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
P6001
Hands-off
IRA
USD
2025-03-18
501,676
25,067
476,609
1
60.2
20.5
14
5.3
MSFT:18.5%;VOO:21.5%;TLT:19.1%;HYG:21.5%;BND:13.2%;XLF:6.1%
US:60.4;EU:9.5;APAC:14.0;EM:12.0;Other:4.2
Value:-0.1;Growth:-0.8;Quality:-0.5;Size:+0.2;Momentum:+0.6;LowVol:+0.7
ESGOnly;NoDerivatives
8
25
3.9
trailing 8%
110
14.8
Bear
31
4.15
2
212
-92
5
78
true
Reduce
Cut high-beta by 2-3%, add cash
-10
-20
BrokerC
LMT
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
8
12
108
4
true
Increase defensive factor exposure
P6002
Opportunistic
Trust
USD
2025-02-21
809,915
39,652
770,263
1
68
10.8
17.1
4.1
BND:21.1%;AMZN:22.8%;AAPL:21.6%;HYG:14.3%;VTI:20.1%
US:59.3;EU:16.8;APAC:6.3;EM:12.1;Other:5.4
Value:+0.9;Growth:-0.6;Quality:-0.5;Size:+0.8;Momentum:+0.6;LowVol:+0.7
null
5
30
6
trailing 9%
275
20.4
Bull
12.2
4.98
2.6
111
115
100
37
false
Buy
Add to core equity +1%
24
-38
BrokerD
MKT
91
null
null
Normal monitoring
-42
-23
-30
5
false
Increase defensive factor exposure
P6003
Opportunistic
Taxable
USD
2025-06-08
673,377
45,520
627,857
1
64.6
13.1
18.2
4.1
AAPL:23.0%;TLT:12.0%;VTI:23.0%;VNQ:23.0%;BRK.B:18.9%
US:63.0;EU:9.9;APAC:10.1;EM:13.1;Other:4.0
Value:-1.0;Growth:-0.6;Quality:-0.0;Size:+0.4;Momentum:+0.2;LowVol:+0.3
null
5
25
5.6
trailing 9%
235
30.6
Bull
12.7
4.73
3.5
94
107
99
49
false
Buy
Add to core equity +1%
13
-35
BrokerB
MKT
88
null
null
Normal monitoring
-22
10
-27
5
false
Within IPS guidelines
P6004
Systematic
Roth
USD
2025-10-27
1,928,141
128,491
1,799,650
1
56
35
0.7
8.3
IEF:21.5%;MSFT:26.2%;GLD:26.2%;TLT:26.2%
US:64.2;EU:10.3;APAC:15.6;EM:5.3;Other:4.6
Value:-0.6;Growth:+0.2;Quality:-0.4;Size:-0.0;Momentum:-1.0;LowVol:0.0
NoDerivatives
6
30
5
trailing 8%
162
25.5
Sideways
20.2
3.95
3.2
124
44
64
52
false
Rebalance
Shift +1% to bonds from equity
34
-26
BrokerA
MKT
86
null
null
Normal monitoring
-22
-26
-59
4
false
Tighten stops on momentum names
P6005
Hands-off
Roth
USD
2024-07-13
449,100
42,983
406,117
1
61.7
29.3
0
9
GLD:13.2%;VNQ:22.5%;BND:21.3%;AAPL:20.6%;MUB:22.5%
US:73.5;EU:5.0;APAC:10.0;EM:7.2;Other:4.2
Value:-0.1;Growth:+0.6;Quality:-0.5;Size:-0.2;Momentum:+0.1;LowVol:-0.9
MaxPos8%
8
35
5.6
trailing 8%
120
18.8
Volatile
25.8
4.49
2.1
126
39
61
67
false
Rebalance
Shift +1% to bonds from equity
29
3
BrokerB
LMT
91
null
null
Normal monitoring
80
-55
109
5
false
Within IPS guidelines
P6006
Active
Taxable
USD
2024-11-03
1,583,725
131,405
1,452,320
1
65.2
26.8
0
8
QQQ:16.0%;HYG:12.0%;AMZN:20.8%;GLD:18.5%;BND:11.8%;AAPL:20.8%
US:69.4;EU:12.2;APAC:9.0;EM:8.5;Other:0.8
Value:+0.4;Growth:-0.2;Quality:0.0;Size:+0.7;Momentum:-0.4;LowVol:-0.4
null
7
25
5.8
trailing 8%
172
24.6
Bull
13.7
3.63
3.4
115
32
69
41
true
Hedge
Buy index puts 1% notional
29
-9
BrokerC
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
73
-50
210
4
false
Within IPS guidelines
P6007
Opportunistic
Trust
USD
2024-10-19
939,334
69,339
869,995
1
75.3
19.7
0
4.9
TLT:33.6%;VNQ:32.8%;GLD:33.6%
US:68.6;EU:14.5;APAC:5.7;EM:7.6;Other:3.7
Value:-0.8;Growth:+0.9;Quality:-0.3;Size:0.0;Momentum:+0.4;LowVol:-0.1
MaxPos6%
10
30
6.8
trailing 9%
184
24.2
Sideways
20.2
3.87
3.1
111
11
42
65
false
Rebalance
Shift +1% to bonds from equity
14
14
BrokerB
MKT
95
null
null
Normal monitoring
117
-20
89
3
false
Within IPS guidelines
P6008
Active
Trust
USD
2025-11-25
2,073,848
182,693
1,891,155
1
63.7
26.5
1.9
8
BND:24.4%;MUB:25.2%;VOO:25.2%;HYG:25.2%
US:62.9;EU:19.5;APAC:6.4;EM:7.7;Other:3.5
Value:+0.8;Growth:+0.5;Quality:-0.6;Size:+0.1;Momentum:+0.6;LowVol:-0.1
MaxPos6%
10
30
5.1
hard 12%
152
20.4
Volatile
27.6
4.84
2.5
137
0
42
71
true
Reduce
Cut high-beta by 2-3%, add cash
10
-2
BrokerA
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-56
0
-91
3
false
Monitor dispersion and breadth
P6009
Active
Roth
USD
2025-01-26
590,276
53,511
536,765
1
63.6
29.6
0
6.8
BRK.B:10.2%;AMZN:21.5%;GLD:19.2%;TSLA:20.6%;TLT:21.5%;BND:6.9%
US:67.6;EU:10.3;APAC:12.8;EM:7.0;Other:2.4
Value:-1.0;Growth:+0.2;Quality:-0.0;Size:+0.8;Momentum:-0.1;LowVol:-0.9
MaxPos7%;NoDerivatives
8
30
4.9
hard 12%
213
23.5
Bull
15.2
4.94
2.6
91
44
68
39
false
Rebalance
Shift +1% to bonds from equity
1
-13
BrokerC
MKT
89
null
null
Normal monitoring
41
-22
56
5
false
Tax-aware sells next window
P6010
Hands-off
IRA
USD
2024-10-11
564,635
54,389
510,246
1
64.9
15.1
10.9
9.1
BND:23.0%;TSLA:23.0%;AAPL:17.3%;IEF:22.8%;VTI:13.9%
US:70.7;EU:8.3;APAC:8.0;EM:11.2;Other:1.8
Value:+0.6;Growth:+0.6;Quality:+0.1;Size:+0.2;Momentum:-0.2;LowVol:+0.6
ESGOnly;MaxPos8%
10
30
3.9
trailing 8%
109
19.3
Volatile
25.6
3.9
4.3
130
70
83
74
true
Hedge
Buy index puts 1% notional
6
-16
BrokerD
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
71
3
38
2
false
Tighten stops on momentum names
P6011
Systematic
401k
USD
2025-02-22
1,486,904
75,767
1,411,137
1
66.6
21.4
2.8
9.1
BRK.B:23.3%;AMZN:23.3%;MUB:10.1%;BND:14.4%;GLD:17.7%;TLT:11.2%
US:63.6;EU:14.1;APAC:12.3;EM:7.1;Other:2.9
Value:+0.3;Growth:-0.0;Quality:+0.7;Size:0.0;Momentum:+0.3;LowVol:-0.3
null
6
30
4.8
trailing 8%
203
20.1
Bull
11.8
4.18
3.4
119
9
54
45
false
Rebalance
Shift +1% to bonds from equity
0
0
BrokerC
LMT
95
null
null
Normal monitoring
107
-2
218
3
false
Tax-aware sells next window
P6012
Hands-off
Taxable
USD
2025-10-04
357,251
30,528
326,723
1
72.6
19.8
0.4
7.1
AMZN:14.2%;IEF:17.2%;AAPL:17.6%;BRK.B:16.3%;TSLA:20.2%;GLD:14.6%
US:64.8;EU:17.7;APAC:7.6;EM:9.2;Other:0.7
Value:-0.3;Growth:-0.2;Quality:+0.6;Size:-0.9;Momentum:+0.4;LowVol:-0.2
ESGOnly;MaxPos5%
5
30
3.7
trailing 8%
150
17.3
Bear
27
4.49
2.5
168
-48
18
87
true
Reduce
Cut high-beta by 2-3%, add cash
-1
9
BrokerA
VWAP
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-24
-45
13
2
false
Tax-aware sells next window
P6013
Opportunistic
Taxable
USD
2025-06-28
462,304
14,806
447,498
1
63.3
16.1
15.3
5.3
AAPL:16.0%;IEF:20.9%;VTI:11.9%;TSLA:17.8%;BND:16.9%;AMZN:16.4%
