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
P5401
Hands-off
Trust
USD
2025-04-09
440,796
35,400
405,396
1
57.7
25.2
11.3
5.8
AMZN:20.1%;VOO:14.7%;MUB:16.8%;TLT:18.2%;QQQ:16.5%;GLD:13.6%
US:62.4;EU:16.4;APAC:8.1;EM:9.2;Other:3.9
Value:-0.4;Growth:+0.1;Quality:+0.6;Size:+0.3;Momentum:-0.4;LowVol:-0.1
ESGOnly;NoDerivatives
10
35
3.2
trailing 8%
141
17.6
Volatile
22.9
3.94
3.9
121
64
88
59
false
Rebalance
Shift +1% to bonds from equity
6
8
BrokerC
MKT
88
null
null
Normal monitoring
69
-49
38
5
false
Monitor dispersion and breadth
P5402
Cautious
IRA
USD
2025-07-14
584,341
67,390
516,951
1
35.4
36.4
18.2
10
VNQ:19.5%;GLD:20.5%;HYG:17.5%;TLT:15.1%;VTI:6.9%;BRK.B:20.5%
US:61.6;EU:14.5;APAC:12.6;EM:9.9;Other:1.4
Value:-0.4;Growth:-0.9;Quality:-0.2;Size:+1.0;Momentum:+0.1;LowVol:-0.4
ESGOnly;MaxPos7%;NoMargin
5
25
4.1
trailing 8%
160
16.4
Volatile
26.4
3.52
2.7
120
-57
7
60
true
Hedge
Buy index puts 1% notional
11
-15
BrokerC
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
114
-30
119
2
false
Within IPS guidelines
P5403
Hands-off
Trust
USD
2025-05-26
657,755
45,516
612,239
1
60.3
26.1
4.1
9.4
MSFT:33.3%;BND:33.3%;BRK.B:33.3%
US:71.1;EU:6.2;APAC:15.0;EM:6.0;Other:1.7
Value:+0.8;Growth:+0.6;Quality:+0.2;Size:+0.1;Momentum:+0.2;LowVol:-0.8
ESGOnly;NoDerivatives
5
25
4.3
trailing 10%
130
18.7
Bull
12.5
4.13
2.6
73
75
81
31
false
Rebalance
Shift +1% to bonds from equity
34
-13
BrokerB
LMT
87
null
null
Normal monitoring
46
-20
18
4
false
Tax-aware sells next window
P5404
Hands-off
Trust
USD
2025-03-16
795,118
59,157
735,961
1
70.5
16.7
6.4
6.3
VOO:17.9%;AAPL:12.1%;GLD:24.9%;BND:24.9%;MUB:20.3%
US:65.2;EU:16.5;APAC:8.5;EM:7.4;Other:2.4
Value:+0.9;Growth:-0.8;Quality:+0.1;Size:-0.0;Momentum:-0.8;LowVol:-0.6
NoDerivatives
10
25
3.2
trailing 8%
125
19.4
Bull
11.8
4.52
2.3
96
100
100
42
false
Rebalance
Shift +1% to bonds from equity
-8
-29
BrokerA
MKT
86
null
null
Normal monitoring
20
-32
76
4
false
Within IPS guidelines
P5405
Active
IRA
USD
2025-09-12
1,994,864
228,809
1,766,055
1
58.6
25.3
9.5
6.6
MSFT:10.1%;HYG:21.3%;VTI:15.5%;VNQ:13.0%;MUB:18.8%;XLF:21.3%
US:66.5;EU:14.4;APAC:9.1;EM:7.2;Other:2.8
Value:+0.8;Growth:-0.4;Quality:+0.8;Size:+1.0;Momentum:-0.6;LowVol:-0.5
NoDerivatives
8
30
4.6
trailing 8%
194
24.2
Bull
11
3.69
2.9
86
108
100
38
false
Buy
Add to core equity +1%
17
12
BrokerC
MKT
92
null
null
Normal monitoring
-59
-56
-93
5
false
Increase defensive factor exposure
P5406
Cautious
Taxable
USD
2025-07-27
194,108
29,940
164,168
1
40.4
34.1
13.1
12.4
MUB:24.6%;VTI:24.6%;VOO:18.5%;QQQ:23.1%;BND:9.2%
US:70.7;EU:8.4;APAC:9.0;EM:8.1;Other:3.9
Value:+0.2;Growth:-0.1;Quality:+0.7;Size:-0.6;Momentum:-0.3;LowVol:+0.6
NoMargin
10
35
3
hard 10%
126
19
Volatile
31.3
5.4
4.1
164
54
79
72
true
Rebalance
Rebalance back to target bands
4
15
BrokerA
VWAP
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
49
-6
36
4
true
Tax-aware sells next window
P5407
Systematic
401k
USD
2025-05-13
837,192
79,508
757,684
1
62.1
28.9
3.3
5.6
TSLA:14.7%;QQQ:13.9%;HYG:10.5%;BRK.B:23.7%;GLD:13.9%;TLT:23.2%
US:53.7;EU:19.5;APAC:11.3;EM:10.7;Other:4.8
Value:0.0;Growth:+0.8;Quality:+0.2;Size:+0.7;Momentum:+0.1;LowVol:-0.7
null
6
30
4.1
trailing 9%
144
22.1
Bull
16.8
3.76
3.3
81
34
68
59
false
NoAction
Within bands; monitor
31
-10
BrokerB
VWAP
91
null
null
Normal monitoring
7
-58
9
5
false
Increase defensive factor exposure
P5408
Cautious
Trust
USD
2025-12-18
563,546
76,181
487,365
1
40
36.8
12.5
10.7
QQQ:22.1%;VOO:22.1%;HYG:22.1%;IEF:16.4%;MUB:10.1%;AAPL:7.2%
US:64.2;EU:17.1;APAC:7.6;EM:7.0;Other:4.2
Value:+0.5;Growth:+0.5;Quality:-0.8;Size:+0.8;Momentum:-0.9;LowVol:-0.7
ESGOnly;NoMargin
5
25
4.8
trailing 8%
113
14.2
Bull
16
3.61
2.7
112
101
100
44
false
Sell
Trim extended winner -1%
35
11
BrokerA
MKT
90
null
null
Normal monitoring
9
14
19
5
false
Increase defensive factor exposure
P5409
Opportunistic
Trust
USD
2025-08-19
360,852
19,174
341,678
1.15
68.3
12.4
12.4
6.9
VNQ:24.0%;XLF:14.0%;HYG:24.0%;BRK.B:14.9%;MSFT:23.1%
US:66.7;EU:7.9;APAC:12.7;EM:10.8;Other:2.0
Value:-0.6;Growth:+0.1;Quality:-1.0;Size:-0.2;Momentum:-0.0;LowVol:-0.4
MaxPos6%
6
30
6.5
hard 12%
167
24.1
Bull
16.7
3.51
3.1
93
104
100
62
false
Buy
Add to core equity +1%
3
-4
BrokerA
MKT
95
null
null
Normal monitoring
-28
-45
42
5
false
Tighten stops on momentum names
P5410
Cautious
Trust
USD
2025-11-03
214,106
21,229
192,877
1
42.3
43.8
2.9
10.9
MUB:16.4%;AMZN:14.9%;BND:24.4%;TSLA:24.4%;VNQ:19.8%
US:61.6;EU:14.8;APAC:7.2;EM:11.6;Other:4.8
Value:+0.9;Growth:+0.3;Quality:-0.9;Size:-0.3;Momentum:+0.1;LowVol:-0.3
NoMargin
5
25
4.6
hard 10%
109
18.5
Sideways
21.5
4.25
2.4
120
32
65
50
false
Rebalance
Shift +1% to bonds from equity
28
15
BrokerC
MKT
93
null
null
Normal monitoring
53
-17
127
5
false
Within IPS guidelines
P5411
Active
401k
USD
2024-10-21
2,093,788
202,265
1,891,523
1
54
31.5
7.3
7.2
AMZN:33.3%;BRK.B:33.3%;MSFT:33.3%
US:62.7;EU:14.5;APAC:9.7;EM:8.7;Other:4.4
Value:-0.2;Growth:-0.1;Quality:+0.8;Size:-0.8;Momentum:-0.9;LowVol:-0.0
NoDerivatives
8
25
4.3
trailing 9%
162
27.3
Sideways
18.9
5
2.7
104
11
62
57
false
Rebalance
Shift +1% to bonds from equity
35
-18
BrokerA
VWAP
95
null
null
Normal monitoring
68
-24
172
4
false
Tighten stops on momentum names
P5412
Opportunistic
401k
USD
2025-10-17
1,562,529
57,645
1,504,884
1
62.1
12.7
18.5
6.7
VNQ:12.1%;MSFT:22.6%;QQQ:22.7%;AMZN:22.7%;MUB:19.8%
US:67.0;EU:13.3;APAC:12.1;EM:7.4;Other:0.2
Value:-0.1;Growth:+0.8;Quality:+0.4;Size:-0.9;Momentum:-0.6;LowVol:+0.7
MaxPos8%
5
35
6.2
hard 12%
223
26.3
Volatile
25
4.42
4.3
118
69
82
58
false
Rebalance
Shift +1% to bonds from equity
-5
5
BrokerD
VWAP
100
null
null
Normal monitoring
83
-37
83
4
false
Increase defensive factor exposure
P5413
Hands-off
401k
USD
2024-10-15
307,932
27,940
279,992
1
65.2
26.7
0
8
QQQ:19.3%;XLF:22.7%;HYG:22.7%;AMZN:12.5%;MSFT:22.7%
