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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P5801
|
Cautious
|
Roth
|
USD
|
2025-06-29
| 159,812
| 15,019
| 144,793
| 1
| 47.7
| 35.5
| 0
| 16.8
|
VTI:28.2%;AMZN:27.4%;HYG:28.2%;BND:16.1%
|
US:64.4;EU:8.9;APAC:12.2;EM:13.8;Other:0.7
|
Value:-0.6;Growth:0.0;Quality:+0.9;Size:-0.4;Momentum:-0.2;LowVol:+0.6
|
NoDerivatives;NoMargin
| 6
| 25
| 5
|
trailing 8%
| 93
| 13
|
Volatile
| 21.1
| 5.24
| 3.1
| 164
| 73
| 80
| 51
| false
|
Buy
|
Add to core equity +1%
| -13
| -8
|
BrokerD
|
LMT
| 99
| null | null |
Normal monitoring
| 66
| -24
| 82
| 3
| false
|
Monitor dispersion and breadth
|
P5802
|
Hands-off
|
401k
|
USD
|
2024-10-07
| 716,704
| 58,081
| 658,623
| 1
| 74.2
| 16.1
| 4.4
| 5.3
|
IEF:23.7%;AMZN:13.6%;HYG:10.9%;TSLA:19.0%;BRK.B:9.1%;QQQ:23.7%
|
US:65.2;EU:18.1;APAC:9.3;EM:6.1;Other:1.3
|
Value:-0.5;Growth:+0.2;Quality:+0.9;Size:-0.2;Momentum:-0.9;LowVol:+0.4
| null | 6
| 25
| 4.2
|
hard 10%
| 113
| 16.2
|
Bull
| 12.8
| 4.34
| 3.1
| 89
| 27
| 57
| 40
| false
|
Sell
|
Trim extended winner -1%
| 32
| 11
|
BrokerB
|
LMT
| 100
| null | null |
Normal monitoring
| -26
| 4
| 59
| 3
| false
|
Within IPS guidelines
|
P5803
|
Active
|
Taxable
|
USD
|
2025-11-21
| 2,397,807
| 233,908
| 2,163,899
| 1
| 64.8
| 27
| 0
| 8.3
|
VOO:10.6%;AMZN:22.3%;VNQ:19.0%;HYG:22.3%;TLT:10.0%;MSFT:15.8%
|
US:76.7;EU:7.1;APAC:6.8;EM:5.5;Other:3.9
|
Value:-0.7;Growth:+0.8;Quality:+0.4;Size:-0.3;Momentum:+0.1;LowVol:+0.2
| null | 8
| 35
| 5.5
|
trailing 8%
| 159
| 22.8
|
Bull
| 11.8
| 4.45
| 2.4
| 100
| 119
| 100
| 35
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| -27
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| -15
| -47
| 98
| 5
| false
|
Tighten stops on momentum names
|
P5804
|
Systematic
|
Roth
|
USD
|
2025-08-13
| 1,091,322
| 48,447
| 1,042,875
| 1
| 62.5
| 24.7
| 7.5
| 5.3
|
MSFT:21.8%;QQQ:14.3%;HYG:20.2%;AMZN:21.8%;VTI:21.8%
|
US:71.1;EU:13.5;APAC:10.2;EM:5.0;Other:0.2
|
Value:+0.8;Growth:+0.8;Quality:-0.2;Size:-0.9;Momentum:+0.8;LowVol:-0.4
|
NoDerivatives
| 10
| 35
| 4.8
|
trailing 8%
| 209
| 19.3
|
Sideways
| 16.3
| 4.52
| 2.4
| 113
| 42
| 60
| 47
| false
|
Buy
|
Add to core equity +1%
| 29
| -22
|
BrokerD
|
LMT
| 88
| null | null |
Normal monitoring
| 15
| -45
| 105
| 4
| false
|
Increase defensive factor exposure
|
P5805
|
Hands-off
|
Taxable
|
USD
|
2024-12-06
| 514,662
| 21,312
| 493,350
| 1
| 64.7
| 26.2
| 0
| 9.1
|
TSLA:21.1%;VTI:27.5%;GLD:24.0%;VNQ:27.5%
|
US:68.4;EU:14.6;APAC:9.6;EM:5.8;Other:1.6
|
Value:-0.8;Growth:-0.9;Quality:-0.3;Size:-0.5;Momentum:+0.2;LowVol:+0.2
| null | 10
| 35
| 5.6
|
trailing 8%
| 138
| 14.5
|
Bull
| 17
| 3.54
| 3
| 89
| 73
| 73
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| -9
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| 51
| -58
| 180
| 4
| false
|
Within IPS guidelines
|
P5806
|
Opportunistic
|
Trust
|
USD
|
2025-04-13
| 339,594
| 29,418
| 310,176
| 1
| 75.7
| 12.9
| 6.2
| 5.2
|
MSFT:26.2%;GLD:26.2%;VNQ:24.2%;IEF:23.4%
|
US:65.2;EU:9.0;APAC:10.9;EM:11.2;Other:3.7
|
Value:+0.6;Growth:-0.3;Quality:+0.9;Size:+0.9;Momentum:-0.8;LowVol:+0.3
| null | 8
| 30
| 7
|
trailing 9%
| 239
| 31.5
|
Volatile
| 26.9
| 4.84
| 2.1
| 113
| 72
| 86
| 89
| true
|
Hedge
|
Buy index puts 1% notional
| 17
| 4
|
BrokerA
|
LMT
| 92
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 10
| -45
| 32
| 2
| false
|
Tax-aware sells next window
|
P5807
|
Hands-off
|
IRA
|
USD
|
2025-12-15
| 852,360
| 56,769
| 795,591
| 1
| 62.9
| 25.1
| 5.1
| 6.9
|
GLD:26.1%;IEF:21.8%;AMZN:26.1%;MUB:26.1%
|
US:71.7;EU:7.2;APAC:14.2;EM:6.0;Other:0.9
|
Value:+0.6;Growth:-0.2;Quality:-0.9;Size:-0.5;Momentum:-0.0;LowVol:+0.4
| null | 7
| 25
| 5.3
|
trailing 10%
| 91
| 17.6
|
Bear
| 30.3
| 3.49
| 2.6
| 171
| -25
| 31
| 69
| false
|
Buy
|
Add to core equity +1%
| 3
| -15
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 30
| 6
| 52
| 3
| false
|
Tighten stops on momentum names
|
P5808
|
Cautious
|
Trust
|
USD
|
2025-02-10
| 724,811
| 70,217
| 654,594
| 1
| 49
| 39.3
| 0
| 11.7
|
AAPL:27.7%;VNQ:27.7%;BND:16.8%;TLT:27.7%
|
US:57.3;EU:18.5;APAC:9.5;EM:11.2;Other:3.4
|
Value:-0.8;Growth:-0.5;Quality:+0.5;Size:-0.5;Momentum:+0.9;LowVol:-0.2
|
MaxPos6%;NoMargin
| 8
| 30
| 4.6
|
trailing 8%
| 156
| 15.9
|
Volatile
| 31.5
| 4.46
| 3.9
| 173
| -24
| 48
| 65
| false
|
Sell
|
Trim extended winner -1%
| 13
| 15
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| 80
| -51
| 71
| 5
| false
|
Increase defensive factor exposure
|
P5809
|
Systematic
|
401k
|
USD
|
2025-06-18
| 1,759,947
| 160,452
| 1,599,495
| 1
| 64.3
| 28.4
| 2
| 5.3
|
VOO:20.8%;TLT:26.4%;VTI:26.4%;IEF:26.4%
|
US:71.1;EU:9.0;APAC:13.6;EM:6.3;Other:0.1
|
Value:+0.5;Growth:+0.3;Quality:-0.4;Size:-0.8;Momentum:+0.1;LowVol:-0.2
| null | 10
| 30
| 6
|
trailing 8%
| 229
| 24.5
|
Bear
| 29.5
| 3.83
| 1.8
| 158
| -111
| 5
| 81
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 23
| 1
|
BrokerC
|
LMT
| 91
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -29
| 16
| 46
| 4
| false
|
Within IPS guidelines
|
P5810
|
Opportunistic
|
Taxable
|
USD
|
2025-12-03
| 787,813
| 29,615
| 758,198
| 1.21
| 68.9
| 17.8
| 4.6
| 8.8
|
MUB:15.3%;BND:17.9%;QQQ:11.5%;BRK.B:17.0%;TLT:17.3%;VTI:21.0%
|
US:58.0;EU:19.8;APAC:11.8;EM:6.4;Other:4.0
|
Value:-0.2;Growth:-0.8;Quality:-0.5;Size:-0.2;Momentum:-0.4;LowVol:+0.5
| null | 6
| 35
| 4.2
|
trailing 7%
| 196
| 26.4
|
Volatile
| 22.2
| 4.63
| 3.5
| 168
| 80
| 76
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| 11
|
BrokerB
|
LMT
| 87
| null | null |
Normal monitoring
| 96
| -21
| 236
| 3
| false
|
Within IPS guidelines
|
P5811
|
Cautious
|
IRA
|
USD
|
2025-12-25
| 314,914
| 33,997
| 280,917
| 1
| 48.3
| 40
| 0
| 11.7
|
HYG:25.3%;VTI:23.0%;BRK.B:25.3%;TSLA:13.3%;TLT:13.1%
|
US:61.1;EU:15.7;APAC:12.7;EM:6.5;Other:3.9
|
Value:+0.8;Growth:+0.5;Quality:-0.0;Size:+0.4;Momentum:-0.2;LowVol:+0.8
|
ESGOnly;NoDerivatives;NoMargin
| 10
| 25
| 5.8
|
trailing 8%
| 162
| 13.5
|
Bull
| 11
| 4.84
| 2.1
| 112
| 23
| 56
| 21
| false
|
Sell
|
Trim extended winner -1%
| 19
| 9
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| -43
| -16
| 65
| 3
| false
|
Increase defensive factor exposure
|
P5812
|
Cautious
|
Trust
|
USD
|
2025-07-03
| 842,511
| 82,982
| 759,529
| 1
| 48.4
| 38.2
| 0
| 13.4
|
GLD:33.3%;AAPL:33.3%;TLT:33.3%
|
US:70.1;EU:5.8;APAC:15.7;EM:3.8;Other:4.6
|
Value:+0.3;Growth:-0.4;Quality:-0.8;Size:-0.2;Momentum:-0.0;LowVol:+0.7
|
ESGOnly;NoMargin
| 8
| 25
| 5.6
|
trailing 8%
| 132
| 14.4
|
Bull
| 14.4
| 4.72
| 2.3
| 87
| 115
| 100
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| -26
|
BrokerD
|
VWAP
| 99
| null | null |
Normal monitoring
| 92
| -23
| 80
| 3
| false
|
Monitor dispersion and breadth
|
P5813
|
Systematic
|
401k
|
USD
|
2025-12-26
| 1,887,717
| 82,553
| 1,805,164
| 1
| 59.3
| 32.9
| 2.1
| 5.7
|
GLD:12.7%;MUB:7.9%;VTI:22.2%;BRK.B:12.8%;MSFT:22.2%;VNQ:22.2%
|
US:66.8;EU:7.9;APAC:9.5;EM:13.1;Other:2.8
|
Value:-0.1;Growth:-0.3;Quality:-0.6;Size:-0.4;Momentum:+0.9;LowVol:+0.6