US:68.1;EU:7.7;APAC:9.1;EM:11.3;Other:3.8
Value:-0.8;Growth:-0.7;Quality:+0.3;Size:+0.6;Momentum:-0.1;LowVol:+0.9
NoDerivatives
7
25
5.8
trailing 7%
271
23.7
Bull
12.3
3.86
2.8
82
64
76
52
false
Rebalance
Shift +1% to bonds from equity
-7
-28
BrokerA
LMT
96
null
null
Normal monitoring
83
-41
103
4
false
Monitor dispersion and breadth
P6014
Cautious
Trust
USD
2025-03-27
440,106
40,252
399,854
1
40.9
40.7
7.5
10.9
BRK.B:29.4%;MSFT:35.3%;AAPL:35.3%
US:54.0;EU:18.8;APAC:12.1;EM:10.0;Other:5.1
Value:+0.3;Growth:-0.3;Quality:+0.9;Size:-0.1;Momentum:-0.7;LowVol:+1.0
ESGOnly;NoMargin
5
35
4.4
trailing 10%
113
17.6
Bull
12.3
4.72
2.6
89
86
83
25
false
Rebalance
Shift +1% to bonds from equity
33
-16
BrokerB
MKT
98
null
null
Normal monitoring
82
-35
197
3
false
Tighten stops on momentum names
P6015
Active
Trust
USD
2025-04-06
2,207,256
132,872
2,074,384
1
51.6
31.1
9
8.3
HYG:17.7%;BND:23.6%;MSFT:23.6%;QQQ:11.4%;VTI:23.6%
US:66.3;EU:11.6;APAC:8.2;EM:10.3;Other:3.7
Value:+0.5;Growth:-0.2;Quality:+0.6;Size:+0.4;Momentum:-0.3;LowVol:+0.5
null
8
30
4.3
trailing 9%
126
16.9
Volatile
31.4
3.92
2.8
135
-39
29
75
true
Hedge
Buy index puts 1% notional
-6
3
BrokerC
MKT
90
VAR>budget
TightenStops
Risk above budget threshold
5
20
-25
4
false
Within IPS guidelines
P6016
Cautious
Roth
USD
2025-10-14
433,517
58,440
375,077
1
49.2
32.2
0.7
18
BND:16.3%;XLF:11.9%;TSLA:24.0%;GLD:24.0%;HYG:24.0%
US:66.2;EU:9.9;APAC:13.2;EM:7.9;Other:2.9
Value:+0.7;Growth:-0.8;Quality:+0.3;Size:-0.7;Momentum:+1.0;LowVol:-0.8
ESGOnly;NoMargin
7
30
3.3
trailing 8%
130
17.3
Bear
30.2
3.58
3
186
-67
5
59
false
Buy
Add to core equity +1%
34
-2
BrokerA
VWAP
88
null
null
Normal monitoring
19
-34
125
4
false
Tighten stops on momentum names
P6017
Opportunistic
Roth
USD
2025-07-16
458,316
26,367
431,949
1.22
61
15.5
18.1
5.4
VTI:21.4%;MSFT:23.6%;QQQ:14.8%;AAPL:16.6%;GLD:23.6%
US:61.0;EU:13.6;APAC:16.5;EM:5.0;Other:4.0
Value:+0.3;Growth:-0.2;Quality:+0.9;Size:+0.5;Momentum:+0.8;LowVol:+0.5
NoDerivatives
6
25
4.6
hard 12%
237
27.9
Bear
30.9
3.17
2.7
137
-118
5
76
true
Rebalance
Rebalance back to target bands
28
8
BrokerB
LMT
90
RegimeShift
Pause
Volatility spike and breadth deterioration
73
2
159
3
false
Within IPS guidelines
P6018
Opportunistic
Trust
USD
2025-02-02
1,189,652
96,387
1,093,265
1
63.2
18.7
11.8
6.3
AAPL:25.7%;BRK.B:25.7%;MSFT:22.8%;QQQ:25.7%
US:69.6;EU:11.4;APAC:8.3;EM:9.1;Other:1.5
Value:-0.3;Growth:-0.0;Quality:+0.6;Size:+0.7;Momentum:+0.3;LowVol:-0.5
NoDerivatives
5
35
6.3
trailing 7%
278
25
Sideways
22
4.14
2.2
108
-26
37
58
false
Rebalance
Shift +1% to bonds from equity
22
3
BrokerB
LMT
85
null
null
Normal monitoring
23
-39
18
4
false
Within IPS guidelines
P6019
Opportunistic
Roth
USD
2025-08-05
1,208,635
62,608
1,146,027
1
62.5
20.3
13.2
4.1
XLF:24.2%;QQQ:9.3%;HYG:18.1%;BRK.B:24.2%;BND:24.2%
US:69.7;EU:14.2;APAC:9.7;EM:5.5;Other:1.0
Value:-0.0;Growth:+0.6;Quality:-0.6;Size:-0.3;Momentum:-0.9;LowVol:+0.3
MaxPos6%
8
25
5.2
trailing 7%
274
31.9
Bull
11.5
4.87
3
78
21
65
45
false
Buy
Add to core equity +1%
5
-4
BrokerA
LMT
89
null
null
Normal monitoring
-29
-54
109
4
false
Tighten stops on momentum names
P6020
Cautious
Roth
USD
2024-08-01
215,332
32,177
183,155
1
35.8
30.3
20.9
13
VNQ:30.5%;GLD:14.5%;TSLA:24.4%;QQQ:30.5%
US:67.1;EU:16.9;APAC:10.6;EM:3.2;Other:2.1
Value:-0.3;Growth:+0.1;Quality:+0.9;Size:+0.8;Momentum:-0.7;LowVol:-0.7
NoMargin
10
25
4
trailing 8%
95
17.5
Bull
13.6
4.19
2.7
91
48
88
19
false
Sell
Trim extended winner -1%
-9
11
BrokerA
MKT
99
null
null
Normal monitoring
62
14
92
4
false
Within IPS guidelines
P6021
Systematic
Roth
USD
2025-10-03
1,654,299
107,562
1,546,737
1
59.8
31.1
0
9.1
BRK.B:18.2%;MSFT:22.4%;GLD:19.5%;QQQ:18.4%;MUB:21.5%
US:71.5;EU:13.9;APAC:7.3;EM:4.6;Other:2.7
Value:-0.1;Growth:-0.8;Quality:+0.2;Size:-0.0;Momentum:-0.6;LowVol:-0.8
NoDerivatives
6
30
5.1
hard 12%
151
18.1
Bull
12.9
4.39
3.2
78
55
73
44
true
Hedge
Buy index puts 1% notional
26
13
BrokerC
MKT
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
67
-17
73
5
false
Monitor dispersion and breadth
P6022
Active
IRA
USD
2025-07-03
1,560,095
179,952
1,380,143
1
59.4
22.8
8.6
9.1
MUB:33.3%;GLD:33.3%;IEF:33.3%
US:63.9;EU:16.9;APAC:12.3;EM:3.6;Other:3.3
Value:-0.6;Growth:-0.3;Quality:-0.0;Size:+0.8;Momentum:-1.0;LowVol:-0.5
NoDerivatives
6
30
5
hard 12%
190
17.3
Sideways
16.9
4.04
2.8
100
-18
38
58
false
Sell
Trim extended winner -1%
26
-12
BrokerD
LMT
91
null
null
Normal monitoring
38
-58
123
3
false
Monitor dispersion and breadth
P6023
Opportunistic
401k
USD
2025-03-12
954,411
65,903
888,508
1
64.1
12.7
15.4
7.8
QQQ:28.9%;MUB:16.8%;VOO:25.5%;AAPL:28.9%
US:62.6;EU:15.0;APAC:12.3;EM:7.5;Other:2.7
Value:+0.9;Growth:-0.4;Quality:+0.5;Size:-0.3;Momentum:+0.2;LowVol:-0.7
null
8
30
5.9
trailing 7%
163
21.9
Bull
14.9
4.46
3.4
89
21
60
56
false
Sell
Trim extended winner -1%
15
-7
BrokerD
LMT
92
null
null
Normal monitoring
-51
18
78
4
false
Tax-aware sells next window
P6024
Hands-off
IRA
USD
2025-11-08
384,179
25,779
358,400
1
72
19.8
0.4
7.7
IEF:10.6%;BRK.B:20.5%;BND:16.0%;AMZN:8.0%;XLF:22.5%;TLT:22.5%
US:64.8;EU:16.1;APAC:7.1;EM:9.5;Other:2.4
Value:-0.9;Growth:-0.4;Quality:-0.1;Size:+0.1;Momentum:+0.6;LowVol:-0.8
MaxPos5%;NoDerivatives
10
30
3.5
trailing 8%
168
19.5
Bear
27.8
4.01
2.1
184
-65
14
74
true
Hedge
Buy index puts 1% notional
-12
-13
BrokerC
LMT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
-3
-56
106
4
false
Tax-aware sells next window
P6025
Hands-off
401k
USD
2024-08-13
893,050
60,146
832,904
1
66
24.3
0.2
9.5
IEF:25.8%;MUB:21.6%;VNQ:26.3%;QQQ:26.3%
US:70.6;EU:10.1;APAC:11.7;EM:4.1;Other:3.5
Value:+0.1;Growth:+0.6;Quality:+0.7;Size:-1.0;Momentum:-0.3;LowVol:0.0
null
6
25
5.6
trailing 8%
128
18.7
Sideways
19.7
3.96
3.2
104
-12
39
69
false
Buy
Add to core equity +1%
9
-34
BrokerD
MKT
95
null
null
