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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P0701
|
Cautious
|
Roth
|
USD
|
2024-07-14
| 407,763
| 45,841
| 361,922
| 1
| 43.9
| 33.7
| 8.6
| 13.9
|
QQQ:22.8%;TLT:13.1%;HYG:22.8%;VNQ:18.9%;VTI:22.4%
|
US:69.7;EU:12.3;APAC:9.1;EM:4.8;Other:4.1
|
Value:+0.2;Growth:+0.8;Quality:+0.9;Size:-0.4;Momentum:+1.0;LowVol:-0.9
|
ESGOnly;NoMargin
| 7
| 35
| 3.4
|
hard 10%
| 95
| 12.2
|
Volatile
| 25.6
| 5.02
| 2.5
| 152
| -46
| 37
| 53
| false
|
Sell
|
Trim extended winner -1%
| 0
| -16
|
BrokerA
|
LMT
| 96
| null | null |
Normal monitoring
| 101
| 15
| 61
| 4
| false
|
Increase defensive factor exposure
|
P0702
|
Cautious
|
Taxable
|
USD
|
2025-03-14
| 564,168
| 83,694
| 480,474
| 1
| 52.3
| 33.1
| 4.2
| 10.5
|
GLD:15.6%;AAPL:15.3%;XLF:20.7%;BRK.B:20.7%;VOO:10.3%;TLT:17.3%
|
US:67.9;EU:9.3;APAC:9.9;EM:9.8;Other:3.0
|
Value:+0.3;Growth:+1.0;Quality:-0.5;Size:-0.8;Momentum:-0.6;LowVol:-0.3
|
NoDerivatives;NoMargin
| 7
| 30
| 5.5
|
trailing 8%
| 104
| 15.5
|
Sideways
| 21.2
| 4.69
| 2.7
| 134
| 18
| 60
| 56
| false
|
NoAction
|
Within bands; monitor
| -2
| -17
|
BrokerB
|
VWAP
| 88
| null | null |
Normal monitoring
| 24
| -33
| 153
| 3
| false
|
Tighten stops on momentum names
|
P0703
|
Systematic
|
Taxable
|
USD
|
2025-06-08
| 482,174
| 26,884
| 455,290
| 1
| 60.2
| 21.3
| 12.5
| 6.1
|
VNQ:20.0%;XLF:21.1%;VTI:22.2%;IEF:22.2%;AAPL:14.6%
|
US:56.9;EU:14.0;APAC:16.4;EM:9.0;Other:3.7
|
Value:-0.9;Growth:+0.7;Quality:-0.9;Size:-0.5;Momentum:+0.7;LowVol:-0.5
|
MaxPos5%;NoDerivatives
| 7
| 30
| 5.5
|
hard 12%
| 190
| 16.3
|
Bull
| 17.8
| 3.61
| 2.7
| 77
| 23
| 55
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -5
| -36
|
BrokerB
|
MKT
| 95
| null | null |
Normal monitoring
| -60
| 8
| 56
| 5
| false
|
Monitor dispersion and breadth
|
P0704
|
Opportunistic
|
401k
|
USD
|
2025-04-08
| 353,561
| 18,563
| 334,998
| 1
| 72.9
| 14.5
| 7.8
| 4.8
|
TLT:12.7%;GLD:25.4%;MUB:25.4%;QQQ:18.3%;MSFT:18.2%
|
US:63.5;EU:6.3;APAC:14.4;EM:11.0;Other:4.9
|
Value:+0.9;Growth:+0.8;Quality:-0.9;Size:+0.2;Momentum:-0.8;LowVol:+0.7
|
NoDerivatives
| 7
| 25
| 5.6
|
hard 12%
| 260
| 28.3
|
Volatile
| 22.3
| 3.81
| 3.8
| 110
| -45
| 20
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 30
| -31
|
BrokerB
|
LMT
| 97
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 112
| -49
| 196
| 4
| false
|
Within IPS guidelines
|
P0705
|
Active
|
Taxable
|
USD
|
2025-11-18
| 2,361,488
| 226,267
| 2,135,221
| 1
| 64.7
| 26.3
| 2.4
| 6.6
|
HYG:23.2%;VTI:12.3%;IEF:23.2%;VNQ:18.1%;VOO:23.2%
|
US:71.1;EU:5.9;APAC:9.6;EM:8.3;Other:5.1
|
Value:-0.6;Growth:-0.5;Quality:-0.6;Size:+0.5;Momentum:-0.4;LowVol:+0.3
|
MaxPos7%
| 10
| 25
| 5
|
trailing 8%
| 211
| 19.4
|
Sideways
| 15
| 4.94
| 3.3
| 113
| 27
| 52
| 56
| false
|
Buy
|
Add to core equity +1%
| 24
| -11
|
BrokerC
|
LMT
| 91
| null | null |
Normal monitoring
| -38
| -39
| 35
| 4
| false
|
Monitor dispersion and breadth
|
P0706
|
Cautious
|
Taxable
|
USD
|
2025-05-17
| 774,958
| 93,983
| 680,975
| 1
| 48.2
| 30.4
| 7.1
| 14.2
|
MSFT:14.5%;HYG:17.0%;VTI:16.2%;VOO:15.6%;QQQ:15.9%;BND:20.9%
|
US:60.8;EU:14.9;APAC:12.7;EM:10.6;Other:1.0
|
Value:+0.7;Growth:+0.1;Quality:-0.3;Size:+1.0;Momentum:-0.2;LowVol:+0.2
|
ESGOnly;NoMargin
| 6
| 25
| 4.8
|
trailing 8%
| 107
| 18.5
|
Volatile
| 31
| 4.76
| 4
| 166
| -49
| 23
| 64
| false
|
Buy
|
Add to core equity +1%
| 0
| -36
|
BrokerD
|
LMT
| 89
| null | null |
Normal monitoring
| -9
| 18
| 36
| 4
| false
|
Monitor dispersion and breadth
|
P0707
|
Cautious
|
Taxable
|
USD
|
2025-02-12
| 661,872
| 105,303
| 556,569
| 1
| 40.1
| 43.5
| 0.6
| 15.8
|
GLD:7.8%;VOO:22.7%;QQQ:23.1%;IEF:23.1%;MUB:23.1%
|
US:62.4;EU:13.9;APAC:13.9;EM:6.6;Other:3.2
|
Value:-0.4;Growth:+0.5;Quality:-0.6;Size:-0.3;Momentum:-0.0;LowVol:+0.1
|
NoMargin
| 8
| 30
| 5.6
|
trailing 8%
| 91
| 14.6
|
Sideways
| 21.7
| 3.53
| 2.1
| 136
| -15
| 56
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 28
| -36
|
BrokerB
|
MKT
| 92
| null | null |
Normal monitoring
| 89
| -21
| 112
| 5
| false
|
Increase defensive factor exposure
|
P0708
|
Hands-off
|
Taxable
|
USD
|
2024-12-16
| 818,859
| 38,173
| 780,686
| 1
| 62
| 21.7
| 7.2
| 9.1
|
QQQ:22.5%;TSLA:22.5%;TLT:9.9%;AMZN:22.5%;BND:22.5%
|
US:65.4;EU:6.1;APAC:11.0;EM:12.5;Other:5.0
|
Value:+0.5;Growth:+0.8;Quality:+0.1;Size:-0.4;Momentum:+0.5;LowVol:0.0
|
MaxPos5%;NoDerivatives
| 6
| 30
| 3.3
|
trailing 8%
| 140
| 16.9
|
Sideways
| 15.7
| 3.76
| 2.6
| 111
| -12
| 44
| 38
| true
|
Hedge
|
Buy index puts 1% notional
| 15
| -17
|
BrokerB
|
MKT
| 91
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 72
| -20
| 62
| 3
| false
|
Tighten stops on momentum names
|
P0709
|
Hands-off
|
Roth
|
USD
|
2025-07-14
| 893,443
| 43,107
| 850,336
| 1
| 68.9
| 21.9
| 0
| 9.2
|
GLD:25.7%;HYG:22.8%;AMZN:25.7%;BRK.B:25.7%
|
US:69.3;EU:11.7;APAC:12.5;EM:6.2;Other:0.4
|
Value:+0.6;Growth:-0.6;Quality:+0.2;Size:-0.5;Momentum:+0.4;LowVol:+0.8
|
ESGOnly;MaxPos6%
| 5
| 25
| 5.1
|
trailing 8%
| 168
| 19.6
|
Bull
| 12.9
| 4.84
| 3.3
| 88
| 104
| 99
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -4
|
BrokerD
|
MKT
| 94
| null | null |
Normal monitoring
| 0
| -4
| 50
| 5
| false
|
Monitor dispersion and breadth
|
P0710
|
Cautious
|
Taxable
|
USD
|
2024-08-20
| 562,394
| 45,173
| 517,221
| 1
| 36.6
| 36.2
| 10.5
| 16.8
|
HYG:27.9%;VNQ:27.9%;AMZN:16.2%;MUB:27.9%
|
US:64.5;EU:13.4;APAC:12.8;EM:8.3;Other:0.9
|
Value:+0.1;Growth:+0.8;Quality:-0.9;Size:-1.0;Momentum:-0.4;LowVol:+0.4
|
ESGOnly;NoMargin
| 5
| 30
| 4
|
trailing 8%
| 158
| 15.3
|
Bull
| 15.8
| 4.47
| 2.9
| 87
| 46
| 58
| 33
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -14
|
BrokerC
|
LMT
| 88
| null | null |
Normal monitoring
| -24
| -16
| 93
| 4
| false
|
Monitor dispersion and breadth
|
P0711
|
Cautious
|
IRA
|
USD
|
2025-10-05
| 269,130
| 22,103
| 247,027
| 1
| 48.4
| 30.5
| 5.4
| 15.8
|
VTI:33.3%;AAPL:33.3%;VNQ:33.3%
|
US:57.7;EU:18.0;APAC:13.5;EM:7.0;Other:3.8
|
Value:-0.4;Growth:+0.5;Quality:-0.6;Size:-0.9;Momentum:+0.6;LowVol:+0.9
|
NoMargin
| 7
| 35
| 3.4
|
trailing 8%
| 98
| 16.8
|
Sideways
| 14.3
| 4.72
| 2.8
| 132
| -24
| 31
| 46
| false
|
NoAction
|
Within bands; monitor
| 9
| -21
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 47
| -58
| 182
| 5
| false
|
Tax-aware sells next window
|
P0712
|
Hands-off
|
Roth
|
USD
|
2024-08-05
| 165,942
| 15,226
| 150,716
| 1
| 62.5
| 27.8
| 0
| 9.7
|
TSLA:13.9%;AMZN:24.2%;BND:23.1%;IEF:22.7%;BRK.B:16.1%
|
US:61.2;EU:23.1;APAC:6.6;EM:8.1;Other:1.1
|
Value:+0.6;Growth:-0.2;Quality:-0.1;Size:-0.9;Momentum:-0.6;LowVol:-0.6
|
MaxPos6%;NoDerivatives
| 10
| 35
| 5.4
|
trailing 10%
| 153
| 15.4
|
Bear
| 28.2
| 4
| 1.1
| 130
| -93
| 5
| 77
| true
|
Rebalance
|
Rebalance back to target bands
| -11
| -37
|
BrokerD
|
LMT
| 86
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -14
| -8
| 112
| 5
| false
|
Within IPS guidelines
|
P0713
|
Active
|
IRA
|
USD
|
2025-07-24
| 1,526,853
| 177,617
| 1,349,236
| 1.11
| 59.1
| 25.5
| 6.4
| 9
|
HYG:25.0%;AAPL:25.0%;TSLA:25.0%;MUB:25.0%
|
US:61.3;EU:19.7;APAC:11.9;EM:5.9;Other:1.1
