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
P5601
Hands-off
401k
USD
2025-11-21
801,394
47,603
753,791
1
56.9
15.1
18.6
9.4
GLD:24.4%;AAPL:25.2%;QQQ:25.2%;IEF:25.2%
US:58.4;EU:16.9;APAC:14.0;EM:6.6;Other:4.0
Value:-0.1;Growth:+0.9;Quality:-0.5;Size:-0.0;Momentum:-0.2;LowVol:-0.9
ESGOnly
6
30
4.8
trailing 8%
140
13.6
Bear
26.9
3.58
2.4
208
-106
9
61
false
Hedge
Add TLT +1% as duration hedge
5
15
BrokerA
LMT
88
null
null
Normal monitoring
106
-54
98
4
false
Within IPS guidelines
P5602
Cautious
401k
USD
2025-06-23
847,349
68,478
778,871
1
36.9
41.9
10
11.3
VOO:9.0%;IEF:18.0%;BND:19.3%;MSFT:14.4%;XLF:21.9%;TSLA:17.4%
US:62.8;EU:13.7;APAC:9.2;EM:11.4;Other:2.9
Value:+0.6;Growth:+0.1;Quality:+0.8;Size:+0.7;Momentum:+0.1;LowVol:-0.0
NoMargin
7
25
5.7
trailing 8%
115
19.9
Volatile
23.4
3.74
3.2
156
-42
19
55
false
Buy
Add to core equity +1%
-6
-25
BrokerA
MKT
86
null
null
Normal monitoring
18
-1
-4
3
false
Increase defensive factor exposure
P5603
Systematic
Taxable
USD
2025-07-01
1,586,128
129,748
1,456,380
1
60.6
22.1
11.5
5.9
GLD:17.4%;XLF:24.0%;MUB:24.0%;AAPL:24.0%;BND:10.7%
US:66.1;EU:13.1;APAC:11.8;EM:8.9;Other:0.2
Value:-0.1;Growth:-0.4;Quality:+0.5;Size:+0.1;Momentum:+0.4;LowVol:-0.4
MaxPos8%
5
35
4.5
hard 12%
194
22.2
Bear
29.2
3.97
1.7
135
-2
60
70
false
Sell
Trim extended winner -1%
16
-25
BrokerC
MKT
88
null
null
Normal monitoring
92
16
172
5
false
Tax-aware sells next window
P5604
Systematic
Roth
USD
2025-08-02
1,693,465
164,304
1,529,161
1
56
22.8
12.8
8.4
BND:12.3%;GLD:19.6%;AAPL:18.4%;BRK.B:14.1%;IEF:16.0%;MUB:19.6%
US:59.1;EU:17.9;APAC:10.6;EM:8.9;Other:3.4
Value:-0.5;Growth:0.0;Quality:+0.1;Size:+0.7;Momentum:+0.6;LowVol:-0.7
MaxPos7%;NoDerivatives
10
30
5.3
trailing 8%
225
19
Bull
14.4
4.09
3.4
74
3
59
50
true
Hedge
Buy index puts 1% notional
11
-32
BrokerA
MKT
86
VAR>budget
TightenStops
Risk above budget threshold
54
-23
38
4
false
Tighten stops on momentum names
P5605
Cautious
IRA
USD
2024-11-21
159,069
14,749
144,320
1
36.7
33.3
19.9
10.1
VOO:23.5%;AMZN:23.5%;TLT:19.4%;BRK.B:16.1%;TSLA:17.5%
US:72.7;EU:9.9;APAC:6.9;EM:9.3;Other:1.2
Value:-0.3;Growth:+0.6;Quality:+0.1;Size:-0.4;Momentum:+0.5;LowVol:0.0
ESGOnly;MaxPos8%;NoMargin
8
25
3.4
trailing 10%
107
17.6
Bull
17.4
3.56
2.5
71
56
87
43
false
Buy
Add to core equity +1%
35
1
BrokerB
LMT
86
null
null
Normal monitoring
2
8
-7
5
false
Increase defensive factor exposure
P5606
Opportunistic
Roth
USD
2024-08-11
1,569,526
55,826
1,513,700
1.07
66.8
14.5
13.3
5.4
GLD:34.5%;VNQ:34.5%;QQQ:31.0%
US:60.8;EU:15.1;APAC:11.5;EM:11.8;Other:0.8
Value:+0.6;Growth:+0.9;Quality:+0.7;Size:+0.4;Momentum:-0.9;LowVol:-0.1
null
7
30
6.6
trailing 9%
188
26.5
Sideways
19.2
3.77
3.2
108
59
65
63
false
Sell
Trim extended winner -1%
1
-13
BrokerA
MKT
99
null
null
Normal monitoring
4
-55
41
5
false
Monitor dispersion and breadth
P5607
Hands-off
IRA
USD
2024-07-20
592,823
30,962
561,861
1
57.9
18.4
14.7
8.9
HYG:33.7%;VTI:33.7%;IEF:32.6%
US:60.0;EU:20.8;APAC:10.0;EM:7.2;Other:2.1
Value:+0.7;Growth:-0.8;Quality:-0.5;Size:+0.2;Momentum:+0.3;LowVol:-0.4
ESGOnly
6
35
3.2
trailing 10%
90
12.9
Bull
14.8
4.96
2.6
95
41
71
53
false
Buy
Add to core equity +1%
0
-38
BrokerC
LMT
97
null
null
Normal monitoring
91
6
145
3
false
Within IPS guidelines
P5608
Opportunistic
IRA
USD
2024-07-27
424,911
15,298
409,613
1
72.4
18.7
1.5
7.5
GLD:21.2%;QQQ:13.6%;XLF:19.5%;TLT:13.1%;AAPL:16.9%;VOO:15.8%
US:69.6;EU:10.6;APAC:6.5;EM:8.4;Other:4.8
Value:-0.1;Growth:+0.3;Quality:-0.4;Size:-0.2;Momentum:-0.8;LowVol:-0.7
MaxPos5%
6
25
6
hard 12%
271
24.4
Sideways
18.7
3.57
2.2
131
-22
24
56
false
Rebalance
Shift +1% to bonds from equity
6
-38
BrokerC
MKT
92
null
null
Normal monitoring
66
-3
42
3
false
Tighten stops on momentum names
P5609
Hands-off
Taxable
USD
2024-09-15
176,651
11,095
165,556
1
64
27.3
0
8.8
MUB:21.6%;IEF:21.6%;QQQ:21.6%;GLD:15.0%;BND:9.2%;XLF:11.2%
US:72.6;EU:8.0;APAC:7.1;EM:12.0;Other:0.3
Value:-0.6;Growth:+0.8;Quality:-0.7;Size:+0.9;Momentum:-0.4;LowVol:+0.3
ESGOnly;MaxPos8%
8
30
4.7
hard 10%
138
19
Sideways
16.1
3.95
2.9
114
60
86
51
false
Hedge
Add TLT +1% as duration hedge
0
9
BrokerB
MKT
92
null
null
Normal monitoring
52
-28
135
5
false
Tax-aware sells next window
P5610
Hands-off
IRA
USD
2025-09-23
716,954
66,287
650,667
1
58.9
17.6
18.5
5
TLT:24.9%;MUB:10.9%;XLF:14.3%;GLD:24.9%;AAPL:24.9%
US:66.3;EU:14.8;APAC:9.2;EM:8.5;Other:1.3
Value:-1.0;Growth:+0.7;Quality:-0.9;Size:-0.7;Momentum:+0.1;LowVol:-0.7
ESGOnly;MaxPos6%;NoDerivatives
8
35
3.8
trailing 8%
151
13.1
Bear
26.2
3.73
2.1
131
-67
5
66
false
Rebalance
Shift +1% to bonds from equity
1
10
BrokerC
VWAP
97
null
null
Normal monitoring
17
-50
75
4
false
Increase defensive factor exposure
P5611
Hands-off
IRA
USD
2024-09-11
792,941
60,388
732,553
1
70.5
19.2
1.6
8.7
MUB:22.7%;GLD:21.5%;AAPL:14.8%;XLF:18.2%;TSLA:22.7%
US:60.1;EU:18.8;APAC:7.9;EM:12.3;Other:1.0
Value:-0.1;Growth:-0.3;Quality:+0.3;Size:+0.1;Momentum:+0.8;LowVol:+0.8
null
8
25
4.3
trailing 8%
124
17.6
Bear
25
3.71
1.4
196
-21
37
79
true
Reduce
Cut high-beta by 2-3%, add cash
23
-29
BrokerC
MKT
89
VAR>budget
Reduce
Risk above budget threshold
42
-56
165
5
false
Within IPS guidelines
P5612
Systematic
401k
USD
2025-03-03
633,574
43,988
589,586
1
61.4
30
0
8.6
MSFT:17.9%;HYG:13.6%;BND:17.1%;VOO:17.6%;IEF:14.4%;QQQ:19.5%
US:65.9;EU:7.1;APAC:13.3;EM:10.1;Other:3.6
Value:-0.1;Growth:-1.0;Quality:+0.5;Size:-0.2;Momentum:+0.3;LowVol:-0.9
MaxPos7%;NoDerivatives
8
35
4.6
hard 12%
148
19
Sideways
20.8
3.6
3.4
109
55
91
55
false
Rebalance
Shift +1% to bonds from equity
-7
6
BrokerB
MKT
100
null
null
Normal monitoring
105
3
73
4
false
Tax-aware sells next window
P5613
Systematic
401k
USD
2024-10-04
1,764,360
136,682
1,627,678
1
60.8
29.5
4.6
5
TSLA:25.1%;TLT:25.1%;QQQ:25.1%;MSFT:24.8%
US:71.0;EU:11.0;APAC:9.9;EM:5.2;Other:2.9
