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
P5901
Active
Taxable
USD
2025-06-28
1,764,542
120,674
1,643,868
1
65.3
29.8
0
5
VOO:20.4%;IEF:20.1%;HYG:21.1%;VTI:18.3%;TLT:20.0%
US:73.8;EU:6.8;APAC:13.6;EM:5.3;Other:0.5
Value:+0.9;Growth:+0.2;Quality:-0.0;Size:-0.1;Momentum:+0.6;LowVol:-0.9
null
6
25
5.6
hard 12%
180
21.1
Volatile
31.9
3.87
2.9
162
-11
54
78
true
Hedge
Buy index puts 1% notional
28
-11
BrokerA
LMT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-24
-28
5
2
false
Tighten stops on momentum names
P5902
Cautious
Trust
USD
2025-01-01
682,112
80,506
601,606
1
45
38.7
0.8
15.5
TSLA:33.3%;MSFT:33.3%;BRK.B:33.3%
US:66.8;EU:18.6;APAC:9.0;EM:4.2;Other:1.4
Value:-0.9;Growth:+0.5;Quality:+1.0;Size:+0.3;Momentum:+0.9;LowVol:+0.1
ESGOnly;NoDerivatives;NoMargin
7
25
3.2
hard 10%
124
17
Volatile
30.7
4.3
2.4
133
-11
37
58
false
Rebalance
Shift +1% to bonds from equity
32
-16
BrokerC
VWAP
96
null
null
Normal monitoring
-53
-42
42
4
false
Tighten stops on momentum names
P5903
Systematic
Taxable
USD
2025-09-24
721,310
41,569
679,741
1
67.2
21.9
5.4
5.5
VTI:26.3%;VNQ:18.1%;VOO:18.2%;AAPL:15.9%;MUB:21.5%
US:65.9;EU:11.6;APAC:11.7;EM:9.6;Other:1.3
Value:+0.3;Growth:-0.1;Quality:-0.1;Size:+0.5;Momentum:+0.2;LowVol:-0.4
null
7
25
5
trailing 8%
120
24.6
Sideways
15
4.21
2.4
111
40
75
40
false
Sell
Trim extended winner -1%
10
-16
BrokerB
LMT
100
null
null
Normal monitoring
43
-44
154
3
false
Tighten stops on momentum names
P5904
Opportunistic
Trust
USD
2025-09-04
478,053
38,310
439,743
1.11
61
15.7
18.3
5
BND:23.1%;AMZN:23.1%;BRK.B:23.1%;VNQ:15.8%;AAPL:14.8%
US:59.3;EU:18.5;APAC:13.8;EM:7.7;Other:0.6
Value:-0.4;Growth:-0.3;Quality:-0.6;Size:+0.2;Momentum:-0.5;LowVol:+0.7
MaxPos6%
7
35
6.3
trailing 7%
216
27.9
Bull
15.9
3.85
3
105
113
100
56
false
Buy
Add to core equity +1%
17
-2
BrokerD
MKT
100
null
null
Normal monitoring
90
-2
194
5
false
Tax-aware sells next window
P5905
Cautious
Trust
USD
2025-10-14
629,372
54,120
575,252
1
41.7
32.9
9.4
16.1
VNQ:34.5%;GLD:31.0%;AAPL:34.5%
US:63.6;EU:16.9;APAC:11.8;EM:4.3;Other:3.5
Value:+0.7;Growth:+0.1;Quality:-0.6;Size:+0.8;Momentum:+0.8;LowVol:+1.0
ESGOnly;MaxPos6%;NoMargin
6
30
5
hard 10%
127
15.9
Sideways
19.2
4.93
2.2
109
-20
38
50
false
Sell
Trim extended winner -1%
-3
-38
BrokerD
LMT
100
null
null
Normal monitoring
-53
-23
-88
3
false
Within IPS guidelines
P5906
Active
IRA
USD
2024-08-11
641,778
65,039
576,739
1
55.7
27.7
7.4
9.2
BND:20.2%;AMZN:22.0%;IEF:11.5%;TSLA:23.1%;VOO:23.1%
US:69.8;EU:6.8;APAC:10.1;EM:9.5;Other:3.7
Value:+0.4;Growth:+0.6;Quality:-0.8;Size:-0.9;Momentum:+1.0;LowVol:+0.2
MaxPos6%
7
25
4.1
trailing 9%
160
26.8
Volatile
29
5.09
3.6
165
75
81
72
true
Hedge
Buy index puts 1% notional
8
3
BrokerD
VWAP
93
VAR>budget
TightenStops
Risk above budget threshold
92
-34
189
5
false
Within IPS guidelines
P5907
Hands-off
IRA
USD
2024-12-06
371,381
34,533
336,848
1
60.3
22.4
11.4
5.8
VNQ:18.5%;AAPL:18.4%;AMZN:9.6%;IEF:20.3%;TLT:12.9%;MSFT:20.3%
US:62.7;EU:9.4;APAC:14.5;EM:12.4;Other:1.0
Value:+0.2;Growth:+1.0;Quality:-0.1;Size:-0.8;Momentum:-0.1;LowVol:-0.7
ESGOnly;MaxPos7%
5
35
4.7
trailing 10%
165
14.3
Volatile
20.5
4.28
3.7
142
20
50
53
false
NoAction
Within bands; monitor
6
-35
BrokerB
VWAP
98
null
null
Normal monitoring
111
12
120
3
false
Increase defensive factor exposure
P5908
Hands-off
401k
USD
2025-03-21
786,430
33,413
753,017
1
65.4
22.4
4.8
7.4
MSFT:8.4%;AMZN:22.2%;IEF:15.2%;GLD:17.1%;VNQ:15.0%;AAPL:22.2%
US:68.0;EU:15.5;APAC:9.0;EM:5.7;Other:1.9
Value:-0.5;Growth:-0.2;Quality:-0.2;Size:-0.9;Momentum:-0.0;LowVol:-0.3
ESGOnly;NoDerivatives
8
35
5
trailing 8%
129
15.2
Bull
17.4
3.67
2.5
87
18
54
46
false
Buy
Add to core equity +1%
20
3
BrokerC
MKT
87
null
null
Normal monitoring
52
11
140
4
false
Within IPS guidelines
P5909
Cautious
Taxable
USD
2025-01-14
150,061
13,225
136,836
1
52.2
32.5
2.7
12.6
TSLA:27.4%;BND:36.3%;AAPL:36.3%
US:68.5;EU:17.0;APAC:7.8;EM:5.5;Other:1.2
Value:-0.7;Growth:-0.6;Quality:+0.7;Size:+0.3;Momentum:-0.1;LowVol:-0.2
MaxPos8%;NoMargin
8
25
4.8
trailing 8%
92
19.6
Volatile
21.3
3.99
3.9
168
-31
25
56
false
Rebalance
Shift +1% to bonds from equity
11
8
BrokerB
MKT
87
null
null
Normal monitoring
42
-23
16
5
false
Tax-aware sells next window
P5910
Active
Roth
USD
2025-10-11
1,946,233
227,600
1,718,633
1
53
26
13.2
7.8
VTI:15.7%;TLT:20.5%;MSFT:15.2%;TSLA:20.7%;AAPL:20.7%;GLD:7.3%
US:69.7;EU:13.3;APAC:6.3;EM:9.2;Other:1.5
Value:-0.7;Growth:+0.1;Quality:+0.6;Size:-0.9;Momentum:-0.3;LowVol:-0.2
NoDerivatives
5
25
4.6
hard 12%
157
16.6
Sideways
19.4
4.31
3.4
121
49
65
49
false
Sell
Trim extended winner -1%
-2
-18
BrokerC
MKT
86
null
null
Normal monitoring
-13
-19
1
3
false
Monitor dispersion and breadth
P5911
Active
Taxable
USD
2025-12-16
1,850,078
205,848
1,644,230
1
61
25.2
8.1
5.7
VOO:23.6%;HYG:25.5%;MSFT:25.5%;AAPL:25.5%
US:71.8;EU:8.5;APAC:12.3;EM:4.0;Other:3.4
Value:-0.9;Growth:-0.0;Quality:0.0;Size:-0.7;Momentum:-0.7;LowVol:-0.1
null
6
30
5.7
trailing 8%
207
21.7
Bull
14.4
3.85
2.3
117
96
84
36
false
Rebalance
Shift +1% to bonds from equity
-5
1
BrokerA
LMT
92
null
null
Normal monitoring
116
4
180
5
false
Within IPS guidelines
P5912
Cautious
Trust
USD
2025-06-24
404,798
38,302
366,496
1
48.8
36.1
0
15.1
IEF:16.8%;TLT:11.3%;XLF:20.0%;AMZN:19.5%;GLD:18.9%;MSFT:13.5%
US:65.4;EU:17.6;APAC:8.0;EM:8.1;Other:0.8
Value:-0.3;Growth:-0.9;Quality:-0.4;Size:+0.2;Momentum:-0.7;LowVol:+0.9
NoMargin
5
35
3.6
trailing 10%
115
19.3
Volatile
31.5
4.34
3.4
138
-58
31
82
true
Reduce
Cut high-beta by 2-3%, add cash
21
9
BrokerC
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
94
7
54
5
true
Tax-aware sells next window
P5913
Cautious
Taxable
USD
2024-10-10
472,120
45,691
426,429
1
39.2
41.2
6.7
12.9
XLF:28.6%;MSFT:14.3%;TSLA:28.4%;TLT:28.6%
US:70.3;EU:10.3;APAC:12.2;EM:6.3;Other:0.9
