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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P5001
|
Active
|
IRA
|
USD
|
2024-08-12
| 568,176
| 35,948
| 532,228
| 1
| 51.7
| 19.1
| 21.6
| 7.6
|
TLT:27.6%;MSFT:17.2%;QQQ:27.6%;VOO:27.6%
|
US:61.3;EU:18.5;APAC:11.8;EM:5.5;Other:3.0
|
Value:-0.6;Growth:-0.3;Quality:-0.2;Size:-0.3;Momentum:+0.5;LowVol:+0.5
| null | 10
| 30
| 5.7
|
trailing 8%
| 216
| 27.3
|
Bull
| 11.3
| 4.38
| 2.4
| 85
| 62
| 87
| 29
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 1
| 15
|
BrokerB
|
MKT
| 97
| null | null |
Normal monitoring
| 109
| -20
| 234
| 4
| false
|
Within IPS guidelines
|
P5002
|
Opportunistic
|
IRA
|
USD
|
2024-10-11
| 1,117,097
| 72,371
| 1,044,726
| 1
| 67.3
| 11
| 16.9
| 4.9
|
MUB:27.2%;HYG:27.2%;TLT:18.4%;TSLA:27.2%
|
US:72.0;EU:13.9;APAC:9.4;EM:3.1;Other:1.7
|
Value:-0.0;Growth:-0.2;Quality:+0.6;Size:+0.6;Momentum:-0.9;LowVol:+0.5
|
NoDerivatives
| 8
| 35
| 4.7
|
trailing 7%
| 251
| 30.6
|
Bear
| 32.3
| 3.46
| 2.2
| 202
| 29
| 58
| 76
| true
|
Hedge
|
Buy index puts 1% notional
| 34
| -18
|
BrokerA
|
MKT
| 98
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -15
| 18
| 70
| 2
| false
|
Monitor dispersion and breadth
|
P5003
|
Active
|
Roth
|
USD
|
2025-06-13
| 1,848,569
| 163,467
| 1,685,102
| 1
| 59.7
| 21.1
| 9.7
| 9.4
|
BND:28.9%;GLD:28.9%;VTI:13.4%;TLT:28.9%
|
US:79.1;EU:7.2;APAC:8.1;EM:5.5;Other:0.1
|
Value:-0.0;Growth:+0.6;Quality:+0.3;Size:-0.9;Momentum:+0.4;LowVol:-1.0
|
MaxPos6%
| 7
| 25
| 5.3
|
trailing 8%
| 133
| 18
|
Bull
| 16.4
| 3.75
| 3
| 102
| 37
| 67
| 42
| false
|
Buy
|
Add to core equity +1%
| 23
| -22
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| 2
| 13
| 89
| 4
| false
|
Tax-aware sells next window
|
P5004
|
Hands-off
|
401k
|
USD
|
2024-09-22
| 715,206
| 59,614
| 655,592
| 1
| 71.1
| 23.6
| 0
| 5.2
|
QQQ:13.7%;AMZN:26.6%;BRK.B:14.8%;MSFT:18.2%;AAPL:26.6%
|
US:69.9;EU:9.1;APAC:9.9;EM:10.2;Other:1.0
|
Value:-0.6;Growth:-0.5;Quality:-0.0;Size:-0.1;Momentum:-0.5;LowVol:+0.1
| null | 6
| 35
| 3.7
|
trailing 10%
| 124
| 18.5
|
Bull
| 13.4
| 4.38
| 2.2
| 77
| 16
| 64
| 49
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -6
| -10
|
BrokerC
|
MKT
| 85
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -5
| -6
| -22
| 2
| false
|
Tighten stops on momentum names
|
P5005
|
Opportunistic
|
401k
|
USD
|
2025-12-10
| 771,998
| 39,015
| 732,983
| 1
| 73.5
| 15.7
| 6.1
| 4.7
|
GLD:33.3%;VNQ:33.3%;XLF:33.3%
|
US:64.2;EU:9.3;APAC:12.7;EM:10.0;Other:3.9
|
Value:-0.0;Growth:+0.2;Quality:-0.7;Size:+0.5;Momentum:-0.5;LowVol:+0.9
|
NoDerivatives
| 5
| 25
| 5.2
|
trailing 9%
| 164
| 24.6
|
Sideways
| 15.4
| 4.67
| 2.9
| 94
| 58
| 89
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| 7
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| 0
| 2
| 3
| 3
| false
|
Tax-aware sells next window
|
P5006
|
Opportunistic
|
Trust
|
USD
|
2025-09-27
| 537,796
| 26,646
| 511,150
| 1
| 73.4
| 20.6
| 0
| 5.9
|
VTI:33.3%;HYG:33.3%;IEF:33.3%
|
US:66.9;EU:16.9;APAC:9.0;EM:4.9;Other:2.3
|
Value:+0.8;Growth:-0.1;Quality:-0.1;Size:+0.4;Momentum:+0.8;LowVol:-0.8
|
NoDerivatives
| 7
| 35
| 4.8
|
trailing 9%
| 265
| 30.5
|
Bull
| 16.6
| 4.08
| 2.8
| 100
| 30
| 64
| 66
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 30
| 6
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| -57
| 3
| -27
| 5
| false
|
Within IPS guidelines
|
P5007
|
Systematic
|
Taxable
|
USD
|
2025-10-12
| 1,019,376
| 51,874
| 967,502
| 1
| 57
| 22.3
| 14.5
| 6.1
|
MUB:33.3%;GLD:33.3%;VOO:33.3%
|
US:75.1;EU:5.7;APAC:7.0;EM:9.4;Other:2.8
|
Value:-0.2;Growth:+1.0;Quality:-0.7;Size:+0.4;Momentum:-0.8;LowVol:-0.8
| null | 8
| 30
| 5.5
|
trailing 8%
| 184
| 24.4
|
Volatile
| 21.5
| 4.88
| 3.8
| 164
| 4
| 45
| 64
| false
|
Sell
|
Trim extended winner -1%
| -8
| -5
|
BrokerD
|
MKT
| 95
| null | null |
Normal monitoring
| 102
| -6
| 147
| 5
| false
|
Monitor dispersion and breadth
|
P5008
|
Systematic
|
IRA
|
USD
|
2025-06-11
| 755,422
| 64,655
| 690,767
| 1
| 61
| 33.7
| 0
| 5.2
|
BRK.B:12.2%;QQQ:20.1%;MSFT:19.6%;TSLA:17.2%;TLT:19.6%;AAPL:11.4%
|
US:77.3;EU:8.2;APAC:8.6;EM:4.6;Other:1.3
|
Value:-0.9;Growth:0.0;Quality:-0.4;Size:+0.5;Momentum:-0.5;LowVol:-0.3
| null | 5
| 30
| 4.6
|
hard 12%
| 129
| 20.5
|
Sideways
| 21.9
| 3.84
| 3
| 120
| -15
| 38
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 13
| 11
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 87
| -48
| 87
| 4
| false
|
Tighten stops on momentum names
|
P5009
|
Cautious
|
401k
|
USD
|
2025-05-21
| 508,884
| 81,100
| 427,784
| 1
| 37.4
| 35.9
| 11.3
| 15.5
|
VTI:33.3%;AMZN:33.3%;MUB:33.3%
|
US:63.9;EU:13.3;APAC:10.6;EM:9.0;Other:3.2
|
Value:+0.6;Growth:-0.8;Quality:+0.1;Size:-0.2;Momentum:-0.4;LowVol:-0.2
|
NoMargin
| 8
| 30
| 3.6
|
trailing 8%
| 153
| 15.9
|
Volatile
| 21.3
| 5.33
| 4.2
| 167
| 65
| 84
| 35
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -1
| -28
|
BrokerC
|
LMT
| 94
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 87
| -38
| 79
| 2
| false
|
Increase defensive factor exposure
|
P5010
|
Systematic
|
Roth
|
USD
|
2024-12-02
| 1,993,979
| 152,455
| 1,841,524
| 1
| 58
| 33.8
| 0
| 8.2
|
GLD:33.3%;VTI:33.3%;TLT:33.3%
|
US:65.3;EU:6.9;APAC:13.6;EM:9.0;Other:5.1
|
Value:-0.2;Growth:+0.3;Quality:+0.1;Size:-0.1;Momentum:+0.1;LowVol:+0.6
| null | 10
| 30
| 5.9
|
hard 12%
| 153
| 23.3
|
Volatile
| 29.8
| 4.05
| 2.1
| 160
| 11
| 45
| 76
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 9
| -14
|
BrokerD
|
MKT
| 89
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 8
| -60
| 55
| 3
| false
|
Tighten stops on momentum names
|
P5011
|
Opportunistic
|
Roth
|
USD
|
2024-11-19
| 736,785
| 56,118
| 680,667
| 1.23
| 67.1
| 18.8
| 5.4
| 8.6
|
GLD:12.6%;TLT:12.8%;QQQ:23.5%;AMZN:23.5%;IEF:12.5%;MUB:15.1%
|
US:71.2;EU:10.9;APAC:6.3;EM:6.9;Other:4.8
|
Value:+0.7;Growth:-0.3;Quality:-0.5;Size:+0.9;Momentum:-1.0;LowVol:-0.7
|
NoDerivatives
| 5
| 25
| 6.4
|
trailing 9%
| 164
| 23.6
|
Bear
| 25.4
| 4.3
| 2.9
| 170
| -19
| 44
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 25
| -38
|
BrokerB
|
MKT
| 86
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -50
| 10
| 51
| 4
| false
|
Monitor dispersion and breadth
|
P5012
|
Active
|
Taxable
|
USD
|
2025-04-16
| 1,055,147
| 120,412
| 934,735
| 1
| 62.3
| 18.4
| 13.8
| 5.5
|
MSFT:17.1%;TSLA:21.7%;TLT:7.4%;BRK.B:21.7%;VNQ:21.4%;XLF:10.8%
|
US:65.8;EU:14.5;APAC:8.6;EM:9.0;Other:2.0
|
Value:-0.4;Growth:-0.9;Quality:-0.9;Size:+0.1;Momentum:+0.4;LowVol:-0.2
|
MaxPos7%;NoDerivatives
| 8
| 25
| 4.1
|
trailing 9%
| 126
| 20.3
|
Bull
| 15.1
| 3.56
| 3.5
| 88
| 115
| 100
| 41
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -10
| 3
|
BrokerD
|
LMT
| 93
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -52
| -40
| -16
| 5
| true
|
Tighten stops on momentum names
|
P5013
|
Systematic
|
401k
|
USD
|
2024-11-09
| 1,429,689
| 81,251
| 1,348,438
| 1
| 59.7
| 22.5
| 9.5
| 8.4
|
AAPL:17.7%;AMZN:14.7%;VTI:15.1%;VNQ:19.8%;BRK.B:20.0%;BND:12.7%
