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
P7901
Cautious
Taxable
USD
2024-12-12
323,992
27,606
296,386
1
43.9
36.4
8
11.8
VNQ:14.8%;VTI:10.3%;QQQ:14.3%;MSFT:21.4%;AAPL:21.4%;HYG:17.8%
US:74.7;EU:7.3;APAC:10.6;EM:3.7;Other:3.7
Value:-0.6;Growth:-0.4;Quality:+0.8;Size:+0.6;Momentum:+0.5;LowVol:-0.8
NoMargin
7
30
5.2
trailing 8%
136
15.3
Bull
15.1
4.29
3.3
99
56
63
43
false
Rebalance
Shift +1% to bonds from equity
11
-22
BrokerC
LMT
98
null
null
Normal monitoring
36
-11
83
4
false
Monitor dispersion and breadth
P7902
Cautious
401k
USD
2024-10-08
203,910
31,167
172,743
1
43.4
41.3
0
15.3
VNQ:23.7%;QQQ:25.4%;MSFT:25.4%;TSLA:25.4%
US:70.3;EU:5.9;APAC:12.8;EM:9.5;Other:1.5
Value:0.0;Growth:-0.6;Quality:-0.3;Size:-0.5;Momentum:+0.6;LowVol:-0.4
ESGOnly;MaxPos7%;NoMargin
5
30
4.4
trailing 8%
168
17.7
Volatile
29.2
5.41
4.2
159
55
75
68
true
Hedge
Buy index puts 1% notional
34
13
BrokerB
LMT
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
-7
-10
95
3
false
Monitor dispersion and breadth
P7903
Opportunistic
Trust
USD
2024-08-12
1,433,524
58,516
1,375,008
1
72.2
11.6
11.5
4.7
HYG:33.3%;VTI:33.3%;TSLA:33.3%
US:68.9;EU:17.5;APAC:5.3;EM:7.8;Other:0.5
Value:-0.1;Growth:-0.7;Quality:+1.0;Size:-0.4;Momentum:+0.3;LowVol:+0.4
MaxPos8%
10
25
4.7
hard 12%
225
22.6
Sideways
15.5
3.87
2.3
137
54
78
57
false
NoAction
Within bands; monitor
1
9
BrokerC
MKT
0
null
null
Normal monitoring
-6
18
117
5
false
Tax-aware sells next window
P7904
Systematic
Roth
USD
2025-08-18
866,552
36,858
829,694
1
58.2
28.2
5.1
8.6
AAPL:33.3%;TLT:33.3%;AMZN:33.3%
US:66.2;EU:9.0;APAC:11.2;EM:12.8;Other:0.8
Value:+0.6;Growth:-0.7;Quality:+0.2;Size:+0.3;Momentum:+0.3;LowVol:-0.4
null
7
30
4
hard 12%
179
19.4
Bull
17
3.76
2.2
116
15
72
45
false
NoAction
Within bands; monitor
23
0
BrokerB
MKT
0
null
null
Normal monitoring
66
-8
84
3
false
Within IPS guidelines
P7905
Systematic
401k
USD
2025-02-11
1,532,550
72,005
1,460,545
1
63.2
29.3
1.2
6.3
VTI:23.0%;MSFT:12.7%;VOO:23.0%;VNQ:23.0%;QQQ:18.2%
US:55.7;EU:15.5;APAC:16.3;EM:11.0;Other:1.5
Value:+0.8;Growth:-0.2;Quality:-0.0;Size:+0.9;Momentum:+0.6;LowVol:+0.7
NoDerivatives
10
25
5.3
hard 12%
197
24.7
Volatile
22.1
4.99
2.6
135
-18
56
65
false
Rebalance
Shift +1% to bonds from equity
9
-36
BrokerC
VWAP
99
null
null
Normal monitoring
-44
-27
63
4
false
Increase defensive factor exposure
P7906
Systematic
IRA
USD
2024-11-16
1,115,794
70,086
1,045,708
1
61.4