Value:-0.9;Growth:-0.1;Quality:+0.6;Size:+0.6;Momentum:-0.4;LowVol:+1.0
MaxPos6%;NoMargin
10
35
4.3
trailing 10%
130
16.5
Volatile
22.6
5.31
2.9
178
40
75
39
false
Rebalance
Shift +1% to bonds from equity
-1
-30
BrokerD
LMT
87
null
null
Normal monitoring
63
12
163
4
false
Within IPS guidelines
P5914
Opportunistic
Trust
USD
2024-07-04
690,262
44,723
645,539
1
61.9
18.4
12.9
6.7
VTI:33.3%;GLD:33.3%;VNQ:33.3%
US:69.0;EU:10.2;APAC:14.7;EM:5.2;Other:0.9
Value:+0.2;Growth:-0.3;Quality:-0.8;Size:-0.4;Momentum:-0.5;LowVol:+0.2
null
8
30
4.6
trailing 9%
237
26.6
Bull
14.1
4.18
2.6
110
10
49
45
false
Buy
Add to core equity +1%
33
-12
BrokerA
LMT
85
null
null
Normal monitoring
96
-22
235
4
false
Within IPS guidelines
P5915
Systematic
Taxable
USD
2025-03-20
1,485,436
122,070
1,363,366
1
62
29.1
3.3
5.6
VNQ:10.8%;TSLA:21.3%;AMZN:15.5%;BRK.B:19.9%;VOO:19.9%;BND:12.6%
US:66.8;EU:18.1;APAC:7.1;EM:3.2;Other:4.8
Value:-0.2;Growth:-0.7;Quality:+0.2;Size:+0.3;Momentum:+0.3;LowVol:-0.3
null
6
25
5.3
trailing 8%
144
23.1
Bear
28.8
3.14
1.8
171
-13
57
69
true
Hedge
Buy index puts 1% notional
1
-40
BrokerA
LMT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
16
16
61
3
false
Tighten stops on momentum names
P5916
Opportunistic
Trust
USD
2024-07-26
1,552,027
56,191
1,495,836
1
69
10.8
13.6
6.6
TSLA:21.5%;BND:14.6%;MSFT:23.5%;AMZN:17.0%;VTI:23.5%
US:58.5;EU:18.0;APAC:7.3;EM:12.8;Other:3.5
Value:+0.8;Growth:-0.1;Quality:+0.8;Size:+0.9;Momentum:-0.1;LowVol:+0.7
null
8
35
5.7
trailing 7%
194
27.4
Bull
16.2
4.68
2.3
86
101
97
58
true
Hedge
Buy index puts 1% notional
12
-16
BrokerC
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-32
-16
-6
3
true
Tax-aware sells next window
P5917
Opportunistic
Roth
USD
2025-08-13
694,306
47,487
646,819
1
74.4
12
7.3
6.3
VTI:18.6%;GLD:27.1%;BRK.B:27.1%;VOO:27.1%
US:61.4;EU:14.2;APAC:13.0;EM:9.6;Other:1.9
Value:+0.8;Growth:+0.6;Quality:+0.7;Size:+0.8;Momentum:-0.2;LowVol:+0.4
MaxPos5%
7
25
5.7
hard 12%
204
21.2
Bull
15
4.48
2
73
116
100
52
false
Sell
Trim extended winner -1%
8
10
BrokerD
MKT
89
null
null
Normal monitoring
33
-60
21
3
false
Monitor dispersion and breadth
P5918
Active
Taxable
USD
2025-10-20
2,252,901
175,961
2,076,940
1
61.9
23.2
7.5
7.3
MUB:20.6%;QQQ:19.9%;AMZN:15.0%;MSFT:6.2%;XLF:18.1%;VTI:20.3%
US:77.8;EU:9.4;APAC:5.8;EM:5.0;Other:2.0
Value:-0.4;Growth:+0.6;Quality:-0.5;Size:+0.1;Momentum:-0.6;LowVol:-0.0
null
5
25
5.2
trailing 8%
198
25.7
Volatile
30.4
5.33
2.6
167
77
100
68
false
NoAction
Within bands; monitor
16
-13
BrokerB
MKT
0
null
null
Normal monitoring
-3
-48
54
5
false
Monitor dispersion and breadth
P5919
Cautious
Roth
USD
2025-02-21
228,704
18,865
209,839
1
50.6
30.3
7
12.1
BND:26.5%;TSLA:26.5%;IEF:26.5%;VTI:20.5%
US:69.0;EU:15.4;APAC:6.0;EM:6.8;Other:2.7
Value:-0.7;Growth:-0.0;Quality:-0.3;Size:+0.5;Momentum:-0.1;LowVol:+0.6
ESGOnly;NoMargin
5
25
5.1
trailing 8%
159
13.1
Bull
16.4
4.99
2.3
105
76
98
52
false
NoAction
Within bands; monitor
9
-12
BrokerD
MKT
0
null
null
Normal monitoring
22
8
93
5
false
Within IPS guidelines
P5920
Opportunistic
Roth
USD
2025-03-18
1,207,152
53,777
1,153,375
1
66.8
11.2
14.5
7.5
VTI:23.3%;MUB:23.3%;MSFT:9.0%;VNQ:21.2%;BRK.B:23.3%
US:61.7;EU:11.4;APAC:14.1;EM:8.7;Other:4.1
Value:+0.6;Growth:+0.6;Quality:0.0;Size:-0.3;Momentum:+0.1;LowVol:+0.1
null
7
25
4.3
trailing 7%
179
34.2
Volatile
26.4
3.98
2.1
132
41
56
65
false
NoAction
Within bands; monitor
29
-32
BrokerC
MKT
0
null
null
Normal monitoring
35
-18
59
5
false
Increase defensive factor exposure
P5921
Opportunistic
401k
USD
2025-11-05
869,122
66,536
802,586
1
63.1
18.9
10.9
7.1
AMZN:19.9%;TLT:18.5%;BRK.B:21.0%;VNQ:21.0%;VTI:19.5%
US:66.2;EU:12.3;APAC:5.8;EM:11.3;Other:4.4
Value:+0.1;Growth:+0.7;Quality:+0.7;Size:-0.4;Momentum:+0.1;LowVol:-0.2
MaxPos8%
5
35
4
trailing 9%
258
30.3
Bull
14.7
4.09
2.4
87
26
78
44
false
Buy
Add to core equity +1%
-2
-13
BrokerA
VWAP
94
null
null
Normal monitoring
77
-36
202
5
false
Tax-aware sells next window
P5922
Active
401k
USD
2024-08-07
2,305,831
243,605
2,062,226
1.14
66.5
27.3
0
6.2
MUB:19.1%;VOO:17.9%;AAPL:20.2%;AMZN:21.0%;HYG:21.8%
US:68.2;EU:15.8;APAC:5.4;EM:6.4;Other:4.1
Value:-0.3;Growth:-0.1;Quality:-0.1;Size:+0.3;Momentum:+0.8;LowVol:+0.2
null
7
35
6
trailing 8%
142
24.4
Bull
16.1
3.9
2.7
114
105
100
58
false
Buy
Add to core equity +1%
31
-23
BrokerD
MKT
93
null
null
Normal monitoring
51
17
109
3
false
Monitor dispersion and breadth
P5923
Hands-off
Trust
USD
2025-08-13
785,112
69,144
715,968
1
69.2
16.7
6.7
7.4
BND:22.9%;VNQ:22.9%;MSFT:9.5%;VOO:8.4%;XLF:21.0%;HYG:15.4%
US:66.1;EU:12.9;APAC:10.8;EM:5.3;Other:4.9
Value:+0.6;Growth:+0.4;Quality:+0.2;Size:+0.1;Momentum:+0.3;LowVol:+0.5
MaxPos6%
7
25
5.6
trailing 8%
163
18.1
Sideways
17.6
4.58
2.8
105
4
48
53
false
Hedge
Add TLT +1% as duration hedge
24
-14
BrokerD
LMT
99
null
null
Normal monitoring
-42
8
-44
3
false
Increase defensive factor exposure
P5924
Hands-off
IRA
USD
2025-02-17
209,194
18,251
190,943
1
69.7
25.6
0
4.7
TLT:22.2%;MUB:16.9%;BRK.B:22.2%;GLD:16.3%;AMZN:22.2%
US:67.5;EU:11.1;APAC:9.5;EM:9.9;Other:2.1
Value:-0.0;Growth:-0.3;Quality:-0.2;Size:-0.7;Momentum:+0.8;LowVol:-0.2
ESGOnly;NoDerivatives
10
35
5.4
hard 10%
97
17.4
Sideways
16.1
3.69
2.1
99
41
85
51
false
Buy
Add to core equity +1%
1
-31
BrokerC
MKT
85
null
null
Normal monitoring
30
-10
100
3
false
Tighten stops on momentum names
P5925
Systematic
IRA
USD
2025-10-26
1,035,284
101,045
934,239
1
60.6
30.3
0
9.1
BRK.B:12.3%;IEF:7.0%;VNQ:21.0%;BND:18.9%;AMZN:21.0%;MUB:19.8%
US:67.0;EU:12.1;APAC:11.9;EM:7.5;Other:1.6
Value:-0.4;Growth:-0.5;Quality:-0.8;Size:-0.4;Momentum:0.0;LowVol:-0.7
null
6
30
5.2
trailing 9%
127
19.9
Bear
29
3.83
1.7
209
-86
5
67
false
Buy
Add to core equity +1%
1
13
BrokerD
MKT
97
null
null
Normal monitoring
100
-54
209
3
false
Increase defensive factor exposure
P5926
Cautious
401k
