165
| 17.4
|
Sideways
| 17.8
| 4.37
| 3.5
| 101
| 20
| 64
| 51
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -7
| -4
|
BrokerC
|
LMT
| 95
| null | null |
Normal monitoring
| -19
| -11
| 5
| 4
| false
|
Monitor dispersion and breadth
|
P4465
|
Systematic
|
Roth
|
USD
|
2024-11-03
| 953,019
| 93,259
| 859,760
| 1
| 68.4
| 21.2
| 3.7
| 6.7
|
AAPL:27.9%;MUB:23.8%;VOO:20.4%;AMZN:27.9%
|
US:73.0;EU:9.2;APAC:6.8;EM:6.8;Other:4.2
|
Value:+0.3;Growth:-0.0;Quality:+1.0;Size:+0.3;Momentum:-0.7;LowVol:0.0
|
NoDerivatives
| 10
| 30
| 5.5
|
trailing 8%
| 155
| 23.1
|
Volatile
| 25.4
| 4.63
| 2.3
| 147
| -20
| 35
| 70
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 25
| -11
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 12
| -15
| 85
| 4
| false
|
Tax-aware sells next window
|
P4466
|
Cautious
|
Trust
|
USD
|
2025-05-04
| 565,666
| 72,320
| 493,346
| 1
| 50.3
| 34.5
| 1.7
| 13.5
|
VNQ:33.3%;GLD:33.3%;AAPL:33.3%
|
US:65.8;EU:5.9;APAC:14.4;EM:10.7;Other:3.2
|
Value:+0.7;Growth:-0.6;Quality:+0.9;Size:-0.0;Momentum:-0.1;LowVol:+0.3
|
NoMargin
| 6
| 35
| 4
|
trailing 10%
| 103
| 18.6
|
Bull
| 16.6
| 4.57
| 2.9
| 98
| 86
| 95
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 33
| -11
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| 97
| -36
| 104
| 4
| false
|
Monitor dispersion and breadth
|
P4467
|
Opportunistic
|
IRA
|
USD
|
2025-10-25
| 1,275,657
| 68,955
| 1,206,702
| 1
| 66.9
| 13.4
| 14.7
| 5.1
|
MUB:33.3%;TSLA:33.3%;TLT:33.3%
|
US:63.3;EU:12.7;APAC:12.3;EM:8.7;Other:3.0
|
Value:-0.0;Growth:+0.6;Quality:+0.9;Size:-0.8;Momentum:+0.3;LowVol:-0.1
|
NoDerivatives
| 5
| 35
| 4.2
|
trailing 7%
| 265
| 25.4
|
Bull
| 12.4
| 4.61
| 2.8
| 92
| 70
| 87
| 42
| false
|
NoAction
|
Within bands; monitor
| 31
| -13
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 48
| -21
| 43
| 5
| false
|
Tighten stops on momentum names
|
P4468
|
Hands-off
|
Roth
|
USD
|
2025-10-29
| 306,955
| 26,590
| 280,365
| 1
| 62.9
| 27.3
| 0.4
| 9.4
|
VTI:37.2%;AAPL:25.5%;MSFT:37.2%
|
US:61.4;EU:21.9;APAC:9.3;EM:5.3;Other:2.2
|
Value:-0.1;Growth:-0.8;Quality:+0.5;Size:+0.9;Momentum:-0.1;LowVol:-0.4
| null | 6
| 25
| 5.9
|
trailing 10%
| 106
| 17.6
|
Bull
| 11.7
| 4.27
| 3.1
| 118
| 80
| 93
| 40
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| 11
|
BrokerB
|
LMT
| 93
| null | null |
Normal monitoring
| -56
| 11
| -19
| 4
| false
|
Tax-aware sells next window
|
P4469
|
Active
|
Roth
|
USD
|
2025-05-12
| 621,256
| 62,582
| 558,674
| 1
| 60.7
| 20.4
| 13.4
| 5.5
|
AAPL:15.6%;BND:18.6%;QQQ:26.7%;BRK.B:12.4%;IEF:26.7%
|
