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
P4901
Systematic
401k
USD
2024-08-06
783,939
49,094
734,845
1
61.3
29.5
0
9.1
GLD:10.9%;VOO:21.4%;MSFT:19.5%;MUB:12.3%;TLT:14.5%;AMZN:21.4%
US:60.1;EU:15.8;APAC:13.5;EM:8.0;Other:2.6
Value:-0.2;Growth:-0.4;Quality:-0.5;Size:+0.5;Momentum:-0.8;LowVol:+0.5
NoDerivatives
10
30
5.5
trailing 8%
136
21.8
Volatile
29.4
5.35
3.2
146
25
55
83
true
Reduce
Cut high-beta by 2-3%, add cash
35
-1
BrokerA
MKT
85
VAR>budget
TightenStops
Risk above budget threshold
92
-28
175
3
false
Within IPS guidelines
P4902
Hands-off
Trust
USD
2024-09-14
504,183
22,807
481,376
1
71.1
19.7
0
9.2
MUB:21.2%;VNQ:9.3%;QQQ:19.9%;VTI:15.1%;AAPL:14.8%;VOO:19.6%
US:58.1;EU:18.0;APAC:14.2;EM:6.7;Other:3.0
Value:+0.3;Growth:+0.3;Quality:-0.2;Size:-0.0;Momentum:-0.8;LowVol:-0.6
ESGOnly;MaxPos6%
6
25
4.1
trailing 8%
127
14.6
Volatile
30.7
4.3
3
150
73
72
89
true
Reduce
Cut high-beta by 2-3%, add cash
0
-2
BrokerA
VWAP
85
VAR>budget
Hedge
Risk above budget threshold
-54
-39
70
4
false
Tighten stops on momentum names
P4903
Hands-off
Roth
USD
2024-09-18
678,180
48,633
629,547
1
62.7
27.5
3.3
6.5
TLT:30.5%;VTI:34.8%;AMZN:34.8%
US:68.3;EU:13.0;APAC:12.3;EM:6.1;Other:0.3
Value:-0.2;Growth:+0.8;Quality:-0.9;Size:+0.5;Momentum:+0.2;LowVol:-0.1
NoDerivatives
10
25
4.5
trailing 8%
139
13.7
Sideways
21.1
4.77
2
113
4
41
56
true
Rebalance
Rebalance back to target bands
-15
15
BrokerB
LMT
85
VAR>budget
TightenStops
Risk above budget threshold
35
-54
130
4
false
Within IPS guidelines
P4904
Active
Roth
USD
2024-12-03
616,847
38,885
577,962
1.19
60.5
22.3
10.3
7
QQQ:11.5%;XLF:22.3%;HYG:22.3%;AMZN:14.9%;VTI:8.9%;VNQ:20.1%
US:58.5;EU:17.4;APAC:13.5;EM:7.4;Other:3.2
Value:-0.5;Growth:+0.1;Quality:+0.4;Size:+0.5;Momentum:-0.2;LowVol:-0.8
null
8
25
5.6
trailing 9%
215
20.7
Sideways
15.7
3.76
2.7
109
38
83
48
false
Rebalance
Shift +1% to bonds from equity
-4
0
BrokerD
LMT
86
null
null
Normal monitoring
-24
-49
-2
4
false
Within IPS guidelines
P4905
Opportunistic
Trust
USD
2024-07-08
1,614,383
83,452
1,530,931
1
65.6
17.2
11.2
6
GLD:33.3%;AMZN:33.3%;TLT:33.3%
US:59.5;EU:12.7;APAC:11.7;EM:11.3;Other:4.8
Value:-0.4;Growth:+0.4;Quality:-0.9;Size:-0.3;Momentum:+0.9;LowVol:+0.2
MaxPos6%
6
30
5.9
trailing 7%
269
33
Volatile
27.3
4.51
3.7
159
-15
35
81
true
Hedge
Buy index puts 1% notional
17
3
BrokerB
MKT
93
VAR>budget
Hedge
Risk above budget threshold
54
-59
31
3
true
Tighten stops on momentum names
P4906
Cautious
Trust
USD
2024-12-06
490,037
65,377
424,660
1
47
31.2
11.3
10.5
VTI:8.4%;IEF:15.2%;AMZN:19.3%;BRK.B:20.4%;GLD:20.4%;HYG:16.4%
US:70.0;EU:8.6;APAC:12.3;EM:6.8;Other:2.3
Value:+0.3;Growth:-0.2;Quality:-0.9;Size:+0.7;Momentum:+0.7;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
8
25
4.5
hard 10%
111
16.5
Bull
13.4
4.78
2.6
111
116
97
45
false
Sell
Trim extended winner -1%
7
-38
BrokerC
MKT
92
null
null
Normal monitoring
10
-58
-29
4
false
Increase defensive factor exposure
P4907
Opportunistic
IRA
USD
2024-07-09
329,800
25,926
303,874
1
69.9
13
8.2
8.9
AAPL:33.3%;HYG:33.3%;VOO:33.3%
US:68.1;EU:17.4;APAC:5.4;EM:4.3;Other:5.0
Value:-0.0;Growth:+1.0;Quality:-0.2;Size:-0.9;Momentum:-0.1;LowVol:+0.7
null
10
25
4.5
trailing 7%
275
24.1
Sideways
18.4
4.99
2.2
130
7
59
58
false
Sell
Trim extended winner -1%
-15
-16
BrokerD
LMT
97
null
null
Normal monitoring
-36
-46
8
4
false
Increase defensive factor exposure
P4908
Opportunistic
Trust
USD
2025-08-17
1,593,392
115,553
1,477,839
1.24
71
16
8.5
4.4
MSFT:25.0%;VOO:25.0%;HYG:25.0%;MUB:25.0%
US:75.5;EU:7.5;APAC:8.9;EM:4.8;Other:3.3
Value:-0.2;Growth:-0.7;Quality:-0.8;Size:+0.4;Momentum:+0.1;LowVol:-0.4
MaxPos5%
5
30
4.3
hard 12%
235
31.4
Sideways
17.9
3.9
3.1
99
7
56
59
false
Rebalance
Shift +1% to bonds from equity
32
-18
BrokerB
MKT
91
null
null
Normal monitoring
11
-47
-15
5
false
Increase defensive factor exposure
P4909
Cautious
IRA
USD
2025-07-12
357,324
41,150
316,174
1
37.9
32.9
17.9
11.3
VOO:20.3%;BND:18.3%;VNQ:9.2%;BRK.B:10.8%;XLF:20.7%;VTI:20.7%
US:59.4;EU:20.1;APAC:7.0;EM:12.1;Other:1.4
Value:-0.7;Growth:+0.7;Quality:-0.6;Size:-0.3;Momentum:-0.0;LowVol:-0.8
ESGOnly;NoMargin
6
25
4.9
hard 10%
150
16.4
Bull
15.2
4.59
2.7
84
88
100
40
false
Rebalance
Shift +1% to bonds from equity
12
2
BrokerD
MKT
87
null
null
Normal monitoring
30
-30
98
3
false
Monitor dispersion and breadth
P4910
Active
Taxable
USD
2025-09-09
654,238
59,261
594,977
1
55.2
28.7
8.7
7.4
AMZN:34.6%;BND:30.8%;IEF:34.6%
US:78.2;EU:6.5;APAC:5.8;EM:8.5;Other:1.0
Value:+0.9;Growth:-0.0;Quality:-0.8;Size:-0.3;Momentum:-0.9;LowVol:+0.7
NoDerivatives
8
35
5.9
trailing 9%
168
23.9
Volatile
28.4
3.5
3.8
171
-53
29
65
false
Rebalance
Shift +1% to bonds from equity
9
12
BrokerA
LMT
99
null
null
Normal monitoring
26
-52
150
4
false
Within IPS guidelines
P4911
Cautious
Taxable
USD
2025-03-03
588,516
68,298
520,218
1
50.8
35.3
0
13.9
BND:33.3%;IEF:33.3%;VOO:33.3%
US:64.6;EU:18.5;APAC:10.0;EM:6.1;Other:0.8
Value:-0.8;Growth:+0.4;Quality:-0.2;Size:+0.1;Momentum:-0.1;LowVol:+0.9
MaxPos7%;NoMargin
6
30
5.1
trailing 8%
141
13.8
Volatile
26.8
4.73
3.7
157
62
74
68
false
Buy
Add to core equity +1%
-7
-35
BrokerA
LMT
95
null
null
Normal monitoring
69
-34
200
4
false
Increase defensive factor exposure
P4912
Hands-off
Taxable
USD
2025-05-16
212,742
13,522
199,220
1
64.5
22.8
2.9
9.8
VNQ:9.1%;AMZN:14.9%;VOO:20.6%;TLT:20.6%;HYG:19.4%;MSFT:15.4%
US:66.9;EU:11.0;APAC:12.3;EM:5.9;Other:3.9
Value:+0.6;Growth:-0.2;Quality:+0.1;Size:-0.4;Momentum:+0.4;LowVol:-0.3
ESGOnly;MaxPos8%;NoDerivatives
5
35
4.6
trailing 8%
139
15.5
Bull
15.4
4.9
2.5
94
52
62
47
false
NoAction
Within bands; monitor
18
10
BrokerB
LMT
91
null
null
Normal monitoring
74
-41
175
3
false
Increase defensive factor exposure
P4913
Hands-off
Trust
USD
2024-12-15
729,353
30,927
698,426
1
65.5
29
0
5.5
AMZN:20.5%;GLD:19.2%;TSLA:20.5%;VNQ:14.0%;AAPL:20.5%;TLT:5.3%
