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
P7301
Hands-off
Roth
USD
2024-11-25
564,199
55,721
508,478
1
68.1
19.9
5
7
TSLA:22.2%;XLF:20.8%;BND:28.5%;VOO:28.5%
US:72.1;EU:7.0;APAC:11.3;EM:5.5;Other:4.1
Value:+0.8;Growth:+0.9;Quality:-0.3;Size:-0.6;Momentum:-0.1;LowVol:-0.2
ESGOnly
7
30
3.4
hard 10%
163
17.9
Bull
11.8
3.94
2.7
110
73
98
46
true
Hedge
Buy index puts 1% notional
26
-31
BrokerD
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-25
-1
-40
5
false
Monitor dispersion and breadth
P7302
Hands-off
IRA
USD
2025-02-02
429,565
41,414
388,151
1
61.4
16.8
14
7.8
VNQ:18.4%;GLD:13.8%;BRK.B:20.1%;IEF:7.2%;TSLA:19.9%;BND:20.6%
US:63.1;EU:17.6;APAC:12.1;EM:3.8;Other:3.4
Value:+0.7;Growth:+0.7;Quality:+0.2;Size:+0.2;Momentum:+0.2;LowVol:+0.9
ESGOnly
6
35
4.3
trailing 8%
115
14
Bull
14.5
4.23
3.4
95
20
59
44
false
Rebalance
Shift +1% to bonds from equity
31
12
BrokerD
MKT
90
null
null
Normal monitoring
120
-33
194
4
false
Tax-aware sells next window
P7303
Opportunistic
IRA
USD
2025-04-30
575,137
49,803
525,334
1
70.2
13.3
10.7
5.7
VNQ:6.2%;QQQ:21.4%;XLF:21.4%;MSFT:9.9%;BRK.B:21.4%;MUB:19.8%
US:76.9;EU:5.7;APAC:8.7;EM:5.4;Other:3.2
Value:+0.4;Growth:-1.0;Quality:-0.8;Size:+0.6;Momentum:+0.3;LowVol:-0.1
NoDerivatives
7
35
4.4
trailing 9%
244
30.3
Bear
25.8
3.16
1.7
131
27
58
83
true
Hedge
Buy index puts 1% notional
33
3
BrokerD
VWAP
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
78
-1
65
4
false
Tax-aware sells next window
P7304
Systematic
Trust
USD
2024-11-28
785,749
45,609
740,140
1
60.1
33.1
0.4
6.4
VNQ:18.5%;IEF:20.5%;BND:23.4%;VOO:14.2%;TSLA:23.4%
US:63.3;EU:17.3;APAC:9.8;EM:7.3;Other:2.3
Value:-0.7;Growth:+0.1;Quality:-0.8;Size:-0.9;Momentum:+0.4;LowVol:0.0
MaxPos6%
5
35
4.6
hard 12%
186
20.3
Bear
28.8
3.54
2.4
136
-48
33
70
false
Rebalance
Shift +1% to bonds from equity
19
-1
BrokerD
MKT
86
null
null
Normal monitoring
7
-14
131
5
false
Tighten stops on momentum names
P7305
Systematic
Taxable
USD
2025-07-12
932,318
45,358
886,960
1
57.4
34
3.3
5.3
GLD:6.0%;AMZN:21.5%;XLF:19.5%;TLT:10.0%;BRK.B:21.5%;MUB:21.5%
US:64.0;EU:15.7;APAC:11.2;EM:6.7;Other:2.5
Value:-0.5;Growth:+0.5;Quality:-0.1;Size:-0.9;Momentum:-1.0;LowVol:-0.5
NoDerivatives
6
25
5.4
trailing 9%
207
23.9
Bull
16
3.8
3.3
103
63
88
40
false
Sell
Trim extended winner -1%
27
-15
BrokerB
LMT
87
null
null
Normal monitoring
16
-36
123
3
false
Within IPS guidelines
P7306
Hands-off
Trust
USD
2025-09-16
623,843
33,297
590,546
1
60.1
27.7
2.4
9.8
AAPL:20.0%;BRK.B:16.8%;AMZN:15.7%;TSLA:14.7%;VOO:20.2%;VNQ:12.7%
US:69.1;EU:10.5;APAC:12.7;EM:4.6;Other:3.1
Value:-0.2;Growth:-0.7;Quality:-1.0;Size:-0.8;Momentum:-0.6;LowVol:-0.1
NoDerivatives
6
35
5.6
trailing 8%
159
14.1
Sideways
15.9
3.61
3.1
123
-18
47
41
false
Sell
Trim extended winner -1%
28
12
BrokerB
LMT
85
null
null
Normal monitoring
47
-19
39
5
false
Tighten stops on momentum names
P7307
Cautious
Roth
USD
2025-08-27
402,159
35,345
366,814
1
49.1
37.4
0
13.5
VTI:33.3%;AAPL:33.3%;XLF:33.3%
US:62.1;EU:18.0;APAC:11.9;EM:4.1;Other:3.8
Value:-0.6;Growth:-0.6;Quality:+0.9;Size:-0.1;Momentum:-0.5;LowVol:-0.3
MaxPos8%;NoMargin
10
25
3.4
trailing 8%
143
12.2
Sideways
18.8
4.77
3
96
-24
29
56
false
Rebalance
Shift +1% to bonds from equity
7
-7
BrokerC
LMT
99
null
null
Normal monitoring
27
5
56
5
false
Tax-aware sells next window
P7308
Active
Trust
USD
2025-03-01
1,780,995
202,867
1,578,128
1
55.2
30.4
5.3
9
GLD:35.1%;BRK.B:35.1%;MSFT:29.8%
US:74.1;EU:6.7;APAC:8.9;EM:5.7;Other:4.5
Value:+0.4;Growth:-0.6;Quality:-0.2;Size:+0.9;Momentum:-0.2;LowVol:-0.4
MaxPos8%;NoDerivatives
5
35
4.4
hard 12%
167
22.1
Bull
13.6
4.52
2.5
91
98
100
32
false
Hedge
Add TLT +1% as duration hedge
5
-20
BrokerC
MKT
99
null
null
Normal monitoring
90
-18
148
4
false
Tax-aware sells next window
P7309
Hands-off
401k
USD
2024-08-13
342,319
22,652
319,667
1
64.7
24.1
4.2
7.1
VNQ:26.5%;VTI:26.5%;MUB:20.6%;BND:26.5%
US:64.9;EU:10.1;APAC:13.1;EM:7.5;Other:4.4
Value:-0.7;Growth:-0.2;Quality:+0.5;Size:+0.9;Momentum:-0.9;LowVol:+0.1
ESGOnly;MaxPos5%
10
30
5.8
trailing 8%
119
16.6
Sideways
20.7
4.66
2.5
127
9
58
51
false
Rebalance
Shift +1% to bonds from equity
-1
-27
BrokerD
MKT
86
null
null
Normal monitoring
54
-59
186
3
false
Within IPS guidelines
P7310
Systematic
IRA
USD
2025-06-22
1,540,497
75,345
1,465,152
1
59.4
33.2
0
7.4
BND:28.0%;AMZN:28.0%;VTI:28.0%;IEF:15.9%
US:77.4;EU:6.3;APAC:8.0;EM:5.1;Other:3.1
Value:+0.9;Growth:-0.2;Quality:-0.8;Size:-0.9;Momentum:-0.2;LowVol:+0.5
null
10
25
4.6
trailing 9%
228
16.3
Bear
25.2
3.06
1.2
173
-116
5
68
false
Rebalance
Shift +1% to bonds from equity
-3
-3
BrokerB
MKT
92
null
null
Normal monitoring
-50
-36
-10
5
false
Tax-aware sells next window
P7311
Cautious
IRA
USD
2025-05-04
607,476
52,192
555,284
1
41
40.9
3.6
14.5
HYG:33.3%;BND:33.3%;QQQ:33.3%
US:69.2;EU:15.4;APAC:8.8;EM:6.3;Other:0.4
Value:-0.8;Growth:+0.6;Quality:+0.2;Size:+0.2;Momentum:+0.5;LowVol:-0.3
ESGOnly;MaxPos8%;NoMargin
6
30
6
hard 10%
116
16.8
Bull
15.6
3.82
3.2
117
99
100
31
false
Sell
Trim extended winner -1%
7
-28
BrokerD
LMT
94
null
null
Normal monitoring
75
10
70
5
false
Tighten stops on momentum names
P7312
Hands-off
IRA
USD
2025-09-12
353,261
33,372
319,889
1
70.9
20.6
0
8.5
MSFT:22.8%;TSLA:22.8%;VNQ:10.9%;BND:22.8%;XLF:20.7%
US:70.2;EU:15.3;APAC:10.1;EM:3.9;Other:0.5
Value:+0.8;Growth:-0.9;Quality:+0.1;Size:-0.3;Momentum:-0.8;LowVol:-0.3
ESGOnly
6
35
4.4
trailing 10%
165
15.4
Bear
27.1
3.5
1.4
138
25
54
66
true
Reduce
Cut high-beta by 2-3%, add cash
-8
5
BrokerC
LMT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
16
-32
66
5
false
Increase defensive factor exposure
P7313
Cautious
Trust
USD
2024-07-30
667,560
94,506
573,054
1
45.1
42.2
0
12.7
MUB:18.7%;AMZN:30.8%;MSFT:30.8%;BRK.B:19.7%
US:70.8;EU:13.1;APAC:7.5;EM:4.1;Other:4.5
Value:+0.2;Growth:-0.8;Quality:-0.9;Size:+0.9;Momentum:+0.5;LowVol:-1.0