US:64.2;EU:11.4;APAC:15.1;EM:7.7;Other:1.7
Value:-0.2;Growth:+0.6;Quality:-0.2;Size:-1.0;Momentum:-0.3;LowVol:-0.6
null
8
35
3.9
hard 10%
100
19.7
Volatile
26.5
3.77
3.7
144
55
78
68
false
Sell
Trim extended winner -1%
-7
-1
BrokerB
LMT
89
null
null
Normal monitoring
65
7
42
5
false
Increase defensive factor exposure
P5414
Opportunistic
IRA
USD
2024-09-22
926,604
65,334
861,270
1
73.4
18.7
1.1
6.8
TLT:8.6%;AMZN:16.8%;BRK.B:21.3%;MSFT:20.9%;IEF:11.2%;GLD:21.3%
US:63.6;EU:15.5;APAC:6.3;EM:12.8;Other:1.9
Value:-0.9;Growth:-0.7;Quality:-0.8;Size:-0.1;Momentum:+0.1;LowVol:+0.8
null
8
30
6
trailing 9%
277
25.1
Volatile
24.6
3.6
4.3
153
21
65
66
false
Rebalance
Shift +1% to bonds from equity
25
-14
BrokerA
LMT
90
null
null
Normal monitoring
104
-18
240
4
false
Tax-aware sells next window
P5415
Systematic
Trust
USD
2025-11-22
691,872
60,503
631,369
1
61.5
29.8
0
8.7
XLF:20.1%;GLD:9.6%;TLT:18.3%;BRK.B:18.6%;VTI:17.8%;AAPL:15.7%
US:64.9;EU:11.1;APAC:13.0;EM:7.0;Other:4.0
Value:+0.7;Growth:-0.3;Quality:-0.1;Size:-0.1;Momentum:+0.8;LowVol:-0.8
MaxPos8%;NoDerivatives
7
25
6
trailing 9%
160
20.7
Volatile
30.5
4.99
2.8
179
14
42
78
true
Hedge
Buy index puts 1% notional
-4
-23
BrokerC
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-15
20
-31
4
false
Tax-aware sells next window
P5416
Systematic
401k
USD
2025-03-29
653,614
31,171
622,443
1
61.6
21.9
9.9
6.6
GLD:23.8%;VTI:23.8%;AMZN:13.9%;VNQ:14.8%;TLT:23.8%
US:61.1;EU:17.2;APAC:16.1;EM:5.5;Other:0.0
Value:-0.5;Growth:-0.1;Quality:+0.8;Size:+0.3;Momentum:+0.8;LowVol:+0.5
null
6
25
4.4
hard 12%
154
17.7
Sideways
16.6
3.8
3.3
133
18
66
43
false
Buy
Add to core equity +1%
-2
-15
BrokerB
MKT
93
null
null
Normal monitoring
-53
-36
53
4
false
Increase defensive factor exposure
P5417
Active
Roth
USD
2025-12-06
716,934
43,946
672,988
1
62.2
21.3
8.7
7.7
BRK.B:33.3%;BND:33.3%;MUB:33.3%
US:68.5;EU:11.5;APAC:10.7;EM:6.5;Other:2.9
Value:-0.9;Growth:-1.0;Quality:-0.4;Size:-0.2;Momentum:-1.0;LowVol:+0.7
NoDerivatives
6
30
5.6
trailing 8%
146
24.9
Bear
25.5
3.23
1.1
206
-56
13
59
false
Sell
Trim extended winner -1%
29
-39
BrokerB
LMT
100
null
null
Normal monitoring
89
-13
210
5
false
Within IPS guidelines
P5418
Active
Roth
USD
2024-10-17
1,467,451
156,566
1,310,885
1
53.4
21.5
17.6
7.5
VOO:27.9%;TSLA:21.4%;MUB:22.8%;BRK.B:27.9%
US:68.4;EU:10.3;APAC:13.8;EM:5.8;Other:1.8
Value:+0.7;Growth:-0.5;Quality:+0.3;Size:-0.8;Momentum:-0.2;LowVol:-0.6
null
6
35
4.6
trailing 9%
178
21.5
Volatile
24.9
4.81
3.8
170
36
69
57
false
Rebalance
Shift +1% to bonds from equity
33
-1
BrokerA
LMT
90
null
null
Normal monitoring
-37
18
-1
3
false
Monitor dispersion and breadth
P5419
Systematic
Trust
USD
2025-08-09
1,743,523
139,573
1,603,950
1
62.7
29.5
0
7.8
XLF:25.8%;VTI:37.1%;BRK.B:37.1%
US:73.1;EU:5.3;APAC:11.7;EM:7.3;Other:2.5
Value:-0.8;Growth:-0.2;Quality:-0.3;Size:+0.1;Momentum:+0.7;LowVol:+0.1
MaxPos7%
7
30
4.7
hard 12%
171
22.3
Bull
13.5
3.98
2.2
75
26
69
42
false
Sell
Trim extended winner -1%
27
5
BrokerD
LMT
94
null
null
Normal monitoring
-51
-7
10
5
false
Within IPS guidelines
P5420
Cautious
401k
USD
2025-04-23
179,113
15,207
163,906
1
38.1
40.7
10.5
10.7
VTI:26.7%;TLT:26.7%;VNQ:19.8%;QQQ:26.7%
US:76.1;EU:8.0;APAC:10.5;EM:4.7;Other:0.7
Value:+0.6;Growth:+0.5;Quality:-1.0;Size:+0.2;Momentum:-0.9;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
6
25
6
hard 10%
106
12.2
Bear
31.4
3.63
1.4
150
-3
44
62
false
Rebalance
Shift +1% to bonds from equity
13
-29
BrokerD
MKT
88
null
null
Normal monitoring
3
-44
-34
5
false
Tighten stops on momentum names
P5421
Systematic
401k
USD
2024-08-15
871,752
42,332
829,420
1
56.7
23.6
11.2
8.5
GLD:9.6%;QQQ:22.3%;VOO:19.2%;BRK.B:22.3%;TLT:15.9%;IEF:10.7%
US:73.3;EU:8.1;APAC:12.0;EM:4.4;Other:2.3
Value:-0.3;Growth:+0.9;Quality:-0.4;Size:-0.9;Momentum:-0.6;LowVol:+0.5
null
7
25
4.9
trailing 9%
149
16.6
Bear
25.6
3.06
2.6
196
12
68
55
true
Hedge
Buy index puts 1% notional
22
0
BrokerD
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
36
-48
73
4
true
Monitor dispersion and breadth
P5422
Active
Taxable
USD
2025-10-26
1,999,331
234,529
1,764,802
1
65.5
26.9
0
7.6
BRK.B:33.9%;VNQ:32.3%;BND:33.9%
US:61.3;EU:17.5;APAC:13.8;EM:6.6;Other:0.9
Value:-0.1;Growth:+0.9;Quality:-0.6;Size:+0.5;Momentum:+0.7;LowVol:+0.2
MaxPos6%
7
25
5.7
trailing 9%
163
20.9
Volatile
20.8
4.31
3
170
56
69
69
false
Sell
Trim extended winner -1%
22
13
BrokerA
LMT
90
null
null
Normal monitoring
79
-38
57
3
false
Tax-aware sells next window
P5423
Hands-off
IRA
USD
2024-08-02
235,868
11,828
224,040
1
68.6
25.8
0
5.7
TLT:21.2%;BND:16.1%;MUB:12.4%;VNQ:17.3%;TSLA:21.3%;BRK.B:11.8%
US:71.4;EU:8.9;APAC:7.8;EM:10.3;Other:1.5
Value:-0.3;Growth:+0.1;Quality:+0.4;Size:+0.4;Momentum:+0.1;LowVol:-0.2
ESGOnly;MaxPos7%
5
35
4.6
trailing 10%
153
12.7
Bear
27.5
3.89
1
208
-45
25
82
true
Reduce
Cut high-beta by 2-3%, add cash
0
10
BrokerA
VWAP
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
117
-23
177
4
false
Within IPS guidelines
P5424
Opportunistic
Taxable
USD
2025-04-30
1,510,999
47,841
1,463,158
1
61.9
12.9
17.7
7.5
TSLA:17.7%;BND:27.4%;GLD:27.4%;TLT:27.4%
US:58.7;EU:12.0;APAC:14.3;EM:12.5;Other:2.4
Value:+0.6;Growth:+0.4;Quality:+0.3;Size:-0.0;Momentum:-0.1;LowVol:+0.5
MaxPos8%;NoDerivatives
8
30
5.9
hard 12%
201
22.3
Bull
14.9
3.85
2.5
118
36
76
51
false
Rebalance
Shift +1% to bonds from equity
26
-11
BrokerB
LMT
89
null
null
Normal monitoring
74
11
98
4
false
Within IPS guidelines
P5425
Opportunistic
Trust
USD
2025-09-03
612,783
40,952
571,831
1.16
70.4
17
7.9
4.7
AAPL:33.3%;XLF:33.3%;HYG:33.3%
US:68.8;EU:11.2;APAC:12.5;EM:5.0;Other:2.5
Value:+0.5;Growth:+0.7;Quality:-0.6;Size:-0.3;Momentum:+1.0;LowVol:+0.2
null
7
25
5.6
hard 12%
279
23.2
Sideways
19.7
4.65
3
101
33
55
65
false
Buy
Add to core equity +1%
-1
-25
BrokerA
MKT
91
null
null
Normal monitoring
-3
-7
-16