29.4
0
9.2
MSFT:35.2%;AAPL:29.6%;AMZN:35.2%
US:65.7;EU:11.7;APAC:13.9;EM:4.9;Other:3.8
Value:+0.4;Growth:+0.2;Quality:+0.1;Size:+0.9;Momentum:-0.3;LowVol:-0.1
NoDerivatives
10
25
4.1
hard 12%
218
20.4
Bull
13
4.93
2.1
112
24
55
34
false
NoAction
Within bands; monitor
18
-34
BrokerA
LMT
90
null
null
Normal monitoring
63
-25
158
4
false
Monitor dispersion and breadth
P7907
Opportunistic
IRA
USD
2024-10-30
481,909
37,830
444,079
1
69.7
21.7
0
8.6
VTI:23.8%;TLT:21.2%;VOO:27.5%;MSFT:27.5%
US:58.2;EU:20.2;APAC:14.2;EM:5.1;Other:2.2
Value:-1.0;Growth:-0.2;Quality:-0.3;Size:+0.9;Momentum:-0.2;LowVol:+0.2
MaxPos5%;NoDerivatives
6
35
4.1
trailing 7%
169
30.7
Bear
27.5
3.22
2.5
171
35
78
71
true
Hedge
Buy index puts 1% notional
30
-11
BrokerD
LMT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
8
15
70
5
false
Increase defensive factor exposure
P7908
Opportunistic
Roth
USD
2025-10-27
1,775,920
85,520
1,690,400
1
65.5
19.5
7.7
7.3
MUB:26.2%;GLD:26.2%;TLT:21.9%;VOO:25.6%
US:69.4;EU:10.0;APAC:15.8;EM:4.1;Other:0.8
Value:+0.2;Growth:+0.3;Quality:-0.6;Size:+0.8;Momentum:-0.9;LowVol:-0.2
null
7
30
5.1
hard 12%
225
24
Volatile
30.3
3.75
3.2
149
-9
33
74
true
Reduce
Cut high-beta by 2-3%, add cash
5
-34
BrokerB
MKT
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
109
15
159
2
false
Increase defensive factor exposure
P7909
Systematic
401k
USD
2025-12-11
433,506
34,485
399,021
1
67.4
20.5
2.2
9.9
TSLA:21.0%;VTI:21.0%;VNQ:11.7%;BND:15.2%;TLT:15.7%;AAPL:15.4%
US:69.0;EU:9.1;APAC:7.2;EM:10.5;Other:4.1
Value:-0.7;Growth:-1.0;Quality:+0.6;Size:-0.5;Momentum:+0.7;LowVol:-0.9
null
5
35
4.8
trailing 8%
229
20.4
Bull
12.3
4.63
3.4
113
27
49
48
false
Buy
Add to core equity +1%
-15
-15
BrokerB
LMT
100
null
null
Normal monitoring
84
10
222
5
false
Monitor dispersion and breadth
P7910
Hands-off
401k
USD
2025-06-29
402,785
25,126
377,659
1
67.1
27.4
0
5.4
GLD:33.3%;VOO:33.3%;XLF:33.3%
US:68.8;EU:8.8;APAC:10.2;EM:8.2;Other:4.0
Value:+0.9;Growth:-0.1;Quality:+1.0;Size:-0.8;Momentum:-0.3;LowVol:-0.0
ESGOnly;MaxPos7%
5
35
5.3
hard 10%
153
14.2
Volatile
22.5
4.54
2.7
164
6
63
58
true
Reduce
Cut high-beta by 2-3%, add cash
25
-33
BrokerD
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
99
16
110
3
false
Tighten stops on momentum names
P7911
Hands-off
IRA
USD
2025-10-18
519,605
41,630
477,975
1
57
15.2
21.2
6.5
TLT:23.6%;HYG:18.1%;QQQ:13.3%;TSLA:21.4%;VNQ:23.6%
US:71.3;EU:10.5;APAC:13.5;EM:3.9;Other:0.8