US:56.6;EU:19.2;APAC:8.0;EM:12.1;Other:4.1
Value:0.0;Growth:+0.1;Quality:-0.4;Size:+0.8;Momentum:-0.4;LowVol:-0.6
null
5
25
3.2
hard 10%
162
13.1
Bull
15.8
4.42
2.6
77
76
93
52
false
NoAction
Within bands; monitor
22
-21
BrokerA
MKT
0
null
null
Normal monitoring
20
-44
145
5
false
Tighten stops on momentum names
P4914
Active
Trust
USD
2024-08-07
1,065,755
73,007
992,748
1
56.5
23.1
13.8
6.6
BRK.B:23.0%;IEF:11.0%;BND:23.0%;MUB:20.1%;HYG:23.0%
US:60.0;EU:17.0;APAC:8.8;EM:9.9;Other:4.3
Value:-0.6;Growth:+0.1;Quality:-0.2;Size:+0.2;Momentum:-0.6;LowVol:+0.9
null
10
25
5.8
trailing 8%
215
19.2
Bull
16.2
3.72
3.3
114
21
51
39
false
Rebalance
Shift +1% to bonds from equity
-1
-18
BrokerA
MKT
89
null
null
Normal monitoring
70
5
179
4
false
Tighten stops on momentum names
P4915
Opportunistic
Roth
USD
2025-01-04
546,881
16,408
530,473
1
62.8
13.9
16.6
6.7
TLT:23.4%;TSLA:25.7%;VOO:25.7%;XLF:25.3%
US:73.6;EU:12.1;APAC:4.8;EM:7.3;Other:2.1
Value:+0.7;Growth:-0.9;Quality:+0.6;Size:0.0;Momentum:+0.8;LowVol:-0.9
MaxPos8%;NoDerivatives
7
30
5.8
trailing 9%
227
34
Volatile
24.4
5.08
2.1
157
78
84
74
true
Hedge
Buy index puts 1% notional
4
-29
BrokerC
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
75
-39
169
4
false
Increase defensive factor exposure
P4916
Active
IRA
USD
2025-11-18
1,802,279
132,200
1,670,079
1
62
25.2
3.1
9.7
VTI:20.5%;MSFT:19.6%;GLD:20.5%;AMZN:19.8%;HYG:19.5%
US:70.3;EU:7.2;APAC:10.7;EM:8.5;Other:3.4
Value:+0.4;Growth:-0.9;Quality:+0.5;Size:-0.7;Momentum:-0.6;LowVol:-0.1
null
7
35
4.9
trailing 8%
179
20.1
Volatile
26
3.53
4.4
122
59
81
68
false
NoAction
Within bands; monitor
-14
10
BrokerA
MKT
0
null
null
Normal monitoring
85
17
191
5
false
Within IPS guidelines
P4917
Active
IRA
USD
2024-11-11
2,391,450
190,231
2,201,219
1
58.4
25.2
9.9
6.4
VOO:33.3%;TSLA:33.3%;VTI:33.3%
US:68.0;EU:7.6;APAC:14.3;EM:6.7;Other:3.4
Value:+0.2;Growth:+0.2;Quality:-0.5;Size:+1.0;Momentum:+0.7;LowVol:+0.8
null
5
35
5.4
trailing 8%
185
22.2
Bull
13.9
4.96
3.2
72
29
76
49
false
Rebalance
Shift +1% to bonds from equity
-8
-32
BrokerC
LMT
99
null
null
Normal monitoring
5
-9
38
5
false
Tighten stops on momentum names
P4918
Systematic
401k
USD
2025-09-08
928,935
54,451
874,484
1
65.6
20.6
4.7
9.1
IEF:33.3%;VOO:33.3%;MUB:33.3%
US:68.2;EU:8.0;APAC:10.9;EM:10.8;Other:2.1
Value:+0.5;Growth:-0.5;Quality:+0.8;Size:-0.8;Momentum:-0.9;LowVol:+0.2
null
10
35
4.8
hard 12%
229
20.6
Volatile
20
4.8
3.2
140
4
38
55
false
NoAction
Within bands; monitor
7
-4
BrokerD
MKT
0
null
null
Normal monitoring
27
-35
138
4
false
Within IPS guidelines
P4919
Active
Trust
USD
2025-01-18
756,235
73,846
682,389
1.22
60.3
20
10.9
8.9
HYG:14.6%;IEF:15.2%;VOO:20.2%;XLF:16.4%;VNQ:15.2%;BND:18.5%
US:69.1;EU:12.2;APAC:12.6;EM:3.7;Other:2.4
Value:+0.3;Growth:+0.5;Quality:-0.9;Size:+0.1;Momentum:-0.2;LowVol:-0.5
MaxPos6%
10
35
5.6
trailing 9%
131
27.3
Bear
25.9
3.63
1.1
202
-18
51
66
false
Buy
Add to core equity +1%
14
-32
BrokerA
MKT
96
null
null
Normal monitoring
38
-33
65
4
false
Tighten stops on momentum names
P4920
Active
IRA
USD
2024-10-30
1,941,930
232,441
1,709,489
1
56.1
23.8
14.7
5.3
AAPL:25.0%;AMZN:25.0%;VTI:25.0%;BND:25.0%
US:70.4;EU:12.5;APAC:7.3;EM:9.2;Other:0.5
Value:+0.5;Growth:+0.7;Quality:+1.0;Size:+0.9;Momentum:-0.5;LowVol:+0.2
MaxPos5%;NoDerivatives
8
35
4.3
trailing 9%
218
22.7
Volatile
22
3.94
2.7
129
-34
44
47
false
Buy
Add to core equity +1%
10
3
BrokerA
LMT
95
null
null
Normal monitoring
12
-37
150
4
false
Monitor dispersion and breadth
P4921
Opportunistic
Trust
USD
2025-10-08
1,624,401
132,269
1,492,132
1
61.9
19.6
10.6
7.9
VOO:10.4%;AAPL:22.6%;MSFT:20.2%;MUB:22.6%;BND:12.2%;TLT:11.9%
US:55.2;EU:14.9;APAC:16.2;EM:10.7;Other:3.1
Value:-0.1;Growth:-0.9;Quality:+0.7;Size:-0.9;Momentum:+0.4;LowVol:+0.4
MaxPos7%
7
30
4.8
hard 12%
208
32.7
Volatile
32
4.34
4
176
77
81
76
true
Rebalance
Rebalance back to target bands
20
-14
BrokerA
MKT
99
VAR>budget
Reduce
Risk above budget threshold
-39
-20
-25
4
false
Increase defensive factor exposure
P4922
Active
Taxable
USD
2025-09-10
532,961
51,006
481,955
1
55.7
23.8
13.4
7
AMZN:28.7%;HYG:13.8%;TSLA:28.7%;MUB:28.7%
US:61.4;EU:18.7;APAC:10.4;EM:7.7;Other:1.9
Value:+0.1;Growth:-0.3;Quality:-0.2;Size:+0.6;Momentum:+0.1;LowVol:0.0
MaxPos8%
8
30
5.3
trailing 8%
190
20.8
Sideways
21
3.74
3.1
103
-11
55
48
false
NoAction
Within bands; monitor
31
0
BrokerA
MKT
0
null
null
Normal monitoring
-11
-28
-18
5
false
Monitor dispersion and breadth
P4923
Cautious
Roth
USD
2025-10-28
430,779
35,392
395,387
1
47.6
33.2
7.8
11.4
TLT:9.2%;AMZN:22.2%;MUB:9.5%;VTI:22.2%;BND:14.8%;VOO:22.2%
US:67.1;EU:10.1;APAC:11.4;EM:9.2;Other:2.2
Value:-0.9;Growth:+0.2;Quality:+0.6;Size:-0.7;Momentum:-0.3;LowVol:+0.1
MaxPos5%;NoDerivatives;NoMargin
6
30
4.4
hard 10%
127
18.7
Volatile
21.2
5.35
4.3
170
-16
42
48
false
Rebalance
Shift +1% to bonds from equity
13
1
BrokerA
LMT
93
null
null
Normal monitoring
-18
0
41
5
false
Tax-aware sells next window
P4924
Cautious
401k
USD
2025-07-12
691,687
60,377
631,310
1
48.2
35.4
4.1
12.3
IEF:26.8%;BRK.B:19.7%;VNQ:26.8%;AAPL:26.8%
US:59.3;EU:15.9;APAC:11.6;EM:13.3;Other:0.0
Value:+0.4;Growth:+0.4;Quality:+0.5;Size:-0.5;Momentum:+0.1;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
5
30
5.6
trailing 8%
125
16.7
Bull
16.5
4.75
3.1
120
10
55
45
false
Buy
Add to core equity +1%
24
-12
BrokerB
MKT
97
null
null
Normal monitoring
110
-55
73
3
false
Tax-aware sells next window
P4925
Hands-off
Roth
USD
2025-10-23
519,029
34,266
484,763
1
63.4
27.4
0
9.2
TSLA:20.2%;AMZN:20.2%;GLD:8.9%;XLF:16.8%;TLT:19.4%;MSFT:14.5%
US:72.8;EU:14.1;APAC:5.7;EM:6.3;Other:1.2
Value:0.0;Growth:-0.9;Quality:-0.8;Size:-0.2;Momentum:-0.5;LowVol:+0.2
null
8
30
5.3
trailing 8%
105
17.4
Sideways
16.7
4.02
3
126
13
45
60
false
Rebalance
Shift +1% to bonds from equity
-14
-22
BrokerB
LMT
92
null
null
Normal monitoring
