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
P6801
Opportunistic
IRA
USD
2025-01-05
1,094,732
97,480
997,252
1
65.7
21.4
7.8
5.1
TSLA:11.7%;BND:22.4%;XLF:7.9%;VTI:22.4%;VNQ:13.1%;GLD:22.4%
US:74.3;EU:10.2;APAC:5.7;EM:8.2;Other:1.7
Value:+0.1;Growth:-0.1;Quality:-0.4;Size:-0.5;Momentum:-0.0;LowVol:+0.2
null
8
30
5.1
hard 12%
227
31.1
Bull
15.5
4.35
3.4
98
1
45
51
false
Buy
Add to core equity +1%
16
-39
BrokerB
MKT
93
null
null
Normal monitoring
62
-19
138
4
false
Tax-aware sells next window
P6802
Active
Roth
USD
2025-04-06
2,268,221
258,253
2,009,968
1
66.7
25
3.1
5.2
VNQ:33.8%;HYG:33.8%;AAPL:32.5%
US:69.1;EU:8.2;APAC:9.9;EM:11.6;Other:1.1
Value:-0.7;Growth:+0.6;Quality:+0.8;Size:0.0;Momentum:-0.2;LowVol:-0.2
null
7
30
4.7
trailing 8%
166
27.9
Bull
11.5
4.89
2.8
74
60
66
48
false
Sell
Trim extended winner -1%
0
14
BrokerD
MKT
91
null
null
Normal monitoring
70
-9
111
3
false
Monitor dispersion and breadth
P6803
Cautious
Trust
USD
2025-07-28
766,593
106,015
660,578
1
40.7
33.7
14
11.6
BRK.B:34.6%;BND:30.9%;IEF:34.6%
US:61.3;EU:18.3;APAC:5.4;EM:11.5;Other:3.5
Value:+0.8;Growth:+0.6;Quality:0.0;Size:+0.3;Momentum:-0.2;LowVol:-1.0
NoMargin
7
35
3.1
trailing 10%
119
13
Volatile
24
4.51
4.4
148
-59
26
54
false
Hedge
Add TLT +1% as duration hedge
1
-16
BrokerB
MKT
89
null
null
Normal monitoring
37
-31
89
3
false
Increase defensive factor exposure
P6804
Cautious
401k
USD
2025-05-23
495,912
57,214
438,698
1
43.4
31.3
9.1
16.2
VNQ:19.2%;VOO:19.0%;AMZN:19.8%;MSFT:22.2%;VTI:19.8%
US:66.8;EU:11.5;APAC:12.9;EM:6.0;Other:2.8
Value:-0.6;Growth:+0.1;Quality:-0.5;Size:+0.5;Momentum:-0.6;LowVol:+0.4
ESGOnly;NoMargin
5
25
4.3
trailing 10%
133
13.9
Volatile
28.5
4.72
2.8
170
-29
28
62
true
Hedge
Buy index puts 1% notional
18
-3
BrokerD
LMT
97
VAR>budget
Reduce
Risk above budget threshold
41
0
64
2
false
Increase defensive factor exposure
P6805
Hands-off
IRA
USD
2025-08-16
832,713
81,503
751,210
1
65.8
27.2
0
7
BND:27.7%;IEF:17.0%;QQQ:27.7%;XLF:27.7%
US:61.5;EU:18.9;APAC:11.9;EM:5.2;Other:2.5
Value:+0.8;Growth:-0.8;Quality:+0.5;Size:+0.2;Momentum:-1.0;LowVol:+0.5
null
5
25
5.1
trailing 8%
123
19.3
Bull
13.1
4.47
2.5
106
96
100
42
false
NoAction
Within bands; monitor
18
-13
BrokerC
MKT
0
null
null
Normal monitoring
-43
-51
-48
5
false
Tax-aware sells next window
P6806
Cautious
IRA
USD
2024-12-26
743,311
114,432
628,879
1
47.8
34.5
7.4
10.2
QQQ:23.3%;TLT:20.6%;IEF:12.6%;VTI:23.3%;XLF:20.2%
US:70.5;EU:8.2;APAC:8.8;EM:11.3;Other:1.2
Value:+0.3;Growth:+0.7;Quality:+1.0;Size:+0.2;Momentum:+0.9;LowVol:-0.8
MaxPos8%;NoMargin
6
25
3.4
trailing 8%
162
13.6
Bull
13
4
3
88
35
52
27
false
Rebalance
Shift +1% to bonds from equity
-6
14
BrokerC
LMT
98
null
null
Normal monitoring
22
0
144
4
false
Increase defensive factor exposure
P6807
Active
IRA
USD
2024-11-05
1,850,393
166,395
1,683,998
1
62.9
19.3
10.1
7.7
AMZN:33.3%;VNQ:33.3%;XLF:33.3%
US:54.7;EU:20.5;APAC:12.1;EM:9.6;Other:3.2
Value:+0.6;Growth:-0.7;Quality:0.0;Size:-0.1;Momentum:+0.8;LowVol:0.0
MaxPos6%
7
35
4.2
hard 12%
210
16.4
Bull
14.9
4.69
2.5
116
82
89
39
false
Buy
Add to core equity +1%
18
-38
BrokerB
MKT
91
null
null
Normal monitoring
-32
14
-27
4
false
Within IPS guidelines
P6808
Hands-off
Taxable
USD
2025-10-23
359,258
16,435
342,823
1
61.2
29.1
4.1
5.6
TLT:33.3%;HYG:33.3%;VOO:33.3%
US:72.6;EU:6.8;APAC:8.8;EM:11.6;Other:0.1
Value:-0.0;Growth:-0.8;Quality:-0.9;Size:-0.3;Momentum:+0.5;LowVol:+0.6
MaxPos7%
8
25
4.2
trailing 8%
166
18.5
Bull
11.7
4.44
3.1
83
62
77
46
false
Rebalance
Shift +1% to bonds from equity
9
-34
BrokerD
LMT
100
null
null
Normal monitoring
83
12
54
3
false
Monitor dispersion and breadth
P6809
Systematic
Taxable
USD
2025-07-04
1,369,090
96,233
1,272,857
1
67.8
25.8
0
6.4
VOO:36.3%;MUB:36.3%;QQQ:27.4%
US:65.3;EU:16.2;APAC:6.0;EM:8.7;Other:3.7
Value:+0.9;Growth:+0.5;Quality:+0.9;Size:-0.3;Momentum:+0.9;LowVol:+0.1
null
8
35
4.4
hard 12%
121
26.4
Volatile
23.7
4.06
2.6
160
74
98
63
false
Rebalance
Shift +1% to bonds from equity
-9
11
BrokerB
MKT
93
null
null
Normal monitoring
105
-47
172
4
false
Tighten stops on momentum names
P6810
Active
IRA
USD
2025-10-16
2,051,435
184,803
1,866,632
1
63.9
26.1
1.9
8.1
MUB:24.7%;QQQ:25.1%;VOO:25.1%;TSLA:25.1%
US:63.8;EU:14.6;APAC:10.4;EM:8.0;Other:3.2
Value:-0.9;Growth:+0.6;Quality:+0.1;Size:+0.8;Momentum:+0.5;LowVol:+0.6
MaxPos8%;NoDerivatives
5
35
5.1
trailing 9%
148
19.9
Volatile
29.7
4.81
2.9
146
78
86
82
true
Rebalance
Rebalance back to target bands
18
-2
BrokerC
LMT
94
Drift>tolerance
Pause
Allocation drift beyond policy bands
18
-25
-4
5
true
Within IPS guidelines
P6811
Active
401k
USD
2025-04-29
904,817
96,179
808,638
1
50.6
19.7
23
6.7
VNQ:26.1%;GLD:26.1%;HYG:21.7%;VOO:26.1%
US:63.2;EU:17.8;APAC:10.2;EM:8.0;Other:0.8
Value:-1.0;Growth:+0.4;Quality:+0.1;Size:0.0;Momentum:+0.7;LowVol:-0.3
null
5
35
4.8
trailing 9%
160
23.8
Volatile
20.7
3.85
4.2
143
10
50
46
false
Buy
Add to core equity +1%
6
-23
BrokerC
MKT
87
null
null
Normal monitoring
61
8
187
3
false
Tighten stops on momentum names
P6812
Active
Roth
USD
2024-11-22
1,335,998
116,288
1,219,710
1
54.7
24.9
10.8
9.6
MUB:21.3%;MSFT:15.4%;AMZN:10.2%;VTI:16.4%;TLT:21.3%;IEF:15.5%
US:64.6;EU:16.2;APAC:8.3;EM:9.9;Other:1.0
Value:-0.4;Growth:-0.0;Quality:-0.5;Size:0.0;Momentum:-0.4;LowVol:+0.3
null
7
30
4.5
hard 12%
183
24
Volatile
28.4
4.07
2.8
147
-40
30
71
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-5
BrokerB
LMT
91
VAR>budget
TightenStops
Risk above budget threshold
28
20
63
4
false
Tax-aware sells next window
P6813
Hands-off
Roth
USD
2024-10-19
424,407
36,932
387,475
1
68.8
21.1
3.4
6.7
AMZN:33.3%;MSFT:33.3%;QQQ:33.3%
US:66.3;EU:13.8;APAC:11.6;EM:4.8;Other:3.5
Value:-0.3;Growth:+0.5;Quality:-0.0;Size:-0.1;Momentum:-0.6;LowVol:-0.5
MaxPos8%;NoDerivatives
7
25
4.7
trailing 10%
130
19.8
Volatile
25.3
3.7
4
139
-53
