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
P6401
Systematic
Taxable
USD
2024-10-15
523,046
24,776
498,270
1
62.8
30
0
7.2
HYG:26.3%;VTI:26.3%;VOO:21.0%;QQQ:26.3%
US:66.4;EU:17.3;APAC:9.4;EM:3.7;Other:3.1
Value:+0.8;Growth:-0.1;Quality:0.0;Size:-1.0;Momentum:-0.5;LowVol:+0.7
MaxPos7%;NoDerivatives
10
25
5.4
trailing 8%
138
16.7
Bear
31.4
3.93
2
169
-111
5
84
true
Hedge
Buy index puts 1% notional
-3
-3
BrokerB
VWAP
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
-52
-30
61
3
false
Tax-aware sells next window
P6402
Cautious
IRA
USD
2025-10-09
368,531
55,431
313,100
1
40.4
43.2
0
16.5
AMZN:28.0%;QQQ:28.0%;MUB:28.0%;MSFT:16.0%
US:70.7;EU:14.2;APAC:9.0;EM:4.9;Other:1.1
Value:-0.6;Growth:+0.6;Quality:+0.9;Size:+0.2;Momentum:+0.7;LowVol:+1.0
ESGOnly;MaxPos8%;NoMargin
5
30
3.6
trailing 8%
155
15.3
Volatile
27.4
3.67
3
124
13
63
69
false
Hedge
Add TLT +1% as duration hedge
-8
-27
BrokerA
MKT
88
null
null
Normal monitoring
-3
-7
20
5
false
Tax-aware sells next window
P6403
Opportunistic
Roth
USD
2024-09-16
1,159,496
41,189
1,118,307
1
66.3
14
15
4.7
IEF:14.1%;MSFT:20.7%;AMZN:17.6%;AAPL:23.8%;TLT:23.8%
US:67.6;EU:16.1;APAC:9.0;EM:5.4;Other:1.8
Value:-0.7;Growth:-0.2;Quality:+0.4;Size:-0.4;Momentum:+0.1;LowVol:-1.0
MaxPos6%
8
35
6.4
hard 12%
215
28.7
Volatile
22.9
4.4
3.8
159
74
98
60
false
Sell
Trim extended winner -1%
29
-33
BrokerD
VWAP
100
null
null
Normal monitoring
69
-56
124
5
false
Monitor dispersion and breadth
P6404
Hands-off
Trust
USD
2024-10-19
604,189
39,534
564,655
1
61.8
29.7
2.3
6.1
GLD:31.7%;MUB:34.1%;XLF:34.1%
US:60.0;EU:11.5;APAC:14.9;EM:11.1;Other:2.5
Value:0.0;Growth:-0.9;Quality:-0.6;Size:-0.6;Momentum:+1.0;LowVol:+1.0
MaxPos6%
7
25
5.7
trailing 8%
98
19.9
Bear
22.6
4.14
1
159
-83
15
64
false
Buy
Add to core equity +1%
14
-17
BrokerB
MKT
96
null
null
Normal monitoring
116
-52
255
4
false
Increase defensive factor exposure
P6405
Opportunistic
Trust
USD
2025-05-22
1,269,059
48,718
1,220,341
1
62.8
17.7
15.1
4.4
QQQ:33.3%;VTI:33.3%;TSLA:33.3%
US:58.3;EU:17.3;APAC:15.7;EM:4.3;Other:4.4
Value:0.0;Growth:-0.9;Quality:-0.4;Size:-0.8;Momentum:-0.7;LowVol:+0.5
null
10
25
4.8
hard 12%
168
33.7
Bull
15.8
3.86
2.5
80
25
51
57
false
Sell
Trim extended winner -1%
34
6
BrokerB
VWAP
98
null
null
Normal monitoring
-57
-5
-31
3
false
Within IPS guidelines
P6406
Opportunistic
Trust
USD
2024-12-17
1,384,391
58,563
1,325,828
1.23
63.4
11
20.1
5.5
XLF:33.5%;BRK.B:33.5%;AAPL:33.1%
US:65.5;EU:17.5;APAC:10.2;EM:3.4;Other:3.4
Value:-0.8;Growth:+0.6;Quality:+0.4;Size:+0.7;Momentum:+0.5;LowVol:-0.3
null
7
35
4.2
trailing 9%
198
22.5
Sideways
14.3
3.67
2.7
135
51
66
47
false
NoAction
Within bands; monitor
-12
6
BrokerD
MKT
0
null
null
Normal monitoring
-43
-5
75
4
false
Increase defensive factor exposure
P6407
Hands-off
401k
USD
2024-12-26
791,308
43,397
747,911
1
67.6
25
0.1
7.3
GLD:22.1%;MUB:22.1%;HYG:22.1%;VNQ:15.6%;BRK.B:18.2%
US:70.8;EU:14.7;APAC:7.6;EM:6.2;Other:0.7
Value:-0.9;Growth:+0.3;Quality:-0.6;Size:-0.4;Momentum:+0.6;LowVol:+0.8
MaxPos6%;NoDerivatives
8
35
3.1
hard 10%
134
12.4
Sideways
19
3.77
2.1
100
37
59
53
false
Hedge
Add TLT +1% as duration hedge
3
-36
BrokerA
LMT
87
null
null
Normal monitoring
-3
-11
112
3
false
Tighten stops on momentum names
P6408
Opportunistic
401k
USD
2025-06-11
352,693
13,837
338,856
1
61.4
11.9
18.8
7.9
QQQ:33.3%;AAPL:33.3%;VNQ:33.3%
US:68.0;EU:9.0;APAC:13.1;EM:9.2;Other:0.7
Value:+0.3;Growth:-0.5;Quality:0.0;Size:+0.4;Momentum:+0.4;LowVol:-0.9
MaxPos7%;NoDerivatives
5
30
7
hard 12%
243
20.1
Bull
14.1
4.06
2.7
80
28
58
47
false
Sell
Trim extended winner -1%
23
-35
BrokerD
MKT
94
null
null
Normal monitoring
-12
-31
110
5
false
Monitor dispersion and breadth
P6409
Hands-off
401k
USD
2024-09-16
397,734
21,943
375,791
1
69.6
21.3
0
9.1
GLD:23.2%;AAPL:23.2%;IEF:23.2%;BRK.B:13.7%;VNQ:16.9%
US:71.0;EU:12.0;APAC:12.6;EM:4.3;Other:0.1
Value:-0.6;Growth:-0.4;Quality:-0.3;Size:-0.1;Momentum:-0.7;LowVol:-0.4
NoDerivatives
8
25
4.4
hard 10%
128
15.3
Volatile
22
4.6
2.4
150
-18
56
71
true
Rebalance
Rebalance back to target bands
30
-36
BrokerC
MKT
90
VAR>budget
Hedge
Risk above budget threshold
46
20
99
3
false
Increase defensive factor exposure
P6410
Active
IRA
USD
2025-10-07
608,642
62,164
546,478
1.08
58.4
31.5
1.6
8.5
VOO:21.7%;TSLA:21.7%;AAPL:19.4%;MUB:21.7%;VNQ:15.4%
US:72.5;EU:12.8;APAC:5.5;EM:5.5;Other:3.7
Value:-0.8;Growth:-0.7;Quality:-0.8;Size:-0.4;Momentum:+0.4;LowVol:+0.9
NoDerivatives
5
30
4.6
hard 12%
166
25.1
Volatile
25.7
4.41
3.6
172
41
58
56
false
Sell
Trim extended winner -1%
35
-22
BrokerA
VWAP
89
null
null
Normal monitoring
-49
2
-36
4
false
Tighten stops on momentum names
P6411
Cautious
Trust
USD
2025-07-27
317,953
33,572
284,381
1
41.4
33.8
11.7
13.1
GLD:33.3%;IEF:33.3%;VTI:33.3%
US:66.3;EU:9.9;APAC:7.4;EM:11.2;Other:5.2
Value:-0.5;Growth:+0.8;Quality:-0.1;Size:+0.1;Momentum:-0.5;LowVol:+0.8
NoMargin
7
25
6
trailing 8%
113
17.6
Volatile
30.5
4.55
3.1
134
-49
40
73
true
Reduce
Cut high-beta by 2-3%, add cash
11
-10
BrokerD
VWAP
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
75
16
96
5
false
Increase defensive factor exposure
P6412
Systematic
Trust
USD
2025-08-17
1,965,381
88,363
1,877,018
1
62.8
25.6
2.5
9.1
TLT:33.3%;BND:33.3%;VTI:33.3%
US:75.2;EU:11.1;APAC:6.6;EM:4.2;Other:2.9
Value:-0.8;Growth:-0.9;Quality:+0.6;Size:+0.2;Momentum:+0.3;LowVol:-0.5
NoDerivatives
8
25
5.3
hard 12%
142
20
Volatile
20.5
4.89
3
130
41
82
56
false
Rebalance
Shift +1% to bonds from equity
-11
-37
BrokerC
MKT
95
null
null
Normal monitoring
-8
-26
95
5
false
Within IPS guidelines
P6413
Systematic
401k
USD
2024-07-09
482,918
20,187
462,731
1
63.5
26.9
0
9.6
AAPL:16.4%;MUB:27.9%;VNQ:27.9%;MSFT:27.9%
US:61.4;EU:17.8;APAC:10.4;EM:10.0;Other:0.5
Value:0.0;Growth:+0.5;Quality:+0.4;Size:+0.5;Momentum:-0.9;LowVol:-0.9
MaxPos8%
6
30
4.2
trailing 8%
122
27.6