30
-9
146
5
false
Within IPS guidelines
P4926
Hands-off
IRA
USD
2025-04-22
867,882
36,833
831,049
1
67.2
24.1
0
8.7
XLF:28.5%;IEF:28.5%;BRK.B:28.5%;TLT:14.6%
US:72.4;EU:13.0;APAC:5.4;EM:9.1;Other:0.0
Value:+0.7;Growth:+0.5;Quality:-0.1;Size:+0.2;Momentum:+0.7;LowVol:-1.0
ESGOnly;MaxPos8%
10
35
5
trailing 10%
95
18.1
Sideways
21.6
4.92
3.3
109
19
66
60
false
Buy
Add to core equity +1%
26
6
BrokerA
VWAP
96
null
null
Normal monitoring
67
-4
106
4
false
Within IPS guidelines
P4927
Hands-off
IRA
USD
2024-10-31
549,245
43,078
506,167
1
62
17.2
14.4
6.4
VOO:20.3%;MSFT:10.9%;TLT:19.1%;VTI:15.3%;MUB:14.2%;XLF:20.3%
US:67.0;EU:8.3;APAC:15.2;EM:7.0;Other:2.5
Value:-0.4;Growth:+0.7;Quality:-0.0;Size:-0.8;Momentum:-0.4;LowVol:+0.7
ESGOnly;NoDerivatives
8
35
3.4
trailing 8%
134
12.8
Sideways
16.8
4.43
2.1
126
47
73
44
false
Rebalance
Shift +1% to bonds from equity
-4
-31
BrokerA
MKT
90
null
null
Normal monitoring
-48
-1
-56
3
false
Within IPS guidelines
P4928
Hands-off
IRA
USD
2025-10-08
364,719
19,943
344,776
1
67.5
17
8.5
7
VOO:21.1%;AMZN:19.3%;TSLA:14.1%;TLT:12.1%;AAPL:21.1%;GLD:12.3%
US:61.6;EU:18.9;APAC:5.5;EM:11.3;Other:2.6
Value:+0.1;Growth:-1.0;Quality:-1.0;Size:+0.6;Momentum:-0.4;LowVol:-0.6
NoDerivatives
7
35
5.4
trailing 8%
145
13.8
Volatile
29
4.81
2.4
136
7
40
69
false
NoAction
Within bands; monitor
15
-16
BrokerB
LMT
85
null
null
Normal monitoring
11
12
0
4
false
Increase defensive factor exposure
P4929
Hands-off
IRA
USD
2024-10-28
208,062
10,584
197,478
1
67.9
19
3.1
10
HYG:33.3%;XLF:33.3%;TSLA:33.3%
US:71.2;EU:7.5;APAC:10.7;EM:7.5;Other:3.1
Value:+0.7;Growth:-0.2;Quality:+0.1;Size:+0.3;Momentum:+0.3;LowVol:-0.5
ESGOnly
10
25
5.9
hard 10%
145
14.8
Volatile
28.9
4.19
2.3
179
-47
24
84
true
Rebalance
Rebalance back to target bands
3
-4
BrokerB
MKT
87
RegimeShift
Reduce
Volatility spike and breadth deterioration
-25
-47
-38
3
false
Tighten stops on momentum names
P4930
Active
Taxable
USD
2025-09-22
954,401
57,728
896,673
1.1
60.8
30.8
0
8.4
BRK.B:16.2%;QQQ:21.6%;XLF:17.0%;HYG:12.9%;TLT:11.4%;VOO:20.9%
US:71.3;EU:10.4;APAC:11.9;EM:5.3;Other:1.2
Value:+0.9;Growth:-0.2;Quality:-0.1;Size:+0.4;Momentum:+0.1;LowVol:-0.7
null
7
30
5.1
trailing 8%
212
19.4
Bull
17.7
4.72
3
114
29
63
52
false
Rebalance
Shift +1% to bonds from equity
9
-7
BrokerD
MKT
100
null
null
Normal monitoring
66
-39
88
3
false
Monitor dispersion and breadth
P4931
Cautious
Trust
USD
2024-10-23
646,865
86,092
560,773
1
38.9
34.8
10.4
15.9
MSFT:13.1%;VNQ:21.9%;XLF:23.8%;BRK.B:19.0%;QQQ:22.3%
US:62.8;EU:14.7;APAC:13.3;EM:7.5;Other:1.7
Value:+0.3;Growth:-0.5;Quality:-0.7;Size:+0.7;Momentum:+1.0;LowVol:+0.9
ESGOnly;NoMargin
5
25
6
hard 10%
165
13.7
Bull
13.9
3.65
2.8
99
44
77
27
false
Sell
Trim extended winner -1%
-15
-40
BrokerB
MKT
93
null
null
Normal monitoring
21
-40
56
5
false
Increase defensive factor exposure
P4932
Hands-off
IRA
USD
2024-12-24
289,297
18,818
270,479
1
66.5
22.9
2.9
7.7
TSLA:19.7%;BND:21.7%;AMZN:8.6%;TLT:21.7%;QQQ:14.4%;MUB:13.9%
US:63.9;EU:13.7;APAC:10.3;EM:9.6;Other:2.5
Value:-0.7;Growth:-0.4;Quality:-0.9;Size:-0.8;Momentum:+0.9;LowVol:-0.8
null
8
35
5.2
trailing 8%
170
15
Volatile
23.7
3.8
3.1
129
-41
43
57
false
Sell
Trim extended winner -1%
14
-8
BrokerA
MKT
98
null
null
Normal monitoring
5
18
99
5
false
Within IPS guidelines
P4933
Hands-off
Roth
USD
2025-05-28
231,576
17,883
213,693
1
67.5
22.8
3.9
5.9
BRK.B:27.1%;AAPL:27.1%;XLF:20.7%;GLD:25.0%
US:60.7;EU:16.5;APAC:14.1;EM:5.5;Other:3.2
Value:+0.6;Growth:+0.3;Quality:+0.8;Size:+0.6;Momentum:0.0;LowVol:-0.1
null
7
25
3.8
hard 10%
136
18.9
Volatile
21.4
4.48
4
141
5
41
70
false
Buy
Add to core equity +1%
12
7
BrokerA
LMT
87
null
null
Normal monitoring
85
-41
209
5
false
Increase defensive factor exposure
P4934
Hands-off
Trust
USD
2025-09-18
858,225
48,811
809,414
1
70.7
20.7
0
8.6
IEF:33.3%;MSFT:33.3%;HYG:33.3%
US:62.9;EU:16.9;APAC:10.9;EM:8.2;Other:1.2
Value:-0.2;Growth:+0.6;Quality:-0.1;Size:+0.5;Momentum:+0.7;LowVol:+0.4
ESGOnly;MaxPos6%
7
25
4.2
trailing 8%
142
14
Sideways
15
3.63
3.2
112
4
53
48
false
Rebalance
Shift +1% to bonds from equity
7
4
BrokerD
LMT
99
null
null
Normal monitoring
65
-16
101
5
false
Monitor dispersion and breadth
P4935
Active
IRA
USD
2024-09-21
2,296,540
204,624
2,091,916
1
50.5
19.2
20.6
9.7
GLD:19.9%;AMZN:20.4%;MUB:5.4%;VOO:20.3%;BND:20.4%;TLT:13.5%
US:72.4;EU:10.6;APAC:5.2;EM:7.1;Other:4.7
Value:+0.4;Growth:-0.5;Quality:+0.6;Size:+0.4;Momentum:+0.9;LowVol:-0.1
MaxPos8%
5
25
4
trailing 9%
156
17.3
Bull
14.1
4.13
2.6
99
82
81
34
false
Sell
Trim extended winner -1%
-2
7
BrokerC
LMT
87
null
null
Normal monitoring
102
2
66
5
false
Monitor dispersion and breadth
P4936
Hands-off
Taxable
USD
2024-08-02
442,663
31,170
411,493
1
66.3
24.5
0
9.2
MUB:33.3%;VOO:33.3%;AAPL:33.3%
US:64.1;EU:8.5;APAC:14.4;EM:10.8;Other:2.2
Value:-0.6;Growth:+0.8;Quality:+0.5;Size:-0.8;Momentum:-0.1;LowVol:-0.0
MaxPos8%
7
35
4.2
trailing 8%
90
17
Volatile
28.2
5.06
3.9
116
0
45
71
true
Rebalance
Rebalance back to target bands
20
11
BrokerD
MKT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
111
-42
182
5
false
Increase defensive factor exposure
P4937
Cautious
Taxable
USD
2025-06-25
628,498
66,967
561,531
1
40.4
30.6
12.7
16.3
VTI:21.6%;HYG:26.1%;AMZN:26.1%;TLT:26.1%
US:72.5;EU:9.9;APAC:8.6;EM:8.9;Other:0.2
Value:+0.5;Growth:+0.6;Quality:+0.4;Size:+0.8;Momentum:-0.9;LowVol:-0.2
NoDerivatives;NoMargin
10
35
3.9
trailing 8%
108
17.2
Bull
11.1
3.62
3.2
96
95
90
27
false
Sell
Trim extended winner -1%
18
-22
BrokerB
MKT
86
null
null
Normal monitoring
-20
-35
100
3
false
Tighten stops on momentum names
P4938
Active
401k
USD
2025-08-24
2,111,377
225,867
1,885,510
1
68.3
21.7
1.5
8.5
MSFT:27.5%;VOO:19.9%;AAPL:25.2%;TLT:27.5%
US:69.1;EU:17.9;APAC:9.2;EM:3.4;Other:0.4
Value:+0.3;Growth:-0.1;Quality:+0.6;Size:+0.4;Momentum:-0.1;LowVol:+0.4
null
6
25
4.7
trailing 8%