US:68.9;EU:7.5;APAC:14.6;EM:8.3;Other:0.6
|
Value:-0.4;Growth:+0.7;Quality:-0.9;Size:-0.4;Momentum:-0.1;LowVol:-1.0
| null | 7
| 35
| 4.1
|
hard 12%
| 136
| 19.5
|
Sideways
| 18.8
| 4.09
| 3.2
| 104
| -4
| 63
| 63
| false
|
Sell
|
Trim extended winner -1%
| 7
| -7
|
BrokerD
|
LMT
| 90
| null | null |
Normal monitoring
| 7
| -29
| -2
| 4
| false
|
Tax-aware sells next window
|
P4470
|
Systematic
|
401k
|
USD
|
2024-10-24
| 1,548,467
| 111,198
| 1,437,269
| 1
| 59.2
| 20.4
| 13.6
| 6.7
|
QQQ:27.0%;VNQ:20.6%;IEF:25.5%;AAPL:27.0%
|
US:57.4;EU:19.1;APAC:9.6;EM:12.1;Other:1.8
|
Value:-0.5;Growth:-0.3;Quality:-0.1;Size:-0.0;Momentum:+0.5;LowVol:-0.7
|
MaxPos5%;NoDerivatives
| 7
| 35
| 5.4
|
trailing 8%
| 220
| 24.7
|
Volatile
| 31.2
| 4.53
| 2.4
| 149
| 55
| 74
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -6
| 9
|
BrokerB
|
LMT
| 95
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 30
| -54
| 128
| 3
| false
|
Tighten stops on momentum names
|
P4471
|
Active
|
IRA
|
USD
|
2024-10-08
| 1,370,344
| 159,355
| 1,210,989
| 1
| 60.9
| 27.3
| 2.6
| 9.2
|
GLD:7.6%;AMZN:21.1%;MSFT:21.1%;TSLA:9.0%;IEF:20.0%;AAPL:21.1%
|
US:65.9;EU:6.7;APAC:16.1;EM:7.2;Other:4.1
|
Value:+0.8;Growth:0.0;Quality:-0.5;Size:-0.5;Momentum:-0.1;LowVol:-0.4
|
MaxPos5%
| 7
| 35
| 5.7
|
hard 12%
| 140
| 19.2
|
Sideways
| 19.8
| 4.35
| 2.7
| 137
| 25
| 63
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -11
| -38
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| -45
| -4
| -29
| 5
| false
|
Within IPS guidelines
|
P4472
|
Systematic
|
401k
|
USD
|
2025-04-09
| 596,816
| 31,912
| 564,904
| 1
| 63
| 24.9
| 4.1
| 7.9
|
VNQ:21.3%;VTI:9.1%;BND:15.2%;GLD:21.3%;TLT:21.0%;AAPL:12.1%
|
US:57.7;EU:19.2;APAC:7.7;EM:12.6;Other:2.8
|
Value:+0.6;Growth:+0.1;Quality:-0.3;Size:+0.7;Momentum:-0.2;LowVol:+0.1
|
NoDerivatives
| 5
| 35
| 5
|
hard 12%
| 207
| 26.3
|
Sideways
| 17.5
| 3.69
| 2.6
| 127
| 47
| 71
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| -40
|
BrokerD
|
MKT
| 94
| null | null |
Normal monitoring
| 63
| -31
| 57
| 5
| false
|
Monitor dispersion and breadth
|
P4473
|
Systematic
|
Taxable
|
USD
|
2024-09-14
| 1,824,549
| 130,918
| 1,693,631
| 1
| 56.7
| 26.7
| 9.9
| 6.7
|
QQQ:21.7%;VOO:10.6%;MSFT:17.8%;TLT:17.6%;GLD:10.6%;MUB:21.7%
|
US:70.8;EU:11.2;APAC:9.7;EM:5.4;Other:2.9
|
Value:0.0;Growth:-0.2;Quality:+0.7;Size:+0.2;Momentum:+0.2;LowVol:+0.9
|
MaxPos6%
| 6
| 25
| 5.2
|
trailing 9%
| 120
| 21.3
|
Sideways
| 19.7
| 4.06
| 2.4
| 130
| -16
| 39
| 47
| false
|
Sell
|
Trim extended winner -1%
| -6
| 7
|
BrokerB
|
MKT
| 97
| null | null |
