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
P6101
Active
401k
USD
2024-09-02
1,704,304
103,674
1,600,630
1
64.1
26.6
0.5
8.7
IEF:23.8%;AMZN:16.4%;MSFT:23.8%;VNQ:23.8%;VTI:12.3%
US:65.6;EU:16.7;APAC:7.5;EM:7.5;Other:2.7
Value:-0.5;Growth:+0.8;Quality:+0.1;Size:+0.5;Momentum:-0.6;LowVol:+0.3
MaxPos7%
6
25
4.5
hard 12%
178
22.4
Bear
32.2
4.43
2.1
137
25
62
92
true
Reduce
Cut high-beta by 2-3%, add cash
8
11
BrokerC
MKT
96
VAR>budget
Reduce
Risk above budget threshold
0
-51
68
5
false
Increase defensive factor exposure
P6102
Cautious
Roth
USD
2025-04-16
184,797
28,209
156,588
1
40.7
30.1
17.9
11.3
MSFT:21.2%;HYG:14.8%;BRK.B:13.5%;AMZN:21.2%;AAPL:19.1%;QQQ:10.1%
US:63.9;EU:18.4;APAC:9.4;EM:4.1;Other:4.2
Value:-0.3;Growth:-0.3;Quality:-0.2;Size:+0.8;Momentum:-0.6;LowVol:-0.4
NoDerivatives;NoMargin
5
35
3.8
trailing 8%
106
18.5
Bear
30
4.42
2.4
144
-12
42
60
false
Buy
Add to core equity +1%
7
-23
BrokerC
MKT
90
null
null
Normal monitoring
46
-5
25
4
false
Increase defensive factor exposure
P6103
Hands-off
Roth
USD
2025-06-03
563,018
23,640
539,378
1
61.3
26.3
3.1
9.3
TSLA:33.3%;IEF:33.3%;VTI:33.3%
US:64.2;EU:16.3;APAC:9.6;EM:8.9;Other:0.9
Value:-0.4;Growth:-0.2;Quality:+0.4;Size:+0.6;Momentum:+0.3;LowVol:-0.6
null
6
35
4.9
trailing 10%
111
17.4
Volatile
22.4
5.2
3.6
157
-34
30
58
false
Sell
Trim extended winner -1%
18
-4
BrokerB
MKT
91
null
null
Normal monitoring
29
-5
-4
5
false
Tighten stops on momentum names
P6104
Systematic
Roth
USD
2024-07-05
1,260,778
78,277
1,182,501
1
61.2
21.9
9.1
7.8
MSFT:24.2%;HYG:13.9%;AAPL:24.2%;MUB:17.9%;VTI:19.8%
US:64.7;EU:15.8;APAC:10.5;EM:7.9;Other:1.1
Value:+0.5;Growth:-0.7;Quality:+0.7;Size:+0.6;Momentum:-0.0;LowVol:+0.7
NoDerivatives
8
30
4.8
trailing 8%
155
25.1
Bull
17.9
4.89
2
100
100
100
44
false
NoAction
Within bands; monitor
33
-20
BrokerD
LMT
89
null
null
Normal monitoring
-20
-16
-5
3
false
Increase defensive factor exposure
P6105
Hands-off
Taxable
USD
2025-07-20
392,076
38,474
353,602
1
67.8
26.4
0
5.8
AAPL:21.7%;XLF:21.7%;VTI:16.4%;TLT:21.7%;AMZN:8.3%;VNQ:10.1%
US:72.1;EU:8.7;APAC:13.1;EM:5.3;Other:0.8
Value:-0.5;Growth:+0.9;Quality:+0.4;Size:+0.3;Momentum:+0.7;LowVol:+1.0
ESGOnly
6
35
4.6
trailing 8%
125
13.4
Bull
11.9
4.2
3.1
76
114
100
37
false
Hedge
Add TLT +1% as duration hedge
35
8
BrokerB
LMT
88
null
null
Normal monitoring
-6
-50
91
3
false
Increase defensive factor exposure
P6106
Hands-off
Trust
USD
2024-07-12
848,148
47,689
800,459
1
70.7
21.3
0
8
TLT:22.8%;AMZN:22.8%;HYG:22.8%;QQQ:11.4%;BRK.B:20.3%
US:70.4;EU:14.9;APAC:8.7;EM:3.9;Other:2.0
Value:+0.3;Growth:+0.6;Quality:-0.9;Size:+0.1;Momentum:+0.7;LowVol:-0.1
MaxPos6%
5
35
4.2
trailing 8%
169
13.5
Bear
24.7
3.44
1.2
185
3
61
79
true
Hedge
Buy index puts 1% notional
-7
3
BrokerB
MKT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
15
-11
-17
2
false
Monitor dispersion and breadth
P6107
Systematic
401k
USD
2024-07-26
1,891,002
139,420
1,751,582
1
63.8
28.4
0
7.8
AAPL:9.3%;MUB:19.9%;BND:15.2%;MSFT:20.2%;VNQ:15.2%;VTI:20.2%
US:64.5;EU:15.7;APAC:12.7;EM:3.6;Other:3.6
Value:0.0;Growth:-1.0;Quality:+0.1;Size:+0.2;Momentum:-0.4;LowVol:+0.1
MaxPos7%
5
30
4.5
trailing 9%
164
26.8
Bear
34.4
4.43
2.5
187
-37
31
88
true
Hedge
Buy index puts 1% notional
-12
-21
BrokerA
LMT
99
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
102
3
142
5
false
Within IPS guidelines
P6108
Active
Trust
USD
2024-11-18
1,751,445
135,174
1,616,271
1
65.7
25.2
0
9.1
MSFT:33.3%;XLF:33.3%;IEF:33.3%
US:62.5;EU:19.2;APAC:5.8;EM:9.3;Other:3.2
Value:+0.2;Growth:+0.8;Quality:-0.5;Size:-0.7;Momentum:-0.3;LowVol:-0.8
null
7
25
4
trailing 9%
202
17.5
Sideways
17.8
3.81
3
128
12
49
60
false
Rebalance
Shift +1% to bonds from equity
35
-12
BrokerA
LMT
94
null
null
Normal monitoring
73
-24
113
5
false
Increase defensive factor exposure
P6109
Systematic
Roth
USD
2025-06-23
657,610
30,541
627,069
1
64.9
27.2
0
7.9
TSLA:27.0%;VOO:27.0%;IEF:27.0%;AAPL:18.9%
US:72.4;EU:5.2;APAC:12.1;EM:7.3;Other:3.0
Value:-0.1;Growth:+0.3;Quality:-0.4;Size:-0.6;Momentum:+0.3;LowVol:+0.3
null
8
35
5.3
hard 12%
192
23
Sideways
18.5
3.87
3.5
113
53
81
65
false
Rebalance
Shift +1% to bonds from equity
4
11
BrokerC
LMT
87
null
null
Normal monitoring
102
15
98
3
false
Increase defensive factor exposure
P6110
Active
401k
USD
2025-09-29
1,042,059
89,323
952,736
1
54.3
30.2
8.5
7
IEF:16.8%;VNQ:8.3%;QQQ:19.3%;XLF:15.9%;MSFT:20.1%;AMZN:19.8%
US:73.6;EU:11.2;APAC:5.8;EM:8.5;Other:0.9
Value:-0.2;Growth:-0.2;Quality:-0.4;Size:-0.6;Momentum:+0.5;LowVol:+0.2
MaxPos6%
10
30
5.6
trailing 8%
164
23.1
Bear
23.6
4.21
2.1
212
-53
17
66
false
Rebalance
Shift +1% to bonds from equity
-14
-37
BrokerC
LMT
90
null
null
Normal monitoring
90
-54
122
5
false
Tighten stops on momentum names
P6111
Cautious
401k
USD
2024-12-22
482,259
44,666
437,593
1
48.2
35.1
0
16.7
HYG:25.2%;VNQ:25.2%;IEF:25.2%;VOO:24.4%
US:66.1;EU:9.7;APAC:10.7;EM:9.7;Other:3.9
Value:+0.2;Growth:-1.0;Quality:+0.2;Size:+0.7;Momentum:+0.8;LowVol:-0.8
ESGOnly;MaxPos7%;NoMargin
8
30
3.2
trailing 8%
130
12.7
Volatile
24.4
4.37
2.2
161
39
60
57
false
Rebalance
Shift +1% to bonds from equity
11
-27
BrokerD
LMT
88
null
null
Normal monitoring
24
16
45
5
false
Within IPS guidelines
P6112
Opportunistic
Trust
USD
2024-10-07
1,334,995
103,368
1,231,627
1
75.5
19.2
0.3
5
BRK.B:20.6%;GLD:17.7%;TLT:18.7%;MSFT:17.3%;MUB:16.1%;VNQ:9.7%
US:67.2;EU:9.8;APAC:9.5;EM:10.8;Other:2.7
Value:-0.2;Growth:-0.4;Quality:-0.4;Size:+0.2;Momentum:+1.0;LowVol:+0.5
NoDerivatives
5
30
5.1
hard 12%
278
21.6
Volatile
20.3
4.52
3.5
166
-33
44
65
false
Rebalance
Shift +1% to bonds from equity
-4
-38
BrokerD
MKT
87
null
null
Normal monitoring
-21
-21
88
3
false
Within IPS guidelines
P6113
Cautious
Roth
USD
2025-01-24
607,868
83,475
524,393
1
41.1
39.6
5.7
13.5
BND:26.1%;BRK.B:21.7%;TSLA:26.1%;MUB:26.1%