|
MaxPos6%
| 8
| 30
| 5.9
|
trailing 8%
| 183
| 27
|
Bull
| 13
| 3.54
| 3.2
| 83
| 2
| 58
| 40
| false
|
Buy
|
Add to core equity +1%
| -7
| -34
|
BrokerC
|
MKT
| 100
| null | null |
Normal monitoring
| 9
| 3
| 55
| 3
| false
|
Monitor dispersion and breadth
|
P5814
|
Active
|
Roth
|
USD
|
2025-07-24
| 1,357,876
| 141,339
| 1,216,537
| 1
| 60.9
| 30
| 0
| 9.1
|
VTI:22.5%;HYG:22.5%;TSLA:16.2%;GLD:16.2%;IEF:22.5%
|
US:66.9;EU:18.7;APAC:7.8;EM:5.1;Other:1.6
|
Value:+0.3;Growth:+0.3;Quality:-0.2;Size:-1.0;Momentum:+0.1;LowVol:-0.5
|
NoDerivatives
| 7
| 30
| 4.7
|
trailing 8%
| 142
| 25.5
|
Bull
| 16.9
| 3.54
| 2
| 113
| 21
| 66
| 55
| false
|
Buy
|
Add to core equity +1%
| -7
| -21
|
BrokerD
|
VWAP
| 88
| null | null |
Normal monitoring
| 30
| -11
| -5
| 4
| false
|
Within IPS guidelines
|
P5815
|
Hands-off
|
Trust
|
USD
|
2024-07-27
| 519,839
| 51,591
| 468,248
| 1
| 56.4
| 21.3
| 13.4
| 8.9
|
VOO:33.3%;HYG:33.3%;BRK.B:33.3%
|
US:69.4;EU:15.3;APAC:9.6;EM:4.3;Other:1.5
|
Value:+0.3;Growth:-0.3;Quality:-0.7;Size:+0.1;Momentum:-0.1;LowVol:-0.2
|
MaxPos8%;NoDerivatives
| 7
| 30
| 3.6
|
hard 10%
| 134
| 17.8
|
Volatile
| 25.1
| 5.43
| 3.4
| 134
| 9
| 64
| 74
| true
|
Rebalance
|
Rebalance back to target bands
| -4
| -15
|
BrokerC
|
VWAP
| 97
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 34
| -40
| 45
| 5
| false
|
Increase defensive factor exposure
|
P5816
|
Opportunistic
|
Roth
|
USD
|
2024-08-11
| 1,469,142
| 50,442
| 1,418,700
| 1
| 68.1
| 12.5
| 11.4
| 7.9
|
IEF:22.3%;TSLA:21.5%;GLD:15.5%;BRK.B:18.3%;VNQ:22.3%
|
US:70.8;EU:7.3;APAC:12.4;EM:8.1;Other:1.3
|
Value:-1.0;Growth:-1.0;Quality:-0.4;Size:+0.5;Momentum:-0.3;LowVol:-0.6
| null | 8
| 30
| 5.5
|
trailing 7%
| 225
| 31.6
|
Volatile
| 26.7
| 4.27
| 4
| 163
| -46
| 35
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 15
| -23
|
BrokerD
|
MKT
| 85
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -53
| -19
| -30
| 2
| false
|
Increase defensive factor exposure
|
P5817
|
Active
|
IRA
|
USD
|
2025-05-16
| 1,953,281
| 158,100
| 1,795,181
| 1
| 68.7
| 24.7
| 0
| 6.6
|
TLT:33.3%;VOO:33.3%;QQQ:33.3%
|
US:65.7;EU:6.4;APAC:13.9;EM:8.1;Other:5.9
|
Value:+1.0;Growth:+0.6;Quality:-0.7;Size:-0.9;Momentum:-0.7;LowVol:-1.0
| null | 8
| 35
| 5.6
|
trailing 8%
| 139
| 26.1
|
Volatile
| 25.1
| 5.23
| 3.3
| 116
| -53
| 9
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 5
| -6
|
BrokerC
|
LMT
| 89
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -53
| 6
| -58
| 3
| false
|
Within IPS guidelines
|
P5818
|
Systematic
|
Trust
|
USD
|
2025-04-27
| 843,904
| 53,620
| 790,284
| 1
| 63.8
| 25
| 4.5
| 6.7
|
MUB:20.0%;MSFT:20.7%;AAPL:5.9%;VTI:19.3%;BRK.B:18.4%;AMZN:15.7%
|
US:63.5;EU:19.4;APAC:9.4;EM:3.8;Other:3.9
|
Value:+0.7;Growth:-0.2;Quality:-0.6;Size:+0.4;Momentum:+0.2;LowVol:-0.8
|
MaxPos8%;NoDerivatives
| 7
| 25
| 4.7
|
hard 12%
| 205
| 22.8
|
Bull
| 12.8
| 4.96
| 3.2
| 113
| 51
| 62
| 33
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 23
| -38
|
BrokerA
|
MKT
| 94
| null | null |
Normal monitoring
| 88
| -15
| 81
| 4
| false
|
Monitor dispersion and breadth
|
P5819
|
Opportunistic
|
Roth
|
USD
|
2025-08-26
| 1,013,108
| 74,225
| 938,883
| 1.23
| 76.2
| 13.4
| 1.6
| 8.9
|
VOO:25.0%;GLD:25.0%;XLF:25.0%;AAPL:25.0%
|
US:64.9;EU:14.3;APAC:10.2;EM:8.0;Other:2.7
|
Value:-0.6;Growth:+0.6;Quality:+0.8;Size:0.0;Momentum:-0.8;LowVol:+0.1
|
NoDerivatives
| 6
| 35
| 5.8
|
hard 12%
| 218
| 21.2
|
Volatile
| 26.7
| 4.64
| 3.5
| 171
| 21
| 75
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 10
| -37
|
BrokerB
|
LMT
| 87
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 88
| 14
| 113
| 3
| false
|
Increase defensive factor exposure
|
P5820
|
Active
|
401k
|
USD
|
2025-07-11
| 674,425
| 63,978
| 610,447
| 1
| 54.1
| 19.5
| 20.4
| 6
|
AAPL:25.0%;BRK.B:25.8%;IEF:25.8%;GLD:23.3%
|
US:70.2;EU:10.0;APAC:9.7;EM:5.8;Other:4.3
|
Value:-0.3;Growth:+0.7;Quality:-0.5;Size:+0.6;Momentum:+1.0;LowVol:+0.4
|
NoDerivatives
| 8
| 35
| 5.7
|
hard 12%
| 215
| 25.7
|
Bull
| 18
| 3.87
| 2.1
| 119
| 99
| 93
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 11
| -20
|
BrokerD
|
MKT
| 99
| null | null |
Normal monitoring
| 117
| 17
| 178
| 5
| false
|
Tighten stops on momentum names
|
P5821
|
Hands-off
|
401k
|
USD
|
2025-01-01
| 574,918
| 25,420
| 549,498
| 1
| 69.3
| 21.7
| 1.9
| 7.1
|
XLF:8.1%;TSLA:18.2%;MSFT:21.8%;HYG:21.8%;AMZN:8.2%;BND:21.8%
|
US:61.9;EU:15.5;APAC:12.7;EM:9.4;Other:0.5
|
Value:-0.6;Growth:+0.1;Quality:+0.4;Size:-0.4;Momentum:-0.9;LowVol:+1.0
|
MaxPos5%
| 7
| 30
| 4
|
trailing 10%
| 136
| 18.1
|
Bear
| 32.3
| 4.06
| 1.7
| 205
| -47
| 35
| 93
| true
|
Hedge
|
Buy index puts 1% notional
| 20
| -17
|
BrokerC
|
VWAP
| 95
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -23
| 3
| 35
| 2
| false
|
Tax-aware sells next window
|
P5822
|
Hands-off
|
IRA
|
USD
|
2024-07-14
| 538,954
| 44,473
| 494,481
| 1
| 67.6
| 18.7
| 6.1
| 7.6
|
BRK.B:32.8%;AAPL:33.6%;BND:33.6%
|
US:69.3;EU:13.6;APAC:5.5;EM:10.7;Other:0.9
|
Value:-0.7;Growth:-0.1;Quality:+0.6;Size:-1.0;Momentum:-0.1;LowVol:+0.6
|
MaxPos7%;NoDerivatives
| 5
| 35
| 5.9
|
trailing 10%
| 107
| 14.5
|
Bear
| 33.1
| 4.46
| 2.3
| 172
| -103
| 5
| 96
| true
|
Rebalance
|
Rebalance back to target bands
| -15
| -16
|
BrokerC
|
LMT
| 86
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 45
| -21
| 118
| 4
| false
|
Tighten stops on momentum names
|
P5823
|
Cautious
|
401k
|
USD
|
2024-11-29
| 456,243
| 49,344
| 406,899
| 1
| 35.4
| 39.2
| 14.6
| 10.8
|
AMZN:12.6%;MSFT:22.6%;QQQ:22.6%;VTI:10.1%;VNQ:9.4%;TSLA:22.6%
|
US:72.4;EU:12.4;APAC:8.5;EM:3.1;Other:3.6
|
Value:+0.2;Growth:-0.3;Quality:+0.5;Size:-0.3;Momentum:-0.0;LowVol:-0.9
|
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
| 6
| 30
| 4.6
|
trailing 8%
| 113
| 19.9
|
Bull
| 16.9
| 3.88
| 2.2
| 116
| 97
| 100
| 41
| false
|
Sell
|
Trim extended winner -1%
| 11
| -24
|
BrokerC
|
MKT
| 90
| null | null |
Normal monitoring
| 29
| -13
| 145
| 3
| false
|
Increase defensive factor exposure
|
P5824
|
Systematic
|
401k
|
USD
|
2025-09-08
| 1,672,173
| 74,508
| 1,597,665
| 1
| 60.3
| 30.8
| 2.7
| 6.2
|
BND:23.6%;MUB:27.5%;XLF:21.5%;MSFT:27.5%
|
US:64.8;EU:14.8;APAC:8.9;EM:11.0;Other:0.4
|
Value:-0.2;Growth:+0.6;Quality:+1.0;Size:-1.0;Momentum:-1.0;LowVol:-0.2
| null | 7
| 25
| 4.5
|
hard 12%
| 168
| 21.7
|
Bull
| 12.4
| 3.63
| 2.4
| 112
| 56
| 80
| 46
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 34
| -29
|
BrokerC
|
MKT
| 100
| null | null |
Normal monitoring
| 111
| 9
| 95
| 4
| false
|
Tax-aware sells next window
|
P5825
|
Systematic
|
IRA
|
USD
|
2024-12-01
| 655,895
| 31,877
| 624,018
| 1
| 63.6
| 26.3
| 0.5
| 9.5
|
BRK.B:33.3%;VTI:33.3%;MUB:33.3%
|
US:60.6;EU:16.8;APAC:9.6;EM:12.3;Other:0.7
|
Value:-0.1;Growth:+0.9;Quality:+1.0;Size:+0.2;Momentum:-0.1;LowVol:-0.8
|
MaxPos5%
| 7
| 35
| 5.7
|
hard 12%
| 191
| 23.4
|
Bull
| 12.4
| 4.01
| 2.8
| 114
| 116
| 100
| 47
| false
|
Sell
|
Trim extended winner -1%
| 25
| 9
|
BrokerD
|
VWAP
| 88
