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
P7701
Active
IRA
USD
2025-11-19
697,845
70,525
627,320
1
61.8
29
2.1
7.2
VTI:21.7%;GLD:15.6%;AMZN:18.2%;MSFT:22.3%;QQQ:22.3%
US:72.7;EU:14.1;APAC:8.7;EM:3.2;Other:1.3
Value:-0.9;Growth:+0.8;Quality:0.0;Size:-0.1;Momentum:-0.2;LowVol:+0.6
MaxPos5%
7
25
4.6
trailing 8%
143
19.8
Bull
16.1
4.56
3.5
105
28
63
55
false
Hedge
Add TLT +1% as duration hedge
10
-12
BrokerB
LMT
93
null
null
Normal monitoring
119
3
115
3
false
Monitor dispersion and breadth
P7702
Cautious
Roth
USD
2024-11-01
378,854
35,820
343,034
1
38.3
43.8
4
13.8
AAPL:20.7%;MUB:10.9%;HYG:17.4%;VNQ:16.3%;VTI:14.0%;IEF:20.7%
US:68.1;EU:7.3;APAC:17.1;EM:7.3;Other:0.1
Value:-0.8;Growth:-0.4;Quality:-0.9;Size:-0.6;Momentum:-0.6;LowVol:-0.4
ESGOnly;MaxPos8%;NoMargin
5
25
5.7
trailing 8%
152
14
Volatile
22.7
3.61
2.5
129
-20
50
54
false
Buy
Add to core equity +1%
5
14
BrokerC
VWAP
94
null
null
Normal monitoring
-3
-13
79
5
false
Tighten stops on momentum names
P7703
Active
Taxable
USD
2025-05-31
2,491,604
240,220
2,251,384
1
58.8
23.5
12
5.7
MSFT:33.3%;IEF:33.3%;VOO:33.3%
US:62.3;EU:11.3;APAC:13.5;EM:8.8;Other:4.1
Value:-0.9;Growth:+0.7;Quality:-0.4;Size:-0.4;Momentum:+0.4;LowVol:-0.2
NoDerivatives
5
35
5.5
hard 12%
201
20.9
Bull
15.6
4.32
2.3
118
73
89
46
false
Sell
Trim extended winner -1%
27
-35
BrokerA
MKT
91
null
null
Normal monitoring
40
-60
64
5
false
Tighten stops on momentum names
P7704
Cautious
Trust
USD
2025-09-11
629,281
62,282
566,999
1
42.7
41.8
0.7
14.8
QQQ:24.9%;GLD:22.4%;IEF:24.9%;BRK.B:15.6%;TSLA:12.1%
US:63.7;EU:9.2;APAC:11.1;EM:11.6;Other:4.4
Value:-0.5;Growth:+0.2;Quality:-0.6;Size:+0.7;Momentum:+0.3;LowVol:-0.8
ESGOnly;MaxPos7%;NoMargin
5
30
4.5
trailing 8%
107
18.5
Bull
12.3
3.6
3.1
106
62
82
34
false
Buy
Add to core equity +1%
11
-1
BrokerC
VWAP
85
null
null
Normal monitoring
101
-40
228
4
false
Tighten stops on momentum names
P7705
Hands-off
IRA
USD
2024-07-30
845,143
64,731
780,412
1
67.9
26.6
0.4
5.1
IEF:15.8%;XLF:21.1%;MSFT:17.6%;TLT:9.3%;HYG:15.1%;BRK.B:21.1%
US:59.4;EU:18.4;APAC:10.9;EM:11.3;Other:0.1
Value:+0.5;Growth:+0.3;Quality:+0.4;Size:-0.5;Momentum:+0.7;LowVol:-0.8
MaxPos6%
6
30
4.7
hard 10%
120
14.9
Sideways
17.8
4.9
3.5
135
58
66
54
false
Buy
Add to core equity +1%
14
11
BrokerC
MKT
100
null
null
Normal monitoring
-1
-34
119
3
false
Within IPS guidelines
P7706
Hands-off
IRA
USD
2024-08-22
868,307
56,240
812,067
1
59.7
28.3
4.6
7.4
HYG:12.8%;VOO:23.7%;AAPL:23.7%;MSFT:16.0%;MUB:23.7%
US:71.7;EU:7.8;APAC:14.7;EM:3.1;Other:2.7
Value:-0.0;Growth:-0.3;Quality:-0.9;Size:+0.3;Momentum:-0.5;LowVol:-0.4
ESGOnly
6
35
4.9
hard 10%
167
12.2
Bear
31.7
3.02
1.6
138
-36
22
88
true
Rebalance
Rebalance back to target bands
4
14
BrokerC
MKT
90
VAR>budget
Hedge
Risk above budget threshold
-42
-48
76
4
false
Increase defensive factor exposure
P7707
Systematic
Trust
USD
2025-07-30
1,011,795
58,519
953,276
1
68.3
22.5
2
7.2
AMZN:18.0%;VTI:30.9%;TSLA:30.9%;VNQ:20.2%
US:62.9;EU:16.5;APAC:11.7;EM:6.5;Other:2.3
Value:+0.9;Growth:+0.1;Quality:-0.6;Size:-0.5;Momentum:-0.7;LowVol:+0.7
MaxPos7%;NoDerivatives
6
25
4.7
trailing 8%
178
22.7
Sideways
20.7
4.84
2.5
124
1
41
60
false
Buy
Add to core equity +1%
34
-12
BrokerC
LMT
91
null
null
Normal monitoring
-45
-49
-29
4
false
Tax-aware sells next window
P7708
Hands-off
Trust
USD
2025-03-04
162,070
13,212
148,858
1
59.4
25.3
7.2
8.1
XLF:18.0%;MSFT:11.2%;TLT:20.0%;TSLA:18.0%;AMZN:17.5%;BND:15.3%
US:65.0;EU:18.6;APAC:6.9;EM:8.9;Other:0.7
Value:-0.1;Growth:-0.3;Quality:+0.3;Size:-0.7;Momentum:-0.2;LowVol:-0.8
null
7
30
3.7
hard 10%
93
15.3
Bull
17.9
3.68
3.2
86
23
55
46
false
Rebalance
Shift +1% to bonds from equity
-1
-32
BrokerA
LMT
89
null
null
Normal monitoring
-46
6
-81
3
false
Tax-aware sells next window
P7709
Systematic
401k
USD
2024-09-30
1,226,477
49,285
1,177,192
1
56.8
30.2
7.3
5.8
BND:29.6%;MUB:35.2%;MSFT:35.2%
US:63.6;EU:10.7;APAC:15.8;EM:4.2;Other:5.7
Value:-1.0;Growth:-0.9;Quality:-0.9;Size:+0.5;Momentum:+0.4;LowVol:+0.6
MaxPos8%
7
25
5
trailing 9%
202
16.9
Bull
12
4.65
2.3
74
29
73
30
false
Rebalance
Shift +1% to bonds from equity
-10
-22
BrokerC
MKT
93
null
null
Normal monitoring
3
-38
75
4
false
Tax-aware sells next window
P7710
Systematic
Taxable
USD
2025-09-08
433,502
18,662
414,840
1
60
32.6
0
7.4
IEF:17.1%;VOO:17.9%;MSFT:20.4%;TLT:15.1%;GLD:19.3%;XLF:10.3%
US:65.4;EU:12.1;APAC:11.2;EM:8.5;Other:2.8
Value:-1.0;Growth:-0.2;Quality:-0.6;Size:+0.5;Momentum:-0.5;LowVol:+0.3
MaxPos8%
6
25
5.2
trailing 8%
147
20
Volatile
26
3.66
2.5
116
-4
59
76
true
Hedge
Buy index puts 1% notional
8
-2
BrokerA
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
23
-26
110
2
false
Tighten stops on momentum names
P7711
Cautious
401k
USD
2024-11-01
246,854
29,668
217,186
1
48.7
41.2
0
10.1
TLT:23.9%;MUB:23.9%;MSFT:15.2%;XLF:20.9%;VNQ:16.0%
US:61.6;EU:18.0;APAC:10.2;EM:9.9;Other:0.3
Value:0.0;Growth:+0.3;Quality:-0.6;Size:0.0;Momentum:+0.2;LowVol:-0.6
ESGOnly;MaxPos5%;NoMargin
7
25
3
trailing 8%
126
18.9
Volatile
20.4
4.81
3.7
171
75
84
50
true
Reduce
Cut high-beta by 2-3%, add cash
24
-2
BrokerD
VWAP
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
110
-44
90
3
false
Tax-aware sells next window
P7712
Opportunistic
IRA
USD
2025-12-26
1,490,899
88,925
1,401,974
1
63.8
11.9
19.7
4.7
QQQ:20.7%;VOO:20.8%;VTI:15.4%;HYG:21.6%;BRK.B:21.6%
US:67.4;EU:16.4;APAC:8.7;EM:3.4;Other:4.1
Value:+0.5;Growth:0.0;Quality:+0.3;Size:-0.8;Momentum:-0.4;LowVol:+0.7
MaxPos5%
7
25
6.9
trailing 9%
188
32.6
Sideways
16.6
4.69
2.1
93
53
73
60
false
Buy
Add to core equity +1%
-12
13
BrokerA
MKT
94
null
null
Normal monitoring
50
-1
23
5
false
Tighten stops on momentum names
P7713
Hands-off
IRA
USD
2025-08-16
173,008
12,382
160,626
1
70.7
21.5
2.4
5.4
GLD:22.6%;VNQ:21.5%;AAPL:10.7%;MSFT:22.6%;XLF:22.6%
