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
P5301
Hands-off
IRA
USD
2024-12-06
867,835
50,039
817,796
1
69.6
19.3
3.5
7.6
XLF:27.8%;VOO:16.6%;QQQ:27.8%;MUB:27.8%
US:70.0;EU:15.2;APAC:9.4;EM:4.8;Other:0.6
Value:-0.3;Growth:+0.2;Quality:+0.4;Size:-0.8;Momentum:+0.1;LowVol:+0.4
MaxPos8%
7
25
3.3
trailing 10%
160
14.4
Volatile
29.2
4.37
4.1
121
26
54
88
true
Hedge
Buy index puts 1% notional
11
5
BrokerD
MKT
87
VAR>budget
Hedge
Risk above budget threshold
19
-60
40
2
false
Increase defensive factor exposure
P5302
Hands-off
Roth
USD
2025-01-29
391,607
36,695
354,912
1
56.9
29.4
6.7
7
IEF:29.0%;MSFT:29.0%;BND:29.0%;AMZN:13.0%
US:71.9;EU:13.0;APAC:6.6;EM:4.0;Other:4.5
Value:+0.9;Growth:+0.2;Quality:+0.1;Size:-1.0;Momentum:+0.1;LowVol:-0.2
ESGOnly;MaxPos8%
7
35
4.4
hard 10%
97
18.9
Bear
26.5
4.11
2.9
167
-106
5
76
true
Reduce
Cut high-beta by 2-3%, add cash
21
-26
BrokerB
LMT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
-52
-38
-20
4
false
Tighten stops on momentum names
P5303
Cautious
Roth
USD
2024-09-04
491,386
60,990
430,396
1
46.1
35.3
6.3
12.3
IEF:21.8%;TSLA:26.7%;BND:26.7%;BRK.B:24.8%
US:67.9;EU:15.5;APAC:6.4;EM:5.8;Other:4.4
Value:-0.3;Growth:+0.2;Quality:+0.3;Size:-0.4;Momentum:-0.2;LowVol:0.0
ESGOnly;MaxPos5%;NoMargin
6
25
5.6
trailing 8%
97
16
Sideways
21.6
4.4
2.1
109
-30
39
42
false
NoAction
Within bands; monitor
8
-9
BrokerC
MKT
0
null
null
Normal monitoring
25
2
27
3
false
Within IPS guidelines
P5304
Opportunistic
Taxable
USD
2025-03-07
1,022,442
51,270
971,172
1.25
75.1
16.8
0
8.1
AMZN:33.3%;VNQ:33.3%;VTI:33.3%
US:68.5;EU:15.8;APAC:10.0;EM:4.2;Other:1.4
Value:+0.4;Growth:+0.2;Quality:+0.3;Size:+0.8;Momentum:-0.3;LowVol:-0.8
null
8
35
4.9
trailing 7%
248
34.8
Sideways
14.9
4.72
2.5
103
5
56
62
false
Buy
Add to core equity +1%
17
10
BrokerC
MKT
92
null
null
Normal monitoring
9
-18
113
3
false
Monitor dispersion and breadth
P5305
Cautious
IRA
USD
2024-09-28
857,573
90,930
766,643
1
47.1
35.4
0
17.5
VOO:23.0%;VTI:23.0%;TSLA:18.6%;XLF:12.5%;VNQ:23.0%
US:67.1;EU:12.4;APAC:11.7;EM:7.9;Other:1.0
Value:+0.1;Growth:-0.8;Quality:+0.8;Size:+0.1;Momentum:+0.7;LowVol:-0.7
NoMargin
8
35
5.4
hard 10%
94
15.7
Bull
11.7
3.8
3
78
101
93
22
false
Hedge
Add TLT +1% as duration hedge
4
-37
BrokerC
MKT
87
null
null
Normal monitoring
0
-22
-18
4
false
Tax-aware sells next window
P5306
Opportunistic
Trust
USD
2025-06-20
568,391
28,211
540,180
1
70.9
20.5
0
8.6
MSFT:22.2%;XLF:22.2%;QQQ:17.8%;VNQ:22.2%;VTI:15.5%
US:68.0;EU:10.4;APAC:13.0;EM:5.8;Other:2.8
Value:+0.9;Growth:+0.5;Quality:+0.1;Size:-0.3;Momentum:+0.8;LowVol:-0.6
null
8
30
5.1
trailing 9%
231
27
Bull
15.2
3.72
2.8
85
106
100
54
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-21
BrokerC
VWAP
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
13
-37
20
2
false
Monitor dispersion and breadth
P5307
Cautious
401k
USD
2024-11-10
255,782
37,724
218,058
1
43.8
30.8
14.5
10.9
TLT:33.3%;HYG:33.3%;TSLA:33.3%
US:74.0;EU:11.8;APAC:7.7;EM:6.0;Other:0.5
Value:+0.7;Growth:+0.4;Quality:+0.9;Size:-0.1;Momentum:+0.2;LowVol:-0.2
MaxPos6%;NoMargin
8
30
4.4
trailing 8%
158
13.7
Bull
16.1
4.17
2.6
90
15
60
42
false
Rebalance
Shift +1% to bonds from equity
-1
-24
BrokerC
LMT
96
null
null
Normal monitoring
6
-39
134
4
false
Monitor dispersion and breadth
P5308
Active
401k
USD
2025-08-06
2,420,644
246,220
2,174,424
1.18
66.3
24.4
0
9.4
GLD:34.2%;XLF:34.2%;QQQ:31.6%
US:60.8;EU:11.2;APAC:13.5;EM:10.9;Other:3.6
Value:-0.2;Growth:-0.3;Quality:-0.3;Size:+0.4;Momentum:-0.8;LowVol:+0.9
MaxPos5%;NoDerivatives
5
30
4.7
trailing 9%
138
24.6
Volatile
23.3
5.49
2.3
136
25
51
64
false
NoAction
Within bands; monitor
6
-22
BrokerC
LMT
98
null
null
Normal monitoring
91
-55
140
5
false
Tighten stops on momentum names
P5309
Systematic
Trust
USD
2025-04-29
1,966,422
137,545
1,828,877
1
68.2
20.1
3.2
8.4
VTI:24.0%;VOO:24.0%;AMZN:24.0%;QQQ:18.6%;TLT:9.4%
US:67.3;EU:14.5;APAC:4.8;EM:9.2;Other:4.3
Value:-0.7;Growth:+0.5;Quality:+1.0;Size:-0.2;Momentum:+0.6;LowVol:+0.9
null
8
25
5
trailing 9%
209
25.3
Sideways
14.7
4.97
2.1
100
-13
28
53
false
NoAction
Within bands; monitor
-14
-3
BrokerA
MKT
0
null
null
Normal monitoring
100
-23
128
5
false
Within IPS guidelines
P5310
Cautious
Roth
USD
2025-10-03
181,902
19,642
162,260
1
41.7
43.6
0
14.7
AAPL:30.9%;BRK.B:34.5%;XLF:34.5%
US:71.5;EU:12.3;APAC:7.4;EM:6.8;Other:2.0
Value:-0.7;Growth:-0.4;Quality:-0.8;Size:+0.4;Momentum:+0.1;LowVol:+0.4
MaxPos7%;NoDerivatives;NoMargin
7
25
3.1
hard 10%
159
17.2
Volatile
26.1
3.85
4
153
-4
48
60
false
NoAction
Within bands; monitor
16
-23
BrokerA
VWAP
89
null
null
Normal monitoring
25
-33
124
4
false
Tighten stops on momentum names
P5311
Cautious
401k
USD
2025-01-22
578,186
76,092
502,094
1
53.1
32.1
0
14.8
MSFT:24.2%;BND:28.7%;AAPL:28.7%;TLT:18.5%
US:66.2;EU:10.1;APAC:15.3;EM:5.0;Other:3.4
Value:-0.6;Growth:-0.8;Quality:+0.6;Size:-0.2;Momentum:+0.9;LowVol:-0.7
NoMargin
6
35
4.5
trailing 10%
122
14
Sideways
21.5
4.51
2.1
111
32
58
60
false
Sell
Trim extended winner -1%
13
-35
BrokerD
LMT
93
null
null
Normal monitoring
-52
-57
-29
5
false
Increase defensive factor exposure
P5312
Active
Taxable
USD
2024-07-12
604,478
39,242
565,236
1.11
62.9
23.4
5.7
8
IEF:24.1%;XLF:17.9%;AAPL:24.1%;VOO:9.8%;VNQ:24.1%
US:68.6;EU:8.2;APAC:11.1;EM:7.9;Other:4.2
Value:-0.0;Growth:-0.5;Quality:-0.4;Size:-0.3;Momentum:-0.8;LowVol:-0.3
MaxPos8%
7
25
4.4
hard 12%
191
24.6
Bear
31.7
3.79
1.2
153
-119
5
75
true
Reduce
Cut high-beta by 2-3%, add cash
-11
1
BrokerD
MKT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
94
-37
202
2
false
Tighten stops on momentum names
P5313
Active
IRA
USD
2025-08-31
2,427,402
198,568
2,228,834
1
64.7
29.8
0
5.5
TSLA:25.0%;XLF:25.0%;MSFT:25.0%;QQQ:25.0%
US:62.8;EU:13.9;APAC:6.3;EM:13.7;Other:3.2
Value:+0.2;Growth:-0.5;Quality:+0.7;Size:+0.1;Momentum:0.0;LowVol:+0.9
null
7
25
5.2
hard 12%