|
Value:-0.1;Growth:+0.4;Quality:-0.4;Size:+0.2;Momentum:+0.4;LowVol:+0.4
| null | 8
| 30
| 5.1
|
trailing 8%
| 183
| 17.5
|
Sideways
| 19.4
| 4.02
| 2.3
| 92
| 40
| 58
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| 1
|
BrokerB
|
VWAP
| 100
| null | null |
Normal monitoring
| 55
| 16
| 79
| 5
| false
|
Tax-aware sells next window
|
P0714
|
Systematic
|
401k
|
USD
|
2025-08-17
| 1,277,867
| 126,530
| 1,151,337
| 1
| 57.2
| 34.9
| 2.5
| 5.5
|
AMZN:25.5%;XLF:25.5%;QQQ:25.5%;TSLA:23.5%
|
US:77.6;EU:11.5;APAC:5.7;EM:3.8;Other:1.4
|
Value:+0.5;Growth:+0.3;Quality:+0.7;Size:+0.7;Momentum:+0.6;LowVol:+0.3
|
MaxPos5%
| 6
| 35
| 5.8
|
trailing 8%
| 191
| 23.2
|
Bull
| 13.7
| 4.77
| 3.2
| 119
| 47
| 61
| 37
| false
|
Buy
|
Add to core equity +1%
| 4
| -5
|
BrokerA
|
MKT
| 87
| null | null |
Normal monitoring
| -36
| 0
| 10
| 4
| false
|
Tax-aware sells next window
|
P0715
|
Opportunistic
|
IRA
|
USD
|
2025-06-18
| 718,543
| 46,263
| 672,280
| 1
| 63.4
| 17.2
| 11.7
| 7.7
|
MSFT:21.7%;BRK.B:27.6%;TLT:23.2%;VOO:27.6%
|
US:67.0;EU:11.2;APAC:11.2;EM:10.2;Other:0.5
|
Value:-0.9;Growth:+0.3;Quality:-0.9;Size:+0.5;Momentum:-0.0;LowVol:+0.5
|
NoDerivatives
| 5
| 25
| 6.7
|
trailing 7%
| 244
| 24.4
|
Volatile
| 31.4
| 4.54
| 2.7
| 143
| 14
| 72
| 84
| true
|
Hedge
|
Buy index puts 1% notional
| 17
| -27
|
BrokerC
|
VWAP
| 100
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 31
| -48
| 35
| 3
| false
|
Within IPS guidelines
|
P0716
|
Cautious
|
Taxable
|
USD
|
2025-03-18
| 353,525
| 38,370
| 315,155
| 1
| 37.4
| 38.1
| 7.9
| 16.5
|
MSFT:31.0%;VTI:34.5%;MUB:34.5%
|
US:71.7;EU:8.7;APAC:12.1;EM:3.9;Other:3.7
|
Value:+0.1;Growth:+0.7;Quality:-0.7;Size:-0.9;Momentum:-0.0;LowVol:-0.8
|
MaxPos6%;NoMargin
| 7
| 35
| 5.6
|
trailing 8%
| 113
| 15.1
|
Volatile
| 29.8
| 4.81
| 3.7
| 127
| -18
| 54
| 69
| false
|
Buy
|
Add to core equity +1%
| 27
| -8
|
BrokerD
|
MKT
| 91
| null | null |
Normal monitoring
| -15
| -44
| 59
| 4
| false
|
Within IPS guidelines
|
P0717
|
Hands-off
|
IRA
|
USD
|
2025-11-15
| 322,877
| 13,070
| 309,807
| 1
| 66.6
| 20
| 3.5
| 9.8
|
GLD:26.4%;TSLA:26.4%;AMZN:20.7%;QQQ:26.4%
|
US:71.1;EU:9.2;APAC:12.4;EM:4.8;Other:2.5
|
Value:0.0;Growth:+0.8;Quality:-0.5;Size:+0.7;Momentum:-0.7;LowVol:-0.1
|
NoDerivatives
| 7
| 25
| 3
|
trailing 8%
| 151
| 14.6
|
Bull
| 11.7
| 4.35
| 2.6
| 86
| 74
| 86
| 33
| false
|
Sell
|
Trim extended winner -1%
| 20
| -33
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| 68
| -20
| 181
| 4
| false
|
Monitor dispersion and breadth
|
P0718
|
Hands-off
|
IRA
|
USD
|
2025-12-05
| 424,864
| 36,413
| 388,451
| 1
| 72.2
| 15.1
| 3.5
| 9.3
|
QQQ:22.9%;IEF:22.3%;VTI:9.1%;MSFT:22.9%;BND:22.9%
|
US:64.1;EU:16.2;APAC:10.5;EM:6.3;Other:2.9
|
Value:-0.9;Growth:+0.6;Quality:-0.5;Size:+0.7;Momentum:+0.9;LowVol:+0.4
|
ESGOnly;NoDerivatives
| 6
| 25
| 5
|
trailing 10%
| 153
| 18.6
|
Volatile
| 30.7
| 4.17
| 3.5
| 175
| 72
| 71
| 82
| true
|
Rebalance
|
Rebalance back to target bands
| 0
| 3
|
BrokerA
|
LMT
| 96
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 61
| 4
| 58
| 5
| false
|
Within IPS guidelines
|
P0719
|
Opportunistic
|
Trust
|
USD
|
2025-10-02
| 802,558
| 48,038
| 754,520
| 1.12
| 75.4
| 20.4
| 0
| 4.2
|
BRK.B:16.3%;AMZN:27.9%;TSLA:27.9%;VNQ:27.9%
|
US:61.4;EU:19.0;APAC:10.6;EM:6.3;Other:2.6
|
Value:+0.3;Growth:-0.4;Quality:-1.0;Size:+0.7;Momentum:+0.6;LowVol:+0.8
|
NoDerivatives
| 7
| 30
| 6.4
|
hard 12%
| 266
| 33.1
|
Bull
| 12
| 4.58
| 2.2
| 104
| 108
| 100
| 42
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -10
| -37
|
BrokerA
|
LMT
| 88
| null | null |
Normal monitoring
| 75
| -5
| 62
| 4
| false
|
Tighten stops on momentum names
|
P0720
|
Systematic
|
Roth
|
USD
|
2025-09-11
| 1,234,933
| 70,167
| 1,164,766
| 1
| 59.4
| 22.7
| 9
| 8.9
|
VNQ:8.6%;VTI:9.1%;HYG:24.5%;AMZN:24.5%;VOO:10.5%;GLD:22.8%
|
US:67.6;EU:13.0;APAC:8.4;EM:9.5;Other:1.6
|
Value:+0.2;Growth:+0.1;Quality:+0.2;Size:+0.8;Momentum:+0.2;LowVol:+0.1
|
MaxPos8%
| 6
| 25
| 4
|
hard 12%
| 138
| 22.2
|
Sideways
| 15
| 4.75
| 2.8
| 137
| 60
| 73
| 45
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 8
| 11
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| 116
| -9
| 118
| 3
| false
|
Tax-aware sells next window
|
P0721
|
Cautious
|
Trust
|
USD
|
2025-07-06
| 590,270
| 75,198
| 515,072
| 1
| 43
| 31.2
| 13
| 12.8
|
TLT:14.1%;TSLA:24.9%;QQQ:21.7%;BRK.B:14.4%;VTI:24.9%
|
US:64.6;EU:6.0;APAC:14.4;EM:9.9;Other:5.1
|
Value:-0.6;Growth:-0.2;Quality:+0.4;Size:+0.6;Momentum:-0.9;LowVol:-0.5
|
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
| 8
| 25
| 4
|
trailing 8%
| 136
| 19
|
Volatile
| 26.4
| 4.22
| 3.9
| 173
| -13
| 29
| 52
| false
|
Buy
|
Add to core equity +1%
| -1
| -13
|
BrokerD
|
LMT
| 99
| null | null |
Normal monitoring
| 49
| 16
| 128
| 3
| false
|
Increase defensive factor exposure
|
P0722
|
Opportunistic
|
Taxable
|
USD
|
2025-08-05
| 1,513,066
| 66,578
| 1,446,488
| 1
| 60.5
| 14.9
| 15.8
| 8.7
|
TLT:33.3%;HYG:33.3%;GLD:33.3%
|
US:71.9;EU:8.1;APAC:6.4;EM:10.8;Other:2.8
|
Value:-0.7;Growth:0.0;Quality:-0.8;Size:+0.9;Momentum:-0.2;LowVol:-0.8
| null | 7
| 35
| 4.5
|
hard 12%
| 201
| 24.2
|
Bull
| 11.4
| 4.86
| 2.8
| 111
| 117
| 100
| 37
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -4
| 2
|
BrokerA
|
MKT
| 100
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 0
| -27
| 11
| 2
| true
|
Increase defensive factor exposure
|
P0723
|
Systematic
|
Trust
|
USD
|
2024-11-29
| 1,790,462
| 134,806
| 1,655,656
| 1
| 60.6
| 32.2
| 0
| 7.3
|
AAPL:25.2%;VOO:26.2%;BRK.B:26.2%;IEF:22.4%
|
US:72.0;EU:7.7;APAC:7.0;EM:7.2;Other:6.2
|
Value:-0.2;Growth:+0.3;Quality:+0.5;Size:-0.7;Momentum:-0.7;LowVol:+0.3
|
MaxPos8%
| 10
| 25
| 5.9
|
trailing 9%
| 167
| 25.6
|
Volatile
| 24.9
| 4.56
| 3.7
| 148
| -26
| 43
| 73
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -7
| -27
|
BrokerA
|
MKT
| 96
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 89
| 9
| 122
| 3
| false
|
Tax-aware sells next window
|
P0724
|
Cautious
|
401k
|
USD
|
2025-04-09
| 441,063
| 67,191
| 373,872
| 1
| 37.1
| 32.3
| 13.7
| 16.9
|
MSFT:12.5%;BND:25.1%;XLF:25.1%;GLD:12.1%;BRK.B:25.1%
|
US:71.1;EU:16.7;APAC:5.6;EM:5.6;Other:1.1
|
Value:+0.3;Growth:-0.2;Quality:-0.4;Size:-0.7;Momentum:-0.7;LowVol:+0.1
|
MaxPos8%;NoDerivatives;NoMargin
| 6
| 35
| 3.4
|
trailing 8%
| 102
| 18.9
|
Sideways
| 14.3
| 4.93
| 2.7
| 123
| 57
| 79
| 34
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -5
| 7
|
BrokerA
|
MKT
| 97
| null | null |
Normal monitoring
| -29
| -20
| 100
| 5
| false
|
Monitor dispersion and breadth
|
P0725
|
Systematic
|
Trust
|
USD
|
2024-08-02
| 908,191
| 80,937
| 827,254
| 1
| 57
| 33.8
| 4.1
| 5
|
XLF:24.0%;AMZN:24.0%;BND:9.5%;MSFT:24.0%;VOO:18.4%
|
US:80.5;EU:6.5;APAC:6.9;EM:5.9;Other:0.2
|
Value:0.0;Growth:+0.1;Quality:+0.6;Size:-0.2;Momentum:+0.6;LowVol:+0.3
| null | 10
| 25
| 5.5
|
trailing 8%
| 167
| 23.1
|
Sideways
| 20.6
| 3.51
| 3.3
| 100
| -3
| 58
| 64
| false
|
Buy
|
Add to core equity +1%
| 35
| -11
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| -22
| 11
| 49
| 5
| false
|