Normal monitoring
| -37
| -55
| 88
| 4
| false
|
Tighten stops on momentum names
|
P4474
|
Cautious
|
Taxable
|
USD
|
2025-06-25
| 581,613
| 92,636
| 488,977
| 1
| 52.4
| 32.4
| 0
| 15.2
|
GLD:16.9%;MUB:21.1%;XLF:15.0%;VTI:21.1%;TSLA:11.4%;MSFT:14.4%
|
US:60.1;EU:21.4;APAC:6.2;EM:7.2;Other:5.0
|
Value:-0.3;Growth:+0.5;Quality:+0.3;Size:-0.3;Momentum:-0.8;LowVol:-0.5
|
ESGOnly;NoDerivatives;NoMargin
| 7
| 25
| 4.6
|
trailing 10%
| 161
| 12.3
|
Bull
| 13.1
| 3.68
| 3
| 114
| 62
| 69
| 27
| true
|
Rebalance
|
Rebalance back to target bands
| 25
| 9
|
BrokerA
|
LMT
| 91
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -57
| 5
| 73
| 2
| false
|
Tax-aware sells next window
|
P4475
|
Opportunistic
|
Roth
|
USD
|
2025-02-15
| 440,661
| 27,357
| 413,304
| 1
| 71
| 20.9
| 0
| 8.1
|
VOO:21.3%;VTI:21.3%;XLF:20.7%;VNQ:16.2%;TSLA:20.5%
|
US:58.7;EU:13.4;APAC:13.2;EM:13.5;Other:1.3
|
Value:+0.2;Growth:+0.5;Quality:-0.8;Size:-0.5;Momentum:+0.5;LowVol:-0.2
|
NoDerivatives
| 6
| 30
| 4.6
|
hard 12%
| 180
| 26.5
|
Volatile
| 31.1
| 3.91
| 3.4
| 114
| -25
| 51
| 82
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| 2
|
BrokerB
|
LMT
| 92
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -39
| -4
| 55
| 2
| false
|
Tighten stops on momentum names
|
P4476
|
Hands-off
|
401k
|
USD
|
2024-11-11
| 453,361
| 39,595
| 413,766
| 1
| 62.6
| 20.2
| 7.5
| 9.7
|
BND:9.9%;VOO:14.1%;MSFT:20.1%;IEF:11.8%;VTI:22.0%;TSLA:22.0%
|
US:62.8;EU:18.0;APAC:8.8;EM:9.9;Other:0.6
|
Value:+0.9;Growth:+0.7;Quality:+0.6;Size:-0.9;Momentum:-0.6;LowVol:-0.7
| null | 8
| 25
| 5.6
|
trailing 8%
| 124
| 17.7
|
Volatile
| 31.8
| 3.87
| 2.8
| 147
| 33
| 65
| 74
| true
|
Rebalance
|
Rebalance back to target bands
| 13
| -13
|
BrokerD
|
MKT
| 100
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 44
| -52
| 80
| 3
| false
|
Tighten stops on momentum names
|
P4477
|
Systematic
|
Trust
|
USD
|
2025-02-11
| 917,622
| 89,235
| 828,387
| 1
| 57.9
| 33.5
| 0
| 8.6
|
VOO:33.3%;TLT:33.3%;TSLA:33.3%
|
US:59.2;EU:20.8;APAC:5.6;EM:9.8;Other:4.7
|
Value:-1.0;Growth:-0.1;Quality:+0.7;Size:-0.7;Momentum:+1.0;LowVol:-0.7
|
MaxPos6%;NoDerivatives
| 10
| 25
| 5.5
|
trailing 8%
| 196
| 26.8
|
Bull
| 13.8
| 4.17
| 2.5
| 97
| 52
| 62
| 45
| false
|
Buy
|
Add to core equity +1%
| -7
| -38
|
BrokerB
|
MKT
| 97
| null | null |
Normal monitoring
| -51
| -46
| 51
| 4
| false
|
Tax-aware sells next window
|
P4478
|
Hands-off
|
401k
|
USD
|
2024-10-07
| 534,382
| 38,908
| 495,474
| 1
| 64.4
| 17.6
| 9
| 8.9
|
QQQ:19.7%;AMZN:20.0%;BRK.B:18.4%;AAPL:13.4%;GLD:14.7%;TSLA:13.8%
|