| null | null |
Normal monitoring
| -32
| 6
| 19
| 4
| false
|
Within IPS guidelines
|
P5826
|
Active
|
IRA
|
USD
|
2025-07-05
| 1,046,028
| 115,735
| 930,293
| 1.06
| 69
| 18.4
| 7.5
| 5.1
|
GLD:32.2%;XLF:18.5%;TSLA:32.2%;VNQ:17.1%
|
US:60.4;EU:7.4;APAC:14.9;EM:12.4;Other:4.8
|
Value:-0.6;Growth:+0.6;Quality:+0.7;Size:+0.1;Momentum:+0.5;LowVol:+0.3
|
MaxPos7%
| 7
| 25
| 4.4
|
trailing 8%
| 211
| 17.9
|
Bull
| 16.8
| 4.02
| 2.3
| 72
| 109
| 91
| 51
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 1
| -14
|
BrokerD
|
MKT
| 98
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -14
| -28
| 29
| 2
| false
|
Monitor dispersion and breadth
|
P5827
|
Active
|
401k
|
USD
|
2025-07-28
| 1,296,112
| 150,342
| 1,145,770
| 1.12
| 60
| 21.5
| 11
| 7.6
|
GLD:33.3%;MSFT:33.3%;HYG:33.3%
|
US:70.7;EU:6.0;APAC:6.0;EM:12.7;Other:4.6
|
Value:-0.7;Growth:-0.4;Quality:-1.0;Size:+0.9;Momentum:-0.5;LowVol:-0.7
| null | 10
| 25
| 4.6
|
trailing 9%
| 186
| 26
|
Volatile
| 26.8
| 5.24
| 2
| 163
| 34
| 61
| 66
| false
|
Buy
|
Add to core equity +1%
| -14
| -9
|
BrokerA
|
LMT
| 94
| null | null |
Normal monitoring
| 113
| 12
| 83
| 3
| false
|
Tax-aware sells next window
|
P5828
|
Active
|
Taxable
|
USD
|
2025-04-21
| 1,556,074
| 127,083
| 1,428,991
| 1
| 64.3
| 21.9
| 6.8
| 7.1
|
QQQ:15.8%;GLD:11.5%;TLT:13.1%;VNQ:19.2%;IEF:17.8%;VOO:22.4%
|
US:73.0;EU:6.9;APAC:13.3;EM:6.0;Other:0.9
|
Value:-0.7;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:0.0;LowVol:+0.1
|
MaxPos8%
| 5
| 30
| 4.3
|
trailing 9%
| 202
| 22.8
|
Bear
| 29.4
| 3.23
| 2.4
| 175
| -21
| 36
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 24
| 13
|
BrokerA
|
MKT
| 91
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 43
| -27
| 143
| 5
| false
|
Tax-aware sells next window
|
P5829
|
Systematic
|
IRA
|
USD
|
2024-09-11
| 1,185,107
| 74,668
| 1,110,439
| 1
| 63.5
| 30.4
| 0
| 6
|
IEF:33.3%;GLD:33.3%;TLT:33.3%
|
US:64.5;EU:17.7;APAC:6.2;EM:10.1;Other:1.6
|
Value:-0.4;Growth:-0.4;Quality:-0.4;Size:+1.0;Momentum:+0.3;LowVol:-0.1
| null | 8
| 25
| 4.8
|
trailing 9%
| 205
| 22.2
|
Sideways
| 21.5
| 4.95
| 2.1
| 117
| 15
| 48
| 61
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -13
| -37
|
BrokerB
|
LMT
| 93
| null | null |
Normal monitoring
| -34
| -10
| 59
| 3
| false
|
Tighten stops on momentum names
|
P5830
|
Systematic
|
IRA
|
USD
|
2024-09-20
| 1,691,945
| 71,577
| 1,620,368
| 1
| 65.1
| 28.1
| 0
| 6.9
|
TLT:37.9%;XLF:37.9%;BND:24.2%
|
US:64.2;EU:14.1;APAC:10.0;EM:10.1;Other:1.5
|
Value:-0.9;Growth:+0.1;Quality:+0.2;Size:+0.4;Momentum:+0.9;LowVol:-0.1
| null | 8
| 35
| 4.2
|
trailing 8%
| 132
| 22.8
|
Bull
| 13.6
| 3.67
| 3.4
| 77
| 80
| 92
| 44
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -27
|
BrokerC
|
VWAP
| 87
| null | null |
Normal monitoring
| 83
| 2
| 108
| 4
| false
|
Monitor dispersion and breadth
|
P5831
|
Hands-off
|
Trust
|
USD
|
2025-07-29
| 795,296
| 48,021
| 747,275
| 1
| 66.9
| 21.1
| 2.6
| 9.5
|
QQQ:22.9%;XLF:10.2%;TSLA:22.9%;IEF:22.9%;TLT:21.0%
|
US:64.6;EU:14.3;APAC:14.9;EM:5.4;Other:0.8
|
Value:+0.7;Growth:+0.8;Quality:+0.4;Size:-0.7;Momentum:-0.6;LowVol:+1.0
|
ESGOnly;MaxPos6%;NoDerivatives
| 7
| 35
| 4.5
|
hard 10%
| 128
| 14.1
|
Volatile
| 20.1
| 4.11
| 2.3
| 115
| 5
| 63
| 58
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 15
| -12
|
BrokerB
|
LMT
| 98
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 99
| -2
| 59
| 4
| false
|
Tighten stops on momentum names
|
P5832
|
Systematic
|
IRA
|
USD
|
2025-12-06
| 1,419,359
| 62,948
| 1,356,411
| 1
| 55.4
| 32.4
| 3.7
| 8.6
|
HYG:20.5%;QQQ:17.6%;VOO:20.0%;VNQ:20.9%;IEF:20.9%
|
US:67.0;EU:14.4;APAC:9.3;EM:7.4;Other:1.8
|
Value:-0.8;Growth:+0.7;Quality:+0.6;Size:+0.9;Momentum:0.0;LowVol:+0.2
|
NoDerivatives
| 6
| 30
| 4.8
|
trailing 8%
| 178
| 24.2
|
Bull
| 17.2
| 4.44
| 2
| 110
| 104
| 100
| 54
| false
|
Buy
|
Add to core equity +1%
| 34
| 15
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| 119
| -54
| 83
| 4
| false
|
Monitor dispersion and breadth
|
P5833
|
Opportunistic
|
Trust
|
USD
|
2025-01-09
| 921,756
| 29,669
| 892,087
| 1
| 61.8
| 16.2
| 14.1
| 7.9
|
AAPL:22.2%;IEF:22.2%;VNQ:13.4%;AMZN:20.2%;TLT:22.2%
|
US:71.4;EU:11.2;APAC:11.8;EM:5.3;Other:0.4
|
Value:-0.3;Growth:-0.4;Quality:+0.5;Size:+0.5;Momentum:+0.2;LowVol:-0.1
|
MaxPos8%
| 10
| 25
| 6.4
|
trailing 9%
| 170
| 20.9
|
Bull
| 16.5
| 5
| 3.2
| 96
| 81
| 92
| 41
| false
|
NoAction
|
Within bands; monitor
| -6
| 5
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 79
| -52
| 64
| 5
| false
|
Increase defensive factor exposure
|
P5834
|
Active
|
Roth
|
USD
|
2025-11-04
| 1,750,076
| 204,128
| 1,545,948
| 1
| 64
| 28.2
| 0.7
| 7.1
|
XLF:28.3%;IEF:19.1%;MSFT:24.3%;GLD:28.3%
|
US:70.2;EU:11.0;APAC:7.6;EM:8.1;Other:3.0
|
Value:+0.8;Growth:-0.4;Quality:-0.2;Size:-0.9;Momentum:+0.1;LowVol:-0.4
| null | 8
| 30
| 5.1
|
hard 12%
| 127
| 16.6
|
Sideways
| 20.7
| 4.02
| 2.2
| 129
| 17
| 55
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| -28
|
BrokerC
|
VWAP
| 99
| null | null |
Normal monitoring
| 60
| -34
| 163
| 5
| false
|
Increase defensive factor exposure
|
P5835
|
Opportunistic
|
IRA
|
USD
|
2025-04-23
| 719,100
| 29,402
| 689,698
| 1
| 65.7
| 17.9
| 9
| 7.3
|
IEF:33.3%;VNQ:33.3%;GLD:33.3%
|
US:69.4;EU:11.3;APAC:11.3;EM:4.3;Other:3.6
|
Value:-0.3;Growth:-0.1;Quality:+0.9;Size:-0.3;Momentum:+0.4;LowVol:-0.8
|
MaxPos8%;NoDerivatives
| 7
| 25
| 6.4
|
trailing 9%
| 226
| 26.9
|
Bear
| 28.8
| 3.82
| 1.3
| 210
| -83
| 15
| 85
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| 12
|
BrokerC
|
LMT
| 94
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 27
| 12
| 107
| 2
| false
|
Increase defensive factor exposure
|
P5836
|
Active
|
Roth
|
USD
|
2024-10-21
| 1,163,827
| 111,616
| 1,052,211
| 1.09
| 63.4
| 28.9
| 0
| 7.7
|
MSFT:23.0%;TLT:20.4%;HYG:23.0%;IEF:11.9%;GLD:12.4%;VOO:9.3%
|
US:68.5;EU:12.4;APAC:6.5;EM:9.8;Other:2.7
|
Value:+0.2;Growth:-0.9;Quality:-0.6;Size:-0.4;Momentum:+0.7;LowVol:+0.3
|
MaxPos5%
| 10
| 35
| 5.8
|
trailing 9%
| 215
| 23.6
|
Sideways
| 17.9
| 4.22
| 2.9
| 101
| -14
| 48
| 61
| false
|
Buy
|
Add to core equity +1%
| 28
| -30
|
BrokerC
|
MKT
| 93
| null | null |
Normal monitoring
| 112
| -18
| 93
| 4
| false
|
Monitor dispersion and breadth
|
P5837
|
Opportunistic
|
IRA
|
USD
|
2024-08-12
| 492,371
| 20,615
| 471,756
| 1
| 63.7
| 18.1
| 12.9
| 5.3
|
IEF:30.1%;AMZN:35.0%;MSFT:35.0%
|
US:62.6;EU:18.4;APAC:12.3;EM:3.7;Other:3.1
|
Value:-0.2;Growth:+1.0;Quality:+0.9;Size:-0.2;Momentum:-0.6;LowVol:+0.3
| null | 8
| 30
| 4.8
|
trailing 9%
| 212
| 31.4
|
Volatile
| 27.9
| 5.3
| 4.5
| 153
| 20
| 67
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| -33
|
BrokerB
|
LMT
| 96
| null | null |
Normal monitoring
| 98
| 0
| 204
| 5
| false
|
Within IPS guidelines
|
P5838
|
Active
|
Roth
|
USD
|
2024-09-18
| 1,816,440
| 133,957
| 1,682,483
| 1.22
| 60.3
| 30.8
| 0
| 9
|
AAPL:22.4%;HYG:21.0%;AMZN:19.0%;GLD:15.1%;VOO:22.4%
|
US:65.3;EU:13.3;APAC:13.0;EM:5.4;Other:2.9
|
