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
P5501
Hands-off
Trust
USD
2024-08-02
262,105
13,270
248,835
1
68.6
19.5
4.8
7.1
MSFT:33.3%;QQQ:33.3%;BRK.B:33.3%
US:61.0;EU:6.5;APAC:17.0;EM:9.8;Other:5.7
Value:+0.2;Growth:0.0;Quality:-0.5;Size:+0.3;Momentum:-0.4;LowVol:+0.9
MaxPos6%;NoDerivatives
8
35
3.3
trailing 10%
156
18.8
Bear
29.8
3.25
1.5
181
19
66
82
true
Hedge
Buy index puts 1% notional
-12
-29
BrokerA
LMT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
-22
-45
79
2
false
Monitor dispersion and breadth
P5502
Opportunistic
Roth
USD
2025-08-14
825,597
45,420
780,177
1
67
19.1
7.5
6.4
MUB:33.3%;BND:33.3%;MSFT:33.3%
US:76.6;EU:8.2;APAC:8.8;EM:3.0;Other:3.3
Value:-0.0;Growth:-0.7;Quality:-0.6;Size:+0.1;Momentum:-0.2;LowVol:-1.0
MaxPos5%
7
30
6.2
trailing 9%
213
24.3
Bear
32.6
3.01
2.2
160
-95
5
80
true
Rebalance
Rebalance back to target bands
14
0
BrokerA
MKT
100
Drift>tolerance
Pause
Allocation drift beyond policy bands
-32
12
-64
5
false
Tighten stops on momentum names
P5503
Hands-off
IRA
USD
2025-09-20
313,840
18,026
295,814
1
62.8
29.1
3.1
5.1
QQQ:20.7%;MSFT:15.1%;HYG:16.8%;BRK.B:20.7%;MUB:15.9%;IEF:10.8%
US:61.0;EU:17.7;APAC:12.9;EM:3.7;Other:4.6
Value:-0.3;Growth:+0.6;Quality:-0.5;Size:+0.3;Momentum:+0.2;LowVol:+0.7
ESGOnly
6
25
5.5
trailing 8%
139
19.9
Bull
16.6
3.55
2.4
76
106
88
58
false
Buy
Add to core equity +1%
6
5
BrokerA
MKT
90
null
null
Normal monitoring
-3
-40
-18
5
false
Tighten stops on momentum names
P5504
Systematic
Trust
USD
2024-10-16
1,718,479
71,153
1,647,326
1
57.7
32.6
0
9.8
AMZN:24.6%;BND:19.9%;VOO:27.8%;AAPL:27.8%
US:61.7;EU:14.3;APAC:15.0;EM:5.1;Other:3.9
Value:+0.2;Growth:-0.7;Quality:-0.7;Size:-0.7;Momentum:+0.5;LowVol:+0.9
MaxPos8%
6
25
4
hard 12%
177
19.2
Volatile
24.1
3.76
3.5
126
16
56
65
false
Rebalance
Shift +1% to bonds from equity
2
-23
BrokerC
MKT
99
null
null
Normal monitoring
14
-25
105
4
false
Monitor dispersion and breadth
P5505
Systematic
Trust
USD
2025-08-15
1,724,946
167,725
1,557,221
1
67.7
24.1
1.9
6.3
HYG:33.3%;MUB:33.3%;BRK.B:33.3%
US:70.6;EU:6.9;APAC:9.9;EM:8.1;Other:4.6
Value:-0.6;Growth:-0.2;Quality:+0.4;Size:-0.6;Momentum:+0.5;LowVol:-0.2
NoDerivatives
7
25
4.5
hard 12%
154
19.2
Bull
17.1
4.41
3.1
113
39
75
46
false
Rebalance
Shift +1% to bonds from equity
15
-15
BrokerC
LMT
91
null
null
Normal monitoring
90
-18
178
4
false
Tax-aware sells next window
P5506
Opportunistic
Taxable
USD
2024-07-13
1,432,742
55,444
1,377,298
1
66.3
19.2
5.8
8.7
TSLA:20.9%;MSFT:8.3%;AAPL:14.2%;MUB:18.0%;AMZN:20.9%;XLF:17.8%
US:72.0;EU:16.0;APAC:7.9;EM:2.9;Other:1.3
Value:-1.0;Growth:-0.5;Quality:+0.3;Size:-0.3;Momentum:+0.6;LowVol:+0.2
MaxPos8%
10
25
4.8
hard 12%
271
33.9
Bull
11.1
3.72
3.4
79
32
73
39
false
Buy
Add to core equity +1%
16
-22
BrokerB
MKT
91
null
null
Normal monitoring
93
12
160
5
false
Tax-aware sells next window
P5507
Opportunistic
Trust
USD
2025-02-27
789,100
62,899
726,201
1
72.4
19.7
0
7.9
IEF:19.6%;BND:14.4%;QQQ:22.1%;VTI:22.1%;VOO:21.8%
US:66.4;EU:14.9;APAC:9.3;EM:9.2;Other:0.2
Value:+1.0;Growth:+0.5;Quality:-0.3;Size:-0.7;Momentum:+0.1;LowVol:-0.4
MaxPos6%
5
25
5.3
trailing 9%
193
26.7
Bull
15.2
4.97
2.9
70
95
100
58
false
Rebalance
Shift +1% to bonds from equity
31
-11
BrokerC
MKT
95
null
null
Normal monitoring
-55
-35
70
4
false
Tighten stops on momentum names
P5508
Systematic
Taxable
USD
2025-07-03
1,504,899
132,062
1,372,837
1
68.4
21.6
3.3
6.7
MUB:14.7%;GLD:10.0%;MSFT:21.9%;BND:20.1%;VTI:21.9%;QQQ:11.4%
US:65.0;EU:16.8;APAC:5.6;EM:9.1;Other:3.5
Value:-0.3;Growth:-0.7;Quality:-0.5;Size:+0.9;Momentum:+0.4;LowVol:+0.2
null
5
30
4.5
trailing 9%
229
22.4
Bull
12
3.63
3.3
111
116
99
37
false
Hedge
Add TLT +1% as duration hedge
-4
-16
BrokerC
VWAP
96
null
null
Normal monitoring
-13
-23
-33
5
false
Increase defensive factor exposure
P5509
Opportunistic
Trust
USD
2025-11-24
1,132,743
56,978
1,075,765
1
65.2
11.5
17.5
5.8
BRK.B:13.5%;AMZN:20.7%;VNQ:21.1%;VOO:13.6%;MSFT:21.1%;BND:9.9%
US:63.0;EU:16.6;APAC:11.5;EM:7.0;Other:1.9
Value:-0.9;Growth:+0.7;Quality:+0.8;Size:-0.3;Momentum:-0.2;LowVol:-0.7
MaxPos7%;NoDerivatives
8
25
6.9
trailing 9%
256
26.4
Bull
11.7
3.96
2.5
81
117
97
32
false
NoAction
Within bands; monitor
9
-37
BrokerB
MKT
0
null
null
Normal monitoring
95
-9
140
5
false
Tighten stops on momentum names
P5510
Opportunistic
401k
USD
2025-07-16
1,018,114
55,688
962,426
1
69.6
21.7
4
4.7
AAPL:23.8%;QQQ:14.8%;VNQ:13.6%;TSLA:23.8%;HYG:23.8%
US:60.0;EU:15.1;APAC:12.7;EM:9.5;Other:2.7
Value:-0.3;Growth:+0.1;Quality:+0.9;Size:-0.1;Momentum:-0.1;LowVol:+0.4
null
10
30
4.6
trailing 9%
191
32.8
Volatile
24.5
3.97
2.3
139
57
92
79
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-39
BrokerD
LMT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-14
-52
101
5
false
Monitor dispersion and breadth
P5511
Cautious
401k
USD
2025-03-04
645,741
85,486
560,255
1
47.8
30.5
11.7
10
VNQ:17.7%;BND:11.4%;TLT:18.0%;QQQ:20.5%;HYG:16.9%;GLD:15.6%
US:62.5;EU:7.4;APAC:16.4;EM:10.3;Other:3.5
Value:+0.4;Growth:+0.3;Quality:+1.0;Size:-0.2;Momentum:-0.5;LowVol:-0.9
MaxPos8%;NoMargin
10
30
5.9
trailing 8%
151
16.9
Bull
15.1
4.35
3.3
88
23
55
40
false
Sell
Trim extended winner -1%
-13
-10
BrokerC
MKT
98
null
null
Normal monitoring
74
8
136
5
false
Tax-aware sells next window
P5512
Active
IRA
USD
2024-10-01
2,477,521
204,965
2,272,556
1
70
20
2.5
7.6
VNQ:15.9%;IEF:28.0%;MUB:28.0%;VOO:28.0%
US:58.4;EU:18.8;APAC:13.5;EM:4.6;Other:4.8
Value:-0.9;Growth:-0.9;Quality:-0.5;Size:+0.7;Momentum:-1.0;LowVol:+0.5
MaxPos8%
8
25
5
trailing 9%
210
25
Bull
17.7
4.88
2.7
92
48
64
53
false
Rebalance
Shift +1% to bonds from equity
35
10
BrokerD
MKT
98
null
null
Normal monitoring
64
-59
157
3
false
Within IPS guidelines
P5513
Hands-off
Taxable
USD
2025-11-28
474,425
20,238
454,187
1
60.8
22.8
10.1
6.3
MUB:20.9%;AAPL:20.1%;MSFT:14.7%;VNQ:22.2%;BRK.B:22.2%
