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
P0501
Systematic
401k
USD
2025-04-08
1,550,500
124,459
1,426,041
1
63.6
21
6.5
8.9
GLD:20.9%;QQQ:21.8%;MUB:13.6%;IEF:21.8%;VNQ:21.8%
US:69.9;EU:5.8;APAC:12.6;EM:9.7;Other:2.0
Value:-0.5;Growth:-0.7;Quality:-0.3;Size:-0.2;Momentum:+0.2;LowVol:-0.4
null
8
30
4.7
trailing 8%
209
22.7
Bull
15.3
3.69
3.3
80
13
66
41
false
Buy
Add to core equity +1%
-10
-39
BrokerD
MKT
85
null
null
Normal monitoring
-33
-54
70
5
false
Within IPS guidelines
P0502
Hands-off
IRA
USD
2025-07-07
580,448
51,520
528,928
1
71.2
19.6
0
9.3
VOO:14.5%;XLF:23.4%;HYG:11.6%;VNQ:18.7%;TLT:19.2%;BND:12.5%
US:64.1;EU:10.9;APAC:13.6;EM:8.7;Other:2.8
Value:-0.3;Growth:+0.6;Quality:-0.9;Size:-0.1;Momentum:+0.8;LowVol:-1.0
ESGOnly;MaxPos7%;NoDerivatives
5
35
3.9
trailing 8%
129
19.1
Bull
12.8
3.59
3.4
104
68
83
49
false
Buy
Add to core equity +1%
2
-6
BrokerA
MKT
86
null
null
Normal monitoring
-60
10
-21
3
false
Within IPS guidelines
P0503
Cautious
Taxable
USD
2025-03-07
272,599
23,516
249,083
1
45
38.9
0
16.2
MSFT:32.1%;AMZN:18.0%;HYG:32.1%;GLD:17.9%
US:69.7;EU:8.9;APAC:11.3;EM:7.9;Other:2.3
Value:+1.0;Growth:-0.3;Quality:+0.3;Size:-0.7;Momentum:+0.3;LowVol:+0.5
MaxPos6%;NoMargin
10
35
3.6
trailing 10%
153
15.7
Bull
17.6
3.57
2.8
76
110
100
47
false
NoAction
Within bands; monitor
-3
-26
BrokerD
MKT
0
null
null
Normal monitoring
-24
-55
-32
4
false
Monitor dispersion and breadth
P0504
Cautious
Trust
USD
2025-02-05
898,759
135,673
763,086
1
40.3
35.9
13.7
10.2
VTI:27.9%;BND:27.9%;VNQ:16.3%;BRK.B:27.9%
US:62.6;EU:16.2;APAC:8.4;EM:11.0;Other:1.8
Value:-0.3;Growth:-0.4;Quality:+0.3;Size:+0.3;Momentum:+0.2;LowVol:+0.9
NoDerivatives;NoMargin
6
25
3.7
trailing 10%
103
12.1
Bull
14.8
4.1
2.4
80
75
85
42
false
NoAction
Within bands; monitor
13
0
BrokerD
VWAP
88
null
null
Normal monitoring
112
18
137
5
false
Increase defensive factor exposure
P0505
Opportunistic
Taxable
USD
2025-10-24
1,110,645
42,433
1,068,212
1
71.7
20.8
2.6
4.8
VOO:33.3%;XLF:33.3%;HYG:33.3%
US:68.3;EU:17.4;APAC:6.7;EM:5.7;Other:1.9
Value:-1.0;Growth:+0.8;Quality:+0.2;Size:-0.4;Momentum:-0.2;LowVol:+0.1
MaxPos6%
10
35
4.8
trailing 7%
207
31.4
Volatile
29.2
3.97
3.6
147
-35
21
77
true
Reduce
Cut high-beta by 2-3%, add cash
32
-35
BrokerD
LMT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
27
-23
46
2
false
Increase defensive factor exposure
P0506
Active
Trust
USD
2024-12-15
2,460,703
230,458
2,230,245
1
55.4
18.3
20.4
5.9
QQQ:33.3%;MSFT:33.3%;TLT:33.3%
US:67.5;EU:12.5;APAC:7.6;EM:9.8;Other:2.6
Value:+0.6;Growth:+0.6;Quality:+0.2;Size:-0.8;Momentum:+0.2;LowVol:-0.1
MaxPos5%
6
25
4.8
hard 12%
127
19.2
Volatile
25.2
3.69
4.2
160
2
36
58
false
Rebalance
Shift +1% to bonds from equity
33
11
BrokerB
LMT
94
null
null
Normal monitoring
-3
-21
-34
4
false
Tighten stops on momentum names
P0507
Cautious
401k
USD
2024-07-09
265,775
24,282
241,493
1
52.6
36.7
0
10.7
TLT:18.7%;TSLA:14.2%;QQQ:8.1%;VOO:22.0%;AMZN:22.0%;VTI:15.1%
US:66.7;EU:14.9;APAC:13.9;EM:3.7;Other:0.8
Value:-1.0;Growth:+0.9;Quality:+0.9;Size:-0.5;Momentum:+0.1;LowVol:-0.1
ESGOnly;MaxPos6%;NoMargin
8
25
3.5
hard 10%
144
16.7
Sideways
19.8
4.99
2.5
112
39
65
46
false
Hedge
Add TLT +1% as duration hedge
-4
2
BrokerD
MKT
89
null
null
Normal monitoring
110
-15
104
3
false
Tighten stops on momentum names
P0508
Opportunistic
Trust
USD
2025-06-23
1,482,133
83,743
1,398,390
1.17
70.6
21.2
0
8.2
VNQ:33.7%;TLT:32.6%;MSFT:33.7%
US:69.6;EU:8.5;APAC:17.2;EM:4.0;Other:0.7
Value:+0.8;Growth:+0.2;Quality:+0.7;Size:+0.5;Momentum:-0.6;LowVol:-0.1
MaxPos8%
6
35
5.3
trailing 7%
165
21.6
Sideways
16.5
4.78
3.2
115
30
66
51
false
Sell
Trim extended winner -1%
10
-5
BrokerB
VWAP
98
null
null
Normal monitoring
64
2
167
4
false
Within IPS guidelines
P0509
Active
Trust
USD
2025-01-06
2,428,481
205,418
2,223,063
1
56.3
24
12.1
7.5
GLD:33.3%;BRK.B:33.3%;TLT:33.3%
US:60.9;EU:13.9;APAC:11.5;EM:9.3;Other:4.3
Value:-0.2;Growth:-0.6;Quality:-0.7;Size:-0.0;Momentum:+0.8;LowVol:-0.1
MaxPos8%
7
25
4.1
trailing 8%
172
20.7
Volatile
28.3
5.08
3.2
161
51
65
64
false
Buy
Add to core equity +1%
-5
-31
BrokerA
LMT
95
null
null
Normal monitoring
56
-29
155
3
false
Increase defensive factor exposure
P0510
Hands-off
401k
USD
2025-12-01
733,340
57,036
676,304
1
61.3
15.7
13.9
9
XLF:28.7%;IEF:28.7%;TLT:28.7%;QQQ:13.9%
US:69.1;EU:15.4;APAC:6.5;EM:6.6;Other:2.5
Value:+0.9;Growth:-0.5;Quality:-0.6;Size:+1.0;Momentum:0.0;LowVol:+0.9
NoDerivatives
10
35
5.3
trailing 8%
130
16.8
Volatile
29.5
4.53
2.5
142
-37
37
70
false
NoAction
Within bands; monitor
21
-28
BrokerC
VWAP
91
null
null
Normal monitoring
76
-24
199
4
false
Monitor dispersion and breadth
P0511
Systematic
401k
USD
2025-03-11
837,312
54,862
782,450
1
65.9
27.4
0.2
6.6
TSLA:8.2%;AAPL:20.6%;MUB:19.1%;AMZN:18.9%;VTI:18.4%;VNQ:14.8%
US:58.3;EU:14.8;APAC:12.8;EM:9.6;Other:4.6
Value:+0.8;Growth:-0.5;Quality:-0.1;Size:+0.8;Momentum:+0.6;LowVol:+0.8
null
6
30
5.3
hard 12%
221
26.3
Volatile
27.5
3.88
4.1
143
-8
41
65
false
Rebalance
Shift +1% to bonds from equity
12
-13
BrokerD
MKT
96
null
null
Normal monitoring
95
18
62
3
false
Monitor dispersion and breadth
P0512
Systematic
401k
USD
2025-05-05
1,059,460
45,538
1,013,922
1
64.3
22.6
6.9
6.2
HYG:33.1%;VOO:33.4%;TSLA:33.4%
US:62.6;EU:19.2;APAC:8.0;EM:9.2;Other:0.9
Value:-0.5;Growth:+1.0;Quality:-0.2;Size:-0.9;Momentum:+0.1;LowVol:-0.9
null
10
35
4.2
hard 12%
162
23.9
Sideways
18
3.61
3
124
57
90
61
false
Buy
Add to core equity +1%
27
10
BrokerA
MKT
88
null
null
Normal monitoring
7
-43
55
5
false
Increase defensive factor exposure
P0513
Cautious
Roth
USD
2024-09-25
295,504
36,587
258,917
1
45.2
38.3
1.4
15.1
TSLA:15.6%;HYG:17.3%;MSFT:18.2%;BND:19.4%;VOO:13.3%;AAPL:16.1%
US:66.3;EU:13.4;APAC:9.5;EM:10.5;Other:0.3
Value:-0.5;Growth:-0.7;Quality:+0.2;Size:+0.1;Momentum:+0.7;LowVol:+0.7
ESGOnly;MaxPos6%;NoMargin
10
30
