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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
P7801
|
Systematic
|
Trust
|
USD
|
2025-02-08
| 1,243,636
| 78,507
| 1,165,129
| 1
| 59
| 33.3
| 0
| 7.6
|
BRK.B:33.3%;AAPL:33.3%;VOO:33.3%
|
US:58.2;EU:20.6;APAC:11.1;EM:7.0;Other:3.2
|
Value:+0.7;Growth:-0.8;Quality:-0.6;Size:+0.8;Momentum:+0.6;LowVol:-0.7
|
MaxPos7%
| 6
| 35
| 5.9
|
trailing 9%
| 160
| 27.2
|
Sideways
| 21.3
| 4.35
| 3
| 112
| 23
| 71
| 50
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -15
| -15
|
BrokerC
|
LMT
| 93
| null | null |
Normal monitoring
| -28
| -27
| 35
| 5
| false
|
Within IPS guidelines
|
P7802
|
Active
|
401k
|
USD
|
2024-11-08
| 1,903,481
| 128,289
| 1,775,192
| 1.19
| 59
| 28
| 4.6
| 8.4
|
VTI:12.7%;BRK.B:18.9%;XLF:16.0%;GLD:20.2%;MSFT:15.4%;MUB:16.9%
|
US:76.5;EU:9.6;APAC:6.6;EM:3.7;Other:3.6
|
Value:+0.5;Growth:+0.4;Quality:-0.7;Size:-0.3;Momentum:+0.6;LowVol:+0.3
|
MaxPos8%
| 10
| 25
| 4.9
|
trailing 9%
| 126
| 21.6
|
Volatile
| 21.6
| 3.51
| 3.5
| 167
| 16
| 44
| 57
| false
|
Buy
|
Add to core equity +1%
| 15
| -4
|
BrokerB
|
VWAP
| 91
| null | null |
Normal monitoring
| -45
| -54
| 31
| 5
| false
|
Monitor dispersion and breadth
|
P7803
|
Active
|
Taxable
|
USD
|
2025-07-01
| 1,129,777
| 96,846
| 1,032,931
| 1.19
| 65.4
| 26.2
| 1.5
| 6.9
|
XLF:31.4%;MSFT:16.2%;HYG:31.4%;BND:20.9%
|
US:59.9;EU:13.9;APAC:10.8;EM:10.0;Other:5.3
|
Value:-0.9;Growth:-0.4;Quality:+0.2;Size:+0.7;Momentum:-0.0;LowVol:-0.5
|
MaxPos6%
| 10
| 35
| 5
|
hard 12%
| 209
| 16.4
|
Bull
| 11.7
| 4.19
| 2.7
| 91
| 36
| 82
| 45
| false
|
Buy
|
Add to core equity +1%
| 17
| -26
|
BrokerA
|
LMT
| 90
| null | null |
Normal monitoring
| -2
| -2
| 130
| 4
| false
|
Tax-aware sells next window
|
P7804
|
Active
|
Trust
|
USD
|
2024-09-06
| 501,564
| 43,056
| 458,508
| 1
| 61.1
| 29.6
| 0
| 9.2
|
VTI:33.3%;VOO:33.3%;QQQ:33.3%
|
US:72.2;EU:11.6;APAC:6.6;EM:5.4;Other:4.2
|
Value:-0.1;Growth:-0.0;Quality:-0.3;Size:-0.5;Momentum:+0.3;LowVol:+0.3
|
MaxPos7%
| 6
| 25
| 6
|
hard 12%
| 229
| 17.7
|
Sideways
| 16
| 4.58
| 2.9
| 125
| 24
| 70
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 19
| 4
|
BrokerD
|
MKT
| 97
| null | null |
Normal monitoring
| -11
| -24
| 39
| 4
| false
|
Tax-aware sells next window
|
P7805
|
Hands-off
|
401k
|
USD
|
2024-10-15
| 669,162
| 32,015
| 637,147
| 1
| 71.2
| 20.4
| 2.8
| 5.5
|
BRK.B:33.3%;AAPL:33.3%;VOO:33.3%
|
US:68.5;EU:14.6;APAC:8.4;EM:8.0;Other:0.5
|
Value:-0.2;Growth:-0.2;Quality:+0.9;Size:-0.8;Momentum:+0.5;LowVol:+0.9
|
ESGOnly
| 5
| 35
| 4.4
|
trailing 10%
| 151
| 15.2
|
Bull
| 14.2
| 3.72
| 3.1
| 117
| 63
| 87
| 50
| false
|
Buy
|
Add to core equity +1%
| 6
| -23
|
BrokerD
|
MKT
| 98
| null | null |
Normal monitoring
| 83
| -19
| 82
| 4
| false
|
Within IPS guidelines
|
P7806
|
Active
|
IRA
|
USD
|
2024-07-08
| 2,182,528
| 224,873
| 1,957,655
| 1.09
| 62.7
| 31
| 0.7
| 5.6
|
VTI:33.3%;AAPL:33.3%;MSFT:33.3%
|
US:72.7;EU:7.0;APAC:8.8;EM:6.0;Other:5.4
|
Value:-0.6;Growth:-0.3;Quality:-0.9;Size:-0.8;Momentum:+0.9;LowVol:+0.1
| null | 5
| 25
| 4.7
|
trailing 8%
| 171
| 21.7
|
Sideways
| 14.3
| 3.57
| 3.5
| 110
| 58
| 68
| 53
| true
|
Rebalance
|
Rebalance back to target bands
| 0
| 6
|
BrokerD
|
LMT
| 95
|
VAR>budget
|
Pause
|
Risk above budget threshold
| -21
| -16
| -27
| 5
| false
|
Monitor dispersion and breadth
|
P7807
|
Active
|
IRA
|
USD
|
2024-10-10
| 2,438,286
| 171,118
| 2,267,168
| 1
| 50.4
| 20
| 21.3
| 8.3
|
BRK.B:21.4%;GLD:9.6%;TLT:20.8%;QQQ:12.1%;VOO:17.6%;MSFT:18.6%
|
US:59.2;EU:19.3;APAC:8.2;EM:11.1;Other:2.2
|
Value:-0.7;Growth:-0.2;Quality:-0.9;Size:-0.6;Momentum:+0.8;LowVol:+0.4
|
MaxPos5%;NoDerivatives
| 10
| 30
| 5
|
trailing 9%
| 191
| 23.7
|
Bull
| 15
| 3.83
| 3.4
| 76
| 14
| 62
| 31
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 12
| -9
|
BrokerC
|
LMT
| 100
| null | null |
Normal monitoring
| -53
| -29
| 87
| 5
| false
|
Tax-aware sells next window
|
P7808
|
Opportunistic
|
401k
|
USD
|
2025-06-07
| 799,017
| 70,622
| 728,395
| 1.24
| 73
| 16.6
| 4.3
| 6.1
|
BRK.B:33.3%;AMZN:33.3%;VNQ:33.3%
|
US:64.9;EU:15.1;APAC:13.5;EM:3.8;Other:2.7
|
Value:-0.5;Growth:-0.6;Quality:+0.2;Size:-0.9;Momentum:+1.0;LowVol:-0.1
|
MaxPos8%
| 5
| 35
| 6.4
|
trailing 9%
| 240
| 34.2
|
Bull
| 13.2
| 3.86
| 2.5
| 99
| 56
| 93
| 54
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 10
| 12
|
BrokerA
|
VWAP
| 90
| null | null |
Normal monitoring
| 14
| -6
| 101
| 4
| false
|
Monitor dispersion and breadth
|
P7809
|
Hands-off
|
Roth
|
USD
|
2024-09-04
| 342,354
| 27,479
| 314,875
| 1
| 58.7
| 22.2
| 14
| 5.2
|
TLT:24.3%;TSLA:24.3%;QQQ:24.3%;MSFT:13.5%;XLF:13.6%
|
US:67.4;EU:8.8;APAC:14.7;EM:6.8;Other:2.3
|
Value:-0.3;Growth:-0.1;Quality:+0.3;Size:+1.0;Momentum:+0.1;LowVol:-0.0
|
ESGOnly
| 6
| 30
| 4.6
|
trailing 8%
| 137
| 13.8
|
Volatile
| 21.9
| 4.71
| 2.8
| 166
| -42
| 14
| 61
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 14
| -26
|
BrokerA
|
MKT
| 86
| null | null |
Normal monitoring
| -28
| -43
| 63
| 4
| false
|
Tax-aware sells next window
|
P7810
|
Opportunistic
|
Taxable
|
USD
|
2024-10-22
| 676,606
| 26,562
| 650,044
| 1.16
| 73
| 15.9
| 4.8
| 6.3
|
VOO:14.0%;IEF:28.7%;BND:28.7%;XLF:28.7%
|
US:59.2;EU:19.5;APAC:7.3;EM:9.9;Other:4.0
|
Value:-0.4;Growth:+0.4;Quality:+0.8;Size:-0.4;Momentum:+0.3;LowVol:-0.0
|
NoDerivatives
| 5
| 25
| 6.4
|
trailing 7%
| 211
| 33.5
|
Volatile
| 28.6
| 4.47
| 2.1
| 143
| -55
| 33
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| 6
| -26
|
BrokerD
|
MKT
| 87
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 46
| -25
| 140
| 2
| false
|
Monitor dispersion and breadth
|
P7811
|
Hands-off
|
IRA
|
USD
|
2025-06-13
| 467,788
| 29,012
| 438,776
| 1
| 67.3
| 25.5
| 0.2
| 7
|
QQQ:33.3%;MSFT:33.3%;AMZN:33.3%
|
US:72.3;EU:13.3;APAC:9.8;EM:4.5;Other:0.1
|
Value:-0.5;Growth:+0.9;Quality:-0.4;Size:-0.3;Momentum:-0.7;LowVol:+0.8
|
MaxPos5%
| 10
| 25
| 3.7
|
trailing 8%
| 113
| 16
|
Bull
| 15.3
| 3.72
| 3
| 107
| 113
| 100
| 58
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 6
| -36
|
BrokerA
|
LMT
| 89
| null | null |
Normal monitoring
| 75
| -46
| 177
| 4
| false
|
Tighten stops on momentum names
|
P7812
|
Active
|
Taxable
|
USD
|
2024-10-21
| 1,670,840
| 185,320
| 1,485,520
| 1.08
| 50.3
| 19.2
| 24.1
| 6.5
|
GLD:33.3%;VNQ:33.3%;VTI:33.3%
|
US:72.8;EU:5.4;APAC:11.9;EM:6.3;Other:3.6
|
Value:-0.4;Growth:+0.3;Quality:+0.1;Size:+0.1;Momentum:-0.9;LowVol:+0.8
|
NoDerivatives
| 7
| 30
| 4.1
|
hard 12%
| 158
| 27.8
|
Volatile
| 26
| 5.1
| 2.2
| 169
| -25
| 22
| 67
| true
|
Hedge
|
Buy index puts 1% notional
| -9
| -10
|
BrokerA
|
MKT
| 94
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -14
| -60
| -39
| 3
| false
|
Monitor dispersion and breadth
|
P7813
|
Hands-off
|
401k
|
USD
|
2025-03-28
| 162,826
| 15,411
| 147,415
| 1
| 66.6
| 27.1
| 0
| 6.3
|
AAPL:23.7%;GLD:23.7%;BRK.B:18.2%;VNQ:10.6%;TLT:23.7%
|
US:53.9;EU:19.0;APAC:13.8;EM:8.8;Other:4.6
|
Value:-0.3;Growth:-0.9;Quality:+0.3;Size:+0.3;Momentum:-0.4;LowVol:+0.5
|
NoDerivatives
| 6
| 25
| 5.7