10
73
true
Hedge
Buy index puts 1% notional
28
-40
BrokerD
LMT
85
VAR>budget
Reduce
Risk above budget threshold
-17
-59
82
4
false
Increase defensive factor exposure
P6814
Active
Roth
USD
2024-08-23
1,239,881
129,742
1,110,139
1.14
52.5
27.1
13.2
7.2
MUB:22.1%;VNQ:22.1%;VTI:22.1%;QQQ:11.5%;AAPL:13.2%;IEF:9.1%
US:57.0;EU:17.8;APAC:13.2;EM:8.0;Other:4.2
Value:-0.3;Growth:+0.5;Quality:-0.7;Size:+0.6;Momentum:0.0;LowVol:+0.5
NoDerivatives
5
35
5.3
trailing 8%
170
27
Volatile
29.6
4.66
3.7
113
41
60
64
false
Buy
Add to core equity +1%
30
-37
BrokerB
LMT
88
null
null
Normal monitoring
69
-4
193
3
false
Monitor dispersion and breadth
P6815
Systematic
Roth
USD
2025-03-25
949,774
48,412
901,362
1
62.4
30.3
0.7
6.7
XLF:27.7%;VOO:13.8%;HYG:15.4%;BND:27.7%;GLD:15.4%
US:62.5;EU:16.0;APAC:11.1;EM:9.7;Other:0.6
Value:-0.5;Growth:+0.1;Quality:-0.6;Size:-0.7;Momentum:-0.9;LowVol:-0.6
null
5
30
5
trailing 8%
131
21.4
Bull
15.5
3.82
3.1
106
18
48
53
false
Sell
Trim extended winner -1%
-13
-8
BrokerB
MKT
97
null
null
Normal monitoring
-29
-54
95
3
false
Monitor dispersion and breadth
P6816
Hands-off
401k
USD
2025-01-04
731,138
45,852
685,286
1
72.9
18.2
0
8.9
VOO:24.3%;HYG:24.3%;VNQ:15.2%;GLD:17.8%;MSFT:18.5%
US:69.3;EU:16.4;APAC:10.2;EM:3.7;Other:0.4
Value:+1.0;Growth:+0.8;Quality:-0.2;Size:-0.7;Momentum:-0.7;LowVol:+0.4
ESGOnly
10
25
5.6
hard 10%
164
16.1
Volatile
24.4
5.25
4.2
121
76
80
77
true
Hedge
Buy index puts 1% notional
-8
-9
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
3
-55
71
3
false
Tax-aware sells next window
P6817
Systematic
Trust
USD
2025-12-09
1,854,858
117,989
1,736,869
1
67.6
23.3
0.4
8.8
HYG:26.7%;TSLA:19.8%;MSFT:26.7%;MUB:26.7%
US:65.7;EU:7.4;APAC:13.5;EM:9.2;Other:4.2
Value:-0.8;Growth:-0.6;Quality:-0.8;Size:-0.4;Momentum:-0.6;LowVol:0.0
NoDerivatives
6
35
4.4
trailing 8%
187
23.4
Volatile
22.9
3.67
2.2
135
24
59
76
true
Reduce
Cut high-beta by 2-3%, add cash
9
-26
BrokerB
MKT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
68
-15
28
3
false
Tax-aware sells next window
P6818
Cautious
Taxable
USD
2025-02-14
589,255
78,182
511,073
1
45.7
40
0
14.3
VOO:23.3%;MUB:23.3%;QQQ:21.2%;HYG:12.3%;VTI:19.9%
US:72.2;EU:9.0;APAC:5.9;EM:9.7;Other:3.2
Value:-0.4;Growth:-0.9;Quality:+0.6;Size:-0.8;Momentum:+0.9;LowVol:+0.2
NoMargin
7
30
4.7
trailing 8%
164
16.7
Bull
13.4
4.07
2.5
114
116
100
40
false
Rebalance
Shift +1% to bonds from equity
9
-27
BrokerB
MKT
91
null
null
Normal monitoring
107
17
165
4
false
Within IPS guidelines
P6819
Hands-off
401k
USD
2024-10-27
442,356
34,643
407,713
1
61.2
16.3
13.8
8.7
HYG:20.9%;TSLA:18.8%;GLD:18.9%;IEF:19.7%;QQQ:21.7%
US:65.4;EU:11.9;APAC:9.4;EM:10.3;Other:3.0
Value:+0.8;Growth:-0.8;Quality:-0.4;Size:-0.2;Momentum:-0.6;LowVol:0.0
ESGOnly
5
30
5
trailing 8%
134
17.5
Volatile
26.3
4.78
3.3
159
-48
25
60
false
Sell
Trim extended winner -1%
-15
-32
BrokerC
MKT
94
null
null
Normal monitoring
94
14
166
5
false
Monitor dispersion and breadth
P6820
Hands-off
Roth
USD
2025-03-15
776,573
33,339
743,234
1
56.8
18.8
17
7.3
XLF:33.3%;BRK.B:33.3%;TLT:33.3%
US:61.7;EU:16.4;APAC:12.1;EM:7.7;Other:2.1
Value:+0.6;Growth:-0.8;Quality:-0.1;Size:+0.4;Momentum:-0.9;LowVol:+0.3
ESGOnly
10
25
5.3
trailing 10%
95
13.4
Bull
15.5
4.57
3.5
81
56
66
35
false
Buy
Add to core equity +1%
18
-15
BrokerC
MKT
89
null
null
Normal monitoring
105
-52
232
5
false
Tighten stops on momentum names
P6821
Opportunistic
Trust
USD
2025-11-30
1,061,644
54,281
1,007,363
1
60.2
15.6
19.5
4.7
GLD:23.1%;VNQ:28.4%;BND:20.0%;BRK.B:28.4%
US:67.9;EU:7.3;APAC:13.1;EM:10.9;Other:0.8
Value:-0.7;Growth:-0.9;Quality:+0.5;Size:+0.3;Momentum:-0.1;LowVol:-0.5
null
7
30
6.7
trailing 7%
267
26
Sideways
15
4.53
2.8
109
-20
34
39
false
NoAction
Within bands; monitor
29
11
BrokerC
MKT
0
null
null
Normal monitoring
-43
-11
2
5
false
Tax-aware sells next window
P6822
Active
IRA
USD
2025-09-04
1,989,013
177,867
1,811,146
1
63.9
29.2
0
6.9
MSFT:16.4%;VOO:9.2%;AMZN:20.1%;BRK.B:22.2%;QQQ:22.2%;VTI:9.9%
US:65.9;EU:16.8;APAC:6.4;EM:10.0;Other:0.9
Value:+0.6;Growth:+1.0;Quality:-0.2;Size:+0.6;Momentum:-0.1;LowVol:-0.8
MaxPos8%;NoDerivatives
8
30
4.4
hard 12%
182
24.4
Bear
33.8
3.58
2.1
187
-29
37
84
true
Hedge
Buy index puts 1% notional
4
12
BrokerA
LMT
98
VAR>budget
Reduce
Risk above budget threshold
96
-28
179
3
true
Tighten stops on momentum names
P6823
Hands-off
401k
USD
2025-03-01
296,910
27,995
268,915
1
67.8
23.9
0
8.2
VTI:28.0%;AMZN:24.6%;TSLA:28.0%;MSFT:19.5%
US:70.8;EU:15.9;APAC:6.5;EM:3.7;Other:3.1
Value:-0.1;Growth:+0.6;Quality:-0.3;Size:-0.0;Momentum:+0.6;LowVol:+0.3
ESGOnly
5
30
4.7
trailing 8%
131
18.6
Volatile
24.3
4.53
3.8
153
77
82
70
false
Rebalance
Shift +1% to bonds from equity
-5
-6
BrokerA
MKT
92
null
null
Normal monitoring
-6
-59
84
3
false
Tighten stops on momentum names
P6824
Cautious
Taxable
USD
2024-07-27
702,986
84,964
618,022
1
35.4
30.4
17.6
16.6
XLF:23.0%;VOO:17.9%;QQQ:14.5%;GLD:23.0%;TSLA:21.5%
US:75.1;EU:12.1;APAC:7.1;EM:5.3;Other:0.3
Value:+0.3;Growth:-0.2;Quality:+0.2;Size:-0.3;Momentum:+0.1;LowVol:+0.2
ESGOnly;NoMargin
5
25
4.5
trailing 8%
144
19.7
Sideways
14
3.69
2.8
132
10
50
28
true
Hedge
Buy index puts 1% notional
-7
0
BrokerD
MKT
85
VAR>budget
Pause
Risk above budget threshold
85
-55
105
2
false
Within IPS guidelines
P6825
Cautious
401k
USD
2024-10-31
433,485
58,941
374,544
1
37.6
37.9
7.3
17.3
AMZN:14.4%;GLD:8.7%;MSFT:13.1%;VOO:22.5%;VNQ:22.5%;AAPL:18.7%
US:64.4;EU:12.4;APAC:11.6;EM:11.0;Other:0.6
Value:+0.7;Growth:+0.4;Quality:-0.7;Size:+0.8;Momentum:+0.7;LowVol:-1.0
NoMargin
5
25
4.9
trailing 10%
96
12.6
Bull
13.9
4.88
3.4
97
0
43
28
false
Hedge
Add TLT +1% as duration hedge
-14
-33
BrokerB
LMT
94
null
null
Normal monitoring
61
-8
89
3
false
Increase defensive factor exposure
P6826
Hands-off
401k
USD
2025-08-27
790,244
55,643
734,601
1
66.3
17.3
10.6
5.8