4
false
Tax-aware sells next window
P5426
Systematic
401k
USD
2025-09-05
760,954
67,193
693,761
1
62.8
21
7.6
8.7
XLF:26.1%;TSLA:21.6%;BRK.B:26.1%;IEF:26.1%
US:62.6;EU:14.3;APAC:8.1;EM:10.9;Other:4.1
Value:+0.1;Growth:+0.5;Quality:0.0;Size:-0.5;Momentum:+0.6;LowVol:+1.0
null
6
35
4.4
trailing 8%
226
17.2
Volatile
27.5
4.9
2.6
127
15
52
67
false
Hedge
Add TLT +1% as duration hedge
20
-14
BrokerD
LMT
95
null
null
Normal monitoring
4
6
144
4
false
Within IPS guidelines
P5427
Cautious
401k
USD
2025-11-30
331,218
38,156
293,062
1
45.1
36.7
2.6
15.6
MSFT:21.8%;HYG:18.8%;AMZN:21.8%;BRK.B:21.8%;VNQ:15.8%
US:68.7;EU:13.7;APAC:11.9;EM:4.4;Other:1.3
Value:-0.2;Growth:+0.2;Quality:-0.6;Size:-0.1;Momentum:+0.5;LowVol:+0.4
ESGOnly;MaxPos7%;NoMargin
8
30
4.3
trailing 8%
160
17.5
Bear
22
3.17
1.7
214
-15
49
59
false
Hedge
Add TLT +1% as duration hedge
3
-1
BrokerB
MKT
92
null
null
Normal monitoring
111
-24
221
5
false
Within IPS guidelines
P5428
Active
401k
USD
2025-06-30
1,365,788
113,810
1,251,978
1
58.2
20.1
15
6.6
VNQ:17.5%;MUB:10.1%;HYG:17.1%;BRK.B:14.7%;VTI:20.3%;AAPL:20.3%
US:72.7;EU:8.0;APAC:13.7;EM:3.4;Other:2.4
Value:-0.9;Growth:-0.9;Quality:+0.6;Size:-0.2;Momentum:-0.8;LowVol:-0.5
null
8
35
4.3
trailing 9%
128
21.3
Bear
31.4
3.28
1.5
137
-20
34
73
true
Rebalance
Rebalance back to target bands
18
-19
BrokerD
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
73
4
195
5
false
Tax-aware sells next window
P5429
Opportunistic
Taxable
USD
2024-07-04
465,537
25,571
439,966
1
60.6
19.2
15.6
4.5
GLD:33.3%;VNQ:33.3%;VTI:33.3%
US:73.7;EU:10.5;APAC:8.1;EM:4.7;Other:3.1
Value:-0.2;Growth:-0.1;Quality:+0.3;Size:+0.6;Momentum:-0.8;LowVol:-0.6
null
8
25
6.8
hard 12%
192
26.4
Bull
17.3
4.95
2.8
78
22
68
41
false
Rebalance
Shift +1% to bonds from equity
19
-40
BrokerC
VWAP
88
null
null
Normal monitoring
-30
-23
-6
3
false
Increase defensive factor exposure
P5430
Active
IRA
USD
2025-11-12
1,826,345
195,307
1,631,038
1
59.3
20.9
12.9
6.9
MSFT:27.6%;HYG:27.6%;GLD:17.3%;VNQ:27.6%
US:62.1;EU:16.6;APAC:14.9;EM:5.1;Other:1.3
Value:+0.1;Growth:+0.7;Quality:+0.5;Size:-0.1;Momentum:+0.7;LowVol:-0.3
MaxPos8%
8
25
5.7
trailing 8%
186
21.5
Volatile
24.2
4.06
2.4
172
-10
40
72
true
Hedge
Buy index puts 1% notional
-8
4
BrokerA
MKT
98
VAR>budget
Reduce
Risk above budget threshold
4
-3
116
5
true
Tighten stops on momentum names
P5431
Cautious
IRA
USD
2025-04-16
566,092
65,681
500,411
1
35.6
33.3
15.2
15.9
XLF:10.4%;TSLA:11.0%;BRK.B:26.2%;GLD:26.2%;IEF:26.2%
US:62.0;EU:17.6;APAC:6.8;EM:8.9;Other:4.7
Value:+0.4;Growth:+0.1;Quality:+0.8;Size:-0.2;Momentum:+0.5;LowVol:-0.1
MaxPos5%;NoMargin
10
30
4.3
trailing 10%
90
15.4
Bull
16.3
4.53
2.1
113
53
61
30
false
Buy
Add to core equity +1%
-2
-33
BrokerB
LMT
96
null
null
Normal monitoring
8
-44
40
4
false
Monitor dispersion and breadth
P5432
Opportunistic
Trust
USD
2024-11-07
998,287
36,241
962,046
1.19
65.5
10
16.4
8.1
MUB:28.7%;AMZN:28.7%;VOO:28.7%;TLT:14.0%
US:59.3;EU:15.4;APAC:15.8;EM:4.0;Other:5.4
Value:+0.1;Growth:+0.6;Quality:-0.2;Size:-0.5;Momentum:+0.7;LowVol:-0.7
MaxPos7%
8
25
6.4
hard 12%
249
20.7
Bull
14
4.18
3.2
113
6
52
43
false
Buy
Add to core equity +1%
22
-15
BrokerB
MKT
91
null
null
Normal monitoring
-28
-53
-5
4
false
Increase defensive factor exposure
P5433
Hands-off
401k
USD
2025-10-15
732,388
54,284
678,104
1
63.8
25.8
3.9
6.5
MSFT:12.8%;HYG:16.3%;MUB:23.7%;GLD:23.4%;IEF:23.7%
US:66.5;EU:6.4;APAC:7.5;EM:14.0;Other:5.6
Value:+0.8;Growth:-0.4;Quality:-0.4;Size:+0.9;Momentum:-0.5;LowVol:+0.6
NoDerivatives
7
25
4
trailing 8%
159
16.5
Volatile
30.8
5.26
4.1
171
68
81
77
true
Hedge
Buy index puts 1% notional
3
-39
BrokerB
MKT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
59
0
130
4
false
Tax-aware sells next window
P5434
Active
401k
USD
2024-09-23
2,089,141
140,106
1,949,035
1.11
59.9
27.3
3.7
9.1
TSLA:23.5%;GLD:11.1%;HYG:18.4%;BRK.B:23.5%;XLF:23.5%
US:66.2;EU:7.3;APAC:12.7;EM:12.4;Other:1.4
Value:+1.0;Growth:+0.2;Quality:-0.2;Size:+0.1;Momentum:+0.9;LowVol:+0.4
MaxPos7%;NoDerivatives
5
25
4.6
trailing 9%
129
23.1
Bull
16.8
4.75
2.6
99
97
100
53
false
Sell
Trim extended winner -1%
30
-11
BrokerC
LMT
93
null
null
Normal monitoring
96
-7
213
3
false
Tighten stops on momentum names
P5435
Cautious
IRA
USD
2025-05-06
377,526
40,314
337,212
1
38.1
40.4
7.6
13.8
QQQ:26.4%;VNQ:27.0%;HYG:19.7%;VOO:27.0%
US:61.8;EU:10.3;APAC:14.4;EM:8.4;Other:5.0
Value:+0.6;Growth:-0.2;Quality:-0.2;Size:-0.3;Momentum:+0.3;LowVol:-0.3
ESGOnly;NoMargin
10
25
4.9
hard 10%
141
16.4
Bull
17.7
3.74
2.4
89
36
83
45
false
Sell
Trim extended winner -1%
19
4
BrokerC
MKT
90
null
null
Normal monitoring
80
8
203
5
false
Monitor dispersion and breadth
P5436
Hands-off
Trust
USD
2024-08-09
281,506
13,319
268,187
1
59.6
20.9
11.1
8.4
GLD:26.5%;BRK.B:20.4%;MSFT:26.5%;TSLA:26.5%
US:68.3;EU:9.5;APAC:8.9;EM:8.3;Other:5.0
Value:0.0;Growth:-0.9;Quality:+0.6;Size:-0.7;Momentum:+0.6;LowVol:-0.4
MaxPos5%
7
30
5.4
hard 10%
102
14.5
Volatile
24.9
5.14
2.7
136
-51
25
75
true
Reduce
Cut high-beta by 2-3%, add cash
0
12
BrokerC
VWAP
95
VAR>budget
Reduce
Risk above budget threshold
29
-19
27
4
false
Within IPS guidelines
P5437
Cautious
401k
USD
2025-03-05
805,137
91,768
713,369
1
37.7
44.5
4
13.9
QQQ:35.1%;MSFT:29.8%;BND:35.1%
US:60.7;EU:11.0;APAC:15.2;EM:9.7;Other:3.4
Value:-0.7;Growth:+0.9;Quality:-0.2;Size:+0.8;Momentum:-0.6;LowVol:+0.8
ESGOnly;NoMargin
8
35
3.9
trailing 8%
124
15.2
Bull
18
4.42
2.4
110
39
62
37
false
Sell
Trim extended winner -1%
22
-1
BrokerB
MKT
100
null
null
Normal monitoring
42
-2
118
3
false
Tighten stops on momentum names
P5438
Active
Roth
USD
2024-10-01
591,788
51,461
540,327
1
59.1
29.9
2.7
8.3
IEF:33.3%;AAPL:33.3%;MUB:33.3%
US:68.7;EU:9.2;APAC:5.8;EM:11.9;Other:4.3
Value:-0.6;Growth:-1.0;Quality:+0.8;Size:+1.0;Momentum:+0.6;LowVol:+0.5
null
5
35
5.8
trailing 9%
203
25.8
Bull