|
US:64.0;EU:13.7;APAC:12.4;EM:7.6;Other:2.3
|
Value:-0.8;Growth:-0.9;Quality:+0.6;Size:-0.8;Momentum:-1.0;LowVol:+0.5
| null | 5
| 30
| 5.8
|
hard 12%
| 192
| 19.8
|
Bear
| 22.5
| 3.4
| 2.5
| 206
| -74
| 10
| 70
| false
|
Sell
|
Trim extended winner -1%
| 10
| -27
|
BrokerC
|
VWAP
| 93
| null | null |
Normal monitoring
| 99
| -18
| 123
| 3
| false
|
Within IPS guidelines
|
P5014
|
Hands-off
|
IRA
|
USD
|
2025-06-02
| 734,253
| 47,006
| 687,247
| 1
| 60.4
| 25
| 8.8
| 5.8
|
VOO:33.3%;HYG:33.3%;TLT:33.3%
|
US:60.4;EU:16.9;APAC:14.5;EM:6.9;Other:1.3
|
Value:-0.4;Growth:-0.5;Quality:+0.2;Size:-0.4;Momentum:-0.7;LowVol:+0.3
| null | 6
| 25
| 3.5
|
hard 10%
| 142
| 12.3
|
Sideways
| 19.5
| 4.63
| 2.3
| 103
| 6
| 54
| 47
| false
|
Buy
|
Add to core equity +1%
| 10
| -23
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| -31
| 19
| -56
| 4
| false
|
Increase defensive factor exposure
|
P5015
|
Active
|
Roth
|
USD
|
2025-12-20
| 1,348,595
| 157,939
| 1,190,656
| 1.12
| 50.8
| 20.1
| 22.8
| 6.4
|
VTI:16.2%;VOO:28.8%;TLT:28.8%;MSFT:26.2%
|
US:69.9;EU:10.8;APAC:13.6;EM:5.7;Other:0.1
|
Value:-0.7;Growth:+0.2;Quality:-0.6;Size:+0.9;Momentum:+0.5;LowVol:-0.0
| null | 6
| 35
| 5.7
|
trailing 8%
| 169
| 23.1
|
Sideways
| 16.6
| 3.72
| 3.2
| 93
| -7
| 53
| 42
| true
|
Hedge
|
Buy index puts 1% notional
| 31
| -25
|
BrokerA
|
VWAP
| 95
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 53
| -23
| 119
| 4
| false
|
Within IPS guidelines
|
P5016
|
Opportunistic
|
Trust
|
USD
|
2025-07-12
| 1,759,086
| 57,220
| 1,701,866
| 1
| 72
| 13.2
| 9.2
| 5.6
|
BRK.B:25.0%;MSFT:25.0%;TLT:25.0%;AAPL:25.0%
|
US:62.7;EU:14.5;APAC:11.7;EM:10.3;Other:0.8
|
Value:+0.3;Growth:-0.7;Quality:-0.9;Size:+1.0;Momentum:-0.6;LowVol:+0.3
|
NoDerivatives
| 8
| 25
| 4.3
|
trailing 7%
| 163
| 26.5
|
Sideways
| 15
| 4.65
| 3.3
| 101
| 27
| 78
| 44
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| -25
|
BrokerD
|
VWAP
| 93
| null | null |
Normal monitoring
| 8
| -39
| 66
| 4
| false
|
Monitor dispersion and breadth
|
P5017
|
Opportunistic
|
Taxable
|
USD
|
2024-11-28
| 922,024
| 70,849
| 851,175
| 1
| 72.4
| 21.3
| 2.1
| 4.2
|
BND:33.6%;TLT:32.8%;VOO:33.6%
|
US:68.3;EU:6.9;APAC:13.5;EM:8.0;Other:3.4
|
Value:+0.5;Growth:-0.6;Quality:+1.0;Size:-0.6;Momentum:-1.0;LowVol:-0.0
|
MaxPos6%
| 6
| 25
| 5.3
|
trailing 7%
| 208
| 32.4
|
Sideways
| 19.3
| 4.37
| 3.1
| 137
| 16
| 69
| 69
| false
|
Sell
|
Trim extended winner -1%
| 2
| -34
|
BrokerB
|
MKT
| 91
| null | null |
Normal monitoring
| 3
| 6
| 64
| 5
| false
|
Increase defensive factor exposure
|
P5018
|
Systematic
|
Taxable
|
USD
|
2024-12-28
| 433,035
| 25,811
| 407,224
| 1
| 57.6
| 32.3
| 2.5
| 7.5
|
GLD:37.5%;MSFT:25.0%;VTI:37.5%
|
US:61.2;EU:7.2;APAC:14.6;EM:12.7;Other:4.4
|
Value:-0.2;Growth:+0.8;Quality:-0.2;Size:+0.1;Momentum:-0.5;LowVol:-0.2
| null | 7
| 30
| 5.3
|
trailing 9%
| 230
| 16.6
|
Bull
| 11.8
| 4.34
| 3.2
| 88
| 114
| 100
| 35
| false
|
NoAction
|
Within bands; monitor
| -8
| 9
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 51
| 9
| 34
| 5
| false
|
Tighten stops on momentum names
|
P5019
|
Hands-off
|
401k
|
USD
|
2025-07-06
| 295,432
| 26,572
| 268,860
| 1
| 65.5
| 25.7
| 2.6
| 6.1
|
TLT:20.6%;VNQ:6.5%;BRK.B:20.2%;GLD:20.6%;BND:11.9%;XLF:20.2%
|
US:62.8;EU:13.4;APAC:10.8;EM:9.6;Other:3.4
|
Value:+0.8;Growth:+0.1;Quality:-0.2;Size:-0.9;Momentum:-0.8;LowVol:-0.7
|
ESGOnly;NoDerivatives
| 6
| 25
| 4
|
trailing 8%
| 169
| 17.9
|
Bear
| 26.3
| 4.26
| 2.6
| 205
| -48
| 13
| 79
| true
|
Rebalance
|
Rebalance back to target bands
| 9
| -1
|
BrokerD
|
MKT
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 40
| -43
| 155
| 3
| false
|
Tighten stops on momentum names
|
P5020
|
Cautious
|
IRA
|
USD
|
2025-07-19
| 531,731
| 47,025
| 484,706
| 1
| 39.8
| 32.3
| 13.5
| 14.5
|
MSFT:12.7%;BRK.B:22.2%;VOO:21.3%;XLF:21.5%;TLT:22.2%
|
US:75.5;EU:8.4;APAC:9.6;EM:5.6;Other:0.8
|
Value:-0.4;Growth:-0.6;Quality:+0.1;Size:+0.4;Momentum:+0.4;LowVol:+0.2
|
ESGOnly;NoMargin
| 5
| 35
| 4
|
trailing 8%
| 105
| 13.7
|
Bull
| 13.1
| 4.72
| 2.5
| 118
| 64
| 79
| 25
| false
|
NoAction
|
Within bands; monitor
| 28
| 0
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| -44
| 3
| -23
| 5
| false
|
Monitor dispersion and breadth
|
P5021
|
Active
|
401k
|
USD
|
2025-05-18
| 2,240,566
| 255,138
| 1,985,428
| 1
| 50.9
| 20
| 20.1
| 9
|
QQQ:6.8%;MUB:11.7%;HYG:20.4%;VOO:21.3%;VNQ:21.4%;AAPL:18.5%
|
US:68.8;EU:10.6;APAC:12.1;EM:4.2;Other:4.3
|
Value:+0.4;Growth:0.0;Quality:+0.4;Size:+0.3;Momentum:+0.1;LowVol:-0.7
| null | 8
| 25
| 5.4
|
hard 12%
| 181
| 20.8
|
Bull
| 14.4
| 4.07
| 2
| 88
| 44
| 79
| 45
| false
|
Buy
|
Add to core equity +1%
| 32
| -12
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| -29
| -41
| -46
| 5
| false
|
Tax-aware sells next window
|
P5022
|
Hands-off
|
IRA
|
USD
|
2024-08-27
| 433,910
| 38,093
| 395,817
| 1
| 66.9
| 20.4
| 6.6
| 6.1
|
HYG:16.1%;XLF:20.5%;AMZN:16.4%;BND:16.5%;GLD:10.1%;BRK.B:20.5%
|
US:75.8;EU:7.6;APAC:7.7;EM:6.0;Other:2.9
|
Value:-1.0;Growth:+0.5;Quality:+0.1;Size:+0.2;Momentum:+0.1;LowVol:-0.5
| null | 10
| 30
| 3.4
|
hard 10%
| 125
| 13.8
|
Sideways
| 15
| 4.98
| 2.2
| 112
| -20
| 39
| 53
| false
|
Buy
|
Add to core equity +1%
| 5
| -39
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| 45
| -35
| 169
| 3
| false
|
Increase defensive factor exposure
|
P5023
|
Opportunistic
|
Roth
|
USD
|
2024-11-16
| 617,126
| 33,633
| 583,493
| 1.13
| 70.2
| 18.3
| 3.1
| 8.4
|
GLD:33.3%;XLF:33.3%;MSFT:33.3%
|
US:71.7;EU:6.5;APAC:12.5;EM:5.6;Other:3.6
|
Value:-0.9;Growth:0.0;Quality:-0.6;Size:+0.4;Momentum:-0.7;LowVol:-0.6
|
NoDerivatives
| 8
| 25
| 6.9
|
trailing 9%
| 215
| 32.5
|
Bear
| 23
| 4.48
| 1
| 159
| 12
| 58
| 72
| true
|
Hedge
|
Buy index puts 1% notional
| 20
| 8
|
BrokerC
|
LMT
| 97
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -4
| -34
| 132
| 4
| false
|
Tighten stops on momentum names
|
P5024
|
Hands-off
|
Trust
|
USD
|
2024-11-26
| 350,715
| 24,847
| 325,868
| 1
| 64.9
| 23.3
| 2
| 9.8
|
BRK.B:15.5%;AMZN:12.3%;BND:16.0%;GLD:21.4%;VOO:13.2%;MSFT:21.7%
|
US:66.3;EU:13.0;APAC:12.8;EM:7.0;Other:1.0
|
Value:-0.0;Growth:-0.1;Quality:+0.7;Size:-0.6;Momentum:+0.7;LowVol:-0.5
|
ESGOnly
| 6
| 35
| 5
|
hard 10%
| 151
| 18.1
|
Bull
| 13.5
| 5
| 3
| 114
| 74
| 96
| 54
| false
|
Buy
|
Add to core equity +1%
| -5
| 9
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| -54
| -8
| 20
| 5
| false
|
Within IPS guidelines
|
P5025
|
Cautious
|
401k
|
USD
|
2025-10-05
| 240,180
| 21,395
| 218,785
| 1
| 47.9
| 36.7
| 3.8
| 11.6
|
TSLA:33.3%;AAPL:33.3%;XLF:33.3%
|
US:67.9;EU:12.9;APAC:13.3;EM:5.3;Other:0.6
|
Value:-1.0;Growth:+0.3;Quality:-0.2;Size:+0.6;Momentum:-1.0;LowVol:-0.7
|
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
| 10
| 25
| 3.3
|
hard 10%
| 143
| 16.7
|
Sideways
| 15.5
| 4.26
| 3.3
| 138
| -1
| 64
| 34
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 21
| -11
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| 71