ESGOnly;MaxPos6%;NoMargin
5
25
5.1
trailing 8%
122
17.6
Volatile
29.1
3.77
4.3
141
42
74
60
false
Sell
Trim extended winner -1%
-4
-19
BrokerB
VWAP
85
null
null
Normal monitoring
74
-14
40
3
false
Tax-aware sells next window
P7314
Systematic
Taxable
USD
2025-03-22
560,201
38,366
521,835
1
60.6
25.8
4.2
9.4
VNQ:33.3%;BRK.B:33.3%;IEF:33.3%
US:71.1;EU:19.0;APAC:5.7;EM:3.4;Other:0.9
Value:+0.2;Growth:+0.8;Quality:+0.7;Size:+0.4;Momentum:-0.1;LowVol:-0.4
NoDerivatives
5
25
5.1
hard 12%
226
25.9
Sideways
21.6
4.66
3.5
140
9
53
68
false
Sell
Trim extended winner -1%
10
-4
BrokerA
VWAP
92
null
null
Normal monitoring
26
-30
13
5
false
Within IPS guidelines
P7315
Systematic
Roth
USD
2025-01-09
1,833,279
150,103
1,683,176
1
58.3
28.6
6.3
6.7
XLF:19.5%;TSLA:9.1%;IEF:23.8%;MSFT:23.8%;AAPL:23.8%
US:62.3;EU:14.5;APAC:13.8;EM:8.0;Other:1.3
Value:0.0;Growth:+0.1;Quality:+0.3;Size:-0.6;Momentum:-0.1;LowVol:-0.9
null
7
30
4.9
trailing 9%
146
19.9
Bull
15.8
4.02
2
72
22
68
46
false
Rebalance
Shift +1% to bonds from equity
20
-7
BrokerA
VWAP
94
null
null
Normal monitoring
73
-49
185
3
false
Increase defensive factor exposure
P7316
Hands-off
Taxable
USD
2024-08-26
476,179
27,614
448,565
1
68.9
17
8
6
MSFT:17.7%;QQQ:10.8%;BND:23.9%;GLD:23.9%;IEF:23.9%
US:57.1;EU:20.3;APAC:15.0;EM:4.5;Other:3.1
Value:+0.6;Growth:+0.4;Quality:-1.0;Size:-0.6;Momentum:-0.5;LowVol:+0.6
ESGOnly
6
35
4
hard 10%
128
19.7
Sideways
19.4
4.92
2.1
120
-12
55
51
false
Buy
Add to core equity +1%
35
-32
BrokerC
MKT
88
null
null
Normal monitoring
6
-46
28
5
false
Tax-aware sells next window
P7317
Cautious
Roth
USD
2024-09-09
469,080
69,242
399,838
1
51
33.6
2.8
12.6
VTI:22.5%;VOO:12.3%;TSLA:22.5%;AAPL:12.6%;HYG:12.3%;BND:17.8%
US:62.8;EU:14.4;APAC:12.7;EM:7.3;Other:2.9
Value:+1.0;Growth:-0.8;Quality:-0.4;Size:-0.6;Momentum:+0.1;LowVol:-0.2
NoDerivatives;NoMargin
10
25
5.5
hard 10%
161
16.5
Volatile
21.1
4.25
3.1
124
58
80
54
false
Rebalance
Shift +1% to bonds from equity
-9
-16
BrokerB
MKT
99
null
null
Normal monitoring
64
-10
108
3
false
Increase defensive factor exposure
P7318
Active
IRA
USD
2024-09-21
532,020
45,410
486,610
1
55.1
27.8
9.8
7.3
VNQ:33.3%;MUB:33.3%;HYG:33.3%
US:63.6;EU:16.0;APAC:10.9;EM:6.9;Other:2.6
Value:+0.2;Growth:-0.0;Quality:-0.3;Size:+0.3;Momentum:-0.4;LowVol:+0.1
null
6
25
4.2
trailing 9%
205
21.3
Bear
23
4.22
2.9
168
-71
19
59
false
Rebalance
Shift +1% to bonds from equity
5
14
BrokerB
LMT
91
null
null
Normal monitoring
100
-11
112
5
false
Within IPS guidelines
P7319
Opportunistic
Trust
USD
2025-09-14
449,595
29,692
419,903
1
66
10
16.2
7.8
GLD:34.9%;TSLA:30.1%;TLT:34.9%
US:64.9;EU:9.9;APAC:11.7;EM:9.5;Other:4.0
Value:-0.3;Growth:+0.8;Quality:+0.3;Size:-0.9;Momentum:-0.3;LowVol:-0.3
MaxPos7%
10
30
6.9
trailing 9%
240
35
Bear
28.4
4.14
1.1
160
-52
28
80
true
Hedge
Buy index puts 1% notional
-3
-13
BrokerD
MKT
98
VAR>budget
Reduce
Risk above budget threshold
13
-36
102
4
true
Tax-aware sells next window
P7320
Hands-off
Trust
USD
2025-01-08
844,516
82,549
761,967
1
62.2
29.2
0
8.6
TSLA:25.5%;BND:12.7%;HYG:25.5%;AAPL:18.2%;XLF:18.1%
US:75.0;EU:5.8;APAC:7.9;EM:8.6;Other:2.7
Value:+0.2;Growth:-0.3;Quality:-0.1;Size:-0.5;Momentum:-0.8;LowVol:+0.8
ESGOnly;NoDerivatives
6
25
4.6
hard 10%
153
17.4
Bear
30.2
3.68
2.5
152
-86
22
69
false
NoAction
Within bands; monitor
6
6
BrokerD
VWAP
85
null
null
Normal monitoring
34
4
34
5
false
Tighten stops on momentum names
P7321
Hands-off
Trust
USD
2024-07-12
474,986
36,694
438,292
1
65.2
27.3
0.2
7.3
VTI:16.7%;BRK.B:22.1%;MSFT:19.5%;AMZN:22.1%;TSLA:19.7%
US:60.6;EU:8.1;APAC:17.0;EM:10.5;Other:3.8
Value:+0.5;Growth:+0.5;Quality:+0.2;Size:+0.1;Momentum:-0.4;LowVol:+0.7
MaxPos5%;NoDerivatives
5
25
5.8
hard 10%
147
18
Sideways
17.4
4.01
2.4
106
16
52
45
false
Rebalance
Shift +1% to bonds from equity
15
-35
BrokerA
LMT
100
null
null
Normal monitoring
99
-51
118
4
false
Tax-aware sells next window
P7322
Active
401k
USD
2025-05-04
1,246,857
110,345
1,136,512
1
64.2
21.5
5.5
8.7
TSLA:33.3%;BRK.B:33.3%;MUB:33.3%
US:69.0;EU:17.7;APAC:5.8;EM:7.0;Other:0.4
Value:+0.1;Growth:+0.2;Quality:-0.2;Size:-0.2;Momentum:-0.1;LowVol:+0.5
MaxPos7%
8
30
4.3
trailing 8%
159
21.6
Sideways
18.3
4.91
2.4
93
-28
23
65
true
Reduce
Cut high-beta by 2-3%, add cash
1
-8
BrokerA
LMT
95
VAR>budget
Reduce
Risk above budget threshold
76
-47
175
5
false
Increase defensive factor exposure
P7323
Active
Roth
USD
2025-06-01
933,448
68,105
865,343
1
60.8
25.1
5.4
8.7
BND:33.3%;XLF:33.3%;AAPL:33.3%
US:71.3;EU:7.2;APAC:13.1;EM:4.4;Other:4.0
Value:-0.5;Growth:+0.5;Quality:-0.7;Size:+0.6;Momentum:-0.8;LowVol:+0.8
MaxPos8%;NoDerivatives
5
30
4.7
trailing 9%
213
18.8
Sideways
19.3
4.75
2.9
114
19
67
65
false
NoAction
Within bands; monitor
10
-24
BrokerB
VWAP
94
null
null
Normal monitoring
0
11
87
3
false
Tighten stops on momentum names
P7324
Opportunistic
Trust
USD
2025-06-08
1,581,308
110,164
1,471,144
1.23
68.1
21.7
2.9
7.3
IEF:17.8%;GLD:19.0%;MSFT:19.5%;QQQ:11.8%;TSLA:18.6%;BRK.B:13.3%
US:75.5;EU:6.5;APAC:11.0;EM:5.9;Other:1.2
Value:-0.6;Growth:-0.2;Quality:-0.1;Size:-0.5;Momentum:-0.4;LowVol:+0.4
NoDerivatives
5
30
4.2
trailing 7%
216
28.6
Bull
11.9
4.9
2.7
101
74
72
50
false
Rebalance
Shift +1% to bonds from equity
16
-5
BrokerD
LMT
100
null
null
Normal monitoring
50
-47
10
4
false
Tax-aware sells next window
P7325
Opportunistic
Trust
USD
2025-07-25
1,059,902
45,511
1,014,391
1.23
73.1
18.4
0
8.5
AMZN:20.1%;XLF:18.9%;VTI:19.0%;HYG:11.8%;MSFT:12.2%;TSLA:17.9%
US:69.1;EU:8.1;APAC:14.7;EM:5.6;Other:2.6
Value:-0.6;Growth:-0.1;Quality:-0.5;Size:-0.6;Momentum:-0.4;LowVol:-0.2
null
8
30
4
hard 12%
175
25.1
Sideways
17.7
3.86
2.1
116
5
49
53
false
Buy
Add to core equity +1%
12
-39
BrokerB
MKT
91
null
null
Normal monitoring
-1
-23
-32
4
false
Increase defensive factor exposure
P7326
