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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P5101
|
Systematic
|
Trust
|
USD
|
2024-11-01
| 923,588
| 46,126
| 877,462
| 1
| 56.1
| 27.6
| 7.6
| 8.7
|
AMZN:20.9%;QQQ:18.0%;MSFT:23.2%;XLF:23.2%;BRK.B:14.7%
|
US:69.3;EU:13.0;APAC:6.6;EM:8.9;Other:2.2
|
Value:-0.7;Growth:+0.6;Quality:-0.9;Size:+0.7;Momentum:-0.8;LowVol:-0.3
| null | 5
| 35
| 5.5
|
trailing 8%
| 167
| 22.8
|
Volatile
| 29
| 4.55
| 2.1
| 122
| 52
| 70
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| 16
| -36
|
BrokerD
|
LMT
| 94
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 55
| 16
| 21
| 3
| false
|
Increase defensive factor exposure
|
P5102
|
Hands-off
|
401k
|
USD
|
2025-08-12
| 369,917
| 26,616
| 343,301
| 1
| 61.8
| 25.3
| 4.8
| 8.1
|
MSFT:33.3%;AMZN:33.3%;AAPL:33.3%
|
US:74.3;EU:7.2;APAC:13.5;EM:4.6;Other:0.4
|
Value:+0.4;Growth:+0.2;Quality:+0.5;Size:-0.5;Momentum:+1.0;LowVol:-1.0
|
ESGOnly;NoDerivatives
| 10
| 25
| 3.2
|
trailing 10%
| 106
| 14.4
|
Sideways
| 20.3
| 4.24
| 2
| 104
| 13
| 49
| 54
| false
|
Sell
|
Trim extended winner -1%
| 10
| -16
|
BrokerA
|
LMT
| 98
| null | null |
Normal monitoring
| -54
| -13
| -15
| 3
| false
|
Increase defensive factor exposure
|
P5103
|
Opportunistic
|
IRA
|
USD
|
2025-02-26
| 1,466,060
| 100,262
| 1,365,798
| 1.13
| 60.4
| 13
| 19.1
| 7.5
|
VTI:35.4%;HYG:29.2%;AMZN:35.4%
|
US:70.7;EU:13.7;APAC:9.3;EM:3.8;Other:2.5
|
Value:+0.6;Growth:-0.1;Quality:+0.7;Size:-0.2;Momentum:+0.9;LowVol:+0.4
|
MaxPos5%
| 8
| 30
| 5.8
|
trailing 7%
| 234
| 31.7
|
Bear
| 25.6
| 3.17
| 2
| 179
| -101
| 5
| 58
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -14
| 11
|
BrokerD
|
MKT
| 96
| null | null |
Normal monitoring
| 7
| -58
| 72
| 5
| false
|
Within IPS guidelines
|
P5104
|
Active
|
Taxable
|
USD
|
2025-06-04
| 1,820,779
| 116,498
| 1,704,281
| 1
| 58.8
| 22.3
| 10.7
| 8.2
|
AMZN:33.3%;VTI:33.3%;VNQ:33.3%
|
US:68.5;EU:11.9;APAC:8.3;EM:7.7;Other:3.6
|
Value:+0.7;Growth:-0.5;Quality:+0.2;Size:-0.9;Momentum:+0.8;LowVol:+0.5
| null | 6
| 25
| 5.6
|
trailing 9%
| 170
| 26.9
|
Bull
| 17.9
| 4.02
| 2.7
| 90
| 43
| 78
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| -26
|
BrokerC
|
MKT
| 100
| null | null |
Normal monitoring
| 3
| -25
| 25
| 3
| false
|
Tax-aware sells next window
|
P5105
|
Active
|
Taxable
|
USD
|
2024-11-08
| 576,249
| 66,294
| 509,955
| 1
| 55.7
| 31.6
| 3.9
| 8.8
|
VOO:33.1%;MSFT:33.4%;HYG:33.4%
|
US:60.4;EU:17.5;APAC:11.5;EM:8.0;Other:2.6
|
Value:+0.9;Growth:+0.4;Quality:+0.7;Size:-0.5;Momentum:+0.7;LowVol:+0.9
|
MaxPos5%
| 10
| 25
| 5.1
|
trailing 9%
| 157
| 17.9
|
Volatile
| 30.7
| 4.67
| 3.8
| 177
| 70
| 86
| 71
| true
|
Rebalance
|
Rebalance back to target bands
| 12
| -40
|
BrokerB
|
LMT
| 98
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 3
| 15
| 49
| 2
| false
|
Tax-aware sells next window
|
P5106
|
Active
|
Roth
|
USD
|
2025-08-02
| 863,367
| 60,049
| 803,318
| 1
| 60.1
| 24.7
| 6
| 9.1
|
VTI:25.9%;BRK.B:19.2%;HYG:27.4%;AAPL:27.4%
|
US:74.6;EU:8.9;APAC:10.4;EM:4.6;Other:1.5
|
Value:+0.3;Growth:+0.4;Quality:+0.3;Size:-0.5;Momentum:-0.4;LowVol:-0.5
|
MaxPos5%
| 10
| 25
| 4.8
|
trailing 9%
| 202
| 21.6
|
Bull
| 17.3
| 4.45
| 2.4
| 109
| 106
| 91
| 45
| false
|
Sell
|
Trim extended winner -1%
| 9
| 3
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| -2
| -28
| -39
| 4
| false
|
Tighten stops on momentum names
|
P5107
|
Systematic
|
Trust
|
USD
|
2024-10-13
| 679,933
| 43,123
| 636,810
| 1
| 65.3
| 24.4
| 3.4
| 6.9
|
XLF:15.7%;BRK.B:17.7%;AAPL:20.1%;MSFT:9.8%;IEF:20.6%;TLT:16.0%
|
US:61.0;EU:13.1;APAC:14.2;EM:8.6;Other:3.1
|
Value:0.0;Growth:-0.5;Quality:-0.5;Size:-0.8;Momentum:+0.6;LowVol:-0.7
| null | 6
| 35
| 5.9
|
trailing 9%
| 195
| 24.2
|
Sideways
| 17.1
| 4.37
| 2.1
| 91
| 30
| 51
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -37
|
BrokerD
|
LMT
| 89
| null | null |
Normal monitoring
| -25
| 2
| 99
| 4
| false
|
Increase defensive factor exposure
|
P5108
|
Opportunistic
|
Roth
|
USD
|
2025-07-31
| 1,611,039
| 126,030
| 1,485,009
| 1.16
| 65.5
| 16.4
| 12.3
| 5.8
|
IEF:17.6%;AMZN:13.7%;TLT:22.9%;VOO:22.9%;GLD:22.9%
|
US:66.1;EU:14.3;APAC:8.9;EM:9.8;Other:0.9
|
Value:-0.8;Growth:-1.0;Quality:-0.7;Size:-0.6;Momentum:+0.2;LowVol:+0.9
| null | 7
| 25
| 4.9
|
trailing 7%
| 221
| 25.5
|
Bull
| 16.5
| 4.55
| 3
| 84
| 86
| 92
| 59
| false
|
Buy
|
Add to core equity +1%
| 27
| -4
|
BrokerD
|
LMT
| 87
| null | null |
Normal monitoring
| -42
| 7
| 68
| 5
| false
|
Increase defensive factor exposure
|
P5109
|
Cautious
|
401k
|
USD
|
2024-10-11
| 187,684
| 29,509
| 158,175
| 1
| 49.5
| 39.8
| 0
| 10.7
|
QQQ:13.7%;VNQ:17.8%;BND:26.9%;MUB:14.7%;TLT:26.9%
|
US:66.1;EU:10.6;APAC:11.0;EM:8.8;Other:3.5
|
Value:+0.5;Growth:+0.5;Quality:-0.1;Size:-0.0;Momentum:+0.2;LowVol:-0.2
|
ESGOnly;NoDerivatives;NoMargin
| 8
| 35
| 5
|
trailing 8%
| 96
| 17.6
|
Volatile
| 26.4
| 5.32
| 3.8
| 111
| 36
| 71
| 70
| false
|
Buy
|
Add to core equity +1%
| 2
| -13
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 29
| -20
| 80
| 3
| false
|
Monitor dispersion and breadth
|
P5110
|
Opportunistic
|
401k
|
USD
|
2024-09-20
| 1,395,903
| 55,113
| 1,340,790
| 1
| 76.4
| 14.9
| 0
| 8.6
|
VTI:33.3%;TLT:33.3%;GLD:33.3%
|
US:64.6;EU:10.7;APAC:16.2;EM:7.8;Other:0.8
|
Value:+0.8;Growth:0.0;Quality:+0.2;Size:+0.3;Momentum:-0.5;LowVol:-0.3
|
NoDerivatives
| 7
| 35
| 6.8
|
trailing 7%
| 228
| 33.2
|
Sideways
| 14.2
| 3.74
| 2.2
| 96
| -16
| 33
| 60
| false
|
NoAction
|
Within bands; monitor
| 9
| -34
|
BrokerD
|
LMT
| 98
| null | null |
Normal monitoring
| 63
| 7
| 148
| 5
| false
|
Tax-aware sells next window
|
P5111
|
Opportunistic
|
401k
|
USD
|
2025-12-22
| 545,490
| 19,904
| 525,586
| 1
| 77.5
| 12.5
| 5.8
| 4.2
|
VTI:22.5%;IEF:22.5%;MUB:22.1%;BND:12.5%;AMZN:12.2%;QQQ:8.1%
|
US:61.8;EU:16.0;APAC:9.9;EM:9.3;Other:2.9
|
Value:-0.1;Growth:-0.5;Quality:+1.0;Size:-0.9;Momentum:+0.5;LowVol:+0.8
|
MaxPos5%;NoDerivatives
| 6
| 35
| 5.9
|
trailing 9%
| 225
| 33.7
|
Volatile
| 25.3
| 4.1
| 3.6
| 116
| -55
| 28
| 79
| true
|
Rebalance
|
Rebalance back to target bands
| 30
| 3
|
BrokerB
|
MKT
| 91
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -59
| -50
| 45
| 5
| false
|
Tighten stops on momentum names
|
P5112
|
Opportunistic
|
Trust
|
USD
|
2025-09-25
| 400,649
| 33,566
| 367,083
| 1
| 73
| 19.2
| 0
| 7.8
|
VTI:14.7%;GLD:22.5%;HYG:17.7%;VNQ:22.5%;AMZN:22.5%
|
US:65.3;EU:15.7;APAC:13.0;EM:3.4;Other:2.5
|
Value:+0.5;Growth:+0.3;Quality:0.0;Size:-0.9;Momentum:+0.6;LowVol:+0.6
|
MaxPos6%
| 5
| 30
| 4.4
|
hard 12%
| 207
| 29.5
|
Sideways
| 16.9
| 4.21
| 2.3
| 104
| 46
| 85
| 49
| false
|
Buy
|
Add to core equity +1%
| 14
| 11
|
BrokerD
|
MKT
| 99
| null | null |
Normal monitoring
| 56
| -58
| 41
| 4
| false
|
Tax-aware sells next window
|
P5113
|
Cautious
|
IRA
|
USD
|
2025-10-22
| 151,377
| 20,354
| 131,023
| 1
| 43
| 37.7
| 9.1
| 10.1
|
TSLA:19.5%;BND:27.9%;GLD:24.6%;TLT:27.9%
|
US:65.7;EU:9.5;APAC:10.0;EM:10.5;Other:4.3