US:73.5;EU:6.0;APAC:15.1;EM:5.2;Other:0.3
Value:-0.6;Growth:+0.4;Quality:-0.7;Size:+0.5;Momentum:-0.9;LowVol:+0.5
NoDerivatives
10
25
4.1
trailing 10%
137
12.4
Bull
15.9
4.56
2.7
99
106
94
58
false
NoAction
Within bands; monitor
0
-26
BrokerA
VWAP
95
null
null
Normal monitoring
37
-35
93
3
false
Monitor dispersion and breadth
P7714
Opportunistic
Roth
USD
2025-09-17
1,397,900
113,162
1,284,738
1
69.1
20.1
4.2
6.7
GLD:11.2%;VNQ:23.2%;BRK.B:23.2%;VTI:22.4%;QQQ:20.1%
US:68.6;EU:15.4;APAC:9.5;EM:3.2;Other:3.2
Value:-0.2;Growth:-0.3;Quality:-0.5;Size:+0.4;Momentum:-0.8;LowVol:+0.5
MaxPos5%;NoDerivatives
5
35
4.9
hard 12%
224
25.5
Sideways
18.4
3.75
3.1
93
59
69
62
true
Rebalance
Rebalance back to target bands
1
-13
BrokerD
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-31
-51
57
4
false
Increase defensive factor exposure
P7715
Systematic
Taxable
USD
2024-10-24
1,473,107
74,054
1,399,053
1
61.9
25.5
5.8
6.7
MSFT:33.3%;VTI:33.3%;IEF:33.3%
US:68.3;EU:14.4;APAC:6.0;EM:9.0;Other:2.4
Value:-0.8;Growth:-0.4;Quality:0.0;Size:-1.0;Momentum:-0.4;LowVol:+0.2
NoDerivatives
5
25
4.2
hard 12%
211
17.9
Bull
12.5
4.31
2.3
83
9
39
41
false
Sell
Trim extended winner -1%
22
4
BrokerB
LMT
86
null
null
Normal monitoring
72
3
57
5
false
Tax-aware sells next window
P7716
Active
IRA
USD
2025-09-28
1,779,847
190,817
1,589,030
1.06
62.8
22.8
9.2
5.3
MUB:33.3%;AMZN:33.3%;TLT:33.3%
US:69.7;EU:6.8;APAC:7.4;EM:11.3;Other:4.8
Value:-0.4;Growth:+0.2;Quality:-0.4;Size:+0.6;Momentum:-0.2;LowVol:-0.1
MaxPos6%;NoDerivatives
6
25
5.9
trailing 9%
168
17.2
Sideways
20.6
3.96
3
98
51
82
52
false
Rebalance
Shift +1% to bonds from equity
13
12
BrokerC
MKT
100
null
null
Normal monitoring
-48
-35
-82
5
false
Within IPS guidelines
P7717
Cautious
Trust
USD
2025-12-18
251,620
34,714
216,906
1
42
33.5
13.7
10.7
GLD:33.3%;AMZN:33.3%;VTI:33.3%
US:55.6;EU:18.9;APAC:11.6;EM:9.6;Other:4.3
Value:-0.6;Growth:-0.8;Quality:-0.1;Size:-0.9;Momentum:-0.8;LowVol:+0.7
ESGOnly;NoMargin
6
25
3
hard 10%
152
15.1
Bull
17.5
4.18
3.3
107
116
96
45
false
NoAction
Within bands; monitor
34
-11
BrokerD
LMT
92
null
null
Normal monitoring
-52
-28
-27
5
false
Monitor dispersion and breadth
P7718
Hands-off
Roth
USD
2025-08-15
404,147
28,103
376,044
1
69.8
20.9
0
9.3
VTI:10.6%;MSFT:25.3%;MUB:25.3%;VOO:25.3%;XLF:13.5%
US:59.4;EU:15.1;APAC:12.1;EM:10.3;Other:3.1
Value:-0.5;Growth:-0.9;Quality:+1.0;Size:-0.9;Momentum:-0.9;LowVol:-0.8
ESGOnly
8
25
5.9
trailing 8%
158
16.4
Bear
27.5
4.44
1.7
201
-119
5
74
true
Hedge
Buy index puts 1% notional
35
-33
BrokerB
VWAP
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
74
-56
70
5
false
Monitor dispersion and breadth
P7719
Cautious
IRA
USD
2024-09-08
838,163
94,835
743,328
1
50.2
35.2
0
14.5
AMZN:33.3%;VNQ:33.3%;XLF:33.3%
US:65.2;EU:10.8;APAC:10.1;EM:11.0;Other:2.9
Value:-0.1;Growth:-0.1;Quality:+0.1;Size:-0.5;Momentum:+0.9;LowVol:-0.8
NoDerivatives;NoMargin
7
30
5.1
trailing 8%
146
19.9
Bear
29.4
3.83
1.8
163
-37
40
75
true
Hedge
Buy index puts 1% notional
6
-9
BrokerC
VWAP
87
VAR>budget
Reduce
Risk above budget threshold
-53
-32
20
2
false
Within IPS guidelines
P7720
Cautious
Taxable
USD
2024-12-07
368,080
32,683
335,397
1
40.5
30.1
14.6
14.7
TLT:13.8%;XLF:22.5%;GLD:8.8%;MSFT:9.9%;VNQ:22.5%;HYG:22.5%
US:64.0;EU:16.4;APAC:6.2;EM:10.2;Other:3.2
Value:+0.3;Growth:-0.6;Quality:+0.7;Size:+0.9;Momentum:-0.0;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
8
30
5.8
trailing 8%
90
17.6
Sideways
19
3.85
2.7
107
-25
26
50
false
Buy
Add to core equity +1%
17
10
BrokerB
MKT
93
null
null
Normal monitoring
81
8
60
3
false
Increase defensive factor exposure
P7721
Cautious
Roth
USD
2024-12-06
307,891
25,181
282,710
1
41.6
39.6
7.4
11.3
BND:25.0%;GLD:29.4%;VTI:16.3%;IEF:29.4%
US:67.8;EU:13.3;APAC:9.8;EM:8.6;Other:0.5
Value:+0.7;Growth:+0.7;Quality:+0.7;Size:+0.8;Momentum:-0.7;LowVol:+0.3
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
5
35
5
hard 10%
159
17.4
Bear
28.7
3.47
2.4
215
-51
33
53
false
Buy
Add to core equity +1%
-8
8
BrokerB
LMT
94
null
null
Normal monitoring
108
19
104
5
false
Tighten stops on momentum names
P7722
Cautious
401k
USD
2024-09-06
250,983
27,060
223,923
1
42.6
38.8
6
12.7
IEF:33.3%;TLT:33.3%;AMZN:33.3%
US:62.0;EU:17.9;APAC:6.7;EM:8.5;Other:4.9
Value:+0.2;Growth:+0.1;Quality:-0.5;Size:0.0;Momentum:+0.1;LowVol:-0.3
ESGOnly;NoMargin
10
30
4.8
hard 10%
151
17.6
Sideways
20.9
4.08
3.3
90
-18
56
40
false
Rebalance
Shift +1% to bonds from equity
34
14
BrokerD
LMT
93
null
null
Normal monitoring
20
-37
79
5
false
Increase defensive factor exposure
P7723
Hands-off
Roth
USD
2025-11-04
582,309
54,037
528,272
1
58.6
17.2
15.7
8.5
AAPL:23.4%;TLT:16.4%;VTI:23.4%;XLF:23.4%;VOO:13.2%
US:64.7;EU:14.5;APAC:11.8;EM:6.7;Other:2.2
Value:-0.9;Growth:+0.5;Quality:-0.7;Size:-0.7;Momentum:-0.3;LowVol:+0.2
ESGOnly
6
30
4.5
trailing 8%
146
18.5
Bull
12.2
4.24
2.7
99
32
64
47
false
Rebalance
Shift +1% to bonds from equity
23
-4
BrokerA
LMT
100
null
null
Normal monitoring
71
-57
94
5
false
Tighten stops on momentum names
P7724
Hands-off
Taxable
USD
2025-08-13
698,151
34,442
663,709
1
64
27.2
0
8.7
MSFT:20.2%;IEF:23.9%;TSLA:11.3%;XLF:23.9%;VNQ:20.7%
US:66.4;EU:13.3;APAC:6.5;EM:12.2;Other:1.6
Value:-0.7;Growth:-0.8;Quality:+0.1;Size:+0.6;Momentum:-0.5;LowVol:-0.0
ESGOnly;MaxPos7%;NoDerivatives
8
30
3.2
hard 10%
170
19.5
Sideways
21.5
4.6
3.4
118
-11
50
51
false
Hedge
Add TLT +1% as duration hedge
13
14
BrokerB
VWAP
96
null
null
Normal monitoring
105
-56
174
4
false
Increase defensive factor exposure
P7725
Cautious
Roth
USD
2025-05-17
773,457
103,650
669,807
1
41.5
35.5
12.5
10.5
VOO:25.0%;MUB:25.0%;VNQ:25.0%;HYG:25.0%
US:69.9;EU:9.4;APAC:9.5;EM:7.4;Other:3.8
Value:-0.6;Growth:-0.7;Quality:-0.2;Size:-0.5;Momentum:-1.0;LowVol:-0.9
MaxPos7%;NoMargin
5
25
3.4
trailing 10%