Normal monitoring
75
-60
201
4
false
Monitor dispersion and breadth
P6026
Hands-off
Trust
USD
2024-10-15
486,674
22,067
464,607
1
66.6
27.8
0
5.6
MUB:20.9%;BRK.B:28.4%;TSLA:28.4%;BND:22.4%
US:75.6;EU:5.5;APAC:7.4;EM:7.1;Other:4.4
Value:+0.9;Growth:-0.8;Quality:+0.4;Size:+0.7;Momentum:-0.6;LowVol:-0.1
MaxPos7%;NoDerivatives
7
25
4
hard 10%
170
17
Bull
13
3.94
3.4
104
108
100
55
true
Rebalance
Rebalance back to target bands
-11
12
BrokerC
LMT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
29
-19
141
5
false
Monitor dispersion and breadth
P6027
Opportunistic
Roth
USD
2024-12-02
1,415,627
91,188
1,324,439
1
71.5
14.9
5.8
7.8
TLT:17.2%;VTI:14.5%;BRK.B:20.4%;MSFT:18.6%;XLF:12.6%;QQQ:16.8%
US:67.1;EU:10.2;APAC:12.9;EM:8.0;Other:1.8
Value:-0.3;Growth:+0.8;Quality:-0.6;Size:-0.3;Momentum:-0.2;LowVol:-0.8
MaxPos7%
7
25
5.2
hard 12%
272
21.4
Sideways
20.5
4.5
3
101
41
83
56
false
Sell
Trim extended winner -1%
33
-32
BrokerC
LMT
96
null
null
Normal monitoring
-20
-48
11
3
false
Increase defensive factor exposure
P6028
Cautious
Taxable
USD
2025-01-11
321,528
51,059
270,469
1
35.9
41.4
4.8
17.9
MSFT:18.5%;IEF:21.2%;HYG:21.2%;BRK.B:18.0%;VOO:21.0%
US:68.4;EU:17.4;APAC:7.5;EM:6.7;Other:0.1
Value:-0.5;Growth:+0.4;Quality:-0.2;Size:-0.5;Momentum:-0.3;LowVol:+0.4
NoDerivatives;NoMargin
5
30
3.1
trailing 8%
93
15.4
Volatile
22.5
3.7
2.3
143
33
68
42
false
Hedge
Add TLT +1% as duration hedge
15
-35
BrokerD
VWAP
86
null
null
Normal monitoring
-27
10
25
4
false
Monitor dispersion and breadth
P6029
Opportunistic
Taxable
USD
2025-11-02
471,210
33,814
437,396
1
77.5
13.5
3.4
5.6
TLT:33.3%;VNQ:33.3%;IEF:33.3%
US:73.0;EU:9.6;APAC:8.0;EM:4.7;Other:4.7
Value:+1.0;Growth:-0.9;Quality:-0.2;Size:-0.2;Momentum:-0.2;LowVol:-0.4
null
7
35
5.8
hard 12%
209
24.6
Bull
16.5
4.06
3.5
75
101
94
66
false
Buy
Add to core equity +1%
2
-5
BrokerB
MKT
99
null
null
Normal monitoring
49
10
26
5
false
Tighten stops on momentum names
P6030
Active
Taxable
USD
2025-03-21
2,152,032
163,240
1,988,792
1
58.2
28.5
7.1
6.2
AAPL:21.0%;VOO:8.8%;BRK.B:21.0%;VTI:21.0%;BND:8.1%;VNQ:20.1%
US:64.7;EU:14.8;APAC:9.6;EM:6.5;Other:4.4
Value:-0.4;Growth:+1.0;Quality:+0.2;Size:0.0;Momentum:-0.8;LowVol:+0.2
MaxPos5%;NoDerivatives
8
25
4.4
trailing 8%
223
19.2
Bull
16.9
4.38
2.3
114
9
53
39
false
Rebalance
Shift +1% to bonds from equity
8
11
BrokerA
LMT
85
null
null
Normal monitoring
-33
-29
34
4
false
Increase defensive factor exposure
P6031
Cautious
401k
USD
2025-02-13
243,382
19,878
223,504
1
44.1
36.3
2.2
17.3
VOO:26.6%;IEF:24.3%;TSLA:22.5%;GLD:26.6%
US:63.7;EU:16.1;APAC:10.1;EM:9.9;Other:0.3
Value:+0.8;Growth:+0.5;Quality:+0.6;Size:+0.2;Momentum:-0.1;LowVol:-0.8
NoMargin
6
25
4.7
trailing 8%
97
12.6
Bull
14
4.76
3.4
117
68
81
28
false
Sell
Trim extended winner -1%
1
4
BrokerD
MKT
97
null
null
Normal monitoring
117
-41
218
3
false
Tax-aware sells next window
P6032
Hands-off
Roth
USD
2024-10-12
785,516
57,472
728,044
1
72.6
19.6
2
5.9
VTI:15.6%;MUB:13.3%;TSLA:23.8%;TLT:23.8%;GLD:23.4%
US:59.4;EU:16.7;APAC:6.7;EM:12.4;Other:4.8
Value:+0.1;Growth:+0.7;Quality:-0.3;Size:+0.5;Momentum:+1.0;LowVol:-0.1
null
5
35
5.2
hard 10%
170
19.3
Volatile
30.6
4.38
4.3
118
-35
44
90
true
Hedge
Buy index puts 1% notional
34
-17
BrokerB
LMT
93
VAR>budget
Reduce
Risk above budget threshold
-38
-48
39
4
false
Within IPS guidelines
P6033
Cautious
401k
USD
2025-10-25
806,727
126,285
680,442
1
49.8
33.3
5.4
11.4
BND:20.8%;VNQ:16.0%;VTI:9.9%;VOO:20.7%;TLT:11.9%;MSFT:20.8%
US:67.1;EU:12.5;APAC:8.6;EM:10.3;Other:1.4
Value:+0.4;Growth:+0.8;Quality:-0.5;Size:-0.3;Momentum:-0.9;LowVol:+0.5
ESGOnly;NoMargin
10
35
3.3
trailing 8%
120
18.8
Volatile
26.1
3.6
2
180
9
53
52
false
Rebalance
Shift +1% to bonds from equity
22
-11
BrokerB
MKT
96
null
null
Normal monitoring
61
19
198
5
false
Tax-aware sells next window
P6034
Hands-off
Taxable
USD
2025-02-02
346,033
32,813
313,220
1
72.5
21.5
0
6.1
AAPL:22.1%;TSLA:17.8%;MSFT:17.8%;IEF:20.2%;QQQ:22.1%
US:65.3;EU:13.5;APAC:5.4;EM:12.7;Other:3.0
Value:-0.9;Growth:+0.9;Quality:+1.0;Size:-0.9;Momentum:+0.9;LowVol:-0.5
ESGOnly;MaxPos7%
8
30
5.4
trailing 8%
95
19.5
Sideways
16.3
4.44
2.1
107
58
81
52
false
Hedge
Add TLT +1% as duration hedge
-5
3
BrokerD
LMT
95
null
null
Normal monitoring
66
-43
100
4
false
Within IPS guidelines
P6035
Active
IRA
USD
2025-10-05
2,191,081
154,007
2,037,074
1.06
67.9
26.1
0
6
IEF:21.7%;BND:21.7%;HYG:15.7%;VNQ:21.7%;AAPL:19.4%
US:62.4;EU:17.4;APAC:6.5;EM:10.7;Other:3.1
Value:-0.4;Growth:-0.4;Quality:+0.3;Size:0.0;Momentum:-0.2;LowVol:-1.0
null
7
25
5.1
hard 12%
194
19.2
Volatile
22.9
3.95
2.6
138
-54
34
76
true
Hedge
Buy index puts 1% notional
9
5
BrokerC
MKT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
3
-47
132
2
false
Tax-aware sells next window
P6036
Cautious
IRA
USD
2025-06-15
225,308
35,328
189,980
1
41.4
33.8
9.1
15.6
GLD:10.5%;TLT:20.9%;IEF:20.4%;VNQ:11.8%;TSLA:15.6%;VOO:20.9%
US:66.9;EU:14.6;APAC:4.6;EM:10.8;Other:3.1
Value:-0.1;Growth:+0.4;Quality:-0.9;Size:-0.5;Momentum:+0.4;LowVol:+0.6
NoMargin
7
25
3.6
trailing 8%
154
19
Bear
30.9
4.09
1.1
160
-63
14
68
false
NoAction
Within bands; monitor
23
0
BrokerC
MKT
0
null
null
Normal monitoring
45
-49
182
5
false
Monitor dispersion and breadth
P6037
Opportunistic
401k
USD
2025-12-26
882,653
27,422
855,231
1.06
65
18.6
8.2
8.2
TSLA:9.9%;VOO:21.6%;VTI:18.0%;HYG:20.4%;AMZN:13.9%;MSFT:16.1%
US:66.3;EU:16.9;APAC:9.8;EM:6.7;Other:0.3
Value:+0.3;Growth:-0.3;Quality:-0.8;Size:-0.8;Momentum:-0.4;LowVol:-0.1
null
6
35
6.4
hard 12%
184
25.3
Bull
16.1
3.79
3.2
112
6
66
48
false
Rebalance
Shift +1% to bonds from equity
-15
-2
BrokerB
MKT
93
null
null
Normal monitoring
-16
-48
22
4
false
Increase defensive factor exposure
P6038
Opportunistic
IRA
USD
2025-07-14
837,652
72,258
765,394
1
71
17.2
4
7.7
AMZN:19.0%;VOO:11.6%;MUB:21.3%;XLF:18.6%;AAPL:9.9%;BND:19.6%