Value:+0.4;Growth:+0.2;Quality:-0.8;Size:-0.3;Momentum:-1.0;LowVol:+0.8
|
MaxPos8%
| 10
| 35
| 5.4
|
trailing 8%
| 163
| 16.2
|
Sideways
| 17.9
| 4.16
| 2.1
| 137
| -17
| 27
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -6
| 8
|
BrokerC
|
LMT
| 100
| null | null |
Normal monitoring
| -25
| -42
| 78
| 3
| false
|
Tax-aware sells next window
|
P5839
|
Systematic
|
Trust
|
USD
|
2025-11-12
| 700,857
| 64,624
| 636,233
| 1
| 62.4
| 21
| 8.2
| 8.3
|
AMZN:25.8%;HYG:25.8%;BND:22.7%;MSFT:25.8%
|
US:60.6;EU:10.9;APAC:16.1;EM:10.9;Other:1.4
|
Value:-0.2;Growth:-0.7;Quality:+0.7;Size:-0.6;Momentum:-0.0;LowVol:-0.1
|
MaxPos7%;NoDerivatives
| 5
| 30
| 4.6
|
hard 12%
| 153
| 19.7
|
Volatile
| 24.3
| 4.31
| 3.2
| 160
| 36
| 58
| 76
| true
|
Hedge
|
Buy index puts 1% notional
| 14
| -9
|
BrokerA
|
LMT
| 87
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 61
| -25
| 68
| 4
| false
|
Monitor dispersion and breadth
|
P5840
|
Hands-off
|
Taxable
|
USD
|
2024-07-23
| 414,836
| 30,804
| 384,032
| 1
| 67.3
| 26.2
| 0
| 6.5
|
QQQ:33.3%;TSLA:33.3%;VNQ:33.3%
|
US:70.8;EU:12.4;APAC:8.9;EM:5.7;Other:2.3
|
Value:-0.8;Growth:+0.5;Quality:+0.2;Size:+0.3;Momentum:+0.6;LowVol:+0.8
| null | 5
| 25
| 3
|
trailing 8%
| 104
| 19.8
|
Bull
| 12.8
| 4.6
| 3
| 102
| 3
| 49
| 43
| false
|
Buy
|
Add to core equity +1%
| 30
| 4
|
BrokerD
|
MKT
| 95
| null | null |
Normal monitoring
| 35
| -15
| 154
| 4
| false
|
Within IPS guidelines
|
P5841
|
Hands-off
|
401k
|
USD
|
2025-03-13
| 716,876
| 66,567
| 650,309
| 1
| 68.9
| 26.4
| 0
| 4.8
|
HYG:24.1%;BRK.B:25.3%;VTI:25.3%;QQQ:25.3%
|
US:65.0;EU:14.2;APAC:7.8;EM:10.1;Other:2.9
|
Value:+0.8;Growth:+0.5;Quality:+0.3;Size:-0.2;Momentum:+0.7;LowVol:+0.2
|
MaxPos8%
| 10
| 30
| 5
|
hard 10%
| 115
| 17.9
|
Volatile
| 31.9
| 4.51
| 2.4
| 156
| -17
| 40
| 95
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 30
| -28
|
BrokerC
|
LMT
| 90
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -37
| 1
| 71
| 5
| false
|
Tax-aware sells next window
|
P5842
|
Active
|
Roth
|
USD
|
2024-10-12
| 1,521,929
| 95,647
| 1,426,282
| 1
| 53.4
| 26.8
| 13.6
| 6.2
|
VOO:33.3%;VTI:33.3%;IEF:33.3%
|
US:65.4;EU:15.8;APAC:10.8;EM:6.0;Other:2.0
|
Value:-0.9;Growth:-0.2;Quality:+0.8;Size:+0.5;Momentum:+0.3;LowVol:-0.6
|
MaxPos7%
| 10
| 30
| 4.2
|
trailing 8%
| 138
| 16.2
|
Bull
| 16.2
| 4.03
| 2.2
| 86
| 12
| 41
| 43
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 9
| -29
|
BrokerC
|
LMT
| 98
| null | null |
Normal monitoring
| -32
| 16
| 37
| 5
| false
|
Increase defensive factor exposure
|
P5843
|
Hands-off
|
Roth
|
USD
|
2025-03-26
| 255,576
| 15,043
| 240,533
| 1
| 59.8
| 17.5
| 16.1
| 6.6
|
BRK.B:13.3%;AAPL:6.7%;TSLA:21.8%;VNQ:21.8%;MSFT:21.8%;HYG:14.7%
|
US:67.0;EU:11.7;APAC:10.6;EM:6.5;Other:4.2
|
Value:-0.1;Growth:+0.5;Quality:+0.8;Size:-0.7;Momentum:+0.8;LowVol:-0.7
|
MaxPos5%
| 7
| 30
| 3.8
|
hard 10%
| 154
| 17.9
|
Bull
| 14.8
| 4.43
| 2.3
| 106
| 12
| 57
| 45
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| -33
|
BrokerD
|
MKT
| 89
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 57
| -17
| 129
| 2
| false
|
Tax-aware sells next window
|
P5844
|
Active
|
401k
|
USD
|
2024-12-29
| 2,162,146
| 258,366
| 1,903,780
| 1
| 53.9
| 18.4
| 21.9
| 5.8
|
GLD:18.5%;VNQ:27.2%;IEF:27.2%;XLF:27.2%
|
US:66.1;EU:10.4;APAC:10.9;EM:9.1;Other:3.6
|
Value:+0.1;Growth:-0.4;Quality:-0.6;Size:+0.2;Momentum:+0.5;LowVol:+0.6
|
MaxPos6%
| 5
| 25
| 4.4
|
trailing 8%
| 191
| 23.5
|
Bear
| 30.2
| 3.9
| 2.1
| 175
| 9
| 46
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| 5
|
BrokerD
|
LMT
| 87
| null | null |
Normal monitoring
| -2
| -25
| 118
| 4
| false
|
Increase defensive factor exposure
|
P5845
|
Cautious
|
IRA
|
USD
|
2025-10-24
| 690,578
| 63,863
| 626,715
| 1
| 45.7
| 42.2
| 0
| 12.1
|
AMZN:28.3%;GLD:27.1%;IEF:24.4%;BRK.B:20.2%
|
US:66.3;EU:17.4;APAC:7.1;EM:7.2;Other:2.0
|
Value:+0.7;Growth:+0.9;Quality:+0.8;Size:+0.1;Momentum:+0.6;LowVol:-0.5
|
MaxPos7%;NoMargin
| 10
| 35
| 4.2
|
hard 10%
| 134
| 19.4
|
Bear
| 26.2
| 4.36
| 2.9
| 161
| 5
| 64
| 57
| false
|
Sell
|
Trim extended winner -1%
| 35
| 9
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| 77
| -7
| 113
| 3
| false
|
Increase defensive factor exposure
|
P5846
|
Opportunistic
|
Roth
|
USD
|
2025-05-12
| 1,545,158
| 120,258
| 1,424,900
| 1
| 60.4
| 17.4
| 13.9
| 8.3
|
MUB:29.7%;QQQ:35.2%;VTI:35.2%
|
US:69.4;EU:11.9;APAC:6.4;EM:12.2;Other:0.1
|
Value:+0.8;Growth:+0.6;Quality:-0.2;Size:+0.4;Momentum:-0.8;LowVol:+1.0
|
NoDerivatives
| 8
| 25
| 4.9
|
hard 12%
| 189
| 28.1
|
Volatile
| 26.4
| 3.8
| 3.8
| 126
| 78
| 74
| 71
| true
|
Hedge
|
Buy index puts 1% notional
| 18
| 13
|
BrokerB
|
MKT
| 91
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -57
| -39
| 56
| 5
| false
|
Monitor dispersion and breadth
|
P5847
|
Hands-off
|
401k
|
USD
|
2024-12-20
| 650,682
| 46,931
| 603,751
| 1
| 55.3
| 26.6
| 8.2
| 9.9
|
XLF:33.3%;GLD:33.3%;IEF:33.3%
|
US:70.3;EU:9.1;APAC:12.0;EM:4.4;Other:4.3
|
Value:0.0;Growth:-0.0;Quality:+0.5;Size:+0.7;Momentum:0.0;LowVol:-0.7
| null | 8
| 35
| 4
|
trailing 8%
| 107
| 17.1
|
Volatile
| 29.4
| 5.13
| 3.4
| 122
| 4
| 47
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 3
| -19
|
BrokerB
|
VWAP
| 95
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 14
| -29
| -3
| 3
| false
|
Tax-aware sells next window
|
P5848
|
Cautious
|
IRA
|
USD
|
2025-06-10
| 246,747
| 33,437
| 213,310
| 1
| 48.9
| 33.8
| 0
| 17.3
|
MSFT:17.8%;MUB:15.6%;GLD:22.2%;AMZN:22.2%;VTI:22.2%
|
US:66.8;EU:11.0;APAC:11.8;EM:10.1;Other:0.3
|
Value:+0.7;Growth:-0.7;Quality:+0.7;Size:-0.6;Momentum:-0.5;LowVol:+0.5
|
ESGOnly;NoDerivatives;NoMargin
| 7
| 25
| 5.4
|
trailing 8%
| 152
| 19.5
|
Bull
| 16.4
| 3.79
| 2.3
| 75
| 53
| 64
| 33
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| -34
|
BrokerC
|
MKT
| 99
| null | null |
Normal monitoring
| 75
| -23
| 111
| 3
| false
|
Monitor dispersion and breadth
|
P5849
|
Systematic
|
Roth
|
USD
|
2024-11-01
| 644,304
| 61,974
| 582,330
| 1
| 57.3
| 31.3
| 3
| 8.4
|
AAPL:18.8%;AMZN:8.8%;QQQ:13.3%;VNQ:18.1%;BND:20.5%;TLT:20.5%
|
US:65.5;EU:16.5;APAC:9.0;EM:6.9;Other:2.1
|
Value:-0.8;Growth:+0.2;Quality:-0.6;Size:-0.5;Momentum:+0.7;LowVol:-0.1
|
NoDerivatives
| 7
| 25
| 4.2
|
hard 12%
| 181
| 19.2
|
Bull
| 15.9
| 3.62
| 2
| 104
| 77
| 90
| 48
| false
|
NoAction
|
Within bands; monitor
| -2
| 9
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 55
| -57
| 149
| 4
| false
|
Tighten stops on momentum names
|
P5850
|
Systematic
|
Trust
|
USD
|
2025-12-02
| 660,597
| 49,049
| 611,548
| 1
| 63.4
| 29.2
| 0
| 7.4
|
HYG:33.3%;TSLA:33.3%;VTI:33.3%
|
US:76.1;EU:5.5;APAC:6.3;EM:7.9;Other:4.2
|
Value:-0.0;Growth:-0.2;Quality:-0.2;Size:-0.5;Momentum:-0.3;LowVol:-0.6
| null | 7
| 25
| 4.7
|
hard 12%
| 206
| 25.3
|
Volatile
| 21.9
| 4.37
| 2.5
| 116
| -49
| 31
| 58
| false
|
Sell
|
Trim extended winner -1%
| 25
| -33
|
BrokerA
|
LMT
| 98
| null | null |
Normal monitoring
| 87
| -1
| 83
| 3
| false
|
Within IPS guidelines
|
P5851
|
Systematic
|
IRA
|
USD
|
2025-06-02