US:62.1;EU:16.8;APAC:13.4;EM:3.5;Other:4.3
Value:+0.4;Growth:+0.2;Quality:+0.6;Size:-0.1;Momentum:-0.9;LowVol:+0.9
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
6
30
5.6
hard 10%
141
18.1
Bear
34.1
4.29
1.2
186
7
50
79
true
Hedge
Buy index puts 1% notional
-5
11
BrokerD
MKT
94
RegimeShift
Reduce
Volatility spike and breadth deterioration
8
-23
37
3
false
Tax-aware sells next window
P6114
Opportunistic
Trust
USD
2025-02-22
852,000
29,421
822,579
1
71.8
16
3.9
8.2
MSFT:20.8%;BND:22.0%;VOO:22.2%;GLD:12.7%;IEF:22.2%
US:67.6;EU:17.1;APAC:5.3;EM:5.9;Other:4.0
Value:+0.7;Growth:-0.7;Quality:+0.7;Size:+0.1;Momentum:-0.0;LowVol:+0.6
null
6
35
4
trailing 7%
277
27.2
Bear
26.5
3.53
2.7
176
-60
6
77
true
Hedge
Buy index puts 1% notional
25
-34
BrokerD
LMT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-26
4
56
3
false
Within IPS guidelines
P6115
Systematic
Taxable
USD
2024-08-28
1,777,817
73,050
1,704,767
1
55.6
24.9
14
5.4
XLF:35.5%;MSFT:29.0%;QQQ:35.5%
US:65.7;EU:6.8;APAC:13.1;EM:10.8;Other:3.7
Value:+0.3;Growth:+0.1;Quality:0.0;Size:+0.7;Momentum:-0.6;LowVol:-0.5
null
7
25
5.1
trailing 8%
213
25.1
Bull
11.8
4.11
2.8
76
12
49
45
false
Rebalance
Shift +1% to bonds from equity
34
10
BrokerC
VWAP
94
null
null
Normal monitoring
112
-36
88
4
false
Monitor dispersion and breadth
P6116
Systematic
401k
USD
2025-01-04
616,706
26,216
590,490
1
64.3
26.6
0
9.1
AAPL:20.6%;VOO:18.3%;AMZN:18.2%;BRK.B:11.5%;BND:10.7%;VTI:20.6%
US:67.1;EU:10.1;APAC:13.2;EM:7.6;Other:2.0
Value:+0.2;Growth:-0.1;Quality:+0.2;Size:+0.8;Momentum:+0.3;LowVol:+0.7
NoDerivatives
10
35
4.2
trailing 9%
124
23.7
Volatile
20.7
4.26
4.4
115
38
74
54
false
Rebalance
Shift +1% to bonds from equity
11
1
BrokerC
VWAP
95
null
null
Normal monitoring
14
3
42
4
false
Increase defensive factor exposure
P6117
Active
Taxable
USD
2024-08-11
1,867,022
112,339
1,754,683
1
53.5
24.1
16
6.4
VNQ:33.3%;IEF:33.3%;GLD:33.3%
US:69.5;EU:7.3;APAC:13.6;EM:8.0;Other:1.7
Value:-0.1;Growth:+0.6;Quality:-0.6;Size:+0.2;Momentum:+0.8;LowVol:+0.3
NoDerivatives
5
30
5.1
trailing 8%
134
26.4
Volatile
24.3
4.12
3.8
171
64
68
55
false
Rebalance
Shift +1% to bonds from equity
4
15
BrokerA
VWAP
85
null
null
Normal monitoring
8
7
38
3
false
Increase defensive factor exposure
P6118
Hands-off
IRA
USD
2024-09-19
448,335
38,029
410,306
1
55.1
28.5
10.1
6.3
AMZN:33.7%;XLF:32.5%;TSLA:33.7%
US:67.6;EU:15.7;APAC:9.4;EM:4.2;Other:3.1
Value:-0.6;Growth:-0.2;Quality:-0.5;Size:+0.5;Momentum:+0.9;LowVol:-0.9
null
10
30
4.8
trailing 8%
167
17.9
Volatile
26.6
4.59
3
146
53
83
62
false
Sell
Trim extended winner -1%
10
-23
BrokerB
LMT
90
null
null
Normal monitoring
-6
-33
66
4
false
Tax-aware sells next window
P6119
Systematic
IRA
USD
2025-10-19
1,082,942
60,763
1,022,179
1
66.2
26.3
0
7.5
QQQ:23.1%;XLF:23.1%;VNQ:21.3%;TLT:9.5%;BRK.B:23.0%
US:65.4;EU:15.8;APAC:7.5;EM:8.0;Other:3.3
Value:-0.4;Growth:-0.0;Quality:+0.5;Size:+0.2;Momentum:+0.6;LowVol:-0.0
MaxPos7%;NoDerivatives
10
35
5.1
hard 12%
213
19.6
Sideways
14.2
4.07
3.2
114
13
55
40
false
Sell
Trim extended winner -1%
-13
-34
BrokerB
MKT
99
null
null
Normal monitoring
52
-46
67
5
false
Tighten stops on momentum names
P6120
Opportunistic
401k
USD
2025-05-21
585,427
40,696
544,731
1
70.3
14
7.7
8
IEF:19.0%;MSFT:27.2%;VNQ:26.6%;BRK.B:27.2%
US:63.1;EU:11.8;APAC:13.5;EM:8.2;Other:3.5
Value:-0.4;Growth:+1.0;Quality:+0.8;Size:+0.6;Momentum:+0.7;LowVol:-0.4
MaxPos8%
10
30
4.1
trailing 9%
185
32.5
Volatile
26.1
4.05
2.5
120
-18
53
75
true
Hedge
Buy index puts 1% notional
35
-6
BrokerD
LMT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-60
16
75
4
false
Within IPS guidelines
P6121
Active
Roth
USD
2025-05-22
2,259,366
260,986
1,998,380
1
67.3
25.4
0
7.3
XLF:21.8%;TSLA:28.9%;AAPL:20.5%;BND:28.9%
US:75.1;EU:6.2;APAC:8.2;EM:9.0;Other:1.6
Value:-0.7;Growth:+0.4;Quality:+0.7;Size:-0.5;Momentum:+0.8;LowVol:+0.6
MaxPos5%
6
25
5.8
hard 12%
218
25.1
Bear
28.4
3.9
2.3
201
-70
21
84
true
Hedge
Buy index puts 1% notional
-11
-2
BrokerC
VWAP
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
54
-44
151
4
false
Tighten stops on momentum names
P6122
Opportunistic
IRA
USD
2025-07-20
924,675
71,979
852,696
1
74.8
10.7
10.5
4
BRK.B:35.6%;XLF:35.6%;MSFT:28.7%
US:73.6;EU:7.5;APAC:10.1;EM:8.8;Other:0.1
Value:-0.1;Growth:-0.6;Quality:+0.1;Size:-0.4;Momentum:+0.6;LowVol:-0.6
null
10
35
4.3
trailing 9%
232
31.1
Bull
15.5
4.71
3.1
93
52
82
50
false
Hedge
Add TLT +1% as duration hedge
28
-15
BrokerC
LMT
88
null
null
Normal monitoring
32
-57
62
3
false
Monitor dispersion and breadth
P6123
Cautious
401k
USD
2025-06-04
279,468
43,900
235,568
1
48.8
40.1
0
11.1
GLD:11.3%;VTI:22.6%;VOO:14.0%;BND:22.6%;BRK.B:14.8%;MUB:14.7%
US:64.3;EU:15.7;APAC:6.7;EM:9.6;Other:3.7
Value:-1.0;Growth:+0.6;Quality:+0.2;Size:-0.4;Momentum:+0.1;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
8
30
4.1
trailing 8%
128
14.1
Volatile
20.7
5.27
2.7
147
34
77
56
false
Rebalance
Shift +1% to bonds from equity
24
-11
BrokerC
MKT
94
null
null
Normal monitoring
-6
-29
96
3
false
Within IPS guidelines
P6124
Active
Taxable
USD
2024-09-11
1,436,183
161,568
1,274,615
1
61.9
29.8
1.6
6.7
TLT:25.0%;AAPL:25.0%;QQQ:24.9%;MSFT:25.0%
US:64.6;EU:20.0;APAC:6.6;EM:6.1;Other:2.8
Value:-0.0;Growth:-0.5;Quality:-1.0;Size:+0.1;Momentum:-0.1;LowVol:-0.2
null
5
35
4.4
hard 12%
176
19.4
Bull
17.7
3.76
2.8
92
83
84
61
false
Hedge
Add TLT +1% as duration hedge
27
-28
BrokerA
VWAP
90
null
null
Normal monitoring
-14
-44
17
5
false
Increase defensive factor exposure
P6125
Cautious
IRA
USD
2025-02-16
367,247
45,748
321,499
1
43.1
31.1
15.2
10.6
TLT:20.4%;BND:23.4%;XLF:28.1%;VTI:28.1%
US:65.1;EU:10.6;APAC:11.3;EM:9.3;Other:3.8
Value:-0.3;Growth:+0.5;Quality:-0.6;Size:+0.4;Momentum:+0.6;LowVol:-0.1
MaxPos8%;NoDerivatives;NoMargin
5
30
4.3
hard 10%
105
14.2
Bear
34.7
4.48
1.5
155
-116