USD
2025-05-10
536,638
84,601
452,037
1
49.5
38.5
0
12.1
MSFT:33.3%;QQQ:33.3%;BRK.B:33.3%
US:72.5;EU:5.5;APAC:7.4;EM:11.0;Other:3.7
Value:+0.8;Growth:-0.7;Quality:+0.4;Size:-0.9;Momentum:-0.6;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
6
35
3.7
trailing 8%
150
19.6
Volatile
26.2
5.02
4.3
134
2
37
55
false
Rebalance
Shift +1% to bonds from equity
11
-14
BrokerB
LMT
93
null
null
Normal monitoring
116
-35
103
3
false
Monitor dispersion and breadth
P5927
Active
Taxable
USD
2025-08-08
1,481,469
162,875
1,318,594
1.17
54.2
18.9
21.9
5
VOO:24.7%;VNQ:25.6%;AAPL:25.6%;BND:24.1%
US:61.1;EU:16.5;APAC:11.4;EM:5.3;Other:5.7
Value:+1.0;Growth:+1.0;Quality:-0.9;Size:-0.0;Momentum:-0.7;LowVol:-0.1
NoDerivatives
7
30
5.4
trailing 8%
207
18.4
Sideways
16.1
3.68
2.2
121
25
59
35
false
Buy
Add to core equity +1%
3
-32
BrokerA
MKT
88
null
null
Normal monitoring
4
-34
109
3
false
Within IPS guidelines
P5928
Hands-off
401k
USD
2025-06-05
597,546
43,449
554,097
1
67
25.2
0
7.8
BRK.B:29.1%;BND:29.1%;VTI:29.1%;XLF:12.6%
US:71.8;EU:10.0;APAC:11.1;EM:6.9;Other:0.2
Value:+0.1;Growth:+0.9;Quality:0.0;Size:+0.9;Momentum:+0.7;LowVol:+0.2
null
7
35
3.8
hard 10%
156
15.6
Bull
15.7
3.68
2.1
78
80
78
55
false
Buy
Add to core equity +1%
33
-8
BrokerA
LMT
97
null
null
Normal monitoring
-54
-42
-79
4
false
Within IPS guidelines
P5929
Opportunistic
401k
USD
2024-12-22
1,554,134
81,404
1,472,730
1
68.5
16.6
9.1
5.8
BRK.B:33.3%;MUB:33.3%;AAPL:33.3%
US:70.4;EU:7.6;APAC:12.3;EM:5.6;Other:4.2
Value:+0.2;Growth:+0.6;Quality:+0.1;Size:0.0;Momentum:+0.7;LowVol:+0.5
null
6
25
6.2
hard 12%
207
33.4
Bear
27.4
4.22
1.1
141
-118
5
79
true
Rebalance
Rebalance back to target bands
10
-38
BrokerD
LMT
87
VAR>budget
Hedge
Risk above budget threshold
4
-38
105
4
false
Tighten stops on momentum names
P5930
Active
401k
USD
2025-03-21
882,983
95,790
787,193
1
56.1
19.9
18.7
5.3
QQQ:14.1%;MSFT:23.6%;AMZN:15.2%;TSLA:23.6%;VOO:23.6%
US:63.7;EU:17.4;APAC:8.7;EM:6.6;Other:3.5
Value:+0.1;Growth:+0.7;Quality:+0.6;Size:-0.4;Momentum:-0.8;LowVol:-0.8
MaxPos5%
7
35
5.1
hard 12%
147
26.4
Sideways
18.9
4.97
3.4
90
25
56
47
false
Sell
Trim extended winner -1%
27
-38
BrokerD
LMT
90
null
null
Normal monitoring
104
17
233
5
false
Monitor dispersion and breadth
P5931
Active
Trust
USD
2024-12-03
1,979,760
232,149
1,747,611
1.24
54.5
18.7
20.2
6.6
GLD:17.6%;HYG:16.2%;TSLA:21.2%;XLF:8.4%;BRK.B:15.3%;MSFT:21.2%
US:60.5;EU:17.5;APAC:14.7;EM:5.7;Other:1.6
Value:-0.5;Growth:+0.1;Quality:-0.5;Size:-0.9;Momentum:+0.2;LowVol:-1.0
MaxPos7%;NoDerivatives
10
35
4.1
trailing 9%
124
17.7
Volatile
28.5
4.02
2.6
149
48
59
62
false
Rebalance
Shift +1% to bonds from equity
-7
-26
BrokerA
MKT
100
null
null
Normal monitoring
-57
-8
62
5
false
Tax-aware sells next window
P5932
Systematic
Trust
USD
2024-07-22
471,413
32,422
438,991
1
60.5
31.1
0
8.4
IEF:11.2%;VNQ:20.9%;AMZN:18.5%;BRK.B:18.0%;XLF:13.5%;GLD:17.9%
US:76.9;EU:7.3;APAC:4.9;EM:7.4;Other:3.5
Value:-0.8;Growth:+0.2;Quality:-0.8;Size:+0.8;Momentum:-0.2;LowVol:-0.6
null
10
30
4.5
trailing 9%
130
16.3
Sideways
20.3
3.88
3.4
129
-6
62
48
false
Hedge
Add TLT +1% as duration hedge
9
-26
BrokerD
LMT
92
null
null
Normal monitoring
13
-9
102
5
false
Monitor dispersion and breadth
P5933
Active
Taxable
USD
2025-10-07
1,834,686
140,365
1,694,321
1
57.1
29.8
5.8
7.2
VOO:30.6%;VNQ:34.7%;VTI:34.7%
US:68.1;EU:15.2;APAC:7.6;EM:4.8;Other:4.2
Value:-0.7;Growth:-0.5;Quality:-0.7;Size:-0.4;Momentum:+0.4;LowVol:-0.3
null
5
30
4.1
trailing 9%
169
22.9
Bull
13.3
4.1
3.2
73
28
51
33
false
Buy
Add to core equity +1%
3
-15
BrokerD
MKT
94
null
null
Normal monitoring
-33
-57
15
3
false
Tighten stops on momentum names
P5934
Cautious
Trust
USD
2024-09-23
501,720
71,366
430,354
1
44.5
44.8
0
10.7
AAPL:28.6%;MSFT:14.1%;HYG:28.6%;VOO:28.6%
US:63.8;EU:17.6;APAC:11.8;EM:4.1;Other:2.7
Value:-0.8;Growth:+0.6;Quality:-0.2;Size:+0.7;Momentum:+0.4;LowVol:+0.8
NoDerivatives;NoMargin
7
30
5.6
trailing 10%
124
19.8
Sideways
19.6
4.78
2.3
109
-4
58
49
false
Sell
Trim extended winner -1%
17
-10
BrokerC
LMT
93
null
null
Normal monitoring
-10
6
-20
5
false
Tighten stops on momentum names
P5935
Cautious
Roth
USD
2025-05-07
545,198
64,695
480,503
1
47.7
42
0
10.3
BRK.B:33.3%;GLD:33.3%;AMZN:33.3%
US:68.3;EU:8.4;APAC:15.8;EM:7.1;Other:0.4
Value:+0.4;Growth:-0.7;Quality:-0.5;Size:0.0;Momentum:+0.5;LowVol:+0.6
NoMargin
5
35
4.5
trailing 8%
96
19.5
Volatile
23.8
5.23
4.2
178
-26
25
53
false
Rebalance
Shift +1% to bonds from equity
-12
2
BrokerC
VWAP
91
null
null
Normal monitoring
11
-39
78
4
false
Monitor dispersion and breadth
P5936
Systematic
IRA
USD
2024-12-23
1,056,291
88,972
967,319
1
57.9
23.1
12.6
6.3
GLD:16.2%;HYG:17.9%;QQQ:16.3%;AAPL:20.2%;MSFT:15.1%;VNQ:14.3%
US:65.9;EU:13.0;APAC:13.2;EM:7.2;Other:0.8
Value:-0.5;Growth:+0.2;Quality:-0.6;Size:-0.7;Momentum:+0.9;LowVol:-0.5
null
10
25
4.2
hard 12%
132
25
Bull
13.5
3.96
3.1
84
33
53
36
false
Rebalance
Shift +1% to bonds from equity
11
3
BrokerA
MKT
93
null
null
Normal monitoring
109
-43
145
5
false
Monitor dispersion and breadth
P5937
Cautious
401k
USD
2024-11-08
576,284
75,639
500,645
1
46.4
37.2
0
16.3
BRK.B:20.9%;TLT:23.4%;VNQ:23.4%;IEF:23.4%;XLF:8.8%
US:60.5;EU:15.5;APAC:11.6;EM:9.3;Other:3.1
Value:+0.5;Growth:+0.6;Quality:-0.7;Size:+0.9;Momentum:-0.1;LowVol:+0.1
NoMargin
6
25
4.3
trailing 8%
167
17.4
Bull
17.9
3.67
2.8
77
34
54
35
false
NoAction
Within bands; monitor
-1
-22
BrokerC
MKT
0
null
null
Normal monitoring
29
-53
5
5
false
Monitor dispersion and breadth
P5938
Hands-off
Taxable
USD
2025-02-11
864,438
37,211
827,227
1
63.3
23.2
5.6
8
BND:33.3%;HYG:33.3%;TSLA:33.3%
US:56.4;EU:20.3;APAC:8.0;EM:12.4;Other:2.9
Value:+0.5;Growth:-0.9;Quality:+0.2;Size:-0.8;Momentum:+0.3;LowVol:-0.6
ESGOnly
6
25
3.4
trailing 8%
140
14.3
Sideways
21.1
3.56
2.1
119
49
71
60
false
NoAction
Within bands; monitor
