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
P4801
Opportunistic
401k
USD
2024-09-25
496,971
32,660
464,311
1
61.1
19.7
11.6
7.6
BND:33.3%;AAPL:33.3%;XLF:33.3%
US:59.8;EU:19.2;APAC:9.5;EM:11.6;Other:0.0
Value:-0.9;Growth:+0.8;Quality:-0.1;Size:-0.6;Momentum:+0.1;LowVol:-1.0
MaxPos7%
5
35
5.7
trailing 9%
164
28.4
Volatile
23.6
3.73
4.3
126
39
79
66
false
Buy
Add to core equity +1%
13
-19
BrokerD
LMT
89
null
null
Normal monitoring
-8
-33
11
4
false
Within IPS guidelines
P4802
Opportunistic
Roth
USD
2025-08-03
1,237,711
105,386
1,132,325
1.06
74.4
10.9
5.7
9
TLT:22.0%;VTI:26.0%;XLF:26.0%;AAPL:26.0%
US:69.1;EU:10.3;APAC:5.8;EM:11.8;Other:3.0
Value:+0.6;Growth:+0.4;Quality:+0.8;Size:-0.6;Momentum:-0.1;LowVol:-0.7
NoDerivatives
6
25
5.5
trailing 9%
247
28.3
Bull
16.8
4.49
2.6
85
58
67
63
false
NoAction
Within bands; monitor
29
2
BrokerB
MKT
0
null
null
Normal monitoring
85
20
91
4
false
Monitor dispersion and breadth
P4803
Cautious
Roth
USD
2025-04-29
379,328
34,527
344,801
1
41.1
41.2
0
17.8
VOO:33.3%;AMZN:33.3%;MUB:33.3%
US:69.7;EU:7.7;APAC:7.5;EM:10.3;Other:4.8
Value:-0.2;Growth:+0.7;Quality:-0.1;Size:-0.2;Momentum:-0.3;LowVol:+0.8
ESGOnly;NoMargin
5
30
4.4
trailing 8%
154
19.3
Sideways
18
3.96
3.2
123
-16
49
44
false
Rebalance
Shift +1% to bonds from equity
17
-22
BrokerD
MKT
89
null
null
Normal monitoring
101
-45
224
4
false
Within IPS guidelines
P4804
Systematic
Taxable
USD
2025-12-19
441,822
25,915
415,907
1
57.1
31.2
3.5
8.2
AAPL:36.6%;TLT:36.6%;BND:26.7%
US:66.9;EU:14.2;APAC:8.9;EM:7.7;Other:2.3
Value:-0.3;Growth:+0.4;Quality:+0.9;Size:+0.9;Momentum:-0.2;LowVol:+0.7
null
10
35
4
hard 12%
225
21.4
Sideways
16.7
3.58
3.3
133
57
72
40
false
Hedge
Add TLT +1% as duration hedge
15
6
BrokerA
VWAP
89
null
null
Normal monitoring
41
6
56
3
false
Monitor dispersion and breadth
P4805
Hands-off
401k
USD
2025-11-03
714,772
46,378
668,394
1
56.8
24.8
12.6
5.7
IEF:22.3%;XLF:25.9%;MUB:25.9%;TSLA:25.9%
US:71.3;EU:7.9;APAC:9.6;EM:8.3;Other:3.0
Value:+0.2;Growth:+0.1;Quality:-0.6;Size:-0.7;Momentum:+0.6;LowVol:+0.3
ESGOnly
5
25
5.4
hard 10%
156
15.4
Sideways
19.7
4.23
3.2
131
-16
47
56
true
Hedge
Buy index puts 1% notional
-11
-16
BrokerB
MKT
99
VAR>budget
Hedge
Risk above budget threshold
111
-25
162
4
false
Tax-aware sells next window
P4806
Active
Roth
USD
2025-09-22
1,967,876
175,273
1,792,603
1
57.1
24.6
12.4
5.9
AAPL:19.3%;VTI:22.0%;GLD:22.0%;VOO:19.4%;BND:17.3%
US:69.5;EU:17.1;APAC:6.6;EM:4.6;Other:2.2
Value:-0.0;Growth:+0.8;Quality:-0.5;Size:0.0;Momentum:-0.1;LowVol:+0.9
MaxPos5%
7
25
4.4
trailing 9%
153
22.8
Sideways
20.1
4.69
2.5
115
56
66
61
false
Buy
Add to core equity +1%
25
-32
BrokerA
MKT
95
null
null
Normal monitoring
91
-11
73
5
false
Tighten stops on momentum names
P4807
Hands-off
IRA
USD
2025-09-24
527,252
49,293
477,959
1
69
25
0
6
VTI:19.7%;HYG:20.0%;AMZN:14.6%;IEF:14.9%;TLT:16.1%;BRK.B:14.8%
US:69.8;EU:6.4;APAC:13.1;EM:7.4;Other:3.3
Value:+1.0;Growth:-0.3;Quality:-0.1;Size:-0.5;Momentum:+0.8;LowVol:-0.5
null
8
25
4.2
trailing 8%
152
12.8
Bear
26.3
4.28
2.9
187
-19
44
84
true
Rebalance
Rebalance back to target bands
-1
-28
BrokerC
MKT
98
Drift>tolerance
Pause
Allocation drift beyond policy bands
99
-26
229
4
false
Tighten stops on momentum names
P4808
Hands-off
Roth
USD
2025-01-23
717,071
53,131
663,940
1
59.9
28.2
3.3
8.6
HYG:22.2%;XLF:27.5%;VNQ:22.7%;IEF:27.5%
US:73.7;EU:5.9;APAC:13.1;EM:3.4;Other:3.9
Value:+0.5;Growth:+0.1;Quality:+0.1;Size:-1.0;Momentum:-0.2;LowVol:-0.2
null
10
30
4.3
trailing 8%
169
12.5
Volatile
22.4
3.92
3.7
161
6
55
59
false
NoAction
Within bands; monitor
35
1
BrokerB
MKT
0
null
null
Normal monitoring
56
14
24
3
false
Increase defensive factor exposure
P4809
Active
Roth
USD
2025-03-05
1,653,013
189,189
1,463,824
1
66.4
18.1
7.4
8.1
MUB:25.0%;VNQ:25.0%;BRK.B:25.0%;QQQ:25.0%
US:70.7;EU:14.2;APAC:8.3;EM:5.4;Other:1.4
Value:-0.1;Growth:0.0;Quality:-0.5;Size:+0.3;Momentum:-0.2;LowVol:-0.6
MaxPos8%
6
25
5.7
trailing 8%
135
25.5
Bull
14.1
4.33
2.6
97
84
84
50
false
Sell
Trim extended winner -1%
26
4
BrokerC
LMT
98
null
null
Normal monitoring
-5
-32
112
5
false
Tighten stops on momentum names
P4810
Opportunistic
Trust
USD
2025-09-15
1,496,681
112,538
1,384,143
1.12
66.3
16.6
12.9
4.1
IEF:33.3%;AAPL:33.3%;VOO:33.3%
US:68.8;EU:11.6;APAC:11.0;EM:6.5;Other:2.1
Value:+0.1;Growth:-0.8;Quality:-0.1;Size:-0.0;Momentum:-0.5;LowVol:+0.5
null
6
25
4.6
hard 12%
174
32.8
Bear
34.3
3.67
1.1
199
24
49
82
true
Reduce
Cut high-beta by 2-3%, add cash
7
-34
BrokerB
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
53
-11
24
5
false
Monitor dispersion and breadth
P4811
Hands-off
Taxable
USD
2025-04-07
389,124
36,044
353,080
1
57.7
27.2
8.6
6.5
AAPL:33.5%;GLD:32.9%;HYG:33.5%
US:63.3;EU:16.8;APAC:7.0;EM:12.9;Other:0.0
Value:-0.6;Growth:-0.4;Quality:-0.9;Size:-0.3;Momentum:+0.6;LowVol:+0.3
MaxPos7%;NoDerivatives
6
30
3.9
trailing 8%
99
17.8
Bull
17.3
4.42
3.2
83
95
100
41
false
Hedge
Add TLT +1% as duration hedge
-15
-19
BrokerA
MKT
95
null
null
Normal monitoring
-27
7
-44
3
false
Increase defensive factor exposure
P4812
Active
Trust
USD
2025-03-14
1,406,191
103,291
1,302,900
1.06
62.4
22.2
9.6
5.8
XLF:33.3%;VOO:33.3%;VTI:33.3%
US:63.0;EU:8.7;APAC:12.4;EM:13.1;Other:2.8
Value:-0.1;Growth:-1.0;Quality:+0.2;Size:-0.9;Momentum:-0.1;LowVol:-0.8
MaxPos6%
6
25
5.9
hard 12%
175
16.1
Bull
13.7
4.19
3
71
84
100
50
false
Rebalance
Shift +1% to bonds from equity
-7
1
BrokerB
LMT
95
null
null
Normal monitoring
7
-35
135
5
false
Increase defensive factor exposure
P4813
Active
Taxable
USD
2025-01-13
1,612,187
178,729
1,433,458
1
61.6
25.8
5.1
7.5
BRK.B:21.1%;VNQ:15.3%;BND:21.1%;IEF:8.9%;XLF:16.8%;TLT:16.9%
US:59.5;EU:17.1;APAC:9.3;EM:9.4;Other:4.7
Value:-0.9;Growth:+0.1;Quality:-0.6;Size:+0.4;Momentum:+0.3;LowVol:-0.2