5
72
true
Reduce
Cut high-beta by 2-3%, add cash
19
2
BrokerA
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
114
-51
199
5
false
Increase defensive factor exposure
P6126
Opportunistic
IRA
USD
2025-01-10
1,418,526
62,914
1,355,612
1
75.4
17.6
0
6.9
TSLA:7.9%;VNQ:8.5%;MUB:19.5%;BND:19.4%;VTI:22.4%;HYG:22.4%
US:56.4;EU:20.1;APAC:12.9;EM:8.7;Other:1.8
Value:+0.7;Growth:+0.8;Quality:-0.3;Size:+0.8;Momentum:+0.5;LowVol:-1.0
MaxPos6%
10
30
6.6
trailing 7%
240
26.7
Volatile
22.5
5.02
4
134
70
95
60
false
Rebalance
Shift +1% to bonds from equity
-4
-5
BrokerC
LMT
94
null
null
Normal monitoring
1
-10
98
3
false
Tax-aware sells next window
P6127
Hands-off
Taxable
USD
2024-08-02
713,761
51,464
662,297
1
62.7
26.8
5.1
5.4
MUB:16.7%;MSFT:18.8%;GLD:20.4%;IEF:10.8%;VOO:19.6%;TLT:13.7%
US:70.9;EU:7.5;APAC:7.8;EM:9.1;Other:4.8
Value:-0.2;Growth:+0.7;Quality:+0.8;Size:+0.8;Momentum:-0.3;LowVol:-0.1
ESGOnly
6
30
3
trailing 8%
140
16.8
Sideways
19.7
3.78
2.5
109
-18
36
63
false
Buy
Add to core equity +1%
-14
-13
BrokerA
LMT
90
null
null
Normal monitoring
4
-17
44
4
false
Increase defensive factor exposure
P6128
Opportunistic
401k
USD
2024-12-22
593,683
50,215
543,468
1.22
62.4
17.4
11.6
8.6
MUB:11.1%;XLF:22.0%;BND:22.5%;VOO:21.8%;AMZN:22.5%
US:65.2;EU:10.0;APAC:12.7;EM:9.1;Other:3.0
Value:+0.5;Growth:-0.4;Quality:+0.9;Size:+0.3;Momentum:+0.9;LowVol:-0.1
null
5
30
7
trailing 7%
187
22.8
Volatile
26.3
3.52
2.2
149
-9
53
75
true
Hedge
Buy index puts 1% notional
35
-15
BrokerB
VWAP
86
VAR>budget
Reduce
Risk above budget threshold
54
0
159
5
false
Within IPS guidelines
P6129
Active
Taxable
USD
2025-07-18
836,059
82,511
753,548
1
58.1
21.8
14.5
5.6
TLT:16.0%;VOO:21.9%;MUB:24.2%;QQQ:24.2%;IEF:13.8%
US:71.1;EU:7.6;APAC:15.3;EM:4.0;Other:2.0
Value:-0.4;Growth:-0.6;Quality:-0.5;Size:-0.5;Momentum:-1.0;LowVol:+0.3
null
10
30
4.7
trailing 9%
121
26.4
Bull
17.7
3.79
3.3
90
97
94
57
false
Rebalance
Shift +1% to bonds from equity
-4
-18
BrokerD
LMT
86
null
null
Normal monitoring
10
-29
119
4
false
Within IPS guidelines
P6130
Cautious
Taxable
USD
2025-09-30
618,557
51,306
567,251
1
51.5
37.7
0
10.7
HYG:38.7%;BRK.B:22.6%;BND:38.7%
US:64.9;EU:17.6;APAC:9.4;EM:5.3;Other:2.7
Value:-0.9;Growth:+0.4;Quality:-0.2;Size:+0.2;Momentum:-0.5;LowVol:-0.5
ESGOnly;NoMargin
7
30
5.4
hard 10%
102
15.1
Bull
13.7
3.77
3.3
118
86
83
33
false
NoAction
Within bands; monitor
21
-21
BrokerB
MKT
0
null
null
Normal monitoring
-49
-55
-60
3
false
Within IPS guidelines
P6131
Hands-off
Roth
USD
2025-06-09
376,007
25,510
350,497
1
68.1
19.6
3.7
8.6
GLD:21.0%;AAPL:20.3%;MSFT:11.5%;IEF:17.6%;BND:8.6%;AMZN:21.0%
US:63.2;EU:18.2;APAC:5.7;EM:10.7;Other:2.2
Value:+0.5;Growth:+0.3;Quality:+0.7;Size:-0.8;Momentum:-0.5;LowVol:-0.9
ESGOnly;NoDerivatives
6
35
3.4
trailing 10%
129
19
Bull
15.8
4.09
2.8
82
52
85
51
false
Rebalance
Shift +1% to bonds from equity
29
-40
BrokerA
VWAP
92
null
null
Normal monitoring
19
-18
88
3
false
Tighten stops on momentum names
P6132
Active
IRA
USD
2024-11-09
594,614
51,234
543,380
1
62.7
19.5
11.8
6
HYG:33.3%;TSLA:33.3%;MUB:33.3%
US:67.8;EU:16.4;APAC:6.3;EM:9.4;Other:0.2
Value:+0.8;Growth:-0.1;Quality:+0.4;Size:+0.4;Momentum:-1.0;LowVol:+0.7
null
8
25
5.1
hard 12%
174
25.9
Bull
11.8
4.91
2.9
115
81
98
32
false
Buy
Add to core equity +1%
4
-12
BrokerA
LMT
92
null
null
Normal monitoring
108
11
246
4
false
Increase defensive factor exposure
P6133
Cautious
401k
USD
2025-01-15
184,334
26,193
158,141
1
50.8
38.2
0.6
10.4
VTI:22.6%;TSLA:13.8%;HYG:18.4%;IEF:22.6%;AAPL:22.6%
US:58.3;EU:17.0;APAC:12.1;EM:8.7;Other:3.9
Value:+0.2;Growth:+0.4;Quality:0.0;Size:-0.0;Momentum:-0.1;LowVol:-0.4
ESGOnly;NoMargin
7
25
3.1
trailing 8%
105
19.9
Bull
15.9
4.7
2.1
117
57
66
39
false
Rebalance
Shift +1% to bonds from equity
-6
-4
BrokerA
MKT
86
null
null
Normal monitoring
95
-23
140
4
false
Within IPS guidelines
P6134
Opportunistic
Trust
USD
2024-12-04
770,231
38,112
732,119
1
71
13.1
8.3
7.6
MSFT:20.8%;MUB:15.6%;IEF:20.5%;AMZN:21.6%;XLF:21.6%
US:69.1;EU:12.1;APAC:6.8;EM:11.4;Other:0.7
Value:+0.9;Growth:-0.1;Quality:+0.5;Size:+0.1;Momentum:+1.0;LowVol:-0.1
NoDerivatives
10
30
4.8
hard 12%
274
21
Volatile
31.8
4.81
2.4
132
80
80
84
true
Rebalance
Rebalance back to target bands
28
13
BrokerC
VWAP
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
90
-34
79
3
false
Monitor dispersion and breadth
P6135
Hands-off
Taxable
USD
2024-12-16
212,035
18,471
193,564
1
55.2
20.1
17.1
7.7
TLT:21.2%;BND:17.9%;AAPL:21.2%;XLF:21.2%;VTI:18.4%
US:71.9;EU:12.7;APAC:5.2;EM:6.0;Other:4.2
Value:-0.7;Growth:-0.3;Quality:+0.8;Size:+0.8;Momentum:-0.5;LowVol:-0.1
MaxPos5%
7
30
3.5
trailing 8%
140
17.5
Bull
17.2
4.87
2.6
93
74
100
44
false
Buy
Add to core equity +1%
14
-19
BrokerA
MKT
94
null
null
Normal monitoring
31
4
161
5
false
Tax-aware sells next window
P6136
Active
Taxable
USD
2025-02-22
523,374
40,739
482,635
1
51.7
26.8
16.1
5.5
TLT:16.5%;VOO:12.8%;AAPL:18.4%;XLF:21.6%;BND:9.1%;GLD:21.6%
US:61.1;EU:7.5;APAC:15.3;EM:12.0;Other:4.1
Value:+0.7;Growth:+0.8;Quality:+0.8;Size:-0.9;Momentum:+0.7;LowVol:-0.6
NoDerivatives
6
30
4.6
trailing 9%
178
23.2
Sideways
20.2
4.6
3
131
0
60
43
false
Hedge
Add TLT +1% as duration hedge
-5
14
BrokerC
LMT
85
null
null
Normal monitoring
97
-34
132
3
false
Increase defensive factor exposure
P6137
Active
Taxable
USD
2024-11-17
798,464
77,558
720,906
1
58.4
22.7
9.2
9.7
AAPL:22.9%;TLT:22.9%;TSLA:8.3%;MUB:12.8%;QQQ:11.0%;GLD:22.1%
US:79.5;EU:6.5;APAC:6.5;EM:4.0;Other:3.5
Value:-0.4;Growth:-0.9;Quality:+0.1;Size:0.0;Momentum:+0.8;LowVol:-0.2
null
10
35
6
trailing 9%
194
22.1
Bull
14.6
4.49
2.8
78
67
89
38
false
Buy
Add to core equity +1%
32
-10
BrokerA
LMT
98
null
null
Normal monitoring
35
-44
-3
4
false
Tighten stops on momentum names
P6138
Opportunistic
IRA
USD
2024-10-20
366,356
20,522
345,834
1.24
70