132
18.8
Bull
17.1
4.49
3
91
91
100
46
false
Rebalance
Shift +1% to bonds from equity
26
-1
BrokerB
VWAP
98
null
null
Normal monitoring
-55
20
68
3
false
Tax-aware sells next window
P7726
Opportunistic
Taxable
USD
2025-10-17
1,009,278
48,891
960,387
1
66.6
14.8
9.8
8.8
BRK.B:20.4%;XLF:22.1%;AAPL:22.1%;VOO:16.3%;QQQ:19.0%
US:74.7;EU:5.6;APAC:8.3;EM:9.8;Other:1.5
Value:-0.8;Growth:-0.1;Quality:+0.9;Size:+0.3;Momentum:+0.9;LowVol:-0.9
null
7
30
4.1
hard 12%
221
28
Bear
33.2
4.1
1.3
195
-17
32
82
true
Reduce
Cut high-beta by 2-3%, add cash
29
-14
BrokerC
VWAP
100
VAR>budget
Reduce
Risk above budget threshold
-26
-5
64
2
false
Within IPS guidelines
P7727
Hands-off
Trust
USD
2024-09-08
230,157
12,035
218,122
1
71.5
23.2
0
5.2
VNQ:33.3%;TLT:33.3%;MUB:33.3%
US:73.0;EU:7.3;APAC:13.2;EM:6.5;Other:0.0
Value:+0.3;Growth:+0.1;Quality:+0.4;Size:-0.3;Momentum:+0.2;LowVol:-0.4
null
6
35
3.9
hard 10%
168
15.4
Volatile
27.3
4.23
2.6
180
-2
46
74
true
Hedge
Buy index puts 1% notional
-7
-31
BrokerB
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
53
-33
169
3
false
Within IPS guidelines
P7728
Cautious
Trust
USD
2025-12-03
647,409
60,930
586,479
1
49.5
32.3
4.3
14
QQQ:27.0%;XLF:19.0%;VTI:27.0%;VOO:27.0%
US:70.3;EU:10.9;APAC:8.6;EM:8.5;Other:1.7
Value:-1.0;Growth:0.0;Quality:-0.8;Size:-0.7;Momentum:+1.0;LowVol:+0.5
MaxPos6%;NoMargin
7
35
3.5
trailing 8%
118
19.3
Bull
16.6
4.62
3.4
86
54
81
39
false
Buy
Add to core equity +1%
-1
-36
BrokerD
MKT
99
null
null
Normal monitoring
102
-41
121
4
false
Tax-aware sells next window
P7729
Hands-off
401k
USD
2025-11-02
519,961
42,174
477,787
1
55.3
26.7
12
6
BRK.B:27.4%;IEF:27.4%;HYG:17.9%;QQQ:27.4%
US:68.1;EU:10.0;APAC:9.1;EM:8.4;Other:4.4
Value:-0.1;Growth:+0.4;Quality:+0.5;Size:+0.3;Momentum:+0.5;LowVol:+0.1
ESGOnly;MaxPos6%;NoDerivatives
8
25
5.8
hard 10%
113
17.6
Sideways
17
4.45
3.5
97
20
67
57
false
Sell
Trim extended winner -1%
-8
-34
BrokerB
LMT
96
null
null
Normal monitoring
-1
14
101
4
false
Tighten stops on momentum names
P7730
Hands-off
401k
USD
2025-04-25
854,094
55,125
798,969
1
56.1
16.1
21.3
6.5
VOO:14.5%;AAPL:22.5%;BND:16.6%;VNQ:13.1%;TSLA:22.5%;QQQ:10.7%
US:67.3;EU:14.5;APAC:12.3;EM:3.3;Other:2.5
Value:-1.0;Growth:+0.4;Quality:-0.7;Size:+0.2;Momentum:-0.1;LowVol:+0.2
ESGOnly
5
25
5.2
trailing 10%
131
14.5
Bear
27.7
4.07
2.6
199
-38
18
71
true
Reduce
Cut high-beta by 2-3%, add cash
15
-13
BrokerB
VWAP
89
RegimeShift
Pause
Volatility spike and breadth deterioration
66
14
92
3
false
Monitor dispersion and breadth
P7731
Active
Roth
USD
2025-07-28
841,646
89,905
751,741
1
53
23
14.5
9.6
TLT:20.0%;VOO:26.7%;IEF:26.7%;TSLA:26.7%
US:67.5;EU:6.2;APAC:11.7;EM:10.1;Other:4.4
Value:+0.4;Growth:-0.4;Quality:+0.2;Size:-0.6;Momentum:-0.6;LowVol:-0.7
MaxPos7%
5
35
4.3
trailing 9%
210
21.5
Sideways
17.8
4.95
2
131
23
67
48
false
Hedge
Add TLT +1% as duration hedge
-13
-18
BrokerC
LMT
86
null
null
Normal monitoring
-9
-56
102
3
false
Monitor dispersion and breadth
P7732
Opportunistic
Roth
USD
2024-08-14
1,738,098
139,371
1,598,727
1
72.8
16.6
2.6
8
QQQ:17.8%;TLT:27.4%;XLF:27.4%;VTI:27.4%
US:68.8;EU:17.6;APAC:8.4;EM:5.0;Other:0.3
Value:+0.5;Growth:+0.6;Quality:-0.3;Size:-0.8;Momentum:0.0;LowVol:-0.8
null
6
35
4.8
hard 12%
246
32.4
Bear
22.4
3.33
2.4
201
17
57
77
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-12
BrokerA
MKT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
103
-30
118
5
false
Tighten stops on momentum names
P7733
Active
401k
USD
2025-10-10
711,486
56,348
655,138
1.1
51.9
20.8
18.1
9.2
BND:28.2%;TLT:28.2%;VOO:28.2%;MSFT:15.5%
US:76.4;EU:6.7;APAC:11.4;EM:3.8;Other:1.7
Value:-0.3;Growth:-0.5;Quality:+0.1;Size:-0.9;Momentum:+0.4;LowVol:+0.1
MaxPos8%;NoDerivatives
6
35
5.3
trailing 8%
212
27
Sideways
15.4
4.16
3.3
132
42
86
33
false
Buy
Add to core equity +1%
-14
-35
BrokerD
MKT
100
null
null
Normal monitoring
17
-37
-10
3
false
Increase defensive factor exposure
P7734
Hands-off
IRA
USD
2024-08-13
454,574
23,098
431,476
1
66
20.2
7.9
5.9
TSLA:25.6%;QQQ:17.6%;VNQ:25.6%;AAPL:16.1%;BRK.B:15.2%
US:66.3;EU:10.8;APAC:11.5;EM:9.4;Other:2.0
Value:+0.7;Growth:+0.2;Quality:+1.0;Size:+0.6;Momentum:-0.5;LowVol:-0.9
ESGOnly
10
35
3.4
trailing 8%
162
16.5
Bull
14.4
4.06
3.1
110
43
79
50
false
Buy
Add to core equity +1%
18
-26
BrokerD
VWAP
93
null
null
Normal monitoring
-60
15
69
5
false
Tax-aware sells next window
P7735
Systematic
Trust
USD
2025-11-12
1,809,948
81,136
1,728,812
1
64.3
30.8
0
4.9
IEF:25.0%;MSFT:25.0%;GLD:25.0%;TLT:25.0%
US:59.4;EU:19.2;APAC:12.6;EM:4.8;Other:4.1
Value:0.0;Growth:-0.8;Quality:+0.7;Size:-0.0;Momentum:-0.9;LowVol:+0.3
null
10
30
5.8
trailing 9%
152
17.1
Sideways
16.1
4.3
2
90
57
78
45
false
Rebalance
Shift +1% to bonds from equity
-1
-37
BrokerA
MKT
86
null
null
Normal monitoring
108
-8
108
3
false
Within IPS guidelines
P7736
Systematic
Trust
USD
2025-07-06
1,294,920
94,595
1,200,325
1
61.8
25.5
3.9
8.8
HYG:22.4%;AMZN:22.4%;VTI:18.1%;IEF:22.4%;GLD:14.8%
US:56.7;EU:16.6;APAC:13.0;EM:10.6;Other:3.1
Value:-1.0;Growth:-0.9;Quality:+0.1;Size:+0.4;Momentum:-0.7;LowVol:-0.6
null
6
30
4.8
trailing 8%
145
26
Volatile
30.9
4.46
2
169
-33
41
78
true
Hedge
Buy index puts 1% notional
20
-18
BrokerB
LMT
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
-1
-57
-11
3
false
Tighten stops on momentum names
P7737
Active
Roth
USD
2025-07-19
2,381,333
153,967
2,227,366
1
52.7
26.1
12.6
8.6
BRK.B:22.4%;BND:9.8%;TLT:22.4%;HYG:22.4%;VNQ:10.0%;XLF:13.1%
US:56.9;EU:19.1;APAC:15.7;EM:5.7;Other:2.6
Value:+0.6;Growth:-0.6;Quality:+0.7;Size:+0.1;Momentum:-0.4;LowVol:-0.2
null
6
25
5.5
trailing 8%
192
18.6
Bull
11.9
3.9
3
105
99
89
45
false
Sell
Trim extended winner -1%
21
-26
BrokerB
LMT
98
null
null
Normal monitoring
68
17
28
5
false
Monitor dispersion and breadth
P7738
Systematic
Trust
USD