US:65.6;EU:17.0;APAC:13.1;EM:3.7;Other:0.6
Value:-0.6;Growth:-0.3;Quality:-0.7;Size:-0.9;Momentum:-0.2;LowVol:0.0
NoDerivatives
5
30
3.5
trailing 8%
99
13.7
Bull
17.8
3.92
2.5
120
66
98
44
false
Buy
Add to core equity +1%
16
-35
BrokerC
MKT
89
null
null
Normal monitoring
-16
-27
94
4
false
Increase defensive factor exposure
P5514
Cautious
Taxable
USD
2024-07-29
178,262
28,338
149,924
1
44.5
31.8
10.8
12.9
BND:26.6%;AAPL:26.6%;VNQ:20.2%;AMZN:26.6%
US:73.0;EU:10.0;APAC:9.0;EM:3.6;Other:4.5
Value:-0.2;Growth:+0.3;Quality:-0.9;Size:-0.8;Momentum:+0.8;LowVol:-0.4
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
7
30
5.6
trailing 8%
115
12.9
Sideways
17.5
4.67
2.1
94
-6
44
42
false
Rebalance
Shift +1% to bonds from equity
-13
-10
BrokerC
LMT
97
null
null
Normal monitoring
117
-22
183
5
false
Increase defensive factor exposure
P5515
Hands-off
401k
USD
2024-11-16
612,870
51,629
561,241
1
58.5
24.7
9.3
7.5
VNQ:34.3%;GLD:31.4%;TSLA:34.3%
US:68.2;EU:17.9;APAC:7.4;EM:4.6;Other:1.9
Value:+0.8;Growth:-0.2;Quality:+0.7;Size:+0.9;Momentum:-0.9;LowVol:-0.4
ESGOnly;NoDerivatives
6
35
4.7
hard 10%
110
15.7
Bear
26.8
3.06
1.9
209
-31
35
65
false
Buy
Add to core equity +1%
25
1
BrokerC
MKT
87
null
null
Normal monitoring
55
-24
177
3
false
Within IPS guidelines
P5516
Hands-off
Roth
USD
2024-10-29
573,903
40,752
533,151
1
63.7
25.1
4.3
6.9
BND:33.3%;HYG:33.3%;VNQ:33.3%
US:74.2;EU:9.2;APAC:8.4;EM:4.4;Other:3.7
Value:+0.5;Growth:-0.1;Quality:+0.2;Size:+0.3;Momentum:+0.4;LowVol:-0.1
MaxPos7%;NoDerivatives
6
30
4.5
trailing 8%
107
18.9
Bull
12.5
4.38
2.7
100
38
62
47
false
Rebalance
Shift +1% to bonds from equity
33
-39
BrokerB
LMT
93
null
null
Normal monitoring
92
-48
112
3
false
Monitor dispersion and breadth
P5517
Opportunistic
Taxable
USD
2025-08-18
1,147,524
42,987
1,104,537
1
65.8
18.4
7
8.9
MUB:25.0%;MSFT:25.0%;IEF:24.9%;TSLA:25.0%
US:58.4;EU:16.2;APAC:12.4;EM:10.4;Other:2.6
Value:+0.9;Growth:-0.1;Quality:+0.5;Size:-0.6;Momentum:+0.3;LowVol:-0.5
NoDerivatives
5
30
6.6
trailing 7%
194
27.3
Volatile
30.8
4.85
4
178
16
56
83
true
Reduce
Cut high-beta by 2-3%, add cash
19
-6
BrokerA
MKT
99
VAR>budget
Reduce
Risk above budget threshold
66
-57
138
3
false
Tighten stops on momentum names
P5518
Active
Trust
USD
2025-10-14
2,479,630
198,174
2,281,456
1
58.3
28.9
4.4
8.4
AMZN:24.6%;MSFT:23.7%;MUB:17.0%;BRK.B:10.1%;IEF:24.6%
US:72.2;EU:7.7;APAC:11.9;EM:4.3;Other:3.9
Value:+0.3;Growth:+0.9;Quality:0.0;Size:+0.1;Momentum:+0.4;LowVol:-1.0
MaxPos7%
7
25
4.3
trailing 9%
196
25.3
Volatile
28.7
4.92
4.4
155
-58
28
67
false
Sell
Trim extended winner -1%
20
-18
BrokerA
MKT
87
null
null
Normal monitoring
-18
3
-37
5
false
Monitor dispersion and breadth
P5519
Active
401k
USD
2025-01-17
1,796,088
181,627
1,614,461
1.11
61
29.9
0
9.1
TSLA:25.0%;VNQ:25.0%;QQQ:25.0%;HYG:25.0%
US:67.3;EU:6.3;APAC:13.5;EM:8.9;Other:4.0
Value:+0.2;Growth:+0.2;Quality:+0.6;Size:-0.1;Momentum:+1.0;LowVol:0.0
MaxPos6%
6
25
5.6
hard 12%
153
18.1
Bull
15.9
3.99
2.5
73
76
80
39
false
Rebalance
Shift +1% to bonds from equity
-12
-35
BrokerA
MKT
91
null
null
Normal monitoring
55
-2
178
4
false
Tighten stops on momentum names
P5520
Cautious
Taxable
USD
2024-12-28
539,990
84,794
455,196
1
49.9
31.4
3.8
14.9
VOO:27.8%;VNQ:27.8%;BND:27.8%;VTI:16.7%
US:63.3;EU:12.8;APAC:16.8;EM:4.7;Other:2.5
Value:-0.9;Growth:+0.1;Quality:-0.3;Size:-0.1;Momentum:+0.4;LowVol:-1.0
ESGOnly;NoDerivatives;NoMargin
8
25
5.9
hard 10%
144
13.7
Sideways
19.7
4.08
3.2
140
41
56
49
false
Rebalance
Shift +1% to bonds from equity
-5
3
BrokerC
MKT
99
null
null
Normal monitoring
37
3
113
4
false
Monitor dispersion and breadth
P5521
Active
Taxable
USD
2025-02-27
717,031
61,338
655,693
1
58.1
31
1.6
9.3
MUB:22.5%;QQQ:15.1%;XLF:21.0%;IEF:22.5%;BND:19.0%
US:69.8;EU:11.8;APAC:8.1;EM:7.9;Other:2.4
Value:+0.2;Growth:-0.7;Quality:-0.6;Size:-0.6;Momentum:+0.8;LowVol:+0.7
null
8
30
5.2
trailing 9%
136
18.6
Volatile
20
5.28
2.1
173
9
49
60
false
Buy
Add to core equity +1%
30
-11
BrokerD
LMT
87
null
null
Normal monitoring
17
-9
12
3
false
Monitor dispersion and breadth
P5522
Opportunistic
Trust
USD
2024-10-03
1,225,531
74,690
1,150,841
1
71.3
13.9
7.6
7.3
XLF:34.4%;MSFT:31.2%;IEF:34.4%
US:62.7;EU:13.4;APAC:12.0;EM:9.7;Other:2.1
Value:+0.8;Growth:-0.2;Quality:+0.8;Size:+0.5;Momentum:+0.7;LowVol:+0.8
MaxPos7%
5
25
6.5
hard 12%
254
26.6
Volatile
25.9
5.16
3.3
128
-19
40
77
true
Rebalance
Rebalance back to target bands
34
-7
BrokerA
MKT
89
VAR>budget
Reduce
Risk above budget threshold
-45
-25
-29
2
false
Increase defensive factor exposure
P5523
Hands-off
Taxable
USD
2025-12-19
230,137
15,375
214,762
1
56.3
20.9
15.8
7
VNQ:24.9%;GLD:24.9%;AMZN:12.8%;AAPL:24.9%;VTI:12.4%
US:68.9;EU:11.2;APAC:7.4;EM:9.8;Other:2.7
Value:-0.4;Growth:-0.6;Quality:+0.8;Size:+0.3;Momentum:+0.9;LowVol:+0.1
ESGOnly
8
35
3.5
trailing 10%
145
18.1
Bull
12.2
4.96
3
96
80
97
48
false
Buy
Add to core equity +1%
25
15
BrokerD
MKT
89
null
null
Normal monitoring
-38
-49
16
5
false
Increase defensive factor exposure
P5524
Hands-off
Trust
USD
2025-12-06
301,567
13,793
287,774
1
63.6
27.2
1
8.1
QQQ:10.7%;MUB:11.6%;GLD:20.4%;MSFT:20.4%;TSLA:18.4%;VNQ:18.5%
US:68.6;EU:9.0;APAC:11.6;EM:10.7;Other:0.0
Value:-0.0;Growth:-0.6;Quality:+0.6;Size:-0.2;Momentum:-0.3;LowVol:+0.7
NoDerivatives
8
30
3.3
trailing 8%
162
12.7
Bull
12.3
4.54
2.7
111
20
72
34
false
Rebalance
Shift +1% to bonds from equity
-1
-25
BrokerD
MKT
89
null
null
Normal monitoring
22
-1
44
3
false
Tax-aware sells next window
P5525
Systematic
Roth
USD
2025-07-27
1,452,452
59,721
1,392,731
1
64.5
27.6
0
7.9
BRK.B:16.1%;AMZN:18.1%;VTI:13.2%;VOO:21.3%;MSFT:9.9%;BND:21.3%
US:67.3;EU:15.3;APAC:5.8;EM:7.4;Other:4.3
Value:+0.9;Growth:-0.7;Quality:-0.1;Size:+0.4;Momentum:-0.1;LowVol:-0.4
NoDerivatives
7
35
4.6
trailing 8%
193
25.4
Bull
13.4
4.71
2.4
89
26
59
41
false
NoAction