| -16
| 83
| 5
| false
|
Increase defensive factor exposure
|
P5026
|
Systematic
|
Trust
|
USD
|
2024-09-21
| 967,775
| 57,045
| 910,730
| 1
| 61
| 31.4
| 0
| 7.6
|
IEF:28.5%;HYG:28.5%;GLD:21.2%;AMZN:21.7%
|
US:62.9;EU:17.5;APAC:8.8;EM:9.1;Other:1.6
|
Value:+0.9;Growth:+0.4;Quality:+0.6;Size:+0.7;Momentum:+0.8;LowVol:+0.4
| null | 5
| 30
| 5.6
|
hard 12%
| 212
| 26
|
Bull
| 11.7
| 4.47
| 2.8
| 110
| 48
| 67
| 38
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -1
| 5
|
BrokerC
|
LMT
| 96
| null | null |
Normal monitoring
| 42
| 17
| 32
| 3
| false
|
Within IPS guidelines
|
P5027
|
Cautious
|
401k
|
USD
|
2025-02-24
| 459,962
| 63,624
| 396,338
| 1
| 44.7
| 41.6
| 0
| 13.7
|
HYG:25.0%;TSLA:25.0%;IEF:25.0%;BRK.B:25.0%
|
US:65.6;EU:17.4;APAC:7.9;EM:8.0;Other:1.1
|
Value:+0.1;Growth:+0.7;Quality:-0.7;Size:+0.1;Momentum:-0.4;LowVol:+0.5
|
NoMargin
| 6
| 35
| 3.1
|
trailing 8%
| 165
| 13.1
|
Volatile
| 21.2
| 5.28
| 2.4
| 137
| -58
| 17
| 47
| true
|
Hedge
|
Buy index puts 1% notional
| 11
| -21
|
BrokerB
|
LMT
| 95
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 65
| 20
| 99
| 5
| false
|
Within IPS guidelines
|
P5028
|
Systematic
|
Roth
|
USD
|
2024-12-29
| 1,623,146
| 137,760
| 1,485,386
| 1
| 61.2
| 24.6
| 5.7
| 8.5
|
IEF:33.3%;TLT:33.3%;AMZN:33.3%
|
US:75.6;EU:11.5;APAC:7.1;EM:3.5;Other:2.2
|
Value:+0.5;Growth:+0.1;Quality:+0.9;Size:+0.2;Momentum:-0.2;LowVol:-0.7
| null | 7
| 25
| 4.7
|
trailing 9%
| 214
| 17.9
|
Volatile
| 27.3
| 4.79
| 3.2
| 148
| -59
| 22
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| -14
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| -55
| -59
| 19
| 4
| false
|
Increase defensive factor exposure
|
P5029
|
Opportunistic
|
Roth
|
USD
|
2025-01-06
| 1,388,594
| 79,289
| 1,309,305
| 1.05
| 73.6
| 12.5
| 7.5
| 6.3
|
TSLA:21.9%;MSFT:16.4%;VNQ:21.9%;VTI:21.9%;MUB:17.9%
|
US:61.9;EU:17.0;APAC:11.6;EM:8.2;Other:1.3
|
Value:+0.2;Growth:+0.6;Quality:-0.4;Size:0.0;Momentum:-0.7;LowVol:-0.1
| null | 7
| 25
| 5.6
|
trailing 7%
| 247
| 23.6
|
Volatile
| 29.1
| 4.17
| 3.5
| 163
| 54
| 63
| 90
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 31
| -30
|
BrokerC
|
LMT
| 95
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 108
| -9
| 219
| 2
| false
|
Increase defensive factor exposure
|
P5030
|
Hands-off
|
Taxable
|
USD
|
2024-07-24
| 787,607
| 57,524
| 730,083
| 1
| 58.8
| 24.5
| 11
| 5.7
|
VOO:10.0%;VTI:21.1%;TSLA:12.1%;AAPL:21.1%;TLT:19.9%;HYG:15.6%
|
US:67.9;EU:11.5;APAC:9.1;EM:9.6;Other:2.0
|
Value:+1.0;Growth:-0.7;Quality:-0.9;Size:-0.5;Momentum:-0.0;LowVol:+0.2
|
ESGOnly
| 7
| 35
| 6
|
trailing 10%
| 119
| 17.3
|
Bear
| 28.5
| 3.33
| 1.1
| 170
| -40
| 28
| 80
| true
|
Rebalance
|
Rebalance back to target bands
| 21
| -36
|
BrokerB
|
LMT
| 89
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| -53
| -2
| -5
| 3
| false
|
Within IPS guidelines
|
P5031
|
Cautious
|
401k
|
USD
|
2025-06-14
| 199,815
| 21,225
| 178,590
| 1
| 43
| 32.3
| 10.9
| 13.9
|
GLD:26.9%;MSFT:26.9%;HYG:26.9%;XLF:19.3%
|
US:61.4;EU:16.0;APAC:13.6;EM:4.2;Other:4.8
|
Value:+0.7;Growth:-0.9;Quality:+0.3;Size:+1.0;Momentum:-0.6;LowVol:+1.0
|
NoDerivatives;NoMargin
| 6
| 35
| 5
|
hard 10%
| 145
| 19.7
|
Volatile
| 29.3
| 4.49
| 2.6
| 139
| -49
| 19
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| -39
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| 64
| -8
| 44
| 4
| false
|
Tax-aware sells next window
|
P5032
|
Opportunistic
|
IRA
|
USD
|
2024-10-19
| 1,397,469
| 42,396
| 1,355,073
| 1.22
| 60.9
| 15.2
| 17.4
| 6.5
|
XLF:17.0%;VTI:25.6%;IEF:11.8%;BND:25.6%;HYG:20.1%
|
US:72.3;EU:7.2;APAC:6.8;EM:12.7;Other:1.0
|
Value:-0.3;Growth:-0.6;Quality:-0.8;Size:-0.5;Momentum:-0.2;LowVol:-0.9
| null | 6
| 30
| 5.6
|
hard 12%
| 191
| 26
|
Sideways
| 14.7
| 4.74
| 2.6
| 119
| -30
| 42
| 37
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 15
| -13
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| 114
| -9
| 217
| 4
| false
|
Monitor dispersion and breadth
|
P5033
|
Hands-off
|
IRA
|
USD
|
2024-10-21
| 772,549
| 35,055
| 737,494
| 1
| 68.8
| 25.2
| 0
| 5.9
|
VOO:35.2%;TSLA:30.4%;MSFT:34.4%
|
US:65.0;EU:6.6;APAC:14.3;EM:10.2;Other:3.8
|
Value:-0.9;Growth:+0.5;Quality:-0.7;Size:+1.0;Momentum:+0.2;LowVol:-0.8
|
ESGOnly
| 8
| 30
| 3.2
|
trailing 8%
| 99
| 14.3
|
Volatile
| 27.8
| 4.09
| 3.6
| 142
| 9
| 54
| 85
| true
|
Hedge
|
Buy index puts 1% notional
| 24
| -2
|
BrokerD
|
MKT
| 88
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 67
| -60
| 160
| 5
| false
|
Within IPS guidelines
|
P5034
|
Active
|
Trust
|
USD
|
2025-01-17
| 521,497
| 35,900
| 485,597
| 1.23
| 58
| 22.8
| 12
| 7.2
|
VNQ:12.1%;BRK.B:20.3%;TLT:23.2%;IEF:21.3%;HYG:23.2%
|
US:73.3;EU:8.9;APAC:8.6;EM:5.3;Other:4.0
|
Value:+0.2;Growth:+0.4;Quality:+0.2;Size:+0.8;Momentum:+0.5;LowVol:+1.0
| null | 8
| 30
| 6
|
hard 12%
| 198
| 24.6
|
Sideways
| 14
| 4.37
| 2.2
| 101
| 15
| 43
| 34
| false
|
Sell
|
Trim extended winner -1%
| -1
| -2
|
BrokerD
|
LMT
| 89
| null | null |
Normal monitoring
| 3
| 7
| 106
| 5
| false
|
Monitor dispersion and breadth
|
P5035
|
Active
|
Taxable
|
USD
|
2025-04-05
| 1,287,516
| 90,602
| 1,196,914
| 1.09
| 55.2
| 21.9
| 13.2
| 9.7
|
VTI:29.0%;QQQ:16.1%;AMZN:25.8%;BND:29.0%
|
US:64.5;EU:9.3;APAC:10.5;EM:10.9;Other:4.8
|
Value:+0.9;Growth:-0.6;Quality:+0.9;Size:-0.8;Momentum:-0.7;LowVol:+0.3
| null | 6
| 35
| 5.9
|
trailing 8%
| 227
| 23
|
Bull
| 18
| 3.79
| 3.2
| 86
| 100
| 89
| 45
| true
|
Rebalance
|
Rebalance back to target bands
| 14
| -17
|
BrokerA
|
LMT
| 91
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 28
| -1
| 150
| 2
| false
|
Within IPS guidelines
|
P5036
|
Cautious
|
IRA
|
USD
|
2025-07-26
| 884,869
| 127,878
| 756,991
| 1
| 37.5
| 41.5
| 10.3
| 10.7
|
MUB:21.5%;VTI:21.5%;MSFT:21.5%;VOO:16.1%;AMZN:19.3%
|
US:78.9;EU:9.8;APAC:7.1;EM:3.8;Other:0.3
|
Value:+0.9;Growth:-0.0;Quality:-0.9;Size:+0.5;Momentum:-0.6;LowVol:+0.4
|
ESGOnly;MaxPos6%;NoMargin
| 6
| 25
| 4.4
|
trailing 8%
| 140
| 15.3
|
Bear
| 23.3
| 3.65
| 2.3
| 142
| 39
| 60
| 42
| false
|
Buy
|
Add to core equity +1%
| 30
| 3
|
BrokerB
|
MKT
| 95
| null | null |
Normal monitoring
| -5
| -34
| 97
| 4
| false
|
Increase defensive factor exposure
|
P5037
|
Opportunistic
|
Taxable
|
USD
|
2025-09-30
| 411,546
| 16,305
| 395,241
| 1
| 74.5
| 10
| 7.3
| 8.2
|
BRK.B:15.1%;XLF:23.4%;TSLA:23.4%;HYG:22.8%;AAPL:15.2%
|
US:69.0;EU:13.8;APAC:7.4;EM:8.1;Other:1.7
|
Value:-0.4;Growth:-0.2;Quality:+0.6;Size:+0.7;Momentum:0.0;LowVol:0.0
|
NoDerivatives
| 10
| 30
| 5.3
|
trailing 7%
| 244
| 22.3
|
Bull
| 14.3
| 3.59
| 3.3
| 75
| 90
| 93
| 59
| false
|
NoAction
|
Within bands; monitor
| 13
| 3
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 59
| -59
| 26
| 5
| false
|
Tax-aware sells next window
|
P5038
|
Opportunistic
|
Roth
|
USD
|
2025-10-15
| 409,019
| 34,954
| 374,065
| 1.13
| 73.7
| 20.2
| 0
| 6.1
|
BRK.B:20.9%;QQQ:13.8%;HYG:17.7%;MSFT:14.3%;BND:16.8%;TSLA:16.5%
|