12.2
8.9
8.9
BND:33.3%;HYG:33.3%;TSLA:33.3%
US:71.7;EU:9.9;APAC:10.9;EM:4.6;Other:2.8
Value:+0.8;Growth:-0.7;Quality:-0.4;Size:-0.5;Momentum:+0.8;LowVol:-0.0
MaxPos7%
7
30
6.9
trailing 7%
209
33.9
Volatile
31.1
4.97
3.9
120
43
75
94
true
Reduce
Cut high-beta by 2-3%, add cash
3
-5
BrokerA
MKT
88
VAR>budget
Hedge
Risk above budget threshold
47
5
98
4
false
Tax-aware sells next window
P6139
Active
Taxable
USD
2025-12-07
1,020,087
117,150
902,937
1.09
56.9
23.1
11
9
BRK.B:16.8%;TLT:20.8%;QQQ:20.8%;XLF:20.8%;BND:20.8%
US:62.6;EU:18.1;APAC:6.1;EM:9.8;Other:3.4
Value:-0.0;Growth:+0.7;Quality:+0.1;Size:-0.3;Momentum:+0.3;LowVol:-0.1
MaxPos5%;NoDerivatives
6
30
5.3
trailing 8%
178
24.3
Bear
34.8
3.94
1.5
164
-112
5
76
true
Hedge
Buy index puts 1% notional
-14
-3
BrokerA
MKT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
117
16
168
3
false
Within IPS guidelines
P6140
Opportunistic
401k
USD
2025-04-27
1,179,692
67,532
1,112,160
1
74.4
20.5
0
5.1
QQQ:10.7%;VTI:21.9%;IEF:22.5%;GLD:22.5%;MSFT:22.5%
US:72.1;EU:4.8;APAC:9.9;EM:9.0;Other:4.1
Value:+0.4;Growth:-0.4;Quality:+0.4;Size:+0.7;Momentum:+0.7;LowVol:+0.7
MaxPos6%
6
25
5.5
trailing 7%
264
32.1
Sideways
19.5
4.34
2
108
45
71
55
false
Sell
Trim extended winner -1%
-4
-9
BrokerA
LMT
94
null
null
Normal monitoring
87
-14
144
3
false
Tighten stops on momentum names
P6141
Systematic
IRA
USD
2024-09-06
1,286,958
117,875
1,169,083
1
61.7
25.6
6.4
6.2
AAPL:11.7%;BRK.B:22.5%;TLT:22.5%;QQQ:8.6%;MSFT:17.2%;VNQ:17.6%
US:63.5;EU:19.5;APAC:10.7;EM:3.1;Other:3.2
Value:-0.6;Growth:-0.3;Quality:-0.9;Size:-0.9;Momentum:+0.3;LowVol:+0.8
MaxPos6%
10
35
5.2
trailing 8%
166
16.3
Sideways
21.8
3.89
2.4
132
52
89
63
false
Rebalance
Shift +1% to bonds from equity
-14
-4
BrokerC
MKT
99
null
null
Normal monitoring
-32
-39
86
4
false
Monitor dispersion and breadth
P6142
Active
401k
USD
2025-07-25
1,235,348
90,602
1,144,746
1
63.1
21.5
8.4
7
QQQ:27.0%;AMZN:24.8%;MUB:21.1%;XLF:27.0%
US:64.3;EU:16.5;APAC:9.2;EM:8.5;Other:1.5
Value:-0.0;Growth:-0.3;Quality:-0.7;Size:+0.7;Momentum:-0.2;LowVol:-0.4
null
8
30
5.2
hard 12%
177
16.9
Sideways
14.6
4.81
2.4
108
17
71
49
false
Rebalance
Shift +1% to bonds from equity
-5
-5
BrokerA
MKT
86
null
null
Normal monitoring
101
-42
77
4
false
Monitor dispersion and breadth
P6143
Cautious
Roth
USD
2024-12-18
836,289
79,770
756,519
1
38.8
30.7
17.9
12.7
TLT:33.3%;VTI:33.3%;VOO:33.3%
US:66.6;EU:17.3;APAC:8.7;EM:4.1;Other:3.3
Value:-0.1;Growth:-0.5;Quality:+1.0;Size:+0.3;Momentum:+0.7;LowVol:+0.7
NoDerivatives;NoMargin
5
30
5.5
trailing 8%
90
17.9
Volatile
24
4.63
4.4
121
-48
39
43
false
Rebalance
Shift +1% to bonds from equity
-8
-12
BrokerD
MKT
89
null
null
Normal monitoring
65
-14
177
4
false
Monitor dispersion and breadth
P6144
Systematic
Taxable
USD
2024-09-17
1,103,756
78,945
1,024,811
1
67.7
25.6
0
6.7
QQQ:29.7%;VTI:29.7%;AAPL:23.0%;VOO:17.7%
US:64.7;EU:11.2;APAC:11.6;EM:9.2;Other:3.4
Value:-0.1;Growth:+0.3;Quality:+1.0;Size:+0.8;Momentum:-0.6;LowVol:+0.5
null
5
25
4.2
trailing 9%
224
25.1
Sideways
18.2
4.34
2.5
94
1
65
58
false
Rebalance
Shift +1% to bonds from equity
21
-32
BrokerA
VWAP
85
null
null
Normal monitoring
9
-3
76
4
false
Monitor dispersion and breadth
P6145
Cautious
IRA
USD
2024-11-19
183,636
24,376
159,260
1
51.8
35.6
0
12.7
XLF:23.3%;VTI:19.3%;BND:28.7%;IEF:28.7%
US:66.7;EU:11.9;APAC:7.8;EM:11.8;Other:1.8
Value:-0.2;Growth:-0.5;Quality:-0.7;Size:+0.5;Momentum:-0.2;LowVol:+0.1
ESGOnly;NoMargin
7
30
5.3
hard 10%
107
16.5
Bull
12.3
4.58
2.5
87
74
96
25
false
Rebalance
Shift +1% to bonds from equity
25
10
BrokerD
MKT
91
null
null
Normal monitoring
74
10
150
4
false
Monitor dispersion and breadth
P6146
Hands-off
IRA
USD
2024-09-12
213,752
19,108
194,644
1
65.3
28.7
0
6
AAPL:20.0%;TSLA:26.7%;BND:26.7%;GLD:26.7%
US:61.0;EU:16.9;APAC:11.5;EM:6.5;Other:4.0
Value:-1.0;Growth:-0.8;Quality:-0.8;Size:+0.2;Momentum:-1.0;LowVol:+0.6
ESGOnly;NoDerivatives
8
35
4.1
trailing 8%
123
16.8
Volatile
25.1
5.08
2.7
152
-52
14
72
true
Hedge
Buy index puts 1% notional
-1
-29
BrokerC
LMT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-31
-47
-38
5
false
Tighten stops on momentum names
P6147
Active
Trust
USD
2025-10-06
2,492,685
228,003
2,264,682
1
61.8
27
4.2
7.1
MSFT:28.9%;MUB:28.9%;VNQ:13.4%;VOO:28.9%
US:68.4;EU:11.5;APAC:11.0;EM:5.5;Other:3.6
Value:+0.2;Growth:+0.8;Quality:+0.2;Size:+1.0;Momentum:-0.5;LowVol:+0.4
NoDerivatives
8
30
4.7
trailing 8%
224
24.9
Bear
28.3
4.22
2.4
205
2
65
64
false
Hedge
Add TLT +1% as duration hedge
-2
-14
BrokerD
LMT
86
null
null
Normal monitoring
2
-54
69
5
false
Monitor dispersion and breadth
P6148
Cautious
Taxable
USD
2024-08-28
492,643
46,664
445,979
1
48.5
36.6
0
15
AMZN:21.7%;XLF:11.6%;AAPL:13.5%;TSLA:15.0%;VTI:21.7%;BRK.B:16.5%
US:76.4;EU:6.9;APAC:7.9;EM:7.3;Other:1.4
Value:+0.4;Growth:+0.4;Quality:+0.8;Size:-0.5;Momentum:+0.8;LowVol:-0.8
ESGOnly;NoMargin
6
25
4
trailing 8%
120
14.1
Bull
15.8
3.58
3.2
85
42
70
42
false
Buy
Add to core equity +1%
11
-7
BrokerC
MKT
89
null
null
Normal monitoring
-15
-12
47
4
false
Within IPS guidelines
P6149
Systematic
Roth
USD
2025-11-08
859,827
81,235
778,592
1
60.5
30.3
1
8.1
AMZN:33.3%;MSFT:33.3%;VOO:33.3%
US:58.3;EU:11.5;APAC:12.3;EM:12.9;Other:5.1
Value:-0.6;Growth:+0.9;Quality:+0.2;Size:+0.1;Momentum:-0.4;LowVol:+0.4
null
6
35
5
hard 12%
223
22.4
Bull
15
3.66
2.2
103
82
97
54
true
Reduce
Cut high-beta by 2-3%, add cash
33
-3
BrokerB
LMT
99
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
52
-37
136
4
true
Increase defensive factor exposure
P6150
Hands-off
Taxable
USD
2024-12-19
221,651
19,756
201,895
1
64.8
19.3
7.3
8.5
GLD:13.9%;XLF:28.7%;VTI:28.7%;VNQ:28.7%
US:71.0;EU:15.2;APAC:6.2;EM:4.1;Other:3.5
Value:-0.1;Growth:+0.2;Quality:+0.8;Size:+0.2;Momentum:+0.4;LowVol:+0.7
MaxPos7%
6
25
3.7
hard 10%
108
19.6
Volatile
21.9