Tighten stops on momentum names
|
P0726
|
Hands-off
|
IRA
|
USD
|
2024-10-10
| 554,733
| 40,775
| 513,958
| 1
| 59
| 18.7
| 13.1
| 9.2
|
HYG:33.3%;AAPL:33.3%;GLD:33.3%
|
US:74.9;EU:9.1;APAC:5.8;EM:8.6;Other:1.6
|
Value:-0.1;Growth:+0.5;Quality:+0.8;Size:-0.8;Momentum:-1.0;LowVol:-0.0
|
MaxPos5%;NoDerivatives
| 8
| 30
| 5.9
|
hard 10%
| 163
| 12.9
|
Bull
| 16.3
| 3.7
| 3
| 84
| 48
| 64
| 50
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 23
| -16
|
BrokerB
|
LMT
| 94
| null | null |
Normal monitoring
| 115
| 13
| 136
| 3
| false
|
Monitor dispersion and breadth
|
P0727
|
Systematic
|
Roth
|
USD
|
2025-03-06
| 1,531,109
| 83,396
| 1,447,713
| 1
| 67.1
| 27.2
| 0
| 5.6
|
XLF:33.3%;VTI:33.3%;AAPL:33.3%
|
US:63.5;EU:8.7;APAC:16.7;EM:7.3;Other:3.7
|
Value:-0.9;Growth:-0.3;Quality:-0.4;Size:-0.1;Momentum:-0.4;LowVol:-0.7
| null | 7
| 25
| 5.2
|
hard 12%
| 126
| 24.9
|
Volatile
| 27.9
| 3.72
| 4.1
| 151
| 75
| 84
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 21
| -40
|
BrokerC
|
VWAP
| 97
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 19
| 16
| 111
| 2
| false
|
Tighten stops on momentum names
|
P0728
|
Opportunistic
|
Roth
|
USD
|
2025-12-08
| 1,463,639
| 85,951
| 1,377,688
| 1
| 72.7
| 20.6
| 0
| 6.7
|
TSLA:13.7%;XLF:25.3%;VNQ:14.4%;GLD:25.3%;TLT:21.4%
|
US:61.2;EU:11.8;APAC:12.5;EM:10.0;Other:4.5
|
Value:+0.8;Growth:+0.5;Quality:+0.6;Size:-0.1;Momentum:+0.7;LowVol:+0.9
| null | 5
| 30
| 4.6
|
hard 12%
| 271
| 29.3
|
Volatile
| 22.2
| 5.1
| 3
| 121
| 38
| 65
| 65
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| -1
|
BrokerB
|
LMT
| 86
| null | null |
Normal monitoring
| 70
| -57
| 142
| 3
| false
|
Tax-aware sells next window
|
P0729
|
Opportunistic
|
Trust
|
USD
|
2025-11-13
| 367,314
| 11,357
| 355,957
| 1
| 76.9
| 13.7
| 1
| 8.4
|
MUB:21.0%;XLF:25.5%;TSLA:16.4%;BRK.B:11.7%;AAPL:25.5%
|
US:63.2;EU:14.8;APAC:12.8;EM:6.0;Other:3.2
|
Value:-0.2;Growth:-0.0;Quality:-0.3;Size:-0.6;Momentum:+0.8;LowVol:-1.0
|
MaxPos8%
| 8
| 30
| 6.5
|
trailing 9%
| 177
| 21
|
Bull
| 17.4
| 4.5
| 3.2
| 119
| 23
| 71
| 63
| false
|
NoAction
|
Within bands; monitor
| 13
| 3
|
BrokerC
|
VWAP
| 88
| null | null |
Normal monitoring
| 105
| -18
| 223
| 4
| false
|
Increase defensive factor exposure
|
P0730
|
Systematic
|
Trust
|
USD
|
2025-03-05
| 1,959,372
| 187,520
| 1,771,852
| 1
| 59.9
| 21.3
| 10.2
| 8.6
|
XLF:18.1%;AAPL:22.0%;TLT:22.0%;GLD:20.5%;AMZN:17.3%
|
US:63.3;EU:12.7;APAC:11.7;EM:8.3;Other:4.1
|
Value:-0.9;Growth:+1.0;Quality:+0.2;Size:+0.4;Momentum:-0.3;LowVol:+0.8
| null | 8
| 25
| 4.8
|
trailing 9%
| 199
| 17.2
|
Volatile
| 31.2
| 3.63
| 2.5
| 166
| 25
| 62
| 73
| true
|
Rebalance
|
Rebalance back to target bands
| -5
| -7
|
BrokerD
|
LMT
| 96
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 1
| -43
| 43
| 4
| false
|
Within IPS guidelines
|
P0731
|
Hands-off
|
Trust
|
USD
|
2025-01-29
| 340,428
| 19,158
| 321,270
| 1
| 59.4
| 20.7
| 14.4
| 5.6
|
MUB:13.8%;VOO:28.7%;GLD:28.7%;BND:28.7%
|
US:60.4;EU:15.6;APAC:13.3;EM:7.7;Other:3.0
|
Value:+0.3;Growth:+0.2;Quality:-0.9;Size:+0.5;Momentum:+0.5;LowVol:+0.1
|
ESGOnly
| 8
| 30
| 4.3
|
trailing 10%
| 125
| 13.2
|
Volatile
| 30.3
| 4.93
| 4.1
| 132
| -49
| 14
| 66
| false
|
NoAction
|
Within bands; monitor
| -8
| 7
|
BrokerC
|
LMT
| 96
| null | null |
Normal monitoring
| -37
| -7
| 22
| 4
| false
|
Within IPS guidelines
|
P0732
|
Cautious
|
Taxable
|
USD
|
2025-11-04
| 626,493
| 64,243
| 562,250
| 1
| 43.5
| 41.3
| 0
| 15.2
|
AAPL:8.1%;IEF:15.8%;BND:20.9%;QQQ:19.7%;BRK.B:16.2%;HYG:19.3%
|
US:65.3;EU:12.7;APAC:6.1;EM:11.9;Other:4.0
|
Value:+0.9;Growth:-1.0;Quality:+0.7;Size:+0.7;Momentum:+0.8;LowVol:+0.3
|
MaxPos7%;NoMargin
| 10
| 25
| 3.3
|
hard 10%
| 106
| 16.8
|
Sideways
| 19
| 3.84
| 3.2
| 115
| 16
| 45
| 39
| false
|
NoAction
|
Within bands; monitor
| 16
| -40
|
BrokerC
|
MKT
| 0
| null | null |
Normal monitoring
| 94
| 1
| 78
| 3
| false
|
Within IPS guidelines
|
P0733
|
Active
|
Trust
|
USD
|
2025-05-17
| 1,801,806
| 174,203
| 1,627,603
| 1.24
| 65
| 29.5
| 0
| 5.5
|
XLF:26.6%;BRK.B:26.6%;AMZN:20.3%;AAPL:26.6%
|
US:61.1;EU:16.4;APAC:12.6;EM:8.9;Other:1.0
|
Value:-0.7;Growth:-0.7;Quality:-0.3;Size:-0.0;Momentum:-0.8;LowVol:-0.8
|
MaxPos6%
| 7
| 35
| 4.3
|
hard 12%
| 228
| 25
|
Bull
| 12.2
| 4.48
| 2.8
| 102
| 58
| 90
| 38
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 4
| 1
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| 41
| -52
| 34
| 4
| false
|
Tighten stops on momentum names
|
P0734
|
Systematic
|
IRA
|
USD
|
2025-01-18
| 867,737
| 44,719
| 823,018
| 1
| 57.8
| 27.7
| 6.8
| 7.7
|
BND:18.7%;QQQ:21.3%;IEF:17.1%;VOO:8.0%;HYG:19.7%;AMZN:15.2%
|
US:66.0;EU:19.8;APAC:9.0;EM:4.9;Other:0.3
|
Value:-0.8;Growth:+0.2;Quality:+0.4;Size:+0.8;Momentum:0.0;LowVol:-0.4
| null | 8
| 35
| 4.4
|
trailing 9%
| 157
| 17.3
|
Volatile
| 31.9
| 3.58
| 3.2
| 144
| 19
| 46
| 81
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 11
| -35
|
BrokerD
|
LMT
| 99
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 45
| 4
| 52
| 5
| false
|
Monitor dispersion and breadth
|
P0735
|
Cautious
|
IRA
|
USD
|
2024-09-13
| 795,994
| 78,553
| 717,441
| 1
| 48
| 39.9
| 1.4
| 10.7
|
QQQ:18.6%;TLT:18.7%;GLD:9.4%;MUB:20.1%;VOO:13.2%;VTI:20.1%
|
US:75.1;EU:6.9;APAC:14.0;EM:3.7;Other:0.3
|
Value:-0.3;Growth:+0.9;Quality:+0.3;Size:-0.4;Momentum:-0.3;LowVol:-0.3
|
ESGOnly;NoMargin
| 8
| 25
| 4.9
|
trailing 8%
| 96
| 18.5
|
Bear
| 33
| 4.29
| 2.9
| 140
| -25
| 46
| 76
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 33
| -32
|
BrokerD
|
LMT
| 92
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 117
| -11
| 95
| 5
| false
|
Tighten stops on momentum names
|
P0736
|
Cautious
|
IRA
|
USD
|
2025-07-03
| 479,309
| 60,274
| 419,035
| 1
| 47.1
| 41.7
| 0
| 11.2
|
VTI:9.0%;HYG:20.9%;AAPL:20.2%;BRK.B:9.9%;VNQ:20.3%;IEF:19.6%
|
US:60.8;EU:20.0;APAC:11.4;EM:6.9;Other:0.9
|
Value:-0.9;Growth:+0.1;Quality:+1.0;Size:+0.6;Momentum:+1.0;LowVol:+0.6
|
ESGOnly;MaxPos6%;NoMargin
| 5
| 25
| 4.6
|
trailing 8%
| 131
| 13.7
|
Bull
| 15.4
| 4.68
| 3.1
| 111
| 24
| 55
| 29
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 13
| -30
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 94
| -8
| 99
| 4
| false
|
Monitor dispersion and breadth
|
P0737
|
Hands-off
|
401k
|
USD
|
2025-10-04
| 795,719
| 62,065
| 733,654
| 1
| 71.4
| 21.3
| 0
| 7.3
|
GLD:12.4%;HYG:21.5%;MSFT:14.5%;AAPL:21.5%;VOO:15.5%;BRK.B:14.5%
|
US:60.4;EU:15.2;APAC:14.8;EM:8.7;Other:0.9
|
Value:+0.8;Growth:-0.6;Quality:+0.2;Size:+0.4;Momentum:+0.7;LowVol:-0.3
|
ESGOnly
| 7
| 30
| 5.1
|
trailing 8%
| 97
| 14.1
|
Bull
| 11.5
| 4.76
| 2.3
| 77
| 49
| 81
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| -11
|
BrokerB
|
MKT
| 89
| null | null |
Normal monitoring
| 84
| 2
| 139
| 3
| false
|
Increase defensive factor exposure
|
P0738
|
Cautious
|
Taxable
|
USD
|
2025-04-27
| 385,617
| 54,274
| 331,343
| 1
| 54
| 31.9
| 3.6
| 10.5
|
HYG:33.3%;VNQ:33.3%;MUB:33.3%
|
US:70.0;EU:15.0;APAC:7.4;EM:7.2;Other:0.5
|
Value:-0.5;Growth:-0.4;Quality:+1.0;Size:+0.9;Momentum:-0.6;LowVol:+0.9
|
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