Within bands; monitor
17
2
BrokerC
MKT
0
null
null
Normal monitoring
110
-49
108
3
false
Within IPS guidelines
P5526
Opportunistic
Trust
USD
2025-08-23
755,662
37,486
718,176
1
65
11.4
14.8
8.9
MSFT:20.7%;QQQ:21.1%;BRK.B:12.1%;AMZN:13.1%;IEF:21.1%;TLT:11.8%
US:70.6;EU:8.7;APAC:11.2;EM:6.5;Other:2.9
Value:+0.8;Growth:+0.6;Quality:-0.8;Size:-0.6;Momentum:-0.7;LowVol:+0.5
null
8
35
6
hard 12%
181
26.9
Bear
31
4.4
1.3
143
-31
37
87
true
Hedge
Buy index puts 1% notional
26
-9
BrokerD
MKT
90
VAR>budget
Hedge
Risk above budget threshold
-29
-58
82
3
false
Tighten stops on momentum names
P5527
Cautious
Trust
USD
2025-05-01
297,554
31,860
265,694
1
42.1
43.3
0
14.6
MSFT:33.3%;VNQ:33.3%;MUB:33.3%
US:62.9;EU:14.3;APAC:11.9;EM:7.5;Other:3.3
Value:-0.1;Growth:+0.9;Quality:-0.0;Size:-0.3;Momentum:-0.4;LowVol:+0.2
ESGOnly;NoMargin
10
30
3.7
trailing 8%
98
14.1
Sideways
15
4.99
3.1
123
32
81
37
false
Sell
Trim extended winner -1%
9
-6
BrokerB
VWAP
90
null
null
Normal monitoring
90
-7
180
3
false
Tax-aware sells next window
P5528
Systematic
Taxable
USD
2025-09-24
1,477,260
97,318
1,379,942
1
58.7
30.2
5.8
5.2
XLF:21.9%;BND:18.4%;MSFT:21.9%;AMZN:15.8%;QQQ:21.9%
US:74.9;EU:10.1;APAC:8.1;EM:6.8;Other:0.0
Value:-0.9;Growth:+0.3;Quality:+0.2;Size:-0.3;Momentum:+0.6;LowVol:+0.2
null
10
30
4.3
trailing 8%
156
22.6
Sideways
20.4
3.64
3.1
105
18
65
47
false
NoAction
Within bands; monitor
-1
-34
BrokerC
MKT
0
null
null
Normal monitoring
54
-30
157
3
false
Within IPS guidelines
P5529
Cautious
401k
USD
2024-09-01
413,706
55,767
357,939
1
46.7
38.2
0
15.1
IEF:12.4%;TLT:21.5%;MUB:22.6%;GLD:22.6%;BND:12.8%;MSFT:8.0%
US:73.6;EU:6.6;APAC:11.5;EM:7.6;Other:0.7
Value:-0.3;Growth:-0.4;Quality:-0.2;Size:+0.6;Momentum:+0.2;LowVol:-0.3
ESGOnly;NoMargin
5
25
4.8
trailing 8%
152
16.3
Sideways
16.8
3.96
2.2
101
17
68
33
true
Rebalance
Rebalance back to target bands
14
-10
BrokerD
LMT
86
RegimeShift
Pause
Volatility spike and breadth deterioration
51
8
45
4
false
Tax-aware sells next window
P5530
Hands-off
IRA
USD
2025-12-03
582,656
45,035
537,621
1
70.6
24.3
0
5.1
VNQ:36.1%;XLF:27.7%;HYG:36.1%
US:67.7;EU:14.5;APAC:6.3;EM:8.3;Other:3.2
Value:-0.0;Growth:-0.0;Quality:-0.6;Size:-0.9;Momentum:+0.2;LowVol:-0.8
ESGOnly;NoDerivatives
7
25
4.1
hard 10%
129
16.1
Sideways
16.3
3.96
3.3
101
-20
34
45
false
Rebalance
Shift +1% to bonds from equity
20
-21
BrokerC
LMT
98
null
null
Normal monitoring
90
-17
206
5
false
Within IPS guidelines
P5531
Cautious
Trust
USD
2024-07-30
640,385
51,680
588,705
1
42.7
34.1
9.8
13.4
AAPL:7.9%;TLT:16.9%;VOO:21.4%;XLF:21.4%;QQQ:10.9%;BND:21.4%
US:62.8;EU:15.0;APAC:12.9;EM:6.0;Other:3.2
Value:-0.2;Growth:+0.9;Quality:-0.6;Size:+0.4;Momentum:+0.9;LowVol:+0.1
MaxPos5%;NoDerivatives;NoMargin
8
30
3.3
trailing 8%
158
15.9
Bear
29.7
3.67
1.4
162
-112
5
66
false
Rebalance
Shift +1% to bonds from equity
32
-23
BrokerA
MKT
99
null
null
Normal monitoring
45
-15
64
5
false
Tighten stops on momentum names
P5532
Active
Trust
USD
2025-09-07
1,244,036
83,327
1,160,709
1
66.4
25.4
0
8.2
GLD:35.8%;TSLA:35.8%;IEF:28.5%
US:60.2;EU:15.8;APAC:13.2;EM:6.6;Other:4.3
Value:-0.8;Growth:-0.1;Quality:-0.8;Size:+0.5;Momentum:+0.9;LowVol:+0.7
null
10
25
5.7
trailing 9%
212
21.1
Volatile
20.9
4.7
4.4
169
12
57
63
false
Sell
Trim extended winner -1%
26
-12
BrokerB
VWAP
88
null
null
Normal monitoring
34
-22
-4
4
false
Tighten stops on momentum names
P5533
Opportunistic
IRA
USD
2025-05-17
973,265
29,543
943,722
1
77.2
10.4
6.9
5.5
MSFT:18.6%;VTI:13.0%;TLT:20.8%;VNQ:9.6%;QQQ:17.1%;XLF:20.8%
US:60.2;EU:17.0;APAC:13.4;EM:6.7;Other:2.6
Value:+0.7;Growth:+0.3;Quality:+0.6;Size:-0.1;Momentum:-0.6;LowVol:+0.5
null
8
35
6.6
trailing 7%
260
27.2
Bull
14.7
4.93
3.4
91
115
93
48
false
Sell
Trim extended winner -1%
-13
-9
BrokerB
LMT
87
null
null
Normal monitoring
19
-8
141
3
false
Monitor dispersion and breadth
P5534
Cautious
Taxable
USD
2025-10-20
552,473
72,422
480,051
1
44.3
37.1
2.4
16.2
MUB:33.3%;GLD:33.3%;QQQ:33.3%
US:59.4;EU:18.9;APAC:10.3;EM:11.3;Other:0.0
Value:0.0;Growth:+0.9;Quality:-0.3;Size:-0.4;Momentum:-0.1;LowVol:-1.0
ESGOnly;NoMargin
10
25
4.2
hard 10%
118
18
Bull
16.5
4.96
2.2
94
62
83
36
false
Rebalance
Shift +1% to bonds from equity
16
-6
BrokerA
LMT
88
null
null
Normal monitoring
-36
-31
-25
5
false
Increase defensive factor exposure
P5535
Cautious
401k
USD
2025-09-17
527,626
74,941
452,685
1
37.9
40.1
10.1
11.9
VTI:22.5%;GLD:25.8%;AMZN:25.8%;TSLA:25.8%
US:69.2;EU:7.8;APAC:12.0;EM:8.7;Other:2.2
Value:-0.2;Growth:+0.5;Quality:-0.5;Size:-0.4;Momentum:+0.3;LowVol:+0.3
ESGOnly;NoMargin
6
35
5.3
trailing 8%
161
13.9
Bull
15.4
3.5
2.3
94
83
87
37
false
Buy
Add to core equity +1%
17
15
BrokerA
LMT
100
null
null
Normal monitoring
23
-28
160
4
false
Monitor dispersion and breadth
P5536
Active
401k
USD
2025-01-27
1,755,224
140,278
1,614,946
1.12
65.8
26
0
8.2
MUB:33.3%;AAPL:33.3%;XLF:33.3%
US:59.8;EU:15.8;APAC:13.8;EM:10.2;Other:0.4
Value:-1.0;Growth:-0.5;Quality:+0.2;Size:0.0;Momentum:-0.6;LowVol:-0.2
null
6
35
5
hard 12%
122
18.5
Volatile
22.3
3.72
2.1
130
43
72
62
false
Rebalance
Shift +1% to bonds from equity
2
10
BrokerA
LMT
87
null
null
Normal monitoring
-27
-31
4
4
false
Within IPS guidelines
P5537
Opportunistic
401k
USD
2025-05-20
508,792
45,475
463,317
1
68.8
16.5
9.6
5.1
MSFT:27.9%;MUB:27.9%;BRK.B:27.9%;VNQ:16.2%
US:51.3;EU:19.1;APAC:13.4;EM:11.5;Other:4.7
Value:-0.5;Growth:+0.8;Quality:-0.7;Size:+0.3;Momentum:+0.6;LowVol:+0.4
MaxPos7%
5
30
5.3
trailing 7%
230
26.8
Sideways
19.5
4.74
2.2
96
-22
32
66
false
NoAction
Within bands; monitor
24
-33
BrokerB
MKT
0
null
null
Normal monitoring
-52
1
28
5
false
Within IPS guidelines
P5538
Hands-off
IRA
USD
2025-03-05
158,372
13,146
145,226
1
58.4
22.7
12.4
6.5
QQQ:17.7%;HYG:11.5%;BND:14.0%;VTI:20.5%;TSLA:20.5%;MSFT:15.8%
US:69.1;EU:6.7;APAC:7.4;EM:11.3;Other:5.5