35
0
BrokerC
LMT
97
null
null
Normal monitoring
37
-51
100
5
false
Increase defensive factor exposure
P5939
Cautious
Taxable
USD
2025-08-24
753,574
61,989
691,585
1
50.6
32.7
5
11.7
AAPL:33.3%;TLT:33.3%;BRK.B:33.3%
US:58.6;EU:21.9;APAC:14.8;EM:3.8;Other:0.9
Value:+0.2;Growth:+0.6;Quality:-0.9;Size:0.0;Momentum:+0.7;LowVol:+0.3
ESGOnly;NoMargin
10
35
3.8
hard 10%
137
19.1
Bull
16.7
3.57
2.8
95
85
100
52
false
Hedge
Add TLT +1% as duration hedge
15
-11
BrokerB
LMT
100
null
null
Normal monitoring
-15
-36
60
3
false
Within IPS guidelines
P5940
Cautious
Taxable
USD
2025-05-27
825,143
101,205
723,938
1
44.2
40.6
0
15.2
BRK.B:18.9%;VNQ:9.0%;TSLA:7.5%;MSFT:21.6%;AMZN:21.4%;TLT:21.6%
US:70.0;EU:9.1;APAC:10.7;EM:4.6;Other:5.5
Value:-0.7;Growth:-0.4;Quality:-0.5;Size:+0.1;Momentum:-0.2;LowVol:0.0
NoMargin
10
30
3.1
hard 10%
150
13.6
Bull
13.7
4.18
2.5
74
10
65
26
false
Sell
Trim extended winner -1%
-14
-36
BrokerB
LMT
96
null
null
Normal monitoring
-28
-7
82
4
false
Tighten stops on momentum names
P5941
Cautious
Taxable
USD
2025-08-04
536,161
74,896
461,265
1
46.5
30.4
9.7
13.5
GLD:6.2%;TLT:20.2%;MSFT:12.9%;QQQ:18.3%;HYG:21.2%;VTI:21.2%
US:58.4;EU:15.1;APAC:11.7;EM:10.7;Other:4.1
Value:-0.6;Growth:-0.4;Quality:+0.3;Size:-0.4;Momentum:-0.6;LowVol:+0.5
ESGOnly;MaxPos6%;NoMargin
5
30
3.4
trailing 10%
95
19.2
Sideways
14.8
4.53
2.5
140
-30
48
36
false
Sell
Trim extended winner -1%
1
-7
BrokerB
LMT
100
null
null
Normal monitoring
-27
-59
7
3
false
Within IPS guidelines
P5942
Cautious
Trust
USD
2025-12-14
739,315
93,792
645,523
1
40.4
42.7
0
16.9
MSFT:25.0%;IEF:25.0%;GLD:25.0%;VOO:25.0%
US:65.4;EU:13.2;APAC:9.7;EM:11.5;Other:0.1
Value:-0.7;Growth:+0.7;Quality:-0.7;Size:-0.2;Momentum:+0.4;LowVol:-0.1
ESGOnly;MaxPos5%;NoMargin
10
25
4.3
hard 10%
130
14.4
Bull
11.3
4.7
2.3
89
18
72
24
false
Buy
Add to core equity +1%
-6
-12
BrokerB
LMT
88
null
null
Normal monitoring
-25
1
60
3
false
Tax-aware sells next window
P5943
Opportunistic
Roth
USD
2025-03-27
1,380,454
79,851
1,300,603
1
63.7
18
11.6
6.8
VTI:20.9%;BRK.B:14.8%;BND:11.7%;VOO:21.5%;AMZN:9.6%;MUB:21.5%
US:70.7;EU:8.6;APAC:13.9;EM:5.2;Other:1.7
Value:+0.3;Growth:+0.3;Quality:+0.7;Size:+0.3;Momentum:-1.0;LowVol:+0.9
MaxPos5%
8
25
4.5
hard 12%
258
33
Bull
16.1
3.73
3.5
70
110
100
50
false
Rebalance
Shift +1% to bonds from equity
0
-36
BrokerB
VWAP
97
null
null
Normal monitoring
19
-25
65
4
false
Tighten stops on momentum names
P5944
Cautious
Taxable
USD
2024-07-31
505,253
67,872
437,381
1
53
30.9
0
16.1
GLD:17.8%;AAPL:8.3%;VTI:21.6%;IEF:19.9%;TSLA:16.8%;BRK.B:15.5%
US:56.6;EU:21.6;APAC:13.8;EM:6.8;Other:1.2
Value:-0.1;Growth:+0.9;Quality:+0.8;Size:-0.5;Momentum:+0.8;LowVol:-0.7
NoMargin
6
25
5.7
trailing 8%
169
14.1
Volatile
30.2
4.42
4.5
170
36
71
63
false
Sell
Trim extended winner -1%
-12
-20
BrokerB
LMT
89
null
null
Normal monitoring
84
-47
186
3
false
Within IPS guidelines
P5945
Cautious
401k
USD
2025-05-03
870,579
119,518
751,061
1
53.5
33.3
0
13.2
XLF:33.3%;BRK.B:33.3%;VOO:33.3%
US:70.9;EU:7.3;APAC:15.5;EM:5.5;Other:0.9
Value:+0.7;Growth:-0.3;Quality:-0.3;Size:+0.6;Momentum:-0.3;LowVol:-0.6
MaxPos6%;NoDerivatives;NoMargin
8
35
4.2
trailing 10%
149
17.5
Volatile
23.4
4.86
2.9
154
49
60
59
false
Rebalance
Shift +1% to bonds from equity
11
-16
BrokerC
MKT
95
null
null
Normal monitoring
21
17
52
4
false
Monitor dispersion and breadth
P5946
Cautious
Taxable
USD
2024-12-18
159,092
19,370
139,722
1
51
32.8
0
16.1
HYG:21.4%;VTI:21.4%;TSLA:18.2%;IEF:17.7%;VNQ:21.4%
US:66.0;EU:10.4;APAC:8.1;EM:13.2;Other:2.3
Value:+0.7;Growth:-0.5;Quality:-0.6;Size:-0.3;Momentum:-0.7;LowVol:-0.7
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
5
30
4.6
hard 10%
91
18.1
Bear
31.4
3.28
2.5
190
-116
5
69
false
Buy
Add to core equity +1%
33
13
BrokerD
LMT
87
null
null
Normal monitoring
49
-11
82
5
false
Within IPS guidelines
P5947
Cautious
Trust
USD
2025-04-24
567,118
49,858
517,260
1
51.8
36.5
0
11.7
HYG:24.7%;BND:24.7%;TSLA:17.2%;XLF:8.7%;QQQ:24.7%
US:67.2;EU:7.6;APAC:11.2;EM:11.0;Other:2.9
Value:+0.7;Growth:+0.5;Quality:+0.1;Size:+0.6;Momentum:-0.4;LowVol:-0.9
ESGOnly;MaxPos6%;NoMargin
10
30
5.7
trailing 8%
90
18.5
Bear
24.9
4.26
2.8
130
3
47
65
false
Hedge
Add TLT +1% as duration hedge
6
-6
BrokerB
MKT
87
null
null
Normal monitoring
17
-3
79
4
false
Increase defensive factor exposure
P5948
Opportunistic
Taxable
USD
2025-05-11
646,218
42,918
603,300
1
66.1
14.5
14.5
4.9
HYG:21.3%;MUB:6.2%;XLF:12.0%;AMZN:20.2%;GLD:21.3%;QQQ:19.1%
US:74.0;EU:11.4;APAC:6.4;EM:4.1;Other:4.1
Value:-1.0;Growth:+0.7;Quality:-0.6;Size:+0.9;Momentum:+0.3;LowVol:-0.3
null
10
30
4.8
trailing 7%
219
28.4
Bear
33.6
3.91
2.7
164
-28
35
80
true
Hedge
Buy index puts 1% notional
-12
8
BrokerC
LMT
86
VAR>budget
TightenStops
Risk above budget threshold
103
-33
164
4
false
Tighten stops on momentum names
P5949
Hands-off
401k
USD
2025-01-07
534,893
32,558
502,335
1
62.8
20.3
11.3
5.6
HYG:33.3%;QQQ:33.3%;XLF:33.3%
US:65.9;EU:15.6;APAC:10.0;EM:6.2;Other:2.3
Value:-0.5;Growth:-0.7;Quality:0.0;Size:-0.2;Momentum:+1.0;LowVol:-0.6
MaxPos7%
6
25
3.4
hard 10%
162
12.2
Volatile
20.4
5.22
3.6
133
-59
21
49
false
Buy
Add to core equity +1%
14
-33
BrokerB
MKT
88
null
null
Normal monitoring
11
-37
150
4
false
Tighten stops on momentum names
P5950
Active
Roth
USD
2025-09-20
1,924,287
178,783
1,745,504
1
63.4
30.2
1.4
5.1
GLD:33.3%;IEF:33.3%;VOO:33.3%
US:65.5;EU:17.4;APAC:8.1;EM:5.7;Other:3.3
Value:+0.4;Growth:0.0;Quality:-0.8;Size:+0.2;Momentum:-1.0;LowVol:-1.0
MaxPos8%
6
25
4.3
trailing 8%
195
17.5
Sideways
21.4
4.76
2.7
94
20
47
55
false
Rebalance
Shift +1% to bonds from equity
0
-8
BrokerB
LMT
96
null
null
Normal monitoring
-3
-38
22
3
false
Increase defensive factor exposure
P5951
Hands-off
Taxable
USD
2024-12-08
159,869
7,434
152,435
1
64.6
16
10
9.4
QQQ:24.7%;XLF:20.3%;BND:24.7%;HYG:14.4%;GLD:16.0%