Value:-1.0;Growth:-0.7;Quality:+0.3;Size:-0.9;Momentum:+0.6;LowVol:+0.7
MaxPos6%;NoDerivatives
6
35
5.3
trailing 10%
124
18.9
Bear
28.2
4.25
2.9
178
-30
42
62
false
Buy
Add to core equity +1%
16
-1
BrokerC
LMT
94
null
null
Normal monitoring
-43
-23
5
3
false
Increase defensive factor exposure
P7912
Hands-off
Trust
USD
2025-04-23
418,289
32,159
386,130
1
66.3
26.1
0
7.6
MUB:25.1%;VNQ:25.1%;TLT:24.6%;AMZN:25.1%
US:62.8;EU:18.4;APAC:10.1;EM:7.6;Other:1.1
Value:-0.5;Growth:+0.3;Quality:+0.6;Size:+0.9;Momentum:+0.9;LowVol:+0.2
NoDerivatives
8
30
3.3
trailing 10%
110
12.7
Sideways
21.5
4.09
3.4
138
31
70
68
false
Buy
Add to core equity +1%
24
-2
BrokerA
MKT
93
null
null
Normal monitoring
46
-53
53
5
false
Monitor dispersion and breadth
P7913
Hands-off
401k
USD
2025-01-05
578,288
34,047
544,241
1
66.7
22
1.8
9.5
IEF:25.0%;BND:25.0%;BRK.B:25.0%;XLF:25.0%
US:70.1;EU:5.7;APAC:13.5;EM:9.9;Other:0.8
Value:+0.8;Growth:0.0;Quality:+0.6;Size:+0.4;Momentum:+0.7;LowVol:+0.7
NoDerivatives
8
35
5.3
hard 10%
95
13.6
Volatile
20.8
3.64
3.3
150
21
63
53
false
Buy
Add to core equity +1%
-3
-16
BrokerA
LMT
90
null
null
Normal monitoring
111
-53
108
4
false
Within IPS guidelines
P7914
Active
Roth
USD
2025-01-31
1,313,983
95,686
1,218,297
1
51.4
26.4
16.2
6
VTI:17.3%;AAPL:13.8%;HYG:19.7%;VNQ:20.2%;TSLA:17.2%;QQQ:11.8%
US:73.7;EU:11.4;APAC:8.5;EM:4.1;Other:2.3
Value:+1.0;Growth:+0.2;Quality:+0.9;Size:-0.7;Momentum:-0.4;LowVol:-0.0
null
10
30
4.6
trailing 8%
162
22
Volatile
29.2
4.98
3.3
174
-30
31
69
false
Rebalance
Shift +1% to bonds from equity
-14
-4
BrokerA
LMT
87
null
null
Normal monitoring
-28
-36
-57
4
false
Tax-aware sells next window
P7915
Cautious
Trust
USD
2025-06-14
738,785
78,415
660,370
1
44.9
38.5
6.1
10.5
IEF:18.4%;BRK.B:16.6%;BND:21.7%;HYG:10.4%;VNQ:11.2%;XLF:21.7%
US:62.4;EU:16.0;APAC:8.7;EM:7.9;Other:5.1
Value:+0.6;Growth:-0.1;Quality:+0.8;Size:+0.8;Momentum:-0.1;LowVol:+1.0
ESGOnly;NoDerivatives;NoMargin
8
25
3.5
trailing 8%
165
19.5
Volatile
22.9
3.51
4.4
154
-13
47
57
false
Buy
Add to core equity +1%
16
-40
BrokerD
VWAP
98
null
null
Normal monitoring
56
-36
189
5
false
Within IPS guidelines
P7916
Cautious
Taxable
USD
2024-08-04
804,206
71,749
732,457
1
39
40.5
3.8
16.7
AAPL:13.4%;BRK.B:18.6%;QQQ:11.2%;HYG:17.8%;BND:20.1%;AMZN:19.0%
US:69.5;EU:14.2;APAC:11.6;EM:3.8;Other:0.8
Value:+0.5;Growth:+0.2;Quality:+0.1;Size:0.0;Momentum:-1.0;LowVol:-0.3
MaxPos5%;NoDerivatives;NoMargin