5.5
trailing 10%
105
12.2
Bull
12.6
4.48
3.4
72
31
70
38
false
Rebalance
Shift +1% to bonds from equity
12
-12
BrokerB
LMT
93
null
null
Normal monitoring
-22
12
47
5
false
Monitor dispersion and breadth
P0514
Active
Taxable
USD
2025-08-23
532,309
47,357
484,952
1.13
51.6
20.6
19.8
8.1
HYG:33.3%;TSLA:33.3%;VTI:33.3%
US:62.8;EU:12.2;APAC:11.3;EM:10.3;Other:3.4
Value:-0.8;Growth:-0.4;Quality:0.0;Size:+0.4;Momentum:-0.4;LowVol:-0.1
null
8
25
5.2
trailing 9%
181
22
Bull
17.9
4.79
3.2
100
105
96
47
false
Buy
Add to core equity +1%
-13
-28
BrokerD
LMT
89
null
null
Normal monitoring
-29
14
-39
3
false
Within IPS guidelines
P0515
Cautious
Roth
USD
2024-12-11
185,030
20,509
164,521
1
45.2
37.6
0
17.2
AAPL:21.0%;VTI:14.6%;GLD:21.0%;TSLA:17.3%;HYG:16.1%;VNQ:10.0%
US:65.1;EU:12.1;APAC:14.0;EM:8.5;Other:0.3
Value:-0.4;Growth:-0.8;Quality:+0.2;Size:-0.2;Momentum:+0.8;LowVol:-0.8
ESGOnly;NoMargin
8
30
3.3
hard 10%
165
14.1
Sideways
14.9
4.84
3.1
99
44
65
35
false
Rebalance
Shift +1% to bonds from equity
-7
-5
BrokerC
MKT
94
null
null
Normal monitoring
34
-20
13
3
false
Within IPS guidelines
P0516
Cautious
IRA
USD
2024-12-24
196,471
25,116
171,355
1
48
39.7
0.7
11.6
AMZN:17.2%;XLF:21.2%;HYG:18.0%;BND:12.3%;VNQ:10.1%;VOO:21.2%
US:60.4;EU:17.2;APAC:7.7;EM:12.4;Other:2.3
Value:+0.1;Growth:+1.0;Quality:-0.3;Size:+0.7;Momentum:-0.5;LowVol:+0.8
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
6
25
5.6
hard 10%
158
15.1
Sideways
21.8
4.61
2.7
120
2
39
52
false
Sell
Trim extended winner -1%
28
-33
BrokerD
MKT
100
null
null
Normal monitoring
37
2
158
3
false
Within IPS guidelines
P0517
Active
Taxable
USD
2025-02-04
2,056,876
210,517
1,846,359
1
56.7
26.2
9.8
7.3
TLT:23.0%;GLD:23.0%;TSLA:8.0%;IEF:23.0%;MUB:23.0%
US:71.8;EU:6.8;APAC:14.4;EM:3.3;Other:3.6
Value:-0.6;Growth:-0.7;Quality:0.0;Size:0.0;Momentum:-0.8;LowVol:+0.4
null
6
30
4.4
hard 12%
202
18.9
Volatile
29.5
4.48
2.9
135
-51
9
67
false
NoAction
Within bands; monitor
2
12
BrokerA
LMT
99
null
null
Normal monitoring
62
11
68
4
false
Within IPS guidelines
P0518
Hands-off
401k
USD
2024-10-03
770,095
65,726
704,369
1
60.9
17.3
15.7
6
AAPL:29.1%;TLT:29.1%;MUB:29.1%;BRK.B:12.7%
US:68.9;EU:10.3;APAC:13.2;EM:4.1;Other:3.5
Value:-1.0;Growth:+0.2;Quality:-0.0;Size:+0.3;Momentum:-0.2;LowVol:+0.2
ESGOnly;NoDerivatives
8
30
3.4
hard 10%
129
19.7
Bull
14.5
4.82
3.5
97
20
50
40
false
Sell
Trim extended winner -1%
3
-32
BrokerC
MKT
94
null
null
Normal monitoring
-49
-9
-84
3
false
Monitor dispersion and breadth
P0519
Hands-off
Roth
USD
2025-11-20
745,277
65,113
680,164
1
71.6
20.5
0
7.9
MSFT:18.1%;QQQ:24.9%;HYG:24.9%;XLF:18.5%;VNQ:13.6%
US:65.5;EU:16.2;APAC:11.2;EM:5.8;Other:1.4
Value:-0.3;Growth:+0.6;Quality:0.0;Size:-0.2;Momentum:+0.9;LowVol:-0.4
MaxPos8%
10
25
3.8
trailing 8%
145
19.3
Bear
22.1
3.86
2
206
-8
60
64
false
Rebalance
Shift +1% to bonds from equity
9
-37
BrokerB
LMT
100
null
null
Normal monitoring
75
18
123
3
false
Within IPS guidelines
P0520
Opportunistic
401k
USD
2024-11-18
557,773
24,472
533,301
1.12
68.9
11.2
14.8
5.1
AMZN:25.2%;QQQ:25.2%;VNQ:25.2%;GLD:24.5%
US:65.0;EU:8.5;APAC:11.5;EM:12.0;Other:2.9
Value:-1.0;Growth:-0.6;Quality:-0.7;Size:-0.3;Momentum:+0.9;LowVol:+0.5
MaxPos6%
5
30
5.1
trailing 7%
201
28.3
Sideways
15.2
4.03
2.9
118
24
59
61
true
Rebalance
Rebalance back to target bands
-4
-24
BrokerD
MKT
99
VAR>budget
Hedge
Risk above budget threshold
-1
18
129
3
true
Tax-aware sells next window
P0521
Active
401k
USD
2024-11-26
2,425,916
226,609
2,199,307
1
52
21.5
17.3
9.2
HYG:22.4%;TLT:22.4%;BND:13.6%;VOO:19.8%;GLD:21.7%
US:66.1;EU:14.6;APAC:9.6;EM:9.0;Other:0.7
Value:+1.0;Growth:-0.4;Quality:-0.5;Size:0.0;Momentum:-0.8;LowVol:+0.9
null
8
35
4.3
hard 12%
123
24.8
Volatile
26.8
4.14
3.6
159
57
78
69
false
Hedge
Add TLT +1% as duration hedge
-14
9
BrokerA
MKT
92
null
null
Normal monitoring
90
-50
142
4
false
Monitor dispersion and breadth
P0522
Hands-off
Roth
USD
2024-11-19
758,481
70,715
687,766
1
56.5
17.5
18.7
7.3
BND:27.5%;VOO:27.5%;VTI:27.5%;AAPL:17.6%
US:59.7;EU:19.5;APAC:8.8;EM:10.6;Other:1.4
Value:+0.2;Growth:+0.1;Quality:+0.9;Size:-0.6;Momentum:-0.0;LowVol:-0.2
NoDerivatives
5
30
4.1
trailing 8%
99
16.6
Bull
18
4.33
2.2
85
49
75
56
false
Sell
Trim extended winner -1%
35
-37
BrokerC
MKT
97
null
null
Normal monitoring
89
-22
92
4
false
Within IPS guidelines
P0523
Systematic
401k
USD
2024-11-01
1,255,945
60,671
1,195,274
1
65.9
26.6
0.9
6.6
MSFT:12.0%;TLT:13.3%;VTI:20.9%;MUB:13.3%;QQQ:19.3%;BND:21.2%
US:66.1;EU:19.5;APAC:7.3;EM:6.3;Other:0.8
Value:-0.7;Growth:-0.1;Quality:+0.1;Size:-0.7;Momentum:+0.6;LowVol:-0.9
NoDerivatives
5
25
4.3
trailing 8%
195
26.3
Sideways
16.7
4.62
3.3
98
43
85
49
false
Buy
Add to core equity +1%
19
7
BrokerA
VWAP
89
null
null
Normal monitoring
-1
20
129
3
false
Tax-aware sells next window
P0524
Systematic
IRA
USD
2025-05-24
1,233,474
66,321
1,167,153
1
56.3
30.5
3.6
9.5
IEF:24.8%;VOO:9.0%;VTI:20.4%;XLF:24.8%;TSLA:20.9%
US:70.8;EU:17.8;APAC:4.7;EM:3.4;Other:3.3
Value:+0.5;Growth:+0.6;Quality:+0.8;Size:-0.1;Momentum:-0.9;LowVol:0.0
null
8
30
5.2
trailing 9%
220
25.9
Volatile
26.1
4.43
4.5
123
2
58
72
true
Reduce
Cut high-beta by 2-3%, add cash
33
-31
BrokerC
MKT
93
VAR>budget
Reduce
Risk above budget threshold
109
-50
126
3
false
Increase defensive factor exposure
P0525
Cautious
Roth
USD
2025-03-14
841,543
82,868
758,675
1
47.7
30.8
9.1
12.4
TLT:31.6%;QQQ:34.2%;GLD:34.2%
US:73.4;EU:9.7;APAC:6.4;EM:7.6;Other:2.8
Value:+0.5;Growth:-0.6;Quality:-1.0;Size:+0.4;Momentum:-0.6;LowVol:+0.3
MaxPos7%;NoDerivatives;NoMargin
6
25
3.5
trailing 10%
102
17.1
Bull
17.6
3.86
2.6
84
73
97
40
false
Rebalance
Shift +1% to bonds from equity
-5
-27
BrokerD
VWAP
96
null
null
Normal monitoring
79
-33
131
4
false
Tax-aware sells next window
P0526
Hands-off
Roth
USD
2025-04-13
242,563
16,997
225,566
1
69.1
22.9
0
8