US:62.8;EU:11.8;APAC:11.7;EM:9.8;Other:3.9
|
Value:+0.9;Growth:+0.3;Quality:-0.2;Size:-0.3;Momentum:+0.7;LowVol:-0.1
|
ESGOnly;MaxPos5%;NoDerivatives
| 6
| 30
| 4
|
trailing 8%
| 114
| 19.6
|
Bull
| 15.1
| 4.52
| 2.8
| 110
| 63
| 72
| 52
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 0
| -33
|
BrokerC
|
VWAP
| 88
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 20
| -46
| 13
| 4
| false
|
Monitor dispersion and breadth
|
P4479
|
Opportunistic
|
Trust
|
USD
|
2025-05-19
| 1,691,117
| 95,382
| 1,595,735
| 1
| 62.6
| 19.3
| 10.2
| 7.9
|
MSFT:28.2%;VOO:28.2%;AAPL:15.4%;BND:28.2%
|
US:63.4;EU:17.4;APAC:11.3;EM:3.4;Other:4.5
|
Value:+0.1;Growth:-1.0;Quality:+0.3;Size:+0.2;Momentum:-0.9;LowVol:+0.6
|
MaxPos8%
| 7
| 25
| 6.8
|
hard 12%
| 250
| 20.8
|
Sideways
| 14.8
| 4.73
| 2.7
| 122
| -6
| 42
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| -15
|
BrokerB
|
LMT
| 91
| null | null |
Normal monitoring
| -36
| -51
| -15
| 3
| false
|
Monitor dispersion and breadth
|
P4480
|
Systematic
|
Taxable
|
USD
|
2025-08-01
| 1,638,646
| 99,489
| 1,539,157
| 1
| 65.8
| 22.1
| 3.6
| 8.4
|
AMZN:33.3%;IEF:33.3%;MSFT:33.3%
|
US:58.3;EU:17.5;APAC:13.2;EM:10.4;Other:0.7
|
Value:-0.8;Growth:-0.3;Quality:+0.8;Size:-0.7;Momentum:-0.3;LowVol:+0.5
|
MaxPos8%;NoDerivatives
| 7
| 30
| 5.4
|
trailing 9%
| 187
| 19.4
|
Volatile
| 29.9
| 4.57
| 3.2
| 175
| 62
| 83
| 70
| false
|
Buy
|
Add to core equity +1%
| 34
| -23
|
BrokerB
|
LMT
| 85
| null | null |
Normal monitoring
| 112
| -55
| 183
| 5
| false
|
Monitor dispersion and breadth
|
P4481
|
Cautious
|
Trust
|
USD
|
2025-11-11
| 661,334
| 65,745
| 595,589
| 1
| 47.2
| 38.4
| 0
| 14.4
|
AAPL:11.6%;VTI:21.2%;QQQ:16.7%;MUB:17.7%;XLF:21.2%;VNQ:11.6%
|
US:68.6;EU:14.2;APAC:6.0;EM:10.0;Other:1.2
|
Value:-0.1;Growth:-0.3;Quality:-0.2;Size:-0.6;Momentum:-0.9;LowVol:-0.2
|
ESGOnly;MaxPos5%;NoMargin
| 7
| 25
| 4.1
|
trailing 8%
| 95
| 18.2
|
Volatile
| 22.4
| 3.94
| 4
| 126
| -60
| 5
| 43
| false
|
Buy
|
Add to core equity +1%
| 35
| -17
|
BrokerD
|
LMT
| 91
| null | null |
Normal monitoring
| 83
| 11
| 51
| 3
| false
|
Increase defensive factor exposure
|
P4482
|
Active
|
Trust
|
USD
|
2024-07-29
| 1,323,767
| 120,454
| 1,203,313
| 1
| 65.2
| 29.2
| 0
| 5.6
|
VOO:37.3%;VTI:25.5%;AAPL:37.3%
|
US:60.0;EU:17.2;APAC:10.9;EM:9.2;Other:2.7
|
Value:+0.3;Growth:+0.1;Quality:-0.7;Size:0.0;Momentum:-0.4;LowVol:-1.0
|
MaxPos8%
| 7
| 30
| 4.7
|
trailing 8%
| 133
| 19.1
|
Volatile
| 20.8
| 4.62
| 2.2
| 163
| 23
| 50
| 53
| false
|
Sell
|
Trim extended winner -1%
| -13
| -3
|
BrokerB
|
LMT
| 96
| null | null |
