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
P4601
Active
Trust
USD
2025-03-03
1,617,267
107,243
1,510,024
1.05
68.4
21.4
3.1
7.1
XLF:33.3%;VOO:33.3%;IEF:33.3%
US:71.3;EU:6.9;APAC:13.9;EM:5.3;Other:2.6
Value:+0.9;Growth:+0.5;Quality:+0.4;Size:-0.2;Momentum:+0.3;LowVol:-0.5
null
5
35
4.6
trailing 9%
171
26.2
Bear
27.3
3.62
1.1
161
-52
34
78
true
Hedge
Buy index puts 1% notional
3
3
BrokerB
VWAP
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
35
-59
100
3
false
Tax-aware sells next window
P4602
Active
401k
USD
2025-10-07
509,702
43,239
466,463
1.09
64.3
27.3
0
8.4
TSLA:23.5%;IEF:20.7%;GLD:23.2%;MUB:23.5%;HYG:9.2%
US:65.2;EU:10.0;APAC:14.4;EM:8.7;Other:1.6
Value:+0.3;Growth:-1.0;Quality:+0.6;Size:-0.2;Momentum:-1.0;LowVol:-0.6
MaxPos6%
10
30
5.1
trailing 8%
189
20.1
Sideways
21.3
4.98
3.4
128
26
68
51
false
Buy
Add to core equity +1%
-14
-34
BrokerB
LMT
90
null
null
Normal monitoring
13
-46
149
5
false
Increase defensive factor exposure
P4603
Cautious
Trust
USD
2025-02-05
448,005
65,708
382,297
1
41.8
36.6
6.5
15
QQQ:20.2%;AMZN:12.6%;VTI:19.1%;AAPL:15.3%;VNQ:19.6%;HYG:13.2%
US:67.8;EU:17.0;APAC:8.7;EM:4.1;Other:2.5
Value:+0.7;Growth:-1.0;Quality:-0.3;Size:-0.4;Momentum:+0.8;LowVol:+0.8
ESGOnly;NoMargin
8
30
5.7
trailing 8%
105
19
Sideways
19.2
3.56
3.1
137
15
69
43
false
NoAction
Within bands; monitor
25
-13
BrokerD
VWAP
89
null
null
Normal monitoring
-21
-3
77
3
false
Tax-aware sells next window
P4604
Hands-off
IRA
USD
2025-10-29
176,573
10,229
166,344
1
69.3
21.7
0
9
XLF:18.8%;HYG:18.6%;IEF:20.2%;QQQ:5.5%;VTI:20.2%;BRK.B:16.5%
US:73.0;EU:16.4;APAC:5.5;EM:3.5;Other:1.7
Value:+0.7;Growth:-0.7;Quality:-0.5;Size:-0.5;Momentum:-0.7;LowVol:-0.9
ESGOnly;MaxPos6%
7
25
3.2
trailing 8%
108
16.6
Bull
13.9
3.77
2.2
74
29
76
45
false
Buy
Add to core equity +1%
35
-40
BrokerD
LMT
97
null
null
Normal monitoring
101
-15
203
3
false
Tighten stops on momentum names
P4605
Active
401k
USD
2025-02-13
1,253,533
141,407
1,112,126
1
59.2
23.7
10.2
6.8
TLT:19.2%;AMZN:23.3%;MUB:23.3%;BRK.B:23.3%;GLD:11.0%
US:69.2;EU:10.1;APAC:10.3;EM:8.1;Other:2.3
Value:+0.6;Growth:+0.9;Quality:+0.1;Size:+0.7;Momentum:+0.9;LowVol:-0.3
null
6
25
5.3
trailing 9%
127
16.5
Sideways
17.7
4.92
2.7
118
25
55
46
false
Rebalance
Shift +1% to bonds from equity
10
10
BrokerC
VWAP
99
null
null
Normal monitoring
84
-51
176
3
false
Tighten stops on momentum names
P4606
Opportunistic
IRA
USD
2025-09-04
1,152,228
56,224
1,096,004
1
70
17.7
5
7.3
QQQ:28.4%;VNQ:14.8%;HYG:28.4%;XLF:28.4%
US:76.9;EU:7.7;APAC:8.2;EM:3.9;Other:3.2
Value:0.0;Growth:+0.9;Quality:+0.1;Size:0.0;Momentum:+0.5;LowVol:-0.4
MaxPos7%
6
25
5.9
trailing 9%
213
23.8
Sideways
19.4
3.78
3.2
91
16
48
69
true
Reduce
Cut high-beta by 2-3%, add cash
11
-27
BrokerD
LMT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-42
8
55
3
true
Increase defensive factor exposure
P4607
Systematic
Roth
USD
2024-07-26
663,425
33,686
629,739
1
69.1
22.9
0
8
BRK.B:31.4%;GLD:34.3%;XLF:34.3%
US:71.5;EU:11.1;APAC:10.8;EM:5.8;Other:0.7
Value:-0.5;Growth:+0.7;Quality:+0.2;Size:-0.6;Momentum:-0.2;LowVol:-0.1
null
6
25
4.2
trailing 8%
150
26.4
Bull
12.4
3.74
2.4
109
25
57
36
false
Rebalance
Shift +1% to bonds from equity
23
9
BrokerA
LMT
86
null
null
Normal monitoring
-43
-57
30
4
false
Monitor dispersion and breadth
P4608
Cautious
Taxable
USD
2025-01-19
663,874
62,692
601,182
1
48.5
38.5
0
12.9
AMZN:22.9%;MSFT:22.9%;GLD:22.9%;VTI:8.6%;TSLA:22.9%
US:70.9;EU:11.7;APAC:6.7;EM:10.7;Other:0.0
Value:-0.9;Growth:+0.6;Quality:-0.8;Size:-0.3;Momentum:+0.2;LowVol:-0.4
ESGOnly;MaxPos5%;NoMargin
6
30
4.3
trailing 8%
125
14.7
Volatile
23.3
5.46
2.5
114
46
73
51
false
Rebalance
Shift +1% to bonds from equity
7
-3
BrokerD
MKT
96
null
null
Normal monitoring
115
-51
245
3
false
Monitor dispersion and breadth
P4609
Active
IRA
USD
2025-02-06
2,147,717
257,560
1,890,157
1
59.1
27.9
5.1
7.9
AMZN:23.3%;IEF:23.3%;TSLA:23.3%;MSFT:11.3%;XLF:18.7%
US:66.0;EU:16.7;APAC:4.7;EM:8.1;Other:4.5
Value:-0.7;Growth:+1.0;Quality:-0.7;Size:+0.8;Momentum:-0.1;LowVol:-0.0
NoDerivatives
5
35
4.3
hard 12%
123
27.2
Volatile
27.3
5.36
3.9
176
12
62
64
true
Reduce
Cut high-beta by 2-3%, add cash
5
7
BrokerD
MKT
95
VAR>budget
Hedge
Risk above budget threshold
115
-7
135
5
false
Within IPS guidelines
P4610
Hands-off
Trust
USD
2025-03-04
520,391
29,761
490,630
1
62.4
25.8
3.9
7.9
HYG:20.7%;BND:12.8%;GLD:14.6%;VTI:20.7%;MUB:17.5%;XLF:13.7%
US:59.1;EU:13.8;APAC:9.9;EM:12.3;Other:4.9
Value:+0.7;Growth:-0.1;Quality:0.0;Size:+0.6;Momentum:+0.6;LowVol:-0.7
ESGOnly;MaxPos5%
6
25
4.4
trailing 10%
122
14.1
Sideways
14.5
3.62
3.4
93
-13
36
44
false
NoAction
Within bands; monitor
1
-17
BrokerD
MKT
0
null
null
Normal monitoring
112
13
148
4
false
Tax-aware sells next window
P4611
Active
Trust
USD
2025-07-03
1,150,681
134,502
1,016,179
1
53.9
18.3
21.6
6.2
VOO:13.6%;TSLA:21.9%;MUB:21.9%;TLT:21.9%;VTI:20.7%
US:62.2;EU:16.2;APAC:9.5;EM:8.1;Other:4.0
Value:+0.5;Growth:-0.9;Quality:0.0;Size:-0.5;Momentum:+0.5;LowVol:+0.4
MaxPos5%
5
25
4.2
trailing 9%
210
22.2
Sideways
21.6
4.61
2.5
100
11
70
65
false
Buy
Add to core equity +1%
21
-15
BrokerB
MKT
92
null
null
Normal monitoring
112
20
188
4
false
Monitor dispersion and breadth
P4612
Cautious
Taxable
USD
2024-09-06
296,797
34,642
262,155
1
44.7
33
11.4
11
QQQ:23.8%;AAPL:23.8%;GLD:23.8%;VTI:17.9%;BRK.B:10.7%
US:68.0;EU:8.4;APAC:10.6;EM:9.6;Other:3.4
Value:+0.9;Growth:-0.6;Quality:+0.5;Size:+0.4;Momentum:+1.0;LowVol:-0.3
ESGOnly;MaxPos5%;NoMargin
6
25
3
hard 10%
107
14.1
Sideways
14.3
3.57
2.7
132
24
59
35
true
Rebalance
Rebalance back to target bands
23
-24
BrokerD
MKT
86
VAR>budget
Reduce
Risk above budget threshold
-29
-32
42
2
false
Tax-aware sells next window
P4613
Systematic
Trust
USD
2025-09-04
1,252,787
50,214
1,202,573
1
62.6
28.8
0.7
7.9
VTI:26.1%;MUB:26.1%;XLF:21.8%;BRK.B:26.1%
US:63.7;EU:7.1;APAC:13.9;EM:13.6;Other:1.7