187
17.2
Sideways
17.5
4.81
3.1
127
39
83
59
false
Sell
Trim extended winner -1%
-3
9
BrokerC
VWAP
94
null
null
Normal monitoring
-44
20
81
3
false
Increase defensive factor exposure
P5314
Hands-off
401k
USD
2025-09-06
509,943
40,774
469,169
1
73
18.8
0
8.2
VOO:22.7%;GLD:9.1%;AAPL:22.7%;XLF:22.7%;IEF:22.7%
US:63.7;EU:11.7;APAC:14.2;EM:6.0;Other:4.3
Value:+0.6;Growth:+0.6;Quality:+0.7;Size:+0.1;Momentum:+0.9;LowVol:+0.3
ESGOnly;MaxPos5%
10
35
3.3
trailing 10%
164
14.3
Volatile
23
3.89
3
125
40
78
61
false
NoAction
Within bands; monitor
2
8
BrokerA
LMT
96
null
null
Normal monitoring
21
-42
4
5
false
Tighten stops on momentum names
P5315
Active
Taxable
USD
2025-08-12
1,123,754
134,130
989,624
1
63.9
20.1
7.1
8.9
MUB:15.6%;IEF:15.0%;BRK.B:22.3%;TSLA:11.5%;QQQ:22.3%;AMZN:13.3%
US:62.0;EU:15.3;APAC:7.4;EM:13.0;Other:2.4
Value:+0.8;Growth:+0.9;Quality:+0.5;Size:+0.9;Momentum:+0.2;LowVol:-1.0
null
5
25
4
hard 12%
148
18.6
Bull
17.4
4.84
3.3
93
106
89
47
false
Sell
Trim extended winner -1%
34
0
BrokerC
LMT
98
null
null
Normal monitoring
45
-50
127
3
false
Increase defensive factor exposure
P5316
Opportunistic
Taxable
USD
2024-11-05
1,017,027
36,938
980,089
1.23
69
17.9
4.6
8.6
AAPL:13.1%;VTI:12.2%;HYG:17.3%;BND:23.5%;BRK.B:23.5%;TLT:10.3%
US:73.3;EU:5.3;APAC:12.0;EM:7.1;Other:2.3
Value:-0.1;Growth:+0.6;Quality:+0.9;Size:+0.7;Momentum:-0.3;LowVol:+0.5
MaxPos5%
10
35
5.1
hard 12%
274
21.8
Bull
17.9
4.54
2.5
71
112
100
58
true
Reduce
Cut high-beta by 2-3%, add cash
6
-21
BrokerB
LMT
90
VAR>budget
Reduce
Risk above budget threshold
-52
-2
-4
3
false
Monitor dispersion and breadth
P5317
Active
Trust
USD
2025-05-05
2,242,156
254,827
1,987,329
1
55.1
29.5
7.3
8
TSLA:9.1%;GLD:24.2%;VTI:24.2%;MSFT:10.3%;VNQ:15.5%;QQQ:16.7%
US:71.2;EU:8.3;APAC:8.1;EM:11.2;Other:1.3
Value:-0.9;Growth:+0.7;Quality:-0.2;Size:-0.8;Momentum:-0.3;LowVol:-0.5
MaxPos7%
7
25
4
hard 12%
127
17.2
Bear
33.1
3.53
3
186
-13
51
85
true
Hedge
Buy index puts 1% notional
29
-25
BrokerB
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
36
-49
63
2
true
Tax-aware sells next window
P5318
Systematic
Roth
USD
2025-03-10
965,812
80,586
885,226
1
60.6
27.3
3.9
8.2
AMZN:14.6%;XLF:17.6%;GLD:15.1%;TLT:20.8%;BND:20.8%;HYG:11.1%
US:66.3;EU:9.0;APAC:9.6;EM:11.5;Other:3.6
Value:+0.6;Growth:+0.2;Quality:0.0;Size:-0.1;Momentum:+0.7;LowVol:+1.0
MaxPos6%
7
35
5.5
hard 12%
159
28
Bull
16.1
4.81
2.2
97
96
89
46
false
Hedge
Add TLT +1% as duration hedge
12
-8
BrokerB
MKT
85
null
null
Normal monitoring
13
-3
28
5
false
Increase defensive factor exposure
P5319
Cautious
Roth
USD
2025-09-29
269,081
37,188
231,893
1
49.4
38
0.4
12.2
GLD:22.1%;TLT:18.7%;VOO:8.2%;HYG:20.1%;IEF:18.2%;VTI:12.7%
US:73.0;EU:11.9;APAC:7.7;EM:4.5;Other:2.9
Value:+0.5;Growth:+0.7;Quality:-0.1;Size:+0.9;Momentum:+0.2;LowVol:-0.4
MaxPos6%;NoMargin
7
30
5.3
trailing 8%
111
19.3
Volatile
29.5
4.48
2.9
116
32
51
73
true
Reduce
Cut high-beta by 2-3%, add cash
-8
-24
BrokerB
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-53
9
68
3
false
Monitor dispersion and breadth
P5320
Opportunistic
Roth
USD
2025-08-05
1,025,048
51,688
973,360
1
63.8
14.3
17.8
4.1
MUB:22.8%;TSLA:22.8%;TLT:16.4%;VOO:18.9%;HYG:19.1%
US:59.3;EU:13.1;APAC:13.3;EM:11.1;Other:3.3
Value:+0.1;Growth:+0.4;Quality:+0.7;Size:+0.6;Momentum:+0.5;LowVol:+0.3
null
7
30
5.3
trailing 7%
171
33.5
Sideways
15.2
4.21
2.6
90
45
63
46
true
Rebalance
Rebalance back to target bands
-1
12
BrokerD
VWAP
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
62
20
123
4
false
Within IPS guidelines
P5321
Hands-off
Trust
USD
2025-11-10
426,084
36,192
389,892
1
61.2
21.4
9.5
7.9
QQQ:33.3%;BRK.B:33.3%;VTI:33.3%
US:63.8;EU:15.7;APAC:9.9;EM:8.6;Other:2.0
Value:-0.9;Growth:-0.2;Quality:+0.1;Size:-0.4;Momentum:+0.7;LowVol:-0.3
MaxPos6%;NoDerivatives
6
30
5.7
trailing 10%
166
13
Volatile
29.8
5.47
4
110
-58
33
76
true
Hedge
Buy index puts 1% notional
-14
-22
BrokerB
MKT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
-49
-21
10
4
false
Monitor dispersion and breadth
P5322
Opportunistic
Roth
USD
2025-08-12
677,653
45,495
632,158
1
73.6
20
2
4.4
VNQ:15.1%;GLD:20.7%;TLT:18.6%;AAPL:9.9%;IEF:20.7%;VOO:15.0%
US:66.2;EU:14.0;APAC:7.3;EM:11.0;Other:1.4
Value:0.0;Growth:+0.7;Quality:-0.8;Size:-0.2;Momentum:-1.0;LowVol:+0.8
null
5
30
4.9
trailing 9%
246
23.8
Volatile
30.2
3.66
2.1
110
-5
44
80
true
Hedge
Buy index puts 1% notional
33
-34
BrokerD
VWAP
85
VAR>budget
Hedge
Risk above budget threshold
39
7
157
5
false
Within IPS guidelines
P5323
Opportunistic
401k
USD
2025-12-22
1,305,006
115,101
1,189,905
1
76.8
10.2
7
5.9
XLF:21.1%;TSLA:20.2%;VOO:17.5%;BND:21.1%;VTI:20.2%
US:66.5;EU:13.4;APAC:9.5;EM:7.9;Other:2.7
Value:-0.4;Growth:-0.7;Quality:+0.1;Size:-0.5;Momentum:-0.5;LowVol:-0.8
null
5
30
4.1
trailing 9%
215
20.2
Bull
11.8
4.07
3.4
86
26
76
47
false
Sell
Trim extended winner -1%
15
-12
BrokerC
VWAP
96
null
null
Normal monitoring
80
-39
53
4
false
Increase defensive factor exposure
P5324
Opportunistic
Taxable
USD
2025-09-29
1,694,435
150,479
1,543,956
1
65.3
17.7
11.4
5.6
AMZN:21.8%;BRK.B:12.4%;GLD:9.4%;MUB:12.7%;VNQ:21.8%;IEF:21.8%
US:63.6;EU:14.0;APAC:11.2;EM:10.8;Other:0.3
Value:+0.2;Growth:-0.0;Quality:+0.6;Size:-0.6;Momentum:-0.2;LowVol:-0.4
null
5
30
5
hard 12%
240
20.5
Sideways
20.3
4.91
2.5
95
9
47
62
false
Buy
Add to core equity +1%
35
-25
BrokerA
LMT
90
null
null
Normal monitoring
27
-27
122
5
false
Increase defensive factor exposure
P5325
Cautious
IRA
USD
2025-05-26
836,063
82,532
753,531
1
39
42.8
2.6
15.5
BND:23.5%;AMZN:16.6%;GLD:19.8%;VNQ:23.5%;XLF:16.7%
US:66.2;EU:11.8;APAC:8.9;EM:8.8;Other:4.3
Value:+0.8;Growth:+0.8;Quality:-0.0;Size:+0.9;Momentum:+0.2;LowVol:-0.9
MaxPos7%;NoMargin
10
35
5.2
hard 10%
143
13.7
Volatile
30.5
4.49
4.2
125
-34
19
67
false
Sell
Trim extended winner -1%
13
-32
BrokerC
MKT
86
null
null
Normal monitoring
103
-59
101