| 6
| 35
| 4.2
|
hard 10%
| 105
| 15.8
|
Sideways
| 21.7
| 3.84
| 2
| 90
| 24
| 62
| 52
| false
|
Sell
|
Trim extended winner -1%
| 33
| -7
|
BrokerA
|
LMT
| 86
| null | null |
Normal monitoring
| -40
| -33
| 38
| 3
| false
|
Tax-aware sells next window
|
P0739
|
Cautious
|
IRA
|
USD
|
2025-11-14
| 753,708
| 108,344
| 645,364
| 1
| 36.2
| 35.9
| 17.3
| 10.6
|
BND:22.7%;AAPL:22.7%;BRK.B:9.3%;VNQ:22.6%;QQQ:22.7%
|
US:66.8;EU:16.5;APAC:12.9;EM:3.6;Other:0.2
|
Value:-0.2;Growth:+0.8;Quality:-0.6;Size:+0.4;Momentum:+0.6;LowVol:+0.9
|
ESGOnly;MaxPos6%;NoMargin
| 8
| 25
| 4.4
|
trailing 10%
| 160
| 15.2
|
Bear
| 25.1
| 3.46
| 2.5
| 140
| -107
| 5
| 46
| false
|
NoAction
|
Within bands; monitor
| 10
| -1
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| -48
| 0
| 73
| 5
| false
|
Monitor dispersion and breadth
|
P0740
|
Cautious
|
Roth
|
USD
|
2024-07-13
| 675,816
| 96,145
| 579,671
| 1
| 41.8
| 41.8
| 0
| 16.4
|
BND:17.8%;TSLA:22.3%;MSFT:12.4%;VNQ:22.3%;AMZN:9.7%;BRK.B:15.5%
|
US:66.1;EU:8.9;APAC:11.8;EM:9.4;Other:3.8
|
Value:+0.3;Growth:-0.2;Quality:-1.0;Size:-0.9;Momentum:0.0;LowVol:+0.5
|
MaxPos5%;NoDerivatives;NoMargin
| 6
| 30
| 4.7
|
trailing 8%
| 131
| 15.1
|
Bull
| 15.3
| 4.41
| 3.2
| 95
| 51
| 77
| 30
| false
|
Buy
|
Add to core equity +1%
| -13
| -27
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| 37
| -34
| 137
| 3
| false
|
Monitor dispersion and breadth
|
P0741
|
Opportunistic
|
Roth
|
USD
|
2025-07-15
| 1,747,209
| 151,462
| 1,595,747
| 1
| 73.1
| 19.4
| 2.7
| 4.9
|
MSFT:22.1%;XLF:13.6%;MUB:22.1%;TSLA:8.3%;BND:14.2%;AAPL:19.7%
|
US:63.8;EU:10.0;APAC:16.3;EM:5.3;Other:4.6
|
Value:+0.8;Growth:-0.9;Quality:+0.2;Size:-0.3;Momentum:+0.6;LowVol:+0.7
|
MaxPos7%
| 5
| 35
| 4.6
|
trailing 9%
| 275
| 23.2
|
Sideways
| 21.6
| 4.99
| 2.5
| 101
| -6
| 39
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -24
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| 105
| -43
| 154
| 4
| false
|
Monitor dispersion and breadth
|
P0742
|
Systematic
|
401k
|
USD
|
2025-04-18
| 927,526
| 83,172
| 844,354
| 1
| 60.3
| 31.4
| 0
| 8.4
|
AMZN:33.3%;BRK.B:33.3%;BND:33.3%
|
US:68.5;EU:13.0;APAC:12.4;EM:4.8;Other:1.2
|
Value:-0.6;Growth:-0.4;Quality:+0.7;Size:+0.3;Momentum:+0.7;LowVol:+0.7
|
NoDerivatives
| 5
| 35
| 5.2
|
trailing 8%
| 177
| 16.6
|
Sideways
| 15.9
| 3.52
| 3.3
| 105
| 29
| 63
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -11
| -11
|
BrokerA
|
LMT
| 87
| null | null |
Normal monitoring
| -26
| -5
| -3
| 4
| false
|
Tax-aware sells next window
|
P0743
|
Active
|
Trust
|
USD
|
2025-07-09
| 1,713,447
| 122,181
| 1,591,266
| 1
| 65.7
| 23.9
| 1.7
| 8.7
|
BRK.B:28.0%;TLT:28.0%;AMZN:15.9%;GLD:28.0%
|
US:71.3;EU:8.7;APAC:15.9;EM:4.0;Other:0.1
|
Value:+0.4;Growth:-0.1;Quality:-0.4;Size:-0.3;Momentum:+0.2;LowVol:-0.1
|
NoDerivatives
| 7
| 30
| 5.1
|
trailing 8%
| 220
| 27.6
|
Bull
| 13.6
| 4.77
| 2.5
| 84
| 16
| 61
| 53
| true
|
Hedge
|
Buy index puts 1% notional
| 2
| 8
|
BrokerB
|
MKT
| 96
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -15
| 17
| 106
| 5
| false
|
Within IPS guidelines
|
P0744
|
Active
|
401k
|
USD
|
2024-10-09
| 1,517,382
| 170,964
| 1,346,418
| 1
| 65
| 28.7
| 0.4
| 5.9
|
VNQ:19.5%;VOO:18.1%;TLT:13.8%;HYG:12.9%;BRK.B:19.4%;MSFT:16.2%
|
US:64.3;EU:10.8;APAC:9.5;EM:13.5;Other:1.9
|
Value:+0.1;Growth:-0.4;Quality:-0.9;Size:+0.5;Momentum:-0.3;LowVol:+0.3
| null | 5
| 35
| 4.9
|
trailing 9%
| 212
| 21
|
Sideways
| 16.5
| 4.02
| 3
| 137
| 20
| 65
| 42
| false
|
Sell
|
Trim extended winner -1%
| 15
| -36
|
BrokerC
|
MKT
| 92
| null | null |
Normal monitoring
| -23
| -7
| 79
| 3
| false
|
Increase defensive factor exposure
|
P0745
|
Opportunistic
|
Taxable
|
USD
|
2024-08-29
| 1,171,158
| 38,323
| 1,132,835
| 1
| 71.8
| 13
| 11.2
| 4
|
VNQ:21.5%;TSLA:10.8%;BND:21.5%;VOO:16.6%;AMZN:10.0%;HYG:19.6%
|
US:58.4;EU:21.3;APAC:11.5;EM:7.6;Other:1.1
|
Value:-0.8;Growth:-0.8;Quality:-0.1;Size:+0.5;Momentum:-0.1;LowVol:+0.8
|
NoDerivatives
| 6
| 30
| 4.5
|
hard 12%
| 213
| 32.5
|
Bull
| 11.5
| 4.83
| 3.2
| 73
| 100
| 100
| 51
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 24
| 12
|
BrokerD
|
LMT
| 92
| null | null |
Normal monitoring
| -24
| 0
| 28
| 3
| false
|
Monitor dispersion and breadth
|
P0746
|
Cautious
|
Roth
|
USD
|
2024-09-03
| 853,390
| 134,504
| 718,886
| 1
| 51
| 30.1
| 1
| 17.9
|
VOO:16.2%;IEF:26.1%;AMZN:28.8%;BND:28.8%
|
US:66.3;EU:7.1;APAC:17.9;EM:8.2;Other:0.4
|
Value:+0.1;Growth:0.0;Quality:-0.8;Size:+0.9;Momentum:+0.1;LowVol:+0.5
|
ESGOnly;MaxPos6%;NoMargin
| 10
| 30
| 4.9
|
trailing 8%
| 154
| 13.5
|
Volatile
| 20.7
| 4.55
| 2.7
| 152
| 33
| 55
| 57
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| -22
|
BrokerC
|
LMT
| 97
| null | null |
Normal monitoring
| 57
| -25
| 130
| 5
| false
|
Monitor dispersion and breadth
|
P0747
|
Opportunistic
|
IRA
|
USD
|
2024-10-05
| 1,067,895
| 74,969
| 992,926
| 1.08
| 61.9
| 11.1
| 20.7
| 6.3
|
HYG:19.8%;TLT:22.2%;MSFT:22.2%;VNQ:13.7%;VOO:22.2%
|
US:65.5;EU:10.1;APAC:9.7;EM:10.7;Other:4.0
|
Value:+0.5;Growth:+0.2;Quality:-0.7;Size:+0.8;Momentum:+0.2;LowVol:-0.7
|
MaxPos5%
| 5
| 25
| 4.1
|
hard 12%
| 232
| 29.8
|
Volatile
| 25.9
| 3.99
| 3.4
| 118
| 7
| 41
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| 7
|
BrokerB
|
MKT
| 96
| null | null |
Normal monitoring
| -60
| -6
| 10
| 5
| false
|
Monitor dispersion and breadth
|
P0748
|
Hands-off
|
Taxable
|
USD
|
2024-09-26
| 778,845
| 46,074
| 732,771
| 1
| 61.4
| 28.1
| 1.5
| 9
|
HYG:11.4%;IEF:20.3%;AMZN:14.6%;TLT:18.4%;GLD:15.0%;XLF:20.3%
|
US:66.5;EU:6.5;APAC:8.6;EM:13.1;Other:5.3
|
Value:-0.5;Growth:+0.8;Quality:+0.1;Size:+0.1;Momentum:+0.2;LowVol:-0.6
| null | 10
| 35
| 4.9
|
trailing 8%
| 116
| 16.9
|
Sideways
| 16.3
| 4.26
| 2.7
| 101
| 45
| 58
| 43
| false
|
Buy
|
Add to core equity +1%
| 29
| -24
|
BrokerD
|
LMT
| 92
| null | null |
Normal monitoring
| -31
| -32
| 84
| 3
| false
|
Tax-aware sells next window
|
P0749
|
Active
|
IRA
|
USD
|
2025-05-05
| 1,933,769
| 142,258
| 1,791,511
| 1
| 59.9
| 26.7
| 5.8
| 7.6
|
GLD:36.3%;XLF:36.3%;QQQ:27.3%
|
US:62.9;EU:20.4;APAC:9.2;EM:5.7;Other:1.8
|
Value:+0.2;Growth:-0.0;Quality:+0.3;Size:-0.7;Momentum:+0.4;LowVol:+0.8
| null | 6
| 25
| 4.8
|
trailing 9%
| 198
| 22.6
|
Sideways
| 18.6
| 4.65
| 3.3
| 137
| -13
| 54
| 62
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 3
| -15
|
BrokerA
|
LMT
| 93
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 20
| -60
| 148
| 4
| false
|
Tax-aware sells next window
|
P0750
|
Cautious
|
Trust
|
USD
|
2024-08-07
| 187,372
| 23,395
| 163,977
| 1
| 43.2
| 40.3
| 0
| 16.5
|
TLT:30.8%;GLD:22.4%;MUB:16.0%;AAPL:30.8%
|
US:64.7;EU:11.5;APAC:8.7;EM:14.5;Other:0.6
|
Value:+0.7;Growth:+0.9;Quality:+0.1;Size:-0.1;Momentum:-0.4;LowVol:0.0
|
NoMargin
| 8
| 35
| 4.4
|
trailing 8%
| 139
| 18.4
|
Volatile
| 27.7
| 3.63
| 2.3
| 150
| -50
| 18
| 60
| false
|
Buy
|
Add to core equity +1%
| -7
| 1
|
BrokerD
|
VWAP
| 89
| null | null |
Normal monitoring
| 50
| -41
| 155
| 4
| false
|
Tighten stops on momentum names
|
P0751
|
Cautious
|
Trust
|
USD
|
2025-08-15
| 659,612
| 69,194