HYG:20.8%;AAPL:20.8%;TLT:18.9%;MUB:19.3%;VNQ:14.7%;VOO:5.6%
US:65.8;EU:11.3;APAC:11.4;EM:10.2;Other:1.3
Value:+0.4;Growth:+0.1;Quality:+0.9;Size:+0.8;Momentum:-0.3;LowVol:-0.6
ESGOnly;NoDerivatives
6
30
5.9
trailing 8%
149
19.5
Volatile
25.9
4.72
2.2
127
8
39
69
true
Hedge
Buy index puts 1% notional
20
13
BrokerA
MKT
97
VAR>budget
TightenStops
Risk above budget threshold
-19
-50
86
3
false
Within IPS guidelines
P0527
Systematic
Trust
USD
2024-09-30
1,092,506
68,012
1,024,494
1
64
27.9
0
8
XLF:19.6%;VTI:13.0%;TLT:11.1%;QQQ:21.5%;HYG:20.3%;BND:14.6%
US:65.1;EU:15.0;APAC:10.8;EM:6.8;Other:2.3
Value:-1.0;Growth:+0.4;Quality:+0.7;Size:+0.6;Momentum:+0.3;LowVol:-0.5
MaxPos8%;NoDerivatives
10
30
4.7
trailing 9%
212
18.6
Bull
16.8
3.6
2.7
91
3
56
50
false
Rebalance
Shift +1% to bonds from equity
-13
7
BrokerB
MKT
85
null
null
Normal monitoring
100
9
152
4
false
Increase defensive factor exposure
P0528
Cautious
401k
USD
2025-02-05
611,877
83,264
528,613
1
40.7
43.4
2.1
13.8
AAPL:9.5%;GLD:22.7%;VTI:16.3%;TLT:22.7%;TSLA:15.8%;AMZN:13.0%
US:74.1;EU:7.9;APAC:9.1;EM:7.0;Other:1.9
Value:+0.3;Growth:-0.2;Quality:+1.0;Size:0.0;Momentum:+0.2;LowVol:+0.4
ESGOnly;NoMargin
8
30
5
trailing 10%
143
19.5
Bull
12.1
4.69
2.2
82
36
77
19
false
Sell
Trim extended winner -1%
-2
3
BrokerC
LMT
97
null
null
Normal monitoring
43
3
76
3
false
Increase defensive factor exposure
P0529
Active
Roth
USD
2024-09-20
2,367,954
281,063
2,086,891
1
54.2
27.4
13.2
5.3
XLF:21.0%;VNQ:17.8%;QQQ:19.2%;GLD:21.0%;HYG:21.0%
US:67.3;EU:13.7;APAC:10.1;EM:4.9;Other:4.0
Value:-0.8;Growth:-1.0;Quality:-0.1;Size:-0.1;Momentum:-0.8;LowVol:-0.1
null
6
30
4.9
trailing 9%
157
26.7
Bull
11.6
3.99
3
106
18
51
37
false
Hedge
Add TLT +1% as duration hedge
-13
-3
BrokerC
LMT
86
null
null
Normal monitoring
24
-4
158
4
false
Monitor dispersion and breadth
P0530
Hands-off
Taxable
USD
2025-09-01
698,384
33,034
665,350
1
63.8
20
10.5
5.7
AMZN:25.2%;TLT:25.2%;IEF:25.2%;VTI:24.4%
US:65.9;EU:18.2;APAC:9.2;EM:6.6;Other:0.2
Value:-0.2;Growth:+0.7;Quality:-0.9;Size:+0.8;Momentum:+0.2;LowVol:+0.5
ESGOnly
5
35
5.3
hard 10%
102
13.8
Bull
12.2
4.87
2.5
76
83
98
48
true
Reduce
Cut high-beta by 2-3%, add cash
11
-22
BrokerA
LMT
93
VAR>budget
Pause
Risk above budget threshold
-12
-31
-31
2
false
Monitor dispersion and breadth
P0531
Cautious
Trust
USD
2025-05-02
515,219
78,262
436,957
1
48.9
30.5
7.3
13.3
QQQ:33.3%;XLF:33.3%;TSLA:33.3%
US:61.8;EU:15.0;APAC:12.5;EM:6.2;Other:4.6
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:-0.1;Momentum:+0.7;LowVol:-0.6
ESGOnly;NoMargin
7
25
5
trailing 8%
160
17.8
Sideways
18.8
4.51
2.6
140
-18
48
47
false
Rebalance
Shift +1% to bonds from equity
13
-27
BrokerD
MKT
86
null
null
Normal monitoring
81
-45
123
3
false
Tax-aware sells next window
P0532
Active
Trust
USD
2024-07-16
660,487
73,386
587,101
1.07
60.4
18.3
11.7
9.7
QQQ:25.0%;GLD:25.0%;VTI:25.0%;VNQ:25.0%
US:69.8;EU:17.1;APAC:8.0;EM:5.0;Other:0.0
Value:-0.9;Growth:+0.2;Quality:-0.4;Size:+1.0;Momentum:-0.7;LowVol:+0.5
NoDerivatives
10
25
5.1
trailing 9%
136
18.9
Bear
31.5
4.26
1.8
216
39
77
69
true
Hedge
Buy index puts 1% notional
26
-22
BrokerD
MKT
90
VAR>budget
TightenStops
Risk above budget threshold
29
-10
28
5
false
Monitor dispersion and breadth
P0533
Opportunistic
IRA
USD
2025-08-24
588,114
48,429
539,685
1
71.1
17.9
3.2
7.7
AMZN:14.1%;BRK.B:13.4%;BND:22.2%;GLD:19.8%;XLF:16.6%;MUB:13.9%
US:67.5;EU:16.4;APAC:6.2;EM:7.8;Other:2.1
Value:-0.8;Growth:+0.8;Quality:+0.6;Size:-0.4;Momentum:+0.7;LowVol:-0.9
null
10
25
4.4
trailing 7%
240
25.7
Volatile
20.7
4.96
3.1
111
38
76
56
false
Rebalance
Shift +1% to bonds from equity
31
6
BrokerA
LMT
97
null
null
Normal monitoring
88
0
70
4
false
Monitor dispersion and breadth
P0534
Active
Roth
USD
2024-12-02
1,496,409
177,140
1,319,269
1
58.4
28.2
8
5.3
QQQ:25.0%;AAPL:25.0%;VTI:25.0%;TLT:25.0%
US:65.9;EU:17.5;APAC:7.2;EM:7.2;Other:2.2
Value:-0.9;Growth:-0.4;Quality:+0.7;Size:-0.0;Momentum:+0.6;LowVol:-0.9
NoDerivatives
5
25
4.4
trailing 8%
191
23.6
Bull
15.7
4.04
3.1
112
9
39
36
false
Sell
Trim extended winner -1%
32
-7
BrokerC
LMT
91
null
null
Normal monitoring
104
-31
214
4
false
Increase defensive factor exposure
P0535
Hands-off
Roth
USD
2025-12-23
158,863
6,837
152,026
1
64.8
19.4
7.3
8.5
MUB:39.6%;TSLA:20.7%;AMZN:39.6%
US:78.3;EU:6.7;APAC:6.5;EM:8.3;Other:0.2
Value:0.0;Growth:+0.8;Quality:+0.2;Size:+0.4;Momentum:+0.4;LowVol:+0.2
ESGOnly;NoDerivatives
5
25
4.9
trailing 8%
125
14.7
Sideways
17.1
3.8
2.6
96
41
57
47
false
Rebalance
Shift +1% to bonds from equity
25
-8
BrokerD
LMT
93
null
null
Normal monitoring
117
14
192
5
false
Tax-aware sells next window
P0536
Active
Trust
USD
2025-01-09
704,694
60,171
644,523
1.11
52.4
22.6
16.1
8.8
VOO:35.4%;IEF:35.4%;QQQ:29.2%
US:64.8;EU:22.8;APAC:7.6;EM:4.6;Other:0.1
Value:+0.7;Growth:+0.4;Quality:+0.3;Size:+0.4;Momentum:+0.1;LowVol:+0.3
MaxPos8%
7
25
5
trailing 8%
182
23.4
Volatile
31.9
4.44
3.1
146
80
86
76
true
Hedge
Buy index puts 1% notional
-2
-6
BrokerD
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
60
7
146
5
false
Increase defensive factor exposure
P0537
Hands-off
Taxable
USD
2025-05-20
420,772
29,679
391,093
1
61.6
22.2
7.2
8.9
XLF:33.3%;IEF:33.3%;TLT:33.3%
US:72.7;EU:9.8;APAC:7.1;EM:6.9;Other:3.5
Value:+0.7;Growth:-1.0;Quality:-0.5;Size:-0.6;Momentum:+0.9;LowVol:+0.3
ESGOnly;NoDerivatives
8
35
4.7
trailing 8%
133
17.3
Volatile
29.6
5.42
2.3
161
58
90
73
true
Rebalance
Rebalance back to target bands
23
7
BrokerC
MKT
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
-4
-43
-24
2
false
Increase defensive factor exposure
P0538
Opportunistic
Roth
USD
2025-08-29
599,575
47,133
552,442
1
68.4
10.8
12.2
8.6
HYG:26.7%;BRK.B:19.8%;QQQ:26.7%;VTI:26.7%
US:69.6;EU:11.5;APAC:12.7;EM:4.9;Other:1.3
Value:-0.0;Growth:+0.4;Quality:+0.9;Size:+1.0;Momentum:+0.9;LowVol:+0.4
NoDerivatives
5
25
5.3
trailing 9%
259
27.9
Bull
16.6