null
7
30
4.4
hard 12%
142
27.9
Sideways
19.6
4.22
2.1
133
30
61
51
false
Buy
Add to core equity +1%
35
-29
BrokerC
MKT
90
null
null
Normal monitoring
-45
-54
19
5
false
Tighten stops on momentum names
P4814
Opportunistic
Roth
USD
2025-10-04
1,151,964
52,734
1,099,230
1
75.1
18.1
0
6.8
IEF:25.0%;AAPL:25.0%;AMZN:25.0%;BND:25.0%
US:76.4;EU:6.6;APAC:7.5;EM:5.7;Other:3.8
Value:+0.6;Growth:-1.0;Quality:+0.1;Size:+0.8;Momentum:-0.4;LowVol:-0.4
null
7
30
4.4
hard 12%
256
28.9
Bear
23.1
3.87
1.2
143
-7
46
78
true
Rebalance
Rebalance back to target bands
-11
-11
BrokerB
VWAP
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
110
-30
237
5
false
Monitor dispersion and breadth
P4815
Cautious
IRA
USD
2025-05-28
475,967
72,597
403,370
1
41.9
34.4
10.7
13
MUB:28.2%;VNQ:23.0%;BRK.B:25.9%;XLF:22.9%
US:67.0;EU:8.3;APAC:12.7;EM:8.2;Other:3.8
Value:+1.0;Growth:-0.4;Quality:+0.6;Size:-0.7;Momentum:-0.0;LowVol:-0.9
ESGOnly;NoMargin
8
25
3.7
trailing 8%
100
15.6
Bull
15.8
4.79
2.3
115
65
82
31
true
Hedge
Buy index puts 1% notional
11
4
BrokerA
VWAP
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
29
-55
116
5
false
Tax-aware sells next window
P4816
Hands-off
IRA
USD
2025-03-22
549,505
32,107
517,398
1
60.9
15.6
14.2
9.3
BRK.B:25.2%;VOO:12.0%;MSFT:25.2%;HYG:12.4%;TSLA:25.2%
US:69.3;EU:8.4;APAC:6.4;EM:13.1;Other:2.8
Value:+0.9;Growth:-0.9;Quality:+0.7;Size:+0.7;Momentum:+0.6;LowVol:+0.5
ESGOnly
8
30
3.5
trailing 8%
110
18.6
Bear
25.6
4.1
2
146
-72
22
61
false
Rebalance
Shift +1% to bonds from equity
14
-21
BrokerD
MKT
90
null
null
Normal monitoring
-1
-28
-24
4
false
Increase defensive factor exposure
P4817
Opportunistic
401k
USD
2025-01-11
301,187
17,429
283,758
1
68.9
11.8
14
5.3
GLD:26.6%;BND:26.6%;TLT:26.6%;VNQ:20.1%
US:64.9;EU:17.5;APAC:9.2;EM:5.7;Other:2.7
Value:-0.1;Growth:-0.9;Quality:+0.1;Size:+0.7;Momentum:+0.9;LowVol:-0.3
MaxPos6%;NoDerivatives
6
25
4.8
trailing 9%
213
26
Bull
17
4.63
2.8
115
12
50
59
false
Buy
Add to core equity +1%
26
-10
BrokerD
LMT
89
null
null
Normal monitoring
97
-2
141
4
false
Tax-aware sells next window
P4818
Opportunistic
Roth
USD
2025-09-16
1,090,673
87,188
1,003,485
1
73.6
16.7
4
5.7
MUB:29.7%;VTI:35.1%;AAPL:35.1%
US:60.4;EU:15.7;APAC:15.0;EM:8.1;Other:0.8
Value:-0.5;Growth:+0.6;Quality:+0.5;Size:+0.7;Momentum:+0.9;LowVol:-0.8
null
7
25
4.4
trailing 9%
194
24.2
Bull
11.2
3.77
3
116
86
87
41
false
Rebalance
Shift +1% to bonds from equity
14
-23
BrokerC
VWAP
89
null
null
Normal monitoring
-59
-4
69
3
false
Increase defensive factor exposure
P4819
Opportunistic
Trust
USD
2025-03-10
1,690,383
100,112
1,590,271
1
75.4
11.8
7.8
5
TSLA:33.3%;VTI:33.3%;IEF:33.3%
US:64.8;EU:12.8;APAC:9.3;EM:9.6;Other:3.4
Value:-0.4;Growth:-0.7;Quality:+0.8;Size:-0.8;Momentum:+0.4;LowVol:+1.0
MaxPos8%
5
30
6.4
hard 12%
172
22.1
Sideways
20.9
3.72
2.9
140
-29
27
58
false
Rebalance
Shift +1% to bonds from equity
24
-1
BrokerD
LMT
89
null
null
Normal monitoring
113
-47
132
5
false
Tighten stops on momentum names
P4820
Systematic
IRA
USD
2024-12-14
1,975,338
140,410
1,834,928
1
62.7
26.2
5.3
5.8
AMZN:13.9%;XLF:17.9%;MUB:18.4%;GLD:24.9%;MSFT:24.9%
US:61.8;EU:19.8;APAC:7.1;EM:11.2;Other:0.1
Value:-0.3;Growth:+0.9;Quality:+0.3;Size:-0.7;Momentum:+0.9;LowVol:-0.9
MaxPos6%
8
35
4
trailing 9%
191
21.6
Sideways
17.8
3.97
3.1
96
-4
51
54
false
Buy
Add to core equity +1%
22
-37
BrokerD
LMT
89
null
null
Normal monitoring
55
-52
33
5
false
Tax-aware sells next window
P4821
Hands-off
Trust
USD
2025-11-30
529,014
24,746
504,268
1
60.5
15.8
15.3
8.5
MSFT:26.0%;TSLA:21.9%;HYG:26.0%;XLF:26.0%
US:59.6;EU:17.7;APAC:12.4;EM:5.5;Other:4.8
Value:+0.5;Growth:+0.2;Quality:-0.4;Size:+0.4;Momentum:+0.1;LowVol:+0.1
MaxPos6%;NoDerivatives
8
35
3.4
trailing 8%
113
16.5
Bull
17.7
4.55
2.3
101
93
90
46
true
Hedge
Buy index puts 1% notional
-9
14
BrokerA
MKT
88
RegimeShift
Hedge
Volatility spike and breadth deterioration
62
-32
142
3
false
Monitor dispersion and breadth
P4822
Systematic
401k
USD
2025-12-22
1,568,510
81,600
1,486,910
1
63.2
31.1
0
5.7
MSFT:33.3%;IEF:33.3%;TSLA:33.3%
US:67.1;EU:16.6;APAC:10.7;EM:5.3;Other:0.3
Value:-0.4;Growth:+0.5;Quality:-0.6;Size:+0.9;Momentum:-0.4;LowVol:-1.0
null
5
30
5.7
trailing 8%
145
17
Bull
13.9
4.17
2.4
97
23
63
37
false
Rebalance
Shift +1% to bonds from equity
-3
-17
BrokerA
LMT
89
null
null
Normal monitoring
117
7
78
4
false
Tighten stops on momentum names
P4823
Systematic
Trust
USD
2024-10-20
1,349,907
109,960
1,239,947
1
64.2
24.6
5
6.2
TLT:14.0%;VNQ:21.2%;MUB:19.7%;XLF:10.8%;MSFT:19.1%;TSLA:15.3%
US:68.2;EU:16.0;APAC:10.5;EM:3.1;Other:2.2
Value:+1.0;Growth:-0.5;Quality:-0.4;Size:-1.0;Momentum:+0.5;LowVol:-0.9
MaxPos5%
8
35
4.8
trailing 8%
214
21
Volatile
25.9
4.15
4
114
57
65
60
false
Sell
Trim extended winner -1%
28
-1
BrokerD
LMT
97
null
null
Normal monitoring
87
-26
136
4
false
Increase defensive factor exposure
P4824
Active
Trust
USD
2024-11-22
1,293,861
108,838
1,185,023
1.15
67
24.2
0.7
8.2
TSLA:25.9%;QQQ:25.9%;BRK.B:25.9%;GLD:22.4%
US:70.2;EU:17.5;APAC:5.6;EM:6.6;Other:0.0
Value:-0.1;Growth:+0.4;Quality:+1.0;Size:+0.5;Momentum:+0.4;LowVol:-0.3
null
10
35
4.5
trailing 8%
225
20.7
Sideways
20.2
3.63
3.2
94
-26
24
69
false
Buy
Add to core equity +1%
29
-38
BrokerD
MKT
99
null
null
Normal monitoring
115
-15
203
3
false
Tighten stops on momentum names
P4825
Active
IRA
USD
2024-09-10
2,059,148
139,906
1,919,242
1
69.5
18.6
5.6
6.3
XLF:25.5%;HYG:25.5%;VOO:25.5%;VTI:23.6%
US:60.6;EU:21.5;APAC:8.7;EM:9.1;Other:0.0
Value:-0.0;Growth:+0.3;Quality:-0.9;Size:-0.6;Momentum:-0.4;LowVol:+0.9
MaxPos5%
5
25
4.6
trailing 9%
197
22.4
Bull
12.8
4.7
2.3
112
65
93
41
false
Rebalance
Shift +1% to bonds from equity
30
4
BrokerA
MKT
96
null
null
Normal monitoring
-18
-55
68
5
false
Increase defensive factor exposure