| 590,418
| 1
| 36.2
| 32.5
| 15.8
| 15.5
|
GLD:20.2%;HYG:22.8%;BND:11.4%;TSLA:22.8%;MUB:22.8%
|
US:71.2;EU:9.8;APAC:6.3;EM:9.4;Other:3.3
|
Value:-0.8;Growth:-0.8;Quality:-0.3;Size:+0.2;Momentum:+0.5;LowVol:+0.3
|
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
| 8
| 30
| 5.1
|
hard 10%
| 142
| 15.9
|
Volatile
| 20.7
| 4.28
| 3.5
| 135
| 59
| 72
| 33
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| -17
|
BrokerB
|
MKT
| 88
| null | null |
Normal monitoring
| 16
| -31
| 37
| 5
| false
|
Tax-aware sells next window
|
P0752
|
Opportunistic
|
401k
|
USD
|
2025-04-02
| 714,758
| 32,554
| 682,204
| 1
| 67.2
| 17.6
| 6.3
| 8.9
|
AMZN:33.3%;VNQ:33.3%;HYG:33.3%
|
US:74.7;EU:7.7;APAC:9.3;EM:7.4;Other:0.9
|
Value:+0.6;Growth:-0.8;Quality:+1.0;Size:-0.7;Momentum:-0.7;LowVol:-0.1
|
MaxPos7%
| 6
| 25
| 5
|
hard 12%
| 215
| 30.5
|
Volatile
| 25.7
| 4.36
| 3.9
| 119
| -30
| 42
| 62
| false
|
Buy
|
Add to core equity +1%
| -7
| -9
|
BrokerC
|
VWAP
| 93
| null | null |
Normal monitoring
| -20
| 11
| 99
| 3
| false
|
Increase defensive factor exposure
|
P0753
|
Cautious
|
401k
|
USD
|
2025-04-21
| 222,499
| 24,693
| 197,806
| 1
| 47
| 41.1
| 0
| 11.9
|
BND:17.4%;AAPL:18.9%;HYG:21.4%;TLT:21.4%;AMZN:7.4%;GLD:13.5%
|
US:64.0;EU:13.6;APAC:12.8;EM:7.8;Other:1.9
|
Value:+1.0;Growth:-0.4;Quality:-0.4;Size:+0.4;Momentum:-0.7;LowVol:+0.9
|
MaxPos5%;NoDerivatives;NoMargin
| 5
| 35
| 3.2
|
trailing 8%
| 139
| 18.7
|
Bull
| 17.1
| 4.04
| 2.9
| 91
| 88
| 81
| 43
| false
|
Sell
|
Trim extended winner -1%
| 31
| -33
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| 51
| -4
| 147
| 4
| false
|
Tighten stops on momentum names
|
P0754
|
Cautious
|
IRA
|
USD
|
2024-12-29
| 583,274
| 64,101
| 519,173
| 1
| 43.3
| 35.2
| 4.2
| 17.3
|
MSFT:19.2%;AMZN:8.9%;IEF:13.7%;MUB:16.4%;XLF:20.9%;GLD:20.9%
|
US:63.1;EU:20.3;APAC:11.2;EM:5.3;Other:0.1
|
Value:-0.4;Growth:-0.0;Quality:-0.3;Size:-0.9;Momentum:+0.4;LowVol:+0.3
|
ESGOnly;NoMargin
| 7
| 25
| 4.2
|
hard 10%
| 109
| 17.6
|
Sideways
| 15
| 3.89
| 2.7
| 127
| 36
| 73
| 31
| false
|
NoAction
|
Within bands; monitor
| 13
| -16
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 70
| -58
| 104
| 4
| false
|
Monitor dispersion and breadth
|
P0755
|
Systematic
|
Taxable
|
USD
|
2025-08-20
| 624,827
| 31,000
| 593,827
| 1
| 58.1
| 20.2
| 13.6
| 8.1
|
TSLA:15.8%;BND:16.4%;HYG:15.6%;IEF:16.3%;QQQ:20.3%;BRK.B:15.5%
|
US:69.1;EU:14.8;APAC:6.5;EM:9.2;Other:0.4
|
Value:-0.4;Growth:-0.9;Quality:-0.5;Size:+0.1;Momentum:+0.8;LowVol:+0.5
|
MaxPos5%;NoDerivatives
| 5
| 35
| 4
|
hard 12%
| 213
| 24.1
|
Bear
| 27.9
| 3.32
| 1.7
| 174
| -21
| 54
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| -9
| -39
|
BrokerD
|
VWAP
| 97
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -3
| -53
| 16
| 3
| false
|
Tax-aware sells next window
|
P0756
|
Hands-off
|
401k
|
USD
|
2025-02-14
| 382,376
| 22,759
| 359,617
| 1
| 66.8
| 21.3
| 6.8
| 5.1
|
TSLA:33.3%;GLD:33.3%;TLT:33.3%
|
US:59.8;EU:22.4;APAC:8.2;EM:8.0;Other:1.7
|
Value:+0.9;Growth:+0.5;Quality:+0.5;Size:-0.9;Momentum:-0.1;LowVol:+0.8
|
NoDerivatives
| 7
| 25
| 4.3
|
trailing 8%
| 107
| 18.9
|
Sideways
| 14
| 4.91
| 2.7
| 90
| 37
| 74
| 55
| false
|
Sell
|
Trim extended winner -1%
| 29
| -11
|
BrokerB
|
LMT
| 94
| null | null |
Normal monitoring
| -40
| 9
| -44
| 3
| false
|
Within IPS guidelines
|
P0757
|
Opportunistic
|
401k
|
USD
|
2024-11-21
| 642,149
| 50,892
| 591,257
| 1
| 72.8
| 14.9
| 5.9
| 6.4
|
XLF:22.2%;AAPL:14.7%;QQQ:22.4%;VOO:18.2%;BND:22.4%
|
US:62.8;EU:17.1;APAC:7.9;EM:9.7;Other:2.5
|
Value:-0.1;Growth:-0.3;Quality:0.0;Size:-0.3;Momentum:-0.1;LowVol:-0.4
|
NoDerivatives
| 6
| 35
| 5.2
|
trailing 9%
| 225
| 26.7
|
Bear
| 27.5
| 4.13
| 2.7
| 212
| 6
| 67
| 77
| true
|
Rebalance
|
Rebalance back to target bands
| 2
| -33
|
BrokerD
|
VWAP
| 86
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| -15
| -54
| 93
| 5
| false
|
Increase defensive factor exposure
|
P0758
|
Systematic
|
401k
|
USD
|
2025-02-12
| 457,812
| 32,477
| 425,335
| 1
| 63.4
| 31.2
| 0
| 5.4
|
TSLA:36.1%;XLF:36.1%;BRK.B:27.9%
|
US:62.6;EU:18.8;APAC:10.8;EM:7.2;Other:0.6
|
Value:+0.1;Growth:+0.6;Quality:-0.9;Size:+0.6;Momentum:-0.1;LowVol:-0.1
|
NoDerivatives
| 6
| 25
| 5.5
|
hard 12%
| 173
| 21.2
|
Bull
| 16.5
| 3.82
| 3.2
| 97
| 116
| 96
| 53
| true
|
Hedge
|
Buy index puts 1% notional
| 9
| -40
|
BrokerB
|
MKT
| 96
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 93
| 10
| 196
| 2
| true
|
Tax-aware sells next window
|
P0759
|
Cautious
|
Trust
|
USD
|
2024-11-29
| 689,174
| 107,894
| 581,280
| 1
| 45.9
| 39.2
| 4.8
| 10.1
|
MUB:25.0%;AMZN:25.0%;BND:19.6%;BRK.B:15.6%;XLF:14.8%
|
US:61.7;EU:19.1;APAC:8.8;EM:9.4;Other:1.0
|
Value:+0.8;Growth:-0.8;Quality:-0.3;Size:-0.4;Momentum:-0.9;LowVol:-0.0
|
ESGOnly;NoMargin
| 8
| 25
| 3.2
|
trailing 8%
| 123
| 16.3
|
Bull
| 15
| 3.8
| 3.4
| 101
| 50
| 90
| 29
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -9
| -11
|
BrokerD
|
MKT
| 97
| null | null |
Normal monitoring
| 118
| -15
| 101
| 5
| false
|
Tighten stops on momentum names
|
P0760
|
Opportunistic
|
Trust
|
USD
|
2024-10-10
| 1,002,409
| 51,406
| 951,003
| 1
| 70.7
| 12.9
| 10.5
| 5.8
|
XLF:18.5%;IEF:13.0%;MSFT:10.7%;GLD:20.1%;BRK.B:19.3%;BND:18.5%
|
US:77.2;EU:12.4;APAC:5.2;EM:3.7;Other:1.5
|
Value:-0.8;Growth:+0.7;Quality:-0.1;Size:+0.7;Momentum:-0.2;LowVol:-0.3
|
MaxPos7%;NoDerivatives
| 7
| 35
| 4.4
|
trailing 7%
| 267
| 22.9
|
Bull
| 13.8
| 4.41
| 2.4
| 114
| 111
| 95
| 54
| true
|
Hedge
|
Buy index puts 1% notional
| -2
| -29
|
BrokerC
|
LMT
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 75
| -47
| 74
| 4
| false
|
Tax-aware sells next window
|
P0761
|
Hands-off
|
IRA
|
USD
|
2025-01-25
| 753,947
| 33,837
| 720,110
| 1
| 71.2
| 21.5
| 1.9
| 5.5
|
VOO:14.2%;MSFT:21.6%;TLT:21.6%;XLF:21.3%;IEF:21.4%
|
US:58.2;EU:18.0;APAC:6.5;EM:13.5;Other:3.8
|
Value:-0.4;Growth:-0.2;Quality:+0.4;Size:-0.6;Momentum:-0.1;LowVol:0.0
|
MaxPos7%;NoDerivatives
| 10
| 35
| 5.6
|
trailing 8%
| 132
| 12.8
|
Bear
| 27.8
| 4.22
| 2.1
| 137
| 29
| 63
| 88
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 24
| -23
|
BrokerB
|
LMT
| 92
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 52
| -52
| 12
| 2
| false
|
Tighten stops on momentum names
|
P0762
|
Hands-off
|
Roth
|
USD
|
2024-11-07
| 678,731
| 30,236
| 648,495
| 1
| 73.5
| 15
| 2
| 9.4
|
IEF:21.5%;TLT:8.7%;QQQ:13.2%;VOO:21.5%;GLD:13.7%;MSFT:21.5%
|
US:59.0;EU:10.6;APAC:14.9;EM:12.6;Other:3.0
|
Value:-0.5;Growth:-0.6;Quality:-0.4;Size:-0.4;Momentum:+1.0;LowVol:-0.6
|
ESGOnly;MaxPos5%
| 8
| 25
| 3.2
|
trailing 10%
| 145
| 15.5
|
Volatile
| 23
| 5.38
| 3.8
| 112
| 4
| 39
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 25
| -27
|
BrokerA
|
MKT
| 92
| null | null |
Normal monitoring
| -53
| -1
| 81
| 4
| false
|
Monitor dispersion and breadth
|
P0763
|
Opportunistic
|
Taxable
|
USD
|
2024-12-15
| 748,537
| 34,350
| 714,187
| 1.12
| 67.9
| 15.8
| 11.1
| 5.2
|
GLD:30.5%;MSFT:30.5%;VNQ:14.5%;BRK.B:24.6%
|
US:65.7;EU:12.6;APAC:10.4;EM:8.0;Other:3.3
|
Value:+0.8;Growth:-0.3;Quality:+0.3;Size:+0.6;Momentum:+0.4;LowVol:+0.2