5
30
5.8
trailing 8%
159
12.9
Bull
14.5
4.3
3.1
98
19
51
22
false
Rebalance
Shift +1% to bonds from equity
-8
11
BrokerA
LMT
97
null
null
Normal monitoring
16
0
139
3
false
Within IPS guidelines
P7917
Active
Taxable
USD
2025-01-15
1,464,151
154,491
1,309,660
1
62.2
21.2
8.2
8.5
BRK.B:33.3%;HYG:33.3%;AAPL:33.3%
US:66.6;EU:15.6;APAC:8.3;EM:7.3;Other:2.3
Value:-0.7;Growth:+0.5;Quality:-0.9;Size:+0.1;Momentum:+0.6;LowVol:+0.7
null
5
30
4.3
trailing 9%
228
21
Bull
11.2
4.54
2
94
12
55
29
false
Rebalance
Shift +1% to bonds from equity
2
-19
BrokerB
LMT
96
null
null
Normal monitoring
-58
-38
14
4
false
Within IPS guidelines
P7918
Systematic
Trust
USD
2024-12-02
1,772,567
161,545
1,611,022
1
62.4
29.5
0
8.1
VOO:10.2%;HYG:22.9%;BND:8.9%;TLT:21.0%;AAPL:22.9%;BRK.B:14.0%
US:65.0;EU:7.7;APAC:13.4;EM:10.4;Other:3.6
Value:+0.5;Growth:+0.8;Quality:+0.5;Size:-0.2;Momentum:+0.6;LowVol:-0.3
null
5
30
5
trailing 9%
204
26.7
Sideways
18.3
3.99
3.5
133
6
42
54
true
Hedge
Buy index puts 1% notional
2
-3
BrokerA
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-41
-57
-56
5
false
Within IPS guidelines
P7919
Systematic
Roth
USD
2025-12-21
743,620
42,372
701,248
1
60.3
30.6
0
9.1
HYG:27.4%;MUB:17.7%;TSLA:27.4%;TLT:27.4%
US:67.9;EU:13.1;APAC:11.5;EM:6.1;Other:1.4
Value:0.0;Growth:+0.6;Quality:+0.3;Size:+0.6;Momentum:-0.9;LowVol:+1.0
null
6
25
4.3
trailing 9%
129
16.3
Volatile
28.2
4.63
3.3
147
51
82
64
false
Rebalance
Shift +1% to bonds from equity
8
-20
BrokerC
LMT
87
null
null
Normal monitoring
86
-46
130
5
false
Increase defensive factor exposure
P7920
Systematic
Roth
USD
2024-07-30
687,556
38,791
648,765
1
65.9
26.5
0
7.6
AMZN:20.7%;HYG:15.6%;XLF:19.7%;VOO:22.0%;QQQ:22.0%
US:65.1;EU:7.9;APAC:11.7;EM:11.1;Other:4.2
Value:+0.8;Growth:-0.7;Quality:+0.7;Size:-0.6;Momentum:-0.8;LowVol:-0.9
NoDerivatives
7
35
5.8
trailing 9%
139
26.7
Bear
26.8
4.37
1.5
198
-21
25
83
true
Reduce
Cut high-beta by 2-3%, add cash
-4
-30
BrokerB
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-44
-17
4
5
false
Within IPS guidelines
P7921
Active
Taxable
USD
2025-02-28
853,204
64,653
788,551
1
67.6
24.7
0.9
6.9
TSLA:23.0%;AMZN:25.7%;MSFT:25.7%;MUB:25.7%
US:64.1;EU:12.1;APAC:11.4;EM:7.8;Other:4.6
Value:+0.5;Growth:+0.9;Quality:+0.1;Size:-0.3;Momentum:0.0;LowVol:+0.2
MaxPos6%;NoDerivatives
5
35
5.3
trailing 8%
222
26.9
Bull
13.5
3.83
2.7
119
98
96
46
false
Rebalance
Shift +1% to bonds from equity