Normal monitoring
| -40
| -39
| 62
| 5
| false
|
Tighten stops on momentum names
|
P4483
|
Active
|
IRA
|
USD
|
2024-12-25
| 1,101,381
| 87,053
| 1,014,328
| 1.21
| 50.1
| 20.9
| 23.7
| 5.3
|
VTI:35.1%;TSLA:35.1%;VOO:29.8%
|
US:68.1;EU:10.8;APAC:10.0;EM:5.2;Other:5.8
|
Value:-0.4;Growth:+0.4;Quality:-0.9;Size:-0.3;Momentum:+0.5;LowVol:+0.5
|
MaxPos5%;NoDerivatives
| 6
| 30
| 4.8
|
trailing 8%
| 149
| 19.6
|
Bull
| 13.6
| 3.97
| 2.8
| 99
| 63
| 78
| 38
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -7
| -16
|
BrokerA
|
LMT
| 95
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 34
| -25
| 134
| 3
| false
|
Increase defensive factor exposure
|
P4484
|
Active
|
Taxable
|
USD
|
2024-10-08
| 1,236,797
| 132,369
| 1,104,428
| 1.18
| 59.5
| 19.5
| 11.6
| 9.4
|
GLD:33.3%;TSLA:33.3%;QQQ:33.3%
|
US:74.1;EU:7.4;APAC:9.2;EM:6.5;Other:2.9
|
Value:+0.4;Growth:-0.1;Quality:+0.5;Size:+1.0;Momentum:+0.9;LowVol:-0.4
|
NoDerivatives
| 5
| 30
| 5.9
|
trailing 9%
| 221
| 16.1
|
Sideways
| 19.2
| 3.74
| 2.9
| 134
| -14
| 54
| 56
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 5
| 12
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| 64
| -46
| 156
| 4
| false
|
Increase defensive factor exposure
|
P4485
|
Active
|
401k
|
USD
|
2025-08-27
| 1,161,384
| 81,891
| 1,079,493
| 1
| 67.2
| 22.5
| 2.4
| 7.9
|
VTI:21.5%;BND:17.3%;MSFT:21.5%;HYG:21.5%;MUB:18.2%
|
US:66.3;EU:7.1;APAC:15.5;EM:5.6;Other:5.4
|
Value:-1.0;Growth:+0.1;Quality:-0.1;Size:-0.1;Momentum:+0.8;LowVol:+0.9
| null | 7
| 35
| 5
|
trailing 8%
| 136
| 18
|
Bull
| 17.3
| 3.57
| 3.1
| 72
| 6
| 62
| 48
| false
|
Buy
|
Add to core equity +1%
| 35
| -37
|
BrokerB
|
MKT
| 98
| null | null |
Normal monitoring
| 113
| -60
| 136
| 3
| false
|
Increase defensive factor exposure
|
P4486
|
Opportunistic
|
Taxable
|
USD
|
2025-02-27
| 805,166
| 62,093
| 743,073
| 1
| 63.1
| 12.3
| 17.7
| 6.9
|
VNQ:27.2%;BND:27.2%;TLT:18.3%;AAPL:27.2%
|
US:59.1;EU:17.4;APAC:8.5;EM:10.1;Other:4.9
|
Value:+0.1;Growth:+0.6;Quality:+1.0;Size:-0.9;Momentum:0.0;LowVol:+0.9
|
MaxPos8%;NoDerivatives
| 6
| 30
| 5.7
|
trailing 9%
| 251
| 25.1
|
Bear
| 30.6
| 4.14
| 2.7
| 205
| -63
| 5
| 74
| true
|
Hedge
|
Buy index puts 1% notional
| 15
| 3
|
BrokerB
|
MKT
| 92
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -1
| 10
| 35
| 4
| false
|
Increase defensive factor exposure
|
P4487
|
Cautious
|
IRA
|
USD
|
2024-10-29
| 503,000
| 73,130
| 429,870
| 1
| 42
| 39.2
| 6.4
| 12.3
|
GLD:33.3%;MSFT:33.3%;TLT:33.3%
|
US:75.7;EU:7.9;APAC:6.5;EM:5.3;Other:4.6
|
Value:+0.6;Growth:+0.5;Quality:+0.3;Size:+0.7;Momentum:-0.7;LowVol:+0.6