US:76.1;EU:11.3;APAC:5.6;EM:5.1;Other:1.9
Value:+0.6;Growth:+0.8;Quality:-0.8;Size:+0.6;Momentum:-0.9;LowVol:-0.3
MaxPos8%;NoDerivatives
7
30
4.9
trailing 8%
131
15.1
Volatile
29.2
5.16
4.1
144
-52
16
69
true
Reduce
Cut high-beta by 2-3%, add cash
13
2
BrokerB
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-38
-41
-19
2
false
Tax-aware sells next window
P5952
Active
401k
USD
2025-08-25
1,702,749
159,075
1,543,674
1
52.3
25.6
15
7.2
IEF:11.4%;BND:11.6%;VOO:25.6%;TLT:25.6%;AMZN:25.6%
US:64.1;EU:17.9;APAC:13.8;EM:4.0;Other:0.3
Value:+0.2;Growth:-0.3;Quality:-0.8;Size:0.0;Momentum:+0.5;LowVol:+0.6
null
5
30
4.1
trailing 9%
187
22
Sideways
16.9
3.82
3.2
111
-12
34
42
true
Reduce
Cut high-beta by 2-3%, add cash
29
-7
BrokerC
VWAP
93
VAR>budget
Reduce
Risk above budget threshold
78
-46
189
2
false
Tighten stops on momentum names
P5953
Hands-off
Trust
USD
2025-11-24
366,589
26,881
339,708
1
61.8
17.2
11.8
9.2
AMZN:25.7%;MSFT:22.8%;GLD:25.7%;TSLA:25.7%
US:68.7;EU:16.8;APAC:5.9;EM:5.1;Other:3.5
Value:-0.1;Growth:-1.0;Quality:-0.2;Size:-0.3;Momentum:0.0;LowVol:+0.3
MaxPos8%;NoDerivatives
10
35
3.8
trailing 10%
151
13.9
Volatile
28.8
4.02
4.3
123
-38
44
84
true
Reduce
Cut high-beta by 2-3%, add cash
29
-14
BrokerA
VWAP
99
VAR>budget
Reduce
Risk above budget threshold
88
-55
227
3
false
Monitor dispersion and breadth
P5954
Hands-off
Roth
USD
2024-08-13
476,006
24,413
451,593
1
58.3
16.6
17.8
7.3
VTI:18.7%;VOO:18.0%;MUB:16.6%;QQQ:14.1%;XLF:18.4%;AMZN:14.1%
US:64.6;EU:15.9;APAC:7.0;EM:11.2;Other:1.3
Value:-0.9;Growth:+0.9;Quality:-0.5;Size:-0.2;Momentum:-0.7;LowVol:-0.4
ESGOnly;MaxPos5%;NoDerivatives
8
35
4.3
trailing 8%
113
15.5
Bull
17.5
4.61
2.8
79
59
89
48
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-18
BrokerD
LMT
99
VAR>budget
TightenStops
Risk above budget threshold
-32
7
47
3
false
Tighten stops on momentum names
P5955
Active
IRA
USD
2025-06-07
898,603
73,464
825,139
1
66.6
19.5
6.9
7
XLF:10.0%;VTI:22.2%;AMZN:9.2%;BND:22.2%;GLD:22.2%;TSLA:14.3%
US:66.1;EU:18.5;APAC:7.9;EM:5.2;Other:2.2
Value:+0.3;Growth:-0.3;Quality:-0.2;Size:-0.1;Momentum:0.0;LowVol:+0.6
NoDerivatives
8
30
5.8
trailing 9%
120
18
Bear
29.2
3.43
2.7
153
-114
8
77
true
Reduce
Cut high-beta by 2-3%, add cash
15
15
BrokerD
MKT
100
VAR>budget
Hedge
Risk above budget threshold
70
-48
177
3
false
Monitor dispersion and breadth
P5956
Cautious
Trust
USD
2024-12-23
272,132
25,256
246,876
1
48.2
39.7
0.7
11.4
MUB:34.0%;IEF:34.0%;TLT:31.9%
US:64.3;EU:16.7;APAC:10.8;EM:4.3;Other:3.8
Value:-0.9;Growth:+0.9;Quality:-0.8;Size:+0.2;Momentum:-0.6;LowVol:+0.7
MaxPos6%;NoDerivatives;NoMargin
5
35
5.2
hard 10%
118
12.8
Sideways
17.4
3.86
3.3
108
18
54
46
false
Rebalance
Shift +1% to bonds from equity
34
15
BrokerA
LMT
100
null
null
Normal monitoring
120
-46
181
3
false
Tighten stops on momentum names
P5957
Active
Roth
USD
2025-04-28
1,498,640
94,271
1,404,369
1
63.3
28.6
0
8.1
VNQ:14.3%;BND:20.4%;MSFT:19.8%;XLF:19.7%;AMZN:8.9%;TSLA:16.9%
US:68.6;EU:10.6;APAC:11.4;EM:7.1;Other:2.4
Value:+1.0;Growth:+0.5;Quality:-0.2;Size:-0.5;Momentum:-0.6;LowVol:+0.1
null
7
35
5.5
trailing 9%
190
27.7
Sideways
17
4.45
2
117
-25
25
48
false
NoAction
Within bands; monitor
19
-37
BrokerD
MKT
0
null
null
Normal monitoring
86
11
155
3
false
Tax-aware sells next window
P5958
Hands-off
Roth
USD
2025-09-10
602,870
45,034
557,836
1
66.6
26.5
1.9
5
VNQ:25.0%;IEF:37.5%;MUB:37.5%
US:76.1;EU:7.2;APAC:5.5;EM:8.4;Other:2.7
Value:+0.2;Growth:-0.7;Quality:-0.0;Size:+0.8;Momentum:+0.9;LowVol:-0.8
null
5
35
5.6
trailing 10%
137
13.6
Bull
13
4.96
2.1
106
63
94
45
true
Reduce
Cut high-beta by 2-3%, add cash
20
9
BrokerD
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-45
-42
64
4
false
Increase defensive factor exposure
P5959
Active
Taxable
USD
2025-08-16
1,487,053
99,290
1,387,763
1
51.7
29.3
12.1
6.9
BND:30.7%;GLD:30.7%;MUB:20.6%;TLT:18.0%
US:62.2;EU:16.1;APAC:8.2;EM:10.0;Other:3.5
Value:+0.5;Growth:+0.9;Quality:-0.2;Size:+0.7;Momentum:+0.6;LowVol:+0.5
NoDerivatives
8
35
4.8
trailing 9%
202
26
Bull
14
3.74
2.5
119
3
52
35
false
Buy
Add to core equity +1%
15
-6
BrokerC
MKT
100
null
null
Normal monitoring
102
-11
160
4
false
Monitor dispersion and breadth
P5960
Cautious
Roth
USD
2024-07-22
315,669
30,495
285,174
1
39.5
41.7
7.5
11.3
TLT:26.9%;QQQ:26.9%;XLF:26.9%;VTI:19.2%
US:64.1;EU:14.5;APAC:12.5;EM:8.3;Other:0.6
Value:-0.8;Growth:-0.5;Quality:+0.6;Size:-0.7;Momentum:+0.4;LowVol:+0.8
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
5
35
4.8
trailing 10%
100
12.2
Sideways
15
4.95
2.5
92
26
64
24
false
Buy
Add to core equity +1%
31
-32
BrokerA
VWAP
87
null
null
Normal monitoring
86
-42
123
4
false
Increase defensive factor exposure
P5961
Opportunistic
Roth
USD
2024-09-17
1,215,850
63,157
1,152,693
1
67
17.6
6.9
8.4
MUB:34.0%;IEF:32.0%;VOO:34.0%
US:64.3;EU:8.2;APAC:17.1;EM:9.3;Other:1.1
Value:0.0;Growth:+1.0;Quality:-0.3;Size:-0.5;Momentum:-0.3;LowVol:-0.4
MaxPos8%;NoDerivatives
7
30
6.8
trailing 9%
250
24
Sideways
20.9
4.36
2.9
119
38
68
69
false
Rebalance
Shift +1% to bonds from equity
24
1
BrokerD
LMT
85
null
null
Normal monitoring
13
-16
75
3
false
Within IPS guidelines
P5962
Systematic
Trust
USD
2025-05-03
1,946,329
183,914
1,762,415
1
67.2
24.1
0.1
8.6
GLD:12.3%;MUB:22.5%;TSLA:15.9%;VTI:18.7%;TLT:16.9%;VNQ:13.7%
US:64.2;EU:13.6;APAC:14.4;EM:6.7;Other:1.1
Value:+0.4;Growth:-1.0;Quality:+0.9;Size:+0.6;Momentum:0.0;LowVol:+0.3
MaxPos5%
7
25
5.6
hard 12%
152
26.2
Bear
29.5
3.22
1.1
137
1
45
70
false
Sell
Trim extended winner -1%
8
-15
BrokerA
MKT
96
null
null
Normal monitoring
32
-14
21
4
false
Tax-aware sells next window
P5963
Opportunistic
IRA
USD
2025-09-08
1,063,796
69,206
994,590
1
75.1
12.1
7
5.8
GLD:19.4%;IEF:18.8%;VOO:19.0%;AAPL:12.6%;VTI:8.8%;AMZN:21.4%
US:70.3;EU:9.8;APAC:11.1;EM:6.1;Other:2.6