MUB:5.5%;VTI:20.9%;VNQ:20.9%;BRK.B:20.9%;GLD:14.9%;AMZN:16.8%
US:64.1;EU:17.5;APAC:9.6;EM:7.1;Other:1.8
Value:-0.6;Growth:-0.9;Quality:+0.2;Size:-0.2;Momentum:-0.3;LowVol:0.0
ESGOnly;MaxPos7%
8
25
4.3
trailing 10%
119
14.1
Bull
17.9
4.93
2.6
108
42
67
52
false
Buy
Add to core equity +1%
25
-14
BrokerB
MKT
92
null
null
Normal monitoring
-59
-41
75
3
false
Within IPS guidelines
P6827
Hands-off
Taxable
USD
2025-07-29
841,484
50,425
791,059
1
61.4
16.2
15.6
6.8
TSLA:23.8%;VOO:14.9%;AAPL:21.1%;QQQ:16.3%;AMZN:23.8%
US:72.7;EU:6.5;APAC:7.1;EM:10.8;Other:2.9
Value:-0.1;Growth:+0.8;Quality:+0.5;Size:-0.7;Momentum:+0.7;LowVol:-0.5
ESGOnly;MaxPos7%;NoDerivatives
5
30
4.8
trailing 8%
143
15.4
Bull
17.2
4
2.1
92
47
71
57
false
Rebalance
Shift +1% to bonds from equity
-6
8
BrokerA
MKT
98
null
null
Normal monitoring
82
-7
169
5
false
Within IPS guidelines
P6828
Hands-off
401k
USD
2025-02-24
737,718
56,727
680,991
1
72.2
17.3
4.2
6.3
AMZN:28.2%;VNQ:15.4%;HYG:28.2%;AAPL:28.2%
US:65.1;EU:15.9;APAC:8.9;EM:4.7;Other:5.4
Value:+0.5;Growth:-0.3;Quality:-0.5;Size:-0.1;Momentum:-0.1;LowVol:0.0
null
7
30
3.8
hard 10%
152
17.8
Sideways
17.1
4.13
2.4
119
47
62
55
false
Sell
Trim extended winner -1%
16
5
BrokerC
MKT
89
null
null
Normal monitoring
-37
-47
8
5
false
Increase defensive factor exposure
P6829
Systematic
IRA
USD
2025-11-07
673,167
31,396
641,771
1
62.5
30.9
0.5
6
XLF:25.2%;VNQ:24.3%;VTI:25.2%;MUB:25.2%
US:67.0;EU:12.6;APAC:10.4;EM:7.0;Other:2.9
Value:-0.4;Growth:-0.2;Quality:-0.9;Size:-0.7;Momentum:-0.2;LowVol:+0.2
NoDerivatives
8
35
5.5
trailing 9%
219
17.6
Volatile
25.5
3.67
2.3
162
20
46
62
false
Sell
Trim extended winner -1%
24
-37
BrokerC
VWAP
87
null
null
Normal monitoring
101
-29
180
5
false
Within IPS guidelines
P6830
Opportunistic
401k
USD
2025-10-18
344,134
15,630
328,504
1.07
67.8
18.2
8.8
5.2
HYG:33.3%;QQQ:33.3%;VNQ:33.3%
US:60.3;EU:13.3;APAC:14.5;EM:7.5;Other:4.5
Value:-0.9;Growth:-0.8;Quality:-0.3;Size:+0.4;Momentum:-0.8;LowVol:-0.3
MaxPos6%
5
30
4.4
hard 12%
214
28.6
Bull
17.6
4.6
3
75
82
84
55
false
NoAction
Within bands; monitor
10
-29
BrokerC
LMT
96
null
null
Normal monitoring
35
-36
147
5
false
Tax-aware sells next window
P6831
Cautious
Roth
USD
2025-12-06
386,177
59,201
326,976
1
41.9
41
0
17.1
BRK.B:13.4%;QQQ:11.8%;IEF:27.0%;MSFT:27.0%;VOO:20.8%
US:62.8;EU:16.5;APAC:9.1;EM:10.3;Other:1.3
Value:+0.9;Growth:+0.9;Quality:+0.3;Size:-1.0;Momentum:+0.4;LowVol:+0.5
NoMargin
6
30
3.8
trailing 10%
127
14.1
Bull
11.5
4.46
2.7
76
38
59
19
false
Hedge
Add TLT +1% as duration hedge
-1
-20
BrokerC
LMT
94
null
null
Normal monitoring
75
-21
39
4
false
Tighten stops on momentum names
P6832
Cautious
Trust
USD
2025-05-09
312,950
45,460
267,490
1
46.6
31.7
8.6
13.1
BND:27.7%;GLD:17.0%;TSLA:27.7%;MUB:27.7%
US:67.7;EU:17.8;APAC:7.1;EM:3.3;Other:4.1
Value:-0.2;Growth:+0.1;Quality:-0.1;Size:-0.0;Momentum:+0.6;LowVol:-0.9
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
25
5.5
trailing 8%
140
18.5
Volatile
28.4
4.12
3
157
-56
16
63
false
Sell
Trim extended winner -1%
32
2
BrokerD
MKT
97
null
null
Normal monitoring
90
-60
225
5
false
Increase defensive factor exposure
P6833
Systematic
Trust
USD
2024-07-23
1,589,521
77,139
1,512,382
1
69
24.7
1.2
5.1
BND:22.0%;AMZN:22.0%;MSFT:11.9%;HYG:22.0%;VTI:22.0%
US:73.4;EU:7.4;APAC:9.1;EM:9.1;Other:1.0
Value:+0.8;Growth:+0.8;Quality:-0.9;Size:-0.8;Momentum:-0.5;LowVol:-0.2
MaxPos6%;NoDerivatives
7
25
4.4
hard 12%
127
25.3
Volatile
21
4.04
3.2
121
27
62
57
false
Sell
Trim extended winner -1%
21
0
BrokerA
MKT
87
null
null
Normal monitoring
102
13
153
4
false
Within IPS guidelines
P6834
Active
Taxable
USD
2024-12-05
1,193,688
140,297
1,053,391
1
53.2
27
13.1
6.8
TSLA:26.7%;QQQ:26.7%;MSFT:26.7%;XLF:20.0%
US:68.4;EU:10.4;APAC:8.7;EM:9.0;Other:3.4
Value:-0.2;Growth:+0.6;Quality:-0.6;Size:+0.2;Momentum:+1.0;LowVol:+0.7
MaxPos8%;NoDerivatives
8
25
5.7
trailing 9%
225
23.6
Volatile
30.7
4.29
3.7
146
29
63
82
true
Hedge
Buy index puts 1% notional
35
-22
BrokerC
MKT
85
VAR>budget
Hedge
Risk above budget threshold
48
-14
14
5
false
Within IPS guidelines
P6835
Systematic
Roth
USD
2025-01-05
1,873,825
130,242
1,743,583
1
56.4
34.2
0
9.4
BRK.B:34.6%;QQQ:34.6%;TSLA:30.7%
US:59.2;EU:13.9;APAC:14.0;EM:11.3;Other:1.6
Value:+0.4;Growth:-0.5;Quality:+0.5;Size:+0.6;Momentum:+0.6;LowVol:+1.0
null
5
35
5.1
trailing 9%
222
21.8
Volatile
25.5
5.21
3.2
115
-37
26
63
false
Buy
Add to core equity +1%
19
-26
BrokerD
MKT
86
null
null
Normal monitoring
101
-12
161
3
false
Monitor dispersion and breadth
P6836
Active
Trust
USD
2024-08-04
2,275,758
175,627
2,100,131
1
53.1
19.4
17.6
9.9
HYG:8.9%;XLF:19.8%;BRK.B:11.5%;MUB:22.2%;VOO:15.4%;VTI:22.2%
US:63.4;EU:12.1;APAC:12.9;EM:10.1;Other:1.5
Value:-0.9;Growth:0.0;Quality:-0.1;Size:+0.3;Momentum:0.0;LowVol:+0.3
null
7
30
6
hard 12%
136
24.9
Bull
11.1
4.22
3.4
98
57
79
27
false
Hedge
Add TLT +1% as duration hedge
2
10
BrokerD
LMT
99
null
null
Normal monitoring
114
14
152
3
false
Increase defensive factor exposure
P6837
Active
Roth
USD
2025-04-09
1,985,549
154,970
1,830,579
1
58.9
30.3
1.3
9.6
BND:25.0%;VNQ:25.0%;BRK.B:25.0%;IEF:25.0%
US:76.7;EU:9.9;APAC:7.9;EM:4.3;Other:1.3
Value:-0.7;Growth:-0.5;Quality:-0.7;Size:-0.3;Momentum:-0.4;LowVol:-0.5
MaxPos6%
5
25
4.6
trailing 9%
135
24.4
Sideways
16.7
3.91
3.1
124
33
71
42
false
Rebalance
Shift +1% to bonds from equity
-6
9
BrokerB
LMT
87
null
null
Normal monitoring
27
-3
55
4
false
Tighten stops on momentum names
P6838
Hands-off
401k
USD
2024-11-09
178,865
10,889
167,976
1
61.9
22.9
8.8
6.4
VTI:8.4%;TSLA:22.0%;MUB:20.5%;AMZN:13.7%;VOO:22.0%;HYG:13.4%
US:72.9;EU:13.4;APAC:5.0;EM:5.2;Other:3.4
Value:+1.0;Growth:-0.7;Quality:-0.5;Size:-0.3;Momentum:-0.0;LowVol:+0.2
null
8
35
3
trailing 8%
143
15.2
Volatile
28
3.99
2.9
123
-5
62
79
true
Reduce
Cut high-beta by 2-3%, add cash
24
-20
BrokerA