15.5
4.41
3.3
81
117
100
51
false
Buy
Add to core equity +1%
-2
-34
BrokerC
MKT
99
null
null
Normal monitoring
65
-19
46
3
false
Tax-aware sells next window
P5439
Systematic
Trust
USD
2025-11-03
1,695,576
96,563
1,599,013
1
63.9
30.7
0
5.4
VNQ:21.6%;VOO:26.4%;AAPL:26.4%;AMZN:25.7%
US:64.0;EU:18.5;APAC:10.0;EM:4.4;Other:3.1
Value:+0.4;Growth:+0.6;Quality:+0.5;Size:+0.5;Momentum:+0.7;LowVol:+0.1
null
8
35
5.3
trailing 8%
128
20.5
Volatile
21.8
4.97
2.6
160
28
66
57
true
Hedge
Buy index puts 1% notional
-13
-6
BrokerD
LMT
94
VAR>budget
Reduce
Risk above budget threshold
6
-41
65
2
false
Within IPS guidelines
P5440
Opportunistic
Taxable
USD
2025-07-25
316,707
21,897
294,810
1
60.4
15.4
18.6
5.5
HYG:16.2%;TLT:10.0%;MSFT:21.1%;AAPL:7.4%;AMZN:22.6%;QQQ:22.6%
US:73.7;EU:6.0;APAC:12.5;EM:5.3;Other:2.5
Value:+0.9;Growth:-0.1;Quality:+1.0;Size:-0.5;Momentum:-0.0;LowVol:+0.4
MaxPos5%
6
25
6.7
hard 12%
272
22.2
Volatile
25.9
5.47
2.3
136
63
81
73
true
Rebalance
Rebalance back to target bands
22
15
BrokerC
LMT
94
VAR>budget
Hedge
Risk above budget threshold
115
-14
214
3
false
Monitor dispersion and breadth
P5441
Opportunistic
401k
USD
2025-05-21
758,869
68,067
690,802
1.23
66.7
17.5
7.8
7.9
QQQ:33.3%;IEF:33.3%;VTI:33.3%
US:61.4;EU:19.2;APAC:11.5;EM:6.4;Other:1.4
Value:+0.5;Growth:-0.9;Quality:-0.4;Size:+0.2;Momentum:+0.8;LowVol:-0.5
MaxPos7%;NoDerivatives
7
30
4.3
trailing 9%
166
28.2
Volatile
25.3
4.16
4
150
1
44
78
true
Reduce
Cut high-beta by 2-3%, add cash
2
-30
BrokerA
MKT
85
VAR>budget
Hedge
Risk above budget threshold
-3
-41
28
3
false
Within IPS guidelines
P5442
Cautious
Taxable
USD
2024-12-05
182,336
28,541
153,795
1
40.2
41.4
6
12.3
AAPL:26.9%;QQQ:26.9%;GLD:19.3%;IEF:26.9%
US:59.5;EU:18.3;APAC:11.9;EM:7.3;Other:3.1
Value:-0.1;Growth:+0.2;Quality:+0.8;Size:-0.3;Momentum:-0.9;LowVol:-0.8
NoMargin
5
35
3.3
hard 10%
108
19.5
Volatile
22.2
3.79
3
115
-44
38
44
false
NoAction
Within bands; monitor
-1
-32
BrokerB
MKT
0
null
null
Normal monitoring
44
-33
61
3
false
Tax-aware sells next window
P5443
Active
Trust
USD
2024-11-28
710,804
54,908
655,896
1.2
64.5
26.1
4
5.3
GLD:22.2%;AAPL:9.9%;MSFT:23.1%;VTI:21.9%;BND:23.1%
US:58.6;EU:17.1;APAC:11.8;EM:10.2;Other:2.4
Value:-0.7;Growth:-0.1;Quality:-0.4;Size:+0.5;Momentum:+0.6;LowVol:-1.0
null
8
35
4.5
hard 12%
177
23.6
Bull
12.3
3.57
2.8
82
81
100
44
false
Buy
Add to core equity +1%
24
5
BrokerA
LMT
91
null
null
Normal monitoring
16
-59
16
3
false
Increase defensive factor exposure
P5444
Cautious
Trust
USD
2025-10-18
689,176
103,812
585,364
1
35.3
31
16.6
17.1
BND:22.7%;BRK.B:7.8%;GLD:22.7%;XLF:9.0%;MUB:22.7%;VOO:15.2%
US:66.5;EU:12.0;APAC:9.3;EM:11.8;Other:0.4
Value:+0.2;Growth:0.0;Quality:+0.1;Size:-0.6;Momentum:+0.5;LowVol:-0.7
MaxPos8%;NoMargin
7
35
6
trailing 8%
95
16.5
Bull
14.7
4.4
3.1
81
69
97
20
false
Rebalance
Shift +1% to bonds from equity
30
-8
BrokerC
LMT
90
null
null
Normal monitoring
32
-34
127
3
false
Within IPS guidelines
P5445
Systematic
Roth
USD
2025-06-02
1,236,648
89,594
1,147,054
1
61.9
31.4
0
6.7
QQQ:21.7%;AAPL:12.2%;TLT:11.2%;AMZN:12.9%;VNQ:20.4%;TSLA:21.7%
US:63.6;EU:11.7;APAC:11.3;EM:10.5;Other:2.9
Value:-0.1;Growth:+0.8;Quality:-0.3;Size:-0.4;Momentum:-0.5;LowVol:+0.3
null
10
25
5.9
trailing 8%
196
26.4
Sideways
19.2
4.99
2.3
127
27
73
62
true
Hedge
Buy index puts 1% notional
-5
-26
BrokerC
VWAP
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
53
13
189
4
false
Within IPS guidelines
P5446
Hands-off
401k
USD
2025-05-18
201,110
18,212
182,898
1
69
23
0
7.9
MUB:24.7%;XLF:12.9%;HYG:24.7%;TSLA:24.7%;GLD:13.0%
US:59.4;EU:20.2;APAC:12.7;EM:4.6;Other:3.1
Value:-0.4;Growth:-0.0;Quality:-0.7;Size:-0.1;Momentum:-0.5;LowVol:+0.9
ESGOnly
10
35
5.6
hard 10%
109
12.2
Bull
17.7
4.96
2.7
85
61
70
49
false
NoAction
Within bands; monitor
20
-39
BrokerD
MKT
0
null
null
Normal monitoring
54
8
175
4
false
Within IPS guidelines
P5447
Opportunistic
Roth
USD
2025-11-05
433,147
13,415
419,732
1.24
60.3
10.1
21
8.6
BND:16.5%;XLF:10.5%;VOO:16.2%;TLT:17.8%;VNQ:19.1%;IEF:20.0%
US:68.3;EU:8.7;APAC:13.4;EM:6.9;Other:2.7
Value:-0.2;Growth:-0.7;Quality:-0.3;Size:+0.5;Momentum:-0.4;LowVol:-0.6
MaxPos5%;NoDerivatives
5
25
4.2
trailing 7%
239
33.7
Bull
13.9
3.51
2.6
98
13
57
37
false
Sell
Trim extended winner -1%
7
-18
BrokerD
LMT
91
null
null
Normal monitoring
26
-39
-5
5
false
Tax-aware sells next window
P5448
Hands-off
401k
USD
2025-12-11
546,771
34,246
512,525
1
73.1
15.1
2.7
9.2
AAPL:24.7%;QQQ:24.7%;IEF:15.3%;TLT:24.7%;VNQ:10.7%
US:75.9;EU:10.8;APAC:9.2;EM:3.7;Other:0.3
Value:-0.6;Growth:+0.3;Quality:+0.1;Size:+0.4;Momentum:+0.9;LowVol:+0.6
ESGOnly;MaxPos8%
7
25
5.7
hard 10%
156
13.1
Bull
16.9
4.26
2.3
116
69
77
61
false
Buy
Add to core equity +1%
-8
-22
BrokerD
LMT
92
null
null
Normal monitoring
82
-45
46
4
false
Increase defensive factor exposure
P5449
Opportunistic
Trust
USD
2025-04-30
649,644
28,478
621,166
1
73
16.7
4.1
6.1
BRK.B:33.3%;GLD:33.3%;MSFT:33.3%
US:69.6;EU:6.7;APAC:14.0;EM:7.9;Other:1.9
Value:+0.3;Growth:+0.3;Quality:+1.0;Size:+0.4;Momentum:+0.1;LowVol:-0.7
null
7
30
4.1
hard 12%
278
32.1
Bear
29.4
3.38
1.4
196
-91
5
89
true
Hedge
Buy index puts 1% notional
30
10
BrokerA
VWAP
96
VAR>budget
Hedge
Risk above budget threshold
15
-44
148
4
false
Monitor dispersion and breadth
P5450
Systematic
Taxable
USD
2025-12-14
1,806,558
141,135
1,665,423
1
59.2
30.8
4.9
5.2
HYG:16.8%;VOO:20.4%;GLD:13.0%;VTI:22.8%;AMZN:14.1%;XLF:12.8%
US:66.0;EU:14.2;APAC:12.1;EM:3.8;Other:3.9
Value:-0.6;Growth:-0.7;Quality:+0.5;Size:-0.4;Momentum:+0.7;LowVol:-0.8
null
5
30
4.8
hard 12%
198
24.9
Sideways
16.6
4.99
2.2
120
54
77
40
false
Buy
Add to core equity +1%
12
-9
BrokerC
MKT
86
null
null
Normal monitoring
92
2
53
3
false
Tax-aware sells next window
P5451
Active
IRA
USD
2025-07-28
2,116,383
152,360
1,964,023
1
62.1
18.1
10.6
9.1
VTI:33.3%;TSLA:33.3%;AMZN:33.3%