P4826
Cautious
401k
USD
2025-07-09
164,760
14,707
150,053
1
47.6
37.2
0
15.1
MSFT:20.2%;XLF:24.9%;BND:27.5%;QQQ:27.5%
US:70.3;EU:11.4;APAC:7.7;EM:7.6;Other:3.0
Value:+0.2;Growth:-0.2;Quality:-1.0;Size:+0.6;Momentum:+0.8;LowVol:+0.5
MaxPos5%;NoMargin
6
35
3.8
hard 10%
143
15.1
Sideways
20.8
4.25
2.8
91
0
46
55
false
Hedge
Add TLT +1% as duration hedge
-2
-26
BrokerB
LMT
99
null
null
Normal monitoring
-22
-57
-33
5
false
Tax-aware sells next window
P4827
Opportunistic
Roth
USD
2025-10-08
599,555
50,912
548,643
1.23
73
14.5
6.3
6.2
XLF:27.0%;BRK.B:18.9%;MSFT:27.0%;QQQ:27.0%
US:67.1;EU:9.4;APAC:11.5;EM:10.4;Other:1.5
Value:+1.0;Growth:+0.2;Quality:0.0;Size:-0.5;Momentum:-0.1;LowVol:+0.7
null
7
25
4.6
trailing 7%
269
32.2
Volatile
30.7
4.54
2.5
144
1
62
94
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-6
BrokerC
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
51
-15
98
4
false
Increase defensive factor exposure
P4828
Active
Trust
USD
2025-01-18
549,095
62,194
486,901
1
64.6
29.3
0
6.1
HYG:29.2%;TLT:29.2%;IEF:20.7%;AAPL:20.8%
US:71.2;EU:15.0;APAC:10.6;EM:2.9;Other:0.3
Value:-0.5;Growth:-0.1;Quality:+0.7;Size:-0.9;Momentum:-0.8;LowVol:-0.7
null
6
30
4.5
hard 12%
126
25.5
Volatile
30.9
4.84
2.3
156
-34
22
81
true
Rebalance
Rebalance back to target bands
10
1
BrokerB
MKT
94
VAR>budget
Hedge
Risk above budget threshold
-41
10
4
5
false
Within IPS guidelines
P4829
Hands-off
Taxable
USD
2025-03-27
461,128
40,999
420,129
1
58.7
19.2
12.4
9.7
GLD:16.3%;IEF:27.9%;BRK.B:27.9%;MSFT:27.9%
US:64.6;EU:11.1;APAC:12.6;EM:8.4;Other:3.3
Value:+0.9;Growth:-0.6;Quality:-0.7;Size:-0.4;Momentum:-0.8;LowVol:-0.3
NoDerivatives
7
25
4.2
trailing 8%
105
12.3
Sideways
14.5
4.31
2.5
116
33
71
54
false
Rebalance
Shift +1% to bonds from equity
24
-19
BrokerA
MKT
96
null
null
Normal monitoring
77
12
62
5
false
Tighten stops on momentum names
P4830
Cautious
401k
USD
2025-11-06
674,658
85,579
589,079
1
37.2
34.2
15.8
12.9
MUB:25.8%;IEF:26.2%;BND:26.2%;VNQ:21.8%
US:64.6;EU:7.8;APAC:12.7;EM:10.1;Other:4.7
Value:-0.6;Growth:+0.4;Quality:-0.6;Size:-0.3;Momentum:+0.5;LowVol:+0.8
NoDerivatives;NoMargin
6
35
4.9
trailing 8%
95
19.9
Bull
11.9
4.46
2.8
101
37
74
30
false
Buy
Add to core equity +1%
-1
6
BrokerB
VWAP
99
null
null
Normal monitoring
-39
6
68
5
false
Tax-aware sells next window
P4831
Cautious
Trust
USD
2025-03-19
645,246
60,836
584,410
1
46.8
38.3
0
14.9
AMZN:14.2%;MSFT:20.2%;BRK.B:17.2%;TSLA:13.4%;AAPL:14.8%;MUB:20.2%
US:71.6;EU:5.1;APAC:12.6;EM:7.9;Other:2.9
Value:+0.7;Growth:+0.9;Quality:+0.4;Size:+0.6;Momentum:0.0;LowVol:+0.8
MaxPos7%;NoMargin
6
35
5.5
trailing 8%
98
19.4
Bear
26.5
3.28
2.6
220
-110
5
53
false
Rebalance
Shift +1% to bonds from equity
-13
-35
BrokerD
MKT
90
null
null
Normal monitoring
-14
18
-54
3
false
Increase defensive factor exposure
P4832
Opportunistic
Taxable
USD
2025-09-30
1,563,237
74,760
1,488,477
1
76.3
12.3
5.2
6.2
MSFT:24.5%;BND:25.2%;GLD:25.2%;IEF:25.2%
US:68.4;EU:12.1;APAC:6.2;EM:9.3;Other:4.0
Value:+0.5;Growth:-0.1;Quality:+0.3;Size:-0.8;Momentum:+0.5;LowVol:-0.2
NoDerivatives
5
25
6.2
trailing 9%
187
30.4
Bull
14.9
4.4
2.5
101
55
66
55
false
Sell
Trim extended winner -1%
-2
14
BrokerB
MKT
88
null
null
Normal monitoring
-41
-2
49
3
false
Tax-aware sells next window
P4833
Systematic
Taxable
USD
2025-05-17
510,349
33,492
476,857
1
62.6
24.8
3.2
9.5
VNQ:22.9%;MUB:22.9%;XLF:8.4%;BND:22.9%;MSFT:22.9%
US:66.0;EU:12.3;APAC:6.5;EM:14.2;Other:1.0
Value:-0.9;Growth:+0.2;Quality:-0.2;Size:-0.7;Momentum:-0.8;LowVol:0.0
MaxPos8%;NoDerivatives
7
35
4
trailing 9%
217
25.3
Bear
25.9
4
1.6
175
-47
22
75
true
Hedge
Buy index puts 1% notional
8
-38
BrokerD
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-50
-56
41
2
false
Tax-aware sells next window
P4834
Hands-off
Taxable
USD
2024-08-14
157,926
8,316
149,610
1
70
22.7
1.1
6.1
VNQ:26.5%;TLT:26.5%;XLF:20.5%;VOO:26.5%
US:64.0;EU:14.8;APAC:10.1;EM:8.6;Other:2.5
Value:-0.7;Growth:+0.2;Quality:+0.8;Size:-0.2;Momentum:-0.4;LowVol:0.0
ESGOnly
8
25
5.8
trailing 8%
150
13.3
Bull
12.8
3.61
3
107
41
75
40
false
Sell
Trim extended winner -1%
19
-8
BrokerD
LMT
90
null
null
Normal monitoring
-59
-58
-9
4
false
Within IPS guidelines
P4835
Cautious
Trust
USD
2025-03-23
203,863
26,243
177,620
1
44.1
42.9
2.1
10.9
IEF:26.0%;TLT:26.0%;BND:21.9%;MUB:26.0%
US:65.8;EU:16.6;APAC:8.3;EM:7.6;Other:1.6
Value:+0.6;Growth:-0.5;Quality:+0.2;Size:+0.3;Momentum:0.0;LowVol:-0.7
NoMargin
5
30
3
hard 10%
169
18.4
Sideways
19
4.55
2.9
110
56
92
51
false
Sell
Trim extended winner -1%
21
11
BrokerA
LMT
89
null
null
Normal monitoring
-6
18
58
3
false
Increase defensive factor exposure
P4836
Hands-off
Trust
USD
2025-12-10
548,528
25,220
523,308
1
61.3
15.7
17.7
5.4
AMZN:33.3%;AAPL:33.3%;VTI:33.3%
US:57.2;EU:14.1;APAC:14.7;EM:9.5;Other:4.5
Value:-0.2;Growth:-0.5;Quality:+0.1;Size:+0.2;Momentum:-0.4;LowVol:+0.9
ESGOnly;NoDerivatives
5
35
4.3
hard 10%
137
19.8
Bear
23.6
4.09
2.2
146
31
74
56
false
Hedge
Add TLT +1% as duration hedge
26
-19
BrokerD
LMT
99
null
null
Normal monitoring
-8
-28
91
4
false
Monitor dispersion and breadth
P4837
Opportunistic
401k
USD
2025-07-30
851,021
48,972
802,049
1.15
64.3
18.9
8.3
8.5
VNQ:17.9%;MSFT:13.6%;TSLA:22.5%;IEF:22.5%;AMZN:9.5%;VTI:14.1%
US:54.8;EU:20.5;APAC:10.1;EM:10.2;Other:4.4
Value:-0.6;Growth:+0.4;Quality:+0.7;Size:+0.6;Momentum:+0.1;LowVol:-0.7
null
8
35
5.2
hard 12%
224
20
Bull
12.8
4.96
2.5
92
102
97
35
false
Rebalance
Shift +1% to bonds from equity
-14
-13
BrokerB
MKT
100
null
null
Normal monitoring
51
-39
139
5
false
Tighten stops on momentum names
P4838
Cautious
Trust
USD
2024-09-18
658,803
86,999
571,804
1
36.3
36.3
11.7
15.7
AMZN:21.9%;BND:14.9%;HYG:21.9%;VOO:9.8%;MUB:9.6%;TLT:21.9%
US:64.3;EU:17.2;APAC:5.6;EM:9.3;Other:3.5