|
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
| 5
| 30
| 3.4
|
hard 10%
| 126
| 15.6
|
Volatile
| 30.6
| 3.91
| 4.3
| 166
| -28
| 25
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 11
| -19
|
BrokerA
|
MKT
| 92
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 101
| -52
| 238
| 4
| true
|
Increase defensive factor exposure
|
P4488
|
Active
|
401k
|
USD
|
2024-08-26
| 1,100,928
| 81,571
| 1,019,357
| 1.2
| 63.8
| 18.2
| 9.8
| 8.1
|
HYG:11.8%;IEF:22.5%;AMZN:11.4%;XLF:22.6%;GLD:9.0%;MSFT:22.6%
|
US:53.9;EU:18.5;APAC:15.4;EM:9.5;Other:2.8
|
Value:-0.5;Growth:+0.1;Quality:-0.5;Size:-0.1;Momentum:-0.1;LowVol:-0.1
|
MaxPos8%
| 10
| 30
| 5.9
|
trailing 8%
| 205
| 24.7
|
Sideways
| 19.6
| 4.8
| 3.4
| 90
| 36
| 77
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 9
| 10
|
BrokerD
|
VWAP
| 100
| null | null |
Normal monitoring
| -2
| -11
| 38
| 3
| false
|
Tighten stops on momentum names
|
P4489
|
Hands-off
|
IRA
|
USD
|
2025-01-17
| 454,838
| 41,042
| 413,796
| 1
| 69
| 23.8
| 1.6
| 5.6
|
IEF:17.6%;AMZN:16.6%;GLD:14.7%;VTI:16.8%;BRK.B:16.1%;XLF:18.3%
|
US:69.4;EU:16.1;APAC:9.5;EM:4.4;Other:0.6
|
Value:-0.1;Growth:-0.8;Quality:+0.3;Size:-0.7;Momentum:+0.5;LowVol:-0.2
|
MaxPos7%;NoDerivatives
| 6
| 35
| 3.2
|
trailing 8%
| 166
| 18
|
Sideways
| 14
| 4.43
| 2.8
| 103
| 47
| 73
| 58
| false
|
Buy
|
Add to core equity +1%
| 8
| -23
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| 87
| -45
| 153
| 3
| false
|
Tax-aware sells next window
|
P4490
|
Cautious
|
Trust
|
USD
|
2025-04-07
| 855,927
| 83,878
| 772,049
| 1
| 49.8
| 37.6
| 2.4
| 10.2
|
QQQ:14.2%;TLT:26.1%;XLF:29.9%;BND:29.9%
|
US:73.4;EU:7.3;APAC:7.4;EM:11.4;Other:0.6
|
Value:+0.7;Growth:+0.8;Quality:-0.3;Size:+0.1;Momentum:-0.6;LowVol:-0.1
|
MaxPos5%;NoMargin
| 8
| 30
| 3.1
|
trailing 8%
| 164
| 16.5
|
Bear
| 22.2
| 3.33
| 2.7
| 134
| -60
| 26
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 31
| -35
|
BrokerD
|
VWAP
| 90
| null | null |
Normal monitoring
| -54
| -30
| 63
| 4
| false
|
Tighten stops on momentum names
|
P4491
|
Opportunistic
|
401k
|
USD
|
2025-01-31
| 927,088
| 48,327
| 878,761
| 1
| 72.8
| 14.5
| 5.2
| 7.5
|
XLF:24.1%;BRK.B:17.3%;MUB:24.1%;QQQ:13.0%;IEF:10.0%;TLT:11.5%
|
US:62.9;EU:11.8;APAC:14.6;EM:6.6;Other:4.1
|
Value:-0.8;Growth:+0.8;Quality:-0.9;Size:-0.4;Momentum:+0.9;LowVol:-0.3
| null | 7
| 30
| 4.5
|
trailing 9%
| 242
| 26.3
|
Bull
| 14.5
| 4.19
| 3
| 77
| 96
| 100
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -10
| 5
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| 56
| -30
| 177