US:64.4;EU:8.8;APAC:10.5;EM:11.5;Other:4.9
|
Value:-0.6;Growth:-0.9;Quality:+0.5;Size:+0.4;Momentum:-0.2;LowVol:+0.7
| null | 5
| 30
| 5.4
|
trailing 7%
| 248
| 34.8
|
Bear
| 28
| 4.33
| 1.9
| 178
| 29
| 56
| 88
| true
|
Hedge
|
Buy index puts 1% notional
| 15
| -28
|
BrokerB
|
VWAP
| 87
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 28
| 1
| 8
| 3
| false
|
Increase defensive factor exposure
|
P5039
|
Active
|
Roth
|
USD
|
2025-01-21
| 1,459,439
| 158,885
| 1,300,554
| 1
| 50.8
| 18.4
| 23.6
| 7.2
|
XLF:31.0%;MSFT:34.5%;TSLA:34.5%
|
US:71.3;EU:9.2;APAC:7.7;EM:9.4;Other:2.4
|
Value:-0.7;Growth:-0.7;Quality:+0.6;Size:-0.6;Momentum:+0.8;LowVol:+0.9
|
MaxPos8%
| 6
| 25
| 4.4
|
trailing 9%
| 130
| 18.2
|
Volatile
| 23.8
| 4.46
| 2.2
| 152
| -22
| 47
| 48
| true
|
Hedge
|
Buy index puts 1% notional
| 28
| 10
|
BrokerB
|
LMT
| 96
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 93
| 14
| 227
| 2
| false
|
Within IPS guidelines
|
P5040
|
Cautious
|
Taxable
|
USD
|
2024-12-22
| 335,746
| 53,448
| 282,298
| 1
| 41.3
| 44.7
| 0.7
| 13.4
|
MSFT:33.3%;VTI:33.3%;MUB:33.3%
|
US:77.9;EU:6.2;APAC:9.3;EM:6.3;Other:0.3
|
Value:+0.5;Growth:+0.1;Quality:+0.9;Size:+1.0;Momentum:-0.9;LowVol:-0.9
|
MaxPos6%;NoDerivatives;NoMargin
| 5
| 30
| 4.7
|
hard 10%
| 97
| 15
|
Sideways
| 16.3
| 4.96
| 2.8
| 97
| -22
| 33
| 39
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 28
| 7
|
BrokerA
|
VWAP
| 89
| null | null |
Normal monitoring
| 68
| -45
| 198
| 4
| false
|
Within IPS guidelines
|
P5041
|
Hands-off
|
IRA
|
USD
|
2024-11-04
| 587,020
| 33,362
| 553,658
| 1
| 63.6
| 26.9
| 0
| 9.5
|
IEF:33.3%;VNQ:33.3%;TLT:33.3%
|
US:59.1;EU:16.2;APAC:7.3;EM:11.9;Other:5.6
|
Value:-0.4;Growth:-0.5;Quality:-0.8;Size:-0.6;Momentum:+0.7;LowVol:+0.8
|
ESGOnly;MaxPos6%
| 10
| 30
| 4.1
|
trailing 8%
| 131
| 19.8
|
Sideways
| 21
| 4.59
| 2.8
| 128
| 17
| 52
| 64
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| -12
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| 114
| -51
| 99
| 5
| false
|
Monitor dispersion and breadth
|
P5042
|
Opportunistic
|
401k
|
USD
|
2025-03-27
| 1,310,432
| 47,258
| 1,263,174
| 1
| 62.4
| 17.9
| 15.2
| 4.6
|
AMZN:16.2%;MUB:14.8%;MSFT:17.7%;BND:20.3%;XLF:10.6%;VNQ:20.5%
|
US:67.1;EU:13.0;APAC:7.9;EM:9.9;Other:2.2
|
Value:+0.7;Growth:-0.1;Quality:+0.7;Size:-1.0;Momentum:+0.6;LowVol:+0.7
|
MaxPos5%
| 5
| 35
| 5
|
hard 12%
| 252
| 29.2
|
Bull
| 12
| 4.27
| 3.5
| 104
| 107
| 95
| 35
| false
|
Sell
|
Trim extended winner -1%
| 22
| 5
|
BrokerB
|
LMT
| 98
| null | null |
Normal monitoring
| 99
| -20
| 111
| 3
| false
|
Tax-aware sells next window
|
P5043
|
Active
|
Trust
|
USD
|
2025-12-01
| 642,309
| 72,417
| 569,892
| 1
| 56.5
| 20.9
| 13.1
| 9.4
|
AMZN:8.9%;VTI:15.5%;MUB:17.3%;XLF:22.7%;HYG:12.8%;QQQ:22.7%
|
US:64.8;EU:14.1;APAC:5.2;EM:11.6;Other:4.3
|
Value:-0.1;Growth:+0.4;Quality:-0.6;Size:+0.4;Momentum:+0.6;LowVol:+0.7
|
NoDerivatives
| 7
| 30
| 4.8
|
trailing 9%
| 144
| 25.6
|
Bear
| 26.7
| 3.99
| 2.9
| 132
| -117
| 5
| 64
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 32
| -12
|
BrokerD
|
LMT
| 96
| null | null |
Normal monitoring
| -22
| -29
| 42
| 4
| false
|
Within IPS guidelines
|
P5044
|
Opportunistic
|
IRA
|
USD
|
2025-10-18
| 934,607
| 75,399
| 859,208
| 1.08
| 67.9
| 14.6
| 12.1
| 5.4
|
HYG:26.1%;BRK.B:21.8%;AAPL:26.1%;QQQ:26.1%
|
US:66.0;EU:14.9;APAC:9.1;EM:5.9;Other:4.1
|
Value:-0.5;Growth:+0.8;Quality:-0.2;Size:-1.0;Momentum:-0.9;LowVol:-0.5
|
MaxPos8%
| 6
| 35
| 5.8
|
trailing 9%
| 200
| 33.4
|
Volatile
| 29.5
| 3.57
| 3.5
| 145
| 4
| 57
| 80
| true
|
Rebalance
|
Rebalance back to target bands
| 11
| -36
|
BrokerA
|
LMT
| 89
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -55
| 18
| 11
| 4
| false
|
Tax-aware sells next window
|
P5045
|
Opportunistic
|
401k
|
USD
|
2024-11-16
| 1,084,517
| 53,719
| 1,030,798
| 1
| 65.2
| 17
| 9.9
| 7.9
|
MUB:26.7%;GLD:19.8%;TLT:26.7%;XLF:26.7%
|
US:73.4;EU:6.6;APAC:5.8;EM:10.0;Other:4.2
|
Value:-0.0;Growth:0.0;Quality:+0.9;Size:+0.1;Momentum:-0.8;LowVol:+0.2
| null | 5
| 35
| 6.5
|
trailing 7%
| 171
| 34.8
|
Bull
| 16.6
| 3.66
| 3.1
| 102
| 25
| 74
| 53
| false
|
Sell
|
Trim extended winner -1%
| 5
| -38
|
BrokerC
|
LMT
| 95
| null | null |
Normal monitoring
| -45
| -15
| -22
| 4
| false
|
Tighten stops on momentum names
|
P5046
|
Systematic
|
Roth
|
USD
|
2025-12-15
| 549,135
| 39,383
| 509,752
| 1
| 62.1
| 29.6
| 0
| 8.3
|
VNQ:33.3%;IEF:33.3%;TLT:33.3%
|
US:73.1;EU:11.5;APAC:7.3;EM:4.0;Other:4.1
|
Value:-0.2;Growth:-0.5;Quality:-0.7;Size:-0.1;Momentum:+0.7;LowVol:-0.4
| null | 7
| 35
| 6
|
trailing 9%
| 209
| 17.8
|
Bear
| 26.8
| 3.18
| 2.8
| 139
| -90
| 14
| 67
| true
|
Hedge
|
Buy index puts 1% notional
| 18
| -9
|
BrokerB
|
LMT
| 91
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 90
| -47
| 223
| 5
| false
|
Monitor dispersion and breadth
|
P5047
|
Hands-off
|
Roth
|
USD
|
2025-09-24
| 652,006
| 41,358
| 610,648
| 1
| 66.9
| 25.5
| 0
| 7.7
|
HYG:22.1%;AAPL:18.0%;XLF:22.1%;BND:15.6%;VOO:22.1%
|
US:63.5;EU:12.3;APAC:14.9;EM:8.7;Other:0.6
|
Value:0.0;Growth:+0.7;Quality:+0.5;Size:+0.1;Momentum:+0.7;LowVol:+0.8
| null | 8
| 35
| 5.4
|
trailing 10%
| 156
| 19.4
|
Bear
| 26.1
| 4.33
| 1.1
| 191
| 13
| 65
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 11
| 4
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| 14
| -54
| 141
| 5
| false
|
Monitor dispersion and breadth
|
P5048
|
Systematic
|
Trust
|
USD
|
2025-11-15
| 735,366
| 39,290
| 696,076
| 1
| 64.7
| 23
| 3.5
| 8.8
|
BRK.B:11.3%;BND:24.2%;MUB:10.9%;IEF:13.9%;AMZN:24.2%;VOO:15.5%
|
US:68.6;EU:14.5;APAC:8.5;EM:4.6;Other:3.9
|
Value:+0.6;Growth:+1.0;Quality:-0.2;Size:-0.2;Momentum:-0.7;LowVol:+0.2
|
MaxPos6%
| 6
| 30
| 5
|
trailing 9%
| 126
| 19.4
|
Bull
| 17.5
| 4.46
| 2.7
| 81
| 22
| 72
| 49
| false
|
Buy
|
Add to core equity +1%
| 0
| -39
|
BrokerD
|
MKT
| 97
| null | null |
Normal monitoring
| 53
| -4
| 138
| 3
| false
|
Within IPS guidelines
|
P5049
|
Cautious
|
IRA
|
USD
|
2025-08-11
| 885,389
| 101,478
| 783,911
| 1
| 50
| 30.3
| 4.8
| 15
|
AMZN:22.1%;AAPL:17.2%;TSLA:16.5%;QQQ:22.1%;TLT:22.1%
|
US:60.1;EU:17.0;APAC:9.6;EM:8.8;Other:4.4
|
Value:-0.3;Growth:+0.4;Quality:+0.9;Size:-0.1;Momentum:-0.5;LowVol:-0.2
|
ESGOnly;MaxPos7%;NoMargin
| 10
| 35
| 6
|
trailing 8%
| 157
| 18.6
|
Bull
| 18
| 3.55
| 3.1
| 100
| 97
| 96
| 39
| false
|
Buy
|
Add to core equity +1%
| 12
| -12
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| 109
| -52
| 164
| 3
| false
|
Increase defensive factor exposure
|
P5050
|
Active
|
401k
|
USD
|
2025-07-17
| 590,367
| 64,682
| 525,685
| 1
| 55.7
| 19.9
| 18.2
| 6.2
|
IEF:33.3%;AMZN:33.3%;AAPL:33.3%
|
US:66.9;EU:12.5;APAC:14.0;EM:5.2;Other:1.3
|
Value:+0.9;Growth:+0.9;Quality:+0.2;Size:+0.3;Momentum:-0.1;LowVol:+0.7
| null | 10
| 35
| 5.2
|
hard 12%
| 205
| 27.2
|
Bear
| 26
| 3.87
| 1.3
| 181
| -24
| 29
| 58
| false
|
Buy
|
Add to core equity +1%
| 24
| 9
|
BrokerD
|
MKT
| 91
| null | null |
Normal monitoring
| -33
| -4
| -64
| 5