Value:+0.1;Growth:-0.6;Quality:-0.2;Size:+0.1;Momentum:-0.3;LowVol:+0.2
null
8
30
6.7
trailing 9%
219
28.5
Volatile
20.2
5.45
4.4
143
-28
34
64
false
Buy
Add to core equity +1%
-3
-29
BrokerB
VWAP
89
null
null
Normal monitoring
42
-35
130
5
false
Tighten stops on momentum names
P5964
Opportunistic
401k
USD
2024-12-10
1,033,018
56,846
976,172
1.06
65.8
15.9
11.8
6.5
HYG:20.4%;IEF:14.4%;MUB:9.4%;MSFT:20.7%;VTI:14.3%;TLT:20.7%
US:63.7;EU:11.5;APAC:12.8;EM:9.5;Other:2.4
Value:0.0;Growth:-0.8;Quality:+0.2;Size:+0.2;Momentum:+0.8;LowVol:-0.2
MaxPos7%
5
35
6.3
trailing 7%
162
29
Bear
31.5
4.3
1.8
155
-54
14
90
true
Reduce
Cut high-beta by 2-3%, add cash
-12
-29
BrokerA
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
84
-4
202
5
false
Within IPS guidelines
P5965
Cautious
401k
USD
2024-09-30
223,350
20,777
202,573
1
44.9
38.2
0
16.9
VTI:8.2%;VNQ:21.7%;BRK.B:19.8%;IEF:21.7%;GLD:21.7%;MSFT:6.9%
US:67.2;EU:10.8;APAC:9.0;EM:10.0;Other:2.9
Value:-0.9;Growth:+0.9;Quality:+0.4;Size:-0.8;Momentum:+0.8;LowVol:-0.5
NoDerivatives;NoMargin
6
25
4.1
trailing 10%
157
12.2
Volatile
22.8
4.77
4
156
-31
47
45
true
Hedge
Buy index puts 1% notional
0
-15
BrokerB
LMT
94
VAR>budget
Pause
Risk above budget threshold
63
-13
125
5
false
Tighten stops on momentum names
P5966
Opportunistic
Trust
USD
2024-07-24
892,995
46,824
846,171
1
74.6
10.1
7.3
8
TLT:23.4%;VTI:23.4%;XLF:23.4%;BRK.B:21.2%;MSFT:8.5%
US:76.2;EU:7.2;APAC:9.7;EM:5.2;Other:1.6
Value:+0.3;Growth:-0.3;Quality:+0.5;Size:+0.3;Momentum:+0.1;LowVol:+0.4
null
6
30
6.7
trailing 9%
221
25
Volatile
22.7
4.15
4.1
126
22
64
72
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-26
BrokerA
VWAP
90
VAR>budget
Hedge
Risk above budget threshold
-60
-36
-44
3
false
Monitor dispersion and breadth
P5967
Hands-off
Trust
USD
2024-07-16
640,628
53,178
587,450
1
63.1
27.1
0
9.7
AAPL:18.3%;GLD:20.6%;IEF:13.7%;BND:9.8%;MUB:16.4%;VTI:21.2%
US:69.8;EU:13.1;APAC:10.4;EM:4.0;Other:2.7
Value:+0.5;Growth:+0.7;Quality:-0.8;Size:-0.2;Momentum:+0.1;LowVol:-0.5
MaxPos6%;NoDerivatives
7
30
4.5
trailing 10%
119
12.9
Volatile
20.1
5.12
2.4
178
-44
22
62
false
Rebalance
Shift +1% to bonds from equity
28
-37
BrokerC
LMT
100
null
null
Normal monitoring
110
7
202
5
false
Tax-aware sells next window
P5968
Active
Taxable
USD
2025-01-28
639,870
53,180
586,690
1
65
18.9
8.7
7.5
AAPL:22.6%;VTI:22.6%;BRK.B:16.8%;GLD:22.6%;VNQ:15.3%
US:67.8;EU:11.7;APAC:13.1;EM:4.2;Other:3.1
Value:+0.8;Growth:0.0;Quality:+0.3;Size:+0.4;Momentum:-0.5;LowVol:+1.0
NoDerivatives
10
35
4.6
hard 12%
185
26.1
Bull
13.2
3.64
2.6
94
18
72
43
false
Sell
Trim extended winner -1%
22
-23
BrokerD
LMT
96
null
null
Normal monitoring
107
-41
204
3
false
Tighten stops on momentum names
P5969
Hands-off
Taxable
USD
2025-07-07
628,189
33,192
594,997
1
57.8
28.8
4.4
9
AAPL:23.0%;MUB:12.1%;VNQ:23.0%;XLF:10.1%;AMZN:8.8%;QQQ:23.0%
US:55.9;EU:17.3;APAC:11.0;EM:12.7;Other:3.0
Value:-0.6;Growth:+0.8;Quality:-0.8;Size:-0.9;Momentum:+0.2;LowVol:-0.3
NoDerivatives
8
35
3.5
hard 10%
93
17
Bull
15.5
4.52
2.2
104
4
51
42
false
Buy
Add to core equity +1%
1
10
BrokerB
LMT
86
null
null
Normal monitoring
2
-6
20
3
false
Within IPS guidelines
P5970
Opportunistic
Taxable
USD
2024-10-05
1,130,248
69,127
1,061,121
1
67.7
19.7
4
8.5
QQQ:20.6%;GLD:21.1%;IEF:22.9%;BND:22.9%;VTI:12.6%
US:77.0;EU:7.9;APAC:6.8;EM:7.0;Other:1.3
Value:-0.4;Growth:-0.3;Quality:-1.0;Size:+0.1;Momentum:+0.3;LowVol:+0.4
MaxPos5%;NoDerivatives
10
25
5.6
hard 12%
244
35
Volatile
24.8
5.01
2.1
135
14
53
75
true
Rebalance
Rebalance back to target bands
31
-38
BrokerC
LMT
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
-14
4
-3
2
false
Monitor dispersion and breadth
P5971
Cautious
IRA
USD
2025-10-21
327,857
35,603
292,254
1
48.1
39.8
0.4
11.7
HYG:21.7%;IEF:21.7%;AMZN:20.2%;MUB:15.2%;QQQ:21.2%
US:60.9;EU:11.7;APAC:14.2;EM:10.4;Other:2.8
Value:+0.2;Growth:+0.1;Quality:+0.3;Size:+0.6;Momentum:-0.1;LowVol:+1.0
MaxPos6%;NoMargin
5
30
4.7
trailing 8%
160
19.4
Volatile
28.8
4.35
2.7
137
-49
34
60
false
Buy
Add to core equity +1%
-8
-30
BrokerC
MKT
98
null
null
Normal monitoring
6
-32
65
4
false
Within IPS guidelines
P5972
Hands-off
Trust
USD
2024-10-10
199,471
16,119
183,352
1
59.4
29.6
2.2
8.8
TSLA:33.3%;IEF:33.3%;QQQ:33.3%
US:58.5;EU:16.3;APAC:13.8;EM:8.8;Other:2.6
Value:+0.4;Growth:-0.4;Quality:+0.9;Size:+0.2;Momentum:-0.3;LowVol:+0.4
ESGOnly
5
25
5.7
hard 10%
100
14.1
Bull
12.6
4.49
2.6
119
50
71
34
false
Hedge
Add TLT +1% as duration hedge
34
-37
BrokerC
LMT
85
null
null
Normal monitoring
-54
-7
-83
5
false
Monitor dispersion and breadth
P5973
Hands-off
IRA
USD
2025-06-08
820,812
79,040
741,772
1
57.1
24.5
12.8
5.5
HYG:34.0%;TSLA:32.0%;QQQ:34.0%
US:68.4;EU:7.9;APAC:9.6;EM:11.0;Other:3.0
Value:-0.0;Growth:-0.6;Quality:+0.6;Size:+0.2;Momentum:+0.7;LowVol:-0.7
MaxPos7%;NoDerivatives
5
25
3.7
trailing 10%
146
13.9
Bull
14.7
4.71
2.1
72
68
87
40
false
Sell
Trim extended winner -1%
21
2
BrokerA
LMT
87
null
null
Normal monitoring
10
-45
8
5
false
Tax-aware sells next window
P5974
Systematic
Taxable
USD
2024-09-26
1,378,741
92,594
1,286,147
1
64
28
0
8
XLF:24.4%;TSLA:24.4%;GLD:15.5%;BRK.B:11.2%;HYG:24.4%
US:59.7;EU:16.5;APAC:12.9;EM:8.9;Other:2.0
Value:-0.5;Growth:-0.1;Quality:-0.1;Size:-0.3;Momentum:-0.6;LowVol:+0.9
null
6
35
4.3
trailing 8%
149
27
Volatile
21.8
3.9
3.5
173
-42
31
68
false
Hedge
Add TLT +1% as duration hedge
-10
-13
BrokerB
MKT
98
null
null
Normal monitoring
-27
-50
-23
3
false
Tax-aware sells next window
P5975
Hands-off
Roth
USD
2024-08-25
614,544
33,880
580,664
1
62.4
28.6
0
9
MSFT:33.3%;BRK.B:33.3%;TLT:33.3%
US:66.3;EU:16.0;APAC:8.6;EM:8.6;Other:0.5
Value:+0.1;Growth:-0.8;Quality:+0.5;Size:+0.5;Momentum:-0.9;LowVol:+0.5
ESGOnly;MaxPos6%;NoDerivatives
8
30
5.2
trailing 10%
134
19.7
Bull
15.8
4.83
2.2
97
119
100
49
true
Reduce
Cut high-beta by 2-3%, add cash
12
-19
BrokerC