|
Value:-0.3;Growth:+0.8;Quality:+0.7;Size:+0.9;Momentum:-0.7;LowVol:-0.7
|
ESGOnly;NoMargin
| 5
| 35
| 3.4
|
trailing 10%
| 154
| 14.4
|
Bear
| 29.6
| 3.13
| 2.3
| 150
| -15
| 39
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| 10
|
BrokerA
|
VWAP
| 86
| null | null |
Normal monitoring
| -5
| -30
| 122
| 5
| false
|
Within IPS guidelines
|
P5114
|
Systematic
|
IRA
|
USD
|
2025-07-26
| 972,316
| 62,667
| 909,649
| 1
| 61.1
| 27
| 3.4
| 8.6
|
AMZN:23.3%;MUB:18.2%;XLF:15.8%;VTI:19.5%;VOO:23.3%
|
US:68.2;EU:16.8;APAC:5.4;EM:7.6;Other:2.1
|
Value:+0.2;Growth:+0.2;Quality:+0.9;Size:+0.2;Momentum:+0.2;LowVol:+0.1
| null | 5
| 30
| 5.3
|
hard 12%
| 157
| 24.8
|
Sideways
| 19.5
| 4.98
| 2.6
| 128
| 55
| 74
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| -1
|
BrokerB
|
MKT
| 89
| null | null |
Normal monitoring
| 120
| 0
| 81
| 5
| false
|
Monitor dispersion and breadth
|
P5115
|
Hands-off
|
Trust
|
USD
|
2024-12-23
| 602,748
| 56,074
| 546,674
| 1
| 73.5
| 16.9
| 0
| 9.6
|
VNQ:22.8%;BRK.B:30.7%;AMZN:30.7%;AAPL:15.8%
|
US:63.4;EU:17.8;APAC:5.8;EM:9.2;Other:3.9
|
Value:-0.8;Growth:+0.4;Quality:+0.3;Size:-0.2;Momentum:+1.0;LowVol:-0.5
|
ESGOnly
| 6
| 35
| 3
|
trailing 8%
| 153
| 12.3
|
Bull
| 16.6
| 4.95
| 2.9
| 106
| 10
| 63
| 55
| false
|
NoAction
|
Within bands; monitor
| -2
| -39
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 106
| 0
| 206
| 4
| false
|
Monitor dispersion and breadth
|
P5116
|
Cautious
|
Taxable
|
USD
|
2025-11-27
| 389,073
| 49,887
| 339,186
| 1
| 48
| 37
| 0
| 15
|
AMZN:30.0%;BND:35.0%;TLT:35.0%
|
US:71.6;EU:13.1;APAC:10.9;EM:3.4;Other:0.9
|
Value:-0.8;Growth:+0.9;Quality:+0.8;Size:+0.8;Momentum:+0.5;LowVol:+0.9
|
NoMargin
| 7
| 25
| 4.7
|
trailing 8%
| 147
| 14.1
|
Volatile
| 28.2
| 3.56
| 3.3
| 110
| -5
| 45
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 21
| -19
|
BrokerD
|
LMT
| 86
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -41
| -14
| 37
| 3
| false
|
Increase defensive factor exposure
|
P5117
|
Cautious
|
401k
|
USD
|
2025-08-14
| 693,553
| 89,949
| 603,604
| 1
| 51.6
| 31.2
| 0
| 17.2
|
VNQ:21.8%;IEF:27.7%;AAPL:27.7%;HYG:22.9%
|
US:65.5;EU:10.5;APAC:11.0;EM:10.1;Other:2.8
|
Value:+0.2;Growth:+0.1;Quality:+0.1;Size:-0.9;Momentum:-0.6;LowVol:+0.6
|
NoMargin
| 7
| 35
| 4.6
|
trailing 10%
| 100
| 16.7
|
Bull
| 15.9
| 3.75
| 3.3
| 86
| 50
| 75
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 7
| -27
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| 31
| -18
| 65
| 3
| false
|
Tighten stops on momentum names
|
P5118
|
Cautious
|
Roth
|
USD
|
2025-05-05
| 690,472
| 71,849
| 618,623
| 1
| 48.2
| 37
| 0
| 14.8
|
AMZN:20.9%;AAPL:17.7%;VTI:15.1%;BND:24.6%;TSLA:21.8%
|
US:69.3;EU:11.0;APAC:9.5;EM:7.5;Other:2.7
|
Value:+0.8;Growth:+0.1;Quality:+0.2;Size:-1.0;Momentum:-0.3;LowVol:-0.4
|
ESGOnly;MaxPos5%;NoMargin
| 7
| 30
| 3.7
|
trailing 8%
| 170
| 16.2
|
Bull
| 13.3
| 4.49
| 2.3
| 108
| 53
| 83
| 43
| false
|
Sell
|
Trim extended winner -1%
| -2
| -32
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| -18
| 11
| 98
| 5
| false
|
Tax-aware sells next window
|
P5119
|
Cautious
|
Roth
|
USD
|
2025-07-31
| 822,670
| 115,479
| 707,191
| 1
| 48.8
| 38
| 0
| 13.2
|
AAPL:33.3%;MSFT:33.3%;XLF:33.3%
|
US:56.6;EU:21.8;APAC:10.3;EM:6.2;Other:5.0
|
Value:-0.4;Growth:+1.0;Quality:-0.9;Size:-0.1;Momentum:0.0;LowVol:-0.3
|
ESGOnly;MaxPos6%;NoMargin
| 5
| 30
| 3.1
|
trailing 8%
| 121
| 19.7
|
Bull
| 12.9
| 3.5
| 2.7
| 116
| 53
| 69
| 26
| false
|
Buy
|
Add to core equity +1%
| -7
| -8
|
BrokerC
|
VWAP
| 100
| null | null |
Normal monitoring
| 88
| -13
| 164
| 3
| false
|
Within IPS guidelines
|
P5120
|
Hands-off
|
Taxable
|
USD
|
2025-10-31
| 839,716
| 35,357
| 804,359
| 1
| 63.9
| 22.6
| 4.4
| 9.1
|
MUB:33.3%;VOO:33.3%;XLF:33.3%
|
US:68.6;EU:12.4;APAC:5.1;EM:11.7;Other:2.2
|
Value:-0.1;Growth:-0.7;Quality:-0.2;Size:-0.1;Momentum:-0.3;LowVol:+0.6
| null | 10
| 30
| 4.4
|
trailing 10%
| 141
| 14.8
|
Bull
| 12.9
| 4.7
| 2.7
| 73
| 53
| 85
| 52
| false
|
Buy
|
Add to core equity +1%
| -4
| -13
|
BrokerC
|
MKT
| 90
| null | null |
Normal monitoring
| 89
| -1
| 115
| 4
| false
|
Monitor dispersion and breadth
|
P5121
|
Cautious
|
Taxable
|
USD
|
2024-08-21
| 171,875
| 24,194
| 147,681
| 1
| 48.3
| 35.3
| 1.8
| 14.6
|
QQQ:12.4%;MSFT:8.7%;GLD:17.4%;XLF:20.5%;BRK.B:20.5%;VTI:20.5%
|
US:68.5;EU:19.4;APAC:7.4;EM:4.3;Other:0.5
|
Value:+0.1;Growth:+0.8;Quality:+0.7;Size:0.0;Momentum:-0.7;LowVol:+0.6
|
MaxPos8%;NoMargin
| 10
| 25
| 4.4
|
trailing 8%
| 130
| 19.9
|
Sideways
| 19.8
| 4.94
| 2.8
| 125
| 35
| 63
| 38
| false
|
Sell
|
Trim extended winner -1%
| 31
| 14
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| -59
| -41
| 0
| 5
| false
|
Increase defensive factor exposure
|
P5122
|
Active
|
IRA
|
USD
|
2024-10-24
| 1,491,918
| 145,918
| 1,346,000
| 1
| 69.7
| 23.9
| 1.4
| 5
|
MSFT:20.2%;BND:26.6%;HYG:26.6%;GLD:26.6%
|
US:62.6;EU:16.4;APAC:6.3;EM:11.6;Other:3.0
|
Value:+0.3;Growth:+0.9;Quality:+0.7;Size:+0.5;Momentum:-0.4;LowVol:-0.7
| null | 10
| 35
| 4.9
|
hard 12%
| 204
| 27.8
|
Volatile
| 27.5
| 5.16
| 2.7
| 165
| 69
| 97
| 82
| true
|
Hedge
|
Buy index puts 1% notional
| -2
| -6
|
BrokerC
|
VWAP
| 91
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -10
| -28
| 91
| 5
| false
|
Increase defensive factor exposure
|
P5123
|
Systematic
|
Roth
|
USD
|
2025-03-03
| 542,184
| 42,302
| 499,882
| 1
| 58.5
| 22.3
| 9.9
| 9.3
|
AMZN:11.9%;XLF:19.3%;MUB:9.6%;VOO:20.2%;TSLA:18.8%;VNQ:20.2%
|
US:66.7;EU:8.1;APAC:12.9;EM:11.3;Other:1.0
|
Value:+0.8;Growth:+0.9;Quality:-0.6;Size:-0.2;Momentum:-0.7;LowVol:-0.2
|
MaxPos5%
| 6
| 35
| 5.9
|
trailing 8%
| 210
| 25.7
|
Volatile
| 23.3
| 4.56
| 2.2
| 131
| 68
| 73
| 65
| false
|
NoAction
|
Within bands; monitor
| 33
| 10
|
BrokerD
|
VWAP
| 98
| null | null |
Normal monitoring
| -4
| 7
| 78
| 5
| false
|
Tax-aware sells next window
|
P5124
|
Opportunistic
|
Trust
|
USD
|
2025-11-14
| 920,690
| 54,455
| 866,235
| 1
| 73.1
| 21.2
| 0
| 5.7
|
BRK.B:17.5%;VOO:17.8%;MUB:22.6%;HYG:22.6%;QQQ:19.5%
|
US:64.0;EU:7.7;APAC:14.5;EM:9.7;Other:4.2
|
Value:+1.0;Growth:+0.6;Quality:-0.4;Size:+0.4;Momentum:-0.8;LowVol:-0.2
| null | 7
| 35
| 4.7
|
trailing 9%
| 218
| 30
|
Bull
| 15.6
| 4.09
| 2.2
| 96
| 8
| 56
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -24
|
BrokerC
|
LMT
| 100
| null | null |
Normal monitoring
| 71
| -16
| 101
| 4
| false
|
Tighten stops on momentum names
|
P5125
|
Active
|
Roth
|
USD
|
2024-10-27
| 1,701,044
| 117,036
| 1,584,008
| 1
| 54.1
| 30.5
| 6.2
| 9.2
|
TSLA:15.6%;MUB:28.1%;BND:28.1%;VTI:28.1%
|
US:69.9;EU:9.4;APAC:13.0;EM:4.5;Other:3.3
|
Value:-0.7;Growth:-0.6;Quality:+1.0;Size:+0.7;Momentum:-0.0;LowVol:-0.8
|
NoDerivatives
| 7
| 30
| 5.4
|
trailing 9%
| 171
| 21.4
|
Bear
| 24.4
| 4.1
| 2.9
| 208
| -43
| 42
| 63
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 24
| -12
|
BrokerD
|
LMT
| 85
| null | null |
Normal monitoring
| 120
| -16
| 112
| 5
| false
|
Tax-aware sells next window