Value:-0.4;Growth:-0.9;Quality:+0.4;Size:+0.6;Momentum:-0.5;LowVol:-0.2
ESGOnly;MaxPos6%;NoMargin
8
30
4.7
trailing 8%
155
14.6
Volatile
28.3
5.25
3.4
123
-20
37
54
false
NoAction
Within bands; monitor
22
15
BrokerD
LMT
89
null
null
Normal monitoring
29
-45
71
3
false
Within IPS guidelines
P4839
Active
Roth
USD
2025-11-27
1,249,234
111,689
1,137,545
1
68.1
19.9
4.2
7.9
VTI:21.4%;BND:9.7%;HYG:22.3%;MUB:23.3%;IEF:23.3%
US:74.2;EU:5.5;APAC:13.7;EM:3.8;Other:2.8
Value:+0.3;Growth:-0.1;Quality:+0.5;Size:+0.2;Momentum:-0.4;LowVol:+0.4
MaxPos8%
5
30
5.2
hard 12%
220
17.2
Volatile
30.5
5.27
3.5
131
33
77
75
true
Hedge
Buy index puts 1% notional
30
4
BrokerA
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
118
-15
107
5
false
Tax-aware sells next window
P4840
Opportunistic
Taxable
USD
2025-11-07
739,592
61,068
678,524
1
69.6
19.6
3
7.8
VTI:33.3%;BND:33.3%;MUB:33.3%
US:65.0;EU:11.5;APAC:14.9;EM:8.2;Other:0.3
Value:0.0;Growth:-0.4;Quality:-0.1;Size:+0.2;Momentum:+0.4;LowVol:+0.3
MaxPos7%
7
35
4.5
trailing 7%
194
23.9
Bear
25.4
4.06
1.6
199
-70
5
70
false
Rebalance
Shift +1% to bonds from equity
-3
-12
BrokerC
LMT
89
null
null
Normal monitoring
93
-39
225
3
false
Within IPS guidelines
P4841
Opportunistic
IRA
USD
2025-03-01
1,756,148
95,139
1,661,009
1.25
75
16.5
4.2
4.3
BRK.B:21.9%;GLD:21.9%;AMZN:18.6%;VOO:21.9%;XLF:15.7%
US:66.2;EU:8.1;APAC:16.8;EM:5.7;Other:3.3
Value:+0.1;Growth:-0.4;Quality:-0.1;Size:+0.5;Momentum:+0.3;LowVol:+0.3
NoDerivatives
8
25
6.9
trailing 9%
234
28.3
Bull
14.2
4.67
3.2
89
93
100
51
false
Rebalance
Shift +1% to bonds from equity
10
-5
BrokerD
VWAP
87
null
null
Normal monitoring
-39
-45
54
3
false
Within IPS guidelines
P4842
Active
Trust
USD
2025-09-05
2,478,496
271,688
2,206,808
1
58.4
25.8
6.9
9
IEF:33.3%;BND:33.3%;QQQ:33.3%
US:64.0;EU:11.0;APAC:11.8;EM:9.4;Other:3.7
Value:-0.2;Growth:-0.1;Quality:+0.7;Size:+0.9;Momentum:+0.2;LowVol:+0.2
MaxPos8%
7
35
4.8
trailing 9%
152
19.8
Volatile
30.4
4.14
2.7
151
22
53
65
true
Reduce
Cut high-beta by 2-3%, add cash
-2
7
BrokerC
LMT
89
VAR>budget
Hedge
Risk above budget threshold
-17
-37
-2
5
false
Increase defensive factor exposure
P4843
Hands-off
IRA
USD
2024-12-18
231,351
12,187
219,164
1
65.2
26.1
2.2
6.5
GLD:22.2%;VTI:12.4%;MUB:23.1%;AAPL:19.2%;TLT:23.1%
US:61.8;EU:12.6;APAC:14.4;EM:8.7;Other:2.6
Value:-0.3;Growth:+0.8;Quality:-0.8;Size:-0.6;Momentum:-0.9;LowVol:-1.0
ESGOnly;MaxPos8%
5
30
3.6
trailing 10%
152
18.1
Sideways
16.3
3.64
2.5
110
56
84
48
false
Rebalance
Shift +1% to bonds from equity
-12
-5
BrokerC
MKT
99
null
null
Normal monitoring
-55
-5
-38
5
false
Within IPS guidelines
P4844
Hands-off
Roth
USD
2024-09-07
337,816
20,342
317,474
1
64.8
27.5
0
7.7
XLF:13.1%;AMZN:23.0%;TSLA:10.9%;IEF:20.1%;MUB:17.3%;TLT:15.7%
US:66.5;EU:13.1;APAC:7.6;EM:8.0;Other:4.8
Value:-0.3;Growth:-1.0;Quality:+0.8;Size:-0.3;Momentum:-0.1;LowVol:+0.1
ESGOnly
8
30
5.9
trailing 8%
94
14.1
Bull
13.9
3.84
2.4
83
9
51
49
false
Sell
Trim extended winner -1%
20
-18
BrokerA
LMT
100
null
null
Normal monitoring
-6
-51
-15
5
false
Monitor dispersion and breadth
P4845
Opportunistic
IRA
USD
2024-08-06
1,618,568
109,998
1,508,570
1
66.2
15.4
12.2
6.2
TSLA:27.0%;VOO:27.0%;VNQ:19.0%;HYG:27.0%
US:62.7;EU:16.4;APAC:8.5;EM:9.3;Other:3.1
Value:+0.3;Growth:-0.6;Quality:-0.9;Size:+0.3;Momentum:+0.4;LowVol:-0.2
MaxPos6%;NoDerivatives
6
30
6
trailing 7%
164
22.9
Volatile
25
3.8
3.6
169
-56
11
71
true
Rebalance
Rebalance back to target bands
-1
-20
BrokerC
LMT
97
VAR>budget
Reduce
Risk above budget threshold
16
-35
137
4
false
Tax-aware sells next window
P4846
Opportunistic
Trust
USD
2025-05-27
1,533,745
71,845
1,461,900
1.08
68.2
12.2
14.4
5.3
VTI:25.0%;AAPL:25.0%;VOO:25.0%;GLD:25.0%
US:71.5;EU:6.0;APAC:8.1;EM:12.5;Other:1.9
Value:+0.6;Growth:-1.0;Quality:-0.3;Size:+0.9;Momentum:+0.3;LowVol:-0.5
null
8
35
4.5
trailing 9%
179
24.6
Volatile
23.5
5.24
4.3
171
-50
38
68
false
Sell
Trim extended winner -1%
8
11
BrokerC
LMT
92
null
null
Normal monitoring
-41
-2
49
5
false
Monitor dispersion and breadth
P4847
Hands-off
401k
USD
2024-07-12
630,403
41,946
588,457
1
62
16.5
13.6
7.9
AAPL:24.2%;XLF:25.3%;TSLA:25.3%;MSFT:25.3%
US:72.0;EU:10.0;APAC:8.9;EM:5.0;Other:4.2
Value:+0.9;Growth:+0.9;Quality:+0.2;Size:-0.9;Momentum:0.0;LowVol:+0.7
null
5
35
3.4
trailing 8%
147
19.6
Bull
16.7
4.86
3.4
87
95
100
60
false
Sell
Trim extended winner -1%
5
-20
BrokerA
MKT
92
null
null
Normal monitoring
66
-17
73
4
false
Increase defensive factor exposure
P4848
Cautious
401k
USD
2025-06-15
366,128
50,307
315,821
1
35.5
34.1
16.2
14.3
MUB:33.3%;BRK.B:33.3%;TSLA:33.3%
US:61.4;EU:11.0;APAC:11.6;EM:11.9;Other:4.0
Value:+0.1;Growth:-0.1;Quality:+0.1;Size:+0.2;Momentum:-0.6;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
8
35
5.3
trailing 8%
123
16.1
Bull
11.6
4.76
3.1
117
29
72
17
false
Buy
Add to core equity +1%
7
-14
BrokerD
LMT
99
null
null
Normal monitoring
112
-1
216
3
false
Tighten stops on momentum names
P4849
Active
Roth
USD
2025-02-28
1,240,766
115,845
1,124,921
1
66.3
18.6
8.2
6.9
BRK.B:15.2%;TLT:20.8%;XLF:19.3%;VTI:16.4%;HYG:20.8%;MSFT:7.4%
US:76.8;EU:6.2;APAC:5.2;EM:9.2;Other:2.5
Value:-0.1;Growth:-0.7;Quality:+1.0;Size:+0.2;Momentum:-0.6;LowVol:+0.7
MaxPos6%
8
25
4.1
hard 12%
129
25.1
Bear
25.9
4.33
2.9
188
-46
15
65
false
NoAction
Within bands; monitor
7
-23
BrokerD
LMT
98
null
null
Normal monitoring
1
7
73
4
false
Tighten stops on momentum names
P4850
Active
401k
USD
2025-06-21
1,728,311
200,979
1,527,332
1
69.1
19.5
4.8
6.6
HYG:21.5%;BRK.B:9.4%;XLF:21.5%;MUB:16.6%;MSFT:13.9%;GLD:17.1%
US:76.9;EU:10.2;APAC:6.3;EM:6.1;Other:0.6
Value:+0.3;Growth:+0.2;Quality:-0.2;Size:-0.4;Momentum:+0.4;LowVol:-0.6
MaxPos7%
10
30
5.2
hard 12%
196
26.3
Bear
25.5
4.44
2.2
133
-63
24
82
true
Hedge
Buy index puts 1% notional
-14
-32
BrokerD