Value:-0.1;Growth:+0.4;Quality:-0.8;Size:-0.5;Momentum:+0.1;LowVol:+0.9
MaxPos5%
8
30
5.9
trailing 8%
137
13.4
Volatile
27.8
3.82
2.7
124
15
72
64
false
Rebalance
Shift +1% to bonds from equity
23
-36
BrokerC
VWAP
100
null
null
Normal monitoring
85
-2
173
5
false
Monitor dispersion and breadth
P5539
Opportunistic
Trust
USD
2025-04-23
1,222,414
46,651
1,175,763
1
60.7
20
10.4
8.9
VOO:33.3%;QQQ:33.3%;AAPL:33.3%
US:67.2;EU:9.7;APAC:16.3;EM:5.9;Other:0.8
Value:-0.4;Growth:+0.2;Quality:+0.8;Size:-0.8;Momentum:+0.2;LowVol:-0.4
null
7
25
6.9
trailing 7%
223
24.8
Bear
33.5
4.1
1.8
162
-12
44
92
true
Hedge
Buy index puts 1% notional
-3
-21
BrokerA
LMT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-48
-32
-45
2
false
Within IPS guidelines
P5540
Systematic
401k
USD
2025-12-24
1,841,055
101,505
1,739,550
1
57.9
26.1
9.6
6.3
VNQ:17.9%;VTI:13.7%;MUB:22.8%;BRK.B:22.8%;HYG:22.8%
US:76.1;EU:5.4;APAC:5.5;EM:11.1;Other:2.0
Value:-0.4;Growth:-0.4;Quality:+0.3;Size:+0.3;Momentum:-0.5;LowVol:+0.7
MaxPos5%
5
35
4.4
trailing 9%
212
27
Volatile
21.8
5.32
2
125
37
75
59
false
Rebalance
Shift +1% to bonds from equity
9
0
BrokerC
LMT
85
null
null
Normal monitoring
105
-36
190
4
false
Increase defensive factor exposure
P5541
Opportunistic
Roth
USD
2025-01-26
703,961
54,901
649,060
1
66.5
19.6
6.1
7.8
AMZN:19.3%;QQQ:20.4%;AAPL:10.4%;XLF:19.5%;HYG:13.2%;TSLA:17.3%
US:71.2;EU:8.2;APAC:13.3;EM:4.2;Other:3.2
Value:+0.9;Growth:+0.8;Quality:+0.9;Size:-0.1;Momentum:-0.9;LowVol:+0.2
MaxPos7%
10
30
6.8
hard 12%
198
34.6
Bull
12.4
4.26
2.7
94
47
59
48
false
Hedge
Add TLT +1% as duration hedge
-14
-9
BrokerC
MKT
96
null
null
Normal monitoring
48
-2
40
4
false
Monitor dispersion and breadth
P5542
Hands-off
IRA
USD
2025-09-30
733,935
34,300
699,635
1
58.1
23.6
11
7.3
QQQ:33.3%;AAPL:33.3%;TLT:33.3%
US:70.8;EU:17.6;APAC:6.3;EM:4.7;Other:0.6
Value:+0.4;Growth:-0.4;Quality:-1.0;Size:+0.5;Momentum:+0.7;LowVol:-0.4
ESGOnly
6
35
5
trailing 8%
168
16.7
Volatile
28.2
4.75
2.4
121
19
54
80
true
Hedge
Buy index puts 1% notional
-1
-6
BrokerC
LMT
96
VAR>budget
Hedge
Risk above budget threshold
43
19
16
2
false
Tighten stops on momentum names
P5543
Active
Roth
USD
2024-10-07
1,817,219
191,479
1,625,740
1.15
66.4
28.5
0
5
VTI:25.0%;MSFT:25.0%;GLD:25.0%;AAPL:25.0%
US:70.1;EU:6.2;APAC:9.1;EM:11.7;Other:2.9
Value:+0.1;Growth:+0.5;Quality:-0.7;Size:+0.5;Momentum:+0.7;LowVol:-0.7
null
7
25
4.9
trailing 9%
164
19.1
Bull
15.2
4.56
3.5
76
12
71
52
false
Sell
Trim extended winner -1%
28
-5
BrokerA
LMT
89
null
null
Normal monitoring
108
-47
182
3
false
Within IPS guidelines
P5544
Opportunistic
IRA
USD
2025-01-04
789,973
57,630
732,343
1
60.8
21.7
11.8
5.7
VOO:17.8%;MSFT:14.9%;TSLA:16.9%;GLD:12.7%;AMZN:17.4%;VNQ:20.3%
US:68.4;EU:15.6;APAC:9.9;EM:3.6;Other:2.5
Value:+0.1;Growth:-0.2;Quality:+0.6;Size:-0.9;Momentum:+0.4;LowVol:-0.3
null
7
30
4.7
hard 12%
251
24.2
Bull
17.8
3.73
3.1
76
43
68
47
false
Sell
Trim extended winner -1%
32
8
BrokerA
VWAP
92
null
null
Normal monitoring
103
11
82
3
false
Tax-aware sells next window
P5545
Active
Trust
USD
2025-01-19
2,007,977
199,235
1,808,742
1.17
67.2
20.9
2.1
9.8
VTI:22.6%;AMZN:13.8%;VNQ:22.6%;MSFT:18.3%;BRK.B:22.6%
US:75.0;EU:11.0;APAC:6.6;EM:3.1;Other:4.4
Value:+0.9;Growth:+0.8;Quality:+1.0;Size:+0.5;Momentum:+0.8;LowVol:+0.8
null
6
35
5.3
hard 12%
132
24.3
Volatile
20.2
5.33
2.1
130
80
100
65
false
Sell
Trim extended winner -1%
-10
1
BrokerB
MKT
90
null
null
Normal monitoring
-9
-8
113
4
false
Within IPS guidelines
P5546
Opportunistic
401k
USD
2025-06-25
712,007
44,476
667,531
1.22
66.9
18.8
6.4
8
MSFT:14.4%;TLT:15.7%;GLD:21.6%;MUB:13.0%;HYG:13.6%;VNQ:21.6%
US:72.1;EU:13.4;APAC:7.5;EM:4.9;Other:2.0
Value:0.0;Growth:+0.4;Quality:-0.9;Size:+0.3;Momentum:+0.3;LowVol:-0.3
NoDerivatives
7
30
5.6
trailing 9%
167
22.1
Sideways
19.2
4.98
3.1
120
25
48
60
false
Rebalance
Shift +1% to bonds from equity
26
14
BrokerA
VWAP
96
null
null
Normal monitoring
12
-6
-14
3
false
Increase defensive factor exposure
P5547
Opportunistic
Roth
USD
2025-03-29
1,007,974
32,405
975,569
1
62.6
11.3
20.8
5.3
VOO:23.1%;BRK.B:23.1%;IEF:23.1%;GLD:7.5%;VTI:23.1%
US:60.3;EU:18.7;APAC:7.1;EM:11.7;Other:2.2
Value:+0.7;Growth:-1.0;Quality:-0.9;Size:-0.7;Momentum:+0.5;LowVol:+0.1
null
5
25
4.8
hard 12%
240
29.1
Volatile
22.7
4.63
2.6
117
-41
22
61
false
Rebalance
Shift +1% to bonds from equity
18
-21
BrokerC
MKT
96
null
null
Normal monitoring
60
-42
179
4
false
Monitor dispersion and breadth
P5548
Active
401k
USD
2025-06-08
2,333,715
267,617
2,066,098
1
50.5
27.5
13.5
8.5
QQQ:27.5%;IEF:27.5%;VNQ:27.5%;VOO:17.5%
US:67.1;EU:16.9;APAC:11.8;EM:3.7;Other:0.5
Value:-0.3;Growth:-0.2;Quality:+0.4;Size:-0.3;Momentum:-0.2;LowVol:-0.4
NoDerivatives
6
35
5.9
trailing 9%
140
27.3
Volatile
23.7
4.7
2.7
113
74
75
54
false
NoAction
Within bands; monitor
13
-21
BrokerC
MKT
0
null
null
Normal monitoring
-6
-37
65
3
false
Increase defensive factor exposure
P5549
Hands-off
IRA
USD
2024-08-17
854,292
64,763
789,529
1
74.5
15.7
4.7
5.1
QQQ:36.2%;BND:27.6%;VNQ:36.2%
US:68.9;EU:9.3;APAC:14.3;EM:4.4;Other:3.2
Value:+0.7;Growth:-1.0;Quality:+0.2;Size:-0.1;Momentum:+0.9;LowVol:-0.6
null
6
25
4.3
hard 10%
109
15.5
Sideways
16.6
3.72
2.6
135
-2
39
63
false
Buy
Add to core equity +1%
4
-33
BrokerC
LMT
99
null
null
Normal monitoring
-41
-31
34
3
false
Within IPS guidelines
P5550
Hands-off
Taxable
USD
2025-10-07
548,898
40,843
508,055
1
70.7
20.5
0
8.8
QQQ:24.9%;XLF:24.9%;TSLA:18.9%;IEF:14.3%;AAPL:17.2%
US:65.5;EU:9.8;APAC:11.9;EM:9.1;Other:3.7
Value:-0.6;Growth:+0.3;Quality:+0.7;Size:-0.0;Momentum:+0.9;LowVol:-0.1
ESGOnly
7
35
5.3
trailing 8%
145
12.8
Volatile
20.9
4.69
3.6
152
-25
26
71
true
Hedge
Buy index puts 1% notional
-2
-35
BrokerD
LMT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
63
-20
77
4
false
Tax-aware sells next window
P5551
Hands-off
Roth
USD