| 1,611,311
| 152,322
| 1,458,989
| 1
| 63.3
| 29.6
| 0
| 7.1
|
VNQ:23.7%;TLT:23.7%;HYG:20.6%;AMZN:13.7%;MSFT:18.3%
|
US:71.6;EU:10.7;APAC:8.2;EM:4.5;Other:5.0
|
Value:-0.5;Growth:-0.6;Quality:-0.4;Size:+0.6;Momentum:+0.9;LowVol:+0.7
|
MaxPos6%
| 5
| 35
| 5.2
|
hard 12%
| 145
| 16.8
|
Volatile
| 27.2
| 3.71
| 4.4
| 151
| 48
| 72
| 66
| false
|
Sell
|
Trim extended winner -1%
| 1
| -11
|
BrokerA
|
VWAP
| 98
| null | null |
Normal monitoring
| -38
| -3
| 68
| 3
| false
|
Monitor dispersion and breadth
|
P5852
|
Cautious
|
Roth
|
USD
|
2025-05-16
| 865,772
| 112,116
| 753,656
| 1
| 44.4
| 32.5
| 8.7
| 14.4
|
MUB:24.6%;QQQ:25.9%;BRK.B:23.5%;VNQ:25.9%
|
US:62.9;EU:13.1;APAC:9.1;EM:10.3;Other:4.7
|
Value:+0.2;Growth:-0.1;Quality:-0.5;Size:+0.7;Momentum:0.0;LowVol:+0.5
|
ESGOnly;MaxPos5%;NoMargin
| 10
| 25
| 3.3
|
trailing 10%
| 112
| 17.9
|
Bull
| 11.4
| 3.81
| 3
| 74
| 24
| 64
| 26
| false
|
Sell
|
Trim extended winner -1%
| -11
| 8
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| -34
| -25
| 8
| 4
| false
|
Tax-aware sells next window
|
P5853
|
Active
|
Roth
|
USD
|
2024-12-29
| 624,979
| 71,476
| 553,503
| 1.08
| 62
| 25.6
| 6.2
| 6.1
|
IEF:33.3%;MSFT:33.3%;QQQ:33.3%
|
US:68.7;EU:10.4;APAC:10.5;EM:6.0;Other:4.4
|
Value:-0.5;Growth:-0.4;Quality:-0.7;Size:+0.4;Momentum:+0.5;LowVol:-0.4
|
MaxPos8%;NoDerivatives
| 6
| 35
| 5.9
|
trailing 9%
| 133
| 27.5
|
Bear
| 27.5
| 3.79
| 2.5
| 159
| -19
| 49
| 64
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 7
| 11
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| 99
| -27
| 96
| 3
| false
|
Tighten stops on momentum names
|
P5854
|
Cautious
|
IRA
|
USD
|
2025-12-22
| 450,244
| 65,415
| 384,829
| 1
| 37.2
| 34.1
| 14.5
| 14.2
|
VOO:35.5%;VNQ:35.5%;GLD:28.9%
|
US:76.4;EU:12.6;APAC:5.4;EM:4.6;Other:1.0
|
Value:+0.6;Growth:-0.2;Quality:+0.2;Size:-0.8;Momentum:-0.8;LowVol:-0.4
|
NoMargin
| 10
| 25
| 5.8
|
trailing 8%
| 166
| 15.4
|
Sideways
| 15.3
| 3.93
| 3.2
| 137
| 11
| 47
| 34
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| -38
|
BrokerB
|
MKT
| 94
| null | null |
Normal monitoring
| -6
| -20
| -35
| 4
| false
|
Within IPS guidelines
|
P5855
|
Active
|
Taxable
|
USD
|
2024-08-05
| 1,758,528
| 204,026
| 1,554,502
| 1
| 63.2
| 24.2
| 3
| 9.6
|
IEF:9.4%;TSLA:23.2%;TLT:23.2%;QQQ:21.0%;VNQ:23.2%
|
US:74.8;EU:5.4;APAC:12.3;EM:6.7;Other:0.8
|
Value:-0.5;Growth:0.0;Quality:+0.1;Size:-0.2;Momentum:0.0;LowVol:+0.7
| null | 10
| 35
| 5.6
|
trailing 8%
| 211
| 25.6
|
Bear
| 27.2
| 3.35
| 1.4
| 199
| -104
| 5
| 69
| false
|
Buy
|
Add to core equity +1%
| -13
| -11
|
BrokerD
|
VWAP
| 87
| null | null |
Normal monitoring
| 42
| -1
| 79
| 4
| false
|
Within IPS guidelines
|
P5856
|
Cautious
|
Trust
|
USD
|
2024-11-28
| 188,300
| 21,504
| 166,796
| 1
| 40
| 33.7
| 13.8
| 12.4
|
MSFT:21.0%;VOO:8.6%;QQQ:14.6%;AMZN:21.0%;TLT:17.2%;HYG:17.4%
|
US:61.0;EU:20.5;APAC:10.7;EM:6.4;Other:1.4
|
Value:+0.3;Growth:-0.1;Quality:-0.9;Size:-0.3;Momentum:-0.4;LowVol:+0.5
|
ESGOnly;MaxPos5%;NoMargin
| 5
| 30
| 4.3
|
trailing 10%
| 157
| 16.5
|
Bull
| 14.6
| 4.01
| 2.3
| 110
| 33
| 81
| 24
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 29
| -21
|
BrokerB
|
MKT
| 99
| null | null |
Normal monitoring
| 27
| -2
| 119
| 4
| false
|
Increase defensive factor exposure
|
P5857
|
Active
|
401k
|
USD
|
2025-10-21
| 1,848,798
| 168,971
| 1,679,827
| 1.08
| 62.1
| 23.4
| 4.6
| 9.8
|
VTI:25.0%;XLF:25.0%;QQQ:25.0%;VNQ:25.0%
|
US:63.0;EU:12.1;APAC:11.3;EM:12.9;Other:0.7
|
Value:+0.8;Growth:-0.3;Quality:-0.3;Size:-0.7;Momentum:-0.5;LowVol:+1.0
| null | 8
| 25
| 4.2
|
hard 12%
| 182
| 17.8
|
Bull
| 13.7
| 3.56
| 2.1
| 77
| 108
| 100
| 49
| true
|
Rebalance
|
Rebalance back to target bands
| -10
| -33
|
BrokerA
|
LMT
| 90
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 18
| 11
| 150
| 5
| true
|
Within IPS guidelines
|
P5858
|
Opportunistic
|
IRA
|
USD
|
2025-08-17
| 1,325,932
| 100,403
| 1,225,529
| 1.24
| 75.6
| 15
| 4.1
| 5.2
|
MUB:8.4%;QQQ:11.6%;IEF:22.7%;MSFT:22.7%;HYG:12.0%;AAPL:22.7%
|
US:68.8;EU:10.6;APAC:15.5;EM:4.7;Other:0.3
|
Value:+0.7;Growth:+0.8;Quality:-0.8;Size:-0.0;Momentum:+0.8;LowVol:+0.1
|
MaxPos8%
| 7
| 25
| 7
|
trailing 7%
| 160
| 33.1
|
Bear
| 33.9
| 3.92
| 1.9
| 174
| -65
| 5
| 95
| true
|
Hedge
|
Buy index puts 1% notional
| 17
| 4
|
BrokerC
|
MKT
| 90
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 22
| 14
| 146
| 3
| false
|
Tighten stops on momentum names
|
P5859
|
Hands-off
|
Taxable
|
USD
|
2025-08-17
| 591,497
| 47,035
| 544,462
| 1
| 70
| 20.9
| 0.8
| 8.3
|
VNQ:11.9%;GLD:20.3%;AMZN:13.5%;BND:19.5%;MSFT:18.2%;TSLA:16.6%
|
US:63.7;EU:16.0;APAC:11.4;EM:7.1;Other:1.8
|
Value:-1.0;Growth:-0.8;Quality:-0.9;Size:+0.5;Momentum:-0.3;LowVol:+1.0
| null | 5
| 30
| 4.6
|
trailing 10%
| 108
| 18
|
Bull
| 13.7
| 4.37
| 3.2
| 94
| 100
| 91
| 39
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 18
| -21
|
BrokerC
|
MKT
| 93
| null | null |
Normal monitoring
| 33
| -27
| 21
| 4
| false
|
Tax-aware sells next window
|
P5860
|
Cautious
|
Roth
|
USD
|
2025-06-30
| 467,176
| 71,586
| 395,590
| 1
| 43.1
| 39
| 7.8
| 10.1
|
VTI:13.2%;AAPL:19.0%;VOO:20.1%;TLT:13.6%;BRK.B:16.0%;QQQ:18.2%
|
US:75.5;EU:9.6;APAC:9.2;EM:5.3;Other:0.4
|
Value:+0.6;Growth:-0.7;Quality:-0.1;Size:-0.7;Momentum:-0.5;LowVol:-0.4
|
MaxPos5%;NoDerivatives;NoMargin
| 10
| 30
| 4.4
|
hard 10%
| 149
| 12.7
|
Volatile
| 29.3
| 5.12
| 4.1
| 155
| -56
| 28
| 63
| false
|
Sell
|
Trim extended winner -1%
| -5
| -4
|
BrokerB
|
LMT
| 98
| null | null |
Normal monitoring
| 47
| -20
| 120
| 3
| false
|
Monitor dispersion and breadth
|
P5861
|
Active
|
Roth
|
USD
|
2025-05-10
| 1,767,087
| 163,861
| 1,603,226
| 1.07
| 62.1
| 23.9
| 6.9
| 7.1
|
AMZN:33.3%;TLT:33.3%;MSFT:33.3%
|
US:59.0;EU:15.7;APAC:11.4;EM:11.5;Other:2.4
|
Value:-0.8;Growth:+0.7;Quality:+0.4;Size:+0.5;Momentum:-0.0;LowVol:+0.3
|
MaxPos5%
| 6
| 35
| 5.4
|
trailing 8%
| 178
| 17.1
|
Bull
| 16.3
| 4.91
| 2.5
| 88
| 105
| 96
| 52
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 9
| 8
|
BrokerD
|
MKT
| 86
| null | null |
Normal monitoring
| -49
| -12
| 91
| 3
| false
|
Tighten stops on momentum names
|
P5862
|
Cautious
|
Roth
|
USD
|
2024-07-13
| 244,293
| 28,356
| 215,937
| 1
| 54.7
| 35.2
| 0
| 10.2
|
VOO:25.0%;TSLA:25.0%;MSFT:25.0%;BND:25.0%
|
US:59.1;EU:17.3;APAC:14.2;EM:8.6;Other:0.7
|
Value:+0.9;Growth:+0.5;Quality:+0.6;Size:+0.7;Momentum:+0.6;LowVol:+0.4
|
ESGOnly;NoMargin
| 6
| 30
| 5.8
|
trailing 10%
| 102
| 16.6
|
Sideways
| 18.8
| 4.99
| 2.8
| 124
| -14
| 55
| 59
| false
|
Buy
|
Add to core equity +1%
| -8
| -11
|
BrokerA
|
LMT
| 88
| null | null |
Normal monitoring
| 116
| -51
| 197
| 4
| false
|
Within IPS guidelines
|
P5863
|
Active
|
401k
|
USD
|
2025-12-03
| 1,150,187
| 75,739
| 1,074,448
| 1
| 52.2
| 21.6
| 17.6
| 8.6
|
XLF:7.8%;IEF:17.3%;AMZN:17.1%;TLT:22.0%;MUB:22.0%;VOO:13.8%
|
US:65.6;EU:11.9;APAC:12.3;EM:8.1;Other:2.0
|
Value:+0.4;Growth:-0.1;Quality:+0.8;Size:-0.2;Momentum:+0.8;LowVol:+0.4
| null | 7
| 25
| 4.2
|
trailing 8%
| 197
| 26.9