173
17.8
Bull
17.9
4.78
2.3
111
18
56
63
false
Rebalance
Shift +1% to bonds from equity
15
-3
BrokerC
MKT
87
null
null
Normal monitoring
-41
-12
-77
3
false
Within IPS guidelines
P4939
Hands-off
Trust
USD
2024-10-26
176,189
8,697
167,492
1
59.6
18.8
14.2
7.3
BND:33.3%;VOO:33.3%;VTI:33.3%
US:68.8;EU:8.5;APAC:7.3;EM:11.7;Other:3.7
Value:-0.5;Growth:-0.5;Quality:-0.2;Size:-0.1;Momentum:-0.7;LowVol:+0.1
ESGOnly;NoDerivatives
6
25
4.4
trailing 10%
165
16.2
Volatile
26.6
5.37
2.4
146
-30
32
77
true
Reduce
Cut high-beta by 2-3%, add cash
11
-18
BrokerC
LMT
93
VAR>budget
Hedge
Risk above budget threshold
28
1
73
4
false
Increase defensive factor exposure
P4940
Active
401k
USD
2024-11-30
704,861
48,875
655,986
1
56.8
23.2
12.4
7.6
AAPL:23.9%;IEF:13.8%;AMZN:18.8%;GLD:23.9%;MUB:19.7%
US:64.6;EU:6.4;APAC:13.5;EM:12.7;Other:2.8
Value:-0.6;Growth:+0.5;Quality:+0.3;Size:-0.1;Momentum:-0.3;LowVol:+0.9
null
10
30
5.2
hard 12%
208
18.1
Volatile
23.3
5.37
4
125
-37
27
55
false
Rebalance
Shift +1% to bonds from equity
2
-1
BrokerD
LMT
96
null
null
Normal monitoring
85
-28
124
4
false
Monitor dispersion and breadth
P4941
Hands-off
Taxable
USD
2025-10-31
649,959
52,492
597,467
1
60
24.7
7.5
7.8
TLT:19.7%;AAPL:12.7%;BRK.B:21.6%;VTI:13.6%;IEF:10.8%;VNQ:21.6%
US:69.5;EU:10.2;APAC:13.0;EM:5.1;Other:2.3
Value:+0.5;Growth:-0.8;Quality:-0.0;Size:+0.4;Momentum:+0.9;LowVol:-0.4
ESGOnly
7
30
4.6
trailing 8%
143
15.3
Bull
13.2
3.99
3.4
108
14
59
35
false
Hedge
Add TLT +1% as duration hedge
35
-18
BrokerA
VWAP
98
null
null
Normal monitoring
-51
-44
-91
5
false
Increase defensive factor exposure
P4942
Systematic
Roth
USD
2025-08-15
1,538,910
105,280
1,433,630
1
61.9
29.3
0
8.7
XLF:21.9%;TLT:17.7%;VTI:11.7%;VNQ:17.2%;AAPL:9.6%;MUB:21.9%
US:60.1;EU:18.0;APAC:10.2;EM:7.2;Other:4.4
Value:+0.7;Growth:-0.1;Quality:-0.3;Size:-0.0;Momentum:+0.1;LowVol:-0.7
MaxPos6%
10
25
4.8
trailing 8%
181
19.6
Bull
14
3.76
3.2
74
37
82
43
false
Sell
Trim extended winner -1%
-3
-15
BrokerD
MKT
88
null
null
Normal monitoring
-43
-2
0
5
false
Tax-aware sells next window
P4943
Systematic
IRA
USD
2024-09-17
670,799
30,321
640,478
1
63.7
30.8
0
5.5
GLD:28.7%;MUB:28.7%;IEF:28.7%;MSFT:14.0%
US:72.9;EU:9.5;APAC:8.5;EM:3.7;Other:5.5
Value:-0.5;Growth:-0.7;Quality:+0.7;Size:-0.9;Momentum:+0.6;LowVol:-0.8
MaxPos8%
6
25
5.1
trailing 8%
162
19
Bear
28.1
3.09
2.9
171
-42
28
83
true
Hedge
Buy index puts 1% notional
28
-19
BrokerB
MKT
85
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
35
1
18
5
false
Within IPS guidelines
P4944
Active
Roth
USD
2024-10-15
2,112,859
220,047
1,892,812
1.05
69.9
19
2
9.1
BRK.B:25.0%;IEF:25.0%;BND:25.0%;VTI:25.0%
US:60.1;EU:20.2;APAC:11.8;EM:5.8;Other:2.1
Value:-0.2;Growth:-0.7;Quality:-0.0;Size:-0.0;Momentum:+0.7;LowVol:+0.6
MaxPos7%
8
25
4.2
trailing 8%
171
18.2
Bull
12.3
4.12
2.4
114
102
92
48
false
Rebalance
Shift +1% to bonds from equity
30
-15
BrokerC
MKT
94
null
null
Normal monitoring
-41
-59
-58
4
false
Within IPS guidelines
P4945
Active
401k
USD
2025-05-20
1,739,526
187,749
1,551,777
1
57.4
27.9
9.3
5.4
QQQ:23.1%;MSFT:23.1%;BRK.B:23.1%;VOO:16.7%;VTI:14.0%
US:71.9;EU:8.4;APAC:14.2;EM:4.7;Other:0.8
Value:+0.5;Growth:+0.7;Quality:-0.6;Size:-0.0;Momentum:+0.9;LowVol:+0.3
MaxPos6%;NoDerivatives
8
25
5.3
trailing 8%
139
21.8
Bull
17.8
3.96
3.4
95
29
79
56
true
Reduce
Cut high-beta by 2-3%, add cash
30
15
BrokerB
MKT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
44
-30
152
3
false
Monitor dispersion and breadth
P4946
Cautious
Roth
USD
2024-12-03
342,250
41,473
300,777
1
36.1
35.5
12.5
15.9
MUB:14.6%;TSLA:24.1%;XLF:17.4%;VNQ:19.7%;QQQ:24.1%
US:65.1;EU:13.3;APAC:14.4;EM:7.1;Other:0.2
Value:-0.8;Growth:+0.8;Quality:-0.4;Size:+0.3;Momentum:-0.7;LowVol:+0.8
ESGOnly;NoMargin
10
35
4.7
hard 10%
102
18.1
Volatile
28.5
4.94
2.1
156
80
82
53
false
Sell
Trim extended winner -1%
-3
-40
BrokerB
MKT
86
null
null
Normal monitoring
-37
-47
80
5
false
Within IPS guidelines
P4947
Systematic
IRA
USD
2024-08-29
465,106
28,675
436,431
1
61.8
21.2
8.3
8.8
MSFT:16.5%;AMZN:11.1%;TLT:17.5%;TSLA:20.6%;GLD:20.6%;IEF:13.7%
US:65.3;EU:15.7;APAC:13.0;EM:5.0;Other:1.0
Value:+0.9;Growth:0.0;Quality:+0.8;Size:-0.5;Momentum:+0.4;LowVol:+0.8
null
10
25
5.4
trailing 9%
226
26.4
Sideways
14
4.55
2.1
97
46
73
54
false
Buy
Add to core equity +1%
22
9
BrokerD
LMT
92
null
null
Normal monitoring
115
-27
104
4
false
Monitor dispersion and breadth
P4948
Hands-off
Trust
USD
2025-06-07
509,548
21,148
488,400
1
73.2
16.7
0.7
9.4
TLT:20.5%;VNQ:12.5%;GLD:19.4%;AMZN:19.5%;TSLA:18.8%;MSFT:9.3%
US:71.1;EU:5.6;APAC:8.6;EM:11.8;Other:2.9
Value:-0.4;Growth:+0.1;Quality:+0.1;Size:+0.5;Momentum:+0.2;LowVol:-0.2
null
10
25
3.2
hard 10%
91
17.3
Volatile
28.9
4.65
2.7
176
4
55
79
true
Rebalance
Rebalance back to target bands
-5
13
BrokerB
LMT
89
VAR>budget
TightenStops
Risk above budget threshold
58
15
146
4
false
Tighten stops on momentum names
P4949
Active
Trust
USD
2024-10-26
1,113,014
127,796
985,218
1.18
54.2
27.5
10.3
7.9
HYG:22.1%;TLT:18.5%;VNQ:13.5%;MSFT:22.1%;AMZN:12.5%;MUB:11.3%
US:61.7;EU:17.5;APAC:10.9;EM:9.1;Other:0.8
Value:-0.1;Growth:-0.0;Quality:-0.5;Size:+0.1;Momentum:+0.7;LowVol:+0.5
MaxPos7%
8
30
4.4
trailing 8%
204
19.9
Bull
16.4
4.12
2.1
113
103
93
45
false
Rebalance
Shift +1% to bonds from equity
35
-9
BrokerB
MKT
90
null
null
Normal monitoring
-59
-1
16
4
false
Monitor dispersion and breadth
P4950
Hands-off
401k
USD
2024-09-13
675,891
53,540
622,351
1
58
19.7
15.7
6.6
TLT:21.1%;MUB:17.6%;GLD:12.1%;IEF:15.4%;XLF:14.1%;VNQ:19.8%
US:60.7;EU:15.8;APAC:12.6;EM:8.3;Other:2.6
Value:-0.6;Growth:-0.4;Quality:-0.9;Size:-0.6;Momentum:-0.2;LowVol:+0.6
MaxPos6%;NoDerivatives
6
30
3.7
hard 10%
149
19
Volatile
21.8
4.88
2.8
173
-28
22
59
false
Buy
Add to core equity +1%
27
-20
BrokerA
LMT
89
null
null
Normal monitoring
109
4
159
5
false
Within IPS guidelines
P4951