Value:-0.5;Growth:-0.2;Quality:-0.9;Size:-0.9;Momentum:+0.4;LowVol:-0.8
NoDerivatives
7
35
5.3
trailing 8%
120
20.7
Sideways
18.9
4.84
2.6
103
-17
36
47
false
Hedge
Add TLT +1% as duration hedge
9
-33
BrokerC
LMT
93
null
null
Normal monitoring
-56
18
7
4
false
Within IPS guidelines
P4614
Opportunistic
Trust
USD
2025-06-23
506,683
29,633
477,050
1
62.3
14.5
18.3
4.9
VOO:25.0%;XLF:25.0%;VTI:25.0%;BRK.B:25.0%
US:70.4;EU:11.5;APAC:12.1;EM:3.7;Other:2.4
Value:+0.1;Growth:-0.4;Quality:-0.9;Size:-0.3;Momentum:-0.6;LowVol:-0.5
null
5
35
5.4
trailing 9%
272
34.4
Bear
34.3
4.33
1.6
166
-64
29
88
true
Hedge
Buy index puts 1% notional
-15
-2
BrokerB
MKT
90
RegimeShift
TightenStops
Volatility spike and breadth deterioration
42
-25
104
2
false
Within IPS guidelines
P4615
Hands-off
Taxable
USD
2024-07-19
830,378
38,531
791,847
1
56.2
20.4
16.5
6.8
VNQ:22.5%;TSLA:22.5%;VTI:7.7%;BRK.B:18.4%;QQQ:19.7%;GLD:9.2%
US:65.1;EU:13.7;APAC:6.7;EM:10.1;Other:4.4
Value:-0.3;Growth:+0.1;Quality:+0.4;Size:-0.3;Momentum:+0.7;LowVol:+0.6
MaxPos7%;NoDerivatives
7
30
4.5
trailing 10%
98
18.9
Volatile
20.4
4.8
4.2
134
-48
27
58
true
Hedge
Buy index puts 1% notional
33
-3
BrokerD
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
70
-45
171
2
false
Increase defensive factor exposure
P4616
Cautious
IRA
USD
2024-12-11
855,166
75,938
779,228
1
39.3
37.7
5.4
17.6
HYG:17.9%;AMZN:20.3%;MUB:15.2%;BND:19.0%;GLD:20.3%;QQQ:7.2%
US:69.3;EU:12.9;APAC:8.1;EM:7.3;Other:2.4
Value:-0.3;Growth:+1.0;Quality:-0.4;Size:-0.3;Momentum:-0.1;LowVol:-0.8
NoMargin
6
30
5.8
hard 10%
102
13.1
Sideways
18
3.93
2.4
125
-29
36
40
false
Hedge
Add TLT +1% as duration hedge
-13
-5
BrokerC
LMT
89
null
null
Normal monitoring
27
7
162
5
false
Monitor dispersion and breadth
P4617
Cautious
Roth
USD
2024-12-18
439,418
58,064
381,354
1
36.6
34.8
14.4
14.2
AMZN:25.6%;VTI:23.1%;VOO:25.6%;VNQ:25.6%
US:76.1;EU:6.1;APAC:8.5;EM:3.9;Other:5.3
Value:-0.4;Growth:+0.8;Quality:+0.9;Size:+0.8;Momentum:+0.9;LowVol:+0.5
ESGOnly;NoMargin
7
25
5.1
trailing 10%
162
14.5
Volatile
29.6
4.72
2.2
147
-22
29
68
false
Hedge
Add TLT +1% as duration hedge
20
-38
BrokerC
MKT
95
null
null
Normal monitoring
43
-12
65
3
false
Tighten stops on momentum names
P4618
Opportunistic
401k
USD
2024-12-06
1,618,840
87,611
1,531,229
1
72.6
15.6
6.8
5
MSFT:11.1%;QQQ:21.8%;IEF:12.7%;BND:15.7%;HYG:21.8%;VTI:16.7%
US:65.3;EU:15.1;APAC:10.6;EM:7.4;Other:1.8
Value:+1.0;Growth:-0.7;Quality:-0.7;Size:+0.7;Momentum:-0.2;LowVol:+0.8
MaxPos7%
5
35
4.1
hard 12%
230
29
Volatile
21
3.77
2.9
152
4
51
74
true
Rebalance
Rebalance back to target bands
-13
-15
BrokerB
VWAP
90
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-8
-17
33
2
false
Tighten stops on momentum names
P4619
Cautious
Roth
USD
2025-09-25
408,211
52,056
356,155
1
36.9
31.5
19
12.6
GLD:15.9%;MUB:28.0%;XLF:28.0%;AAPL:28.0%
US:63.6;EU:12.4;APAC:10.9;EM:9.1;Other:4.0
Value:+0.2;Growth:+0.4;Quality:+0.6;Size:+0.3;Momentum:-0.1;LowVol:-0.9
NoMargin
5
35
3.8
trailing 10%
147
18.1
Bear
24.7
3.23
1.9
176
-15
48
48
false
NoAction
Within bands; monitor
-1
8
BrokerA
MKT
0
null
null
Normal monitoring
-11
-20
44
3
false
Increase defensive factor exposure
P4620
Opportunistic
Trust
USD
2025-04-11
1,160,026
61,320
1,098,706
1.19
65.5
17.3
8.7
8.5
MSFT:33.3%;VOO:33.3%;GLD:33.3%
US:67.9;EU:8.4;APAC:12.5;EM:7.9;Other:3.3
Value:-0.4;Growth:+0.7;Quality:-0.5;Size:-0.8;Momentum:-0.6;LowVol:+0.4
null
8
25
4.2
trailing 7%
212
32.2
Bull
12.1
3.64
2.1
76
4
45
53
false
Rebalance
Shift +1% to bonds from equity
15
-37
BrokerB
LMT
90
null
null
Normal monitoring
-19
6
-20
5
false
Increase defensive factor exposure
P4621
Active
Trust
USD
2024-08-17
712,384
77,370
635,014
1
65.1
29.5
0
5.4
VTI:25.0%;AAPL:25.0%;MSFT:25.0%;HYG:25.0%
US:64.3;EU:18.9;APAC:7.3;EM:6.1;Other:3.4
Value:+0.1;Growth:-0.1;Quality:+0.6;Size:+0.1;Momentum:-0.7;LowVol:-0.1
null
10
30
5.6
hard 12%
135
18.2
Sideways
15.2
4.15
2.7
140
59
77
44
false
Buy
Add to core equity +1%
1
-18
BrokerC
LMT
100
null
null
Normal monitoring
-50
-48
65
5
false
Within IPS guidelines
P4622
Hands-off
401k
USD
2024-10-15
432,052
18,156
413,896
1
63.6
20.2
8.7
7.5
XLF:33.3%;BRK.B:33.3%;QQQ:33.3%
US:70.6;EU:6.9;APAC:12.5;EM:4.3;Other:5.8
Value:-0.5;Growth:+0.7;Quality:-0.1;Size:-1.0;Momentum:-0.6;LowVol:-0.7
ESGOnly;MaxPos8%;NoDerivatives
6
25
4.5
trailing 8%
93
17.2
Bear
27
4.08
2.6
172
22
56
68
false
Rebalance
Shift +1% to bonds from equity
15
-27
BrokerC
LMT
96
null
null
Normal monitoring
25
-37
44
3
false
Within IPS guidelines
P4623
Cautious
Roth
USD
2025-11-28
684,788
104,669
580,119
1
40.7
44.6
2.1
12.6
BRK.B:16.6%;VNQ:7.5%;BND:20.7%;TLT:20.0%;IEF:20.7%;MSFT:14.5%
US:70.2;EU:15.5;APAC:7.1;EM:6.0;Other:1.2
Value:-0.2;Growth:+0.8;Quality:-0.4;Size:-0.9;Momentum:-0.3;LowVol:-0.5
NoMargin
6
25
4.8
trailing 10%
109
17
Bear
27
3.49
1.1
140
-103
5
49
false
Rebalance
Shift +1% to bonds from equity
-1
-10
BrokerB
LMT
97
null
null
Normal monitoring
40
-20
137
5
false
Tighten stops on momentum names
P4624
Active
Roth
USD
2025-12-05
2,409,290
279,370
2,129,920
1
52
20.5
18.7
8.8
TSLA:22.0%;BRK.B:11.7%;MSFT:18.6%;XLF:22.0%;AAPL:15.8%;QQQ:9.9%
US:73.2;EU:11.5;APAC:10.7;EM:4.6;Other:0.1
Value:-0.5;Growth:+0.3;Quality:-1.0;Size:+0.4;Momentum:+0.3;LowVol:0.0
null
10
25
4.3
hard 12%
200
25.3
Volatile
25.1
4.16
3.1
146
-26
34
70
false
Rebalance
Shift +1% to bonds from equity
17
13
BrokerA
VWAP
87
null
null
Normal monitoring
85
-9
191
5
false
Tighten stops on momentum names
P4625
Cautious
Trust
USD
2025-12-25
364,503
50,733
313,770
1
43.7
39.8
0
16.5
VOO:33.3%;AAPL:33.3%;TLT:33.3%
US:55.3;EU:17.7;APAC:14.4;EM:10.1;Other:2.5
Value:+0.4;Growth:+0.5;Quality:+0.6;Size:+0.2;Momentum:-0.4;LowVol:-0.1
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
10
25
4.3
hard 10%
139
14.9
Volatile
28
4.76
2.4
172
-32
22
71
true
Reduce
Cut high-beta by 2-3%, add cash