2025-01-14
649,399
48,011
601,388
1
55.1
24.3
13.6
7
VNQ:36.2%;XLF:27.6%;IEF:36.2%
US:65.1;EU:13.3;APAC:9.8;EM:9.8;Other:2.1
Value:+0.5;Growth:+0.9;Quality:-0.9;Size:+0.1;Momentum:-0.0;LowVol:-0.4
MaxPos5%
6
35
5.8
hard 10%
119
14.8
Bull
16.6
4.88
3.4
119
52
89
42
false
Hedge
Add TLT +1% as duration hedge
31
-28
BrokerA
MKT
97
null
null
Normal monitoring
-33
-37
-72
4
false
Increase defensive factor exposure
P5552
Hands-off
Roth
USD
2025-05-12
419,459
34,984
384,475
1
73.4
21.2
0
5.5
VOO:25.9%;VNQ:25.9%;MSFT:25.0%;IEF:23.2%
US:65.1;EU:17.2;APAC:11.4;EM:4.8;Other:1.6
Value:-0.3;Growth:+0.1;Quality:-0.9;Size:-0.6;Momentum:0.0;LowVol:+0.5
MaxPos6%
6
25
4.6
trailing 10%
164
19
Bull
14
3.85
3.1
72
30
73
60
false
Rebalance
Shift +1% to bonds from equity
17
-18
BrokerB
MKT
99
null
null
Normal monitoring
111
-34
172
4
false
Within IPS guidelines
P5553
Cautious
401k
USD
2025-04-25
856,588
74,331
782,257
1
45.5
40
0
14.6
TLT:19.7%;MSFT:21.7%;TSLA:18.9%;VOO:9.0%;AAPL:21.7%;HYG:8.9%
US:68.6;EU:10.4;APAC:14.2;EM:6.1;Other:0.7
Value:+0.9;Growth:+0.8;Quality:-0.1;Size:-0.1;Momentum:+0.3;LowVol:+0.4
ESGOnly;MaxPos6%;NoMargin
6
30
3.7
trailing 8%
145
18.8
Bull
12.6
4.13
3
88
40
72
36
false
Sell
Trim extended winner -1%
5
-17
BrokerB
LMT
92
null
null
Normal monitoring
86
-60
65
5
false
Tax-aware sells next window
P5554
Cautious
IRA
USD
2025-03-14
258,064
24,579
233,485
1
51.1
35.2
0
13.7
VTI:20.4%;TSLA:20.4%;MSFT:7.7%;VNQ:16.3%;HYG:17.2%;BRK.B:18.0%
US:62.6;EU:14.4;APAC:12.3;EM:8.9;Other:1.7
Value:-0.1;Growth:+0.1;Quality:0.0;Size:-0.8;Momentum:-0.3;LowVol:+0.9
ESGOnly;NoMargin
7
25
4.1
trailing 8%
125
17.2
Bear
32.1
3.46
2.4
148
-104
6
84
true
Reduce
Cut high-beta by 2-3%, add cash
-6
7
BrokerB
MKT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
53
-54
82
4
false
Tighten stops on momentum names
P5555
Opportunistic
Taxable
USD
2025-09-16
658,449
50,868
607,581
1
64.6
14.6
12.6
8.2
BND:28.0%;MUB:16.0%;QQQ:28.0%;GLD:28.0%
US:60.7;EU:13.3;APAC:14.9;EM:6.5;Other:4.6
Value:+0.6;Growth:-0.8;Quality:-0.1;Size:+0.4;Momentum:-0.8;LowVol:-0.9
MaxPos7%
10
25
5
hard 12%
236
20.9
Bear
23.3
3.6
2.7
189
-98
5
71
true
Reduce
Cut high-beta by 2-3%, add cash
22
-28
BrokerD
VWAP
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
62
5
62
5
false
Tax-aware sells next window
P5556
Hands-off
Roth
USD
2024-10-15
449,722
31,336
418,386
1
66
25.8
0
8.2
VTI:9.1%;IEF:20.3%;AMZN:19.1%;TLT:19.8%;QQQ:13.4%;MUB:18.3%
US:68.7;EU:15.4;APAC:10.5;EM:4.4;Other:1.1
Value:+0.1;Growth:+0.5;Quality:+0.7;Size:+0.6;Momentum:+0.1;LowVol:-0.3
MaxPos8%
6
25
3.2
trailing 8%
116
12.2
Volatile
27
5.18
3.3
128
62
84
69
true
Hedge
Buy index puts 1% notional
-12
7
BrokerD
MKT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
58
14
50
3
false
Within IPS guidelines
P5557
Opportunistic
401k
USD
2024-12-02
625,232
48,448
576,784
1
61.3
14.1
16.7
7.9
TSLA:28.0%;AAPL:27.7%;VTI:20.5%;HYG:23.9%
US:74.7;EU:6.2;APAC:6.8;EM:11.2;Other:1.1
Value:+0.4;Growth:-0.4;Quality:+0.6;Size:-0.4;Momentum:+0.3;LowVol:-0.1
NoDerivatives
8
35
4.6
hard 12%
275
21
Sideways
19.4
4.08
3.1
107
22
66
46
false
Sell
Trim extended winner -1%
24
-20
BrokerD
MKT
90
null
null
Normal monitoring
112
1
106
5
false
Increase defensive factor exposure
P5558
Hands-off
Roth
USD
2025-07-18
839,673
52,765
786,908
1
66.5
23.3
3
7.2
XLF:33.3%;VOO:33.3%;TLT:33.3%
US:59.5;EU:11.6;APAC:12.6;EM:13.1;Other:3.3
Value:-0.6;Growth:-0.7;Quality:+0.1;Size:+0.5;Momentum:+0.7;LowVol:-0.7
MaxPos7%
10
35
5.6
hard 10%
120
16
Sideways
14.7
4.59
3.3
118
50
79
50
false
Rebalance
Shift +1% to bonds from equity
-1
-2
BrokerA
LMT
86
null
null
Normal monitoring
-47
-32
68
3
false
Monitor dispersion and breadth
P5559
Active
Roth
USD
2025-08-14
1,426,201
143,617
1,282,584
1.16
63.5
30
0
6.6
HYG:20.3%;GLD:14.3%;AMZN:18.1%;TSLA:20.8%;QQQ:19.0%;VNQ:7.6%
US:60.9;EU:12.5;APAC:11.9;EM:11.8;Other:2.9
Value:-0.7;Growth:-0.8;Quality:0.0;Size:-0.8;Momentum:+0.7;LowVol:-0.3
MaxPos6%
10
35
5.4
hard 12%
215
20.6
Bull
17.7
4.85
2
93
114
100
60
false
Buy
Add to core equity +1%
20
-23
BrokerA
MKT
89
null
null
Normal monitoring
-6
-60
71
5
false
Tighten stops on momentum names
P5560
Cautious
IRA
USD
2024-09-27
489,615
57,323
432,292
1
37.7
37.3
14.9
10.1
MSFT:24.6%;IEF:25.1%;AAPL:25.1%;VTI:25.1%
US:65.4;EU:5.9;APAC:12.8;EM:12.2;Other:3.6
Value:+0.6;Growth:+0.7;Quality:-0.8;Size:+0.3;Momentum:-0.3;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
10
35
5.8
hard 10%
131
16.8
Bull
11
3.66
2.4
93
8
53
31
false
Buy
Add to core equity +1%
-1
-20
BrokerD
MKT
92
null
null
Normal monitoring
-54
-60
-49
3
false
Tighten stops on momentum names
P5561
Cautious
Trust
USD
2024-09-23
679,903
84,544
595,359
1
54.5
32
1.7
11.8
BRK.B:33.3%;VNQ:33.3%;HYG:33.3%
US:81.5;EU:6.3;APAC:7.1;EM:4.4;Other:0.8
Value:+0.5;Growth:-0.0;Quality:-0.0;Size:+0.2;Momentum:-0.1;LowVol:+0.5
ESGOnly;NoDerivatives;NoMargin
7
35
3.7
trailing 8%
145
18.4
Sideways
16.9
4.37
2.3
96
14
72
39
false
Sell
Trim extended winner -1%
-15
0
BrokerD
MKT
92
null
null
Normal monitoring
68
13
103
4
false
Tax-aware sells next window
P5562
Cautious
IRA
USD
2025-08-01
712,412
113,869
598,543
1
41.4
31.9
8.7
18
BND:29.7%;MSFT:21.8%;AMZN:18.9%;VNQ:29.7%
US:54.2;EU:16.7;APAC:14.8;EM:11.5;Other:2.8
Value:+0.1;Growth:-0.1;Quality:-0.7;Size:+0.1;Momentum:-0.3;LowVol:-0.2
NoDerivatives;NoMargin
8
35
5.2
hard 10%
91
17
Bear
25.7
3.39
2.9
138
-95
11
47
false
Sell
Trim extended winner -1%
-3
10
BrokerB
LMT
93
null
null
Normal monitoring
104
9
105
4
false
Within IPS guidelines
P5563
Active
Trust
USD
2025-01-10
1,282,231
143,643
1,138,588
1
50.5
21.4
21.2
6.9
AMZN:35.3%;TLT:29.5%;QQQ:35.3%
US:65.3;EU:10.0;APAC:12.9;EM:8.2;Other:3.6
Value:-0.6;Growth:+0.2;Quality:+0.9;Size:+0.6;Momentum:+0.4;LowVol:-0.2
MaxPos8%
8
35
4.8
trailing 9%
124
19.2
Volatile
29.7
4.03
4.4
112
-50
36
71
true
Hedge