| 4
| false
|
Tighten stops on momentum names
|
P4492
|
Opportunistic
|
IRA
|
USD
|
2024-11-20
| 1,659,373
| 85,706
| 1,573,667
| 1
| 74.4
| 18.6
| 0.9
| 6.1
|
VNQ:23.7%;VTI:25.5%;GLD:25.3%;IEF:25.5%
|
US:66.1;EU:15.4;APAC:8.1;EM:9.9;Other:0.5
|
Value:+0.8;Growth:-0.3;Quality:+0.6;Size:+0.4;Momentum:-0.1;LowVol:+0.9
|
MaxPos6%
| 10
| 30
| 4.4
|
trailing 9%
| 256
| 32.2
|
Volatile
| 27.7
| 5.01
| 4.3
| 118
| -36
| 24
| 73
| true
|
Rebalance
|
Rebalance back to target bands
| 20
| 2
|
BrokerD
|
VWAP
| 93
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -33
| -59
| 106
| 4
| false
|
Tax-aware sells next window
|
P4493
|
Systematic
|
IRA
|
USD
|
2024-08-30
| 1,855,630
| 181,463
| 1,674,167
| 1
| 59.5
| 25.2
| 9.8
| 5.5
|
AAPL:33.3%;BRK.B:33.3%;GLD:33.3%
|
US:70.2;EU:9.0;APAC:10.2;EM:8.2;Other:2.5
|
Value:+0.2;Growth:+0.8;Quality:+0.7;Size:-0.7;Momentum:+0.2;LowVol:+0.4
| null | 7
| 30
| 4.4
|
hard 12%
| 165
| 16
|
Bear
| 30.6
| 4.35
| 1.9
| 202
| 38
| 56
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 33
| -39
|
BrokerD
|
MKT
| 95
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 109
| 20
| 208
| 5
| false
|
Monitor dispersion and breadth
|
P4494
|
Active
|
Taxable
|
USD
|
2025-05-21
| 1,988,997
| 133,586
| 1,855,411
| 1
| 60.8
| 18.2
| 12.3
| 8.6
|
VOO:13.6%;MUB:21.2%;GLD:13.2%;TLT:21.2%;VNQ:9.5%;BRK.B:21.2%
|
US:63.4;EU:12.4;APAC:8.1;EM:12.8;Other:3.4
|
Value:0.0;Growth:-0.0;Quality:+0.8;Size:+0.9;Momentum:-0.9;LowVol:-0.7
|
MaxPos8%;NoDerivatives
| 5
| 25
| 5.9
|
trailing 8%
| 191
| 26.1
|
Bull
| 11.3
| 4.54
| 3.4
| 94
| 19
| 61
| 33
| true
|
Hedge
|
Buy index puts 1% notional
| 24
| -18
|
BrokerA
|
MKT
| 93
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 8
| -60
| -20
| 3
| false
|
Increase defensive factor exposure
|
P4495
|
Systematic
|
Taxable
|
USD
|
2025-05-24
| 765,008
| 75,925
| 689,083
| 1
| 67.4
| 24.5
| 0
| 8.2
|
AMZN:26.3%;IEF:26.3%;VTI:25.9%;BND:21.5%
|
US:62.2;EU:9.3;APAC:15.5;EM:11.3;Other:1.7
|
Value:+0.8;Growth:+0.7;Quality:+0.7;Size:-0.6;Momentum:+0.8;LowVol:+0.5
|
NoDerivatives
| 8
| 35
| 5.3
|
hard 12%
| 146
| 18.3
|
Bull
| 17.9
| 3.85
| 2.3
| 90
| 49
| 76
| 57
| false
|
NoAction
|
Within bands; monitor
| 10
| -19
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 91
| -11
| 180
| 4
| false
|
Monitor dispersion and breadth
|
P4496
|
Cautious
|
Trust
|
USD
|
2025-05-24
| 400,941
| 40,602
| 360,339
| 1
| 39.6
| 39.1
| 9
| 12.3
|
MUB:21.3%;MSFT:20.5%;VNQ:18.1%;BND:20.8%;VOO:19.3%
|
US:62.0;EU:12.7;APAC:12.7;EM:9.9;Other:2.7
|
Value:+0.2;Growth:+0.3;Quality:+0.9;Size:-0.7;Momentum:-0.5;LowVol:+0.9