US:64.7;EU:16.5;APAC:10.0;EM:5.9;Other:2.9
Value:-0.9;Growth:+0.6;Quality:-0.6;Size:-0.1;Momentum:+0.4;LowVol:+1.0
null
8
25
4.9
trailing 8%
206
16.5
Bear
27.2
3.08
3
168
-111
6
79
true
Hedge
Buy index puts 1% notional
32
-3
BrokerA
MKT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
23
-49
-2
4
false
Increase defensive factor exposure
P5452
Hands-off
Roth
USD
2025-03-19
183,800
14,906
168,894
1
67.1
20.1
5
7.9
GLD:20.1%;VNQ:18.1%;TLT:12.8%;MSFT:12.3%;XLF:17.9%;IEF:18.7%
US:66.6;EU:10.7;APAC:9.1;EM:9.5;Other:4.1
Value:+0.8;Growth:+0.7;Quality:-0.7;Size:-0.6;Momentum:-0.3;LowVol:+0.3
ESGOnly;MaxPos8%
10
25
5.6
hard 10%
98
13.2
Bear
24.6
4.14
3
159
-57
17
63
false
Buy
Add to core equity +1%
7
-20
BrokerA
MKT
99
null
null
Normal monitoring
-7
-45
127
3
false
Increase defensive factor exposure
P5453
Hands-off
Roth
USD
2025-11-30
899,496
54,252
845,244
1
56.1
29.2
9.1
5.6
AMZN:26.1%;VOO:37.0%;IEF:37.0%
US:63.8;EU:15.6;APAC:9.8;EM:6.4;Other:4.5
Value:+0.2;Growth:-0.7;Quality:+0.3;Size:-0.4;Momentum:-0.6;LowVol:-0.5
ESGOnly
6
30
3.8
hard 10%
163
17.2
Bear
23.1
3.03
1.4
166
-68
15
49
false
Hedge
Add TLT +1% as duration hedge
20
-13
BrokerB
VWAP
93
null
null
Normal monitoring
-43
6
-32
3
false
Tax-aware sells next window
P5454
Hands-off
Roth
USD
2025-06-15
245,096
15,980
229,116
1
61.5
26.7
4.5
7.3
GLD:20.4%;TSLA:12.8%;MSFT:9.7%;AMZN:20.9%;QQQ:15.2%;VNQ:20.9%
US:72.6;EU:14.6;APAC:5.1;EM:6.9;Other:0.8
Value:+0.2;Growth:-0.0;Quality:+0.5;Size:+0.1;Momentum:-1.0;LowVol:-0.3
MaxPos5%;NoDerivatives
5
30
4.1
trailing 8%
134
15.6
Bear
26.3
3.99
2.9
211
-52
31
60
false
Sell
Trim extended winner -1%
10
-1
BrokerA
LMT
90
null
null
Normal monitoring
-33
15
-8
5
false
Increase defensive factor exposure
P5455
Cautious
Taxable
USD
2024-10-03
494,767
64,552
430,215
1
41.5
35.3
11.7
11.5
XLF:25.0%;QQQ:25.0%;BND:25.0%;VNQ:25.0%
US:63.4;EU:17.7;APAC:12.5;EM:3.4;Other:3.1
Value:+0.2;Growth:-0.8;Quality:+0.2;Size:+0.6;Momentum:-0.4;LowVol:+0.4
MaxPos8%;NoDerivatives;NoMargin
6
35
3.6
trailing 8%
157
17.7
Bull
12.3
4.69
2.7
96
83
100
24
false
Rebalance
Shift +1% to bonds from equity
24
-27
BrokerA
MKT
88
null
null
Normal monitoring
32
-19
110
3
false
Tighten stops on momentum names
P5456
Active
Roth
USD
2024-08-23
773,759
78,315
695,444
1
66
20.6
6.9
6.4
TLT:20.8%;MUB:26.4%;QQQ:26.4%;BND:26.4%
US:68.1;EU:17.0;APAC:7.4;EM:3.6;Other:3.9
Value:-0.5;Growth:+0.3;Quality:-0.3;Size:+0.8;Momentum:+0.7;LowVol:-0.2
null
6
25
4.3
trailing 8%
220
20.7
Sideways
20.5
4.82
2.5
130
44
86
58
false
Hedge
Add TLT +1% as duration hedge
2
10
BrokerB
MKT
89
null
null
Normal monitoring
88
-12
76
3
false
Tax-aware sells next window
P5457
Hands-off
Trust
USD
2025-05-18
606,477
53,537
552,940
1
60.5
27.7
6
5.8
HYG:21.6%;XLF:15.3%;GLD:10.7%;VNQ:9.4%;MSFT:21.6%;TSLA:21.6%
US:75.0;EU:6.6;APAC:7.1;EM:9.4;Other:1.9
Value:+0.9;Growth:-0.6;Quality:-0.7;Size:-0.1;Momentum:-0.5;LowVol:+0.3
ESGOnly;NoDerivatives
7
25
5
trailing 8%
99
17.8
Sideways
18.2
4.02
2.7
102
36
72
50
false
Sell
Trim extended winner -1%
33
-13
BrokerD
LMT
100
null
null
Normal monitoring
-33
-40
-41
3
false
Increase defensive factor exposure
P5458
Opportunistic
IRA
USD
2025-06-01
526,958
30,679
496,279
1.14
67.3
21.4
3
8.3
GLD:8.8%;MUB:19.2%;IEF:21.2%;BRK.B:18.5%;TLT:21.2%;HYG:11.0%
US:75.2;EU:13.0;APAC:7.0;EM:4.3;Other:0.5
Value:-0.4;Growth:+0.1;Quality:-0.8;Size:-0.8;Momentum:-0.9;LowVol:+0.5
NoDerivatives
7
25
6.4
hard 12%
211
33.8
Bull
12.7
4.75
3.1
82
110
90
37
false
Sell
Trim extended winner -1%
1
12
BrokerB
MKT
95
null
null
Normal monitoring
34
-4
57
5
false
Monitor dispersion and breadth
P5459
Hands-off
Taxable
USD
2025-10-21
448,830
40,166
408,664
1
64.4
23.2
2.7
9.7
BRK.B:13.0%;BND:24.7%;VOO:24.7%;QQQ:17.1%;MUB:20.5%
US:63.2;EU:10.3;APAC:12.3;EM:10.3;Other:3.9
Value:+0.9;Growth:+0.3;Quality:-0.5;Size:+0.6;Momentum:-0.1;LowVol:-0.9
ESGOnly;NoDerivatives
8
25
5.1
trailing 8%
112
14.1
Bear
22.3
3.59
1.8
169
-34
48
58
false
Hedge
Add TLT +1% as duration hedge
16
-12
BrokerD
MKT
87
null
null
Normal monitoring
-5
-18
88
4
false
Tighten stops on momentum names
P5460
Cautious
Roth
USD
2025-07-01
183,343
27,001
156,342
1
44.7
37.1
7.9
10.3
AMZN:33.3%;VTI:33.3%;QQQ:33.3%
US:59.9;EU:10.3;APAC:15.5;EM:12.5;Other:1.9
Value:-0.1;Growth:+0.3;Quality:+0.3;Size:+0.6;Momentum:0.0;LowVol:+0.3
MaxPos8%;NoDerivatives;NoMargin
6
35
5.4
trailing 8%
168
12.9
Bull
17.9
4.7
2.9
102
113
100
42
false
Rebalance
Shift +1% to bonds from equity
2
2
BrokerD
MKT
98
null
null
Normal monitoring
102
-41
81
5
false
Monitor dispersion and breadth
P5461
Cautious
Taxable
USD
2025-09-30
750,119
114,695
635,424
1
46.6
42.3
0
11.1
VOO:33.3%;IEF:33.3%;BRK.B:33.3%
US:73.4;EU:6.2;APAC:14.1;EM:3.6;Other:2.7
Value:-0.8;Growth:-0.6;Quality:-0.3;Size:-1.0;Momentum:+0.8;LowVol:0.0
ESGOnly;NoMargin
7
30
3.5
hard 10%
169
16.5
Volatile
23.7
3.87
2.4
147
-53
10
56
false
NoAction
Within bands; monitor
8
13
BrokerC
MKT
0
null
null
Normal monitoring
-39
-22
23
5
false
Tighten stops on momentum names
P5462
Hands-off
401k
USD
2025-08-23
316,902
22,574
294,328
1
68.4
24.2
0
7.4
GLD:13.4%;QQQ:20.6%;MSFT:22.0%;VOO:22.0%;TSLA:22.0%
US:59.5;EU:18.8;APAC:9.8;EM:8.8;Other:3.1
Value:-0.8;Growth:-0.3;Quality:-0.1;Size:+0.1;Momentum:+0.7;LowVol:+0.2
ESGOnly
7
30
3.8
trailing 8%
91
13.4
Volatile
31.6
3.71
2.7
179
21
61
74
true
Reduce
Cut high-beta by 2-3%, add cash
26
-37
BrokerD
MKT
97
RegimeShift
TightenStops
Volatility spike and breadth deterioration
30
-28
63
2
false
Increase defensive factor exposure
P5463
Systematic
Trust
USD
2025-05-02
718,722
30,585
688,137
1
65.4
21.3
7.2
6.1
TSLA:25.4%;MUB:25.4%;TLT:25.4%;IEF:23.7%
US:70.3;EU:10.9;APAC:7.9;EM:6.5;Other:4.5
Value:-0.1;Growth:+0.8;Quality:+0.4;Size:+0.3;Momentum:+0.4;LowVol:-0.4
NoDerivatives
5
25
4.3
trailing 8%
214
24.4
Bull
13.3
4.41
2.9
86
103
90
35
false