LMT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
29
16
-10
4
false
Increase defensive factor exposure
P6839
Active
401k
USD
2024-07-17
1,118,136
133,476
984,660
1
54.9
29.5
10.2
5.4
VTI:33.3%;VNQ:33.3%;AAPL:33.3%
US:61.4;EU:19.9;APAC:11.5;EM:5.3;Other:1.9
Value:-0.1;Growth:+0.6;Quality:-0.7;Size:+0.5;Momentum:+0.7;LowVol:+1.0
null
8
25
5.1
trailing 8%
200
25.2
Bull
14.5
3.73
2.4
71
0
43
46
false
Buy
Add to core equity +1%
34
8
BrokerA
LMT
96
null
null
Normal monitoring
61
8
117
3
false
Increase defensive factor exposure
P6840
Hands-off
Trust
USD
2025-12-16
261,146
11,539
249,607
1
67.1
27.2
0.5
5.2
TLT:15.1%;BRK.B:23.1%;VTI:23.6%;VOO:14.6%;BND:23.6%
US:61.7;EU:15.6;APAC:12.9;EM:8.7;Other:1.1
Value:-0.2;Growth:+0.5;Quality:-0.9;Size:-0.8;Momentum:-0.4;LowVol:-0.8
ESGOnly
10
35
5.1
hard 10%
114
19.4
Volatile
23.5
4.42
3.7
168
39
84
60
false
NoAction
Within bands; monitor
35
-7
BrokerC
LMT
93
null
null
Normal monitoring
-39
-42
-77
5
false
Tax-aware sells next window
P6841
Opportunistic
Roth
USD
2025-07-13
440,386
16,406
423,980
1.19
70.6
16.1
7.7
5.6
AAPL:33.3%;AMZN:33.3%;BND:33.3%
US:67.5;EU:13.9;APAC:9.2;EM:7.4;Other:2.0
Value:+1.0;Growth:-0.8;Quality:-0.8;Size:+0.6;Momentum:+1.0;LowVol:-0.1
null
8
35
4.5
hard 12%
272
20.9
Bull
15.1
3.89
2.7
77
18
62
49
false
Hedge
Add TLT +1% as duration hedge
-11
6
BrokerD
MKT
94
null
null
Normal monitoring
108
-19
70
3
false
Monitor dispersion and breadth
P6842
Opportunistic
IRA
USD
2025-03-30
756,287
29,364
726,923
1
61.1
17.3
16.5
5.2
MUB:9.9%;TLT:23.3%;VTI:23.3%;IEF:9.5%;AAPL:23.3%;MSFT:10.6%
US:71.1;EU:7.0;APAC:12.7;EM:8.4;Other:0.8
Value:-0.3;Growth:-0.8;Quality:+0.9;Size:+0.1;Momentum:-0.6;LowVol:+0.1
MaxPos5%
6
25
6.4
hard 12%
274
23.6
Volatile
30.8
3.6
3.5
151
44
62
76
true
Reduce
Cut high-beta by 2-3%, add cash
9
-23
BrokerA
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
80
-49
217
2
false
Increase defensive factor exposure
P6843
Opportunistic
Taxable
USD
2025-01-27
649,101
21,059
628,042
1.12
63.1
11.8
18
7
BRK.B:33.3%;TSLA:33.3%;TLT:33.3%
US:74.7;EU:5.9;APAC:10.4;EM:4.6;Other:4.3
Value:+0.1;Growth:+0.4;Quality:+0.7;Size:-0.6;Momentum:-0.2;LowVol:-0.4
null
5
25
6.8
trailing 9%
175
29.5
Volatile
26.7
3.66
3.4
132
33
52
67
false
Rebalance
Shift +1% to bonds from equity
26
11
BrokerD
LMT
97
null
null
Normal monitoring
61
2
70
3
false
Monitor dispersion and breadth
P6844
Cautious
IRA
USD
2025-07-05
767,385
62,232
705,153
1
48.2
41.5
0
10.4
XLF:27.9%;QQQ:16.2%;TSLA:27.9%;VNQ:27.9%
US:61.0;EU:16.2;APAC:8.0;EM:10.8;Other:4.0
Value:+0.2;Growth:+0.7;Quality:-0.5;Size:-0.9;Momentum:-0.9;LowVol:+0.6
ESGOnly;MaxPos6%;NoMargin
7
30
3.8
hard 10%
90
18.3
Sideways
16.6
3.65
2.1
90
57
86
49
false
NoAction
Within bands; monitor
-1
15
BrokerD
VWAP
98
null
null
Normal monitoring
-16
-55
83
4
false
Monitor dispersion and breadth
P6845
Hands-off
Taxable
USD
2025-02-01
536,273
43,007
493,266
1
67
25.7
0
7.3
VTI:27.2%;AMZN:18.8%;VOO:26.7%;QQQ:27.2%
US:62.2;EU:15.1;APAC:10.7;EM:9.7;Other:2.3
Value:+0.8;Growth:-0.8;Quality:+0.9;Size:+0.8;Momentum:+0.8;LowVol:+1.0
ESGOnly;NoDerivatives
10
35
3.8
trailing 10%
159
19.8
Bull
13
4.7
3.3
89
13
49
55
false
Rebalance
Shift +1% to bonds from equity
9
-18
BrokerC
LMT
90
null
null
Normal monitoring
52
7
187
3
false
Increase defensive factor exposure
P6846
Hands-off
Taxable
USD
2024-10-14
565,711
44,741
520,970
1
60.3
22.7
10
7
XLF:23.5%;TLT:15.7%;HYG:23.5%;TSLA:13.7%;AMZN:23.5%
US:70.7;EU:9.7;APAC:12.4;EM:5.2;Other:1.9
Value:-0.6;Growth:-0.7;Quality:-0.9;Size:+0.1;Momentum:-0.6;LowVol:+0.5
null
8
35
5.4
trailing 8%
101
17.2
Bull
17.8
4.91
2.7
94
98
100
55
true
Hedge
Buy index puts 1% notional
-1
-6
BrokerA
MKT
95
RegimeShift
TightenStops
Volatility spike and breadth deterioration
31
14
6
2
false
Increase defensive factor exposure
P6847
Opportunistic
401k
USD
2025-08-23
344,692
13,415
331,277
1
76.7
15.1
0
8.2
TSLA:21.8%;QQQ:21.3%;BRK.B:13.3%;GLD:21.8%;AMZN:21.8%
US:72.6;EU:7.8;APAC:7.1;EM:8.5;Other:3.9
Value:+0.2;Growth:+0.7;Quality:+0.5;Size:+0.2;Momentum:-0.2;LowVol:+0.1
MaxPos7%
5
25
6.4
trailing 9%
216
22.1
Bull
16.8
4.94
2.7
110
55
84
68
false
Hedge
Add TLT +1% as duration hedge
-6
-29
BrokerD
MKT
92
null
null
Normal monitoring
103
-57
162
4
false
Tax-aware sells next window
P6848
Opportunistic
Taxable
USD
2024-08-19
783,910
31,992
751,918
1
67.4
14.2
14.3
4.2
AAPL:21.1%;HYG:26.3%;TLT:26.3%;BRK.B:26.3%
US:69.0;EU:10.9;APAC:7.1;EM:10.4;Other:2.7
Value:-0.9;Growth:-0.8;Quality:+0.3;Size:-0.1;Momentum:+0.2;LowVol:-0.2
null
5
25
5.1
trailing 9%
180
26.5
Bull
12.3
4.51
2.2
111
14
58
39
false
Buy
Add to core equity +1%
31
-7
BrokerB
MKT
99
null
null
Normal monitoring
79
-19
204
5
false
Monitor dispersion and breadth
P6849
Active
Taxable
USD
2025-01-24
2,392,144
267,197
2,124,947
1.23
57.9
25.4
10.3
6.4
QQQ:18.9%;VNQ:20.6%;VTI:22.0%;GLD:13.0%;VOO:25.5%
US:68.1;EU:16.2;APAC:11.9;EM:3.3;Other:0.5
Value:+0.2;Growth:-0.3;Quality:+0.8;Size:-0.8;Momentum:+0.7;LowVol:-0.7
NoDerivatives
7
30
5.9
trailing 9%
134
23.8
Sideways
14.9
4.47
2.8
133
-18
54
45
false
Hedge
Add TLT +1% as duration hedge
-6
-22
BrokerB
MKT
85
null
null
Normal monitoring
-17
-28
113
4
false
Within IPS guidelines
P6850
Hands-off
Trust
USD
2025-03-03
396,702
21,625
375,077
1
57.6
17.5
17.2
7.7
AAPL:20.8%;BND:12.1%;TSLA:6.3%;VNQ:20.8%;BRK.B:20.8%;QQQ:19.3%
US:72.5;EU:10.6;APAC:8.9;EM:5.6;Other:2.5
Value:+0.9;Growth:-0.7;Quality:+0.5;Size:+0.8;Momentum:+0.6;LowVol:-0.3
NoDerivatives
7
30
4.8
trailing 10%
100
18
Bear
22.6
3.71
2.8
150
-4
39
57
false
Buy
Add to core equity +1%
17
-16
BrokerA
MKT
96
null
null
Normal monitoring
19
-1
121
5
false
Tax-aware sells next window
P6851
Opportunistic
Roth
USD
2024-09-06
754,381
29,586
724,795
1
74.8
13.9
3.7
7.6
AMZN:10.7%;XLF:22.5%;HYG:14.4%;IEF:21.5%;AAPL:8.4%;VTI:22.5%
US:69.9;EU:16.8;APAC:6.5;EM:5.2;Other:1.6