VWAP
97
VAR>budget
Reduce
Risk above budget threshold
28
-36
45
2
false
Tax-aware sells next window
P4851
Active
IRA
USD
2024-08-14
1,967,670
214,420
1,753,250
1
64.8
25.3
1.8
8.1
QQQ:11.1%;AAPL:22.7%;GLD:22.7%;BRK.B:20.8%;VNQ:22.7%
US:64.0;EU:12.8;APAC:12.3;EM:8.5;Other:2.5
Value:-0.8;Growth:-0.0;Quality:-0.2;Size:+0.1;Momentum:-0.9;LowVol:-0.8
null
7
25
5.4
trailing 9%
171
21.7
Bull
16
3.65
2
76
30
78
45
false
Hedge
Add TLT +1% as duration hedge
9
-17
BrokerA
LMT
93
null
null
Normal monitoring
5
-25
5
4
false
Increase defensive factor exposure
P4852
Active
IRA
USD
2025-04-25
1,095,636
129,617
966,019
1
53
19.4
18.8
8.8
TSLA:33.3%;HYG:33.3%;TLT:33.3%
US:63.0;EU:19.1;APAC:9.1;EM:8.0;Other:0.8
Value:+0.7;Growth:+0.5;Quality:+0.3;Size:0.0;Momentum:+0.4;LowVol:+0.2
MaxPos5%
6
35
4.1
trailing 9%
181
17.8
Volatile
27.3
4.64
3
118
23
54
57
false
Buy
Add to core equity +1%
19
-23
BrokerA
VWAP
85
null
null
Normal monitoring
-43
-13
-4
5
false
Tax-aware sells next window
P4853
Hands-off
401k
USD
2025-03-28
468,722
23,536
445,186
1
63.1
27.2
2.8
6.9
MSFT:19.7%;VTI:22.0%;AAPL:8.6%;BRK.B:22.0%;VNQ:8.3%;GLD:19.4%
US:67.0;EU:6.4;APAC:13.6;EM:11.9;Other:1.1
Value:+0.9;Growth:+0.2;Quality:+0.2;Size:+0.7;Momentum:+0.1;LowVol:-0.1
ESGOnly;MaxPos8%;NoDerivatives
5
35
5.4
trailing 8%
114
14.8
Volatile
28.8
5.38
2.8
164
26
65
77
true
Hedge
Buy index puts 1% notional
2
-19
BrokerA
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
21
3
151
5
false
Tighten stops on momentum names
P4854
Systematic
Taxable
USD
2025-12-19
1,050,702
64,288
986,414
1
66.3
25.8
0
7.9
XLF:38.3%;MSFT:23.3%;HYG:38.3%
US:70.3;EU:10.8;APAC:9.6;EM:8.0;Other:1.3
Value:-0.8;Growth:-0.3;Quality:-0.8;Size:-0.3;Momentum:-0.4;LowVol:-0.8
null
6
30
4
trailing 8%
196
21.2
Volatile
22.2
4.61
3.7
174
57
83
68
false
Buy
Add to core equity +1%
-14
-8
BrokerA
VWAP
93
null
null
Normal monitoring
91
-1
157
5
false
Monitor dispersion and breadth
P4855
Active
Roth
USD
2025-08-29
740,626
81,662
658,964
1
66.7
28.3
0
5
TSLA:33.3%;MUB:33.3%;TLT:33.3%
US:71.6;EU:9.5;APAC:7.1;EM:7.9;Other:3.9
Value:-1.0;Growth:-0.2;Quality:-0.6;Size:-0.6;Momentum:-0.0;LowVol:+0.8
null
5
30
5.3
trailing 9%
192
27
Sideways
17.3
4.57
3
133
0
39
49
false
Sell
Trim extended winner -1%
21
-13
BrokerC
MKT
92
null
null
Normal monitoring
74
-46
107
3
false
Monitor dispersion and breadth
P4856
Opportunistic
401k
USD
2024-11-03
1,155,634
72,249
1,083,385
1.08
70.7
10.4
12.8
6
AAPL:28.9%;TSLA:28.9%;VOO:13.3%;MSFT:28.9%
US:60.5;EU:12.8;APAC:13.2;EM:12.4;Other:1.0
Value:-0.7;Growth:+0.1;Quality:+0.8;Size:+0.6;Momentum:-0.6;LowVol:-0.5
NoDerivatives
8
30
5.4
trailing 7%
170
24.7
Bear
30.5
3.79
2.3
158
-97
5
89
true
Hedge
Buy index puts 1% notional
-5
-20
BrokerA
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-32
-1
63
2
false
Increase defensive factor exposure
P4857
Active
Roth
USD
2024-08-03
1,120,253
108,734
1,011,519
1.11
62.9
18.5
12
6.6
VOO:33.3%;AAPL:33.3%;TLT:33.3%
US:63.9;EU:10.1;APAC:10.9;EM:11.8;Other:3.3
Value:-0.9;Growth:-0.8;Quality:+0.8;Size:0.0;Momentum:+0.4;LowVol:+0.1
null
5
30
5.7
trailing 8%
178
26.7
Bull
13.4
4.34
2.2
107
30
65
40
false
Hedge
Add TLT +1% as duration hedge
14
6
BrokerA
MKT
91
null
null
Normal monitoring
13
14
5
5
false
Tax-aware sells next window
P4858
Hands-off
Taxable
USD
2024-11-18
860,161
80,971
779,190
1
55.9
16.4
18.1
9.7
BND:7.4%;VNQ:21.3%;QQQ:19.1%;MUB:21.3%;VOO:21.3%;HYG:9.5%
US:64.2;EU:17.7;APAC:10.7;EM:5.8;Other:1.6
Value:+0.1;Growth:+0.4;Quality:+0.2;Size:+0.8;Momentum:+0.9;LowVol:-0.6
MaxPos5%
7
35
3.9
hard 10%
120
14
Sideways
17.8
4.26
2
115
-4
55
41
false
Hedge
Add TLT +1% as duration hedge
-15
4
BrokerC
MKT
90
null
null
Normal monitoring
3
-7
80
4
false
Monitor dispersion and breadth
P4859
Hands-off
401k
USD
2025-02-08
878,174
71,195
806,979
1
59.4
19.4
13.1
8.1
TLT:28.9%;VNQ:16.9%;TSLA:25.4%;HYG:28.9%
US:71.9;EU:12.7;APAC:8.1;EM:6.5;Other:0.9
Value:+0.3;Growth:-0.4;Quality:-0.7;Size:+0.5;Momentum:+0.2;LowVol:+0.4
ESGOnly;MaxPos7%
10
25
5.6
trailing 8%
155
18.1
Bear
29.2
3.68
2.6
168
-50
37
76
true
Reduce
Cut high-beta by 2-3%, add cash
-10
7
BrokerD
LMT
91
Drift>tolerance
Pause
Allocation drift beyond policy bands
52
-17
164
2
false
Monitor dispersion and breadth
P4860
Active
Roth
USD
2025-06-24
2,300,827
189,918
2,110,909
1
64.3
27.5
1.9
6.2
TLT:34.1%;XLF:34.1%;BND:31.9%
US:67.5;EU:9.7;APAC:10.5;EM:7.8;Other:4.4
Value:-0.4;Growth:-0.8;Quality:-0.3;Size:-0.2;Momentum:-0.6;LowVol:+0.2
MaxPos6%
10
25
5.9
trailing 8%
151
27.3
Bull
14.6
3.76
3
118
10
53
51
false
Hedge
Add TLT +1% as duration hedge
-2
-40
BrokerA
MKT
98
null
null
Normal monitoring
37
-20
26
3
false
Increase defensive factor exposure
P4861
Cautious
Trust
USD
2025-07-30
414,527
35,645
378,882
1
48.3
39.7
0
12.1
VTI:8.7%;IEF:19.4%;TSLA:19.7%;AAPL:12.0%;BRK.B:20.1%;XLF:20.1%
US:73.3;EU:13.0;APAC:5.5;EM:8.0;Other:0.3
Value:-0.8;Growth:-0.1;Quality:+0.5;Size:+0.6;Momentum:+0.5;LowVol:+0.1
NoMargin
6
35
5.4
hard 10%
148
12.8
Bull
14
4.81
3.4
114
93
100
35
true
Hedge
Buy index puts 1% notional
-4
-24
BrokerD
VWAP
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-18
-5
-53
5
false
Tighten stops on momentum names
P4862
Opportunistic
Trust
USD
2024-11-10
1,518,555
103,161
1,415,394
1
62.1
21.3
11.3
5.3
MSFT:21.9%;VTI:21.9%;IEF:15.3%;TSLA:8.3%;QQQ:21.9%;VNQ:10.8%
US:65.3;EU:16.4;APAC:9.2;EM:6.0;Other:3.2
Value:+0.9;Growth:0.0;Quality:+0.9;Size:-0.5;Momentum:+0.4;LowVol:-0.5
NoDerivatives
10
35
6.1
hard 12%
201
33.1
Volatile
24.4
4.75
3.8
144
50
69
76
true
Hedge
Buy index puts 1% notional
30
15
BrokerC
VWAP
86
VAR>budget
Reduce
Risk above budget threshold
-21
-54
96
4
false
Tighten stops on momentum names
P4863
Active
Roth
USD
2024-10-19
1,818,547
190,700
1,627,847
1
65.6
21.4
4.9
8.1