5
false
Tax-aware sells next window
P5326
Hands-off
Taxable
USD
2024-12-09
348,701
30,959
317,742
1
61.5
19.9
11.1
7.5
QQQ:33.3%;VTI:33.3%;GLD:33.3%
US:68.1;EU:10.2;APAC:10.9;EM:6.7;Other:4.0
Value:+0.6;Growth:+0.1;Quality:+0.2;Size:-0.1;Momentum:+0.6;LowVol:-1.0
null
7
30
4.3
trailing 8%
106
12.9
Bear
27.6
4.06
1.2
206
-26
31
73
true
Hedge
Buy index puts 1% notional
6
-15
BrokerD
LMT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
62
-9
202
2
false
Within IPS guidelines
P5327
Cautious
Trust
USD
2024-11-23
817,493
76,910
740,583
1
49.8
37.7
0
12.4
XLF:14.8%;MSFT:17.0%;QQQ:22.7%;BND:22.7%;VOO:22.7%
US:62.6;EU:12.0;APAC:10.7;EM:14.1;Other:0.6
Value:+0.2;Growth:-0.6;Quality:+0.4;Size:-0.8;Momentum:-0.6;LowVol:-0.2
NoMargin
7
25
4.5
hard 10%
146
19.6
Bear
29.9
3.85
2.6
169
-20
44
62
false
Buy
Add to core equity +1%
4
4
BrokerA
MKT
99
null
null
Normal monitoring
-28
-34
-38
5
false
Monitor dispersion and breadth
P5328
Cautious
Trust
USD
2024-10-14
610,566
64,318
546,248
1
35
37.5
16.2
11.3
MSFT:21.2%;TLT:14.2%;MUB:11.6%;AMZN:22.1%;QQQ:22.1%;VTI:8.7%
US:74.2;EU:9.1;APAC:8.4;EM:7.9;Other:0.2
Value:-0.1;Growth:+1.0;Quality:-0.0;Size:-0.1;Momentum:-0.4;LowVol:+0.1
MaxPos8%;NoMargin
7
30
5
trailing 8%
148
12.8
Volatile
25
4.92
4.4
174
-25
36
43
true
Hedge
Buy index puts 1% notional
-5
6
BrokerC
MKT
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
102
-7
236
2
false
Monitor dispersion and breadth
P5329
Hands-off
401k
USD
2025-06-20
475,074
31,804
443,270
1
70.6
21.5
0
8
HYG:28.2%;MSFT:16.3%;IEF:27.4%;XLF:28.2%
US:61.6;EU:9.5;APAC:13.6;EM:10.3;Other:5.0
Value:-1.0;Growth:-0.5;Quality:+0.2;Size:-0.1;Momentum:+0.3;LowVol:0.0
MaxPos8%
8
30
3.9
trailing 10%
165
12.8
Bear
29.7
3.71
1.3
178
-66
12
76
true
Rebalance
Rebalance back to target bands
-7
-20
BrokerD
LMT
96
RegimeShift
TightenStops
Volatility spike and breadth deterioration
17
0
99
2
false
Tighten stops on momentum names
P5330
Opportunistic
IRA
USD
2025-10-08
564,414
29,030
535,384
1
67.8
17.1
7.7
7.3
BRK.B:17.7%;BND:15.9%;TSLA:12.9%;IEF:20.7%;AAPL:14.4%;XLF:18.6%
US:71.4;EU:5.5;APAC:12.8;EM:7.1;Other:3.3
Value:-1.0;Growth:-0.1;Quality:+0.9;Size:-0.5;Momentum:-0.8;LowVol:-0.0
null
6
25
5.2
hard 12%
174
21.2
Bull
12.3
4.42
3.5
114
66
81
41
false
Rebalance
Shift +1% to bonds from equity
23
15
BrokerD
MKT
96
null
null
Normal monitoring
52
-13
129
5
false
Tax-aware sells next window
P5331
Active
Roth
USD
2024-12-06
1,107,367
109,185
998,182
1
60.8
25.8
6.7
6.7
AMZN:22.9%;BRK.B:22.9%;XLF:21.3%;IEF:22.0%;BND:10.9%
US:60.0;EU:11.5;APAC:15.5;EM:12.9;Other:0.1
Value:+0.6;Growth:0.0;Quality:0.0;Size:-0.2;Momentum:+0.8;LowVol:+0.9
null
10
35
4.5
trailing 9%
210
23.3
Bull
11.5
4.41
3.4
120
24
67
40
false
Buy
Add to core equity +1%
-5
-6
BrokerC
VWAP
85
null
null
Normal monitoring
32
-6
132
4
false
Increase defensive factor exposure
P5332
Active
IRA
USD
2025-04-04
2,029,625
176,807
1,852,818
1
57.8
26.3
7.6
8.3
AMZN:33.3%;BND:36.1%;VOO:30.5%
US:78.8;EU:5.4;APAC:6.9;EM:6.3;Other:2.6
Value:-0.3;Growth:-0.9;Quality:+0.9;Size:+0.3;Momentum:-0.1;LowVol:+0.5
null
8
35
5.8
trailing 8%
126
17
Volatile
23.7
5.4
4.2
136
47
81
64
false
Buy
Add to core equity +1%
-2
-28
BrokerA
VWAP
96
null
null
Normal monitoring
117
-55
117
4
false
Within IPS guidelines
P5333
Hands-off
Trust
USD
2025-09-03
701,728
33,953
667,775
1
73.2
17.4
2.6
6.9
XLF:22.7%;AMZN:11.5%;VTI:22.7%;IEF:7.1%;BND:22.7%;TSLA:13.4%
US:69.7;EU:16.8;APAC:6.6;EM:4.6;Other:2.2
Value:+0.1;Growth:+0.6;Quality:-0.5;Size:-0.6;Momentum:-0.8;LowVol:-0.5
ESGOnly;MaxPos5%
10
30
4.7
trailing 8%
93
19.3
Sideways
20.7
4.84
3
127
-6
47
61
false
Sell
Trim extended winner -1%
31
-4
BrokerD
VWAP
87
null
null
Normal monitoring
0
-40
70
5
false
Tighten stops on momentum names
P5334
Systematic
Taxable
USD
2025-07-23
1,643,590
163,965
1,479,625
1
67.9
24
0
8.1
AMZN:22.8%;IEF:15.0%;BND:16.6%;VTI:22.8%;MSFT:22.8%
US:68.8;EU:17.1;APAC:6.4;EM:6.6;Other:1.2
Value:-0.1;Growth:-0.5;Quality:-0.4;Size:-0.9;Momentum:-0.8;LowVol:-0.2
NoDerivatives
10
35
5.4
trailing 9%
128
19.8
Sideways
16.7
4.77
3.2
134
40
74
44
false
Rebalance
Shift +1% to bonds from equity
22
-6
BrokerC
LMT
97
null
null
Normal monitoring
41
-14
74
5
false
Within IPS guidelines
P5335
Active
IRA
USD
2024-10-07
2,308,110
274,058
2,034,052
1
55.4
29.6
7.8
7.2
TLT:23.1%;VTI:28.9%;HYG:28.9%;QQQ:19.0%
US:58.8;EU:16.5;APAC:14.2;EM:7.1;Other:3.5
Value:+0.9;Growth:+0.6;Quality:-0.1;Size:-0.8;Momentum:-0.3;LowVol:+0.7
MaxPos6%
7
35
4.5
trailing 8%
191
20.7
Bull
16.4
3.64
3.4
97
41
68
39
false
Rebalance
Shift +1% to bonds from equity
20
-28
BrokerA
MKT
87
null
null
Normal monitoring
67
5
57
4
false
Increase defensive factor exposure
P5336
Active
401k
USD
2024-12-30
2,358,753
282,191
2,076,562
1.13
62.9
29.1
0
8
HYG:22.3%;VNQ:20.4%;TSLA:22.3%;AMZN:12.8%;GLD:22.3%
US:59.4;EU:18.0;APAC:13.7;EM:4.4;Other:4.5
Value:-0.4;Growth:-0.6;Quality:-0.6;Size:+0.5;Momentum:-0.3;LowVol:-0.7
NoDerivatives
5
25
6
trailing 8%
156
19.1
Bull
14.6
4.89
2.7
106
99
100
43
false
NoAction
Within bands; monitor
34
-7
BrokerC
LMT
91
null
null
Normal monitoring
4
-25
116
5
false
Tax-aware sells next window
P5337
Cautious
Taxable
USD
2025-01-12
339,612
47,435
292,177
1
35.7
32.5
15.3
16.5
GLD:15.9%;QQQ:23.3%;VNQ:18.7%;MUB:23.3%;IEF:18.7%
US:58.2;EU:20.6;APAC:9.9;EM:6.2;Other:5.2
Value:+0.1;Growth:+0.6;Quality:+1.0;Size:+0.6;Momentum:-0.9;LowVol:+0.6
ESGOnly;NoMargin
6
30
5.1
hard 10%
101
19.2
Bear
29.2
3.02
1.6
186
-100
10
62
false
Hedge
Add TLT +1% as duration hedge
19
-38
BrokerA
MKT
85
null
null
Normal monitoring
114
-45
100
5
false
Monitor dispersion and breadth
P5338
Cautious
Trust
USD
2025-10-15
708,195
72,495
635,700
1
50.7
31
7.9
10.4
AAPL:16.6%;GLD:16.2%;QQQ:18.5%;BND:15.3%;IEF:20.0%;VOO:13.4%
US:62.6;EU:12.1;APAC:13.0;EM:10.4;Other:1.9
Value:+0.3;Growth:+0.2;Quality:+0.2;Size:-0.9;Momentum:+0.7;LowVol:-0.3
