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
P0601
Cautious
IRA
USD
2025-04-11
512,343
81,454
430,889
1
44
30.9
12.2
12.9
IEF:17.6%;TSLA:19.9%;VNQ:20.9%;VTI:20.8%;BRK.B:20.9%
US:64.7;EU:8.4;APAC:14.9;EM:11.2;Other:0.9
Value:-0.2;Growth:+0.9;Quality:-0.3;Size:-0.6;Momentum:+0.5;LowVol:+0.2
ESGOnly;NoMargin
7
25
4.2
trailing 8%
169
14.9
Bear
22.7
3.85
1.7
136
1
42
50
true
Hedge
Buy index puts 1% notional
26
-13
BrokerB
MKT
85
VAR>budget
Hedge
Risk above budget threshold
67
-22
142
4
false
Tax-aware sells next window
P0602
Cautious
Taxable
USD
2025-04-02
650,920
79,134
571,786
1
36.7
33.5
16.1
13.8
AAPL:29.4%;BND:29.4%;VNQ:23.0%;HYG:18.2%
US:64.1;EU:13.8;APAC:7.3;EM:14.2;Other:0.7
Value:0.0;Growth:-0.2;Quality:+0.2;Size:-0.3;Momentum:-0.9;LowVol:+0.3
ESGOnly;NoMargin
10
25
5.3
trailing 8%
97
18.5
Bull
12.6
3.58
2.2
79
119
95
24
false
Buy
Add to core equity +1%
7
-11
BrokerA
VWAP
91
null
null
Normal monitoring
-38
-59
8
3
false
Tax-aware sells next window
P0603
Hands-off
Roth
USD
2025-12-06
572,739
27,197
545,542
1
58.5
23.5
10.8
7.1
VTI:17.3%;TLT:18.1%;AAPL:21.5%;BRK.B:7.5%;TSLA:14.2%;MUB:21.5%
US:73.2;EU:10.2;APAC:7.0;EM:9.6;Other:0.0
Value:-0.3;Growth:-0.2;Quality:+0.2;Size:-0.7;Momentum:-0.6;LowVol:-0.7
ESGOnly;NoDerivatives
8
25
5.5
trailing 10%
169
18
Bull
17.7
4.48
2.3
114
62
91
59
false
Buy
Add to core equity +1%
12
-29
BrokerD
MKT
87
null
null
Normal monitoring
40
8
145
5
false
Monitor dispersion and breadth
P0604
Cautious
IRA
USD
2025-10-14
253,153
29,006
224,147
1
50.1
39.2
0
10.7
IEF:16.3%;AMZN:17.4%;AAPL:15.2%;VTI:25.5%;MSFT:25.5%
US:59.1;EU:15.6;APAC:11.6;EM:12.4;Other:1.4
Value:-0.5;Growth:+0.2;Quality:-0.8;Size:-0.2;Momentum:+0.5;LowVol:-0.4
NoDerivatives;NoMargin
7
30
4.8
trailing 10%
115
13.1
Sideways
15.5
4.76
2.1
124
24
55
43
false
Sell
Trim extended winner -1%
24
-7
BrokerA
LMT
94
null
null
Normal monitoring
-35
-18
82
3
false
Increase defensive factor exposure
P0605
Active
Roth
USD
2025-08-01
1,691,835
177,706
1,514,129
1.19
56.4
22.1
14.4
7.1
IEF:19.8%;AAPL:15.6%;BRK.B:21.8%;XLF:21.1%;BND:21.8%
US:69.2;EU:16.1;APAC:6.0;EM:8.0;Other:0.7
Value:+0.8;Growth:+0.1;Quality:+0.4;Size:+0.1;Momentum:-0.7;LowVol:+1.0
null
10
30
5
trailing 9%
162
21.9
Bear
25.1
3.25
1.1
212
-110
5
65
false
NoAction
Within bands; monitor
17
-21
BrokerB
MKT
0
null
null
Normal monitoring
4
-32
9
3
false
Within IPS guidelines
P0606
Active
Roth
USD
2025-05-02
1,430,363
96,405
1,333,958
1
68.5
22
2.5
7.1
XLF:33.3%;GLD:33.3%;AAPL:33.3%
US:68.7;EU:7.9;APAC:11.1;EM:10.1;Other:2.2
Value:+0.3;Growth:-1.0;Quality:-0.3;Size:-0.1;Momentum:-0.2;LowVol:-0.6
null
8
30
4.2
hard 12%
147
17.4
Bull
14.8
4.02
2.4
119
53
86
50
false
Buy
Add to core equity +1%
13
-5
BrokerA
MKT
96
null
null
Normal monitoring
109
-15
75
3
false
Within IPS guidelines
P0607
Hands-off
Taxable
USD
2024-08-25
315,073
13,723
301,350
1
56.5
18.2
17.5
7.9
XLF:28.4%;MSFT:16.7%;MUB:28.4%;TLT:26.5%
US:67.8;EU:14.4;APAC:5.8;EM:10.0;Other:2.0
Value:-0.3;Growth:+0.6;Quality:+0.9;Size:+0.7;Momentum:+0.4;LowVol:+1.0
ESGOnly;MaxPos8%
10
35
4.1
trailing 10%
149
12.8
Bull
17.7
4.81
3.3
86
14
48
52
false
NoAction
Within bands; monitor
9
-1
BrokerC
MKT
0
null
null
Normal monitoring
29
-9
159
4
false
Tighten stops on momentum names
P0608
Systematic
Taxable
USD
2025-12-02
455,564
27,522
428,042
1
58.1
34.1
0
7.8
AMZN:27.5%;GLD:27.5%;VOO:27.5%;VNQ:17.4%
US:68.2;EU:14.9;APAC:5.7;EM:7.3;Other:3.9
Value:+0.8;Growth:-0.8;Quality:-0.6;Size:+0.4;Momentum:+0.6;LowVol:-0.9
MaxPos8%
8
25
5
trailing 9%
160
23
Bull
17.4
3.67
2.1
84
40
77
49
false
Sell
Trim extended winner -1%
-7
11
BrokerC
LMT
98
null
null
Normal monitoring
4
-6
110
3
false
Monitor dispersion and breadth
P0609
Hands-off
Roth
USD
2024-08-13
603,338
26,893
576,445
1
62.4
21.1
9.3
7.3
BND:18.5%;BRK.B:20.1%;AMZN:21.0%;TLT:8.9%;VTI:10.6%;MUB:21.0%
US:63.7;EU:18.0;APAC:8.8;EM:9.0;Other:0.5
Value:+0.3;Growth:+0.2;Quality:+0.8;Size:-0.6;Momentum:+0.6;LowVol:+0.6
ESGOnly;MaxPos5%;NoDerivatives
6
30
3.3
trailing 8%
113
17.7
Bull
17.2
3.85
3.2
72
27
55
45
false
Buy
Add to core equity +1%
-13
6
BrokerC
LMT
96
null
null
Normal monitoring
102
-54
212
4
false
Increase defensive factor exposure
P0610
Systematic
Taxable
USD
2025-01-20
1,328,275
53,715
1,274,560
1
62.8
21.7
5.7
9.7
VTI:24.4%;BND:24.4%;AAPL:11.7%;BRK.B:14.9%;MSFT:24.4%
US:58.0;EU:16.5;APAC:12.5;EM:12.7;Other:0.3
Value:-0.4;Growth:+0.1;Quality:+0.4;Size:+0.8;Momentum:+0.7;LowVol:+0.3
NoDerivatives
6
35
5.3
trailing 9%
188
25.1
Volatile
27.2
4.48
3.6
139
13
63
73
true
Reduce
Cut high-beta by 2-3%, add cash
9
13
BrokerC
VWAP
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-2
17
-36
2
false
Monitor dispersion and breadth
P0611
Hands-off
Trust
USD
2025-07-27
524,158
28,828
495,330
1
55.4
19.2
18.5
6.9
BRK.B:16.9%;MUB:21.3%;IEF:13.1%;VTI:7.3%;AAPL:21.3%;GLD:20.2%
US:68.8;EU:10.8;APAC:10.0;EM:5.0;Other:5.4
Value:-0.4;Growth:+0.9;Quality:-0.0;Size:+0.2;Momentum:+0.7;LowVol:+0.8
ESGOnly
6
30
3.1
trailing 8%
152
19.9
Bear
30
4.49
1.9
160
-90
5
77
true
Reduce
Cut high-beta by 2-3%, add cash
20
11
BrokerC
VWAP
94
VAR>budget
TightenStops
Risk above budget threshold
12
-16
138
3
false
Tighten stops on momentum names
P0612
Cautious
Taxable
USD
2025-12-21
783,983
104,073
679,910
1
47.1
41.7
0
11.2
IEF:17.6%;AMZN:22.3%;VNQ:10.7%;GLD:11.4%;TLT:15.6%;AAPL:22.3%
US:61.0;EU:17.5;APAC:9.0;EM:9.4;Other:3.0
Value:+0.3;Growth:-0.5;Quality:-0.6;Size:+0.4;Momentum:-0.3;LowVol:+0.5
ESGOnly;NoMargin
5
25
5.9
trailing 8%
127
12.2
Sideways
21.4
4.28
2.5
110
11
65
51
false
Rebalance
Shift +1% to bonds from equity
9
11
BrokerB
LMT
99
null
null
Normal monitoring
92
-22
98
4
false
Within IPS guidelines
P0613
Hands-off
401k
USD
2025-03-01
371,046
27,774
343,272
1
73.5
16.9
0
9.6
VTI:20.9%;XLF:20.9%;HYG:9.8%;TLT:11.0%;MSFT:19.4%;VOO:18.0%
US:74.8;EU:5.4;APAC:13.1;EM:3.4;Other:3.3