IEF:33.3%;TLT:33.3%;TSLA:33.3%
US:60.9;EU:18.4;APAC:10.9;EM:7.8;Other:2.1
Value:+1.0;Growth:+0.4;Quality:-0.6;Size:-0.3;Momentum:-0.6;LowVol:-0.4
MaxPos7%
8
35
4.1
trailing 8%
182
26.3
Bull
14.5
4.61
2.3
96
115
100
53
false
NoAction
Within bands; monitor
13
5
BrokerB
LMT
85
null
null
Normal monitoring
35
-46
17
3
false
Tax-aware sells next window
P4864
Hands-off
Roth
USD
2025-06-03
445,158
43,660
401,498
1
56.4
25.9
8
9.7
QQQ:21.0%;AMZN:21.0%;AAPL:14.9%;BRK.B:6.0%;IEF:20.1%;XLF:16.9%
US:59.4;EU:17.9;APAC:12.2;EM:9.0;Other:1.5
Value:+0.5;Growth:+0.8;Quality:+0.2;Size:-0.9;Momentum:+0.5;LowVol:-0.9
ESGOnly
10
30
5.5
trailing 8%
157
16.7
Bear
31.8
3.19
2.8
211
-86
5
85
true
Reduce
Cut high-beta by 2-3%, add cash
25
-26
BrokerD
VWAP
90
VAR>budget
Reduce
Risk above budget threshold
-2
18
114
3
false
Increase defensive factor exposure
P4865
Cautious
IRA
USD
2024-08-21
520,253
51,624
468,629
1
48.3
33.8
4.4
13.5
MSFT:29.3%;XLF:29.3%;BRK.B:19.1%;GLD:22.2%
US:59.2;EU:16.8;APAC:13.1;EM:10.4;Other:0.5
Value:+0.8;Growth:-0.6;Quality:+0.6;Size:-1.0;Momentum:+0.9;LowVol:-0.1
NoMargin
7
35
5.3
trailing 10%
140
19
Volatile
20.9
4.49
2.7
138
50
69
41
false
Buy
Add to core equity +1%
-7
7
BrokerA
MKT
95
null
null
Normal monitoring
-31
19
-55
3
false
Within IPS guidelines
P4866
Hands-off
Taxable
USD
2025-07-24
763,543
62,035
701,508
1
62.2
16.8
12.8
8.1
TSLA:33.3%;BRK.B:33.3%;GLD:33.3%
US:69.6;EU:5.0;APAC:12.4;EM:9.2;Other:3.9
Value:+0.9;Growth:-0.9;Quality:-0.0;Size:+0.3;Momentum:0.0;LowVol:-0.1
null
6
35
4.3
hard 10%
123
12.3
Bear
30.3
3.18
2.2
133
-37
42
79
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-19
BrokerB
LMT
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
-34
16
62
4
false
Within IPS guidelines
P4867
Active
Trust
USD
2025-06-15
1,560,254
127,512
1,432,742
1
50
30.6
9.7
9.7
TLT:33.3%;AMZN:33.3%;AAPL:33.3%
US:74.2;EU:9.1;APAC:7.8;EM:8.9;Other:0.0
Value:-0.9;Growth:+0.4;Quality:-0.4;Size:-0.7;Momentum:+0.1;LowVol:-0.2
NoDerivatives
6
35
4.8
trailing 9%
141
23.4
Bull
11.4
4.74
3.3
92
28
72
36
false
Buy
Add to core equity +1%
-3
-8
BrokerB
MKT
95
null
null
Normal monitoring
42
-57
6
4
false
Tax-aware sells next window
P4868
Cautious
Trust
USD
2024-09-04
599,750
74,101
525,649
1
48.2
36.7
0
15.1
BRK.B:37.8%;MSFT:24.4%;TLT:37.8%
US:74.2;EU:7.2;APAC:13.9;EM:3.6;Other:1.2
Value:+0.2;Growth:-0.4;Quality:-0.5;Size:-0.9;Momentum:+0.2;LowVol:-0.1
NoDerivatives;NoMargin
6
30
4.1
trailing 8%
109
14.3
Bear
25.2
4.05
1.6
192
-14
53
59
false
Sell
Trim extended winner -1%
-15
7
BrokerB
MKT
95
null
null
Normal monitoring
67
-23
159
5
false
Monitor dispersion and breadth
P4869
Opportunistic
Taxable
USD
2025-03-19
1,430,606
79,459
1,351,147
1
60.3
11.7
20.7
7.3
BND:28.1%;BRK.B:35.9%;GLD:35.9%
US:69.3;EU:10.3;APAC:8.0;EM:9.0;Other:3.5
Value:+0.3;Growth:+0.9;Quality:+0.5;Size:-0.3;Momentum:+0.5;LowVol:-0.3
null
5
25
7
trailing 9%
236
22.7
Sideways
15.3
3.75
2.8
91
-30
45
52
false
Hedge
Add TLT +1% as duration hedge
-12
7
BrokerC
MKT
95
null
null
Normal monitoring
-5
-55
-1
3
false
Increase defensive factor exposure
P4870
Cautious
Trust
USD
2025-02-21
788,576
120,055
668,521
1
35.7
35.4
12.7
16.1
QQQ:33.3%;AMZN:33.3%;VNQ:33.3%
US:70.0;EU:5.9;APAC:14.8;EM:7.7;Other:1.7
Value:-0.8;Growth:+0.2;Quality:-1.0;Size:-0.8;Momentum:+0.8;LowVol:+0.4
NoMargin
7
35
4.8
trailing 10%
143
12.2
Bull
17.7
4.29
2.9
79
20
70
29
false
Rebalance
Shift +1% to bonds from equity
5
-30
BrokerB
LMT
90
null
null
Normal monitoring
15
0
21
3
false
Increase defensive factor exposure
P4871
Active
Taxable
USD
2024-12-30
2,167,136
238,645
1,928,491
1
62.1
29.5
0
8.3
MSFT:33.3%;XLF:33.3%;AAPL:33.3%
US:74.6;EU:6.9;APAC:7.5;EM:7.0;Other:4.0
Value:-0.1;Growth:+0.7;Quality:-0.2;Size:-0.4;Momentum:+0.4;LowVol:+0.4
MaxPos5%
6
25
5.6
trailing 9%
194
18.6
Volatile
20.8
5.46
2.4
129
-48
11
65
false
NoAction
Within bands; monitor
17
-8
BrokerB
LMT
96
null
null
Normal monitoring
-33
14
-54
5
false
Increase defensive factor exposure
P4872
Active
401k
USD
2025-02-11
1,907,646
178,495
1,729,151
1.14
53.5
21.4
19.1
6.1
VOO:33.3%;AMZN:33.3%;VTI:33.3%
US:72.0;EU:6.7;APAC:8.2;EM:8.9;Other:4.2
Value:-0.1;Growth:+0.3;Quality:-0.1;Size:+0.6;Momentum:-0.7;LowVol:-0.5
NoDerivatives
7
30
5.7
hard 12%
121
21.7
Volatile
32
4.24
4.4
142
8
48
75
true
Reduce
Cut high-beta by 2-3%, add cash
16
-6
BrokerB
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
58
4
43
4
true
Increase defensive factor exposure
P4873
Systematic
401k
USD
2024-12-02
881,877
79,878
801,999
1
68.1
23.2
3.3
5.3
IEF:23.7%;VTI:25.4%;TSLA:25.4%;AMZN:25.4%
US:70.3;EU:18.3;APAC:6.6;EM:4.3;Other:0.5
Value:+0.5;Growth:+0.1;Quality:+1.0;Size:-0.0;Momentum:-0.0;LowVol:-0.2
null
10
25
5.4
trailing 9%
151
27.9
Bull
14
3.61
3
84
70
95
46
false
Buy
Add to core equity +1%
-13
6
BrokerC
VWAP
86
null
null
Normal monitoring
-16
-43
98
5
false
Tax-aware sells next window
P4874
Hands-off
401k
USD
2025-10-22
816,151
41,965
774,186
1
55.2
17.6
18.5
8.8
TLT:17.6%;BND:17.9%;HYG:15.8%;VNQ:10.5%;VTI:16.0%;GLD:22.2%
US:68.6;EU:14.6;APAC:7.9;EM:7.9;Other:1.0
Value:-0.1;Growth:+0.2;Quality:-0.6;Size:-0.3;Momentum:-0.0;LowVol:+0.8
null
6
25
4.8
hard 10%
109
19.2
Bull
13
4.6
3.2
95
62
90
35
false
Rebalance
Shift +1% to bonds from equity
-11
5
BrokerD
LMT
91
null
null
Normal monitoring
-19
-3
62
5
false
Tax-aware sells next window
P4875
Systematic
Roth
USD
2025-11-15
1,645,388
137,327
1,508,061
1
65.3
24
0.9
9.9
BND:17.3%;QQQ:23.4%;HYG:14.8%;MSFT:23.4%;IEF:21.2%
US:65.5;EU:10.4;APAC:10.5;EM:11.9;Other:1.7
Value:-0.4;Growth:-0.6;Quality:+0.9;Size:+0.1;Momentum:-0.6;LowVol:-0.2
null
10
30
5.1
trailing 9%
148
17
Volatile
23.6
3.61
4
176
47
73
66
false
Buy
Add to core equity +1%
-3
10
BrokerC
VWAP
92
null
null
Normal monitoring
-41
18
93
3
false
Increase defensive factor exposure