12
-8
BrokerD
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-18
-38
84
3
false
Tax-aware sells next window
P4626
Systematic
401k
USD
2025-10-12
1,793,292
175,707
1,617,585
1
55.8
20.6
15.8
7.8
TLT:22.4%;VOO:25.9%;IEF:25.9%;HYG:25.9%
US:63.8;EU:9.2;APAC:15.9;EM:6.9;Other:4.2
Value:-0.4;Growth:-0.2;Quality:+1.0;Size:+0.6;Momentum:+0.4;LowVol:+0.2
MaxPos6%
7
25
4.5
trailing 8%
165
19
Bear
28.1
3.39
1.4
183
31
69
59
false
Hedge
Add TLT +1% as duration hedge
10
-27
BrokerC
LMT
96
null
null
Normal monitoring
-29
-2
3
4
false
Tighten stops on momentum names
P4627
Systematic
Roth
USD
2025-03-19
841,316
52,106
789,210
1
65.8
25.9
0
8.3
QQQ:16.2%;BRK.B:21.9%;VTI:18.2%;XLF:21.8%;MSFT:21.9%
US:64.9;EU:17.8;APAC:6.9;EM:6.3;Other:4.0
Value:+0.6;Growth:-0.6;Quality:+0.8;Size:+0.6;Momentum:-0.6;LowVol:-0.9
NoDerivatives
5
30
5.8
hard 12%
173
23
Sideways
18.8
4.53
3.4
91
45
75
57
false
Hedge
Add TLT +1% as duration hedge
21
-38
BrokerA
VWAP
99
null
null
Normal monitoring
59
-31
60
3
false
Increase defensive factor exposure
P4628
Opportunistic
Roth
USD
2025-08-22
612,041
32,098
579,943
1
61.5
11.1
18.9
8.5
GLD:25.4%;AMZN:26.4%;BRK.B:21.9%;VOO:26.4%
US:61.4;EU:16.6;APAC:7.6;EM:9.6;Other:4.8
Value:-0.6;Growth:+0.6;Quality:+0.5;Size:-0.7;Momentum:+0.1;LowVol:-0.5
null
8
30
5.6
trailing 7%
268
25.6
Volatile
27.9
5.36
3
125
25
54
72
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-32
BrokerD
MKT
86
VAR>budget
Reduce
Risk above budget threshold
75
-24
191
4
false
Tax-aware sells next window
P4629
Cautious
401k
USD
2025-07-18
691,501
89,490
602,011
1
48.9
30.6
6.5
14
VNQ:13.2%;TSLA:18.8%;VOO:23.2%;IEF:23.2%;GLD:21.6%
US:62.1;EU:19.8;APAC:8.1;EM:8.2;Other:1.8
Value:+0.1;Growth:+0.2;Quality:-1.0;Size:+0.6;Momentum:+0.5;LowVol:-0.4
NoMargin
8
25
5.5
hard 10%
157
18.5
Sideways
21.3
4.81
2.5
119
41
78
47
false
Rebalance
Shift +1% to bonds from equity
-13
-10
BrokerA
LMT
93
null
null
Normal monitoring
48
-26
110
4
false
Monitor dispersion and breadth
P4630
Active
Roth
USD
2024-08-12
2,475,217
192,531
2,282,686
1.06
54.6
31
4.5
9.9
MUB:26.7%;AMZN:19.9%;MSFT:26.7%;BRK.B:26.7%
US:66.1;EU:8.2;APAC:12.2;EM:10.0;Other:3.5
Value:-0.3;Growth:-0.5;Quality:+1.0;Size:-0.8;Momentum:-0.0;LowVol:+0.7
null
10
25
4.7
hard 12%
215
27.5
Bull
17.2
4.64
2.5
104
22
66
53
false
Rebalance
Shift +1% to bonds from equity
16
-3
BrokerC
LMT
92
null
null
Normal monitoring
-6
9
1
5
false
Increase defensive factor exposure
P4631
Systematic
IRA
USD
2024-12-15
432,986
22,474
410,512
1
63.3
29.2
0
7.5
MUB:18.8%;TLT:15.8%;VOO:16.4%;IEF:11.4%;TSLA:19.4%;VTI:18.3%
US:70.4;EU:11.3;APAC:5.8;EM:10.3;Other:2.2
Value:+0.1;Growth:+0.5;Quality:+0.5;Size:-0.2;Momentum:+0.3;LowVol:+1.0
null
7
35
4.6
trailing 8%
211
20.4
Sideways
17.1
4.39
2.7
117
48
63
42
false
Rebalance
Shift +1% to bonds from equity
34
-13
BrokerC
MKT
86
null
null
Normal monitoring
74
-57
197
3
false
Tax-aware sells next window
P4632
Opportunistic
Trust
USD
2025-04-03
861,923
69,768
792,155
1
66.5
20.1
8.3
5.1
XLF:11.8%;BRK.B:22.1%;TLT:22.1%;BND:22.1%;GLD:22.1%
US:73.5;EU:11.9;APAC:8.2;EM:3.7;Other:2.7
Value:-0.9;Growth:+0.8;Quality:+0.9;Size:-0.3;Momentum:-0.6;LowVol:+0.9
null
8
30
5
hard 12%
163
32.4
Volatile
25.3
4.61
3.6
139
-50
31
66
false
NoAction
Within bands; monitor
-15
-11
BrokerC
MKT
0
null
null
Normal monitoring
91
-54
181
4
false
Within IPS guidelines
P4633
Cautious
Roth
USD
2025-03-02
851,142
82,134
769,008
1
48.4
39.5
0
12.1
VTI:21.1%;AMZN:29.9%;BRK.B:29.9%;MSFT:19.0%
US:72.9;EU:10.0;APAC:5.5;EM:9.9;Other:1.7
Value:+0.3;Growth:+0.7;Quality:-0.3;Size:+0.3;Momentum:-0.8;LowVol:+0.3
NoMargin
10
35
4.3
trailing 8%
143
14.3
Bull
13.6
4.11
2.9
82
65
76
29
false
Sell
Trim extended winner -1%
-14
14
BrokerD
LMT
94
null
null
Normal monitoring
-26
-11
113
5
false
Tax-aware sells next window
P4634
Hands-off
Taxable
USD
2024-11-09
300,824
19,469
281,355
1
66.9
20
3.8
9.3
MUB:33.3%;TSLA:33.3%;IEF:33.3%
US:61.7;EU:22.5;APAC:6.6;EM:7.2;Other:1.9
Value:+0.1;Growth:-0.0;Quality:-0.4;Size:+0.6;Momentum:+0.5;LowVol:+0.7
MaxPos8%
10
35
5.8
trailing 10%
131
12.7
Bull
13.5
4.14
2.4
101
85
85
56
false
Rebalance
Shift +1% to bonds from equity
31
-24
BrokerB
LMT
88
null
null
Normal monitoring
91
-22
86
3
false
Tighten stops on momentum names
P4635
Hands-off
IRA
USD
2025-10-26
767,652
72,397
695,255
1
69
19.1
6.4
5.5
QQQ:23.1%;AAPL:22.8%;GLD:20.4%;TSLA:10.6%;HYG:23.1%
US:60.2;EU:16.6;APAC:12.8;EM:8.2;Other:2.2
Value:-0.4;Growth:+0.2;Quality:+0.4;Size:+0.3;Momentum:-0.4;LowVol:-0.0
null
6
25
5.3
trailing 8%
165
12.2
Sideways
20.1
4.75
2.8
92
45
82
62
true
Reduce
Cut high-beta by 2-3%, add cash
-6
8
BrokerD
MKT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
91
-28
104
4
false
Tax-aware sells next window
P4636
Systematic
IRA
USD
2025-03-06
1,375,527
82,122
1,293,405
1
60.7
30.5
0
8.8
IEF:20.8%;BRK.B:16.5%;TSLA:12.6%;TLT:9.5%;AAPL:19.7%;HYG:20.8%
US:65.8;EU:18.9;APAC:10.5;EM:4.5;Other:0.3
Value:+0.6;Growth:+0.8;Quality:-0.2;Size:+0.9;Momentum:+0.3;LowVol:+0.3
null
7
35
5.4
trailing 8%
229
19.3
Bear
32.8
3.19
1.3
205
15
70
88
true
Hedge
Buy index puts 1% notional
30
-20
BrokerD
LMT
86
VAR>budget
Hedge
Risk above budget threshold
22
-38
55
3
false
Tax-aware sells next window
P4637
Active
Taxable
USD
2025-06-20
934,406
70,173
864,233
1
57.7
31.8
2.8
7.8
AMZN:18.5%;MUB:27.7%;VOO:27.7%;TLT:26.2%
US:73.5;EU:11.1;APAC:7.2;EM:4.0;Other:4.2
Value:+0.3;Growth:-0.5;Quality:+0.9;Size:-0.0;Momentum:+1.0;LowVol:-0.6
NoDerivatives
6
30
4.5
trailing 9%
153
24.5
Volatile
22.9
4.87
3
148
12
71
62
false
Rebalance
Shift +1% to bonds from equity
25
13
BrokerD
LMT
93
null
null
Normal monitoring
47
9
84
5
false
Within IPS guidelines
P4638
Systematic
401k
USD
2025-12-06
639,229
30,905
608,324
1
60
33
0.7
6.2
IEF:20.3%;MUB:13.5%;VNQ:16.0%;HYG:20.3%;QQQ:14.8%;BRK.B:15.2%
US:64.3;EU:16.0;APAC:8.8;EM:9.3;Other:1.5