Opportunistic
IRA
USD
2025-11-14
411,433
23,126
388,307
1
67.3
16.9
8.2
7.7
VOO:35.5%;TSLA:35.5%;TLT:28.9%
US:66.3;EU:14.6;APAC:9.0;EM:7.7;Other:2.5
Value:+0.3;Growth:+0.4;Quality:+0.5;Size:+0.8;Momentum:-0.4;LowVol:-0.9
null
8
25
4.3
trailing 7%
205
23.2
Sideways
21.5
4.34
2.4
131
-5
49
61
false
Hedge
Add TLT +1% as duration hedge
10
3
BrokerC
VWAP
86
null
null
Normal monitoring
33
-5
16
3
false
Monitor dispersion and breadth
P4952
Opportunistic
IRA
USD
2025-09-23
579,688
31,288
548,400
1
68.1
12.4
15.2
4.3
AMZN:23.5%;TSLA:23.5%;HYG:13.8%;VNQ:22.9%;AAPL:16.2%
US:68.1;EU:19.1;APAC:5.8;EM:4.9;Other:2.1
Value:+0.2;Growth:-0.7;Quality:-0.7;Size:+0.4;Momentum:+0.9;LowVol:+0.3
NoDerivatives
6
35
4.6
trailing 7%
224
33.6
Bear
29.7
3.41
1.2
168
-4
35
76
true
Hedge
Buy index puts 1% notional
-13
-31
BrokerB
LMT
92
VAR>budget
Pause
Risk above budget threshold
-41
8
30
5
false
Increase defensive factor exposure
P4953
Cautious
Trust
USD
2024-12-13
463,081
49,662
413,419
1
53.5
35.3
0
11.3
TLT:23.5%;VNQ:14.0%;AMZN:21.8%;XLF:23.5%;QQQ:17.2%
US:65.8;EU:17.9;APAC:6.3;EM:8.3;Other:1.8
Value:-0.1;Growth:-0.1;Quality:-0.9;Size:-0.1;Momentum:+0.3;LowVol:+0.6
NoMargin
6
35
5.4
trailing 8%
93
19.9
Bull
13.1
3.59
2.2
75
25
74
46
false
Buy
Add to core equity +1%
-2
-25
BrokerA
LMT
96
null
null
Normal monitoring
53
17
109
4
false
Increase defensive factor exposure
P4954
Systematic
Taxable
USD
2025-04-18
684,363
56,362
628,001
1
56.8
31.6
4.4
7.2
TLT:34.4%;TSLA:34.4%;BRK.B:31.2%
US:68.2;EU:16.3;APAC:6.9;EM:5.5;Other:3.1
Value:-0.1;Growth:-0.7;Quality:+0.4;Size:-0.3;Momentum:-0.4;LowVol:-0.1
null
7
30
4.5
hard 12%
213
17.5
Volatile
22.3
4.58
2.9
177
25
47
66
true
Rebalance
Rebalance back to target bands
28
-16
BrokerC
LMT
87
VAR>budget
Hedge
Risk above budget threshold
65
-16
170
3
true
Increase defensive factor exposure
P4955
Hands-off
IRA
USD
2024-09-28
662,766
54,487
608,279
1
61.9
20.5
10.9
6.7
IEF:21.5%;AAPL:26.2%;XLF:26.2%;GLD:26.2%
US:65.9;EU:14.5;APAC:7.2;EM:8.8;Other:3.6
Value:-0.9;Growth:+0.9;Quality:0.0;Size:-0.8;Momentum:+1.0;LowVol:-1.0
null
10
35
4.7
trailing 8%
97
18.9
Volatile
25.7
4.18
2.2
161
-39
19
76
true
Reduce
Cut high-beta by 2-3%, add cash
25
-2
BrokerC
VWAP
95
RegimeShift
Pause
Volatility spike and breadth deterioration
-37
9
96
3
false
Within IPS guidelines
P4956
Hands-off
Trust
USD
2025-07-23
567,020
24,607
542,413
1
70
22.2
2.5
5.3
BRK.B:33.3%;AMZN:33.3%;VNQ:33.3%
US:73.3;EU:6.8;APAC:11.6;EM:5.7;Other:2.6
Value:-0.9;Growth:+0.4;Quality:+0.2;Size:+0.2;Momentum:-0.6;LowVol:0.0
null
8
30
4
trailing 10%
163
14.7
Bull
15.9
3.8
2.9
109
29
60
46
false
Rebalance
Shift +1% to bonds from equity
-2
2
BrokerB
MKT
87
null
null
Normal monitoring
74
-25
80
4
false
Increase defensive factor exposure
P4957
Opportunistic
Roth
USD
2024-09-15
1,511,934
48,075
1,463,859
1
77.3
14.7
0.2
7.8
VOO:19.0%;TLT:10.0%;BND:13.6%;VNQ:21.7%;AAPL:22.0%;VTI:13.6%
US:74.1;EU:5.6;APAC:5.2;EM:10.7;Other:4.3
Value:+0.4;Growth:+0.5;Quality:-0.5;Size:-0.7;Momentum:-0.4;LowVol:-0.8
null
10
30
5.7
trailing 7%
162
26.5
Sideways
19.6
4.52
2.6
93
31
54
75
false
Rebalance
Shift +1% to bonds from equity
-3
-29
BrokerB
VWAP
99
null
null
Normal monitoring
64
-22
87
3
false
Within IPS guidelines
P4958
Systematic
Roth
USD
2024-11-24
1,267,841
88,956
1,178,885
1
66.3
25.8
0.4
7.5
BND:21.2%;TLT:11.0%;AMZN:15.0%;MUB:11.2%;AAPL:21.2%;XLF:20.3%
US:68.6;EU:11.6;APAC:11.2;EM:5.5;Other:3.1
Value:-0.7;Growth:-0.2;Quality:-0.2;Size:+0.5;Momentum:-0.2;LowVol:-0.7
null
8
35
5.3
trailing 9%
171
21.4
Bear
34.4
3.23
3
159
-117
5
96
true
Rebalance
Rebalance back to target bands
16
-14
BrokerB
MKT
91
VAR>budget
Hedge
Risk above budget threshold
40
-27
71
4
false
Increase defensive factor exposure
P4959
Active
Roth
USD
2025-10-16
1,484,354
146,793
1,337,561
1
63
23.3
8.4
5.4
AAPL:18.6%;MSFT:22.8%;TLT:16.9%;BRK.B:18.9%;VNQ:22.8%
US:64.6;EU:15.9;APAC:12.0;EM:7.1;Other:0.4
Value:-0.6;Growth:+0.6;Quality:-0.2;Size:+0.5;Momentum:-0.6;LowVol:-0.9
MaxPos6%
7
25
4.8
trailing 9%
137
24.9
Volatile
26.4
4.28
2.9
143
62
90
78
true
Rebalance
Rebalance back to target bands
33
-3
BrokerD
LMT
96
VAR>budget
Reduce
Risk above budget threshold
-43
-24
-21
4
false
Within IPS guidelines
P4960
Systematic
Roth
USD
2025-11-16
1,068,620
66,836
1,001,784
1
60.4
22.9
6.9
9.8
BRK.B:32.8%;QQQ:33.6%;XLF:33.6%
US:61.0;EU:16.5;APAC:11.7;EM:8.9;Other:1.9
Value:+0.4;Growth:+0.8;Quality:+0.5;Size:+0.2;Momentum:+0.7;LowVol:-0.6
NoDerivatives
10
35
5.7
trailing 9%
130
18.5
Bull
12.6
3.77
2.4
112
88
92
42
false
NoAction
Within bands; monitor
26
8
BrokerA
MKT
0
null
null
Normal monitoring
15
2
14
5
false
Tighten stops on momentum names
P4961
Cautious
401k
USD
2024-09-20
607,557
75,334
532,223
1
42.5
43
4.1
10.3
MUB:33.5%;VTI:33.5%;VOO:32.9%
US:74.7;EU:8.6;APAC:7.1;EM:6.2;Other:3.3
Value:-0.7;Growth:+0.4;Quality:-1.0;Size:-0.7;Momentum:+0.9;LowVol:+0.4
ESGOnly;NoDerivatives;NoMargin
8
35
4.2
hard 10%
140
17.3
Bull
16.9
4.98
2.6
80
58
71
38
false
Rebalance
Shift +1% to bonds from equity
28
-37
BrokerA
MKT
88
null
null
Normal monitoring
51
-39
157
5
false
Increase defensive factor exposure
P4962
Active
IRA
USD
2025-01-04
1,701,413
193,295
1,508,118
1.07
55.5
20.1
17.9
6.4
AMZN:33.3%;HYG:33.3%;MSFT:33.3%
US:64.4;EU:9.7;APAC:16.1;EM:6.1;Other:3.8
Value:-0.3;Growth:-0.0;Quality:-0.8;Size:+0.3;Momentum:-0.0;LowVol:-0.5
MaxPos6%
10
35
5.1
trailing 9%
134
16
Bear
31.7
4.36
1.6
190
-64
14
84
true
Rebalance
Rebalance back to target bands
29
-17
BrokerB
MKT
91
RegimeShift
Hedge
Volatility spike and breadth deterioration
52
0
73
3
false
Increase defensive factor exposure
P4963
Opportunistic
401k
USD
2025-02-21
1,699,093
68,325
1,630,768
1
63.9
17.8
14
4.3
VNQ:22.9%;TSLA:7.2%;AAPL:11.5%;BRK.B:21.3%;HYG:22.9%;XLF:14.2%
US:67.6;EU:7.5;APAC:15.3;EM:5.4;Other:4.2
Value:+0.5;Growth:-0.9;Quality:-0.7;Size:-0.6;Momentum:+0.9;LowVol:-0.3