US:70.6;EU:5.9;APAC:15.1;EM:5.7;Other:2.7
Value:-0.0;Growth:-0.8;Quality:+0.4;Size:+0.8;Momentum:-0.0;LowVol:0.0
MaxPos5%;NoDerivatives
6
25
6.2
trailing 7%
222
22.2
Bull
13.9
4.82
2.6
104
40
61
46
false
Sell
Trim extended winner -1%
-14
-22
BrokerB
LMT
85
null
null
Normal monitoring
118
-28
158
5
false
Monitor dispersion and breadth
P6039
Active
IRA
USD
2025-03-28
773,220
62,665
710,555
1
51
19.5
22
7.5
VNQ:26.8%;MUB:18.4%;AMZN:27.4%;IEF:27.4%
US:65.6;EU:12.0;APAC:15.5;EM:4.2;Other:2.6
Value:-0.9;Growth:-0.6;Quality:+0.2;Size:+0.8;Momentum:+0.5;LowVol:+0.8
NoDerivatives
6
25
4.1
trailing 8%
133
24.8
Bull
16.1
4.51
2.5
103
29
49
46
false
NoAction
Within bands; monitor
29
-15
BrokerB
LMT
95
null
null
Normal monitoring
59
-47
92
5
false
Within IPS guidelines
P6040
Cautious
Roth
USD
2025-04-20
590,084
49,638
540,446
1
43.2
36.8
2.5
17.4
MUB:33.3%;QQQ:33.3%;MSFT:33.3%
US:71.3;EU:15.0;APAC:7.8;EM:3.0;Other:2.9
Value:+0.5;Growth:-0.3;Quality:-0.1;Size:-0.9;Momentum:-1.0;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
6
35
3.2
trailing 8%
167
17.6
Volatile
31.7
4.65
3.9
167
26
66
62
false
Buy
Add to core equity +1%
29
-2
BrokerB
MKT
98
null
null
Normal monitoring
87
9
191
5
false
Monitor dispersion and breadth
P6041
Hands-off
Trust
USD
2025-09-05
562,224
39,342
522,882
1
63.4
27.3
1.3
8.1
HYG:9.8%;BRK.B:17.2%;XLF:23.5%;TSLA:14.0%;MSFT:23.5%;AAPL:12.0%
US:68.3;EU:10.4;APAC:14.9;EM:3.9;Other:2.5
Value:+0.2;Growth:-0.5;Quality:+0.3;Size:-0.9;Momentum:+0.3;LowVol:-0.5
ESGOnly
7
25
4.7
trailing 8%
167
17.3
Bear
34.2
3.64
2.5
195
-36
28
86
true
Hedge
Buy index puts 1% notional
13
-18
BrokerC
LMT
100
VAR>budget
Pause
Risk above budget threshold
-2
20
63
2
false
Monitor dispersion and breadth
P6042
Opportunistic
401k
USD
2025-07-05
619,563
44,682
574,881
1
68.4
12.4
10.7
8.6
VNQ:35.2%;BRK.B:29.7%;XLF:35.2%
US:63.6;EU:16.5;APAC:9.3;EM:6.1;Other:4.4
Value:+0.2;Growth:+0.2;Quality:+0.5;Size:+0.3;Momentum:+0.6;LowVol:+0.3
null
5
35
6.2
trailing 9%
267
34.5
Sideways
14.4
4.91
2.1
120
52
64
59
false
NoAction
Within bands; monitor
1
12
BrokerC
LMT
96
null
null
Normal monitoring
44
-49
48
4
false
Tighten stops on momentum names
P6043
Active
Roth
USD
2025-03-28
708,639
79,362
629,277
1
64.2
22.5
5.6
7.7
TLT:33.3%;VTI:33.3%;TSLA:33.3%
US:71.4;EU:12.8;APAC:8.9;EM:4.4;Other:2.5
Value:+0.1;Growth:-0.9;Quality:+1.0;Size:-0.9;Momentum:+0.1;LowVol:-0.9
MaxPos7%;NoDerivatives
6
35
4.2
trailing 9%
137
24.8
Volatile
25.3
4.74
4.5
163
-56
32
70
false
Hedge
Add TLT +1% as duration hedge
16
-37
BrokerB
MKT
89
null
null
Normal monitoring
58
-24
168
4
false
Tighten stops on momentum names
P6044
Cautious
IRA
USD
2025-11-26
423,474
49,654
373,820
1
42.5
32
10
15.5
BND:34.8%;AMZN:30.3%;IEF:34.8%
US:68.4;EU:13.3;APAC:8.1;EM:9.8;Other:0.4
Value:+0.4;Growth:-0.9;Quality:-0.5;Size:-0.4;Momentum:0.0;LowVol:-0.1
ESGOnly;MaxPos5%;NoMargin
10
25
4.3
trailing 8%
98
17.6
Bull
11.6
4.78
3.4
87
100
93
23
false
Buy
Add to core equity +1%
7
-9
BrokerD
LMT
97
null
null
Normal monitoring
20
-51
135
3
false
Increase defensive factor exposure
P6045
Opportunistic
IRA
USD
2025-03-19
1,042,679
31,971
1,010,708
1.11
70
12
9.2
8.8
VNQ:33.3%;BRK.B:33.3%;GLD:33.3%
US:63.5;EU:18.9;APAC:6.7;EM:5.7;Other:5.1
Value:-0.6;Growth:+0.6;Quality:-0.8;Size:+0.1;Momentum:-0.7;LowVol:+0.5
MaxPos5%
6
35
6.3
hard 12%
240
27.4
Sideways
15.8
3.8
2.9
133
54
79
62
false
Buy
Add to core equity +1%
4
15
BrokerA
MKT
97
null
null
Normal monitoring
26
-51
-6
3
false
Tax-aware sells next window
P6046
Active
Roth
USD
2024-11-22
2,023,427
150,356
1,873,071
1
64.2
23.1
4.1
8.6
AAPL:17.9%;MUB:9.3%;VOO:22.4%;GLD:16.0%;XLF:22.4%;TLT:11.9%
US:65.9;EU:14.5;APAC:10.1;EM:8.6;Other:1.0
Value:-0.2;Growth:-0.0;Quality:-0.6;Size:+0.8;Momentum:+0.8;LowVol:-0.1
NoDerivatives
10
25
5.2
hard 12%
176
25.8
Bull
14.5
4.6
2.7
104
83
76
51
false
Buy
Add to core equity +1%
33
-32
BrokerC
MKT
96
null
null
Normal monitoring
120
-54
119
3
false
Tax-aware sells next window
P6047
Systematic
Taxable
USD
2024-11-11
1,175,430
96,741
1,078,689
1
60.2
32.3
0
7.5
IEF:13.0%;GLD:21.9%;VOO:9.4%;VNQ:20.6%;MSFT:20.0%;AAPL:15.2%
US:67.4;EU:16.5;APAC:4.7;EM:7.4;Other:4.1
Value:+1.0;Growth:+0.9;Quality:-0.6;Size:+0.1;Momentum:+0.7;LowVol:+0.3
NoDerivatives
10
30
5.4
trailing 8%
171
18.3
Bull
11.9
4.9
3.3
97
20
67
47
false
Sell
Trim extended winner -1%
-3
-24
BrokerB
MKT
86
null
null
Normal monitoring
67
-26
50
5
false
Tax-aware sells next window
P6048
Cautious
Trust
USD
2025-03-11
346,648
46,722
299,926
1
39.9
34.9
7.7
17.6
QQQ:11.6%;VNQ:11.1%;BND:16.1%;MUB:21.2%;XLF:21.2%;VTI:18.8%
US:66.0;EU:9.2;APAC:10.8;EM:10.4;Other:3.5
Value:-0.8;Growth:+0.5;Quality:-0.0;Size:-0.1;Momentum:-0.8;LowVol:-0.3
MaxPos7%;NoDerivatives;NoMargin
8
30
5.3
hard 10%
112
12.5
Volatile
26.7
3.92
3.9
117
12
52
53
false
Rebalance
Shift +1% to bonds from equity
1
4
BrokerA
MKT
90
null
null
Normal monitoring
10
-28
3
4
false
Tighten stops on momentum names
P6049
Active
401k
USD
2025-08-02
632,269
38,579
593,690
1
59.9
28.9
2.7
8.5
QQQ:21.6%;IEF:26.1%;TSLA:26.1%;VOO:26.1%
US:68.2;EU:14.3;APAC:10.6;EM:3.8;Other:3.0
Value:+0.8;Growth:+0.8;Quality:+0.1;Size:+0.6;Momentum:+0.9;LowVol:-0.0
null
7
25
5
hard 12%
151
19.3
Volatile
31.6
4.14
2.3
165
-44
14
79
true
Hedge
Buy index puts 1% notional
32
12
BrokerC
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-36
-58
-65
3
false
Tighten stops on momentum names
P6050
Cautious
Trust
USD
2025-04-11
274,402
24,853
249,549
1
45.8
35.6
6.6
12.1
TLT:18.4%;AMZN:21.2%;VTI:17.8%;VOO:8.2%;GLD:13.3%;BRK.B:21.2%
US:65.1;EU:16.0;APAC:6.0;EM:11.6;Other:1.3
Value:-0.5;Growth:+0.9;Quality:+0.6;Size:-0.9;Momentum:-0.0;LowVol:-0.2
MaxPos5%;NoDerivatives;NoMargin
7
35
3.4
trailing 10%
130
19
Bull
16.2
4.79
2.5
111
63
76
34
false
Buy
Add to core equity +1%
24
-36
BrokerB
MKT
94
null
null
Normal monitoring
5
-41
2
5
false