Value:+0.1;Growth:+0.9;Quality:+0.7;Size:+0.3;Momentum:-0.3;LowVol:-1.0
MaxPos6%
6
30
5.8
trailing 9%
135
17.3
Sideways
16.7
3.9
3.2
98
29
52
47
false
Rebalance
Shift +1% to bonds from equity
4
-22
BrokerD
LMT
95
null
null
Normal monitoring
107
-19
129
3
false
Tighten stops on momentum names
P4639
Opportunistic
Roth
USD
2025-02-17
1,583,547
131,851
1,451,696
1
68.3
19
6
6.7
VNQ:21.9%;XLF:16.3%;AMZN:21.9%;TLT:14.6%;GLD:13.5%;AAPL:11.7%
US:70.7;EU:10.3;APAC:10.5;EM:7.1;Other:1.3
Value:-0.5;Growth:-0.4;Quality:-0.0;Size:+0.6;Momentum:+0.9;LowVol:-0.5
NoDerivatives
5
30
5.7
trailing 7%
215
20.8
Sideways
21.5
4.35
2.8
96
37
82
72
false
Rebalance
Shift +1% to bonds from equity
-12
-4
BrokerA
MKT
97
null
null
Normal monitoring
-3
-7
124
3
false
Within IPS guidelines
P4640
Systematic
401k
USD
2025-01-09
1,800,792
87,029
1,713,763
1
62.8
28.4
0
8.8
VOO:33.3%;IEF:33.3%;TSLA:33.3%
US:78.5;EU:5.9;APAC:8.7;EM:4.2;Other:2.7
Value:+0.3;Growth:+0.7;Quality:+0.8;Size:+0.5;Momentum:-0.9;LowVol:-0.8
null
8
35
4.2
trailing 8%
146
26.2
Bull
17.2
4.29
2.2
81
88
100
52
false
NoAction
Within bands; monitor
26
-20
BrokerC
LMT
85
null
null
Normal monitoring
-25
-38
-10
5
false
Tax-aware sells next window
P4641
Cautious
Taxable
USD
2024-11-24
411,065
59,930
351,135
1
54.6
33.1
0
12.4
IEF:29.4%;AAPL:20.6%;TLT:20.7%;VOO:29.4%
US:59.1;EU:15.3;APAC:12.9;EM:9.2;Other:3.4
Value:+0.7;Growth:-0.3;Quality:+0.5;Size:+0.4;Momentum:+0.3;LowVol:+0.4
MaxPos5%;NoMargin
8
35
5.5
hard 10%
135
19.8
Volatile
20.1
4.92
2
158
-31
35
46
false
Sell
Trim extended winner -1%
24
-13
BrokerB
MKT
99
null
null
Normal monitoring
-19
-31
5
5
false
Monitor dispersion and breadth
P4642
Systematic
401k
USD
2024-09-09
969,273
56,801
912,472
1
56.2
20.8
14.5
8.6
TSLA:18.2%;VNQ:18.4%;AMZN:21.7%;QQQ:21.7%;AAPL:11.8%;MUB:8.2%
US:66.4;EU:8.1;APAC:11.1;EM:8.7;Other:5.7
Value:-0.7;Growth:+0.8;Quality:-0.5;Size:-0.8;Momentum:-0.2;LowVol:-0.9
MaxPos5%
6
25
5.3
trailing 8%
227
25.1
Bear
33.5
3.87
1.8
188
-29
45
78
true
Rebalance
Rebalance back to target bands
-8
5
BrokerD
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-20
-19
66
5
false
Monitor dispersion and breadth
P4643
Cautious
IRA
USD
2025-05-06
378,045
51,933
326,112
1
43.8
32.3
9.6
14.3
QQQ:15.8%;XLF:24.1%;MUB:11.9%;TLT:24.1%;VNQ:24.1%
US:62.9;EU:18.1;APAC:9.7;EM:8.2;Other:1.2
Value:+1.0;Growth:+0.7;Quality:-0.3;Size:-0.7;Momentum:-0.2;LowVol:-0.9
NoMargin
8
35
4.3
trailing 10%
167
13.2
Sideways
20.1
4.12
3
114
-21
36
50
false
Rebalance
Shift +1% to bonds from equity
-15
-19
BrokerB
LMT
94
null
null
Normal monitoring
9
-51
-13
3
false
Within IPS guidelines
P4644
Hands-off
Trust
USD
2025-08-12
247,843
21,437
226,406
1
68.5
26.3
0
5.2
AAPL:23.3%;XLF:16.1%;GLD:23.3%;IEF:14.1%;QQQ:23.3%
US:63.3;EU:18.1;APAC:11.8;EM:3.5;Other:3.3
Value:-0.7;Growth:-0.9;Quality:-0.5;Size:+0.4;Momentum:-1.0;LowVol:+0.2
null
7
35
5.7
trailing 8%
97
13.6
Sideways
16.8
4.68
2.3
112
51
63
49
true
Hedge
Buy index puts 1% notional
-5
3
BrokerA
LMT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
25
-11
65
4
true
Within IPS guidelines
P4645
Systematic
Trust
USD
2025-02-17
1,085,830
94,363
991,467
1
66.1
26.2
0
7.8
GLD:11.6%;VTI:23.2%;AMZN:17.4%;MUB:23.2%;HYG:14.2%;BND:10.4%
US:67.3;EU:10.2;APAC:13.1;EM:6.3;Other:3.1
Value:+0.4;Growth:-0.7;Quality:+0.3;Size:-0.6;Momentum:-0.8;LowVol:+1.0
MaxPos6%
5
25
4.2
trailing 9%
218
27.8
Volatile
26.8
4.88
3.5
163
-14
54
78
true
Reduce
Cut high-beta by 2-3%, add cash
4
2
BrokerA
LMT
99
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-29
-40
-53
4
false
Tax-aware sells next window
P4646
Cautious
Roth
USD
2024-12-18
171,043
15,302
155,741
1
37.6
44.7
3.2
14.5
HYG:21.8%;TSLA:17.6%;MUB:22.2%;TLT:16.3%;VNQ:22.2%
US:64.5;EU:11.7;APAC:13.3;EM:7.0;Other:3.5
Value:+0.4;Growth:-0.2;Quality:-0.2;Size:-0.6;Momentum:0.0;LowVol:+0.9
NoMargin
10
35
3.2
trailing 8%
140
17.9
Volatile
27.5
3.76
2.4
124
51
67
67
false
Rebalance
Shift +1% to bonds from equity
-5
-35
BrokerB
LMT
97
null
null
Normal monitoring
-40
-4
32
5
false
Monitor dispersion and breadth
P4647
Active
Roth
USD
2024-12-11
886,018
56,642
829,376
1.25
63.3
28.9
0
7.8
HYG:9.5%;MUB:22.9%;AMZN:22.9%;XLF:22.9%;VTI:10.0%;VOO:11.8%
US:68.8;EU:14.2;APAC:10.0;EM:4.6;Other:2.5
Value:-0.3;Growth:+0.8;Quality:+0.4;Size:-0.2;Momentum:-0.3;LowVol:-0.5
null
10
35
5.7
trailing 8%
171
25.6
Sideways
16.8
4.59
3.3
97
-8
57
59
false
Sell
Trim extended winner -1%
20
-4
BrokerD
LMT
91
null
null
Normal monitoring
33
-57
154
5
false
Monitor dispersion and breadth
P4648
Opportunistic
Roth
USD
2025-01-20
1,675,226
57,322
1,617,904
1
70.3
13.7
8.6
7.4
HYG:33.3%;TSLA:33.3%;MUB:33.3%
US:72.2;EU:5.6;APAC:11.1;EM:10.6;Other:0.6
Value:+0.2;Growth:-0.7;Quality:+0.9;Size:-0.2;Momentum:+0.3;LowVol:+0.6
NoDerivatives
5
30
6.5
trailing 9%
274
28.2
Bull
14.7
5
3
112
86
100
52
false
Buy
Add to core equity +1%
18
5
BrokerD
MKT
87
null
null
Normal monitoring
-43
7
64
4
false
Tighten stops on momentum names
P4649
Cautious
Taxable
USD
2024-11-23
429,651
44,034
385,617
1
39.3
41.6
1.2
17.9
BRK.B:27.8%;VNQ:16.5%;TSLA:27.8%;VTI:27.8%
US:64.6;EU:20.2;APAC:6.6;EM:8.0;Other:0.6
Value:-0.2;Growth:-0.4;Quality:-0.8;Size:-0.8;Momentum:+0.4;LowVol:-0.0
ESGOnly;NoMargin
8
35
4.9
trailing 10%
113
19.1
Sideways
16.8
4.3
2.8
99
51
80
40
false
Hedge
Add TLT +1% as duration hedge
-4
-2
BrokerB
LMT
89
null
null
Normal monitoring
111
-54
106
5
false
Monitor dispersion and breadth
P4650
Systematic
401k
USD
2025-01-15
1,764,817
90,332
1,674,485
1
69.1
21.1
2.5
7.3
VOO:13.4%;AAPL:18.3%;XLF:21.9%;AMZN:11.6%;BND:14.6%;BRK.B:20.3%
US:65.2;EU:17.3;APAC:7.9;EM:8.4;Other:1.2
Value:+0.4;Growth:-0.6;Quality:-0.4;Size:-0.1;Momentum:-0.1;LowVol:-0.0
MaxPos5%
7
35
5.2
trailing 9%
220
18.3
Sideways
17.5
4.57
3.2
132
-19
36
49
false
NoAction
Within bands; monitor
30
-2
BrokerB
MKT
0
null
null
Normal monitoring
13