2024-12-12
1,823,678
85,232
1,738,446
1
65.8
28.9
0
5.3
VNQ:24.3%;MSFT:21.2%;TSLA:24.3%;TLT:11.8%;AMZN:18.3%
US:67.8;EU:11.9;APAC:5.5;EM:11.6;Other:3.1
Value:-0.4;Growth:+0.7;Quality:-0.9;Size:+1.0;Momentum:-0.5;LowVol:+0.8
NoDerivatives
8
30
4.2
trailing 9%
148
27.1
Sideways
15.6
4.18
2.1
123
30
61
57
false
Rebalance
Shift +1% to bonds from equity
33
-3
BrokerA
VWAP
97
null
null
Normal monitoring
-12
-3
-11
4
false
Monitor dispersion and breadth
P7739
Hands-off
Taxable
USD
2024-07-25
632,867
44,118
588,749
1
62.9
28.9
0
8.2
TSLA:21.6%;IEF:21.6%;AAPL:12.4%;XLF:21.6%;MSFT:11.0%;MUB:11.8%
US:78.0;EU:6.6;APAC:5.3;EM:5.1;Other:4.9
Value:-0.8;Growth:+0.9;Quality:-0.0;Size:-0.1;Momentum:+0.6;LowVol:-0.4
ESGOnly
10
35
5.3
hard 10%
98
13.4
Volatile
25.2
5.49
4.1
111
27
66
77
true
Hedge
Buy index puts 1% notional
-12
-4
BrokerB
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
117
0
129
3
false
Monitor dispersion and breadth
P7740
Systematic
Roth
USD
2025-05-01
695,443
49,970
645,473
1
62.7
28.9
0
8.4
IEF:27.1%;QQQ:27.1%;VNQ:18.7%;XLF:27.1%
US:71.9;EU:8.8;APAC:11.2;EM:4.7;Other:3.4
Value:+0.3;Growth:-1.0;Quality:-0.8;Size:-0.6;Momentum:+0.3;LowVol:+0.7
null
8
25
5.5
trailing 8%
151
16
Sideways
20.1
3.65
2.2
96
46
82
51
false
Sell
Trim extended winner -1%
35
-9
BrokerC
LMT
90
null
null
Normal monitoring
-33
-45
75
5
false
Within IPS guidelines
P7741
Cautious
Roth
USD
2025-04-21
496,912
44,037
452,875
1
39.1
31.7
16.9
12.3
MSFT:27.1%;QQQ:27.1%;IEF:18.6%;VOO:27.1%
US:73.4;EU:13.2;APAC:6.6;EM:3.4;Other:3.4
Value:+0.7;Growth:-0.5;Quality:-0.1;Size:+0.7;Momentum:+0.1;LowVol:-0.1
ESGOnly;NoMargin
8
30
4.7
trailing 8%
167
14.2
Volatile
20.7
4.92
3.7
150
-49
26
42
false
Buy
Add to core equity +1%
0
-39
BrokerC
LMT
94
null
null
Normal monitoring
67
-3
152
3
false
Tighten stops on momentum names
P7742
Opportunistic
401k
USD
2024-12-20
929,280
58,109
871,171
1
77.7
13.8
0.3
8.2
MUB:33.3%;QQQ:33.3%;AMZN:33.3%
US:75.6;EU:6.5;APAC:10.6;EM:3.7;Other:3.6
Value:-0.7;Growth:-0.6;Quality:+0.3;Size:-0.2;Momentum:+0.7;LowVol:+0.5
NoDerivatives
5
30
4.9
trailing 7%
171
31.4
Bull
13
4.37
3
85
50
67
60
true
Rebalance
Rebalance back to target bands
9
14
BrokerB
MKT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
113
-16
176
4
false
Increase defensive factor exposure
P7743
Active
401k
USD
2024-10-14
593,754
40,246
553,508
1
60.2
25.9
8.7
5.2
IEF:33.3%;QQQ:33.3%;GLD:33.3%
US:59.0;EU:9.1;APAC:15.8;EM:11.5;Other:4.6
Value:-0.7;Growth:-0.0;Quality:-0.2;Size:+0.5;Momentum:+1.0;LowVol:+0.9
null
10
35
4.6
hard 12%
170
22.8
Bull
14.6
4.5
2.5
99
27
55
45
false
NoAction
Within bands; monitor
24
15
BrokerD
MKT
0
null
null
Normal monitoring
-36
-26
95
3
false
Increase defensive factor exposure
P7744
Systematic
Taxable
USD
2025-07-25
1,961,216
193,144
1,768,072
1
61.4
23
8.7
6.9
BRK.B:25.7%;VTI:25.7%;MUB:22.8%;AMZN:25.7%
US:69.4;EU:9.0;APAC:14.6;EM:7.0;Other:0.0
Value:-0.9;Growth:-0.4;Quality:-0.6;Size:-0.1;Momentum:-0.0;LowVol:-0.1
NoDerivatives
8
35
5.3
trailing 8%
197
26.4
Bear
32.8
3.89
1.4
172
27
60
89
true
Hedge
Buy index puts 1% notional
-11
-7
BrokerD
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
6
3
31
3
false
Within IPS guidelines
P7745
Cautious
IRA
USD
2025-05-14
741,897
103,764
638,133
1
35
35.5
18.1
11.4
VTI:19.2%;XLF:26.9%;BND:26.9%;VOO:26.9%
US:72.8;EU:8.8;APAC:5.3;EM:9.7;Other:3.5
Value:-0.2;Growth:+0.8;Quality:+0.2;Size:+1.0;Momentum:-0.5;LowVol:+0.2
MaxPos7%;NoMargin
5
35
4.7
hard 10%
97
17.5
Bull
12.1
3.67
2.4
109
21
64
24
false
Sell
Trim extended winner -1%
-3
-6
BrokerB
MKT
93
null
null
Normal monitoring
-59
-28
32
5
false
Monitor dispersion and breadth
P7746
Hands-off
401k
USD
2025-11-04
796,110
38,996
757,114
1
68.9
23.5
0
7.6
TLT:30.3%;VOO:34.9%;GLD:34.9%
US:67.3;EU:16.1;APAC:9.2;EM:4.7;Other:2.6
Value:-0.9;Growth:-0.7;Quality:-0.9;Size:-0.9;Momentum:-0.8;LowVol:+0.5
ESGOnly;MaxPos6%;NoDerivatives
8
35
5.7
hard 10%
144
18.7
Bull
11.3
4.93
2.1
112
109
100
41
false
Buy
Add to core equity +1%
9
-24
BrokerD
VWAP
90
null
null
Normal monitoring
-35
0
74
4
false
Within IPS guidelines
P7747
Opportunistic
Trust
USD
2024-09-04
539,384
46,165
493,219
1
66.2
21.7
4.9
7.3
VOO:24.3%;TLT:25.2%;BND:25.2%;BRK.B:25.2%
US:63.2;EU:19.7;APAC:9.8;EM:7.3;Other:0.0
Value:-0.5;Growth:-0.5;Quality:-0.1;Size:-0.5;Momentum:+0.6;LowVol:-0.5
NoDerivatives
10
30
4.9
trailing 7%
219
29
Bear
26.9
3.82
1.8
219
-22
24
81
true
Reduce
Cut high-beta by 2-3%, add cash
24
-6
BrokerB
VWAP
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-19
19
33
5
false
Within IPS guidelines
P7748
Opportunistic
IRA
USD
2024-09-05
1,410,797
100,408
1,310,389
1.17
76.4
17.3
0.6
5.6
VNQ:22.8%;MUB:12.2%;AAPL:21.6%;TSLA:8.3%;TLT:12.3%;QQQ:22.8%
US:53.2;EU:21.0;APAC:12.0;EM:9.7;Other:4.1
Value:+0.8;Growth:-0.7;Quality:-0.1;Size:+0.4;Momentum:+0.9;LowVol:+0.6
MaxPos5%
8
35
5.1
hard 12%
189
31
Bull
17.8
4.53
2.5
104
102
87
69
false
Rebalance
Shift +1% to bonds from equity
31
-38
BrokerC
MKT
92
null
null
Normal monitoring
45
-29
11
4
false
Within IPS guidelines
P7749
Cautious
401k
USD
2024-09-09
319,189
49,891
269,298
1
42.1
30
16.8
11.1
TSLA:16.1%;VOO:22.3%;AAPL:9.4%;VTI:22.3%;HYG:7.6%;IEF:22.3%
US:69.9;EU:6.4;APAC:9.6;EM:9.5;Other:4.6
Value:-0.7;Growth:+0.6;Quality:+0.4;Size:-0.2;Momentum:+0.1;LowVol:+0.5
NoDerivatives;NoMargin
10
35
4.3
trailing 8%
146
16.7
Volatile
27.1
5.17
4.4
121
11
67
53
false
Rebalance
Shift +1% to bonds from equity
9
-9
BrokerA
LMT
97
null
null
Normal monitoring
92
-55
59
4
false
Tighten stops on momentum names
P7750
Cautious
401k
USD
2025-07-01
561,001
79,984
481,017
1
40.1
40
4.4
15.5
XLF:33.3%;HYG:33.3%;MSFT:33.3%
US:70.1;EU:13.4;APAC:5.5;EM:9.6;Other:1.4
Value:+0.8;Growth:+0.5;Quality:-0.4;Size:-0.7;Momentum:-0.8;LowVol:-0.4
ESGOnly;MaxPos6%;NoMargin
7
30
5.2
hard 10%