-3
-36
BrokerB
MKT
97
null
null
Normal monitoring
99
-29
133
3
false
Monitor dispersion and breadth
P7922
Systematic
Taxable
USD
2025-06-28
1,863,755
95,228
1,768,527
1
56.5
23.1
14.2
6.3
TSLA:21.6%;TLT:22.4%;BRK.B:22.4%;IEF:16.1%;BND:17.5%
US:60.9;EU:18.6;APAC:12.0;EM:8.1;Other:0.3
Value:+0.1;Growth:-0.6;Quality:+1.0;Size:-1.0;Momentum:-0.2;LowVol:+0.4
MaxPos8%
7
30
5.1
trailing 9%
168
23.3
Volatile
23.5
4.46
2.6
127
65
74
52
false
Rebalance
Shift +1% to bonds from equity
1
11
BrokerD
LMT
97
null
null
Normal monitoring
-53
-51
-86
5
false
Tax-aware sells next window
P7923
Systematic
Roth
USD
2024-12-15
868,353
46,348
822,005
1
58.4
25
11.2
5.5
HYG:8.2%;MSFT:21.9%;XLF:21.9%;AAPL:12.8%;TSLA:13.3%;AMZN:21.9%
US:56.8;EU:19.0;APAC:12.4;EM:10.8;Other:1.0
Value:-0.7;Growth:-0.9;Quality:+0.7;Size:-0.3;Momentum:+0.6;LowVol:-0.2
null
5
30
4.6
hard 12%
208
22.1
Bull
11.9
4.05
2.5
80
66
69
32
false
Buy
Add to core equity +1%
18
-15
BrokerB
MKT
97
null
null
Normal monitoring
-17
-22
108
3
false
Tax-aware sells next window
P7924
Systematic
401k
USD
2024-08-23
1,546,623
71,742
1,474,881
1
56.8
32.5
2.7
8
AMZN:19.4%;HYG:16.5%;VOO:15.2%;TLT:13.5%;IEF:14.9%;MUB:20.5%
US:74.1;EU:7.3;APAC:10.3;EM:5.1;Other:3.3
Value:-0.7;Growth:-0.9;Quality:-0.3;Size:0.0;Momentum:+0.3;LowVol:+0.4
MaxPos7%;NoDerivatives
7
30
5
trailing 8%
141
23.5
Sideways
16.6
4.64
2.3
101
38
80
37
false
Buy
Add to core equity +1%
35
-39
BrokerB
MKT
95
null
null
Normal monitoring
52
-60
187
3
false
Increase defensive factor exposure
P7925
Opportunistic
Taxable
USD
2025-04-21
1,132,310
91,903
1,040,407
1
63.9
20.2
9.2
6.7
MSFT:18.0%;TLT:7.4%;VTI:21.7%;AAPL:20.2%;AMZN:13.0%;QQQ:19.7%
US:73.3;EU:11.4;APAC:7.1;EM:5.6;Other:2.6
Value:-0.2;Growth:+0.6;Quality:-0.7;Size:+0.2;Momentum:-0.2;LowVol:-0.3
MaxPos5%
6
30
6.9
trailing 7%
198
26.3
Volatile
20.8
4.24
3
140
43
75
58
false
Rebalance
Shift +1% to bonds from equity
24
-11
BrokerB
VWAP
94
null
null
Normal monitoring
95
19
127
4
false
Tax-aware sells next window
P7926
Hands-off
Trust
USD
2025-12-24
569,537
54,691
514,846
1
65.8
29.2
0
5
BND:28.2%;AMZN:28.2%;VNQ:15.3%;TSLA:28.2%
US:61.7;EU:19.8;APAC:6.3;EM:10.5;Other:1.7
Value:-0.8;Growth:-0.2;Quality:-0.4;Size:-0.8;Momentum:+0.2;LowVol:+0.9
null
5
30
4.1
trailing 8%
161
14.6
Volatile
20.5
4.34
3
177
62
84
51
true
Hedge
Buy index puts 1% notional
14
-40
BrokerA
MKT
91
VAR>budget
Hedge
Risk above budget threshold
-19
-11
85