Hands-off
Roth
USD
2024-08-26
648,619
33,174
615,445
1
58.8
27.9
3.4
9.9
AMZN:25.0%;TLT:25.0%;GLD:25.0%;HYG:25.0%
US:71.1;EU:5.9;APAC:11.6;EM:8.2;Other:3.3
Value:+0.3;Growth:-0.8;Quality:+0.3;Size:+0.4;Momentum:-0.9;LowVol:+0.4
ESGOnly;MaxPos6%
7
30
3.8
trailing 10%
111
12.3
Sideways
16
4.88
3.5
115
-1
36
41
true
Hedge
Buy index puts 1% notional
6
-16
BrokerD
LMT
91
VAR>budget
Reduce
Risk above budget threshold
-56
-8
-50
4
false
Tax-aware sells next window
P7327
Opportunistic
Roth
USD
2025-09-17
828,260
27,633
800,627
1
60.6
12.1
22.8
4.4
GLD:21.6%;AMZN:12.1%;VTI:20.6%;HYG:17.1%;XLF:16.8%;BND:11.8%
US:64.7;EU:18.7;APAC:9.0;EM:3.8;Other:3.9
Value:-0.9;Growth:-0.5;Quality:-0.4;Size:+0.7;Momentum:-0.9;LowVol:-0.8
MaxPos6%;NoDerivatives
6
30
5.5
hard 12%
215
26.7
Bear
24.9
4.18
2.1
144
13
49
58
false
Buy
Add to core equity +1%
17
0
BrokerA
LMT
91
null
null
Normal monitoring
62
-59
183
3
false
Tax-aware sells next window
P7328
Hands-off
Trust
USD
2025-02-04
237,307
11,472
225,835
1
73.4
15.7
5.1
5.8
MSFT:23.0%;AMZN:16.7%;BRK.B:21.3%;IEF:23.0%;VOO:16.0%
US:70.1;EU:17.9;APAC:6.2;EM:4.7;Other:1.1
Value:+0.8;Growth:-0.9;Quality:-0.5;Size:+0.3;Momentum:-0.6;LowVol:-0.7
NoDerivatives
5
35
4.9
trailing 8%
112
14.5
Volatile
25.9
4.03
2.9
180
15
46
77
true
Hedge
Buy index puts 1% notional
5
-28
BrokerC
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
39
-45
86
5
false
Tighten stops on momentum names
P7329
Systematic
Taxable
USD
2025-05-10
1,842,716
90,860
1,751,856
1
61.9
30.5
0
7.6
VTI:14.8%;HYG:15.3%;AAPL:16.9%;GLD:20.0%;MSFT:13.5%;VNQ:19.4%
US:68.3;EU:16.6;APAC:6.8;EM:8.0;Other:0.3
Value:+0.3;Growth:+0.5;Quality:+0.2;Size:-0.7;Momentum:-0.4;LowVol:+0.3
null
5
25
4.2
trailing 8%
196
24.1
Sideways
17.9
4.4
2.6
100
48
67
48
false
Hedge
Add TLT +1% as duration hedge
-14
-20
BrokerD
MKT
87
null
null
Normal monitoring
43
-25
105
5
false
Tax-aware sells next window
P7330
Hands-off
IRA
USD
2024-10-30
191,571
7,971
183,600
1
63.6
21.2
6.2
8.9
TLT:21.2%;QQQ:18.3%;MUB:12.6%;BRK.B:17.7%;HYG:19.1%;VNQ:11.1%
US:60.6;EU:15.1;APAC:13.2;EM:9.7;Other:1.5
Value:+0.7;Growth:-0.4;Quality:-1.0;Size:+0.5;Momentum:+0.9;LowVol:-0.2
ESGOnly;MaxPos6%
7
30
4.3
trailing 8%
121
19.2
Bull
15.9
4.8
3.1
113
13
42
56
false
Hedge
Add TLT +1% as duration hedge
-6
-30
BrokerC
LMT
91
null
null
Normal monitoring
5
12
98
4
false
Monitor dispersion and breadth
P7331
Hands-off
401k
USD
2024-08-18
837,278
69,967
767,311
1
70.2
18.5
1.4
9.9
VOO:26.8%;TSLA:26.8%;VTI:26.8%;HYG:19.6%
US:67.2;EU:17.6;APAC:6.8;EM:5.1;Other:3.3
Value:+1.0;Growth:-0.3;Quality:-0.1;Size:-0.3;Momentum:-0.8;LowVol:+0.6
MaxPos8%
7
25
4.8
trailing 8%
108
17.7
Bull
14.2
4.25
2.2
113
59
75
58
false
Sell
Trim extended winner -1%
-1
-9
BrokerC
MKT
100
null
null
Normal monitoring
71
-58
110
4
false
Tighten stops on momentum names
P7332
Opportunistic
Trust
USD
2024-10-31
701,663
25,062
676,601
1
72.8
18.8
3.6
4.8
HYG:14.5%;AMZN:21.2%;MUB:21.2%;IEF:18.1%;BND:18.2%;TSLA:6.9%
US:64.7;EU:12.4;APAC:12.9;EM:7.2;Other:2.7
Value:+0.2;Growth:+0.5;Quality:+0.4;Size:+0.5;Momentum:+0.1;LowVol:+0.3
MaxPos7%
10
25
5.8
trailing 7%
177
28.2
Bull
17.5
4.7
2.8
81
72
81
48
false
Rebalance
Shift +1% to bonds from equity
33
9
BrokerD
MKT
99
null
null
Normal monitoring
108
-6
148
3
false
Tax-aware sells next window
P7333
Systematic
Trust
USD
2025-08-09
969,507
93,679
875,828
1
66.8
27.5
0.1
5.6
AMZN:12.7%;VTI:13.6%;MSFT:19.8%;GLD:19.2%;MUB:17.8%;BRK.B:16.8%
US:70.1;EU:10.1;APAC:9.9;EM:5.1;Other:4.8
Value:+0.4;Growth:-0.7;Quality:-0.7;Size:+0.1;Momentum:-0.2;LowVol:+0.5
MaxPos6%
6
35
5.7
trailing 8%
204
16.3
Volatile
30.4
4.42
3.3
179
-4
39
90
true
Hedge
Buy index puts 1% notional
-6
-25
BrokerB
VWAP
100
VAR>budget
Hedge
Risk above budget threshold
-32
-3
51
3
true
Increase defensive factor exposure
P7334
Hands-off
Roth
USD
2025-10-08
242,259
13,755
228,504
1
60.6
22.9
7.8
8.8
VTI:21.7%;AAPL:21.7%;TSLA:13.4%;QQQ:21.7%;MSFT:21.7%
US:70.4;EU:6.6;APAC:6.0;EM:12.1;Other:4.9
Value:+0.1;Growth:-0.1;Quality:+0.1;Size:-0.7;Momentum:+0.8;LowVol:-0.4
ESGOnly
6
25
4.4
hard 10%
137
18.1
Sideways
20.1
3.69
2.2
99
-21
43
66
false
Buy
Add to core equity +1%
15
-40
BrokerC
VWAP
86
null
null
Normal monitoring
107
16
227
5
false
Monitor dispersion and breadth
P7335
Opportunistic
Taxable
USD
2025-07-09
1,001,707
85,075
916,632
1
69.9
14.3
9.1
6.7
IEF:22.7%;BND:22.7%;TLT:22.7%;TSLA:14.5%;XLF:17.3%
US:75.4;EU:8.8;APAC:5.3;EM:7.0;Other:3.5
Value:-0.2;Growth:-0.9;Quality:+0.3;Size:+0.6;Momentum:+0.4;LowVol:+0.5
MaxPos7%;NoDerivatives
5
25
6.6
trailing 9%
255
22.7
Sideways
17.1
4.79
3.1
110
24
68
59
true
Hedge
Buy index puts 1% notional
8
5
BrokerB
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-33
-49
-6
2
false
Monitor dispersion and breadth
P7336
Cautious
401k
USD
2024-12-02
232,127
26,648
205,479
1
48.4
40.4
0
11.1
AMZN:7.1%;BND:7.9%;MUB:21.8%;VOO:21.8%;XLF:19.6%;VNQ:21.8%
US:73.5;EU:9.0;APAC:7.9;EM:8.1;Other:1.6
Value:+0.6;Growth:-0.5;Quality:-1.0;Size:+0.3;Momentum:+0.6;LowVol:-0.2
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
7
25
5.5
hard 10%
97
18.9
Bull
14
3.7
3.1
95
62
77
32
false
Sell
Trim extended winner -1%
32
-16
BrokerD
LMT
98
null
null
Normal monitoring
-4
-9
77
4
false
Tighten stops on momentum names
P7337
Hands-off
Taxable
USD
2025-10-01
586,085
44,707
541,378
1
64.1
21.4
5
9.5
TLT:33.3%;HYG:33.3%;GLD:33.3%
US:69.3;EU:17.5;APAC:7.7;EM:5.1;Other:0.5
Value:+0.7;Growth:-0.6;Quality:+0.8;Size:-1.0;Momentum:-0.3;LowVol:+0.2
MaxPos8%;NoDerivatives
7
30
4.7
hard 10%
149
18.9
Sideways
20.9
3.56
2.7
135
59
70
56
false
Buy
Add to core equity +1%
33
-8
BrokerD
MKT
98
null
null
Normal monitoring
104
-42
188
3
false
Tighten stops on momentum names
P7338
Opportunistic
Trust
USD
2025-06-19
1,034,788
51,984
982,804
1.07
65
19.7
7.7
7.6
GLD:23.6%;MUB:23.6%;AAPL:23.6%;VNQ:10.3%;HYG:18.9%