| false
|
Increase defensive factor exposure
|
P5051
|
Active
|
Trust
|
USD
|
2025-09-09
| 1,844,547
| 156,864
| 1,687,683
| 1
| 54.4
| 28.7
| 7.5
| 9.4
|
HYG:26.3%;AAPL:26.3%;VOO:21.2%;IEF:26.3%
|
US:55.1;EU:19.7;APAC:15.3;EM:4.8;Other:5.1
|
Value:+0.7;Growth:+0.1;Quality:0.0;Size:+0.2;Momentum:+0.9;LowVol:+0.3
| null | 10
| 25
| 4.2
|
trailing 9%
| 179
| 25.8
|
Bull
| 15.3
| 4.04
| 2.7
| 108
| 40
| 70
| 44
| true
|
Hedge
|
Buy index puts 1% notional
| 33
| -34
|
BrokerC
|
MKT
| 95
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 73
| 13
| 35
| 2
| false
|
Tax-aware sells next window
|
P5052
|
Hands-off
|
IRA
|
USD
|
2025-05-08
| 846,102
| 41,576
| 804,526
| 1
| 69.1
| 18.9
| 6.3
| 5.6
|
XLF:10.0%;AMZN:22.2%;GLD:11.0%;MUB:13.9%;QQQ:20.7%;VOO:22.2%
|
US:59.5;EU:10.6;APAC:15.9;EM:13.5;Other:0.4
|
Value:+0.8;Growth:+0.8;Quality:+0.7;Size:+0.8;Momentum:-0.6;LowVol:+0.8
|
MaxPos7%
| 8
| 30
| 4.7
|
hard 10%
| 147
| 13.6
|
Volatile
| 23.5
| 4.03
| 2.5
| 177
| -31
| 36
| 62
| false
|
Buy
|
Add to core equity +1%
| 27
| -5
|
BrokerC
|
LMT
| 96
| null | null |
Normal monitoring
| 66
| -1
| 83
| 4
| false
|
Tighten stops on momentum names
|
P5053
|
Systematic
|
Taxable
|
USD
|
2025-12-12
| 818,912
| 66,219
| 752,693
| 1
| 65.1
| 27.6
| 0.1
| 7.2
|
AMZN:13.3%;QQQ:9.0%;VTI:21.0%;IEF:17.2%;TSLA:17.8%;VOO:21.5%
|
US:70.3;EU:10.8;APAC:11.1;EM:7.2;Other:0.6
|
Value:+0.1;Growth:+0.8;Quality:-0.9;Size:-1.0;Momentum:+0.2;LowVol:-0.3
|
MaxPos5%
| 6
| 30
| 5.8
|
hard 12%
| 221
| 25.2
|
Bull
| 11.6
| 4.59
| 2.8
| 116
| 51
| 88
| 35
| true
|
Hedge
|
Buy index puts 1% notional
| 30
| -31
|
BrokerD
|
MKT
| 98
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 115
| 4
| 169
| 5
| false
|
Tax-aware sells next window
|
P5054
|
Hands-off
|
Roth
|
USD
|
2024-10-05
| 488,733
| 25,161
| 463,572
| 1
| 65
| 24.7
| 4.1
| 6.1
|
TLT:36.8%;MSFT:36.8%;BRK.B:26.4%
|
US:68.3;EU:12.1;APAC:8.4;EM:10.3;Other:0.8
|
Value:-0.8;Growth:-0.5;Quality:-0.2;Size:+0.4;Momentum:+0.1;LowVol:-0.4
| null | 5
| 35
| 5.1
|
trailing 8%
| 149
| 14.9
|
Volatile
| 31.4
| 4.55
| 2.5
| 125
| 60
| 89
| 80
| true
|
Rebalance
|
Rebalance back to target bands
| 6
| -18
|
BrokerB
|
MKT
| 100
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -60
| 12
| 43
| 4
| false
|
Monitor dispersion and breadth
|
P5055
|
Cautious
|
Roth
|
USD
|
2024-07-21
| 183,784
| 27,872
| 155,912
| 1
| 52.5
| 30.2
| 0
| 17.3
|
AAPL:27.8%;BND:27.8%;AMZN:16.5%;VTI:27.8%
|
US:65.0;EU:15.6;APAC:10.6;EM:4.9;Other:3.9
|
Value:-0.8;Growth:-0.5;Quality:+0.4;Size:+0.8;Momentum:+0.1;LowVol:+0.9
|
ESGOnly;NoMargin
| 10
| 35
| 6
|
hard 10%
| 126
| 19.4
|
Bear
| 24.3
| 3.04
| 1.5
| 169
| -54
| 38
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| 13
|
BrokerD
|
LMT
| 100
| null | null |
Normal monitoring
| -49
| -51
| -21
| 5
| false
|
Tighten stops on momentum names
|
P5056
|
Systematic
|
Trust
|
USD
|
2024-11-07
| 1,751,002
| 143,662
| 1,607,340
| 1
| 62.8
| 32.1
| 0
| 5.1
|
AMZN:25.0%;AAPL:25.0%;VNQ:25.0%;BRK.B:25.0%
|
US:76.6;EU:7.1;APAC:6.8;EM:7.8;Other:1.7
|
Value:+0.9;Growth:+0.1;Quality:-0.3;Size:0.0;Momentum:-0.2;LowVol:+0.8
| null | 6
| 25
| 5.2
|
hard 12%
| 139
| 20
|
Bear
| 23.2
| 4.05
| 3
| 163
| 11
| 42
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 30
| -22
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| -6
| -58
| 14
| 3
| false
|
Monitor dispersion and breadth
|
P5057
|
Hands-off
|
IRA
|
USD
|
2025-08-22
| 873,454
| 49,642
| 823,812
| 1
| 63.9
| 27.6
| 0
| 8.5
|
XLF:36.3%;AAPL:27.4%;IEF:36.3%
|
US:63.6;EU:7.8;APAC:15.8;EM:12.5;Other:0.3
|
Value:+0.8;Growth:-0.3;Quality:-0.7;Size:-0.2;Momentum:+0.4;LowVol:+0.6
|
MaxPos6%
| 6
| 30
| 3.5
|
trailing 8%
| 135
| 17.6
|
Bear
| 32.8
| 4.34
| 2.6
| 185
| 16
| 46
| 83
| true
|
Rebalance
|
Rebalance back to target bands
| 6
| 7
|
BrokerC
|
MKT
| 92
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 87
| -41
| 77
| 5
| false
|
Tighten stops on momentum names
|
P5058
|
Hands-off
|
401k
|
USD
|
2024-08-13
| 185,736
| 17,361
| 168,375
| 1
| 74.2
| 17.5
| 2.3
| 6
|
MSFT:33.3%;TLT:33.3%;HYG:33.3%
|
US:69.4;EU:14.2;APAC:9.9;EM:4.2;Other:2.4
|
Value:-0.7;Growth:+0.4;Quality:-0.2;Size:+0.6;Momentum:-0.8;LowVol:-0.3
| null | 7
| 35
| 4.4
|
trailing 8%
| 137
| 14.7
|
Bull
| 12.2
| 4.9
| 2.8
| 102
| 91
| 93
| 53
| false
|
Sell
|
Trim extended winner -1%
| -5
| 6
|
BrokerB
|
LMT
| 94
| null | null |
Normal monitoring
| 19
| 19
| 76
| 3
| false
|
Monitor dispersion and breadth
|
P5059
|
Opportunistic
|
IRA
|
USD
|
2025-04-13
| 670,750
| 53,612
| 617,138
| 1
| 61.3
| 15.1
| 17.6
| 6
|
GLD:27.9%;BND:27.9%;AAPL:27.9%;VTI:16.4%
|
US:62.2;EU:13.4;APAC:13.5;EM:7.8;Other:3.1
|
Value:-0.6;Growth:+0.2;Quality:-0.6;Size:-0.4;Momentum:+0.9;LowVol:-0.6
| null | 10
| 30
| 6
|
trailing 7%
| 248
| 25.2
|
Volatile
| 31.7
| 4.75
| 3.2
| 146
| 42
| 78
| 70
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -4
| 7
|
BrokerC
|
VWAP
| 88
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 61
| -57
| 41
| 4
| false
|
Increase defensive factor exposure
|
P5060
|
Systematic
|
Trust
|
USD
|
2024-08-07
| 1,402,041
| 84,027
| 1,318,014
| 1
| 68.7
| 20.3
| 5.9
| 5.1
|
AMZN:34.5%;IEF:30.9%;MSFT:34.5%
|
US:72.2;EU:15.1;APAC:8.4;EM:3.8;Other:0.5
|
Value:-0.7;Growth:-0.7;Quality:-0.6;Size:+0.2;Momentum:-0.5;LowVol:-0.5
|
MaxPos8%;NoDerivatives
| 8
| 30
| 5.3
|
trailing 8%
| 223
| 23.2
|
Sideways
| 18.7
| 4.81
| 3.3
| 117
| -18
| 40
| 64
| false
|
Buy
|
Add to core equity +1%
| 1
| -28
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| 26
| -50
| 23
| 5
| false
|
Within IPS guidelines
|
P5061
|
Cautious
|
401k
|
USD
|
2024-11-21
| 746,450
| 68,305
| 678,145
| 1
| 37.3
| 35.3
| 9.5
| 18
|
VTI:33.3%;AMZN:33.3%;MSFT:33.3%
|
US:71.1;EU:9.4;APAC:14.1;EM:3.2;Other:2.2
|
Value:-0.2;Growth:+0.8;Quality:-0.2;Size:-0.7;Momentum:+0.2;LowVol:+0.8
|
ESGOnly;NoMargin
| 5
| 30
| 5.7
|
trailing 10%
| 146
| 13.5
|
Bull
| 16.9
| 3.61
| 3.4
| 87
| 108
| 100
| 38
| false
|
Sell
|
Trim extended winner -1%
| -6
| 0
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| 120
| -9
| 106
| 3
| false
|
Monitor dispersion and breadth
|
P5062
|
Systematic
|
Roth
|
USD
|
2025-06-09
| 1,782,420
| 142,110
| 1,640,310
| 1
| 59.9
| 27.2
| 6.7
| 6.2
|
VTI:9.6%;HYG:21.6%;BRK.B:19.4%;GLD:7.5%;VOO:21.6%;VNQ:20.2%
|
US:72.1;EU:11.1;APAC:8.4;EM:5.3;Other:3.1
|
Value:-0.7;Growth:-0.6;Quality:-0.9;Size:-0.1;Momentum:-0.9;LowVol:+0.5
|
MaxPos7%
| 8
| 35
| 4.5
|
trailing 8%
| 139
| 20.3
|
Sideways
| 17.5
| 3.89
| 3
| 119
| 41
| 62
| 56
| false
|
Buy
|
Add to core equity +1%
| -13
| -16
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| -59
| 10
| -34
| 3
| false
|
Tighten stops on momentum names
|
P5063
|
Hands-off
|
401k
|
USD
|
2024-07-27
| 460,381
| 36,891
| 423,490
| 1
| 67.3
| 25.6
| 0
| 7.2
|
VNQ:26.5%;XLF:20.4%;HYG:26.5%;BND:26.5%
|
US:61.3;EU:11.8;APAC:15.5;EM:6.9;Other:4.6
|
Value:-0.7;Growth:-0.0;Quality:-0.3;Size:-0.1;Momentum:-0.3;LowVol:+0.1
|
MaxPos6%
| 7