| null | 10
| 35
| 4.3
|
trailing 7%
| 255
| 21.2
|
Bull
| 12.8
| 3.76
| 2.3
| 101
| 28
| 51
| 41
| false
|
Buy
|
Add to core equity +1%
| -15
| 1
|
BrokerD
|
LMT
| 96
| null | null |
Normal monitoring
| 15
| -24
| 5
| 5
| false
|
Monitor dispersion and breadth
|
P0764
|
Active
|
IRA
|
USD
|
2024-09-15
| 1,249,635
| 107,914
| 1,141,721
| 1
| 56.6
| 18.4
| 19.2
| 5.7
|
AMZN:25.0%;MUB:25.0%;XLF:25.0%;HYG:25.0%
|
US:62.9;EU:14.0;APAC:11.5;EM:9.6;Other:2.0
|
Value:+0.6;Growth:-0.0;Quality:+0.2;Size:-0.5;Momentum:-0.3;LowVol:-0.6
| null | 6
| 35
| 4.1
|
hard 12%
| 222
| 27.2
|
Volatile
| 21.9
| 5.43
| 2.3
| 119
| 58
| 77
| 63
| false
|
Buy
|
Add to core equity +1%
| -11
| 7
|
BrokerD
|
LMT
| 94
| null | null |
Normal monitoring
| -60
| -37
| -56
| 3
| false
|
Within IPS guidelines
|
P0765
|
Active
|
IRA
|
USD
|
2025-03-19
| 616,555
| 40,209
| 576,346
| 1
| 52.2
| 31.9
| 10
| 5.9
|
QQQ:9.2%;XLF:12.8%;TLT:22.9%;VNQ:12.1%;GLD:22.9%;VTI:20.2%
|
US:65.4;EU:16.6;APAC:10.7;EM:7.1;Other:0.2
|
Value:-0.8;Growth:-0.7;Quality:-0.9;Size:-0.1;Momentum:+0.4;LowVol:-0.1
|
NoDerivatives
| 10
| 30
| 5.5
|
trailing 8%
| 225
| 16.5
|
Volatile
| 21.6
| 4.96
| 2.5
| 148
| 69
| 83
| 61
| false
|
Sell
|
Trim extended winner -1%
| 16
| -30
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| -40
| -43
| -18
| 5
| false
|
Tax-aware sells next window
|
P0766
|
Cautious
|
Taxable
|
USD
|
2024-08-30
| 432,611
| 67,109
| 365,502
| 1
| 41.7
| 31
| 13.4
| 13.9
|
MSFT:10.5%;VOO:20.9%;QQQ:17.6%;MUB:16.9%;TLT:20.9%;VNQ:13.2%
|
US:65.4;EU:10.6;APAC:12.6;EM:7.0;Other:4.4
|
Value:-0.3;Growth:-0.8;Quality:-0.7;Size:+0.8;Momentum:+0.8;LowVol:+0.3
|
ESGOnly;NoMargin
| 7
| 30
| 3.9
|
hard 10%
| 127
| 17.9
|
Volatile
| 24.9
| 4.13
| 3.4
| 157
| 10
| 62
| 53
| false
|
Hedge
|
Add TLT +1% as duration hedge
| -10
| -9
|
BrokerD
|
LMT
| 89
| null | null |
Normal monitoring
| -22
| 9
| 93
| 5
| false
|
Monitor dispersion and breadth
|
P0767
|
Systematic
|
Roth
|
USD
|
2025-04-13
| 1,967,301
| 179,581
| 1,787,720
| 1
| 62.9
| 28.8
| 0
| 8.3
|
IEF:20.6%;VOO:7.1%;BND:20.6%;TLT:15.1%;TSLA:20.3%;GLD:16.2%
|
US:66.9;EU:15.0;APAC:10.5;EM:6.4;Other:1.2
|
Value:+0.4;Growth:+1.0;Quality:+0.2;Size:-0.2;Momentum:-0.2;LowVol:+0.8
| null | 8
| 35
| 4.8
|
trailing 8%
| 164
| 27.9
|
Volatile
| 30.1
| 3.51
| 2.3
| 145
| 79
| 87
| 78
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 7
| -3
|
BrokerA
|
MKT
| 86
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 114
| -30
| 139
| 2
| false
|
Tighten stops on momentum names
|
P0768
|
Opportunistic
|
Trust
|
USD
|
2025-03-18
| 1,550,132
| 116,354
| 1,433,778
| 1
| 66.5
| 15.6
| 11.4
| 6.5
|
HYG:21.4%;VNQ:22.2%;VOO:20.9%;AAPL:22.2%;BRK.B:13.3%
|
US:66.5;EU:5.5;APAC:14.5;EM:9.6;Other:3.9
|
Value:+0.4;Growth:+1.0;Quality:+0.6;Size:-0.5;Momentum:+1.0;LowVol:-0.2
|
NoDerivatives
| 5
| 25
| 5.7
|
hard 12%
| 198
| 23
|
Bull
| 15.6
| 4.62
| 2.3
| 86
| 105
| 88
| 42
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -9
| -32
|
BrokerB
|
VWAP
| 88
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 34
| -46
| 36
| 3
| false
|
Monitor dispersion and breadth
|
P0769
|
Systematic
|
Taxable
|
USD
|
2024-10-20
| 1,186,501
| 94,258
| 1,092,243
| 1
| 61.3
| 20.7
| 8.9
| 9.1
|
VOO:25.0%;QQQ:25.0%;TSLA:25.0%;GLD:25.0%
|
US:62.2;EU:8.5;APAC:10.5;EM:13.9;Other:4.9
|
Value:-0.9;Growth:+0.6;Quality:-0.9;Size:+0.6;Momentum:+0.4;LowVol:-0.9
|
MaxPos6%
| 7
| 35
| 5.9
|
trailing 9%
| 218
| 21.8
|
Bull
| 16.7
| 4.01
| 3
| 92
| 41
| 74
| 51
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -10
| -12
|
BrokerB
|
LMT
| 88
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 80
| -11
| 85
| 5
| false
|
Monitor dispersion and breadth
|
P0770
|
Opportunistic
|
IRA
|
USD
|
2024-07-18
| 1,062,817
| 40,739
| 1,022,078
| 1
| 60.8
| 10.4
| 24.8
| 4
|
AMZN:11.7%;HYG:21.2%;QQQ:17.6%;GLD:21.2%;VTI:17.6%;BND:10.7%
|
US:64.0;EU:15.1;APAC:12.0;EM:8.5;Other:0.4
|
Value:+0.9;Growth:+0.7;Quality:+0.9;Size:-0.0;Momentum:-0.6;LowVol:+0.6
| null | 10
| 30
| 6
|
hard 12%
| 253
| 31.3
|
Bear
| 32.1
| 4.26
| 1.8
| 160
| -94
| 12
| 79
| true
|
Hedge
|
Buy index puts 1% notional
| 14
| 3
|
BrokerD
|
LMT
| 88
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 47
| -55
| 41
| 2
| false
|
Monitor dispersion and breadth
|
P0771
|
Hands-off
|
401k
|
USD
|
2025-01-03
| 430,528
| 35,183
| 395,345
| 1
| 55.6
| 27.6
| 11.7
| 5.1
|
AAPL:19.3%;VTI:8.0%;MSFT:20.8%;GLD:14.1%;HYG:17.2%;VOO:20.6%
|
US:67.4;EU:16.7;APAC:9.7;EM:3.4;Other:2.7
|
Value:-0.5;Growth:-0.2;Quality:+0.8;Size:-0.6;Momentum:+0.3;LowVol:+0.8
|
MaxPos5%;NoDerivatives
| 8
| 30
| 5.5
|
trailing 10%
| 137
| 12.2
|
Bull
| 11.6
| 4.43
| 3.3
| 101
| 11
| 62
| 46
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -9
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| 104
| -12
| 200
| 5
| false
|
Within IPS guidelines
|
P0772
|
Opportunistic
|
Trust
|
USD
|
2025-11-21
| 982,522
| 53,786
| 928,736
| 1.18
| 70.7
| 17.3
| 7.4
| 4.5
|
GLD:24.8%;VOO:18.3%;TSLA:11.3%;MUB:20.7%;VNQ:24.8%
|
US:61.6;EU:10.6;APAC:14.4;EM:12.6;Other:0.9
|
Value:+0.7;Growth:-0.3;Quality:-0.9;Size:+0.8;Momentum:-0.8;LowVol:-0.6
| null | 7
| 35
| 6.3
|
trailing 7%
| 263
| 23.2
|
Bull
| 16.3
| 3.8
| 2.7
| 85
| 35
| 59
| 48
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| 4
|
BrokerC
|
LMT
| 92
| null | null |
Normal monitoring
| 75
| -2
| 184
| 5
| false
|
Monitor dispersion and breadth
|
P0773
|
Active
|
Trust
|
USD
|
2025-03-19
| 893,617
| 54,115
| 839,502
| 1.1
| 63.8
| 21.3
| 6.7
| 8.2
|
AMZN:33.3%;HYG:33.3%;BRK.B:33.3%
|
US:67.8;EU:11.0;APAC:9.2;EM:6.3;Other:5.6
|
Value:+0.3;Growth:-0.5;Quality:-0.7;Size:+0.5;Momentum:-0.1;LowVol:-0.4
| null | 10
| 35
| 5.6
|
trailing 8%
| 179
| 23.2
|
Volatile
| 27.8
| 5.36
| 2.9
| 150
| -33
| 45
| 68
| false
|
Buy
|
Add to core equity +1%
| 35
| -2
|
BrokerD
|
LMT
| 97
| null | null |
Normal monitoring
| 63
| 18
| 24
| 3
| false
|
Increase defensive factor exposure
|
P0774
|
Cautious
|
401k
|
USD
|
2025-04-08
| 597,409
| 57,358
| 540,051
| 1
| 47.7
| 39.2
| 0
| 13.1
|
BND:22.7%;BRK.B:22.7%;IEF:14.3%;VNQ:22.7%;XLF:17.4%
|
US:64.0;EU:7.6;APAC:14.7;EM:9.4;Other:4.2
|
Value:+0.1;Growth:-0.9;Quality:+0.8;Size:+0.1;Momentum:-0.0;LowVol:+1.0
|
ESGOnly;NoDerivatives;NoMargin
| 8
| 25
| 3.1
|
hard 10%
| 119
| 14.3
|
Bull
| 13.6
| 4.61
| 3.2
| 87
| 108
| 100
| 35
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| 9
|
BrokerD
|
MKT
| 95
| null | null |
Normal monitoring
| -31
| -55
| 62
| 3
| false
|
Within IPS guidelines
|
P0775
|
Active
|
Taxable
|
USD
|
2024-08-06
| 1,895,835
| 132,031
| 1,763,804
| 1
| 61.7
| 28.8
| 4.4
| 5
|
AMZN:25.2%;GLD:25.2%;MUB:25.2%;MSFT:24.3%
|
US:69.7;EU:9.2;APAC:13.6;EM:3.8;Other:3.6
|
Value:+0.1;Growth:+0.7;Quality:-0.1;Size:-0.7;Momentum:-0.9;LowVol:+0.2
|
NoDerivatives
| 8
| 25
| 4.6
|
trailing 9%
| 191
| 27
|
Sideways
| 17
| 4.24
| 2.6
| 121
| 30
| 61
| 42
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 23
| -34
|
BrokerB
|
MKT
| 92
| null | null |
Normal monitoring
| 38
| -23
| 84
| 5
| false
|
Tax-aware sells next window
|
P0776
|
Cautious