|
trailing 8%
| 141
| 18
|
Sideways
| 20.6
| 4.19
| 2.1
| 138
| 48
| 69
| 51
| false
|
Sell
|
Trim extended winner -1%
| -15
| -17
|
BrokerC
|
MKT
| 93
| null | null |
Normal monitoring
| 65
| -53
| 63
| 4
| false
|
Increase defensive factor exposure
|
P7814
|
Active
|
401k
|
USD
|
2025-08-06
| 2,360,950
| 225,831
| 2,135,119
| 1
| 58.9
| 23.4
| 8.8
| 8.9
|
QQQ:5.5%;MUB:17.1%;TLT:20.7%;VTI:15.7%;HYG:20.4%;MSFT:20.7%
|
US:70.2;EU:11.6;APAC:9.7;EM:6.9;Other:1.6
|
Value:-0.5;Growth:-0.9;Quality:+0.3;Size:+0.6;Momentum:+0.2;LowVol:-0.2
|
MaxPos6%
| 7
| 35
| 4.3
|
trailing 8%
| 193
| 16.4
|
Bull
| 15.8
| 3.94
| 2
| 92
| 24
| 64
| 41
| true
|
Hedge
|
Buy index puts 1% notional
| 21
| 1
|
BrokerD
|
VWAP
| 99
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 29
| -58
| 78
| 2
| false
|
Increase defensive factor exposure
|
P7815
|
Cautious
|
Roth
|
USD
|
2024-08-22
| 380,327
| 43,538
| 336,789
| 1
| 49.2
| 38.8
| 1.5
| 10.5
|
BRK.B:17.7%;HYG:27.4%;BND:27.4%;QQQ:27.4%
|
US:68.3;EU:6.6;APAC:14.4;EM:7.8;Other:3.0
|
Value:+0.7;Growth:+0.3;Quality:+0.8;Size:+0.7;Momentum:+0.1;LowVol:+0.2
|
MaxPos6%;NoMargin
| 7
| 30
| 4
|
trailing 8%
| 105
| 14.7
|
Bull
| 17.9
| 4.04
| 2.3
| 95
| 32
| 62
| 44
| true
|
Hedge
|
Buy index puts 1% notional
| -9
| -38
|
BrokerD
|
MKT
| 100
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 22
| -60
| 33
| 2
| false
|
Tax-aware sells next window
|
P7816
|
Cautious
|
Taxable
|
USD
|
2024-12-17
| 417,155
| 61,056
| 356,099
| 1
| 42.1
| 33.7
| 13.2
| 11
|
QQQ:33.3%;XLF:33.3%;AAPL:33.3%
|
US:68.8;EU:12.0;APAC:8.9;EM:9.2;Other:1.1
|
Value:+0.4;Growth:-0.3;Quality:+0.5;Size:-0.0;Momentum:+0.9;LowVol:+0.5
|
MaxPos6%;NoDerivatives;NoMargin
| 5
| 25
| 5.4
|
hard 10%
| 101
| 12.5
|
Volatile
| 24.2
| 4.47
| 4.2
| 141
| -11
| 30
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| 13
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| 104
| -49
| 96
| 3
| false
|
Tax-aware sells next window
|
P7817
|
Hands-off
|
IRA
|
USD
|
2025-05-06
| 434,164
| 34,775
| 399,389
| 1
| 70.3
| 18.5
| 4.3
| 6.8
|
GLD:26.9%;MSFT:23.4%;VNQ:22.8%;AMZN:26.9%
|
US:64.4;EU:19.6;APAC:6.6;EM:7.0;Other:2.4
|
Value:-0.1;Growth:+0.7;Quality:-0.7;Size:-0.6;Momentum:-0.4;LowVol:+0.9
|
NoDerivatives
| 6
| 35
| 5.9
|
trailing 10%
| 115
| 17.2
|
Volatile
| 28.1
| 3.98
| 4.2
| 126
| 20
| 47
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 9
| -21
|
BrokerB
|
MKT
| 88
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 108
| -14
| 108
| 5
| false
|
Tax-aware sells next window
|
P7818
|
Opportunistic
|
Trust
|
USD
|
2025-03-25
| 552,718
| 32,565
| 520,153
| 1
| 73.1
| 18
| 2.7
| 6.2
|
AMZN:33.3%;HYG:33.3%;TSLA:33.3%
|
US:68.9;EU:12.6;APAC:9.6;EM:8.9;Other:0.0
|
Value:+0.6;Growth:-0.3;Quality:-0.3;Size:+0.5;Momentum:-0.1;LowVol:+0.8
|
MaxPos5%
| 10
| 25
| 5.8
|
hard 12%
| 266
| 21.1
|
Bull
| 13.5
| 4.61
| 2.6
| 86
| 102
| 95
| 53
| true
|
Hedge
|
Buy index puts 1% notional
| 2
| -24
|
BrokerC
|
LMT
| 92
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| -48
| -6
| -68
| 4
| false
|
Tax-aware sells next window
|
P7819
|
Cautious
|
Roth
|
USD
|
2025-11-16
| 893,929
| 85,134
| 808,795
| 1
| 44.3
| 42.8
| 0
| 12.9
|
AAPL:25.8%;VOO:22.7%;TLT:25.8%;XLF:25.8%
|
US:61.4;EU:14.5;APAC:14.3;EM:7.1;Other:2.6
|
Value:+0.4;Growth:-0.7;Quality:+0.2;Size:+0.6;Momentum:+0.1;LowVol:+0.4
|
NoMargin
| 6
| 30
| 4.6
|
trailing 8%
| 112
| 18.8
|
Volatile
| 26.6
| 3.66
| 2.3
| 175
| 20
| 54
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -8
| 14
|
BrokerA
|
VWAP
| 92
| null | null |
Normal monitoring
| 40
| -4
| 155
| 4
| false
|
Tighten stops on momentum names
|
P7820
|
Opportunistic
|
Trust
|
USD
|
2025-03-22
| 480,340
| 21,346
| 458,994
| 1
| 72.5
| 15.4
| 3.9
| 8.2
|
VTI:33.3%;BRK.B:33.3%;QQQ:33.3%
|
US:63.7;EU:13.4;APAC:14.8;EM:7.5;Other:0.6
|
Value:-0.0;Growth:-0.6;Quality:-0.8;Size:-0.2;Momentum:+0.8;LowVol:+0.3
| null | 6
| 35
| 5.4
|
hard 12%
| 267
| 28.4
|
Sideways
| 14.2
| 3.67
| 3.2
| 121
| 15
| 43
| 53
| false
|
NoAction
|
Within bands; monitor
| 7
| -20
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| -15
| -57
| -49
| 5
| false
|
Tighten stops on momentum names
|
P7821
|
Active
|
401k
|
USD
|
2025-11-14
| 784,258
| 77,190
| 707,068
| 1
| 54.6
| 25.8
| 12.9
| 6.7
|
HYG:27.2%;GLD:27.2%;IEF:27.2%;QQQ:18.3%
|
US:61.9;EU:15.0;APAC:14.5;EM:5.7;Other:2.9
|
Value:-0.4;Growth:+0.2;Quality:0.0;Size:+0.1;Momentum:-0.2;LowVol:+0.6
| null | 7
| 35
| 5.7
|
trailing 8%
| 154
| 25.4
|
Volatile
| 23.1
| 4.03
| 4.3
| 153
| -54
| 19
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -3
| -16
|
BrokerA
|
LMT
| 89
| null | null |
Normal monitoring
| -34
| 5
| -46
| 3
| false
|
Tighten stops on momentum names
|
P7822
|
Systematic
|
Roth
|
USD
|
2024-11-21
| 789,101
| 31,787
| 757,314
| 1
| 65.3
| 26.1
| 0
| 8.6
|
TLT:20.2%;TSLA:20.2%;BRK.B:17.0%;VOO:7.8%;VNQ:18.0%;XLF:16.7%
|
US:63.0;EU:16.7;APAC:8.2;EM:7.9;Other:4.2
|
Value:+0.6;Growth:+0.7;Quality:-0.5;Size:-0.7;Momentum:+0.6;LowVol:-0.6
|
MaxPos5%
| 6
| 25
| 5.8
|
trailing 8%
| 169
| 18.7
|
Bull
| 13.1
| 3.59
| 2.6
| 91
| 53
| 65
| 51
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 17
| 6
|
BrokerD
|
LMT
| 100
| null | null |
Normal monitoring
| 41
| 6
| 56
| 3
| false
|
Increase defensive factor exposure
|
P7823
|
Cautious
|
Taxable
|
USD
|
2025-04-22
| 574,215
| 70,514
| 503,701
| 1
| 49.5
| 34.8
| 1.5
| 14.2
|
TLT:16.6%;IEF:20.6%;AAPL:14.7%;BRK.B:20.1%;VOO:7.4%;MSFT:20.6%
|
US:64.1;EU:15.7;APAC:10.3;EM:8.7;Other:1.1
|
Value:+0.6;Growth:0.0;Quality:+0.4;Size:+0.1;Momentum:+0.7;LowVol:+0.7
|
ESGOnly;NoMargin
| 5
| 35
| 3.6
|
hard 10%
| 140
| 18.9
|
Bull
| 17.3
| 4.84
| 2.9
| 88
| 83
| 100
| 37
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 6
| 4
|
BrokerA
|
MKT
| 100
| null | null |
Normal monitoring
| -23
| 8
| -12
| 5
| false
|
Tighten stops on momentum names
|
P7824
|
Systematic
|
401k
|
USD
|
2025-11-24
| 1,939,046
| 148,613
| 1,790,433
| 1
| 69.3
| 23.4
| 0.3
| 7
|
MUB:15.9%;AAPL:19.6%;TSLA:20.3%;IEF:12.3%;BRK.B:16.7%;BND:15.1%
|
US:62.7;EU:20.1;APAC:11.0;EM:4.5;Other:1.8
|
Value:+0.1;Growth:-0.8;Quality:-0.0;Size:+0.3;Momentum:-0.2;LowVol:+0.2
| null | 5
| 30
| 5.5
|
trailing 8%
| 130
| 23.7
|
Bull
| 13.3
| 4.16
| 2.7
| 86
| 120
| 100
| 52
| false
|
Sell
|
Trim extended winner -1%
| 28
| -17
|
BrokerA
|
MKT
| 96
| null | null |
Normal monitoring
| 93
| -45
| 170
| 4
| false
|
Tighten stops on momentum names
|
P7825
|
Cautious
|
Taxable
|
USD
|
2025-06-14
| 832,363
| 106,831
| 725,532
| 1
| 39.2
| 30.7
| 15.7
| 14.3
|
VOO:20.5%;TSLA:18.4%;AAPL:20.9%;MUB:16.4%;XLF:7.5%;VTI:16.2%
|
US:66.0;EU:9.2;APAC:10.2;EM:8.9;Other:5.6
|
Value:+0.3;Growth:-0.2;Quality:-0.9;Size:+0.4;Momentum:-0.2;LowVol:-0.0
|
ESGOnly;MaxPos6%;NoMargin
| 6
| 25
| 6
|
trailing 8%
| 118
| 17.8
|
Volatile
| 24.4
| 4.12
| 2.5
| 110
| 27
| 74
| 51
| false
|
Sell
|
Trim extended winner -1%
| 34
| 3
|
BrokerC
|
VWAP
| 86
| null | null |
Normal monitoring
| 3
| 7
| 74
| 3
| false
|
Monitor dispersion and breadth
|
P7826
|
Opportunistic
|