|
P5126
|
Opportunistic
|
Trust
|
USD
|
2024-07-28
| 647,270
| 36,834
| 610,436
| 1
| 73.8
| 17.7
| 1.2
| 7.4
|
BRK.B:25.3%;MSFT:25.3%;TSLA:12.5%;QQQ:25.3%;TLT:11.7%
|
US:66.8;EU:8.5;APAC:12.1;EM:12.4;Other:0.1
|
Value:-0.1;Growth:-0.5;Quality:+0.9;Size:-0.3;Momentum:-0.2;LowVol:-0.4
|
NoDerivatives
| 10
| 30
| 6.6
|
trailing 9%
| 162
| 27.1
|
Bull
| 15.9
| 3.61
| 2.6
| 115
| 56
| 86
| 56
| false
|
Buy
|
Add to core equity +1%
| -7
| -26
|
BrokerC
|
LMT
| 96
| null | null |
Normal monitoring
| -58
| 2
| -51
| 5
| false
|
Tighten stops on momentum names
|
P5127
|
Opportunistic
|
IRA
|
USD
|
2025-01-26
| 680,564
| 29,399
| 651,165
| 1.17
| 66.6
| 21.7
| 6.4
| 5.3
|
AAPL:34.8%;TSLA:31.6%;MSFT:33.6%
|
US:74.2;EU:8.2;APAC:6.7;EM:8.9;Other:2.0
|
Value:-0.5;Growth:-0.7;Quality:-0.6;Size:+1.0;Momentum:+1.0;LowVol:-0.5
|
NoDerivatives
| 5
| 30
| 6.8
|
trailing 7%
| 273
| 23.8
|
Sideways
| 20.8
| 3.63
| 3.4
| 124
| 13
| 49
| 65
| false
|
Sell
|
Trim extended winner -1%
| -2
| 3
|
BrokerA
|
LMT
| 91
| null | null |
Normal monitoring
| 106
| -26
| 93
| 3
| false
|
Tax-aware sells next window
|
P5128
|
Systematic
|
IRA
|
USD
|
2024-07-12
| 1,981,625
| 191,844
| 1,789,781
| 1
| 66.8
| 28.4
| 0
| 4.8
|
AMZN:21.3%;VOO:11.4%;TSLA:19.4%;MUB:24.0%;XLF:24.0%
|
US:65.4;EU:17.8;APAC:7.2;EM:5.9;Other:3.7
|
Value:+0.7;Growth:+0.3;Quality:+0.4;Size:+0.4;Momentum:+0.6;LowVol:+0.7
| null | 6
| 25
| 5.8
|
trailing 9%
| 169
| 16.8
|
Bull
| 12.3
| 4.3
| 2.5
| 92
| 111
| 100
| 37
| false
|
Buy
|
Add to core equity +1%
| 35
| -37
|
BrokerA
|
LMT
| 100
| null | null |
Normal monitoring
| -22
| -43
| 21
| 5
| false
|
Tighten stops on momentum names
|
P5129
|
Active
|
Roth
|
USD
|
2024-08-11
| 2,142,794
| 172,373
| 1,970,421
| 1
| 60.9
| 30.2
| 0
| 8.9
|
TSLA:33.3%;MUB:33.3%;HYG:33.3%
|
US:59.7;EU:18.6;APAC:9.7;EM:11.0;Other:0.9
|
Value:+0.8;Growth:+0.9;Quality:-0.8;Size:+0.7;Momentum:+0.3;LowVol:+0.9
| null | 6
| 25
| 4.6
|
trailing 8%
| 135
| 17.6
|
Bull
| 15.1
| 4.04
| 3
| 98
| 7
| 39
| 39
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 4
| -29
|
BrokerD
|
LMT
| 87
| null | null |
Normal monitoring
| 4
| -37
| -6
| 3
| false
|
Tax-aware sells next window
|
P5130
|
Systematic
|
Trust
|
USD
|
2025-07-05
| 1,341,398
| 116,183
| 1,225,215
| 1
| 64.9
| 23.3
| 6.6
| 5.3
|
AMZN:27.1%;BRK.B:18.7%;MSFT:27.1%;HYG:27.1%
|
US:70.0;EU:8.9;APAC:12.2;EM:8.9;Other:0.0
|
Value:+1.0;Growth:-0.8;Quality:+0.2;Size:+0.3;Momentum:+0.8;LowVol:+0.6
| null | 6
| 35
| 4.3
|
trailing 8%
| 160
| 19.9
|
Volatile
| 28
| 4.42
| 4.5
| 171
| 60
| 70
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| 10
| 13
|
BrokerC
|
LMT
| 88
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -13
| -46
| 6
| 5
| false
|
Tighten stops on momentum names
|
P5131
|
Active
|
Roth
|
USD
|
2025-05-30
| 1,389,367
| 109,898
| 1,279,469
| 1.25
| 50.4
| 26.4
| 17.4
| 5.9
|
MSFT:27.4%;IEF:17.9%;XLF:27.2%;BRK.B:27.4%
|
US:58.4;EU:15.3;APAC:13.6;EM:9.8;Other:2.8
|
Value:-0.2;Growth:-0.9;Quality:+0.5;Size:-1.0;Momentum:-0.3;LowVol:-0.5
| null | 5
| 30
| 4.6
|
trailing 8%
| 141
| 17.1
|
Bear
| 32.5
| 3.96
| 2.1
| 145
| 37
| 72
| 83
| true
|
Hedge
|
Buy index puts 1% notional
| 34
| 4
|
BrokerD
|
LMT
| 93
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 57
| -37
| 152
| 3
| false
|
Monitor dispersion and breadth
|
P5132
|
Cautious
|
401k
|
USD
|
2025-03-07
| 599,110
| 58,487
| 540,623
| 1
| 49.8
| 36.4
| 0
| 13.9
|
BND:33.5%;VOO:32.9%;TSLA:33.5%
|
US:70.0;EU:10.5;APAC:12.8;EM:5.4;Other:1.3
|
Value:+0.6;Growth:-0.2;Quality:+0.6;Size:+0.9;Momentum:-0.5;LowVol:+0.3
|
NoMargin
| 7
| 30
| 3.3
|
trailing 8%
| 91
| 18
|
Sideways
| 17.2
| 3.74
| 2
| 117
| -11
| 51
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| 15
|
BrokerC
|
MKT
| 90
| null | null |
Normal monitoring
| 53
| -6
| 62
| 3
| false
|
Tax-aware sells next window
|
P5133
|
Hands-off
|
IRA
|
USD
|
2024-07-25
| 550,657
| 53,396
| 497,261
| 1
| 62.3
| 20
| 8.1
| 9.6
|
VOO:21.5%;MSFT:10.5%;TLT:22.7%;HYG:22.7%;GLD:22.7%
|
US:63.8;EU:12.3;APAC:8.2;EM:11.4;Other:4.3
|
Value:+0.7;Growth:+0.5;Quality:-0.0;Size:+0.4;Momentum:-0.9;LowVol:-0.6
|
ESGOnly;MaxPos6%
| 8
| 30
| 5.3
|
trailing 10%
| 170
| 15.9
|
Bear
| 31.9
| 3.53
| 1.2
| 172
| -51
| 21
| 80
| true
|
Hedge
|
Buy index puts 1% notional
| 10
| 13
|
BrokerB
|
MKT
| 89
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -21
| -20
| 52
| 3
| false
|
Increase defensive factor exposure
|
P5134
|
Hands-off
|
Roth
|
USD
|
2024-08-30
| 293,973
| 20,695
| 273,278
| 1
| 69.2
| 23.8
| 0
| 7
|
TSLA:21.7%;GLD:21.7%;AAPL:18.8%;XLF:16.1%;BND:21.7%
|
US:67.9;EU:10.8;APAC:11.2;EM:6.6;Other:3.5
|
Value:-0.1;Growth:-0.1;Quality:+0.9;Size:+0.4;Momentum:-0.8;LowVol:-0.3
|
ESGOnly;MaxPos5%
| 10
| 25
| 4.2
|
trailing 10%
| 94
| 14.3
|
Bull
| 16.3
| 4.39
| 2.8
| 81
| 42
| 67
| 54
| false
|
Sell
|
Trim extended winner -1%
| 28
| 1
|
BrokerA
|
VWAP
| 91
| null | null |
Normal monitoring
| 9
| -54
| -21
| 3
| false
|
Increase defensive factor exposure
|
P5135
|
Hands-off
|
IRA
|
USD
|
2025-11-14
| 647,294
| 58,969
| 588,325
| 1
| 68.3
| 23.9
| 0
| 7.8
|
AAPL:19.5%;XLF:8.1%;AMZN:9.8%;HYG:20.9%;QQQ:20.9%;BRK.B:20.9%
|
US:70.5;EU:6.6;APAC:13.1;EM:7.5;Other:2.3
|
Value:-0.5;Growth:-0.6;Quality:-0.3;Size:-0.7;Momentum:-0.3;LowVol:-0.2
|
NoDerivatives
| 6
| 35
| 5.1
|
hard 10%
| 102
| 19.9
|
Bull
| 14.6
| 3.66
| 2.9
| 71
| 80
| 76
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 13
| -23
|
BrokerD
|
LMT
| 92
| null | null |
Normal monitoring
| -58
| -31
| -42
| 3
| false
|
Monitor dispersion and breadth
|
P5136
|
Hands-off
|
Roth
|
USD
|
2024-10-19
| 701,560
| 62,017
| 639,543
| 1
| 73.6
| 17.4
| 0
| 9
|
MSFT:25.0%;GLD:25.0%;TLT:25.0%;VTI:25.0%
|
US:65.5;EU:8.2;APAC:17.1;EM:7.7;Other:1.5
|
Value:-0.0;Growth:-0.4;Quality:+0.8;Size:+0.7;Momentum:+1.0;LowVol:+0.1
|
ESGOnly;NoDerivatives
| 6
| 35
| 3.3
|
trailing 8%
| 144
| 19.6
|
Volatile
| 20.7
| 4.9
| 4
| 160
| -55
| 27
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| -34
|
BrokerC
|
LMT
| 99
| null | null |
Normal monitoring
| 59
| 4
| 165
| 4
| false
|
Tighten stops on momentum names
|
P5137
|
Hands-off
|
Roth
|
USD
|
2025-09-10
| 848,441
| 54,329
| 794,112
| 1
| 70.2
| 21.8
| 0
| 8
|
VTI:33.3%;TLT:33.3%;GLD:33.3%
|
US:61.5;EU:19.0;APAC:7.3;EM:7.6;Other:4.6
|
Value:+0.5;Growth:-0.7;Quality:+0.4;Size:-0.4;Momentum:+0.5;LowVol:-0.8
| null | 6
| 30
| 4.1
|
hard 10%
| 150
| 14.7
|
Bull
| 14.4
| 4.26
| 2.9
| 78
| 105
| 97
| 58
| false
|
Buy
|
Add to core equity +1%
| 33
| 15
|
BrokerD
|
MKT
| 97
| null | null |
Normal monitoring
| -60
| -10
| 21
| 5
| false
|
Monitor dispersion and breadth
|
P5138
|
Opportunistic
|
Trust
|
USD
|
2025-06-01
| 627,932
| 44,422
| 583,510
| 1
| 70.1
| 18.4
| 4.5
| 7
|
IEF:20.4%;GLD:18.2%;TSLA:16.2%;AAPL:16.7%;VOO:19.0%;BND:9.4%
|
US:65.8;EU:15.2;APAC:10.6;EM:4.0;Other:4.4
|
Value:+1.0;Growth:-0.6;Quality:-0.5;Size:+0.3;Momentum:-0.3;LowVol:+0.2
|
NoDerivatives
| 5
| 35
| 6.2
|
trailing 7%