116
19.6
Bull
11.2
3.93
3.2
93
85
100
19
false
Sell
Trim extended winner -1%
-6
-28
BrokerA
LMT
95
null
null
Normal monitoring
15
18
86
5
false
Increase defensive factor exposure
P7751
Cautious
Taxable
USD
2024-09-14
810,879
125,884
684,995
1
35.2
30.4
19.6
14.8
MUB:16.7%;AMZN:13.4%;BND:18.2%;GLD:25.9%;IEF:25.9%
US:67.5;EU:7.2;APAC:15.4;EM:9.8;Other:0.1
Value:+0.7;Growth:+0.9;Quality:-0.8;Size:+0.9;Momentum:-0.5;LowVol:-0.5
ESGOnly;NoDerivatives;NoMargin
10
25
5.6
trailing 8%
143
19.5
Sideways
20.5
3.93
3
129
-29
39
41
false
Rebalance
Shift +1% to bonds from equity
8
8
BrokerA
VWAP
97
null
null
Normal monitoring
-57
-46
28
4
false
Tax-aware sells next window
P7752
Active
Taxable
USD
2025-07-09
2,157,620
215,566
1,942,054
1
60.4
32
2.1
5.6
MSFT:8.0%;QQQ:15.3%;TSLA:21.6%;AMZN:21.6%;XLF:16.1%;AAPL:17.5%
US:57.3;EU:20.8;APAC:6.1;EM:10.4;Other:5.4
Value:+0.1;Growth:-0.5;Quality:-0.6;Size:+0.8;Momentum:+0.5;LowVol:-0.2
NoDerivatives
10
30
5.1
hard 12%
212
27.2
Bull
15.9
4.85
2.1
93
49
69
38
false
NoAction
Within bands; monitor
14
2
BrokerC
MKT
0
null
null
Normal monitoring
1
-33
25
5
false
Within IPS guidelines
P7753
Systematic
Roth
USD
2025-06-18
687,115
28,971
658,144
1
61.7
29.3
0
9
TSLA:23.9%;HYG:27.9%;BND:27.9%;QQQ:20.4%
US:67.4;EU:16.5;APAC:7.4;EM:8.5;Other:0.2
Value:-0.5;Growth:+0.3;Quality:+0.9;Size:+0.9;Momentum:-0.8;LowVol:-0.4
MaxPos6%
6
25
5.1
trailing 8%
143
18.8
Volatile
28.4
4.28
3.4
121
-34
48
73
true
Rebalance
Rebalance back to target bands
4
9
BrokerB
LMT
90
VAR>budget
Reduce
Risk above budget threshold
-12
0
31
3
false
Tighten stops on momentum names
P7754
Systematic
Roth
USD
2025-07-20
1,446,972
138,931
1,308,041
1
66.1
28.5
0.1
5.3
TLT:33.3%;VNQ:33.3%;AAPL:33.3%
US:67.6;EU:16.5;APAC:9.0;EM:6.1;Other:0.8
Value:-0.4;Growth:-0.7;Quality:+0.9;Size:-0.5;Momentum:+1.0;LowVol:-0.2
null
8
25
4.2
trailing 8%
215
25.4
Bull
17
4.79
2.9
87
41
84
58
false
Buy
Add to core equity +1%
34
-2
BrokerD
LMT
94
null
null
Normal monitoring
21
16
31
4
false
Increase defensive factor exposure
P7755
Opportunistic
Trust
USD
2024-12-04
1,237,680
84,019
1,153,661
1
75.3
12.8
6
5.8
AMZN:23.2%;BRK.B:21.6%;QQQ:14.1%;MUB:17.3%;GLD:23.8%
US:65.2;EU:9.9;APAC:12.9;EM:8.7;Other:3.3
Value:0.0;Growth:+0.7;Quality:-0.7;Size:+0.2;Momentum:-0.8;LowVol:-0.8
NoDerivatives
5
25
7
trailing 7%
236
25.1
Sideways
15
4.68
3.2
120
45
79
58
false
Rebalance
Shift +1% to bonds from equity
18
15
BrokerA
LMT
94
null
null
Normal monitoring
87
-34
103
3
false
Monitor dispersion and breadth
P7756
Systematic
Taxable
USD
2025-07-17
1,377,795
92,052
1,285,743
1
62.2
31.4
0
6.4
AMZN:14.6%;XLF:24.9%;MSFT:24.9%;BND:10.9%;MUB:24.9%
US:65.5;EU:8.7;APAC:9.2;EM:12.2;Other:4.4
Value:+1.0;Growth:-0.5;Quality:0.0;Size:+0.1;Momentum:+0.5;LowVol:-0.4
null
10
35
4.9
trailing 8%
207
27
Bear
22.7
3.59
2.9
211
-79
23
61
false
Buy
Add to core equity +1%
16
14
BrokerA
MKT
90
null
null
Normal monitoring
27
4
87
3
false
Tighten stops on momentum names
P7757
Hands-off
401k
USD
2025-03-17
870,000
61,286
808,714
1
66.3
19.4
5.2
9.1
MUB:21.0%;TSLA:21.0%;TLT:18.3%;GLD:18.8%;XLF:21.0%
US:68.5;EU:10.1;APAC:12.3;EM:8.7;Other:0.5
Value:-1.0;Growth:+0.5;Quality:-0.5;Size:+0.9;Momentum:+0.4;LowVol:+0.8
null
6
25
4
trailing 8%
160
17.8
Volatile
21.3
4.3
3.1
138
10
44
65
false
Rebalance
Shift +1% to bonds from equity
-8
-1
BrokerD
VWAP
97
null
null
Normal monitoring
21
-9
113
4
false
Tighten stops on momentum names
P7758
Hands-off
401k
USD
2024-09-23
506,851
24,148
482,703
1
58.3
18.2
16.9
6.7
VTI:25.8%;MSFT:25.8%;TLT:25.8%;AAPL:22.7%
US:64.0;EU:18.3;APAC:7.6;EM:8.8;Other:1.3
Value:-0.4;Growth:+0.9;Quality:+0.6;Size:+0.4;Momentum:+0.8;LowVol:-0.4
null
6
35
4.6
trailing 8%
119
16.1
Bull
13.3
4.65
2
83
47
64
47
false
Rebalance
Shift +1% to bonds from equity
1
-6
BrokerD
MKT
90
null
null
Normal monitoring
-38
-47
57
3
false
Monitor dispersion and breadth
P7759
Opportunistic
Trust
USD
2024-12-04
1,396,817
91,075
1,305,742
1.1
69.6
21.5
0.1
8.8
VNQ:28.5%;MSFT:14.4%;GLD:28.5%;VOO:28.5%
US:70.2;EU:7.0;APAC:14.3;EM:6.0;Other:2.5
Value:-0.8;Growth:0.0;Quality:-0.6;Size:+0.6;Momentum:-0.1;LowVol:-0.7
MaxPos5%
8
30
4.1
hard 12%
242
23.7
Bear
23.3
3.83
2.5
207
-82
5
78
true
Hedge
Buy index puts 1% notional
19
-3
BrokerB
LMT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
56
3
49
4
false
Within IPS guidelines
P7760
Systematic
Taxable
USD
2024-12-12
1,652,138
153,368
1,498,770
1
61.2
23
8.5
7.2
VTI:25.5%;XLF:23.6%;HYG:25.5%;BRK.B:25.5%
US:73.9;EU:11.6;APAC:9.8;EM:4.6;Other:0.1
Value:+0.2;Growth:+0.5;Quality:+0.6;Size:+0.7;Momentum:+0.5;LowVol:-1.0
null
10
35
4.2
hard 12%
172
24.8
Bear
33.8
3.52
1.5
141
26
66
79
true
Hedge
Buy index puts 1% notional
8
-36
BrokerC
LMT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
96
-11
169
5
false
Monitor dispersion and breadth
P7761
Opportunistic
Taxable
USD
2025-10-21
830,741
47,649
783,092
1
70
15.8
8.3
5.8
BND:13.4%;XLF:21.0%;GLD:21.0%;TLT:8.8%;VNQ:17.0%;BRK.B:18.8%
US:60.2;EU:16.8;APAC:8.4;EM:10.4;Other:4.1
Value:+0.2;Growth:-0.1;Quality:+0.8;Size:-0.9;Momentum:-0.2;LowVol:+0.4
null
8
30
6.2
hard 12%
190
26.3
Volatile
22.8
5.15
3
154
80
79
60
false
Sell
Trim extended winner -1%
-4
2
BrokerC
VWAP
98
null
null
Normal monitoring
-16
-10
-7
5
false
Tax-aware sells next window
P7762
Active
Taxable
USD
2024-10-05
852,949
77,006
775,943
1
64.4
27
0.8
7.8
BND:25.0%;MSFT:25.0%;VOO:25.0%;VNQ:25.0%
US:62.2;EU:19.5;APAC:6.5;EM:8.1;Other:3.8
Value:-0.7;Growth:-0.8;Quality:-0.6;Size:-0.4;Momentum:-0.9;LowVol:-0.4
NoDerivatives
8
35
5.3
hard 12%
142
26
Bull
15.6
4.59
2.8
80
120
99
58
false
Hedge
Add TLT +1% as duration hedge
-8
-8
BrokerB
LMT
91
null
null
Normal monitoring
64
-36
156
4
false
Monitor dispersion and breadth
P7763
Opportunistic
401k
USD
2025-08-24
1,710,620
61,254
1,649,366