| 25
| 3.7
|
trailing 8%
| 118
| 16.2
|
Bull
| 12.8
| 3.85
| 3.2
| 116
| 29
| 62
| 37
| false
|
NoAction
|
Within bands; monitor
| -9
| -20
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 77
| -40
| 180
| 4
| false
|
Increase defensive factor exposure
|
P5064
|
Opportunistic
|
Trust
|
USD
|
2025-02-03
| 449,575
| 14,112
| 435,463
| 1.14
| 75.1
| 18.3
| 1.7
| 5
|
VTI:25.9%;XLF:19.4%;TSLA:13.0%;HYG:25.9%;MSFT:15.8%
|
US:64.6;EU:19.2;APAC:10.8;EM:4.2;Other:1.1
|
Value:-0.8;Growth:+0.2;Quality:-0.8;Size:+0.1;Momentum:+0.7;LowVol:+0.2
|
MaxPos8%;NoDerivatives
| 7
| 30
| 5.8
|
trailing 7%
| 247
| 29.5
|
Bull
| 17.5
| 4.51
| 2.5
| 84
| 33
| 76
| 66
| false
|
Buy
|
Add to core equity +1%
| 20
| -17
|
BrokerD
|
VWAP
| 94
| null | null |
Normal monitoring
| 5
| -49
| -10
| 5
| false
|
Within IPS guidelines
|
P5065
|
Systematic
|
IRA
|
USD
|
2025-03-20
| 1,009,984
| 95,668
| 914,316
| 1
| 61.4
| 21.7
| 8.8
| 8.1
|
BRK.B:33.3%;AMZN:33.3%;XLF:33.3%
|
US:72.0;EU:8.5;APAC:10.7;EM:8.0;Other:0.8
|
Value:+0.1;Growth:-0.7;Quality:-0.3;Size:-0.5;Momentum:0.0;LowVol:-0.2
|
MaxPos6%
| 5
| 35
| 5.2
|
hard 12%
| 199
| 26
|
Sideways
| 20.5
| 4.23
| 2.9
| 96
| 46
| 79
| 63
| false
|
Buy
|
Add to core equity +1%
| 6
| -1
|
BrokerB
|
LMT
| 94
| null | null |
Normal monitoring
| -5
| -22
| 100
| 5
| false
|
Within IPS guidelines
|
P5066
|
Cautious
|
Roth
|
USD
|
2024-10-25
| 509,880
| 75,042
| 434,838
| 1
| 43.3
| 43.3
| 0
| 13.4
|
TSLA:14.3%;AMZN:21.2%;MUB:14.5%;IEF:20.9%;VNQ:8.0%;VTI:21.2%
|
US:68.7;EU:12.5;APAC:12.5;EM:6.3;Other:0.0
|
Value:+0.1;Growth:+0.3;Quality:+0.4;Size:-0.3;Momentum:+0.8;LowVol:+0.7
|
ESGOnly;NoMargin
| 7
| 35
| 4.2
|
trailing 8%
| 160
| 14.4
|
Bull
| 11.9
| 3.79
| 3.4
| 81
| 84
| 82
| 37
| false
|
Buy
|
Add to core equity +1%
| -2
| -31
|
BrokerC
|
MKT
| 87
| null | null |
Normal monitoring
| 65
| 9
| 200
| 4
| false
|
Within IPS guidelines
|
P5067
|
Systematic
|
401k
|
USD
|
2024-10-26
| 1,422,568
| 80,444
| 1,342,124
| 1
| 59.8
| 31
| 0
| 9.2
|
AMZN:25.1%;VNQ:24.7%;GLD:25.1%;TLT:25.1%
|
US:67.9;EU:12.3;APAC:11.5;EM:7.6;Other:0.8
|
Value:+0.2;Growth:+0.7;Quality:+0.9;Size:+0.4;Momentum:+0.8;LowVol:+0.4
|
NoDerivatives
| 7
| 25
| 5.6
|
hard 12%
| 151
| 23.8
|
Bull
| 11.6
| 4.52
| 3.1
| 89
| 15
| 53
| 30
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 20
| -13
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 66
| 1
| 65
| 4
| false
|
Monitor dispersion and breadth
|
P5068
|
Systematic
|
IRA
|
USD
|
2025-02-22
| 1,211,018
| 60,974
| 1,150,044
| 1
| 62.3
| 28.4
| 3.9
| 5.3
|
VNQ:18.8%;XLF:24.5%;MSFT:15.6%;TSLA:16.6%;AAPL:24.5%
|
US:73.4;EU:9.1;APAC:14.0;EM:3.4;Other:0.1
|
Value:+1.0;Growth:+0.6;Quality:+0.1;Size:+0.3;Momentum:-0.3;LowVol:-0.4
|
MaxPos7%
| 7
| 35
| 5.5
|
hard 12%
| 126
| 21.4
|
Volatile
| 29.9
| 4.65
| 3
| 118
| 80
| 100
| 86
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 2
| -1
|
BrokerB
|
MKT
| 89
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 77
| -39
| 101
| 4
| false
|
Tax-aware sells next window
|
P5069
|
Active
|
401k
|
USD
|
2025-04-24
| 1,370,206
| 106,458
| 1,263,748
| 1
| 51.5
| 22.1
| 18.3
| 8.1
|
VNQ:33.3%;BRK.B:33.3%;MUB:33.3%
|
US:65.2;EU:17.0;APAC:9.4;EM:7.0;Other:1.3
|
Value:+0.8;Growth:-0.9;Quality:+0.8;Size:+0.4;Momentum:0.0;LowVol:+0.1
|
MaxPos5%
| 6
| 30
| 4.5
|
trailing 8%
| 199
| 20.5
|
Bear
| 27.7
| 3.75
| 1.2
| 216
| -43
| 17
| 58
| false
|
Sell
|
Trim extended winner -1%
| 34
| -27
|
BrokerC
|
MKT
| 85
| null | null |
Normal monitoring
| 51
| -9
| 142
| 5
| false
|
Monitor dispersion and breadth
|
P5070
|
Hands-off
|
401k
|
USD
|
2025-01-18
| 613,366
| 39,643
| 573,723
| 1
| 72
| 15.9
| 5.1
| 7
|
VTI:22.4%;AAPL:18.7%;VNQ:14.2%;BRK.B:22.4%;TSLA:22.4%
|
US:69.0;EU:7.6;APAC:12.4;EM:9.7;Other:1.2
|
Value:+0.7;Growth:+1.0;Quality:+0.5;Size:+0.5;Momentum:-0.8;LowVol:-1.0
|
ESGOnly;MaxPos7%;NoDerivatives
| 8
| 35
| 3.2
|
trailing 8%
| 153
| 14.8
|
Volatile
| 22.2
| 5.1
| 3.2
| 136
| 13
| 64
| 64
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| 3
|
BrokerC
|
MKT
| 94
| null | null |
Normal monitoring
| -13
| -47
| -41
| 5
| false
|
Tax-aware sells next window
|
P5071
|
Hands-off
|
Taxable
|
USD
|
2025-03-19
| 304,677
| 22,601
| 282,076
| 1
| 55.2
| 29
| 6.7
| 9.1
|
IEF:23.1%;GLD:14.8%;VOO:16.0%;XLF:23.1%;HYG:23.1%
|
US:73.7;EU:12.1;APAC:5.8;EM:6.1;Other:2.3
|
Value:-0.3;Growth:+0.5;Quality:+0.4;Size:-0.3;Momentum:0.0;LowVol:-0.3
|
ESGOnly;MaxPos6%
| 6
| 25
| 5.5
|
hard 10%
| 122
| 12.7
|
Bull
| 14
| 4.05
| 2.8
| 120
| 96
| 88
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| -15
|
BrokerA
|
LMT
| 91
| null | null |
Normal monitoring
| -22
| 9
| 75
| 3
| false
|
Monitor dispersion and breadth
|
P5072
|
Systematic
|
401k
|
USD
|
2024-10-21
| 993,030
| 47,635
| 945,395
| 1
| 69.2
| 21.2
| 3.4
| 6.2
|
MSFT:13.0%;VTI:11.7%;IEF:25.1%;AAPL:25.1%;VOO:25.1%
|
US:64.6;EU:14.8;APAC:12.6;EM:5.9;Other:2.0
|
Value:+0.7;Growth:-0.1;Quality:-0.9;Size:+0.5;Momentum:-0.6;LowVol:-0.6
|
MaxPos5%
| 7
| 35
| 5.5
|
trailing 9%
| 144
| 25.4
|
Bull
| 14.3
| 4.35
| 2.6
| 118
| 17
| 62
| 50
| false
|
NoAction
|
Within bands; monitor
| 6
| -23
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 94
| -6
| 60
| 4
| false
|
Increase defensive factor exposure
|
P5073
|
Cautious
|
IRA
|
USD
|
2025-09-23
| 750,179
| 68,692
| 681,487
| 1
| 41.8
| 42.4
| 0
| 15.9
|
TLT:7.4%;XLF:19.2%;AAPL:20.4%;MUB:20.4%;BRK.B:12.1%;QQQ:20.4%
|
US:65.6;EU:11.8;APAC:9.8;EM:9.5;Other:3.2
|
Value:-0.3;Growth:-0.6;Quality:-0.7;Size:-0.1;Momentum:+0.7;LowVol:-0.5
|
MaxPos6%;NoDerivatives;NoMargin
| 5
| 30
| 4.9
|
trailing 8%
| 94
| 17.2
|
Bull
| 16.9
| 3.65
| 3.4
| 106
| 14
| 53
| 43
| false
|
Sell
|
Trim extended winner -1%
| 28
| -32
|
BrokerA
|
LMT
| 98
| null | null |
Normal monitoring
| 94
| -23
| 180
| 3
| false
|
Within IPS guidelines
|
P5074
|
Systematic
|
Taxable
|
USD
|
2024-12-16
| 1,515,052
| 107,842
| 1,407,210
| 1
| 58.4
| 27.9
| 8.1
| 5.5
|
MUB:12.6%;VTI:23.9%;BND:15.8%;VOO:23.9%;HYG:23.9%
|
US:65.3;EU:11.0;APAC:8.2;EM:11.0;Other:4.6
|
Value:+1.0;Growth:-0.2;Quality:-0.4;Size:+0.2;Momentum:+0.7;LowVol:-0.3
|
MaxPos5%;NoDerivatives
| 8
| 35
| 5.9
|
hard 12%
| 126
| 23.9
|
Sideways
| 21.8
| 4.28
| 3.5
| 100
| -24
| 37
| 64
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 24
| 0
|
BrokerB
|
MKT
| 91
| null | null |
Normal monitoring
| -14
| 1
| -45
| 5
| false
|
Increase defensive factor exposure
|
P5075
|
Systematic
|
IRA
|
USD
|
2025-10-04
| 1,188,191
| 107,330
| 1,080,861
| 1
| 58.4
| 32.7
| 2
| 6.9
|
HYG:26.8%;AMZN:36.6%;VTI:36.6%
|
US:60.1;EU:19.1;APAC:6.8;EM:11.4;Other:2.6
|
Value:+1.0;Growth:+0.7;Quality:+0.2;Size:+0.2;Momentum:-1.0;LowVol:-0.9
|
NoDerivatives
| 7
| 30
| 4.5
|
hard 12%
| 228
| 20.7
|
Sideways
| 14.4
| 3.74
| 2.7
| 121
| -7
| 36
| 50
| false
|
Buy
|
Add to core equity +1%
| 8
| -21
|
BrokerC
|
VWAP
| 94
| null | null |
Normal monitoring
| 81
| 1
| 196
| 3
| false
|
Tax-aware sells next window
|
P5076
|
Systematic
|
IRA