| 238
| 30.2
|
Bull
| 11.1
| 4.86
| 2.5
| 98
| 19
| 58
| 46
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -9
| -2
|
BrokerD
|
LMT
| 89
| null | null |
Normal monitoring
| -6
| 14
| 114
| 5
| false
|
Tax-aware sells next window
|
P5139
|
Hands-off
|
Trust
|
USD
|
2025-08-29
| 187,948
| 11,471
| 176,477
| 1
| 68.6
| 20.8
| 5.6
| 5
|
VNQ:23.7%;BRK.B:30.3%;QQQ:30.3%;MUB:15.8%
|
US:66.5;EU:11.1;APAC:11.5;EM:9.5;Other:1.3
|
Value:-1.0;Growth:+0.6;Quality:+0.4;Size:-1.0;Momentum:-0.7;LowVol:-0.4
|
MaxPos6%
| 8
| 30
| 4.9
|
trailing 10%
| 108
| 16.3
|
Bull
| 12.4
| 4.68
| 2.8
| 77
| 91
| 83
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 28
| -7
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| -26
| -48
| -35
| 3
| false
|
Increase defensive factor exposure
|
P5140
|
Hands-off
|
Taxable
|
USD
|
2025-05-17
| 207,627
| 16,344
| 191,283
| 1
| 60.2
| 22.8
| 11.6
| 5.4
|
IEF:23.4%;BND:23.4%;AAPL:13.3%;VTI:16.5%;MUB:23.4%
|
US:67.4;EU:11.7;APAC:12.7;EM:8.1;Other:0.1
|
Value:-0.3;Growth:+0.4;Quality:-0.6;Size:0.0;Momentum:+0.5;LowVol:-0.3
| null | 7
| 30
| 4.3
|
trailing 8%
| 127
| 17.5
|
Sideways
| 16.2
| 3.93
| 2.4
| 90
| 42
| 72
| 57
| false
|
Sell
|
Trim extended winner -1%
| 28
| -2
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| 45
| -22
| 132
| 3
| false
|
Increase defensive factor exposure
|
P5141
|
Active
|
401k
|
USD
|
2025-12-20
| 944,428
| 72,099
| 872,329
| 1.2
| 60.6
| 18.3
| 13.6
| 7.5
|
IEF:26.4%;MUB:23.4%;TLT:26.4%;BND:23.8%
|
US:72.5;EU:7.8;APAC:13.8;EM:4.4;Other:1.4
|
Value:-0.4;Growth:+0.5;Quality:+0.1;Size:-0.9;Momentum:-0.9;LowVol:+0.8
| null | 5
| 25
| 5.4
|
trailing 8%
| 209
| 27.9
|
Bull
| 16.7
| 4.09
| 3.3
| 119
| 66
| 70
| 40
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 29
| -5
|
BrokerC
|
MKT
| 93
| null | null |
Normal monitoring
| 117
| -8
| 178
| 5
| false
|
Monitor dispersion and breadth
|
P5142
|
Opportunistic
|
Taxable
|
USD
|
2025-04-29
| 1,189,867
| 42,750
| 1,147,117
| 1
| 73.4
| 10.6
| 8.6
| 7.4
|
AAPL:19.3%;VNQ:21.2%;QQQ:21.1%;VTI:11.2%;BND:18.3%;VOO:8.8%
|
US:67.9;EU:13.4;APAC:8.3;EM:7.2;Other:3.2
|
Value:-1.0;Growth:-0.8;Quality:-0.2;Size:-1.0;Momentum:0.0;LowVol:+0.2
|
NoDerivatives
| 6
| 30
| 6.1
|
hard 12%
| 233
| 26.2
|
Bull
| 16.5
| 3.67
| 3.3
| 118
| 102
| 86
| 65
| false
|
Buy
|
Add to core equity +1%
| -5
| -20
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| 105
| 13
| 181
| 5
| false
|
Within IPS guidelines
|
P5143
|
Cautious
|
401k
|
USD
|
2025-06-10
| 512,094
| 72,638
| 439,456
| 1
| 53
| 34.2
| 0
| 12.8
|
AMZN:33.3%;QQQ:33.3%;TLT:33.3%
|
US:67.4;EU:14.9;APAC:6.2;EM:8.1;Other:3.3
|
Value:-0.7;Growth:+0.2;Quality:-0.7;Size:-0.7;Momentum:0.0;LowVol:-0.2
|
NoDerivatives;NoMargin
| 10
| 30
| 5
|
trailing 8%
| 119
| 16.2
|
Bull
| 16.8
| 4.42
| 3.1
| 90
| 94
| 84
| 53
| false
|
NoAction
|
Within bands; monitor
| -14
| -31
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 105
| 16
| 116
| 3
| false
|
Tax-aware sells next window
|
P5144
|
Active
|
Roth
|
USD
|
2025-09-04
| 1,813,767
| 175,519
| 1,638,248
| 1.06
| 51.8
| 20.1
| 18.3
| 9.8
|
XLF:33.3%;IEF:33.3%;BRK.B:33.3%
|
US:79.2;EU:6.3;APAC:7.8;EM:4.0;Other:2.7
|
Value:-0.8;Growth:-0.4;Quality:+0.3;Size:+0.8;Momentum:+0.5;LowVol:-0.2
|
MaxPos8%;NoDerivatives
| 10
| 30
| 5.9
|
trailing 8%
| 230
| 27
|
Sideways
| 21.2
| 4.71
| 2.5
| 132
| 14
| 60
| 48
| false
|
Sell
|
Trim extended winner -1%
| 5
| -39
|
BrokerD
|
VWAP
| 100
| null | null |
Normal monitoring
| 15
| 18
| 63
| 3
| false
|
Monitor dispersion and breadth
|
P5145
|
Hands-off
|
Taxable
|
USD
|
2024-10-12
| 696,829
| 48,105
| 648,724
| 1
| 57.1
| 25.5
| 7.5
| 9.9
|
HYG:26.6%;TLT:20.1%;TSLA:26.6%;BND:26.6%
|
US:62.0;EU:16.6;APAC:10.0;EM:10.1;Other:1.3
|
Value:-0.2;Growth:+0.8;Quality:-0.8;Size:+0.6;Momentum:-0.5;LowVol:-0.8
|
MaxPos6%
| 8
| 35
| 3.7
|
trailing 10%
| 125
| 12.4
|
Bull
| 16.5
| 3.81
| 2.9
| 111
| 93
| 95
| 46
| false
|
Buy
|
Add to core equity +1%
| -7
| 2
|
BrokerC
|
LMT
| 88
| null | null |
Normal monitoring
| 66
| -4
| 99
| 4
| false
|
Monitor dispersion and breadth
|
P5146
|
Cautious
|
Taxable
|
USD
|
2025-06-16
| 613,025
| 89,346
| 523,679
| 1
| 40.4
| 38.7
| 4
| 16.9
|
IEF:23.2%;MSFT:26.1%;AMZN:27.4%;VNQ:23.3%
|
US:61.4;EU:21.5;APAC:7.7;EM:6.9;Other:2.5
|
Value:+0.2;Growth:-0.4;Quality:-0.2;Size:0.0;Momentum:-0.6;LowVol:-0.4
|
ESGOnly;NoMargin
| 6
| 30
| 4.3
|
hard 10%
| 123
| 12.9
|
Sideways
| 15.6
| 4.04
| 2.7
| 137
| 12
| 49
| 44
| false
|
Sell
|
Trim extended winner -1%
| 31
| -37
|
BrokerD
|
MKT
| 92
| null | null |
Normal monitoring
| -8
| 17
| 126
| 4
| false
|
Monitor dispersion and breadth
|
P5147
|
Opportunistic
|
IRA
|
USD
|
2025-01-16
| 1,501,956
| 125,349
| 1,376,607
| 1.25
| 74
| 10.3
| 11
| 4.7
|
XLF:11.8%;HYG:24.4%;AAPL:17.1%;BND:22.3%;VOO:24.4%
|
US:67.3;EU:15.5;APAC:9.5;EM:6.4;Other:1.2
|
Value:-0.9;Growth:-0.6;Quality:+0.4;Size:-0.6;Momentum:+0.2;LowVol:+0.7
| null | 5
| 30
| 4.5
|
hard 12%
| 220
| 22.7
|
Bull
| 14.5
| 3.59
| 2.4
| 78
| 80
| 99
| 44
| false
|
Sell
|
Trim extended winner -1%
| 3
| -26
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| -48
| -26
| -74
| 3
| false
|
Monitor dispersion and breadth
|
P5148
|
Systematic
|
IRA
|
USD
|
2025-03-03
| 617,244
| 52,859
| 564,385
| 1
| 62.3
| 30.6
| 0
| 7.2
|
BND:26.8%;TSLA:26.8%;VOO:19.7%;VTI:26.8%
|
US:68.6;EU:9.7;APAC:15.1;EM:5.2;Other:1.3
|
Value:-0.9;Growth:-0.9;Quality:+0.5;Size:-0.8;Momentum:+0.9;LowVol:-0.5
|
MaxPos8%;NoDerivatives
| 6
| 25
| 5.8
|
trailing 8%
| 204
| 17.1
|
Volatile
| 21
| 3.79
| 3.3
| 134
| 16
| 56
| 65
| false
|
Buy
|
Add to core equity +1%
| 4
| 5
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| 50
| -37
| 182
| 4
| false
|
Monitor dispersion and breadth
|
P5149
|
Active
|
401k
|
USD
|
2024-10-16
| 1,606,327
| 138,430
| 1,467,897
| 1
| 57
| 18.5
| 15.2
| 9.3
|
XLF:12.5%;VOO:20.8%;AAPL:24.9%;VTI:22.0%;TSLA:19.9%
|
US:77.7;EU:5.5;APAC:5.4;EM:7.7;Other:3.7
|
Value:+0.4;Growth:-0.3;Quality:+0.8;Size:+0.2;Momentum:-0.4;LowVol:-0.2
| null | 7
| 30
| 4.9
|
trailing 9%
| 171
| 25.5
|
Sideways
| 16.4
| 4.49
| 2.2
| 123
| 15
| 48
| 52
| true
|
Hedge
|
Buy index puts 1% notional
| -4
| -31
|
BrokerC
|
MKT
| 93
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -32
| -17
| 56
| 4
| false
|
Increase defensive factor exposure
|
P5150
|
Cautious
|
Roth
|
USD
|
2025-03-01
| 289,006
| 35,792
| 253,214
| 1
| 47.7
| 37.5
| 0
| 14.9
|
VNQ:17.7%;MSFT:20.6%;QQQ:6.9%;BND:16.5%;AAPL:17.9%;IEF:20.6%
|
US:71.6;EU:6.2;APAC:12.3;EM:7.2;Other:2.6
|
Value:-0.3;Growth:-0.8;Quality:-0.6;Size:+0.1;Momentum:0.0;LowVol:-0.6
|
ESGOnly;MaxPos6%;NoMargin
| 10
| 35
| 3.1
|
hard 10%
| 114
| 19.2
|
Volatile
| 28.8
| 4.44
| 2.9
| 112
| -57
| 14
| 63
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -4
| -28
|
BrokerC
|
VWAP
| 92
| null | null |
Normal monitoring
| 98
| 7
| 68
| 5
| false
|
Tax-aware sells next window
|
P5151
|
Opportunistic
|
Taxable
|
USD
|
2025-12-18
| 435,540
| 14,605
| 420,935