Within IPS guidelines
P6051
Opportunistic
Roth
USD
2025-10-27
1,384,859
91,556
1,293,303
1
60.4
12.8
21.9
4.9
TLT:17.7%;XLF:18.2%;MSFT:17.3%;QQQ:14.4%;AMZN:20.5%;BND:11.9%
US:62.1;EU:20.4;APAC:6.2;EM:6.6;Other:4.8
Value:-0.6;Growth:-0.4;Quality:-0.2;Size:-0.4;Momentum:-0.1;LowVol:-1.0
NoDerivatives
5
30
5.6
trailing 7%
204
25.6
Volatile
31.3
3.89
3.8
155
41
73
77
true
Hedge
Buy index puts 1% notional
-15
-5
BrokerA
MKT
98
VAR>budget
Reduce
Risk above budget threshold
-39
-21
100
2
false
Tighten stops on momentum names
P6052
Active
Taxable
USD
2025-11-10
1,450,461
172,899
1,277,562
1.06
69.9
20.1
1.7
8.4
HYG:12.5%;TLT:22.9%;VNQ:20.4%;BND:21.3%;AAPL:22.9%
US:57.5;EU:18.5;APAC:13.7;EM:6.2;Other:4.2
Value:+0.4;Growth:-0.9;Quality:+1.0;Size:+0.4;Momentum:-0.4;LowVol:+0.6
MaxPos6%
6
25
5.3
trailing 9%
222
26.8
Volatile
23.1
4.16
2.6
144
30
62
74
true
Hedge
Buy index puts 1% notional
-2
-2
BrokerD
MKT
91
VAR>budget
Hedge
Risk above budget threshold
-19
-6
-49
2
false
Within IPS guidelines
P6053
Hands-off
IRA
USD
2024-10-20
577,724
47,180
530,544
1
69.5
23.2
0.9
6.4
IEF:33.3%;TLT:33.3%;QQQ:33.3%
US:64.4;EU:12.3;APAC:10.7;EM:10.4;Other:2.2
Value:+0.2;Growth:-0.6;Quality:+0.7;Size:-0.6;Momentum:-0.4;LowVol:+0.7
ESGOnly;MaxPos6%
6
35
3.1
hard 10%
130
14.1
Volatile
28.9
4.85
4.2
126
-53
36
71
true
Reduce
Cut high-beta by 2-3%, add cash
35
-17
BrokerA
MKT
95
VAR>budget
Reduce
Risk above budget threshold
-4
-36
-6
3
false
Within IPS guidelines
P6054
Active
Taxable
USD
2025-06-30
2,052,194
164,460
1,887,734
1
67.5
18.8
8
5.7
VNQ:26.2%;VTI:25.7%;MSFT:26.2%;AMZN:22.0%
US:69.0;EU:17.8;APAC:4.7;EM:5.4;Other:3.1
Value:-0.4;Growth:-0.8;Quality:+0.9;Size:+0.4;Momentum:+0.3;LowVol:+0.4
MaxPos7%
10
25
5.3
trailing 9%
194
20.4
Bull
17.8
3.96
2.5
101
78
82
66
true
Hedge
Buy index puts 1% notional
-4
13
BrokerD
LMT
92
VAR>budget
Pause
Risk above budget threshold
39
-32
91
5
false
Monitor dispersion and breadth
P6055
Active
Trust
USD
2025-12-19
529,649
59,520
470,129
1
64.7
22
3.5
9.8
QQQ:20.5%;MSFT:24.3%;VNQ:18.3%;HYG:24.3%;TSLA:12.6%
US:65.6;EU:12.7;APAC:8.9;EM:8.1;Other:4.7
Value:-0.1;Growth:-0.3;Quality:+0.2;Size:+0.9;Momentum:-0.8;LowVol:-0.1
null
5
35
5.2
hard 12%
164
27.5
Bull
15.6
3.83
2.5
101
106
100
41
false
Buy
Add to core equity +1%
-11
4
BrokerC
LMT
100
null
null
Normal monitoring
65
-4
103
3
false
Tax-aware sells next window
P6056
Hands-off
401k
USD
2025-11-15
821,993
48,893
773,100
1
67.9
26.8
0
5.3
TSLA:18.3%;BND:23.4%;HYG:23.4%;VNQ:16.0%;AAPL:19.0%
US:60.3;EU:16.6;APAC:9.3;EM:10.3;Other:3.4
Value:-0.5;Growth:-0.2;Quality:-0.7;Size:-0.4;Momentum:+0.6;LowVol:0.0
ESGOnly;NoDerivatives
5
30
3.6
trailing 8%
160
19.9
Bull
11.3
3.86
2.3
108
18
65
37
false
Rebalance
Shift +1% to bonds from equity
20
-9
BrokerA
LMT
93
null
null
Normal monitoring
115
-3
88
3
false
Tax-aware sells next window
P6057
Systematic
Taxable
USD
2024-08-22
1,932,179
119,059
1,813,120
1
60.1
31.8
0
8.1
XLF:16.7%;QQQ:19.4%;VOO:20.4%;AAPL:18.1%;VNQ:9.7%;AMZN:15.7%
US:67.9;EU:16.6;APAC:9.0;EM:3.2;Other:3.3
Value:+0.4;Growth:+0.7;Quality:+0.5;Size:+0.4;Momentum:-0.9;LowVol:-0.9
NoDerivatives
8
30
5.3
trailing 9%
230
22.4
Bear
26.8
4.41
1.7
210
-98
15
60
false
Sell
Trim extended winner -1%
18
-5
BrokerC
LMT
95
null
null
Normal monitoring
65
-14
77
3
false
Tax-aware sells next window
P6058
Systematic
401k
USD
2025-02-17
1,019,496
58,538
960,958
1
60.3
32
0
7.7
AAPL:25.0%;VNQ:25.0%;MSFT:25.0%;BRK.B:25.0%
US:57.6;EU:21.2;APAC:5.9;EM:11.6;Other:3.7
Value:-0.3;Growth:+0.3;Quality:+0.2;Size:+0.8;Momentum:+0.2;LowVol:-0.9
NoDerivatives
6
30
4.5
trailing 9%
146
19.2
Volatile
25.5
3.94
3.4
129
-20
37
70
false
Sell
Trim extended winner -1%
25
-3
BrokerA
LMT
91
null
null
Normal monitoring
76
-42
57
5
false
Monitor dispersion and breadth
P6059
Opportunistic
401k
USD
2024-09-27
368,139
25,716
342,423
1
75.2
15.7
1.9
7.2
MSFT:33.3%;VTI:33.3%;TLT:33.3%
US:69.5;EU:11.0;APAC:10.6;EM:4.9;Other:3.9
Value:-0.2;Growth:-0.6;Quality:-0.8;Size:-0.5;Momentum:-0.5;LowVol:-0.8
NoDerivatives
7
35
4.4
trailing 9%
249
34
Volatile
21.5
3.79
3.8
114
50
78
67
false
Rebalance
Shift +1% to bonds from equity
28
-37
BrokerB
LMT
100
null
null
Normal monitoring
47
3
126
4
false
Tax-aware sells next window
P6060
Opportunistic
IRA
USD
2024-11-21
649,108
22,856
626,252
1.24
77.7
15.5
2.2
4.7
VOO:20.1%;XLF:9.7%;VNQ:19.5%;TLT:15.0%;VTI:16.3%;HYG:19.3%
US:66.6;EU:15.8;APAC:6.2;EM:8.2;Other:3.2
Value:-0.7;Growth:-1.0;Quality:-0.9;Size:+0.3;Momentum:-0.8;LowVol:-1.0
null
7
30
4.5
trailing 7%
244
28.4
Sideways
21.9
3.9
2.5
121
28
63
72
false
NoAction
Within bands; monitor
19
11
BrokerA
MKT
0
null
null
Normal monitoring
26
-33
43
3
false
Within IPS guidelines
P6061
Cautious
IRA
USD
2024-12-13
300,908
39,580
261,328
1
50.8
34.8
1.3
13.1
AMZN:24.0%;AAPL:20.0%;MSFT:24.0%;MUB:10.8%;TSLA:21.2%
US:73.5;EU:7.7;APAC:10.4;EM:5.4;Other:3.0
Value:+0.6;Growth:-0.1;Quality:-0.2;Size:-0.7;Momentum:-0.3;LowVol:+0.5
NoMargin
6
35
3.4
trailing 8%
115
19.3
Volatile
21.6
4.06
2.6
141
25
64
49
false
Buy
Add to core equity +1%
14
-39
BrokerB
LMT
94
null
null
Normal monitoring
-56
-17
39
5
false
Increase defensive factor exposure
P6062
Opportunistic
Trust
USD
2024-07-06
1,792,187
143,514
1,648,673
1
64.1
21.5
9.1
5.4
QQQ:20.7%;VOO:20.7%;IEF:14.9%;MSFT:20.7%;HYG:14.4%;VNQ:8.7%
US:63.8;EU:19.8;APAC:9.2;EM:4.2;Other:2.9
Value:-0.7;Growth:+0.5;Quality:+0.8;Size:-0.1;Momentum:+1.0;LowVol:-0.0
null
5
35
4.7
hard 12%
230
24.2
Volatile
21.9
3.62
3.3
162
-47
39
67
false
Buy
Add to core equity +1%
-15
-8
BrokerB
MKT
99
null
null
Normal monitoring
24
18
20
4
false
Increase defensive factor exposure
P6063
Cautious
Trust
USD
2025-06-15
514,090
55,623
458,467
1
37.6
44.4
0.4
17.6
BND:14.0%;AMZN:19.3%;IEF:20.3%;HYG:17.5%;AAPL:20.1%;VTI:8.9%
US:70.3;EU:15.2;APAC:6.0;EM:8.3;Other:0.2
Value:-0.8;Growth:-0.2;Quality:-0.1;Size:+0.3;Momentum:-0.3;LowVol:+0.5