|
401k
|
USD
|
2024-10-27
| 356,773
| 39,424
| 317,349
| 1
| 35
| 38
| 12.1
| 14.8
|
TSLA:33.3%;MUB:33.3%;GLD:33.3%
|
US:63.7;EU:13.5;APAC:12.7;EM:5.3;Other:4.9
|
Value:+0.3;Growth:+0.2;Quality:+0.6;Size:-0.2;Momentum:-0.3;LowVol:+0.7
|
NoMargin
| 6
| 25
| 4.8
|
trailing 10%
| 104
| 18.6
|
Bull
| 11.5
| 4.88
| 2.7
| 70
| 75
| 97
| 17
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 22
| 15
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| 10
| -58
| 145
| 4
| false
|
Monitor dispersion and breadth
|
P0777
|
Opportunistic
|
Taxable
|
USD
|
2024-12-12
| 810,179
| 40,712
| 769,467
| 1.07
| 70.1
| 20
| 1.1
| 8.7
|
MUB:11.0%;TLT:23.2%;QQQ:23.0%;AAPL:19.6%;IEF:23.2%
|
US:73.2;EU:6.4;APAC:13.1;EM:3.1;Other:4.2
|
Value:-0.2;Growth:+0.1;Quality:-0.5;Size:-0.6;Momentum:-0.7;LowVol:-0.1
| null | 7
| 35
| 5.8
|
hard 12%
| 173
| 28.8
|
Bear
| 29
| 4.3
| 2.7
| 185
| -79
| 23
| 88
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| -14
| -22
|
BrokerB
|
VWAP
| 96
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 58
| 14
| 125
| 5
| false
|
Tax-aware sells next window
|
P0778
|
Hands-off
|
IRA
|
USD
|
2025-01-27
| 766,146
| 70,662
| 695,484
| 1
| 63.2
| 17.5
| 9.6
| 9.7
|
GLD:24.3%;VOO:10.7%;TSLA:24.3%;XLF:16.5%;QQQ:24.3%
|
US:70.0;EU:7.5;APAC:10.1;EM:10.8;Other:1.6
|
Value:+0.7;Growth:-0.7;Quality:+0.4;Size:+0.7;Momentum:+1.0;LowVol:-0.1
|
MaxPos8%
| 7
| 30
| 5.9
|
hard 10%
| 170
| 15.8
|
Volatile
| 21.5
| 4.86
| 2.7
| 132
| 40
| 63
| 60
| false
|
NoAction
|
Within bands; monitor
| -3
| -27
|
BrokerB
|
MKT
| 0
| null | null |
Normal monitoring
| -55
| -11
| -11
| 5
| false
|
Increase defensive factor exposure
|
P0779
|
Active
|
Trust
|
USD
|
2025-04-14
| 1,757,731
| 141,920
| 1,615,811
| 1
| 55.2
| 29.8
| 6.8
| 8.2
|
IEF:12.3%;QQQ:21.4%;GLD:18.2%;AMZN:18.6%;TLT:21.4%;VTI:8.1%
|
US:74.6;EU:5.1;APAC:8.0;EM:10.4;Other:1.9
|
Value:-0.7;Growth:+0.3;Quality:+0.7;Size:+0.5;Momentum:-0.9;LowVol:-0.2
|
NoDerivatives
| 5
| 35
| 4.4
|
trailing 8%
| 221
| 24.8
|
Bull
| 12.9
| 4.06
| 2.9
| 91
| 14
| 69
| 28
| false
|
Buy
|
Add to core equity +1%
| 2
| -20
|
BrokerA
|
LMT
| 97
| null | null |
Normal monitoring
| 87
| 3
| 166
| 4
| false
|
Within IPS guidelines
|
P0780
|
Opportunistic
|
Trust
|
USD
|
2025-12-07
| 1,745,289
| 102,766
| 1,642,523
| 1
| 67.8
| 14.5
| 9.3
| 8.4
|
MSFT:17.3%;TLT:17.1%;VOO:18.1%;AMZN:13.3%;MUB:13.4%;AAPL:20.8%
|
US:73.0;EU:6.6;APAC:10.4;EM:4.8;Other:5.2
|
Value:+0.5;Growth:-0.2;Quality:-0.8;Size:-0.6;Momentum:-0.8;LowVol:-0.6
| null | 5
| 25
| 4.2
|
hard 12%
| 172
| 26.7
|
Volatile
| 21.8
| 4.34
| 2.5
| 118
| -22
| 41
| 54
| true
|
Rebalance
|
Rebalance back to target bands
| 30
| -29
|
BrokerA
|
MKT
| 99
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 20
| -9
| 8
| 2
| false
|
Increase defensive factor exposure
|
P0781
|
Hands-off
|
Roth
|
USD
|
2025-08-28
| 848,149
| 74,107
| 774,042
| 1
| 68.5
| 25.8
| 0
| 5.7
|
AMZN:21.9%;IEF:21.7%;MSFT:18.7%;TLT:15.9%;MUB:21.9%
|
US:65.0;EU:17.7;APAC:6.4;EM:10.6;Other:0.4
|
Value:+0.8;Growth:+0.5;Quality:+0.1;Size:+0.3;Momentum:-0.5;LowVol:-0.0
| null | 10
| 25
| 3.3
|
trailing 10%
| 125
| 15.1
|
Volatile
| 26.9
| 5.26
| 4.4
| 156
| -19
| 34
| 84
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 17
| -29
|
BrokerA
|
LMT
| 100
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 99
| -50
| 63
| 5
| false
|
Monitor dispersion and breadth
|
P0782
|
Active
|
Roth
|
USD
|
2025-07-20
| 771,459
| 54,631
| 716,828
| 1
| 58.6
| 20.3
| 15.2
| 5.9
|
HYG:34.1%;BRK.B:31.7%;QQQ:34.1%
|
US:69.0;EU:12.0;APAC:10.6;EM:4.7;Other:3.7
|
Value:+0.2;Growth:-0.1;Quality:-0.9;Size:-0.3;Momentum:+1.0;LowVol:+0.4
|
MaxPos5%
| 10
| 35
| 4.4
|
hard 12%
| 198
| 18.7
|
Volatile
| 24.4
| 4.69
| 3.7
| 143
| 17
| 44
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 33
| 5
|
BrokerB
|
LMT
| 96
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| -13
| 4
| -4
| 5
| false
|
Tax-aware sells next window
|
P0783
|
Opportunistic
|
Roth
|
USD
|
2025-04-26
| 1,233,698
| 48,736
| 1,184,962
| 1
| 75.3
| 18.1
| 0
| 6.6
|
TSLA:27.0%;HYG:27.0%;BRK.B:18.9%;XLF:27.0%
|
US:63.8;EU:15.4;APAC:9.6;EM:10.1;Other:1.0
|
Value:-0.6;Growth:+0.8;Quality:+0.1;Size:+0.4;Momentum:+0.4;LowVol:+0.1
|
NoDerivatives
| 8
| 25
| 6.5
|
trailing 9%
| 176
| 23.1
|
Bull
| 14.1
| 3.63
| 3.3
| 86
| 68
| 79
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 3
| -10
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 57
| -39
| 35
| 5
| false
|
Increase defensive factor exposure
|
P0784
|
Hands-off
|
401k
|
USD
|
2024-11-28
| 460,755
| 28,579
| 432,176
| 1
| 67.1
| 23.9
| 0
| 9
|
TSLA:28.6%;MUB:28.6%;BRK.B:28.6%;HYG:14.2%
|
US:64.3;EU:21.3;APAC:6.3;EM:5.9;Other:2.3
|
Value:+0.6;Growth:-0.3;Quality:+0.2;Size:-0.9;Momentum:+0.2;LowVol:-0.7
|
MaxPos7%
| 8
| 30
| 4.2
|
hard 10%
| 167
| 12
|
Volatile
| 30.2
| 5.06
| 3.8
| 139
| -20
| 33
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 14
| -39
|
BrokerD
|
MKT
| 99
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| -21
| 8
| -20
| 3
| false
|
Monitor dispersion and breadth
|
P0785
|
Cautious
|
Trust
|
USD
|
2024-09-09
| 878,236
| 81,906
| 796,330
| 1
| 50.2
| 34.7
| 0
| 15.1
|
VTI:34.0%;IEF:34.0%;BND:32.0%
|
US:68.0;EU:16.1;APAC:11.4;EM:3.9;Other:0.7
|
Value:+0.1;Growth:+1.0;Quality:-0.2;Size:+0.2;Momentum:-0.4;LowVol:+0.6
|
NoDerivatives;NoMargin
| 10
| 25
| 6
|
trailing 8%
| 149
| 18.2
|
Sideways
| 14.6
| 4.45
| 3
| 117
| 53
| 88
| 39
| true
|
Hedge
|
Buy index puts 1% notional
| -14
| 2
|
BrokerD
|
MKT
| 97
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 67
| -14
| 45
| 2
| false
|
Within IPS guidelines
|
P0786
|
Opportunistic
|
Trust
|
USD
|
2024-07-20
| 1,019,581
| 64,582
| 954,999
| 1
| 71.7
| 20.8
| 3
| 4.5
|
GLD:17.1%;TLT:23.0%;QQQ:11.0%;VTI:13.5%;AAPL:23.0%;XLF:12.4%
|
US:65.8;EU:11.1;APAC:8.9;EM:10.2;Other:4.0
|
Value:+0.6;Growth:-0.0;Quality:-0.9;Size:+0.6;Momentum:+0.7;LowVol:-0.7
|
NoDerivatives
| 8
| 25
| 5.8
|
trailing 7%
| 222
| 21.8
|
Bull
| 11.9
| 3.67
| 2.1
| 78
| 73
| 78
| 55
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -13
| 0
|
BrokerB
|
LMT
| 95
| null | null |
Normal monitoring
| -52
| -7
| 35
| 4
| false
|
Within IPS guidelines
|
P0787
|
Systematic
|
401k
|
USD
|
2024-09-13
| 891,177
| 41,650
| 849,527
| 1
| 63.6
| 27.8
| 0
| 8.6
|
MSFT:33.3%;AAPL:33.3%;HYG:33.3%
|
US:67.7;EU:16.0;APAC:7.1;EM:4.8;Other:4.4
|
Value:-0.3;Growth:-0.1;Quality:-0.5;Size:+0.2;Momentum:+0.5;LowVol:-0.0
|
MaxPos6%
| 8
| 35
| 4.5
|
trailing 8%
| 145
| 24.7
|
Bear
| 30.8
| 3.31
| 1.8
| 217
| 16
| 62
| 71
| true
|
Hedge
|
Buy index puts 1% notional
| 26
| 2
|
BrokerD
|
MKT
| 98
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 116
| -20
| 107
| 3
| false
|
Tighten stops on momentum names
|
P0788
|
Hands-off
|
Roth
|
USD
|
2025-02-05
| 683,554
| 30,884
| 652,670
| 1
| 66.8
| 19.3
| 4.9
| 9
|
VTI:9.9%;TSLA:11.5%;IEF:20.4%;VNQ:21.2%;MUB:16.1%;AMZN:20.9%
|
US:70.7;EU:8.9;APAC:10.2;EM:6.4;Other:3.8
|
Value:-1.0;Growth:-0.7;Quality:+0.6;Size:-0.8;Momentum:-0.2;LowVol:+0.4
|
ESGOnly;MaxPos8%
| 8
| 35
| 3.3
|
trailing 10%
| 141
| 18