| 1
| 74.3
| 11.8
| 6.9
| 6.9
|
MUB:27.0%;QQQ:27.0%;IEF:22.5%;VTI:23.6%
|
US:70.8;EU:8.6;APAC:10.7;EM:6.9;Other:3.1
|
Value:-0.8;Growth:+0.9;Quality:+0.1;Size:-0.8;Momentum:+0.7;LowVol:+0.4
| null | 10
| 35
| 6.8
|
hard 12%
| 227
| 32.8
|
Volatile
| 22.5
| 5.07
| 3.5
| 152
| -24
| 25
| 63
| true
|
Hedge
|
Buy index puts 1% notional
| 17
| 10
|
BrokerA
|
MKT
| 100
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| -30
| -34
| 46
| 5
| false
|
Tighten stops on momentum names
|
P5152
|
Active
|
Taxable
|
USD
|
2024-10-23
| 1,188,025
| 78,057
| 1,109,968
| 1
| 55.3
| 27.9
| 7.3
| 9.5
|
IEF:21.8%;TLT:10.9%;AAPL:11.1%;BND:12.6%;BRK.B:21.8%;VTI:21.8%
|
US:71.6;EU:5.9;APAC:8.4;EM:13.1;Other:1.0
|
Value:+0.1;Growth:-1.0;Quality:+0.6;Size:+0.9;Momentum:+0.2;LowVol:0.0
| null | 6
| 35
| 5.9
|
hard 12%
| 175
| 27.6
|
Sideways
| 20.1
| 4.22
| 2.2
| 106
| 46
| 69
| 56
| false
|
Buy
|
Add to core equity +1%
| 8
| -34
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| -26
| -28
| 36
| 4
| false
|
Monitor dispersion and breadth
|
P5153
|
Cautious
|
401k
|
USD
|
2025-01-22
| 214,866
| 32,761
| 182,105
| 1
| 53.5
| 29.9
| 0
| 16.7
|
AMZN:22.8%;MSFT:19.1%;GLD:17.2%;TSLA:22.8%;VNQ:9.0%;TLT:9.0%
|
US:71.6;EU:7.8;APAC:14.8;EM:5.7;Other:0.1
|
Value:+0.7;Growth:+0.5;Quality:+0.4;Size:-1.0;Momentum:+0.3;LowVol:-0.5
|
NoMargin
| 10
| 35
| 3.4
|
hard 10%
| 170
| 15.7
|
Volatile
| 31.2
| 4.73
| 2
| 150
| 16
| 52
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| -31
|
BrokerC
|
MKT
| 97
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 77
| 10
| 181
| 3
| false
|
Tax-aware sells next window
|
P5154
|
Active
|
Roth
|
USD
|
2025-09-01
| 636,294
| 63,451
| 572,843
| 1
| 53.2
| 29
| 12
| 5.7
|
BRK.B:10.8%;AMZN:23.5%;VOO:11.3%;AAPL:23.5%;GLD:15.2%;TLT:15.6%
|
US:63.3;EU:12.8;APAC:10.1;EM:11.1;Other:2.7
|
Value:+0.3;Growth:+0.8;Quality:-0.8;Size:+0.1;Momentum:+0.1;LowVol:+1.0
| null | 5
| 35
| 5.1
|
trailing 9%
| 145
| 25.2
|
Volatile
| 20.9
| 5.17
| 3.9
| 136
| -29
| 29
| 62
| false
|
NoAction
|
Within bands; monitor
| 20
| 3
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 68
| -54
| 54
| 4
| false
|
Monitor dispersion and breadth
|
P5155
|
Systematic
|
Roth
|
USD
|
2025-09-15
| 488,316
| 30,552
| 457,764
| 1
| 56.2
| 29
| 8.5
| 6.3
|
IEF:16.6%;TLT:28.1%;VNQ:27.1%;XLF:28.1%
|
US:70.0;EU:18.7;APAC:6.0;EM:5.0;Other:0.4
|
Value:-0.9;Growth:-0.7;Quality:-0.7;Size:-0.5;Momentum:-0.5;LowVol:-0.4
|
MaxPos6%;NoDerivatives
| 10
| 35
| 4.1
|
trailing 9%
| 142
| 23.2
|
Volatile
| 24.5
| 3.85
| 3.1
| 143
| 35
| 75
| 70
| false
|
Buy
|
Add to core equity +1%
| 17
| -21
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 14
| -53
| 29
| 3
| false
|
Within IPS guidelines
|
P5156
|
Opportunistic
|
Trust
|
USD
|
2024-12-05
| 962,709
| 86,171
| 876,538
| 1.13
| 73.4
| 20.7
| 0
| 6
|
XLF:20.4%;MSFT:29.6%;VTI:20.3%;AMZN:29.6%
|
US:68.0;EU:12.9;APAC:8.5;EM:5.3;Other:5.3
|
Value:+0.3;Growth:+0.7;Quality:-0.1;Size:+0.9;Momentum:+0.6;LowVol:+0.2
|
MaxPos6%
| 8
| 25
| 6.2
|
trailing 9%
| 257
| 25.7
|
Bull
| 11.4
| 4.15
| 2.1
| 92
| 20
| 66
| 37
| false
|
NoAction
|
Within bands; monitor
| 29
| -26
|
BrokerD
|
LMT
| 88
| null | null |
Normal monitoring
| 37
| -52
| 21
| 5
| false
|
Within IPS guidelines
|
P5157
|
Cautious
|
Taxable
|
USD
|
2025-09-06
| 432,118
| 53,594
| 378,524
| 1
| 48.8
| 35.2
| 0
| 16.1
|
IEF:11.2%;VNQ:21.7%;BND:23.4%;VTI:20.2%;GLD:23.4%
|
US:68.6;EU:15.4;APAC:7.9;EM:4.7;Other:3.4
|
Value:+0.9;Growth:-1.0;Quality:-0.5;Size:+0.7;Momentum:+1.0;LowVol:+0.2
|
MaxPos7%;NoMargin
| 8
| 30
| 6
|
trailing 10%
| 143
| 16
|
Volatile
| 30.2
| 5.29
| 3.3
| 145
| 55
| 73
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 6
| -36
|
BrokerD
|
MKT
| 91
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 75
| -1
| 36
| 3
| false
|
Monitor dispersion and breadth
|
P5158
|
Opportunistic
|
Roth
|
USD
|
2025-04-05
| 1,115,001
| 96,294
| 1,018,707
| 1
| 75.7
| 13.5
| 5.8
| 5
|
GLD:25.0%;IEF:25.0%;TSLA:25.0%;BRK.B:25.0%
|
US:64.6;EU:15.4;APAC:12.2;EM:5.4;Other:2.4
|
Value:+0.5;Growth:+0.6;Quality:+0.2;Size:+0.7;Momentum:+0.3;LowVol:+0.3
| null | 5
| 30
| 4.2
|
trailing 7%
| 203
| 26.6
|
Sideways
| 21.2
| 4.2
| 2.6
| 101
| 28
| 75
| 62
| false
|
NoAction
|
Within bands; monitor
| 10
| -33
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 83
| -13
| 139
| 3
| false
|
Within IPS guidelines
|
P5159
|
Hands-off
|
Roth
|
USD
|
2024-11-05
| 896,769
| 75,811
| 820,958
| 1
| 71.5
| 18.9
| 0.5
| 9
|
BRK.B:20.6%;QQQ:21.3%;AAPL:15.4%;GLD:21.3%;IEF:21.3%
|
US:63.4;EU:15.0;APAC:10.2;EM:7.2;Other:4.1
|
Value:+0.6;Growth:+0.7;Quality:-0.5;Size:-0.2;Momentum:+0.9;LowVol:+0.8
| null | 8
| 25
| 4.7
|
trailing 8%
| 106
| 15.9
|
Bull
| 14
| 3.77
| 2.3
| 76
| 90
| 100
| 57
| false
|
NoAction
|
Within bands; monitor
| 3
| 11
|
BrokerD
|
LMT
| 91
| null | null |
Normal monitoring
| -40
| -6
| 54
| 3
| false
|
Within IPS guidelines
|
P5160
|
Hands-off
|
Roth
|
USD
|
2024-08-29
| 718,797
| 35,649
| 683,148
| 1
| 69.1
| 21.8
| 0
| 9.1
|
HYG:31.0%;TSLA:34.5%;MUB:34.5%
|
US:73.7;EU:6.8;APAC:9.9;EM:4.8;Other:4.7
|
Value:-0.4;Growth:-0.1;Quality:-0.3;Size:+0.6;Momentum:-0.5;LowVol:+0.9
|
ESGOnly
| 6
| 35
| 4.3
|
trailing 8%
| 112
| 12.8
|
Volatile
| 28.9
| 3.93
| 2.8
| 152
| 23
| 65
| 85
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -6
| 14
|
BrokerD
|
MKT
| 88
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 42
| -34
| 167
| 5
| false
|
Within IPS guidelines
|
P5161
|
Opportunistic
|
401k
|
USD
|
2025-02-25
| 993,994
| 72,247
| 921,747
| 1
| 65.1
| 20.2
| 5.9
| 8.8
|
TSLA:20.8%;AAPL:26.4%;BRK.B:26.4%;AMZN:26.4%
|
US:70.4;EU:6.5;APAC:8.5;EM:9.9;Other:4.8
|
Value:-0.9;Growth:+0.3;Quality:+0.6;Size:+0.7;Momentum:-0.3;LowVol:+0.9
| null | 10
| 35
| 5.3
|
trailing 9%
| 164
| 29
|
Sideways
| 21.7
| 4.09
| 3.1
| 92
| -8
| 43
| 53
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -14
| 14
|
BrokerB
|
LMT
| 93
| null | null |
Normal monitoring
| -23
| -20
| -24
| 5
| false
|
Monitor dispersion and breadth
|
P5162
|
Opportunistic
|
Trust
|
USD
|
2025-03-18
| 818,836
| 41,518
| 777,318
| 1
| 66
| 14.5
| 13.8
| 5.8
|
IEF:33.3%;HYG:33.3%;QQQ:33.3%
|
US:68.4;EU:11.0;APAC:9.0;EM:11.4;Other:0.2
|
Value:-0.1;Growth:-0.0;Quality:-0.6;Size:+0.4;Momentum:-0.5;LowVol:+0.4
|
NoDerivatives
| 5
| 30
| 5.7
|
trailing 7%
| 237
| 25
|
Bull
| 12.9
| 4.91
| 3.4
| 71
| 16
| 57
| 36
| false
|
Buy
|
Add to core equity +1%
| -11
| -18
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| -12
| -34
| 12
| 3
| false
|
Tighten stops on momentum names
|
P5163
|
Active
|
IRA
|
USD
|
2025-12-21
| 519,178
| 34,826
| 484,352
| 1
| 68.3
| 20.8
| 2.1
| 8.8
|
VNQ:33.3%;IEF:33.3%;TLT:33.3%
|
US:61.8;EU:7.5;APAC:14.9;EM:12.0;Other:3.8
|
Value:+0.1;Growth:-0.0;Quality:-0.8;Size:-0.2;Momentum:+0.1;LowVol:-0.9
|
NoDerivatives
| 8
| 35
| 4.8
|
trailing 8%
| 204
| 21.4
|
Bull
| 13.7
| 4.4
| 2.9
| 104
| 12
| 45
| 40
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -6