Value:+0.7;Growth:-0.1;Quality:-1.0;Size:-0.7;Momentum:-0.8;LowVol:+0.5
MaxPos8%
5
35
4.9
trailing 10%
114
14
Volatile
27.4
5.24
4.1
126
-52
21
85
true
Reduce
Cut high-beta by 2-3%, add cash
20
-11
BrokerD
MKT
90
VAR>budget
Hedge
Risk above budget threshold
71
-28
148
4
false
Tighten stops on momentum names
P0614
Active
Roth
USD
2025-06-25
2,483,547
228,710
2,254,837
1
63.5
22.2
7.2
7.1
BND:22.9%;QQQ:22.5%;AAPL:19.5%;TSLA:17.8%;GLD:17.4%
US:59.9;EU:16.0;APAC:13.1;EM:10.6;Other:0.5
Value:+0.6;Growth:-0.9;Quality:+0.9;Size:-1.0;Momentum:0.0;LowVol:-0.3
MaxPos7%;NoDerivatives
7
35
6
trailing 9%
185
26.1
Bear
31
4.29
2
185
31
76
85
true
Rebalance
Rebalance back to target bands
2
-26
BrokerD
VWAP
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
119
18
143
4
false
Within IPS guidelines
P0615
Active
IRA
USD
2024-11-21
633,699
49,327
584,372
1.13
67.5
20.3
4.7
7.6
AAPL:15.3%;MSFT:18.6%;QQQ:11.0%;GLD:18.7%;HYG:16.0%;MUB:20.4%
US:73.6;EU:9.3;APAC:8.4;EM:8.3;Other:0.3
Value:+0.7;Growth:-0.6;Quality:-0.7;Size:-0.6;Momentum:-1.0;LowVol:+0.5
null
5
30
4.5
trailing 8%
212
24.7
Volatile
26.4
5.04
3.5
158
-26
47
81
true
Hedge
Buy index puts 1% notional
33
-15
BrokerD
MKT
97
VAR>budget
Hedge
Risk above budget threshold
-3
16
68
5
false
Increase defensive factor exposure
P0616
Cautious
IRA
USD
2025-10-15
530,706
76,431
454,275
1
37.1
40.1
8.8
14
MUB:33.3%;TLT:33.3%;HYG:33.3%
US:65.4;EU:14.8;APAC:9.0;EM:7.8;Other:3.1
Value:+0.1;Growth:-0.5;Quality:-1.0;Size:-0.1;Momentum:+0.3;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
5
25
3.6
trailing 10%
169
14.4
Bull
15.2
4.76
2.6
74
90
84
26
false
Buy
Add to core equity +1%
-9
12
BrokerA
LMT
98
null
null
Normal monitoring
60
-43
103
3
false
Tighten stops on momentum names
P0617
Hands-off
Roth
USD
2025-02-16
305,392
25,970
279,422
1
71.1
23
0
5.9
GLD:33.3%;MUB:33.3%;BRK.B:33.3%
US:66.7;EU:10.5;APAC:16.6;EM:3.7;Other:2.5
Value:-0.4;Growth:-0.5;Quality:-1.0;Size:+0.8;Momentum:-0.2;LowVol:+0.8
ESGOnly;MaxPos8%
8
30
4.4
hard 10%
97
12.6
Bull
11.4
3.79
2.3
75
1
64
35
false
Rebalance
Shift +1% to bonds from equity
-6
15
BrokerC
MKT
92
null
null
Normal monitoring
52
3
85
3
false
Tighten stops on momentum names
P0618
Systematic
Roth
USD
2024-12-24
1,974,406
172,238
1,802,168
1
65.3
24.2
3.3
7.2
MSFT:33.3%;IEF:33.3%;AMZN:33.3%
US:67.5;EU:11.5;APAC:11.2;EM:8.2;Other:1.5
Value:+0.2;Growth:+0.5;Quality:-0.9;Size:-0.6;Momentum:-0.9;LowVol:-1.0
MaxPos6%
7
35
5
trailing 8%
147
26.8
Bear
30.7
3.45
2.4
205
-25
40
81
true
Rebalance
Rebalance back to target bands
2
8
BrokerA
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
10
-35
133
3
false
Increase defensive factor exposure
P0619
Opportunistic
401k
USD
2025-09-07
1,318,456
96,082
1,222,374
1.1
77.9
11.4
6.6
4.1
BND:22.9%;VTI:14.4%;HYG:16.9%;MUB:22.9%;XLF:22.9%
US:63.8;EU:14.4;APAC:12.5;EM:5.3;Other:4.0
Value:-0.4;Growth:+0.1;Quality:+1.0;Size:+1.0;Momentum:+0.8;LowVol:-0.3
MaxPos5%
8
25
4.9
trailing 9%
217
33.1
Bull
17.3
3.54
2.3
115
10
42
71
false
Sell
Trim extended winner -1%
-5
-39
BrokerC
MKT
91
null
null
Normal monitoring
3
-51
51
4
false
Tighten stops on momentum names
P0620
Hands-off
Taxable
USD
2025-12-01
394,400
16,900
377,500
1
63.9
24.1
5.8
6.2
GLD:37.5%;TLT:37.5%;BRK.B:25.0%
US:67.5;EU:11.3;APAC:10.5;EM:5.9;Other:4.8
Value:+0.6;Growth:-0.5;Quality:-0.2;Size:+0.1;Momentum:0.0;LowVol:+0.3
ESGOnly
8
35
3.6
trailing 8%
144
13.1
Bull
13
4.67
2.1
87
21
47
47
false
Rebalance
Shift +1% to bonds from equity
24
-39
BrokerD
MKT
89
null
null
Normal monitoring
2
-50
28
4
false
Increase defensive factor exposure
P0621
Systematic
401k
USD
2025-03-07
1,433,909
111,573
1,322,336
1
63.2
31.8
0
5.1
TLT:33.5%;HYG:33.5%;MUB:33.0%
US:73.8;EU:9.9;APAC:7.6;EM:7.2;Other:1.5
Value:-0.4;Growth:-0.4;Quality:-0.9;Size:-0.9;Momentum:+0.9;LowVol:-0.3
null
6
30
5
trailing 8%
199
23.5
Bull
13.5
4.62
2.8
88
47
67
53
false
Sell
Trim extended winner -1%
9
15
BrokerB
MKT
93
null
null
Normal monitoring
106
-28
83
4
false
Monitor dispersion and breadth
P0622
Active
Taxable
USD
2025-05-09
1,430,280
123,800
1,306,480
1
67
18.7
5.3
9.1
GLD:33.3%;QQQ:33.3%;VTI:33.3%
US:52.2;EU:19.8;APAC:15.0;EM:10.5;Other:2.5
Value:+0.4;Growth:+0.9;Quality:-0.1;Size:-0.8;Momentum:+0.5;LowVol:+0.7
null
8
30
5.2
trailing 8%
197
22
Bull
15
4.83
2.7
80
119
100
59
false
Rebalance
Shift +1% to bonds from equity
26
13
BrokerD
MKT
97
null
null
Normal monitoring
57
-31
41
5
false
Increase defensive factor exposure
P0623
Hands-off
Taxable
USD
2024-11-27
847,246
65,929
781,317
1
61.5
16.7
12.9
8.9
TSLA:22.9%;IEF:20.8%;GLD:21.6%;VOO:12.0%;VNQ:22.9%
US:69.9;EU:8.2;APAC:6.3;EM:9.9;Other:5.7
Value:-0.9;Growth:+0.7;Quality:+0.6;Size:-0.6;Momentum:+0.9;LowVol:-0.6
NoDerivatives
6
35
5.6
trailing 8%
101
18.1
Bear
34.4
3.94
2.1
182
-7
60
84
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-22
BrokerB
MKT
93
VAR>budget
Pause
Risk above budget threshold
48
-17
159
3
false
Within IPS guidelines
P0624
Systematic
Trust
USD
2025-05-22
665,571
63,438
602,133
1
58.4
25
8.4
8.2
BND:33.3%;HYG:33.3%;XLF:33.3%
US:73.3;EU:13.7;APAC:8.7;EM:4.1;Other:0.2
Value:-0.9;Growth:+0.4;Quality:0.0;Size:+0.6;Momentum:+0.1;LowVol:-0.1
null
8
30
5.2
trailing 8%
182
18.1
Volatile
21.9
3.99
2.7
122
80
80
57
true
Hedge
Buy index puts 1% notional
-14
13
BrokerD
LMT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-2
6
93
3
false
Tax-aware sells next window
P0625
Active
Trust
USD
2025-08-18
1,869,861
118,782
1,751,079
1
51.5
25.6
16.5
6.4
AMZN:26.1%;VTI:26.1%;MUB:21.6%;GLD:26.1%
US:64.3;EU:16.5;APAC:7.0;EM:8.2;Other:4.1
Value:+0.1;Growth:+0.8;Quality:-0.3;Size:-0.2;Momentum:+0.3;LowVol:+0.2
MaxPos7%;NoDerivatives
10
30
5.9
trailing 8%
219
20
Sideways
14.4
4.95
2
131
1
65
35
false
Hedge
Add TLT +1% as duration hedge
-14
13
BrokerB
MKT
89
null
null
Normal monitoring
-8
-47
114
3
false