3.85
3.4
108
87
100
46
false
Sell
Trim extended winner -1%
22
-19
BrokerC
MKT
95
null
null
Normal monitoring
25
2
136
4
false
Tax-aware sells next window
P0539
Active
401k
USD
2025-07-09
2,197,296
258,557
1,938,739
1.05
60.5
24.5
5.6
9.4
IEF:25.0%;HYG:28.2%;VTI:28.2%;BRK.B:18.6%
US:64.7;EU:9.7;APAC:14.8;EM:9.3;Other:1.5
Value:+0.9;Growth:-0.7;Quality:-0.3;Size:+0.8;Momentum:+0.5;LowVol:-0.3
null
5
30
5.8
trailing 8%
160
27
Bull
14.3
4.45
3
89
34
58
50
false
Sell
Trim extended winner -1%
22
-21
BrokerA
MKT
89
null
null
Normal monitoring
83
-28
212
5
false
Monitor dispersion and breadth
P0540
Active
Trust
USD
2025-06-10
1,956,667
117,628
1,839,039
1
57.4
30.3
5
7.3
GLD:16.5%;BND:21.9%;MUB:21.9%;HYG:17.8%;AMZN:21.9%
US:69.2;EU:8.6;APAC:11.7;EM:6.9;Other:3.6
Value:-0.1;Growth:+0.4;Quality:+0.9;Size:-0.4;Momentum:+0.4;LowVol:+0.1
null
5
35
4.2
trailing 9%
144
24.3
Bull
11.2
4.89
3.3
87
63
88
31
false
Hedge
Add TLT +1% as duration hedge
-5
-3
BrokerB
LMT
86
null
null
Normal monitoring
94
-45
95
3
false
Increase defensive factor exposure
P0541
Active
Trust
USD
2025-03-13
1,164,257
111,643
1,052,614
1
69.7
20.4
2.7
7.3
MUB:11.0%;HYG:21.7%;BRK.B:10.5%;MSFT:21.7%;IEF:21.1%;TSLA:14.1%
US:61.1;EU:19.1;APAC:8.8;EM:9.9;Other:1.1
Value:+1.0;Growth:+0.6;Quality:+0.5;Size:-0.1;Momentum:-0.7;LowVol:-0.3
MaxPos5%;NoDerivatives
7
30
4.2
hard 12%
152
26
Volatile
31
3.78
2.1
151
-18
42
78
true
Rebalance
Rebalance back to target bands
-4
11
BrokerB
LMT
87
VAR>budget
Reduce
Risk above budget threshold
10
5
29
3
false
Monitor dispersion and breadth
P0542
Active
Roth
USD
2024-12-26
1,631,456
100,693
1,530,763
1
66.7
22.2
1.7
9.4
TLT:36.3%;QQQ:27.4%;VNQ:36.3%
US:66.6;EU:15.4;APAC:8.3;EM:9.2;Other:0.5
Value:+0.8;Growth:+0.8;Quality:+0.2;Size:+0.7;Momentum:0.0;LowVol:+0.6
null
7
30
5
trailing 9%
218
16.6
Volatile
28
3.6
3.9
143
-41
30
71
true
Hedge
Buy index puts 1% notional
-4
0
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
47
-4
80
3
false
Increase defensive factor exposure
P0543
Opportunistic
IRA
USD
2025-10-31
1,372,689
114,062
1,258,627
1
70.3
11.1
12
6.5
VOO:22.6%;MSFT:22.6%;BND:22.4%;AMZN:22.6%;HYG:9.7%
US:61.2;EU:17.7;APAC:10.3;EM:8.4;Other:2.4
Value:+0.3;Growth:-0.4;Quality:+0.7;Size:+0.1;Momentum:-0.5;LowVol:-0.3
null
5
25
5
hard 12%
279
22.4
Bull
11.8
3.67
2
87
48
83
42
false
Rebalance
Shift +1% to bonds from equity
34
-19
BrokerC
LMT
98
null
null
Normal monitoring
41
9
144
3
false
Tax-aware sells next window
P0544
Opportunistic
IRA
USD
2024-09-03
378,795
17,107
361,688
1
72
14
7
7
QQQ:22.1%;VNQ:17.5%;MUB:17.4%;GLD:20.8%;MSFT:22.1%
US:68.9;EU:8.6;APAC:10.1;EM:7.3;Other:5.2
Value:+0.1;Growth:-0.7;Quality:-0.0;Size:-0.6;Momentum:-0.3;LowVol:+1.0
null
5
30
6.7
hard 12%
224
28.5
Bear
29.3
4.09
2.4
136
16
58
87
true
Reduce
Cut high-beta by 2-3%, add cash
17
-9
BrokerD
LMT
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
81
-53
104
2
false
Increase defensive factor exposure
P0545
Opportunistic
401k
USD
2025-07-25
685,736
56,767
628,969
1
71.1
21.2
0
7.7
VOO:33.3%;MSFT:33.3%;QQQ:33.3%
US:70.1;EU:10.5;APAC:11.6;EM:6.9;Other:0.9
Value:+0.8;Growth:+0.7;Quality:-0.5;Size:-0.8;Momentum:-0.6;LowVol:+0.6
MaxPos6%
5
25
6.9
trailing 7%
204
27.1
Bear
24.9
3.67
1.8
140
-77
5
68
false
Sell
Trim extended winner -1%
12
11
BrokerC
VWAP
89
null
null
Normal monitoring
-22
-13
45
4
false
Tax-aware sells next window
P0546
Hands-off
Roth
USD
2025-11-27
583,650
53,296
530,354
1
66.5
27
0
6.5
QQQ:20.5%;MUB:12.2%;HYG:10.0%;VNQ:20.9%;BND:20.9%;BRK.B:15.6%
US:66.0;EU:15.2;APAC:11.9;EM:5.8;Other:1.0
Value:+0.7;Growth:-0.7;Quality:+0.6;Size:-0.5;Momentum:-0.2;LowVol:-0.1
NoDerivatives
6
25
3.2
trailing 8%
100
12.9
Bear
27.1
3.58
1.2
195
18
49
80
true
Hedge
Buy index puts 1% notional
10
-16
BrokerB
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-46
19
58
2
false
Within IPS guidelines
P0547
Cautious
IRA
USD
2025-06-25
519,688
59,846
459,842
1
46.9
36.4
1.5
15.2
AMZN:22.4%;VOO:22.4%;BND:10.8%;IEF:22.4%;HYG:14.8%;MUB:7.4%
US:71.3;EU:13.5;APAC:6.1;EM:4.7;Other:4.4
Value:+0.3;Growth:-0.5;Quality:-0.7;Size:-0.1;Momentum:+0.9;LowVol:+0.9
ESGOnly;NoMargin
10
25
4.8
trailing 8%
118
19.6
Sideways
21
3.6
2.5
107
19
45
48
false
Rebalance
Shift +1% to bonds from equity
-5
5
BrokerC
MKT
89
null
null
Normal monitoring
100
20
62
5
false
Monitor dispersion and breadth
P0548
Opportunistic
Taxable
USD
2025-04-29
562,259
32,254
530,005
1
75.7
16.4
1.1
6.8
GLD:20.7%;MSFT:9.6%;VNQ:21.4%;AAPL:14.6%;XLF:12.3%;QQQ:21.4%
US:63.0;EU:11.6;APAC:12.3;EM:10.4;Other:2.7
Value:+0.1;Growth:+0.1;Quality:-0.9;Size:-0.2;Momentum:+0.9;LowVol:-0.7
null
5
25
5.8
hard 12%
280
25
Bull
11.3
3.67
2.5
86
66
84
57
false
Sell
Trim extended winner -1%
13
-9
BrokerC
MKT
100
null
null
Normal monitoring
80
-45
80
5
false
Increase defensive factor exposure
P0549
Opportunistic
Roth
USD
2025-05-06
1,301,246
68,426
1,232,820
1.19
68.5
11.2
14.2
6.1
TLT:13.5%;XLF:12.1%;BRK.B:22.3%;MUB:16.9%;AMZN:22.3%;TSLA:13.0%
US:64.2;EU:13.8;APAC:10.3;EM:8.1;Other:3.7
Value:-0.7;Growth:+0.6;Quality:+1.0;Size:+0.4;Momentum:-0.6;LowVol:+0.8
MaxPos6%
5
25
5.5
trailing 7%
270
34.6
Sideways
15.7
4.77
2.8
120
1
36
44
false
Rebalance
Shift +1% to bonds from equity
4
1
BrokerC
MKT
89
null
null
Normal monitoring
-21
17
104
3
false
Monitor dispersion and breadth
P0550
Opportunistic
Taxable
USD
2025-06-20
771,297
35,791
735,506
1
61.3
14.6
18.2
5.9
BRK.B:19.9%;TLT:14.9%;HYG:10.8%;IEF:21.2%;AAPL:11.9%;QQQ:21.2%
US:68.9;EU:11.0;APAC:10.3;EM:6.7;Other:3.1
Value:+0.9;Growth:-0.9;Quality:-0.1;Size:-0.0;Momentum:+0.5;LowVol:-0.3
MaxPos7%
5
35
6.8
hard 12%
230
34.3
Bull
14.4
3.74
2.4
116
87
100
39
false
Sell
Trim extended winner -1%
2
14
BrokerC
MKT
87
null
null
Normal monitoring
66
-33
83
4
false
Tighten stops on momentum names
P0551
Opportunistic
Taxable
USD
2025-01-04
1,408,484
87,656
1,320,828
1.15
70.4