| -13
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| 38
| -41
| 141
| 3
| false
|
Increase defensive factor exposure
|
P5164
|
Cautious
|
Taxable
|
USD
|
2025-03-10
| 705,982
| 78,522
| 627,460
| 1
| 40.8
| 33.4
| 8.1
| 17.7
|
HYG:17.4%;AAPL:19.2%;VNQ:24.5%;BRK.B:24.5%;MSFT:14.3%
|
US:65.9;EU:5.8;APAC:13.3;EM:11.6;Other:3.4
|
Value:+0.1;Growth:-0.4;Quality:+0.3;Size:-0.0;Momentum:+0.8;LowVol:+0.8
|
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
| 7
| 25
| 4
|
hard 10%
| 98
| 18.3
|
Volatile
| 25.9
| 4.5
| 2.6
| 161
| 44
| 70
| 57
| false
|
Buy
|
Add to core equity +1%
| -4
| -11
|
BrokerB
|
VWAP
| 92
| null | null |
Normal monitoring
| 86
| -31
| 196
| 3
| false
|
Increase defensive factor exposure
|
P5165
|
Systematic
|
Trust
|
USD
|
2024-11-16
| 941,306
| 80,992
| 860,314
| 1
| 65.4
| 27.6
| 0
| 7.1
|
TSLA:28.1%;GLD:22.3%;VOO:21.5%;VTI:28.1%
|
US:63.2;EU:18.3;APAC:11.3;EM:4.0;Other:3.2
|
Value:-0.9;Growth:-0.9;Quality:+0.9;Size:+0.1;Momentum:-0.9;LowVol:-1.0
|
MaxPos5%
| 5
| 35
| 4.9
|
hard 12%
| 139
| 25.2
|
Bull
| 14
| 3.73
| 2.3
| 98
| 26
| 54
| 44
| true
|
Hedge
|
Buy index puts 1% notional
| 24
| 1
|
BrokerC
|
LMT
| 90
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -21
| -22
| 36
| 2
| false
|
Monitor dispersion and breadth
|
P5166
|
Cautious
|
401k
|
USD
|
2025-01-01
| 825,098
| 131,937
| 693,161
| 1
| 54.1
| 30.2
| 1.5
| 14.2
|
BND:8.5%;XLF:22.9%;VNQ:22.9%;VOO:22.9%;GLD:22.9%
|
US:69.0;EU:15.5;APAC:10.7;EM:3.1;Other:1.7
|
Value:-0.5;Growth:-0.4;Quality:+0.2;Size:-0.6;Momentum:-0.4;LowVol:+1.0
|
NoDerivatives;NoMargin
| 5
| 25
| 4.6
|
trailing 10%
| 154
| 13.8
|
Bull
| 14.1
| 3.99
| 2.5
| 95
| 2
| 60
| 42
| false
|
Buy
|
Add to core equity +1%
| 21
| -31
|
BrokerB
|
VWAP
| 92
| null | null |
Normal monitoring
| -53
| -57
| 15
| 4
| false
|
Tighten stops on momentum names
|
P5167
|
Opportunistic
|
Trust
|
USD
|
2025-09-30
| 687,315
| 49,014
| 638,301
| 1
| 73.1
| 22
| 0.6
| 4.3
|
AMZN:33.3%;HYG:33.3%;IEF:33.3%
|
US:71.3;EU:6.5;APAC:11.4;EM:6.6;Other:4.2
|
Value:-0.8;Growth:-0.3;Quality:+0.4;Size:-0.0;Momentum:-1.0;LowVol:+0.5
|
MaxPos7%
| 10
| 25
| 5.4
|
trailing 7%
| 193
| 26.1
|
Volatile
| 26.7
| 3.98
| 3.9
| 119
| -51
| 18
| 82
| true
|
Rebalance
|
Rebalance back to target bands
| 11
| 0
|
BrokerD
|
LMT
| 99
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 16
| -27
| -14
| 2
| true
|
Tax-aware sells next window
|
P5168
|
Hands-off
|
Roth
|
USD
|
2025-01-24
| 513,031
| 48,682
| 464,349
| 1
| 71.7
| 18.1
| 2.7
| 7.5
|
BRK.B:33.3%;BND:33.3%;VOO:33.3%
|
US:66.9;EU:8.5;APAC:13.7;EM:10.8;Other:0.1
|
Value:+0.4;Growth:-0.2;Quality:+0.5;Size:+0.4;Momentum:+0.4;LowVol:+1.0
|
ESGOnly;MaxPos6%;NoDerivatives
| 6
| 30
| 5.9
|
trailing 8%
| 117
| 16
|
Sideways
| 19
| 3.65
| 2
| 134
| -12
| 59
| 62
| false
|
Buy
|
Add to core equity +1%
| 22
| -33
|
BrokerC
|
LMT
| 94
| null | null |
Normal monitoring
| -40
| 19
| -45
| 4
| false
|
Tighten stops on momentum names
|
P5169
|
Systematic
|
Roth
|
USD
|
2024-07-18
| 1,965,006
| 128,176
| 1,836,830
| 1
| 65.1
| 29.9
| 0
| 4.9
|
QQQ:33.3%;TSLA:33.3%;IEF:33.3%
|
US:74.4;EU:10.3;APAC:5.3;EM:6.0;Other:4.1
|
Value:+0.9;Growth:+0.5;Quality:-0.8;Size:+1.0;Momentum:+0.4;LowVol:-0.4
| null | 10
| 25
| 4.9
|
hard 12%
| 142
| 25.3
|
Bear
| 29.6
| 4.49
| 1.3
| 164
| -5
| 59
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 9
| 9
|
BrokerC
|
MKT
| 94
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 23
| -58
| 32
| 4
| false
|
Monitor dispersion and breadth
|
P5170
|
Systematic
|
401k
|
USD
|
2025-05-22
| 1,125,103
| 109,942
| 1,015,161
| 1
| 65.5
| 27.4
| 0.9
| 6.2
|
VNQ:33.3%;MUB:33.3%;VOO:33.3%
|
US:70.3;EU:11.3;APAC:13.0;EM:3.3;Other:2.1
|
Value:+0.8;Growth:-0.1;Quality:-0.5;Size:+0.2;Momentum:+0.2;LowVol:-0.9
|
MaxPos7%
| 10
| 25
| 5.4
|
trailing 9%
| 135
| 25
|
Sideways
| 15
| 4.74
| 3.2
| 114
| -21
| 26
| 53
| false
|
NoAction
|
Within bands; monitor
| 25
| -27
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 41
| -7
| 102
| 3
| false
|
Increase defensive factor exposure
|
P5171
|
Active
|
Trust
|
USD
|
2025-03-05
| 1,481,798
| 147,323
| 1,334,475
| 1
| 63.3
| 21.9
| 7.5
| 7.3
|
VNQ:25.0%;TLT:25.0%;HYG:25.0%;VOO:25.0%
|
US:71.3;EU:14.7;APAC:7.5;EM:5.0;Other:1.4
|
Value:+0.4;Growth:+0.3;Quality:+0.8;Size:+0.9;Momentum:+0.1;LowVol:-0.9
|
MaxPos7%
| 7
| 35
| 5.3
|
trailing 9%
| 193
| 17
|
Sideways
| 17
| 3.57
| 3.4
| 90
| 3
| 47
| 60
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -7
| 15
|
BrokerD
|
VWAP
| 95
| null | null |
Normal monitoring
| -18
| 9
| 5
| 4
| false
|
Tax-aware sells next window
|
P5172
|
Systematic
|
401k
|
USD
|
2024-08-25
| 1,471,673
| 81,485
| 1,390,188
| 1
| 59.6
| 22.2
| 12.9
| 5.3
|
IEF:26.3%;GLD:26.3%;HYG:21.0%;TLT:26.3%
|
US:59.6;EU:15.4;APAC:12.4;EM:9.3;Other:3.3
|
Value:+0.4;Growth:-0.8;Quality:+0.8;Size:+0.2;Momentum:+0.1;LowVol:+1.0
| null | 6
| 25
| 5.6
|
trailing 8%
| 123
| 22.7
|
Volatile
| 28.4
| 4.07
| 3.1
| 149
| -59
| 14
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| -13
| 1
|
BrokerA
|
MKT
| 88
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 81
| -7
| 56
| 3
| false
|
Monitor dispersion and breadth
|
P5173
|
Active
|
Taxable
|
USD
|
2024-08-14
| 1,170,555
| 94,390
| 1,076,165
| 1
| 68.1
| 19.3
| 6.2
| 6.4
|
MSFT:20.1%;BRK.B:20.1%;VOO:16.8%;AMZN:9.7%;MUB:17.8%;VNQ:15.6%
|
US:65.6;EU:14.8;APAC:11.5;EM:4.6;Other:3.6
|
Value:+0.6;Growth:+0.9;Quality:+0.2;Size:-0.4;Momentum:0.0;LowVol:+0.6
| null | 6
| 35
| 5.2
|
hard 12%
| 124
| 24.5
|
Volatile
| 30.7
| 3.91
| 3.4
| 113
| -4
| 43
| 92
| true
|
Hedge
|
Buy index puts 1% notional
| 12
| 4
|
BrokerB
|
LMT
| 100
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 120
| -49
| 222
| 2
| false
|
Increase defensive factor exposure
|
P5174
|
Active
|
IRA
|
USD
|
2024-12-10
| 2,270,364
| 150,238
| 2,120,126
| 1
| 58.7
| 23.4
| 11.5
| 6.5
|
TSLA:25.0%;HYG:25.0%;AAPL:25.0%;AMZN:25.0%
|
US:62.8;EU:16.7;APAC:8.5;EM:10.0;Other:2.0
|
Value:-0.4;Growth:+0.4;Quality:-0.5;Size:-0.8;Momentum:+1.0;LowVol:-0.2
| null | 6
| 25
| 4.1
|
trailing 8%
| 161
| 21.5
|
Bull
| 11.4
| 3.82
| 2.7
| 75
| 114
| 100
| 28
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| -2
|
BrokerD
|
VWAP
| 96
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -35
| 0
| -18
| 5
| false
|
Increase defensive factor exposure
|
P5175
|
Systematic
|
Roth
|
USD
|
2025-10-05
| 1,008,827
| 58,242
| 950,585
| 1
| 61.2
| 31.7
| 0
| 7.1
|
TSLA:22.3%;TLT:25.9%;QQQ:25.9%;AAPL:25.9%
|
US:61.4;EU:12.5;APAC:14.2;EM:8.7;Other:3.2
|
Value:+1.0;Growth:-0.3;Quality:0.0;Size:+0.9;Momentum:+0.5;LowVol:+0.2
| null | 10
| 30
| 4.5
|
trailing 9%
| 188
| 20.6
|
Volatile
| 31.4
| 3.93
| 2.1
| 147
| 46
| 68
| 86
| true
|
Hedge
|
Buy index puts 1% notional
| 11
| -20
|
BrokerC
|
LMT
| 86
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| -51
| 12
| -6
| 4
| true
|
Increase defensive factor exposure
|
P5176
|
Hands-off
|
401k
|
USD
|
2024-09-20
| 370,426
| 27,824
| 342,602