null
6
35
4.1
trailing 9%
184
25.6
Volatile
26.5
5.5
4.2
131
19
65
65
false
Buy
Add to core equity +1%
30
3
BrokerB
LMT
96
null
null
Normal monitoring
-47
-32
63
5
false
Increase defensive factor exposure
P4964
Active
IRA
USD
2025-10-25
2,114,010
134,034
1,979,976
1
60.2
29.9
3.4
6.5
MUB:21.6%;BRK.B:7.5%;TSLA:21.6%;AMZN:21.6%;VNQ:9.4%;VOO:18.4%
US:72.4;EU:10.5;APAC:7.9;EM:7.4;Other:1.9
Value:-0.5;Growth:+0.1;Quality:+0.3;Size:-1.0;Momentum:+0.2;LowVol:+0.5
MaxPos5%;NoDerivatives
5
35
6
trailing 8%
220
19
Bull
13
4.85
3.2
107
21
48
36
false
Rebalance
Shift +1% to bonds from equity
-4
-24
BrokerA
MKT
98
null
null
Normal monitoring
102
-4
230
4
false
Increase defensive factor exposure
P4965
Opportunistic
401k
USD
2025-04-05
1,166,669
66,077
1,100,592
1
73
17.2
1.7
8.1
TLT:26.3%;QQQ:21.1%;GLD:26.3%;HYG:26.3%
US:58.4;EU:21.6;APAC:9.7;EM:5.2;Other:5.2
Value:+0.7;Growth:0.0;Quality:-0.3;Size:+0.7;Momentum:+0.7;LowVol:-0.9
null
8
25
4.8
trailing 7%
182
23.9
Volatile
30.6
5.05
2.6
128
-60
7
87
true
Rebalance
Rebalance back to target bands
33
-2
BrokerA
MKT
97
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-30
-3
-15
5
false
Tighten stops on momentum names
P4966
Cautious
Taxable
USD
2024-07-05
221,339
26,526
194,813
1
39.6
43.5
4.4
12.4
GLD:24.9%;VNQ:13.8%;BND:24.9%;HYG:24.9%;MUB:11.5%
US:68.0;EU:17.1;APAC:6.4;EM:7.7;Other:0.8
Value:-0.9;Growth:+0.8;Quality:-0.6;Size:-0.3;Momentum:+0.5;LowVol:-0.4
ESGOnly;NoMargin
10
30
4.5
trailing 8%
115
18.7
Bull
12.1
4.05
3
76
39
57
37
false
Rebalance
Shift +1% to bonds from equity
6
-13
BrokerA
MKT
86
null
null
Normal monitoring
82
-11
79
4
false
Monitor dispersion and breadth
P4967
Hands-off
Trust
USD
2025-05-12
350,946
23,087
327,859
1
74.4
17
3
5.6
XLF:18.4%;VNQ:20.1%;VOO:24.2%;BND:24.2%;MSFT:13.0%
US:70.2;EU:7.4;APAC:10.1;EM:11.0;Other:1.4
Value:+0.5;Growth:-0.2;Quality:-0.5;Size:-0.2;Momentum:+0.8;LowVol:+0.9
ESGOnly
5
35
4.7
trailing 8%
117
17.1
Bear
28.5
3.46
1.4
138
-107
5
83
true
Hedge
Buy index puts 1% notional
30
14
BrokerD
MKT
96
VAR>budget
Hedge
Risk above budget threshold
69
-35
29
3
false
Monitor dispersion and breadth
P4968
Opportunistic
Taxable
USD
2025-01-09
609,712
40,093
569,619
1
74.1
17.2
3.8
4.8
XLF:21.7%;VNQ:13.2%;MUB:11.4%;TLT:10.9%;IEF:21.7%;BND:21.1%
US:60.6;EU:16.9;APAC:14.5;EM:7.3;Other:0.7
Value:+0.9;Growth:+0.5;Quality:-0.5;Size:+0.7;Momentum:+0.6;LowVol:-0.8
null
10
25
5
hard 12%
250
31.4
Bull
11.5
4.96
2.4
87
31
66
42
true
Hedge
Buy index puts 1% notional
0
-26
BrokerB
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
10
12
62
4
false
Increase defensive factor exposure
P4969
Systematic
Taxable
USD
2025-11-22
660,848
65,708
595,140
1
62.6
31.9
0
5.5
TSLA:28.2%;AAPL:15.5%;VTI:28.2%;HYG:28.2%
US:65.0;EU:16.8;APAC:7.4;EM:6.3;Other:4.5
Value:+0.7;Growth:-0.4;Quality:+1.0;Size:-0.9;Momentum:+0.1;LowVol:+0.6
MaxPos7%
6
30
5.4
hard 12%
204
17.3
Bull
12.9
4.56
2.6
106
55
64
51
false
Hedge
Add TLT +1% as duration hedge
13
-32
BrokerB
LMT
93
null
null
Normal monitoring
9
4
121
3
false
Within IPS guidelines
P4970
Cautious
IRA
USD
2025-05-08
621,068
97,032
524,036
1
45.2
33
11.5
10.3
BND:33.3%;MUB:33.3%;QQQ:33.3%
US:71.7;EU:18.1;APAC:4.9;EM:4.6;Other:0.7
Value:-0.6;Growth:+0.7;Quality:+0.8;Size:-0.1;Momentum:+0.4;LowVol:+0.3
MaxPos6%;NoMargin
10
35
4.3
trailing 8%
93
13.8
Bull
12.5
3.86
3
107
86
92
36
false
Buy
Add to core equity +1%
1
-22
BrokerC
LMT
85
null
null
Normal monitoring
-52
-49
27
5
false
Monitor dispersion and breadth
P4971
Systematic
Trust
USD
2024-11-08
620,510
31,804
588,706
1
55.7
21.9
16.6
5.8
TLT:11.2%;VTI:13.5%;AAPL:21.1%;HYG:21.6%;IEF:21.6%;VOO:10.9%
US:66.4;EU:10.6;APAC:7.2;EM:13.4;Other:2.4
Value:+0.4;Growth:-0.5;Quality:-0.8;Size:+1.0;Momentum:+0.1;LowVol:-0.1
MaxPos5%;NoDerivatives
8
30
4.7
trailing 8%
126
20.4
Bull
11.6
4.35
3.2
119
43
63
37
false
Rebalance
Shift +1% to bonds from equity
-11
-36
BrokerA
LMT
88
null
null
Normal monitoring
79
-21
47
4
false
Within IPS guidelines
P4972
Active
Roth
USD
2025-03-30
1,548,128
153,025
1,395,103
1
61.7
30.3
0
7.9
VNQ:18.5%;VTI:19.0%;MSFT:25.1%;BND:12.3%;TSLA:25.1%
US:67.4;EU:9.5;APAC:15.4;EM:7.5;Other:0.2
Value:+0.7;Growth:+0.7;Quality:-0.4;Size:-1.0;Momentum:-1.0;LowVol:+0.3
MaxPos7%
7
35
4.5
trailing 8%
197
25.6
Bull
13
4.71
2.7
96
78
99
34
false
Rebalance
Shift +1% to bonds from equity
-8
9
BrokerB
MKT
91
null
null
Normal monitoring
-23
-50
72
5
false
Tax-aware sells next window
P4973
Opportunistic
401k
USD
2025-10-17
1,308,593
66,777
1,241,816
1.25
71.7
20.5
0
7.8
VTI:17.9%;MSFT:29.3%;GLD:23.4%;QQQ:29.3%
US:61.0;EU:14.3;APAC:13.2;EM:5.9;Other:5.5
Value:+0.7;Growth:-0.3;Quality:+0.6;Size:+0.9;Momentum:-0.6;LowVol:+0.2
MaxPos8%
5
25
6.8
trailing 7%
200
28.8
Bear
25.5
3.9
2.9
171
28
52
75
true
Hedge
Buy index puts 1% notional
14
11
BrokerA
LMT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-48
-37
35
4
false
Tighten stops on momentum names
P4974
Hands-off
IRA
USD
2025-02-20
652,049
55,177
596,872
1
62
21.6
11.1
5.3
VNQ:21.7%;QQQ:14.3%;IEF:21.7%;VTI:20.5%;GLD:21.7%
US:67.9;EU:6.2;APAC:15.4;EM:9.1;Other:1.3
Value:+0.1;Growth:+0.5;Quality:+0.8;Size:-0.9;Momentum:+0.4;LowVol:+0.1
null
6
35
4.4
trailing 8%
139
18.3
Bull
14.4
3.74
3.4
112
57
70
55
false
Buy
Add to core equity +1%
-8
-7
BrokerD
MKT
92
null
null
Normal monitoring
-19
-55
119
3
false
Increase defensive factor exposure
P4975
Cautious
Trust
USD
2025-02-26
683,329
73,936
609,393
1
47.2
35.8
5.3
11.6
TLT:16.9%;MSFT:19.0%;BRK.B:20.1%;VTI:18.9%;XLF:17.4%;GLD:7.6%
US:61.7;EU:18.7;APAC:10.6;EM:4.1;Other:4.9
Value:+0.7;Growth:+0.2;Quality:+1.0;Size:-0.1;Momentum:-0.7;LowVol:+0.3
ESGOnly;NoMargin
6
30
5
hard 10%
140
19.1
Volatile
26.2
5.28
4.1
174
-49
12
53
false
Rebalance
Shift +1% to bonds from equity
28
-5
BrokerD
MKT
94
null
null
Normal monitoring
-15
-34
84
3
false
Tighten stops on momentum names