ESGOnly;NoMargin
7
30
5
trailing 10%
105
12.3
Bull
14.8
3.51
2.3
78
39
71
37
true
Hedge
Buy index puts 1% notional
-9
-7
BrokerC
MKT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-49
-22
-4
2
false
Monitor dispersion and breadth
P5339
Hands-off
IRA
USD
2025-10-17
756,241
43,894
712,347
1
58.6
29.7
3.1
8.6
BRK.B:21.6%;HYG:17.9%;BND:21.6%;VOO:17.8%;GLD:21.1%
US:67.4;EU:7.5;APAC:6.9;EM:12.8;Other:5.4
Value:+0.6;Growth:+0.1;Quality:-0.5;Size:-0.9;Momentum:+0.8;LowVol:-0.5
MaxPos7%
10
25
5.1
trailing 8%
101
16.2
Sideways
16.2
4.09
2.4
111
-24
42
57
false
Sell
Trim extended winner -1%
15
-38
BrokerC
MKT
94
null
null
Normal monitoring
111
-55
91
4
false
Monitor dispersion and breadth
P5340
Opportunistic
401k
USD
2025-03-13
1,490,841
114,906
1,375,935
1
73.6
14.3
6.5
5.6
GLD:25.0%;IEF:25.0%;QQQ:25.0%;AAPL:25.0%
US:62.7;EU:14.5;APAC:10.3;EM:8.9;Other:3.6
Value:-0.9;Growth:+0.5;Quality:-0.7;Size:+0.5;Momentum:-0.2;LowVol:+0.1
MaxPos6%;NoDerivatives
6
30
4.1
hard 12%
167
27.4
Volatile
24.9
4.14
4.1
135
-5
32
77
true
Hedge
Buy index puts 1% notional
0
8
BrokerA
VWAP
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
86
-41
95
2
true
Monitor dispersion and breadth
P5341
Systematic
Taxable
USD
2025-11-19
867,919
52,384
815,535
1
66.9
22.3
3.1
7.7
MUB:15.6%;TLT:28.1%;VOO:28.1%;HYG:28.1%
US:71.6;EU:10.4;APAC:13.6;EM:3.6;Other:0.8
Value:-0.4;Growth:-0.6;Quality:-0.7;Size:0.0;Momentum:-0.4;LowVol:-0.9
null
5
25
4.3
trailing 9%
148
26.3
Sideways
15.1
5
2.5
125
18
61
59
false
Buy
Add to core equity +1%
-11
6
BrokerC
VWAP
89
null
null
Normal monitoring
112
10
115
5
false
Tighten stops on momentum names
P5342
Hands-off
401k
USD
2025-07-28
460,577
40,479
420,098
1
59.8
28.8
6.1
5.3
VTI:23.3%;HYG:15.9%;VNQ:23.3%;QQQ:14.3%;IEF:23.3%
US:64.6;EU:13.6;APAC:8.6;EM:8.8;Other:4.4
Value:+0.9;Growth:+0.8;Quality:+0.4;Size:+0.7;Momentum:+0.4;LowVol:+0.6
ESGOnly;MaxPos8%
8
25
5.8
hard 10%
126
17.8
Bear
25.6
3.23
1.4
213
-84
11
62
false
Buy
Add to core equity +1%
1
-15
BrokerD
MKT
87
null
null
Normal monitoring
63
20
51
3
false
Increase defensive factor exposure
P5343
Hands-off
Taxable
USD
2025-11-06
335,963
22,469
313,494
1
68.4
26.1
0
5.5
BND:16.6%;HYG:17.5%;AMZN:21.5%;AAPL:21.5%;XLF:14.2%;IEF:8.8%
US:72.4;EU:5.7;APAC:8.0;EM:10.1;Other:3.8
Value:-0.8;Growth:+0.3;Quality:-0.8;Size:-0.0;Momentum:-0.9;LowVol:+0.2
MaxPos6%
8
25
6
trailing 8%
161
17.1
Bull
11.8
4.03
2.9
95
113
100
49
false
Hedge
Add TLT +1% as duration hedge
10
6
BrokerD
MKT
94
null
null
Normal monitoring
42
-56
16
4
false
Tighten stops on momentum names
P5344
Systematic
Roth
USD
2025-01-14
570,150
45,455
524,695
1
59.7
31.1
0
9.2
HYG:26.0%;TSLA:26.0%;AMZN:13.6%;BRK.B:26.0%;AAPL:8.5%
US:69.6;EU:5.8;APAC:11.7;EM:8.5;Other:4.5
Value:-0.1;Growth:-0.1;Quality:-0.6;Size:+0.4;Momentum:-0.9;LowVol:+1.0
MaxPos6%
5
35
4.3
trailing 9%
142
16.5
Sideways
21
3.99
2.9
120
4
38
60
false
Hedge
Add TLT +1% as duration hedge
34
-15
BrokerA
LMT
89
null
null
Normal monitoring
-15
-44
35
4
false
Monitor dispersion and breadth
P5345
Active
Trust
USD
2025-11-05
2,333,506
236,452
2,097,054
1.14
58.7
30.5
2.6
8.2
BRK.B:12.1%;IEF:20.8%;TSLA:15.4%;VTI:15.4%;AMZN:15.4%;VOO:20.8%
US:63.8;EU:15.0;APAC:9.5;EM:9.9;Other:1.8
Value:-0.4;Growth:-0.3;Quality:+0.8;Size:+0.5;Momentum:-0.3;LowVol:+0.2
null
10
30
5.8
trailing 9%
136
19.6
Bull
16.4
3.93
2.3
98
91
88
57
false
Sell
Trim extended winner -1%
14
-31
BrokerB
LMT
98
null
null
Normal monitoring
65
-39
167
5
false
Tax-aware sells next window
P5346
Active
Roth
USD
2025-04-14
607,644
66,622
541,022
1
54
31
7
7.9
MSFT:13.2%;XLF:13.3%;AMZN:20.1%;TSLA:21.2%;VOO:21.2%;TLT:10.9%
US:67.4;EU:11.5;APAC:10.0;EM:7.0;Other:4.0
Value:+0.3;Growth:+0.9;Quality:+0.3;Size:+0.9;Momentum:-0.8;LowVol:+0.4
null
7
25
5.7
trailing 9%
147
18.1
Sideways
14.6
3.85
3.5
111
40
70
41
false
Buy
Add to core equity +1%
21
-25
BrokerA
LMT
90
null
null
Normal monitoring
51
8
190
3
false
Within IPS guidelines
P5347
Systematic
Roth
USD
2025-09-06
1,472,981
117,915
1,355,066
1
55.2
23.2
11.8
9.8
TSLA:14.1%;VOO:22.2%;QQQ:22.2%;VTI:20.5%;AAPL:21.0%
US:62.6;EU:20.4;APAC:8.0;EM:3.7;Other:5.2
Value:-0.4;Growth:+0.5;Quality:-0.7;Size:-0.9;Momentum:-0.9;LowVol:+0.2
MaxPos5%;NoDerivatives
8
35
4.7
trailing 8%
121
27.2
Volatile
24.6
3.76
2
163
27
61
60
false
Rebalance
Shift +1% to bonds from equity
1
0
BrokerB
LMT
98
null
null
Normal monitoring
23
-10
17
5
false
Tighten stops on momentum names
P5348
Hands-off
401k
USD
2025-08-13
792,500
71,178
721,322
1
63.4
17
14.5
5
XLF:8.4%;HYG:17.0%;AMZN:22.1%;MSFT:15.1%;VTI:20.2%;VNQ:17.3%
US:66.9;EU:16.0;APAC:9.9;EM:6.0;Other:1.1
Value:-0.8;Growth:-0.3;Quality:-0.7;Size:-0.5;Momentum:-0.5;LowVol:-0.3
null
5
25
4.7
trailing 8%
152
18.3
Bull
13.1
3.96
2
92
115
100
41
true
Hedge
Buy index puts 1% notional
18
6
BrokerD
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
117
-46
112
2
true
Within IPS guidelines
P5349
Systematic
IRA
USD
2025-05-18
493,940
43,000
450,940
1
60.9
32
0
7.1
TLT:23.7%;GLD:23.7%;XLF:10.7%;TSLA:19.3%;AAPL:22.7%
US:70.2;EU:6.0;APAC:7.7;EM:11.9;Other:4.2
Value:+1.0;Growth:+0.8;Quality:+0.2;Size:-0.9;Momentum:+0.4;LowVol:+0.5
NoDerivatives
7
35
4.6
trailing 8%
129
19.8
Bull
15.3
3.65
2.9
82
84
96
43
false
Hedge
Add TLT +1% as duration hedge
21
-9
BrokerB
MKT
93
null
null
Normal monitoring
44
-33
133
4
false
Monitor dispersion and breadth
P5350
Opportunistic
Taxable
USD
2024-09-14
1,779,390
93,801
1,685,589
1
60.6
19.2
12.3
7.9
GLD:23.5%;VNQ:23.5%;AMZN:15.5%;TSLA:23.5%;TLT:13.9%
US:64.4;EU:15.0;APAC:9.7;EM:9.0;Other:1.9
Value:-0.2;Growth:+0.7;Quality:-0.3;Size:-0.1;Momentum:-0.8;LowVol:+0.2
MaxPos8%;NoDerivatives
8
25
6.5
trailing 7%
246
32.6
Bull
12.7
4.36
2.4
94
10
43
45
false
Rebalance
Shift +1% to bonds from equity
-15
14
BrokerD
LMT
86
null
null
Normal monitoring
40
-14
165
5
false
Within IPS guidelines
P5351