-22
121
3
false
Tighten stops on momentum names
P4651
Hands-off
Roth
USD
2025-06-18
245,156
13,215
231,941
1
62.1
18
12.7
7.1
MUB:33.3%;VOO:33.3%;HYG:33.3%
US:70.1;EU:10.7;APAC:10.2;EM:8.8;Other:0.2
Value:-0.5;Growth:+0.8;Quality:+0.8;Size:+0.9;Momentum:+0.6;LowVol:-0.5
MaxPos5%
6
35
4.4
trailing 8%
117
19.6
Bear
24
3.43
1.6
148
-25
22
74
true
Rebalance
Rebalance back to target bands
24
-24
BrokerA
MKT
98
RegimeShift
Pause
Volatility spike and breadth deterioration
4
12
111
3
false
Increase defensive factor exposure
P4652
Hands-off
Roth
USD
2024-09-15
491,411
38,304
453,107
1
58
19.5
16.3
6.2
XLF:33.3%;IEF:33.3%;VTI:33.3%
US:61.6;EU:8.5;APAC:14.1;EM:10.4;Other:5.4
Value:+0.1;Growth:-0.7;Quality:-0.1;Size:-0.8;Momentum:-0.6;LowVol:+0.9
null
10
25
3.3
trailing 8%
145
16.2
Sideways
17.7
4.4
2
95
21
56
60
false
Sell
Trim extended winner -1%
5
-14
BrokerB
MKT
94
null
null
Normal monitoring
-37
19
-37
4
false
Increase defensive factor exposure
P4653
Cautious
Trust
USD
2025-02-09
854,765
82,321
772,444
1
42.3
31.1
14.2
12.4
TLT:19.8%;VTI:26.7%;VNQ:26.7%;BRK.B:26.7%
US:62.8;EU:17.1;APAC:12.1;EM:6.4;Other:1.5
Value:+0.2;Growth:-0.4;Quality:-0.5;Size:-0.5;Momentum:-0.7;LowVol:+0.4
MaxPos5%;NoDerivatives;NoMargin
8
35
5
trailing 8%
110
18
Volatile
28.1
3.52
4.1
179
60
84
53
false
NoAction
Within bands; monitor
27
-6
BrokerB
MKT
0
null
null
Normal monitoring
-40
-16
25
3
false
Increase defensive factor exposure
P4654
Cautious
401k
USD
2025-08-22
856,320
105,723
750,597
1
49.4
38.9
0
11.8
TSLA:25.3%;VOO:25.3%;MSFT:25.3%;MUB:24.0%
US:59.9;EU:16.8;APAC:14.5;EM:5.2;Other:3.7
Value:+0.2;Growth:-0.2;Quality:+0.9;Size:+0.8;Momentum:+0.9;LowVol:-0.3
NoMargin
6
30
4.1
trailing 8%
119
14.9
Volatile
25.6
5.25
4.5
154
-12
36
60
true
Hedge
Buy index puts 1% notional
11
6
BrokerA
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-39
-58
52
4
true
Tax-aware sells next window
P4655
Active
Trust
USD
2024-12-28
1,599,199
114,317
1,484,882
1
68.1
23
3.2
5.7
IEF:12.4%;BND:20.2%;XLF:11.6%;VOO:12.9%;AMZN:21.5%;AAPL:21.5%
US:70.7;EU:11.6;APAC:7.8;EM:7.8;Other:2.0
Value:+0.7;Growth:+0.5;Quality:+0.8;Size:-0.8;Momentum:-0.9;LowVol:+0.1
null
8
30
4.4
hard 12%
215
17.3
Bull
13.9
3.85
3
114
92
92
48
false
Buy
Add to core equity +1%
12
-19
BrokerC
MKT
91
null
null
Normal monitoring
19
-29
-4
5
false
Increase defensive factor exposure
P4656
Hands-off
401k
USD
2025-01-21
263,005
15,636
247,369
1
56.2
28
6.4
9.4
HYG:15.0%;AAPL:21.2%;IEF:10.3%;GLD:18.1%;QQQ:14.2%;VOO:21.2%
US:65.4;EU:8.2;APAC:12.7;EM:7.8;Other:5.9
Value:-0.2;Growth:+0.3;Quality:+0.1;Size:-0.2;Momentum:+0.8;LowVol:+0.3
MaxPos5%;NoDerivatives
10
25
4.4
trailing 10%
108
12.3
Bull
16.3
4.63
2.4
79
81
83
48
false
Rebalance
Shift +1% to bonds from equity
16
-12
BrokerB
MKT
90
null
null
Normal monitoring
101
-45
68
5
false
Monitor dispersion and breadth
P4657
Cautious
Trust
USD
2025-03-02
436,352
39,475
396,877
1
38.6
30.7
15.5
15.2
BRK.B:18.6%;GLD:12.0%;TLT:13.8%;AAPL:17.3%;VTI:18.1%;TSLA:20.1%
US:70.2;EU:6.9;APAC:13.3;EM:7.1;Other:2.4
Value:+0.6;Growth:-0.3;Quality:-0.8;Size:+0.1;Momentum:-0.8;LowVol:+0.9
ESGOnly;NoDerivatives;NoMargin
10
35
4.5
hard 10%
138
15.9
Bull
12.9
4.82
3.2
119
66
84
21
false
Rebalance
Shift +1% to bonds from equity
30
-36
BrokerD
MKT
94
null
null
Normal monitoring
105
16
178
3
false
Monitor dispersion and breadth
P4658
Opportunistic
Trust
USD
2025-06-24
719,847
51,589
668,258
1
72.8
16.5
4.3
6.4
XLF:28.2%;AMZN:28.2%;HYG:15.4%;MSFT:28.2%
US:76.7;EU:8.5;APAC:7.3;EM:5.7;Other:1.8
Value:-0.1;Growth:-1.0;Quality:+0.4;Size:-0.2;Momentum:-0.2;LowVol:-0.4
MaxPos8%
10
25
6.3
trailing 7%
214
30.5
Bull
11
4.35
2.5
88
103
100
55
true
Reduce
Cut high-beta by 2-3%, add cash
23
9
BrokerA
MKT
86
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
75
12
93
4
false
Within IPS guidelines
P4659
Opportunistic
Roth
USD
2025-02-01
693,608
28,816
664,792
1
73.8
15.1
6.3
4.8
GLD:33.3%;AAPL:33.3%;BND:33.3%
US:78.5;EU:5.7;APAC:7.8;EM:5.8;Other:2.1
Value:-0.3;Growth:-0.7;Quality:+0.3;Size:+0.4;Momentum:-0.2;LowVol:0.0
MaxPos6%
10
35
4.4
hard 12%
248
21.7
Bull
12.1
4.76
3.3
81
13
58
38
false
Hedge
Add TLT +1% as duration hedge
-9
-25
BrokerA
VWAP
93
null
null
Normal monitoring
-43
-29
85
3
false
Tax-aware sells next window
P4660
Cautious
Trust
USD
2025-09-18
393,936
60,245
333,691
1
47.1
39.4
0
13.4
GLD:14.5%;VOO:21.4%;TSLA:21.4%;AMZN:21.4%;QQQ:21.4%
US:69.3;EU:9.8;APAC:15.0;EM:4.6;Other:1.4
Value:-0.9;Growth:+0.2;Quality:-0.1;Size:+1.0;Momentum:-0.8;LowVol:+0.6
ESGOnly;NoMargin
10
30
4.2
hard 10%
162
17.9
Bull
16.3
4.52
3.4
113
106
94
36
false
Rebalance
Shift +1% to bonds from equity
-14
-17
BrokerC
LMT
90
null
null
Normal monitoring
66
2
205
4
false
Tighten stops on momentum names
P4661
Hands-off
401k
USD
2024-08-10
690,588
65,029
625,559
1
62.4
29.6
0
8.1
QQQ:35.1%;AMZN:35.1%;MSFT:29.8%
US:62.6;EU:16.2;APAC:10.9;EM:8.5;Other:1.8
Value:-0.7;Growth:+0.5;Quality:-0.8;Size:+0.4;Momentum:+0.7;LowVol:+0.4
ESGOnly
8
35
5
hard 10%
158
16.2
Bear
32
3.26
1.8
189
-82
12
85
true
Rebalance
Rebalance back to target bands
19
-19
BrokerB
LMT
95
VAR>budget
Reduce
Risk above budget threshold
39
11
72
5
false
Tax-aware sells next window
P4662
Opportunistic
Taxable
USD
2024-09-07
625,886
21,448
604,438
1.11
62.4
13.2
19.8
4.5
VNQ:36.1%;MSFT:27.8%;QQQ:36.1%
US:70.4;EU:16.8;APAC:5.6;EM:4.7;Other:2.6
Value:+0.7;Growth:+0.7;Quality:+0.1;Size:-0.9;Momentum:-0.8;LowVol:-0.7
MaxPos7%
5
25
4.2
trailing 7%
160
34.2
Volatile
24.8
4.68
2.8
179
64
95
62
false
Rebalance
Shift +1% to bonds from equity
5
-39
BrokerA
VWAP
89
null
null
Normal monitoring
74
-23
136
4
false
Tax-aware sells next window
P4663
Active
Taxable
USD
2025-02-13
1,451,319
113,373
1,337,946
1
59.1
22.1
10
8.9
XLF:21.3%;BRK.B:23.4%;TSLA:19.3%;IEF:12.6%;TLT:23.4%
US:67.3;EU:16.6;APAC:8.3;EM:3.0;Other:4.7