US:71.5;EU:7.3;APAC:11.2;EM:5.5;Other:4.4
Value:+0.2;Growth:+0.9;Quality:+0.6;Size:+0.9;Momentum:+0.5;LowVol:+0.7
NoDerivatives
8
25
4.7
hard 12%
222
33.9
Bull
16.1
3.63
2.5
101
10
54
43
false
Sell
Trim extended winner -1%
-1
-24
BrokerA
VWAP
97
null
null
Normal monitoring
-35
-32
16
5
false
Tighten stops on momentum names
P7339
Cautious
Taxable
USD
2025-02-11
883,858
75,762
808,096
1
41.8
30.7
14.3
13.1
QQQ:18.4%;MSFT:27.2%;VNQ:27.2%;XLF:27.2%
US:65.6;EU:7.7;APAC:12.7;EM:10.8;Other:3.3
Value:+0.6;Growth:-1.0;Quality:+0.5;Size:+1.0;Momentum:+0.2;LowVol:-0.4
ESGOnly;MaxPos5%;NoMargin
5
35
3.9
trailing 10%
127
12.8
Bear
27.6
3.26
2.7
208
-56
35
61
false
Sell
Trim extended winner -1%
7
-2
BrokerA
MKT
90
null
null
Normal monitoring
-23
-10
68
3
false
Within IPS guidelines
P7340
Opportunistic
Taxable
USD
2024-12-29
649,415
55,878
593,537
1
68.7
12.3
11.3
7.8
TLT:24.1%;XLF:28.2%;VTI:19.6%;MSFT:28.2%
US:65.4;EU:12.3;APAC:12.0;EM:6.7;Other:3.7
Value:+0.1;Growth:-0.8;Quality:+0.7;Size:-0.7;Momentum:+0.4;LowVol:-0.2
MaxPos7%;NoDerivatives
7
35
4.5
trailing 9%
209
20.4
Bull
12.2
3.63
2.9
106
25
61
49
false
Sell
Trim extended winner -1%
13
0
BrokerA
LMT
90
null
null
Normal monitoring
-40
-10
-20
5
false
Monitor dispersion and breadth
P7341
Active
Taxable
USD
2025-02-18
1,388,382
102,195
1,286,187
1
50.8
24.2
16.9
8.1
MSFT:33.3%;GLD:33.3%;AAPL:33.3%
US:63.7;EU:16.8;APAC:13.7;EM:4.8;Other:1.0
Value:+0.7;Growth:-0.6;Quality:-0.6;Size:-0.4;Momentum:-0.8;LowVol:+1.0
NoDerivatives
5
25
5.2
hard 12%
127
20.6
Volatile
21.8
5.07
2.4
112
-49
25
52
false
NoAction
Within bands; monitor
17
15
BrokerD
LMT
89
null
null
Normal monitoring
108
18
129
4
false
Within IPS guidelines
P7342
Active
401k
USD
2024-07-29
2,075,615
213,229
1,862,386
1
60.3
25.2
6.8
7.7
HYG:33.3%;VTI:33.3%;VNQ:33.3%
US:76.7;EU:11.6;APAC:5.0;EM:4.5;Other:2.2
Value:+0.7;Growth:-0.4;Quality:+1.0;Size:-0.6;Momentum:+0.3;LowVol:+0.5
NoDerivatives
7
35
4.4
trailing 8%
191
17.5
Volatile
24.6
5.27
3.5
117
16
54
56
false
Sell
Trim extended winner -1%
11
-24
BrokerC
LMT
90
null
null
Normal monitoring
107
-29
191
4
false
Within IPS guidelines
P7343
Systematic
Roth
USD
2024-08-30
676,567
28,567
648,000
1
67
27.7
0
5.3
QQQ:25.0%;MSFT:25.0%;AAPL:25.0%;AMZN:25.0%
US:67.0;EU:8.2;APAC:13.2;EM:8.8;Other:2.8
Value:-0.9;Growth:-0.8;Quality:0.0;Size:+0.2;Momentum:-0.4;LowVol:-0.4
MaxPos5%;NoDerivatives
8
30
5.1
trailing 8%
166
25.6
Volatile
22
4.64
2.6
127
21
67
74
true
Hedge
Buy index puts 1% notional
-12
-31
BrokerA
LMT
92
VAR>budget
Hedge
Risk above budget threshold
50
-28
167
3
true
Tax-aware sells next window
P7344
Hands-off
Roth
USD
2025-11-10
285,586
16,133
269,453
1
60
18.4
14.9
6.7
TLT:33.3%;AAPL:33.3%;VNQ:33.3%
US:70.7;EU:7.0;APAC:11.2;EM:10.5;Other:0.5
Value:+0.9;Growth:-0.4;Quality:+1.0;Size:+0.7;Momentum:-0.1;LowVol:+0.8
MaxPos7%
5
35
4.9
trailing 8%
148
16.8
Bull
14
4.01
3.2
116
30
73
50
false
Buy
Add to core equity +1%
-5
5
BrokerB
MKT
97
null
null
Normal monitoring
62
-9
128
4
false
Increase defensive factor exposure
P7345
Active
401k
USD
2025-11-03
1,572,944
138,226
1,434,718
1
63.2
21.1
7.3
8.4
HYG:33.3%;VNQ:33.3%;IEF:33.3%
US:71.8;EU:9.4;APAC:7.5;EM:6.1;Other:5.2
Value:+0.7;Growth:+0.4;Quality:-0.9;Size:-0.2;Momentum:-0.9;LowVol:+0.2
MaxPos8%;NoDerivatives
5
25
5.1
trailing 9%
154
23.6
Volatile
20.8
3.54
2.8
177
38
64
67
true
Rebalance
Rebalance back to target bands
9
-25
BrokerC
MKT
97
VAR>budget
Reduce
Risk above budget threshold
13
-43
65
4
false
Tax-aware sells next window
P7346
Systematic
Taxable
USD
2025-06-13
1,888,595
144,771
1,743,824
1
67.3
21.7
5.1
5.9
IEF:22.8%;VTI:7.7%;MSFT:19.4%;TLT:14.5%;BND:22.8%;MUB:12.7%
US:74.1;EU:5.6;APAC:7.9;EM:11.0;Other:1.4
Value:0.0;Growth:+0.2;Quality:-0.4;Size:+0.7;Momentum:+0.2;LowVol:+0.6
NoDerivatives
8
25
4.9
trailing 8%
162
19
Bear
23.5
4.23
1.7
180
-78
11
73
true
Hedge
Buy index puts 1% notional
-11
13
BrokerC
MKT
85
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
8
-33
-2
2
false
Monitor dispersion and breadth
P7347
Opportunistic
401k
USD
2025-08-12
783,269
26,185
757,084
1.22
66.3
12.2
16.8
4.6
GLD:27.4%;IEF:17.7%;HYG:27.4%;QQQ:27.4%
US:63.2;EU:17.0;APAC:10.5;EM:8.1;Other:1.2
Value:+0.9;Growth:-1.0;Quality:+0.9;Size:-0.6;Momentum:-0.7;LowVol:-0.2
NoDerivatives
5
35
5.2
trailing 9%
198
27.5
Bull
16.2
4.7
3
82
71
98
45
true
Reduce
Cut high-beta by 2-3%, add cash
16
-17
BrokerC
LMT
90
RegimeShift
Pause
Volatility spike and breadth deterioration
100
-22
89
3
false
Within IPS guidelines
P7348
Systematic
Trust
USD
2025-09-04
771,381
54,081
717,300
1
64
30.1
0
5.8
QQQ:24.4%;GLD:20.2%;XLF:15.1%;MSFT:15.9%;VOO:24.4%
US:73.4;EU:6.5;APAC:9.1;EM:7.6;Other:3.3
Value:-0.6;Growth:+0.5;Quality:+0.1;Size:-1.0;Momentum:-0.8;LowVol:-0.8
null
6
30
6
trailing 8%
177
23.9
Sideways
21.7
3.77
2.8
112
13
65
65
false
Hedge
Add TLT +1% as duration hedge
23
-10
BrokerD
VWAP
98
null
null
Normal monitoring
84
13
153
3
false
Tighten stops on momentum names
P7349
Systematic
IRA
USD
2025-04-23
1,021,240
49,764
971,476
1
60.7
30.9
0
8.4
AAPL:16.9%;BRK.B:23.5%;VTI:23.5%;QQQ:17.9%;BND:18.1%
US:67.7;EU:18.1;APAC:8.7;EM:4.1;Other:1.4
Value:-0.2;Growth:+0.2;Quality:+0.1;Size:+0.1;Momentum:-0.6;LowVol:+0.9
null
5
30
5.3
trailing 8%
159
27.1
Bull
15
3.72
2
70
34
63
46
true
Hedge
Buy index puts 1% notional
15
-9
BrokerA
LMT
88
VAR>budget
Hedge
Risk above budget threshold
52
-49
55
5
false
Tax-aware sells next window
P7350
Systematic
Roth
USD
2024-12-05
1,956,778
151,104
1,805,674
1
61.6
23.4
7.6
7.4
GLD:11.5%;VOO:9.5%;VNQ:20.6%;AMZN:19.6%;BRK.B:18.2%;BND:20.6%
US:65.3;EU:6.4;APAC:12.6;EM:11.4;Other:4.3
Value:+0.5;Growth:+0.5;Quality:-0.3;Size:-0.7;Momentum:+0.2;LowVol:+0.7
null
8
35
4.1
trailing 9%
157
21.5
Volatile
21.2
3.61
2
124
-31
43
66
false
Buy
Add to core equity +1%
18
5
BrokerC
MKT
94