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
97
-42
164
2
false
Tighten stops on momentum names
P5976
Cautious
Roth
USD
2025-10-20
666,251
105,173
561,078
1
39.9
44.5
4
11.6
MSFT:33.3%;VTI:33.3%;VNQ:33.3%
US:71.2;EU:7.8;APAC:13.4;EM:6.5;Other:1.1
Value:+0.9;Growth:+0.1;Quality:-0.0;Size:-1.0;Momentum:-0.6;LowVol:+0.4
MaxPos7%;NoMargin
6
30
5.6
trailing 10%
140
17.5
Sideways
18.9
3.7
2.1
95
47
84
43
false
Rebalance
Shift +1% to bonds from equity
25
-32
BrokerA
MKT
88
null
null
Normal monitoring
47
-5
186
5
false
Increase defensive factor exposure
P5977
Opportunistic
401k
USD
2025-01-06
793,796
54,576
739,220
1
60.2
17.6
15
7.2
BRK.B:18.6%;VNQ:12.0%;MSFT:15.1%;VTI:15.2%;IEF:18.6%;TSLA:20.6%
US:64.5;EU:10.2;APAC:6.8;EM:13.7;Other:4.8
Value:+0.8;Growth:-0.9;Quality:+0.9;Size:-1.0;Momentum:+0.6;LowVol:-0.1
null
5
30
6.2
trailing 7%
265
29.6
Bear
23.4
4.2
1.3
155
38
78
71
true
Rebalance
Rebalance back to target bands
-9
-2
BrokerC
VWAP
88
VAR>budget
Hedge
Risk above budget threshold
-21
5
64
3
false
Increase defensive factor exposure
P5978
Cautious
IRA
USD
2025-10-02
782,608
73,474
709,134
1
40.4
35.9
12
11.7
MSFT:30.0%;GLD:35.0%;AMZN:35.0%
US:59.2;EU:17.8;APAC:13.5;EM:5.2;Other:4.3
Value:-0.2;Growth:+0.2;Quality:+0.8;Size:+0.4;Momentum:+0.3;LowVol:-0.6
ESGOnly;NoMargin
7
25
6
trailing 10%
143
15.9
Sideways
17.6
4.54
2.6
91
21
52
37
false
Rebalance
Shift +1% to bonds from equity
-2
-37
BrokerA
LMT
91
null
null
Normal monitoring
28
-46
150
4
false
Monitor dispersion and breadth
P5979
Hands-off
Trust
USD
2025-11-03
392,691
39,259
353,432
1
60.5
26
6
7.5
MSFT:16.0%;TLT:28.6%;IEF:26.8%;TSLA:28.6%
US:73.8;EU:8.9;APAC:6.7;EM:5.9;Other:4.7
Value:+0.6;Growth:+0.9;Quality:-0.2;Size:+0.8;Momentum:+0.3;LowVol:-0.3
null
6
30
5
hard 10%
117
15.7
Volatile
29
4.54
2.2
153
74
89
71
true
Hedge
Buy index puts 1% notional
5
-1
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-15
0
110
2
false
Tighten stops on momentum names
P5980
Opportunistic
IRA
USD
2025-02-14
733,194
23,644
709,550
1
74.9
17.4
2.1
5.7
VNQ:33.3%;MSFT:33.3%;AAPL:33.3%
US:68.3;EU:15.8;APAC:11.1;EM:3.5;Other:1.4
Value:-0.1;Growth:-0.6;Quality:+0.8;Size:+0.3;Momentum:-0.3;LowVol:+0.1
null
8
25
6.9
hard 12%
264
33.9
Volatile
25
4.3
3.1
143
69
81
69
true
Reduce
Cut high-beta by 2-3%, add cash
12
-15
BrokerD
MKT
89
VAR>budget
Reduce
Risk above budget threshold
-45
-1
-81
3
false
Increase defensive factor exposure
P5981
Cautious
Trust
USD
2025-05-03
432,462
40,779
391,683
1
45.8
31.4
6.2
16.6
TSLA:35.0%;BND:35.0%;BRK.B:29.9%
US:75.9;EU:7.3;APAC:6.0;EM:6.1;Other:4.7
Value:+0.4;Growth:-1.0;Quality:+0.7;Size:-0.9;Momentum:-0.5;LowVol:+0.3
ESGOnly;MaxPos6%;NoMargin
5
25
3.9
trailing 10%
161
14.2
Bear
27
3.86
2
139
-105
5
58
false
Sell
Trim extended winner -1%
-14
-39
BrokerD
MKT
99
null
null
Normal monitoring
-47
-20
0
4
false
Within IPS guidelines
P5982
Opportunistic
IRA
USD
2024-07-08
732,669
23,776
708,893
1.06
74.4
13.4
3.4
8.9
MUB:33.3%;AMZN:33.3%;MSFT:33.3%
US:57.6;EU:18.6;APAC:13.3;EM:9.1;Other:1.4
Value:+0.8;Growth:+0.4;Quality:-1.0;Size:-0.8;Momentum:0.0;LowVol:-0.2
MaxPos7%
7
35
4.4
hard 12%
273
30.1
Sideways
15.2
4.33
3.3
91
-1
36
45
true
Hedge
Buy index puts 1% notional
10
-35
BrokerD
VWAP
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
115
-7
128
3
false
Increase defensive factor exposure
P5983
Opportunistic
IRA
USD
2024-08-14
1,627,487
100,312
1,527,175
1
72.3
15.9
3.1
8.6
QQQ:19.9%;AAPL:13.5%;AMZN:24.8%;VNQ:24.8%;TLT:17.0%
US:62.6;EU:15.0;APAC:11.9;EM:8.7;Other:1.7
Value:+0.9;Growth:-0.4;Quality:-0.0;Size:-0.4;Momentum:-0.0;LowVol:+0.2
MaxPos5%
8
30
5.5
trailing 9%
227
26.3
Bear
23.2
3.16
2
220
-22
54
62
false
Sell
Trim extended winner -1%
24
-34
BrokerB
MKT
96
null
null
Normal monitoring
-24
-55
97
5
false
Within IPS guidelines
P5984
Cautious
Roth
USD
2024-12-23
848,775
74,849
773,926
1
45.1
38.6
0
16.3
MSFT:20.5%;MUB:6.3%;QQQ:18.2%;VNQ:20.5%;TSLA:17.2%;XLF:17.3%
US:56.1;EU:21.2;APAC:6.9;EM:12.2;Other:3.5
Value:-0.7;Growth:-0.4;Quality:-0.3;Size:-0.9;Momentum:-0.2;LowVol:-0.7
NoMargin
6
25
5.5
hard 10%
161
14.2
Bear
34.9
3.41
2.7
196
27
72
66
false
Buy
Add to core equity +1%
26
10
BrokerD
MKT
88
null
null
Normal monitoring
109
-34
149
5
false
Monitor dispersion and breadth
P5985
Cautious
401k
USD
2025-11-02
630,086
71,879
558,207
1
52.8
33.4
2.2
11.5
HYG:35.6%;GLD:28.8%;IEF:35.6%
US:68.6;EU:15.8;APAC:6.1;EM:6.6;Other:2.9
Value:+0.2;Growth:-0.5;Quality:-0.3;Size:+0.3;Momentum:-1.0;LowVol:+0.8
NoMargin
5
30
3.6
hard 10%
111
12.6
Volatile
30.8
4.95
2.8
122
10
43
80
true
Rebalance
Rebalance back to target bands
-1
-39
BrokerC
LMT
98
RegimeShift
Reduce
Volatility spike and breadth deterioration
115
-45
120
3
false
Monitor dispersion and breadth
P5986
Systematic
Taxable
USD
2024-09-12
1,929,304
164,316
1,764,988
1
64.2
30.5
0
5.3
TLT:20.2%;TSLA:18.2%;AAPL:16.2%;QQQ:20.2%;VTI:18.4%;AMZN:6.9%
US:68.2;EU:14.7;APAC:7.3;EM:6.6;Other:3.1
Value:-0.2;Growth:-0.4;Quality:+0.5;Size:-0.9;Momentum:-0.6;LowVol:-0.8
null
6
30
4.5
trailing 9%
168
16.9
Volatile
28.6
4.7
3.7
141
80
99
78
true
Reduce
Cut high-beta by 2-3%, add cash
2
-12
BrokerB
VWAP
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
33
-56
100
2
true
Tax-aware sells next window
P5987
Systematic
Roth
USD
2025-12-20
1,503,339
70,398
1,432,941
1
62.3
29
0
8.7
AMZN:33.3%;TLT:33.3%;BND:33.3%
US:71.9;EU:6.9;APAC:5.5;EM:12.7;Other:3.0
Value:+0.3;Growth:-0.7;Quality:-0.7;Size:-0.5;Momentum:-0.3;LowVol:+0.1
MaxPos8%
8
25
5.9
trailing 8%
197
20.8
Bull
14.7
4.87
2.2
74
106
100
42
false
NoAction
Within bands; monitor
5
8
BrokerC
LMT
95
null
null
Normal monitoring
73
10
72
3
false
Tax-aware sells next window
P5988
Hands-off
IRA
USD
2025-04-11
392,487
18,023
374,464
1
64.5
22.8
5.4
7.3
IEF:25.1%;QQQ:25.1%;MSFT:24.6%;XLF:25.1%
US:71.2;EU:6.7;APAC:9.1;EM:10.2;Other:2.8