NoMargin
5
25
5.9
trailing 8%
138
18.9
Sideways
21
3.55
2.3
95
60
67
52
false
Rebalance
Shift +1% to bonds from equity
18
9
BrokerC
MKT
93
null
null
Normal monitoring
92
-17
164
4
false
Monitor dispersion and breadth
P6064
Hands-off
Roth
USD
2024-07-08
684,638
29,807
654,831
1
70
17.8
6.2
6
TLT:19.0%;VOO:12.6%;BRK.B:20.6%;AAPL:15.7%;MSFT:18.1%;VTI:14.0%
US:71.2;EU:13.2;APAC:10.5;EM:3.2;Other:1.8
Value:-0.1;Growth:0.0;Quality:+0.6;Size:+0.9;Momentum:+0.7;LowVol:+0.6
MaxPos6%
5
35
5.2
trailing 8%
157
19.6
Bear
32
4.02
1.7
193
32
67
78
true
Rebalance
Rebalance back to target bands
-12
3
BrokerA
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
28
-27
155
3
false
Tax-aware sells next window
P6065
Systematic
Trust
USD
2025-08-23
1,518,890
124,260
1,394,630
1
60.1
32.5
0
7.4
AAPL:33.3%;AMZN:33.3%;VTI:33.3%
US:64.7;EU:14.4;APAC:11.5;EM:9.1;Other:0.3
Value:-0.8;Growth:+0.9;Quality:+0.9;Size:-0.1;Momentum:-0.1;LowVol:-0.2
null
6
35
5.4
trailing 8%
171
17.5
Volatile
30.5
5.28
3.6
171
20
61
75
true
Reduce
Cut high-beta by 2-3%, add cash
35
-27
BrokerC
VWAP
94
VAR>budget
Reduce
Risk above budget threshold
16
2
100
3
true
Tighten stops on momentum names
P6066
Systematic
401k
USD
2025-07-06
647,064
48,481
598,583
1
57.7
22.7
9.7
9.9
BRK.B:33.3%;MSFT:33.3%;GLD:33.3%
US:72.4;EU:6.5;APAC:11.6;EM:7.6;Other:2.0
Value:+0.1;Growth:-0.8;Quality:-0.5;Size:-1.0;Momentum:-0.2;LowVol:-0.9
MaxPos8%;NoDerivatives
10
35
5
hard 12%
203
27.5
Sideways
17.3
4.63
2.1
111
33
65
52
true
Hedge
Buy index puts 1% notional
33
-22
BrokerB
LMT
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
62
-15
86
5
false
Monitor dispersion and breadth
P6067
Hands-off
IRA
USD
2025-11-12
848,785
70,636
778,149
1
63.3
28.1
0
8.5
QQQ:25.5%;XLF:25.5%;BND:23.4%;MUB:25.5%
US:65.5;EU:20.6;APAC:5.9;EM:4.0;Other:4.0
Value:+0.2;Growth:-0.7;Quality:+0.2;Size:+0.1;Momentum:+0.5;LowVol:+0.1
NoDerivatives
8
30
4.4
trailing 10%
164
18.6
Volatile
29.4
4.14
2.1
138
43
81
77
true
Hedge
Buy index puts 1% notional
-3
-31
BrokerC
MKT
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
42
-20
18
4
false
Monitor dispersion and breadth
P6068
Active
Trust
USD
2025-04-04
1,499,339
154,163
1,345,176
1
55.1
19.6
17.5
7.8
MSFT:19.1%;VTI:15.8%;GLD:12.2%;HYG:20.2%;AAPL:17.6%;TLT:15.2%
US:57.6;EU:17.4;APAC:11.7;EM:10.0;Other:3.3
Value:+1.0;Growth:-0.8;Quality:+0.9;Size:+0.4;Momentum:-0.0;LowVol:+0.1
NoDerivatives
10
25
4.6
trailing 9%
126
24.4
Volatile
26
4.44
2.6
114
-8
39
69
false
Sell
Trim extended winner -1%
2
-25
BrokerA
LMT
100
null
null
Normal monitoring
8
-52
22
5
false
Within IPS guidelines
P6069
Cautious
IRA
USD
2024-08-27
762,787
75,363
687,424
1
50.1
34.6
0
15.3
MSFT:26.5%;HYG:26.5%;VOO:26.5%;VTI:20.5%
US:67.6;EU:12.2;APAC:8.8;EM:7.8;Other:3.6
Value:+0.5;Growth:-0.3;Quality:+0.6;Size:-0.8;Momentum:+0.7;LowVol:-0.9
NoDerivatives;NoMargin
5
25
5.9
trailing 10%
100
19.8
Bull
11
3.61
3.3
78
26
49
22
false
NoAction
Within bands; monitor
10
-32
BrokerA
LMT
88
null
null
Normal monitoring
98
-28
139
3
false
Tax-aware sells next window
P6070
Systematic
401k
USD
2024-09-18
1,475,335
145,852
1,329,483
1
63.2
20.4
7.2
9.2
AAPL:20.6%;MSFT:8.1%;BND:16.8%;IEF:13.4%;QQQ:20.6%;HYG:20.4%
US:68.0;EU:12.8;APAC:8.3;EM:10.5;Other:0.3
Value:-0.0;Growth:-0.9;Quality:+1.0;Size:-0.5;Momentum:+0.9;LowVol:-0.1
NoDerivatives
7
25
4.3
trailing 8%
171
23.3
Bear
26.2
3.28
2.2
186
-44
32
78
true
Hedge
Buy index puts 1% notional
30
8
BrokerA
MKT
86
VAR>budget
Reduce
Risk above budget threshold
-52
-10
54
4
false
Monitor dispersion and breadth
P6071
Active
401k
USD
2024-08-21
1,282,396
127,590
1,154,806
1.16
61.5
25.1
5.2
8.2
VOO:22.7%;AAPL:10.1%;TSLA:16.6%;VNQ:10.2%;HYG:17.8%;AMZN:22.7%
US:64.5;EU:16.7;APAC:9.6;EM:7.8;Other:1.4
Value:-0.4;Growth:+0.8;Quality:+0.4;Size:+0.2;Momentum:-0.8;LowVol:+0.7
MaxPos5%;NoDerivatives
8
35
5.9
hard 12%
123
17
Sideways
17.1
3.89
3.3
116
-10
49
47
false
Sell
Trim extended winner -1%
17
0
BrokerC
VWAP
94
null
null
Normal monitoring
35
-39
127
4
false
Tax-aware sells next window
P6072
Opportunistic
Trust
USD
2024-12-01
1,200,272
42,341
1,157,931
1.05
64.2
17
11.7
7
AAPL:11.6%;MSFT:15.1%;VTI:23.1%;VOO:14.1%;AMZN:23.1%;VNQ:12.9%
US:68.4;EU:15.6;APAC:11.1;EM:4.7;Other:0.2
Value:-0.4;Growth:0.0;Quality:-0.9;Size:+0.8;Momentum:-1.0;LowVol:-0.1
NoDerivatives
7
35
5
trailing 7%
213
30.3
Sideways
20.8
4.48
3
118
4
47
56
false
NoAction
Within bands; monitor
4
-14
BrokerB
MKT
0
null
null
Normal monitoring
47
-18
182
3
false
Tax-aware sells next window
P6073
Opportunistic
Taxable
USD
2025-11-26
1,123,097
78,193
1,044,904
1
73.3
10.9
10.3
5.6
BND:22.6%;AMZN:22.6%;TSLA:8.0%;BRK.B:22.6%;HYG:13.5%;IEF:10.8%
US:58.8;EU:20.3;APAC:9.7;EM:10.3;Other:0.9
Value:+0.3;Growth:0.0;Quality:+1.0;Size:+0.3;Momentum:+0.5;LowVol:+0.3
null
7
30
6
hard 12%
162
31.9
Volatile
30.2
5.34
2.4
178
61
72
82
true
Reduce
Cut high-beta by 2-3%, add cash
-8
-18
BrokerB
LMT
96
VAR>budget
Hedge
Risk above budget threshold
-12
-17
128
4
false
Monitor dispersion and breadth
P6074
Cautious
IRA
USD
2025-08-07
875,133
99,968
775,165
1
46.5
37.4
0
16.2
TLT:24.1%;MSFT:16.8%;AMZN:24.1%;BND:24.1%;GLD:11.0%
US:63.0;EU:18.0;APAC:6.8;EM:9.8;Other:2.3
Value:-0.8;Growth:+0.4;Quality:0.0;Size:-0.4;Momentum:-0.1;LowVol:0.0
NoDerivatives;NoMargin
5
35
4.6
trailing 8%
163
12.8
Bull
14.7
3.72
3.3
71
13
61
47
false
Rebalance
Shift +1% to bonds from equity
24
-34
BrokerA
LMT
97
null
null
Normal monitoring
44
-7
102
4
false
Tax-aware sells next window
P6075
Active
401k
USD
2024-10-22
657,443
76,098
581,345
1
66.3
25.7
0
8
MUB:23.3%;XLF:10.0%;IEF:23.3%;AAPL:9.1%;TLT:23.3%;GLD:10.9%
US:69.1;EU:8.3;APAC:11.5;EM:10.6;Other:0.6
Value:-0.5;Growth:-0.5;Quality:+0.9;Size:-0.8;Momentum:-0.5;LowVol:+0.7
NoDerivatives
5
35
4.3
trailing 8%
187
25.7
Volatile
20.6
3.5
2.9
154
-43
22
63
false
Rebalance