Taxable
|
USD
|
2025-10-05
| 1,380,865
| 105,686
| 1,275,179
| 1
| 72.8
| 13.5
| 9.2
| 4.5
|
VNQ:20.2%;IEF:20.8%;VTI:20.8%;GLD:17.4%;AAPL:20.8%
|
US:56.8;EU:20.8;APAC:15.7;EM:5.8;Other:0.9
|
Value:-0.5;Growth:-0.7;Quality:-0.2;Size:+0.9;Momentum:+0.3;LowVol:+0.4
| null | 10
| 35
| 4.8
|
hard 12%
| 197
| 30.7
|
Bull
| 12.9
| 3.8
| 2.3
| 86
| 6
| 68
| 44
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 0
| -18
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 92
| -33
| 125
| 3
| false
|
Increase defensive factor exposure
|
P7827
|
Opportunistic
|
401k
|
USD
|
2025-04-26
| 805,030
| 71,940
| 733,090
| 1
| 74.7
| 18
| 0
| 7.3
|
AMZN:20.8%;AAPL:20.2%;MSFT:12.3%;IEF:6.3%;QQQ:19.5%;GLD:20.8%
|
US:72.0;EU:7.3;APAC:9.8;EM:5.6;Other:5.2
|
Value:0.0;Growth:-0.6;Quality:+0.7;Size:+0.6;Momentum:-0.2;LowVol:-1.0
|
NoDerivatives
| 6
| 35
| 5.7
|
trailing 9%
| 238
| 24.2
|
Volatile
| 30.3
| 5.42
| 3.5
| 129
| -24
| 45
| 83
| true
|
Hedge
|
Buy index puts 1% notional
| -10
| -14
|
BrokerB
|
MKT
| 93
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 56
| -4
| 56
| 4
| false
|
Tighten stops on momentum names
|
P7828
|
Systematic
|
Roth
|
USD
|
2024-08-16
| 1,356,245
| 65,165
| 1,291,080
| 1
| 63
| 22.5
| 7.8
| 6.7
|
AMZN:21.9%;BRK.B:21.9%;AAPL:15.7%;VNQ:21.9%;MUB:18.7%
|
US:61.0;EU:14.5;APAC:11.8;EM:8.3;Other:4.5
|
Value:+0.5;Growth:+0.2;Quality:-0.8;Size:-0.6;Momentum:-0.3;LowVol:-0.4
| null | 5
| 35
| 4.1
|
trailing 8%
| 147
| 18.3
|
Volatile
| 22.4
| 4.29
| 3.3
| 161
| -36
| 22
| 68
| true
|
Hedge
|
Buy index puts 1% notional
| 21
| -7
|
BrokerC
|
LMT
| 88
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -16
| -52
| 99
| 5
| false
|
Tighten stops on momentum names
|
P7829
|
Hands-off
|
401k
|
USD
|
2024-11-30
| 890,781
| 72,057
| 818,724
| 1
| 69.5
| 22.3
| 0
| 8.2
|
VNQ:23.7%;BND:21.6%;GLD:10.1%;AMZN:20.8%;BRK.B:23.7%
|
US:68.0;EU:13.8;APAC:5.9;EM:9.8;Other:2.4
|
Value:0.0;Growth:+0.1;Quality:-0.5;Size:-0.9;Momentum:+0.4;LowVol:-0.9
|
MaxPos7%
| 8
| 25
| 3.7
|
hard 10%
| 90
| 13
|
Bear
| 34.5
| 3.45
| 2.9
| 186
| -51
| 24
| 85
| true
|
Rebalance
|
Rebalance back to target bands
| -4
| -9
|
BrokerA
|
MKT
| 90
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 81
| 14
| 75
| 3
| false
|
Increase defensive factor exposure
|
P7830
|
Hands-off
|
Roth
|
USD
|
2024-11-30
| 373,441
| 29,458
| 343,983
| 1
| 66.1
| 16.5
| 9.4
| 8
|
HYG:25.0%;VNQ:25.0%;VOO:25.0%;TLT:25.0%
|
US:56.0;EU:19.7;APAC:11.6;EM:8.5;Other:4.2
|
Value:+0.3;Growth:-0.7;Quality:-0.3;Size:+0.4;Momentum:+0.3;LowVol:-0.5
| null | 5
| 35
| 3.6
|
trailing 10%
| 160
| 17
|
Bear
| 24.1
| 4.33
| 1.4
| 186
| -23
| 52
| 70
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| -28
|
BrokerD
|
MKT
| 98
| null | null |
Normal monitoring
| 78
| -53
| 124
| 4
| false
|
Tax-aware sells next window
|
P7831
|
Systematic
|
Trust
|
USD
|
2024-11-29
| 1,359,643
| 106,572
| 1,253,071
| 1
| 56
| 29.6
| 8.1
| 6.3
|
VTI:28.3%;GLD:26.6%;BRK.B:28.3%;AMZN:16.8%
|
US:66.6;EU:19.1;APAC:7.0;EM:5.1;Other:2.1
|
Value:-0.5;Growth:-0.9;Quality:-1.0;Size:+0.9;Momentum:-0.9;LowVol:-0.5
|
MaxPos7%;NoDerivatives
| 10
| 35
| 4.4
|
trailing 8%
| 169
| 18
|
Volatile
| 24.3
| 4.11
| 3.1
| 159
| -11
| 47
| 69
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 23
| -12
|
BrokerB
|
LMT
| 92
| null | null |
Normal monitoring
| 41
| -52
| 126
| 4
| false
|
Monitor dispersion and breadth
|
P7832
|
Opportunistic
|
Taxable
|
USD
|
2025-08-08
| 1,745,945
| 125,644
| 1,620,301
| 1
| 66.7
| 21.2
| 6.9
| 5.3
|
MUB:19.1%;HYG:20.8%;BRK.B:15.4%;BND:20.1%;QQQ:7.4%;TSLA:17.2%
|
US:55.9;EU:18.0;APAC:9.4;EM:12.1;Other:4.5
|
Value:-1.0;Growth:-0.3;Quality:+0.9;Size:-0.1;Momentum:+0.7;LowVol:-0.4
|
MaxPos5%;NoDerivatives
| 5
| 30
| 6.4
|
hard 12%
| 192
| 33.9
|
Sideways
| 14.2
| 4.83
| 2.7
| 126
| 34
| 60
| 58
| true
|
Hedge
|
Buy index puts 1% notional
| 8
| -23
|
BrokerB
|
MKT
| 97
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 97
| -18
| 201
| 3
| false
|
Within IPS guidelines
|
P7833
|
Hands-off
|
Roth
|
USD
|
2024-09-29
| 261,023
| 17,083
| 243,940
| 1
| 59.6
| 26
| 7.8
| 6.6
|
BND:12.2%;TLT:20.6%;AAPL:9.1%;HYG:20.6%;GLD:18.3%;BRK.B:19.2%
|
US:73.8;EU:6.1;APAC:7.5;EM:12.1;Other:0.5
|
Value:+0.2;Growth:-0.2;Quality:+0.7;Size:-0.7;Momentum:-0.4;LowVol:+0.1
|
NoDerivatives
| 6
| 35
| 4.4
|
trailing 8%
| 159
| 18.5
|
Bear
| 28.9
| 3.47
| 1.4
| 155
| -50
| 30
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 28
| -20
|
BrokerC
|
MKT
| 99
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 94
| 16
| 100
| 3
| false
|
Tax-aware sells next window
|
P7834
|
Opportunistic
|
IRA
|
USD
|
2024-08-09
| 1,629,388
| 142,515
| 1,486,873
| 1.13
| 74
| 19.2
| 0
| 6.8
|
BRK.B:21.5%;MSFT:21.5%;MUB:16.8%;IEF:15.0%;BND:11.0%;TSLA:14.1%
|
US:75.7;EU:8.1;APAC:6.2;EM:9.1;Other:0.9
|
Value:+0.9;Growth:-0.5;Quality:+0.1;Size:+0.4;Momentum:+0.9;LowVol:-0.3
|
MaxPos5%
| 7
| 35
| 6.5
|
trailing 7%
| 202
| 22.2
|
Sideways
| 20.7
| 3.77
| 2.6
| 120
| 18
| 74
| 71
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 30
| 6
|
BrokerC
|
VWAP
| 96
| null | null |
Normal monitoring
| 91
| 11
| 219
| 4
| false
|
Increase defensive factor exposure
|
P7835
|
Systematic
|
Roth
|
USD
|
2025-07-15
| 696,931
| 45,292
| 651,639
| 1
| 59.8
| 22.8
| 8.8
| 8.6
|
QQQ:33.3%;GLD:33.3%;BND:33.3%
|
US:56.9;EU:20.5;APAC:12.7;EM:6.2;Other:3.7
|
Value:0.0;Growth:-1.0;Quality:+0.3;Size:+0.5;Momentum:-0.3;LowVol:-0.4
| null | 5
| 35
| 4.5
|
trailing 9%
| 161
| 26.9
|
Volatile
| 31.9
| 4.42
| 2.8
| 156
| 64
| 86
| 87
| true
|
Rebalance
|
Rebalance back to target bands
| -3
| -35
|
BrokerD
|
VWAP
| 93
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 79
| 5
| 143
| 4
| false
|
Tighten stops on momentum names
|
P7836
|
Active
|
Taxable
|
USD
|
2025-04-16
| 1,057,228
| 113,913
| 943,315
| 1.25
| 52.5
| 27.4
| 13.3
| 6.8
|
TSLA:22.1%;QQQ:22.1%;MUB:11.6%;VTI:22.1%;AAPL:22.1%
|
US:69.0;EU:7.4;APAC:9.1;EM:10.8;Other:3.7
|
Value:-0.0;Growth:-0.8;Quality:+0.5;Size:-0.1;Momentum:-0.6;LowVol:-0.2
|
MaxPos7%
| 6
| 25
| 5.3
|
trailing 9%
| 178
| 24.4
|
Volatile
| 28.3
| 4.76
| 2.6
| 167
| 48
| 64
| 60
| false
|
Buy
|
Add to core equity +1%
| 16
| -39
|
BrokerB
|
MKT
| 86
| null | null |
Normal monitoring
| 47
| -37
| 143
| 5
| false
|
Tighten stops on momentum names
|
P7837
|
Cautious
|
Taxable
|
USD
|
2025-09-01
| 707,042
| 100,278
| 606,764
| 1
| 45.8
| 40.7
| 0
| 13.5
|
TSLA:33.3%;IEF:33.3%;GLD:33.3%
|
US:63.9;EU:13.1;APAC:10.9;EM:8.7;Other:3.5
|
Value:-0.4;Growth:+0.3;Quality:-0.4;Size:+0.5;Momentum:+0.5;LowVol:+0.9
|
NoMargin
| 10
| 25
| 5.6
|
trailing 10%
| 116
| 19.2
|
Bear
| 25.6
| 3.47
| 1.2
| 183
| -101
| 10
| 59
| true
|
Hedge
|
Buy index puts 1% notional
| 0
| -37
|
BrokerD
|
MKT
| 95
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -40
| -49
| -9
| 2
| false
|
Within IPS guidelines
|
P7838
|
Active
|
IRA
|
USD
|
2025-06-08
| 1,762,620
| 126,436
| 1,636,184
| 1
| 69.4
| 20.3
| 2.3
| 8
|
BRK.B:32.6%;GLD:33.7%;AAPL:33.7%
|
US:65.7;EU:18.5;APAC:6.8;EM:7.2;Other:1.9
|