Value:+0.5;Growth:-0.1;Quality:+0.2;Size:-0.2;Momentum:-0.3;LowVol:-0.5
null
5
25
5.9
trailing 9%
152
16.5
Bull
14.4
4.58
2.7
108
39
74
49
false
Sell
Trim extended winner -1%
17
-39
BrokerC
LMT
99
null
null
Normal monitoring
-18
-58
-39
5
false
Increase defensive factor exposure
P5614
Opportunistic
Roth
USD
2025-12-21
1,595,849
80,434
1,515,415
1
66.1
19.9
6.3
7.6
XLF:27.2%;GLD:27.2%;VNQ:27.2%;BND:18.3%
US:66.2;EU:16.0;APAC:8.1;EM:6.7;Other:3.0
Value:+0.5;Growth:0.0;Quality:-0.4;Size:-0.2;Momentum:-0.0;LowVol:-0.2
MaxPos6%
8
35
7
trailing 9%
214
20.7
Bear
25.6
4.4
1.1
138
-55
12
66
false
Rebalance
Shift +1% to bonds from equity
28
-15
BrokerD
MKT
91
null
null
Normal monitoring
90
3
133
5
false
Monitor dispersion and breadth
P5615
Opportunistic
IRA
USD
2025-02-12
1,243,762
74,162
1,169,600
1
75.7
17.2
0
7.2
BND:15.8%;QQQ:21.2%;GLD:21.9%;AAPL:6.5%;VOO:12.7%;MUB:21.9%
US:68.1;EU:11.4;APAC:9.0;EM:11.3;Other:0.2
Value:+0.5;Growth:-0.3;Quality:-0.6;Size:+0.4;Momentum:-0.1;LowVol:+0.3
MaxPos8%
6
35
5.3
trailing 9%
237
32.6
Bull
13.3
4.29
2.2
71
12
58
42
false
Rebalance
Shift +1% to bonds from equity
-15
-30
BrokerD
MKT
92
null
null
Normal monitoring
57
19
149
5
false
Within IPS guidelines
P5616
Active
Roth
USD
2024-09-21
2,167,161
243,726
1,923,435
1
65.4
25.1
0
9.4
VNQ:19.9%;TSLA:9.7%;QQQ:21.9%;XLF:19.4%;BND:21.9%;HYG:7.3%
US:72.3;EU:10.5;APAC:11.0;EM:5.0;Other:1.2
Value:+0.4;Growth:-0.8;Quality:-0.6;Size:+0.4;Momentum:-0.1;LowVol:-0.0
NoDerivatives
8
35
6
trailing 8%
157
23.4
Bear
24.4
4.39
2.9
186
5
50
62
false
Rebalance
Shift +1% to bonds from equity
14
-1
BrokerB
VWAP
86
null
null
Normal monitoring
-7
-59
102
4
false
Monitor dispersion and breadth
P5617
Hands-off
Roth
USD
2025-12-26
535,428
31,589
503,839
1
64.2
19.6
8.6
7.5
AMZN:15.1%;TSLA:22.6%;VNQ:16.7%;BND:22.8%;BRK.B:22.8%
US:68.7;EU:8.9;APAC:8.1;EM:9.4;Other:4.8
Value:-0.6;Growth:+0.6;Quality:-0.5;Size:-0.7;Momentum:-0.3;LowVol:+0.1
ESGOnly
7
35
3.7
hard 10%
131
17.5
Bull
12.6
4.99
3.2
81
90
99
43
false
Rebalance
Shift +1% to bonds from equity
4
-9
BrokerC
VWAP
94
null
null
Normal monitoring
-4
-15
5
5
false
Monitor dispersion and breadth
P5618
Active
Trust
USD
2024-07-16
1,547,286
148,689
1,398,597
1
58.2
30.9
1.8
9.1
AAPL:22.9%;AMZN:21.5%;VTI:19.2%;BRK.B:17.7%;QQQ:18.8%
US:65.5;EU:10.8;APAC:11.9;EM:8.9;Other:2.9
Value:-0.5;Growth:-0.1;Quality:-0.2;Size:+1.0;Momentum:-0.5;LowVol:-0.9
MaxPos7%;NoDerivatives
10
35
4.5
trailing 8%
230
21.3
Volatile
31.4
3.97
2.5
160
56
81
82
true
Hedge
Buy index puts 1% notional
6
1
BrokerC
LMT
94
VAR>budget
Reduce
Risk above budget threshold
84
-1
77
4
false
Increase defensive factor exposure
P5619
Systematic
Taxable
USD
2024-10-13
1,613,045
152,482
1,460,563
1
55.5
28.4
9.3
6.8
VTI:9.4%;VNQ:26.0%;AAPL:26.0%;MSFT:26.0%;AMZN:12.5%
US:66.2;EU:13.1;APAC:9.6;EM:6.8;Other:4.3
Value:+0.4;Growth:-0.6;Quality:+0.7;Size:-0.5;Momentum:-0.0;LowVol:+1.0
null
8
35
5
trailing 8%
155
26.1
Volatile
25.5
3.67
4.2
135
34
54
61
false
Rebalance
Shift +1% to bonds from equity
17
-37
BrokerA
MKT
98
null
null
Normal monitoring
-51
9
61
4
false
Tax-aware sells next window
P5620
Opportunistic
Roth
USD
2025-05-01
1,610,297
53,329
1,556,968
1.12
66.9
21.7
5.6
5.9
IEF:14.0%;GLD:20.9%;TSLA:20.9%;QQQ:16.2%;VTI:7.0%;VNQ:20.9%
US:67.6;EU:14.2;APAC:6.0;EM:10.4;Other:1.7
Value:+0.9;Growth:-0.5;Quality:-0.3;Size:-0.8;Momentum:+0.1;LowVol:-0.8
MaxPos8%
6
30
6.6
trailing 9%
207
26.2
Sideways
16.1
4.75
3
101
53
67
60
false
Rebalance
Shift +1% to bonds from equity
30
8
BrokerA
VWAP
97
null
null
Normal monitoring
87
-50
143
4
false
Tighten stops on momentum names
P5621
Hands-off
401k
USD
2025-07-09
543,946
43,452
500,494
1
65.2
19
8.4
7.4
AAPL:16.3%;QQQ:27.9%;IEF:27.9%;VOO:27.9%
US:57.7;EU:13.2;APAC:14.3;EM:10.3;Other:4.6
Value:-0.2;Growth:-0.7;Quality:+0.2;Size:+0.2;Momentum:+0.3;LowVol:+0.2
MaxPos8%;NoDerivatives
5
35
5.8
trailing 10%
110
13.6
Bull
16.5
4.98
3
102
51
62
59
true
Rebalance
Rebalance back to target bands
22
-37
BrokerC
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
37
-27
126
3
false
Tax-aware sells next window
P5622
Hands-off
Roth
USD
2024-07-04
338,291
25,163
313,128
1
64
20.7
6
9.3
VNQ:21.5%;AMZN:12.5%;TSLA:20.4%;AAPL:6.0%;XLF:18.0%;BRK.B:21.5%
US:63.3;EU:17.2;APAC:13.7;EM:4.5;Other:1.3
Value:+0.8;Growth:+0.5;Quality:-0.3;Size:-0.9;Momentum:+0.7;LowVol:+0.9
null
6
25
4.6
trailing 8%
130
16.2
Volatile
25.2
4.98
2
137
10
40
70
false
Rebalance
Shift +1% to bonds from equity
-14
6
BrokerB
MKT
93
null
null
Normal monitoring
24
5
74
3
false
Within IPS guidelines
P5623
Hands-off
Trust
USD
2025-04-13
226,408
22,286
204,122
1
74.4
15.8
0.7
9.1
AMZN:26.5%;VTI:20.5%;BRK.B:26.5%;HYG:26.5%
US:59.7;EU:17.6;APAC:12.9;EM:7.5;Other:2.2
Value:+0.7;Growth:-0.0;Quality:-0.4;Size:-0.6;Momentum:-0.8;LowVol:+0.3
null
10
25
5.9
trailing 10%
123
19.6
Volatile
25.2
3.95
4.2
159
-52
20
67
false
Rebalance
Shift +1% to bonds from equity
4
-18
BrokerC
VWAP
98
null
null
Normal monitoring
-16
-50
26
3
false
Within IPS guidelines
P5624
Systematic
Roth
USD
2024-07-24
1,787,868
129,481
1,658,387
1
56.2
21
13.3
9.5
MUB:24.2%;BND:24.2%;QQQ:11.5%;IEF:15.9%;HYG:24.2%
US:69.0;EU:8.4;APAC:9.6;EM:10.7;Other:2.4
Value:+0.3;Growth:-0.4;Quality:+0.9;Size:+0.5;Momentum:-0.3;LowVol:+0.6
MaxPos5%
10
35
5.9
hard 12%
193
27.6
Bear
31.4
4.08
1.5
169
-3
63
81
true
Hedge
Buy index puts 1% notional
-3
-6
BrokerA
MKT
92
VAR>budget
Hedge
Risk above budget threshold
-55
16
-8
5
false
Tax-aware sells next window
P5625
Systematic
Taxable
USD
2024-07-24
444,753
35,958
408,795
1
64.7
25.4
0.2
9.7
GLD:33.3%;VTI:33.3%;QQQ:33.3%
US:69.6;EU:12.8;APAC:9.0;EM:6.6;Other:2.0
Value:+0.9;Growth:-0.1;Quality:-0.7;Size:-0.2;Momentum:-0.2;LowVol:-0.0
MaxPos8%
5
25
5.9
trailing 8%
212
21.3
Bull
14.3
4.78
3.2
89
30
74
43
false
Rebalance
Shift +1% to bonds from equity
34
10
BrokerD
LMT
97
null