Cautious
Roth
USD
2024-11-30
460,757
70,717
390,040
1
36.2
34.4
19
10.5
GLD:21.4%;MUB:14.3%;TSLA:12.2%;VOO:14.3%;IEF:21.4%;BRK.B:16.5%
US:74.9;EU:5.9;APAC:9.9;EM:4.5;Other:4.8
Value:+0.1;Growth:0.0;Quality:-0.6;Size:+0.8;Momentum:+0.1;LowVol:+0.3
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
6
35
3.5
trailing 8%
157
16.9
Sideways
16.2
4.51
3
111
3
36
44
false
Sell
Trim extended winner -1%
-4
-19
BrokerB
MKT
97
null
null
Normal monitoring
-59
-5
-50
3
false
Monitor dispersion and breadth
P5352
Systematic
401k
USD
2025-10-06
1,045,149
47,408
997,741
1
58
31
3.9
7.1
IEF:33.3%;HYG:33.3%;XLF:33.3%
US:62.8;EU:16.8;APAC:9.6;EM:9.4;Other:1.3
Value:-0.7;Growth:+0.3;Quality:+0.8;Size:+0.3;Momentum:+0.5;LowVol:+0.4
null
8
30
4.9
hard 12%
180
24.8
Bear
34.1
3.94
1.5
196
-55
14
76
true
Hedge
Buy index puts 1% notional
-13
-8
BrokerD
LMT
86
VAR>budget
Reduce
Risk above budget threshold
7
-60
99
3
false
Tighten stops on momentum names
P5353
Opportunistic
Trust
USD
2025-04-25
568,532
34,994
533,538
1.19
69.4
20.6
4.4
5.6
GLD:21.6%;MUB:20.2%;TSLA:18.5%;IEF:18.1%;AAPL:21.6%
US:68.0;EU:12.2;APAC:10.6;EM:5.8;Other:3.4
Value:0.0;Growth:-0.3;Quality:-0.6;Size:+0.8;Momentum:+1.0;LowVol:+1.0
null
7
35
4.2
hard 12%
222
33.4
Sideways
18.3
4.92
2.9
138
24
49
60
false
Rebalance
Shift +1% to bonds from equity
12
1
BrokerB
LMT
86
null
null
Normal monitoring
75
-37
97
4
false
Tighten stops on momentum names
P5354
Hands-off
Trust
USD
2025-03-20
288,266
17,041
271,225
1
70.3
15.8
4.2
9.7
QQQ:33.3%;AMZN:33.3%;VOO:33.3%
US:65.6;EU:17.0;APAC:12.6;EM:4.8;Other:0.0
Value:+0.4;Growth:-0.7;Quality:+0.4;Size:+0.1;Momentum:-0.8;LowVol:-0.7
MaxPos6%
8
30
5.5
trailing 8%
96
19.5
Volatile
29.6
4.16
4.3
135
-51
21
85
true
Reduce
Cut high-beta by 2-3%, add cash
17
-2
BrokerA
LMT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
56
12
89
2
false
Within IPS guidelines
P5355
Active
IRA
USD
2025-10-02
1,096,662
96,256
1,000,406
1
66.6
26.5
0
6.9
GLD:17.1%;QQQ:29.9%;IEF:23.0%;AAPL:29.9%
US:54.6;EU:21.3;APAC:14.6;EM:4.4;Other:5.2
Value:-0.8;Growth:+0.1;Quality:+0.9;Size:-0.0;Momentum:-0.9;LowVol:-0.6
MaxPos6%;NoDerivatives
8
35
5.3
hard 12%
195
24.7
Volatile
24.9
3.62
4.1
171
-32
36
74
true
Hedge
Buy index puts 1% notional
3
-36
BrokerB
MKT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
119
-28
150
2
false
Monitor dispersion and breadth
P5356
Opportunistic
Trust
USD
2024-11-05
1,198,070
76,648
1,121,422
1
75
19.6
0.9
4.5
AAPL:22.4%;IEF:22.4%;MUB:22.3%;TLT:22.4%;BRK.B:10.4%
US:70.2;EU:9.8;APAC:11.4;EM:5.1;Other:3.4
Value:-0.6;Growth:-0.7;Quality:-0.9;Size:-0.4;Momentum:+0.8;LowVol:-0.5
MaxPos7%;NoDerivatives
6
35
5.9
trailing 9%
198
22.7
Bull
13.6
3.84
3
75
79
75
49
false
Sell
Trim extended winner -1%
-15
-19
BrokerA
MKT
100
null
null
Normal monitoring
93
8
211
5
false
Monitor dispersion and breadth
P5357
Hands-off
IRA
USD
2025-10-14
399,032
29,518
369,514
1
67.6
26.4
0
6
GLD:9.0%;TLT:21.7%;AMZN:14.6%;VOO:21.7%;AAPL:18.8%;BRK.B:14.2%
US:78.1;EU:5.8;APAC:6.2;EM:4.8;Other:5.1
Value:-0.6;Growth:-0.6;Quality:-0.2;Size:-0.7;Momentum:-1.0;LowVol:+0.7
ESGOnly;NoDerivatives
6
25
4
hard 10%
145
13.4
Sideways
17.8
3.62
2.5
93
5
44
48
false
Rebalance
Shift +1% to bonds from equity
-9
-36
BrokerC
VWAP
98
null
null
Normal monitoring
-60
-27
-42
5
false
Within IPS guidelines
P5358
Active
Taxable
USD
2024-11-30
2,277,633
137,458
2,140,175
1.09
57
23.3
13.8
5.9
IEF:21.1%;AMZN:23.8%;VTI:12.1%;TLT:19.2%;BRK.B:23.8%
US:65.0;EU:11.3;APAC:11.0;EM:8.4;Other:4.4
Value:+0.2;Growth:+0.6;Quality:+0.5;Size:+0.2;Momentum:-0.9;LowVol:-0.5
NoDerivatives
5
25
5
trailing 9%
164
22.7
Bull
13
4.3
2.7
76
9
41
46
false
Hedge
Add TLT +1% as duration hedge
4
-27
BrokerB
LMT
87
null
null
Normal monitoring
84
-16
183
5
false
Tax-aware sells next window
P5359
Systematic
Roth
USD
2024-12-11
711,588
48,981
662,607
1
63
20.4
10.2
6.4
TLT:14.0%;VTI:10.2%;AMZN:14.9%;VNQ:20.2%;BRK.B:20.5%;XLF:20.3%
US:63.9;EU:11.8;APAC:7.0;EM:12.1;Other:5.2
Value:-0.0;Growth:+0.3;Quality:+0.3;Size:-1.0;Momentum:-0.1;LowVol:0.0
MaxPos7%
5
35
5.2
trailing 8%
218
25.7
Bear
33.9
3.64
2.9
160
-59
25
92
true
Rebalance
Rebalance back to target bands
20
-27
BrokerD
VWAP
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
84
-49
103
5
false
Tax-aware sells next window
P5360
Systematic
Roth
USD
2025-12-20
1,138,201
87,973
1,050,228
1
69
23.1
0
7.8
HYG:16.8%;QQQ:27.7%;IEF:27.7%;TSLA:27.7%
US:73.1;EU:11.5;APAC:6.2;EM:7.9;Other:1.3
Value:-0.7;Growth:0.0;Quality:-0.7;Size:+0.3;Momentum:-0.3;LowVol:+0.3
NoDerivatives
6
25
5.5
trailing 8%
120
23.4
Sideways
19.7
3.94
2.5
130
58
83
53
false
Rebalance
Shift +1% to bonds from equity
-5
14
BrokerA
VWAP
85
null
null
Normal monitoring
100
16
64
4
false
Tighten stops on momentum names
P5361
Active
401k
USD
2024-11-28
2,015,778
217,627
1,798,151
1.16
53.3
26.3
10.9
9.5
GLD:16.5%;AAPL:25.1%;MUB:18.2%;VTI:15.1%;TSLA:25.1%
US:66.9;EU:7.7;APAC:14.6;EM:9.8;Other:0.9
Value:-0.9;Growth:-0.2;Quality:-0.9;Size:+0.1;Momentum:-0.7;LowVol:-0.2
MaxPos5%
8
35
4.3
hard 12%
158
27.5
Bull
11.8
4.23
2.3
82
71
77
35
false
Rebalance
Shift +1% to bonds from equity
2
-37
BrokerB
LMT
89
null
null
Normal monitoring
-38
9
-50
3
false
Monitor dispersion and breadth
P5362
Opportunistic
Trust
USD
2024-08-23
1,239,984
44,389
1,195,595
1.1
74.1
18.2
0
7.7
GLD:16.0%;VOO:16.2%;TSLA:15.0%;BND:20.3%;VNQ:12.0%;AAPL:20.3%
US:64.6;EU:11.9;APAC:13.9;EM:5.4;Other:4.1
Value:-0.8;Growth:-0.8;Quality:+0.9;Size:-0.2;Momentum:-0.5;LowVol:-0.5
null
10
25
5.9
trailing 7%
166
34.2
Bull
12.1
3.69
2.1
102
29
67
51
true
Hedge
Buy index puts 1% notional
15
5
BrokerB
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
90
-51
111
5
false
Increase defensive factor exposure
P5363
Opportunistic
Taxable
USD
2024-07-24
1,231,194
39,575
1,191,619
1
77.6
14.9
1.1
6.4
BRK.B:28.5%;MSFT:35.8%;VNQ:35.8%