Value:+0.9;Growth:+1.0;Quality:+0.2;Size:+1.0;Momentum:+0.8;LowVol:+0.1
null
8
25
4.5
trailing 7%
215
32.6
Sideways
14
4.56
3.4
120
-1
60
48
false
Sell
Trim extended winner -1%
18
12
BrokerC
LMT
96
null
null
Normal monitoring
42
-8
115
5
false
Within IPS guidelines
P6852
Opportunistic
Taxable
USD
2025-12-26
430,242
16,468
413,774
1
76
12.5
5.4
6.1
TSLA:22.9%;VNQ:18.1%;BRK.B:18.8%;VTI:17.9%;VOO:22.3%
US:71.0;EU:9.7;APAC:8.6;EM:8.8;Other:1.9
Value:+0.9;Growth:+0.2;Quality:+0.7;Size:-0.2;Momentum:-0.8;LowVol:+0.2
MaxPos7%;NoDerivatives
10
35
4.7
trailing 7%
178
26.8
Bull
15.1
3.57
2.8
77
74
82
50
false
Sell
Trim extended winner -1%
34
-37
BrokerA
LMT
99
null
null
Normal monitoring
-45
0
89
5
false
Increase defensive factor exposure
P6853
Active
Roth
USD
2024-10-11
2,154,707
181,033
1,973,674
1
51.4
25.1
14.3
9.2
HYG:25.6%;TLT:24.5%;TSLA:24.3%;MUB:25.6%
US:68.0;EU:13.6;APAC:5.7;EM:9.6;Other:3.1
Value:+0.8;Growth:-0.6;Quality:+0.7;Size:-0.2;Momentum:+0.6;LowVol:+0.8
null
8
30
5.2
trailing 8%
211
18.2
Sideways
17.8
4.07
3.5
132
-6
59
56
true
Rebalance
Rebalance back to target bands
1
10
BrokerA
VWAP
99
VAR>budget
Hedge
Risk above budget threshold
-49
-12
-26
3
false
Tighten stops on momentum names
P6854
Opportunistic
Taxable
USD
2025-05-09
1,357,988
97,590
1,260,398
1
72.6
12.8
7.8
6.8
XLF:22.4%;MSFT:19.4%;BRK.B:22.4%;TLT:22.4%;AAPL:13.3%
US:68.7;EU:14.8;APAC:11.3;EM:3.4;Other:1.8
Value:-0.3;Growth:+0.4;Quality:-0.7;Size:+0.7;Momentum:+0.8;LowVol:-0.0
null
7
35
6.8
trailing 9%
251
27.8
Bear
29.9
4.42
2.3
170
-2
40
75
true
Rebalance
Rebalance back to target bands
-10
-25
BrokerA
MKT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
0
-58
44
2
false
Increase defensive factor exposure
P6855
Opportunistic
IRA
USD
2025-09-18
1,265,899
61,701
1,204,198
1
63.7
20.6
8.2
7.5
AAPL:12.0%;QQQ:21.2%;AMZN:21.5%;HYG:21.5%;XLF:7.2%;TSLA:16.5%
US:70.3;EU:9.6;APAC:10.7;EM:8.9;Other:0.5
Value:+0.9;Growth:-0.8;Quality:+0.6;Size:+0.2;Momentum:-0.6;LowVol:-0.4
null
8
35
6.8
trailing 9%
238
24.3
Sideways
16.2
3.84
2.7
125
-5
44
44
false
Sell
Trim extended winner -1%
11
11
BrokerA
MKT
95
null
null
Normal monitoring
82
-39
160
3
false
Tighten stops on momentum names
P6856
Active
Taxable
USD
2025-12-14
1,319,739
101,915
1,217,824
1
62.5
22
6.6
8.9
HYG:13.5%;BRK.B:20.2%;MSFT:23.8%;MUB:15.3%;TSLA:13.3%;VOO:13.8%
US:69.0;EU:13.7;APAC:9.1;EM:7.5;Other:0.7
Value:-0.8;Growth:-0.5;Quality:-0.3;Size:-0.9;Momentum:+0.1;LowVol:+0.5
null
7
25
4.6
trailing 8%
134
27.2
Bear
25.8
4.44
1.1
192
-24
29
62
false
Buy
Add to core equity +1%
-9
-26
BrokerB
MKT
98
null
null
Normal monitoring
0
-12
103
5
false
Tighten stops on momentum names
P6857
Opportunistic
Taxable
USD
2024-07-15
1,516,268
57,895
1,458,373
1.14
65
14.3
13
7.7
BND:13.5%;IEF:24.2%;TSLA:24.2%;TLT:24.2%;BRK.B:13.9%
US:62.6;EU:14.4;APAC:10.4;EM:8.6;Other:4.0
Value:-0.4;Growth:-0.5;Quality:-0.7;Size:-0.8;Momentum:+0.8;LowVol:+0.2
NoDerivatives
8
25
6.4
trailing 7%
263
22
Bear
26.9
4.17
2.6
140
-17
50
64
false
Hedge
Add TLT +1% as duration hedge
20
-13
BrokerC
MKT
100
null
null
Normal monitoring
95
-31
82
3
false
Tax-aware sells next window
P6858
Cautious
Taxable
USD
2025-04-06
336,169
30,190
305,979
1
37.2
36.4
11.2
15.2
HYG:9.1%;VOO:20.7%;IEF:20.7%;VNQ:17.1%;AMZN:15.6%;VTI:16.8%
US:62.5;EU:12.3;APAC:9.9;EM:11.3;Other:4.0
Value:-0.4;Growth:-0.2;Quality:+0.6;Size:-0.7;Momentum:-0.1;LowVol:-1.0
MaxPos6%;NoMargin
6
30
5.2
hard 10%
162
12.4
Bull
17.5
4.37
2.2
106
93
96
36
false
Rebalance
Shift +1% to bonds from equity
9
-38
BrokerD
MKT
99
null
null
Normal monitoring
110
-47
101
5
false
Monitor dispersion and breadth
P6859
Systematic
401k
USD
2025-01-20
1,295,497
56,716
1,238,781
1
65.4
25
2.1
7.5
AMZN:25.2%;XLF:25.2%;QQQ:10.3%;MSFT:14.0%;TSLA:25.2%
US:66.3;EU:14.9;APAC:11.5;EM:4.8;Other:2.4
Value:+0.1;Growth:-0.9;Quality:+0.3;Size:+0.4;Momentum:+0.7;LowVol:-0.6
null
6
30
5
trailing 8%
148
24.6
Sideways
17.4
4.23
2.2
104
-8
48
50
false
Sell
Trim extended winner -1%
0
-32
BrokerB
LMT
91
null
null
Normal monitoring
94
3
195
4
false
Monitor dispersion and breadth
P6860
Systematic
Trust
USD
2024-09-23
1,787,606
146,230
1,641,376
1
63.9
31.1
0
5
TSLA:17.7%;TLT:20.5%;IEF:13.8%;MUB:19.5%;XLF:17.5%;HYG:11.0%
US:58.7;EU:19.8;APAC:13.0;EM:7.4;Other:1.1
Value:+0.1;Growth:-0.2;Quality:+0.7;Size:+0.1;Momentum:-0.9;LowVol:-0.1
NoDerivatives
10
30
4.5
trailing 8%
133
26.3
Bear
32.8
3.32
1.9
154
-44
18
73
true
Reduce
Cut high-beta by 2-3%, add cash
19
-38
BrokerB
VWAP
99
VAR>budget
Hedge
Risk above budget threshold
27
-1
95
4
false
Monitor dispersion and breadth
P6861
Active
Trust
USD
2025-12-24
1,374,857
136,589
1,238,268
1.1
61.7
31.7
0
6.6
VNQ:33.3%;GLD:33.3%;VOO:33.3%
US:65.7;EU:11.7;APAC:7.6;EM:10.1;Other:4.8
Value:+0.6;Growth:+0.4;Quality:-0.6;Size:-0.6;Momentum:-0.5;LowVol:+0.2
null
7
25
6
trailing 8%
219
24.9
Bear
34.7
3.21
3
146
-102
5
77
true
Hedge
Buy index puts 1% notional
-10
-20
BrokerD
MKT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
93
-16
131
3
false
Tax-aware sells next window
P6862
Active
IRA
USD
2025-07-04
2,285,441
265,361
2,020,080
1
61.8
29.7
0
8.5
BRK.B:21.4%;TLT:21.4%;TSLA:21.4%;VTI:21.4%;AMZN:14.4%
US:67.6;EU:8.4;APAC:15.6;EM:4.0;Other:4.5
Value:-0.3;Growth:+0.4;Quality:+0.3;Size:+0.7;Momentum:+0.2;LowVol:-0.0
null
5
35
5.7
trailing 8%
155
22.3
Sideways
17.9
4.77
3.2
109
-26
51
51
false
Rebalance
Shift +1% to bonds from equity
7
-22
BrokerD
MKT
97
null
null
Normal monitoring
-18
-26
32
5
false
Tighten stops on momentum names
P6863
Cautious
Roth
USD
2025-04-14
547,228
51,928
495,300
1
47.7
33.7
6.4
12.2
BND:18.6%;VTI:22.8%;QQQ:22.8%;TSLA:12.8%;GLD:22.8%
US:66.0;EU:15.5;APAC:7.8;EM:8.2;Other:2.4
Value:-0.4;Growth:-0.9;Quality:-1.0;Size:+0.4;Momentum:+0.9;LowVol:+0.7
ESGOnly;MaxPos8%;NoMargin
7
35
4.6
trailing 10%
170
13.2
Bear