null
Normal monitoring
21
-16
135
3
false
Increase defensive factor exposure
P5626
Cautious
Roth
USD
2024-10-21
343,992
37,087
306,905
1
44.5
37
7.7
10.8
TLT:21.4%;QQQ:14.2%;HYG:22.7%;TSLA:19.0%;MSFT:22.7%
US:69.6;EU:9.3;APAC:11.4;EM:8.0;Other:1.7
Value:+1.0;Growth:-0.1;Quality:+0.5;Size:+0.7;Momentum:-0.1;LowVol:-0.9
NoDerivatives;NoMargin
7
35
4.1
hard 10%
92
15.5
Sideways
16.9
3.62
3
119
-1
55
40
true
Hedge
Buy index puts 1% notional
25
-30
BrokerC
VWAP
89
VAR>budget
Hedge
Risk above budget threshold
74
-13
65
3
false
Tax-aware sells next window
P5627
Opportunistic
Trust
USD
2024-10-10
657,041
46,974
610,067
1
70.4
20.5
1.6
7.6
BRK.B:20.7%;AAPL:10.4%;VNQ:8.2%;AMZN:19.3%;MSFT:20.7%;BND:20.7%
US:68.2;EU:13.0;APAC:11.3;EM:4.2;Other:3.3
Value:+0.2;Growth:+0.4;Quality:-0.0;Size:0.0;Momentum:-0.8;LowVol:-0.6
null
7
30
5.7
trailing 9%
269
28.6
Volatile
29.1
4.52
3.6
120
61
71
83
true
Hedge
Buy index puts 1% notional
-2
2
BrokerB
LMT
100
VAR>budget
Hedge
Risk above budget threshold
83
17
186
4
false
Tax-aware sells next window
P5628
Systematic
Trust
USD
2024-07-15
924,033
50,358
873,675
1
59.6
31.8
0
8.6
TLT:21.1%;IEF:13.1%;QQQ:11.1%;VNQ:13.1%;HYG:20.5%;VOO:21.1%
US:64.8;EU:19.0;APAC:8.3;EM:7.0;Other:0.9
Value:+0.8;Growth:-0.9;Quality:+0.4;Size:+0.6;Momentum:-0.6;LowVol:+0.2
MaxPos8%
7
35
4.6
trailing 8%
210
16.3
Bull
11.2
4.16
3.2
80
10
70
30
false
Rebalance
Shift +1% to bonds from equity
-5
-3
BrokerD
MKT
85
null
null
Normal monitoring
-23
-17
61
3
false
Tax-aware sells next window
P5629
Hands-off
IRA
USD
2025-12-11
665,727
40,873
624,854
1
65.3
27.7
0
7.1
MUB:15.2%;BND:18.9%;HYG:19.6%;GLD:11.1%;AAPL:20.2%;IEF:15.0%
US:69.9;EU:12.0;APAC:7.5;EM:9.1;Other:1.5
Value:-0.8;Growth:-0.5;Quality:+0.9;Size:-0.5;Momentum:-0.5;LowVol:+0.4
null
8
25
5.4
trailing 8%
142
17
Bear
28
3.95
2.2
161
-65
26
72
true
Reduce
Cut high-beta by 2-3%, add cash
-7
-21
BrokerD
LMT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
43
20
65
3
false
Tax-aware sells next window
P5630
Opportunistic
401k
USD
2025-08-08
1,644,907
140,462
1,504,445
1
76.8
13.6
1.1
8.5
VOO:11.8%;AAPL:25.4%;GLD:19.5%;IEF:25.4%;VNQ:17.8%
US:62.8;EU:16.9;APAC:13.1;EM:6.3;Other:0.9
Value:+0.6;Growth:-0.0;Quality:+0.7;Size:+0.6;Momentum:-0.5;LowVol:-0.7
NoDerivatives
6
30
7
trailing 7%
254
22.5
Sideways
14.4
4.9
2.6
134
11
45
44
false
Rebalance
Shift +1% to bonds from equity
34
-23
BrokerD
MKT
95
null
null
Normal monitoring
103
-31
155
3
false
Tighten stops on momentum names
P5631
Opportunistic
401k
USD
2024-08-24
715,314
34,702
680,612
1.25
61.6
13.5
19.3
5.6
BND:22.5%;QQQ:18.3%;VTI:14.3%;IEF:22.2%;HYG:22.5%
US:67.5;EU:10.1;APAC:15.6;EM:3.6;Other:3.2
Value:-0.6;Growth:+0.7;Quality:+0.8;Size:+0.8;Momentum:-0.0;LowVol:-0.4
MaxPos8%
7
25
6.1
trailing 7%
206
34.8
Volatile
26.2
3.64
2.2
160
-57
28
75
true
Reduce
Cut high-beta by 2-3%, add cash
16
-24
BrokerA
LMT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-21
-20
13
5
false
Increase defensive factor exposure
P5632
Cautious
IRA
USD
2025-11-06
597,505
75,287
522,218
1
48.2
38.8
0
13
AMZN:33.3%;TLT:33.3%;AAPL:33.3%
US:71.7;EU:9.0;APAC:9.6;EM:6.4;Other:3.2
Value:+0.7;Growth:+0.7;Quality:-0.8;Size:+0.8;Momentum:+0.3;LowVol:+0.3
NoMargin
5
35
5.5
trailing 8%
148
15.8
Sideways
20.4
3.97
2.7
117
29
58
41
false
Hedge
Add TLT +1% as duration hedge
30
5
BrokerB
MKT
86
null
null
Normal monitoring
116
-30
91
5
false
Tighten stops on momentum names
P5633
Opportunistic
401k
USD
2024-12-04
1,382,137
89,487
1,292,650
1
69
14.5
10.3
6.3
AAPL:26.6%;MUB:36.7%;AMZN:36.7%
US:74.4;EU:8.3;APAC:10.7;EM:4.1;Other:2.4
Value:-0.1;Growth:-0.8;Quality:+0.3;Size:+0.7;Momentum:+0.3;LowVol:-0.0
null
7
25
6.6
trailing 7%
246
27.2
Bull
13.1
4.77
2.3
117
54
70
49
false
Sell
Trim extended winner -1%
33
-13
BrokerB
LMT
99
null
null
Normal monitoring
106
10
194
3
false
Within IPS guidelines
P5634
Active
Roth
USD
2025-07-17
1,933,773
181,645
1,752,128
1
51.6
18.9
19.9
9.6
VTI:25.0%;VNQ:25.0%;BRK.B:25.0%;MUB:25.0%
US:64.3;EU:15.3;APAC:15.1;EM:3.9;Other:1.3
Value:-0.7;Growth:+0.9;Quality:+1.0;Size:+0.2;Momentum:-0.8;LowVol:+0.5
null
6
30
4.4
trailing 9%
216
21.2
Sideways
14.1
4.92
2.5
120
23
76
36
false
Rebalance
Shift +1% to bonds from equity
-15
-16
BrokerC
LMT
97
null
null
Normal monitoring
102
13
144
5
false
Tax-aware sells next window
P5635
Hands-off
IRA
USD
2025-04-22
230,990
12,922
218,068
1
58.1
21.9
11.5
8.5
GLD:28.1%;AMZN:28.1%;MSFT:27.4%;VNQ:16.4%
US:66.4;EU:16.9;APAC:5.5;EM:10.2;Other:1.0
Value:-0.0;Growth:+0.6;Quality:-0.7;Size:-0.4;Momentum:-0.9;LowVol:0.0
null
6
35
3.7
trailing 8%
153
17.8
Volatile
23.4
4.43
2.6
135
13
47
66
false
Sell
Trim extended winner -1%
13
8
BrokerB
LMT
87
null
null
Normal monitoring
23
-1
69
5
false
Monitor dispersion and breadth
P5636
Hands-off
Taxable
USD
2024-12-23
426,852
34,117
392,735
1
66.5
24.9
1.4
7.2
BND:25.7%;XLF:25.2%;VTI:23.3%;GLD:25.7%
US:66.8;EU:14.9;APAC:6.3;EM:8.4;Other:3.6
Value:+0.2;Growth:-0.6;Quality:+0.4;Size:+0.3;Momentum:+0.1;LowVol:-0.0
ESGOnly;NoDerivatives
7
35
5.1
hard 10%
103
17.3
Bull
11
4.91
3.1
77
36
81
45
false
Sell
Trim extended winner -1%
35
-25
BrokerA
VWAP
87
null
null
Normal monitoring
-7
-18
54
4
false
Increase defensive factor exposure
P5637
Systematic
Taxable
USD
2024-10-16
862,366
54,234
808,132
1
62.4
28.4
0
9.2
IEF:33.3%;TLT:33.3%;VNQ:33.3%
US:67.9;EU:6.3;APAC:12.3;EM:9.7;Other:3.9
Value:-0.2;Growth:-0.6;Quality:-0.1;Size:-0.3;Momentum:+0.8;LowVol:-0.7
null
5
35
4.5
trailing 8%
164
16
Bull
17.7
3.72
2.8
114
71
72
42
true
Hedge
Buy index puts 1% notional
-15
11
BrokerC
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
41
-33
93
3
false
Increase defensive factor exposure
P5638
Hands-off
401k
USD
2025-12-10
678,006
53,213
624,793
1
69
21.7
0
9.3
VOO:33.3%;AAPL:33.3%;HYG:33.3%
US:66.3;EU:8.9;APAC:13.1;EM:10.3;Other:1.4