Tax-aware sells next window
P0626
Cautious
IRA
USD
2024-10-29
842,381
76,540
765,841
1
36.1
39
7.1
17.7
MSFT:30.4%;HYG:34.8%;BRK.B:34.8%
US:59.6;EU:16.6;APAC:15.2;EM:6.2;Other:2.3
Value:+0.1;Growth:+0.4;Quality:-0.7;Size:-0.4;Momentum:+0.1;LowVol:+0.2
NoDerivatives;NoMargin
7
35
5.5
trailing 10%
116
17.5
Bear
32.4
4.18
1.9
215
-20
44
58
false
NoAction
Within bands; monitor
16
-36
BrokerB
MKT
0
null
null
Normal monitoring
-46
-16
-6
5
false
Tax-aware sells next window
P0627
Cautious
Trust
USD
2025-11-27
232,505
26,836
205,669
1
44.8
41.4
0
13.8
QQQ:21.7%;VNQ:26.1%;XLF:26.1%;MSFT:26.1%
US:71.7;EU:7.1;APAC:9.8;EM:7.4;Other:4.0
Value:-0.6;Growth:-0.9;Quality:+0.3;Size:-0.0;Momentum:+0.1;LowVol:+0.9
MaxPos6%;NoDerivatives;NoMargin
6
30
3.2
trailing 8%
90
18.5
Bull
12.7
4.6
2.5
117
93
85
39
false
Rebalance
Shift +1% to bonds from equity
25
-10
BrokerB
LMT
100
null
null
Normal monitoring
-6
-48
76
5
false
Tax-aware sells next window
P0628
Systematic
Taxable
USD
2024-09-18
1,580,789
90,681
1,490,108
1
57.4
23.5
12
7.1
AMZN:17.2%;VOO:9.0%;VTI:24.6%;MUB:24.6%;GLD:24.6%
US:73.5;EU:10.0;APAC:7.4;EM:5.5;Other:3.5
Value:+0.3;Growth:-0.2;Quality:-0.3;Size:-0.6;Momentum:+0.4;LowVol:-0.1
MaxPos6%
10
35
5.4
trailing 9%
142
17.9
Sideways
14.8
4.04
2.2
111
-28
25
41
false
Buy
Add to core equity +1%
18
-38
BrokerA
VWAP
93
null
null
Normal monitoring
-39
-9
101
3
false
Monitor dispersion and breadth
P0629
Active
Trust
USD
2024-10-22
1,474,885
96,901
1,377,984
1
57.1
23.3
11.7
7.9
VOO:27.5%;BRK.B:20.4%;XLF:24.6%;TSLA:27.5%
US:61.4;EU:17.2;APAC:13.8;EM:4.4;Other:3.2
Value:-0.3;Growth:+0.9;Quality:-0.2;Size:-1.0;Momentum:+0.1;LowVol:+0.5
NoDerivatives
6
25
5.6
hard 12%
165
21.2
Bull
11.5
4.76
3
114
82
88
41
false
Sell
Trim extended winner -1%
-1
4
BrokerD
LMT
94
null
null
Normal monitoring
89
-50
172
3
false
Monitor dispersion and breadth
P0630
Cautious
Taxable
USD
2025-03-02
642,331
84,312
558,019
1
43.5
38.3
1.5
16.7
BRK.B:33.3%;GLD:33.3%;QQQ:33.3%
US:60.8;EU:17.7;APAC:14.8;EM:4.5;Other:2.2
Value:-0.4;Growth:-0.6;Quality:-0.4;Size:+1.0;Momentum:-0.2;LowVol:+0.7
ESGOnly;NoDerivatives;NoMargin
7
30
4.2
trailing 8%
155
19.5
Bull
16.3
3.55
3
115
98
100
36
false
Hedge
Add TLT +1% as duration hedge
32
-37
BrokerB
MKT
95
null
null
Normal monitoring
-12
-48
39
5
false
Tighten stops on momentum names
P0631
Opportunistic
Roth
USD
2025-07-13
373,820
31,979
341,841
1
70
14.4
8.8
6.8
HYG:35.7%;VNQ:35.7%;AMZN:28.5%
US:75.1;EU:8.3;APAC:9.3;EM:4.8;Other:2.4
Value:-0.8;Growth:+0.2;Quality:+0.1;Size:-0.5;Momentum:-0.1;LowVol:-1.0
null
8
30
6.4
trailing 7%
201
21.9
Bull
13.5
4.18
2.8
112
23
55
50
false
Sell
Trim extended winner -1%
-6
-30
BrokerC
LMT
100
null
null
Normal monitoring
69
-20
108
4
false
Tighten stops on momentum names
P0632
Opportunistic
Roth
USD
2025-02-26
1,759,172
143,880
1,615,292
1
74.7
10.4
10.5
4.5
VTI:21.6%;HYG:26.1%;VOO:26.1%;VNQ:26.1%
US:80.2;EU:5.3;APAC:7.4;EM:4.8;Other:2.4
Value:+0.7;Growth:+0.9;Quality:-0.7;Size:+0.8;Momentum:-0.6;LowVol:0.0
null
5
25
4.1
trailing 7%
232
33.8
Bear
24.1
3.58
1.9
139
-21
30
78
true
Hedge
Buy index puts 1% notional
6
-37
BrokerD
MKT
94
RegimeShift
TightenStops
Volatility spike and breadth deterioration
39
-34
3
4
false
Increase defensive factor exposure
P0633
Hands-off
IRA
USD
2025-05-26
484,756
36,218
448,538
1
61.7
21.7
10.8
5.7
BRK.B:26.7%;VNQ:26.9%;VTI:19.4%;BND:26.9%
US:58.0;EU:17.4;APAC:13.8;EM:8.5;Other:2.4
Value:-0.9;Growth:-0.1;Quality:+0.9;Size:+0.3;Momentum:-0.4;LowVol:+0.7
ESGOnly;MaxPos7%;NoDerivatives
6
30
4.2
trailing 8%
124
19.1
Volatile
24.2
4.55
3.6
118
-15
36
57
false
Buy
Add to core equity +1%
11
-29
BrokerC
MKT
93
null
null
Normal monitoring
90
-6
174
5
false
Within IPS guidelines
P0634
Hands-off
Trust
USD
2025-08-10
891,595
50,775
840,820
1
55.4
16.1
18.9
9.6
TLT:17.4%;QQQ:18.5%;AMZN:22.1%;TSLA:19.8%;IEF:22.1%
US:65.1;EU:16.0;APAC:12.3;EM:5.2;Other:1.4
Value:-0.9;Growth:-1.0;Quality:+0.3;Size:-0.6;Momentum:-0.1;LowVol:+0.6
ESGOnly
5
25
4.6
hard 10%
148
12.3
Volatile
31.2
5.08
2.7
121
-28
49
82
true
Hedge
Buy index puts 1% notional
18
-19
BrokerB
MKT
95
VAR>budget
Hedge
Risk above budget threshold
-37
-43
0
2
false
Increase defensive factor exposure
P0635
Active
401k
USD
2025-10-11
532,001
49,987
482,014
1
65.7
24.2
2.1
7.9
VOO:13.9%;XLF:22.4%;HYG:16.1%;IEF:23.8%;AAPL:23.8%
US:64.8;EU:9.0;APAC:11.1;EM:11.3;Other:3.7
Value:+0.5;Growth:-0.1;Quality:-0.6;Size:+0.1;Momentum:0.0;LowVol:-0.1
NoDerivatives
8
35
5.9
hard 12%
132
21.2
Bull
12.8
4.05
2.5
78
36
59
46
false
Sell
Trim extended winner -1%
-14
13
BrokerC
MKT
90
null
null
Normal monitoring
-59
15
-53
3
false
Monitor dispersion and breadth
P0636
Systematic
Taxable
USD
2025-02-20
1,666,252
147,714
1,518,538
1
58.3
33.6
2.2
6
BRK.B:32.6%;HYG:33.7%;QQQ:33.7%
US:58.7;EU:16.1;APAC:13.0;EM:9.9;Other:2.4
Value:-0.9;Growth:0.0;Quality:+0.3;Size:+0.3;Momentum:-0.2;LowVol:+0.6
NoDerivatives
7
35
4.3
hard 12%
149
22
Bull
14.9
3.73
2.9
98
12
50
43
false
Sell
Trim extended winner -1%
17
-20
BrokerA
LMT
98
null
null
Normal monitoring
-50
-30
-10
4
false
Tighten stops on momentum names
P0637
Opportunistic
Roth
USD
2025-01-01
546,940
26,225
520,715
1.08
66.9
20.2
5.7
7.3
AMZN:19.9%;BND:26.7%;TSLA:26.7%;QQQ:26.7%
US:71.1;EU:8.9;APAC:8.3;EM:10.8;Other:0.9
Value:0.0;Growth:-0.3;Quality:-0.1;Size:+0.3;Momentum:+0.7;LowVol:+0.9
MaxPos7%;NoDerivatives
5
30
5.9
trailing 9%
198
34.6
Bull
15
4.48
3.4
70
36
64
50
false
Rebalance
Shift +1% to bonds from equity
-13
-23
BrokerD
LMT
89
null
null
Normal monitoring
-13
-60
122
3
false
Monitor dispersion and breadth
P0638
Hands-off
Taxable
USD
2025-10-05
672,349
61,879
610,470
1
57.3
16.9
20.2
5.6
BRK.B:33.4%;MSFT:33.4%;TLT:33.3%
US:73.9;EU:11.1;APAC:8.0;EM:4.3;Other:2.9
Value:-0.6;Growth:+0.6;Quality:+0.2;Size:-0.5;Momentum:+0.6;LowVol:-0.9
null
6
25
4.1
trailing 10%
147