|
Volatile
| 22.9
| 5.25
| 3.8
| 136
| 10
| 43
| 54
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 13
| -21
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| -37
| -27
| 90
| 3
| false
|
Within IPS guidelines
|
P5864
|
Opportunistic
|
IRA
|
USD
|
2025-07-19
| 1,409,654
| 96,166
| 1,313,488
| 1
| 63.6
| 21.8
| 6.7
| 7.9
|
VNQ:33.3%;BRK.B:33.3%;TSLA:33.3%
|
US:70.8;EU:8.2;APAC:10.3;EM:9.5;Other:1.2
|
Value:+0.8;Growth:+1.0;Quality:+0.5;Size:-0.4;Momentum:-0.9;LowVol:-0.2
|
MaxPos5%;NoDerivatives
| 7
| 25
| 5.9
|
trailing 7%
| 227
| 23.4
|
Bear
| 25.9
| 3.2
| 2.6
| 174
| 2
| 49
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 31
| -20
|
BrokerC
|
LMT
| 99
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 14
| 13
| -3
| 2
| false
|
Within IPS guidelines
|
P5865
|
Hands-off
|
Taxable
|
USD
|
2025-10-18
| 398,973
| 29,016
| 369,957
| 1
| 69.9
| 22.8
| 0.8
| 6.5
|
VOO:11.8%;QQQ:19.0%;VNQ:16.0%;AMZN:20.9%;XLF:20.9%;MSFT:11.2%
|
US:60.7;EU:13.6;APAC:13.7;EM:10.5;Other:1.5
|
Value:-0.3;Growth:+0.3;Quality:-0.7;Size:+0.7;Momentum:+0.1;LowVol:-0.3
|
ESGOnly;MaxPos5%
| 5
| 25
| 3
|
hard 10%
| 109
| 16.6
|
Volatile
| 21.6
| 3.78
| 4.1
| 173
| 46
| 77
| 69
| false
|
Buy
|
Add to core equity +1%
| 14
| 15
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 12
| -9
| 7
| 4
| false
|
Tax-aware sells next window
|
P5866
|
Hands-off
|
401k
|
USD
|
2025-06-04
| 532,497
| 39,688
| 492,809
| 1
| 60.2
| 20.3
| 12.7
| 6.8
|
XLF:18.8%;BRK.B:14.6%;VNQ:7.6%;QQQ:21.1%;GLD:21.1%;VTI:16.8%
|
US:78.9;EU:8.1;APAC:6.7;EM:6.1;Other:0.2
|
Value:-0.6;Growth:+0.2;Quality:-0.8;Size:+0.7;Momentum:-0.5;LowVol:-0.9
|
ESGOnly;MaxPos8%
| 8
| 25
| 5.1
|
hard 10%
| 161
| 20
|
Volatile
| 27.4
| 5.45
| 3.3
| 120
| 33
| 77
| 72
| true
|
Hedge
|
Buy index puts 1% notional
| 27
| -38
|
BrokerD
|
VWAP
| 88
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 100
| -13
| 160
| 2
| false
|
Tax-aware sells next window
|
P5867
|
Hands-off
|
Roth
|
USD
|
2025-08-29
| 792,170
| 34,515
| 757,655
| 1
| 60.4
| 27.5
| 2.4
| 9.8
|
HYG:13.5%;QQQ:24.8%;MUB:24.8%;VOO:11.9%;TSLA:24.8%
|
US:79.4;EU:7.0;APAC:8.3;EM:3.9;Other:1.4
|
Value:-0.9;Growth:0.0;Quality:+0.1;Size:-0.8;Momentum:-0.3;LowVol:+0.8
|
ESGOnly;NoDerivatives
| 7
| 35
| 4.1
|
trailing 8%
| 166
| 17.4
|
Bull
| 15.6
| 4.47
| 2.1
| 87
| 21
| 48
| 48
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 15
| -8
|
BrokerC
|
MKT
| 93
| null | null |
Normal monitoring
| 41
| -54
| 8
| 5
| false
|
Increase defensive factor exposure
|
P5868
|
Systematic
|
401k
|
USD
|
2024-12-19
| 1,654,279
| 133,810
| 1,520,469
| 1
| 58.5
| 34.2
| 0.1
| 7.2
|
AAPL:11.5%;MSFT:17.9%;IEF:14.6%;TSLA:14.2%;BRK.B:21.3%;AMZN:20.5%
|
US:62.8;EU:20.2;APAC:7.7;EM:7.6;Other:1.8
|
Value:+0.5;Growth:-0.4;Quality:-0.7;Size:+0.6;Momentum:+0.7;LowVol:+0.4
| null | 8
| 35
| 4.5
|
trailing 8%
| 209
| 24.5
|
Volatile
| 24.4
| 3.51
| 2.6
| 148
| 33
| 66
| 63
| false
|
Buy
|
Add to core equity +1%
| 20
| -8
|
BrokerC
|
MKT
| 88
| null | null |
Normal monitoring
| -5
| 1
| 77
| 5
| false
|
Increase defensive factor exposure
|
P5869
|
Opportunistic
|
IRA
|
USD
|
2025-05-24
| 555,301
| 22,275
| 533,026
| 1
| 75.8
| 17.8
| 0
| 6.4
|
XLF:33.3%;BND:33.3%;MUB:33.3%
|
US:61.5;EU:17.4;APAC:10.8;EM:10.1;Other:0.2
|
Value:+0.5;Growth:+0.9;Quality:-0.0;Size:+0.6;Momentum:-0.9;LowVol:+0.3
| null | 5
| 35
| 6.2
|
trailing 7%
| 250
| 25
|
Bear
| 25.9
| 4.42
| 2.6
| 148
| 3
| 45
| 76
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -7
| -36
|
BrokerA
|
MKT
| 96
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 92
| 3
| 114
| 4
| false
|
Increase defensive factor exposure
|
P5870
|
Systematic
|
Taxable
|
USD
|
2025-10-22
| 536,401
| 33,278
| 503,123
| 1
| 59.7
| 24.3
| 7.5
| 8.5
|
AAPL:21.0%;BND:21.0%;TSLA:20.0%;XLF:20.4%;HYG:6.8%;MUB:10.8%
|
US:63.5;EU:12.1;APAC:11.9;EM:9.6;Other:2.9
|
Value:+0.7;Growth:-0.5;Quality:+0.8;Size:-0.6;Momentum:-0.4;LowVol:+1.0
| null | 6
| 35
| 4.4
|
hard 12%
| 120
| 18.4
|
Sideways
| 15.5
| 3.88
| 2.2
| 104
| -10
| 50
| 53
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 11
| -29
|
BrokerC
|
LMT
| 93
| null | null |
Normal monitoring
| 120
| -54
| 144
| 3
| false
|
Tighten stops on momentum names
|
P5871
|
Hands-off
|
IRA
|
USD
|
2025-06-27
| 654,145
| 56,169
| 597,976
| 1
| 61.4
| 23.5
| 9.7
| 5.4
|
IEF:33.3%;TSLA:33.3%;AAPL:33.3%
|
US:55.7;EU:17.9;APAC:12.0;EM:9.9;Other:4.5
|
Value:-0.6;Growth:-0.5;Quality:+0.6;Size:-0.6;Momentum:+0.1;LowVol:-0.3
|
ESGOnly;MaxPos5%
| 7
| 25
| 5
|
hard 10%
| 148
| 19.6
|
Bull
| 17.5
| 3.88
| 2.8
| 74
| 12
| 54
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 20
| -13
|
BrokerA
|
MKT
| 93
| null | null |
Normal monitoring
| 101
| 7
| 123
| 4
| false
|
Within IPS guidelines
|
P5872
|
Systematic
|
Taxable
|
USD
|
2025-06-30
| 1,146,212
| 48,888
| 1,097,324
| 1
| 59.3
| 21.2
| 12.8
| 6.6
|
TSLA:25.7%;HYG:25.7%;MUB:25.7%;BRK.B:22.8%
|
US:62.2;EU:15.4;APAC:7.6;EM:11.5;Other:3.3
|
Value:-0.3;Growth:+0.3;Quality:+0.2;Size:-0.5;Momentum:+0.4;LowVol:-0.5
| null | 10
| 35
| 4.9
|
trailing 8%
| 219
| 22.5
|
Volatile
| 25.3
| 4.57
| 4.4
| 167
| 72
| 90
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 10
| 14
|
BrokerC
|
LMT
| 89
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 35
| -12
| 73
| 4
| false
|
Tax-aware sells next window
|
P5873
|
Systematic
|
IRA
|
USD
|
2025-02-09
| 772,734
| 70,477
| 702,257
| 1
| 60
| 23.1
| 8.1
| 8.8
|
AMZN:13.9%;IEF:21.2%;GLD:23.4%;BND:20.6%;AAPL:20.8%
|
US:65.4;EU:13.9;APAC:7.4;EM:10.7;Other:2.6
|
Value:-0.9;Growth:-0.7;Quality:0.0;Size:-0.8;Momentum:-0.4;LowVol:+0.1
|
MaxPos6%
| 10
| 25
| 4.8
|
hard 12%
| 145
| 18
|
Bull
| 17.1
| 3.96
| 3.2
| 87
| 38
| 54
| 47
| false
|
Buy
|
Add to core equity +1%
| 6
| 11
|
BrokerC
|
VWAP
| 92
| null | null |
Normal monitoring
| 57
| -10
| 61
| 3
| false
|
Tax-aware sells next window
|
P5874
|
Systematic
|
Taxable
|
USD
|
2024-11-30
| 573,154
| 42,313
| 530,841
| 1
| 60.2
| 30.1
| 4.1
| 5.6
|
IEF:14.2%;AMZN:18.8%;MSFT:22.3%;TLT:22.3%;HYG:22.3%
|
US:68.4;EU:14.1;APAC:10.8;EM:3.2;Other:3.5
|
Value:+0.6;Growth:-0.6;Quality:-0.0;Size:+0.9;Momentum:+0.9;LowVol:-0.8
| null | 8
| 35
| 5
|
hard 12%
| 142
| 26.2
|
Bull
| 16.8
| 4.46
| 2.2
| 116
| 55
| 75
| 40
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 4
| 10
|
BrokerD
|
LMT
| 95
| null | null |
Normal monitoring
| 69
| 5
| 173
| 5
| false
|
Tighten stops on momentum names
|
P5875
|
Active
|
IRA
|
USD
|
2024-11-19
| 1,313,916
| 126,583
| 1,187,333
| 1
| 65.9
| 22.8
| 5.4
| 5.9
|
AMZN:36.3%;MSFT:27.4%;VNQ:36.3%
|
US:74.7;EU:5.6;APAC:12.6;EM:6.2;Other:0.9
|
Value:-0.0;Growth:+1.0;Quality:-0.9;Size:+0.8;Momentum:+0.5;LowVol:-0.6
|
NoDerivatives
| 7
| 25
| 5.4
|
trailing 9%
| 165
| 19.9
|
Bull
| 16.4
| 4.34
| 2.7
| 81
| 29
| 75
| 62
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| -16
|
BrokerB
|
MKT
| 90
| null | null |
Normal monitoring
| 57
| -32
| 174
| 3
| false
|
Within IPS guidelines
|
P5876
|
Hands-off
|
Taxable
|
USD
|
2024-07-09
| 425,663