P4976
Opportunistic
Taxable
USD
2024-11-16
881,300
57,609
823,691
1.06
62.4
10.6
19.1
7.9
TSLA:30.9%;BND:34.5%;MUB:34.5%
US:59.8;EU:17.2;APAC:11.0;EM:8.2;Other:3.8
Value:+0.7;Growth:0.0;Quality:+0.1;Size:+0.1;Momentum:+0.8;LowVol:-0.7
null
7
35
6.8
hard 12%
279
28.8
Bull
15.2
4.88
3.5
87
113
100
42
false
Buy
Add to core equity +1%
14
12
BrokerA
LMT
93
null
null
Normal monitoring
13
-54
-20
4
false
Tighten stops on momentum names
P4977
Active
Taxable
USD
2025-09-28
964,505
60,867
903,638
1
57
21.1
14.1
7.8
VOO:15.9%;QQQ:18.0%;XLF:16.9%;MSFT:16.8%;MUB:15.5%;GLD:16.8%
US:57.6;EU:16.7;APAC:12.8;EM:10.8;Other:2.2
Value:+0.9;Growth:+0.3;Quality:+0.1;Size:+0.4;Momentum:+0.6;LowVol:-0.1
MaxPos6%;NoDerivatives
7
30
5.7
trailing 8%
202
24.1
Sideways
15.2
4.26
3.5
102
34
57
34
false
Rebalance
Shift +1% to bonds from equity
13
-34
BrokerD
VWAP
100
null
null
Normal monitoring
84
-7
127
3
false
Increase defensive factor exposure
P4978
Active
401k
USD
2025-06-17
2,363,724
208,509
2,155,215
1
65.4
29.8
0
4.8
AAPL:8.8%;AMZN:9.4%;TLT:15.8%;XLF:23.9%;BND:18.2%;VOO:23.9%
US:70.4;EU:7.1;APAC:16.0;EM:5.6;Other:0.9
Value:+0.3;Growth:+0.8;Quality:-0.1;Size:+0.9;Momentum:-0.9;LowVol:-0.6
MaxPos6%
6
35
5.1
trailing 8%
155
18.1
Volatile
23.6
4.29
2
175
34
63
69
false
Buy
Add to core equity +1%
-8
4
BrokerD
MKT
100
null
null
Normal monitoring
-10
-53
94
3
false
Within IPS guidelines
P4979
Systematic
401k
USD
2024-08-05
438,712
31,250
407,462
1
68.3
24.6
0
7.1
BRK.B:33.3%;TLT:33.3%;VTI:33.3%
US:66.6;EU:12.5;APAC:6.1;EM:11.0;Other:3.7
Value:+0.3;Growth:-0.2;Quality:+0.7;Size:+0.4;Momentum:+0.7;LowVol:+0.9
NoDerivatives
7
30
5.4
hard 12%
192
16.7
Sideways
16.8
4.8
2.7
120
18
47
64
false
Sell
Trim extended winner -1%
26
11
BrokerD
MKT
85
null
null
Normal monitoring
109
17
200
5
false
Increase defensive factor exposure
P4980
Opportunistic
IRA
USD
2025-01-17
852,626
59,542
793,084
1
73.9
14.1
4.3
7.7
VTI:22.7%;BRK.B:22.7%;AMZN:22.7%;TLT:22.7%;BND:9.2%
US:70.9;EU:9.7;APAC:9.5;EM:4.8;Other:5.1
Value:-0.8;Growth:-0.5;Quality:+0.5;Size:+0.2;Momentum:+0.1;LowVol:+0.8
null
8
35
6.5
trailing 7%
192
32.9
Bull
12.6
4.47
2.1
91
24
73
39
false
Buy
Add to core equity +1%
28
14
BrokerA
LMT
92
null
null
Normal monitoring
56
-49
106
4
false
Monitor dispersion and breadth
P4981
Systematic
Taxable
USD
2025-08-25
976,013
63,778
912,235
1
56.8
31.1
3.8
8.3
VTI:25.9%;TSLA:25.9%;MUB:14.0%;AAPL:17.1%;QQQ:17.1%
US:75.9;EU:5.7;APAC:12.8;EM:5.6;Other:0.0
Value:-0.8;Growth:+0.3;Quality:+0.6;Size:-0.2;Momentum:+0.8;LowVol:-0.8
MaxPos7%
6
30
4.5
trailing 9%
123
19.3
Volatile
31
4.73
2.9
137
70
95
73
true
Rebalance
Rebalance back to target bands
26
-1
BrokerC
MKT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
64
-28
77
2
false
Tighten stops on momentum names
P4982
Hands-off
Roth
USD
2025-01-07
379,602
33,973
345,629
1
57.7
21.1
11.9
9.2
TLT:10.3%;AAPL:23.8%;HYG:19.9%;IEF:9.7%;QQQ:23.8%;AMZN:12.5%
US:63.6;EU:14.9;APAC:17.4;EM:3.8;Other:0.3
Value:-0.3;Growth:+0.7;Quality:-1.0;Size:+0.8;Momentum:-0.5;LowVol:-0.8
ESGOnly;MaxPos8%
7
35
5.1
trailing 10%
166
16.9
Sideways
17.9
4.48
3
133
-9
44
43
true
Hedge
Buy index puts 1% notional
24
-36
BrokerB
MKT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
8
-8
48
2
false
Increase defensive factor exposure
P4983
Cautious
401k
USD
2025-07-01
855,779
99,228
756,551
1
37.8
36.3
15.7
10.3
XLF:33.3%;TLT:33.3%;IEF:33.3%
US:74.2;EU:10.6;APAC:5.6;EM:5.2;Other:4.4
Value:+0.3;Growth:+0.9;Quality:-0.1;Size:-0.6;Momentum:+0.5;LowVol:-0.3
NoMargin
7
35
3.5
trailing 8%
139
16.7
Sideways
16.4
4.57
3.5
103
39
77
37
true
Hedge
Buy index puts 1% notional
13
13
BrokerB
LMT
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
-14
-7
59
5
false
Tighten stops on momentum names
P4984
Hands-off
Trust
USD
2025-04-04
880,249
71,697
808,552
1
66.8
22.3
5.1
5.8
AAPL:14.7%;MSFT:19.1%;VOO:22.7%;HYG:20.9%;XLF:22.7%
US:69.1;EU:14.1;APAC:10.5;EM:5.9;Other:0.4
Value:-1.0;Growth:-0.1;Quality:-0.2;Size:+0.5;Momentum:-0.8;LowVol:-0.9
ESGOnly;MaxPos5%;NoDerivatives
10
30
5.3
trailing 10%
94
18.7
Volatile
25.7
4.66
3.1
119
55
67
62
false
Hedge
Add TLT +1% as duration hedge
-2
-35
BrokerB
MKT
85
null
null
Normal monitoring
20
11
146
3
false
Tighten stops on momentum names
P4985
Cautious
401k
USD
2024-11-09
869,860
80,970
788,890
1
48
40.5
0
11.6
XLF:19.3%;QQQ:16.3%;GLD:16.2%;TLT:15.7%;AMZN:20.3%;MUB:12.2%
US:59.7;EU:20.2;APAC:10.5;EM:6.4;Other:3.1
Value:-0.1;Growth:-0.6;Quality:+0.1;Size:-0.4;Momentum:-0.7;LowVol:-0.3
ESGOnly;MaxPos8%;NoMargin
5
35
3.5
trailing 10%
110
13.8
Sideways
14.5
3.74
2.9
118
26
57
40
false
Hedge
Add TLT +1% as duration hedge
-13
-18
BrokerC
MKT
86
null
null
Normal monitoring
94
-31
112
3
false
Monitor dispersion and breadth
P4986
Hands-off
401k
USD
2025-02-02
856,923
64,618
792,305
1
60
27.8
4.9
7.3
TLT:14.2%;BRK.B:17.2%;IEF:11.4%;AAPL:16.1%;XLF:20.5%;MSFT:20.5%
US:60.7;EU:15.3;APAC:11.9;EM:9.8;Other:2.3
Value:+0.3;Growth:-0.3;Quality:+0.9;Size:+0.4;Momentum:+0.1;LowVol:-0.1
null
6
25
4.8
trailing 8%
112
12.1
Volatile
27.7
4.88
2.3
121
55
72
73
true
Hedge
Buy index puts 1% notional
-12
-31
BrokerC
MKT
91
RegimeShift
TightenStops
Volatility spike and breadth deterioration
66
-39
86
2
false
Within IPS guidelines
P4987
Hands-off
IRA
USD
2025-06-05
841,825
75,278
766,547
1
65.9
18.7
8.8
6.5
XLF:9.2%;TLT:14.1%;MSFT:22.9%;VNQ:22.9%;AAPL:8.9%;TSLA:22.0%
US:71.1;EU:9.0;APAC:14.0;EM:4.3;Other:1.6
Value:-0.9;Growth:-0.2;Quality:+0.6;Size:-0.9;Momentum:-0.6;LowVol:-0.3
ESGOnly;MaxPos8%;NoDerivatives
7
30
4.5
trailing 10%
114
16.8
Bear
26.1
3.44
2.1
213
-12
34
70
false
Hedge
Add TLT +1% as duration hedge
28
-19
BrokerC
MKT
91
null
null
Normal monitoring
90
20
135
4
false
Increase defensive factor exposure
P4988
Opportunistic
Taxable
USD
2024-10-28
1,102,837
64,641
1,038,196
1
64.9
10.2
17
8
VNQ:10.1%;QQQ:20.7%;TSLA:23.1%;GLD:23.1%;BND:23.1%