null
null
Normal monitoring
75
-22
167
5
false
Increase defensive factor exposure
P7351
Cautious
Taxable
USD
2024-09-21
855,633
99,127
756,506
1
46.5
43.3
0.1
10.1
MSFT:34.5%;IEF:34.5%;BND:30.9%
US:61.8;EU:13.1;APAC:17.2;EM:6.4;Other:1.5
Value:+0.1;Growth:+0.5;Quality:+0.6;Size:+0.3;Momentum:+0.6;LowVol:+0.2
ESGOnly;NoMargin
5
30
5.1
trailing 8%
107
19.4
Volatile
22.4
3.66
2.8
125
47
68
52
false
Rebalance
Shift +1% to bonds from equity
33
0
BrokerB
LMT
95
null
null
Normal monitoring
-1
1
48
4
false
Within IPS guidelines
P7352
Cautious
Trust
USD
2025-03-01
679,627
98,545
581,082
1
47.1
38.4
0
14.6
TSLA:32.9%;QQQ:33.5%;IEF:33.5%
US:64.2;EU:17.9;APAC:8.0;EM:5.6;Other:4.3
Value:-0.5;Growth:-0.4;Quality:+0.7;Size:-0.6;Momentum:+0.1;LowVol:+0.8
NoMargin
6
35
4
trailing 8%
103
14.2
Sideways
18.2
4.99
2.9
131
-22
34
48
false
Rebalance
Shift +1% to bonds from equity
-8
10
BrokerC
LMT
92
null
null
Normal monitoring
-9
-30
-23
4
false
Tax-aware sells next window
P7353
Systematic
Roth
USD
2024-12-27
1,477,385
135,426
1,341,959
1
56.6
26.9
10.6
5.9
VTI:28.7%;TLT:28.7%;BND:13.8%;MSFT:28.7%
US:58.6;EU:19.8;APAC:10.0;EM:7.5;Other:4.1
Value:-0.4;Growth:-0.7;Quality:+0.2;Size:+0.2;Momentum:-0.4;LowVol:-0.1
null
10
25
5.7
trailing 8%
130
19.5
Bear
27.4
3.31
1.9
135
-45
38
68
false
NoAction
Within bands; monitor
-8
-13
BrokerD
LMT
92
null
null
Normal monitoring
-18
17
37
4
false
Tighten stops on momentum names
P7354
Hands-off
Roth
USD
2025-08-07
719,093
42,538
676,555
1
74.4
17.7
1.1
6.9
BND:13.7%;MSFT:23.2%;IEF:19.0%;XLF:20.9%;QQQ:23.2%
US:70.2;EU:13.6;APAC:10.3;EM:4.5;Other:1.4
Value:+0.4;Growth:+0.3;Quality:-0.4;Size:-0.4;Momentum:+0.3;LowVol:-0.7
ESGOnly;MaxPos8%
10
35
4.1
trailing 8%
113
15.2
Bull
14.5
3.61
2.5
91
114
94
61
false
Buy
Add to core equity +1%
3
-7
BrokerC
LMT
91
null
null
Normal monitoring
65
-10
52
4
false
Monitor dispersion and breadth
P7355
Cautious
IRA
USD
2025-06-24
589,080
70,678
518,402
1
43.7
32.2
13.4
10.7
IEF:26.2%;AAPL:26.2%;HYG:26.2%;GLD:21.3%
US:60.7;EU:15.8;APAC:14.5;EM:4.1;Other:5.0
Value:-0.9;Growth:-1.0;Quality:-0.4;Size:-1.0;Momentum:-0.3;LowVol:-0.4
ESGOnly;MaxPos6%;NoMargin
10
30
5.6
trailing 8%
137
15.6
Bear
25.2
3.19
3
140
-37
37
59
false
Sell
Trim extended winner -1%
-2
10
BrokerD
LMT
91
null
null
Normal monitoring
63
-47
87
3
false
Increase defensive factor exposure
P7356
Active
Roth
USD
2025-08-12
1,398,776
138,662
1,260,114
1
53.9
24
14.9
7.2
TLT:33.3%;TSLA:33.3%;VOO:33.3%
US:70.7;EU:14.0;APAC:7.8;EM:3.6;Other:4.0
Value:+0.6;Growth:-0.7;Quality:+0.3;Size:-0.2;Momentum:-0.5;LowVol:-0.9
MaxPos5%
10
35
5.7
trailing 8%
144
18.7
Volatile
20.9
3.92
2.4
129
-29
25
47
false
NoAction
Within bands; monitor
11
-9
BrokerD
LMT
90
null
null
Normal monitoring
109
2
97
4
false
Increase defensive factor exposure
P7357
Hands-off
Trust
USD
2025-03-24
620,409
52,941
567,468
1
59.4
22.3
12.2
6.1
TSLA:25.9%;VOO:25.9%;XLF:22.4%;IEF:25.9%
US:69.1;EU:11.5;APAC:6.0;EM:7.7;Other:5.8
Value:+0.6;Growth:+0.3;Quality:-0.5;Size:0.0;Momentum:+0.1;LowVol:+0.1
MaxPos7%
8
30
5.7
hard 10%
165
13.4
Sideways
20.5
3.57
2.4
118
-10
35
64
false
Buy
Add to core equity +1%
-6
-24
BrokerB
MKT
91
null
null
Normal monitoring
37
6
61
4
false
Tighten stops on momentum names
P7358
Opportunistic
Roth
USD
2024-11-20
1,454,658
82,423
1,372,235
1
65.1
11.8
17.9
5.2
IEF:18.7%;TLT:8.7%;VTI:21.1%;XLF:16.4%;TSLA:14.1%;MUB:21.1%
US:68.3;EU:13.2;APAC:12.0;EM:5.7;Other:0.8
Value:-0.8;Growth:+0.6;Quality:-1.0;Size:+0.9;Momentum:-0.7;LowVol:-0.9
null
6
25
5.8
hard 12%
162
34.2
Bear
34.2
4.25
2.2
160
-20
53
94
true
Rebalance
Rebalance back to target bands
5
-17
BrokerD
VWAP
92
VAR>budget
Pause
Risk above budget threshold
77
-22
198
3
false
Monitor dispersion and breadth
P7359
Active
IRA
USD
2025-08-10
2,043,394
144,262
1,899,132
1
55.6
21.7
15.2
7.6
BND:14.0%;MUB:22.3%;GLD:24.9%;VTI:24.9%;XLF:13.8%
US:78.1;EU:10.4;APAC:5.1;EM:4.9;Other:1.4
Value:+0.9;Growth:+0.7;Quality:-0.8;Size:+0.5;Momentum:+0.3;LowVol:-0.8
MaxPos7%
7
30
5.2
hard 12%
147
26.1
Bull
11.9
4.06
3.3
108
77
78
32
false
Buy
Add to core equity +1%
3
-23
BrokerA
VWAP
100
null
null
Normal monitoring
-25
0
-26
3
false
Tax-aware sells next window
P7360
Active
Taxable
USD
2025-06-22
2,126,784
249,218
1,877,566
1
52
25.7
14.8
7.5
XLF:36.2%;MSFT:36.2%;AAPL:27.7%
US:66.7;EU:11.6;APAC:10.4;EM:9.6;Other:1.6
Value:+0.9;Growth:+0.7;Quality:+0.8;Size:+0.8;Momentum:-0.2;LowVol:+0.8
MaxPos6%
7
30
5.4
trailing 8%
151
20.9
Volatile
22.7
4.78
3.3
156
71
77
56
false
Rebalance
Shift +1% to bonds from equity
-10
15
BrokerB
LMT
94
null
null
Normal monitoring
56
4
64
3
false
Increase defensive factor exposure
P7361
Systematic
IRA
USD
2024-07-30
557,192
39,907
517,285
1
55.5
20.3
16.1
8.1
GLD:15.2%;VOO:21.2%;IEF:9.8%;QQQ:21.2%;TSLA:21.2%;MSFT:11.5%
US:64.2;EU:15.0;APAC:8.5;EM:10.2;Other:2.1
Value:+0.5;Growth:-0.9;Quality:+0.7;Size:-0.4;Momentum:+0.4;LowVol:+0.6
null
5
35
5.9
trailing 9%
164
18
Bull
15.1
4.15
2.3
94
46
62
41
false
Sell
Trim extended winner -1%
-15
-8
BrokerC
LMT
88
null
null
Normal monitoring
-20
7
57
4
false
Increase defensive factor exposure
P7362
Hands-off
IRA
USD
2025-03-29
311,218
30,372
280,846
1
57.9
22.4
11.9
7.8
MSFT:33.3%;MUB:33.3%;TSLA:33.3%
US:64.7;EU:15.7;APAC:12.1;EM:4.7;Other:2.9
Value:-0.4;Growth:-0.0;Quality:-0.5;Size:0.0;Momentum:-0.6;LowVol:-0.6
ESGOnly
6
35
3.1
hard 10%
126
12.9
Volatile
24.6
4.4
3.9
156
-43
26
58
false
Rebalance
Shift +1% to bonds from equity
9
-5
BrokerB
MKT
95
null
null
Normal monitoring
-38
-56
-50
4
false
Tighten stops on momentum names
P7363
Systematic
401k
USD
2025-03-28
1,952,861
128,797
1,824,064
1
60.2
23.6
7.7
8.5
MUB:20.7%;VNQ:13.3%;BND:20.7%;TLT:15.5%;GLD:15.9%;VOO:13.8%
US:68.9;EU:12.2;APAC:11.8;EM:5.8;Other:1.3
Value:0.0;Growth:+0.2;Quality:-0.5;Size:+0.7;Momentum:-0.2;LowVol:0.0
NoDerivatives
8