| 34,770
| 390,893
| 1
| 65.7
| 27
| 0
| 7.3
|
HYG:24.2%;VNQ:24.2%;QQQ:24.2%;GLD:19.1%;MUB:8.3%
|
US:65.6;EU:6.6;APAC:13.1;EM:9.4;Other:5.3
|
Value:+0.4;Growth:-0.7;Quality:-0.4;Size:-0.5;Momentum:-0.6;LowVol:+0.3
|
NoDerivatives
| 6
| 30
| 5
|
trailing 10%
| 97
| 16.3
|
Bull
| 11
| 4.34
| 2.5
| 95
| 27
| 59
| 48
| false
|
NoAction
|
Within bands; monitor
| 35
| -15
|
BrokerC
|
VWAP
| 87
| null | null |
Normal monitoring
| 46
| 6
| 41
| 3
| false
|
Tighten stops on momentum names
|
P5877
|
Active
|
Roth
|
USD
|
2024-09-30
| 2,469,895
| 224,002
| 2,245,893
| 1
| 67.7
| 26.1
| 0
| 6.2
|
AMZN:33.3%;XLF:33.3%;VTI:33.3%
|
US:65.6;EU:9.5;APAC:11.4;EM:10.8;Other:2.7
|
Value:+0.7;Growth:+0.1;Quality:+1.0;Size:-0.5;Momentum:+0.6;LowVol:+0.7
| null | 7
| 25
| 5.4
|
hard 12%
| 181
| 17.3
|
Bear
| 30.2
| 4.31
| 2.3
| 144
| 21
| 72
| 84
| true
|
Hedge
|
Buy index puts 1% notional
| -12
| -40
|
BrokerC
|
VWAP
| 90
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -53
| 19
| -39
| 3
| false
|
Tax-aware sells next window
|
P5878
|
Cautious
|
Trust
|
USD
|
2025-08-04
| 784,875
| 101,170
| 683,705
| 1
| 40.6
| 30.4
| 14.9
| 14
|
BND:25.3%;QQQ:14.1%;AMZN:10.0%;BRK.B:25.3%;VTI:25.3%
|
US:67.5;EU:10.4;APAC:10.9;EM:10.0;Other:1.3
|
Value:-0.6;Growth:+0.8;Quality:-0.3;Size:+0.3;Momentum:+0.3;LowVol:+0.8
|
NoMargin
| 6
| 35
| 4.6
|
trailing 8%
| 133
| 18.1
|
Bull
| 11.7
| 4.62
| 3
| 95
| 5
| 62
| 29
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| -17
|
BrokerB
|
MKT
| 94
| null | null |
Normal monitoring
| -56
| -47
| 81
| 3
| false
|
Within IPS guidelines
|
P5879
|
Cautious
|
Taxable
|
USD
|
2025-02-03
| 692,146
| 70,996
| 621,150
| 1
| 37.4
| 36.1
| 14.7
| 11.8
|
VOO:28.3%;BRK.B:28.3%;TLT:15.2%;VNQ:28.3%
|
US:59.0;EU:16.3;APAC:9.2;EM:11.4;Other:4.2
|
Value:0.0;Growth:-0.1;Quality:-0.7;Size:+0.9;Momentum:-0.1;LowVol:+0.5
|
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
| 5
| 35
| 5.4
|
hard 10%
| 120
| 14.9
|
Bull
| 15.2
| 4.82
| 2.7
| 79
| 83
| 79
| 32
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| -14
|
BrokerA
|
LMT
| 87
| null | null |
Normal monitoring
| 2
| -33
| -30
| 3
| false
|
Within IPS guidelines
|
P5880
|
Systematic
|
IRA
|
USD
|
2024-08-28
| 1,816,692
| 118,609
| 1,698,083
| 1
| 57.8
| 35
| 1.5
| 5.8
|
HYG:28.3%;TSLA:15.0%;TLT:28.3%;MSFT:28.3%
|
US:73.8;EU:7.0;APAC:11.7;EM:7.2;Other:0.3
|
Value:-0.7;Growth:-0.9;Quality:-0.8;Size:+0.5;Momentum:-0.2;LowVol:-0.9
|
MaxPos6%
| 5
| 25
| 5.2
|
trailing 8%
| 124
| 22.6
|
Volatile
| 27.9
| 4.87
| 2.5
| 164
| 55
| 68
| 77
| true
|
Hedge
|
Buy index puts 1% notional
| 19
| -40
|
BrokerB
|
LMT
| 95
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 79
| -52
| 114
| 2
| false
|
Increase defensive factor exposure
|
P5881
|
Systematic
|
Taxable
|
USD
|
2025-12-03
| 1,994,330
| 179,225
| 1,815,105
| 1
| 55.7
| 33
| 1.5
| 9.8
|
HYG:26.1%;MUB:21.7%;GLD:26.1%;BND:26.1%
|
US:72.6;EU:8.7;APAC:8.9;EM:9.7;Other:0.2
|
Value:-0.9;Growth:-0.4;Quality:-0.5;Size:-0.9;Momentum:+0.1;LowVol:-0.9
| null | 8
| 25
| 5.7
|
trailing 9%
| 171
| 25.8
|
Bull
| 11.5
| 3.76
| 3
| 105
| 91
| 84
| 35
| false
|
Sell
|
Trim extended winner -1%
| -6
| -19
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| -18
| -21
| 105
| 5
| false
|
Monitor dispersion and breadth
|
P5882
|
Hands-off
|
Roth
|
USD
|
2025-04-23
| 407,252
| 17,752
| 389,500
| 1
| 68
| 25.8
| 0
| 6.2
|
MSFT:29.7%;AMZN:35.2%;GLD:35.2%
|
US:70.4;EU:9.0;APAC:5.7;EM:10.3;Other:4.6
|
Value:-0.2;Growth:-0.9;Quality:-0.7;Size:+0.7;Momentum:+0.6;LowVol:-0.1
|
ESGOnly;MaxPos7%;NoDerivatives
| 8
| 30
| 5.3
|
trailing 8%
| 122
| 18.7
|
Bear
| 32.8
| 3.1
| 1.7
| 166
| -98
| 5
| 83
| true
|
Hedge
|
Buy index puts 1% notional
| -15
| 0
|
BrokerC
|
VWAP
| 99
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 111
| -18
| 200
| 3
| false
|
Tax-aware sells next window
|
P5883
|
Cautious
|
401k
|
USD
|
2024-09-09
| 648,849
| 90,596
| 558,253
| 1
| 51.5
| 32.2
| 2.4
| 13.9
|
BRK.B:22.2%;TSLA:22.2%;MSFT:15.9%;GLD:17.6%;AAPL:22.2%
|
US:63.6;EU:13.8;APAC:10.5;EM:9.8;Other:2.3
|
Value:+0.1;Growth:-1.0;Quality:+0.4;Size:+0.3;Momentum:-0.6;LowVol:+0.9
|
NoDerivatives;NoMargin
| 6
| 30
| 5.5
|
trailing 8%
| 101
| 16.7
|
Bull
| 17.3
| 4.66
| 2.8
| 81
| 19
| 74
| 53
| false
|
Sell
|
Trim extended winner -1%
| 35
| -4
|
BrokerD
|
MKT
| 88
| null | null |
Normal monitoring
| -17
| 5
| -47
| 3
| false
|
Tax-aware sells next window
|
P5884
|
Opportunistic
|
Trust
|
USD
|
2025-01-14
| 706,001
| 38,979
| 667,022
| 1.15
| 62.1
| 21.6
| 12
| 4.3
|
GLD:27.4%;AMZN:17.1%;XLF:27.7%;AAPL:27.7%
|
US:68.8;EU:11.0;APAC:12.2;EM:7.2;Other:0.8
|
Value:-0.4;Growth:-0.0;Quality:+0.2;Size:-0.9;Momentum:-0.2;LowVol:-0.7
|
MaxPos5%;NoDerivatives
| 10
| 30
| 6.6
|
trailing 7%
| 271
| 32.1
|
Bull
| 17.9
| 4.32
| 3
| 87
| 4
| 54
| 47
| false
|
Sell
|
Trim extended winner -1%
| 30
| 6
|
BrokerA
|
MKT
| 99
| null | null |
Normal monitoring
| 85
| -1
| 81
| 4
| false
|
Tax-aware sells next window
|
P5885
|
Cautious
|
Taxable
|
USD
|
2025-10-28
| 228,307
| 20,248
| 208,059
| 1
| 49.2
| 33.3
| 7.4
| 10.1
|
TLT:33.3%;VTI:33.3%;BRK.B:33.3%
|
US:67.0;EU:14.6;APAC:7.4;EM:7.6;Other:3.4
|
Value:-0.9;Growth:-0.2;Quality:+0.3;Size:+0.9;Momentum:-0.1;LowVol:-0.3
|
NoMargin
| 6
| 25
| 5
|
trailing 8%
| 165
| 16.6
|
Volatile
| 28
| 4.52
| 3
| 148
| -4
| 46
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -11
| -1
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 90
| 4
| 107
| 3
| false
|
Tax-aware sells next window
|
P5886
|
Cautious
|
Roth
|
USD
|
2024-10-15
| 400,420
| 45,972
| 354,448
| 1
| 46
| 32.5
| 10.3
| 11.2
|
TLT:25.3%;GLD:24.0%;AMZN:25.3%;BRK.B:25.3%
|
US:70.7;EU:11.0;APAC:8.0;EM:8.7;Other:1.6
|
Value:+0.5;Growth:+0.8;Quality:-0.2;Size:+0.2;Momentum:-1.0;LowVol:-0.1
|
NoMargin
| 6
| 35
| 4.1
|
trailing 8%
| 92
| 18
|
Bear
| 27.1
| 3.22
| 2
| 175
| -104
| 5
| 68
| true
|
Hedge
|
Buy index puts 1% notional
| 4
| -9
|
BrokerC
|
MKT
| 95
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 14
| -31
| 61
| 3
| false
|
Tighten stops on momentum names
|
P5887
|
Systematic
|
401k
|
USD
|
2025-03-18
| 1,707,868
| 127,536
| 1,580,332
| 1
| 68.2
| 25.8
| 0
| 6
|
TLT:32.3%;TSLA:33.8%;AMZN:33.8%
|
US:59.5;EU:18.2;APAC:13.0;EM:6.5;Other:2.8
|
Value:-0.3;Growth:-1.0;Quality:-0.3;Size:-0.8;Momentum:-0.2;LowVol:-0.0
|
MaxPos8%;NoDerivatives
| 7
| 30
| 4.6
|
trailing 8%
| 150
| 17.2
|
Sideways
| 20
| 3.52
| 3.4
| 103
| -26
| 50
| 57
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 28
| 11
|
BrokerD
|
MKT
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 32
| -13
| -5
| 4
| false
|
Monitor dispersion and breadth
|
P5888
|
Hands-off
|
Taxable
|
USD
|
2024-11-19
| 580,019
| 56,881
| 523,138
| 1
| 65.4
| 26.6
| 0
| 8
|
BRK.B:25.0%;QQQ:25.0%;MSFT:25.0%;AMZN:25.0%
|
US:71.7;EU:15.3;APAC:5.0;EM:6.0;Other:2.0
|
Value:+1.0;Growth:+0.1;Quality:+0.6;Size:-0.8;Momentum:+0.5;LowVol:-0.2
|
ESGOnly;MaxPos8%
| 5
| 30
| 3.3
|
hard 10%
| 113
| 12.3
|
Sideways
| 21.8
| 4.75
| 2.6
| 106
| 12
| 52