17.9
Volatile
27.9
4.82
3.9
150
-21
33
70
true
Hedge
Buy index puts 1% notional
27
-3
BrokerC
LMT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
80
-34
167
3
false
Monitor dispersion and breadth
P0639
Active
401k
USD
2025-09-29
2,355,068
162,581
2,192,487
1
58.5
30.9
3.8
6.7
TLT:19.4%;MSFT:15.7%;VNQ:15.0%;BND:17.3%;IEF:21.0%;BRK.B:11.6%
US:57.2;EU:14.9;APAC:13.2;EM:9.8;Other:4.9
Value:+0.6;Growth:-0.2;Quality:+0.1;Size:-0.6;Momentum:0.0;LowVol:-0.3
null
8
30
5.7
trailing 9%
203
18
Volatile
30.7
4.74
4.5
111
-19
31
72
true
Rebalance
Rebalance back to target bands
27
-16
BrokerC
LMT
89
VAR>budget
Hedge
Risk above budget threshold
-10
-51
130
3
false
Tighten stops on momentum names
P0640
Systematic
Trust
USD
2025-10-28
1,951,805
103,535
1,848,270
1
56
21.4
16.2
6.4
VOO:25.5%;TSLA:25.5%;AAPL:23.4%;BRK.B:25.5%
US:74.3;EU:6.3;APAC:9.5;EM:9.5;Other:0.4
Value:+0.4;Growth:-0.2;Quality:-0.1;Size:+0.8;Momentum:-0.2;LowVol:+0.8
null
7
25
4.3
trailing 8%
172
20.9
Volatile
23
4.58
3.9
128
62
76
53
false
Buy
Add to core equity +1%
-10
-12
BrokerC
LMT
92
null
null
Normal monitoring
-28
-58
72
3
false
Monitor dispersion and breadth
P0641
Cautious
IRA
USD
2024-11-03
622,461
65,668
556,793
1
52.8
29.9
0
17.3
AMZN:21.9%;VOO:21.9%;GLD:15.7%;IEF:18.4%;BND:21.9%
US:67.4;EU:7.1;APAC:14.0;EM:8.5;Other:3.1
Value:-0.2;Growth:+0.6;Quality:+0.2;Size:-0.7;Momentum:-0.8;LowVol:-0.3
MaxPos5%;NoMargin
5
30
5.2
trailing 8%
138
13.1
Bull
17.5
3.6
3.2
98
74
100
52
false
Buy
Add to core equity +1%
1
-13
BrokerC
MKT
99
null
null
Normal monitoring
-30
-17
87
5
false
Monitor dispersion and breadth
P0642
Cautious
401k
USD
2024-08-19
817,810
96,973
720,837
1
38.6
40.8
7.9
12.8
MUB:10.8%;AAPL:19.4%;BRK.B:23.3%;TSLA:23.3%;GLD:23.3%
US:73.4;EU:8.6;APAC:6.9;EM:8.6;Other:2.5
Value:+0.1;Growth:-0.8;Quality:+0.8;Size:+0.4;Momentum:-0.7;LowVol:+0.5
MaxPos6%;NoMargin
10
30
4.5
trailing 8%
167
17.2
Bull
12.7
3.73
3.3
70
7
61
29
false
NoAction
Within bands; monitor
35
4
BrokerA
MKT
0
null
null
Normal monitoring
-37
-2
95
3
false
Within IPS guidelines
P0643
Hands-off
Trust
USD
2024-09-28
257,147
14,313
242,834
1
70.7
16.2
4.4
8.7
MSFT:12.4%;TSLA:23.1%;TLT:23.1%;BRK.B:18.2%;QQQ:23.1%
US:78.2;EU:6.5;APAC:9.3;EM:4.2;Other:1.8
Value:+0.9;Growth:-0.9;Quality:+0.9;Size:+0.1;Momentum:+0.1;LowVol:-0.5
NoDerivatives
6
30
5.6
hard 10%
142
12.3
Volatile
22.3
3.53
2.2
130
74
91
69
false
Sell
Trim extended winner -1%
32
-11
BrokerB
VWAP
86
null
null
Normal monitoring
-38
-50
29
5
false
Within IPS guidelines
P0644
Opportunistic
Taxable
USD
2025-09-14
1,248,314
91,775
1,156,539
1
73.4
11.5
10
5.1
BND:16.4%;MUB:14.4%;VOO:20.9%;HYG:16.3%;VNQ:12.8%;XLF:19.1%
US:71.5;EU:16.8;APAC:5.5;EM:5.6;Other:0.5
Value:+0.3;Growth:-0.2;Quality:-0.4;Size:-1.0;Momentum:+0.7;LowVol:-0.6
NoDerivatives
6
35
6.5
trailing 7%
256
31.7
Bull
15.6
3.96
2.2
70
117
100
56
false
Sell
Trim extended winner -1%
3
1
BrokerA
LMT
98
null
null
Normal monitoring
-41
-2
1
5
false
Tax-aware sells next window
P0645
Systematic
Taxable
USD
2024-10-11
1,625,908
158,177
1,467,731
1
55.9
24.9
13.3
5.9
TLT:33.3%;MSFT:33.3%;TSLA:33.3%
US:70.1;EU:10.8;APAC:10.6;EM:5.5;Other:3.1
Value:-0.4;Growth:+1.0;Quality:-0.4;Size:-0.3;Momentum:-0.3;LowVol:-0.1
null
10
30
5.4
trailing 9%
226
21.1
Bull
11.7
3.6
2.1
70
31
50
41
false
Rebalance
Shift +1% to bonds from equity
25
-9
BrokerB
LMT
90
null
null
Normal monitoring
-10
-7
-44
4
false
Increase defensive factor exposure
P0646
Cautious
IRA
USD
2025-02-13
690,984
94,293
596,691
1
48.7
39.7
0
11.6
VNQ:22.8%;GLD:22.8%;BND:22.8%;VTI:18.8%;XLF:12.9%
US:71.6;EU:8.2;APAC:11.7;EM:6.2;Other:2.4
Value:-1.0;Growth:+0.6;Quality:+0.2;Size:-0.6;Momentum:+0.7;LowVol:0.0
NoMargin
6
30
5.6
trailing 8%
112
17.9
Bull
15.4
4.67
2.9
116
43
69
37
false
Buy
Add to core equity +1%
-2
-8
BrokerA
LMT
98
null
null
Normal monitoring
52
-34
162
5
false
Within IPS guidelines
P0647
Systematic
401k
USD
2025-05-18
1,165,807
50,048
1,115,759
1
68.9
21.4
0.5
9.3
TLT:24.2%;VTI:25.3%;AAPL:25.3%;HYG:25.3%
US:64.1;EU:12.7;APAC:12.1;EM:8.3;Other:2.7
Value:-0.9;Growth:0.0;Quality:-1.0;Size:+0.2;Momentum:-0.4;LowVol:+0.9
null
10
30
5.7
trailing 8%
138
19
Volatile
20.4
4.96
2.5
129
34
81
59
false
Rebalance
Shift +1% to bonds from equity
20
13
BrokerA
MKT
98
null
null
Normal monitoring
-39
-26
61
5
false
Increase defensive factor exposure
P0648
Hands-off
Trust
USD
2025-01-18
460,938
41,582
419,356
1
60.9
22.4
10.1
6.6
AAPL:33.3%;VTI:33.3%;HYG:33.3%
US:70.5;EU:17.1;APAC:6.7;EM:4.2;Other:1.5
Value:+0.2;Growth:+0.5;Quality:+1.0;Size:+0.2;Momentum:+0.7;LowVol:+0.7
MaxPos7%;NoDerivatives
7
25
4.4
trailing 8%
167
14.7
Bull
12.8
3.69
3
110
100
100
44
true
Hedge
Buy index puts 1% notional
-4
-6
BrokerA
LMT
86
Drift>tolerance
Pause
Allocation drift beyond policy bands
49
-42
18
4
false
Tax-aware sells next window
P0649
Systematic
401k
USD
2025-08-13
1,764,831
146,256
1,618,575
1
67.7
20.3
5
7
HYG:33.3%;VOO:33.3%;BRK.B:33.3%
US:70.2;EU:6.7;APAC:13.7;EM:7.4;Other:2.0
Value:+0.1;Growth:-1.0;Quality:-0.4;Size:-0.7;Momentum:+0.2;LowVol:-0.0
NoDerivatives
7
35
5.2
trailing 8%
214
16.9
Bull
16.2
3.66
3.5
71
31
62
46
false
Hedge
Add TLT +1% as duration hedge
2
-22
BrokerD
LMT
100
null
null
Normal monitoring
-11
-6
116
4
false
Increase defensive factor exposure
P0650
Systematic
Taxable
USD
2025-06-16
1,943,029
95,353
1,847,676
1
66
26.7
0
7.4
XLF:19.9%;MUB:8.6%;BND:23.8%;QQQ:23.8%;AAPL:23.8%
US:76.5;EU:10.5;APAC:9.5;EM:3.1;Other:0.5
Value:+0.1;Growth:-0.7;Quality:+0.3;Size:+0.6;Momentum:-1.0;LowVol:+0.5
null
7
30
4.5
trailing 8%
219
19.2
Bull
13.3
3.7
2.9
84
54
62
46
true
Rebalance
Rebalance back to target bands
-8
-12
BrokerA
VWAP
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
-35
-30
104
5
true
Monitor dispersion and breadth
P0651
Hands-off
IRA
USD
2025-05-29
539,509
46,996
492,513
1
64.8
17.4
12.2