US:70.1;EU:13.7;APAC:5.5;EM:9.4;Other:1.3
Value:-0.4;Growth:-0.6;Quality:-0.3;Size:+0.8;Momentum:+0.1;LowVol:-0.6
NoDerivatives
7
35
4.2
trailing 7%
209
26.2
Bear
28.8
4.47
1
173
17
59
77
true
Hedge
Buy index puts 1% notional
-7
-18
BrokerA
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
95
-27
95
3
false
Monitor dispersion and breadth
P5364
Hands-off
Trust
USD
2024-11-25
222,293
22,011
200,282
1
63.8
17.9
9.6
8.7
TLT:34.8%;QQQ:30.4%;BND:34.8%
US:61.6;EU:18.7;APAC:12.9;EM:5.1;Other:1.7
Value:-0.1;Growth:-0.7;Quality:-0.1;Size:+0.9;Momentum:+0.2;LowVol:-0.8
null
5
25
4.2
trailing 8%
132
19.3
Volatile
30.6
4.88
2.3
110
57
86
78
true
Reduce
Cut high-beta by 2-3%, add cash
28
4
BrokerC
LMT
97
VAR>budget
Hedge
Risk above budget threshold
54
-40
41
5
false
Tax-aware sells next window
P5365
Hands-off
401k
USD
2025-03-05
267,216
20,703
246,513
1
57
22.8
12.3
8
QQQ:33.3%;XLF:33.3%;TLT:33.3%
US:68.3;EU:10.9;APAC:9.9;EM:7.9;Other:3.0
Value:+0.9;Growth:+0.1;Quality:-0.6;Size:+0.9;Momentum:0.0;LowVol:-0.4
ESGOnly
10
35
4.5
hard 10%
151
16.4
Bear
27.5
3.51
2.7
192
1
39
66
false
Hedge
Add TLT +1% as duration hedge
9
6
BrokerD
VWAP
97
null
null
Normal monitoring
35
-28
156
5
false
Increase defensive factor exposure
P5366
Active
Taxable
USD
2025-06-15
1,483,237
130,291
1,352,946
1
63.9
28.5
1
6.5
XLF:8.7%;BND:22.5%;BRK.B:22.9%;VNQ:22.9%;TLT:22.9%
US:68.4;EU:11.9;APAC:9.4;EM:10.2;Other:0.1
Value:+0.5;Growth:-0.8;Quality:+0.1;Size:+0.8;Momentum:+0.9;LowVol:+0.5
MaxPos5%
6
25
5.8
trailing 8%
133
26
Bull
14.1
3.56
3.2
88
109
100
48
false
NoAction
Within bands; monitor
10
-28
BrokerB
MKT
0
null
null
Normal monitoring
1
15
107
3
false
Within IPS guidelines
P5367
Cautious
Taxable
USD
2025-10-24
397,094
51,992
345,102
1
38
35.8
11.6
14.5
VOO:14.6%;XLF:21.4%;HYG:18.0%;VTI:13.2%;MUB:11.4%;QQQ:21.4%
US:61.7;EU:15.7;APAC:12.6;EM:7.1;Other:2.9
Value:+0.2;Growth:+0.2;Quality:-0.8;Size:-0.4;Momentum:+0.1;LowVol:+0.1
MaxPos5%;NoDerivatives;NoMargin
8
30
3.4
trailing 8%
118
16.6
Bear
27.4
4.31
1.4
135
-89
5
49
false
Rebalance
Shift +1% to bonds from equity
-12
-8
BrokerB
VWAP
93
null
null
Normal monitoring
53
18
162
3
false
Monitor dispersion and breadth
P5368
Cautious
401k
USD
2025-12-03
798,145
84,785
713,360
1
38.2
42
3.6
16.2
TLT:33.3%;AAPL:33.3%;TSLA:33.3%
US:66.8;EU:16.9;APAC:6.9;EM:5.5;Other:4.0
Value:-0.3;Growth:-0.2;Quality:+0.5;Size:-0.6;Momentum:+0.3;LowVol:+0.6
MaxPos5%;NoMargin
10
35
4
trailing 10%
126
12.1
Volatile
29.5
5.47
4.4
163
16
51
65
false
NoAction
Within bands; monitor
-12
-10
BrokerB
MKT
0
null
null
Normal monitoring
7
-18
15
4
false
Within IPS guidelines
P5369
Cautious
IRA
USD
2025-02-01
811,255
78,944
732,311
1
49.1
40
0
11
IEF:22.7%;AAPL:14.8%;BRK.B:22.7%;VOO:11.5%;GLD:19.8%;VNQ:8.5%
US:60.4;EU:14.7;APAC:12.7;EM:10.6;Other:1.6
Value:+0.5;Growth:-0.2;Quality:-0.6;Size:+0.9;Momentum:-0.5;LowVol:-0.7
NoMargin
5
30
4.2
trailing 10%
122
15.4
Bear
31.2
4.06
1.1
153
-41
19
67
false
Buy
Add to core equity +1%
-6
1
BrokerB
MKT
92
null
null
Normal monitoring
34
-9
120
4
false
Tax-aware sells next window
P5370
Cautious
IRA
USD
2024-12-20
311,757
41,771
269,986
1
45
34.3
10.3
10.4
VTI:22.1%;VNQ:22.1%;MSFT:22.1%;AMZN:18.0%;BRK.B:15.5%
US:68.3;EU:13.4;APAC:5.7;EM:9.1;Other:3.5
Value:-0.3;Growth:-0.2;Quality:-0.5;Size:+0.4;Momentum:-0.6;LowVol:+0.1
ESGOnly;MaxPos7%;NoMargin
7
30
3.3
trailing 8%
170
17.1
Bull
11.6
4.03
3.2
75
81
75
33
false
Hedge
Add TLT +1% as duration hedge
29
-37
BrokerB
LMT
85
null
null
Normal monitoring
0
-35
-31
3
false
Tax-aware sells next window
P5371
Cautious
401k
USD
2025-07-09
234,012
22,285
211,727
1
37
30.9
17.4
14.6
VTI:23.1%;TSLA:10.1%;BND:21.5%;VNQ:23.1%;AAPL:12.0%;QQQ:10.2%
US:60.1;EU:17.3;APAC:10.5;EM:7.9;Other:4.3
Value:+0.1;Growth:-0.4;Quality:-0.0;Size:-0.3;Momentum:+0.7;LowVol:-0.8
ESGOnly;NoMargin
10
35
5
trailing 8%
143
14.9
Volatile
23.1
5.22
3.6
111
36
57
41
false
Sell
Trim extended winner -1%
25
10
BrokerA
LMT
87
null
null
Normal monitoring
-14
-26
-6
5
false
Tighten stops on momentum names
P5372
Active
Roth
USD
2025-06-28
1,310,494
106,560
1,203,934
1
65.6
20.6
6.6
7.3
HYG:33.3%;AMZN:33.3%;MUB:33.3%
US:57.4;EU:15.6;APAC:14.5;EM:9.9;Other:2.5
Value:-0.5;Growth:-0.3;Quality:-0.8;Size:+1.0;Momentum:+0.2;LowVol:+0.4
null
5
25
4.8
trailing 8%
222
25.1
Volatile
22.4
4.74
2.5
165
-21
31
67
false
Rebalance
Shift +1% to bonds from equity
3
-7
BrokerC
LMT
86
null
null
Normal monitoring
80
-52
145
4
false
Tighten stops on momentum names
P5373
Opportunistic
Trust
USD
2025-11-07
1,048,385
89,991
958,394
1.19
64.4
13.8
13
8.8
BND:33.3%;VOO:33.3%;VNQ:33.3%
US:67.4;EU:8.3;APAC:12.5;EM:8.3;Other:3.5
Value:+0.9;Growth:+0.9;Quality:-0.7;Size:+0.1;Momentum:+0.1;LowVol:+1.0
MaxPos6%;NoDerivatives
8
35
6
hard 12%
254
24.8
Bull
11.5
4.3
2.8
84
83
100
32
false
Rebalance
Shift +1% to bonds from equity
14
-24
BrokerD
MKT
86
null
null
Normal monitoring
69
-1
207
3
false
Tax-aware sells next window
P5374
Cautious
IRA
USD
2025-02-13
837,996
116,288
721,708
1
35.1
43
10.2
11.7
MUB:27.9%;XLF:16.6%;MSFT:27.9%;QQQ:27.6%
US:74.4;EU:10.4;APAC:5.0;EM:7.8;Other:2.4
Value:+0.6;Growth:+0.9;Quality:-1.0;Size:-0.6;Momentum:-0.1;LowVol:+0.3
MaxPos8%;NoMargin
5
35
4.4
trailing 10%
160
18.1
Sideways
15.9
3.78
3.3
92
12
68
37
false
Sell
Trim extended winner -1%
25
-13
BrokerD
MKT
100
null
null
Normal monitoring
27
-11
31
4
false
Increase defensive factor exposure
P5375
Opportunistic
Trust
USD
2024-10-28
404,656
31,038
373,618
1
67.1
10.8
13.3
8.7
AAPL:16.8%;MUB:9.6%;HYG:21.8%;QQQ:21.8%;VTI:16.1%;GLD:14.0%
US:64.3;EU:18.0;APAC:7.1;EM:6.4;Other:4.2
Value:+0.9;Growth:-0.2;Quality:+0.3;Size:-0.3;Momentum:0.0;LowVol:-0.3
MaxPos6%
6
30
5.9
trailing 9%
255
32.2
Bear
29.7
3.47
2.7
186
25
49
85
true
Hedge
Buy index puts 1% notional
14
-9
BrokerC
LMT
96
VAR>budget
Reduce
Risk above budget threshold
45
-18
70
3
false
Monitor dispersion and breadth