Volatile
23.5
5.13
3.3
113
75
100
62
false
Rebalance
Shift +1% to bonds from equity
-8
-15
BrokerC
LMT
99
null
null
Normal monitoring
113
-57
83
5
false
Tighten stops on momentum names
P6414
Active
Taxable
USD
2025-11-24
2,202,262
225,752
1,976,510
1
63.7
24.2
6.8
5.3
MUB:21.4%;QQQ:21.3%;TLT:15.8%;MSFT:13.1%;IEF:13.4%;VOO:15.0%
US:62.8;EU:17.4;APAC:11.4;EM:8.0;Other:0.4
Value:-0.5;Growth:-0.4;Quality:+0.3;Size:+1.0;Momentum:-0.8;LowVol:-0.3
NoDerivatives
10
25
5.4
hard 12%
123
19.7
Bear
24.8
3.24
2.9
181
-50
34
72
true
Hedge
Buy index puts 1% notional
28
-39
BrokerB
MKT
99
RegimeShift
Hedge
Volatility spike and breadth deterioration
59
17
150
3
false
Within IPS guidelines
P6415
Cautious
IRA
USD
2025-04-21
716,020
99,249
616,771
1
51.3
35.7
0
13
XLF:22.1%;AMZN:8.0%;MUB:21.0%;VOO:11.2%;QQQ:22.1%;IEF:15.8%
US:65.1;EU:16.4;APAC:8.7;EM:6.5;Other:3.3
Value:+0.7;Growth:-0.9;Quality:+0.9;Size:-0.3;Momentum:+0.8;LowVol:-0.7
NoMargin
6
30
4.6
trailing 8%
109
15
Volatile
27.4
4.48
2.8
124
48
82
62
false
Hedge
Add TLT +1% as duration hedge
21
-40
BrokerA
LMT
99
null
null
Normal monitoring
13
15
121
3
false
Within IPS guidelines
P6416
Cautious
Trust
USD
2024-08-21
358,444
50,442
308,002
1
50.3
38.4
0
11.3
BND:24.2%;XLF:24.2%;QQQ:10.4%;VNQ:13.9%;VTI:15.9%;VOO:11.4%
US:70.2;EU:8.9;APAC:9.1;EM:7.3;Other:4.5
Value:+0.6;Growth:-0.1;Quality:-0.9;Size:-0.1;Momentum:+0.4;LowVol:+0.7
ESGOnly;NoMargin
5
30
5.7
trailing 8%
144
13.7
Sideways
14.6
4.13
3
125
27
49
43
false
Rebalance
Shift +1% to bonds from equity
-13
-30
BrokerD
LMT
92
null
null
Normal monitoring
27
-44
162
4
false
Tighten stops on momentum names
P6417
Hands-off
401k
USD
2025-10-02
721,451
65,075
656,376
1
74.3
17.3
1.1
7.2
GLD:33.3%;MUB:33.3%;AMZN:33.3%
US:65.5;EU:13.0;APAC:14.7;EM:4.1;Other:2.7
Value:+0.5;Growth:+0.9;Quality:+1.0;Size:-0.9;Momentum:+0.2;LowVol:-0.6
ESGOnly
5
25
4.4
trailing 8%
139
16.4
Sideways
14.6
3.76
2
128
-7
50
48
false
Rebalance
Shift +1% to bonds from equity
21
-27
BrokerB
MKT
89
null
null
Normal monitoring
111
-38
187
3
false
Tighten stops on momentum names
P6418
Systematic
401k
USD
2025-10-11
542,684
42,626
500,058
1
56.2
23.9
14.2
5.8
BND:33.3%;AMZN:33.3%;TSLA:33.3%
US:62.5;EU:17.8;APAC:15.9;EM:3.6;Other:0.1
Value:-0.5;Growth:-0.0;Quality:-0.5;Size:-0.9;Momentum:-0.1;LowVol:-0.4
MaxPos6%
8
25
5.1
trailing 9%
143
22.1
Volatile
27.4
4.83
3.1
137
31
59
72
true
Reduce
Cut high-beta by 2-3%, add cash
7
-3
BrokerA
MKT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
44
-23
112
5
false
Monitor dispersion and breadth
P6419
Active
Trust
USD
2025-07-21
2,451,544
275,672
2,175,872
1
53.4
18.5
19.3
8.8
MSFT:15.9%;TLT:22.5%;IEF:16.7%;VNQ:22.5%;MUB:22.5%
US:66.0;EU:11.0;APAC:15.4;EM:7.0;Other:0.6
Value:-1.0;Growth:+0.5;Quality:-0.1;Size:-0.9;Momentum:+0.8;LowVol:+0.5
null
10
25
4.3
trailing 9%
225
18.1
Volatile
25.9
3.8
3.7
180
47
67
71
true
Hedge
Buy index puts 1% notional
32
-25
BrokerC
MKT
98
VAR>budget
Reduce
Risk above budget threshold
38
-14
157
2
true
Tax-aware sells next window
P6420
Active
Taxable
USD
2025-01-24
2,198,212
263,497
1,934,715
1
60.3
28.2
4.1
7.3
TLT:33.3%;XLF:33.3%;MUB:33.3%
US:65.0;EU:14.8;APAC:10.1;EM:7.7;Other:2.4
Value:-0.8;Growth:+1.0;Quality:+0.7;Size:+0.3;Momentum:-1.0;LowVol:+0.7
MaxPos7%;NoDerivatives
5
25
4.7
trailing 8%
207
22.7
Volatile
25.9
5.26
4.3
160
37
75
75
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-5
BrokerC
LMT
89
RegimeShift
Hedge
Volatility spike and breadth deterioration
99
5
199
3
false
Within IPS guidelines
P6421
Cautious
IRA
USD
2025-12-10
399,775
50,113
349,662
1
44.5
32.9
5.7
16.8
QQQ:33.3%;XLF:33.3%;MUB:33.3%
US:67.7;EU:10.5;APAC:12.5;EM:5.3;Other:3.9
Value:-0.1;Growth:+0.1;Quality:+0.4;Size:+0.3;Momentum:-0.9;LowVol:-0.4
ESGOnly;NoMargin
7
25
4
hard 10%
104
12.7
Volatile
21.5
4.36
2.6
150
12
69
41
false
Rebalance
Shift +1% to bonds from equity
32
5
BrokerA
MKT
90
null
null
Normal monitoring
-38
-15
-36
4
false
Tax-aware sells next window
P6422
Systematic
401k
USD
2025-01-30
1,953,404
105,268
1,848,136
1
57.3
26
11.1
5.5
BRK.B:24.9%;VNQ:21.2%;VOO:11.8%;TLT:24.9%;IEF:17.3%
US:64.4;EU:14.9;APAC:12.7;EM:4.4;Other:3.6
Value:+0.2;Growth:-0.9;Quality:+0.2;Size:+0.2;Momentum:+0.9;LowVol:+0.9
NoDerivatives
5
30
4.3
trailing 8%
206
23.7
Volatile
29
3.68
2.8
153
42
79
72
true
Rebalance
Rebalance back to target bands
9
-38
BrokerA
MKT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
66
-53
189
4
false
Monitor dispersion and breadth
P6423
Hands-off
Roth
USD
2024-11-14
235,263
19,739
215,524
1
56.7
19
16
8.3
XLF:33.3%;VTI:33.3%;GLD:33.3%
US:63.2;EU:19.3;APAC:11.0;EM:4.3;Other:2.2
Value:-0.8;Growth:-0.6;Quality:-0.7;Size:+0.5;Momentum:-0.5;LowVol:+0.4
ESGOnly;MaxPos8%
8
35
5
hard 10%
141
17.2
Sideways
19.8
3.95
2.2
125
54
74
61
false
Rebalance
Shift +1% to bonds from equity
17
12
BrokerA
VWAP
97
null
null
Normal monitoring
106
-9
155
4
false
Monitor dispersion and breadth
P6424
Hands-off
Trust
USD
2025-05-15
405,498
35,547
369,951
1
68.7
25.4
0
5.9
TLT:22.0%;BRK.B:20.7%;HYG:20.6%;MUB:13.2%;VTI:23.5%
US:77.5;EU:10.5;APAC:7.8;EM:3.8;Other:0.3
Value:-0.5;Growth:-0.6;Quality:+0.1;Size:-0.1;Momentum:+1.0;LowVol:-1.0
null
10
30
3.2
hard 10%
159
19.5
Volatile
29.6
4.39
4.4
148
-44
18
88
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-12
BrokerA
LMT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-27
-48
21
5
false
Monitor dispersion and breadth
P6425
Cautious
Trust
USD
2025-05-01
603,570
61,211
542,359
1
50.3
31.7
0.2
17.8
GLD:27.9%;MUB:27.9%;TSLA:16.3%;IEF:27.9%
US:68.2;EU:7.4;APAC:11.9;EM:9.4;Other:3.1
Value:-0.3;Growth:-0.3;Quality:+0.8;Size:-0.4;Momentum:-0.6;LowVol:+0.2
NoMargin
5
30
5.7
trailing 8%
158
13.1
Bull
12.7
4.58
3
108
34
59
43
false
Buy
Add to core equity +1%
2
-14
BrokerB
VWAP
94
null
null
Normal monitoring
97
-52
173
3
false
Monitor dispersion and breadth