Buy index puts 1% notional
30
5
BrokerB
LMT
91
RegimeShift
Hedge
Volatility spike and breadth deterioration
-17
-17
2
3
false
Tighten stops on momentum names
P5564
Active
Trust
USD
2025-04-30
1,852,496
209,170
1,643,326
1
64.5
27.3
3
5.3
VTI:17.3%;GLD:14.7%;TLT:19.8%;MUB:24.1%;XLF:24.1%
US:66.3;EU:17.9;APAC:6.4;EM:5.3;Other:4.2
Value:-0.3;Growth:+0.4;Quality:-0.4;Size:+0.2;Momentum:-0.3;LowVol:-0.6
NoDerivatives
8
35
4.1
trailing 8%
166
22.4
Bear
27.3
3.02
2.2
141
-103
5
71
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-33
BrokerB
MKT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
30
-54
119
4
false
Tax-aware sells next window
P5565
Active
401k
USD
2025-05-14
1,529,412
123,895
1,405,517
1
62.7
28.4
0
9
TLT:20.3%;VNQ:7.8%;BND:20.3%;AMZN:20.3%;BRK.B:10.9%;QQQ:20.3%
US:61.0;EU:13.6;APAC:7.7;EM:14.1;Other:3.6
Value:-0.6;Growth:-0.9;Quality:+0.8;Size:+0.9;Momentum:+1.0;LowVol:0.0
MaxPos8%;NoDerivatives
8
25
5.7
hard 12%
223
27
Sideways
15.9
4.31
3.3
133
15
54
39
true
Hedge
Buy index puts 1% notional
24
14
BrokerC
MKT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
42
-17
110
2
true
Increase defensive factor exposure
P5566
Cautious
Taxable
USD
2025-04-08
398,051
45,236
352,815
1
45.3
38
5.3
11.4
BRK.B:25.0%;TSLA:25.0%;BND:25.0%;TLT:25.0%
US:66.9;EU:8.6;APAC:13.0;EM:7.1;Other:4.4
Value:-0.6;Growth:+0.3;Quality:-0.3;Size:+0.9;Momentum:+0.2;LowVol:-0.8
MaxPos7%;NoDerivatives;NoMargin
8
30
3.1
trailing 8%
123
12.1
Volatile
20.2
3.9
4.2
148
0
58
53
false
Rebalance
Shift +1% to bonds from equity
-9
12
BrokerA
MKT
88
null
null
Normal monitoring
-16
-3
37
5
false
Tax-aware sells next window
P5567
Cautious
401k
USD
2025-06-30
825,045
109,556
715,489
1
41.5
41.6
2.6
14.2
BRK.B:28.9%;AAPL:19.0%;VTI:23.2%;TSLA:28.9%
US:63.0;EU:15.1;APAC:13.3;EM:4.4;Other:4.3
Value:+1.0;Growth:-0.1;Quality:+0.9;Size:-0.1;Momentum:-0.6;LowVol:+0.4
NoDerivatives;NoMargin
10
35
5.9
trailing 8%
125
17.7
Bear
32.8
4.08
1.6
145
-60
33
66
false
NoAction
Within bands; monitor
-1
3
BrokerB
LMT
92
null
null
Normal monitoring
-47
-41
-31
3
false
Increase defensive factor exposure
P5568
Systematic
Trust
USD
2025-11-23
542,014
52,893
489,121
1
58.1
28
8.3
5.6
BND:33.3%;VTI:33.3%;VNQ:33.3%
US:71.0;EU:6.2;APAC:11.6;EM:10.1;Other:1.0
Value:+0.5;Growth:+0.6;Quality:0.0;Size:+0.5;Momentum:-0.1;LowVol:-0.1
null
10
25
5.8
trailing 9%
127
20
Volatile
29.5
3.68
2.7
178
-49
33
82
true
Rebalance
Rebalance back to target bands
29
7
BrokerC
LMT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
97
-57
176
4
false
Within IPS guidelines
P5569
Cautious
Trust
USD
2025-08-21
245,262
30,863
214,399
1
49.4
34.3
0
16.3
MSFT:33.3%;TSLA:33.3%;VOO:33.3%
US:59.2;EU:17.9;APAC:12.8;EM:6.5;Other:3.5
Value:-0.3;Growth:-0.4;Quality:-1.0;Size:+0.2;Momentum:+0.1;LowVol:+1.0
ESGOnly;NoDerivatives;NoMargin
6
25
5.8
trailing 8%
127
19.9
Volatile
25.5
3.88
4.2
134
-33
48
61
false
Buy
Add to core equity +1%
17
9
BrokerD
LMT
95
null
null
Normal monitoring
-47
-41
38
4
false
Monitor dispersion and breadth
P5570
Active
Roth
USD
2024-09-28
2,443,643
234,697
2,208,946
1
62
29.2
0
8.8
MSFT:22.2%;BND:22.2%;AAPL:22.2%;IEF:16.5%;VNQ:16.9%
US:78.7;EU:6.1;APAC:8.3;EM:6.9;Other:0.0
Value:0.0;Growth:+0.1;Quality:+0.2;Size:-0.4;Momentum:+0.6;LowVol:-0.5
MaxPos8%
10
25
4.1
trailing 9%
160
27.8
Sideways
14.6
4.25
2.6
112
4
43
54
false
Buy
Add to core equity +1%
-8
-36
BrokerD
VWAP
98
null
null
Normal monitoring
28
-48
82
3
false
Tax-aware sells next window
P5571
Active
401k
USD
2025-05-22
1,426,472
121,050
1,305,422
1
58.6
22.2
9.5
9.8
BRK.B:33.3%;VOO:33.3%;VNQ:33.3%
US:56.2;EU:18.4;APAC:13.4;EM:8.7;Other:3.3
Value:-0.6;Growth:-0.9;Quality:+1.0;Size:-0.9;Momentum:+0.7;LowVol:+1.0
MaxPos5%
6
25
4.2
hard 12%
138
18.7
Sideways
14.4
3.62
3.4
133
-8
31
43
true
Hedge
Buy index puts 1% notional
26
8
BrokerB
MKT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
15
12
112
5
false
Within IPS guidelines
P5572
Hands-off
Roth
USD
2024-07-22
459,292
20,774
438,518
1
70.3
17.9
6.4
5.4
XLF:33.3%;MUB:33.3%;AMZN:33.3%
US:66.7;EU:8.4;APAC:8.4;EM:13.5;Other:3.0
Value:+0.9;Growth:+0.3;Quality:+0.4;Size:-0.8;Momentum:+0.2;LowVol:-0.7
MaxPos7%
8
25
3.8
trailing 8%
123
18.4
Bull
17.1
3.73
2.8
94
76
99
65
true
Hedge
Buy index puts 1% notional
-7
-14
BrokerC
VWAP
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
-59
-35
68
3
false
Monitor dispersion and breadth
P5573
Opportunistic
Trust
USD
2025-07-19
736,327
47,358
688,969
1
68
11.1
16.2
4.8
XLF:33.3%;TSLA:33.3%;AMZN:33.3%
US:65.1;EU:17.4;APAC:13.5;EM:3.8;Other:0.1
Value:-0.7;Growth:+0.3;Quality:-0.1;Size:-0.6;Momentum:+1.0;LowVol:+0.8
MaxPos5%
5
35
6.1
hard 12%
226
21.1
Volatile
27
3.8
2.3
165
-26
25
78
true
Hedge
Buy index puts 1% notional
-12
-28
BrokerC
VWAP
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
58
-50
82
2
false
Monitor dispersion and breadth
P5574
Opportunistic
Taxable
USD
2025-12-22
1,305,895
78,506
1,227,389
1
77.4
12.7
4
5.9
AMZN:18.7%;HYG:19.8%;BND:18.9%;VOO:21.4%;TSLA:21.4%
US:60.1;EU:12.5;APAC:14.3;EM:12.9;Other:0.3
Value:+0.8;Growth:+0.7;Quality:+0.9;Size:-0.4;Momentum:+0.5;LowVol:+0.8
MaxPos6%;NoDerivatives
6
35
6.4
hard 12%
219
26.5
Volatile
20.3
5.38
2.6
177
48
61
57
false
Rebalance
Shift +1% to bonds from equity
-11
9
BrokerD
LMT
97
null
null
Normal monitoring
-5
-31
-3
4
false
Tighten stops on momentum names
P5575
Systematic
IRA
USD
2025-06-14
1,865,942
130,571
1,735,371
1
56.3
28
10.4
5.3
QQQ:22.3%;BRK.B:20.0%;GLD:10.3%;VTI:23.6%;AAPL:23.6%
US:68.1;EU:12.4;APAC:6.6;EM:10.1;Other:2.8
Value:+0.4;Growth:+0.2;Quality:+1.0;Size:-0.5;Momentum:+0.5;LowVol:-0.5
null
8
35
4.6
hard 12%
205
18.9
Bull
14.6
4.1
3
76
59
91
35
false
Buy
Add to core equity +1%
30
-23
BrokerD
LMT
91
null
null
Normal monitoring
116
3
204
5
false
Tax-aware sells next window
P5576
Systematic
IRA
USD
2025-10-24
1,834,397