34.3
3.04
1.1
151
19
67
75
true
Rebalance
Rebalance back to target bands
-5
3
BrokerA
MKT
94
Drift>tolerance
Pause
Allocation drift beyond policy bands
-3
14
107
5
false
Within IPS guidelines
P6864
Cautious
Roth
USD
2025-03-21
446,040
43,317
402,723
1
44.5
30.9
10.1
14.6
QQQ:27.1%;AMZN:18.7%;AAPL:27.1%;IEF:27.1%
US:60.2;EU:18.5;APAC:10.1;EM:9.6;Other:1.7
Value:+0.4;Growth:+0.4;Quality:+1.0;Size:-0.1;Momentum:-0.4;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
10
35
3.1
trailing 8%
104
15.2
Sideways
18.6
4.64
3.1
125
-26
44
41
true
Reduce
Cut high-beta by 2-3%, add cash
20
-23
BrokerB
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
37
-56
10
3
false
Tighten stops on momentum names
P6865
Opportunistic
Roth
USD
2025-01-05
1,298,090
87,168
1,210,922
1
63.2
18.3
14.1
4.4
MSFT:15.7%;VOO:20.8%;VNQ:13.0%;AMZN:17.9%;TLT:11.5%;AAPL:21.0%
US:64.5;EU:17.9;APAC:8.3;EM:8.8;Other:0.5
Value:-1.0;Growth:-1.0;Quality:+0.7;Size:-0.3;Momentum:-1.0;LowVol:+0.1
null
5
25
6.3
hard 12%
215
23.1
Sideways
21.6
4.42
3.1
106
21
69
54
false
NoAction
Within bands; monitor
27
-8
BrokerC
MKT
0
null
null
Normal monitoring
-49
2
57
5
false
Tighten stops on momentum names
P6866
Hands-off
IRA
USD
2024-07-31
405,570
37,258
368,312
1
67.5
26.2
0
6.3
BRK.B:28.3%;TLT:15.1%;AAPL:28.3%;BND:28.3%
US:64.0;EU:19.8;APAC:5.2;EM:9.0;Other:2.1
Value:+0.5;Growth:-0.3;Quality:0.0;Size:+0.9;Momentum:+0.9;LowVol:-0.3
ESGOnly
7
35
4.7
trailing 8%
135
18.9
Bear
33.4
3.44
1
198
9
69
91
true
Reduce
Cut high-beta by 2-3%, add cash
7
-4
BrokerB
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
33
-45
38
2
false
Increase defensive factor exposure
P6867
Cautious
Roth
USD
2025-06-04
578,114
89,441
488,673
1
41.1
40
5.4
13.5
QQQ:13.5%;VTI:6.8%;XLF:14.3%;GLD:21.8%;AAPL:21.8%;VNQ:21.8%
US:70.0;EU:12.0;APAC:10.9;EM:6.1;Other:1.1
Value:-0.5;Growth:+0.7;Quality:-0.7;Size:+0.6;Momentum:+0.8;LowVol:-0.9
NoDerivatives;NoMargin
5
25
5.7
hard 10%
158
13.8
Bear
33.6
3.02
2.3
220
-84
5
67
false
Rebalance
Shift +1% to bonds from equity
-15
-10
BrokerD
VWAP
91
null
null
Normal monitoring
31
-33
124
3
false
Monitor dispersion and breadth
P6868
Cautious
401k
USD
2024-11-28
307,735
43,410
264,325
1
45.9
38.3
0.3
15.4
AAPL:25.0%;IEF:25.0%;VOO:25.0%;TSLA:25.0%
US:77.2;EU:6.3;APAC:10.0;EM:5.8;Other:0.7
Value:-0.6;Growth:0.0;Quality:+0.4;Size:-0.5;Momentum:+0.1;LowVol:+0.8
ESGOnly;MaxPos8%;NoMargin
6
25
5.2
trailing 10%
115
19.3
Bear
26.5
3.17
2.2
175
-79
20
61
false
Sell
Trim extended winner -1%
-10
-1
BrokerA
MKT
88
null
null
Normal monitoring
89
-19
96
5
false
Tax-aware sells next window
P6869
Hands-off
401k
USD
2024-08-14
398,055
22,703
375,352
1
62.2
27.3
2.6
7.9
QQQ:13.5%;XLF:23.4%;AMZN:18.1%;MUB:23.4%;HYG:21.7%
US:73.7;EU:5.3;APAC:9.2;EM:7.6;Other:4.2
Value:-0.8;Growth:-0.8;Quality:-0.2;Size:+0.8;Momentum:-0.1;LowVol:-0.6
MaxPos7%
6
30
3.6
trailing 8%
148
12.4
Bull
11.9
3.96
2.3
110
32
52
51
true
Rebalance
Rebalance back to target bands
25
-34
BrokerD
VWAP
99
Drift>tolerance
Pause
Allocation drift beyond policy bands
89
-8
96
3
false
Within IPS guidelines
P6870
Opportunistic
Trust
USD
2025-02-08
390,912
21,516
369,396
1
68.7
20.3
6.2
4.9
AAPL:28.8%;HYG:28.8%;TSLA:13.7%;VOO:28.8%
US:65.0;EU:8.5;APAC:8.4;EM:12.6;Other:5.5
Value:+0.6;Growth:-0.1;Quality:+0.7;Size:0.0;Momentum:+0.7;LowVol:0.0
null
7
30
6.5
hard 12%
275
23.1
Bull
12.3
4.52
2.8
81
107
100
44
false
Buy
Add to core equity +1%
29
2
BrokerD
MKT
85
null
null
Normal monitoring
-26
2
55
3
false
Tighten stops on momentum names
P6871
Systematic
Trust
USD
2024-11-29
1,022,508
58,232
964,276
1
68.2
24.6
0
7.2
VNQ:29.0%;QQQ:35.5%;IEF:35.5%
US:57.0;EU:17.1;APAC:11.9;EM:11.0;Other:3.0
Value:-0.2;Growth:+0.1;Quality:+0.4;Size:-0.1;Momentum:+1.0;LowVol:+0.8
MaxPos6%
8
35
5.6
trailing 8%
181
22.7
Bull
14.2
4.67
3
91
3
52
47
false
Rebalance
Shift +1% to bonds from equity
-5
-4
BrokerD
MKT
87
null
null
Normal monitoring
50
-49
69
4
false
Tax-aware sells next window
P6872
Active
Taxable
USD
2025-09-25
2,475,661
167,316
2,308,345
1
52.2
30.2
9.2
8.4
VNQ:21.0%;XLF:22.5%;AAPL:27.7%;AMZN:28.7%
US:74.1;EU:9.6;APAC:7.9;EM:6.1;Other:2.3
Value:+0.8;Growth:-0.1;Quality:-0.7;Size:-0.7;Momentum:+0.8;LowVol:+1.0
null
6
35
4
hard 12%
184
26.9
Volatile
27.4
4.19
4.2
152
8
62
65
false
Rebalance
Shift +1% to bonds from equity
18
-14
BrokerC
VWAP
93
null
null
Normal monitoring
80
1
49
4
false
Within IPS guidelines
P6873
Cautious
Taxable
USD
2025-10-10
735,050
111,094
623,956
1
47.3
32.5
4.8
15.3
TSLA:15.5%;AAPL:17.7%;IEF:21.5%;AMZN:21.5%;VOO:17.0%;VTI:6.8%
US:59.2;EU:16.4;APAC:10.6;EM:12.2;Other:1.6
Value:+0.2;Growth:0.0;Quality:+0.1;Size:-0.3;Momentum:-0.2;LowVol:-0.2
NoDerivatives;NoMargin
10
30
4.4
trailing 8%
122
16.4
Bull
15.4
4.44
2.9
100
119
100
31
false
Buy
Add to core equity +1%
-6
-37
BrokerA
LMT
95
null
null
Normal monitoring
25
-4
-9
3
false
Monitor dispersion and breadth
P6874
Opportunistic
Trust
USD
2024-10-27
1,153,774
59,729
1,094,045
1.1
73.7
10.4
9
7
VOO:8.1%;IEF:20.4%;MSFT:18.7%;TSLA:20.4%;BRK.B:12.0%;QQQ:20.4%
US:59.5;EU:13.1;APAC:9.0;EM:13.3;Other:5.0
Value:+0.6;Growth:-1.0;Quality:+0.8;Size:+0.7;Momentum:+0.9;LowVol:-0.7
MaxPos6%
6
25
5.4
hard 12%
200
31.2
Bear
22.1
3.86
1.3
216
-80
9
58
true
Hedge
Buy index puts 1% notional
8
-13
BrokerA
LMT
89
VAR>budget
Hedge
Risk above budget threshold
74
20
187
2
false
Monitor dispersion and breadth
P6875
Hands-off
Taxable
USD
2025-03-03
584,894
48,623
536,271
1
61.9
15.9
12.7
9.6
HYG:24.1%;BRK.B:14.6%;TLT:13.0%;TSLA:24.1%;XLF:24.1%
US:78.3;EU:6.6;APAC:6.4;EM:6.3;Other:2.4
Value:-0.4;Growth:+0.3;Quality:+0.1;Size:+0.4;Momentum:-0.4;LowVol:+0.8
null
7
35
5.7
hard 10%
96
14.6
Volatile
30.6
5.36
3.8
167
43
68
83
true
Hedge
Buy index puts 1% notional
24
-25
BrokerC
LMT
90
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-57
3
-50
4
false