P6426
Hands-off
Trust
USD
2025-05-08
176,946
8,024
168,922
1
61.2
17.1
13.8
7.9
HYG:22.5%;XLF:22.5%;AMZN:16.2%;GLD:16.2%;MUB:22.5%
US:69.0;EU:13.3;APAC:8.0;EM:5.4;Other:4.3
Value:-0.5;Growth:0.0;Quality:-0.7;Size:+0.8;Momentum:+0.9;LowVol:-0.2
null
10
25
5.4
trailing 8%
157
13.8
Volatile
26.7
5.29
2.8
170
-6
33
69
true
Hedge
Buy index puts 1% notional
16
-38
BrokerD
LMT
93
VAR>budget
Reduce
Risk above budget threshold
-19
-1
-43
2
false
Increase defensive factor exposure
P6427
Opportunistic
IRA
USD
2025-07-02
746,547
30,654
715,893
1.13
66.7
21.4
7.5
4.3
AMZN:20.9%;VNQ:26.9%;TSLA:25.3%;AAPL:26.9%
US:60.7;EU:18.9;APAC:9.5;EM:8.3;Other:2.6
Value:0.0;Growth:+0.1;Quality:-0.6;Size:-0.5;Momentum:+0.6;LowVol:-0.9
null
8
35
5.1
trailing 7%
186
31
Bull
17.1
3.54
2.4
102
110
100
54
false
Buy
Add to core equity +1%
-7
-2
BrokerA
MKT
86
null
null
Normal monitoring
90
-35
134
4
false
Within IPS guidelines
P6428
Hands-off
Roth
USD
2024-11-03
846,994
69,365
777,629
1
70.4
20.7
0
8.8
QQQ:24.0%;HYG:13.9%;XLF:24.0%;TLT:24.0%;AAPL:14.2%
US:55.9;EU:17.9;APAC:12.5;EM:9.1;Other:4.6
Value:+0.6;Growth:-0.0;Quality:+0.3;Size:-0.5;Momentum:+0.6;LowVol:-0.1
ESGOnly;MaxPos7%;NoDerivatives
10
35
3.2
trailing 10%
121
13.2
Volatile
21.8
5
3.4
155
-57
8
60
false
Buy
Add to core equity +1%
-3
-9
BrokerD
VWAP
100
null
null
Normal monitoring
7
18
76
5
false
Tax-aware sells next window
P6429
Active
Roth
USD
2025-12-09
2,320,173
144,574
2,175,599
1
64.4
28
0
7.6
VOO:11.7%;MUB:20.0%;XLF:16.4%;AAPL:16.8%;BRK.B:20.4%;TSLA:14.7%
US:59.6;EU:14.4;APAC:13.5;EM:9.9;Other:2.6
Value:-0.7;Growth:+0.4;Quality:+0.2;Size:+0.7;Momentum:+0.6;LowVol:+0.7
null
10
25
5.7
hard 12%
198
22.5
Bear
22.3
4.39
2.8
183
36
55
69
true
Rebalance
Rebalance back to target bands
25
-19
BrokerB
MKT
97
VAR>budget
TightenStops
Risk above budget threshold
-23
-31
52
5
false
Tighten stops on momentum names
P6430
Systematic
IRA
USD
2025-03-15
1,045,385
45,907
999,478
1
60.9
32.6
0
6.5
TLT:33.6%;VTI:33.6%;VNQ:32.9%
US:70.0;EU:7.6;APAC:9.7;EM:8.8;Other:4.0
Value:+0.4;Growth:-0.9;Quality:+0.4;Size:+0.9;Momentum:+0.7;LowVol:-0.5
NoDerivatives
10
35
4.2
hard 12%
223
18.8
Bull
14.3
4.54
2.9
102
24
63
48
false
Buy
Add to core equity +1%
17
-31
BrokerD
LMT
86
null
null
Normal monitoring
-46
-4
86
3
false
Tighten stops on momentum names
P6431
Opportunistic
401k
USD
2025-05-28
1,207,969
100,709
1,107,260
1
70.1
12.2
8.7
9
QQQ:30.6%;AAPL:34.7%;VOO:34.7%
US:65.4;EU:13.7;APAC:14.8;EM:3.9;Other:2.2
Value:+0.6;Growth:0.0;Quality:-0.5;Size:-0.4;Momentum:-0.9;LowVol:-0.4
MaxPos7%;NoDerivatives
5
30
5.9
trailing 7%
170
26.6
Volatile
25.7
4.05
2.1
110
12
64
78
true
Hedge
Buy index puts 1% notional
17
-34
BrokerB
LMT
85
Drift>tolerance
Pause
Allocation drift beyond policy bands
77
-16
97
5
true
Increase defensive factor exposure
P6432
Hands-off
401k
USD
2025-11-30
560,745
36,663
524,082
1
59.8
17.8
16.3
6.1
MSFT:35.0%;TSLA:35.0%;VOO:30.0%
US:69.7;EU:8.1;APAC:7.4;EM:10.4;Other:4.4
Value:+0.5;Growth:-0.7;Quality:+0.6;Size:+0.1;Momentum:-0.4;LowVol:+0.8
MaxPos8%
10
35
4.4
trailing 8%
111
19.7
Bear
24
3.7
1.8
137
-84
5
55
false
Rebalance
Shift +1% to bonds from equity
27
9
BrokerA
LMT
87
null
null
Normal monitoring
7
-26
80
4
false
Monitor dispersion and breadth
P6433
Hands-off
Trust
USD
2025-02-04
881,940
41,781
840,159
1
69.7
22.5
0.9
6.9
TLT:32.2%;VOO:33.9%;MUB:33.9%
US:72.5;EU:10.0;APAC:6.0;EM:10.0;Other:1.4
Value:-0.7;Growth:+0.7;Quality:+0.5;Size:+0.2;Momentum:-0.7;LowVol:-0.5
ESGOnly;MaxPos5%;NoDerivatives
10
25
3.4
hard 10%
105
12.8
Bull
15.6
4.09
3.4
116
94
96
61
false
Rebalance
Shift +1% to bonds from equity
31
-37
BrokerB
LMT
87
null
null
Normal monitoring
100
-25
172
5
false
Increase defensive factor exposure
P6434
Hands-off
IRA
USD
2025-09-08
346,189
19,142
327,047
1
68.8
22.6
0
8.6
IEF:21.8%;GLD:25.5%;MSFT:14.7%;VNQ:25.5%;HYG:12.5%
US:57.6;EU:11.9;APAC:15.4;EM:11.2;Other:3.9
Value:+0.1;Growth:+0.9;Quality:-0.0;Size:+0.4;Momentum:-0.8;LowVol:+0.7
ESGOnly;MaxPos5%;NoDerivatives
7
35
4.8
trailing 10%
103
14.4
Sideways
17.5
4.42
2.1
101
8
53
56
false
Sell
Trim extended winner -1%
-2
-11
BrokerA
LMT
100
null
null
Normal monitoring
107
8
224
5
false
Increase defensive factor exposure
P6435
Hands-off
Taxable
USD
2024-10-02
478,698
33,356
445,342
1
65.2
23.1
5.6
6.2
TLT:23.1%;VOO:23.1%;VTI:23.1%;AAPL:21.1%;BND:9.7%
US:58.5;EU:19.1;APAC:15.9;EM:6.3;Other:0.2
Value:-0.2;Growth:-0.3;Quality:-0.0;Size:+0.3;Momentum:+0.9;LowVol:+0.1
MaxPos8%
7
25
5.5
hard 10%
166
19.2
Sideways
17.5
4.26
3.3
121
36
79
51
false
Hedge
Add TLT +1% as duration hedge
-11
-5
BrokerB
LMT
89
null
null
Normal monitoring
-1
18
51
5
false
Monitor dispersion and breadth
P6436
Opportunistic
Roth
USD
2025-11-25
709,330
56,681
652,649
1
64.7
13.2
16.8
5.3
BRK.B:21.3%;TLT:21.3%;IEF:19.2%;GLD:16.8%;VTI:21.3%
US:71.3;EU:10.0;APAC:7.5;EM:10.4;Other:0.9
Value:-0.9;Growth:+0.5;Quality:-0.7;Size:-0.9;Momentum:+0.8;LowVol:-0.5
MaxPos8%;NoDerivatives
5
30
7
trailing 7%
236
21.6
Bull
16.3
4.71
2.6
76
46
71
53
false
Rebalance
Shift +1% to bonds from equity
7
5
BrokerB
MKT
91
null
null
Normal monitoring
-26
-42
39
4
false
Increase defensive factor exposure
P6437
Cautious
Trust
USD
2025-12-20
609,666
83,911
525,755
1
45.9
38.7
0
15.4
HYG:14.7%;AMZN:14.6%;XLF:21.2%;MUB:9.5%;GLD:18.7%;VTI:21.4%
US:54.8;EU:18.6;APAC:13.9;EM:12.7;Other:0.0
Value:-0.6;Growth:+0.3;Quality:+0.3;Size:+0.5;Momentum:-0.4;LowVol:-0.4
NoMargin
6
35
4.5
trailing 10%
104
18.5
Volatile
28.3
5.23
3.2
180
-7
60
64
false
Buy
Add to core equity +1%
25
-9
BrokerD
MKT
86
null
null
Normal monitoring
97
13
126
4
false
Tighten stops on momentum names
P6438
Hands-off
Roth
USD
2024-09-22
189,599
13,398
176,201
1
69.5
23.2
0
7.3
AAPL:33.3%;AMZN:33.3%;QQQ:33.3%
US:55.7;EU:15.6;APAC:14.0;EM:10.9;Other:3.7
Value:-0.5;Growth:+0.3;Quality:+0.2;Size:-0.6;Momentum:-1.0;LowVol:-0.9