30
5.2
trailing 8%
181
19.2
Volatile
24.6
5.08
3.9
118
-24
30
57
true
Hedge
Buy index puts 1% notional
-8
-38
BrokerB
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-36
-11
-60
4
false
Increase defensive factor exposure
P7364
Systematic
Roth
USD
2025-02-10
857,089
34,956
822,133
1
57.7
21.9
11.2
9.2
BRK.B:26.2%;VOO:25.9%;BND:26.2%;IEF:21.8%
US:62.1;EU:20.5;APAC:8.4;EM:3.8;Other:5.3
Value:-0.2;Growth:-0.7;Quality:-0.8;Size:0.0;Momentum:+1.0;LowVol:-0.2
null
5
30
5.1
trailing 8%
166
18.9
Bear
30.6
3.67
2.2
202
-95
7
78
true
Reduce
Cut high-beta by 2-3%, add cash
26
-32
BrokerC
LMT
100
VAR>budget
Hedge
Risk above budget threshold
113
-34
123
4
false
Tax-aware sells next window
P7365
Systematic
Taxable
USD
2025-05-18
678,726
59,435
619,291
1
55.4
30.7
7.2
6.7
MUB:27.9%;MSFT:27.9%;QQQ:27.9%;BND:16.3%
US:58.7;EU:15.7;APAC:11.9;EM:9.8;Other:4.0
Value:-0.3;Growth:-0.1;Quality:+0.5;Size:+0.6;Momentum:-0.5;LowVol:-0.4
MaxPos5%
6
35
4.3
trailing 8%
230
18.7
Sideways
19.7
3.73
2.7
114
5
42
49
false
Sell
Trim extended winner -1%
22
-20
BrokerB
MKT
90
null
null
Normal monitoring
13
10
120
5
false
Monitor dispersion and breadth
P7366
Systematic
Trust
USD
2024-09-26
1,289,814
104,234
1,185,580
1
63.3
29.3
0
7.4
VOO:23.1%;BRK.B:25.6%;XLF:25.6%;VTI:25.6%
US:73.9;EU:9.3;APAC:8.8;EM:6.6;Other:1.5
Value:-0.3;Growth:-0.6;Quality:+0.3;Size:-0.6;Momentum:-0.6;LowVol:+0.9
MaxPos5%;NoDerivatives
6
35
4.2
trailing 8%
198
18.6
Volatile
27.5
4
2.7
115
2
53
68
true
Rebalance
Rebalance back to target bands
-4
-35
BrokerC
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
29
-22
117
3
false
Increase defensive factor exposure
P7367
Cautious
Taxable
USD
2025-05-02
238,883
30,735
208,148
1
38
41
3.6
17.4
MUB:25.8%;BND:37.1%;XLF:37.1%
US:64.4;EU:11.4;APAC:8.9;EM:11.8;Other:3.6
Value:-0.4;Growth:+0.5;Quality:0.0;Size:-0.9;Momentum:-0.4;LowVol:+0.1
NoMargin
7
30
4.7
trailing 10%
139
14
Volatile
31.6
5.29
2.6
116
60
78
61
false
Buy
Add to core equity +1%
-6
6
BrokerC
LMT
92
null
null
Normal monitoring
91
-40
103
3
false
Increase defensive factor exposure
P7368
Opportunistic
IRA
USD
2025-09-30
1,454,398
122,124
1,332,274
1.06
67.7
12.4
11.7
8.2
TSLA:35.0%;MUB:30.0%;VTI:35.0%
US:63.6;EU:11.6;APAC:13.2;EM:6.7;Other:4.8
Value:+0.9;Growth:+0.3;Quality:+0.5;Size:-0.3;Momentum:-0.6;LowVol:+0.2
null
7
25
6.2
trailing 7%
215
31.4
Bull
13.5
4.78
3
74
113
100
51
true
Hedge
Buy index puts 1% notional
28
-31
BrokerD
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-39
9
10
3
false
Tax-aware sells next window
P7369
Active
Taxable
USD
2025-03-23
677,934
49,852
628,082
1
60.1
18.3
15.6
6
QQQ:33.3%;MUB:33.3%;TLT:33.3%
US:68.3;EU:10.7;APAC:7.5;EM:9.7;Other:3.7
Value:+0.8;Growth:-0.7;Quality:+0.7;Size:-0.2;Momentum:+0.2;LowVol:0.0
MaxPos5%
8
25
4.7
hard 12%
220
27.2
Sideways
20.7
4.07
2.1
137
-5
58
63
false
Buy
Add to core equity +1%
29
11
BrokerD
LMT
89
null
null
Normal monitoring
51
-58
45
4
false
Increase defensive factor exposure
P7370
Hands-off
Trust
USD
2025-04-06
226,359
10,620
215,739
1
56.3
16.3
20.6
6.8
MSFT:29.8%;MUB:35.1%;XLF:35.1%
US:68.2;EU:11.8;APAC:12.5;EM:5.1;Other:2.4
Value:+0.4;Growth:-0.1;Quality:-0.8;Size:+0.4;Momentum:-0.7;LowVol:-0.4
NoDerivatives
7
30
4.4
hard 10%
156
16.7
Bull
12.2
4.92
3.4
85
102
99
28
false
Buy
Add to core equity +1%
-1
-5
BrokerA
VWAP
95
null
null
Normal monitoring
101
-5
123
5
false
Tax-aware sells next window
P7371
Hands-off
Taxable
USD
2025-07-11
749,716
73,016
676,700
1
60.5
18.6
14.1
6.9
AMZN:12.7%;QQQ:21.7%;MUB:21.7%;MSFT:13.2%;VNQ:21.7%;TLT:9.1%
US:70.2;EU:8.5;APAC:9.1;EM:8.8;Other:3.4
Value:+0.2;Growth:-0.8;Quality:+0.8;Size:+1.0;Momentum:-0.4;LowVol:+0.7
ESGOnly
6
35
5.2
trailing 10%
167
17.9
Bear
31.8
3.67
1.6
141
-26
51
82
true
Hedge
Buy index puts 1% notional
-2
-26
BrokerA
LMT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
83
20
172
3
false
Increase defensive factor exposure
P7372
Systematic
Trust
USD
2025-07-06
1,696,066
132,110
1,563,956
1
67.4
22.7
0
9.8
VOO:21.8%;MSFT:20.8%;BRK.B:22.7%;AMZN:22.7%;XLF:12.1%
US:70.6;EU:14.3;APAC:6.3;EM:7.8;Other:1.0
Value:-0.7;Growth:-0.7;Quality:+0.4;Size:+0.4;Momentum:-0.3;LowVol:-0.7
null
10
35
5.4
hard 12%
120
25.3
Bull
16.4
4.85
3.3
109
72
93
63
false
Rebalance
Shift +1% to bonds from equity
-12
-38
BrokerC
LMT
91
null
null
Normal monitoring
66
-54
132
4
false
Tax-aware sells next window
P7373
Hands-off
401k
USD
2025-10-25
514,654
37,704
476,950
1
63.3
26.6
1.5
8.6
AMZN:35.3%;MUB:35.3%;TLT:29.4%
US:63.7;EU:9.6;APAC:15.3;EM:5.8;Other:5.6
Value:+0.7;Growth:-0.8;Quality:-0.4;Size:+0.4;Momentum:-0.2;LowVol:+0.4
ESGOnly
5
25
3.1
trailing 8%
158
16.1
Bull
17.3
4.71
3.3
103
55
84
54
false
Sell
Trim extended winner -1%
8
-36
BrokerC
MKT
94
null
null
Normal monitoring
9
12
-23
3
false
Increase defensive factor exposure
P7374
Cautious
Roth
USD
2025-11-21
613,366
73,519
539,847
1
40.5
42.8
4.4
12.2
HYG:18.7%;TSLA:15.5%;IEF:20.1%;TLT:8.6%;VTI:16.6%;VNQ:20.4%
US:68.4;EU:15.5;APAC:4.9;EM:11.1;Other:0.0
Value:-0.2;Growth:-0.4;Quality:-0.7;Size:+0.6;Momentum:-0.7;LowVol:-0.9
ESGOnly;NoMargin
7
25
3.6
trailing 8%
144
16.4
Volatile
27.7
3.9
3.2
173
-23
23
57
true
Hedge
Buy index puts 1% notional
2
-31
BrokerD
LMT
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
14
-6
1
4
false
Within IPS guidelines
P7375
Active
Taxable
USD
2025-09-29
1,209,644
98,249
1,111,395
1
53.5
18.9
18.6
9.1
VNQ:33.3%;VTI:33.3%;BND:33.3%
US:64.8;EU:9.1;APAC:13.0;EM:9.8;Other:3.4
Value:-0.7;Growth:-0.1;Quality:-0.2;Size:-0.7;Momentum:+0.5;LowVol:-0.9
null
10
35
5.2
trailing 8%
145
19.7
Bull
15.9
3.58
3.3
101
19
65
37
false
NoAction
Within bands; monitor
28
-37
BrokerB
LMT
85
null
null
Normal monitoring
-50
2
44
5
false
Increase defensive factor exposure
P7376
Opportunistic
Trust
USD
2025-12-10
514,890
36,247
478,643
1
70
10.2
13.2
6.6