Value:+0.6;Growth:-0.9;Quality:+0.2;Size:+0.8;Momentum:-0.3;LowVol:+0.1
null
6
30
3.3
trailing 8%
106
13.5
Sideways
19.8
4.89
3
96
-8
43
59
false
Sell
Trim extended winner -1%
-14
6
BrokerD
LMT
92
null
null
Normal monitoring
33
17
41
4
false
Within IPS guidelines
P5639
Active
Taxable
USD
2025-08-29
1,811,157
114,279
1,696,878
1
59.6
18.2
16.2
5.9
VOO:13.1%;IEF:22.1%;BND:22.1%;VNQ:17.5%;MUB:10.2%;TLT:15.0%
US:56.5;EU:15.9;APAC:15.3;EM:11.4;Other:0.9
Value:-0.1;Growth:-0.3;Quality:+0.7;Size:-0.6;Momentum:-0.9;LowVol:+0.3
NoDerivatives
7
25
5.1
trailing 9%
193
22.8
Bull
15
4.24
2.5
99
53
91
44
false
Hedge
Add TLT +1% as duration hedge
-9
-40
BrokerA
LMT
91
null
null
Normal monitoring
78
-47
40
3
false
Tax-aware sells next window
P5640
Cautious
Taxable
USD
2024-12-31
483,831
66,946
416,885
1
49
37.5
0
13.5
AMZN:33.3%;MUB:33.3%;QQQ:33.3%
US:74.8;EU:9.3;APAC:8.3;EM:6.3;Other:1.3
Value:-0.2;Growth:-0.2;Quality:+0.5;Size:+0.3;Momentum:-0.2;LowVol:-0.8
MaxPos8%;NoMargin
10
35
5.1
hard 10%
139
12.2
Bear
26.9
3.91
1.7
177
-87
5
71
true
Hedge
Buy index puts 1% notional
24
7
BrokerC
LMT
89
VAR>budget
Hedge
Risk above budget threshold
96
-24
214
4
false
Tighten stops on momentum names
P5641
Opportunistic
Trust
USD
2024-08-14
333,124
22,766
310,358
1
65
20.5
5.8
8.8
GLD:16.2%;XLF:15.2%;TSLA:17.7%;BND:19.9%;IEF:13.5%;QQQ:17.5%
US:68.5;EU:12.9;APAC:7.8;EM:6.4;Other:4.4
Value:+0.9;Growth:+0.6;Quality:+0.6;Size:+0.4;Momentum:+0.7;LowVol:-0.4
null
8
35
4.9
trailing 7%
210
26.8
Bear
31.4
3.93
1.4
161
-25
43
77
true
Hedge
Buy index puts 1% notional
1
-25
BrokerC
LMT
90
VAR>budget
Hedge
Risk above budget threshold
118
-38
154
2
false
Tighten stops on momentum names
P5642
Systematic
Taxable
USD
2024-09-07
1,164,245
63,207
1,101,038
1
62.4
24
8.1
5.5
AAPL:24.1%;GLD:14.0%;TSLA:24.1%;VOO:24.1%;XLF:13.6%
US:55.8;EU:19.0;APAC:15.1;EM:9.2;Other:0.9
Value:-0.3;Growth:+0.1;Quality:-0.9;Size:+0.9;Momentum:-0.2;LowVol:+0.3
null
5
35
5.2
trailing 8%
157
18.9
Bear
24.2
3.06
1.4
187
-14
40
75
true
Hedge
Buy index puts 1% notional
30
11
BrokerA
MKT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-24
-2
23
4
false
Tighten stops on momentum names
P5643
Opportunistic
Taxable
USD
2025-04-23
1,350,012
42,831
1,307,181
1
72.6
10.1
13.2
4.1
VNQ:14.7%;VTI:13.1%;TLT:20.1%;VOO:18.2%;TSLA:17.2%;BND:16.6%
US:64.2;EU:11.2;APAC:9.7;EM:10.1;Other:4.7
Value:-0.6;Growth:+0.6;Quality:+0.3;Size:-0.8;Momentum:+0.9;LowVol:-0.6
MaxPos6%
5
35
6.4
trailing 9%
232
23.9
Bear
25.5
4.1
2.4
186
11
67
80
true
Rebalance
Rebalance back to target bands
-7
-38
BrokerA
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
90
-6
89
5
false
Increase defensive factor exposure
P5644
Hands-off
401k
USD
2025-01-09
360,972
33,399
327,573
1
64.4
28.7
0
7
BRK.B:27.7%;VOO:17.0%;IEF:27.7%;TLT:27.7%
US:73.8;EU:9.1;APAC:11.8;EM:4.4;Other:0.9
Value:-0.1;Growth:+0.5;Quality:+0.4;Size:+0.3;Momentum:+0.2;LowVol:+0.6
null
7
35
3.3
trailing 8%
163
15.4
Volatile
29.8
5.18
2.2
153
-55
36
83
true
Hedge
Buy index puts 1% notional
26
-11
BrokerB
LMT
98
VAR>budget
Reduce
Risk above budget threshold
81
-39
207
2
false
Monitor dispersion and breadth
P5645
Active
Roth
USD
2025-05-02
703,225
64,146
639,079
1
51
31.4
12.3
5.2
QQQ:22.0%;HYG:22.0%;XLF:12.2%;MSFT:22.0%;VTI:22.0%
US:61.4;EU:9.1;APAC:14.8;EM:10.0;Other:4.7
Value:-0.5;Growth:+0.3;Quality:+0.4;Size:+0.4;Momentum:-0.1;LowVol:-0.4
MaxPos5%
7
30
4.9
trailing 8%
178
25.3
Volatile
25.9
5.45
2
122
36
76
56
false
Rebalance
Shift +1% to bonds from equity
-12
-8
BrokerA
MKT
94
null
null
Normal monitoring
90
-27
104
5
false
Tax-aware sells next window
P5646
Active
Taxable
USD
2025-08-24
2,360,992
186,917
2,174,075
1
50.6
31.8
10.6
6.9
HYG:17.2%;VOO:20.4%;QQQ:20.4%;VNQ:17.0%;BRK.B:11.9%;XLF:13.1%
US:66.8;EU:12.2;APAC:9.0;EM:8.6;Other:3.4
Value:+1.0;Growth:+0.6;Quality:-0.7;Size:+0.4;Momentum:-0.7;LowVol:-0.9
MaxPos5%
6
30
5
trailing 8%
178
16.3
Bear
30.6
4.25
2.4
186
-104
7
81
true
Rebalance
Rebalance back to target bands
14
-8
BrokerB
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
81
-55
208
3
false
Tighten stops on momentum names
P5647
Cautious
Trust
USD
2025-09-09
640,714
88,633
552,081
1
47.3
39.2
0
13.5
VTI:25.0%;HYG:25.0%;TLT:25.0%;QQQ:25.0%
US:71.1;EU:14.6;APAC:8.1;EM:6.0;Other:0.3
Value:+0.9;Growth:+1.0;Quality:-0.9;Size:+0.5;Momentum:+0.1;LowVol:-0.8
MaxPos7%;NoDerivatives;NoMargin
6
25
4.2
trailing 8%
170
17.9
Bull
11.5
4.74
3.1
98
38
80
36
false
NoAction
Within bands; monitor
10
-39
BrokerB
LMT
88
null
null
Normal monitoring
13
-21
116
4
false
Tax-aware sells next window
P5648
Opportunistic
Roth
USD
2025-10-06
659,346
23,520
635,826
1
76.8
16
0
7.2
IEF:30.1%;VOO:22.6%;QQQ:21.8%;GLD:25.4%
US:64.1;EU:17.7;APAC:8.9;EM:4.7;Other:4.6
Value:+0.6;Growth:+0.5;Quality:-0.3;Size:+0.3;Momentum:-0.8;LowVol:+0.4
null
5
35
4
trailing 7%
177
32.9
Bull
11.4
3.69
3.1
104
34
82
42
false
Rebalance
Shift +1% to bonds from equity
2
-4
BrokerC
MKT
99
null
null
Normal monitoring
111
14
74
4
false
Increase defensive factor exposure
P5649
Hands-off
IRA
USD
2025-07-17
648,032
46,654
601,378
1
59
29.9
1.8
9.3
TSLA:17.0%;AMZN:24.1%;MSFT:24.1%;VNQ:24.1%;HYG:10.6%
US:66.4;EU:12.0;APAC:12.1;EM:7.7;Other:1.8
Value:-0.5;Growth:-0.9;Quality:+0.8;Size:-0.6;Momentum:+0.2;LowVol:-0.0
ESGOnly
7
25
5
trailing 10%
161
13.4
Bull
14.4
3.84
3.4
108
112
100
49
false
Buy
Add to core equity +1%
1
-21
BrokerA
LMT
91
null
null
Normal monitoring
88
14
125
5
false
Monitor dispersion and breadth
P5650
Systematic
401k
USD
2025-05-21
1,832,567
132,937
1,699,630
1
61.3
30.9
0
7.8
VTI:15.8%;XLF:24.9%;HYG:24.9%;TLT:24.9%;GLD:9.5%
US:71.3;EU:10.4;APAC:8.3;EM:4.9;Other:5.0
Value:-0.9;Growth:+0.5;Quality:+0.5;Size:-0.7;Momentum:-0.3;LowVol:+0.3
MaxPos5%
7
35
4.9
hard 12%
217
26.7
Bull
16.9
3.79
3.2
84
54
73
59
false
Rebalance
Shift +1% to bonds from equity
32
-2
BrokerB
LMT
93
null