ESGOnly;NoDerivatives
10
35
5
trailing 8%
98
19.5
Volatile
31.2
5.09
2.3
159
55
79
80
true
Hedge
Buy index puts 1% notional
1
-25
BrokerB
LMT
95
VAR>budget
TightenStops
Risk above budget threshold
78
17
64
3
false
Increase defensive factor exposure
P6439
Hands-off
Taxable
USD
2025-02-20
723,920
47,896
676,024
1
56.6
19.3
16.3
7.8
VTI:36.8%;QQQ:26.4%;VOO:36.8%
US:65.0;EU:10.0;APAC:16.3;EM:5.2;Other:3.5
Value:-0.2;Growth:-0.3;Quality:-0.5;Size:-0.5;Momentum:+0.3;LowVol:+0.1
MaxPos5%
10
25
3.9
trailing 8%
169
12.6
Sideways
17.7
4.26
2.3
98
0
62
51
false
Rebalance
Shift +1% to bonds from equity
33
-20
BrokerB
MKT
98
null
null
Normal monitoring
-50
-15
84
4
false
Within IPS guidelines
P6440
Cautious
Trust
USD
2025-09-14
536,945
73,908
463,037
1
50.3
34.5
0.6
14.6
TLT:29.3%;HYG:29.3%;MUB:18.1%;VOO:23.4%
US:67.9;EU:12.3;APAC:8.3;EM:6.7;Other:4.8
Value:+0.9;Growth:+0.3;Quality:-0.6;Size:+0.1;Momentum:+0.7;LowVol:-0.3
MaxPos8%;NoDerivatives;NoMargin
8
30
5.3
trailing 8%
152
13.7
Bull
13.1
4.46
2.4
109
117
100
29
false
Hedge
Add TLT +1% as duration hedge
-14
-6
BrokerB
VWAP
91
null
null
Normal monitoring
-42
-22
-3
4
false
Monitor dispersion and breadth
P6441
Hands-off
401k
USD
2025-06-26
862,366
75,189
787,177
1
58.1
21.6
11.1
9.2
TLT:24.0%;BRK.B:14.7%;VTI:13.3%;IEF:24.0%;QQQ:24.0%
US:60.0;EU:15.1;APAC:10.5;EM:10.2;Other:4.2
Value:-0.0;Growth:-0.7;Quality:-0.1;Size:-0.2;Momentum:-0.2;LowVol:-0.1
ESGOnly
7
25
4
trailing 8%
143
16
Volatile
20.2
4.56
3.8
170
35
55
62
true
Hedge
Buy index puts 1% notional
-10
-13
BrokerB
MKT
95
VAR>budget
Hedge
Risk above budget threshold
73
17
191
3
false
Within IPS guidelines
P6442
Systematic
IRA
USD
2025-04-17
1,535,488
95,058
1,440,430
1
64.9
23.8
2.2
9.1
TLT:13.7%;AMZN:21.6%;AAPL:9.2%;HYG:21.6%;IEF:12.2%;MSFT:21.6%
US:65.1;EU:13.6;APAC:9.0;EM:9.3;Other:3.0
Value:0.0;Growth:-0.7;Quality:+0.3;Size:+0.8;Momentum:+0.4;LowVol:-0.2
MaxPos5%;NoDerivatives
5
25
4.7
trailing 9%
225
17.2
Bull
11.6
4.64
3.3
92
112
100
51
false
Rebalance
Shift +1% to bonds from equity
-9
-12
BrokerA
MKT
88
null
null
Normal monitoring
38
-31
19
4
false
Within IPS guidelines
P6443
Active
Taxable
USD
2025-09-09
2,251,710
235,975
2,015,735
1
51.2
25.3
16.8
6.7
MUB:20.0%;XLF:11.6%;BND:14.0%;VNQ:20.8%;AMZN:20.8%;MSFT:12.7%
US:62.8;EU:16.7;APAC:9.2;EM:7.2;Other:4.1
Value:-0.4;Growth:-0.8;Quality:-0.2;Size:-0.4;Momentum:+0.1;LowVol:+0.3
MaxPos7%
6
35
4.6
hard 12%
123
25.2
Volatile
26
4.12
2.7
142
53
74
57
false
Rebalance
Shift +1% to bonds from equity
24
-9
BrokerA
MKT
95
null
null
Normal monitoring
-15
-4
12
5
false
Tax-aware sells next window
P6444
Active
Trust
USD
2025-01-24
783,951
67,247
716,704
1
59
30.2
1.6
9.2
VNQ:21.8%;BRK.B:26.5%;VTI:25.3%;TLT:26.5%
US:65.2;EU:15.0;APAC:12.0;EM:6.9;Other:1.0
Value:+1.0;Growth:0.0;Quality:+1.0;Size:+0.5;Momentum:+0.5;LowVol:+0.5
MaxPos8%
5
35
5.4
trailing 8%
151
16.1
Bear
26.4
4.05
1
135
39
57
78
true
Hedge
Buy index puts 1% notional
27
13
BrokerA
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
95
12
156
2
false
Tax-aware sells next window
P6445
Active
Trust
USD
2025-10-27
1,745,312
144,890
1,600,422
1
54
28.4
9.7
7.9
XLF:27.5%;MUB:27.5%;BRK.B:25.7%;TLT:19.2%
US:64.7;EU:10.3;APAC:13.1;EM:8.3;Other:3.6
Value:+0.6;Growth:+0.5;Quality:-0.5;Size:-1.0;Momentum:-0.2;LowVol:-0.7
MaxPos7%
10
30
4.6
hard 12%
150
22.7
Sideways
14.1
3.54
3.1
96
-22
50
40
false
Rebalance
Shift +1% to bonds from equity
18
4
BrokerD
LMT
97
null
null
Normal monitoring
-53
-23
-19
4
false
Monitor dispersion and breadth
P6446
Cautious
Roth
USD
2025-01-22
407,917
38,247
369,670
1
48.7
30.7
3.2
17.4
MSFT:25.7%;AAPL:22.8%;VNQ:25.7%;HYG:25.7%
US:61.2;EU:17.0;APAC:12.9;EM:8.1;Other:0.7
Value:-0.6;Growth:-0.1;Quality:-0.2;Size:-0.2;Momentum:+0.2;LowVol:-0.7
NoDerivatives;NoMargin
5
35
3.8
trailing 10%
165
14.7
Volatile
25.7
4.39
4.2
170
11
70
57
false
Hedge
Add TLT +1% as duration hedge
16
-40
BrokerD
MKT
96
null
null
Normal monitoring
2
18
-25
4
false
Tighten stops on momentum names
P6447
Active
Roth
USD
2025-09-01
619,552
59,301
560,251
1.16
53.3
29.9
9.1
7.7
VNQ:17.8%;HYG:20.0%;GLD:14.9%;BRK.B:23.6%;MUB:23.6%
US:65.9;EU:18.4;APAC:7.0;EM:8.5;Other:0.1
Value:0.0;Growth:-0.1;Quality:+0.4;Size:-0.1;Momentum:-0.5;LowVol:+0.1
null
10
35
5.2
trailing 9%
212
22.9
Bull
14.9
4.32
3
88
73
74
42
false
Sell
Trim extended winner -1%
-8
-23
BrokerB
LMT
98
null
null
Normal monitoring
-57
1
32
4
false
Increase defensive factor exposure
P6448
Active
Roth
USD
2025-12-11
2,102,179
251,641
1,850,538
1
65.4
20.5
4.9
9.2
QQQ:23.7%;TLT:21.6%;XLF:23.7%;BND:19.0%;MUB:12.0%
US:71.3;EU:10.8;APAC:7.8;EM:8.8;Other:1.3
Value:+0.3;Growth:+0.6;Quality:-0.2;Size:+0.6;Momentum:+0.6;LowVol:-0.2
MaxPos8%
6
30
4.3
trailing 9%
190
20.4
Volatile
27.6
4.45
3.6
135
27
54
68
false
Rebalance
Shift +1% to bonds from equity
-13
-15
BrokerC
MKT
89
null
null
Normal monitoring
18
-41
0
4
false
Tighten stops on momentum names
P6449
Hands-off
401k
USD
2025-11-23
347,996
30,009
317,987
1
70.6
23.7
0
5.8
AAPL:21.2%;MUB:19.9%;AMZN:9.1%;IEF:21.2%;VOO:10.1%;XLF:18.5%
US:62.5;EU:12.4;APAC:12.7;EM:9.7;Other:2.6
Value:-0.0;Growth:+0.8;Quality:-0.5;Size:+0.6;Momentum:-0.4;LowVol:-0.8
ESGOnly
6
35
4.4
trailing 8%
162
16.9
Bull
12.7
3.95
2.9
71
112
94
55
false
Buy
Add to core equity +1%
29
-18
BrokerB
LMT
94
null
null
Normal monitoring
107
7
82
3
false
Tighten stops on momentum names
P6450
Systematic
Taxable
USD
2025-08-22
1,795,809
170,221
1,625,588
1
55.4
34.8
4.7
5.2
XLF:26.4%;AAPL:26.4%;GLD:22.0%;BRK.B:25.2%
US:65.3;EU:8.6;APAC:12.4;EM:10.3;Other:3.5
Value:+0.2;Growth:+0.7;Quality:-0.5;Size:0.0;Momentum:-0.2;LowVol:-0.1
MaxPos6%;NoDerivatives
6
30
4.9
hard 12%
200
16.2
Volatile
21
5.47
3.6
114
20
75
53
false
Hedge
Add TLT +1% as duration hedge
0
-22
BrokerA
MKT
92
null
null
Normal monitoring
99
-1
120
4
false
Increase defensive factor exposure