Value:-0.1;Growth:+0.1;Quality:-0.3;Size:-0.6;Momentum:+0.7;LowVol:+0.3
|
NoDerivatives
| 8
| 30
| 5.7
|
trailing 9%
| 197
| 26.4
|
Sideways
| 16.8
| 4.89
| 2.2
| 107
| -22
| 51
| 46
| false
|
Buy
|
Add to core equity +1%
| 26
| -3
|
BrokerC
|
MKT
| 98
| null | null |
Normal monitoring
| 51
| 19
| 33
| 3
| false
|
Within IPS guidelines
|
P7839
|
Cautious
|
IRA
|
USD
|
2024-11-14
| 273,159
| 31,283
| 241,876
| 1
| 50.4
| 37.2
| 0
| 12.4
|
MSFT:17.6%;AMZN:19.5%;VNQ:11.7%;IEF:16.4%;XLF:15.0%;BND:19.8%
|
US:66.8;EU:8.7;APAC:12.8;EM:6.9;Other:4.8
|
Value:-0.2;Growth:-0.9;Quality:-0.9;Size:-0.1;Momentum:-0.3;LowVol:-0.4
|
NoMargin
| 10
| 25
| 5.8
|
trailing 8%
| 133
| 16.8
|
Volatile
| 20.8
| 4.13
| 4.3
| 121
| 65
| 90
| 59
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -7
| -15
|
BrokerB
|
MKT
| 91
| null | null |
Normal monitoring
| 76
| -12
| 38
| 3
| false
|
Tighten stops on momentum names
|
P7840
|
Active
|
Roth
|
USD
|
2025-05-28
| 1,405,882
| 159,640
| 1,246,242
| 1.22
| 64.5
| 24.9
| 2.3
| 8.3
|
BND:33.3%;AMZN:33.3%;BRK.B:33.3%
|
US:75.4;EU:8.3;APAC:11.0;EM:4.4;Other:0.9
|
Value:-0.2;Growth:-0.9;Quality:-0.0;Size:+0.2;Momentum:-0.8;LowVol:+0.8
|
NoDerivatives
| 6
| 30
| 4.3
|
trailing 8%
| 228
| 20.7
|
Sideways
| 18.7
| 4.36
| 2.1
| 138
| 50
| 71
| 62
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 0
| -28
|
BrokerC
|
VWAP
| 85
| null | null |
Normal monitoring
| 17
| -45
| 37
| 5
| false
|
Tighten stops on momentum names
|
P7841
|
Systematic
|
Trust
|
USD
|
2024-10-06
| 1,730,232
| 155,142
| 1,575,090
| 1
| 57.3
| 25.6
| 10.6
| 6.5
|
BND:20.5%;XLF:15.6%;TSLA:20.5%;HYG:14.2%;MUB:17.0%;TLT:12.2%
|
US:68.8;EU:9.5;APAC:10.1;EM:11.4;Other:0.1
|
Value:0.0;Growth:+0.6;Quality:+0.2;Size:+0.6;Momentum:-0.7;LowVol:-0.4
|
MaxPos8%;NoDerivatives
| 8
| 25
| 5.8
|
hard 12%
| 221
| 26.1
|
Bear
| 25.8
| 3.85
| 3
| 218
| 30
| 79
| 62
| false
|
Buy
|
Add to core equity +1%
| -15
| -38
|
BrokerA
|
MKT
| 91
| null | null |
Normal monitoring
| 79
| -9
| 185
| 4
| false
|
Within IPS guidelines
|
P7842
|
Cautious
|
IRA
|
USD
|
2025-02-13
| 314,403
| 27,274
| 287,129
| 1
| 50.3
| 38.2
| 0
| 11.5
|
TLT:33.3%;HYG:33.3%;VNQ:33.3%
|
US:61.7;EU:14.5;APAC:12.7;EM:7.5;Other:3.5
|
Value:+0.5;Growth:-0.9;Quality:+0.5;Size:-0.0;Momentum:-0.8;LowVol:+0.3
|
ESGOnly;NoMargin
| 5
| 30
| 3.8
|
trailing 8%
| 148
| 18.8
|
Volatile
| 30.6
| 5.1
| 2.8
| 120
| -27
| 50
| 75
| true
|
Hedge
|
Buy index puts 1% notional
| -2
| -37
|
BrokerD
|
LMT
| 88
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| -13
| 15
| 28
| 5
| false
|
Tax-aware sells next window
|
P7843
|
Opportunistic
|
Roth
|
USD
|
2025-08-05
| 547,972
| 36,428
| 511,544
| 1.24
| 67.2
| 18.4
| 5.7
| 8.8
|
GLD:33.3%;AAPL:33.3%;AMZN:33.3%
|
US:76.7;EU:5.9;APAC:12.3;EM:4.0;Other:1.1
|
Value:-0.8;Growth:+0.5;Quality:-0.1;Size:-0.8;Momentum:-0.4;LowVol:+0.2
|
MaxPos6%
| 5
| 25
| 5.5
|
hard 12%
| 179
| 27.3
|
Bull
| 14.2
| 4.22
| 3.4
| 95
| 59
| 79
| 42
| true
|
Rebalance
|
Rebalance back to target bands
| 8
| 2
|
BrokerD
|
LMT
| 85
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 42
| -10
| 40
| 4
| true
|
Increase defensive factor exposure
|
P7844
|
Cautious
|
Taxable
|
USD
|
2025-04-19
| 529,092
| 83,011
| 446,081
| 1
| 47.3
| 39.6
| 0
| 13.1
|
TLT:13.2%;AAPL:11.5%;BRK.B:22.2%;HYG:22.2%;XLF:8.8%;MSFT:22.2%
|
US:59.5;EU:11.7;APAC:14.0;EM:12.0;Other:2.8
|
Value:+0.8;Growth:-0.6;Quality:-0.1;Size:+0.9;Momentum:-0.4;LowVol:+0.8
|
NoDerivatives;NoMargin
| 7
| 25
| 4.7
|
trailing 8%
| 112
| 18.7
|
Bull
| 15.4
| 4.26
| 2.6
| 85
| 106
| 100
| 38
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 34
| -33
|
BrokerD
|
MKT
| 87
| null | null |
Normal monitoring
| -19
| -34
| 36
| 5
| false
|
Increase defensive factor exposure
|
P7845
|
Cautious
|
Roth
|
USD
|
2024-08-08
| 417,977
| 40,916
| 377,061
| 1
| 41.2
| 32.2
| 15.4
| 11.1
|
IEF:33.3%;VOO:33.3%;BRK.B:33.3%
|
US:64.5;EU:13.7;APAC:10.2;EM:11.1;Other:0.4
|
Value:+0.7;Growth:-0.1;Quality:+0.1;Size:+0.6;Momentum:-0.8;LowVol:+0.6
|
NoDerivatives;NoMargin
| 10
| 25
| 5.3
|
trailing 8%
| 154
| 19.7
|
Volatile
| 21.2
| 4.21
| 2.8
| 170
| -38
| 27
| 42
| false
|
NoAction
|
Within bands; monitor
| 28
| -23
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 53
| -19
| 123
| 3
| false
|
Tighten stops on momentum names
|
P7846
|
Opportunistic
|
IRA
|
USD
|
2025-05-29
| 1,545,625
| 95,616
| 1,450,009
| 1
| 74.3
| 20.4
| 0.2
| 5.1
|
VNQ:28.9%;MUB:13.2%;VTI:28.9%;HYG:28.9%
|
US:63.0;EU:12.4;APAC:10.4;EM:12.8;Other:1.4
|
Value:+0.3;Growth:-0.7;Quality:-0.6;Size:-0.7;Momentum:-0.3;LowVol:+0.8
| null | 7
| 25
| 5.1
|
trailing 7%
| 279
| 33.4
|
Bull
| 17.9
| 4.74
| 2.8
| 119
| 0
| 47
| 66
| false
|
Sell
|
Trim extended winner -1%
| 13
| -9
|
BrokerD
|
MKT
| 88
| null | null |
Normal monitoring
| 47
| -59
| 64
| 4
| false
|
Monitor dispersion and breadth
|
P7847
|
Active
|
IRA
|
USD
|
2025-02-18
| 1,726,547
| 131,060
| 1,595,487
| 1
| 51.6
| 26.1
| 16.6
| 5.7
|
GLD:20.4%;VOO:20.4%;TLT:12.9%;TSLA:18.2%;BND:12.0%;MUB:16.1%
|
US:69.8;EU:10.0;APAC:14.0;EM:5.6;Other:0.7
|
Value:-0.0;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:-0.4;LowVol:-0.5
| null | 7
| 35
| 4.9
|
trailing 9%
| 212
| 19.3
|
Volatile
| 27.4
| 3.51
| 4.4
| 154
| 29
| 64
| 61
| false
|
Buy
|
Add to core equity +1%
| 12
| -19
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| 72
| -43
| 152
| 3
| false
|
Tighten stops on momentum names
|
P7848
|
Active
|
401k
|
USD
|
2025-12-04
| 671,195
| 68,956
| 602,239
| 1.23
| 54.1
| 27.9
| 8.9
| 9.1
|
BRK.B:33.3%;MUB:33.3%;TSLA:33.3%
|
US:58.5;EU:14.1;APAC:13.9;EM:11.7;Other:1.8
|
Value:-0.6;Growth:+0.6;Quality:-1.0;Size:+1.0;Momentum:-0.5;LowVol:+0.4
|
MaxPos7%
| 7
| 25
| 5.5
|
trailing 9%
| 140
| 18.6
|
Bear
| 23.6
| 3.09
| 2.7
| 211
| -53
| 18
| 68
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 23
| -1
|
BrokerB
|
VWAP
| 86
| null | null |
Normal monitoring
| 108
| 11
| 200
| 5
| false
|
Tax-aware sells next window
|
P7849
|
Systematic
|
IRA
|
USD
|
2024-11-10
| 1,948,254
| 147,470
| 1,800,784
| 1
| 66.5
| 24.1
| 2.5
| 6.9
|
VNQ:33.3%;BND:33.3%;TLT:33.3%
|
US:69.1;EU:17.1;APAC:5.8;EM:4.7;Other:3.3
|
Value:-1.0;Growth:+0.7;Quality:-0.2;Size:-0.3;Momentum:+0.8;LowVol:-0.5
|
MaxPos7%;NoDerivatives
| 6
| 25
| 5.8
|
hard 12%
| 138
| 25.1
|
Sideways
| 14.6
| 4.35
| 3.5
| 101
| -13
| 39
| 42
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 7
| -1
|
BrokerA
|
MKT
| 94
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| -59
| -52
| 45
| 2
| true
|
Tighten stops on momentum names
|
P7850
|
Active
|
Trust
|
USD
|
2025-07-09
| 1,890,128
| 145,146
| 1,744,982
| 1.23
| 67.5
| 23.1
| 3.5
| 5.9
|
VTI:15.9%;BRK.B:24.7%;MSFT:9.9%;BND:24.7%;QQQ:24.7%
|
US:70.2;EU:10.0;APAC:9.1;EM:8.5;Other:2.1
|
Value:-0.9;Growth:+0.5;Quality:-0.2;Size:+0.7;Momentum:+0.2;LowVol:+0.9
|
NoDerivatives
| 7
| 35
| 4.5
|
trailing 8%
| 139
| 20.9
|
Sideways
| 17.4
| 4.01
| 2.9
| 103
| -17
| 43
| 63
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 26
| -20
|
BrokerC
|
LMT
| 88
| null | null |