|
USD
|
2024-11-22
| 1,849,221
| 114,935
| 1,734,286
| 1
| 65.2
| 24.7
| 1.6
| 8.5
|
BND:33.3%;BRK.B:33.3%;AMZN:33.3%
|
US:72.6;EU:8.0;APAC:9.6;EM:6.2;Other:3.7
|
Value:-0.9;Growth:-0.6;Quality:-0.3;Size:+0.3;Momentum:+0.6;LowVol:+0.2
|
NoDerivatives
| 10
| 35
| 4.3
|
trailing 8%
| 148
| 18.6
|
Bull
| 11
| 4.18
| 2.4
| 107
| 120
| 98
| 35
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -13
| -21
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 116
| -35
| 129
| 3
| false
|
Increase defensive factor exposure
|
P5077
|
Hands-off
|
Taxable
|
USD
|
2025-11-29
| 457,550
| 32,519
| 425,031
| 1
| 56.3
| 26
| 12.3
| 5.4
|
MSFT:17.5%;AMZN:20.5%;QQQ:9.1%;TSLA:12.5%;XLF:21.1%;IEF:19.3%
|
US:63.0;EU:11.7;APAC:13.2;EM:10.1;Other:1.9
|
Value:+1.0;Growth:-0.9;Quality:-0.9;Size:+0.4;Momentum:+0.1;LowVol:-0.2
|
MaxPos8%
| 8
| 35
| 4.8
|
trailing 8%
| 155
| 17
|
Sideways
| 16.6
| 4.85
| 2.7
| 139
| 18
| 70
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| -20
|
BrokerB
|
LMT
| 85
| null | null |
Normal monitoring
| 116
| 4
| 246
| 4
| false
|
Monitor dispersion and breadth
|
P5078
|
Cautious
|
Trust
|
USD
|
2024-11-21
| 384,190
| 61,168
| 323,022
| 1
| 43.1
| 41
| 0
| 15.9
|
HYG:23.9%;MSFT:23.9%;TLT:23.9%;QQQ:11.5%;BND:16.7%
|
US:58.7;EU:19.1;APAC:9.5;EM:7.8;Other:4.9
|
Value:+1.0;Growth:+0.7;Quality:+0.5;Size:-0.3;Momentum:-0.5;LowVol:+0.8
|
MaxPos6%;NoMargin
| 5
| 25
| 3.3
|
trailing 8%
| 153
| 17.8
|
Volatile
| 31.7
| 4.7
| 2.8
| 148
| 30
| 67
| 64
| false
|
Buy
|
Add to core equity +1%
| 33
| -21
|
BrokerA
|
MKT
| 96
| null | null |
Normal monitoring
| 65
| -17
| 116
| 4
| false
|
Monitor dispersion and breadth
|
P5079
|
Hands-off
|
401k
|
USD
|
2024-08-11
| 381,631
| 21,469
| 360,162
| 1
| 65.3
| 26.5
| 1.9
| 6.3
|
VTI:33.3%;QQQ:33.3%;AMZN:33.3%
|
US:64.8;EU:15.2;APAC:12.8;EM:4.6;Other:2.6
|
Value:+0.3;Growth:-0.9;Quality:+0.5;Size:+0.6;Momentum:-0.5;LowVol:-0.6
|
ESGOnly;MaxPos7%
| 8
| 35
| 3.6
|
hard 10%
| 144
| 14.3
|
Sideways
| 15.2
| 4.36
| 3.1
| 116
| -24
| 38
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -23
|
BrokerC
|
MKT
| 89
| null | null |
Normal monitoring
| 34
| 8
| 82
| 5
| false
|
Tax-aware sells next window
|
P5080
|
Systematic
|
Roth
|
USD
|
2025-04-03
| 1,833,281
| 130,298
| 1,702,983
| 1
| 63.5
| 28.9
| 1.2
| 6.4
|
XLF:21.3%;TLT:21.3%;AMZN:7.6%;VNQ:10.9%;GLD:19.0%;AAPL:19.9%
|
US:76.2;EU:9.1;APAC:7.9;EM:4.2;Other:2.5
|
Value:-0.3;Growth:-1.0;Quality:+0.7;Size:+0.1;Momentum:+0.7;LowVol:+0.6
| null | 7
| 35
| 4.8
|
trailing 8%
| 216
| 25.6
|
Bull
| 13
| 3.8
| 3.2
| 87
| 106
| 91
| 39
| false
|
Sell
|
Trim extended winner -1%
| 34
| 0
|
BrokerD
|
LMT
| 100
| null | null |
Normal monitoring
| 105
| -31
| 150
| 3
| false
|
Increase defensive factor exposure
|
P5081
|
Systematic
|
Trust
|
USD
|
2025-06-18
| 491,241
| 30,148
| 461,093
| 1
| 61.7
| 29.4
| 0
| 8.9
|
QQQ:21.5%;XLF:21.0%;AMZN:21.5%;TLT:16.5%;BRK.B:11.0%;MSFT:8.5%
|
US:67.3;EU:11.6;APAC:8.9;EM:8.4;Other:3.8
|
Value:+0.1;Growth:+0.1;Quality:-0.5;Size:-0.3;Momentum:+0.7;LowVol:-0.9
| null | 5
| 25
| 5.1
|
hard 12%
| 228
| 17
|
Volatile
| 23.1
| 3.53
| 4.1
| 126
| 69
| 94
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 35
| 9
|
BrokerB
|
MKT
| 98
| null | null |
Normal monitoring
| 106
| -23
| 122
| 5
| false
|
Tighten stops on momentum names
|
P5082
|
Systematic
|
Trust
|
USD
|
2025-10-24
| 1,850,106
| 133,086
| 1,717,020
| 1
| 59.8
| 32.4
| 0
| 7.9
|
IEF:21.6%;VNQ:26.1%;VTI:26.1%;BRK.B:26.1%
|
US:59.2;EU:15.1;APAC:11.0;EM:11.5;Other:3.2
|
Value:+0.8;Growth:+0.5;Quality:-1.0;Size:+0.4;Momentum:+0.4;LowVol:-0.4
|
NoDerivatives
| 10
| 30
| 5.6
|
trailing 8%
| 167
| 20.2
|
Volatile
| 29.2
| 5.31
| 4.1
| 164
| 26
| 60
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 5
| 8
|
BrokerD
|
LMT
| 86
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| -57
| 3
| -97
| 4
| false
|
Monitor dispersion and breadth
|
P5083
|
Systematic
|
401k
|
USD
|
2025-09-11
| 926,573
| 83,123
| 843,450
| 1
| 63
| 23.3
| 7.1
| 6.6
|
AAPL:33.3%;MUB:33.3%;VNQ:33.3%
|
US:76.9;EU:9.6;APAC:7.0;EM:5.4;Other:1.2
|
Value:-0.1;Growth:+0.1;Quality:-0.8;Size:+0.7;Momentum:-0.9;LowVol:-0.4
| null | 7
| 25
| 4.8
|
trailing 8%
| 160
| 17.4
|
Bull
| 13
| 4.9
| 3.2
| 111
| 65
| 82
| 36
| false
|
Buy
|
Add to core equity +1%
| 35
| -20
|
BrokerA
|
LMT
| 92
| null | null |
Normal monitoring
| 12
| -59
| 146
| 4
| false
|
Tighten stops on momentum names
|
P5084
|
Hands-off
|
IRA
|
USD
|
2025-07-24
| 225,255
| 14,921
| 210,334
| 1
| 68
| 24.2
| 0
| 7.8
|
GLD:23.4%;VTI:14.9%;VNQ:23.4%;HYG:23.4%;XLF:14.9%
|
US:62.1;EU:14.4;APAC:13.1;EM:5.7;Other:4.7
|
Value:-0.0;Growth:-0.1;Quality:-0.1;Size:-0.4;Momentum:+0.7;LowVol:-0.3
|
ESGOnly;NoDerivatives
| 10
| 35
| 3.9
|
trailing 8%
| 139
| 15.2
|
Bull
| 14.2
| 4.52
| 3.3
| 88
| 60
| 82
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 9
| -25
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| -27
| 11
| 50
| 4
| false
|
Tax-aware sells next window
|
P5085
|
Cautious
|
Roth
|
USD
|
2025-01-06
| 897,548
| 117,650
| 779,898
| 1
| 49.9
| 37
| 0
| 13
|
VNQ:20.6%;BRK.B:15.3%;XLF:20.6%;MSFT:20.6%;HYG:13.7%;MUB:9.2%
|
US:60.6;EU:11.4;APAC:15.7;EM:11.9;Other:0.4
|
Value:-0.9;Growth:+1.0;Quality:-0.1;Size:-0.5;Momentum:-0.2;LowVol:+0.1
|
ESGOnly;MaxPos8%;NoMargin
| 7
| 35
| 3.2
|
trailing 8%
| 150
| 13.9
|
Volatile
| 25.1
| 5.2
| 4
| 164
| 31
| 71
| 64
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 20
| -10
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| 86
| -46
| 89
| 3
| false
|
Tax-aware sells next window
|
P5086
|
Active
|
IRA
|
USD
|
2025-04-21
| 892,769
| 94,178
| 798,591
| 1
| 60.4
| 30.2
| 1.5
| 7.8
|
VNQ:24.0%;TLT:8.1%;VOO:20.0%;AMZN:24.0%;MUB:24.0%
|
US:64.4;EU:12.7;APAC:6.4;EM:11.3;Other:5.1
|
Value:+0.5;Growth:+0.4;Quality:-1.0;Size:+0.1;Momentum:+0.2;LowVol:+0.6
|
MaxPos5%
| 10
| 30
| 4.3
|
trailing 8%
| 143
| 17.7
|
Volatile
| 21.7
| 4.58
| 2.5
| 161
| 57
| 92
| 63
| false
|
Buy
|
Add to core equity +1%
| 16
| -4
|
BrokerA
|
VWAP
| 93
| null | null |
Normal monitoring
| 50
| -31
| 178
| 3
| false
|
Monitor dispersion and breadth
|
P5087
|
Cautious
|
IRA
|
USD
|
2025-07-23
| 529,488
| 84,265
| 445,223
| 1
| 50.3
| 33.2
| 0
| 16.5
|
IEF:12.3%;AMZN:16.2%;BND:23.7%;VOO:23.9%;QQQ:23.9%
|
US:70.4;EU:17.7;APAC:5.3;EM:4.0;Other:2.6
|
Value:+0.6;Growth:+0.5;Quality:+1.0;Size:-0.8;Momentum:+0.4;LowVol:+0.5
|
MaxPos8%;NoMargin
| 6
| 30
| 5.2
|
trailing 10%
| 166
| 15.1
|
Sideways
| 16.7
| 4.42
| 2.8
| 113
| 29
| 75
| 50
| true
|
Hedge
|
Buy index puts 1% notional
| -12
| -7
|
BrokerC
|
VWAP
| 97
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 63
| -4
| 72
| 3
| false
|
Tighten stops on momentum names
|
P5088
|
Active
|
Taxable
|
USD
|
2025-10-17
| 1,027,946
| 72,660
| 955,286
| 1
| 59
| 23.8
| 10.9
| 6.3
|
AAPL:22.5%;TSLA:22.5%;MSFT:22.5%;XLF:9.9%;VTI:22.5%
|
US:72.8;EU:9.8;APAC:7.3;EM:8.5;Other:1.7
|
Value:+0.6;Growth:+0.9;Quality:-1.0;Size:+0.6;Momentum:+0.1;LowVol:+0.2