Tighten stops on momentum names
P6876
Active
Taxable
USD
2025-05-03
2,320,495
275,597
2,044,898
1
56.6
18.5
15
9.9
MUB:31.0%;QQQ:34.5%;VNQ:34.5%
US:65.2;EU:9.5;APAC:7.5;EM:13.8;Other:3.9
Value:-0.2;Growth:+0.5;Quality:0.0;Size:-0.0;Momentum:+0.7;LowVol:-0.7
null
8
35
4
trailing 8%
219
19.3
Sideways
21.6
4.68
3.3
97
-23
38
52
false
Buy
Add to core equity +1%
-2
-6
BrokerD
MKT
85
null
null
Normal monitoring
-13
-5
-28
4
false
Tighten stops on momentum names
P6877
Opportunistic
Roth
USD
2025-10-24
1,417,857
45,109
1,372,748
1.18
73.8
20.2
0
6.1
AAPL:10.3%;QQQ:12.8%;BND:22.4%;BRK.B:22.4%;IEF:17.5%;HYG:14.7%
US:58.2;EU:18.9;APAC:14.2;EM:4.0;Other:4.7
Value:+0.1;Growth:+0.1;Quality:+0.9;Size:-1.0;Momentum:+0.2;LowVol:-0.2
null
10
30
4.7
trailing 7%
207
28
Bull
13.7
4.52
2.1
99
91
80
56
true
Hedge
Buy index puts 1% notional
7
-9
BrokerB
VWAP
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
20
1
133
5
false
Tighten stops on momentum names
P6878
Systematic
401k
USD
2024-12-18
1,554,952
124,111
1,430,841
1
64
21.9
7.3
6.8
MUB:35.7%;BRK.B:28.6%;TLT:35.7%
US:63.4;EU:16.9;APAC:10.4;EM:8.1;Other:1.2
Value:-0.3;Growth:-0.8;Quality:0.0;Size:+0.3;Momentum:+0.3;LowVol:-0.5
MaxPos7%
6
30
5.2
trailing 8%
179
17.8
Volatile
22.8
5.44
2.5
163
37
56
71
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-39
BrokerD
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-39
-41
-42
4
false
Within IPS guidelines
P6879
Hands-off
Taxable
USD
2025-02-24
316,597
27,075
289,522
1
60.4
23.9
10.2
5.5
AMZN:33.3%;HYG:33.3%;BND:33.3%
US:61.9;EU:17.6;APAC:14.3;EM:4.2;Other:1.9
Value:+1.0;Growth:+0.9;Quality:-0.1;Size:-0.1;Momentum:-0.0;LowVol:+0.9
ESGOnly
5
25
5.7
trailing 8%
122
13.5
Volatile
22.5
5.48
4.3
133
31
59
59
false
Buy
Add to core equity +1%
29
-22
BrokerB
LMT
85
null
null
Normal monitoring
-3
18
49
3
false
Increase defensive factor exposure
P6880
Systematic
401k
USD
2025-02-03
409,363
34,096
375,267
1
61.9
30.1
1.7
6.4
MUB:21.9%;BRK.B:21.9%;QQQ:16.1%;HYG:21.9%;VTI:18.2%
US:60.6;EU:20.1;APAC:7.0;EM:10.4;Other:1.9
Value:+0.6;Growth:+0.4;Quality:-0.5;Size:-0.7;Momentum:+1.0;LowVol:-0.2
null
10
35
5.6
trailing 9%
185
19.5
Bear
33.9
4.2
1.6
202
4
60
79
true
Hedge
Buy index puts 1% notional
29
-15
BrokerA
LMT
89
Drift>tolerance
Pause
Allocation drift beyond policy bands
93
-46
94
4
false
Within IPS guidelines
P6881
Cautious
Taxable
USD
2025-03-19
565,776
52,251
513,525
1
42.4
37.2
3.2
17.2
QQQ:13.7%;TLT:28.8%;TSLA:28.8%;XLF:28.8%
US:70.4;EU:8.2;APAC:6.2;EM:9.3;Other:6.0
Value:-0.0;Growth:-1.0;Quality:-0.6;Size:+0.6;Momentum:-0.5;LowVol:+0.8
ESGOnly;NoMargin
7
25
4.3
hard 10%
100
14
Bull
17.8
4.63
3.3
81
9
54
38
false
Buy
Add to core equity +1%
21
1
BrokerC
LMT
96
null
null
Normal monitoring
104
-2
158
5
false
Increase defensive factor exposure
P6882
Opportunistic
401k
USD
2025-12-05
1,249,201
61,520
1,187,681
1
73.9
12.1
9.7
4.3
VNQ:23.9%;QQQ:17.3%;XLF:23.9%;TSLA:23.9%;MUB:11.0%
US:62.5;EU:6.5;APAC:14.2;EM:11.4;Other:5.4
Value:+0.7;Growth:+0.1;Quality:+0.3;Size:+0.3;Momentum:+0.4;LowVol:-0.5
MaxPos5%
5
25
4.8
trailing 9%
223
28.7
Bull
17.2
4.73
3.5
81
45
76
65
false
Buy
Add to core equity +1%
25
-7
BrokerD
VWAP
86
null
null
Normal monitoring
13
-11
-27
4
false
Increase defensive factor exposure
P6883
Opportunistic
Taxable
USD
2025-06-22
1,644,044
91,144
1,552,900
1.12
73.5
12.5
8.9
5.1
TSLA:34.8%;GLD:34.8%;QQQ:30.4%
US:57.3;EU:20.9;APAC:11.1;EM:9.2;Other:1.5
Value:+0.1;Growth:+0.1;Quality:+0.4;Size:-0.5;Momentum:-0.7;LowVol:-0.2
MaxPos7%
8
25
7
trailing 9%
278
29.1
Volatile
26
4.06
3.9
178
26
66
71
true
Rebalance
Rebalance back to target bands
-12
-5
BrokerB
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
41
-11
126
5
false
Tighten stops on momentum names
P6884
Cautious
Roth
USD
2025-03-21
258,872
31,333
227,539
1
48.8
35.5
0
15.7
TLT:15.1%;VTI:20.9%;QQQ:14.1%;MSFT:10.4%;VOO:18.5%;IEF:20.9%
US:60.4;EU:17.0;APAC:12.4;EM:10.1;Other:0.0
Value:-0.8;Growth:0.0;Quality:+0.5;Size:-1.0;Momentum:-0.3;LowVol:+1.0
NoMargin
8
30
3.9
hard 10%
111
19.7
Sideways
18.2
4.42
3.5
93
-18
32
41
false
Sell
Trim extended winner -1%
-8
-14
BrokerA
LMT
95
null
null
Normal monitoring
30
-33
-4
4
false
Tighten stops on momentum names
P6885
Opportunistic
Roth
USD
2024-12-05
1,018,486
51,033
967,453
1
73
17.9
1.9
7.2
TLT:13.4%;MUB:28.9%;AAPL:28.9%;BRK.B:28.9%
US:56.5;EU:17.8;APAC:9.5;EM:11.4;Other:4.7
Value:+0.4;Growth:+1.0;Quality:+0.9;Size:+0.8;Momentum:+0.8;LowVol:+0.3
MaxPos5%;NoDerivatives
7
30
5.8
trailing 7%
208
32.3
Bull
13.6
4.8
2.1
100
81
100
46
false
Hedge
Add TLT +1% as duration hedge
3
-35
BrokerB
VWAP
95
null
null
Normal monitoring
-17
-39
83
3
false
Tax-aware sells next window
P6886
Systematic
Trust
USD
2025-10-04
1,912,325
78,112
1,834,213
1
61
33.4
0
5.5
AMZN:27.8%;QQQ:27.8%;TLT:27.8%;MSFT:16.6%
US:63.6;EU:16.1;APAC:5.4;EM:10.5;Other:4.3
Value:-1.0;Growth:+0.4;Quality:+0.5;Size:-0.1;Momentum:-0.9;LowVol:-0.9
MaxPos5%
8
35
4.2
trailing 9%
223
17
Bear
22.3
3.54
1.1
132
19
46
58
false
Rebalance
Shift +1% to bonds from equity
6
-17
BrokerC
VWAP
91
null
null
Normal monitoring
54
-19
176
4
false
Monitor dispersion and breadth
P6887
Active
Roth
USD
2024-11-08
527,754
49,529
478,225
1
62.8
26.2
2.9
8.1
IEF:23.4%;XLF:14.0%;VNQ:16.0%;AAPL:23.4%;TSLA:23.4%
US:74.3;EU:5.8;APAC:13.1;EM:6.7;Other:0.1
Value:-0.5;Growth:+0.9;Quality:-0.5;Size:+0.9;Momentum:-0.7;LowVol:-0.2
null
10
25
5
trailing 8%
227
16.2
Bear
30.3
3.78
2.7
143
31
55
77
true
Hedge
Buy index puts 1% notional
22
-7
BrokerD
MKT
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
50
-53
163
2
false
Increase defensive factor exposure
P6888
Active
IRA
USD
2025-10-18
934,180
108,736
825,444
1
62.4
30.9
0
6.8
GLD:19.0%;HYG:21.8%;IEF:12.8%;AAPL:12.0%;AMZN:12.5%;XLF:21.8%
US:59.5;EU:18.6;APAC:6.9;EM:11.0;Other:3.9
Value:+0.1;Growth:+1.0;Quality:-0.2;Size:+0.9;Momentum:-0.2;LowVol:-0.1