Value:+0.3;Growth:-0.1;Quality:-0.3;Size:+0.8;Momentum:-0.7;LowVol:-0.9
NoDerivatives
5
35
4.7
trailing 8%
224
22.5
Volatile
24.5
4.21
4.3
179
-57
6
63
false
Buy
Add to core equity +1%
7
15
BrokerC
VWAP
100
null
null
Normal monitoring
43
5
43
4
false
Monitor dispersion and breadth
P4664
Active
Roth
USD
2024-09-17
1,101,395
75,028
1,026,367
1
59.6
23.3
11.4
5.7
AAPL:32.3%;MUB:33.9%;AMZN:33.9%
US:59.9;EU:17.2;APAC:14.9;EM:3.9;Other:4.1
Value:+0.4;Growth:+0.7;Quality:-0.9;Size:-0.2;Momentum:0.0;LowVol:-0.7
MaxPos7%;NoDerivatives
7
35
4.7
trailing 8%
174
27.5
Volatile
23.1
4.68
2.2
129
6
50
64
true
Reduce
Cut high-beta by 2-3%, add cash
-1
-6
BrokerA
VWAP
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-52
-46
-62
4
false
Tighten stops on momentum names
P4665
Active
Roth
USD
2024-08-01
2,053,188
214,875
1,838,313
1
61.3
28.1
0.9
9.6
MSFT:23.5%;MUB:18.5%;AAPL:19.0%;QQQ:23.5%;VTI:15.6%
US:68.2;EU:5.9;APAC:11.0;EM:10.4;Other:4.5
Value:-0.5;Growth:+0.9;Quality:-0.5;Size:+0.7;Momentum:-0.6;LowVol:-0.6
null
10
25
4.2
trailing 8%
218
26.6
Volatile
28.6
5.28
3.4
142
-37
39
70
false
Rebalance
Shift +1% to bonds from equity
32
-22
BrokerA
LMT
98
null
null
Normal monitoring
48
-12
74
3
false
Increase defensive factor exposure
P4666
Cautious
401k
USD
2025-10-30
471,162
55,530
415,632
1
45.2
30.7
13.1
11
MUB:21.5%;XLF:21.5%;AAPL:12.8%;TSLA:21.5%;GLD:15.8%;VTI:6.9%
US:63.0;EU:13.4;APAC:11.8;EM:7.8;Other:3.9
Value:+0.2;Growth:+0.3;Quality:-0.1;Size:+0.2;Momentum:+0.3;LowVol:+0.2
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
7
25
4.5
hard 10%
162
15.3
Volatile
26.5
4.93
4.4
168
-11
34
70
false
Rebalance
Shift +1% to bonds from equity
-14
-16
BrokerC
LMT
96
null
null
Normal monitoring
-26
-44
44
3
false
Tax-aware sells next window
P4667
Hands-off
IRA
USD
2024-07-14
410,249
24,619
385,630
1
65.8
19.6
6.9
7.8
AAPL:25.4%;IEF:23.7%;QQQ:25.4%;XLF:25.4%
US:73.7;EU:6.3;APAC:11.3;EM:6.0;Other:2.7
Value:-0.5;Growth:-0.5;Quality:+0.4;Size:-0.5;Momentum:+1.0;LowVol:-0.6
MaxPos7%;NoDerivatives
5
25
5.6
trailing 8%
170
19.7
Volatile
22.5
4.12
3
118
-42
32
61
false
Buy
Add to core equity +1%
3
14
BrokerA
LMT
87
null
null
Normal monitoring
38
-17
173
4
false
Tax-aware sells next window
P4668
Systematic
401k
USD
2025-10-08
1,419,393
129,089
1,290,304
1
63.2
32.1
0
4.8
TLT:13.4%;AMZN:17.1%;BND:21.7%;VNQ:23.9%;MSFT:23.9%
US:64.4;EU:11.7;APAC:12.7;EM:9.6;Other:1.6
Value:+0.4;Growth:-0.5;Quality:+0.6;Size:+1.0;Momentum:+0.3;LowVol:-0.2
MaxPos5%
10
25
4.5
trailing 9%
210
18.9
Volatile
24.6
3.7
3.7
147
31
79
73
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-6
BrokerD
LMT
94
Drift>tolerance
Pause
Allocation drift beyond policy bands
60
-37
181
5
false
Tax-aware sells next window
P4669
Systematic
401k
USD
2025-06-06
1,228,741
110,485
1,118,256
1
65.3
27
0
7.7
VTI:21.0%;BND:10.8%;TSLA:9.6%;QQQ:21.0%;MSFT:16.7%;VNQ:21.0%
US:77.5;EU:9.5;APAC:8.6;EM:3.8;Other:0.6
Value:-0.8;Growth:+0.2;Quality:-0.5;Size:-0.5;Momentum:+0.7;LowVol:-0.0
MaxPos6%
6
30
4.1
trailing 8%
212
25.7
Volatile
22.5
4.62
3.1
124
37
53
62
false
Buy
Add to core equity +1%
28
-1
BrokerC
LMT
91
null
null
Normal monitoring
76
-9
185
3
false
Increase defensive factor exposure
P4670
Systematic
401k
USD
2025-02-02
1,746,018
105,249
1,640,769
1
62.4
31
0
6.6
VTI:25.9%;IEF:15.3%;XLF:22.5%;VOO:10.3%;VNQ:25.9%
US:64.5;EU:12.3;APAC:10.6;EM:8.8;Other:3.8
Value:-0.0;Growth:-0.6;Quality:+0.6;Size:-0.8;Momentum:+0.7;LowVol:-0.9
null
6
30
5.1
trailing 8%
131
27.8
Bull
17.2
3.98
3.2
86
77
87
47
false
Sell
Trim extended winner -1%
-9
1
BrokerB
VWAP
96
null
null
Normal monitoring
99
10
226
3
false
Increase defensive factor exposure
P4671
Active
Roth
USD
2025-07-24
1,464,307
134,695
1,329,612
1
63
23.5
3.6
9.9
QQQ:37.8%;MSFT:37.8%;TSLA:24.5%
US:67.3;EU:12.1;APAC:12.7;EM:5.7;Other:2.1
Value:+0.6;Growth:-0.3;Quality:+0.8;Size:+0.9;Momentum:-0.3;LowVol:+0.1
MaxPos8%
10
30
4.7
hard 12%
124
21.1
Volatile
20.1
4.88
3.4
129
-28
35
53
false
Buy
Add to core equity +1%
-6
-19
BrokerB
MKT
98
null
null
Normal monitoring
94
20
189
4
false
Monitor dispersion and breadth
P4672
Active
Trust
USD
2024-11-05
1,319,353
101,438
1,217,915
1
64.6
27.9
0
7.5
BND:26.9%;TLT:19.2%;BRK.B:26.9%;MSFT:26.9%
US:76.1;EU:10.4;APAC:5.9;EM:6.6;Other:1.0
Value:+0.8;Growth:-0.2;Quality:-0.1;Size:+0.2;Momentum:+0.1;LowVol:+0.5
MaxPos6%;NoDerivatives
7
25
4.1
hard 12%
181
26.7
Bull
12.5
3.95
3.4
75
62
81
49
false
Sell
Trim extended winner -1%
-15
10
BrokerD
LMT
86
null
null
Normal monitoring
45
-5
153
4
false
Tighten stops on momentum names
P4673
Active
Taxable
USD
2024-12-25
690,527
75,001
615,526
1
53.5
20.4
19.4
6.7
TLT:23.7%;AMZN:12.4%;TSLA:23.5%;BND:23.7%;XLF:16.7%
US:61.4;EU:15.7;APAC:10.6;EM:10.9;Other:1.5
Value:-0.4;Growth:-0.1;Quality:-0.8;Size:+0.7;Momentum:+0.5;LowVol:+0.8
MaxPos6%;NoDerivatives
10
25
4.5
trailing 9%
133
21.8
Bull
17.2
3.53
3.3
96
44
73
48
false
Sell
Trim extended winner -1%
0
-12
BrokerD
LMT
85
null
null
Normal monitoring
93
-14
121
3
false
Monitor dispersion and breadth
P4674
Systematic
Trust
USD
2024-09-07
1,774,719
112,793
1,661,926
1
63.3
25.1
1.7
9.8
AMZN:33.3%;VNQ:33.3%;VTI:33.3%
US:60.2;EU:12.8;APAC:12.7;EM:10.7;Other:3.6
Value:+0.6;Growth:-0.1;Quality:0.0;Size:+0.7;Momentum:-0.3;LowVol:-0.7
MaxPos8%
10
25
5
hard 12%
191
17.9
Volatile
21.5
4.72
3.5
147
55
83
52
false
Rebalance
Shift +1% to bonds from equity
-2
7
BrokerB
MKT
96
null
null
Normal monitoring
61
-40
181
4
false
Increase defensive factor exposure
P4675
Active
IRA
USD
2025-07-23
2,167,537
176,467
1,991,070
1
62.4
29.5
0.7
7.4
HYG:33.3%;AAPL:33.3%;MUB:33.3%
US:68.3;EU:7.1;APAC:13.8;EM:10.1;Other:0.7
Value:-0.5;Growth:+0.2;Quality:+0.2;Size:+0.5;Momentum:+0.3;LowVol:-0.6
NoDerivatives
10
30
4.6
trailing 8%
145
26.1
Bull
14.8
4.06
2.2
91
78
100
52
false
Rebalance
Shift +1% to bonds from equity
-15
-31
BrokerB
LMT
90
null
null
Normal monitoring
60
-10
25