|
Volatile
| 22.3
| 4.46
| 4.5
| 111
| 28
| 60
| 59
| false
|
Buy
|
Add to core equity +1%
| 27
| -25
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| 87
| -54
| 51
| 5
| false
|
Within IPS guidelines
|
P0789
|
Cautious
|
IRA
|
USD
|
2024-12-19
| 697,140
| 92,328
| 604,812
| 1
| 46.6
| 35
| 5.7
| 12.7
|
GLD:35.0%;AAPL:30.0%;QQQ:35.0%
|
US:72.5;EU:8.0;APAC:7.8;EM:10.3;Other:1.4
|
Value:+0.3;Growth:+0.1;Quality:-0.4;Size:+1.0;Momentum:-0.5;LowVol:-0.5
|
NoMargin
| 8
| 30
| 3.6
|
trailing 8%
| 162
| 19.6
|
Sideways
| 18.6
| 3.96
| 3.2
| 137
| 1
| 36
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 0
| -5
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| -45
| -18
| -50
| 3
| false
|
Increase defensive factor exposure
|
P0790
|
Opportunistic
|
Trust
|
USD
|
2025-06-11
| 368,879
| 28,924
| 339,955
| 1
| 73.2
| 21.6
| 0
| 5.2
|
MSFT:25.6%;AMZN:12.4%;AAPL:16.6%;VNQ:25.6%;TLT:19.8%
|
US:63.6;EU:9.3;APAC:15.0;EM:6.9;Other:5.2
|
Value:+0.5;Growth:-0.5;Quality:-0.6;Size:-0.2;Momentum:+0.4;LowVol:-0.4
|
MaxPos7%
| 10
| 25
| 5.1
|
trailing 7%
| 204
| 21.5
|
Sideways
| 18.6
| 4.27
| 3.1
| 107
| -15
| 47
| 69
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -14
| 8
|
BrokerD
|
LMT
| 88
| null | null |
Normal monitoring
| 94
| -48
| 212
| 3
| false
|
Increase defensive factor exposure
|
P0791
|
Cautious
|
Roth
|
USD
|
2025-06-12
| 482,774
| 68,968
| 413,806
| 1
| 43.5
| 34
| 5.7
| 16.8
|
GLD:11.8%;MUB:18.6%;VNQ:16.0%;XLF:26.8%;QQQ:26.8%
|
US:60.5;EU:19.2;APAC:10.8;EM:9.2;Other:0.3
|
Value:-0.6;Growth:-0.1;Quality:-0.6;Size:-0.7;Momentum:-0.6;LowVol:-0.3
|
ESGOnly;NoMargin
| 8
| 30
| 5.3
|
trailing 8%
| 133
| 13.7
|
Volatile
| 21.3
| 4.4
| 2.9
| 168
| 42
| 66
| 45
| false
|
Sell
|
Trim extended winner -1%
| -8
| -16
|
BrokerD
|
VWAP
| 93
| null | null |
Normal monitoring
| -48
| -49
| 72
| 4
| false
|
Within IPS guidelines
|
P0792
|
Cautious
|
Trust
|
USD
|
2024-08-24
| 205,260
| 22,718
| 182,542
| 1
| 36.3
| 39.6
| 12.8
| 11.3
|
VNQ:11.7%;BND:13.7%;MUB:20.8%;GLD:12.2%;AMZN:20.8%;XLF:20.8%
|
US:58.7;EU:15.8;APAC:10.2;EM:11.4;Other:3.9
|
Value:+0.3;Growth:-0.7;Quality:+0.7;Size:+0.1;Momentum:+0.1;LowVol:+1.0
|
MaxPos6%;NoDerivatives;NoMargin
| 10
| 30
| 4.2
|
trailing 8%
| 150
| 15.4
|
Sideways
| 14.4
| 3.57
| 2.7
| 124
| -3
| 40
| 35
| true
|
Hedge
|
Buy index puts 1% notional
| -13
| -4
|
BrokerC
|
LMT
| 91
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 38
| -49
| 149
| 5
| false
|
Within IPS guidelines
|
P0793
|
Cautious
|
Taxable
|
USD
|
2025-07-17
| 498,063
| 79,594
| 418,469
| 1
| 42.1
| 36.1
| 10.5
| 11.2
|
TSLA:18.6%;GLD:24.0%;TLT:11.3%;QQQ:24.0%;VNQ:9.8%;XLF:12.3%
|
US:69.9;EU:14.0;APAC:7.8;EM:7.8;Other:0.6
|
Value:-0.0;Growth:-0.1;Quality:-0.9;Size:+0.2;Momentum:+0.9;LowVol:-0.5
|
ESGOnly;NoMargin
| 10
| 25
| 4.7
|
trailing 10%
| 146
| 16
|
Sideways
| 16.4
| 4.29
| 3.4
| 106
| 24
| 52
| 41
| false
|
Sell
|
Trim extended winner -1%
| 7
| -14
|
BrokerA
|
LMT
| 93
| null | null |
Normal monitoring
| 64
| -49
| 96
| 4
| false
|
Increase defensive factor exposure
|
P0794
|
Systematic
|
Taxable
|
USD
|
2024-09-08
| 1,573,387
| 93,228
| 1,480,159
| 1
| 61.8
| 28.1
| 0.8
| 9.3
|
QQQ:22.7%;MUB:7.7%;AAPL:22.7%;TLT:14.0%;GLD:10.1%;VOO:22.7%
|
US:60.2;EU:17.8;APAC:11.9;EM:6.2;Other:4.0
|
Value:-0.7;Growth:+0.7;Quality:-0.2;Size:+0.6;Momentum:+0.3;LowVol:-0.3
|
MaxPos7%;NoDerivatives
| 7
| 25
| 4.8
|
trailing 8%
| 135
| 17.3
|
Sideways
| 17.4
| 4.38
| 3.4
| 97
| 7
| 61
| 45
| false
|
Sell
|
Trim extended winner -1%
| 4
| -17
|
BrokerB
|
LMT
| 93
| null | null |
Normal monitoring
| 41
| 19
| 49
| 3
| false
|
Within IPS guidelines
|
P0795
|
Active
|
IRA
|
USD
|
2025-11-27
| 2,303,161
| 178,958
| 2,124,203
| 1
| 50
| 24.8
| 18.8
| 6.4
|
MUB:23.3%;GLD:22.4%;VNQ:23.3%;QQQ:10.2%;MSFT:20.7%
|
US:75.9;EU:9.1;APAC:6.6;EM:5.6;Other:2.8
|
Value:+0.6;Growth:+0.6;Quality:-0.0;Size:0.0;Momentum:+0.3;LowVol:-0.4
|
MaxPos7%
| 10
| 25
| 5
|
trailing 8%
| 163
| 17.1
|
Bull
| 14.6
| 4.37
| 2.8
| 120
| 9
| 57
| 42
| false
|
Sell
|
Trim extended winner -1%
| 20
| -1
|
BrokerB
|
LMT
| 96
| null | null |
Normal monitoring
| 22
| -6
| 58
| 4
| false
|
Tighten stops on momentum names
|
P0796
|
Opportunistic
|
Taxable
|
USD
|
2024-11-28
| 1,635,496
| 101,950
| 1,533,546
| 1.15
| 65.7
| 17.1
| 9.4
| 7.8
|
VTI:33.3%;BRK.B:33.3%;AMZN:33.3%
|
US:61.6;EU:16.6;APAC:13.1;EM:8.0;Other:0.7
|
Value:+0.8;Growth:-0.7;Quality:-0.8;Size:+0.3;Momentum:+0.9;LowVol:+0.4
| null | 6
| 25
| 6
|
trailing 9%
| 204
| 34.1
|
Volatile
| 25.8
| 3.86
| 2.8
| 116
| 44
| 64
| 71
| true
|
Hedge
|
Buy index puts 1% notional
| 30
| -1
|
BrokerD
|
MKT
| 88
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 71
| -37
| 80
| 5
| false
|
Monitor dispersion and breadth
|
P0797
|
Opportunistic
|
Taxable
|
USD
|
2025-06-17
| 342,322
| 14,630
| 327,692
| 1
| 74
| 12.1
| 9.2
| 4.7
|
VTI:16.7%;BRK.B:21.7%;HYG:21.7%;IEF:21.7%;AMZN:18.2%
|
US:62.1;EU:18.2;APAC:9.9;EM:9.2;Other:0.6
|
Value:-0.3;Growth:-0.2;Quality:-0.6;Size:+0.5;Momentum:+0.2;LowVol:+0.6
| null | 10
| 25
| 4.1
|
trailing 7%
| 232
| 22.7
|
Bull
| 11.2
| 5
| 2.4
| 73
| 103
| 100
| 50
| true
|
Rebalance
|
Rebalance back to target bands
| 32
| -12
|
BrokerD
|
MKT
| 93
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 71
| -46
| 31
| 2
| true
|
Tax-aware sells next window
|
P0798
|
Systematic
|
401k
|
USD
|
2025-01-23
| 1,548,345
| 70,014
| 1,478,331
| 1
| 60.9
| 26.8
| 6.1
| 6.2
|
QQQ:23.3%;AAPL:21.2%;BND:23.3%;VTI:19.4%;TLT:12.9%
|
US:66.3;EU:13.2;APAC:9.4;EM:8.0;Other:3.1
|
Value:+0.1;Growth:-0.8;Quality:+0.8;Size:+0.4;Momentum:+0.1;LowVol:+0.6
| null | 8
| 25
| 4.8
|
hard 12%
| 132
| 17.5
|
Volatile
| 30.1
| 3.78
| 2
| 163
| 28
| 58
| 81
| true
|
Rebalance
|
Rebalance back to target bands
| 4
| 14
|
BrokerC
|
MKT
| 100
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 109
| 2
| 242
| 5
| true
|
Tighten stops on momentum names
|
P0799
|
Active
|
Taxable
|
USD
|
2024-08-26
| 1,480,441
| 165,323
| 1,315,118
| 1
| 63.4
| 23.5
| 3.3
| 9.8
|
AMZN:23.2%;IEF:23.2%;VOO:23.2%;MSFT:12.7%;TSLA:17.7%
|
US:66.3;EU:17.0;APAC:10.8;EM:4.4;Other:1.4
|
Value:+0.8;Growth:+0.4;Quality:-0.8;Size:+0.2;Momentum:+1.0;LowVol:-1.0
| null | 6
| 30
| 5
|
hard 12%
| 169
| 18.8
|
Volatile
| 31.3
| 5
| 2.6
| 136
| 57
| 74
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 14
| -12
|
BrokerA
|
VWAP
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 21
| 6
| 17
| 5
| false
|
Monitor dispersion and breadth
|
P0800
|
Opportunistic
|
Trust
|
USD
|
2025-03-30
| 1,446,948
| 88,713
| 1,358,235
| 1.22
| 60.5
| 20.8
| 13.1
| 5.6
|
HYG:22.5%;XLF:22.6%;MSFT:12.8%;TSLA:22.6%;GLD:19.5%
|
US:71.3;EU:13.0;APAC:6.4;EM:5.4;Other:4.0
|
Value:-0.8;Growth:+0.8;Quality:-0.0;Size:-0.1;Momentum:-0.3;LowVol:+0.8
| null | 8
| 35
| 5.3
|
trailing 9%
| 265
| 21.4
|
Volatile
| 21.7
| 5.43
| 4.4
| 136
| 48
| 85
| 54
| false
|
Sell
|
Trim extended winner -1%
| 28
| -16
|
BrokerD
|
MKT
| 96
| null | null |
Normal monitoring
| 71
| -31
| 59
| 4
| false
|
Increase defensive factor exposure
|
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