1.21
67.3
19.5
6.8
6.3
AMZN:33.3%;VNQ:33.3%;XLF:33.3%
US:65.8;EU:16.5;APAC:6.4;EM:8.9;Other:2.4
Value:-0.0;Growth:-0.5;Quality:+0.6;Size:+0.4;Momentum:+0.3;LowVol:+1.0
null
8
30
6.8
hard 12%
205
34.5
Sideways
16.4
4.02
2.8
125
-4
36
54
true
Hedge
Buy index puts 1% notional
11
-39
BrokerA
MKT
93
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-4
-15
112
4
false
Tighten stops on momentum names
P7764
Active
401k
USD
2024-08-05
1,300,118
99,888
1,200,230
1.06
66.3
20.9
7
5.8
TLT:19.2%;XLF:13.7%;IEF:12.6%;BRK.B:20.7%;VTI:17.7%;VOO:16.2%
US:73.7;EU:10.8;APAC:7.5;EM:8.0;Other:0.0
Value:+0.7;Growth:-0.6;Quality:-0.0;Size:-1.0;Momentum:-0.5;LowVol:+0.9
null
8
25
5.7
hard 12%
153
22.1
Bull
16.9
4.13
2.4
76
85
98
49
false
Rebalance
Shift +1% to bonds from equity
22
-6
BrokerB
LMT
86
null
null
Normal monitoring
4
-36
99
3
false
Tighten stops on momentum names
P7765
Cautious
Trust
USD
2024-10-28
519,311
66,189
453,122
1
47.7
41.7
0
10.6
HYG:33.3%;MSFT:33.3%;VOO:33.3%
US:59.1;EU:17.7;APAC:10.9;EM:8.8;Other:3.4
Value:-0.4;Growth:+0.5;Quality:+0.3;Size:-0.5;Momentum:-0.8;LowVol:-0.7
ESGOnly;NoDerivatives;NoMargin
8
30
3.5
trailing 10%
95
12.4
Bull
17.7
3.53
2.7
101
13
63
48
false
Sell
Trim extended winner -1%
28
-34
BrokerA
MKT
95
null
null
Normal monitoring
-9
-31
115
4
false
Tighten stops on momentum names
P7766
Opportunistic
401k
USD
2025-03-26
1,312,099
108,648
1,203,451
1.12
72.1
17.7
1.2
9
TSLA:33.3%;BND:33.3%;VNQ:33.3%
US:65.2;EU:11.8;APAC:10.8;EM:8.9;Other:3.3
Value:-0.5;Growth:0.0;Quality:0.0;Size:-0.2;Momentum:-0.4;LowVol:+0.6
null
7
25
5.7
trailing 7%
205
27.1
Bull
17.8
4.87
2.6
118
65
89
48
false
Rebalance
Shift +1% to bonds from equity
-12
-34
BrokerD
MKT
87
null
null
Normal monitoring
71
-39
204
5
false
Tax-aware sells next window
P7767
Cautious
Trust
USD
2024-10-28
724,032
100,136
623,896
1
41.6
41.6
6.6
10.2
AAPL:33.3%;TSLA:33.3%;VOO:33.3%
US:64.2;EU:21.6;APAC:5.9;EM:4.6;Other:3.7
Value:+0.4;Growth:0.0;Quality:-0.6;Size:+0.9;Momentum:-0.8;LowVol:0.0
NoMargin
7
35
5.7
trailing 8%
118
16.8
Bear
27.5
3.11
1.6
209
-23
36
67
false
Rebalance
Shift +1% to bonds from equity
34
-8
BrokerB
MKT
86
null
null
Normal monitoring
-24
20
9
5
false
Within IPS guidelines
P7768
Hands-off
IRA
USD
2024-10-19
703,851
46,503
657,348
1
68.7
21
0.8
9.5
BRK.B:33.3%;BND:33.3%;VOO:33.3%
US:69.7;EU:15.3;APAC:5.7;EM:6.4;Other:2.9
Value:+0.1;Growth:+0.7;Quality:+0.5;Size:-0.0;Momentum:-0.9;LowVol:-0.9
ESGOnly;NoDerivatives
7
25
4.9
trailing 8%
156
17.4
Volatile
28.1
5.37
2.3
136
71
77
75
true
Hedge
Buy index puts 1% notional
-1
-33
BrokerA
LMT
100
VAR>budget
Reduce
Risk above budget threshold
38
-15
107
2
false
Within IPS guidelines
P7769
Cautious
Trust
USD
2024-07-11
869,954
76,664
793,290
1
46.3
38.9
0
14.8
XLF:25.3%;IEF:25.3%;BND:24.1%;BRK.B:25.3%
US:65.5;EU:6.3;APAC:15.5;EM:10.0;Other:2.7
Value:-1.0;Growth:-0.4;Quality:+0.3;Size:-0.0;Momentum:-0.1;LowVol:-0.8
ESGOnly;MaxPos7%;NoMargin
5
35
6
trailing 10%
131
13
Bear
34.7
3.25
1.6
171
-30
41
75
true
Reduce
Cut high-beta by 2-3%, add cash
17
-11
BrokerA
LMT
96
VAR>budget
Reduce
Risk above budget threshold
57
-27
47
4
false
Tax-aware sells next window
P7770
Active
Roth
USD
2024-12-30
1,635,706
106,410
1,529,296
1
54.7
19
16.7
9.6
MSFT:25.0%;HYG:25.0%;IEF:25.0%;TLT:25.0%
US:69.3;EU:14.8;APAC:7.9;EM:4.4;Other:3.6
Value:+0.9;Growth:+0.5;Quality:-0.1;Size:-0.3;Momentum:-0.5;LowVol:-0.8
null
7
25
5.9
hard 12%
132
25.3
Bull
12.7
3.94
2.7
108
20
67
47
false
Rebalance
Shift +1% to bonds from equity
16
-18
BrokerB
MKT
86
null
null
Normal monitoring
-25
-29
72
5
false
Increase defensive factor exposure
P7771
Systematic
IRA
USD
2025-08-20
1,361,088
108,471
1,252,617
1
55.7
20.8
16.5
7.1
TLT:33.3%;AAPL:33.3%;BND:33.3%
US:61.7;EU:12.9;APAC:15.2;EM:6.8;Other:3.4
Value:+0.8;Growth:-0.6;Quality:-0.3;Size:+1.0;Momentum:+0.7;LowVol:+0.7
MaxPos6%
7
25
5.4
trailing 9%
151
19.1
Bull
15.4
4.07
2.9
104
17
44
43
false
Rebalance
Shift +1% to bonds from equity
27
-25
BrokerC
MKT
94
null
null
Normal monitoring
118
16
82
4
false
Tighten stops on momentum names
P7772
Hands-off
Trust
USD
2025-02-03
454,284
30,706
423,578
1
66.8
26.1
0
7.1
IEF:33.3%;XLF:33.3%;VTI:33.3%
US:69.2;EU:13.8;APAC:9.9;EM:4.7;Other:2.5
Value:-0.6;Growth:-0.8;Quality:+0.7;Size:-0.6;Momentum:-0.4;LowVol:+0.2
ESGOnly;NoDerivatives
7
30
5.7
trailing 10%
146
19.2
Bull
16
3.69
2.7
105
95
88
56
false
Sell
Trim extended winner -1%
7
-27
BrokerB
MKT
91
null
null
Normal monitoring
63
14
187
5
false
Tax-aware sells next window
P7773
Hands-off
401k
USD
2025-02-01
189,030
9,946
179,084
1
60.7
23.9
7.9
7.5
VOO:20.4%;GLD:27.9%;MSFT:27.9%;IEF:23.8%
US:73.5;EU:10.5;APAC:9.0;EM:4.7;Other:2.3
Value:+0.7;Growth:-0.0;Quality:-0.6;Size:-0.3;Momentum:-0.9;LowVol:-0.1
null
8
25
4.4
trailing 8%
163
19.4
Bull
15.4
4.77
2.1
99
85
97
44
false
Rebalance
Shift +1% to bonds from equity
-12
-33
BrokerC
MKT
98
null
null
Normal monitoring
-50
-22
-63
3
false
Tighten stops on momentum names
P7774
Cautious
Roth
USD
2024-09-01
752,272
84,562
667,710
1
53.4
33.2
0
13.5
GLD:21.4%;AMZN:23.2%;AAPL:27.7%;VTI:27.7%
US:64.8;EU:15.8;APAC:7.2;EM:8.7;Other:3.4
Value:-0.1;Growth:+0.9;Quality:+0.6;Size:-0.6;Momentum:-0.6;LowVol:+0.3
NoMargin
10
25
3.3
hard 10%
94
17.5
Bull
13.2
3.7
3.5
90
15
57
30
false
Hedge
Add TLT +1% as duration hedge
21
-32
BrokerD
MKT
86
null
null
Normal monitoring
75
-3
40
4
false
Increase defensive factor exposure
P7775
Systematic
Trust
USD
2025-03-15
1,812,270
119,314
1,692,956
1
63.8
25
6
5.1
AMZN:16.8%;BRK.B:21.0%;VTI:19.2%;IEF:7.0%;XLF:16.4%;TSLA:19.7%
US:72.4;EU:6.3;APAC:13.0;EM:8.3;Other:0.0
Value:-0.3;Growth:-0.2;Quality:+0.9;Size:+0.4;Momentum:+0.5;LowVol:+0.4
MaxPos7%
10
25
5
trailing 9%
162
26.7
Bull
16.8
4.11
3
114
9
49
59
false
Hedge
Add TLT +1% as duration hedge
25