null
Normal monitoring
1
-35
-4
5
false
Tax-aware sells next window
P5651
Active
Trust
USD
2024-09-13
1,851,574
172,526
1,679,048
1.07
60.8
27.2
5.3
6.7
MUB:22.9%;IEF:22.9%;AMZN:19.5%;BRK.B:11.8%;QQQ:22.9%
US:58.8;EU:19.2;APAC:16.5;EM:4.6;Other:0.8
Value:+0.9;Growth:+0.7;Quality:-0.8;Size:+0.2;Momentum:+0.2;LowVol:-0.1
null
5
35
4.6
hard 12%
211
18
Bull
12.4
4.67
2.2
86
94
100
48
false
Sell
Trim extended winner -1%
1
5
BrokerC
LMT
93
null
null
Normal monitoring
-45
-18
45
4
false
Monitor dispersion and breadth
P5652
Opportunistic
IRA
USD
2025-03-19
1,378,714
113,546
1,265,168
1.17
69.2
16.3
9.6
4.8
QQQ:17.4%;IEF:27.5%;VNQ:27.5%;VOO:27.5%
US:68.3;EU:9.7;APAC:9.4;EM:12.6;Other:0.0
Value:+0.1;Growth:-0.3;Quality:+0.1;Size:-0.6;Momentum:-0.1;LowVol:+0.7
null
5
25
4.4
trailing 7%
212
31.1
Bull
15.4
4.8
2.6
118
75
73
61
false
Hedge
Add TLT +1% as duration hedge
-13
-22
BrokerA
MKT
100
null
null
Normal monitoring
99
17
158
4
false
Tax-aware sells next window
P5653
Active
401k
USD
2025-08-26
1,973,168
220,284
1,752,884
1
57.4
27.4
9.6
5.7
AAPL:10.7%;QQQ:23.2%;IEF:23.2%;VNQ:23.2%;XLF:8.5%;GLD:11.3%
US:69.8;EU:12.7;APAC:8.5;EM:7.2;Other:1.9
Value:+0.6;Growth:+0.5;Quality:0.0;Size:+1.0;Momentum:-0.4;LowVol:-0.7
null
10
35
5.4
trailing 8%
163
26.1
Volatile
27.1
4.12
3.7
153
13
65
64
false
Buy
Add to core equity +1%
-5
-30
BrokerB
LMT
94
null
null
Normal monitoring
43
-49
69
4
false
Tighten stops on momentum names
P5654
Active
Trust
USD
2025-02-19
1,064,681
111,197
953,484
1
62.7
19.2
9.2
8.9
VOO:33.3%;VTI:33.3%;TLT:33.3%
US:68.3;EU:16.6;APAC:5.3;EM:7.0;Other:2.8
Value:-0.0;Growth:-0.0;Quality:+0.8;Size:-0.4;Momentum:+0.1;LowVol:+0.4
null
7
35
4.6
trailing 8%
124
16.2
Volatile
27.5
5.01
3.4
165
-2
63
77
true
Rebalance
Rebalance back to target bands
5
-32
BrokerB
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
71
-45
93
4
false
Tax-aware sells next window
P5655
Active
Taxable
USD
2025-01-24
1,589,150
159,467
1,429,683
1
61.9
29.8
0
8.3
XLF:26.5%;MUB:21.4%;IEF:26.5%;TSLA:25.5%
US:63.6;EU:12.9;APAC:13.5;EM:4.5;Other:5.5
Value:+0.2;Growth:-0.3;Quality:-0.9;Size:+0.5;Momentum:+0.9;LowVol:-0.6
MaxPos7%
8
25
4.7
trailing 8%
122
21.4
Bear
29.7
4.47
1.8
214
-75
23
85
true
Reduce
Cut high-beta by 2-3%, add cash
15
-24
BrokerA
VWAP
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-48
-25
-26
3
false
Monitor dispersion and breadth
P5656
Opportunistic
Roth
USD
2024-08-13
1,562,328
49,791
1,512,537
1.22
66.9
15.7
10.4
7
MSFT:27.1%;HYG:23.1%;BRK.B:27.1%;IEF:22.6%
US:69.1;EU:13.5;APAC:11.6;EM:5.4;Other:0.4
Value:+0.1;Growth:+1.0;Quality:+0.2;Size:-0.9;Momentum:+0.1;LowVol:-0.9
null
5
25
6
hard 12%
196
30.2
Bull
15.5
4.65
2.3
116
85
98
59
false
Sell
Trim extended winner -1%
27
-29
BrokerA
MKT
86
null
null
Normal monitoring
72
-56
60
4
false
Increase defensive factor exposure
P5657
Opportunistic
Trust
USD
2024-10-10
1,482,229
91,294
1,390,935
1
71.4
15
5
8.5
QQQ:33.3%;XLF:33.3%;TLT:33.3%
US:68.8;EU:10.8;APAC:13.3;EM:3.5;Other:3.6
Value:0.0;Growth:-0.9;Quality:+0.3;Size:+0.7;Momentum:+0.2;LowVol:+0.3
null
5
30
5.4
trailing 9%
185
30.4
Volatile
29
5.23
4.1
116
-34
29
84
true
Reduce
Cut high-beta by 2-3%, add cash
31
-19
BrokerC
VWAP
93
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-6
-35
-19
2
false
Monitor dispersion and breadth
P5658
Systematic
Trust
USD
2025-04-01
643,012
61,795
581,217
1
61.7
27.9
5.1
5.3
AAPL:25.1%;MUB:25.1%;HYG:25.1%;MSFT:24.8%
US:60.0;EU:12.8;APAC:11.9;EM:10.3;Other:4.9
Value:-0.2;Growth:-0.1;Quality:+0.6;Size:+0.4;Momentum:-0.7;LowVol:-0.1
MaxPos6%
10
25
4
trailing 8%
144
24.9
Bull
16.1
3.78
3.5
83
66
72
52
false
NoAction
Within bands; monitor
1
-22
BrokerA
MKT
0
null
null
Normal monitoring
-12
-56
82
3
false
Increase defensive factor exposure
P5659
Cautious
401k
USD
2024-07-05
578,444
50,999
527,445
1
50.3
32.9
0
16.8
VTI:24.6%;QQQ:9.0%;AAPL:24.6%;XLF:17.2%;IEF:24.6%
US:71.6;EU:5.6;APAC:10.2;EM:9.4;Other:3.2
Value:+0.6;Growth:+0.2;Quality:+0.8;Size:-0.8;Momentum:-0.6;LowVol:-0.9
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
10
25
4
trailing 10%
140
15.4
Sideways
17.9
4.6
2.9
135
27
52
55
false
Sell
Trim extended winner -1%
14
-20
BrokerD
VWAP
98
null
null
Normal monitoring
4
15
135
3
false
Within IPS guidelines
P5660
Cautious
401k
USD
2025-11-27
892,848
136,034
756,814
1
47.7
38.1
0
14.2
QQQ:20.1%;BND:15.9%;TLT:13.9%;AMZN:18.3%;VTI:15.2%;TSLA:16.6%
US:66.4;EU:15.3;APAC:6.0;EM:10.7;Other:1.6
Value:+0.9;Growth:-0.9;Quality:+0.3;Size:-0.8;Momentum:+0.8;LowVol:-0.5
MaxPos5%;NoMargin
8
35
4.3
trailing 10%
146
18.1
Bull
17.9
4.57
3.5
117
83
76
38
false
Buy
Add to core equity +1%
-15
-15
BrokerD
VWAP
96
null
null
Normal monitoring
67
-42
200
5
false
Tighten stops on momentum names
P5661
Active
IRA
USD
2025-03-15
1,942,282
185,272
1,757,010
1
52.8
29.5
11.8
5.9
TLT:24.3%;BRK.B:25.2%;BND:25.2%;MSFT:25.2%
US:67.0;EU:15.3;APAC:12.5;EM:4.3;Other:0.8
Value:-0.5;Growth:+0.6;Quality:+0.5;Size:+0.8;Momentum:-0.2;LowVol:-0.5
null
5
35
4.6
trailing 9%
161
27.9
Sideways
16.3
4.79
2
140
45
62
49
false
Hedge
Add TLT +1% as duration hedge
17
-3
BrokerC
LMT
87
null
null
Normal monitoring
98
-53
91
5
false
Tax-aware sells next window
P5662
Active
Taxable
USD
2025-09-10
1,120,037
100,750
1,019,287
1.23
56.5
23.9
11.7
7.9
MSFT:33.3%;MUB:33.3%;AAPL:33.3%
US:66.0;EU:18.6;APAC:5.5;EM:6.9;Other:2.9
Value:+0.2;Growth:+0.2;Quality:+0.6;Size:-0.6;Momentum:-0.9;LowVol:+0.4
null
8
25
5.8
hard 12%
202
27.5
Bull
13.8
4.89
2.6
111
5
57
46
false
Hedge
Add TLT +1% as duration hedge
21
-31
BrokerC
MKT
95
null
null
Normal monitoring
49
-44
38
5
false
Tax-aware sells next window
P5663
Cautious
Roth
USD
2025-03-23
643,329
56,686
586,643
1
51.4
37.2
0
11.4
BRK.B:23.6%;HYG:26.6%;IEF:23.1%;TLT:26.6%
US:64.3;EU:14.7;APAC:13.1;EM:6.3;Other:1.6
Value:+0.9;Growth:-0.2;Quality:+0.1;Size:-0.7;Momentum:0.0;LowVol:+0.9