P5376
Active
IRA
USD
2025-07-20
1,999,899
126,505
1,873,394
1
57.9
22.8
13.2
6
HYG:24.7%;VTI:11.0%;XLF:24.7%;BRK.B:14.9%;VNQ:24.7%
US:63.3;EU:11.9;APAC:8.4;EM:10.7;Other:5.6
Value:+0.1;Growth:-0.0;Quality:-0.0;Size:-0.5;Momentum:+0.1;LowVol:+0.7
MaxPos5%
7
25
4.9
trailing 9%
224
16.7
Volatile
25.6
5.47
4
178
22
69
63
false
Sell
Trim extended winner -1%
23
-15
BrokerA
MKT
100
null
null
Normal monitoring
-37
15
64
5
false
Within IPS guidelines
P5377
Active
Roth
USD
2024-08-26
698,061
81,753
616,308
1
69.6
20.9
3.2
6.3
AAPL:25.2%;BND:24.5%;TLT:25.2%;GLD:25.2%
US:69.2;EU:11.5;APAC:8.6;EM:7.6;Other:3.1
Value:-0.6;Growth:+1.0;Quality:+1.0;Size:-0.8;Momentum:-0.2;LowVol:-0.1
null
5
30
4
trailing 9%
126
18.3
Bull
12.1
3.61
3
83
4
53
55
false
Hedge
Add TLT +1% as duration hedge
30
-30
BrokerD
MKT
100
null
null
Normal monitoring
-7
-56
35
4
false
Increase defensive factor exposure
P5378
Hands-off
401k
USD
2024-11-20
508,118
21,887
486,231
1
63.9
29.1
0.9
6.1
AMZN:23.9%;QQQ:25.4%;VTI:25.4%;VOO:25.4%
US:69.0;EU:6.9;APAC:12.4;EM:8.3;Other:3.5
Value:-0.3;Growth:+0.7;Quality:+0.7;Size:+0.1;Momentum:-0.9;LowVol:+0.9
NoDerivatives
5
35
4.9
trailing 8%
139
15.8
Sideways
17.7
4.59
3
112
-22
25
63
false
Buy
Add to core equity +1%
-6
-13
BrokerC
MKT
100
null
null
Normal monitoring
-2
-31
47
5
false
Tighten stops on momentum names
P5379
Systematic
Roth
USD
2025-01-31
1,083,388
97,877
985,511
1
60.4
30.9
0
8.7
MUB:17.4%;BND:22.4%;QQQ:22.6%;HYG:22.6%;MSFT:15.1%
US:64.4;EU:15.1;APAC:10.7;EM:9.6;Other:0.4
Value:-0.5;Growth:-0.0;Quality:-0.0;Size:+0.8;Momentum:+1.0;LowVol:+0.3
NoDerivatives
6
35
5.1
trailing 8%
211
24
Bull
17.4
4.98
2.6
114
66
75
42
false
Sell
Trim extended winner -1%
12
0
BrokerD
MKT
88
null
null
Normal monitoring
55
-48
180
5
false
Tighten stops on momentum names
P5380
Systematic
Trust
USD
2024-08-29
424,765
37,240
387,525
1
58.6
23.1
11.1
7.2
MSFT:33.3%;BRK.B:33.3%;VNQ:33.3%
US:64.6;EU:16.7;APAC:5.5;EM:9.5;Other:3.8
Value:+0.7;Growth:+0.9;Quality:+0.6;Size:+0.2;Momentum:0.0;LowVol:-0.4
NoDerivatives
8
30
5.7
hard 12%
134
19.4
Bear
23.2
3.19
1.4
208
-101
5
60
false
Rebalance
Shift +1% to bonds from equity
2
-4
BrokerC
LMT
96
null
null
Normal monitoring
-60
2
-99
3
false
Tax-aware sells next window
P5381
Active
Roth
USD
2024-09-23
775,052
57,390
717,662
1
58.1
21.8
13.1
7
XLF:11.2%;AMZN:19.4%;VNQ:21.2%;GLD:17.5%;TLT:21.2%;MSFT:9.6%
US:70.3;EU:13.5;APAC:5.9;EM:5.8;Other:4.5
Value:-0.8;Growth:-0.5;Quality:+0.5;Size:+0.5;Momentum:-0.6;LowVol:-0.6
MaxPos7%;NoDerivatives
6
25
4.4
trailing 8%
220
21.3
Volatile
24.8
4.61
2
132
78
97
70
false
Rebalance
Shift +1% to bonds from equity
14
7
BrokerC
LMT
92
null
null
Normal monitoring
-34
-43
4
3
false
Increase defensive factor exposure
P5382
Cautious
401k
USD
2024-11-30
262,415
25,785
236,630
1
47.2
33.6
3.2
16.1
HYG:27.2%;VNQ:27.2%;BRK.B:24.6%;VOO:21.1%
US:61.8;EU:18.0;APAC:7.6;EM:9.7;Other:2.9
Value:-0.2;Growth:-0.2;Quality:+0.3;Size:-0.7;Momentum:+0.7;LowVol:-0.4
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
5
25
5.6
trailing 8%
100
15.3
Sideways
19.7
4.66
2.7
115
13
61
49
false
NoAction
Within bands; monitor
-2
-35
BrokerC
LMT
87
null
null
Normal monitoring
103
-25
131
4
false
Monitor dispersion and breadth
P5383
Systematic
Taxable
USD
2025-08-09
1,835,140
97,737
1,737,403
1
57.7
31.4
2.5
8.4
GLD:17.7%;TLT:27.4%;VTI:27.4%;BRK.B:27.4%
US:76.0;EU:6.7;APAC:5.4;EM:11.0;Other:0.8
Value:-0.1;Growth:-0.0;Quality:-0.1;Size:-0.2;Momentum:-0.6;LowVol:-0.2
null
6
25
5.1
trailing 8%
191
26.1
Bull
12.8
3.67
3.3
112
34
72
44
false
Rebalance
Shift +1% to bonds from equity
12
8
BrokerB
VWAP
99
null
null
Normal monitoring
86
6
73
3
false
Increase defensive factor exposure
P5384
Systematic
Trust
USD
2025-07-03
1,061,566
102,578
958,988
1
63.3
32
0
4.7
AAPL:33.3%;MSFT:33.3%;BND:33.3%
US:66.2;EU:14.0;APAC:9.2;EM:4.4;Other:6.2
Value:-0.2;Growth:+0.9;Quality:+0.9;Size:-0.2;Momentum:-0.0;LowVol:-0.5
MaxPos5%;NoDerivatives
8
25
4.1
trailing 9%
164
25.9
Volatile
24.1
4.86
3.2
136
19
64
66
false
Rebalance
Shift +1% to bonds from equity
-1
-12
BrokerB
MKT
93
null
null
Normal monitoring
90
16
180
5
false
Monitor dispersion and breadth
P5385
Opportunistic
IRA
USD
2025-06-03
1,645,928
104,971
1,540,957
1
64.4
14.3
14
7.3
GLD:19.5%;HYG:17.8%;TLT:6.8%;BND:17.6%;MUB:19.6%;XLF:18.6%
US:64.0;EU:15.3;APAC:10.5;EM:9.0;Other:1.2
Value:-0.1;Growth:-0.3;Quality:-0.6;Size:+0.7;Momentum:+0.8;LowVol:-0.3
null
5
30
4.4
trailing 7%
162
21.6
Volatile
31.6
4.21
2.7
129
-40
37
73
true
Hedge
Buy index puts 1% notional
8
-9
BrokerB
VWAP
92
VAR>budget
Pause
Risk above budget threshold
65
-19
201
2
false
Within IPS guidelines
P5386
Hands-off
IRA
USD
2024-12-13
813,767
64,214
749,553
1
69.8
15.8
9.1
5.4
GLD:17.4%;VTI:19.2%;HYG:31.7%;BRK.B:31.7%
US:65.8;EU:12.1;APAC:14.1;EM:6.1;Other:1.9
Value:-0.2;Growth:0.0;Quality:-0.7;Size:-0.2;Momentum:+0.8;LowVol:+0.9
ESGOnly;MaxPos7%
5
30
5.4
trailing 10%
94
18
Bear
24.7
3.96
2.9
178
-75
18
69
false
Sell
Trim extended winner -1%
28
4
BrokerD
MKT
98
null
null
Normal monitoring
-37
-30
-64
4
false
Increase defensive factor exposure
P5387
Cautious
Roth
USD
2024-09-22
438,153
55,430
382,723
1
48.7
35.4
0
15.9
IEF:15.2%;TLT:28.3%;VTI:28.3%;BND:28.3%
US:69.4;EU:7.6;APAC:10.6;EM:10.6;Other:1.8
Value:+0.8;Growth:-0.4;Quality:+0.5;Size:+0.5;Momentum:0.0;LowVol:-0.5
NoMargin
8
25
4
trailing 10%
137
19.2
Volatile
30.2
3.92
3.5
151
25
58
63
false
Rebalance
Shift +1% to bonds from equity
9
-34
BrokerC
VWAP
86
null
null
Normal monitoring
30
2
115
3
false
Within IPS guidelines
P5388
Opportunistic
Trust
USD
2025-02-04
1,265,421
105,710
1,159,711
1
62.6
11.9
18.5
7
AAPL:17.7%;AMZN:20.1%;QQQ:17.4%;BND:20.1%;GLD:13.9%;BRK.B:10.8%
US:65.6;EU:11.2;APAC:13.5;EM:9.0;Other:0.7
Value:+0.4;Growth:-0.8;Quality:+0.7;Size:-0.7;Momentum:-0.7;LowVol:-0.3
null
8
35
6.2
trailing 9%