Rebalance
Shift +1% to bonds from equity
-8
-18
BrokerC
VWAP
98
null
null
Normal monitoring
27
-40
137
5
false
Tax-aware sells next window
P5464
Hands-off
Roth
USD
2025-06-18
296,340
18,359
277,981
1
73
21
0
6
MSFT:12.9%;VOO:23.7%;GLD:23.7%;XLF:18.5%;BRK.B:21.3%
US:64.3;EU:9.7;APAC:15.0;EM:9.1;Other:1.9
Value:-1.0;Growth:-0.6;Quality:+0.1;Size:-0.0;Momentum:+0.6;LowVol:+0.9
ESGOnly;MaxPos6%
8
35
5.5
trailing 10%
146
16.1
Volatile
20.2
5.15
2.1
141
5
47
71
true
Reduce
Cut high-beta by 2-3%, add cash
29
14
BrokerB
VWAP
96
VAR>budget
Hedge
Risk above budget threshold
-35
-11
104
5
false
Tighten stops on momentum names
P5465
Cautious
Trust
USD
2025-04-28
637,381
79,092
558,289
1
47.7
42.1
0
10.2
BND:24.6%;XLF:20.9%;VOO:24.6%;IEF:17.5%;AMZN:12.4%
US:67.4;EU:11.8;APAC:12.6;EM:3.7;Other:4.5
Value:-1.0;Growth:-0.3;Quality:-0.4;Size:0.0;Momentum:-0.6;LowVol:+0.7
NoMargin
6
30
4.1
trailing 8%
147
17.3
Bear
26.4
4.05
2.4
143
12
51
51
false
Rebalance
Shift +1% to bonds from equity
-10
-21
BrokerC
LMT
86
null
null
Normal monitoring
-45
9
-23
3
false
Increase defensive factor exposure
P5466
Opportunistic
Taxable
USD
2025-04-15
960,617
50,714
909,903
1.19
73.1
11.5
8.8
6.6
BRK.B:33.3%;MUB:33.3%;VTI:33.3%
US:63.5;EU:8.9;APAC:13.7;EM:10.5;Other:3.4
Value:-0.1;Growth:+1.0;Quality:+0.9;Size:+0.4;Momentum:-0.7;LowVol:-0.1
NoDerivatives
6
35
6.6
trailing 9%
266
25.6
Sideways
16
4.21
2.9
104
13
71
65
false
Hedge
Add TLT +1% as duration hedge
-6
-6
BrokerB
MKT
95
null
null
Normal monitoring
-42
-8
-64
3
false
Tighten stops on momentum names
P5467
Active
Trust
USD
2025-01-27
636,847
64,541
572,306
1
60
18.6
14.8
6.6
GLD:17.3%;BND:23.3%;BRK.B:10.9%;IEF:23.3%;QQQ:13.9%;VNQ:11.4%
US:62.5;EU:15.7;APAC:8.2;EM:10.6;Other:3.0
Value:+0.2;Growth:-0.2;Quality:-1.0;Size:-0.2;Momentum:-0.0;LowVol:+0.2
NoDerivatives
7
35
5.5
trailing 9%
179
22
Sideways
21.9
4.09
3.2
122
51
69
50
false
NoAction
Within bands; monitor
23
-14
BrokerD
MKT
0
null
null
Normal monitoring
-50
-42
-17
5
false
Increase defensive factor exposure
P5468
Systematic
Roth
USD
2024-11-24
960,683
77,792
882,891
1
55.7
25.4
11.3
7.7
MUB:18.3%;VNQ:27.2%;TLT:27.2%;MSFT:27.2%
US:68.4;EU:11.8;APAC:11.2;EM:3.5;Other:5.2
Value:+0.5;Growth:-0.8;Quality:+0.5;Size:+0.2;Momentum:0.0;LowVol:-0.3
MaxPos6%
7
25
5.9
trailing 8%
213
25.9
Sideways
14.1
3.93
3
128
57
71
33
false
NoAction
Within bands; monitor
-10
8
BrokerC
MKT
0
null
null
Normal monitoring
-51
-14
-70
3
false
Tighten stops on momentum names
P5469
Active
Taxable
USD
2025-03-07
1,879,074
112,806
1,766,268
1
52.2
18.7
20.6
8.5
BND:24.8%;MSFT:25.7%;VNQ:23.9%;VTI:25.7%
US:62.1;EU:15.9;APAC:10.2;EM:8.3;Other:3.6
Value:-0.8;Growth:-0.6;Quality:-0.3;Size:+0.7;Momentum:-0.7;LowVol:+0.3
NoDerivatives
10
25
5
trailing 8%
172
20.6
Volatile
31.6
3.98
2.3
123
-32
34
68
false
NoAction
Within bands; monitor
20
-17
BrokerA
LMT
95
null
null
Normal monitoring
7
-60
21
5
false
Within IPS guidelines
P5470
Hands-off
401k
USD
2025-05-27
641,615
34,919
606,696
1
69.3
22.8
0
7.9
TLT:23.1%;AMZN:23.1%;BRK.B:13.9%;HYG:16.7%;MUB:23.1%
US:54.7;EU:17.2;APAC:14.2;EM:11.9;Other:2.0
Value:+0.9;Growth:+0.8;Quality:-0.7;Size:0.0;Momentum:+0.7;LowVol:+0.1
ESGOnly;MaxPos6%
5
25
4.8
trailing 8%
101
15.7
Bull
12.6
4.43
3.3
84
37
70
43
true
Rebalance
Rebalance back to target bands
-8
-27
BrokerB
MKT
100
VAR>budget
Pause
Risk above budget threshold
59
0
193
2
false
Tighten stops on momentum names
P5471
Cautious
Trust
USD
2024-07-24
537,958
74,223
463,735
1
44.6
32.1
6
17.4
BRK.B:21.7%;QQQ:14.9%;TLT:21.7%;AAPL:19.9%;GLD:21.7%
US:65.9;EU:13.4;APAC:12.7;EM:3.6;Other:4.3
Value:+0.8;Growth:-0.5;Quality:-0.9;Size:-0.6;Momentum:-0.1;LowVol:+0.9
MaxPos7%;NoMargin
7
25
5.6
trailing 10%
105
14.3
Volatile
22.2
4.31
4.5
122
41
56
57
false
Sell
Trim extended winner -1%
-11
5
BrokerD
VWAP
88
null
null
Normal monitoring
99
-13
213
3
false
Monitor dispersion and breadth
P5472
Cautious
Roth
USD
2025-01-02
837,051
69,607
767,444
1
35.7
30.5
17.5
16.3
VOO:33.3%;BRK.B:33.3%;IEF:33.3%
US:68.4;EU:14.6;APAC:7.1;EM:6.2;Other:3.7
Value:+0.3;Growth:-0.5;Quality:-0.4;Size:-0.0;Momentum:-0.2;LowVol:+0.7
ESGOnly;NoDerivatives;NoMargin
6
25
5
trailing 8%
165
12.7
Bear
22
4.35
1.2
214
-106
5
39
false
Buy
Add to core equity +1%
33
3
BrokerB
LMT
100
null
null
Normal monitoring
-3
-2
49
3
false
Tighten stops on momentum names
P5473
Opportunistic
Taxable
USD
2025-07-03
333,015
13,419
319,596
1.17
68.1
15.4
8.5
8
VNQ:19.7%;IEF:14.5%;MUB:21.9%;HYG:12.8%;QQQ:21.9%;MSFT:9.1%
US:64.6;EU:9.0;APAC:13.5;EM:9.1;Other:3.8
Value:-0.9;Growth:-0.4;Quality:-0.5;Size:-0.4;Momentum:+0.5;LowVol:+0.9
MaxPos5%
10
35
4
trailing 9%
194
26.2
Volatile
24.7
4.11
3
150
-47
13
66
false
Rebalance
Shift +1% to bonds from equity
0
-33
BrokerB
MKT
90
null
null
Normal monitoring
-31
5
-11
4
false
Tighten stops on momentum names
P5474
Active
Taxable
USD
2024-09-23
1,032,974
67,438
965,536
1
58.1
26.8
6.8
8.4
VTI:22.4%;MSFT:24.9%;VOO:16.1%;TSLA:11.8%;IEF:24.9%
US:74.4;EU:13.6;APAC:7.1;EM:3.6;Other:1.4
Value:+0.2;Growth:-0.3;Quality:-0.4;Size:+0.8;Momentum:0.0;LowVol:-0.5
NoDerivatives
8
30
5
trailing 8%
225
26.3
Bull
17.2
4.31
3.2
108
116
98
49
false
Rebalance
Shift +1% to bonds from equity
27
-10
BrokerA
LMT
85
null
null
Normal monitoring
54
8
79
4
false
Within IPS guidelines
P5475
Active
IRA
USD
2025-10-25
1,027,927
79,525
948,402
1
62.8
28.9
0
8.3
MSFT:21.7%;TSLA:14.8%;IEF:21.7%;BRK.B:21.7%;GLD:20.2%
US:68.5;EU:13.9;APAC:5.4;EM:9.3;Other:2.8
Value:-0.6;Growth:-1.0;Quality:+1.0;Size:+0.2;Momentum:+0.1;LowVol:+0.3
MaxPos6%
8
35
4
trailing 8%
168
20.6
Sideways
17.3
4.12
2.9
129
51
80
62
false
Buy
Add to core equity +1%
7
14
BrokerB
MKT
95
null
null
Normal monitoring
38
-56
21
4
false
Tighten stops on momentum names
P5476
Hands-off
Trust
USD
2025-07-08
740,945
72,508
668,437
1
58.6
16.4
17.2
7.8