P6451
Cautious
Trust
USD
2024-07-15
444,826
60,022
384,804
1
42.1
41.9
0.9
15.1
VOO:34.8%;IEF:34.8%;VTI:30.3%
US:61.8;EU:15.9;APAC:8.6;EM:10.7;Other:3.0
Value:-0.4;Growth:+0.7;Quality:-0.3;Size:+0.8;Momentum:-0.2;LowVol:0.0
ESGOnly;MaxPos7%;NoMargin
8
30
3.6
hard 10%
99
17.6
Bear
34.8
3.01
1.3
217
-70
9
65
false
Buy
Add to core equity +1%
20
5
BrokerA
VWAP
86
null
null
Normal monitoring
45
-54
116
3
false
Tighten stops on momentum names
P6452
Cautious
Trust
USD
2024-08-21
656,835
83,683
573,152
1
39.4
32
17.5
11.1
VNQ:33.3%;AMZN:33.3%;MUB:33.3%
US:63.5;EU:13.6;APAC:11.1;EM:8.0;Other:3.9
Value:-0.3;Growth:+0.8;Quality:-0.4;Size:-0.1;Momentum:-0.3;LowVol:+0.3
NoMargin
10
35
4
hard 10%
139
14.3
Volatile
25.1
3.93
4.4
145
-36
26
53
false
Sell
Trim extended winner -1%
32
-32
BrokerB
LMT
87
null
null
Normal monitoring
-15
8
67
4
false
Increase defensive factor exposure
P6453
Opportunistic
Roth
USD
2025-09-17
1,642,854
66,367
1,576,487
1
74.1
20.2
0
5.6
XLF:30.5%;TSLA:34.7%;GLD:34.7%
US:66.9;EU:17.1;APAC:5.1;EM:10.6;Other:0.3
Value:-0.9;Growth:+0.5;Quality:-0.7;Size:+0.1;Momentum:+0.9;LowVol:-0.2
null
10
25
5.7
hard 12%
188
27.9
Bull
14
3.54
3.4
71
15
55
58
false
Rebalance
Shift +1% to bonds from equity
17
-17
BrokerA
VWAP
87
null
null
Normal monitoring
-27
-56
3
5
false
Tighten stops on momentum names
P6454
Opportunistic
Trust
USD
2025-08-26
1,064,196
90,563
973,633
1.09
71.6
17
3.9
7.5
MUB:23.7%;AMZN:25.4%;HYG:25.4%;MSFT:25.4%
US:69.0;EU:7.7;APAC:12.1;EM:5.9;Other:5.3
Value:-0.0;Growth:-0.2;Quality:-0.4;Size:+0.3;Momentum:-0.2;LowVol:-0.3
MaxPos5%
6
25
4.2
hard 12%
270
34.3
Bull
15.4
4.74
3.4
118
116
94
47
false
Rebalance
Shift +1% to bonds from equity
-8
-33
BrokerA
VWAP
88
null
null
Normal monitoring
69
-12
87
5
false
Tighten stops on momentum names
P6455
Hands-off
Trust
USD
2025-05-14
318,903
15,440
303,463
1
57.1
20
17.1
5.8
MUB:25.9%;IEF:22.3%;HYG:25.9%;TSLA:25.9%
US:64.9;EU:11.4;APAC:11.3;EM:9.9;Other:2.5
Value:-1.0;Growth:-1.0;Quality:-1.0;Size:-0.4;Momentum:+0.9;LowVol:+0.5
NoDerivatives
10
30
4.4
trailing 10%
101
18.6
Bull
15.3
3.65
3.3
97
5
67
52
false
Rebalance
Shift +1% to bonds from equity
3
-18
BrokerA
LMT
91
null
null
Normal monitoring
-7
-40
73
5
false
Increase defensive factor exposure
P6456
Hands-off
IRA
USD
2024-12-04
589,411
34,801
554,610
1
74.6
16.4
0.8
8.2
AAPL:33.3%;MSFT:33.3%;GLD:33.3%
US:69.5;EU:11.9;APAC:10.2;EM:5.9;Other:2.6
Value:-0.3;Growth:+0.4;Quality:-0.8;Size:+1.0;Momentum:-0.2;LowVol:+0.5
ESGOnly
5
25
5.6
hard 10%
147
14.4
Volatile
23.8
5.26
2.7
141
-25
33
82
true
Hedge
Buy index puts 1% notional
-12
-27
BrokerB
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
118
-12
136
5
false
Tighten stops on momentum names
P6457
Cautious
IRA
USD
2025-11-15
525,631
51,326
474,305
1
43.7
35.9
9.3
11.1
VTI:12.8%;HYG:20.8%;AMZN:22.1%;AAPL:22.1%;MUB:22.1%
US:64.3;EU:15.2;APAC:10.8;EM:9.3;Other:0.4
Value:-0.5;Growth:-0.5;Quality:-0.3;Size:+0.8;Momentum:+0.3;LowVol:+0.1
MaxPos7%;NoMargin
8
30
3.6
trailing 10%
145
18.7
Sideways
18.6
4.23
3.3
126
-3
35
42
false
Buy
Add to core equity +1%
-8
10
BrokerC
MKT
87
null
null
Normal monitoring
95
-21
165
5
false
Tax-aware sells next window
P6458
Opportunistic
Roth
USD
2024-12-03
1,155,513
85,264
1,070,249
1.2
70.7
14.7
9.1
5.5
BND:25.0%;MUB:25.0%;VOO:25.0%;QQQ:25.0%
US:64.8;EU:10.6;APAC:15.2;EM:5.4;Other:4.0
Value:+1.0;Growth:+0.3;Quality:-0.6;Size:+0.4;Momentum:-0.5;LowVol:-0.0
MaxPos6%;NoDerivatives
5
30
5.6
trailing 7%
234
21.2
Bull
13.6
4.56
2.5
104
112
100
40
true
Hedge
Buy index puts 1% notional
9
4
BrokerB
MKT
89
VAR>budget
Reduce
Risk above budget threshold
76
-21
205
3
false
Tax-aware sells next window
P6459
Active
401k
USD
2025-10-08
903,957
62,251
841,706
1
65.7
23.6
2.1
8.7
AMZN:33.3%;MSFT:33.3%;HYG:33.3%
US:69.0;EU:7.6;APAC:13.3;EM:6.4;Other:3.7
Value:-0.6;Growth:-0.8;Quality:+0.3;Size:+0.8;Momentum:-0.9;LowVol:-1.0
null
5
30
4.1
trailing 9%
206
20.6
Bull
13.2
3.68
2.5
108
56
88
47
false
Rebalance
Shift +1% to bonds from equity
13
-14
BrokerA
LMT
97
null
null
Normal monitoring
67
-60
59
4
false
Monitor dispersion and breadth
P6460
Opportunistic
Trust
USD
2025-02-11
1,352,339
113,478
1,238,861
1
77.4
13.2
0.6
8.7
GLD:15.1%;TLT:6.2%;AAPL:20.7%;HYG:17.1%;AMZN:20.1%;VOO:20.7%
US:67.3;EU:11.5;APAC:14.4;EM:5.7;Other:1.1
Value:+1.0;Growth:+0.4;Quality:-0.7;Size:+0.3;Momentum:-0.3;LowVol:-0.9
MaxPos7%
6
25
4.7
hard 12%
200
24.8
Bull
11.5
4.63
2.3
82
112
100
56
false
Rebalance
Shift +1% to bonds from equity
19
-39
BrokerD
MKT
94
null
null
Normal monitoring
87
15
197
5
false
Within IPS guidelines
P6461
Active
Trust
USD
2024-10-11
1,179,028
107,369
1,071,659
1
64
23
4
9
IEF:15.2%;MSFT:16.7%;XLF:20.7%;TSLA:18.0%;MUB:8.7%;AMZN:20.7%
US:71.1;EU:8.5;APAC:7.6;EM:11.5;Other:1.3
Value:+0.4;Growth:+0.6;Quality:-0.9;Size:-0.3;Momentum:-1.0;LowVol:+0.2
NoDerivatives
5
35
4.8
trailing 8%
138
25.2
Sideways
19.2
4.9
3.2
100
26
69
50
true
Hedge
Buy index puts 1% notional
-9
3
BrokerA
LMT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
107
-11
170
3
false
Increase defensive factor exposure
P6462
Active
Taxable
USD
2024-09-12
2,313,050
265,703
2,047,347
1
65.1
28.1
0
6.7
TLT:33.3%;VTI:33.3%;GLD:33.3%
US:65.3;EU:20.2;APAC:6.3;EM:5.2;Other:3.0
Value:-0.7;Growth:+0.8;Quality:+0.9;Size:-0.6;Momentum:-0.7;LowVol:+0.2
NoDerivatives
10
25
4.2
trailing 8%
230
26.4
Volatile
20.8
4.74
3.5
114
58
90
61
false
Rebalance
Shift +1% to bonds from equity
20
-36
BrokerB
LMT
94
null
null
Normal monitoring
112
14
81
3
false
Within IPS guidelines
P6463
Systematic
Taxable
USD
2025-11-29
1,245,899
89,949
1,155,950
1
62.7
28.6
0
8.7
VNQ:15.9%;TLT:28.0%;BND:28.0%;BRK.B:28.0%
US:70.5;EU:14.5;APAC:11.6;EM:3.3;Other:0.2
Value:+0.8;Growth:-0.1;Quality:-0.7;Size:-0.4;Momentum:-0.4;LowVol:+0.2
NoDerivatives
7
25
4.6
trailing 9%
157
22.1
Bull
15
3.56