| null | 8
| 35
| 5.6
|
trailing 9%
| 161
| 17.2
|
Bear
| 26.4
| 3.35
| 1.2
| 205
| -83
| 12
| 65
| false
|
Buy
|
Add to core equity +1%
| -4
| 5
|
BrokerB
|
MKT
| 93
| null | null |
Normal monitoring
| -54
| -49
| 50
| 5
| false
|
Tighten stops on momentum names
|
P5089
|
Opportunistic
|
IRA
|
USD
|
2024-10-29
| 1,146,519
| 100,545
| 1,045,974
| 1
| 68.8
| 15.3
| 8.3
| 7.6
|
VTI:33.3%;GLD:33.3%;QQQ:33.3%
|
US:79.9;EU:7.4;APAC:5.9;EM:5.2;Other:1.7
|
Value:-0.2;Growth:+0.9;Quality:-0.7;Size:+0.3;Momentum:+0.6;LowVol:+0.7
|
NoDerivatives
| 7
| 30
| 6.2
|
hard 12%
| 259
| 31
|
Sideways
| 19
| 3.6
| 2.2
| 117
| 51
| 77
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| -7
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| -46
| -19
| -76
| 4
| false
|
Within IPS guidelines
|
P5090
|
Opportunistic
|
Taxable
|
USD
|
2024-08-29
| 784,523
| 64,502
| 720,021
| 1.09
| 60
| 11.5
| 24.4
| 4
|
AMZN:33.3%;VNQ:33.3%;IEF:33.3%
|
US:57.3;EU:18.4;APAC:14.6;EM:8.0;Other:1.7
|
Value:+0.8;Growth:-1.0;Quality:+0.3;Size:-0.2;Momentum:+0.4;LowVol:-0.4
| null | 10
| 35
| 5.6
|
trailing 9%
| 229
| 25.7
|
Bull
| 15.5
| 4.27
| 3.4
| 119
| 88
| 94
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 4
| -35
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 1
| -47
| 109
| 4
| false
|
Tax-aware sells next window
|
P5091
|
Hands-off
|
Trust
|
USD
|
2025-05-17
| 456,160
| 21,118
| 435,042
| 1
| 57
| 18.9
| 17.7
| 6.4
|
TSLA:18.1%;VNQ:17.6%;MSFT:25.0%;GLD:25.0%;MUB:14.3%
|
US:73.4;EU:10.6;APAC:8.2;EM:7.4;Other:0.3
|
Value:-0.7;Growth:+0.5;Quality:+0.4;Size:+0.5;Momentum:+0.4;LowVol:+0.9
|
ESGOnly;MaxPos6%
| 6
| 25
| 3.6
|
trailing 8%
| 149
| 14.7
|
Volatile
| 20.7
| 4.36
| 3.9
| 135
| -15
| 43
| 58
| false
|
NoAction
|
Within bands; monitor
| 27
| -4
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 17
| -7
| 128
| 4
| false
|
Increase defensive factor exposure
|
P5092
|
Hands-off
|
Taxable
|
USD
|
2025-02-24
| 226,194
| 11,452
| 214,742
| 1
| 63.7
| 23.5
| 4.8
| 7.9
|
VOO:24.3%;QQQ:25.2%;HYG:25.2%;AMZN:25.2%
|
US:64.5;EU:14.5;APAC:11.8;EM:5.4;Other:3.8
|
Value:+0.5;Growth:+0.3;Quality:+0.3;Size:+0.7;Momentum:+0.6;LowVol:+0.7
|
MaxPos5%
| 8
| 35
| 3.4
|
trailing 8%
| 90
| 12.4
|
Bull
| 14.1
| 4.11
| 2.8
| 87
| 30
| 80
| 40
| false
|
Sell
|
Trim extended winner -1%
| 26
| -31
|
BrokerC
|
MKT
| 96
| null | null |
Normal monitoring
| 117
| -24
| 102
| 5
| false
|
Tax-aware sells next window
|
P5093
|
Hands-off
|
Trust
|
USD
|
2024-08-12
| 537,382
| 47,522
| 489,860
| 1
| 55.4
| 27.8
| 11.7
| 5.1
|
GLD:12.1%;BND:15.2%;BRK.B:22.5%;HYG:14.1%;MSFT:22.5%;TLT:13.6%
|
US:65.8;EU:8.1;APAC:13.1;EM:11.1;Other:1.9
|
Value:-0.8;Growth:+0.6;Quality:+0.4;Size:+0.8;Momentum:+0.8;LowVol:+0.4
| null | 5
| 30
| 4.9
|
trailing 10%
| 131
| 17.1
|
Sideways
| 19.2
| 4.37
| 2.5
| 100
| -20
| 26
| 51
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 0
| -35
|
BrokerD
|
LMT
| 100
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 104
| -56
| 125
| 5
| false
|
Within IPS guidelines
|
P5094
|
Opportunistic
|
Roth
|
USD
|
2024-11-22
| 1,248,471
| 62,714
| 1,185,757
| 1.08
| 74
| 21.6
| 0
| 4.3
|
TLT:27.1%;AAPL:21.1%;VTI:24.8%;MSFT:27.1%
|
US:71.3;EU:10.2;APAC:11.6;EM:5.8;Other:1.1
|
Value:-0.4;Growth:+0.3;Quality:+0.3;Size:-0.5;Momentum:-1.0;LowVol:-0.9
|
MaxPos6%
| 5
| 25
| 4
|
hard 12%
| 184
| 27.7
|
Bull
| 13.6
| 4.61
| 2.9
| 83
| 18
| 71
| 57
| false
|
NoAction
|
Within bands; monitor
| 34
| -2
|
BrokerA
|
LMT
| 91
| null | null |
Normal monitoring
| -43
| -59
| 9
| 3
| false
|
Monitor dispersion and breadth
|
P5095
|
Hands-off
|
Trust
|
USD
|
2025-12-07
| 717,616
| 44,156
| 673,460
| 1
| 67.8
| 24.8
| 0
| 7.5
|
QQQ:33.3%;VNQ:33.3%;AMZN:33.3%
|
US:68.3;EU:9.1;APAC:11.0;EM:9.8;Other:1.9
|
Value:-0.6;Growth:+0.6;Quality:+0.5;Size:+0.3;Momentum:-0.0;LowVol:0.0
|
ESGOnly;MaxPos5%;NoDerivatives
| 10
| 35
| 3.5
|
trailing 10%
| 132
| 18.8
|
Sideways
| 14.3
| 3.89
| 2.4
| 129
| -1
| 58
| 40
| true
|
Hedge
|
Buy index puts 1% notional
| -9
| 13
|
BrokerD
|
LMT
| 92
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -38
| -45
| 67
| 2
| false
|
Within IPS guidelines
|
P5096
|
Hands-off
|
IRA
|
USD
|
2025-07-14
| 161,705
| 9,987
| 151,718
| 1
| 56.9
| 17.5
| 20.1
| 5.4
|
VTI:15.1%;VNQ:15.5%;TSLA:23.2%;MSFT:23.2%;QQQ:23.2%
|
US:73.6;EU:10.6;APAC:11.9;EM:3.4;Other:0.5
|
Value:-0.7;Growth:-0.6;Quality:-0.6;Size:+1.0;Momentum:+0.9;LowVol:+0.5
|
ESGOnly
| 6
| 25
| 3.1
|
hard 10%
| 135
| 16.3
|
Bear
| 34
| 3.23
| 2.1
| 202
| -6
| 55
| 88
| true
|
Hedge
|
Buy index puts 1% notional
| 24
| 14
|
BrokerB
|
VWAP
| 97
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 43
| -32
| 38
| 4
| false
|
Tax-aware sells next window
|
P5097
|
Hands-off
|
Roth
|
USD
|
2025-04-18
| 273,080
| 20,919
| 252,161
| 1
| 65.9
| 26.1
| 0
| 7.9
|
VOO:23.0%;MUB:18.1%;VNQ:23.0%;XLF:23.0%;VTI:12.8%
|
US:62.7;EU:16.5;APAC:9.9;EM:7.1;Other:3.7
|
Value:-0.1;Growth:-0.3;Quality:-0.2;Size:+0.5;Momentum:-0.7;LowVol:+0.7
|
ESGOnly;MaxPos6%
| 7
| 30
| 3.5
|
hard 10%
| 96
| 14.5
|
Volatile
| 25.1
| 3.88
| 2.5
| 113
| 78
| 85
| 71
| true
|
Hedge
|
Buy index puts 1% notional
| 26
| -34
|
BrokerC
|
MKT
| 99
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 118
| 20
| 256
| 4
| false
|
Tighten stops on momentum names
|
P5098
|
Opportunistic
|
Trust
|
USD
|
2025-04-09
| 573,466
| 28,317
| 545,149
| 1
| 64.7
| 18
| 10.5
| 6.7
|
AMZN:33.3%;IEF:33.3%;GLD:33.3%
|
US:61.3;EU:17.9;APAC:15.8;EM:4.2;Other:0.8
|
Value:0.0;Growth:-1.0;Quality:-0.7;Size:-0.6;Momentum:+0.7;LowVol:-0.1
| null | 6
| 30
| 5.5
|
trailing 7%
| 204
| 31.7
|
Bull
| 12.1
| 3.65
| 2.4
| 78
| 66
| 71
| 41
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 5
| -32
|
BrokerB
|
LMT
| 91
| null | null |
Normal monitoring
| 90
| -16
| 75
| 4
| false
|
Monitor dispersion and breadth
|
P5099
|
Cautious
|
IRA
|
USD
|
2025-08-16
| 187,150
| 27,863
| 159,287
| 1
| 45.3
| 37.9
| 1.4
| 15.3
|
XLF:21.6%;VNQ:8.2%;GLD:21.6%;VOO:21.6%;IEF:8.3%;AMZN:18.6%
|
US:70.6;EU:10.0;APAC:7.6;EM:6.6;Other:5.1
|
Value:+0.6;Growth:+0.2;Quality:+0.3;Size:+0.1;Momentum:-0.3;LowVol:+0.4
|
ESGOnly;MaxPos7%;NoMargin
| 8
| 30
| 3.9
|
trailing 10%
| 100
| 18
|
Bear
| 22.1
| 3.86
| 2.5
| 136
| -60
| 5
| 49
| false
|
Buy
|
Add to core equity +1%
| 24
| -7
|
BrokerA
|
LMT
| 89
| null | null |
Normal monitoring
| 77
| -24
| 137
| 5
| false
|
Tax-aware sells next window
|
P5100
|
Active
|
Taxable
|
USD
|
2025-06-03
| 738,751
| 50,279
| 688,472
| 1
| 59.8
| 27.1
| 8
| 5.1
|
AAPL:32.5%;BND:33.8%;VOO:33.8%
|
US:78.1;EU:7.7;APAC:7.3;EM:4.7;Other:2.3
|
Value:+0.3;Growth:0.0;Quality:+0.2;Size:+0.7;Momentum:+1.0;LowVol:-0.5
| null | 10
| 30
| 4.1
|
trailing 9%
| 161
| 25.9
|
Bear
| 29
| 3.42
| 2.1
| 207
| -79
| 20
| 64
| false
|
Buy
|
Add to core equity +1%
| 18
| 7
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| -2
| -44
| 130
| 4
| false
|
Tighten stops on momentum names
|
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