3
false
Increase defensive factor exposure
P4676
Opportunistic
401k
USD
2025-04-16
1,005,337
64,001
941,336
1
66.5
19.4
7.3
6.8
VTI:33.3%;BRK.B:33.3%;HYG:33.3%
US:64.4;EU:14.0;APAC:10.5;EM:8.3;Other:2.7
Value:-0.1;Growth:-0.2;Quality:+0.4;Size:+0.2;Momentum:-0.7;LowVol:+0.2
null
8
25
6.4
hard 12%
246
29.8
Bull
17.1
4.47
3.1
93
19
50
49
false
Sell
Trim extended winner -1%
23
7
BrokerA
LMT
95
null
null
Normal monitoring
-13
-9
-9
5
false
Within IPS guidelines
P4677
Hands-off
Taxable
USD
2025-07-18
718,838
41,936
676,902
1
58.2
28
8
5.8
GLD:33.3%;MUB:33.3%;IEF:33.3%
US:62.9;EU:16.4;APAC:10.8;EM:7.5;Other:2.4
Value:+0.9;Growth:+0.8;Quality:+0.9;Size:-0.8;Momentum:+0.8;LowVol:-0.9
ESGOnly
6
25
4.5
trailing 10%
149
13.1
Sideways
15.1
4.91
3.4
129
14
65
49
false
Sell
Trim extended winner -1%
25
-12
BrokerB
LMT
91
null
null
Normal monitoring
11
6
11
3
false
Tax-aware sells next window
P4678
Hands-off
Taxable
USD
2025-11-19
739,120
67,373
671,747
1
59.2
18
14
8.9
HYG:28.3%;GLD:28.3%;BND:15.0%;VNQ:28.3%
US:65.8;EU:15.9;APAC:7.2;EM:9.8;Other:1.2
Value:-0.6;Growth:+0.8;Quality:-0.3;Size:+0.5;Momentum:-0.6;LowVol:+0.8
ESGOnly;MaxPos7%
7
25
3.2
hard 10%
91
18.4
Bull
12.1
4.69
3.5
70
25
65
40
false
Sell
Trim extended winner -1%
2
-34
BrokerC
VWAP
89
null
null
Normal monitoring
-27
-9
74
4
false
Increase defensive factor exposure
P4679
Cautious
Trust
USD
2024-11-02
158,347
24,815
133,532
1
48
42
0
10
TSLA:12.2%;VTI:19.7%;BND:20.3%;GLD:15.4%;AMZN:18.0%;HYG:14.4%
US:62.0;EU:19.2;APAC:11.9;EM:6.7;Other:0.2
Value:+0.7;Growth:-0.3;Quality:-0.8;Size:+0.9;Momentum:+0.1;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
10
30
5.8
trailing 8%
164
19.9
Sideways
18.2
3.96
3.3
92
44
80
55
false
Buy
Add to core equity +1%
3
-2
BrokerA
MKT
93
null
null
Normal monitoring
77
-9
193
3
false
Tighten stops on momentum names
P4680
Opportunistic
Trust
USD
2025-03-24
1,025,757
67,105
958,652
1
70.8
10.5
14.1
4.6
VTI:21.5%;XLF:9.6%;MUB:17.1%;VOO:21.5%;TLT:8.8%;VNQ:21.5%
US:70.3;EU:9.8;APAC:6.6;EM:11.3;Other:2.0
Value:+0.4;Growth:-0.3;Quality:-0.2;Size:+0.2;Momentum:+0.6;LowVol:+0.5
NoDerivatives
8
35
4.2
trailing 7%
245
34.8
Volatile
29.8
5.36
2.3
178
37
64
76
true
Hedge
Buy index puts 1% notional
32
-2
BrokerB
LMT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
91
-55
201
5
false
Tax-aware sells next window
P4681
Opportunistic
401k
USD
2025-02-07
1,216,700
70,479
1,146,221
1.21
72.9
17.9
2.4
6.8
BND:13.3%;TLT:18.6%;MUB:9.3%;QQQ:20.7%;VNQ:20.7%;XLF:17.4%
US:61.8;EU:18.4;APAC:5.3;EM:10.5;Other:4.0
Value:+0.1;Growth:+0.7;Quality:+0.3;Size:-0.2;Momentum:-0.5;LowVol:-0.2
null
10
25
5.3
hard 12%
245
20.5
Volatile
28.1
4.78
2.7
121
71
88
76
true
Rebalance
Rebalance back to target bands
34
-20
BrokerD
MKT
90
VAR>budget
TightenStops
Risk above budget threshold
78
-43
65
4
false
Tighten stops on momentum names
P4682
Opportunistic
401k
USD
2025-03-21
906,777
61,694
845,083
1
72.8
11.3
7.4
8.4
TLT:26.6%;TSLA:20.2%;AAPL:26.6%;VTI:26.6%
US:63.9;EU:16.6;APAC:11.7;EM:3.6;Other:4.2
Value:-0.3;Growth:-0.7;Quality:+0.1;Size:-0.0;Momentum:-0.9;LowVol:+0.4
MaxPos6%;NoDerivatives
10
30
4.5
trailing 9%
160
25.4
Bear
31.4
4.37
2.3
198
-25
26
94
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-38
BrokerA
LMT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
27
-8
-7
2
false
Tighten stops on momentum names
P4683
Active
Trust
USD
2025-09-22
1,768,509
146,311
1,622,198
1.22
51.4
21.1
22.5
5
QQQ:17.3%;BND:17.0%;MUB:20.2%;TLT:8.4%;VNQ:20.2%;VTI:16.8%
US:62.2;EU:15.6;APAC:9.1;EM:9.3;Other:3.8
Value:-0.8;Growth:+0.3;Quality:-0.9;Size:+0.2;Momentum:-0.6;LowVol:+0.3
MaxPos8%;NoDerivatives
8
30
5.5
trailing 8%
196
26.5
Bull
16.4
4.68
3.2
112
90
80
41
false
NoAction
Within bands; monitor
13
-20
BrokerB
LMT
99
null
null
Normal monitoring
16
-42
7
4
false
Tax-aware sells next window
P4684
Hands-off
IRA
USD
2024-09-08
825,535
44,505
781,030
1
63.8
17.5
10.3
8.4
GLD:25.9%;TLT:22.3%;TSLA:25.9%;QQQ:25.9%
US:57.7;EU:17.8;APAC:14.7;EM:7.3;Other:2.5
Value:-0.9;Growth:-1.0;Quality:-0.4;Size:-0.9;Momentum:+1.0;LowVol:-0.7
MaxPos5%;NoDerivatives
10
30
3.1
trailing 8%
123
17.7
Volatile
27.7
5.04
3
142
-52
12
64
false
Rebalance
Shift +1% to bonds from equity
-8
-9
BrokerA
LMT
93
null
null
Normal monitoring
20
6
31
5
false
Tighten stops on momentum names
P4685
Cautious
IRA
USD
2025-06-16
820,181
124,989
695,192
1
44
41.5
1.3
13.2
HYG:21.9%;TSLA:19.1%;AMZN:15.5%;AAPL:21.9%;QQQ:21.6%
US:61.8;EU:13.8;APAC:12.3;EM:10.2;Other:1.9
Value:+0.2;Growth:+0.1;Quality:-0.8;Size:-0.1;Momentum:+0.4;LowVol:-0.7
NoMargin
6
30
4.5
trailing 10%
159
15.9
Sideways
21.4
3.59
2.9
139
11
52
43
false
Sell
Trim extended winner -1%
13
-6
BrokerA
MKT
97
null
null
Normal monitoring
82
9
52
4
false
Monitor dispersion and breadth
P4686
Cautious
401k
USD
2025-10-28
780,739
101,100
679,639
1
43.7
35.3
7.8
13.2
VOO:20.5%;MUB:16.4%;VTI:9.7%;TLT:20.5%;QQQ:17.5%;BND:15.3%
US:68.9;EU:7.9;APAC:11.6;EM:7.3;Other:4.4
Value:-0.0;Growth:-0.4;Quality:-0.9;Size:-0.1;Momentum:+0.2;LowVol:+0.5
MaxPos7%;NoMargin
7
35
5.9
trailing 8%
162
13
Bull
14.7
4.56
2.3
79
101
92
36
false
Hedge
Add TLT +1% as duration hedge
-2
-5
BrokerC
LMT
87
null
null
Normal monitoring
28
-20
29
5
false
Within IPS guidelines
P4687
Hands-off
IRA
USD
2025-03-22
206,229
11,111
195,118
1
59.3
21.8
11.9
7
TLT:26.7%;BRK.B:20.0%;IEF:26.7%;MUB:26.7%
US:71.6;EU:13.1;APAC:10.0;EM:4.4;Other:0.9
Value:+0.1;Growth:-0.1;Quality:-0.8;Size:+0.6;Momentum:+0.9;LowVol:-0.6
ESGOnly;NoDerivatives
10
25
4.5
trailing 8%
132
19.1
Sideways
15.2
4.42
2.9
139
-24
32
50
false
Buy
Add to core equity +1%
-9
7
BrokerA
VWAP
93
null
null
Normal monitoring
-23
16
-54
4
false
Tax-aware sells next window
P4688
Opportunistic
Taxable
USD
2024-09-13
527,988
32,983
495,005
1.24
68.2
17.9
7
6.8
GLD:23.2%;MSFT:24.6%;BRK.B:26.1%;AAPL:26.1%
US:59.7;EU:16.5;APAC:11.4;EM:8.2;Other:4.2