3.2
107
21
51
44
false
Rebalance
Shift +1% to bonds from equity
-10
5
BrokerB
VWAP
97
null
null
Normal monitoring
107
-25
221
3
false
Increase defensive factor exposure
P6464
Active
Taxable
USD
2024-09-11
773,588
73,474
700,114
1
58.2
21.7
14.2
5.9
GLD:28.6%;QQQ:28.6%;MUB:28.6%;MSFT:14.3%
US:76.7;EU:6.7;APAC:8.2;EM:8.1;Other:0.3
Value:-0.4;Growth:-0.0;Quality:+0.6;Size:+0.5;Momentum:+0.7;LowVol:+0.3
NoDerivatives
10
30
5.7
trailing 8%
220
23.1
Bull
15.9
4.55
3
120
47
79
44
false
Buy
Add to core equity +1%
12
-10
BrokerB
MKT
95
null
null
Normal monitoring
53
-31
110
5
false
Tighten stops on momentum names
P6465
Cautious
Roth
USD
2025-05-11
294,489
35,552
258,937
1
46.7
35.3
2.3
15.7
TLT:27.3%;IEF:19.2%;BND:27.3%;VOO:26.2%
US:62.8;EU:10.5;APAC:11.6;EM:12.1;Other:3.1
Value:-0.5;Growth:+0.1;Quality:-0.8;Size:-0.1;Momentum:-0.9;LowVol:+0.4
NoMargin
8
35
4.9
trailing 8%
137
15.1
Bear
33.1
3.91
1.9
168
-59
32
81
true
Hedge
Buy index puts 1% notional
33
-40
BrokerD
LMT
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
110
-34
184
3
false
Increase defensive factor exposure
P6466
Cautious
Roth
USD
2025-04-10
354,219
37,914
316,305
1
44.6
34.1
11.2
10.1
MSFT:33.3%;TLT:33.3%;AAPL:33.3%
US:71.1;EU:14.2;APAC:7.3;EM:6.5;Other:1.0
Value:-0.0;Growth:-0.7;Quality:+0.9;Size:-0.0;Momentum:-0.9;LowVol:+0.5
ESGOnly;MaxPos5%;NoMargin
7
35
5.1
trailing 8%
119
18.6
Bull
16.1
4.07
3
77
32
75
30
false
Rebalance
Shift +1% to bonds from equity
-13
-25
BrokerB
LMT
95
null
null
Normal monitoring
-20
-50
109
5
false
Monitor dispersion and breadth
P6467
Systematic
Trust
USD
2024-09-28
459,754
36,955
422,799
1
61.4
30.4
0.1
8.1
TLT:9.7%;MSFT:13.8%;VOO:21.9%;TSLA:21.9%;IEF:20.5%;QQQ:12.2%
US:63.5;EU:17.6;APAC:6.9;EM:7.6;Other:4.3
Value:+0.7;Growth:+0.9;Quality:-0.4;Size:+0.7;Momentum:-0.7;LowVol:-0.2
NoDerivatives
5
30
4.3
trailing 8%
130
27.1
Sideways
17.9
4.36
2.3
125
45
61
46
false
Rebalance
Shift +1% to bonds from equity
-5
-39
BrokerB
LMT
90
null
null
Normal monitoring
92
-4
130
3
false
Within IPS guidelines
P6468
Cautious
Roth
USD
2024-07-31
897,982
73,070
824,912
1
47.7
37
1
14.3
AMZN:23.3%;GLD:16.0%;MUB:23.3%;AAPL:14.2%;HYG:23.3%
US:75.8;EU:9.5;APAC:7.4;EM:7.2;Other:0.0
Value:-0.6;Growth:-0.6;Quality:+0.1;Size:-0.0;Momentum:+0.9;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
5
25
4.3
trailing 8%
155
13.4
Volatile
24.8
3.96
3.6
128
-18
56
57
true
Rebalance
Rebalance back to target bands
24
-13
BrokerC
LMT
87
RegimeShift
TightenStops
Volatility spike and breadth deterioration
83
7
170
2
false
Monitor dispersion and breadth
P6469
Cautious
401k
USD
2025-03-06
509,446
54,114
455,332
1
40.2
32.9
12.1
14.8
AMZN:8.7%;VNQ:12.9%;MSFT:19.0%;XLF:20.6%;VTI:18.4%;BRK.B:20.6%
US:60.9;EU:18.4;APAC:15.1;EM:3.7;Other:2.0
Value:-0.1;Growth:-0.3;Quality:+0.6;Size:+0.4;Momentum:+0.8;LowVol:+0.1
NoMargin
10
25
4.9
trailing 8%
165
15.2
Bear
29.3
3.03
1.3
141
3
65
67
false
Sell
Trim extended winner -1%
2
-21
BrokerB
LMT
87
null
null
Normal monitoring
52
-31
154
5
false
Within IPS guidelines
P6470
Cautious
Taxable
USD
2025-05-11
561,824
69,323
492,501
1
42.3
41
4.1
12.6
QQQ:27.0%;GLD:27.0%;XLF:19.1%;BRK.B:27.0%
US:59.5;EU:15.8;APAC:10.7;EM:8.6;Other:5.5
Value:-0.9;Growth:-0.5;Quality:-0.4;Size:-0.0;Momentum:+0.7;LowVol:-0.6
MaxPos7%;NoMargin
7
30
4.7
hard 10%
144
19.9
Bull
16.2
3.99
2.6
94
92
100
39
false
Hedge
Add TLT +1% as duration hedge
5
-25
BrokerC
MKT
97
null
null
Normal monitoring
86
-12
180
3
false
Tighten stops on momentum names
P6471
Hands-off
IRA
USD
2024-10-22
178,295
12,296
165,999
1
66.7
26.4
0
6.9
QQQ:26.5%;VOO:36.8%;IEF:36.8%
US:70.4;EU:7.2;APAC:10.3;EM:9.0;Other:3.1
Value:+0.7;Growth:-0.6;Quality:+0.8;Size:+1.0;Momentum:-0.8;LowVol:-0.3
ESGOnly
7
25
3.4
hard 10%
125
14.3
Bear
27.4
3.17
2.2
140
-62
5
81
true
Reduce
Cut high-beta by 2-3%, add cash
2
-36
BrokerB
LMT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
105
-10
240
3
false
Tighten stops on momentum names
P6472
Active
Roth
USD
2025-12-13
516,625
51,312
465,313
1.12
63.3
29.2
0
7.5
GLD:33.3%;MUB:33.3%;QQQ:33.3%
US:62.3;EU:15.4;APAC:8.2;EM:9.9;Other:4.3
Value:+0.5;Growth:+0.7;Quality:+0.4;Size:-0.2;Momentum:-0.8;LowVol:-0.7
null
6
35
4.5
trailing 8%
161
17.3
Volatile
27.1
4.05
3.9
156
-1
41
78
true
Rebalance
Rebalance back to target bands
7
6
BrokerC
MKT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-1
9
51
5
false
Increase defensive factor exposure
P6473
Active
Trust
USD
2024-10-04
1,508,219
125,911
1,382,308
1
58.7
28.5
3.4
9.4
BRK.B:25.9%;AMZN:25.9%;VOO:25.9%;IEF:22.2%
US:64.6;EU:19.7;APAC:8.0;EM:5.4;Other:2.4
Value:-0.4;Growth:-0.4;Quality:+0.4;Size:+0.3;Momentum:-0.3;LowVol:+0.4
null
10
35
5.3
trailing 9%
149
21
Volatile
32
3.71
2.8
131
7
38
84
true
Reduce
Cut high-beta by 2-3%, add cash
30
-21
BrokerD
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-56
-30
7
2
false
Increase defensive factor exposure
P6474
Cautious
Roth
USD
2025-04-17
706,135
93,484
612,651
1
47.6
35.8
0
16.6
QQQ:22.9%;GLD:11.3%;VOO:11.8%;BRK.B:22.9%;VNQ:22.9%;IEF:8.3%
US:76.2;EU:13.3;APAC:5.6;EM:4.9;Other:0.0
Value:+0.1;Growth:+0.7;Quality:-0.2;Size:+0.8;Momentum:+0.7;LowVol:-0.2
MaxPos7%;NoMargin
5
30
5.7
hard 10%
122
15
Volatile
26.7
5.22
3.4
165
-8
49
55
false
NoAction
Within bands; monitor
29
-7
BrokerD
MKT
0
null
null
Normal monitoring
81
-38
143
5
false
Within IPS guidelines
P6475
Opportunistic
Taxable
USD
2024-11-11
1,256,741
41,660
1,215,081
1
76
11.4
8.2
4.4
IEF:16.5%;BND:17.2%;VTI:16.7%;VOO:11.2%;QQQ:20.5%;HYG:18.1%
US:70.4;EU:6.9;APAC:11.3;EM:8.7;Other:2.7
Value:+1.0;Growth:+0.4;Quality:-0.4;Size:+0.6;Momentum:-1.0;LowVol:-0.7
MaxPos8%;NoDerivatives
6
30
6
trailing 7%
210
21.6
Bull
16.4
4.19
2.9
100
1
54
55
false
Rebalance
Shift +1% to bonds from equity
10
6
BrokerB
VWAP
94
null
null
Normal monitoring
54
5
180
4
false
Monitor dispersion and breadth