4
false
Tighten stops on momentum names
P7927
Hands-off
Roth
USD
2025-02-11
318,251
25,710
292,541
1
61.9
27.3
1.6
9.2
AAPL:28.3%;XLF:28.3%;VTI:15.1%;BRK.B:28.3%
US:62.6;EU:8.5;APAC:13.2;EM:10.8;Other:4.8
Value:-0.1;Growth:+0.2;Quality:-0.5;Size:-0.6;Momentum:+0.3;LowVol:-0.3
MaxPos8%
7
25
4.4
trailing 8%
94
17.5
Bull
17.7
4.01
3.1
85
27
68
45
false
Rebalance
Shift +1% to bonds from equity
24
7
BrokerA
VWAP
89
null
null
Normal monitoring
46
-53
147
3
false
Tax-aware sells next window
P7928
Active
Roth
USD
2025-09-06
1,188,143
75,443
1,112,700
1
55.4
23.7
13.2
7.6
BRK.B:19.6%;TSLA:23.0%;QQQ:12.9%;HYG:21.5%;IEF:23.0%
US:62.4;EU:12.8;APAC:11.3;EM:11.7;Other:1.7
Value:+0.9;Growth:-1.0;Quality:+0.3;Size:-0.9;Momentum:-0.3;LowVol:-0.4
MaxPos8%
5
25
5.7
trailing 9%
184
20.1
Volatile
26.9
5.18
2.2
141
-7
32
72
true
Hedge
Buy index puts 1% notional
30
-9
BrokerB
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
97
-59
130
4
false
Within IPS guidelines
P7929
Active
Taxable
USD
2025-10-21
994,007
77,845
916,162
1
57.9
31.8
3.8
6.6
BND:10.2%;GLD:23.7%;VNQ:18.8%;AAPL:23.7%;XLF:23.7%
US:75.9;EU:7.2;APAC:8.0;EM:3.9;Other:5.0
Value:+0.5;Growth:-0.5;Quality:-0.3;Size:-0.2;Momentum:+0.9;LowVol:-0.4
null
10
25
4.5
trailing 8%
200
18.2
Sideways
18.6
4.07
3.3
135
54
65
41
false
Rebalance
Shift +1% to bonds from equity
-8
-3
BrokerA
MKT
94
null
null
Normal monitoring
65
-31
191
3
false
Within IPS guidelines
P7930
Active
401k
USD
2025-11-26
1,009,475
77,692
931,783
1
63.6
25.7
4.5
6.2
BRK.B:15.7%;MSFT:21.3%;TLT:21.1%;VOO:21.3%;AMZN:20.6%
US:56.9;EU:18.7;APAC:15.5;EM:3.7;Other:5.2
Value:-0.8;Growth:+0.1;Quality:-0.1;Size:-0.9;Momentum:-0.6;LowVol:+0.8
MaxPos7%
10
30
5.3
hard 12%
162
20.8
Bull
12.6
3.62
3.1
77
117
94
34
false
Buy
Add to core equity +1%
-10
-9
BrokerD
LMT
89
null
null
Normal monitoring
114
-38
89
3
false
Tighten stops on momentum names
P7931
Hands-off
Trust
USD
2025-02-12
839,412
50,340
789,072
1
61.6
24.1
5.8
8.5
XLF:19.6%;TLT:21.4%;TSLA:21.4%;GLD:21.4%;HYG:9.2%;VOO:6.9%
US:61.3;EU:11.6;APAC:11.6;EM:10.5;Other:5.0
Value:-0.4;Growth:0.0;Quality:+0.6;Size:-0.6;Momentum:+0.7;LowVol:-0.2
ESGOnly;NoDerivatives
10
25
3.4
trailing 8%
134
17.5
Bull
13.8
4.72
3.1
72
25
56
38
false
Buy
Add to core equity +1%
13
-35
BrokerA
LMT
94
null
null
Normal monitoring
64
7
194
5
false
Increase defensive factor exposure
P7932
Active
Taxable
USD
2025-03-11
2,214,262
230,824
1,983,438
1
65.1