ESGOnly;MaxPos6%;NoMargin
8
35
5.3
hard 10%
93
13.5
Bull
17.4
4.85
3.5
90
102
100
42
false
Sell
Trim extended winner -1%
26
-3
BrokerC
MKT
95
null
null
Normal monitoring
-46
-15
-60
5
false
Tighten stops on momentum names
P5664
Opportunistic
Taxable
USD
2024-07-28
1,444,090
92,426
1,351,664
1
63.5
21.1
10.7
4.7
TLT:25.3%;MUB:25.3%;VTI:25.3%;VOO:11.3%;MSFT:12.9%
US:67.4;EU:11.9;APAC:13.8;EM:4.2;Other:2.7
Value:+0.3;Growth:-0.1;Quality:-0.2;Size:-0.7;Momentum:-0.6;LowVol:-0.5
NoDerivatives
8
25
5.4
hard 12%
191
31.7
Bull
15
3.65
2.6
73
42
79
56
false
Rebalance
Shift +1% to bonds from equity
1
-19
BrokerC
LMT
93
null
null
Normal monitoring
-34
-43
50
5
false
Tighten stops on momentum names
P5665
Active
401k
USD
2024-07-10
1,624,663
117,100
1,507,563
1.18
61.8
24.9
4.3
9
VNQ:21.2%;TLT:9.9%;HYG:21.2%;IEF:18.3%;GLD:16.5%;VTI:12.8%
US:66.6;EU:18.0;APAC:6.4;EM:4.4;Other:4.6
Value:0.0;Growth:+0.7;Quality:+0.1;Size:+1.0;Momentum:-0.7;LowVol:-0.8
MaxPos8%
5
25
4
trailing 8%
193
26.4
Volatile
31.1
4.04
3.3
144
-2
45
84
true
Reduce
Cut high-beta by 2-3%, add cash
-15
1
BrokerB
MKT
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
28
9
31
5
false
Tax-aware sells next window
P5666
Cautious
Taxable
USD
2025-01-20
443,279
41,785
401,494
1
47
36.2
3.8
13
AAPL:29.3%;BRK.B:29.3%;VNQ:29.3%;AMZN:12.1%
US:71.1;EU:11.7;APAC:9.8;EM:6.5;Other:0.9
Value:-0.9;Growth:-1.0;Quality:-0.0;Size:-0.2;Momentum:+0.8;LowVol:-0.9
ESGOnly;NoMargin
6
30
5.8
hard 10%
129
12.7
Bear
28.7
4.2
1.6
166
-91
5
57
false
Rebalance
Shift +1% to bonds from equity
7
-7
BrokerB
LMT
92
null
null
Normal monitoring
-49
3
-76
5
false
Monitor dispersion and breadth
P5667
Active
Trust
USD
2025-10-06
2,239,059
156,329
2,082,730
1
67.8
21.4
4.9
5.9
TLT:20.1%;TSLA:20.7%;AAPL:20.7%;XLF:7.9%;VNQ:15.0%;GLD:15.6%
US:69.5;EU:6.1;APAC:13.3;EM:8.2;Other:2.9
Value:-0.4;Growth:+0.1;Quality:-0.7;Size:+0.2;Momentum:-0.6;LowVol:+0.9
null
7
25
4.4
trailing 8%
188
26.7
Volatile
30.1
5.11
2.3
154
-19
51
79
true
Reduce
Cut high-beta by 2-3%, add cash
0
6
BrokerC
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
120
4
201
4
false
Tax-aware sells next window
P5668
Systematic
Roth
USD
2025-05-06
679,753
32,455
647,298
1
60.8
32.6
0
6.6
VTI:22.2%;VOO:22.2%;HYG:8.2%;BRK.B:16.3%;MUB:22.2%;TSLA:9.0%
US:61.5;EU:11.6;APAC:12.6;EM:11.4;Other:2.9
Value:-0.0;Growth:-0.4;Quality:-0.5;Size:-0.8;Momentum:+0.8;LowVol:-0.8
null
6
35
4.3
hard 12%
178
22.1
Bull
17.4
4.71
2.5
85
60
70
59
false
NoAction
Within bands; monitor
34
1
BrokerA
VWAP
88
null
null
Normal monitoring
-40
-20
26
5
false
Tax-aware sells next window
P5669
Hands-off
Roth
USD
2024-11-15
801,666
39,226
762,440
1
60
20.5
9.6
9.9
VOO:33.3%;GLD:33.3%;BRK.B:33.3%
US:69.4;EU:10.6;APAC:9.9;EM:6.5;Other:3.6
Value:-0.5;Growth:+0.9;Quality:+0.2;Size:+0.1;Momentum:0.0;LowVol:-0.6
ESGOnly;NoDerivatives
10
25
3.2
trailing 10%
103
17.2
Volatile
24.9
5.35
2.9
162
-37
38
56
false
Rebalance
Shift +1% to bonds from equity
31
-2
BrokerA
MKT
93
null
null
Normal monitoring
-59
-45
10
3
false
Tighten stops on momentum names
P5670
Cautious
Trust
USD
2024-07-12
670,624
87,580
583,044
1
49
41.6
0
9.4
XLF:17.3%;QQQ:9.8%;MSFT:21.6%;HYG:21.1%;VOO:8.7%;AAPL:21.6%
US:74.4;EU:8.1;APAC:9.3;EM:8.0;Other:0.3
Value:+0.7;Growth:-0.3;Quality:+0.6;Size:0.0;Momentum:-0.2;LowVol:+0.3
NoDerivatives;NoMargin
6
35
5.5
hard 10%
142
12.1
Bull
17.6
3.84
2.4
73
7
42
48
false
Buy
Add to core equity +1%
-14
-4
BrokerB
LMT
94
null
null
Normal monitoring
80
-50
163
5
false
Increase defensive factor exposure
P5671
Active
Trust
USD
2025-02-10
2,310,995
139,861
2,171,134
1
59.6
20.8
12.9
6.7
GLD:14.0%;MUB:10.2%;QQQ:22.3%;BND:15.3%;IEF:15.9%;VOO:22.3%
US:64.0;EU:13.4;APAC:10.3;EM:8.7;Other:3.6
Value:+0.7;Growth:-0.9;Quality:-0.9;Size:+0.5;Momentum:+0.7;LowVol:+0.3
null
8
35
5.3
trailing 8%
181
20.3
Sideways
19
4.06
2.8
128
38
76
63
false
Rebalance
Shift +1% to bonds from equity
1
-12
BrokerD
LMT
98
null
null
Normal monitoring
-38
16
10
5
false
Monitor dispersion and breadth
P5672
Hands-off
IRA
USD
2024-08-04
232,528
12,425
220,103
1
67.2
24.3
0
8.5
AMZN:26.2%;VOO:26.2%;TLT:21.4%;HYG:26.2%
US:62.4;EU:12.6;APAC:12.0;EM:8.4;Other:4.7
Value:-0.2;Growth:+0.4;Quality:-0.5;Size:+0.1;Momentum:-0.4;LowVol:-0.7
ESGOnly
5
30
4.7
trailing 8%
123
16
Volatile
23.8
4.81
4
159
79
75
75
true
Hedge
Buy index puts 1% notional
23
-39
BrokerB
MKT
89
Drift>tolerance
Pause
Allocation drift beyond policy bands
30
-5
105
2
false
Tax-aware sells next window
P5673
Systematic
401k
USD
2025-03-08
1,826,758
151,283
1,675,475
1
58.7
32.1
0
9.2
MUB:13.6%;BRK.B:26.3%;MSFT:26.3%;GLD:21.1%;QQQ:12.6%
US:72.4;EU:8.1;APAC:12.5;EM:4.4;Other:2.7
Value:-0.6;Growth:-0.4;Quality:-0.4;Size:+0.6;Momentum:+0.7;LowVol:-0.3
NoDerivatives
5
30
4.5
trailing 8%
226
24.7
Volatile
21
4.12
3
168
16
50
60
false
Buy
Add to core equity +1%
33
1
BrokerD
LMT
98
null
null
Normal monitoring
53
-28
68
3
false
Tax-aware sells next window
P5674
Systematic
Roth
USD
2025-05-19
1,778,665
82,193
1,696,472
1
63.2
31.9
0
4.9
BND:21.3%;AAPL:8.8%;MSFT:21.3%;VOO:16.9%;TLT:19.5%;MUB:12.1%
US:65.4;EU:13.4;APAC:8.1;EM:12.0;Other:1.1
Value:+0.2;Growth:+0.6;Quality:-0.0;Size:-0.4;Momentum:+0.6;LowVol:+0.6
null
7
35
4
hard 12%
130
19.9
Sideways
18
4.28
2.9
109
34
69
47
false
NoAction
Within bands; monitor
1
-3
BrokerC
MKT
0
null
null
Normal monitoring
-60
-5
-25
3
false
Tighten stops on momentum names
P5675
Active
Taxable
USD
2025-09-08
1,398,620
105,017
1,293,603
1
63
28.4
0
8.6
MSFT:33.3%;BRK.B:33.3%;XLF:33.3%
US:65.4;EU:10.9;APAC:11.6;EM:10.7;Other:1.4
Value:-0.7;Growth:-0.8;Quality:+0.4;Size:+0.1;Momentum:-0.6;LowVol:-0.2
NoDerivatives
5
35
4.5
hard 12%
125
19.5
Bull
13.1
3.98
3.1
95
54
91
41
false
Buy
Add to core equity +1%
32
-27
BrokerB
MKT
92
null
null
Normal monitoring
4
6
16
4
false
Tax-aware sells next window