AMZN:26.5%;MSFT:25.8%;XLF:26.5%;AAPL:21.3%
US:67.3;EU:6.6;APAC:11.6;EM:11.5;Other:3.0
Value:+0.7;Growth:+0.3;Quality:+0.3;Size:+0.7;Momentum:+0.6;LowVol:+0.6
NoDerivatives
8
30
5.7
hard 12%
277
35
Volatile
26.1
4.49
2.1
149
-4
51
70
false
Buy
Add to core equity +1%
27
-34
BrokerD
LMT
85
null
null
Normal monitoring
115
-57
102
4
false
Monitor dispersion and breadth
P7377
Active
Trust
USD
2025-12-26
2,085,016
159,466
1,925,550
1
61.7
19.9
10.3
8
TSLA:33.3%;IEF:33.3%;BND:33.3%
US:66.9;EU:16.2;APAC:6.5;EM:8.8;Other:1.7
Value:-0.7;Growth:-0.7;Quality:-0.6;Size:-0.6;Momentum:+0.3;LowVol:+0.5
MaxPos8%
10
30
5.2
trailing 9%
223
25.2
Sideways
19.3
4.7
3.1
97
-11
47
48
false
Rebalance
Shift +1% to bonds from equity
16
-11
BrokerC
MKT
91
null
null
Normal monitoring
96
-47
110
4
false
Tax-aware sells next window
P7378
Hands-off
Taxable
USD
2024-08-17
684,646
53,128
631,518
1
69.4
21.2
0.4
9
MUB:24.3%;GLD:24.3%;HYG:15.8%;MSFT:11.2%;VNQ:24.3%
US:58.4;EU:17.0;APAC:16.0;EM:7.9;Other:0.8
Value:+0.7;Growth:-0.9;Quality:+0.7;Size:-0.7;Momentum:-0.0;LowVol:-0.8
null
5
30
5.1
trailing 8%
132
12.3
Bull
12.7
4.91
3
112
89
100
57
false
NoAction
Within bands; monitor
-13
-15
BrokerC
MKT
0
null
null
Normal monitoring
80
-1
73
4
false
Within IPS guidelines
P7379
Systematic
Roth
USD
2025-01-11
1,172,314
85,514
1,086,800
1
61.1
29.8
0
9.1
VTI:10.3%;QQQ:21.9%;TLT:11.7%;VNQ:21.9%;GLD:21.9%;IEF:12.3%
US:72.9;EU:5.9;APAC:9.3;EM:8.7;Other:3.1
Value:-0.9;Growth:+0.5;Quality:+0.4;Size:+0.6;Momentum:+0.5;LowVol:-1.0
NoDerivatives
8
30
5.1
trailing 8%
132
17.1
Volatile
21.2
5.47
2.2
170
-9
38
66
false
Buy
Add to core equity +1%
-6
-7
BrokerD
MKT
88
null
null
Normal monitoring
55
-39
100
3
false
Monitor dispersion and breadth
P7380
Active
Roth
USD
2024-11-17
1,607,773
169,611
1,438,162
1
60.6
29.6
2.7
7.1
VNQ:21.5%;TSLA:11.9%;MSFT:18.1%;VTI:21.5%;BND:6.7%;HYG:20.3%
US:69.6;EU:8.3;APAC:11.2;EM:10.4;Other:0.5
Value:-0.5;Growth:-0.2;Quality:-0.8;Size:-0.2;Momentum:+0.2;LowVol:+0.8
NoDerivatives
7
25
5.8
trailing 8%
171
25
Volatile
20.3
5.36
3.6
160
14
53
65
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-5
BrokerD
VWAP
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
91
5
76
4
false
Monitor dispersion and breadth
P7381
Active
Roth
USD
2024-09-24
1,944,060
175,813
1,768,247
1
59.3
23.5
9.7
7.5
VNQ:25.9%;BND:22.2%;QQQ:25.9%;VOO:25.9%
US:64.5;EU:19.8;APAC:6.1;EM:7.3;Other:2.2
Value:-1.0;Growth:-0.5;Quality:+0.1;Size:-0.0;Momentum:-0.5;LowVol:+0.9
MaxPos5%;NoDerivatives
6
30
5.3
trailing 8%
182
19.2
Bull
16.9
4.35
3.2
90
69
96
57
false
Hedge
Add TLT +1% as duration hedge
30
-40
BrokerB
LMT
99
null
null
Normal monitoring
-16
15
105
4
false
Within IPS guidelines
P7382
Cautious
Trust
USD
2024-09-03
679,905
98,915
580,990
1
49.9
38.4
0
11.7
AMZN:16.0%;XLF:28.0%;VTI:28.0%;IEF:28.0%
US:60.6;EU:17.0;APAC:12.6;EM:7.1;Other:2.8
Value:+0.7;Growth:-0.9;Quality:+0.4;Size:-0.4;Momentum:+0.5;LowVol:-0.1
NoMargin
8
25
3.1
trailing 10%
96
14.5
Bull
11.1
4.93
2
86
6
64
39
true
Hedge
Buy index puts 1% notional
30
-30
BrokerC
LMT
100
VAR>budget
Hedge
Risk above budget threshold
-46
-4
-71
4
false
Tax-aware sells next window
P7383
Cautious
Roth
USD
2024-09-13
199,712
21,088
178,624
1
51.3
33.5
2.3
12.9
VNQ:8.8%;VTI:20.4%;TSLA:7.8%;BRK.B:22.5%;HYG:22.5%;VOO:18.1%
US:65.3;EU:20.8;APAC:7.9;EM:5.4;Other:0.6
Value:+0.6;Growth:-0.4;Quality:+0.9;Size:+1.0;Momentum:-0.7;LowVol:+1.0
NoMargin
6
25
3.4
trailing 8%
102
13.8
Bull
16.5
3.52
2.3
77
49
86
43
false
Hedge
Add TLT +1% as duration hedge
-2
13
BrokerA
LMT
100
null
null
Normal monitoring
-22
-20
82
4
false
Monitor dispersion and breadth
P7384
Cautious
Roth
USD
2025-04-04
376,356
31,009
345,347
1
45.5
39.3
0.7
14.6
VOO:16.9%;XLF:20.0%;TLT:12.7%;TSLA:18.8%;HYG:14.2%;QQQ:17.3%
US:69.9;EU:6.1;APAC:13.9;EM:7.7;Other:2.4
Value:-0.3;Growth:+1.0;Quality:+0.6;Size:-1.0;Momentum:+0.7;LowVol:-0.1
ESGOnly;MaxPos8%;NoMargin
6
35
4.4
trailing 8%
114
17.9
Volatile
28.4
5.41
3
162
71
92
67
false
Sell
Trim extended winner -1%
4
-40
BrokerA
LMT
98
null
null
Normal monitoring
84
10
204
3
false
Tax-aware sells next window
P7385
Systematic
Taxable
USD
2024-09-12
1,066,882
55,415
1,011,467
1
65.3
23.6
1.9
9.3
BRK.B:20.6%;TLT:20.6%;BND:7.4%;XLF:19.8%;TSLA:15.3%;MSFT:16.2%
US:62.2;EU:17.5;APAC:12.3;EM:6.4;Other:1.6
Value:-0.5;Growth:-0.6;Quality:-0.6;Size:+0.7;Momentum:-0.7;LowVol:+0.2
MaxPos8%
6
35
5.3
hard 12%
123
24.4
Sideways
18.6
3.96
2.2
123
-25
46
53
false
Sell
Trim extended winner -1%
11
-5
BrokerA
MKT
89
null
null
Normal monitoring
104
16
140
3
false
Tighten stops on momentum names
P7386
Systematic
Taxable
USD
2024-10-29
588,920
57,503
531,417
1
58.8
29.9
2.7
8.6
XLF:33.3%;BRK.B:33.3%;TSLA:33.3%
US:59.2;EU:19.6;APAC:6.5;EM:11.0;Other:3.6
Value:+0.1;Growth:-0.3;Quality:-0.3;Size:-0.2;Momentum:+0.6;LowVol:+0.5
null
10
25
5.2
trailing 8%
219
22.6
Bear
25.6
4.22
2.7
144
-82
18
75
true
Hedge
Buy index puts 1% notional
16
-11
BrokerC
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-28
20
27
3
false
Increase defensive factor exposure
P7387
Hands-off
Trust
USD
2024-07-21
464,952
35,340
429,612
1
73.7
15.8
3.3
7.2
VTI:20.5%;HYG:18.9%;QQQ:15.1%;TLT:9.4%;AMZN:15.7%;BND:20.5%
US:71.0;EU:10.4;APAC:6.6;EM:9.8;Other:2.2
Value:+0.8;Growth:+0.1;Quality:+0.5;Size:+0.6;Momentum:+0.4;LowVol:+0.5
ESGOnly
10
25
3.5
trailing 8%
131
12
Sideways
21.9
3.62
2.5
102
23
76
63
false
Rebalance
Shift +1% to bonds from equity
33
-16
BrokerA
VWAP
88
null
null
Normal monitoring
-42
10
-1
4
false
Increase defensive factor exposure
P7388
Active
Roth
USD
2025-06-02
1,514,977
100,775
1,414,202
1
56.6
25.2
12
6.2
VOO:19.7%;IEF:20.0%;MSFT:30.2%;XLF:30.2%
US:61.3;EU:13.1;APAC:10.9;EM:11.0;Other:3.7
Value:+0.4;Growth:+0.6;Quality:+0.2;Size:-0.1;Momentum:+0.2;LowVol:-0.5
null
5
35
4.9
trailing 9%
157
16.4
Volatile
27.3
4.17
2.8
171