5.5
TLT:11.9%;AMZN:18.3%;HYG:20.8%;BND:24.5%;QQQ:24.5%
US:58.4;EU:14.8;APAC:11.4;EM:11.4;Other:4.0
Value:+0.4;Growth:+0.4;Quality:-0.1;Size:-0.2;Momentum:+0.9;LowVol:+0.5
ESGOnly;MaxPos6%;NoDerivatives
7
30
4.1
trailing 8%
108
15.9
Volatile
25.4
5.35
2.1
161
51
67
79
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-30
BrokerC
MKT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
109
6
202
3
false
Within IPS guidelines
P0652
Opportunistic
401k
USD
2024-10-22
1,672,791
130,819
1,541,972
1
67.6
12.6
12.5
7.3
BRK.B:17.1%;BND:21.6%;AAPL:21.6%;AMZN:9.2%;VTI:12.4%;MSFT:18.0%
US:66.2;EU:16.4;APAC:11.6;EM:5.4;Other:0.4
Value:+0.9;Growth:+0.1;Quality:-0.9;Size:-0.5;Momentum:+0.4;LowVol:-0.0
MaxPos7%;NoDerivatives
10
35
4.9
hard 12%
234
34
Volatile
27.3
3.61
2.7
146
73
87
82
true
Reduce
Cut high-beta by 2-3%, add cash
13
-15
BrokerD
VWAP
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
118
-2
256
4
false
Within IPS guidelines
P0653
Active
Roth
USD
2024-09-22
636,721
61,869
574,852
1
69.9
20
2.3
7.9
QQQ:22.7%;BND:22.7%;HYG:21.4%;BRK.B:11.9%;VOO:7.7%;XLF:13.6%
US:60.1;EU:20.2;APAC:15.8;EM:3.3;Other:0.7
Value:+0.8;Growth:-0.4;Quality:-1.0;Size:-0.8;Momentum:-0.3;LowVol:+0.5
MaxPos8%
8
30
5.9
hard 12%
194
26.5
Sideways
20.7
3.79
2.6
119
57
67
53
false
NoAction
Within bands; monitor
28
2
BrokerB
MKT
0
null
null
Normal monitoring
118
14
224
4
false
Monitor dispersion and breadth
P0654
Active
IRA
USD
2024-12-18
1,783,143
130,628
1,652,515
1
63.8
30.6
0
5.5
VTI:33.3%;HYG:33.3%;MUB:33.3%
US:69.4;EU:9.9;APAC:5.2;EM:11.2;Other:4.3
Value:-0.3;Growth:+0.6;Quality:+0.3;Size:-0.4;Momentum:-0.2;LowVol:+0.8
MaxPos7%;NoDerivatives
10
30
4
hard 12%
170
17.8
Bull
11.4
3.62
2.8
82
97
94
51
false
Buy
Add to core equity +1%
21
-10
BrokerA
LMT
85
null
null
Normal monitoring
30
-32
146
3
false
Increase defensive factor exposure
P0655
Cautious
IRA
USD
2024-09-12
328,550
40,584
287,966
1
50.3
33.3
0
16.5
AMZN:22.9%;HYG:22.9%;QQQ:22.9%;MUB:22.9%;VNQ:8.5%
US:67.2;EU:16.1;APAC:9.1;EM:3.4;Other:4.2
Value:-1.0;Growth:-0.7;Quality:-0.7;Size:-0.7;Momentum:-0.5;LowVol:+1.0
ESGOnly;NoMargin
6
25
4
trailing 10%
139
19.9
Volatile
32
4.01
2.8
114
20
61
81
true
Hedge
Buy index puts 1% notional
31
-7
BrokerB
VWAP
91
VAR>budget
Reduce
Risk above budget threshold
84
11
220
3
false
Tax-aware sells next window
P0656
Systematic
Trust
USD
2025-09-25
1,520,797
85,103
1,435,694
1
66.1
25.6
0
8.3
BND:19.2%;AMZN:19.3%;VTI:20.9%;XLF:17.8%;HYG:8.2%;TSLA:14.6%
US:64.0;EU:20.8;APAC:7.6;EM:4.3;Other:3.3
Value:-0.1;Growth:-0.6;Quality:-0.7;Size:-0.0;Momentum:+0.8;LowVol:+0.2
MaxPos8%
5
35
4.5
trailing 9%
154
26.1
Bull
16.2
4
2.4
96
118
97
52
true
Hedge
Buy index puts 1% notional
-3
6
BrokerC
MKT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
62
-49
157
3
false
Tighten stops on momentum names
P0657
Cautious
IRA
USD
2024-11-21
170,491
17,183
153,308
1
36.5
32.9
18.9
11.7
HYG:33.1%;BND:33.4%;MUB:33.4%
US:61.4;EU:9.7;APAC:15.9;EM:11.7;Other:1.2
Value:+0.6;Growth:-0.5;Quality:-0.7;Size:+0.2;Momentum:+0.6;LowVol:-0.7
MaxPos8%;NoMargin
5
25
3.7
trailing 10%
145
15.3
Volatile
20.1
4.03
2.5
132
-56
28
40
false
Sell
Trim extended winner -1%
-15
-16
BrokerA
LMT
86
null
null
Normal monitoring
83
-1
135
5
false
Tighten stops on momentum names
P0658
Cautious
Trust
USD
2025-05-19
761,603
111,483
650,120
1
44.2
41
0
14.7
XLF:25.0%;TLT:25.0%;TSLA:25.0%;VTI:25.0%
US:56.8;EU:18.6;APAC:11.3;EM:9.4;Other:3.9
Value:-0.2;Growth:-0.8;Quality:-0.2;Size:-0.9;Momentum:-0.2;LowVol:+0.5
MaxPos5%;NoMargin
7
35
5.1
hard 10%
159
14.7
Bull
12.2
3.64
2.9
93
23
53
25
false
Rebalance
Shift +1% to bonds from equity
20
-27
BrokerD
LMT
88
null
null
Normal monitoring
9
-5
52
4
false
Within IPS guidelines
P0659
Opportunistic
Roth
USD
2024-08-05
782,446
44,947
737,499
1
65.6
21.8
6.2
6.5
HYG:25.7%;AAPL:22.9%;QQQ:25.7%;VOO:25.7%
US:68.7;EU:15.7;APAC:8.7;EM:3.9;Other:3.0
Value:+0.8;Growth:-0.1;Quality:-0.2;Size:+0.9;Momentum:-0.3;LowVol:+0.5
null
5
30
5
trailing 7%
247
22.8
Bear
31.2
3.77
1.1
211
-7
31
83
true
Reduce
Cut high-beta by 2-3%, add cash
34
11
BrokerD
MKT
97
VAR>budget
Hedge
Risk above budget threshold
-5
-7
46
4
false
Monitor dispersion and breadth
P0660
Opportunistic
Roth
USD
2025-07-15
891,805
41,205
850,600
1.23
66.1
10.5
16.8
6.6
TLT:15.3%;IEF:24.8%;AMZN:11.7%;HYG:23.4%;BND:24.8%
US:66.7;EU:12.7;APAC:12.5;EM:3.9;Other:4.2
Value:+0.7;Growth:-0.5;Quality:+0.2;Size:+0.5;Momentum:-0.1;LowVol:+0.1
null
10
30
6.4
trailing 9%
275
21.9
Volatile
20.9
4.02
3.3
147
-12
56
68
false
Sell
Trim extended winner -1%
24
11
BrokerA
LMT
99
null
null
Normal monitoring
31
12
158
5
false
Tax-aware sells next window
P0661
Cautious
IRA
USD
2025-08-30
447,953
57,502
390,451
1
44.1
33.9
4.7
17.3
TLT:22.3%;MSFT:19.1%;VNQ:23.1%;AAPL:13.3%;IEF:22.2%
US:73.5;EU:6.3;APAC:10.7;EM:3.8;Other:5.7
Value:+0.7;Growth:+0.8;Quality:+0.8;Size:-0.3;Momentum:-0.5;LowVol:-0.7
MaxPos8%;NoMargin
6
30
4.1
trailing 8%
137
15.8
Bull
11
3.99
2.8
82
34
74
28
false
NoAction
Within bands; monitor
9
-16
BrokerC
VWAP
95
null
null
Normal monitoring
-50
17
55
5
false
Monitor dispersion and breadth
P0662
Hands-off
Trust
USD
2025-04-14
578,487
27,292
551,195
1
56
21.8
12.6
9.6
VNQ:7.4%;IEF:11.8%;GLD:23.2%;AAPL:22.0%;VTI:23.2%;XLF:12.3%
US:70.6;EU:14.3;APAC:6.1;EM:6.0;Other:3.0
Value:-0.3;Growth:+0.9;Quality:-0.6;Size:-0.8;Momentum:-0.8;LowVol:+0.9
ESGOnly;NoDerivatives
5
25
4.3
trailing 8%
119
15.8
Bull
14
4.54
3.1
77
18
49
31
false
Rebalance
Shift +1% to bonds from equity
19
-7
BrokerD
LMT
93
null
null
Normal monitoring
-13
0
111
5
false
Within IPS guidelines
P0663
Cautious
Roth
USD
2025-10-01
799,548
80,283
719,265
1
37.9
43.9
4.3
13.9
VNQ:24.2%;BRK.B:24.2%;AAPL:24.2%;QQQ:12.0%;BND:15.4%
US:59.6;EU:16.7;APAC:11.4;EM:10.4;Other:2.0
Value:+0.8;Growth:+0.3;Quality:-0.4;Size:-1.0;Momentum:-0.2;LowVol:-0.8