| 1
| 66.5
| 24.9
| 0
| 8.6
|
HYG:28.4%;XLF:27.7%;VOO:15.5%;IEF:28.4%
|
US:69.5;EU:11.5;APAC:9.9;EM:6.7;Other:2.4
|
Value:+0.1;Growth:+0.2;Quality:-0.5;Size:+0.1;Momentum:-0.7;LowVol:+0.5
|
MaxPos7%
| 6
| 25
| 3.8
|
trailing 8%
| 121
| 18.3
|
Bull
| 13.8
| 3.8
| 3.5
| 101
| 102
| 100
| 39
| false
|
Buy
|
Add to core equity +1%
| 14
| -32
|
BrokerA
|
VWAP
| 98
| null | null |
Normal monitoring
| 21
| -33
| -15
| 4
| false
|
Tighten stops on momentum names
|
P5177
|
Active
|
401k
|
USD
|
2025-03-24
| 2,224,193
| 140,583
| 2,083,610
| 1.14
| 60.1
| 22
| 8.2
| 9.8
|
VOO:33.3%;VNQ:33.3%;AAPL:33.3%
|
US:71.8;EU:16.6;APAC:7.4;EM:4.2;Other:0.0
|
Value:-0.1;Growth:+0.6;Quality:-0.0;Size:-0.4;Momentum:-0.5;LowVol:-0.4
|
MaxPos7%;NoDerivatives
| 6
| 35
| 4.1
|
trailing 9%
| 186
| 20
|
Sideways
| 21.1
| 4.95
| 2.1
| 133
| 56
| 88
| 59
| false
|
Buy
|
Add to core equity +1%
| -15
| -12
|
BrokerA
|
LMT
| 85
| null | null |
Normal monitoring
| -40
| -12
| 59
| 3
| false
|
Tax-aware sells next window
|
P5178
|
Hands-off
|
Roth
|
USD
|
2025-02-15
| 844,804
| 68,466
| 776,338
| 1
| 68.4
| 26.8
| 0
| 4.8
|
BND:26.5%;VNQ:18.2%;VTI:14.2%;IEF:26.5%;GLD:14.6%
|
US:66.1;EU:18.6;APAC:9.7;EM:3.7;Other:2.0
|
Value:+0.5;Growth:+0.6;Quality:+0.3;Size:-0.8;Momentum:+0.3;LowVol:+0.5
| null | 8
| 25
| 4.6
|
hard 10%
| 164
| 20
|
Bull
| 17.1
| 4.09
| 2.4
| 82
| 114
| 100
| 62
| true
|
Rebalance
|
Rebalance back to target bands
| 3
| -39
|
BrokerA
|
VWAP
| 90
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -45
| -33
| -41
| 2
| false
|
Tighten stops on momentum names
|
P5179
|
Active
|
IRA
|
USD
|
2024-12-26
| 1,223,506
| 112,948
| 1,110,558
| 1.22
| 65.1
| 18.4
| 10.2
| 6.3
|
MSFT:19.2%;MUB:20.8%;XLF:18.3%;AAPL:20.8%;QQQ:20.8%
|
US:78.6;EU:6.0;APAC:7.0;EM:5.1;Other:3.2
|
Value:+0.2;Growth:-0.0;Quality:-0.7;Size:-1.0;Momentum:-0.5;LowVol:+0.5
|
NoDerivatives
| 7
| 25
| 4.3
|
hard 12%
| 216
| 23.9
|
Volatile
| 26.2
| 5.46
| 4.1
| 143
| 25
| 72
| 64
| true
|
Hedge
|
Buy index puts 1% notional
| 1
| -6
|
BrokerB
|
LMT
| 94
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 89
| -41
| 128
| 5
| false
|
Tighten stops on momentum names
|
P5180
|
Systematic
|
Taxable
|
USD
|
2025-04-06
| 561,361
| 34,254
| 527,107
| 1
| 58.9
| 32
| 0
| 9.2
|
IEF:26.4%;BRK.B:26.4%;GLD:20.7%;BND:26.4%
|
US:64.9;EU:13.3;APAC:8.0;EM:10.7;Other:3.1
|
Value:-0.6;Growth:+0.7;Quality:-0.5;Size:+0.4;Momentum:-0.9;LowVol:+0.7
|
MaxPos5%;NoDerivatives
| 6
| 25
| 5.4
|
hard 12%
| 135
| 16.7
|
Sideways
| 17.4
| 4.68
| 2.4
| 125
| 33
| 54
| 52
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 4
| 14
|
BrokerD
|
LMT
| 89
| null | null |
Normal monitoring
| 44
| 16
| 81
| 3
| false
|
Tax-aware sells next window
|
P5181
|
Opportunistic
|
Roth
|
USD
|
2025-08-30
| 1,550,869
| 109,103
| 1,441,766
| 1
| 66.2
| 20.1
| 7.4
| 6.4
|
TLT:33.3%;VTI:33.3%;VOO:33.3%
|
US:64.8;EU:6.9;APAC:11.9;EM:13.4;Other:3.0
|
Value:+0.4;Growth:+0.5;Quality:-0.6;Size:+1.0;Momentum:0.0;LowVol:-1.0
|
MaxPos5%
| 8
| 25
| 5.4
|
hard 12%
| 186
| 22.9
|
Bull
| 13.1
| 4.33
| 2.2
| 115
| 62
| 75
| 51
| false
|
Buy
|
Add to core equity +1%
| 18
| 3
|
BrokerD
|
LMT
| 99
| null | null |
Normal monitoring
| -20
| 4
| 100
| 5
| false
|
Tax-aware sells next window
|
P5182
|
Active
|
IRA
|
USD
|
2025-05-25
| 876,064
| 76,708
| 799,356
| 1
| 63.4
| 26.1
| 4.5
| 5.9
|
AAPL:22.8%;VOO:10.1%;VTI:22.8%;TSLA:21.5%;HYG:22.8%
|
US:60.9;EU:14.8;APAC:15.1;EM:6.0;Other:3.2
|
Value:-0.7;Growth:-0.2;Quality:+0.7;Size:+0.6;Momentum:-0.1;LowVol:-0.6
|
NoDerivatives
| 5
| 25
| 4.8
|
trailing 9%
| 189
| 21.8
|
Bull
| 15.1
| 4.69
| 3.1
| 101
| 69
| 79
| 43
| true
|
Rebalance
|
Rebalance back to target bands
| 3
| -29
|
BrokerD
|
MKT
| 99
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 86
| -53
| 88
| 2
| false
|
Tighten stops on momentum names
|
P5183
|
Opportunistic
|
Trust
|
USD
|
2025-03-20
| 1,244,647
| 106,025
| 1,138,622
| 1
| 75.1
| 19.8
| 0.4
| 4.7
|
GLD:20.4%;VTI:23.8%;HYG:13.7%;VNQ:23.8%;TLT:18.2%
|
US:62.9;EU:17.6;APAC:11.1;EM:6.2;Other:2.2
|
Value:-0.3;Growth:-0.8;Quality:-0.2;Size:-0.3;Momentum:-0.0;LowVol:+0.5
| null | 6
| 30
| 6.8
|
hard 12%
| 178
| 27.6
|
Sideways
| 14.6
| 3.63
| 2.6
| 124
| -3
| 61
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 15
| -32
|
BrokerC
|
MKT
| 85
| null | null |
Normal monitoring
| -20
| -44
| 108
| 4
| false
|
Tighten stops on momentum names
|
P5184
|
Systematic
|
Taxable
|
USD
|
2025-11-18
| 1,228,223
| 74,595
| 1,153,628
| 1
| 63.3
| 29.6
| 0
| 7
|
VOO:20.9%;TSLA:19.3%;MUB:19.6%;MSFT:10.9%;AMZN:10.9%;TLT:18.5%
|
US:55.4;EU:18.5;APAC:12.6;EM:12.4;Other:1.2
|
Value:+0.2;Growth:-0.4;Quality:-1.0;Size:-0.0;Momentum:+0.1;LowVol:0.0
|
MaxPos8%
| 6
| 25
| 4
|
hard 12%
| 156
| 18.5
|
Sideways
| 20.5
| 4.32
| 3
| 115
| 60
| 92
| 52
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 35
| 9
|
BrokerD
|
MKT
| 87
| null | null |
Normal monitoring
| -34
| -35
| -30
| 5
| false
|
Tighten stops on momentum names
|
P5185
|
Systematic
|
Trust
|
USD
|
2025-02-07
| 1,125,156
| 99,569
| 1,025,587
| 1
| 61.2
| 22.4
| 7
| 9.4
|
BRK.B:33.3%;VOO:33.3%;TLT:33.3%
|
US:68.2;EU:13.1;APAC:8.6;EM:8.0;Other:2.0
|
Value:-0.5;Growth:-0.4;Quality:-0.7;Size:-0.6;Momentum:+0.9;LowVol:-0.6
| null | 10
| 30
| 5.2
|
trailing 8%
| 158
| 19
|
Volatile
| 22.5
| 5.49
| 2.9
| 145
| -37
| 24
| 65
| false
|
Buy
|
Add to core equity +1%
| 27
| -26
|
BrokerB
|
LMT
| 93
| null | null |
Normal monitoring
| 90
| -10
| 63
| 5
| false
|
Tighten stops on momentum names
|
P5186
|
Opportunistic
|
IRA
|
USD
|
2024-12-11
| 900,219
| 40,828
| 859,391
| 1
| 63.2
| 15.7
| 13.7
| 7.5
|
TSLA:26.0%;BND:22.3%;VTI:25.8%;AMZN:26.0%
|
US:70.2;EU:10.4;APAC:9.7;EM:5.1;Other:4.6
|
Value:+0.8;Growth:-0.3;Quality:+0.9;Size:+0.6;Momentum:+0.7;LowVol:-0.6
|
NoDerivatives
| 7
| 30
| 6.3
|
trailing 9%
| 275
| 34.5
|
Sideways
| 21.6
| 4.78
| 2.4
| 109
| 10
| 45
| 65
| false
|
Sell
|
Trim extended winner -1%
| 4
| -27
|
BrokerB
|
VWAP
| 97
| null | null |
Normal monitoring
| 42
| 17
| 43
| 4
| false
|
Within IPS guidelines
|
P5187
|
Opportunistic
|
Trust
|
USD
|
2025-04-05
| 1,015,388
| 36,245
| 979,143
| 1.1
| 61.4
| 15
| 16.1
| 7.5
|
IEF:33.4%;QQQ:33.2%;XLF:33.4%
|
US:75.6;EU:7.2;APAC:9.8;EM:5.6;Other:1.7
|
Value:+0.7;Growth:-0.7;Quality:+0.2;Size:-0.4;Momentum:+0.3;LowVol:-0.3
|
MaxPos7%
| 6
| 35
| 5.5
|
hard 12%
| 261
| 27.8
|
Bull
| 15.5
| 4.14
| 2.1
| 109
| 26
| 60
| 37
| false
|
Buy
|
Add to core equity +1%
| -2
| -1
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| 9
| -12
| 144
| 3
| false
|
Within IPS guidelines
|
P5188
|
Cautious
|
Trust
|
USD
|
2025-04-27
| 282,824
| 26,225
| 256,599
| 1
| 36.1
| 34.7
| 17.5
| 11.7
|
TSLA:22.7%;BND:11.0%;XLF:22.7%;GLD:22.7%;VOO:20.9%
|
US:74.2;EU:5.4;APAC:14.8;EM:3.7;Other:2.0
|
Value:-0.4;Growth:+0.1;Quality:-0.8;Size:-0.8;Momentum:-0.5;LowVol:+0.7
|
NoDerivatives;NoMargin
| 8
| 25
| 4
|
trailing 10%
| 127
| 16.3
|
Volatile
| 26
| 3.72
| 4.2
| 123
| -5
| 53