2
BrokerA
VWAP
89
null
null
Normal monitoring
-55
17
-93
5
false
Increase defensive factor exposure
P7776
Hands-off
Roth
USD
2024-10-24
361,153
35,456
325,697
1
71
23.5
0
5.5
MSFT:20.6%;TSLA:20.3%;IEF:20.5%;VOO:18.6%;HYG:20.1%
US:65.5;EU:8.4;APAC:17.3;EM:7.4;Other:1.5
Value:+0.3;Growth:+0.3;Quality:-0.2;Size:+1.0;Momentum:-0.6;LowVol:-0.2
ESGOnly;MaxPos5%
8
25
3
trailing 8%
160
18.9
Sideways
18.3
3.77
2.4
138
54
72
66
false
Sell
Trim extended winner -1%
-2
14
BrokerD
VWAP
92
null
null
Normal monitoring
-23
-45
76
3
false
Tighten stops on momentum names
P7777
Cautious
Taxable
USD
2025-06-06
436,616
38,498
398,118
1
45
39.1
3.9
12
MSFT:14.5%;QQQ:10.9%;BRK.B:20.1%;IEF:18.7%;XLF:17.3%;VNQ:18.4%
US:68.2;EU:18.9;APAC:6.9;EM:3.2;Other:2.8
Value:-0.7;Growth:+0.8;Quality:-0.6;Size:+0.5;Momentum:+0.3;LowVol:-0.1
MaxPos5%;NoDerivatives;NoMargin
5
35
3.5
trailing 10%
102
14.9
Bull
11.7
3.69
3
93
5
37
25
false
Buy
Add to core equity +1%
20
4
BrokerD
LMT
96
null
null
Normal monitoring
48
-3
115
4
false
Monitor dispersion and breadth
P7778
Hands-off
Trust
USD
2025-12-07
411,320
37,885
373,435
1
71.2
21.8
0
7
VOO:18.1%;AMZN:20.0%;AAPL:16.7%;TLT:19.2%;VNQ:20.1%;VTI:6.0%
US:64.8;EU:15.0;APAC:7.7;EM:9.5;Other:3.1
Value:-0.8;Growth:+0.8;Quality:+0.8;Size:+0.4;Momentum:+0.9;LowVol:+0.9
ESGOnly
6
35
4.4
trailing 8%
114
16.6
Bull
12.4
4.69
2.8
116
80
100
50
true
Rebalance
Rebalance back to target bands
13
-1
BrokerD
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-25
7
89
2
false
Tighten stops on momentum names
P7779
Hands-off
Trust
USD
2025-09-02
576,787
38,314
538,473
1
71
18.8
1.6
8.6
IEF:20.5%;VTI:20.5%;VOO:20.5%;GLD:9.8%;VNQ:12.7%;QQQ:16.0%
US:71.4;EU:9.5;APAC:11.1;EM:6.0;Other:2.0
Value:-0.1;Growth:+0.7;Quality:+0.7;Size:+0.7;Momentum:+0.2;LowVol:+0.6
ESGOnly
7
25
3.3
hard 10%
100
17.9
Bear
25.9
4.35
1.6
152
32
69
83
true
Hedge
Buy index puts 1% notional
30
14
BrokerB
MKT
93
VAR>budget
Pause
Risk above budget threshold
32
-57
66
3
false
Within IPS guidelines
P7780
Systematic
Roth
USD
2024-07-22
1,246,634
102,770
1,143,864
1
62.1
33
0
5
TSLA:35.7%;IEF:28.5%;VNQ:35.7%
US:65.9;EU:15.1;APAC:7.3;EM:8.2;Other:3.6
Value:+0.2;Growth:+0.2;Quality:-0.4;Size:+0.4;Momentum:-0.7;LowVol:+0.8
MaxPos7%
6
25
5.8
trailing 9%
179
28
Sideways
14.6
4.55
2.3
136
11
57
43
false
Sell
Trim extended winner -1%
27
-13
BrokerC
MKT
99
null
null
Normal monitoring
-59
-40
-36
4
false
Tax-aware sells next window
P7781
Hands-off
Taxable
USD
2025-07-03
276,892
25,151
251,741
1
67.1
23.8
0
9
XLF:25.7%;IEF:22.5%;VTI:13.9%;HYG:25.7%;MSFT:12.2%
US:67.4;EU:18.0;APAC:9.2;EM:4.7;Other:0.7
Value:-0.3;Growth:+1.0;Quality:-0.5;Size:+0.8;Momentum:-0.3;LowVol:-1.0
ESGOnly;MaxPos8%
8
30
5.7
trailing 8%
157
16.9
Volatile
20.9
4.47
2.7
139
-43
22
66
false
Buy
Add to core equity +1%
23
6
BrokerC
MKT
96
null
null
Normal monitoring
97
-21
193
5
false
Monitor dispersion and breadth
P7782
Active
401k
USD
2025-11-26
686,359
79,084
607,275
1
62.6
22.1
6.8
8.5
GLD:13.4%;TSLA:21.6%;BND:21.6%;TLT:21.6%;MSFT:21.6%
US:64.0;EU:15.3;APAC:6.8;EM:11.1;Other:2.8
Value:-0.4;Growth:+0.8;Quality:+0.2;Size:-0.7;Momentum:+0.2;LowVol:-0.6
null
6
30
4.6
trailing 8%
192
20.6
Bull
17.6
4.7
3.2
75
107
96
48
false
Rebalance
Shift +1% to bonds from equity
-8
-7
BrokerA
MKT
86
null
null
Normal monitoring
-12
-39
18
3
false
Monitor dispersion and breadth
P7783
Active
Trust
USD
2024-12-02
2,048,523
205,789
1,842,734
1
50.8
31.2
10.2
7.7
BND:33.5%;AMZN:33.0%;TLT:33.5%
US:72.6;EU:5.8;APAC:8.1;EM:8.0;Other:5.5
Value:-0.2;Growth:+0.2;Quality:-0.2;Size:-0.3;Momentum:-0.4;LowVol:+0.5
MaxPos6%
10
35
5.4
hard 12%
217
17.8
Volatile
22.2
4.12
2.8
159
-34
24
57
false
Buy
Add to core equity +1%
14
-12
BrokerA
VWAP
90
null
null
Normal monitoring
14
15
28
4
false
Tighten stops on momentum names
P7784
Opportunistic
Taxable
USD
2025-12-11
1,792,837
92,619
1,700,218
1
72
19.1
0
8.8
AMZN:19.5%;HYG:17.2%;MSFT:22.0%;MUB:22.0%;VOO:19.4%
US:70.0;EU:6.6;APAC:10.6;EM:10.5;Other:2.3
Value:+0.3;Growth:0.0;Quality:-0.0;Size:-0.1;Momentum:+0.8;LowVol:+0.5
NoDerivatives
7
35
6.4
hard 12%
221
31.7
Bull
12.9
3.56
2.1
82
74
97
53
false
Sell
Trim extended winner -1%
-5
-19
BrokerD
LMT
100
null
null
Normal monitoring
118
11
132
4
false
Tax-aware sells next window
P7785
Opportunistic
Roth
USD
2024-11-02
1,773,945
117,378
1,656,567
1
65.3
10.9
16.6
7.2
VNQ:27.3%;VOO:21.4%;HYG:23.9%;MUB:27.3%
US:76.4;EU:6.3;APAC:5.7;EM:9.4;Other:2.1
Value:+0.7;Growth:+0.1;Quality:+0.3;Size:+0.4;Momentum:0.0;LowVol:+0.7
NoDerivatives
5
35
6.8
trailing 9%
261
26.1
Bear
24.2
3.84
2.9
164
-78
5
61
false
Sell
Trim extended winner -1%
-1
-4
BrokerD
MKT
87
null
null
Normal monitoring
46
-33
186
3
false
Tax-aware sells next window
P7786
Systematic
Roth
USD
2025-11-09
1,705,163
74,688
1,630,475
1
65.2
21.1
3.7
10
IEF:28.9%;TSLA:28.9%;VNQ:13.3%;AAPL:28.9%
US:75.8;EU:5.6;APAC:6.1;EM:11.2;Other:1.3
Value:+0.4;Growth:-0.0;Quality:+0.5;Size:-0.7;Momentum:+0.7;LowVol:-0.3
NoDerivatives
10
35
5.5
hard 12%
168
17.5
Bull
16.6
4.49
2.2
116
99
89
42
false
Rebalance
Shift +1% to bonds from equity
-14
11
BrokerD
LMT
100
null
null
Normal monitoring
-3
4
82
5
false
Within IPS guidelines
P7787
Hands-off
IRA
USD
2025-01-17
327,120
27,339
299,781
1
64.6
25.4
4.4
5.6
TLT:17.5%;BND:14.9%;MUB:12.7%;BRK.B:20.4%;GLD:17.9%;TSLA:16.6%
US:65.2;EU:10.0;APAC:12.0;EM:10.8;Other:1.9
Value:+0.3;Growth:-0.3;Quality:+0.6;Size:0.0;Momentum:+0.8;LowVol:-0.0
ESGOnly
10
30
4.9
trailing 10%
90
12.7
Sideways
19.3
4.83
2.7
136
4
57
60
false
Rebalance
Shift +1% to bonds from equity
-7
-11
BrokerC
MKT
87
null
null
Normal monitoring
50
-21
25
3
false
Within IPS guidelines
P7788
Active
401k
USD
2025-01-24
768,472
73,025
695,447
1
55.9
23
14.4
6.7
HYG:25.0%;BND:25.0%;BRK.B:25.0%;QQQ:25.0%
US:65.0;EU:15.4;APAC:9.4;EM:10.1;Other:0.1