176,243
1,658,154
1
58.1
31.1
2.8
7.9
VNQ:20.1%;AMZN:18.7%;TLT:15.9%;VOO:7.9%;GLD:19.0%;TSLA:18.5%
US:69.2;EU:16.1;APAC:8.5;EM:3.7;Other:2.5
Value:+0.3;Growth:-0.7;Quality:+0.5;Size:+0.5;Momentum:-0.7;LowVol:-0.2
null
10
30
5
trailing 9%
206
16.8
Volatile
23.7
4.76
4.1
166
-18
47
52
false
NoAction
Within bands; monitor
2
1
BrokerB
MKT
0
null
null
Normal monitoring
8
20
97
5
false
Monitor dispersion and breadth
P5577
Systematic
Taxable
USD
2024-12-22
855,441
49,787
805,654
1
55.6
27.1
10.5
6.8
TSLA:11.9%;BND:20.6%;XLF:24.3%;HYG:9.2%;VOO:9.8%;IEF:24.3%
US:70.2;EU:9.5;APAC:8.2;EM:10.9;Other:1.3
Value:+0.4;Growth:-0.4;Quality:+0.1;Size:0.0;Momentum:-1.0;LowVol:-0.3
MaxPos6%
8
35
4.2
trailing 8%
161
17.3
Volatile
22.4
3.69
2.5
141
-4
41
54
true
Rebalance
Rebalance back to target bands
-10
-31
BrokerB
LMT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
81
-30
199
2
false
Monitor dispersion and breadth
P5578
Hands-off
IRA
USD
2025-09-02
419,593
23,808
395,785
1
62.5
24.9
5.3
7.3
VNQ:22.5%;XLF:8.4%;AAPL:22.5%;VOO:21.2%;BRK.B:11.3%;HYG:14.1%
US:68.1;EU:15.1;APAC:8.5;EM:7.2;Other:1.2
Value:+0.2;Growth:+0.7;Quality:-0.1;Size:+1.0;Momentum:-0.2;LowVol:+0.6
ESGOnly
6
30
5.5
trailing 10%
122
12.5
Bull
17.7
3.87
3.2
74
5
51
55
false
Sell
Trim extended winner -1%
26
1
BrokerC
MKT
87
null
null
Normal monitoring
65
-24
78
4
false
Tighten stops on momentum names
P5579
Cautious
IRA
USD
2025-06-06
562,057
46,636
515,421
1
47.8
31.1
11
10.1
XLF:33.3%;MSFT:33.3%;IEF:33.3%
US:72.2;EU:4.9;APAC:10.3;EM:9.3;Other:3.3
Value:-0.7;Growth:+0.8;Quality:+0.1;Size:-0.3;Momentum:-0.7;LowVol:+1.0
MaxPos8%;NoMargin
8
25
3.5
trailing 8%
155
14.4
Sideways
15.8
3.77
3.5
136
-23
26
44
false
NoAction
Within bands; monitor
34
5
BrokerA
MKT
0
null
null
Normal monitoring
39
16
117
3
false
Tax-aware sells next window
P5580
Hands-off
401k
USD
2025-03-26
331,587
25,903
305,684
1
72
16.5
1.8
9.6
TSLA:24.1%;MUB:28.2%;TLT:28.2%;VOO:19.5%
US:70.6;EU:10.4;APAC:5.4;EM:10.2;Other:3.3
Value:+0.5;Growth:-0.9;Quality:-0.2;Size:-0.9;Momentum:+0.9;LowVol:-0.9
MaxPos7%
10
30
5.7
hard 10%
157
17.2
Bull
11.2
4.75
2.3
74
51
68
50
true
Hedge
Buy index puts 1% notional
7
-21
BrokerA
LMT
90
VAR>budget
Reduce
Risk above budget threshold
34
8
5
4
false
Tax-aware sells next window
P5581
Opportunistic
IRA
USD
2025-07-07
821,453
53,173
768,280
1
61.8
12.2
19.6
6.3
AMZN:22.5%;MUB:16.0%;XLF:22.5%;BRK.B:16.5%;TLT:22.5%
US:72.2;EU:14.5;APAC:10.3;EM:2.8;Other:0.2
Value:-0.3;Growth:+0.8;Quality:+0.2;Size:+0.8;Momentum:-0.1;LowVol:+0.6
null
10
25
5.8
hard 12%
187
24.2
Bull
17.1
3.8
3.2
82
75
88
43
true
Reduce
Cut high-beta by 2-3%, add cash
13
-11
BrokerB
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-20
-53
-18
5
false
Tax-aware sells next window
P5582
Hands-off
Trust
USD
2024-08-16
388,207
33,526
354,681
1
71.2
19.6
0
9.2
BRK.B:21.4%;AMZN:20.4%;MSFT:18.4%;IEF:21.2%;TSLA:18.6%
US:65.4;EU:16.2;APAC:10.6;EM:6.7;Other:1.1
Value:+0.7;Growth:-0.8;Quality:+0.9;Size:+0.9;Momentum:-0.0;LowVol:0.0
ESGOnly;MaxPos7%
5
35
6
trailing 8%
161
19.8
Bear
22.6
3.13
1.4
194
17
59
65
false
Buy
Add to core equity +1%
1
-17
BrokerD
VWAP
88
null
null
Normal monitoring
108
-55
95
5
false
Tighten stops on momentum names
P5583
Opportunistic
Trust
USD
2025-04-23
847,897
67,342
780,555
1.19
69
15
10.5
5.5
VTI:34.3%;BND:34.3%;MUB:31.4%
US:70.1;EU:16.5;APAC:8.0;EM:4.2;Other:1.2
Value:-0.8;Growth:+0.5;Quality:+0.7;Size:+0.4;Momentum:+0.3;LowVol:-0.5
null
7
25
5.1
trailing 7%
243
25.4
Volatile
31.7
3.82
2.6
134
-35
18
87
true
Hedge
Buy index puts 1% notional
-3
11
BrokerA
LMT
90
Drift>tolerance
Pause
Allocation drift beyond policy bands
66
-1
155
2
false
Tax-aware sells next window
P5584
Active
Roth
USD
2024-07-12
1,449,482
116,554
1,332,928
1
55.7
29.7
6.6
8
MUB:22.8%;HYG:22.8%;IEF:22.8%;AMZN:17.7%;TSLA:13.8%
US:65.5;EU:17.4;APAC:6.0;EM:10.9;Other:0.2
Value:+0.9;Growth:+0.7;Quality:+0.4;Size:-0.5;Momentum:-0.8;LowVol:-1.0
null
6
35
5.6
trailing 8%
176
16.5
Bear
33.9
3.9
1.5
152
-12
31
80
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-40
BrokerA
VWAP
88
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
97
-4
71
2
true
Within IPS guidelines
P5585
Active
IRA
USD
2025-01-18
2,224,623
146,024
2,078,599
1
55.9
19.3
15.9
8.9
GLD:30.9%;IEF:34.5%;BND:34.5%
US:70.3;EU:10.5;APAC:6.0;EM:9.7;Other:3.4
Value:+1.0;Growth:+1.0;Quality:+0.1;Size:-0.9;Momentum:-0.9;LowVol:-0.7
MaxPos6%
8
30
5
hard 12%
172
17.7
Bear
32.8
4.37
2.8
135
18
49
82
true
Hedge
Buy index puts 1% notional
35
-27
BrokerA
LMT
97
VAR>budget
Reduce
Risk above budget threshold
79
19
57
5
false
Monitor dispersion and breadth
P5586
Cautious
Trust
USD
2025-09-09
210,549
27,536
183,013
1
38.6
37
7.4
17
VTI:26.4%;MSFT:20.7%;TSLA:26.4%;QQQ:26.4%
US:65.4;EU:15.1;APAC:11.1;EM:4.4;Other:4.1
Value:-0.2;Growth:+0.3;Quality:+0.5;Size:+1.0;Momentum:-0.3;LowVol:+0.7
MaxPos5%;NoDerivatives;NoMargin
6
30
3.4
trailing 10%
123
15.5
Bull
12.3
3.5
2.7
98
42
75
35
false
Sell
Trim extended winner -1%
26
14
BrokerB
MKT
93
null
null
Normal monitoring
91
-38
210
4
false
Monitor dispersion and breadth
P5587
Systematic
401k
USD
2025-02-07
1,417,591
139,371
1,278,220
1
57.6
20.2
15.3
6.8
VTI:33.3%;TLT:33.3%;IEF:33.3%
US:62.3;EU:14.8;APAC:11.9;EM:8.1;Other:3.0
Value:-0.6;Growth:-0.4;Quality:+0.3;Size:-0.8;Momentum:+0.3;LowVol:0.0
NoDerivatives
5
35
5.3
trailing 8%
130
24.7
Volatile
30.3
5.43
2.7
154
71
91
81
true
Rebalance
Rebalance back to target bands
31
-10
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
17
1
149
2
false
Tighten stops on momentum names
P5588
Systematic
Roth
USD
2025-09-23
646,311
53,959
592,352
1
59.7
25.3
9.2
5.9
VOO:21.9%;HYG:21.9%;GLD:17.2%;IEF:21.9%;BRK.B:17.0%
US:69.8;EU:16.0;APAC:6.9;EM:5.6;Other:1.7
Value:-0.7;Growth:-0.0;Quality:-0.5;Size:-0.7;Momentum:-0.9;LowVol:+0.9
MaxPos5%;NoDerivatives
10
25