ESGOnly;NoMargin
10
25
3.7
trailing 8%
112
12.7
Bull
12.8
3.89
3.3
117
43
82
35
false
Hedge
Add TLT +1% as duration hedge
1
15
BrokerC
LMT
94
null
null
Normal monitoring
-41
-17
31
4
false
Monitor dispersion and breadth
P0664
Hands-off
401k
USD
2024-11-18
728,560
49,800
678,760
1
71.5
18.8
0
9.7
AAPL:22.4%;HYG:25.9%;TLT:25.9%;BRK.B:25.9%
US:55.4;EU:18.9;APAC:10.9;EM:11.0;Other:3.8
Value:-1.0;Growth:-0.8;Quality:-0.6;Size:+0.4;Momentum:-0.8;LowVol:-0.3
ESGOnly
10
25
4.9
hard 10%
149
14
Bear
31.7
4.31
1.2
165
-19
51
76
true
Hedge
Buy index puts 1% notional
34
2
BrokerA
LMT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
22
-10
-18
3
false
Increase defensive factor exposure
P0665
Opportunistic
Trust
USD
2025-11-02
595,362
27,584
567,778
1.1
66.8
12.6
15.8
4.8
TSLA:14.9%;BND:23.4%;VTI:23.4%;AAPL:23.4%;TLT:14.8%
US:68.7;EU:13.4;APAC:9.2;EM:7.6;Other:1.1
Value:+0.5;Growth:+0.3;Quality:+0.2;Size:+0.3;Momentum:-0.7;LowVol:+0.2
null
5
30
6.7
trailing 9%
205
30.3
Volatile
25.4
4.08
3.3
165
67
72
60
false
Buy
Add to core equity +1%
18
-14
BrokerB
MKT
85
null
null
Normal monitoring
-41
-5
32
3
false
Increase defensive factor exposure
P0666
Active
401k
USD
2025-07-31
2,418,213
279,367
2,138,846
1
54.8
25.9
11.4
7.9
VOO:33.3%;QQQ:33.3%;AMZN:33.3%
US:63.2;EU:16.8;APAC:7.5;EM:8.7;Other:3.8
Value:-0.1;Growth:+0.6;Quality:+0.1;Size:+0.7;Momentum:+0.3;LowVol:-0.7
MaxPos7%
10
25
4.2
hard 12%
183
23.8
Bull
12.1
4.89
2.3
86
70
84
30
false
Rebalance
Shift +1% to bonds from equity
1
15
BrokerB
MKT
90
null
null
Normal monitoring
65
1
155
5
false
Increase defensive factor exposure
P0667
Active
Roth
USD
2025-01-31
889,023
97,712
791,311
1
52.6
24.1
17.6
5.7
TSLA:28.6%;VOO:20.5%;HYG:28.6%;AAPL:22.3%
US:70.1;EU:9.2;APAC:9.7;EM:4.7;Other:6.4
Value:-0.0;Growth:+0.5;Quality:-0.5;Size:-0.6;Momentum:-0.3;LowVol:-0.8
NoDerivatives
5
25
5.9
trailing 8%
174
27.9
Bull
15.4
4.6
3.4
94
6
61
38
true
Hedge
Buy index puts 1% notional
-4
-31
BrokerD
VWAP
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
6
-58
83
3
true
Increase defensive factor exposure
P0668
Cautious
IRA
USD
2025-02-25
620,593
71,937
548,656
1
35.1
34.5
12.4
18
AMZN:21.7%;MSFT:20.1%;GLD:6.1%;TLT:21.7%;VNQ:12.1%;AAPL:18.3%
US:60.5;EU:8.6;APAC:13.5;EM:13.6;Other:3.8
Value:+0.2;Growth:+0.1;Quality:-0.9;Size:+0.5;Momentum:-0.1;LowVol:-0.9
ESGOnly;MaxPos5%;NoMargin
10
25
3.4
hard 10%
105
13
Volatile
30.3
4.71
2.4
150
-49
18
67
false
Rebalance
Shift +1% to bonds from equity
34
2
BrokerA
VWAP
96
null
null
Normal monitoring
-41
10
95
3
false
Within IPS guidelines
P0669
Hands-off
Roth
USD
2025-03-22
849,717
74,637
775,080
1
65.1
27.6
0
7.2
TLT:29.2%;HYG:12.3%;VOO:29.2%;XLF:29.2%
US:67.5;EU:10.9;APAC:9.2;EM:11.7;Other:0.6
Value:-0.3;Growth:+0.8;Quality:-0.6;Size:+0.5;Momentum:-0.5;LowVol:-0.5
ESGOnly
5
30
3.3
hard 10%
143
17.6
Bull
12.7
4.28
2.2
108
9
46
38
false
Buy
Add to core equity +1%
10
-4
BrokerB
VWAP
85
null
null
Normal monitoring
112
-60
183
3
false
Increase defensive factor exposure
P0670
Active
Roth
USD
2025-06-16
1,208,541
128,996
1,079,545
1
55.7
18.4
17.7
8.2
QQQ:23.4%;AMZN:13.4%;GLD:16.3%;TSLA:23.5%;VOO:23.5%
US:63.9;EU:10.5;APAC:15.5;EM:6.7;Other:3.4
Value:-0.7;Growth:+0.7;Quality:+0.4;Size:-0.6;Momentum:+0.5;LowVol:-0.7
NoDerivatives
7
30
5.2
trailing 8%
147
25
Volatile
29.8
4.24
2.2
174
34
54
69
false
NoAction
Within bands; monitor
22
14
BrokerB
MKT
0
null
null
Normal monitoring
103
16
113
3
false
Increase defensive factor exposure
P0671
Active
401k
USD
2025-06-21
1,186,274
119,137
1,067,137
1
57.8
24.4
9
8.8
QQQ:19.3%;XLF:9.9%;VNQ:21.2%;MUB:21.2%;VTI:17.7%;IEF:10.8%
US:68.1;EU:6.5;APAC:11.7;EM:10.0;Other:3.6
Value:-0.6;Growth:+0.6;Quality:+0.8;Size:+0.3;Momentum:+0.2;LowVol:-0.5
NoDerivatives
10
35
5.7
trailing 9%
186
23.9
Volatile
25.8
3.53
3.3
162
47
82
65
false
Buy
Add to core equity +1%
6
-23
BrokerB
VWAP
89
null
null
Normal monitoring
112
-55
93
4
false
Monitor dispersion and breadth
P0672
Cautious
Roth
USD
2025-10-30
690,047
95,011
595,036
1
44.7
31.2
12.9
11.1
MSFT:33.3%;TLT:33.3%;GLD:33.3%
US:68.1;EU:8.9;APAC:15.4;EM:6.4;Other:1.1
Value:+0.4;Growth:-0.1;Quality:-0.7;Size:+0.3;Momentum:-0.3;LowVol:-0.3
NoMargin
8
30
4.8
trailing 8%
126
12.2
Volatile
29.8
4.63
2
180
78
85
57
false
Buy
Add to core equity +1%
3
-18
BrokerD
VWAP
87
null
null
Normal monitoring
-54
-14
68
4
false
Increase defensive factor exposure
P0673
Systematic
Taxable
USD
2025-06-04
1,301,979
86,786
1,215,193
1
60.5
30.9
0
8.5
BND:22.1%;XLF:22.6%;AAPL:22.6%;HYG:22.6%;MUB:10.1%
US:73.1;EU:6.3;APAC:12.2;EM:5.6;Other:2.8
Value:-0.7;Growth:+0.2;Quality:-0.5;Size:-0.8;Momentum:+0.2;LowVol:+0.5
null
8
30
5.2
hard 12%
165
27.3
Bear
33.3
3.83
1.2
196
-63
31
80
true
Hedge
Buy index puts 1% notional
9
-30
BrokerC
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
43
-51
5
2
true
Tighten stops on momentum names
P0674
Hands-off
IRA
USD
2025-10-25
777,071
48,434
728,637
1
57.4
28.7
4.5
9.5
BND:25.0%;AMZN:25.0%;VOO:25.0%;AAPL:25.0%
US:64.6;EU:13.0;APAC:6.9;EM:11.8;Other:3.7
Value:+0.8;Growth:+0.3;Quality:+0.8;Size:+0.7;Momentum:-0.9;LowVol:-0.4
ESGOnly
7
25
3.2
trailing 8%
134
18.7
Bear
33
3.74
1.4
179
-29
40
81
true
Hedge
Buy index puts 1% notional
27
-17
BrokerD
LMT
89
VAR>budget
Hedge
Risk above budget threshold
-48
-4
35
2
false
Increase defensive factor exposure
P0675
Systematic
Taxable
USD
2025-06-02
1,134,770
79,456
1,055,314
1
65.5
27.8
0
6.7
VNQ:33.7%;QQQ:32.5%;AAPL:33.7%
US:65.4;EU:11.2;APAC:13.2;EM:7.0;Other:3.2
Value:-0.4;Growth:-0.9;Quality:+0.9;Size:-0.7;Momentum:-0.5;LowVol:-0.8
null
7
30
5.3
trailing 9%
153
19.1
Bull
11.1
3.55
2.5
119
19
47
33
false
Rebalance
Shift +1% to bonds from equity
2
-12
BrokerD
LMT
98
null
null
Normal monitoring
116
6
251
5
false
Increase defensive factor exposure
P0676
Active
IRA
USD
2025-06-13
2,287,044
274,344
2,012,700
1
66.6
23.8