11.6
13.8
4.2
GLD:14.4%;IEF:9.5%;VNQ:17.3%;TLT:22.0%;MUB:14.7%;XLF:22.0%
US:67.2;EU:6.1;APAC:14.1;EM:11.8;Other:0.7
Value:-0.1;Growth:-0.2;Quality:-0.8;Size:+0.5;Momentum:+0.4;LowVol:+0.9
null
10
35
4.4
hard 12%
208
21.9
Bull
16.2
3.65
3.3
105
94
100
64
false
Rebalance
Shift +1% to bonds from equity
-2
-13
BrokerD
LMT
95
null
null
Normal monitoring
25
15
103
5
false
Tighten stops on momentum names
P0552
Active
Roth
USD
2024-12-24
867,984
89,144
778,840
1
68.5
21.4
4.9
5.2
XLF:21.0%;AMZN:21.1%;VNQ:21.1%;BND:16.3%;AAPL:20.6%
US:70.0;EU:10.6;APAC:6.8;EM:9.7;Other:2.9
Value:-0.3;Growth:-0.0;Quality:-0.7;Size:+0.8;Momentum:-0.4;LowVol:+0.5
MaxPos5%
8
25
4.9
trailing 9%
193
21.6
Sideways
19
3.57
3.3
123
15
54
64
false
Sell
Trim extended winner -1%
21
-28
BrokerD
LMT
88
null
null
Normal monitoring
13
10
31
5
false
Tighten stops on momentum names
P0553
Hands-off
IRA
USD
2024-08-11
564,084
51,844
512,240
1
56.6
26.8
8.8
7.9
TLT:22.7%;QQQ:22.7%;VNQ:22.7%;VOO:8.7%;MUB:8.8%;BRK.B:14.3%
US:70.4;EU:9.2;APAC:8.8;EM:7.1;Other:4.6
Value:+0.6;Growth:-0.4;Quality:+0.2;Size:-0.5;Momentum:+0.2;LowVol:+0.4
ESGOnly;NoDerivatives
7
35
5.6
trailing 10%
104
18.4
Bull
11.9
3.89
2.3
105
85
100
47
false
Buy
Add to core equity +1%
25
10
BrokerC
MKT
95
null
null
Normal monitoring
-52
-13
-80
3
false
Within IPS guidelines
P0554
Hands-off
Taxable
USD
2025-07-15
770,099
63,075
707,024
1
55.5
22
17.4
5.1
HYG:35.9%;TSLA:35.9%;QQQ:28.1%
US:71.5;EU:9.2;APAC:6.8;EM:9.6;Other:2.9
Value:+0.5;Growth:+1.0;Quality:-0.2;Size:+0.4;Momentum:-1.0;LowVol:0.0
MaxPos7%
8
35
5.7
trailing 8%
167
14.7
Volatile
22.3
4.01
2.6
132
35
62
60
false
NoAction
Within bands; monitor
28
-35
BrokerD
LMT
97
null
null
Normal monitoring
83
13
153
4
false
Increase defensive factor exposure
P0555
Active
401k
USD
2025-11-16
2,347,805
224,542
2,123,263
1
64.8
28.3
0
6.9
BRK.B:33.3%;MSFT:33.3%;HYG:33.3%
US:64.9;EU:14.3;APAC:12.1;EM:4.6;Other:4.1
Value:-0.5;Growth:+0.6;Quality:+0.4;Size:-0.1;Momentum:+0.8;LowVol:-0.5
null
10
30
5.2
trailing 8%
212
22.7
Volatile
27.2
4.08
3.3
147
-10
47
73
true
Hedge
Buy index puts 1% notional
1
-7
BrokerC
MKT
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
-54
-7
-45
3
false
Within IPS guidelines
P0556
Opportunistic
IRA
USD
2025-11-13
532,356
37,844
494,512
1.21
68.1
21.7
5.9
4.4
QQQ:13.8%;AAPL:10.1%;HYG:16.0%;XLF:21.3%;VOO:17.4%;MUB:21.3%
US:66.0;EU:9.3;APAC:11.8;EM:10.5;Other:2.5
Value:+0.4;Growth:+0.9;Quality:-0.9;Size:-0.3;Momentum:+0.5;LowVol:-0.0
MaxPos6%;NoDerivatives
8
25
5.4
trailing 9%
228
34.8
Sideways
15
3.93
3.4
96
-2
64
47
false
Buy
Add to core equity +1%
32
-12
BrokerA
LMT
86
null
null
Normal monitoring
60
-47
85
5
false
Within IPS guidelines
P0557
Opportunistic
Roth
USD
2025-12-21
1,774,840
118,311
1,656,529
1.19
70.4
15.5
5.2
8.9
VOO:11.9%;AMZN:22.3%;IEF:15.2%;XLF:22.3%;MSFT:10.1%;AAPL:18.2%
US:54.5;EU:18.8;APAC:15.5;EM:10.5;Other:0.7
Value:-0.9;Growth:-0.7;Quality:+0.8;Size:-0.8;Momentum:+0.1;LowVol:-0.5
null
6
35
5.3
trailing 7%
238
27.9
Bear
23.2
3.26
1.1
177
-35
18
62
false
Buy
Add to core equity +1%
25
-20
BrokerA
MKT
96
null
null
Normal monitoring
77
-4
123
4
false
Monitor dispersion and breadth
P0558
Active
Roth
USD
2025-06-18
2,342,162
184,188
2,157,974
1
63.3
28.2
3
5.5
MSFT:35.7%;HYG:28.6%;VOO:35.7%
US:60.9;EU:15.3;APAC:7.6;EM:11.8;Other:4.4
Value:+0.6;Growth:-0.4;Quality:-0.8;Size:-0.1;Momentum:-0.3;LowVol:-0.6
null
6
35
5.8
hard 12%
155
24.6
Bear
28.3
3.21
1.4
145
19
53
79
true
Hedge
Buy index puts 1% notional
22
-15
BrokerD
LMT
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
69
-27
200
3
false
Increase defensive factor exposure
P0559
Cautious
Taxable
USD
2025-03-21
570,326
62,379
507,947
1
48
35.1
4.6
12.4
IEF:28.9%;AAPL:35.6%;BRK.B:35.6%
US:59.2;EU:19.2;APAC:13.7;EM:3.3;Other:4.7
Value:+0.3;Growth:-0.5;Quality:-0.1;Size:-0.1;Momentum:-0.9;LowVol:-0.7
MaxPos7%;NoDerivatives;NoMargin
10
30
5.8
trailing 8%
150
19
Bull
14.6
4.18
3.4
71
14
44
35
true
Hedge
Buy index puts 1% notional
17
-1
BrokerD
MKT
98
VAR>budget
TightenStops
Risk above budget threshold
83
-18
123
2
false
Tax-aware sells next window
P0560
Hands-off
Taxable
USD
2025-07-08
713,312
42,595
670,717
1
60.8
15.4
18.6
5.2
BRK.B:35.5%;BND:35.5%;IEF:28.9%
US:70.2;EU:11.3;APAC:7.8;EM:7.1;Other:3.6
Value:+0.7;Growth:-0.2;Quality:-0.7;Size:0.0;Momentum:+0.4;LowVol:+0.4
MaxPos6%;NoDerivatives
8
35
5.8
trailing 10%
137
14
Volatile
24
3.88
4.2
113
-27
51
72
true
Rebalance
Rebalance back to target bands
19
9
BrokerD
LMT
96
VAR>budget
TightenStops
Risk above budget threshold
-40
-2
58
5
false
Increase defensive factor exposure
P0561
Opportunistic
401k
USD
2024-08-26
765,083
51,869
713,214
1.13
65.4
16
13.5
5.1
XLF:19.4%;AAPL:22.2%;VTI:22.2%;AMZN:12.7%;VNQ:12.1%;GLD:11.4%
US:70.2;EU:8.5;APAC:9.6;EM:11.3;Other:0.3
Value:-0.5;Growth:-0.4;Quality:-0.1;Size:+0.2;Momentum:+0.7;LowVol:-0.6
MaxPos7%
7
25
6.4
trailing 7%
247
25.4
Bear
26.7
4.13
2.6
145
-1
47
75
true
Reduce
Cut high-beta by 2-3%, add cash
-10
-18
BrokerD
MKT
88
VAR>budget
Reduce
Risk above budget threshold
118
-11
132
3
true
Within IPS guidelines
P0562
Opportunistic
Roth
USD
2024-09-25
1,185,297
43,707
1,141,590
1
65.1
12.6
14.8
7.5
VOO:18.5%;MUB:9.7%;AAPL:16.0%;BRK.B:14.3%;IEF:20.8%;TLT:20.8%
US:76.9;EU:8.4;APAC:10.3;EM:3.4;Other:1.0
Value:-0.5;Growth:-1.0;Quality:+0.9;Size:0.0;Momentum:+0.9;LowVol:+0.5
MaxPos5%
7
35
6.8
hard 12%
234
28.7
Volatile
23.1
4.7
4.4
172
-9
40
72
true
Rebalance
Rebalance back to target bands
9
9
BrokerC
LMT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
8
10
144
2
true
Within IPS guidelines
P0563
Opportunistic
Taxable
USD
2025-10-12
1,030,468
51,979
978,489
1
68.6
16.5
6.6
8.3
GLD:10.7%;VOO:23.2%;IEF:15.4%;MSFT:23.2%;QQQ:17.4%;BRK.B:10.2%
US:71.4;EU:12.8;APAC:5.8;EM:8.5;Other:1.5
Value:-0.3;Growth:-0.2;Quality:-0.6;Size:-0.6;Momentum:+0.5;LowVol:-0.5