MaxPos5%
8
35
4.7
trailing 9%
167
19.8
Sideways
16.7
4.26
2.7
109
-24
25
60
false
Rebalance
Shift +1% to bonds from equity
12
-4
BrokerA
MKT
91
null
null
Normal monitoring
-9
19
-29
4
false
Tax-aware sells next window
P6889
Active
Trust
USD
2024-11-09
1,881,119
206,521
1,674,598
1
65.8
24.4
0
9.8
GLD:26.6%;BRK.B:26.6%;XLF:26.6%;VNQ:20.3%
US:68.3;EU:15.5;APAC:9.3;EM:2.9;Other:3.9
Value:-0.1;Growth:+0.5;Quality:-0.4;Size:+0.7;Momentum:+0.6;LowVol:+0.1
MaxPos8%
7
25
4.8
hard 12%
147
22.1
Sideways
19.4
4.02
2.7
122
-29
23
61
true
Hedge
Buy index puts 1% notional
-2
-3
BrokerB
MKT
96
VAR>budget
Hedge
Risk above budget threshold
44
-4
91
3
false
Monitor dispersion and breadth
P6890
Active
Taxable
USD
2025-02-07
865,108
94,519
770,589
1
54.1
27.1
13.3
5.6
BND:14.8%;TSLA:9.6%;QQQ:14.1%;VOO:24.6%;AAPL:12.2%;BRK.B:24.6%
US:65.3;EU:17.5;APAC:8.2;EM:5.9;Other:3.1
Value:+0.5;Growth:+0.2;Quality:+0.4;Size:-0.6;Momentum:-0.7;LowVol:-0.3
NoDerivatives
5
35
5.5
trailing 8%
197
27.6
Bear
32.1
3.51
2.7
187
-99
5
76
true
Reduce
Cut high-beta by 2-3%, add cash
-5
10
BrokerA
MKT
100
VAR>budget
Hedge
Risk above budget threshold
85
-25
75
5
false
Tighten stops on momentum names
P6891
Active
Taxable
USD
2025-03-14
1,143,800
126,484
1,017,316
1.16
61.7
22.3
9.5
6.5
VNQ:27.9%;XLF:27.9%;IEF:15.5%;AMZN:14.4%;VOO:14.4%
US:63.0;EU:17.4;APAC:12.3;EM:5.6;Other:1.8
Value:-0.7;Growth:-0.9;Quality:+0.9;Size:-0.7;Momentum:+0.5;LowVol:0.0
MaxPos8%
7
35
4.3
trailing 9%
127
22
Volatile
22.3
4.61
3.9
153
-41
25
55
true
Rebalance
Rebalance back to target bands
15
-29
BrokerA
LMT
90
RegimeShift
TightenStops
Volatility spike and breadth deterioration
65
-59
99
4
false
Within IPS guidelines
P6892
Systematic
Roth
USD
2024-12-03
691,386
66,510
624,876
1
58.7
25.4
9.2
6.7
IEF:23.7%;VOO:23.7%;MSFT:16.2%;MUB:23.7%;QQQ:12.6%
US:66.3;EU:6.8;APAC:16.8;EM:7.7;Other:2.5
Value:-0.3;Growth:-0.5;Quality:-0.9;Size:+0.9;Momentum:-0.6;LowVol:+0.9
NoDerivatives
7
25
5.4
trailing 8%
185
25.5
Sideways
18.8
3.6
3.4
124
49
81
58
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-19
BrokerC
MKT
93
RegimeShift
Pause
Volatility spike and breadth deterioration
37
-12
121
5
false
Tighten stops on momentum names
P6893
Hands-off
401k
USD
2024-10-21
779,320
77,251
702,069
1
61.9
19.1
10.6
8.4
BND:34.1%;MSFT:31.7%;HYG:34.1%
US:68.0;EU:9.7;APAC:8.6;EM:10.4;Other:3.3
Value:-0.9;Growth:+1.0;Quality:+0.9;Size:-0.9;Momentum:+0.9;LowVol:-1.0
ESGOnly
8
35
5
trailing 8%
161
13.6
Sideways
14.6
4.87
2.9
103
2
56
38
false
Rebalance
Shift +1% to bonds from equity
-8
-31
BrokerD
MKT
98
null
null
Normal monitoring
109
-1
92
3
false
Tighten stops on momentum names
P6894
Cautious
Roth
USD
2025-06-01
525,079
75,989
449,090
1
43.1
34.2
11.3
11.3
IEF:21.3%;BRK.B:17.0%;TLT:9.1%;AAPL:21.3%;BND:10.1%;GLD:21.3%
US:68.1;EU:19.9;APAC:5.6;EM:5.8;Other:0.6
Value:+0.6;Growth:+0.1;Quality:0.0;Size:0.0;Momentum:+0.9;LowVol:0.0
NoMargin
5
35
5.3
hard 10%
113
16
Volatile
29.6
5.09
4.4
173
-21
46
62
false
Hedge
Add TLT +1% as duration hedge
-9
-9
BrokerC
VWAP
97
null
null
Normal monitoring
108
-46
224
4
false
Increase defensive factor exposure
P6895
Active
Trust
USD
2025-02-14
1,537,505
174,252
1,363,253
1
65
29.2
0
5.8
AMZN:24.2%;HYG:14.2%;AAPL:24.2%;MUB:13.2%;TLT:24.2%
US:64.1;EU:14.6;APAC:10.4;EM:5.7;Other:5.2
Value:-0.4;Growth:-0.7;Quality:+0.7;Size:+0.4;Momentum:+0.1;LowVol:-0.3
null
5
25
4.6
trailing 8%
159
21.3
Bull
13.4
4.99
2
115
83
78
40
false
Sell
Trim extended winner -1%
-9
-31
BrokerA
LMT
86
null
null
Normal monitoring
91
-26
111
4
false
Within IPS guidelines
P6896
Hands-off
Taxable
USD
2024-12-01
377,678
35,494
342,184
1
66.1
20
8.7
5.2
AAPL:27.2%;MSFT:18.5%;TLT:27.2%;BRK.B:27.2%
US:68.2;EU:12.0;APAC:11.5;EM:4.0;Other:4.3
Value:+0.3;Growth:+0.6;Quality:0.0;Size:-0.1;Momentum:-0.4;LowVol:-0.6
null
10
30
3.4
trailing 10%
143
16.3
Bull
16.7
4.37
2.7
117
105
100
59
false
Hedge
Add TLT +1% as duration hedge
-15
-19
BrokerB
MKT
87
null
null
Normal monitoring
75
-4
158
3
false
Within IPS guidelines
P6897
Active
Taxable
USD
2024-09-14
1,136,185
131,373
1,004,812
1
58.4
23.7
10.5
7.4
VOO:14.9%;VTI:24.0%;VNQ:15.8%;IEF:20.3%;MUB:13.1%;TLT:11.8%
US:71.1;EU:11.1;APAC:10.1;EM:7.2;Other:0.5
Value:+0.7;Growth:-0.9;Quality:-0.7;Size:-0.9;Momentum:+0.5;LowVol:+0.7
null
6
35
4.3
trailing 8%
225
27
Sideways
18.5
3.93
3.1
138
17
51
42
true
Reduce
Cut high-beta by 2-3%, add cash
15
-7
BrokerC
VWAP
98
VAR>budget
Hedge
Risk above budget threshold
93
7
92
3
false
Tax-aware sells next window
P6898
Hands-off
Roth
USD
2025-06-29
661,989
31,163
630,826
1
64.1
21
9
5.9
BND:35.5%;VTI:35.5%;TSLA:29.0%
US:60.3;EU:15.3;APAC:13.5;EM:9.0;Other:1.9
Value:-0.3;Growth:+0.8;Quality:-0.4;Size:-0.3;Momentum:-0.0;LowVol:-0.2
MaxPos6%
6
35
4.8
trailing 8%
94
16.6
Bull
13.6
4.11
3.2
110
31
63
44
false
Sell
Trim extended winner -1%
35
-6
BrokerD
MKT
91
null
null
Normal monitoring
19
-43
36
5
false
Within IPS guidelines
P6899
Cautious
Trust
USD
2024-10-19
504,146
65,542
438,604
1
42.5
43.2
1.7
12.6
VTI:33.3%;HYG:33.3%;TSLA:33.3%
US:69.9;EU:14.2;APAC:7.4;EM:4.5;Other:4.0
Value:-0.7;Growth:-0.6;Quality:+0.5;Size:+0.5;Momentum:+0.4;LowVol:+0.8
NoMargin
7
35
5.2
trailing 8%
169
16.1
Bull
12.7
3.72
3.4
95
7
40
39
false
Buy
Add to core equity +1%
22
12
BrokerC
LMT
90
null
null
Normal monitoring
-45
-52
-12
4
false
Tighten stops on momentum names
P6900
Cautious
401k
USD
2024-08-04
426,956
54,900
372,056
1
47
37.4
0
15.5
GLD:23.5%;AAPL:22.0%;BND:27.2%;IEF:27.2%
US:57.7;EU:18.6;APAC:8.0;EM:11.1;Other:4.6
Value:-0.3;Growth:+0.6;Quality:-0.7;Size:-0.8;Momentum:+0.5;LowVol:+0.3
ESGOnly;NoMargin
8
35
5.8
hard 10%
103
13.4
Bull
17
4.1
3.4
99
24
70
33
false
NoAction
Within bands; monitor
32
-8
BrokerB
MKT
0
null
null
Normal monitoring
120
-14
239
4
false
Increase defensive factor exposure