P6476
Hands-off
Trust
USD
2024-10-30
553,598
37,919
515,679
1
72.7
17.8
3.3
6.1
IEF:23.7%;MUB:27.1%;BND:22.1%;VOO:27.1%
US:67.5;EU:17.3;APAC:6.5;EM:5.2;Other:3.6
Value:-0.2;Growth:-0.7;Quality:-0.3;Size:-0.7;Momentum:+0.3;LowVol:-0.1
MaxPos6%
6
35
3
trailing 8%
114
16.9
Volatile
26
4.87
2.5
158
-35
32
85
true
Hedge
Buy index puts 1% notional
21
2
BrokerA
VWAP
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-13
-5
18
2
false
Within IPS guidelines
P6477
Systematic
Taxable
USD
2025-04-22
910,893
65,237
845,656
1
59.5
26
5.4
9.1
BRK.B:18.7%;MUB:10.8%;XLF:19.4%;VTI:20.0%;MSFT:20.1%;HYG:11.0%
US:66.1;EU:13.5;APAC:12.3;EM:4.0;Other:4.2
Value:+0.9;Growth:-0.2;Quality:-0.4;Size:-0.1;Momentum:-0.5;LowVol:-0.3
null
6
30
5.4
trailing 8%
129
16.3
Sideways
15.2
3.66
2.5
91
26
73
49
false
Rebalance
Shift +1% to bonds from equity
-13
-30
BrokerA
LMT
95
null
null
Normal monitoring
98
14
96
5
false
Monitor dispersion and breadth
P6478
Active
Trust
USD
2025-10-12
1,623,696
146,216
1,477,480
1
50.8
21.4
21.8
6
XLF:18.4%;IEF:19.8%;GLD:20.7%;AAPL:18.9%;BRK.B:22.2%
US:67.5;EU:18.7;APAC:7.3;EM:4.5;Other:2.0
Value:+0.6;Growth:+0.9;Quality:+0.9;Size:+0.5;Momentum:-1.0;LowVol:+0.8
MaxPos6%
6
30
5.1
hard 12%
230
19
Bear
28.9
3.77
1.6
141
-91
5
59
false
Rebalance
Shift +1% to bonds from equity
9
-12
BrokerB
LMT
94
null
null
Normal monitoring
14
10
121
4
false
Within IPS guidelines
P6479
Hands-off
Roth
USD
2025-10-14
188,097
15,524
172,573
1
69.3
21.5
0.1
9.1
HYG:22.2%;TSLA:11.1%;QQQ:13.3%;MSFT:21.1%;VNQ:22.2%;VTI:10.1%
US:70.4;EU:6.9;APAC:14.3;EM:7.3;Other:1.2
Value:-0.4;Growth:-0.9;Quality:+0.7;Size:+0.1;Momentum:+0.4;LowVol:-0.8
ESGOnly;MaxPos7%
6
25
5.1
trailing 8%
159
19.5
Volatile
20.1
5.4
3.4
151
-53
27
51
true
Reduce
Cut high-beta by 2-3%, add cash
17
8
BrokerA
MKT
99
VAR>budget
Reduce
Risk above budget threshold
11
13
20
3
false
Within IPS guidelines
P6480
Hands-off
Trust
USD
2025-09-29
625,152
43,991
581,161
1
69.4
15.2
6.7
8.7
TLT:33.3%;VTI:33.3%;BRK.B:33.3%
US:65.7;EU:8.1;APAC:9.1;EM:13.5;Other:3.6
Value:-0.2;Growth:-0.6;Quality:+0.2;Size:-0.3;Momentum:-0.7;LowVol:-0.2
ESGOnly;MaxPos7%
6
30
4.9
trailing 8%
162
13.4
Sideways
17.3
3.77
2
93
16
55
53
false
Buy
Add to core equity +1%
19
-8
BrokerC
MKT
86
null
null
Normal monitoring
77
7
43
4
false
Tax-aware sells next window
P6481
Active
IRA
USD
2024-09-21
899,444
95,003
804,441
1
54.3
26.4
12.6
6.7
BND:37.2%;TLT:37.2%;HYG:25.7%
US:68.2;EU:11.8;APAC:11.0;EM:4.5;Other:4.6
Value:-0.2;Growth:-0.9;Quality:-0.6;Size:+0.9;Momentum:+1.0;LowVol:-0.8
MaxPos6%;NoDerivatives
10
35
5.7
trailing 9%
166
26.3
Bear
27.5
3.39
2.5
137
-10
49
66
false
Sell
Trim extended winner -1%
24
-30
BrokerC
VWAP
95
null
null
Normal monitoring
52
18
153
3
false
Monitor dispersion and breadth
P6482
Systematic
Roth
USD
2025-05-30
1,199,130
59,298
1,139,832
1
55.1
32.3
3.4
9.1
MSFT:20.8%;XLF:14.6%;AMZN:19.3%;VTI:18.2%;TLT:12.5%;IEF:14.6%
US:68.5;EU:11.7;APAC:7.8;EM:10.5;Other:1.5
Value:+0.1;Growth:+0.1;Quality:-0.0;Size:+0.2;Momentum:+0.3;LowVol:-0.8
MaxPos7%
5
30
4.9
hard 12%
215
28
Bull
17.4
3.55
2.7
71
43
68
48
false
Sell
Trim extended winner -1%
28
-32
BrokerB
VWAP
100
null
null
Normal monitoring
22
5
125
3
false
Tighten stops on momentum names
P6483
Opportunistic
Roth
USD
2025-12-16
1,571,028
86,375
1,484,653
1
76.7
17.4
0
5.9
VOO:27.4%;TSLA:36.3%;HYG:36.3%
US:67.1;EU:9.3;APAC:8.9;EM:13.0;Other:1.6
Value:-0.1;Growth:+0.8;Quality:+0.1;Size:-0.3;Momentum:+0.8;LowVol:+0.6
null
7
30
4.5
trailing 9%
161
34.6
Bull
12.8
3.53
2.7
103
108
99
61
false
Buy
Add to core equity +1%
19
12
BrokerB
VWAP
89
null
null
Normal monitoring
2
-30
-27
3
false
Within IPS guidelines
P6484
Cautious
Trust
USD
2025-02-06
422,832
59,370
363,462
1
44.4
40.6
0
15
MUB:13.2%;BND:21.2%;XLF:21.3%;GLD:22.2%;AMZN:22.2%
US:54.0;EU:19.1;APAC:16.0;EM:9.2;Other:1.7
Value:-0.2;Growth:+0.9;Quality:+0.5;Size:+0.9;Momentum:-1.0;LowVol:+0.8
ESGOnly;NoMargin
5
25
4.2
trailing 8%
126
17.3
Volatile
23.9
5.18
3.6
174
77
90
61
false
NoAction
Within bands; monitor
-7
-8
BrokerD
MKT
0
null
null
Normal monitoring
-43
-27
62
3
false
Monitor dispersion and breadth
P6485
Cautious
IRA
USD
2025-05-20
400,811
50,452
350,359
1
51
30.9
0.8
17.3
QQQ:11.0%;VNQ:21.8%;BRK.B:14.2%;IEF:12.4%;BND:21.8%;VOO:18.9%
US:58.9;EU:17.4;APAC:10.6;EM:10.1;Other:3.0
Value:+0.4;Growth:+0.1;Quality:-0.5;Size:-0.6;Momentum:+0.2;LowVol:-0.2
NoMargin
10
25
4.7
trailing 10%
138
16.4
Volatile
20.5
5.35
2.9
134
78
97
48
false
Rebalance
Shift +1% to bonds from equity
-1
-11
BrokerB
MKT
87
null
null
Normal monitoring
58
-30
184
4
false
Tighten stops on momentum names
P6486
Active
IRA
USD
2025-09-10
1,888,156
139,191
1,748,965
1
62.8
27.1
0.2
10
AAPL:15.1%;TSLA:28.3%;VOO:28.3%;HYG:28.3%
US:60.6;EU:15.1;APAC:10.5;EM:9.5;Other:4.3
Value:+0.8;Growth:+0.1;Quality:-0.6;Size:-0.9;Momentum:-0.9;LowVol:-0.1
MaxPos6%
6
35
5.8
trailing 9%
149
27.2
Volatile
20.7
4.09
3.7
111
-34
32
49
false
Buy
Add to core equity +1%
24
8
BrokerB
LMT
99
null
null
Normal monitoring
33
-1
7
4
false
Monitor dispersion and breadth
P6487
Opportunistic
IRA
USD
2024-11-02
841,060
65,655
775,405
1.17
71
18.6
3.8
6.7
AMZN:22.3%;TSLA:22.3%;MUB:16.4%;XLF:9.7%;QQQ:22.1%;BRK.B:7.4%
US:60.2;EU:20.0;APAC:13.2;EM:5.4;Other:1.3
Value:-0.9;Growth:-0.9;Quality:+0.5;Size:-0.9;Momentum:+0.9;LowVol:-0.6
null
8
30
5.6
trailing 7%
216
31.3
Volatile
29.2
3.91
4
140
-27
35
86
true
Rebalance
Rebalance back to target bands
-1
-33
BrokerB
LMT
98
Drift>tolerance
Pause
Allocation drift beyond policy bands
23
-40
150
3
false
Monitor dispersion and breadth
P6488
Active
Taxable
USD
2024-09-29
1,658,744
163,524
1,495,220
1
65.4
18.5
11
5.1
VTI:33.3%;AMZN:33.3%;IEF:33.3%
US:69.1;EU:12.0;APAC:9.9;EM:5.9;Other:3.1
Value:-1.0;Growth:-0.4;Quality:-0.1;Size:+0.5;Momentum:-0.5;LowVol:+0.7
MaxPos6%
8
30
5.3
trailing 8%
163
18.7
Volatile
24.1