Normal monitoring
| -26
| -8
| -11
| 4
| false
|
Monitor dispersion and breadth
|
P7851
|
Systematic
|
Roth
|
USD
|
2024-11-15
| 1,830,551
| 88,232
| 1,742,319
| 1
| 66.1
| 27.1
| 0.8
| 6
|
VNQ:23.9%;VOO:23.9%;GLD:14.5%;AMZN:13.7%;AAPL:23.9%
|
US:63.6;EU:16.7;APAC:10.5;EM:7.5;Other:1.8
|
Value:+0.1;Growth:-1.0;Quality:+0.2;Size:-0.1;Momentum:-0.1;LowVol:-0.8
|
NoDerivatives
| 8
| 30
| 5
|
hard 12%
| 180
| 24.1
|
Bull
| 12.5
| 4.38
| 2.6
| 81
| 112
| 100
| 37
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -6
| -34
|
BrokerD
|
MKT
| 92
| null | null |
Normal monitoring
| 78
| -43
| 151
| 4
| false
|
Tighten stops on momentum names
|
P7852
|
Hands-off
|
Taxable
|
USD
|
2025-08-18
| 743,929
| 31,188
| 712,741
| 1
| 70.6
| 18.5
| 1.7
| 9.3
|
VTI:14.2%;GLD:20.3%;MUB:16.9%;QQQ:20.3%;BND:12.9%;TSLA:15.3%
|
US:62.0;EU:11.9;APAC:12.4;EM:9.9;Other:3.8
|
Value:-0.8;Growth:-0.0;Quality:-0.2;Size:+1.0;Momentum:+0.3;LowVol:-0.0
|
ESGOnly
| 7
| 25
| 5.1
|
trailing 8%
| 169
| 19.7
|
Bear
| 33.2
| 3.53
| 2.8
| 181
| -77
| 6
| 80
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 16
| -30
|
BrokerB
|
VWAP
| 93
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 79
| 10
| 95
| 2
| false
|
Within IPS guidelines
|
P7853
|
Cautious
|
IRA
|
USD
|
2025-07-24
| 270,041
| 35,235
| 234,806
| 1
| 50.4
| 35.8
| 0
| 13.8
|
IEF:23.0%;GLD:13.8%;XLF:18.7%;AMZN:23.0%;TSLA:21.4%
|
US:62.2;EU:14.3;APAC:13.9;EM:7.4;Other:2.2
|
Value:-0.2;Growth:+0.4;Quality:-0.5;Size:+0.9;Momentum:+0.7;LowVol:+0.5
|
MaxPos7%;NoMargin
| 10
| 25
| 3
|
trailing 10%
| 162
| 19.7
|
Bull
| 11
| 4.97
| 2.7
| 94
| 46
| 71
| 40
| true
|
Hedge
|
Buy index puts 1% notional
| -14
| -9
|
BrokerD
|
MKT
| 98
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -13
| -1
| 114
| 4
| false
|
Tighten stops on momentum names
|
P7854
|
Active
|
Taxable
|
USD
|
2025-09-15
| 2,179,540
| 221,358
| 1,958,182
| 1
| 54.6
| 24.4
| 12.9
| 8.1
|
MUB:33.3%;VNQ:33.3%;MSFT:33.3%
|
US:59.8;EU:16.7;APAC:14.2;EM:6.7;Other:2.5
|
Value:+0.7;Growth:-0.1;Quality:+0.8;Size:-0.8;Momentum:-0.9;LowVol:-0.8
| null | 6
| 35
| 5.7
|
trailing 8%
| 169
| 20
|
Bull
| 13.9
| 4.38
| 3.1
| 102
| 102
| 98
| 37
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 2
| -4
|
BrokerD
|
VWAP
| 92
| null | null |
Normal monitoring
| 113
| 4
| 125
| 5
| false
|
Tax-aware sells next window
|
P7855
|
Systematic
|
401k
|
USD
|
2025-05-31
| 1,280,721
| 88,111
| 1,192,610
| 1
| 56.7
| 24.4
| 10.9
| 8.1
|
GLD:22.4%;BND:18.3%;VTI:11.9%;MSFT:23.7%;IEF:23.7%
|
US:63.6;EU:11.4;APAC:13.9;EM:9.3;Other:1.9
|
Value:-0.3;Growth:-0.9;Quality:+1.0;Size:-0.4;Momentum:-0.6;LowVol:0.0
|
NoDerivatives
| 10
| 25
| 5.4
|
trailing 9%
| 142
| 22
|
Sideways
| 14.7
| 4.81
| 3.5
| 108
| -5
| 39
| 40
| false
|
Sell
|
Trim extended winner -1%
| 34
| 15
|
BrokerB
|
LMT
| 92
| null | null |
Normal monitoring
| 31
| -5
| -9
| 5
| false
|
Within IPS guidelines
|
P7856
|
Hands-off
|
401k
|
USD
|
2025-01-31
| 219,562
| 9,980
| 209,582
| 1
| 64.2
| 19
| 10.4
| 6.4
|
BND:21.0%;TSLA:26.3%;VTI:26.3%;TLT:26.3%
|
US:67.9;EU:6.9;APAC:16.2;EM:9.0;Other:0.1
|
Value:-0.0;Growth:-0.7;Quality:-0.3;Size:-0.2;Momentum:-0.7;LowVol:-0.8
| null | 5
| 35
| 5.2
|
trailing 8%
| 109
| 18.6
|
Bear
| 26.7
| 4.43
| 2.7
| 148
| -8
| 53
| 74
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 28
| -34
|
BrokerC
|
LMT
| 94
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 89
| -30
| 206
| 4
| false
|
Monitor dispersion and breadth
|
P7857
|
Cautious
|
401k
|
USD
|
2025-08-06
| 432,327
| 43,101
| 389,226
| 1
| 49.7
| 37.6
| 0
| 12.7
|
IEF:17.5%;VTI:13.0%;TLT:22.5%;BRK.B:22.5%;QQQ:9.3%;BND:15.3%
|
US:71.7;EU:6.2;APAC:11.6;EM:9.7;Other:0.8
|
Value:-0.8;Growth:-0.8;Quality:-0.3;Size:-0.2;Momentum:-0.9;LowVol:-0.4
|
ESGOnly;NoMargin
| 8
| 30
| 3.1
|
hard 10%
| 106
| 17.4
|
Bull
| 15.7
| 3.81
| 2.2
| 117
| 119
| 100
| 36
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 6
| -28
|
BrokerA
|
MKT
| 97
| null | null |
Normal monitoring
| -41
| -19
| -57
| 5
| false
|
Monitor dispersion and breadth
|
P7858
|
Active
|
Roth
|
USD
|
2025-05-01
| 1,288,093
| 103,420
| 1,184,673
| 1
| 62.5
| 30
| 1.1
| 6.4
|
IEF:21.4%;MSFT:21.4%;VNQ:8.0%;MUB:11.9%;VOO:16.4%;AAPL:21.0%
|
US:59.5;EU:18.2;APAC:12.4;EM:6.4;Other:3.4
|
Value:+0.4;Growth:+0.8;Quality:-0.3;Size:+0.1;Momentum:+0.9;LowVol:-1.0
|
MaxPos5%;NoDerivatives
| 5
| 25
| 4.8
|
hard 12%
| 211
| 24.8
|
Bear
| 26.9
| 3.96
| 1.8
| 141
| -102
| 7
| 68
| false
|
NoAction
|
Within bands; monitor
| 30
| -4
|
BrokerD
|
MKT
| 0
| null | null |
Normal monitoring
| 90
| -54
| 151
| 5
| false
|
Tax-aware sells next window
|
P7859
|
Hands-off
|
Roth
|
USD
|
2025-06-10
| 870,213
| 38,052
| 832,161
| 1
| 67.9
| 24.6
| 0.3
| 7.3
|
AAPL:25.0%;BRK.B:25.0%;BND:25.0%;GLD:25.0%
|
US:75.8;EU:8.9;APAC:7.9;EM:7.0;Other:0.4
|
Value:-0.2;Growth:-0.5;Quality:0.0;Size:+0.2;Momentum:+0.5;LowVol:-0.8
| null | 5
| 35
| 5.1
|
hard 10%
| 155
| 13.2
|
Bear
| 24.5
| 3.86
| 2.7
| 202
| -18
| 45
| 66
| false
|
Buy
|
Add to core equity +1%
| 21
| 12
|
BrokerD
|
MKT
| 92
| null | null |
Normal monitoring
| -17
| -44
| -52
| 5
| false
|
Tighten stops on momentum names
|
P7860
|
Active
|
Trust
|
USD
|
2024-12-15
| 1,785,047
| 125,415
| 1,659,632
| 1
| 64.2
| 28
| 0
| 7.9
|
VOO:12.8%;MUB:21.1%;IEF:22.0%;GLD:22.0%;HYG:22.0%
|
US:70.6;EU:8.8;APAC:15.7;EM:4.8;Other:0.1
|
Value:+0.2;Growth:-1.0;Quality:+0.4;Size:+0.8;Momentum:-0.9;LowVol:+0.6
|
MaxPos5%;NoDerivatives
| 8
| 25
| 4.4
|
hard 12%
| 227
| 25.8
|
Bear
| 34
| 3.01
| 1.3
| 184
| 22
| 62
| 96
| true
|
Rebalance
|
Rebalance back to target bands
| 11
| -37
|
BrokerC
|
LMT
| 95
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 110
| 16
| 106
| 2
| false
|
Increase defensive factor exposure
|
P7861
|
Cautious
|
Roth
|
USD
|
2024-09-17
| 877,724
| 134,364
| 743,360
| 1
| 46.5
| 37.7
| 0
| 15.8
|
BND:15.6%;TLT:21.5%;TSLA:14.4%;MSFT:12.0%;VTI:21.5%;GLD:15.1%
|
US:71.9;EU:10.4;APAC:6.9;EM:10.6;Other:0.1
|
Value:+0.6;Growth:+0.2;Quality:+0.7;Size:-0.3;Momentum:+0.5;LowVol:-0.9
|
NoDerivatives;NoMargin
| 5
| 30
| 3.8
|
trailing 10%
| 115
| 17
|
Volatile
| 26.8
| 4.39
| 2.4
| 178
| -29
| 24
| 67
| true
|
Hedge
|
Buy index puts 1% notional
| 0
| -31
|
BrokerC
|
VWAP
| 89
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 89
| 11
| 130
| 2
| false
|
Monitor dispersion and breadth
|
P7862
|
Hands-off
|
401k
|
USD
|
2025-12-17
| 509,896
| 25,154
| 484,742
| 1
| 67.9
| 24.8
| 0
| 7.3
|
VTI:33.3%;AMZN:33.3%;VOO:33.3%
|
US:60.3;EU:16.6;APAC:8.2;EM:11.2;Other:3.8
|
Value:+0.2;Growth:-0.0;Quality:+0.9;Size:+0.6;Momentum:-0.2;LowVol:-0.3
|
ESGOnly;MaxPos8%
| 8
| 35
| 3.5
|
trailing 10%
| 120
| 14.3
|
Volatile
| 22.7
| 5.11
| 4.2
| 176
| -26
| 47
| 56
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 19
| 0
|
BrokerB
|
MKT
| 87
| null | null |
Normal monitoring
| 13
| 17
| -8
| 3
| false
|
Increase defensive factor exposure
|
P7863
|
Active
|
Taxable
|
USD
|
2025-12-01
| 2,486,641
| 222,188
| 2,264,453
| 1
| 66.1
| 22.2
| 5.9
| 5.8
|
VTI:17.6%;GLD:23.7%;HYG:17.2%;BND:17.0%;TLT:24.5%