MaxPos5%
7
25
6.8
trailing 9%
274
20.6
Volatile
21.6
5.41
2
137
11
54
59
false
Buy
Add to core equity +1%
34
12
BrokerC
MKT
87
null
null
Normal monitoring
-21
18
-24
4
false
Increase defensive factor exposure
P0564
Active
401k
USD
2025-01-17
1,753,794
193,964
1,559,830
1
56.9
27.9
8.1
7.1
BRK.B:33.9%;XLF:32.2%;TSLA:33.9%
US:68.0;EU:17.5;APAC:7.0;EM:6.9;Other:0.6
Value:+0.3;Growth:+0.3;Quality:+1.0;Size:-0.7;Momentum:+0.3;LowVol:-0.6
NoDerivatives
5
25
5.7
trailing 9%
132
24.2
Bear
25.2
3.72
1.3
167
-102
5
57
false
Buy
Add to core equity +1%
34
-39
BrokerD
LMT
92
null
null
Normal monitoring
-6
-12
35
3
false
Increase defensive factor exposure
P0565
Systematic
Roth
USD
2024-11-04
757,717
74,644
683,073
1
55.5
30.1
7.7
6.8
HYG:33.3%;QQQ:33.3%;AMZN:33.3%
US:71.2;EU:9.9;APAC:14.2;EM:3.7;Other:1.2
Value:-0.5;Growth:+0.8;Quality:+0.9;Size:+0.5;Momentum:-0.9;LowVol:+0.4
MaxPos6%
8
35
4.6
trailing 8%
183
16.8
Bull
16.5
3.77
2.7
81
87
100
45
false
Buy
Add to core equity +1%
35
6
BrokerB
LMT
86
null
null
Normal monitoring
63
-10
96
4
false
Within IPS guidelines
P0566
Active
IRA
USD
2024-07-24
2,057,156
194,828
1,862,328
1
62.8
27.5
0
9.7
BRK.B:33.3%;TLT:33.3%;VTI:33.3%
US:65.0;EU:16.0;APAC:7.0;EM:10.9;Other:1.1
Value:+0.3;Growth:-0.4;Quality:+0.2;Size:-0.3;Momentum:0.0;LowVol:-0.3
MaxPos8%;NoDerivatives
7
30
5.8
trailing 8%
229
18.4
Bull
15.6
3.93
2.2
78
88
100
40
false
Rebalance
Shift +1% to bonds from equity
0
-22
BrokerB
MKT
86
null
null
Normal monitoring
63
-22
103
3
false
Tax-aware sells next window
P0567
Opportunistic
Trust
USD
2025-02-14
1,533,567
47,320
1,486,247
1
60.3
18.2
13.8
7.7
BRK.B:17.7%;AAPL:20.9%;IEF:20.9%;HYG:11.4%;VTI:14.8%;GLD:14.2%
US:67.6;EU:15.2;APAC:8.2;EM:7.0;Other:2.1
Value:-0.3;Growth:-0.9;Quality:+0.4;Size:+0.2;Momentum:-0.2;LowVol:-0.9
MaxPos6%;NoDerivatives
6
30
5.8
trailing 7%
186
30
Volatile
20.1
5.16
3.5
118
37
81
65
false
Buy
Add to core equity +1%
12
3
BrokerA
LMT
92
null
null
Normal monitoring
-48
-44
29
4
false
Monitor dispersion and breadth
P0568
Hands-off
Taxable
USD
2025-02-10
535,531
34,301
501,230
1
66.6
24.5
0
8.8
IEF:19.4%;VTI:10.2%;AMZN:23.5%;VNQ:23.5%;MUB:23.5%
US:61.6;EU:18.1;APAC:8.0;EM:10.1;Other:2.2
Value:-0.9;Growth:+0.3;Quality:-0.1;Size:-0.2;Momentum:+0.5;LowVol:-0.5
NoDerivatives
6
25
4.3
trailing 8%
105
14.8
Sideways
20.1
4.16
3.2
138
-6
58
62
false
Sell
Trim extended winner -1%
-5
-1
BrokerA
LMT
94
null
null
Normal monitoring
4
-10
79
5
false
Increase defensive factor exposure
P0569
Systematic
IRA
USD
2025-07-24
1,320,854
69,790
1,251,064
1
62.1
27.3
2.3
8.3
HYG:30.1%;AAPL:34.9%;MSFT:34.9%
US:65.5;EU:16.3;APAC:12.4;EM:3.7;Other:2.1
Value:+0.2;Growth:-0.4;Quality:-0.7;Size:-0.7;Momentum:+0.2;LowVol:0.0
null
7
35
5.5
trailing 8%
212
25.5
Sideways
20.4
3.99
3.4
129
-29
49
62
false
Rebalance
Shift +1% to bonds from equity
-5
-13
BrokerB
MKT
90
null
null
Normal monitoring
-51
-49
25
4
false
Increase defensive factor exposure
P0570
Active
Trust
USD
2024-08-07
2,307,159
255,272
2,051,887
1
65.1
22.2
3.2
9.5
VNQ:33.3%;XLF:33.3%;VTI:33.3%
US:67.1;EU:7.9;APAC:8.7;EM:14.4;Other:1.9
Value:+0.8;Growth:+0.7;Quality:-0.2;Size:-0.8;Momentum:+0.8;LowVol:-1.0
MaxPos8%
6
25
4.9
hard 12%
181
23.8
Volatile
31.7
5.44
3.7
158
78
95
82
true
Reduce
Cut high-beta by 2-3%, add cash
16
-33
BrokerB
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
112
-42
82
5
false
Within IPS guidelines
P0571
Cautious
IRA
USD
2024-11-11
315,146
29,587
285,559
1
49.3
35.2
4.3
11.2
AMZN:33.3%;VTI:33.3%;GLD:33.3%
US:77.4;EU:6.8;APAC:8.3;EM:4.1;Other:3.4
Value:+0.4;Growth:-0.9;Quality:+0.4;Size:+0.2;Momentum:+0.3;LowVol:+0.6
NoMargin
6
30
4.2
trailing 10%
139
17.1
Volatile
21.9
5.03
2.5
121
-40
31
45
false
NoAction
Within bands; monitor
20
-39
BrokerC
MKT
0
null
null
Normal monitoring
-58
11
-77
3
false
Tighten stops on momentum names
P0572
Cautious
401k
USD
2025-01-02
243,084
24,555
218,529
1
52.4
35
0
12.6
IEF:21.5%;VTI:14.3%;GLD:21.5%;TSLA:20.2%;TLT:9.0%;MSFT:13.4%
US:70.9;EU:5.9;APAC:14.4;EM:6.1;Other:2.7
Value:+0.6;Growth:+0.2;Quality:-0.2;Size:-0.6;Momentum:+0.6;LowVol:-0.3
NoDerivatives;NoMargin
10
35
5.4
hard 10%
162
14.6
Bull
17.5
4.19
2.1
87
87
80
40
true
Hedge
Buy index puts 1% notional
-9
-16
BrokerC
MKT
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
97
-27
127
3
false
Within IPS guidelines
P0573
Cautious
IRA
USD
2025-04-30
381,195
56,395
324,800
1
36.8
39.6
7.9
15.7
VNQ:33.3%;AMZN:33.3%;GLD:33.3%
US:62.5;EU:12.0;APAC:13.0;EM:8.9;Other:3.6
Value:+1.0;Growth:-0.9;Quality:-0.1;Size:-0.7;Momentum:+0.5;LowVol:-0.2
ESGOnly;NoMargin
8
35
4.7
trailing 8%
103
17.8
Bull
14.2
3.62
3
102
3
64
34
false
Buy
Add to core equity +1%
-14
-19
BrokerC
LMT
96
null
null
Normal monitoring
86
-57
108
5
false
Tighten stops on momentum names
P0574
Cautious
Trust
USD
2024-08-10
519,000
68,238
450,762
1
45.9
38.1
0
16.1
BND:18.9%;QQQ:22.3%;GLD:14.1%;MSFT:14.2%;AMZN:8.2%;BRK.B:22.3%
US:62.4;EU:14.3;APAC:11.5;EM:8.1;Other:3.7
Value:+0.1;Growth:-0.1;Quality:+0.9;Size:+0.6;Momentum:-0.7;LowVol:+0.4
NoMargin
7
25
4.9
trailing 8%
99
12.1
Volatile
21.6
4.54
4.3
116
-48
33
51
false
Rebalance
Shift +1% to bonds from equity
11
-40
BrokerD
MKT
95
null
null
Normal monitoring
99
-39
212
4
false
Tax-aware sells next window
P0575
Systematic
Taxable
USD
2025-10-24
439,472
20,787
418,685
1
57.3
23.1
13.3
6.3
QQQ:17.7%;HYG:24.2%;IEF:24.2%;AAPL:9.7%;GLD:24.2%
US:68.7;EU:7.8;APAC:12.1;EM:8.8;Other:2.6
Value:+0.4;Growth:+0.8;Quality:-0.8;Size:+0.7;Momentum:+0.5;LowVol:-0.6
null
10
30
5.3
trailing 8%
164
18.6
Bull
12.4
4.24
3
112
55
80
32
false
Rebalance
Shift +1% to bonds from equity
20
-38
BrokerB
MKT
93
null
null
Normal monitoring
-17
19
42
5
false
Increase defensive factor exposure
P0576
Cautious
Taxable
USD
2025-09-27
293,598
28,394
265,204
1
46
38.6
0
15.3
TLT:29.7%;MUB:15.0%;AAPL:25.6%;BND:29.7%