4.31
3.3
123
-10
32
52
true
Rebalance
Rebalance back to target bands
14
4
BrokerA
LMT
86
VAR>budget
Hedge
Risk above budget threshold
0
-48
-23
3
false
Tax-aware sells next window
P6151
Systematic
Trust
USD
2025-07-26
491,963
34,776
457,187
1
58.1
27.3
4.6
10
QQQ:29.3%;XLF:29.3%;VTI:12.1%;AMZN:29.3%
US:69.4;EU:7.7;APAC:12.3;EM:6.8;Other:3.8
Value:+0.7;Growth:+0.3;Quality:+0.9;Size:+0.8;Momentum:-0.5;LowVol:-0.6
NoDerivatives
6
35
4.6
trailing 8%
141
25.5
Sideways
16.4
4.76
2.8
117
43
78
45
false
Sell
Trim extended winner -1%
9
6
BrokerA
MKT
94
null
null
Normal monitoring
-54
-57
48
5
false
Increase defensive factor exposure
P6152
Opportunistic
IRA
USD
2025-10-11
993,211
45,943
947,268
1
65.4
13.9
15.1
5.7
MUB:33.3%;IEF:33.3%;BND:33.3%
US:59.1;EU:19.7;APAC:8.6;EM:9.6;Other:3.0
Value:+0.2;Growth:-0.6;Quality:+0.3;Size:+0.7;Momentum:+0.1;LowVol:+0.5
MaxPos7%
7
25
7
trailing 7%
261
23.4
Bull
11.9
4.11
2.9
82
10
69
44
false
Rebalance
Shift +1% to bonds from equity
28
5
BrokerA
MKT
96
null
null
Normal monitoring
-22
-54
53
4
false
Increase defensive factor exposure
P6153
Cautious
Taxable
USD
2024-09-17
622,935
50,206
572,729
1
50.8
38
0
11.2
VTI:8.5%;QQQ:23.3%;TLT:23.4%;BND:23.4%;VNQ:21.4%
US:68.1;EU:12.3;APAC:10.2;EM:9.4;Other:0.1
Value:-0.2;Growth:-0.4;Quality:-0.5;Size:+0.2;Momentum:+0.9;LowVol:-0.8
MaxPos6%;NoMargin
5
25
5.5
trailing 8%
146
14.3
Bull
16.2
4.2
2.1
101
31
74
38
false
Rebalance
Shift +1% to bonds from equity
-11
1
BrokerB
MKT
100
null
null
Normal monitoring
113
-34
171
5
false
Tighten stops on momentum names
P6154
Opportunistic
401k
USD
2024-11-07
437,767
21,141
416,626
1
71
11.5
9.8
7.6
MSFT:27.2%;AMZN:27.2%;BND:18.8%;TSLA:26.9%
US:67.1;EU:8.0;APAC:11.3;EM:11.1;Other:2.5
Value:-0.3;Growth:+0.2;Quality:+0.8;Size:+0.1;Momentum:+0.8;LowVol:+0.7
null
5
25
6.7
trailing 7%
240
23.3
Bear
26.1
4.39
1.2
218
25
57
74
true
Rebalance
Rebalance back to target bands
24
10
BrokerA
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-17
-26
11
2
false
Within IPS guidelines
P6155
Cautious
Trust
USD
2025-04-27
214,251
18,310
195,941
1
44.6
41.5
0
13.8
QQQ:19.5%;MUB:19.8%;MSFT:30.4%;IEF:30.4%
US:72.0;EU:9.0;APAC:5.4;EM:10.7;Other:3.0
Value:+0.5;Growth:+0.7;Quality:-0.2;Size:-0.4;Momentum:+0.3;LowVol:+0.9
ESGOnly;MaxPos5%;NoMargin
5
30
3.7
hard 10%
146
19.1
Sideways
17.3
4.33
2.6
123
24
52
32
false
Buy
Add to core equity +1%
1
2
BrokerB
LMT
93
null
null
Normal monitoring
-54
11
-70
3
false
Tax-aware sells next window
P6156
Opportunistic
Trust
USD
2024-08-11
1,742,022
153,105
1,588,917
1.13
77.5
16.9
0.8
4.8
TSLA:26.9%;VOO:26.9%;IEF:25.2%;BND:20.9%
US:66.3;EU:16.7;APAC:5.8;EM:11.1;Other:0.1
Value:-0.5;Growth:+0.9;Quality:-0.4;Size:-0.4;Momentum:+0.1;LowVol:-0.4
NoDerivatives
7
30
4.3
hard 12%
165
20.6
Volatile
28.8
5.38
3.1
156
1
62
84
true
Hedge
Buy index puts 1% notional
-12
-6
BrokerD
MKT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
64
13
195
3
false
Tighten stops on momentum names
P6157
Systematic
Taxable
USD
2025-10-18
861,249
55,247
806,002
1
61.1
30.4
0
8.5
MSFT:23.0%;BND:23.0%;MUB:23.0%;VTI:16.9%;XLF:14.0%
US:57.3;EU:15.2;APAC:12.7;EM:12.8;Other:2.0
Value:+0.3;Growth:+0.8;Quality:+0.2;Size:-0.6;Momentum:+0.6;LowVol:-0.7
MaxPos8%
7
25
4.5
trailing 9%
148
19.6
Bull
18
3.74
2.6
92
50
68
52
false
Buy
Add to core equity +1%
24
-24
BrokerD
LMT
88
null
null
Normal monitoring
-7
-50
-6
4
false
Tax-aware sells next window
P6158
Hands-off
Trust
USD
2024-07-09
339,883
15,310
324,573
1
66
21.9
5.3
6.7
AAPL:33.3%;XLF:33.3%;BND:33.3%
US:67.4;EU:7.9;APAC:12.8;EM:9.4;Other:2.4
Value:+0.1;Growth:-0.8;Quality:+0.4;Size:+0.7;Momentum:+0.2;LowVol:+1.0
ESGOnly;MaxPos7%;NoDerivatives
10
30
4.5
trailing 8%
144
14.7
Volatile
30.1
4.98
4.1
136
48
75
84
true
Hedge
Buy index puts 1% notional
11
-28
BrokerC
MKT
98
VAR>budget
TightenStops
Risk above budget threshold
-47
-13
-56
3
false
Within IPS guidelines
P6159
Opportunistic
401k
USD
2025-10-13
1,794,301
112,279
1,682,022
1
71.4
14.4
8.2
6
VOO:32.1%;GLD:32.1%;BND:17.8%;TLT:18.0%
US:77.3;EU:6.3;APAC:9.2;EM:5.5;Other:1.7
Value:-0.9;Growth:-0.2;Quality:+1.0;Size:+0.8;Momentum:+0.6;LowVol:-0.4
null
6
25
5.6
hard 12%
215
24.4
Bull
15.7
4.99
2
109
98
98
60
false
NoAction
Within bands; monitor
15
-37
BrokerB
LMT
98
null
null
Normal monitoring
20
-45
136
4
false
Within IPS guidelines
P6160
Cautious
Trust
USD
2025-02-06
359,203
48,321
310,882
1
39.6
42.7
4.2
13.5
IEF:18.0%;AMZN:13.2%;QQQ:19.5%;BRK.B:20.9%;XLF:7.6%;HYG:20.9%
US:68.6;EU:6.6;APAC:11.8;EM:11.7;Other:1.3
Value:-0.2;Growth:-0.7;Quality:-0.1;Size:-0.1;Momentum:-0.2;LowVol:-1.0
ESGOnly;NoDerivatives;NoMargin
10
30
3.7
trailing 8%
148
16.6
Volatile
30.9
4.93
4.5
171
74
96
60
false
Buy
Add to core equity +1%
30
5
BrokerA
LMT
90
null
null
Normal monitoring
-56
-10
37
3
false
Monitor dispersion and breadth
P6161
Hands-off
IRA
USD
2025-06-29
852,798
43,659
809,139
1
65.3
22.8
2.8
9
IEF:19.9%;HYG:26.7%;AAPL:26.7%;BND:26.7%
US:70.6;EU:7.2;APAC:10.1;EM:8.7;Other:3.3
Value:+0.6;Growth:+1.0;Quality:+0.2;Size:+0.2;Momentum:-0.1;LowVol:-0.7
null
8
25
5.7
hard 10%
97
17.9
Volatile
20.3
4.14
2
148
64
73
49
false
Sell
Trim extended winner -1%
18
-11
BrokerB
MKT
91
null
null
Normal monitoring
120
-53
131
4
false
Monitor dispersion and breadth
P6162
Active
Roth
USD
2024-08-29
1,355,286
139,539
1,215,747
1
50.7
30.1
11.5
7.8
IEF:21.2%;VOO:9.8%;XLF:19.6%;MUB:18.8%;GLD:9.3%;TLT:21.2%
US:61.5;EU:14.1;APAC:11.5;EM:10.0;Other:2.9
Value:-0.4;Growth:-0.9;Quality:-0.3;Size:+0.5;Momentum:-0.0;LowVol:-0.9
NoDerivatives
8
35
5.8
trailing 9%
221
17.4
Volatile
25.7
4.56
2
121
-38
30
65
false
Sell
Trim extended winner -1%
-4
7
BrokerD
MKT
97
null
null
Normal monitoring
-34
13
42
4
false
Increase defensive factor exposure
P6163
Cautious
401k
USD
2025-03-31
275,427
34,485
240,942
1
45.5
39.8
0
14.7