5.34
3.1
114
73
73
69
false
Hedge
Add TLT +1% as duration hedge
32
-21
BrokerC
LMT
89
null
null
Normal monitoring
35
-6
142
5
false
Monitor dispersion and breadth
P6489
Hands-off
401k
USD
2025-03-04
580,215
55,178
525,037
1
64.7
22.5
7.7
5.2
TLT:14.7%;BND:9.6%;MUB:21.6%;IEF:21.6%;MSFT:21.6%;AMZN:10.9%
US:65.0;EU:14.1;APAC:9.4;EM:9.8;Other:1.7
Value:0.0;Growth:-0.4;Quality:-0.7;Size:-0.9;Momentum:-0.0;LowVol:+0.4
null
8
25
4.1
trailing 8%
122
16.2
Bull
14
4.68
2.1
81
26
50
42
false
Rebalance
Shift +1% to bonds from equity
15
8
BrokerD
LMT
90
null
null
Normal monitoring
9
19
125
4
false
Increase defensive factor exposure
P6490
Cautious
Taxable
USD
2025-03-16
375,852
44,912
330,940
1
52.4
30.9
6.4
10.4
AAPL:34.4%;IEF:31.2%;QQQ:34.4%
US:70.2;EU:11.5;APAC:10.4;EM:7.1;Other:0.9
Value:+0.4;Growth:-0.2;Quality:0.0;Size:+0.1;Momentum:-0.7;LowVol:-0.9
NoDerivatives;NoMargin
6
25
4.3
trailing 8%
157
12.1
Bear
32.4
3.8
1.6
215
-95
5
74
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-21
BrokerD
VWAP
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
64
18
84
5
true
Tax-aware sells next window
P6491
Cautious
Taxable
USD
2025-09-08
875,915
74,570
801,345
1
43.5
32.9
7.3
16.3
AAPL:19.8%;AMZN:19.2%;HYG:17.9%;GLD:20.8%;TLT:9.9%;TSLA:12.4%
US:58.9;EU:16.2;APAC:9.4;EM:12.5;Other:3.1
Value:+0.2;Growth:+0.1;Quality:-0.5;Size:+0.2;Momentum:+0.9;LowVol:-0.0
MaxPos5%;NoMargin
10
25
4.7
trailing 10%
145
18.8
Volatile
26.4
4.85
4.4
129
-42
44
54
false
Rebalance
Shift +1% to bonds from equity
-9
-33
BrokerC
VWAP
95
null
null
Normal monitoring
80
-2
210
5
false
Monitor dispersion and breadth
P6492
Active
IRA
USD
2025-09-30
1,707,765
135,162
1,572,603
1
68.2
22.7
0
9.1
VOO:25.1%;TSLA:25.1%;BND:24.6%;VTI:25.1%
US:67.8;EU:6.3;APAC:13.0;EM:8.7;Other:4.2
Value:+0.3;Growth:+0.9;Quality:-0.5;Size:0.0;Momentum:+0.5;LowVol:0.0
null
8
35
4.6
trailing 9%
137
27.6
Bear
26.7
3.49
1.9
168
-54
22
75
true
Hedge
Buy index puts 1% notional
-12
-9
BrokerC
LMT
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
12
0
134
4
false
Tighten stops on momentum names
P6493
Hands-off
Taxable
USD
2025-05-04
696,344
55,971
640,373
1
64.3
27.4
1.7
6.6
HYG:13.5%;MUB:6.8%;XLF:17.1%;TLT:21.7%;IEF:21.7%;QQQ:19.2%
US:65.4;EU:16.4;APAC:9.7;EM:6.4;Other:2.1
Value:-0.8;Growth:-0.2;Quality:+0.1;Size:+0.6;Momentum:-0.8;LowVol:-0.2
MaxPos6%
5
35
3.2
hard 10%
138
13.2
Sideways
20.8
3.85
2.8
119
42
62
56
false
Sell
Trim extended winner -1%
26
0
BrokerC
LMT
92
null
null
Normal monitoring
-37
-58
-53
5
false
Monitor dispersion and breadth
P6494
Cautious
Taxable
USD
2024-10-19
320,093
44,193
275,900
1
48.9
34.6
0
16.5
MUB:34.1%;VTI:31.7%;AAPL:34.1%
US:71.0;EU:15.9;APAC:6.9;EM:5.1;Other:1.2
Value:+0.3;Growth:-0.4;Quality:+0.9;Size:+0.5;Momentum:-0.9;LowVol:+0.4
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
35
4.1
trailing 10%
111
12.1
Sideways
21.4
4.9
3.2
112
-19
33
58
false
Rebalance
Shift +1% to bonds from equity
-9
15
BrokerD
MKT
93
null
null
Normal monitoring
70
-24
41
4
false
Tax-aware sells next window
P6495
Cautious
Taxable
USD
2025-01-03
483,107
67,179
415,928
1
45.6
38.9
0
15.5
QQQ:16.8%;AMZN:13.1%;VTI:21.7%;BRK.B:21.7%;TLT:9.5%;GLD:17.2%
US:61.3;EU:13.0;APAC:10.7;EM:11.1;Other:3.8
Value:-0.4;Growth:+0.7;Quality:+0.8;Size:-0.3;Momentum:-0.3;LowVol:-0.6
MaxPos7%;NoMargin
7
35
3.6
trailing 8%
169
14.1
Bull
16.2
4.92
3
94
30
76
32
false
NoAction
Within bands; monitor
-7
12
BrokerA
LMT
86
null
null
Normal monitoring
40
-54
73
4
false
Tax-aware sells next window
P6496
Active
IRA
USD
2025-07-09
1,250,777
81,112
1,169,665
1.13
63.3
21.7
5.1
9.8
QQQ:26.8%;AAPL:19.5%;BND:26.8%;TLT:26.8%
US:62.5;EU:15.6;APAC:15.5;EM:4.8;Other:1.5
Value:+0.1;Growth:-0.9;Quality:-0.3;Size:+0.9;Momentum:+0.6;LowVol:+0.1
null
6
30
5.4
hard 12%
195
19.8
Bear
33.7
4.11
1.4
179
-71
5
91
true
Hedge
Buy index puts 1% notional
15
11
BrokerB
MKT
95
VAR>budget
Hedge
Risk above budget threshold
44
-16
113
2
false
Tighten stops on momentum names
P6497
Hands-off
Trust
USD
2024-08-29
172,210
15,271
156,939
1
60
29.1
5.4
5.6
TLT:33.3%;VTI:33.3%;HYG:33.3%
US:75.1;EU:5.6;APAC:10.5;EM:4.9;Other:3.9
Value:+0.8;Growth:+0.3;Quality:-0.5;Size:+0.7;Momentum:+0.5;LowVol:-0.9
MaxPos6%
7
30
5.1
trailing 8%
168
16.3
Bear
26.4
4.21
2.1
150
-94
6
69
false
Rebalance
Shift +1% to bonds from equity
8
13
BrokerA
LMT
98
null
null
Normal monitoring
113
-40
160
3
false
Tax-aware sells next window
P6498
Opportunistic
Trust
USD
2024-09-16
1,597,131
121,150
1,475,981
1.24
74.2
18.5
0
7.4
AAPL:15.2%;BRK.B:21.9%;XLF:19.3%;QQQ:12.7%;BND:9.0%;TLT:21.9%
US:60.9;EU:10.4;APAC:14.9;EM:10.1;Other:3.7
Value:+0.1;Growth:+0.3;Quality:+0.3;Size:+0.4;Momentum:+0.6;LowVol:-0.8
null
8
30
4.4
trailing 9%
172
30.8
Volatile
28.8
5.05
2.7
173
3
40
86
true
Hedge
Buy index puts 1% notional
29
-36
BrokerA
VWAP
94
VAR>budget
Hedge
Risk above budget threshold
50
-39
60
2
false
Tax-aware sells next window
P6499
Hands-off
Roth
USD
2025-05-31
578,760
31,312
547,448
1
68.2
24.9
0
6.9
MSFT:15.8%;XLF:21.1%;HYG:21.1%;VOO:21.1%;VTI:21.1%
US:67.5;EU:8.3;APAC:16.4;EM:3.3;Other:4.5
Value:+0.9;Growth:+0.8;Quality:-0.4;Size:+0.4;Momentum:+0.7;LowVol:-0.7
ESGOnly;MaxPos8%
7
25
5.5
trailing 8%
108
13.6
Sideways
15.7
3.9
3.2
112
6
49
52
false
Rebalance
Shift +1% to bonds from equity
5
-33
BrokerD
VWAP
97
null
null
Normal monitoring
31
-44
82
5
false
Monitor dispersion and breadth
P6500
Cautious
IRA
USD
2024-11-20
556,479
48,207
508,272
1
49
39.4
0
11.6
AMZN:21.2%;HYG:12.4%;GLD:23.1%;BND:23.1%;MUB:20.1%
US:67.9;EU:7.0;APAC:9.4;EM:13.2;Other:2.5
Value:-0.4;Growth:-0.4;Quality:+0.1;Size:-0.5;Momentum:-0.8;LowVol:+0.4
MaxPos8%;NoMargin
5
35
5
trailing 10%
167
12.9
Bull
12.6
4.32
3.5
111
15
47
44
false
Rebalance
Shift +1% to bonds from equity
-4
-5
BrokerD
VWAP
89
null
null
Normal monitoring
0
-30
44
3
false
Increase defensive factor exposure