US:70.3;EU:11.2;APAC:10.0;EM:4.3;Other:4.1
Value:-0.8;Growth:+0.4;Quality:-0.9;Size:-0.5;Momentum:+0.2;LowVol:+0.2
MaxPos8%;NoDerivatives;NoMargin
7
30
3.7
trailing 8%
150
17.5
Volatile
26.9
4.78
3.3
173
71
97
71
true
Reduce
Cut high-beta by 2-3%, add cash
14
-17
BrokerA
LMT
85
VAR>budget
TightenStops
Risk above budget threshold
-7
-20
-4
2
false
Increase defensive factor exposure
P0577
Opportunistic
Taxable
USD
2024-08-28
1,797,526
133,459
1,664,067
1
68
17.5
6.5
8
TSLA:22.6%;VTI:22.7%;TLT:18.8%;VOO:13.3%;QQQ:22.7%
US:77.5;EU:9.0;APAC:5.2;EM:3.6;Other:4.6
Value:-0.8;Growth:+0.7;Quality:-0.8;Size:+0.2;Momentum:+0.4;LowVol:0.0
NoDerivatives
5
25
4.6
trailing 9%
166
29.4
Volatile
27.3
4.3
2.7
178
-6
56
76
true
Rebalance
Rebalance back to target bands
32
-16
BrokerB
LMT
91
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-21
-1
-10
3
true
Increase defensive factor exposure
P0578
Opportunistic
Roth
USD
2025-05-01
1,777,607
136,789
1,640,818
1
66.5
10
17.4
6
GLD:8.3%;VNQ:7.3%;HYG:22.2%;AMZN:19.2%;MUB:22.2%;IEF:20.7%
US:72.3;EU:10.3;APAC:5.4;EM:11.4;Other:0.7
Value:+0.6;Growth:+0.8;Quality:+1.0;Size:-0.8;Momentum:-0.1;LowVol:-0.6
MaxPos7%
7
30
5.7
trailing 7%
212
28.6
Volatile
24.4
5.11
4
174
-28
44
61
false
Rebalance
Shift +1% to bonds from equity
6
-22
BrokerB
LMT
96
null
null
Normal monitoring
-34
14
-34
3
false
Monitor dispersion and breadth
P0579
Hands-off
IRA
USD
2025-04-16
554,876
44,557
510,319
1
63
27.8
0
9.3
BRK.B:14.8%;TLT:23.1%;IEF:23.1%;VNQ:23.1%;MSFT:15.8%
US:68.9;EU:11.0;APAC:9.6;EM:9.1;Other:1.4
Value:-0.7;Growth:-0.1;Quality:+1.0;Size:-0.1;Momentum:+0.4;LowVol:+0.4
ESGOnly;NoDerivatives
7
25
4.3
trailing 8%
111
12.7
Bull
17.4
3.79
3
92
107
100
45
false
Sell
Trim extended winner -1%
-13
-38
BrokerC
LMT
98
null
null
Normal monitoring
30
-34
152
5
false
Increase defensive factor exposure
P0580
Systematic
Roth
USD
2025-06-29
1,646,281
68,570
1,577,711
1
61.2
21.7
11.2
5.9
VNQ:22.6%;BRK.B:38.7%;IEF:38.7%
US:63.3;EU:12.4;APAC:10.9;EM:9.2;Other:4.1
Value:-0.4;Growth:+0.4;Quality:-0.6;Size:-0.6;Momentum:-0.6;LowVol:-0.2
NoDerivatives
7
35
4
trailing 9%
127
24.7
Volatile
26.6
3.91
2.5
160
-45
19
61
true
Rebalance
Rebalance back to target bands
-15
-7
BrokerB
MKT
95
VAR>budget
Hedge
Risk above budget threshold
73
-7
133
3
false
Increase defensive factor exposure
P0581
Hands-off
Trust
USD
2025-12-26
390,765
27,412
363,353
1
64.1
16.8
10.6
8.5
GLD:33.6%;AAPL:32.9%;VTI:33.6%
US:71.6;EU:10.7;APAC:11.8;EM:4.8;Other:1.2
Value:-0.6;Growth:+0.5;Quality:+0.4;Size:-0.5;Momentum:+0.8;LowVol:-0.4
ESGOnly;NoDerivatives
5
30
5.4
trailing 8%
170
12.9
Sideways
14.9
4.53
2.9
133
-4
44
38
false
Rebalance
Shift +1% to bonds from equity
32
-23
BrokerB
MKT
87
null
null
Normal monitoring
33
16
33
5
false
Tax-aware sells next window
P0582
Hands-off
Roth
USD
2024-11-16
665,252
35,839
629,413
1
60.1
23.3
9.8
6.8
BRK.B:8.3%;MSFT:21.0%;VNQ:16.2%;TLT:21.0%;AMZN:19.0%;BND:14.4%
US:64.5;EU:20.6;APAC:8.4;EM:3.9;Other:2.7
Value:-0.0;Growth:-0.4;Quality:+0.3;Size:+0.9;Momentum:-0.5;LowVol:-0.3
ESGOnly
6
30
5.1
trailing 8%
149
15.2
Volatile
29.4
3.87
3.9
154
-30
28
65
false
Rebalance
Shift +1% to bonds from equity
24
-19
BrokerD
LMT
86
null
null
Normal monitoring
-51
-57
48
5
false
Tax-aware sells next window
P0583
Opportunistic
IRA
USD
2025-07-07
1,697,528
83,481
1,614,047
1.09
68.6
14.8
11.8
4.9
HYG:28.6%;BRK.B:20.4%;GLD:22.3%;MSFT:28.6%
US:62.8;EU:17.0;APAC:9.8;EM:8.9;Other:1.5
Value:+0.7;Growth:-0.5;Quality:0.0;Size:-0.0;Momentum:-0.0;LowVol:+1.0
MaxPos8%
8
30
5.6
hard 12%
253
34.1
Volatile
25.4
4.76
3.3
131
-56
14
80
true
Hedge
Buy index puts 1% notional
1
-37
BrokerC
LMT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
40
-11
122
2
false
Tighten stops on momentum names
P0584
Systematic
Trust
USD
2024-08-03
519,293
43,200
476,093
1
65.6
22.6
4.8
6.9
IEF:9.8%;QQQ:21.8%;VOO:21.8%;HYG:17.4%;VNQ:10.3%;MUB:18.9%
US:71.2;EU:13.0;APAC:5.0;EM:7.1;Other:3.8
Value:-0.2;Growth:-0.4;Quality:-0.8;Size:-0.6;Momentum:+0.2;LowVol:-0.1
null
7
30
5.5
hard 12%
174
26.6
Bear
28
3.04
1.2
155
-100
11
67
false
Rebalance
Shift +1% to bonds from equity
32
9
BrokerC
MKT
90
null
null
Normal monitoring
89
6
210
4
false
Within IPS guidelines
P0585
Hands-off
401k
USD
2025-02-21
549,483
30,471
519,012
1
55.9
27.2
7.1
9.9
MSFT:22.0%;GLD:22.0%;AAPL:17.5%;BND:9.9%;TLT:13.3%;VNQ:15.4%
US:71.1;EU:14.4;APAC:7.9;EM:3.7;Other:2.9
Value:-0.6;Growth:-0.8;Quality:-0.7;Size:-0.2;Momentum:-0.6;LowVol:-0.1
null
10
35
4.9
trailing 8%
144
19.3
Bear
34.2
4.27
1.5
185
16
67
77
true
Hedge
Buy index puts 1% notional
20
5
BrokerC
LMT
97
VAR>budget
Reduce
Risk above budget threshold
-12
-37
-50
3
false
Tighten stops on momentum names
P0586
Opportunistic
Roth
USD
2024-07-14
1,416,493
53,707
1,362,786
1
60.9
16.8
16.1
6.2
MUB:25.9%;XLF:25.9%;MSFT:22.3%;TLT:25.9%
US:60.0;EU:17.2;APAC:12.3;EM:8.2;Other:2.3
Value:+0.6;Growth:-0.8;Quality:+0.1;Size:-0.5;Momentum:-0.2;LowVol:-0.8
NoDerivatives
6
30
4.5
trailing 7%
176
30.7
Volatile
29
3.58
2.2
147
46
66
77
true
Hedge
Buy index puts 1% notional
20
-15
BrokerD
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
66
-58
182
4
false
Monitor dispersion and breadth
P0587
Active
IRA
USD
2025-06-19
1,618,364
160,839
1,457,525
1
66.4
28.2
0
5.4
TLT:9.6%;AAPL:25.7%;AMZN:25.7%;BND:25.7%;VNQ:13.2%
US:66.7;EU:18.9;APAC:5.5;EM:8.5;Other:0.5
Value:+0.5;Growth:+0.4;Quality:-0.9;Size:+0.1;Momentum:-0.1;LowVol:+0.7
MaxPos5%;NoDerivatives
7
30
5.8
hard 12%
218
27.3
Volatile
20.5
4.42
3.9
164
9
54
67
false
Hedge
Add TLT +1% as duration hedge
2
8
BrokerB
LMT
88
null
null
Normal monitoring
38
11
66
4
false
Tighten stops on momentum names
P0588
Active
Roth
USD
2025-03-02
2,132,318
186,058
1,946,260
1.17
63.4
28.8
0
7.8
GLD:31.4%;BRK.B:19.1%;VOO:31.4%;VTI:18.2%
US:60.7;EU:12.9;APAC:14.7;EM:8.4;Other:3.3
Value:+0.1;Growth:+0.3;Quality:-0.4;Size:-0.0;Momentum:-0.2;LowVol:-0.2