|
US:71.6;EU:12.0;APAC:7.7;EM:8.6;Other:0.1
|
Value:+0.6;Growth:-0.7;Quality:-1.0;Size:+0.2;Momentum:+0.2;LowVol:+0.5
|
MaxPos5%;NoDerivatives
| 7
| 35
| 4.4
|
trailing 8%
| 218
| 16.8
|
Bull
| 17.6
| 4.4
| 2.6
| 76
| 87
| 100
| 63
| false
|
Buy
|
Add to core equity +1%
| 18
| -31
|
BrokerA
|
LMT
| 88
| null | null |
Normal monitoring
| 45
| -10
| 35
| 3
| false
|
Tighten stops on momentum names
|
P7864
|
Systematic
|
401k
|
USD
|
2025-08-22
| 877,422
| 57,204
| 820,218
| 1
| 66.7
| 23.3
| 4.1
| 5.8
|
BRK.B:33.3%;TLT:33.3%;QQQ:33.3%
|
US:76.2;EU:7.6;APAC:9.8;EM:4.5;Other:1.8
|
Value:-0.5;Growth:-0.6;Quality:+0.9;Size:-0.0;Momentum:-0.7;LowVol:-0.3
|
MaxPos5%;NoDerivatives
| 6
| 35
| 5.4
|
trailing 8%
| 178
| 16.1
|
Bull
| 11.7
| 4.9
| 2.8
| 88
| 93
| 100
| 41
| false
|
Sell
|
Trim extended winner -1%
| -5
| -24
|
BrokerB
|
VWAP
| 90
| null | null |
Normal monitoring
| 0
| 2
| -36
| 3
| false
|
Tax-aware sells next window
|
P7865
|
Opportunistic
|
Roth
|
USD
|
2024-09-08
| 1,205,988
| 57,481
| 1,148,507
| 1.22
| 67.6
| 12.5
| 12.7
| 7.2
|
QQQ:24.3%;VTI:17.4%;TLT:24.3%;IEF:17.3%;VOO:16.7%
|
US:60.8;EU:15.0;APAC:16.5;EM:5.3;Other:2.4
|
Value:+0.1;Growth:+0.5;Quality:-0.3;Size:+0.3;Momentum:+0.4;LowVol:-0.4
|
NoDerivatives
| 10
| 25
| 6.7
|
trailing 9%
| 270
| 25.2
|
Bear
| 31.9
| 3.38
| 2.3
| 144
| 38
| 82
| 81
| true
|
Hedge
|
Buy index puts 1% notional
| -3
| -6
|
BrokerD
|
MKT
| 98
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 60
| -33
| 99
| 3
| false
|
Increase defensive factor exposure
|
P7866
|
Cautious
|
Taxable
|
USD
|
2025-09-09
| 891,206
| 76,120
| 815,086
| 1
| 43
| 37
| 3.2
| 16.8
|
BND:29.4%;GLD:29.4%;VTI:11.9%;IEF:29.4%
|
US:69.0;EU:8.7;APAC:13.1;EM:3.5;Other:5.7
|
Value:+0.5;Growth:0.0;Quality:+0.4;Size:-0.9;Momentum:+1.0;LowVol:+0.3
|
ESGOnly;NoDerivatives;NoMargin
| 6
| 25
| 4.5
|
trailing 10%
| 97
| 16.6
|
Bull
| 15.1
| 4.14
| 3.5
| 115
| 117
| 100
| 45
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 2
| -38
|
BrokerC
|
LMT
| 89
| null | null |
Normal monitoring
| 91
| -10
| 144
| 5
| false
|
Tighten stops on momentum names
|
P7867
|
Hands-off
|
Roth
|
USD
|
2024-11-08
| 823,075
| 78,695
| 744,380
| 1
| 55.1
| 24.8
| 14.6
| 5.6
|
TLT:7.7%;AMZN:21.9%;TSLA:18.7%;MSFT:21.2%;AAPL:21.9%;GLD:8.6%
|
US:72.7;EU:6.0;APAC:12.2;EM:4.3;Other:4.8
|
Value:+0.9;Growth:-0.7;Quality:-0.3;Size:+0.1;Momentum:-0.6;LowVol:-0.9
|
MaxPos8%;NoDerivatives
| 8
| 25
| 3.1
|
trailing 8%
| 156
| 12.9
|
Bull
| 13.4
| 4.36
| 3
| 92
| 58
| 92
| 35
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -1
| -20
|
BrokerD
|
MKT
| 89
| null | null |
Normal monitoring
| 74
| -14
| 135
| 4
| false
|
Monitor dispersion and breadth
|
P7868
|
Systematic
|
Taxable
|
USD
|
2025-10-31
| 1,734,585
| 152,587
| 1,581,998
| 1
| 62.9
| 28.4
| 0
| 8.7
|
AMZN:13.4%;VTI:23.2%;XLF:16.9%;MUB:23.2%;BRK.B:23.2%
|
US:59.6;EU:17.0;APAC:11.1;EM:12.2;Other:0.1
|
Value:-0.8;Growth:-0.2;Quality:-0.4;Size:-0.3;Momentum:+0.7;LowVol:-0.9
|
MaxPos8%
| 10
| 35
| 4.8
|
trailing 9%
| 198
| 26.7
|
Bull
| 14.9
| 3.87
| 2.2
| 77
| 70
| 73
| 56
| false
|
Sell
|
Trim extended winner -1%
| 9
| -13
|
BrokerA
|
LMT
| 92
| null | null |
Normal monitoring
| -58
| -56
| 15
| 4
| false
|
Tighten stops on momentum names
|
P7869
|
Systematic
|
401k
|
USD
|
2024-08-31
| 1,902,131
| 99,490
| 1,802,641
| 1
| 55.9
| 21.7
| 15.3
| 7.1
|
VOO:15.7%;HYG:23.5%;VTI:23.5%;BRK.B:17.6%;XLF:19.7%
|
US:66.1;EU:14.8;APAC:9.4;EM:7.5;Other:2.3
|
Value:-0.2;Growth:-0.9;Quality:-0.3;Size:+0.8;Momentum:+0.9;LowVol:-0.3
| null | 10
| 35
| 4.8
|
trailing 8%
| 181
| 18.4
|
Volatile
| 28
| 3.83
| 2.1
| 160
| -20
| 27
| 61
| false
|
Buy
|
Add to core equity +1%
| 6
| -32
|
BrokerC
|
MKT
| 90
| null | null |
Normal monitoring
| 64
| -47
| 40
| 3
| false
|
Monitor dispersion and breadth
|
P7870
|
Active
|
Roth
|
USD
|
2024-12-21
| 2,215,964
| 258,914
| 1,957,050
| 1
| 50.8
| 29
| 13.5
| 6.7
|
MSFT:25.3%;XLF:24.0%;VTI:25.3%;BRK.B:25.3%
|
US:62.8;EU:8.9;APAC:14.3;EM:12.1;Other:1.9
|
Value:+0.3;Growth:+0.1;Quality:-0.2;Size:+0.5;Momentum:+0.7;LowVol:+0.1
| null | 5
| 25
| 5.5
|
trailing 8%
| 146
| 17.7
|
Volatile
| 28.9
| 4.76
| 3.2
| 164
| 68
| 99
| 69
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 12
| -7
|
BrokerA
|
MKT
| 90
| null | null |
Normal monitoring
| 102
| -44
| 173
| 5
| false
|
Tax-aware sells next window
|
P7871
|
Active
|
Taxable
|
USD
|
2025-11-12
| 1,176,985
| 88,167
| 1,088,818
| 1.19
| 66.6
| 25.9
| 0
| 7.6
|
MUB:33.3%;VOO:33.3%;MSFT:33.3%
|
US:63.9;EU:14.0;APAC:12.5;EM:5.7;Other:4.0
|
Value:-0.7;Growth:+0.6;Quality:+0.8;Size:+0.4;Momentum:+1.0;LowVol:+0.8
|
NoDerivatives
| 5
| 30
| 5.4
|
trailing 9%
| 146
| 24.5
|
Bull
| 15.3
| 3.55
| 3
| 120
| 74
| 81
| 55
| true
|
Hedge
|
Buy index puts 1% notional
| 22
| 0
|
BrokerA
|
MKT
| 85
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 55
| -39
| 164
| 3
| false
|
Tax-aware sells next window
|
P7872
|
Active
|
Taxable
|
USD
|
2024-07-06
| 1,138,143
| 120,262
| 1,017,881
| 1
| 55.7
| 21.5
| 13.6
| 9.2
|
VOO:20.3%;BND:19.3%;VNQ:19.9%;BRK.B:20.3%;AAPL:20.3%
|
US:70.0;EU:16.4;APAC:6.5;EM:5.5;Other:1.7
|
Value:-0.7;Growth:-0.5;Quality:+0.1;Size:+0.6;Momentum:+0.5;LowVol:+0.4
|
MaxPos6%
| 10
| 25
| 4.3
|
trailing 8%
| 190
| 18.7
|
Volatile
| 28.2
| 4.43
| 3.5
| 122
| 35
| 61
| 71
| true
|
Hedge
|
Buy index puts 1% notional
| 23
| -14
|
BrokerC
|
VWAP
| 99
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| -41
| -2
| -44
| 3
| false
|
Tighten stops on momentum names
|
P7873
|
Hands-off
|
IRA
|
USD
|
2025-02-18
| 705,718
| 68,406
| 637,312
| 1
| 60
| 23.2
| 9.5
| 7.3
|
BND:33.3%;QQQ:33.3%;VTI:33.3%
|
US:62.3;EU:12.9;APAC:13.7;EM:7.8;Other:3.4
|
Value:-0.8;Growth:+0.9;Quality:+0.9;Size:-0.4;Momentum:0.0;LowVol:-0.1
|
ESGOnly;NoDerivatives
| 10
| 30
| 4.2
|
hard 10%
| 116
| 15.8
|
Sideways
| 14.1
| 3.64
| 2.8
| 138
| 37
| 56
| 39
| false
|
Sell
|
Trim extended winner -1%
| -15
| 0
|
BrokerD
|
MKT
| 88
| null | null |
Normal monitoring
| 60
| -19
| 108
| 3
| false
|
Within IPS guidelines
|
P7874
|
Opportunistic
|
IRA
|
USD
|
2025-04-13
| 441,960
| 34,940
| 407,020
| 1.24
| 74.3
| 19.8
| 0
| 5.8
|
TSLA:24.0%;BRK.B:12.3%;QQQ:24.0%;TLT:15.8%;VTI:24.0%
|
US:72.1;EU:13.9;APAC:4.6;EM:7.7;Other:1.8
|
Value:0.0;Growth:-0.8;Quality:+0.9;Size:+0.9;Momentum:-1.0;LowVol:+0.9
| null | 6
| 25
| 5.1
|
trailing 7%
| 195
| 31.6
|
Bull
| 12
| 3.8
| 3.1
| 114
| 18
| 70
| 50
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 30
| -23
|
BrokerA
|
MKT
| 98
| null | null |
Normal monitoring
| -4
| -11
| 112
| 4
| false
|
Tighten stops on momentum names
|
P7875
|
Hands-off
|
Taxable
|
USD
|
2025-09-25
| 454,612
| 21,322
| 433,290
| 1
| 57.1
| 17.9
| 17.4
| 7.6
|
VTI:18.2%;VOO:22.4%;GLD:18.9%;IEF:17.4%;TLT:23.2%
|
US:68.5;EU:12.4;APAC:9.8;EM:8.7;Other:0.7
|
Value:-0.5;Growth:-0.7;Quality:+0.7;Size:+0.2;Momentum:+0.6;LowVol:+0.2
|
ESGOnly;MaxPos5%
| 5
| 35
| 5.4
|
trailing 8%
| 166
| 16.2
|
Volatile
| 29.5
| 3.94
| 3.6
| 119
| 77
| 81
| 72