P4876
Systematic
Taxable
USD
2025-03-22
1,149,243
114,540
1,034,703
1
57.4
34.5
0.6
7.5
TSLA:22.2%;BRK.B:20.6%;VTI:13.0%;VOO:21.9%;AAPL:22.2%
US:72.4;EU:10.2;APAC:6.5;EM:9.8;Other:1.0
Value:+0.7;Growth:-0.6;Quality:+0.8;Size:-1.0;Momentum:+0.8;LowVol:-0.3
NoDerivatives
5
25
5.8
trailing 8%
230
24.7
Bear
24.6
3.92
1.6
165
39
61
54
false
Sell
Trim extended winner -1%
3
-15
BrokerC
LMT
85
null
null
Normal monitoring
112
-45
137
3
false
Monitor dispersion and breadth
P4877
Cautious
IRA
USD
2025-09-12
325,846
50,787
275,059
1
52.7
33.3
1.1
13
BND:28.8%;QQQ:28.8%;AMZN:28.8%;TLT:13.6%
US:62.2;EU:12.5;APAC:12.3;EM:12.0;Other:1.0
Value:-0.5;Growth:-0.4;Quality:+0.4;Size:-0.9;Momentum:-0.8;LowVol:-0.5
MaxPos7%;NoMargin
5
35
3.5
trailing 8%
128
15.4
Bull
11.2
3.81
3.1
89
23
64
25
false
Hedge
Add TLT +1% as duration hedge
10
-39
BrokerC
MKT
91
null
null
Normal monitoring
15
11
103
4
false
Tax-aware sells next window
P4878
Hands-off
401k
USD
2025-04-17
289,694
21,994
267,700
1
68.9
23
0
8
QQQ:21.7%;XLF:21.7%;BND:12.3%;BRK.B:10.7%;AMZN:21.7%;VOO:11.9%
US:62.7;EU:15.4;APAC:12.6;EM:7.7;Other:1.5
Value:+0.6;Growth:+0.5;Quality:+0.7;Size:-0.9;Momentum:+0.8;LowVol:+0.1
ESGOnly
7
30
4.9
trailing 8%
151
18.8
Sideways
18.1
3.94
2.8
127
-15
28
52
false
NoAction
Within bands; monitor
-6
-6
BrokerA
LMT
97
null
null
Normal monitoring
74
-37
70
5
false
Tax-aware sells next window
P4879
Hands-off
401k
USD
2025-11-08
844,759
75,232
769,527
1
59.1
28.8
3.1
8.9
HYG:33.3%;TSLA:33.3%;AAPL:33.3%
US:71.2;EU:13.5;APAC:9.4;EM:3.7;Other:2.1
Value:-0.0;Growth:+0.5;Quality:+0.9;Size:-0.8;Momentum:+0.1;LowVol:-1.0
ESGOnly;MaxPos6%
6
30
4.5
trailing 8%
167
14.7
Bull
17.5
4.98
2.1
117
63
73
40
false
Buy
Add to core equity +1%
10
3
BrokerC
LMT
98
null
null
Normal monitoring
74
-38
206
3
false
Within IPS guidelines
P4880
Opportunistic
IRA
USD
2025-09-13
421,380
17,015
404,365
1
66.7
16.5
12.1
4.7
GLD:23.8%;XLF:38.1%;VNQ:38.1%
US:67.7;EU:11.8;APAC:5.8;EM:10.3;Other:4.5
Value:+0.6;Growth:-0.1;Quality:+0.4;Size:+0.9;Momentum:-0.3;LowVol:-0.4
NoDerivatives
5
35
5
trailing 7%
240
27.9
Volatile
21.9
4.4
2.5
126
48
81
68
false
Rebalance
Shift +1% to bonds from equity
25
-2
BrokerB
LMT
92
null
null
Normal monitoring
94
-17
92
4
false
Monitor dispersion and breadth
P4881
Hands-off
Trust
USD
2024-12-02
576,999
44,281
532,718
1
65
16.1
11.1
7.8
XLF:26.5%;TSLA:28.7%;TLT:16.2%;AMZN:28.7%
US:62.7;EU:7.4;APAC:13.2;EM:13.1;Other:3.6
Value:+0.7;Growth:+1.0;Quality:-0.9;Size:+0.4;Momentum:-0.8;LowVol:-0.6
ESGOnly
5
30
5.5
trailing 8%
104
17.9
Volatile
23.6
3.57
2.9
161
-46
25
65
false
Rebalance
Shift +1% to bonds from equity
15
-4
BrokerA
LMT
90
null
null
Normal monitoring
36
-51
40
5
false
Tax-aware sells next window
P4882
Hands-off
401k
USD
2025-02-08
177,158
10,739
166,419
1
66.3
24.5
0
9.1
VOO:27.5%;BRK.B:27.5%;HYG:17.4%;QQQ:27.5%
US:67.6;EU:12.0;APAC:12.4;EM:3.9;Other:4.2
Value:-0.6;Growth:-0.8;Quality:-0.6;Size:-0.5;Momentum:+0.2;LowVol:+0.7
MaxPos7%;NoDerivatives
8
25
4.8
trailing 10%
163
13
Bull
14.7
4.45
3
96
106
100
47
false
Buy
Add to core equity +1%
21
12
BrokerB
MKT
85
null
null
Normal monitoring
-9
-23
69
4
false
Tighten stops on momentum names
P4883
Systematic
Trust
USD
2025-02-12
781,874
53,780
728,094
1
56.6
29.3
9.2
5
QQQ:8.2%;BRK.B:9.9%;TSLA:22.6%;GLD:22.6%;AMZN:14.0%;XLF:22.6%
US:69.0;EU:10.6;APAC:10.4;EM:9.9;Other:0.0
Value:-0.9;Growth:+0.8;Quality:+0.4;Size:+0.5;Momentum:+0.6;LowVol:-0.2
MaxPos7%;NoDerivatives
7
25
5.4
trailing 9%
161
24
Volatile
25.5
5.29
2.2
163
-56
19
71
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-24
BrokerB
VWAP
97
VAR>budget
Reduce
Risk above budget threshold
65
-41
185
4
false
Increase defensive factor exposure
P4884
Active
Taxable
USD
2025-02-21
1,002,824
116,593
886,231
1
51.9
27.9
15
5.3
VTI:33.3%;MSFT:33.3%;BRK.B:33.3%
US:68.0;EU:16.6;APAC:7.4;EM:5.8;Other:2.2
Value:+0.4;Growth:+0.2;Quality:-0.9;Size:-0.6;Momentum:-0.1;LowVol:+0.6
null
6
25
5.8
trailing 8%
158
27
Bear
25.4
3.41
2
220
-7
31
64
false
Rebalance
Shift +1% to bonds from equity
-3
4
BrokerB
MKT
97
null
null
Normal monitoring
45
2
78
5
false
Tighten stops on momentum names
P4885
Opportunistic
IRA
USD
2024-11-16
988,904
55,596
933,308
1
69.5
20.3
4.5
5.7
TSLA:21.7%;AMZN:24.1%;IEF:15.0%;VNQ:15.1%;QQQ:24.1%
US:75.2;EU:15.0;APAC:5.7;EM:3.8;Other:0.3
Value:-1.0;Growth:+0.9;Quality:+0.4;Size:+0.7;Momentum:+0.1;LowVol:-0.8
MaxPos7%
5
30
6
trailing 7%
234
30.3
Bull
16.1
3.54
3
103
119
100
54
false
Buy
Add to core equity +1%
34
-24
BrokerA
LMT
100
null
null
Normal monitoring
-58
-35
40
5
false
Increase defensive factor exposure
P4886
Active
Trust
USD
2025-11-17
2,364,905
147,413
2,217,492
1
63.3
28.7
0
8
MSFT:22.9%;TLT:22.9%;BND:22.8%;VOO:17.7%;TSLA:13.7%
US:69.1;EU:9.5;APAC:5.9;EM:12.4;Other:3.1
Value:-0.0;Growth:-0.2;Quality:+0.1;Size:+0.4;Momentum:+0.6;LowVol:-0.7
null
5
25
5
trailing 9%
153
20.1
Sideways
18.5
3.88
3.3
119
11
44
53
false
Rebalance
Shift +1% to bonds from equity
-4
-8
BrokerC
MKT
87
null
null
Normal monitoring
111
8
180
3
false
Increase defensive factor exposure
P4887
Hands-off
Taxable
USD
2024-12-08
374,876
34,811
340,065
1
56.2
28.5
5.9
9.5
MSFT:26.4%;MUB:26.4%;TSLA:26.4%;HYG:20.8%
US:62.1;EU:8.2;APAC:12.5;EM:11.6;Other:5.5
Value:-0.3;Growth:-0.7;Quality:+0.9;Size:-0.8;Momentum:-0.1;LowVol:-0.5
ESGOnly;MaxPos6%;NoDerivatives
7
30
3.1
hard 10%
135
15.5
Volatile
26
3.63
3
170
48
66
58
false
Sell
Trim extended winner -1%
-5
-39
BrokerD
MKT
89
null
null
Normal monitoring
-11
5
95
5
false
Within IPS guidelines
P4888
Hands-off
Roth
USD
2025-07-08
720,708
58,195
662,513
1
64.2
27.3
0
8.5
AMZN:21.1%;AAPL:29.9%;BRK.B:28.6%;VOO:20.4%
US:73.4;EU:8.0;APAC:12.2;EM:4.3;Other:2.2
Value:+0.2;Growth:-0.8;Quality:-0.6;Size:+0.2;Momentum:+0.7;LowVol:+0.4