US:78.6;EU:7.9;APAC:5.2;EM:6.3;Other:1.9
Value:-0.2;Growth:-0.0;Quality:-0.9;Size:+0.3;Momentum:+0.6;LowVol:+1.0
NoDerivatives
5
30
6.2
hard 12%
277
30.9
Bull
15.6
4.08
2.2
81
1
37
54
false
Sell
Trim extended winner -1%
12
-17
BrokerC
MKT
92
null
null
Normal monitoring
30
-31
23
3
false
Tax-aware sells next window
P4989
Cautious
401k
USD
2025-03-10
225,443
26,806
198,637
1
41
38.5
5
15.4
QQQ:33.2%;GLD:33.4%;VOO:33.4%
US:57.8;EU:19.6;APAC:15.0;EM:6.6;Other:1.0
Value:-0.9;Growth:+0.7;Quality:+0.8;Size:+0.3;Momentum:+0.9;LowVol:+0.2
NoMargin
8
35
3.3
trailing 10%
142
19
Bull
13.8
4.16
3.3
117
67
93
39
false
Rebalance
Shift +1% to bonds from equity
14
7
BrokerC
LMT
96
null
null
Normal monitoring
-10
-34
97
3
false
Monitor dispersion and breadth
P4990
Opportunistic
Taxable
USD
2024-07-05
337,820
23,398
314,422
1
62
10.8
20.5
6.7
TSLA:14.6%;HYG:26.4%;AAPL:26.4%;BRK.B:14.0%;IEF:18.6%
US:59.6;EU:18.1;APAC:12.9;EM:6.4;Other:3.0
Value:+0.9;Growth:+0.6;Quality:+0.3;Size:+0.7;Momentum:-0.6;LowVol:-1.0
MaxPos8%
10
35
4.1
trailing 9%
229
29.9
Bull
14.9
4.74
3.3
103
35
65
42
false
Rebalance
Shift +1% to bonds from equity
-15
-25
BrokerA
VWAP
93
null
null
Normal monitoring
4
-36
122
4
false
Within IPS guidelines
P4991
Active
401k
USD
2025-09-10
2,196,811
145,253
2,051,558
1
57.2
25.6
10.2
7
VTI:22.7%;MSFT:8.9%;VOO:22.7%;HYG:22.7%;TLT:9.0%;GLD:14.1%
US:71.1;EU:7.6;APAC:14.2;EM:6.4;Other:0.6
Value:-0.2;Growth:+0.2;Quality:-0.2;Size:+0.1;Momentum:+0.9;LowVol:-0.8
MaxPos6%
6
25
4.4
hard 12%
122
24.5
Sideways
14.1
4.15
2.7
128
39
64
36
false
Rebalance
Shift +1% to bonds from equity
23
-19
BrokerD
LMT
98
null
null
Normal monitoring
38
-47
54
3
false
Within IPS guidelines
P4992
Systematic
401k
USD
2024-10-15
1,457,892
88,428
1,369,464
1
62.9
20.9
8.2
8
AMZN:11.3%;QQQ:11.7%;XLF:20.7%;TSLA:22.9%;BRK.B:22.9%;IEF:10.5%
US:55.5;EU:20.7;APAC:8.4;EM:11.2;Other:4.2
Value:+1.0;Growth:+0.4;Quality:-0.2;Size:-0.4;Momentum:+0.1;LowVol:-0.4
null
10
25
6
hard 12%
151
26.3
Bull
14.7
4.36
3.3
84
25
75
46
false
Rebalance
Shift +1% to bonds from equity
20
-27
BrokerB
MKT
96
null
null
Normal monitoring
94
0
215
4
false
Within IPS guidelines
P4993
Systematic
Taxable
USD
2024-11-25
1,472,976
75,375
1,397,601
1
64.3
23.7
3.6
8.4
VOO:33.3%;TSLA:33.3%;XLF:33.3%
US:65.6;EU:11.2;APAC:6.4;EM:12.5;Other:4.4
Value:-0.7;Growth:+0.2;Quality:-0.4;Size:+0.1;Momentum:0.0;LowVol:+0.9
MaxPos7%
5
30
5.3
trailing 8%
216
23.1
Bear
23.7
4.17
2.3
139
-50
23
74
true
Hedge
Buy index puts 1% notional
11
-33
BrokerA
MKT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
95
-35
94
2
false
Increase defensive factor exposure
P4994
Cautious
IRA
USD
2025-05-29
198,781
26,995
171,786
1
46.6
42.1
0.4
10.9
VTI:21.1%;VNQ:12.9%;MSFT:20.4%;IEF:11.3%;AMZN:13.2%;BND:21.1%
US:66.6;EU:6.7;APAC:12.2;EM:9.7;Other:4.8
Value:+0.3;Growth:-0.2;Quality:+0.4;Size:-0.2;Momentum:-0.3;LowVol:-0.5
ESGOnly;MaxPos6%;NoMargin
8
30
4.6
trailing 10%
136
12.1
Volatile
27.1
5.14
2.7
138
29
51
64
false
Sell
Trim extended winner -1%
28
-7
BrokerA
MKT
86
null
null
Normal monitoring
93
-53
230
5
false
Increase defensive factor exposure
P4995
Cautious
Taxable
USD
2025-06-16
705,015
73,165
631,850
1
46.9
31.6
11.2
10.3
GLD:33.3%;TLT:33.3%;XLF:33.3%
US:62.9;EU:18.2;APAC:13.4;EM:2.9;Other:2.5
Value:+0.2;Growth:-0.5;Quality:-1.0;Size:0.0;Momentum:-0.4;LowVol:-0.2
MaxPos7%;NoMargin
5
35
4.5
trailing 8%
134
17.8
Volatile
31.6
4.62
3.9
161
-26
34
68
false
Rebalance
Shift +1% to bonds from equity
15
0
BrokerB
MKT
100
null
null
Normal monitoring
-38
-41
-30
4
false
Tax-aware sells next window
P4996
Active
Roth
USD
2025-07-13
516,119
38,823
477,296
1
58.2
31.9
4
5.9
AMZN:25.3%;TLT:24.0%;IEF:25.3%;VTI:25.3%
US:58.0;EU:16.5;APAC:13.7;EM:9.5;Other:2.4
Value:+1.0;Growth:-0.2;Quality:+0.3;Size:+0.1;Momentum:-0.5;LowVol:-0.6
MaxPos5%
7
30
5.6
trailing 9%
160
27.5
Volatile
27.3
4.53
2.8
155
-18
27
63
false
Rebalance
Shift +1% to bonds from equity
-3
-2
BrokerA
MKT
94
null
null
Normal monitoring
67
-20
70
3
false
Monitor dispersion and breadth
P4997
Cautious
IRA
USD
2025-09-26
432,383
46,366
386,017
1
36.7
36.2
13.2
13.9
BND:33.3%;AMZN:33.3%;MUB:33.3%
US:69.0;EU:10.5;APAC:8.4;EM:7.8;Other:4.3
Value:+0.9;Growth:+0.6;Quality:0.0;Size:+0.6;Momentum:+0.3;LowVol:-0.6
NoMargin
5
30
4.7
trailing 8%
103
15.7
Bear
26.2
3.52
1.6
204
-16
56
50
false
Rebalance
Shift +1% to bonds from equity
27
-36
BrokerB
MKT
95
null
null
Normal monitoring
71
-23
76
3
false
Increase defensive factor exposure
P4998
Systematic
Trust
USD
2024-12-01
1,570,858
126,024
1,444,834
1
65
25
4.2
5.8
MUB:23.8%;VOO:16.6%;VNQ:23.1%;HYG:23.8%;IEF:12.7%
US:75.1;EU:6.7;APAC:7.1;EM:9.1;Other:2.0
Value:+0.7;Growth:-0.1;Quality:+1.0;Size:+0.9;Momentum:+0.8;LowVol:-0.3
MaxPos8%
8
35
4.3
trailing 9%
156
22.2
Bull
11.8
3.64
2.1
106
87
79
43
false
Rebalance
Shift +1% to bonds from equity
17
12
BrokerA
LMT
100
null
null
Normal monitoring
37
-44
80
4
false
Tax-aware sells next window
P4999
Hands-off
Trust
USD
2024-07-28
231,639
10,633
221,006
1
60.9
26.6
5.3
7.2
VTI:33.3%;TLT:33.3%;QQQ:33.3%
US:70.0;EU:12.3;APAC:6.5;EM:7.1;Other:4.1
Value:+0.4;Growth:+0.4;Quality:-0.6;Size:+0.9;Momentum:+0.9;LowVol:+0.6
null
6
30
4.4
hard 10%
97
15.9
Sideways
21.3
4.94
2.5
92
13
60
62
false
Buy
Add to core equity +1%
-7
-16
BrokerB
LMT
96
null
null
Normal monitoring
-33
-59
29
4
false
Within IPS guidelines
P5000
Opportunistic
Roth
USD
2025-12-24
839,441
63,680
775,761
1.14
76
12.7
2.3
8.9
MSFT:33.7%;BRK.B:33.7%;QQQ:32.5%
US:68.5;EU:13.5;APAC:6.8;EM:10.7;Other:0.5
Value:+0.1;Growth:+0.9;Quality:+0.1;Size:-0.4;Momentum:-0.7;LowVol:-0.3
MaxPos5%
6
25
5.6
hard 12%
198
28.4
Volatile
30.5
4.11
4.3
129
5
48
87
true
Rebalance
Rebalance back to target bands
14
-6
BrokerB
LMT
95
VAR>budget
Pause
Risk above budget threshold
-20
-41
102
3
false
Monitor dispersion and breadth