AAPL:25.6%;GLD:25.6%;MSFT:25.6%;TSLA:23.1%
US:65.6;EU:9.2;APAC:8.9;EM:11.2;Other:5.0
Value:+0.6;Growth:-0.2;Quality:-0.3;Size:+0.2;Momentum:-0.7;LowVol:+0.4
ESGOnly;NoMargin
5
30
4
trailing 8%
143
19.7
Volatile
31.1
3.62
3.3
127
-14
56
63
false
Buy
Add to core equity +1%
-5
-15
BrokerC
LMT
85
null
null
Normal monitoring
45
-21
76
3
false
Tax-aware sells next window
P6164
Hands-off
IRA
USD
2025-11-01
586,552
39,688
546,864
1
56
18.6
15.7
9.7
AAPL:30.7%;HYG:34.6%;GLD:34.6%
US:60.2;EU:6.0;APAC:17.0;EM:12.7;Other:4.1
Value:-0.7;Growth:+0.6;Quality:-0.4;Size:+0.1;Momentum:-0.0;LowVol:+0.7
ESGOnly;MaxPos6%
5
35
5.8
trailing 8%
154
19.7
Bull
12.1
4.37
2.6
91
12
48
43
false
Rebalance
Shift +1% to bonds from equity
-2
-32
BrokerD
LMT
96
null
null
Normal monitoring
-52
-53
-32
4
false
Tighten stops on momentum names
P6165
Hands-off
Trust
USD
2025-01-09
884,076
47,326
836,750
1
67.9
25.1
0.1
7
TSLA:22.7%;VNQ:22.7%;HYG:22.7%;IEF:19.7%;VOO:12.1%
US:67.6;EU:12.9;APAC:12.0;EM:6.2;Other:1.2
Value:-0.8;Growth:+0.5;Quality:+0.9;Size:+0.8;Momentum:+0.1;LowVol:0.0
ESGOnly;MaxPos7%
5
30
6
trailing 8%
98
15.4
Volatile
31.8
4.52
2.6
115
-30
46
84
true
Reduce
Cut high-beta by 2-3%, add cash
21
-7
BrokerB
MKT
86
RegimeShift
TightenStops
Volatility spike and breadth deterioration
46
-19
24
3
false
Increase defensive factor exposure
P6166
Opportunistic
Trust
USD
2025-01-12
1,749,807
150,752
1,599,055
1
75.7
11.1
4.7
8.5
TSLA:17.0%;VTI:17.1%;XLF:19.6%;QQQ:11.9%;VOO:14.5%;GLD:20.0%
US:61.8;EU:18.8;APAC:8.8;EM:9.1;Other:1.5
Value:-0.1;Growth:-0.7;Quality:+0.8;Size:-0.7;Momentum:-0.3;LowVol:0.0
MaxPos8%
8
25
6
hard 12%
246
26.4
Sideways
21.7
4.53
2.4
131
50
78
69
false
NoAction
Within bands; monitor
9
-22
BrokerB
LMT
86
null
null
Normal monitoring
-54
-52
-31
3
false
Tax-aware sells next window
P6167
Cautious
Trust
USD
2025-12-08
769,543
69,356
700,187
1
35.5
44
9.7
10.8
TLT:33.3%;QQQ:33.3%;IEF:33.3%
US:66.3;EU:13.9;APAC:11.1;EM:7.5;Other:1.2
Value:+0.6;Growth:+0.3;Quality:+0.6;Size:-1.0;Momentum:-0.1;LowVol:+1.0
ESGOnly;MaxPos5%;NoMargin
6
30
5.5
trailing 8%
100
15.2
Sideways
14.7
4.18
2.8
138
37
74
30
false
Sell
Trim extended winner -1%
18
-7
BrokerD
LMT
93
null
null
Normal monitoring
87
-3
127
5
false
Within IPS guidelines
P6168
Active
Trust
USD
2025-02-22
1,019,192
115,557
903,635
1
66.1
22.8
2.9
8.2
IEF:26.8%;VNQ:36.6%;TLT:36.6%
US:57.5;EU:14.2;APAC:14.1;EM:9.5;Other:4.6
Value:+0.5;Growth:-0.9;Quality:-0.2;Size:-0.7;Momentum:+0.3;LowVol:-0.7
NoDerivatives
6
25
5.6
trailing 9%
177
27.1
Bull
15.7
4.4
2.8
89
10
42
42
false
Rebalance
Shift +1% to bonds from equity
32
-21
BrokerA
LMT
98
null
null
Normal monitoring
-45
-4
27
5
false
Increase defensive factor exposure
P6169
Hands-off
Trust
USD
2024-07-30
469,139
19,084
450,055
1
60.2
24.8
7.1
7.9
XLF:23.7%;BRK.B:23.7%;TLT:23.7%;MUB:15.1%;BND:13.9%
US:73.6;EU:7.5;APAC:6.5;EM:9.2;Other:3.2
Value:-0.2;Growth:+0.3;Quality:+1.0;Size:-0.9;Momentum:+0.4;LowVol:+0.4
null
8
30
5.8
hard 10%
110
13.2
Bull
11.7
4.95
2.6
88
34
52
41
false
Buy
Add to core equity +1%
-13
-8
BrokerB
MKT
89
null
null
Normal monitoring
61
-20
117
4
false
Tighten stops on momentum names
P6170
Active
401k
USD
2025-10-20
2,244,680
203,266
2,041,414
1.16
56.2
26.2
10.5
7.1
VOO:25.1%;VTI:25.1%;HYG:24.8%;MUB:25.1%
US:53.6;EU:17.5;APAC:13.1;EM:11.2;Other:4.6
Value:-0.4;Growth:+0.5;Quality:+0.5;Size:+1.0;Momentum:+0.1;LowVol:+0.2
null
8
35
4.1
trailing 8%
210
19.8
Bull
17.4
3.98
2.7
110
110
100
49
false
NoAction
Within bands; monitor
18
-21
BrokerA
MKT
0
null
null
Normal monitoring
-3
-18
111
3
false
Tax-aware sells next window
P6171
Opportunistic
IRA
USD
2025-01-15
769,076
43,620
725,456
1.16
65.6
11.5
14.4
8.5
GLD:16.5%;VOO:9.8%;MUB:10.3%;VNQ:22.0%;AMZN:21.3%;HYG:20.1%
US:66.9;EU:10.1;APAC:9.2;EM:12.0;Other:1.7
Value:+0.7;Growth:+0.4;Quality:+0.3;Size:+0.5;Momentum:+0.7;LowVol:-0.8
MaxPos6%
7
35
5.5
trailing 9%
208
27.5
Bear
22.2
3.66
1.9
178
-54
10
64
false
Rebalance
Shift +1% to bonds from equity
-9
-4
BrokerC
LMT
94
null
null
Normal monitoring
-55
-41
31
3
false
Within IPS guidelines
P6172
Cautious
401k
USD
2024-11-04
655,472
90,140
565,332
1
43.4
44.1
0
12.5
MUB:20.1%;GLD:8.6%;VTI:18.2%;MSFT:21.1%;VNQ:10.8%;BND:21.1%
US:72.8;EU:7.8;APAC:6.5;EM:9.3;Other:3.6
Value:+0.4;Growth:+0.5;Quality:-0.7;Size:-0.3;Momentum:+0.3;LowVol:-0.6
ESGOnly;MaxPos8%;NoMargin
10
25
4.6
hard 10%
120
15.5
Bear
33.1
3.72
2.1
149
-14
47
69
false
Buy
Add to core equity +1%
-13
6
BrokerA
VWAP
86
null
null
Normal monitoring
1
-26
-29
5
false
Tighten stops on momentum names
P6173
Hands-off
Roth
USD
2024-10-03
466,126
38,123
428,003
1
64.8
26.4
0
8.8
GLD:25.2%;BRK.B:25.2%;AAPL:12.6%;TLT:11.9%;BND:25.2%
US:58.9;EU:16.1;APAC:10.2;EM:10.4;Other:4.3
Value:+0.2;Growth:-0.7;Quality:-0.6;Size:+0.3;Momentum:-0.5;LowVol:+0.4
NoDerivatives
8
25
3.8
hard 10%
136
12.7
Sideways
19.5
4.68
2.2
117
7
61
63
false
Buy
Add to core equity +1%
18
-11
BrokerB
MKT
94
null
null
Normal monitoring
104
0
180
3
false
Tighten stops on momentum names
P6174
Cautious
Roth
USD
2025-10-19
303,969
42,097
261,872
1
41.5
39.8
2.5
16.2
VOO:23.4%;VTI:23.4%;AAPL:22.4%;VNQ:23.4%;AMZN:7.5%
US:62.9;EU:14.4;APAC:11.1;EM:9.0;Other:2.7
Value:+0.2;Growth:+0.4;Quality:-0.4;Size:+0.5;Momentum:-1.0;LowVol:+1.0
MaxPos5%;NoMargin
7
35
5.4
trailing 10%
147
14.5
Sideways
17.8
4.69
2.4
107
4
47
47
false
Hedge
Add TLT +1% as duration hedge
23
12
BrokerA
MKT
97
null
null
Normal monitoring
-37
-32
-54
5
false
Tighten stops on momentum names
P6175
Active
401k
USD
2024-11-26
2,163,197
135,743
2,027,454
1
53.7
21.8
14.6
9.9
HYG:18.2%;AAPL:11.1%;TSLA:20.6%;MSFT:17.8%;TLT:16.9%;GLD:15.4%
US:70.1;EU:15.6;APAC:7.8;EM:6.2;Other:0.3
Value:-0.8;Growth:-0.5;Quality:-0.4;Size:+0.9;Momentum:+0.2;LowVol:-0.4
null
8
25
5.4
trailing 8%
205
23.6
Volatile
25.1
5.31
3.5
174
-22