P5676
Opportunistic
Taxable
USD
2025-01-26
675,315
37,062
638,253
1.22
60
20.6
11.1
8.3
VOO:24.1%;VNQ:30.3%;HYG:15.4%;AMZN:30.3%
US:65.9;EU:15.9;APAC:7.2;EM:10.0;Other:0.9
Value:+0.6;Growth:-0.1;Quality:+0.2;Size:+0.8;Momentum:+0.7;LowVol:+0.1
null
5
25
5.6
trailing 9%
204
34.7
Sideways
16.6
3.94
3.2
135
-25
40
46
false
Rebalance
Shift +1% to bonds from equity
24
-12
BrokerD
LMT
85
null
null
Normal monitoring
110
-45
228
3
false
Tighten stops on momentum names
P5677
Active
IRA
USD
2025-03-10
2,290,280
155,731
2,134,549
1
61.4
20.7
8.5
9.4
BND:20.6%;HYG:20.3%;TSLA:7.2%;VNQ:14.5%;MUB:16.8%;IEF:20.6%
US:62.8;EU:19.0;APAC:9.1;EM:8.5;Other:0.5
Value:+0.4;Growth:+0.7;Quality:+0.2;Size:+0.6;Momentum:+0.6;LowVol:+0.4
MaxPos7%
10
25
5.2
hard 12%
155
22.4
Sideways
21.6
4.42
2.5
137
-16
39
54
true
Reduce
Cut high-beta by 2-3%, add cash
26
8
BrokerB
LMT
91
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
24
20
65
3
false
Monitor dispersion and breadth
P5678
Active
Roth
USD
2025-11-24
1,361,063
89,939
1,271,124
1
66.9
25.3
2
5.9
BND:26.4%;GLD:20.8%;VTI:26.4%;TSLA:26.4%
US:63.4;EU:17.1;APAC:7.7;EM:9.9;Other:1.9
Value:+0.8;Growth:-0.1;Quality:+0.1;Size:+0.4;Momentum:-0.4;LowVol:-0.3
null
7
35
5.1
hard 12%
130
20.8
Bull
15.9
4.67
2.4
99
108
100
55
true
Hedge
Buy index puts 1% notional
32
7
BrokerA
VWAP
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
11
-18
58
5
false
Tax-aware sells next window
P5679
Active
Taxable
USD
2025-06-19
1,331,136
103,095
1,228,041
1
54.9
22.2
15.3
7.6
GLD:34.0%;AAPL:34.0%;TSLA:31.9%
US:52.4;EU:20.2;APAC:14.0;EM:8.7;Other:4.7
Value:-0.9;Growth:+0.1;Quality:+0.7;Size:-0.3;Momentum:-0.5;LowVol:-0.5
null
10
35
4.9
trailing 8%
175
20.3
Bull
13.8
4.93
3.3
84
67
98
31
false
Buy
Add to core equity +1%
25
-32
BrokerC
MKT
86
null
null
Normal monitoring
65
5
166
4
false
Tighten stops on momentum names
P5680
Systematic
IRA
USD
2024-07-09
866,463
80,645
785,818
1
58.7
33
0
8.3
BND:34.4%;AAPL:31.2%;VOO:34.4%
US:67.4;EU:14.7;APAC:9.7;EM:5.5;Other:2.8
Value:+0.4;Growth:+0.7;Quality:-0.3;Size:-0.9;Momentum:+0.2;LowVol:-0.8
MaxPos5%;NoDerivatives
5
30
5.5
trailing 8%
203
26.4
Bull
11.8
3.82
2.8
75
5
50
39
false
Rebalance
Shift +1% to bonds from equity
28
-13
BrokerA
MKT
90
null
null
Normal monitoring
-12
6
42
4
false
Increase defensive factor exposure
P5681
Hands-off
401k
USD
2025-02-05
729,688
64,289
665,399
1
70.8
17.5
3.7
8
MUB:20.1%;HYG:20.1%;MSFT:16.1%;TSLA:8.8%;BND:19.8%;VTI:15.1%
US:64.5;EU:8.7;APAC:15.3;EM:8.3;Other:3.1
Value:+0.7;Growth:+0.3;Quality:-0.7;Size:-0.0;Momentum:0.0;LowVol:+1.0
ESGOnly
5
35
4.7
trailing 8%
138
12.9
Bear
24.3
3.65
2.1
164
-120
5
74
true
Hedge
Buy index puts 1% notional
9
-35
BrokerC
MKT
89
VAR>budget
Hedge
Risk above budget threshold
-10
-6
46
3
false
Increase defensive factor exposure
P5682
Active
IRA
USD
2025-09-22
2,230,446
180,840
2,049,606
1.21
62.9
27.2
1.2
8.7
IEF:33.3%;VTI:33.3%;GLD:33.3%
US:66.3;EU:17.4;APAC:4.6;EM:10.3;Other:1.5
Value:-0.7;Growth:-0.4;Quality:-1.0;Size:+0.5;Momentum:+0.7;LowVol:+1.0
MaxPos7%
10
35
4.7
trailing 8%
177
18
Bear
29.7
3.87
2.6
158
-77
5
71
true
Hedge
Buy index puts 1% notional
19
-16
BrokerD
LMT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-40
-33
100
2
false
Monitor dispersion and breadth
P5683
Active
401k
USD
2025-07-30
826,428
79,216
747,212
1.13
68.2
22.4
0
9.4
GLD:29.6%;TSLA:21.5%;VOO:29.6%;XLF:19.3%
US:70.7;EU:7.3;APAC:5.4;EM:11.7;Other:4.8
Value:+0.2;Growth:-0.8;Quality:+0.1;Size:+0.5;Momentum:-0.4;LowVol:-0.7
NoDerivatives
8
25
5.2
trailing 9%
126
25.7
Volatile
21.8
4.96
2.7
110
50
85
67
false
Buy
Add to core equity +1%
4
8
BrokerC
MKT
100
null
null
Normal monitoring
111
-23
220
3
false
Monitor dispersion and breadth
P5684
Cautious
IRA
USD
2024-11-09
405,946
49,309
356,637
1
47.1
42.5
0
10.4
BRK.B:33.3%;MUB:33.3%;MSFT:33.3%
US:63.8;EU:18.2;APAC:5.8;EM:8.0;Other:4.1
Value:+0.6;Growth:+0.6;Quality:-0.7;Size:+0.1;Momentum:-0.6;LowVol:+0.5
ESGOnly;NoMargin
5
35
4.5
trailing 8%
148
16
Bear
22.8
3.31
2.7
191
-73
28
44
false
Sell
Trim extended winner -1%
-6
-24
BrokerC
LMT
94
null
null
Normal monitoring
-52
3
-12
3
false
Monitor dispersion and breadth
P5685
Active
Roth
USD
2024-12-26
1,526,390
122,937
1,403,453
1
61.4
26.4
4.5
7.7
VOO:26.6%;AAPL:26.6%;TLT:26.6%;IEF:20.2%
US:64.9;EU:18.2;APAC:10.5;EM:4.7;Other:1.8
Value:+0.4;Growth:-0.9;Quality:+0.4;Size:+0.4;Momentum:-0.6;LowVol:+0.2
null
5
30
5.3
trailing 8%
147
25.3
Sideways
19.6
4.33
2.5
109
47
68
66
false
Buy
Add to core equity +1%
13
-31
BrokerA
LMT
88
null
null
Normal monitoring
-60
-56
-82
4
false
Monitor dispersion and breadth
P5686
Cautious
Taxable
USD
2024-08-27
458,728
72,267
386,461
1
40.8
39.5
6.6
13.1
MUB:19.8%;HYG:20.2%;GLD:7.1%;VOO:16.5%;XLF:18.3%;BND:18.0%
US:65.6;EU:18.3;APAC:6.5;EM:9.2;Other:0.4
Value:+0.8;Growth:+0.1;Quality:+0.3;Size:+0.1;Momentum:+0.7;LowVol:-0.9
NoMargin
6
30
5.1
trailing 8%
134
15.7
Sideways
16.1
4.02
2.8
118
42
81
42
false
Sell
Trim extended winner -1%
-5
7
BrokerA
LMT
96
null
null
Normal monitoring
24
-16
53
3
false
Monitor dispersion and breadth
P5687
Active
401k
USD
2025-03-05
1,778,393
200,849
1,577,544
1
56.7
25.1
11.5
6.7
VOO:27.1%;VNQ:27.1%;MUB:18.6%;XLF:27.1%
US:58.7;EU:17.2;APAC:10.5;EM:9.9;Other:3.8
Value:+0.6;Growth:+0.9;Quality:-0.5;Size:-0.3;Momentum:+0.1;LowVol:-0.6
null
7
35
4.6
trailing 9%
138
17.6
Volatile
21
3.95
3.5
179
75
82
52
true
Hedge
Buy index puts 1% notional
27
3
BrokerD
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
119
-42
148
5
false
Tighten stops on momentum names
P5688
Hands-off
IRA
USD
2024-11-03
736,396
51,986
684,410
1
67.3
24.9
0
7.8
BRK.B:19.7%;HYG:16.7%;MUB:18.2%;MSFT:14.2%;VNQ:14.5%;XLF:16.7%
US:77.0;EU:6.2;APAC:10.3;EM:3.7;Other:2.8
Value:-0.7;Growth:+0.7;Quality:-0.6;Size:-0.2;Momentum:+0.7;LowVol:+0.1
MaxPos7%
5
25
5.6
trailing 8%
112
18.4
Sideways
21.4