0
9.6
VTI:22.6%;TSLA:22.6%;AAPL:13.6%;IEF:10.5%;XLF:12.9%;GLD:17.8%
US:60.6;EU:12.1;APAC:16.4;EM:8.6;Other:2.2
Value:+0.5;Growth:+0.4;Quality:-0.6;Size:-0.3;Momentum:+0.1;LowVol:0.0
NoDerivatives
5
25
4
trailing 9%
180
22.5
Bull
16.4
3.55
2.1
107
94
84
62
false
Hedge
Add TLT +1% as duration hedge
14
-11
BrokerA
MKT
98
null
null
Normal monitoring
9
1
90
4
false
Within IPS guidelines
P0677
Hands-off
Taxable
USD
2024-08-06
407,044
30,116
376,928
1
72.8
21.5
0
5.7
AAPL:33.5%;QQQ:33.1%;VNQ:33.5%
US:63.4;EU:13.9;APAC:8.5;EM:10.1;Other:4.1
Value:-0.1;Growth:+0.3;Quality:-0.6;Size:+0.1;Momentum:-0.8;LowVol:-0.1
ESGOnly
8
30
3.8
trailing 10%
119
12.3
Volatile
26.3
4.77
4.4
155
61
89
72
true
Hedge
Buy index puts 1% notional
-11
-15
BrokerC
LMT
99
RegimeShift
Pause
Volatility spike and breadth deterioration
-22
-11
82
5
true
Increase defensive factor exposure
P0678
Systematic
Trust
USD
2025-10-06
404,519
23,257
381,262
1
56.1
31.8
4.4
7.7
MSFT:16.1%;AMZN:23.5%;XLF:23.5%;GLD:21.6%;AAPL:15.2%
US:65.2;EU:17.8;APAC:5.8;EM:9.2;Other:2.0
Value:+0.2;Growth:-0.2;Quality:+0.5;Size:+0.4;Momentum:-0.3;LowVol:-0.4
null
6
25
4.7
trailing 9%
161
18.5
Volatile
21.2
5
3.4
131
-50
36
60
false
Rebalance
Shift +1% to bonds from equity
-10
7
BrokerD
MKT
97
null
null
Normal monitoring
-29
-58
102
4
false
Monitor dispersion and breadth
P0679
Systematic
Roth
USD
2025-03-02
1,423,722
85,990
1,337,732
1
59.3
22.5
8.8
9.4
BRK.B:20.4%;TLT:22.1%;XLF:14.2%;VOO:21.8%;MSFT:21.5%
US:68.8;EU:8.8;APAC:7.3;EM:10.8;Other:4.3
Value:+0.4;Growth:+1.0;Quality:+0.4;Size:-0.4;Momentum:-0.1;LowVol:+0.8
MaxPos7%;NoDerivatives
10
30
5.2
trailing 9%
178
25.1
Bear
23.2
3.59
1.2
147
-22
47
67
false
Buy
Add to core equity +1%
26
5
BrokerB
VWAP
98
null
null
Normal monitoring
34
-48
74
5
false
Within IPS guidelines
P0680
Opportunistic
Trust
USD
2025-01-22
949,565
59,744
889,821
1.17
69.4
12.3
12.7
5.5
BND:10.0%;GLD:22.6%;HYG:22.6%;AAPL:17.7%;AMZN:20.1%;QQQ:7.0%
US:65.8;EU:11.8;APAC:10.7;EM:8.8;Other:2.8
Value:-0.9;Growth:+1.0;Quality:-0.3;Size:-0.2;Momentum:-0.8;LowVol:+0.5
null
8
25
5.6
trailing 9%
265
24.8
Bull
15.2
3.61
2.3
111
17
71
44
false
Buy
Add to core equity +1%
6
-36
BrokerB
MKT
98
null
null
Normal monitoring
62
13
166
4
false
Monitor dispersion and breadth
P0681
Opportunistic
IRA
USD
2024-12-20
455,762
26,196
429,566
1.24
70.4
21.7
1.1
6.8
TLT:33.3%;VNQ:33.3%;VTI:33.3%
US:70.1;EU:7.4;APAC:9.9;EM:8.7;Other:3.9
Value:+0.9;Growth:+0.3;Quality:+0.8;Size:-0.4;Momentum:+0.8;LowVol:+0.3
null
5
35
6
hard 12%
262
26
Volatile
29.7
5.39
2.1
177
10
59
85
true
Rebalance
Rebalance back to target bands
-1
-34
BrokerD
LMT
94
VAR>budget
Pause
Risk above budget threshold
60
19
58
2
false
Increase defensive factor exposure
P0682
Hands-off
IRA
USD
2025-05-23
503,573
32,367
471,206
1
68.9
19.1
4.8
7.2
XLF:21.9%;MUB:21.9%;HYG:9.3%;TSLA:17.4%;MSFT:7.6%;VNQ:21.9%
US:64.0;EU:9.8;APAC:16.1;EM:5.7;Other:4.4
Value:-0.5;Growth:+0.2;Quality:-0.6;Size:+0.8;Momentum:-0.4;LowVol:-0.1
ESGOnly;MaxPos5%;NoDerivatives
10
30
3.5
trailing 8%
144
18.2
Bull
15.5
4.85
2.4
100
107
100
62
true
Reduce
Cut high-beta by 2-3%, add cash
-7
1
BrokerD
LMT
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
35
-37
56
5
false
Increase defensive factor exposure
P0683
Active
Roth
USD
2024-07-11
2,037,162
212,243
1,824,919
1
54.5
20.2
19.2
6.1
VOO:33.3%;XLF:33.3%;VTI:33.3%
US:67.6;EU:11.2;APAC:9.4;EM:7.3;Other:4.6
Value:+0.2;Growth:-0.7;Quality:+0.6;Size:+0.7;Momentum:-0.4;LowVol:+0.8
null
8
30
5.5
trailing 9%
161
23.8
Bull
12.4
4.2
3.5
83
97
97
27
false
Rebalance
Shift +1% to bonds from equity
3
-8
BrokerA
MKT
93
null
null
Normal monitoring
31
-3
123
4
false
Monitor dispersion and breadth
P0684
Systematic
Roth
USD
2025-03-08
515,662
28,751
486,911
1
55.1
23.2
16.1
5.7
TSLA:21.1%;VNQ:18.1%;HYG:18.7%;IEF:21.1%;MSFT:21.1%
US:66.2;EU:11.3;APAC:11.6;EM:7.4;Other:3.5
Value:-0.5;Growth:-0.9;Quality:-0.3;Size:+0.2;Momentum:-0.0;LowVol:+0.3
null
5
35
4.1
hard 12%
138
21.1
Bear
32.8
4.39
2.8
143
-21
33
71
true
Hedge
Buy index puts 1% notional
17
-37
BrokerD
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
0
-15
118
5
false
Tighten stops on momentum names
P0685
Cautious
Taxable
USD
2025-05-23
796,197
104,000
692,197
1
48.5
35.2
5.3
10.9
XLF:20.8%;MSFT:17.8%;QQQ:16.2%;TSLA:19.0%;VTI:14.2%;BRK.B:12.1%
US:70.4;EU:11.6;APAC:7.4;EM:7.7;Other:2.9
Value:-0.1;Growth:+0.3;Quality:-0.6;Size:+0.6;Momentum:-0.7;LowVol:+0.7
NoDerivatives;NoMargin
10
25
3.1
trailing 10%
136
13.4
Volatile
24.4
4.27
3.1
133
-59
11
66
false
Rebalance
Shift +1% to bonds from equity
29
2
BrokerB
VWAP
90
null
null
Normal monitoring
2
-42
126
3
false
Monitor dispersion and breadth
P0686
Hands-off
401k
USD
2025-08-01
780,313
69,040
711,273
1
65.9
24.9
2.4
6.9
TSLA:26.4%;VNQ:20.7%;MUB:26.4%;QQQ:26.4%
US:62.7;EU:16.2;APAC:8.7;EM:10.0;Other:2.4
Value:-0.3;Growth:-0.1;Quality:-0.4;Size:-0.9;Momentum:-0.4;LowVol:-0.7
MaxPos6%
6
25
5.7
trailing 8%
111
12.7
Bull
15.7
3.54
2.3
117
25
51
47
false
Hedge
Add TLT +1% as duration hedge
-12
-25
BrokerB
MKT
94
null
null
Normal monitoring
-25
-33
39
3
false
Tax-aware sells next window
P0687
Systematic
Taxable
USD
2025-02-21
422,855
30,388
392,467
1
59.7
33.1
0
7.2
IEF:15.9%;GLD:22.2%;MSFT:22.2%;BND:22.2%;TSLA:17.6%
US:65.2;EU:5.7;APAC:16.4;EM:10.0;Other:2.8
Value:-0.1;Growth:-0.3;Quality:+0.4;Size:-0.1;Momentum:+0.6;LowVol:+0.5
NoDerivatives
5
35
5.8
trailing 8%
165
21
Sideways
21.1
4.9
2
114
-9
36
59
false
Sell
Trim extended winner -1%
31
-24
BrokerB
MKT
91
null
null
Normal monitoring
28
-55
115
5
false
Monitor dispersion and breadth
P0688
Hands-off
401k
USD
2025-10-15
415,604
34,888
380,716
1
70.9
23.4
0
5.8
BND:11.1%;BRK.B:18.6%;VNQ:22.5%;TSLA:22.5%;QQQ:12.5%;AMZN:12.9%
US:69.6;EU:16.2;APAC:7.6;EM:4.7;Other:2.0
Value:+0.5;Growth:-0.2;Quality:+0.7;Size:-0.6;Momentum:-1.0;LowVol:-0.1