|
NoMargin
| 10
| 25
| 3.7
|
trailing 10%
| 137
| 14.6
|
Bear
| 28.8
| 3.57
| 1.9
| 163
| -100
| 5
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 6
| -12
|
BrokerC
|
LMT
| 85
| null | null |
Normal monitoring
| 88
| -51
| 127
| 3
| false
|
Within IPS guidelines
|
P4497
|
Opportunistic
|
Trust
|
USD
|
2024-09-09
| 1,393,884
| 69,029
| 1,324,855
| 1
| 67.3
| 16
| 11.1
| 5.6
|
VOO:14.8%;HYG:18.3%;VTI:13.5%;IEF:19.8%;TSLA:17.4%;BRK.B:16.2%
|
US:59.1;EU:16.0;APAC:12.7;EM:11.7;Other:0.5
|
Value:-0.6;Growth:-0.6;Quality:-0.6;Size:-0.4;Momentum:+1.0;LowVol:+0.7
|
NoDerivatives
| 10
| 30
| 6.5
|
hard 12%
| 180
| 28.2
|
Volatile
| 22.1
| 4.99
| 2.8
| 148
| 34
| 80
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -3
| -5
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 94
| -5
| 98
| 3
| false
|
Monitor dispersion and breadth
|
P4498
|
Cautious
|
IRA
|
USD
|
2025-09-10
| 496,385
| 63,706
| 432,679
| 1
| 43.8
| 42.7
| 1.9
| 11.6
|
BND:22.8%;XLF:26.7%;TLT:26.7%;AAPL:23.7%
|
US:64.2;EU:11.0;APAC:13.5;EM:7.5;Other:3.9
|
Value:-0.7;Growth:+0.5;Quality:-0.7;Size:+0.4;Momentum:-0.9;LowVol:-0.1
|
ESGOnly;NoMargin
| 10
| 30
| 3.5
|
trailing 8%
| 142
| 19
|
Bear
| 24.9
| 3.8
| 2
| 166
| -86
| 8
| 49
| false
|
Sell
|
Trim extended winner -1%
| 2
| -20
|
BrokerA
|
LMT
| 98
| null | null |
Normal monitoring
| -37
| -24
| 15
| 5
| false
|
Tighten stops on momentum names
|
P4499
|
Cautious
|
IRA
|
USD
|
2024-07-14
| 518,989
| 78,338
| 440,651
| 1
| 43.6
| 40.4
| 0
| 16.1
|
VNQ:22.1%;AMZN:12.7%;BND:16.4%;HYG:19.7%;TLT:11.3%;QQQ:17.9%
|
US:65.2;EU:10.6;APAC:8.6;EM:13.1;Other:2.5
|
Value:+0.1;Growth:-0.4;Quality:-0.1;Size:-0.1;Momentum:-0.8;LowVol:-0.5
|
MaxPos6%;NoMargin
| 5
| 25
| 5.7
|
trailing 8%
| 102
| 16.3
|
Volatile
| 22.7
| 3.58
| 2.1
| 175
| 42
| 73
| 52
| false
|
Buy
|
Add to core equity +1%
| -12
| -10
|
BrokerC
|
LMT
| 91
| null | null |
Normal monitoring
| 83
| 20
| 100
| 5
| false
|
Tighten stops on momentum names
|
P4500
|
Active
|
401k
|
USD
|
2025-08-02
| 1,185,122
| 136,493
| 1,048,629
| 1.11
| 60.2
| 20.2
| 11.6
| 8
|
IEF:33.3%;TLT:33.3%;AMZN:33.3%
|
US:81.2;EU:6.3;APAC:6.7;EM:4.6;Other:1.2
|
Value:+0.8;Growth:+1.0;Quality:+0.1;Size:-0.6;Momentum:+0.3;LowVol:+0.5
| null | 6
| 25
| 4.7
|
hard 12%
| 132
| 16.9
|
Volatile
| 20.9
| 4.12
| 3.1
| 133
| -12
| 51
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 21
| -35
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| 77
| 17
| 144
| 4
| false
|
Monitor dispersion and breadth
|
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