| 52
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -12
| -20
|
BrokerB
|
MKT
| 96
| null | null |
Normal monitoring
| 118
| -19
| 179
| 3
| false
|
Tighten stops on momentum names
|
P5189
|
Systematic
|
Trust
|
USD
|
2024-07-27
| 1,945,076
| 133,141
| 1,811,935
| 1
| 61.3
| 22.4
| 8.3
| 7.9
|
TSLA:15.1%;HYG:10.1%;AMZN:21.7%;QQQ:21.8%;GLD:21.8%;VTI:9.5%
|
US:58.5;EU:20.4;APAC:6.7;EM:10.6;Other:3.8
|
Value:-0.1;Growth:+0.4;Quality:+0.5;Size:-0.2;Momentum:-0.9;LowVol:-0.5
|
MaxPos5%
| 8
| 25
| 4.4
|
hard 12%
| 130
| 22.3
|
Volatile
| 21.4
| 4.71
| 4.4
| 124
| -34
| 38
| 54
| false
|
Sell
|
Trim extended winner -1%
| 3
| 5
|
BrokerD
|
VWAP
| 91
| null | null |
Normal monitoring
| -42
| -23
| 91
| 3
| false
|
Within IPS guidelines
|
P5190
|
Hands-off
|
IRA
|
USD
|
2025-11-30
| 194,883
| 15,692
| 179,191
| 1
| 72.1
| 17.6
| 0.4
| 9.9
|
MSFT:21.3%;MUB:22.1%;BRK.B:22.1%;HYG:7.8%;AMZN:15.8%;GLD:11.0%
|
US:65.4;EU:11.5;APAC:11.6;EM:8.5;Other:3.1
|
Value:-0.5;Growth:-0.7;Quality:-0.2;Size:+0.3;Momentum:+0.3;LowVol:+0.3
| null | 6
| 30
| 4.3
|
trailing 8%
| 169
| 14.9
|
Bull
| 12.7
| 3.51
| 2.4
| 88
| 115
| 99
| 51
| false
|
Buy
|
Add to core equity +1%
| 32
| -22
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| 10
| 4
| 54
| 5
| false
|
Increase defensive factor exposure
|
P5191
|
Systematic
|
IRA
|
USD
|
2025-09-27
| 864,051
| 60,327
| 803,724
| 1
| 56.2
| 21.3
| 14.9
| 7.7
|
HYG:21.6%;QQQ:21.1%;TSLA:6.7%;MSFT:18.1%;BRK.B:21.6%;VTI:10.9%
|
US:68.0;EU:8.8;APAC:13.8;EM:7.9;Other:1.4
|
Value:+0.1;Growth:+0.1;Quality:-0.6;Size:-1.0;Momentum:-0.3;LowVol:+0.7
| null | 5
| 35
| 5.2
|
hard 12%
| 149
| 17.9
|
Bull
| 16.2
| 4.6
| 2.4
| 90
| 87
| 82
| 48
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 33
| -23
|
BrokerB
|
MKT
| 85
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 104
| -29
| 183
| 4
| false
|
Tighten stops on momentum names
|
P5192
|
Cautious
|
Taxable
|
USD
|
2025-06-25
| 595,715
| 55,751
| 539,964
| 1
| 52
| 34.4
| 0
| 13.5
|
TSLA:19.4%;XLF:26.9%;AMZN:26.9%;MSFT:26.9%
|
US:68.2;EU:17.3;APAC:9.1;EM:3.8;Other:1.6
|
Value:-0.0;Growth:-0.1;Quality:+0.5;Size:-0.1;Momentum:+0.1;LowVol:+0.8
|
MaxPos6%;NoMargin
| 8
| 30
| 3.4
|
trailing 8%
| 117
| 16.7
|
Bull
| 17.1
| 4.15
| 2.9
| 80
| 17
| 63
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| -15
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| 19
| -41
| 34
| 3
| false
|
Within IPS guidelines
|
P5193
|
Active
|
401k
|
USD
|
2024-10-01
| 1,645,419
| 107,567
| 1,537,852
| 1.07
| 68.4
| 23.9
| 0.6
| 7
|
VOO:15.8%;HYG:8.8%;IEF:22.4%;AAPL:8.3%;BND:22.3%;VNQ:22.4%
|
US:74.1;EU:8.1;APAC:7.0;EM:9.2;Other:1.5
|
Value:-0.1;Growth:+1.0;Quality:-0.1;Size:-0.3;Momentum:-0.2;LowVol:+0.7
| null | 7
| 35
| 5.2
|
trailing 8%
| 143
| 16.8
|
Bull
| 12.9
| 4.26
| 2.2
| 88
| 91
| 100
| 54
| false
|
Sell
|
Trim extended winner -1%
| -11
| 3
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| 81
| -2
| 107
| 3
| false
|
Tighten stops on momentum names
|
P5194
|
Active
|
Roth
|
USD
|
2024-09-06
| 1,547,860
| 100,380
| 1,447,480
| 1
| 52.3
| 22.9
| 16.7
| 8.1
|
AMZN:12.1%;TLT:20.5%;XLF:18.9%;VNQ:20.5%;TSLA:11.0%;HYG:17.1%
|
US:76.1;EU:8.5;APAC:8.6;EM:5.7;Other:1.1
|
Value:-0.3;Growth:-0.7;Quality:-0.9;Size:-0.1;Momentum:-0.5;LowVol:-0.7
|
NoDerivatives
| 7
| 30
| 4.9
|
trailing 8%
| 143
| 24.8
|
Volatile
| 23.1
| 4.83
| 2.7
| 150
| 35
| 68
| 67
| false
|
NoAction
|
Within bands; monitor
| -1
| -10
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| 21
| -21
| 26
| 3
| false
|
Tighten stops on momentum names
|
P5195
|
Systematic
|
Trust
|
USD
|
2025-10-06
| 1,892,492
| 148,625
| 1,743,867
| 1
| 66.6
| 24.7
| 0
| 8.7
|
AMZN:17.8%;BRK.B:28.1%;AAPL:28.1%;MUB:25.9%
|
US:58.2;EU:20.7;APAC:7.1;EM:13.4;Other:0.6
|
Value:-0.8;Growth:-0.3;Quality:-0.7;Size:-0.8;Momentum:+1.0;LowVol:+0.9
| null | 5
| 25
| 4.9
|
trailing 8%
| 154
| 21.6
|
Bull
| 13.8
| 4.06
| 3
| 77
| 1
| 60
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| 11
|
BrokerC
|
VWAP
| 89
| null | null |
Normal monitoring
| 5
| -35
| 93
| 5
| false
|
Tighten stops on momentum names
|
P5196
|
Opportunistic
|
IRA
|
USD
|
2025-08-15
| 1,494,035
| 57,637
| 1,436,398
| 1
| 69.8
| 21.4
| 2
| 6.7
|
HYG:26.9%;VNQ:16.9%;BND:28.1%;BRK.B:28.1%
|
US:58.5;EU:20.7;APAC:8.2;EM:8.3;Other:4.3
|
Value:-0.3;Growth:+0.7;Quality:-0.7;Size:+0.4;Momentum:+0.3;LowVol:+0.8
|
NoDerivatives
| 6
| 30
| 6
|
hard 12%
| 234
| 28.3
|
Sideways
| 15.5
| 4.64
| 2.3
| 96
| 48
| 72
| 48
| false
|
Buy
|
Add to core equity +1%
| -7
| -27
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| 39
| -28
| 121
| 4
| false
|
Monitor dispersion and breadth
|
P5197
|
Cautious
|
Trust
|
USD
|
2025-01-24
| 860,565
| 117,999
| 742,566
| 1
| 40.1
| 43.1
| 0
| 16.8
|
BND:21.3%;MSFT:22.6%;TSLA:22.6%;GLD:15.6%;AMZN:17.9%
|
US:72.9;EU:7.2;APAC:8.3;EM:8.7;Other:3.1
|
Value:-0.4;Growth:+0.2;Quality:+0.8;Size:+0.7;Momentum:-0.0;LowVol:+1.0
|
NoDerivatives;NoMargin
| 10
| 35
| 3.2
|
hard 10%
| 144
| 16.6
|
Bull
| 12
| 4.18
| 3.4
| 111
| 65
| 97
| 35
| true
|
Hedge
|
Buy index puts 1% notional
| 16
| -14
|
BrokerD
|
MKT
| 97
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -52
| 2
| 25
| 2
| true
|
Monitor dispersion and breadth
|
P5198
|
Opportunistic
|
401k
|
USD
|
2024-12-20
| 693,595
| 47,155
| 646,440
| 1
| 74
| 14.7
| 6
| 5.4
|
TLT:27.7%;VNQ:19.0%;GLD:25.7%;MUB:27.7%
|
US:66.2;EU:11.0;APAC:12.4;EM:7.7;Other:2.8
|
Value:-0.9;Growth:-0.2;Quality:+0.9;Size:+0.2;Momentum:-0.8;LowVol:-0.8
|
MaxPos6%;NoDerivatives
| 10
| 30
| 4.8
|
trailing 9%
| 163
| 22.7
|
Bull
| 16.9
| 4.05
| 2.9
| 104
| 117
| 100
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 24
| -27
|
BrokerD
|
LMT
| 96
| null | null |
Normal monitoring
| 13
| 11
| -15
| 5
| false
|
Tax-aware sells next window
|
P5199
|
Cautious
|
401k
|
USD
|
2025-08-11
| 882,321
| 92,083
| 790,238
| 1
| 52.6
| 32.1
| 2.9
| 12.3
|
QQQ:25.6%;VOO:25.6%;XLF:23.1%;TSLA:25.6%
|
US:72.1;EU:15.0;APAC:5.2;EM:4.2;Other:3.5
|
Value:+0.2;Growth:+0.8;Quality:-0.5;Size:+0.6;Momentum:+0.2;LowVol:-0.4
|
ESGOnly;MaxPos6%;NoMargin
| 10
| 35
| 4.8
|
hard 10%
| 137
| 15.5
|
Bear
| 24.2
| 3.15
| 1.3
| 167
| 30
| 53
| 51
| false
|
Buy
|
Add to core equity +1%
| 32
| 5
|
BrokerB
|
VWAP
| 97
| null | null |
Normal monitoring
| 12
| 1
| 90
| 4
| false
|
Tax-aware sells next window
|
P5200
|
Active
|
Trust
|
USD
|
2025-12-01
| 689,488
| 71,198
| 618,290
| 1.08
| 58.7
| 18.1
| 13.7
| 9.5
|
TLT:23.3%;XLF:15.6%;VTI:23.3%;BND:14.6%;QQQ:23.3%
|
US:67.3;EU:6.6;APAC:16.0;EM:8.2;Other:1.8
|
Value:-0.1;Growth:+0.7;Quality:+0.1;Size:+0.1;Momentum:+1.0;LowVol:+0.6
| null | 8
| 30
| 5.8
|
trailing 9%
| 162
| 27.7
|
Volatile
| 28.2
| 3.51
| 3.9
| 152
| -29
| 31
| 77
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 34
| -17
|
BrokerB
|
MKT
| 92
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 34
| 16
| 130
| 3
| false
|
Tighten stops on momentum names
|
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