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| 4
|
BrokerB
|
LMT
| 90
| null | null |
Normal monitoring
| 93
| -49
| 140
| 5
| false
|
Monitor dispersion and breadth
|
P5889
|
Hands-off
|
401k
|
USD
|
2025-12-08
| 799,438
| 72,200
| 727,238
| 1
| 66.6
| 24.9
| 0
| 8.5
|
VTI:14.4%;MUB:19.7%;TLT:19.7%;BRK.B:23.1%;QQQ:23.1%
|
US:59.8;EU:19.2;APAC:11.6;EM:6.2;Other:3.2
|
Value:-0.4;Growth:-1.0;Quality:+0.9;Size:-0.0;Momentum:+0.5;LowVol:+0.9
|
ESGOnly;MaxPos6%
| 10
| 25
| 4.8
|
hard 10%
| 114
| 13.5
|
Volatile
| 25.4
| 5.13
| 4.5
| 151
| 37
| 69
| 78
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 28
| -22
|
BrokerC
|
LMT
| 94
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 102
| 18
| 223
| 5
| false
|
Tighten stops on momentum names
|
P5890
|
Opportunistic
|
Roth
|
USD
|
2025-09-04
| 885,618
| 77,265
| 808,353
| 1.16
| 65.1
| 10.4
| 16.9
| 7.6
|
IEF:21.2%;AMZN:18.9%;MUB:14.5%;BND:10.3%;BRK.B:13.3%;TSLA:21.7%
|
US:69.0;EU:9.6;APAC:9.2;EM:5.9;Other:6.2
|
Value:-0.8;Growth:+0.2;Quality:-0.9;Size:-0.5;Momentum:+0.1;LowVol:+0.1
|
MaxPos7%
| 7
| 30
| 4.4
|
trailing 7%
| 261
| 21.4
|
Sideways
| 14.6
| 3.56
| 2.1
| 123
| 46
| 58
| 44
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 17
| -13
|
BrokerA
|
MKT
| 100
| null | null |
Normal monitoring
| 111
| -48
| 210
| 5
| false
|
Increase defensive factor exposure
|
P5891
|
Opportunistic
|
IRA
|
USD
|
2024-12-23
| 1,057,971
| 50,413
| 1,007,558
| 1
| 72.5
| 11.3
| 9.2
| 6.9
|
VNQ:19.6%;XLF:12.9%;IEF:24.2%;AAPL:19.1%;QQQ:24.2%
|
US:67.1;EU:9.6;APAC:9.9;EM:12.2;Other:1.2
|
Value:-0.3;Growth:+0.4;Quality:-0.4;Size:-0.5;Momentum:-0.3;LowVol:-0.7
| null | 6
| 30
| 4.4
|
trailing 9%
| 271
| 34.7
|
Volatile
| 20.7
| 4.26
| 3.3
| 154
| 34
| 82
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 25
| 12
|
BrokerB
|
LMT
| 85
| null | null |
Normal monitoring
| 83
| 8
| 164
| 4
| false
|
Tax-aware sells next window
|
P5892
|
Hands-off
|
IRA
|
USD
|
2025-02-12
| 179,478
| 14,938
| 164,540
| 1
| 66
| 16.7
| 8.3
| 8.9
|
BND:22.7%;IEF:22.7%;VNQ:22.7%;QQQ:15.2%;TLT:16.7%
|
US:58.7;EU:18.2;APAC:14.1;EM:6.3;Other:2.7
|
Value:+0.7;Growth:+0.4;Quality:+0.7;Size:+0.9;Momentum:+0.7;LowVol:+0.5
| null | 5
| 30
| 4.6
|
trailing 8%
| 170
| 19
|
Bull
| 14.7
| 4.62
| 3.4
| 87
| 19
| 58
| 55
| false
|
Buy
|
Add to core equity +1%
| -6
| -3
|
BrokerD
|
LMT
| 92
| null | null |
Normal monitoring
| -47
| -16
| -20
| 3
| false
|
Tighten stops on momentum names
|
P5893
|
Hands-off
|
Roth
|
USD
|
2025-03-02
| 333,030
| 26,127
| 306,903
| 1
| 64.6
| 23.1
| 4.9
| 7.3
|
IEF:16.8%;VTI:21.1%;HYG:16.8%;GLD:20.5%;AAPL:17.8%;AMZN:6.9%
|
US:68.0;EU:14.1;APAC:5.6;EM:8.7;Other:3.6
|
Value:-0.3;Growth:-0.6;Quality:-0.4;Size:-0.6;Momentum:-0.6;LowVol:-0.9
|
ESGOnly
| 7
| 35
| 5.6
|
trailing 8%
| 140
| 15.8
|
Volatile
| 31
| 4.73
| 3.2
| 142
| 61
| 84
| 90
| true
|
Rebalance
|
Rebalance back to target bands
| 9
| -18
|
BrokerA
|
MKT
| 92
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -30
| -37
| -64
| 2
| false
|
Tighten stops on momentum names
|
P5894
|
Hands-off
|
Taxable
|
USD
|
2025-11-19
| 463,331
| 39,828
| 423,503
| 1
| 65.6
| 22.8
| 5.5
| 6
|
AAPL:22.4%;VOO:25.3%;TLT:26.2%;TSLA:26.2%
|
US:69.1;EU:13.5;APAC:7.6;EM:7.6;Other:2.2
|
Value:-0.3;Growth:-0.9;Quality:-1.0;Size:+0.4;Momentum:+0.6;LowVol:-0.1
|
ESGOnly;NoDerivatives
| 10
| 30
| 4.3
|
trailing 8%
| 154
| 16
|
Bear
| 26
| 4.4
| 2.9
| 142
| -99
| 5
| 78
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 16
| -17
|
BrokerA
|
LMT
| 100
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| -43
| 16
| -59
| 4
| false
|
Within IPS guidelines
|
P5895
|
Systematic
|
Taxable
|
USD
|
2024-09-23
| 1,420,997
| 76,951
| 1,344,046
| 1
| 62.6
| 20.1
| 12.1
| 5.3
|
IEF:28.0%;VOO:28.0%;VNQ:15.9%;BRK.B:28.0%
|
US:66.6;EU:15.1;APAC:11.2;EM:7.0;Other:0.1
|
Value:+0.6;Growth:-0.2;Quality:+0.7;Size:+0.3;Momentum:+0.3;LowVol:+0.8
| null | 7
| 30
| 4.9
|
trailing 8%
| 222
| 26.2
|
Sideways
| 15.4
| 3.96
| 2.9
| 132
| -22
| 24
| 38
| false
|
Sell
|
Trim extended winner -1%
| 20
| -26
|
BrokerA
|
VWAP
| 88
| null | null |
Normal monitoring
| 45
| -24
| 182
| 5
| false
|
Increase defensive factor exposure
|
P5896
|
Hands-off
|
Trust
|
USD
|
2025-12-03
| 378,330
| 22,337
| 355,993
| 1
| 69.1
| 23.7
| 0
| 7.2
|
BRK.B:27.7%;MUB:27.7%;BND:16.9%;XLF:27.7%
|
US:72.4;EU:9.1;APAC:8.9;EM:5.2;Other:4.5
|
Value:-0.2;Growth:-0.6;Quality:+0.3;Size:+0.4;Momentum:-1.0;LowVol:-0.6
|
ESGOnly;MaxPos6%
| 8
| 30
| 4.7
|
trailing 8%
| 97
| 18.7
|
Volatile
| 26.6
| 4.56
| 4.2
| 149
| 32
| 68
| 70
| false
|
Sell
|
Trim extended winner -1%
| 9
| -16
|
BrokerC
|
LMT
| 90
| null | null |
Normal monitoring
| 14
| -33
| 55
| 3
| false
|
Tax-aware sells next window
|
P5897
|
Opportunistic
|
IRA
|
USD
|
2024-11-17
| 743,972
| 25,677
| 718,295
| 1.24
| 66.2
| 15.3
| 9.8
| 8.8
|
HYG:26.8%;AAPL:26.8%;QQQ:26.8%;VOO:19.7%
|
US:73.8;EU:7.8;APAC:5.9;EM:8.8;Other:3.6
|
Value:-0.8;Growth:+0.8;Quality:-0.5;Size:-0.5;Momentum:-0.2;LowVol:+0.5
|
MaxPos7%
| 5
| 30
| 6
|
trailing 9%
| 221
| 31.5
|
Bear
| 24.2
| 3.34
| 1.6
| 200
| -106
| 5
| 63
| true
|
Rebalance
|
Rebalance back to target bands
| 15
| -4
|
BrokerD
|
MKT
| 88
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 115
| -57
| 237
| 4
| false
|
Tax-aware sells next window
|
P5898
|
Active
|
IRA
|
USD
|
2025-12-12
| 1,121,660
| 94,503
| 1,027,157
| 1
| 67.2
| 22.5
| 0.7
| 9.6
|
XLF:22.6%;VTI:22.6%;AMZN:7.8%;HYG:13.4%;MUB:11.2%;TSLA:22.6%
|
US:67.4;EU:10.9;APAC:8.9;EM:9.3;Other:3.6
|
Value:+0.2;Growth:-0.5;Quality:+0.5;Size:-1.0;Momentum:-0.7;LowVol:+0.2
|
MaxPos8%
| 8
| 30
| 5.6
|
hard 12%
| 229
| 26.8
|
Bull
| 14.1
| 3.95
| 3.4
| 89
| 48
| 65
| 47
| false
|
Sell
|
Trim extended winner -1%
| 19
| -11
|
BrokerC
|
MKT
| 100
| null | null |
Normal monitoring
| -41
| 11
| -76
| 3
| false
|
Increase defensive factor exposure
|
P5899
|
Cautious
|
IRA
|
USD
|
2024-11-12
| 176,596
| 17,160
| 159,436
| 1
| 42.6
| 43
| 0
| 14.4
|
GLD:20.4%;TLT:26.5%;TSLA:26.5%;QQQ:26.5%
|
US:62.2;EU:17.8;APAC:10.6;EM:5.6;Other:3.8
|
Value:+0.6;Growth:-0.1;Quality:-0.5;Size:+0.2;Momentum:+0.4;LowVol:-0.2
|
MaxPos5%;NoMargin
| 7
| 35
| 6
|
trailing 8%
| 95
| 13
|
Bull
| 17.9
| 3.91
| 2.3
| 99
| 107
| 95
| 33
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 11
| -38
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| 93
| -31
| 178
| 5
| false
|
Tighten stops on momentum names
|
P5900
|
Hands-off
|
401k
|
USD
|
2025-02-25
| 557,066
| 47,324
| 509,742
| 1
| 60
| 20.2
| 13.1
| 6.6
|
VOO:29.3%;VNQ:35.3%;MUB:35.3%
|
US:74.3;EU:7.6;APAC:6.3;EM:9.2;Other:2.6
|
Value:-0.8;Growth:+0.8;Quality:+0.3;Size:-0.5;Momentum:-1.0;LowVol:-0.7
|
MaxPos7%;NoDerivatives
| 7
| 35
| 3.4
|
trailing 8%
| 163
| 14.7
|
Bull
| 11.5
| 3.62
| 3.1
| 116
| 34
| 71
| 42
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 19
| 9
|
BrokerD
|
VWAP
| 100
| null | null |
Normal monitoring
| -34
| -41
| 49
| 3
| false
|
Within IPS guidelines
|
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