34
59
false
Sell
Trim extended winner -1%
-13
1
BrokerD
LMT
89
null
null
Normal monitoring
40
-54
16
5
false
Monitor dispersion and breadth
P6176
Opportunistic
Trust
USD
2025-05-04
362,501
19,451
343,050
1.19
76.3
13.2
4.7
5.8
XLF:22.1%;VTI:22.1%;QQQ:20.4%;MUB:13.4%;AAPL:22.1%
US:65.1;EU:11.8;APAC:12.9;EM:8.5;Other:1.7
Value:+0.4;Growth:-0.6;Quality:+0.5;Size:+0.8;Momentum:-0.2;LowVol:-0.5
MaxPos6%
10
35
6.8
trailing 7%
201
33.6
Bull
11.6
3.61
3.4
97
68
90
46
false
Sell
Trim extended winner -1%
33
-31
BrokerD
MKT
97
null
null
Normal monitoring
-37
-12
4
4
false
Within IPS guidelines
P6177
Systematic
Taxable
USD
2025-12-17
1,540,392
78,203
1,462,189
1
58.1
22.5
10.1
9.2
BRK.B:25.3%;HYG:24.0%;AMZN:25.3%;VNQ:25.3%
US:67.1;EU:13.2;APAC:10.4;EM:5.8;Other:3.5
Value:-0.5;Growth:-0.7;Quality:-0.8;Size:-0.6;Momentum:+0.9;LowVol:+1.0
NoDerivatives
10
25
5.8
trailing 8%
127
20.3
Volatile
30.5
4.84
4.2
146
-43
26
67
false
NoAction
Within bands; monitor
-10
-22
BrokerD
LMT
100
null
null
Normal monitoring
-15
12
4
3
false
Within IPS guidelines
P6178
Systematic
Roth
USD
2025-12-24
1,826,854
137,971
1,688,883
1
61
31.7
0
7.3
AMZN:20.9%;BND:12.0%;MSFT:20.1%;BRK.B:20.1%;QQQ:18.6%;GLD:8.2%
US:66.9;EU:11.7;APAC:11.9;EM:6.0;Other:3.6
Value:-0.4;Growth:+0.8;Quality:+0.3;Size:-0.7;Momentum:-0.2;LowVol:-0.9
MaxPos6%
5
25
5.1
trailing 8%
175
27.2
Volatile
23.4
4.48
2.4
131
-39
17
68
true
Reduce
Cut high-beta by 2-3%, add cash
1
-20
BrokerA
VWAP
94
VAR>budget
Hedge
Risk above budget threshold
-41
-53
36
5
false
Within IPS guidelines
P6179
Cautious
Trust
USD
2024-09-04
162,490
16,908
145,582
1
46.9
40.2
0
13
BRK.B:25.4%;TSLA:27.9%;TLT:27.9%;VOO:18.7%
US:68.6;EU:14.0;APAC:9.0;EM:4.8;Other:3.6
Value:+0.7;Growth:+0.8;Quality:+0.1;Size:-0.7;Momentum:-0.1;LowVol:0.0
NoMargin
7
25
5.5
hard 10%
116
13.7
Volatile
27.6
4.64
2
138
-32
32
57
false
Rebalance
Shift +1% to bonds from equity
30
4
BrokerA
LMT
86
null
null
Normal monitoring
-31
15
-69
5
false
Tighten stops on momentum names
P6180
Hands-off
Taxable
USD
2025-02-06
166,730
13,497
153,233
1
56
26.9
7.6
9.6
BRK.B:28.3%;QQQ:15.1%;VOO:28.3%;VNQ:28.3%
US:62.3;EU:16.0;APAC:10.4;EM:6.9;Other:4.5
Value:+0.4;Growth:+1.0;Quality:-0.6;Size:-0.1;Momentum:+0.5;LowVol:+0.1
ESGOnly;MaxPos7%
6
25
4.8
trailing 8%
104
16.4
Bear
33.1
4.16
2.8
198
-6
62
72
true
Hedge
Buy index puts 1% notional
11
-35
BrokerD
VWAP
99
VAR>budget
Pause
Risk above budget threshold
115
-52
191
5
false
Within IPS guidelines
P6181
Hands-off
401k
USD
2025-01-16
234,189
21,362
212,827
1
67.9
24.7
0
7.4
MUB:33.3%;VNQ:33.3%;IEF:33.3%
US:74.5;EU:12.4;APAC:5.2;EM:6.1;Other:1.7
Value:-0.4;Growth:-0.8;Quality:+0.1;Size:-0.3;Momentum:-0.7;LowVol:0.0
null
10
25
3.7
hard 10%
148
12.3
Bull
14.3
3.81
2.2
106
94
100
41
false
Sell
Trim extended winner -1%
1
11
BrokerD
MKT
97
null
null
Normal monitoring
31
16
130
4
false
Monitor dispersion and breadth
P6182
Hands-off
401k
USD
2024-12-22
859,421
68,605
790,816
1
60.3
22.8
7.5
9.4
VTI:25.7%;BND:23.0%;TLT:25.7%;HYG:25.7%
US:63.0;EU:15.4;APAC:10.3;EM:8.1;Other:3.2
Value:+0.2;Growth:-0.1;Quality:+1.0;Size:0.0;Momentum:+0.1;LowVol:-0.4
null
7
30
3.5
trailing 8%
147
18.6
Bull
14.2
4.31
3.5
102
69
88
48
false
Rebalance
Shift +1% to bonds from equity
4
-33
BrokerA
VWAP
90
null
null
Normal monitoring
92
20
80
4
false
Monitor dispersion and breadth
P6183
Active
Trust
USD
2025-08-11
547,079
54,569
492,510
1
53
31.5
6.9
8.5
XLF:34.0%;MSFT:29.6%;AAPL:36.4%
US:70.2;EU:12.5;APAC:11.6;EM:3.3;Other:2.4
Value:+0.8;Growth:-0.2;Quality:+0.5;Size:+0.6;Momentum:+0.6;LowVol:+0.9
null
10
30
4
hard 12%
196
19.1
Bull
15.4
3.88
2
92
2
61
32
false
Rebalance
Shift +1% to bonds from equity
-12
-17
BrokerB
MKT
99
null
null
Normal monitoring
-52
-1
61
4
false
Increase defensive factor exposure
P6184
Cautious
IRA
USD
2025-12-10
889,758
106,186
783,572
1
47.1
37.6
0
15.4
VOO:21.7%;IEF:14.0%;TLT:13.3%;MUB:18.1%;TSLA:11.1%;VNQ:21.9%
US:69.5;EU:5.1;APAC:10.8;EM:10.6;Other:4.0
Value:-0.6;Growth:+1.0;Quality:-0.1;Size:-0.1;Momentum:+0.9;LowVol:+0.6
ESGOnly;NoDerivatives;NoMargin
8
35
4.5
trailing 8%
108
14.5
Bull
17.1
4.79
2.2
107
16
48
39
false
NoAction
Within bands; monitor
-10
7
BrokerA
MKT
0
null
null
Normal monitoring
6
-32
131
4
false
Monitor dispersion and breadth
P6185
Systematic
IRA
USD
2025-02-18
1,067,432
43,306
1,024,126
1
60.7
30.4
0
9
HYG:26.5%;VOO:20.5%;MUB:26.5%;TSLA:26.5%
US:65.4;EU:18.7;APAC:6.9;EM:3.9;Other:5.2
Value:-0.5;Growth:+0.2;Quality:+0.1;Size:-0.1;Momentum:-0.8;LowVol:+0.8
MaxPos8%
5
25
5.4
trailing 9%
122
24.1
Volatile
22.4
5.5
2.8
156
10
45
58
false
Hedge
Add TLT +1% as duration hedge
8
-18
BrokerD
LMT
87
null
null
Normal monitoring
108
-33
154
4
false
Tighten stops on momentum names
P6186
Opportunistic
Taxable
USD
2025-10-19
1,235,638
78,267
1,157,371
1
61.1
18.6
11.6
8.7
QQQ:33.3%;XLF:33.3%;TSLA:33.3%
US:72.3;EU:10.9;APAC:9.2;EM:3.8;Other:3.9
Value:-0.3;Growth:-0.1;Quality:+0.3;Size:-0.7;Momentum:-0.8;LowVol:-0.5
null
10
25
5.2
trailing 9%
160
20.8
Volatile
24.8
3.85
3.4
111
71
74
72
true
Rebalance
Rebalance back to target bands
22
11
BrokerD
LMT
88
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-47
-30
-60
4
true
Tighten stops on momentum names
P6187
Cautious
Taxable
USD
2025-03-30
716,711
78,903
637,808
1
41.9
41
5.7
11.4
MSFT:21.3%;AMZN:11.5%;GLD:16.8%;BND:25.2%;XLF:25.2%
US:68.8;EU:5.6;APAC:14.6;EM:7.3;Other:3.6
Value:+0.5;Growth:-0.2;Quality:+0.1;Size:-0.4;Momentum:-0.2;LowVol:+0.5
NoMargin
7
30
4.6
hard 10%
145
17.7
Bear
29
4.37
2.7
185
-37
42
67
false
NoAction
Within bands; monitor
6
-9
BrokerA
LMT
95
null
null
Normal monitoring
67
-51
105
4
false
Monitor dispersion and breadth
P6188
Cautious
Trust
USD
2025-10-09
295,270
35,482
259,788
1
38
34.2
17.8
10.1
MSFT:27.2%;TLT:18.3%;MUB:27.2%;VTI:27.2%
US:64.6;EU:16.9;APAC:9.8;EM:8.1;Other:0.6