MaxPos8%;NoDerivatives
7
25
4.6
hard 10%
95
18.6
Bull
14.7
3.65
2
78
66
84
58
true
Hedge
Buy index puts 1% notional
18
10
BrokerB
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
37
-31
10
2
false
Monitor dispersion and breadth
P0689
Cautious
Trust
USD
2025-07-13
252,087
33,398
218,689
1
38.3
40.7
3.3
17.7
TLT:22.5%;AMZN:17.4%;BND:16.2%;XLF:21.4%;VOO:22.5%
US:57.7;EU:20.2;APAC:14.9;EM:3.7;Other:3.5
Value:-0.9;Growth:+0.1;Quality:+0.2;Size:+0.3;Momentum:+0.1;LowVol:-0.4
MaxPos6%;NoDerivatives;NoMargin
10
25
3
hard 10%
106
19.6
Bull
15
3.91
2.4
110
100
97
24
false
Buy
Add to core equity +1%
1
14
BrokerA
LMT
98
null
null
Normal monitoring
97
16
85
5
false
Tax-aware sells next window
P0690
Active
IRA
USD
2025-05-12
1,536,120
162,011
1,374,109
1
54.4
29.5
9.2
6.9
TLT:15.1%;TSLA:18.5%;HYG:20.2%;MUB:18.5%;QQQ:10.6%;BRK.B:17.2%
US:66.8;EU:10.5;APAC:12.5;EM:4.2;Other:5.9
Value:+0.6;Growth:-0.6;Quality:+0.2;Size:-0.7;Momentum:+0.5;LowVol:+0.7
null
6
30
5.6
trailing 8%
157
16.7
Sideways
16.3
3.54
2.5
110
-2
49
51
true
Reduce
Cut high-beta by 2-3%, add cash
27
-6
BrokerB
MKT
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
41
-60
177
2
false
Tax-aware sells next window
P0691
Systematic
401k
USD
2025-02-26
787,169
66,166
721,003
1
57.3
29.1
6.9
6.8
VNQ:17.4%;GLD:21.1%;MUB:21.1%;HYG:21.1%;VTI:19.4%
US:66.7;EU:16.6;APAC:9.1;EM:6.8;Other:0.7
Value:+0.9;Growth:-0.6;Quality:+0.7;Size:+0.1;Momentum:-0.7;LowVol:-0.5
NoDerivatives
6
25
5.9
trailing 9%
129
23.3
Bull
14.6
4.39
2.3
115
70
90
37
false
NoAction
Within bands; monitor
-1
-20
BrokerB
MKT
0
null
null
Normal monitoring
-56
-53
-43
5
false
Within IPS guidelines
P0692
Systematic
Trust
USD
2025-01-25
817,541
77,496
740,045
1
63.8
29
0
7.2
TLT:37.2%;AAPL:25.6%;HYG:37.2%
US:69.9;EU:12.3;APAC:7.0;EM:8.9;Other:1.9
Value:+0.1;Growth:-0.4;Quality:+0.9;Size:-0.2;Momentum:-0.4;LowVol:-0.7
MaxPos6%
5
35
4.4
hard 12%
158
17.9
Sideways
17.7
4.3
2.5
116
5
37
56
false
Hedge
Add TLT +1% as duration hedge
19
1
BrokerA
LMT
90
null
null
Normal monitoring
8
-24
126
4
false
Monitor dispersion and breadth
P0693
Hands-off
IRA
USD
2025-03-16
488,515
40,235
448,280
1
62.9
28.6
0
8.5
GLD:23.3%;BND:10.5%;TLT:19.5%;AMZN:23.3%;HYG:23.3%
US:70.2;EU:6.5;APAC:13.8;EM:8.0;Other:1.6
Value:-0.4;Growth:-0.0;Quality:+0.6;Size:+0.9;Momentum:-0.6;LowVol:-0.7
null
7
30
4.3
trailing 8%
118
13.5
Volatile
29.2
4.22
3.4
143
-2
53
78
true
Hedge
Buy index puts 1% notional
0
-39
BrokerA
LMT
87
RegimeShift
Reduce
Volatility spike and breadth deterioration
-47
-13
-30
4
false
Within IPS guidelines
P0694
Systematic
Trust
USD
2024-10-30
1,264,121
80,205
1,183,916
1
57.7
27.8
8.6
5.9
AAPL:33.3%;BND:33.3%;GLD:33.3%
US:65.4;EU:10.3;APAC:9.0;EM:13.7;Other:1.6
Value:+1.0;Growth:+0.8;Quality:-0.5;Size:+0.7;Momentum:+0.9;LowVol:-0.9
null
7
25
4
trailing 8%
179
21.4
Bear
33.2
3
1.9
132
-109
5
84
true
Reduce
Cut high-beta by 2-3%, add cash
2
-19
BrokerC
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-22
-18
90
5
false
Tighten stops on momentum names
P0695
Hands-off
Trust
USD
2024-09-09
296,698
20,594
276,104
1
72.4
16.4
2.8
8.4
QQQ:22.1%;MSFT:14.1%;GLD:11.0%;MUB:12.0%;TLT:22.1%;BND:18.7%
US:67.0;EU:15.3;APAC:7.7;EM:6.5;Other:3.6
Value:-0.9;Growth:+0.9;Quality:+0.9;Size:-0.5;Momentum:-0.7;LowVol:0.0
ESGOnly;MaxPos7%;NoDerivatives
8
30
4.5
trailing 8%
124
19.8
Sideways
18.4
3.63
3
127
51
64
62
true
Reduce
Cut high-beta by 2-3%, add cash
0
-1
BrokerB
VWAP
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
-36
16
76
2
false
Within IPS guidelines
P0696
Hands-off
IRA
USD
2024-07-05
528,259
42,939
485,320
1
62.4
19.9
8
9.6
VTI:18.9%;AMZN:10.0%;TSLA:23.7%;MUB:23.7%;MSFT:23.7%
US:69.1;EU:13.6;APAC:9.0;EM:7.6;Other:0.8
Value:+1.0;Growth:+0.6;Quality:-0.2;Size:+0.6;Momentum:+0.9;LowVol:-0.3
null
5
30
5.7
hard 10%
120
18.9
Bull
13.6
3.93
2.8
101
21
63
39
false
Buy
Add to core equity +1%
-8
-28
BrokerB
VWAP
97
null
null
Normal monitoring
-57
-55
-71
5
false
Within IPS guidelines
P0697
Systematic
401k
USD
2025-05-11
1,173,297
108,808
1,064,489
1
57.4
32.9
0
9.7
VTI:20.5%;GLD:20.5%;IEF:16.4%;HYG:12.3%;TSLA:17.8%;VNQ:12.5%
US:63.6;EU:20.1;APAC:11.0;EM:4.4;Other:0.8
Value:+0.3;Growth:-0.4;Quality:-0.3;Size:+0.3;Momentum:+0.4;LowVol:+0.7
NoDerivatives
6
25
5.2
trailing 8%
143
20.9
Sideways
20.9
4.21
2.8
138
-29
24
54
false
Buy
Add to core equity +1%
32
-4
BrokerD
MKT
90
null
null
Normal monitoring
48
-24
136
3
false
Within IPS guidelines
P0698
Hands-off
401k
USD
2024-09-28
312,157
29,770
282,387
1
66.1
26.5
0
7.4
GLD:28.7%;MSFT:28.7%;AAPL:18.6%;BND:24.0%
US:56.1;EU:18.9;APAC:14.7;EM:9.4;Other:0.9
Value:0.0;Growth:-0.5;Quality:-0.2;Size:-0.7;Momentum:-0.9;LowVol:0.0
ESGOnly;MaxPos6%;NoDerivatives
6
30
3.8
trailing 8%
164
15.6
Volatile
24
5.15
4.3
178
-60
12
57
false
Rebalance
Shift +1% to bonds from equity
6
-4
BrokerA
LMT
86
null
null
Normal monitoring
32
11
96
3
false
Within IPS guidelines
P0699
Opportunistic
Taxable
USD
2025-03-28
1,268,476
71,931
1,196,545
1
73.5
10.7
9.9
5.9
TSLA:7.3%;IEF:16.2%;GLD:21.6%;VOO:21.6%;MUB:12.3%;AMZN:20.9%
US:68.8;EU:8.3;APAC:13.5;EM:8.4;Other:1.1
Value:-0.6;Growth:-0.4;Quality:-0.9;Size:-0.5;Momentum:+0.1;LowVol:+0.8
null
7
30
4.8
trailing 7%
166
30.9
Volatile
24.8
4.22
2.9
128
-4
63
68
false
Buy
Add to core equity +1%
13
9
BrokerC
MKT
93
null
null
Normal monitoring
81
-50
170
3
false
Tighten stops on momentum names
P0700
Active
Taxable
USD
2025-09-09
1,883,944
153,764
1,730,180
1
65.8
20.8
8.1
5.2
IEF:13.9%;TSLA:20.9%;GLD:13.8%;AMZN:20.9%;MUB:11.8%;XLF:18.7%
US:59.3;EU:17.0;APAC:13.0;EM:6.6;Other:4.2
Value:+1.0;Growth:-0.9;Quality:+0.2;Size:+0.7;Momentum:+0.1;LowVol:-0.2
null
7
25
5.8
trailing 9%
225
21.4
Bull
12.7
4.93
3.5
93
10
47
53
false
Buy
Add to core equity +1%
15
12
BrokerA
MKT
87
null
null
Normal monitoring
-38
-41
29
5
false
Tighten stops on momentum names