MaxPos6%
10
30
4.2
trailing 10%
145
12.7
Volatile
27
3.56
3.1
162
18
65
80
true
Reduce
Cut high-beta by 2-3%, add cash
25
-22
BrokerD
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
112
-27
245
5
false
Increase defensive factor exposure
P4889
Cautious
401k
USD
2024-08-08
833,276
87,140
746,136
1
39.7
43
0
17.2
TSLA:16.7%;GLD:21.4%;BND:21.6%;HYG:21.6%;TLT:18.7%
US:65.7;EU:21.8;APAC:7.4;EM:3.8;Other:1.2
Value:-0.4;Growth:+0.5;Quality:-0.3;Size:+0.9;Momentum:-0.6;LowVol:+0.9
ESGOnly;NoMargin
6
35
3.6
trailing 10%
118
16.3
Sideways
20.7
3.8
3.2
108
34
68
46
false
Buy
Add to core equity +1%
-6
-21
BrokerD
LMT
85
null
null
Normal monitoring
-13
-9
-53
3
false
Within IPS guidelines
P4890
Opportunistic
Trust
USD
2024-07-23
461,527
35,430
426,097
1
69.9
14.9
10.4
4.8
VOO:26.4%;MSFT:17.1%;MUB:15.9%;BND:26.4%;AMZN:14.2%
US:69.9;EU:7.5;APAC:14.1;EM:5.1;Other:3.3
Value:+0.8;Growth:+0.7;Quality:-0.5;Size:-0.0;Momentum:-0.5;LowVol:+0.7
null
6
35
5.2
trailing 9%
260
33.1
Sideways
15.7
4.25
3.3
130
6
42
61
false
Buy
Add to core equity +1%
-3
-3
BrokerD
MKT
91
null
null
Normal monitoring
40
16
44
4
false
Within IPS guidelines
P4891
Hands-off
Roth
USD
2025-09-25
794,942
34,245
760,697
1
60.1
21.2
12.5
6.1
XLF:13.2%;VOO:22.3%;BND:8.8%;HYG:22.3%;AAPL:22.3%;VNQ:10.9%
US:65.2;EU:17.3;APAC:5.0;EM:10.4;Other:2.1
Value:+0.5;Growth:-0.2;Quality:+0.3;Size:-0.4;Momentum:-0.2;LowVol:-0.6
null
6
30
4
trailing 8%
120
12.8
Sideways
21
4.24
3.3
101
45
75
61
false
Hedge
Add TLT +1% as duration hedge
-5
-11
BrokerD
MKT
94
null
null
Normal monitoring
71
-27
84
5
false
Tax-aware sells next window
P4892
Systematic
IRA
USD
2025-06-15
1,904,322
143,877
1,760,445
1
69.6
24.7
0
5.7
HYG:22.0%;BND:22.0%;QQQ:22.0%;BRK.B:12.0%;AMZN:22.0%
US:66.7;EU:18.6;APAC:8.8;EM:3.3;Other:2.6
Value:-0.3;Growth:+0.9;Quality:+0.1;Size:-0.6;Momentum:+0.4;LowVol:+0.4
MaxPos5%
7
25
5.7
trailing 8%
162
24.4
Bull
15.8
4.93
2.5
97
4
59
62
false
Rebalance
Shift +1% to bonds from equity
3
-27
BrokerA
MKT
89
null
null
Normal monitoring
30
-58
110
4
false
Tax-aware sells next window
P4893
Active
Trust
USD
2024-12-04
1,171,349
106,903
1,064,446
1
59.1
23.7
8.9
8.3
QQQ:33.3%;TSLA:33.3%;VOO:33.3%
US:67.2;EU:10.9;APAC:10.0;EM:8.1;Other:3.7
Value:+1.0;Growth:-0.5;Quality:-1.0;Size:-0.8;Momentum:+0.2;LowVol:-0.6
MaxPos7%
7
30
4.4
trailing 8%
123
26
Bull
11.7
4.73
2.7
106
65
85
40
false
Buy
Add to core equity +1%
-11
6
BrokerA
MKT
86
null
null
Normal monitoring
-6
14
122
5
false
Within IPS guidelines
P4894
Systematic
401k
USD
2025-05-26
1,825,033
181,342
1,643,691
1
57.8
25.1
8.5
8.7
AMZN:26.5%;VNQ:26.5%;BND:26.5%;TLT:20.4%
US:64.3;EU:15.5;APAC:12.3;EM:6.7;Other:1.3
Value:-0.0;Growth:+0.2;Quality:-0.2;Size:+0.6;Momentum:+0.4;LowVol:-0.0
NoDerivatives
7
25
4.4
trailing 8%
220
20.5
Volatile
31.8
3.95
2.4
146
51
75
70
false
Rebalance
Shift +1% to bonds from equity
24
-4
BrokerB
LMT
90
null
null
Normal monitoring
64
-14
177
3
false
Monitor dispersion and breadth
P4895
Cautious
401k
USD
2024-11-21
751,751
99,468
652,283
1
43.6
40.2
0
16.2
BND:27.9%;AAPL:27.9%;VTI:27.9%;QQQ:16.2%
US:68.4;EU:13.6;APAC:9.8;EM:7.6;Other:0.5
Value:-0.3;Growth:+0.1;Quality:-0.6;Size:-0.1;Momentum:+0.7;LowVol:+0.3
ESGOnly;NoMargin
5
25
3.9
trailing 10%
106
15.9
Sideways
16.2
4.02
3.1
107
-27
31
48
false
Sell
Trim extended winner -1%
29
-33
BrokerB
LMT
99
null
null
Normal monitoring
-57
14
50
4
false
Monitor dispersion and breadth
P4896
Cautious
Trust
USD
2025-02-16
678,136
83,061
595,075
1
38.2
33.4
17
11.4
VTI:25.0%;GLD:23.8%;AAPL:25.6%;MSFT:25.6%
US:66.4;EU:7.2;APAC:12.3;EM:11.0;Other:3.1
Value:-0.1;Growth:-0.9;Quality:+0.9;Size:+0.1;Momentum:+0.6;LowVol:+0.2
MaxPos7%;NoMargin
6
35
3.5
trailing 8%
118
13.5
Sideways
15.5
3.61
3.2
139
-13
32
41
false
Buy
Add to core equity +1%
-12
-24
BrokerB
MKT
87
null
null
Normal monitoring
99
14
157
3
false
Tax-aware sells next window
P4897
Hands-off
Roth
USD
2025-03-29
343,274
14,517
328,757
1
68.3
25.6
0
6.1
QQQ:26.8%;AMZN:26.8%;MSFT:26.8%;IEF:19.6%
US:68.2;EU:14.0;APAC:9.0;EM:8.0;Other:0.8
Value:+0.3;Growth:+0.7;Quality:-0.9;Size:-0.0;Momentum:-0.2;LowVol:-0.7
ESGOnly
5
30
3.2
hard 10%
148
16.5
Volatile
30.4
5.38
2.4
149
-55
26
75
true
Hedge
Buy index puts 1% notional
-13
-4
BrokerD
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
108
-41
198
4
false
Tax-aware sells next window
P4898
Cautious
Taxable
USD
2025-12-19
760,366
99,493
660,873
1
49.8
38.7
0
11.5
MUB:33.3%;AAPL:33.3%;XLF:33.3%
US:76.3;EU:7.2;APAC:9.5;EM:5.1;Other:1.8
Value:-0.1;Growth:+0.4;Quality:-0.1;Size:+0.8;Momentum:-0.5;LowVol:-0.9
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
6
30
3.4
trailing 8%
121
12.9
Volatile
26.9
4.93
3.1
170
0
60
70
false
Rebalance
Shift +1% to bonds from equity
26
-28
BrokerC
LMT
95
null
null
Normal monitoring
73
2
161
5
false
Increase defensive factor exposure
P4899
Hands-off
Roth
USD
2025-04-14
509,007
48,400
460,607
1
62.2
15.8
15.5
6.5
BND:33.3%;XLF:33.3%;IEF:33.3%
US:67.2;EU:17.7;APAC:5.2;EM:7.9;Other:2.1
Value:-0.9;Growth:+0.8;Quality:-0.6;Size:-0.9;Momentum:+0.5;LowVol:-0.4
ESGOnly
6
30
4.2
trailing 8%
136
19.5
Bear
33.8
3.93
1.2
143
-49
30
93
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-40
BrokerB
LMT
98
VAR>budget
Reduce
Risk above budget threshold
40
7
67
4
false
Tax-aware sells next window
P4900
Hands-off
401k
USD
2025-07-17
397,281
38,811
358,470
1
65.2
24.3
4.4
6
AMZN:17.4%;IEF:21.6%;GLD:24.8%;VNQ:22.7%;BRK.B:13.4%
US:70.7;EU:6.5;APAC:11.2;EM:8.8;Other:2.7
Value:+0.5;Growth:-0.3;Quality:+0.8;Size:-1.0;Momentum:-0.5;LowVol:+0.5
NoDerivatives
6
25
5.5
trailing 8%
103
18.1
Bear
26.9
3.59
2.1
155
-57
11
67
false
Sell
Trim extended winner -1%
23
-6
BrokerB
VWAP
94
null
null
Normal monitoring
92
-1
56
4
false
Monitor dispersion and breadth