3.84
3.1
106
2
41
60
false
NoAction
Within bands; monitor
32
-36
BrokerC
LMT
99
null
null
Normal monitoring
32
-17
136
4
false
Within IPS guidelines
P5689
Cautious
IRA
USD
2025-05-28
658,564
76,170
582,394
1
35.9
38
10
16.2
AAPL:20.9%;TLT:20.7%;MSFT:13.9%;BRK.B:15.7%;GLD:20.9%;BND:8.0%
US:74.5;EU:8.4;APAC:7.1;EM:5.6;Other:4.4
Value:+0.5;Growth:-0.8;Quality:+0.5;Size:+1.0;Momentum:-0.7;LowVol:+0.1
NoDerivatives;NoMargin
6
25
4.5
trailing 8%
170
16.1
Volatile
26.5
4.01
2.5
133
71
93
53
false
Buy
Add to core equity +1%
33
9
BrokerB
MKT
99
null
null
Normal monitoring
44
-9
169
4
false
Tighten stops on momentum names
P5690
Systematic
Roth
USD
2024-08-02
1,594,613
98,496
1,496,117
1
56.3
28
9.7
6
IEF:27.1%;MSFT:18.6%;AMZN:27.1%;VNQ:27.1%
US:73.1;EU:6.8;APAC:11.9;EM:5.9;Other:2.4
Value:+0.4;Growth:+0.4;Quality:+0.4;Size:+0.3;Momentum:-0.4;LowVol:-0.4
NoDerivatives
8
30
5.5
trailing 9%
127
17.3
Bear
32.9
3.98
2.9
174
-55
36
84
true
Reduce
Cut high-beta by 2-3%, add cash
5
-17
BrokerD
MKT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
118
-13
208
2
false
Tighten stops on momentum names
P5691
Cautious
401k
USD
2025-05-30
860,439
133,277
727,162
1
40.3
34.5
8.8
16.4
MSFT:23.3%;IEF:21.8%;GLD:23.3%;MUB:10.6%;BND:9.1%;HYG:11.8%
US:67.3;EU:8.1;APAC:16.3;EM:6.5;Other:1.9
Value:-0.2;Growth:-0.8;Quality:+0.6;Size:-0.1;Momentum:-0.8;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
7
30
5.6
trailing 8%
149
15.3
Bear
25.8
3.88
2.1
146
-40
35
46
false
Buy
Add to core equity +1%
35
-26
BrokerA
MKT
96
null
null
Normal monitoring
31
-7
-6
5
false
Monitor dispersion and breadth
P5692
Systematic
IRA
USD
2025-07-26
1,405,590
95,743
1,309,847
1
67.1
27.8
0
5.1
VOO:24.6%;AMZN:16.4%;VTI:23.9%;AAPL:24.6%;MUB:10.5%
US:63.5;EU:13.2;APAC:16.8;EM:6.4;Other:0.1
Value:-0.3;Growth:+0.9;Quality:-0.1;Size:-0.2;Momentum:0.0;LowVol:-0.5
MaxPos7%
8
25
5.9
trailing 8%
121
23.3
Volatile
27.5
5.42
2.5
117
26
58
80
true
Hedge
Buy index puts 1% notional
12
-12
BrokerD
LMT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
93
14
146
2
true
Increase defensive factor exposure
P5693
Hands-off
401k
USD
2024-09-28
380,361
35,312
345,049
1
72.1
19.8
0
8.1
VNQ:23.9%;MSFT:17.9%;VOO:23.9%;AMZN:19.4%;MUB:14.9%
US:70.3;EU:7.5;APAC:9.8;EM:10.2;Other:2.2
Value:-0.6;Growth:-0.9;Quality:+0.6;Size:+0.2;Momentum:-0.4;LowVol:+0.6
ESGOnly
10
25
5.5
trailing 8%
92
17.2
Bear
29
3.89
2.3
178
-44
27
81
true
Reduce
Cut high-beta by 2-3%, add cash
18
4
BrokerB
MKT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
88
-30
202
3
false
Within IPS guidelines
P5694
Hands-off
401k
USD
2024-11-17
806,298
46,026
760,272
1
56
15.8
19.3
8.9
MSFT:33.3%;QQQ:33.3%;VNQ:33.3%
US:69.0;EU:15.0;APAC:6.5;EM:9.3;Other:0.1
Value:+0.1;Growth:-0.4;Quality:+0.9;Size:-0.3;Momentum:+0.8;LowVol:-0.9
null
8
25
3.1
trailing 10%
91
13.9
Volatile
23.4
3.73
3.5
158
-11
39
60
false
Sell
Trim extended winner -1%
-4
1
BrokerD
LMT
89
null
null
Normal monitoring
25
-20
80
4
false
Tighten stops on momentum names
P5695
Opportunistic
Taxable
USD
2024-10-06
1,026,131
67,463
958,668
1
76.4
14.7
4.4
4.6
BND:22.6%;BRK.B:9.7%;VTI:22.6%;TLT:22.6%;IEF:22.6%
US:58.9;EU:17.2;APAC:10.0;EM:9.4;Other:4.5
Value:+0.9;Growth:-0.3;Quality:+0.3;Size:-0.6;Momentum:+0.8;LowVol:+0.8
NoDerivatives
7
30
4.3
trailing 9%
194
31.5
Volatile
25.3
5.18
3.6
161
8
56
68
false
Buy
Add to core equity +1%
31
-36
BrokerA
VWAP
88
null
null
Normal monitoring
-9
-2
-11
4
false
Tax-aware sells next window
P5696
Opportunistic
Trust
USD
2025-04-16
951,058
47,254
903,804
1
65.8
21.1
7.3
5.8
QQQ:20.8%;BRK.B:14.3%;IEF:20.8%;VTI:17.4%;VOO:20.8%;HYG:6.0%
US:58.8;EU:19.5;APAC:5.7;EM:11.3;Other:4.7
Value:+0.8;Growth:-0.8;Quality:-0.5;Size:+0.7;Momentum:-0.3;LowVol:-0.3
NoDerivatives
7
25
6.4
trailing 9%
240
32.1
Bull
12
3.85
2.8
90
106
91
48
false
Buy
Add to core equity +1%
4
-5
BrokerC
LMT
85
null
null
Normal monitoring
114
-27
158
5
false
Within IPS guidelines
P5697
Cautious
Taxable
USD
2024-12-28
528,845
53,920
474,925
1
42.8
32.7
11.5
13
VNQ:17.2%;MUB:20.3%;TLT:19.7%;AAPL:17.8%;AMZN:14.7%;MSFT:10.3%
US:62.4;EU:17.6;APAC:11.8;EM:3.3;Other:4.8
Value:-0.6;Growth:0.0;Quality:+0.2;Size:+0.4;Momentum:-0.1;LowVol:-0.1
ESGOnly;NoMargin
6
35
4.1
trailing 8%
105
19.6
Sideways
19.8
4.84
3.4
110
49
80
50
false
Buy
Add to core equity +1%
26
7
BrokerB
MKT
90
null
null
Normal monitoring
31
-38
162
3
false
Tax-aware sells next window
P5698
Active
Trust
USD
2024-11-25
2,093,649
187,761
1,905,888
1
59.4
28.3
2.6
9.7
MUB:19.1%;MSFT:12.1%;GLD:21.1%;IEF:21.1%;QQQ:18.7%;TLT:7.9%
US:66.7;EU:11.7;APAC:11.1;EM:6.2;Other:4.3
Value:-0.7;Growth:+0.7;Quality:-0.1;Size:+0.8;Momentum:+0.3;LowVol:-0.9
null
5
35
4.6
hard 12%
130
23
Volatile
29.4
3.74
3.1
147
15
55
79
true
Reduce
Cut high-beta by 2-3%, add cash
33
1
BrokerB
MKT
90
VAR>budget
Reduce
Risk above budget threshold
13
16
8
2
false
Increase defensive factor exposure
P5699
Cautious
Taxable
USD
2025-03-18
584,890
92,251
492,639
1
39.3
38.1
10.1
12.4
VNQ:33.3%;IEF:33.3%;QQQ:33.3%
US:70.9;EU:9.3;APAC:10.2;EM:5.4;Other:4.2
Value:-0.0;Growth:-0.4;Quality:-0.4;Size:-0.9;Momentum:+0.1;LowVol:-0.7
ESGOnly;NoMargin
6
30
5.6
trailing 8%
143
13.4
Volatile
25.2
4.48
3.3
171
74
73
61
false
Hedge
Add TLT +1% as duration hedge
21
-3
BrokerC
MKT
87
null
null
Normal monitoring
49
-45
177
3
false
Increase defensive factor exposure
P5700
Systematic
Roth
USD
2025-02-25
1,108,593
84,817
1,023,776
1
56.4
34.8
1.1
7.7
IEF:21.4%;TLT:5.9%;BRK.B:15.0%;AAPL:21.4%;GLD:14.8%;MUB:21.4%
US:58.9;EU:18.8;APAC:7.5;EM:10.3;Other:4.6
Value:+0.5;Growth:+0.5;Quality:-0.5;Size:-0.7;Momentum:-0.5;LowVol:0.0
null
8
30
4.1
trailing 8%
164
26
Bear
33.9
4.07
1.6
142
-5
48
88
true
Rebalance
Rebalance back to target bands
3
0
BrokerA
LMT
95
VAR>budget
Pause
Risk above budget threshold
-4
-54
25
4
false
Monitor dispersion and breadth