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 9
| 13
|
BrokerA
|
VWAP
| 93
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 98
| -1
| 61
| 2
| false
|
Monitor dispersion and breadth
|
P7876
|
Hands-off
|
IRA
|
USD
|
2025-07-16
| 447,866
| 29,208
| 418,658
| 1
| 68.9
| 22
| 0
| 9.1
|
VNQ:21.9%;AAPL:26.0%;XLF:26.0%;TLT:26.0%
|
US:63.9;EU:17.9;APAC:6.2;EM:11.0;Other:1.0
|
Value:-0.9;Growth:-0.2;Quality:-0.8;Size:-0.7;Momentum:+0.3;LowVol:+0.2
|
MaxPos8%
| 7
| 35
| 3.3
|
trailing 10%
| 150
| 18.8
|
Volatile
| 26.2
| 4.24
| 4
| 168
| 55
| 74
| 63
| false
|
Sell
|
Trim extended winner -1%
| 8
| -4
|
BrokerA
|
LMT
| 100
| null | null |
Normal monitoring
| 51
| -57
| 163
| 4
| false
|
Tighten stops on momentum names
|
P7877
|
Hands-off
|
Trust
|
USD
|
2025-01-11
| 817,004
| 46,121
| 770,883
| 1
| 66.8
| 16.4
| 6.9
| 9.9
|
QQQ:33.3%;IEF:33.3%;AAPL:33.3%
|
US:73.3;EU:11.8;APAC:8.6;EM:3.7;Other:2.5
|
Value:-0.9;Growth:+0.2;Quality:-0.6;Size:+0.1;Momentum:-0.4;LowVol:+0.5
|
ESGOnly;MaxPos8%
| 8
| 35
| 3.1
|
trailing 10%
| 126
| 17.8
|
Bear
| 25.1
| 3.5
| 2.6
| 168
| -107
| 5
| 60
| false
|
Sell
|
Trim extended winner -1%
| 32
| -2
|
BrokerD
|
MKT
| 90
| null | null |
Normal monitoring
| -12
| 9
| 86
| 3
| false
|
Monitor dispersion and breadth
|
P7878
|
Cautious
|
Taxable
|
USD
|
2025-09-06
| 821,632
| 105,580
| 716,052
| 1
| 48.1
| 38.7
| 1.9
| 11.2
|
GLD:34.7%;BRK.B:34.7%;VNQ:30.6%
|
US:67.2;EU:10.0;APAC:11.9;EM:7.0;Other:4.0
|
Value:-0.2;Growth:-0.8;Quality:-0.2;Size:-0.9;Momentum:+0.4;LowVol:-0.5
|
NoDerivatives;NoMargin
| 10
| 30
| 3.4
|
trailing 8%
| 101
| 16.6
|
Volatile
| 23
| 4.9
| 4.1
| 152
| 80
| 86
| 46
| false
|
Sell
|
Trim extended winner -1%
| 25
| 3
|
BrokerD
|
MKT
| 85
| null | null |
Normal monitoring
| -46
| -25
| 8
| 5
| false
|
Tighten stops on momentum names
|
P7879
|
Hands-off
|
401k
|
USD
|
2025-05-08
| 283,371
| 15,221
| 268,150
| 1
| 63.6
| 28.3
| 0
| 8.1
|
AMZN:29.2%;HYG:24.3%;AAPL:17.3%;TLT:29.2%
|
US:65.9;EU:16.6;APAC:12.6;EM:4.2;Other:0.7
|
Value:-0.7;Growth:+0.9;Quality:+0.1;Size:+0.8;Momentum:+0.2;LowVol:0.0
|
MaxPos7%
| 5
| 30
| 5.2
|
hard 10%
| 132
| 12.8
|
Bull
| 12.9
| 4.41
| 2.9
| 97
| 37
| 71
| 46
| false
|
Sell
|
Trim extended winner -1%
| 24
| 7
|
BrokerB
|
MKT
| 91
| null | null |
Normal monitoring
| 81
| -35
| 106
| 3
| false
|
Monitor dispersion and breadth
|
P7880
|
Active
|
IRA
|
USD
|
2025-12-22
| 2,074,766
| 145,573
| 1,929,193
| 1
| 50.5
| 29.8
| 10.3
| 9.4
|
BND:15.1%;IEF:13.6%;MUB:23.8%;MSFT:23.8%;XLF:23.8%
|
US:70.3;EU:7.2;APAC:7.9;EM:11.9;Other:2.7
|
Value:+1.0;Growth:+0.8;Quality:+0.6;Size:+0.5;Momentum:-0.9;LowVol:-0.6
|
NoDerivatives
| 6
| 30
| 5
|
hard 12%
| 168
| 18.9
|
Bull
| 17.9
| 4.66
| 2.6
| 109
| 101
| 100
| 44
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -4
| -32
|
BrokerC
|
MKT
| 86
| null | null |
Normal monitoring
| -44
| 1
| -57
| 3
| false
|
Increase defensive factor exposure
|
P7881
|
Active
|
Trust
|
USD
|
2025-07-17
| 1,114,340
| 77,786
| 1,036,554
| 1
| 50.7
| 20.6
| 20
| 8.7
|
AMZN:17.2%;VNQ:11.6%;XLF:16.7%;MUB:20.6%;BRK.B:20.6%;QQQ:13.3%
|
US:67.4;EU:9.8;APAC:10.3;EM:8.2;Other:4.3
|
Value:+0.5;Growth:-0.1;Quality:+0.1;Size:-0.3;Momentum:+0.2;LowVol:+0.4
| null | 5
| 25
| 4.4
|
trailing 9%
| 148
| 21.3
|
Volatile
| 21.3
| 4.29
| 3.9
| 162
| -38
| 20
| 49
| false
|
Rebalance
|
Shift +1% to bonds from equity
| -2
| -10
|
BrokerB
|
LMT
| 87
| null | null |
Normal monitoring
| 40
| 13
| 2
| 3
| false
|
Tax-aware sells next window
|
P7882
|
Opportunistic
|
Trust
|
USD
|
2025-08-07
| 885,360
| 57,460
| 827,900
| 1
| 75.8
| 19.9
| 0
| 4.3
|
BRK.B:20.0%;VNQ:12.9%;XLF:20.0%;IEF:18.7%;HYG:20.7%;QQQ:7.7%
|
US:65.3;EU:11.9;APAC:8.5;EM:9.8;Other:4.5
|
Value:+0.1;Growth:+0.2;Quality:-0.7;Size:+0.3;Momentum:+0.4;LowVol:-0.9
|
MaxPos8%;NoDerivatives
| 8
| 25
| 4.2
|
trailing 7%
| 185
| 25.1
|
Volatile
| 23.8
| 4.9
| 3.3
| 121
| -60
| 26
| 76
| true
|
Hedge
|
Buy index puts 1% notional
| 32
| -8
|
BrokerA
|
MKT
| 85
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| -47
| -15
| -53
| 2
| false
|
Tighten stops on momentum names
|
P7883
|
Systematic
|
Trust
|
USD
|
2025-07-05
| 1,126,832
| 111,225
| 1,015,607
| 1
| 56.2
| 30
| 8.5
| 5.2
|
AMZN:26.4%;BND:22.7%;AAPL:26.4%;VTI:24.4%
|
US:61.3;EU:17.3;APAC:7.5;EM:12.9;Other:1.1
|
Value:0.0;Growth:+0.6;Quality:-0.8;Size:-0.1;Momentum:+0.6;LowVol:+0.8
| null | 10
| 30
| 4.1
|
trailing 8%
| 207
| 20
|
Volatile
| 21.5
| 4.77
| 4.4
| 177
| -18
| 37
| 60
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 27
| -32
|
BrokerA
|
MKT
| 89
| null | null |
Normal monitoring
| -1
| -41
| -20
| 5
| false
|
Tax-aware sells next window
|
P7884
|
Active
|
Roth
|
USD
|
2025-05-25
| 1,029,587
| 76,446
| 953,141
| 1.21
| 59.7
| 30
| 3.2
| 7.1
|
AMZN:33.9%;VOO:33.9%;QQQ:32.3%
|
US:67.0;EU:7.1;APAC:7.2;EM:14.2;Other:4.4
|
Value:-0.7;Growth:+0.6;Quality:-0.8;Size:-0.7;Momentum:-0.2;LowVol:-0.5
|
NoDerivatives
| 7
| 35
| 5.5
|
hard 12%
| 137
| 20.9
|
Bear
| 27.8
| 3.06
| 2.2
| 200
| -31
| 22
| 68
| false
|
Buy
|
Add to core equity +1%
| 8
| -40
|
BrokerD
|
VWAP
| 91
| null | null |
Normal monitoring
| 54
| -18
| 174
| 4
| false
|
Monitor dispersion and breadth
|
P7885
|
Opportunistic
|
Roth
|
USD
|
2024-10-16
| 530,268
| 38,012
| 492,256
| 1
| 62.1
| 20.7
| 8.9
| 8.3
|
VNQ:22.8%;VOO:22.8%;BRK.B:21.7%;TLT:20.4%;MUB:12.3%
|
US:67.1;EU:12.7;APAC:5.2;EM:11.6;Other:3.5
|
Value:-0.9;Growth:-0.5;Quality:+0.1;Size:+0.2;Momentum:-0.4;LowVol:-0.6
| null | 7
| 35
| 6.5
|
hard 12%
| 214
| 34.7
|
Sideways
| 14.4
| 4.56
| 2.2
| 98
| 6
| 61
| 49
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 15
| -33
|
BrokerA
|
MKT
| 85
| null | null |
Normal monitoring
| 68
| -48
| 81
| 4
| false
|
Tax-aware sells next window
|
P7886
|
Opportunistic
|
Taxable
|
USD
|
2025-09-14
| 1,261,230
| 44,321
| 1,216,909
| 1
| 64.5
| 10.7
| 19
| 5.9
|
XLF:24.1%;TLT:24.1%;VNQ:24.1%;MSFT:19.4%;MUB:8.4%
|
US:68.2;EU:9.8;APAC:7.1;EM:11.8;Other:3.0
|
Value:-1.0;Growth:-0.3;Quality:-0.7;Size:-0.5;Momentum:-0.7;LowVol:+0.9
|
NoDerivatives
| 8
| 30
| 5.9
|
hard 12%
| 168
| 25
|
Sideways
| 18.3
| 3.53
| 3.2
| 130
| -17
| 40
| 54
| false
|
Sell
|
Trim extended winner -1%
| 21
| -31
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| 39
| -44
| 114
| 4
| false
|
Tax-aware sells next window
|
P7887
|
Active
|
Trust
|
USD
|
2025-01-26
| 959,655
| 73,884
| 885,771
| 1.15
| 54
| 21.2
| 16.7
| 8.2
|
IEF:23.2%;GLD:13.5%;QQQ:17.0%;MUB:23.2%;XLF:23.2%
|
US:66.1;EU:14.3;APAC:5.8;EM:9.7;Other:4.1
|
Value:-0.4;Growth:+0.6;Quality:-0.8;Size:+0.9;Momentum:+1.0;LowVol:-0.2
| null | 5
| 30
| 6
|
trailing 8%
| 170
| 23.9
|
Volatile
| 31
| 4.68
| 4.4
| 115
| -12
| 35
| 84
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 11
| 14
|
BrokerB
|
VWAP
| 92
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 104
| 0
| 134
| 3
| false
|
Monitor dispersion and breadth
|
P7888
|
Opportunistic
|
Roth
|
USD
|
2025-10-09
| 1,393,850
| 68,867
| 1,324,983
| 1.1
| 62.8
| 12.7
| 16.4
| 8.1
|
VTI:21.8%;XLF:15.8%;TSLA:18.7%;MSFT:21.8%;MUB:21.8%