Value:+0.7;Growth:-0.8;Quality:-0.8;Size:+0.2;Momentum:+0.9;LowVol:+0.9
null
8
25
5.4
trailing 8%
143
18.5
Volatile
25.5
3.85
3.4
121
-29
32
69
false
Sell
Trim extended winner -1%
27
-28
BrokerC
MKT
94
null
null
Normal monitoring
43
-10
12
3
false
Increase defensive factor exposure
P5989
Opportunistic
Roth
USD
2025-01-29
1,234,535
83,788
1,150,747
1
73.4
10.9
7.1
8.5
TLT:10.2%;HYG:24.5%;TSLA:24.5%;VTI:16.3%;VNQ:24.5%
US:76.4;EU:8.2;APAC:9.5;EM:3.3;Other:2.6
Value:+0.3;Growth:-0.7;Quality:+0.1;Size:-0.5;Momentum:+0.3;LowVol:+0.3
MaxPos5%
6
30
4.3
trailing 9%
203
21.1
Volatile
21.9
4.74
2.4
135
-35
35
64
false
NoAction
Within bands; monitor
5
-22
BrokerA
MKT
0
null
null
Normal monitoring
-18
17
56
4
false
Monitor dispersion and breadth
P5990
Hands-off
Roth
USD
2025-04-09
713,579
41,997
671,582
1
66.9
19.5
5.2
8.4
QQQ:33.3%;BRK.B:33.3%;MUB:33.3%
US:68.9;EU:15.3;APAC:9.6;EM:4.2;Other:1.9
Value:+0.5;Growth:-0.1;Quality:+0.7;Size:-0.5;Momentum:+0.7;LowVol:+0.3
null
10
35
5
trailing 8%
155
12.4
Volatile
22
4.64
4.2
143
63
71
62
false
Sell
Trim extended winner -1%
35
-6
BrokerD
LMT
87
null
null
Normal monitoring
9
-48
57
4
false
Tax-aware sells next window
P5991
Hands-off
Roth
USD
2024-11-18
663,785
56,908
606,877
1
59.3
16.8
17
6.9
TSLA:33.3%;GLD:33.3%;AAPL:33.3%
US:67.8;EU:13.7;APAC:9.4;EM:8.1;Other:1.0
Value:+0.4;Growth:-0.4;Quality:-0.8;Size:-0.1;Momentum:+0.6;LowVol:-0.5
ESGOnly
6
25
3.6
hard 10%
155
18.3
Bear
25.3
3.04
2.7
188
-81
8
71
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-31
BrokerC
MKT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-45
15
-2
5
false
Monitor dispersion and breadth
P5992
Cautious
Roth
USD
2025-01-15
687,326
105,819
581,507
1
38.2
36.1
14
11.7
TSLA:17.2%;TLT:16.2%;VNQ:17.7%;BND:24.4%;XLF:24.4%
US:71.8;EU:7.0;APAC:5.6;EM:11.7;Other:3.8
Value:-0.1;Growth:-0.1;Quality:-0.1;Size:+0.5;Momentum:+0.8;LowVol:+0.9
ESGOnly;NoMargin
8
35
4
hard 10%
130
20
Bull
12.5
3.73
2.8
99
102
100
37
false
Rebalance
Shift +1% to bonds from equity
29
-11
BrokerB
LMT
86
null
null
Normal monitoring
-32
16
79
3
false
Increase defensive factor exposure
P5993
Cautious
IRA
USD
2024-12-13
862,497
81,531
780,966
1
50.8
37
0
12.3
IEF:23.1%;VTI:23.1%;TSLA:7.7%;QQQ:23.0%;VNQ:23.1%
US:75.7;EU:6.7;APAC:13.1;EM:3.7;Other:0.8
Value:+0.4;Growth:-0.9;Quality:+0.1;Size:-0.1;Momentum:+0.7;LowVol:-0.7
NoMargin
5
25
3.1
hard 10%
101
17.7
Bull
14.9
3.66
2.7
84
83
100
38
false
NoAction
Within bands; monitor
-5
-9
BrokerC
MKT
0
null
null
Normal monitoring
49
11
81
3
false
Within IPS guidelines
P5994
Systematic
401k
USD
2025-12-25
1,206,904
103,704
1,103,200
1
64.1
28
0
7.9
VOO:12.1%;MSFT:24.2%;MUB:15.3%;HYG:24.2%;BRK.B:24.2%
US:65.8;EU:14.5;APAC:9.3;EM:8.2;Other:2.2
Value:+0.5;Growth:+0.8;Quality:+0.4;Size:+0.1;Momentum:-0.9;LowVol:+0.4
null
10
25
5.3
trailing 9%
209
27.6
Sideways
18.5
4.18
3.2
134
32
63
60
false
Buy
Add to core equity +1%
18
-36
BrokerA
VWAP
100
null
null
Normal monitoring
114
-36
163
4
false
Monitor dispersion and breadth
P5995
Active
401k
USD
2025-04-28
2,452,576
275,835
2,176,741
1
64.4
28.4
0
7.2
XLF:17.1%;VTI:19.7%;AMZN:17.0%;MSFT:18.8%;VNQ:10.2%;AAPL:17.2%
US:58.7;EU:17.5;APAC:12.9;EM:6.8;Other:4.1
Value:+0.3;Growth:+0.6;Quality:-0.1;Size:-0.9;Momentum:-0.5;LowVol:+0.3
NoDerivatives
5
30
4.9
hard 12%
217
17.5
Bull
13.8
3.56
3.1
112
86
89
54
false
Buy
Add to core equity +1%
5
-38
BrokerD
LMT
97
null
null
Normal monitoring
29
-39
59
3
false
Within IPS guidelines
P5996
Active
Trust
USD
2025-07-09
1,739,228
131,343
1,607,885
1.08
61.2
24.5
7.4
6.9
HYG:25.8%;VNQ:25.2%;MSFT:23.3%;TSLA:25.8%
US:62.7;EU:14.4;APAC:11.2;EM:9.5;Other:2.2
Value:-0.9;Growth:+0.3;Quality:-0.2;Size:-0.4;Momentum:-0.5;LowVol:+0.9
NoDerivatives
6
30
5.6
trailing 8%
218
16.5
Sideways
17.6
4.38
2.5
107
56
93
55
false
Buy
Add to core equity +1%
-10
-10
BrokerB
LMT
90
null
null
Normal monitoring
10
16
38
5
false
Tax-aware sells next window
P5997
Hands-off
401k
USD
2025-03-20
279,236
16,040
263,196
1
66.4
27.5
0
6.1
XLF:19.3%;QQQ:14.3%;HYG:10.3%;BND:21.8%;GLD:12.9%;BRK.B:21.4%
US:70.1;EU:9.3;APAC:10.6;EM:9.7;Other:0.4
Value:-0.3;Growth:-0.1;Quality:+0.6;Size:-0.6;Momentum:+0.4;LowVol:+0.3
null
10
35
5
hard 10%
98
12.2
Volatile
21.2
4.24
2.4
171
-59
8
52
false
Hedge
Add TLT +1% as duration hedge
2
-33
BrokerD
MKT
92
null
null
Normal monitoring
-22
-39
-48
5
false
Within IPS guidelines
P5998
Opportunistic
Trust
USD
2025-05-05
1,309,300
50,245
1,259,055
1.11
68.6
20.5
4.6
6.3
AMZN:25.0%;VOO:25.0%;MUB:25.0%;VNQ:25.0%
US:69.9;EU:7.1;APAC:11.4;EM:10.4;Other:1.1
Value:+0.3;Growth:+0.8;Quality:0.0;Size:+0.6;Momentum:+0.1;LowVol:+0.8
null
10
30
6
trailing 7%
163
31.1
Volatile
22.3
4.46
2.6
132
76
77
71
true
Reduce
Cut high-beta by 2-3%, add cash
1
9
BrokerC
MKT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-12
14
124
4
false
Monitor dispersion and breadth
P5999
Opportunistic
Taxable
USD
2025-11-12
574,305
37,071
537,234
1
66.2
18.9
9
5.8
QQQ:23.6%;HYG:10.0%;AMZN:13.4%;BND:13.1%;MSFT:23.6%;TSLA:16.2%
US:68.2;EU:9.3;APAC:13.1;EM:6.0;Other:3.4
Value:-0.9;Growth:0.0;Quality:-0.0;Size:-0.4;Momentum:+0.7;LowVol:+0.8
null
5
30
4.6
trailing 7%
211
24.5
Bull
11.2
4.2
3.3
101
117
100
37
false
Sell
Trim extended winner -1%
34
-37
BrokerB
LMT
99
null
null
Normal monitoring
79
-10
139
5
false
Tax-aware sells next window
P6000
Cautious
Taxable
USD
2025-06-27
454,087
43,012
411,075
1
43.7
38.1
2.3
15.9
QQQ:22.5%;MUB:8.0%;VOO:22.5%;VNQ:16.9%;TSLA:16.2%;BND:14.0%
US:69.9;EU:11.2;APAC:9.9;EM:4.8;Other:4.2
Value:+0.1;Growth:-0.2;Quality:-0.9;Size:-0.6;Momentum:+0.1;LowVol:+0.2
NoDerivatives;NoMargin
8
25
5.9
trailing 8%
110
15.1
Bear
31.9
3.77
2
217
-74
22
64
false
Rebalance
Shift +1% to bonds from equity
4
-28
BrokerA
MKT
91
null
null
Normal monitoring
24
-33
44
5
false
Increase defensive factor exposure