Value:-0.7;Growth:-0.5;Quality:+0.1;Size:-0.4;Momentum:-0.2;LowVol:+0.5
null
10
35
5.4
trailing 7%
238
33.5
Bull
17.2
4.71
2.4
104
49
79
61
false
Rebalance
Shift +1% to bonds from equity
-15
-9
BrokerA
MKT
87
null
null
Normal monitoring
37
-26
18
5
false
Increase defensive factor exposure
P4689
Hands-off
Trust
USD
2025-09-06
743,285
33,203
710,082
1
64.1
28.2
0
7.8
BND:10.4%;AAPL:25.7%;TSLA:12.3%;VOO:25.7%;QQQ:25.7%
US:68.2;EU:9.3;APAC:10.1;EM:11.6;Other:0.8
Value:+0.7;Growth:-0.4;Quality:+0.1;Size:-0.8;Momentum:0.0;LowVol:-0.6
ESGOnly
10
30
4.9
trailing 8%
98
14.3
Bull
13.2
4.84
2.9
87
119
100
45
false
Buy
Add to core equity +1%
19
-23
BrokerD
MKT
88
null
null
Normal monitoring
22
15
138
5
false
Within IPS guidelines
P4690
Systematic
Taxable
USD
2024-09-09
1,051,664
52,647
999,017
1
56
32.2
6.4
5.4
VTI:33.3%;BRK.B:33.3%;AAPL:33.3%
US:73.7;EU:6.3;APAC:13.4;EM:6.1;Other:0.4
Value:-0.3;Growth:+0.2;Quality:+0.4;Size:+0.6;Momentum:+0.2;LowVol:+0.5
null
7
25
4.7
hard 12%
173
22.8
Sideways
18
4.75
2.1
114
56
88
59
true
Rebalance
Rebalance back to target bands
10
9
BrokerC
LMT
100
VAR>budget
Pause
Risk above budget threshold
55
9
195
3
true
Tax-aware sells next window
P4691
Hands-off
IRA
USD
2025-03-20
549,226
49,748
499,478
1
64.3
17.3
11.1
7.3
VOO:22.0%;QQQ:19.8%;GLD:22.0%;MUB:14.2%;HYG:22.0%
US:61.2;EU:18.2;APAC:7.2;EM:10.9;Other:2.5
Value:+0.3;Growth:+0.3;Quality:+0.7;Size:+0.2;Momentum:+0.8;LowVol:+0.3
MaxPos5%
7
30
3.6
trailing 8%
116
19.3
Sideways
17.4
4.3
2.1
129
13
54
54
false
Sell
Trim extended winner -1%
22
-26
BrokerD
LMT
98
null
null
Normal monitoring
76
2
113
4
false
Increase defensive factor exposure
P4692
Opportunistic
Trust
USD
2025-08-17
1,766,577
60,069
1,706,508
1
73.5
18.1
0
8.4
MUB:26.5%;IEF:20.4%;TSLA:26.5%;GLD:26.5%
US:75.2;EU:9.6;APAC:8.1;EM:5.7;Other:1.4
Value:+0.2;Growth:0.0;Quality:-0.7;Size:-0.3;Momentum:-0.6;LowVol:-0.0
null
5
35
6.6
trailing 9%
187
22.1
Sideways
14.4
4.39
3
104
53
71
43
false
Hedge
Add TLT +1% as duration hedge
14
-40
BrokerD
LMT
95
null
null
Normal monitoring
19
-10
115
4
false
Tax-aware sells next window
P4693
Cautious
Roth
USD
2025-05-03
289,207
44,227
244,980
1
48.3
35.9
0
15.8
TLT:25.7%;XLF:25.7%;IEF:25.7%;BRK.B:22.9%
US:67.6;EU:11.5;APAC:8.6;EM:9.7;Other:2.7
Value:+0.1;Growth:-0.4;Quality:+0.6;Size:-0.7;Momentum:+0.5;LowVol:-0.3
ESGOnly;NoDerivatives;NoMargin
6
25
6
hard 10%
168
13
Bear
22.2
3.49
1.3
177
-79
22
47
true
Reduce
Cut high-beta by 2-3%, add cash
32
-33
BrokerB
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
102
6
104
3
false
Tax-aware sells next window
P4694
Cautious
401k
USD
2024-11-14
559,038
65,914
493,124
1
39.6
30.9
13.1
16.4
VNQ:25.8%;TSLA:10.1%;QQQ:12.3%;MUB:25.8%;MSFT:25.8%
US:74.7;EU:7.0;APAC:7.2;EM:8.5;Other:2.6
Value:-0.8;Growth:-0.8;Quality:+0.7;Size:-0.4;Momentum:-0.6;LowVol:+0.3
MaxPos5%;NoMargin
8
35
3.5
trailing 8%
113
12.1
Sideways
21.3
3.88
3.1
95
37
81
39
false
NoAction
Within bands; monitor
-15
-15
BrokerD
VWAP
95
null
null
Normal monitoring
-30
-44
13
5
false
Monitor dispersion and breadth
P4695
Cautious
Taxable
USD
2025-06-16
554,045
53,249
500,796
1
44.6
40.2
0
15.2
VTI:22.3%;BRK.B:22.3%;QQQ:22.3%;GLD:9.5%;AAPL:14.0%;XLF:9.5%
US:69.4;EU:5.9;APAC:11.6;EM:9.3;Other:3.8
Value:-0.6;Growth:-0.7;Quality:+0.6;Size:-0.5;Momentum:-0.2;LowVol:-0.7
MaxPos8%;NoMargin
6
25
4.1
trailing 10%
106
19.1
Bull
17.7
4.86
2.6
72
56
80
46
false
Buy
Add to core equity +1%
4
15
BrokerA
LMT
97
null
null
Normal monitoring
83
-44
68
4
false
Tighten stops on momentum names
P4696
Hands-off
IRA
USD
2025-08-22
231,002
14,728
216,274
1
57.7
19.7
17.2
5.3
TLT:34.4%;TSLA:34.4%;BRK.B:31.1%
US:62.0;EU:14.1;APAC:13.4;EM:8.6;Other:1.8
Value:+0.4;Growth:+0.2;Quality:+0.9;Size:+0.8;Momentum:-0.4;LowVol:-0.3
ESGOnly;NoDerivatives
7
30
3.8
trailing 8%
128
15.3
Bull
14.8
4.68
3.3
96
22
56
35
false
NoAction
Within bands; monitor
12
-1
BrokerC
LMT
100
null
null
Normal monitoring
46
-42
51
5
false
Tax-aware sells next window
P4697
Systematic
Trust
USD
2025-11-19
1,067,947
64,620
1,003,327
1
57.7
27.3
8.5
6.5
QQQ:13.4%;VTI:24.6%;TLT:24.6%;BND:24.6%;GLD:12.9%
US:71.7;EU:11.9;APAC:9.1;EM:6.7;Other:0.6
Value:-0.4;Growth:+0.3;Quality:-0.4;Size:+0.9;Momentum:+1.0;LowVol:+0.4
MaxPos5%;NoDerivatives
6
25
4.9
trailing 9%
193
19.9
Bull
13
3.97
2.4
107
30
63
32
false
Sell
Trim extended winner -1%
30
-3
BrokerD
VWAP
91
null
null
Normal monitoring
-59
-18
33
4
false
Tax-aware sells next window
P4698
Active
Taxable
USD
2025-11-02
1,153,089
133,538
1,019,551
1.23
61.7
22.5
7.3
8.5
VTI:22.9%;VOO:10.5%;BND:21.4%;AMZN:22.9%;TSLA:22.3%
US:58.2;EU:17.5;APAC:12.4;EM:9.9;Other:1.9
Value:+0.1;Growth:-0.7;Quality:-0.6;Size:-0.8;Momentum:-0.7;LowVol:-0.3
NoDerivatives
10
30
5.9
trailing 8%
216
26.4
Volatile
28.9
3.94
3.1
146
55
65
75
true
Reduce
Cut high-beta by 2-3%, add cash
31
10
BrokerB
VWAP
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
86
-10
221
4
false
Tax-aware sells next window
P4699
Systematic
Roth
USD
2024-12-21
800,966
56,870
744,096
1
58.1
23.7
13
5.2
BND:33.3%;TLT:33.3%;AAPL:33.3%
US:71.0;EU:10.8;APAC:12.9;EM:5.2;Other:0.2
Value:+0.1;Growth:+0.7;Quality:+0.7;Size:+0.2;Momentum:-0.4;LowVol:+0.1
MaxPos7%
10
35
4.2
hard 12%
220
16.3
Bull
17
4.48
3
118
113
100
38
false
Buy
Add to core equity +1%
8
-31
BrokerD
MKT
97
null
null
Normal monitoring
68
-17
101
4
false
Tax-aware sells next window
P4700
Hands-off
Trust
USD
2025-07-08
707,702
34,873
672,829
1
70.2
22.1
0
7.8
VOO:23.9%;AMZN:10.4%;TSLA:11.6%;BRK.B:23.9%;XLF:18.3%;AAPL:11.9%
US:65.1;EU:20.1;APAC:6.6;EM:3.6;Other:4.6
Value:+0.6;Growth:-0.1;Quality:+0.1;Size:0.0;Momentum:+0.6;LowVol:-0.2
ESGOnly;MaxPos5%
8
30
4.3
trailing 8%
106
18.1
Sideways
20
4.11
3
117
-11
41
54
false
Rebalance
Shift +1% to bonds from equity
8
12
BrokerA
LMT
89
null
null
Normal monitoring
50
-14
66
4
false
Monitor dispersion and breadth