241
23.5
Bull
16.4
4.79
3.3
71
102
94
55
false
Sell
Trim extended winner -1%
-3
8
BrokerB
MKT
91
null
null
Normal monitoring
7
-31
24
5
false
Tighten stops on momentum names
P5389
Opportunistic
Taxable
USD
2025-04-16
592,382
42,331
550,051
1.13
77.7
15.8
0
6.5
MSFT:29.5%;IEF:29.5%;QQQ:29.5%;HYG:11.5%
US:63.0;EU:11.9;APAC:11.3;EM:12.2;Other:1.7
Value:+0.3;Growth:-0.2;Quality:+0.9;Size:-0.6;Momentum:-0.6;LowVol:-0.9
MaxPos8%;NoDerivatives
8
25
4.4
trailing 9%
276
27.7
Bull
15.3
4.56
3.1
74
35
75
54
false
Rebalance
Shift +1% to bonds from equity
29
-27
BrokerC
MKT
85
null
null
Normal monitoring
-40
3
-76
4
false
Within IPS guidelines
P5390
Cautious
401k
USD
2025-06-22
571,166
58,209
512,957
1
43.4
37
5.5
14.1
MSFT:18.4%;BND:20.9%;AAPL:20.9%;BRK.B:6.5%;AMZN:20.5%;HYG:12.7%
US:70.0;EU:11.6;APAC:5.6;EM:8.7;Other:4.1
Value:-0.2;Growth:-0.5;Quality:-0.6;Size:-0.7;Momentum:+0.3;LowVol:+0.9
ESGOnly;MaxPos8%;NoMargin
5
35
4.8
trailing 10%
109
17.8
Bear
31.2
3.47
2.7
160
36
63
66
false
Buy
Add to core equity +1%
-12
-15
BrokerC
LMT
89
null
null
Normal monitoring
47
5
46
5
false
Tax-aware sells next window
P5391
Opportunistic
IRA
USD
2024-11-10
1,012,526
44,594
967,932
1
73.5
12
7.4
7.1
IEF:17.0%;GLD:16.1%;XLF:17.0%;MSFT:25.5%;MUB:24.4%
US:67.9;EU:13.1;APAC:12.9;EM:5.5;Other:0.6
Value:+0.8;Growth:-0.9;Quality:0.0;Size:-0.8;Momentum:+0.6;LowVol:+0.6
null
8
30
6.2
trailing 7%
173
32.1
Bull
15.8
4.48
2.5
113
78
79
59
false
Rebalance
Shift +1% to bonds from equity
-11
-4
BrokerC
MKT
98
null
null
Normal monitoring
15
5
48
3
false
Tax-aware sells next window
P5392
Opportunistic
Roth
USD
2025-11-09
937,741
71,539
866,202
1
67.6
15.1
10.5
6.8
QQQ:22.8%;XLF:27.2%;BRK.B:22.8%;TSLA:27.2%
US:69.0;EU:17.1;APAC:9.0;EM:3.5;Other:1.4
Value:-0.5;Growth:+0.6;Quality:-0.3;Size:-0.5;Momentum:+0.3;LowVol:-0.2
MaxPos8%;NoDerivatives
5
35
6.8
hard 12%
166
24
Volatile
29.2
4.69
3.4
153
-24
44
84
true
Rebalance
Rebalance back to target bands
23
6
BrokerB
MKT
98
VAR>budget
Reduce
Risk above budget threshold
8
7
57
5
false
Tighten stops on momentum names
P5393
Systematic
Roth
USD
2025-11-08
1,610,820
80,171
1,530,649
1
59
31.2
0
9.9
AAPL:11.4%;QQQ:17.6%;BRK.B:12.2%;TLT:23.3%;MSFT:23.9%;HYG:11.6%
US:59.0;EU:19.1;APAC:10.3;EM:10.2;Other:1.4
Value:-0.4;Growth:-0.1;Quality:-0.5;Size:-0.9;Momentum:-0.5;LowVol:+0.8
NoDerivatives
6
30
5
hard 12%
199
18.5
Bear
29.9
4.1
2.1
212
22
71
77
true
Reduce
Cut high-beta by 2-3%, add cash
9
-22
BrokerC
VWAP
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
53
-17
16
4
false
Increase defensive factor exposure
P5394
Cautious
Trust
USD
2024-11-27
478,246
44,797
433,449
1
46.3
30.3
8
15.4
AMZN:26.8%;XLF:26.8%;GLD:26.8%;VNQ:19.5%
US:74.7;EU:8.5;APAC:9.4;EM:6.4;Other:1.0
Value:+0.5;Growth:-0.5;Quality:-0.3;Size:-1.0;Momentum:-0.1;LowVol:-1.0
MaxPos7%;NoMargin
8
30
3.7
trailing 8%
123
19.8
Sideways
21.7
3.7
2.8
107
6
51
58
false
NoAction
Within bands; monitor
25
12
BrokerA
MKT
0
null
null
Normal monitoring
99
16
184
3
false
Increase defensive factor exposure
P5395
Cautious
401k
USD
2024-12-27
462,361
67,056
395,305
1
35
31.3
20.2
13.4
VOO:25.0%;XLF:25.0%;VTI:25.0%;QQQ:25.0%
US:62.8;EU:13.3;APAC:12.9;EM:5.6;Other:5.3
Value:0.0;Growth:-0.2;Quality:-0.5;Size:-0.7;Momentum:-0.4;LowVol:+0.8
ESGOnly;NoMargin
7
30
5.6
hard 10%
147
15.8
Volatile
31.8
3.8
2.5
149
44
66
74
true
Reduce
Cut high-beta by 2-3%, add cash
26
-7
BrokerC
LMT
96
RegimeShift
TightenStops
Volatility spike and breadth deterioration
68
2
32
5
false
Increase defensive factor exposure
P5396
Hands-off
IRA
USD
2025-10-02
394,487
16,446
378,041
1
62.8
25.2
3.3
8.7
TSLA:21.9%;VOO:17.3%;TLT:21.9%;IEF:16.9%;AMZN:21.9%
US:64.7;EU:14.9;APAC:7.4;EM:7.6;Other:5.4
Value:-0.4;Growth:+0.4;Quality:-0.3;Size:+0.9;Momentum:-0.7;LowVol:-0.8
ESGOnly
5
25
5.8
trailing 8%
147
17.4
Volatile
21.6
4.71
2.5
151
38
80
66
false
Buy
Add to core equity +1%
-9
-31
BrokerA
MKT
96
null
null
Normal monitoring
24
-16
-3
5
false
Tax-aware sells next window
P5397
Systematic
Trust
USD
2024-12-24
1,842,181
82,162
1,760,019
1
66.7
22.7
4.6
6
VOO:27.4%;TLT:27.4%;IEF:27.4%;MUB:17.7%
US:72.8;EU:10.1;APAC:7.0;EM:9.3;Other:0.9
Value:0.0;Growth:-0.7;Quality:-0.8;Size:+0.6;Momentum:-0.2;LowVol:-0.2
NoDerivatives
7
30
4.9
trailing 9%
132
17.7
Bull
17.7
4.01
2.9
105
65
76
46
false
Rebalance
Shift +1% to bonds from equity
-4
-18
BrokerD
LMT
88
null
null
Normal monitoring
22
-56
15
3
false
Increase defensive factor exposure
P5398
Cautious
IRA
USD
2025-09-01
369,925
56,723
313,202
1
41.7
43.8
0.9
13.6
VOO:22.2%;AMZN:16.3%;TLT:22.2%;XLF:18.5%;VTI:20.8%
US:63.0;EU:12.6;APAC:15.8;EM:4.7;Other:3.8
Value:-0.1;Growth:+0.6;Quality:+0.2;Size:+0.8;Momentum:-0.8;LowVol:+0.1
NoDerivatives;NoMargin
5
25
3.7
hard 10%
140
17.6
Bull
15.9
3.81
2.7
70
69
87
29
false
Sell
Trim extended winner -1%
24
-31
BrokerA
LMT
87
null
null
Normal monitoring
-26
-2
41
4
false
Tax-aware sells next window
P5399
Active
Taxable
USD
2025-02-06
1,569,359
105,739
1,463,620
1.23
50.1
23.1
21.3
5.4
AAPL:23.0%;HYG:23.0%;VOO:10.3%;GLD:23.0%;BND:20.7%
US:64.3;EU:13.3;APAC:10.6;EM:9.9;Other:2.0
Value:+0.5;Growth:-0.4;Quality:-0.2;Size:-0.5;Momentum:+1.0;LowVol:+0.5
NoDerivatives
8
25
5.6
hard 12%
184
26.9
Volatile
21
5.23
3.8
175
64
67
47
false
Rebalance
Shift +1% to bonds from equity
30
-21
BrokerA
LMT
95
null
null
Normal monitoring
23
-16
51
4
false
Tighten stops on momentum names
P5400
Systematic
Trust
USD
2025-06-15
1,556,351
150,013
1,406,338
1
66
23.3
3.2
7.5
VNQ:20.2%;AMZN:21.7%;BND:20.6%;IEF:16.3%;BRK.B:21.2%
US:63.3;EU:11.5;APAC:11.1;EM:9.7;Other:4.3
Value:-0.4;Growth:+0.8;Quality:-0.8;Size:-1.0;Momentum:+0.3;LowVol:+0.9
null
7
30
4.8
trailing 8%
128
16.2
Sideways
21
4.86
3.3
130
9
65
57
false
Buy
Add to core equity +1%
25
-26
BrokerA
LMT
87
null
null
Normal monitoring
-60
-18
-22
5
false
Increase defensive factor exposure