-38
22
62
false
Hedge
Add TLT +1% as duration hedge
-3
-29
BrokerA
LMT
87
null
null
Normal monitoring
31
-18
79
5
false
Monitor dispersion and breadth
P7389
Opportunistic
IRA
USD
2025-08-02
333,836
11,859
321,977
1.23
65.2
11.2
16.9
6.7
BRK.B:27.6%;TLT:28.6%;VNQ:15.2%;MSFT:28.6%
US:63.1;EU:12.7;APAC:9.7;EM:8.4;Other:6.1
Value:+0.5;Growth:+0.6;Quality:-0.7;Size:+0.1;Momentum:+0.4;LowVol:-0.5
MaxPos8%
7
35
6.2
trailing 9%
226
28
Sideways
16.9
4.79
2.4
114
-8
35
55
false
Buy
Add to core equity +1%
33
12
BrokerB
MKT
93
null
null
Normal monitoring
38
17
-2
4
false
Tax-aware sells next window
P7390
Systematic
401k
USD
2024-08-31
1,645,369
100,328
1,545,041
1
66.4
20.6
5
8
VTI:33.3%;HYG:33.3%;VOO:33.3%
US:67.6;EU:11.8;APAC:7.2;EM:9.9;Other:3.5
Value:+0.9;Growth:-0.1;Quality:-0.1;Size:+0.1;Momentum:+0.9;LowVol:+0.1
MaxPos6%;NoDerivatives
8
30
4.3
trailing 8%
214
24
Sideways
15.2
4.91
2.5
91
10
54
40
false
Rebalance
Shift +1% to bonds from equity
-6
12
BrokerA
VWAP
86
null
null
Normal monitoring
-26
5
26
5
false
Increase defensive factor exposure
P7391
Cautious
Trust
USD
2025-05-06
707,124
68,532
638,592
1
43.5
41.1
0
15.4
XLF:22.6%;TLT:18.3%;GLD:7.1%;VTI:8.9%;QQQ:20.5%;VNQ:22.6%
US:66.8;EU:13.1;APAC:10.0;EM:6.3;Other:3.8
Value:-0.5;Growth:-0.7;Quality:+0.8;Size:-0.8;Momentum:-0.5;LowVol:-0.2
ESGOnly;MaxPos7%;NoMargin
7
30
3.3
hard 10%
113
15.1
Sideways
21.5
4.99
2.4
105
-7
50
41
false
Hedge
Add TLT +1% as duration hedge
1
-39
BrokerB
MKT
100
null
null
Normal monitoring
68
-37
130
3
false
Increase defensive factor exposure
P7392
Cautious
Taxable
USD
2025-11-09
866,302
108,183
758,119
1
41.4
33.5
14.8
10.3
AAPL:33.3%;AMZN:33.3%;VOO:33.3%
US:74.5;EU:6.9;APAC:8.2;EM:6.4;Other:4.0
Value:+1.0;Growth:-0.5;Quality:-0.1;Size:-1.0;Momentum:-0.7;LowVol:+0.5
NoDerivatives;NoMargin
5
35
3
trailing 8%
133
17.4
Bear
22.1
3.73
2.7
158
-101
5
54
true
Rebalance
Rebalance back to target bands
18
-18
BrokerC
LMT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
56
-28
60
2
false
Tighten stops on momentum names
P7393
Cautious
Trust
USD
2024-08-12
273,499
31,546
241,953
1
38.8
39.5
4.4
17.4
TSLA:11.6%;BRK.B:22.2%;VTI:22.2%;BND:21.8%;TLT:22.2%
US:67.3;EU:13.8;APAC:10.0;EM:5.1;Other:3.8
Value:+0.7;Growth:+0.5;Quality:-0.3;Size:+0.1;Momentum:+0.6;LowVol:+0.6
MaxPos5%;NoMargin
7
30
4.9
trailing 8%
116
14.9
Bull
16.8
3.97
3.1
75
4
40
38
false
Rebalance
Shift +1% to bonds from equity
28
-15
BrokerA
MKT
100
null
null
Normal monitoring
1
-54
-2
3
false
Within IPS guidelines
P7394
Active
401k
USD
2025-10-10
1,706,552
196,183
1,510,369
1
60.8
25.3
4.1
9.8
HYG:17.7%;MSFT:23.0%;BND:23.0%;QQQ:18.8%;AAPL:17.5%
US:63.2;EU:16.7;APAC:10.6;EM:6.1;Other:3.4
Value:+0.6;Growth:+0.6;Quality:-0.8;Size:+0.8;Momentum:0.0;LowVol:+0.3
MaxPos6%
7
30
5.7
trailing 8%
149
25.4
Bear
24.3
3.63
2.2
173
9
47
73
true
Rebalance
Rebalance back to target bands
35
-35
BrokerD
LMT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
108
-51
146
3
false
Within IPS guidelines
P7395
Systematic
Roth
USD
2024-09-13
1,727,134
80,093
1,647,041
1
63.8
29.1
0
7.1
TLT:16.7%;MUB:27.8%;VNQ:27.8%;XLF:27.8%
US:70.6;EU:8.6;APAC:10.8;EM:9.5;Other:0.5
Value:+0.7;Growth:+0.7;Quality:+1.0;Size:-0.6;Momentum:+0.2;LowVol:-0.9
NoDerivatives
8
25
4.4
trailing 9%
154
25.1
Bull
17.1
3.67
3.4
116
9
48
60
false
Rebalance
Shift +1% to bonds from equity
-8
-20
BrokerB
VWAP
98
null
null
Normal monitoring
-16
-42
98
3
false
Within IPS guidelines
P7396
Opportunistic
Taxable
USD
2025-09-20
1,643,454
71,179
1,572,275
1
62.9
20.7
9.8
6.7
VTI:33.3%;QQQ:33.3%;XLF:33.3%
US:74.9;EU:8.7;APAC:9.4;EM:4.4;Other:2.6
Value:-0.5;Growth:+1.0;Quality:+0.9;Size:-0.8;Momentum:+0.1;LowVol:+0.4
NoDerivatives
8
25
4.2
trailing 9%
172
31.3
Sideways
18.6
3.6
3.2
125
55
62
47
false
NoAction
Within bands; monitor
29
-26
BrokerA
MKT
0
null
null
Normal monitoring
-45
-44
-16
5
false
Monitor dispersion and breadth
P7397
Active
IRA
USD
2024-11-06
1,897,148
180,876
1,716,272
1
58.8
21.7
10.9
8.7
TSLA:27.0%;XLF:27.0%;VNQ:19.0%;MSFT:27.0%
US:72.6;EU:7.7;APAC:11.6;EM:5.6;Other:2.5
Value:-0.4;Growth:-0.0;Quality:-0.3;Size:-0.0;Momentum:-0.9;LowVol:+0.3
MaxPos7%
6
25
5.1
hard 12%
123
21.5
Sideways
15.4
4.38
3.3
97
56
82
44
false
Buy
Add to core equity +1%
16
-17
BrokerC
MKT
85
null
null
Normal monitoring
-15
-40
-17
5
false
Tighten stops on momentum names
P7398
Hands-off
Taxable
USD
2024-09-14
508,782
39,428
469,354
1
59.9
21.9
8.7
9.5
AMZN:25.0%;TLT:25.0%;IEF:9.6%;MUB:25.0%;TSLA:15.3%
US:64.8;EU:15.2;APAC:10.6;EM:7.2;Other:2.3
Value:+0.1;Growth:-0.1;Quality:+0.5;Size:+0.8;Momentum:+0.2;LowVol:+0.7
ESGOnly
10
25
3.7
hard 10%
125
15.2
Volatile
29
4.91
4.4
173
52
83
77
true
Reduce
Cut high-beta by 2-3%, add cash
26
-6
BrokerA
MKT
92
VAR>budget
Hedge
Risk above budget threshold
-45
-10
-76
4
false
Monitor dispersion and breadth
P7399
Active
Trust
USD
2025-04-08
1,241,779
143,364
1,098,415
1.12
51.2
27.6
13.9
7.4
IEF:23.0%;TSLA:16.0%;MSFT:15.0%;HYG:23.0%;QQQ:23.0%
US:63.3;EU:16.8;APAC:12.5;EM:3.9;Other:3.4
Value:-0.9;Growth:+0.4;Quality:-0.6;Size:+0.8;Momentum:+0.9;LowVol:+0.4
NoDerivatives
5
35
4.8
trailing 8%
200
16.2
Bear
34.3
3.64
2.7
190
15
68
83
true
Rebalance
Rebalance back to target bands
24
2
BrokerC
MKT
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
99
12
70
4
false
Monitor dispersion and breadth
P7400
Opportunistic
Roth
USD
2024-12-21
1,179,502
102,531
1,076,971
1
61.4
19.6
10.9
8.1
AMZN:16.2%;BRK.B:21.5%;BND:15.3%;XLF:21.5%;HYG:12.1%;MUB:13.3%
US:70.4;EU:14.5;APAC:7.1;EM:4.8;Other:3.3
Value:+0.6;Growth:+0.5;Quality:-0.1;Size:+0.7;Momentum:+0.6;LowVol:-0.0
MaxPos5%;NoDerivatives
10
30
5.5
trailing 7%
236
23.7
Bull
12.4
4.99
2.4
87
17
64
34
false
Rebalance
Shift +1% to bonds from equity
27
-11
BrokerB
LMT
85
null
null
Normal monitoring
50
-59
23
5
false
Monitor dispersion and breadth