AMZN:28.3%;QQQ:25.5%;VTI:28.3%;TLT:17.9%
US:63.0;EU:13.6;APAC:7.2;EM:10.6;Other:5.6
Value:-0.4;Growth:+0.9;Quality:+0.6;Size:-0.3;Momentum:+0.2;LowVol:-0.9
null
8
30
4.4
hard 10%
119
14.2
Sideways
20.3
4.08
3.4
121
60
66
45
false
Rebalance
Shift +1% to bonds from equity
17
-39
BrokerB
MKT
91
null
null
Normal monitoring
79
-28
109
4
false
Monitor dispersion and breadth
P5477
Cautious
Taxable
USD
2024-11-08
235,894
33,039
202,855
1
51.1
30.3
4.6
14
AAPL:23.2%;GLD:27.1%;TSLA:27.1%;BND:22.6%
US:74.7;EU:7.1;APAC:6.4;EM:10.8;Other:1.0
Value:+0.5;Growth:+0.1;Quality:-0.1;Size:-0.7;Momentum:-1.0;LowVol:-0.1
NoMargin
10
35
4.2
trailing 8%
99
17.7
Bull
17.6
4.16
2.1
85
38
84
38
false
Buy
Add to core equity +1%
21
-14
BrokerB
LMT
98
null
null
Normal monitoring
65
-50
204
4
false
Monitor dispersion and breadth
P5478
Active
Trust
USD
2024-07-28
1,926,145
124,285
1,801,860
1.07
54.4
30.4
9.5
5.7
TSLA:8.1%;VOO:10.7%;XLF:14.8%;HYG:22.1%;QQQ:22.1%;GLD:22.1%
US:55.9;EU:16.0;APAC:10.9;EM:12.8;Other:4.4
Value:-0.5;Growth:+0.3;Quality:-0.9;Size:+0.6;Momentum:-0.3;LowVol:-0.8
NoDerivatives
7
35
5.8
trailing 8%
121
21
Volatile
25.6
4.81
2.3
123
20
63
70
false
NoAction
Within bands; monitor
20
11
BrokerD
MKT
0
null
null
Normal monitoring
79
-54
199
3
false
Tax-aware sells next window
P5479
Active
IRA
USD
2024-10-25
1,951,751
157,579
1,794,172
1
59.2
27.7
7.9
5.3
AAPL:33.3%;TLT:33.3%;QQQ:33.3%
US:60.0;EU:10.1;APAC:16.0;EM:11.4;Other:2.6
Value:-0.3;Growth:0.0;Quality:+0.4;Size:-1.0;Momentum:+0.1;LowVol:-0.0
MaxPos8%
5
35
5.4
hard 12%
204
25.3
Bull
13.7
4.24
3.3
70
60
89
43
false
NoAction
Within bands; monitor
0
-36
BrokerB
MKT
0
null
null
Normal monitoring
63
-60
93
5
false
Within IPS guidelines
P5480
Hands-off
Taxable
USD
2024-07-19
403,021
37,123
365,898
1
67.1
21.5
5
6.5
AMZN:24.9%;GLD:25.8%;TSLA:23.6%;HYG:25.8%
US:63.8;EU:18.4;APAC:6.8;EM:9.2;Other:1.9
Value:-0.3;Growth:-0.7;Quality:-0.3;Size:-0.7;Momentum:-1.0;LowVol:+0.1
ESGOnly
6
30
5.6
trailing 8%
152
19.1
Volatile
23.5
3.52
4.1
121
59
91
77
true
Rebalance
Rebalance back to target bands
-12
9
BrokerA
MKT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-49
-49
38
2
false
Tighten stops on momentum names
P5481
Systematic
Taxable
USD
2024-07-17
1,494,751
114,598
1,380,153
1
60.5
23.5
8.1
7.9
AMZN:25.0%;TLT:25.0%;QQQ:25.0%;MSFT:25.0%
US:60.4;EU:16.0;APAC:14.9;EM:7.6;Other:0.9
Value:-0.5;Growth:-0.9;Quality:-1.0;Size:+0.8;Momentum:+0.4;LowVol:+0.5
MaxPos8%
7
35
5
hard 12%
133
23.6
Volatile
29.4
4.83
3.3
149
13
56
80
true
Reduce
Cut high-beta by 2-3%, add cash
2
7
BrokerA
MKT
86
VAR>budget
Reduce
Risk above budget threshold
45
-11
90
4
true
Tax-aware sells next window
P5482
Cautious
Trust
USD
2025-04-14
664,653
79,318
585,335
1
52.7
36.7
0.5
10.1
GLD:28.8%;TLT:28.8%;VTI:23.3%;HYG:19.1%
US:62.8;EU:21.7;APAC:7.9;EM:6.2;Other:1.3
Value:-0.3;Growth:-0.3;Quality:-0.1;Size:-0.7;Momentum:-0.3;LowVol:-0.0
MaxPos7%;NoMargin
10
25
5.5
trailing 10%
119
13.8
Bear
24.7
3.61
1.9
158
40
57
64
false
NoAction
Within bands; monitor
30
-4
BrokerD
MKT
0
null
null
Normal monitoring
107
4
191
3
false
Increase defensive factor exposure
P5483
Cautious
Taxable
USD
2024-08-14
726,636
96,830
629,806
1
51.2
38
0
10.7
VTI:27.0%;VOO:27.0%;XLF:27.0%;VNQ:19.0%
US:72.6;EU:6.9;APAC:5.5;EM:10.5;Other:4.5
Value:-0.0;Growth:-1.0;Quality:-0.8;Size:+1.0;Momentum:-0.9;LowVol:-0.1
ESGOnly;NoMargin
10
30
3.8
trailing 8%
98
16.3
Volatile
31.7
5.36
2.5
113
35
75
74
true
Rebalance
Rebalance back to target bands
9
-36
BrokerC
LMT
96
VAR>budget
Reduce
Risk above budget threshold
110
-23
130
5
false
Tax-aware sells next window
P5484
Active
401k
USD
2025-09-07
909,888
78,817
831,071
1
63.1
28.9
0
8
GLD:28.3%;MUB:28.3%;VOO:28.3%;TSLA:15.2%
US:57.2;EU:21.7;APAC:11.6;EM:5.5;Other:4.1
Value:-1.0;Growth:-0.5;Quality:0.0;Size:+1.0;Momentum:-0.9;LowVol:-0.1
NoDerivatives
5
25
4
trailing 9%
162
20.6
Bull
13.7
4.12
2.5
117
85
96
46
false
Rebalance
Shift +1% to bonds from equity
14
-16
BrokerA
MKT
92
null
null
Normal monitoring
32
-52
26
4
false
Within IPS guidelines
P5485
Cautious
Taxable
USD
2025-03-24
321,503
44,904
276,599
1
52.8
37.1
0
10.1
XLF:20.3%;GLD:16.4%;AMZN:20.3%;VNQ:14.2%;MSFT:16.8%;VTI:12.1%
US:59.6;EU:17.1;APAC:11.3;EM:10.3;Other:1.8
Value:+0.1;Growth:+1.0;Quality:-0.8;Size:+0.7;Momentum:+0.6;LowVol:+0.9
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
7
25
5.8
trailing 10%
122
19.3
Bear
28.9
3.96
2.9
137
-80
16
62
false
Buy
Add to core equity +1%
30
-3
BrokerA
VWAP
85
null
null
Normal monitoring
19
-39
118
5
false
Tax-aware sells next window
P5486
Systematic
Taxable
USD
2025-04-24
1,214,057
84,589
1,129,468
1
58.6
34
0
7.4
XLF:23.2%;GLD:13.4%;IEF:17.1%;AAPL:23.2%;VOO:23.2%
US:59.0;EU:15.3;APAC:14.1;EM:8.0;Other:3.6
Value:-0.7;Growth:-0.4;Quality:+0.1;Size:+0.9;Momentum:+0.5;LowVol:-0.4
MaxPos6%
10
30
5.6
trailing 9%
211
21.8
Bear
31.2
3.93
1.1
171
-25
43
78
true
Reduce
Cut high-beta by 2-3%, add cash
19
-3
BrokerA
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
-16
18
110
5
false
Monitor dispersion and breadth
P5487
Systematic
Roth
USD
2025-04-19
624,631
44,386
580,245
1
57
32
3.6
7.4
HYG:19.4%;GLD:20.2%;VOO:12.2%;TSLA:24.1%;IEF:24.1%
US:65.5;EU:15.3;APAC:7.9;EM:10.1;Other:1.1
Value:-0.7;Growth:-0.6;Quality:+0.2;Size:+0.2;Momentum:-0.5;LowVol:-0.8
NoDerivatives
7
25
5.3
trailing 8%
133
24.5
Bull
14.7
4.32
3.2
109
68
74
42
true
Reduce
Cut high-beta by 2-3%, add cash
35
-6
BrokerB
MKT
93
VAR>budget
Hedge
Risk above budget threshold
53
1
120
5
false
Monitor dispersion and breadth
P5488
Opportunistic
IRA
USD
2024-12-01
768,103
29,793
738,310
1
62.9
13.7
15.2
8.2
QQQ:20.3%;GLD:22.7%;BRK.B:15.1%;VNQ:22.7%;MUB:19.2%
US:69.9;EU:14.9;APAC:5.1;EM:8.5;Other:1.6
Value:-0.9;Growth:+0.3;Quality:-0.8;Size:+0.4;Momentum:+0.8;LowVol:-1.0
NoDerivatives
7
25
6.5
trailing 7%
185
32.9
Bull
11.2
4.09
2.1
75
95