null
7
35
5.7
trailing 9%
194
26
Bull
15.2
3.78
2.5
76
86
83
55
true
Hedge
Buy index puts 1% notional
15
-22
BrokerC
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-60
-59
45
2
false
Within IPS guidelines
P0589
Systematic
IRA
USD
2024-10-18
618,098
41,477
576,621
1
63.6
27.2
1.5
7.7
BND:19.8%;HYG:16.2%;VTI:6.9%;VNQ:15.0%;AMZN:21.0%;MSFT:21.0%
US:71.8;EU:7.0;APAC:13.1;EM:6.6;Other:1.4
Value:+0.7;Growth:-0.4;Quality:+0.2;Size:+0.9;Momentum:+0.9;LowVol:-0.7
MaxPos7%
7
30
4.2
hard 12%
149
19.5
Volatile
29.1
3.78
4.3
143
-37
28
71
true
Hedge
Buy index puts 1% notional
22
-26
BrokerD
MKT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-31
-45
1
5
false
Within IPS guidelines
P0590
Opportunistic
IRA
USD
2024-09-22
539,509
25,906
513,603
1
64.5
19.6
7.2
8.7
MUB:9.5%;MSFT:22.5%;VNQ:12.3%;VOO:22.5%;GLD:10.7%;BRK.B:22.5%
US:65.4;EU:14.1;APAC:10.9;EM:6.0;Other:3.6
Value:0.0;Growth:-0.7;Quality:-0.2;Size:+0.5;Momentum:+0.8;LowVol:-0.5
null
6
35
6.7
hard 12%
233
29.2
Volatile
30.3
5.48
3.1
140
13
67
86
true
Hedge
Buy index puts 1% notional
5
3
BrokerA
LMT
96
VAR>budget
TightenStops
Risk above budget threshold
65
-24
58
4
false
Increase defensive factor exposure
P0591
Hands-off
Taxable
USD
2025-08-16
538,768
35,881
502,887
1
60.2
25.7
7.2
6.9
AAPL:21.1%;MSFT:21.1%;BND:21.1%;QQQ:8.5%;TSLA:12.0%;BRK.B:16.3%
US:59.9;EU:22.9;APAC:8.2;EM:7.9;Other:1.2
Value:-0.2;Growth:+1.0;Quality:+0.8;Size:+0.2;Momentum:+0.4;LowVol:-0.9
ESGOnly;NoDerivatives
6
35
4
trailing 10%
134
13.9
Bull
13.2
5
3.2
96
74
100
32
false
Sell
Trim extended winner -1%
0
-17
BrokerD
MKT
90
null
null
Normal monitoring
22
-44
-6
4
false
Tax-aware sells next window
P0592
Active
Trust
USD
2025-01-15
2,488,706
267,672
2,221,034
1.21
51.2
18.5
20.5
9.7
VTI:28.8%;TSLA:35.6%;IEF:35.6%
US:67.4;EU:13.6;APAC:8.6;EM:10.2;Other:0.2
Value:-0.3;Growth:-0.8;Quality:0.0;Size:+0.1;Momentum:+0.7;LowVol:+0.9
null
10
25
5.3
trailing 9%
208
25.8
Bull
12.9
4.02
2.2
83
49
66
41
false
Sell
Trim extended winner -1%
18
-9
BrokerB
VWAP
96
null
null
Normal monitoring
10
-28
88
5
false
Increase defensive factor exposure
P0593
Active
Trust
USD
2025-03-16
1,481,931
104,399
1,377,532
1
59.5
20.4
13.4
6.7
AAPL:8.4%;VTI:15.8%;VOO:20.5%;BND:20.5%;TSLA:17.4%;XLF:17.3%
US:69.5;EU:14.7;APAC:10.1;EM:2.9;Other:2.8
Value:-0.4;Growth:+0.9;Quality:-0.7;Size:-0.9;Momentum:+1.0;LowVol:-0.1
null
8
25
4.3
trailing 8%
166
17.3
Bear
30.1
3.73
1.8
143
-18
51
81
true
Hedge
Buy index puts 1% notional
-6
4
BrokerA
MKT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
89
-12
139
3
false
Tax-aware sells next window
P0594
Opportunistic
Trust
USD
2025-05-15
486,490
21,686
464,804
1
68
20.7
4.6
6.7
IEF:25.7%;BRK.B:25.9%;VOO:22.5%;MUB:25.9%
US:72.4;EU:8.4;APAC:11.2;EM:5.3;Other:2.7
Value:-0.4;Growth:-0.7;Quality:+0.2;Size:+0.6;Momentum:+0.5;LowVol:+0.5
MaxPos6%
10
25
6.6
hard 12%
271
33.1
Bull
13
3.9
2.6
92
64
77
56
false
Sell
Trim extended winner -1%
-9
-17
BrokerB
LMT
97
null
null
Normal monitoring
65
-17
172
4
false
Within IPS guidelines
P0595
Opportunistic
Roth
USD
2025-09-04
389,969
33,744
356,225
1
73.9
20.2
0
5.8
IEF:33.3%;AMZN:33.3%;MUB:33.3%
US:56.7;EU:18.7;APAC:9.4;EM:11.3;Other:3.8
Value:+0.6;Growth:+0.3;Quality:-0.2;Size:-0.9;Momentum:-0.9;LowVol:+0.7
MaxPos8%;NoDerivatives
5
30
5
trailing 7%
222
21
Bull
15.8
3.63
2.7
116
24
65
54
false
NoAction
Within bands; monitor
23
-21
BrokerD
VWAP
97
null
null
Normal monitoring
26
17
8
4
false
Within IPS guidelines
P0596
Opportunistic
401k
USD
2024-09-19
1,576,295
55,835
1,520,460
1
76.7
19
0
4.3
GLD:33.3%;BND:33.3%;TSLA:33.3%
US:72.8;EU:6.8;APAC:10.5;EM:7.0;Other:2.9
Value:-0.2;Growth:-0.5;Quality:+0.9;Size:+0.3;Momentum:-0.7;LowVol:-0.2
null
8
35
5.3
hard 12%
227
27.4
Volatile
29.2
4.1
4.1
166
43
70
79
true
Hedge
Buy index puts 1% notional
5
15
BrokerA
LMT
94
VAR>budget
Pause
Risk above budget threshold
100
-31
86
4
false
Tighten stops on momentum names
P0597
Cautious
IRA
USD
2025-12-11
858,947
82,245
776,702
1
44.4
34
7.4
14.2
HYG:34.3%;TLT:31.4%;BND:34.3%
US:59.3;EU:22.0;APAC:6.0;EM:10.6;Other:2.1
Value:+0.6;Growth:-0.7;Quality:-0.7;Size:-0.6;Momentum:+0.7;LowVol:+0.9
ESGOnly;MaxPos7%;NoMargin
10
30
4.9
trailing 10%
147
16.2
Bull
12.3
4.3
2.3
110
82
99
31
false
Sell
Trim extended winner -1%
-12
12
BrokerC
VWAP
93
null
null
Normal monitoring
-33
-12
83
3
false
Within IPS guidelines
P0598
Cautious
Taxable
USD
2025-03-02
793,895
92,827
701,068
1
44.7
34.4
5.1
15.8
BRK.B:22.0%;AAPL:8.2%;IEF:22.5%;MUB:9.3%;TSLA:16.3%;BND:21.7%
US:64.1;EU:13.9;APAC:11.5;EM:10.0;Other:0.5
Value:-0.3;Growth:-0.4;Quality:-0.2;Size:+0.1;Momentum:-0.2;LowVol:+0.9
MaxPos8%;NoDerivatives;NoMargin
7
30
5.8
hard 10%
129
18.4
Sideways
17.7
4.28
2.3
91
3
45
43
false
Rebalance
Shift +1% to bonds from equity
20
7
BrokerA
MKT
87
null
null
Normal monitoring
116
-46
114
5
false
Tax-aware sells next window
P0599
Active
Taxable
USD
2025-04-06
907,535
94,377
813,158
1
65.6
24.3
3.2
6.9
VOO:9.3%;TLT:20.6%;GLD:20.6%;XLF:15.6%;AAPL:13.2%;MUB:20.6%
US:65.7;EU:22.2;APAC:6.5;EM:4.6;Other:1.0
Value:+0.2;Growth:-0.1;Quality:-0.6;Size:+0.5;Momentum:+0.9;LowVol:-1.0
null
7
35
5.6
trailing 8%
224
16
Volatile
31.6
4.1
2.3
165
74
100
74
true
Rebalance
Rebalance back to target bands
7
-25
BrokerA
LMT
91
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
16
13
3
5
false
Tax-aware sells next window
P0600
Hands-off
401k
USD
2025-04-08
210,236
19,276
190,960
1
58.8
25.1
6.7
9.4
TSLA:17.0%;HYG:17.6%;AAPL:20.1%;VOO:12.8%;BRK.B:16.5%;IEF:16.1%
US:74.7;EU:11.8;APAC:5.3;EM:3.4;Other:4.9
Value:+0.9;Growth:-0.4;Quality:-0.4;Size:-0.5;Momentum:-0.5;LowVol:-0.6
ESGOnly
6
30
3.6
trailing 8%
162
18.6
Bear
30.8
4.01
2
160
-116
5
78
true
Reduce
Cut high-beta by 2-3%, add cash
-1
6
BrokerD
LMT
88
VAR>budget
Hedge
Risk above budget threshold
107
-21
95
5
false
Tighten stops on momentum names