Value:+0.8;Growth:-0.5;Quality:+0.6;Size:+0.1;Momentum:-0.5;LowVol:+0.3
NoMargin
7
30
3.9
trailing 8%
115
15
Sideways
21.6
4.65
2.7
118
15
43
39
false
Sell
Trim extended winner -1%
4
12
BrokerD
LMT
94
null
null
Normal monitoring
37
7
110
5
false
Increase defensive factor exposure
P6189
Cautious
Roth
USD
2025-12-15
232,418
25,531
206,887
1
43.4
34.4
4.7
17.4
TLT:26.3%;IEF:26.3%;VOO:26.3%;VTI:21.2%
US:63.6;EU:11.4;APAC:12.4;EM:9.3;Other:3.2
Value:+0.6;Growth:-0.5;Quality:-0.6;Size:-0.5;Momentum:-0.4;LowVol:+0.6
NoMargin
10
30
4.1
trailing 10%
128
19.2
Sideways
17.3
3.72
2.9
110
-25
30
38
false
Rebalance
Shift +1% to bonds from equity
6
-38
BrokerB
MKT
85
null
null
Normal monitoring
60
-33
159
5
false
Tax-aware sells next window
P6190
Cautious
Trust
USD
2025-08-21
295,280
24,452
270,828
1
42.5
36.2
3.5
17.9
TLT:11.2%;AAPL:19.1%;VOO:15.0%;AMZN:21.6%;QQQ:13.1%;HYG:20.1%
US:71.7;EU:8.0;APAC:10.5;EM:5.6;Other:4.2
Value:+0.9;Growth:+0.6;Quality:-0.1;Size:-0.6;Momentum:+1.0;LowVol:-0.4
ESGOnly;MaxPos5%;NoMargin
6
30
5.3
hard 10%
132
13.8
Bull
17.2
4.06
3.1
98
25
71
41
false
Rebalance
Shift +1% to bonds from equity
5
6
BrokerC
VWAP
98
null
null
Normal monitoring
6
9
-12
5
false
Tax-aware sells next window
P6191
Active
Trust
USD
2025-06-05
1,843,056
134,335
1,708,721
1
59.5
18.1
12.4
10
AAPL:25.2%;TSLA:10.3%;TLT:14.0%;QQQ:25.2%;BRK.B:25.2%
US:59.2;EU:19.9;APAC:13.1;EM:3.6;Other:4.1
Value:-0.2;Growth:-0.6;Quality:+0.5;Size:+1.0;Momentum:-1.0;LowVol:+0.3
null
8
30
5.1
hard 12%
190
17.4
Sideways
20
4.23
2.8
109
25
57
54
false
NoAction
Within bands; monitor
35
-13
BrokerD
VWAP
88
null
null
Normal monitoring
-11
-18
101
4
false
Within IPS guidelines
P6192
Hands-off
Trust
USD
2025-08-10
203,632
15,697
187,935
1
59.7
18.8
13.4
8.2
AAPL:23.6%;XLF:23.2%;AMZN:23.6%;GLD:15.1%;MSFT:14.4%
US:67.8;EU:6.8;APAC:12.7;EM:9.0;Other:3.7
Value:+0.3;Growth:-0.7;Quality:-0.2;Size:-0.7;Momentum:-0.4;LowVol:-1.0
NoDerivatives
10
25
3.5
trailing 10%
90
13
Bull
11.6
3.65
2.7
74
52
85
44
false
Buy
Add to core equity +1%
10
-6
BrokerB
MKT
85
null
null
Normal monitoring
36
-50
101
3
false
Monitor dispersion and breadth
P6193
Hands-off
IRA
USD
2024-07-26
643,212
47,575
595,637
1
61.5
28.6
0.5
9.3
IEF:14.5%;VNQ:8.9%;VOO:21.8%;TLT:19.2%;HYG:21.8%;XLF:13.8%
US:65.8;EU:11.0;APAC:12.2;EM:6.2;Other:4.7
Value:+0.7;Growth:-0.8;Quality:-0.8;Size:-0.6;Momentum:+0.6;LowVol:-0.3
ESGOnly;MaxPos7%
6
35
4.1
trailing 8%
128
19.2
Volatile
28.8
4.06
3.1
151
35
68
69
false
Buy
Add to core equity +1%
-14
-34
BrokerC
LMT
100
null
null
Normal monitoring
9
-2
-9
3
false
Within IPS guidelines
P6194
Opportunistic
Roth
USD
2025-07-22
1,292,273
105,509
1,186,764
1.23
64.9
13.5
13.3
8.3
AMZN:28.3%;AAPL:27.7%;IEF:28.3%;MSFT:15.7%
US:60.9;EU:15.1;APAC:13.4;EM:6.5;Other:4.1
Value:+0.3;Growth:+0.9;Quality:-0.3;Size:+0.2;Momentum:+0.2;LowVol:-0.4
null
7
35
4.5
trailing 7%
170
29.2
Sideways
20.1
3.61
2.8
119
51
75
67
true
Hedge
Buy index puts 1% notional
27
-14
BrokerC
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
103
-33
122
2
false
Tighten stops on momentum names
P6195
Hands-off
401k
USD
2025-04-01
375,113
20,742
354,371
1
69.5
22.9
0
7.6
TSLA:18.2%;GLD:27.9%;VNQ:27.9%;MUB:26.0%
US:66.3;EU:11.5;APAC:12.1;EM:9.5;Other:0.6
Value:+0.4;Growth:+0.5;Quality:+0.7;Size:-0.2;Momentum:+0.8;LowVol:+0.5
ESGOnly
8
35
5.5
trailing 8%
93
13.3
Volatile
21.5
4.85
2.7
142
-36
42
61
false
NoAction
Within bands; monitor
31
-1
BrokerC
LMT
92
null
null
Normal monitoring
-46
-35
-58
5
false
Monitor dispersion and breadth
P6196
Systematic
Taxable
USD
2025-07-14
1,976,912
114,742
1,862,170
1
57
31.8
3.5
7.7
TSLA:28.3%;MSFT:28.3%;IEF:28.3%;XLF:15.0%
US:59.3;EU:19.3;APAC:10.5;EM:10.6;Other:0.3
Value:-0.6;Growth:+0.9;Quality:+0.9;Size:+0.5;Momentum:-1.0;LowVol:-0.8
NoDerivatives
5
25
4.4
trailing 8%
180
24
Volatile
20.5
3.74
3.5
143
32
61
46
false
Rebalance
Shift +1% to bonds from equity
1
-30
BrokerD
LMT
89
null
null
Normal monitoring
100
8
138
4
false
Monitor dispersion and breadth
P6197
Active
IRA
USD
2025-11-28
1,944,408
172,776
1,771,632
1
53.6
20.2
18.9
7.3
QQQ:24.9%;TSLA:37.5%;HYG:37.5%
US:69.8;EU:11.8;APAC:8.1;EM:8.0;Other:2.2
Value:-0.5;Growth:+0.2;Quality:+0.9;Size:+0.2;Momentum:-0.5;LowVol:-0.6
MaxPos7%;NoDerivatives
6
25
5.7
hard 12%
199
26.4
Bear
27.9
4.29
1.1
155
11
59
60
false
Buy
Add to core equity +1%
27
-31
BrokerC
MKT
88
null
null
Normal monitoring
20
-36
156
4
false
Tighten stops on momentum names
P6198
Opportunistic
401k
USD
2025-05-10
562,093
31,651
530,442
1
67.8
19.7
7.3
5.2
GLD:22.2%;AMZN:10.0%;MSFT:19.0%;VOO:13.1%;HYG:13.5%;VNQ:22.2%
US:61.1;EU:18.0;APAC:9.7;EM:10.2;Other:1.0
Value:-0.3;Growth:-0.5;Quality:-0.3;Size:-0.9;Momentum:-0.9;LowVol:+0.9
null
6
35
4.6
hard 12%
233
21.7
Bear
32.6
3.54
2
197
-73
15
78
true
Reduce
Cut high-beta by 2-3%, add cash
4
-34
BrokerC
MKT
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
105
-9
152
5
false
Within IPS guidelines
P6199
Hands-off
401k
USD
2024-11-01
735,086
43,620
691,466
1
66.1
15.3
11.9
6.7
XLF:26.3%;HYG:26.3%;GLD:25.8%;VNQ:21.6%
US:70.7;EU:8.2;APAC:6.8;EM:10.7;Other:3.6
Value:-0.9;Growth:-0.6;Quality:+0.2;Size:-0.7;Momentum:-0.5;LowVol:+0.1
ESGOnly
7
30
3.8
trailing 10%
106
13.3
Bear
23.8
4.18
2.6
214
-6
35
68
false
Buy
Add to core equity +1%
4
-28
BrokerC
MKT
97
null
null
Normal monitoring
103
-48
218
3
false
Tighten stops on momentum names
P6200
Opportunistic
401k
USD
2025-04-07
656,513
53,158
603,355
1.07
65
12.9
15.8
6.3
VOO:33.3%;VNQ:33.3%;MSFT:33.3%
US:68.6;EU:13.6;APAC:12.6;EM:4.0;Other:1.0
Value:-0.7;Growth:-0.6;Quality:-0.7;Size:+0.3;Momentum:+0.4;LowVol:+0.6
MaxPos7%
8
25
5.8
trailing 9%
273
21
Bull
14.8
3.83
2.8
70
119
98
57
false
Buy
Add to core equity +1%
10
7
BrokerA
MKT
88
null
null
Normal monitoring
118
-45
247
3
false
Tax-aware sells next window