94
34
false
Rebalance
Shift +1% to bonds from equity
25
-10
BrokerA
LMT
86
null
null
Normal monitoring
1
-4
139
4
false
Tighten stops on momentum names
P5489
Systematic
Trust
USD
2024-12-07
1,230,164
103,022
1,127,142
1
56.7
30.4
5.6
7.3
VTI:16.4%;QQQ:25.2%;VOO:18.7%;MUB:14.6%;BRK.B:25.2%
US:59.1;EU:14.9;APAC:8.8;EM:13.2;Other:3.9
Value:+0.3;Growth:-0.8;Quality:+0.6;Size:-0.8;Momentum:+0.4;LowVol:+0.6
MaxPos6%
8
30
4.6
trailing 8%
157
21.8
Volatile
31
3.78
4.4
138
-44
16
79
true
Rebalance
Rebalance back to target bands
18
-20
BrokerC
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-6
-52
126
2
false
Increase defensive factor exposure
P5490
Opportunistic
Trust
USD
2024-08-26
1,179,788
53,491
1,126,297
1
65.4
17.9
9.6
7.1
IEF:24.3%;BRK.B:24.3%;TSLA:24.3%;VOO:8.7%;MUB:18.5%
US:65.9;EU:6.7;APAC:14.6;EM:9.8;Other:3.0
Value:-0.8;Growth:-0.6;Quality:+0.6;Size:-0.5;Momentum:-0.9;LowVol:+0.6
null
6
35
6.8
trailing 9%
210
34.3
Bull
15.3
4.3
2.9
112
101
96
43
false
Sell
Trim extended winner -1%
34
-5
BrokerB
LMT
93
null
null
Normal monitoring
-7
-10
83
3
false
Tighten stops on momentum names
P5491
Hands-off
Taxable
USD
2025-09-23
489,731
43,179
446,552
1
61.7
29
3.4
5.8
TSLA:20.2%;IEF:26.6%;TLT:26.6%;BRK.B:26.6%
US:70.3;EU:11.1;APAC:10.3;EM:5.6;Other:2.6
Value:-0.5;Growth:0.0;Quality:+0.3;Size:+0.1;Momentum:-0.8;LowVol:+0.2
ESGOnly;NoDerivatives
6
35
3.7
trailing 8%
168
19.2
Volatile
27.3
5.14
4.5
123
-9
35
72
true
Hedge
Buy index puts 1% notional
4
14
BrokerC
LMT
91
RegimeShift
Pause
Volatility spike and breadth deterioration
57
-25
147
5
false
Monitor dispersion and breadth
P5492
Cautious
401k
USD
2025-12-01
768,101
93,377
674,724
1
49.4
39.5
0
11.1
VNQ:23.0%;BND:23.0%;IEF:19.5%;AAPL:23.0%;HYG:11.6%
US:58.0;EU:18.9;APAC:13.8;EM:4.2;Other:5.1
Value:-0.6;Growth:-0.3;Quality:-0.8;Size:+0.1;Momentum:+0.6;LowVol:+0.2
NoDerivatives;NoMargin
10
25
4.3
hard 10%
163
17.2
Volatile
27.2
4.01
3.4
131
42
61
60
false
NoAction
Within bands; monitor
8
-12
BrokerC
LMT
89
null
null
Normal monitoring
106
-1
212
4
false
Tax-aware sells next window
P5493
Opportunistic
Trust
USD
2024-08-06
1,257,889
58,398
1,199,491
1
72.7
21.6
0
5.7
HYG:37.1%;TSLA:37.1%;MUB:25.8%
US:67.5;EU:9.0;APAC:12.4;EM:8.6;Other:2.6
Value:+0.5;Growth:-0.8;Quality:+0.8;Size:-0.9;Momentum:0.0;LowVol:+0.5
null
10
25
6.3
trailing 7%
168
24.7
Bull
14.6
4.21
3.4
76
4
46
45
false
Rebalance
Shift +1% to bonds from equity
22
-24
BrokerD
LMT
94
null
null
Normal monitoring
73
18
158
4
false
Tax-aware sells next window
P5494
Active
Roth
USD
2025-03-05
1,742,198
134,795
1,607,403
1
64.4
24.1
4.7
6.7
QQQ:28.2%;BRK.B:15.5%;MSFT:28.2%;IEF:28.2%
US:72.0;EU:10.4;APAC:11.9;EM:5.3;Other:0.4
Value:+0.2;Growth:-0.0;Quality:-0.8;Size:-0.9;Momentum:+0.6;LowVol:-0.7
null
10
35
4.6
trailing 8%
160
21.4
Volatile
21.1
4.84
2.9
160
-1
40
62
false
Rebalance
Shift +1% to bonds from equity
26
8
BrokerB
MKT
90
null
null
Normal monitoring
74
-36
141
4
false
Monitor dispersion and breadth
P5495
Cautious
IRA
USD
2025-06-25
592,161
90,422
501,739
1
35
37.4
17
10.6
GLD:16.9%;BND:9.2%;TSLA:14.1%;QQQ:22.7%;HYG:22.7%;MUB:14.3%
US:61.9;EU:18.3;APAC:11.8;EM:3.9;Other:4.1
Value:+0.3;Growth:-0.5;Quality:-0.5;Size:+0.7;Momentum:-0.8;LowVol:+0.9
NoMargin
7
30
4.1
hard 10%
92
13.8
Sideways
14.5
4.05
2.7
131
-25
42
40
false
Buy
Add to core equity +1%
-15
-23
BrokerA
VWAP
96
null
null
Normal monitoring
-52
-36
-39
4
false
Tax-aware sells next window
P5496
Hands-off
Trust
USD
2025-11-13
253,261
13,974
239,287
1
65.1
21
7.1
6.8
BRK.B:16.2%;IEF:7.8%;HYG:20.0%;MSFT:19.3%;QQQ:19.2%;VNQ:17.5%
US:67.7;EU:10.5;APAC:10.5;EM:10.0;Other:1.2
Value:-0.1;Growth:0.0;Quality:+0.5;Size:+0.1;Momentum:+0.7;LowVol:-0.8
ESGOnly
7
35
4.7
hard 10%
169
17.4
Volatile
20.9
4.24
3.5
123
-47
23
55
true
Reduce
Cut high-beta by 2-3%, add cash
3
-30
BrokerA
LMT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-21
-14
-11
2
false
Tax-aware sells next window
P5497
Active
Roth
USD
2024-08-08
608,012
39,799
568,213
1
54.3
27.6
12.6
5.4
BRK.B:9.7%;TSLA:23.0%;AAPL:23.0%;VOO:23.0%;XLF:21.2%
US:64.4;EU:10.3;APAC:9.9;EM:11.7;Other:3.7
Value:+0.4;Growth:+0.1;Quality:-0.8;Size:-0.1;Momentum:+0.3;LowVol:-0.0
MaxPos6%;NoDerivatives
5
25
5.4
trailing 9%
181
26.2
Volatile
27.4
4.6
3.2
156
-50
35
66
false
Hedge
Add TLT +1% as duration hedge
-6
-29
BrokerD
LMT
90
null
null
Normal monitoring
-40
-28
-48
4
false
Tax-aware sells next window
P5498
Cautious
Taxable
USD
2025-10-14
614,836
56,287
558,549
1
42.4
31.8
13.9
11.9
HYG:26.6%;GLD:26.6%;VTI:20.3%;TLT:26.6%
US:73.8;EU:14.3;APAC:6.8;EM:4.0;Other:1.1
Value:+0.9;Growth:+0.4;Quality:-0.4;Size:+0.7;Momentum:+0.6;LowVol:-0.9
ESGOnly;MaxPos8%;NoMargin
5
25
5.7
hard 10%
111
17.5
Volatile
22.6
4.72
3
148
14
70
55
false
NoAction
Within bands; monitor
17
-16
BrokerD
MKT
0
null
null
Normal monitoring
120
-59
137
4
false
Tax-aware sells next window
P5499
Cautious
Roth
USD
2025-09-09
189,104
22,932
166,172
1
37.2
36.2
14.9
11.7
HYG:9.8%;TSLA:17.8%;BND:9.5%;QQQ:23.1%;AAPL:16.7%;MSFT:23.1%
US:65.3;EU:12.1;APAC:10.0;EM:9.9;Other:2.7
Value:+0.6;Growth:-0.9;Quality:+0.2;Size:+0.2;Momentum:+0.8;LowVol:-1.0
MaxPos7%;NoDerivatives;NoMargin
6
30
4.4
trailing 8%
129
16.6
Sideways
19
4.17
3.1
139
-4
45
41
false
Buy
Add to core equity +1%
-5
7
BrokerB
LMT
99
null
null
Normal monitoring
85
-39
105
3
false
Within IPS guidelines
P5500
Systematic
IRA
USD
2024-11-07
1,460,512
125,767
1,334,745
1
64.9
21.6
7
6.5
QQQ:21.8%;XLF:18.5%;GLD:17.9%;AAPL:19.9%;HYG:21.8%
US:72.4;EU:12.7;APAC:7.4;EM:5.2;Other:2.3
Value:+0.6;Growth:-0.7;Quality:+0.3;Size:-0.7;Momentum:0.0;LowVol:-0.0
null
7
30
4.2
trailing 9%
165
20.3
Bear
34.2
3.67
1.7
216
-34
18
97
true
Reduce
Cut high-beta by 2-3%, add cash
-15
-29
BrokerA
LMT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
100
-6
140
4
false
Tighten stops on momentum names