Value:+0.5;Growth:-0.5;Quality:+0.9;Size:+0.3;Momentum:-0.8;LowVol:+1.0
NoDerivatives
7
25
4.6
trailing 9%
227
27.4
Bear
30.5
4.37
1.5
137
-117
5
79
true
Reduce
Cut high-beta by 2-3%, add cash
30
-38
BrokerA
MKT
94
VAR>budget
Hedge
Risk above budget threshold
111
-23
166
3
false
Within IPS guidelines
P7789
Hands-off
401k
USD
2025-12-19
718,225
53,813
664,412
1
63.8
28.3
0
8
TSLA:26.2%;VTI:21.3%;VOO:26.2%;BRK.B:26.2%
US:72.1;EU:7.3;APAC:11.8;EM:5.1;Other:3.7
Value:-0.7;Growth:-0.9;Quality:-0.8;Size:-0.3;Momentum:-0.9;LowVol:-0.6
ESGOnly;NoDerivatives
7
35
5.5
trailing 8%
96
12.8
Sideways
15.4
5
2.5
119
56
67
40
false
Rebalance
Shift +1% to bonds from equity
-8
-18
BrokerA
MKT
85
null
null
Normal monitoring
-14
-45
14
3
false
Within IPS guidelines
P7790
Hands-off
Taxable
USD
2025-07-27
193,430
13,262
180,168
1
72.4
19.3
0
8.3
BND:23.0%;QQQ:38.5%;VTI:38.5%
US:72.8;EU:10.2;APAC:7.6;EM:4.2;Other:5.2
Value:0.0;Growth:-0.7;Quality:+0.3;Size:+0.5;Momentum:+0.5;LowVol:+0.8
null
8
35
3.7
trailing 8%
138
13.7
Sideways
20.3
4.25
2.5
101
47
59
57
false
Rebalance
Shift +1% to bonds from equity
-1
14
BrokerA
MKT
85
null
null
Normal monitoring
-32
-37
-37
4
false
Tighten stops on momentum names
P7791
Opportunistic
401k
USD
2025-09-22
1,428,995
95,084
1,333,911
1.09
63
17.7
11.3
8
AMZN:15.5%;IEF:13.9%;TLT:18.0%;HYG:21.3%;MSFT:21.3%;GLD:9.9%
US:69.2;EU:13.1;APAC:10.8;EM:5.0;Other:1.9
Value:-0.2;Growth:-0.1;Quality:+0.4;Size:-0.8;Momentum:+0.5;LowVol:-0.5
MaxPos5%
10
30
5.2
hard 12%
269
31.9
Volatile
23.7
3.89
2.1
146
-52
25
68
false
Buy
Add to core equity +1%
4
-33
BrokerC
MKT
95
null
null
Normal monitoring
-45
-27
77
4
false
Within IPS guidelines
P7792
Active
IRA
USD
2025-04-05
996,159
64,787
931,372
1.24
66.6
27.1
0
6.3
QQQ:11.2%;XLF:25.4%;VNQ:25.4%;AMZN:25.4%;IEF:12.6%
US:73.8;EU:7.9;APAC:13.9;EM:3.1;Other:1.3
Value:-0.1;Growth:+0.1;Quality:-0.9;Size:-0.7;Momentum:+0.3;LowVol:-0.3
null
5
35
5.1
hard 12%
161
26.4
Volatile
30.9
4.35
3.4
163
3
54
73
true
Reduce
Cut high-beta by 2-3%, add cash
6
12
BrokerA
MKT
96
VAR>budget
Hedge
Risk above budget threshold
40
-34
90
3
false
Tighten stops on momentum names
P7793
Systematic
IRA
USD
2025-01-20
1,901,644
100,910
1,800,734
1
62.3
30.4
0
7.3
AMZN:33.3%;TLT:33.3%;GLD:33.3%
US:69.7;EU:11.6;APAC:10.1;EM:6.4;Other:2.1
Value:+0.6;Growth:-0.2;Quality:-0.5;Size:-0.7;Momentum:+0.3;LowVol:-0.6
NoDerivatives
5
30
5.6
trailing 9%
191
18.8
Volatile
27.8
4.21
2.7
170
-6
39
62
false
NoAction
Within bands; monitor
15
1
BrokerD
LMT
99
null
null
Normal monitoring
105
19
230
3
false
Tighten stops on momentum names
P7794
Hands-off
Taxable
USD
2025-09-20
727,153
53,829
673,324
1
66.3
25.9
0
7.8
VOO:22.1%;QQQ:22.9%;BRK.B:22.9%;IEF:9.1%;AMZN:22.9%
US:68.6;EU:10.9;APAC:11.3;EM:8.8;Other:0.3
Value:-0.1;Growth:-0.2;Quality:-0.5;Size:+0.1;Momentum:+1.0;LowVol:-0.1
MaxPos5%
8
30
4.4
trailing 10%
96
12.7
Bull
17.3
4.74
2.1
95
21
63
48
false
Hedge
Add TLT +1% as duration hedge
31
-27
BrokerD
MKT
95
null
null
Normal monitoring
-22
-20
-47
5
false
Increase defensive factor exposure
P7795
Cautious
Roth
USD
2025-11-10
272,615
38,000
234,615
1
40.3
42.6
0
17.1
BRK.B:17.7%;QQQ:18.3%;HYG:21.3%;MUB:21.3%;AAPL:21.3%
US:72.8;EU:10.9;APAC:8.0;EM:3.5;Other:4.9
Value:-1.0;Growth:+0.2;Quality:+0.3;Size:-0.5;Momentum:-0.5;LowVol:-0.6
ESGOnly;NoMargin
5
35
3.6
trailing 8%
118
19.1
Bull
11.2
3.59
2.5
117
75
94
36
false
Buy
Add to core equity +1%
-14
-27
BrokerB
MKT
89
null
null
Normal monitoring
64
-15
108
5
false
Tax-aware sells next window
P7796
Active
Roth
USD
2025-02-22
2,397,549
226,689
2,170,860
1
53
27.6
13.9
5.5
TSLA:26.9%;MSFT:26.9%;VOO:26.9%;VTI:19.4%
US:70.6;EU:11.6;APAC:10.5;EM:2.9;Other:4.3
Value:+0.6;Growth:-0.3;Quality:-0.8;Size:-0.9;Momentum:+0.8;LowVol:-0.7
NoDerivatives
8
25
5.3
trailing 8%
181
23.2
Bull
13.8
3.5
3.2
98
36
61
35
false
Sell
Trim extended winner -1%
-13
-31
BrokerB
MKT
88
null
null
Normal monitoring
59
-15
58
5
false
Within IPS guidelines
P7797
Hands-off
Roth
USD
2025-06-29
255,089
17,416
237,673
1
74.1
20.1
0.8
5
AAPL:14.5%;TSLA:19.8%;IEF:15.3%;BND:25.8%;AMZN:24.5%
US:70.9;EU:6.0;APAC:13.8;EM:7.2;Other:2.1
Value:+0.4;Growth:-0.2;Quality:-1.0;Size:-0.1;Momentum:+0.9;LowVol:+1.0
MaxPos7%
8
25
4
trailing 8%
92
19.4
Volatile
20.6
5.25
3.7
137
76
100
56
false
Rebalance
Shift +1% to bonds from equity
11
-35
BrokerC
LMT
97
null
null
Normal monitoring
57
-43
134
3
false
Tax-aware sells next window
P7798
Hands-off
IRA
USD
2025-03-31
580,782
40,033
540,749
1
69.9
23.8
0
6.3
VNQ:23.6%;BRK.B:23.6%;QQQ:19.0%;HYG:23.6%;IEF:10.2%
US:62.7;EU:18.0;APAC:12.9;EM:6.3;Other:0.2
Value:-0.7;Growth:+0.2;Quality:-0.3;Size:-0.4;Momentum:-0.7;LowVol:+0.7
null
5
35
3.8
trailing 8%
157
13.9
Bull
13.7
3.95
3.5
93
48
63
57
false
Sell
Trim extended winner -1%
18
13
BrokerD
LMT
85
null
null
Normal monitoring
-29
-6
-69
4
false
Monitor dispersion and breadth
P7799
Opportunistic
Taxable
USD
2025-05-14
1,085,829
50,704
1,035,125
1.07
68.2
14.3
11.6
5.9
BND:33.3%;MUB:33.3%;XLF:33.3%
US:64.3;EU:11.6;APAC:13.2;EM:10.3;Other:0.6
Value:-0.3;Growth:-0.2;Quality:+0.2;Size:-0.3;Momentum:-0.8;LowVol:+1.0
MaxPos5%
10
25
4.5
trailing 7%
239
27.3
Sideways
15.2
3.58
2.4
106
-21
42
44
false
NoAction
Within bands; monitor
21
-40
BrokerB
MKT
0
null
null
Normal monitoring
118
10
258
5
false
Increase defensive factor exposure
P7800
Systematic
Roth
USD
2024-10-29
1,947,331
98,412
1,848,919
1
61.2
27.4
3.3
8
VNQ:35.2%;QQQ:35.2%;MSFT:29.6%
US:69.3;EU:10.8;APAC:7.0;EM:9.2;Other:3.7
Value:+0.2;Growth:+0.2;Quality:-0.2;Size:-0.0;Momentum:-0.6;LowVol:+0.2
null
10
30
5.5
trailing 9%
167
26.2
Bull
17.5
4.35
2.2
112
111
100
56
false
Rebalance
Shift +1% to bonds from equity
34
0
BrokerC
MKT
85
null
null
Normal monitoring
100
-10
60
4
false
Monitor dispersion and breadth