5.8
trailing 9%
122
19.2
Bull
15.5
3.51
2.6
113
9
39
55
false
Sell
Trim extended winner -1%
32
-26
BrokerB
LMT
90
null
null
Normal monitoring
118
11
171
4
false
Increase defensive factor exposure
P5589
Cautious
401k
USD
2024-12-21
324,598
32,963
291,635
1
42.7
35.1
10
12.2
GLD:21.4%;IEF:21.4%;MUB:11.7%;VOO:7.2%;AAPL:19.9%;AMZN:18.4%
US:65.6;EU:16.8;APAC:9.2;EM:7.7;Other:0.7
Value:+0.8;Growth:-0.5;Quality:-0.3;Size:-0.9;Momentum:-0.7;LowVol:-0.3
NoMargin
8
25
3.4
trailing 8%
105
20
Volatile
29.8
5.21
3.4
156
-9
59
60
false
NoAction
Within bands; monitor
-14
-26
BrokerA
MKT
0
null
null
Normal monitoring
4
11
14
4
false
Tax-aware sells next window
P5590
Active
Trust
USD
2025-01-29
1,612,067
163,539
1,448,528
1.23
65.7
18.8
8
7.5
IEF:8.2%;XLF:15.6%;AMZN:22.4%;VOO:12.8%;GLD:22.4%;BND:18.5%
US:72.2;EU:13.9;APAC:6.7;EM:3.5;Other:3.6
Value:-0.8;Growth:+1.0;Quality:+0.3;Size:+0.4;Momentum:+0.5;LowVol:-0.4
MaxPos8%
10
25
5.6
trailing 8%
189
21.5
Volatile
26.1
4.56
3.4
154
11
44
73
true
Rebalance
Rebalance back to target bands
30
-19
BrokerC
VWAP
92
VAR>budget
Reduce
Risk above budget threshold
-28
6
55
3
false
Tighten stops on momentum names
P5591
Cautious
Taxable
USD
2025-05-23
542,981
60,486
482,495
1
44.7
34.4
10.8
10
HYG:26.1%;VNQ:26.1%;MUB:14.5%;BRK.B:18.8%;AAPL:14.5%
US:63.9;EU:10.7;APAC:11.1;EM:10.1;Other:4.1
Value:+0.5;Growth:+0.5;Quality:+0.1;Size:+0.9;Momentum:+0.6;LowVol:-0.1
ESGOnly;MaxPos7%;NoMargin
7
30
4.8
trailing 8%
139
19.7
Bull
11.7
4.2
2
73
111
100
26
false
Sell
Trim extended winner -1%
-1
-6
BrokerA
MKT
87
null
null
Normal monitoring
-25
-13
97
4
false
Tighten stops on momentum names
P5592
Cautious
Trust
USD
2024-09-19
694,211
81,547
612,664
1
49.7
39.2
0.8
10.3
XLF:11.6%;IEF:9.5%;GLD:21.3%;VTI:20.8%;AAPL:16.9%;VNQ:19.9%
US:73.1;EU:17.7;APAC:5.7;EM:3.3;Other:0.2
Value:+0.9;Growth:+0.4;Quality:-0.5;Size:-0.5;Momentum:+0.8;LowVol:+0.3
ESGOnly;MaxPos6%;NoMargin
7
30
5.9
trailing 10%
97
17.3
Bull
11.7
3.89
2.4
72
53
88
35
false
Sell
Trim extended winner -1%
18
1
BrokerC
LMT
89
null
null
Normal monitoring
-6
-30
-15
4
false
Within IPS guidelines
P5593
Hands-off
Trust
USD
2025-01-07
177,756
13,772
163,984
1
63.1
23.1
7.2
6.6
GLD:22.9%;IEF:15.7%;AMZN:15.7%;BND:22.9%;TSLA:22.9%
US:73.7;EU:5.1;APAC:6.4;EM:10.9;Other:3.9
Value:-0.2;Growth:-0.6;Quality:-0.8;Size:+0.1;Momentum:+0.8;LowVol:-0.7
ESGOnly;MaxPos8%;NoDerivatives
8
35
5.4
hard 10%
153
19.6
Sideways
18.4
4.25
3.5
126
42
56
50
true
Reduce
Cut high-beta by 2-3%, add cash
6
-38
BrokerB
LMT
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
55
-60
166
4
false
Within IPS guidelines
P5594
Opportunistic
Trust
USD
2024-12-16
1,411,298
102,174
1,309,124
1
70.4
17.4
4.7
7.5
MUB:27.8%;TSLA:16.7%;MSFT:27.8%;VNQ:27.8%
US:55.5;EU:20.5;APAC:11.3;EM:10.2;Other:2.4
Value:-0.8;Growth:+0.3;Quality:+0.1;Size:+0.6;Momentum:-0.3;LowVol:+0.2
null
5
35
7
trailing 7%
174
32.1
Sideways
16.3
3.69
3.5
126
32
53
50
false
Buy
Add to core equity +1%
-10
-2
BrokerD
VWAP
100
null
null
Normal monitoring
50
7
183
3
false
Within IPS guidelines
P5595
Cautious
Taxable
USD
2025-07-12
658,801
92,570
566,231
1
44.6
36.4
2.5
16.5
HYG:25.0%;BND:25.0%;AAPL:25.0%;VTI:25.0%
US:70.5;EU:9.1;APAC:11.7;EM:7.0;Other:1.7
Value:-0.4;Growth:-0.1;Quality:+0.4;Size:+0.3;Momentum:-0.5;LowVol:-0.3
NoDerivatives;NoMargin
6
35
3
hard 10%
153
13.4
Bull
11.1
3.71
2.9
101
53
89
19
true
Hedge
Buy index puts 1% notional
29
-32
BrokerA
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-38
-35
-4
5
true
Tax-aware sells next window
P5596
Hands-off
Trust
USD
2024-11-04
841,032
81,321
759,711
1
67.1
17.3
8.5
7.2
VTI:33.3%;AMZN:33.3%;BRK.B:33.3%
US:70.5;EU:10.5;APAC:7.3;EM:11.0;Other:0.7
Value:+0.4;Growth:-0.2;Quality:-0.8;Size:-0.8;Momentum:+0.4;LowVol:-0.5
null
7
30
4.4
trailing 8%
119
14.3
Bear
31.8
4.11
2
160
-53
18
83
true
Hedge
Buy index puts 1% notional
15
-33
BrokerA
MKT
87
VAR>budget
Hedge
Risk above budget threshold
75
-34
125
4
false
Tax-aware sells next window
P5597
Active
Roth
USD
2024-07-23
1,205,436
112,820
1,092,616
1.2
63.4
20.1
7.7
8.9
BRK.B:33.3%;MSFT:33.3%;VTI:33.3%
US:68.0;EU:7.3;APAC:14.0;EM:7.9;Other:2.8
Value:+0.7;Growth:+0.7;Quality:+0.3;Size:-1.0;Momentum:+0.4;LowVol:+0.4
null
10
25
5
trailing 8%
191
27.5
Sideways
18.5
4.91
3.3
111
45
66
49
false
Buy
Add to core equity +1%
25
-39
BrokerA
LMT
89
null
null
Normal monitoring
120
-15
81
5
false
Tax-aware sells next window
P5598
Cautious
Taxable
USD
2025-09-17
511,057
75,266
435,791
1
45.5
35.9
2.6
16
AAPL:25.0%;GLD:25.0%;VTI:25.0%;VOO:25.0%
US:63.3;EU:17.2;APAC:10.9;EM:5.3;Other:3.3
Value:-0.4;Growth:+0.2;Quality:+0.8;Size:+0.4;Momentum:-0.2;LowVol:-0.8
MaxPos7%;NoMargin
6
35
3.3
hard 10%
102
17
Bull
13
4.46
2.6
106
107
100
30
false
Buy
Add to core equity +1%
-15
-12
BrokerA
MKT
94
null
null
Normal monitoring
59
-51
122
4
false
Tighten stops on momentum names
P5599
Cautious
Roth
USD
2025-03-13
667,705
77,397
590,308
1
35.7
31.8
16.1
16.4
AMZN:25.0%;IEF:25.0%;MUB:25.0%;BRK.B:25.0%
US:69.4;EU:12.3;APAC:10.2;EM:7.7;Other:0.5
Value:-0.3;Growth:+0.2;Quality:+0.8;Size:-0.5;Momentum:-0.4;LowVol:-0.9
ESGOnly;NoMargin
10
25
4
hard 10%
125
17.9
Bull
15.1
4.99
2.2
95
89
89
41
false
Buy
Add to core equity +1%
-13
-18
BrokerC
MKT
86
null
null
Normal monitoring
5
-26
136
3
false
Increase defensive factor exposure
P5600
Cautious
IRA
USD
2025-11-29
815,551
73,892
741,659
1
44.7
38.5
5.1
11.7
AMZN:20.3%;VOO:29.3%;MSFT:21.1%;IEF:29.3%
US:69.8;EU:14.3;APAC:5.4;EM:7.3;Other:3.2
Value:0.0;Growth:+0.7;Quality:-0.2;Size:-0.7;Momentum:+0.9;LowVol:-0.2
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
10
25
5
trailing 8%
158
16.7
Bear
34
4.15
3
196
-107
5
81
true
Rebalance
Rebalance back to target bands
-6
-3
BrokerB
VWAP
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
70
-30
116
2
false
Monitor dispersion and breadth