Shift +1% to bonds from equity
19
-3
BrokerD
LMT
87
null
null
Normal monitoring
0
-17
48
5
false
Monitor dispersion and breadth
P6076
Systematic
401k
USD
2024-09-10
651,851
30,142
621,709
1
60.9
31.5
0
7.6
MSFT:23.0%;TLT:23.0%;VTI:9.5%;BRK.B:23.0%;AAPL:11.2%;BND:10.2%
US:62.1;EU:20.3;APAC:6.2;EM:8.2;Other:3.1
Value:+0.6;Growth:-0.2;Quality:0.0;Size:+0.1;Momentum:+0.8;LowVol:+0.2
MaxPos7%
7
30
5.2
trailing 8%
164
22.9
Volatile
28.7
4.48
2.8
145
21
66
70
false
Sell
Trim extended winner -1%
6
-29
BrokerA
MKT
99
null
null
Normal monitoring
22
-54
151
4
false
Within IPS guidelines
P6077
Hands-off
Roth
USD
2025-05-14
898,015
48,006
850,009
1
57.9
18.7
13.5
9.8
VOO:19.6%;AMZN:26.8%;BRK.B:26.8%;TSLA:26.8%
US:64.8;EU:8.9;APAC:18.2;EM:7.6;Other:0.6
Value:+0.7;Growth:-0.4;Quality:-0.2;Size:-0.8;Momentum:-0.0;LowVol:+0.2
NoDerivatives
8
30
5.6
trailing 8%
127
15.4
Sideways
17.7
4.05
3.2
133
-23
36
53
false
Buy
Add to core equity +1%
-10
-29
BrokerA
LMT
95
null
null
Normal monitoring
35
-18
169
3
false
Tighten stops on momentum names
P6078
Active
401k
USD
2025-09-15
1,045,016
81,450
963,566
1
61
21.5
8.7
8.9
MSFT:33.3%;XLF:33.3%;VOO:33.3%
US:62.7;EU:14.0;APAC:15.8;EM:7.0;Other:0.5
Value:+0.4;Growth:-0.4;Quality:-0.6;Size:-0.9;Momentum:+1.0;LowVol:+0.9
MaxPos7%;NoDerivatives
5
35
4.6
trailing 8%
169
24
Volatile
27.7
4.93
3.7
178
-21
41
72
true
Rebalance
Rebalance back to target bands
-12
-37
BrokerC
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
82
-55
116
2
false
Increase defensive factor exposure
P6079
Active
IRA
USD
2024-12-05
983,135
103,933
879,202
1
65.2
25
4.2
5.6
VTI:18.9%;BND:20.5%;BRK.B:20.8%;AMZN:20.0%;AAPL:19.7%
US:64.6;EU:6.4;APAC:16.8;EM:12.1;Other:0.1
Value:-0.7;Growth:+0.6;Quality:-0.7;Size:+0.2;Momentum:+0.6;LowVol:+0.3
null
6
25
5.7
hard 12%
189
20.4
Bull
12.1
4.56
2.1
112
84
97
34
false
Buy
Add to core equity +1%
35
-11
BrokerB
LMT
92
null
null
Normal monitoring
16
1
6
3
false
Monitor dispersion and breadth
P6080
Opportunistic
Roth
USD
2024-08-10
1,011,590
71,272
940,318
1.24
66.4
19
7.6
7
XLF:25.7%;TSLA:23.0%;MUB:25.7%;IEF:25.7%
US:60.2;EU:20.4;APAC:7.1;EM:6.7;Other:5.7
Value:-0.7;Growth:0.0;Quality:+1.0;Size:+0.3;Momentum:+0.4;LowVol:-0.0
null
5
35
4
trailing 7%
238
28.4
Volatile
22.2
4.29
2.4
165
-12
31
63
false
NoAction
Within bands; monitor
-2
-15
BrokerC
LMT
89
null
null
Normal monitoring
19
-42
14
3
false
Within IPS guidelines
P6081
Active
Trust
USD
2025-05-16
1,421,721
143,265
1,278,456
1.11
51.5
18.5
20.3
9.7
TLT:33.3%;AMZN:33.3%;MSFT:33.3%
US:66.2;EU:20.6;APAC:8.6;EM:4.3;Other:0.3
Value:-0.1;Growth:-0.5;Quality:-1.0;Size:-0.9;Momentum:-0.6;LowVol:-1.0
null
5
35
5.1
hard 12%
146
16.4
Bull
14.8
4.17
2.7
80
4
46
31
false
Buy
Add to core equity +1%
-4
9
BrokerC
VWAP
86
null
null
Normal monitoring
-14
-60
82
5
false
Tighten stops on momentum names
P6082
Opportunistic
Trust
USD
2025-06-22
1,726,434
61,870
1,664,564
1
73
19.6
0
7.4
AMZN:15.9%;BRK.B:24.2%;VOO:24.2%;VTI:11.5%;BND:24.2%
US:69.3;EU:14.4;APAC:10.7;EM:5.6;Other:0.0
Value:+0.6;Growth:-0.0;Quality:+0.3;Size:-0.8;Momentum:-0.6;LowVol:+0.4
NoDerivatives
6
30
6.9
trailing 7%
246
28
Sideways
21.9
4.84
2.6
139
40
81
69
false
Sell
Trim extended winner -1%
29
-31
BrokerB
LMT
86
null
null
Normal monitoring
64
-45
175
3
false
Tax-aware sells next window
P6083
Systematic
Roth
USD
2025-09-30
788,479
32,307
756,172
1
58.9
25.6
8.6
6.9
AAPL:26.8%;MUB:19.6%;QQQ:26.8%;HYG:26.8%
US:64.2;EU:15.4;APAC:9.7;EM:6.0;Other:4.7
Value:-0.3;Growth:+0.5;Quality:-0.1;Size:-0.9;Momentum:-0.0;LowVol:-0.6
MaxPos7%;NoDerivatives
7
25
5.7
hard 12%
151
27.3
Sideways
18.4
4.35
2.2
107
38
82
42
true
Reduce
Cut high-beta by 2-3%, add cash
6
-18
BrokerA
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
76
-44
198
2
false
Increase defensive factor exposure
P6084
Cautious
IRA
USD
2024-08-10
214,044
29,707
184,337
1
39.2
33.9
9.3
17.6
IEF:19.7%;MSFT:5.8%;VNQ:17.5%;BND:20.5%;TSLA:16.0%;VTI:20.5%
US:69.2;EU:9.1;APAC:11.8;EM:6.4;Other:3.5
Value:-0.5;Growth:-0.3;Quality:-0.8;Size:-0.5;Momentum:-0.1;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
5
30
5.9
trailing 8%
106
12.2
Bull
13.1
4.13
2.6
95
62
96
20
false
Sell
Trim extended winner -1%
-8
-1
BrokerC
LMT
87
null
null
Normal monitoring
34
-57
165
3
false
Increase defensive factor exposure
P6085
Cautious
IRA
USD
2024-10-09
587,077
88,935
498,142
1
41.1
39.5
7.4
12
MSFT:18.2%;AMZN:12.7%;XLF:10.3%;TLT:23.1%;BRK.B:12.7%;IEF:23.1%
US:61.8;EU:14.7;APAC:13.5;EM:7.5;Other:2.6
Value:+0.6;Growth:-0.4;Quality:-0.8;Size:-0.5;Momentum:-0.3;LowVol:-0.9
ESGOnly;MaxPos7%;NoMargin
7
30
4.7
trailing 10%
124
12.8
Sideways
14.3
3.55
2.8
112
23
68
41
false
Sell
Trim extended winner -1%
18
15
BrokerD
LMT
94
null
null
Normal monitoring
16
12
116
5
false
Tighten stops on momentum names
P6086
Opportunistic
IRA
USD
2024-09-21
550,371
39,016
511,355
1
62
11.9
17.9
8.2
QQQ:33.3%;VNQ:33.3%;HYG:33.3%
US:64.7;EU:11.2;APAC:9.6;EM:14.2;Other:0.3
Value:-0.2;Growth:+0.2;Quality:+1.0;Size:+0.2;Momentum:+0.7;LowVol:-0.9
MaxPos8%
5
35
5.8
trailing 7%
178
24.4
Volatile
25.8
4.74
2.7
118
16
58
72
true
Hedge
Buy index puts 1% notional
8
-39
BrokerB
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
12
-1
63
3
false
Within IPS guidelines
P6087
Systematic
Trust
USD
2025-04-02
1,644,886
112,765
1,532,121
1
62.4
31.8
0
5.9
IEF:33.3%;VOO:33.3%;AMZN:33.3%
US:64.4;EU:15.5;APAC:13.0;EM:4.4;Other:2.6
Value:-0.5;Growth:-0.2;Quality:-0.7;Size:+0.6;Momentum:-0.8;LowVol:-0.3
MaxPos8%
8
35
4.5
trailing 8%
128
18.7
Sideways
19.3
3.62
2.7
113
27
61
66
false
NoAction
Within bands; monitor
12
-32
BrokerA
LMT
92
null
null
Normal monitoring
24
-29
37
4
false
Tax-aware sells next window
P6088
Systematic
401k
USD
2025-07-03
999,762
76,405
923,357
1
60.9
24.5
8
6.5
VNQ:9.7%;MUB:16.5%;IEF:24.4%;QQQ:24.7%;TLT:24.7%
US:64.4;EU:13.1;APAC:13.0;EM:7.6;Other:1.8