|
US:67.0;EU:14.8;APAC:6.0;EM:10.2;Other:2.0
|
Value:-0.9;Growth:-0.8;Quality:+0.4;Size:+0.6;Momentum:-1.0;LowVol:-0.2
|
NoDerivatives
| 8
| 35
| 5.7
|
trailing 7%
| 195
| 24.6
|
Volatile
| 21.9
| 5.05
| 3.5
| 112
| -46
| 27
| 63
| true
|
Reduce
|
Cut high-beta by 2-3%, add cash
| 24
| 8
|
BrokerC
|
LMT
| 90
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| -49
| -17
| 7
| 4
| true
|
Tighten stops on momentum names
|
P7889
|
Cautious
|
Taxable
|
USD
|
2025-06-22
| 556,096
| 76,890
| 479,206
| 1
| 47
| 30.2
| 7.1
| 15.7
|
TSLA:27.8%;BND:27.8%;BRK.B:16.5%;VTI:27.8%
|
US:67.1;EU:11.5;APAC:14.4;EM:4.4;Other:2.7
|
Value:-0.0;Growth:-0.8;Quality:+0.9;Size:-0.3;Momentum:+0.1;LowVol:+0.9
|
NoMargin
| 6
| 30
| 5.5
|
trailing 10%
| 125
| 14.3
|
Bear
| 27.3
| 3.17
| 2.3
| 151
| -3
| 47
| 58
| false
|
Buy
|
Add to core equity +1%
| -7
| -17
|
BrokerB
|
LMT
| 87
| null | null |
Normal monitoring
| -51
| -40
| 23
| 3
| false
|
Increase defensive factor exposure
|
P7890
|
Hands-off
|
Trust
|
USD
|
2024-12-02
| 663,726
| 34,330
| 629,396
| 1
| 59.5
| 22.1
| 11.8
| 6.6
|
TSLA:25.0%;GLD:25.0%;MSFT:25.0%;VTI:25.0%
|
US:71.8;EU:10.5;APAC:9.4;EM:7.3;Other:1.0
|
Value:+0.8;Growth:-0.4;Quality:+0.4;Size:+1.0;Momentum:-0.2;LowVol:-0.7
|
ESGOnly;MaxPos6%
| 7
| 35
| 5.6
|
trailing 8%
| 94
| 13.5
|
Sideways
| 15.3
| 4.95
| 2.5
| 104
| 14
| 52
| 49
| false
|
Sell
|
Trim extended winner -1%
| 4
| -29
|
BrokerB
|
MKT
| 99
| null | null |
Normal monitoring
| 97
| -29
| 218
| 4
| false
|
Within IPS guidelines
|
P7891
|
Active
|
Taxable
|
USD
|
2024-07-16
| 739,925
| 87,369
| 652,556
| 1
| 68
| 21.9
| 1.8
| 8.4
|
QQQ:22.2%;TLT:20.4%;AMZN:20.7%;IEF:22.2%;BRK.B:14.6%
|
US:70.0;EU:13.2;APAC:6.8;EM:8.1;Other:1.9
|
Value:+0.3;Growth:+0.9;Quality:-0.3;Size:+1.0;Momentum:-0.4;LowVol:-0.4
| null | 8
| 35
| 4.1
|
trailing 8%
| 220
| 19.2
|
Volatile
| 21.7
| 3.99
| 2.8
| 114
| -27
| 22
| 73
| true
|
Hedge
|
Buy index puts 1% notional
| 26
| -5
|
BrokerC
|
LMT
| 92
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 32
| -35
| -2
| 2
| false
|
Tax-aware sells next window
|
P7892
|
Hands-off
|
IRA
|
USD
|
2024-09-10
| 373,071
| 15,283
| 357,788
| 1
| 69.5
| 20.8
| 3.4
| 6.4
|
VNQ:28.0%;TSLA:36.0%;HYG:36.0%
|
US:61.3;EU:18.8;APAC:6.6;EM:11.0;Other:2.3
|
Value:+0.1;Growth:+0.3;Quality:-0.0;Size:-0.7;Momentum:-1.0;LowVol:+0.9
| null | 10
| 30
| 4.5
|
trailing 8%
| 154
| 13.4
|
Bull
| 11.1
| 3.62
| 2.5
| 82
| 81
| 82
| 50
| false
|
NoAction
|
Within bands; monitor
| 27
| -14
|
BrokerA
|
LMT
| 100
| null | null |
Normal monitoring
| 31
| -2
| 23
| 3
| false
|
Within IPS guidelines
|
P7893
|
Active
|
Roth
|
USD
|
2025-09-17
| 1,366,564
| 146,510
| 1,220,054
| 1.23
| 51.6
| 28.3
| 11.5
| 8.6
|
AAPL:10.8%;BND:26.0%;VTI:26.0%;IEF:11.3%;AMZN:26.0%
|
US:62.7;EU:20.1;APAC:9.9;EM:3.6;Other:3.6
|
Value:-0.9;Growth:+0.3;Quality:+0.7;Size:-0.8;Momentum:+0.8;LowVol:-0.7
| null | 6
| 35
| 4.9
|
trailing 8%
| 206
| 17.7
|
Bear
| 23.5
| 4.23
| 1.4
| 145
| -39
| 31
| 66
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 13
| 8
|
BrokerA
|
MKT
| 95
| null | null |
Normal monitoring
| 2
| -6
| -8
| 4
| false
|
Monitor dispersion and breadth
|
P7894
|
Opportunistic
|
IRA
|
USD
|
2025-04-16
| 804,782
| 40,285
| 764,497
| 1.25
| 64
| 18
| 10.7
| 7.2
|
TSLA:33.3%;GLD:33.3%;VOO:33.3%
|
US:64.6;EU:19.0;APAC:5.8;EM:7.9;Other:2.7
|
Value:+0.1;Growth:+0.9;Quality:-0.8;Size:-0.3;Momentum:+0.5;LowVol:-0.6
| null | 7
| 30
| 5.6
|
hard 12%
| 251
| 20.2
|
Bull
| 16
| 4.97
| 3.5
| 74
| 111
| 97
| 52
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 16
| -19
|
BrokerD
|
LMT
| 92
| null | null |
Normal monitoring
| 63
| -15
| 85
| 4
| false
|
Increase defensive factor exposure
|
P7895
|
Hands-off
|
Taxable
|
USD
|
2024-10-18
| 832,536
| 78,289
| 754,247
| 1
| 71.4
| 20.3
| 0
| 8.3
|
BND:33.3%;TLT:33.3%;TSLA:33.3%
|
US:60.1;EU:18.1;APAC:9.5;EM:6.8;Other:5.4
|
Value:+0.3;Growth:-0.2;Quality:-0.5;Size:+0.3;Momentum:+0.3;LowVol:-0.5
|
MaxPos7%
| 6
| 35
| 3
|
trailing 10%
| 163
| 19.4
|
Bull
| 17
| 4.67
| 2.1
| 103
| 91
| 87
| 65
| false
|
Buy
|
Add to core equity +1%
| 10
| -33
|
BrokerC
|
MKT
| 95
| null | null |
Normal monitoring
| 4
| -27
| 39
| 4
| false
|
Tax-aware sells next window
|
P7896
|
Cautious
|
IRA
|
USD
|
2025-12-14
| 175,729
| 25,542
| 150,187
| 1
| 39
| 45
| 4.7
| 11.3
|
VOO:22.6%;VTI:22.6%;AAPL:22.6%;MSFT:17.2%;QQQ:15.1%
|
US:70.8;EU:10.2;APAC:9.3;EM:5.8;Other:3.9
|
Value:+0.6;Growth:-0.1;Quality:+0.8;Size:+0.4;Momentum:+0.9;LowVol:+0.3
|
NoDerivatives;NoMargin
| 7
| 25
| 5.7
|
trailing 8%
| 140
| 19
|
Sideways
| 15.9
| 4.03
| 2.5
| 98
| 29
| 52
| 43
| false
|
Hedge
|
Add TLT +1% as duration hedge
| 15
| -26
|
BrokerC
|
LMT
| 91
| null | null |
Normal monitoring
| 64
| 1
| 117
| 3
| false
|
Within IPS guidelines
|
P7897
|
Cautious
|
IRA
|
USD
|
2025-12-08
| 859,654
| 107,457
| 752,197
| 1
| 41.1
| 32.9
| 14.1
| 12
|
HYG:33.3%;QQQ:33.3%;VNQ:33.3%
|
US:75.2;EU:8.3;APAC:7.6;EM:8.2;Other:0.7
|
Value:-0.7;Growth:-0.7;Quality:+0.8;Size:+0.8;Momentum:0.0;LowVol:-0.2
|
ESGOnly;MaxPos5%;NoMargin
| 10
| 35
| 3.6
|
hard 10%
| 128
| 16.6
|
Sideways
| 19.6
| 4.63
| 3.2
| 127
| 25
| 52
| 47
| false
|
Rebalance
|
Shift +1% to bonds from equity
| 18
| -10
|
BrokerC
|
LMT
| 91
| null | null |
Normal monitoring
| 42
| -7
| 150
| 3
| false
|
Within IPS guidelines
|
P7898
|
Opportunistic
|
Taxable
|
USD
|
2024-11-22
| 1,072,953
| 77,807
| 995,146
| 1
| 65.8
| 15.4
| 11.3
| 7.4
|
MUB:26.3%;VNQ:26.3%;QQQ:26.3%;BRK.B:21.0%
|
US:75.3;EU:7.6;APAC:7.1;EM:7.4;Other:2.7
|
Value:-0.4;Growth:-0.1;Quality:+0.2;Size:+1.0;Momentum:-1.0;LowVol:-0.7
| null | 10
| 30
| 6.1
|
trailing 7%
| 243
| 33.4
|
Bull
| 16.7
| 3.66
| 3.4
| 107
| 59
| 70
| 45
| false
|
Buy
|
Add to core equity +1%
| 27
| -2
|
BrokerC
|
MKT
| 97
| null | null |
Normal monitoring
| 85
| -45
| 163
| 3
| false
|
Within IPS guidelines
|
P7899
|
Active
|
Taxable
|
USD
|
2025-01-21
| 505,911
| 47,302
| 458,609
| 1.18
| 51.8
| 27.3
| 11.2
| 9.7
|
XLF:14.6%;AAPL:22.7%;GLD:17.2%;HYG:22.7%;BRK.B:22.7%
|
US:64.0;EU:8.3;APAC:11.4;EM:11.9;Other:4.4
|
Value:+0.9;Growth:+0.4;Quality:-0.8;Size:-0.4;Momentum:+0.2;LowVol:-0.0
| null | 6
| 25
| 5.7
|
hard 12%
| 138
| 26.1
|
Volatile
| 22.8
| 5.11
| 3.2
| 145
| 66
| 73
| 47
| false
|
Buy
|
Add to core equity +1%
| 18
| -12
|
BrokerD
|
MKT
| 97
| null | null |
Normal monitoring
| 44
| -5
| 68
| 3
| false
|
Monitor dispersion and breadth
|
P7900
|
Active
|
Taxable
|
USD
|
2025-10-07
| 735,889
| 63,464
| 672,425
| 1
| 53.4
| 19.8
| 19.5
| 7.3
|
VTI:24.8%;QQQ:24.8%;AAPL:23.3%;VNQ:12.3%;XLF:14.8%
|
US:72.0;EU:13.7;APAC:5.2;EM:5.0;Other:4.2
|
Value:-0.1;Growth:-0.6;Quality:-0.1;Size:+0.3;Momentum:-0.3;LowVol:-0.1
|
NoDerivatives
| 5
| 25
| 5.5
|
hard 12%
| 144
| 25.5
|
Bull
| 11.1
| 4.2
| 3.1
| 120
| 110
| 100
| 39
| false
|
NoAction
|
Within bands; monitor
| 27
| -16
|
BrokerA
|
MKT
| 0
| null | null |
Normal monitoring
| 92
| 10
| 83
| 4
| false
|
Tighten stops on momentum names
|
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