Value:-0.9;Growth:+0.9;Quality:+0.9;Size:+0.6;Momentum:-0.4;LowVol:-0.3
MaxPos7%
5
35
4.2
trailing 8%
137
22.4
Volatile
20.9
5.44
3.6
114
-36
36
51
false
Rebalance
Shift +1% to bonds from equity
27
-17
BrokerA
LMT
99
null
null
Normal monitoring
112
11
85
3
false
Tax-aware sells next window
P6089
Systematic
IRA
USD
2025-11-09
975,779
45,269
930,510
1
61.6
21.5
10.9
6.1
VTI:18.4%;GLD:17.3%;QQQ:21.5%;XLF:21.3%;TSLA:21.5%
US:60.8;EU:12.6;APAC:12.5;EM:9.9;Other:4.2
Value:-0.3;Growth:+0.2;Quality:-0.7;Size:-0.1;Momentum:-0.9;LowVol:-0.5
MaxPos6%
10
30
4.5
trailing 8%
142
20.7
Bull
14.7
4.26
2.9
87
90
100
40
false
Buy
Add to core equity +1%
-7
-33
BrokerC
VWAP
91
null
null
Normal monitoring
-8
-19
39
5
false
Tax-aware sells next window
P6090
Hands-off
Trust
USD
2025-06-19
761,755
47,811
713,944
1
58
28.4
4.4
9.2
VOO:25.0%;TLT:25.0%;HYG:25.0%;BRK.B:25.0%
US:66.7;EU:17.3;APAC:8.4;EM:4.2;Other:3.3
Value:-0.6;Growth:-0.6;Quality:+0.6;Size:+0.7;Momentum:-0.4;LowVol:+0.1
ESGOnly;NoDerivatives
10
35
5.6
trailing 8%
163
17.4
Sideways
19.3
4.94
2.9
113
-18
39
62
false
Buy
Add to core equity +1%
-5
1
BrokerB
LMT
94
null
null
Normal monitoring
99
14
123
4
false
Tighten stops on momentum names
P6091
Systematic
Trust
USD
2025-04-27
1,334,759
58,548
1,276,211
1
60.8
21.8
11.5
5.8
MUB:14.3%;HYG:18.4%;AMZN:17.2%;QQQ:25.0%;VNQ:25.0%
US:67.9;EU:12.5;APAC:6.2;EM:10.0;Other:3.4
Value:+0.3;Growth:+0.9;Quality:+0.7;Size:+0.8;Momentum:+0.6;LowVol:-0.7
null
5
25
5
hard 12%
166
27.9
Volatile
22.2
4.01
3.7
152
-38
16
66
false
Sell
Trim extended winner -1%
10
-4
BrokerB
LMT
90
null
null
Normal monitoring
1
-41
93
4
false
Monitor dispersion and breadth
P6092
Active
IRA
USD
2025-06-03
1,330,033
102,972
1,227,061
1
66
26.3
0
7.7
AMZN:21.1%;BRK.B:10.6%;MSFT:21.1%;VTI:15.3%;GLD:17.9%;HYG:14.0%
US:60.4;EU:19.2;APAC:11.1;EM:7.6;Other:1.7
Value:+0.1;Growth:-1.0;Quality:+0.4;Size:+0.1;Momentum:+0.4;LowVol:+0.4
null
7
35
5.9
trailing 9%
161
16.6
Volatile
21.4
4.73
3.5
113
-57
7
59
true
Reduce
Cut high-beta by 2-3%, add cash
9
-23
BrokerA
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-4
17
-26
3
false
Within IPS guidelines
P6093
Cautious
401k
USD
2025-05-02
263,404
32,808
230,596
1
46.7
39.8
0
13.6
AAPL:24.5%;MUB:24.6%;XLF:14.0%;AMZN:12.4%;GLD:24.6%
US:63.2;EU:8.2;APAC:16.7;EM:7.6;Other:4.2
Value:+0.2;Growth:-0.1;Quality:+0.5;Size:+0.2;Momentum:+0.8;LowVol:-0.3
ESGOnly;NoMargin
7
35
3.2
trailing 8%
122
18
Bull
17.9
4.71
3.1
84
85
78
36
true
Rebalance
Rebalance back to target bands
-10
-35
BrokerD
MKT
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
119
-21
170
4
false
Tighten stops on momentum names
P6094
Opportunistic
Trust
USD
2024-10-28
491,881
24,611
467,270
1
67.3
16.8
8.9
7
IEF:33.3%;AAPL:33.3%;QQQ:33.3%
US:66.6;EU:10.9;APAC:12.6;EM:7.6;Other:2.3
Value:-0.7;Growth:+0.7;Quality:-0.0;Size:+0.6;Momentum:-0.3;LowVol:+0.3
null
8
25
4.5
trailing 9%
223
21.1
Sideways
14.8
4.34
2.1
135
8
65
56
false
Rebalance
Shift +1% to bonds from equity
20
2
BrokerA
LMT
89
null
null
Normal monitoring
82
-11
133
3
false
Increase defensive factor exposure
P6095
Opportunistic
Trust
USD
2025-07-23
1,659,763
114,241
1,545,522
1
73.6
20.4
0
6.1
AMZN:27.1%;BRK.B:27.1%;AAPL:18.7%;GLD:27.1%
US:63.7;EU:7.9;APAC:18.1;EM:9.7;Other:0.6
Value:0.0;Growth:-0.2;Quality:-0.9;Size:+0.4;Momentum:+0.9;LowVol:+0.9
MaxPos5%
8
30
6.6
hard 12%
172
26.1
Sideways
20.3
4.43
2.1
114
4
41
69
false
Rebalance
Shift +1% to bonds from equity
-6
-20
BrokerA
MKT
89
null
null
Normal monitoring
107
17
158
3
false
Monitor dispersion and breadth
P6096
Systematic
IRA
USD
2025-01-28
416,553
29,198
387,355
1
60.6
33.6
0
5.8
VOO:27.9%;AAPL:27.9%;MUB:16.3%;BND:27.9%
US:60.5;EU:13.9;APAC:12.0;EM:11.0;Other:2.6
Value:+0.4;Growth:-0.2;Quality:-0.3;Size:+0.6;Momentum:-0.8;LowVol:+0.2
null
6
30
5
hard 12%
201
26.7
Bull
15.9
4.98
3
105
109
96
43
false
Rebalance
Shift +1% to bonds from equity
23
11
BrokerB
LMT
100
null
null
Normal monitoring
48
3
80
4
false
Tighten stops on momentum names
P6097
Systematic
IRA
USD
2025-02-15
1,347,282
74,397
1,272,885
1
61.7
31.4
1
5.9
QQQ:33.3%;IEF:33.3%;XLF:33.3%
US:69.8;EU:13.5;APAC:5.8;EM:10.1;Other:0.8
Value:-0.6;Growth:+0.6;Quality:+0.2;Size:-1.0;Momentum:-0.7;LowVol:-0.4
MaxPos8%
7
30
4.2
hard 12%
120
26.9
Volatile
28.3
3.6
2.7
172
-8
51
81
true
Reduce
Cut high-beta by 2-3%, add cash
7
-38
BrokerD
LMT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
20
-60
108
4
false
Within IPS guidelines
P6098
Hands-off
IRA
USD
2025-08-30
445,829
36,285
409,544
1
65.1
16
12.7
6.2
MSFT:33.3%;VOO:33.3%;BRK.B:33.3%
US:69.2;EU:7.9;APAC:6.9;EM:11.7;Other:4.2
Value:+0.8;Growth:+0.3;Quality:0.0;Size:-0.3;Momentum:+0.5;LowVol:-0.6
NoDerivatives
7
35
3.7
trailing 10%
126
19.2
Sideways
21.8
4.13
2
95
58
69
61
false
Hedge
Add TLT +1% as duration hedge
-7
-8
BrokerA
LMT
85
null
null
Normal monitoring
-38
-56
-1
3
false
Tax-aware sells next window
P6099
Hands-off
Trust
USD
2025-04-16
326,744
17,953
308,791
1
71.7
15.6
7
5.7
VTI:20.0%;TLT:19.2%;BND:14.4%;GLD:18.9%;QQQ:7.5%;VOO:20.0%
US:58.9;EU:14.6;APAC:15.7;EM:8.9;Other:2.0
Value:+0.6;Growth:+0.4;Quality:-0.9;Size:+0.8;Momentum:+0.3;LowVol:-0.6
ESGOnly;MaxPos8%
6
30
3.2
hard 10%
138
13.9
Bull
14.1
3.72
2.6
88
7
63
61
true
Hedge
Buy index puts 1% notional
2
-1
BrokerB
MKT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
12
-52
81
5
false
Within IPS guidelines
P6100
Hands-off
401k
USD
2025-03-24
781,961
73,193
708,768
1
60.1
19.2
15.6
5
MUB:33.3%;AMZN:33.3%;HYG:33.3%
US:66.6;EU:16.0;APAC:8.7;EM:5.6;Other:3.1
Value:+0.8;Growth:-0.9;Quality:-0.7;Size:-1.0;Momentum:-0.8;LowVol:-1.0
ESGOnly;MaxPos5%
8
25
3.2
trailing 8%
145
19.4
Bear
29.3
3.18
2.1
214
-40
29
77
true
Hedge
Buy index puts 1% notional
-13
-17
BrokerA
LMT
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
22
-6
108
4
false
Monitor dispersion and breadth