28.1
0.2
6.6
MUB:34.6%;XLF:30.8%;VOO:34.6%
US:69.1;EU:15.1;APAC:6.4;EM:6.8;Other:2.6
Value:+0.1;Growth:+0.7;Quality:-0.9;Size:+0.2;Momentum:+0.4;LowVol:+0.2
MaxPos7%
5
30
4.8
trailing 9%
222
27.1
Bull
14
4.36
2.8
101
12
49
51
false
Rebalance
Shift +1% to bonds from equity
14
-14
BrokerB
VWAP
98
null
null
Normal monitoring
55
-60
24
3
false
Tax-aware sells next window
P7933
Hands-off
Taxable
USD
2025-03-05
849,603
45,180
804,423
1
58.5
27.2
5
9.3
HYG:25.5%;AMZN:25.5%;BND:23.4%;XLF:25.5%
US:63.8;EU:15.3;APAC:6.9;EM:10.7;Other:3.3
Value:-0.7;Growth:-0.1;Quality:-0.4;Size:-0.7;Momentum:-0.6;LowVol:+0.4
ESGOnly;MaxPos5%
7
30
5.6
trailing 8%
160
16.6
Volatile
32
4.09
4
156
-22
50
89
true
Rebalance
Rebalance back to target bands
31
-4
BrokerA
LMT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
73
-21
164
3
false
Increase defensive factor exposure
P7934
Systematic
401k
USD
2024-11-14
1,115,068
52,039
1,063,029
1
58.1
21.8
14.4
5.7
BND:24.4%;TSLA:25.8%;MUB:24.0%;QQQ:25.8%
US:74.4;EU:5.3;APAC:13.9;EM:4.3;Other:2.1
Value:-0.3;Growth:-0.3;Quality:-0.9;Size:-0.7;Momentum:+0.9;LowVol:+0.6
null
8
25
4.8
trailing 9%
196
17.1
Volatile
24.4
5.43
4.1
180
31
67
61
false
Rebalance
Shift +1% to bonds from equity
12
-40
BrokerA
LMT
89
null
null
Normal monitoring
103
-47
120
5
false
Within IPS guidelines
P7935
Hands-off
Taxable
USD
2025-06-25
717,286
36,041
681,245
1
55.5
22.7
12.3
9.5
BND:17.0%;TSLA:15.0%;AAPL:23.7%;VTI:23.7%;VNQ:20.6%
US:68.1;EU:8.8;APAC:11.0;EM:9.9;Other:2.2
Value:+1.0;Growth:-0.6;Quality:+0.5;Size:-0.7;Momentum:-0.3;LowVol:-0.5
NoDerivatives
7
30
5.1
trailing 10%
110
16.3
Sideways
14.4
4.36
3.5
140
16
62
45
false
Rebalance
Shift +1% to bonds from equity
34
5
BrokerB
LMT
95
null
null
Normal monitoring
75
7
39
4
false
Increase defensive factor exposure
P7936
Cautious
401k
USD
2024-09-11
249,926
38,291
211,635
1
51.9
35.5
0
12.6
XLF:30.7%;VOO:34.7%;BND:34.7%
US:64.2;EU:17.0;APAC:9.2;EM:9.4;Other:0.2
Value:+0.2;Growth:-0.5;Quality:-0.2;Size:+0.2;Momentum:+0.5;LowVol:+0.8
ESGOnly;MaxPos5%;NoMargin
10
25
4.6
trailing 8%
100
16.4
Bull
17.2
4.62
2.1
74
64
88
47
false
Sell
Trim extended winner -1%
33
14
BrokerD
LMT
89
null
null
Normal monitoring
-30
-37
61
4
false
Tax-aware sells next window
P7937
Opportunistic
IRA
USD
2024-10-17
1,171,803
74,834
1,096,969
1.07
63.8
18.9
10.8
6.5
TLT:21.3%;MUB:21.3%;IEF:17.3%;AMZN:21.3%;VNQ:8.0%;BRK.B:10.7%
US:71.7;EU:15.9;APAC:5.7;EM:3.7;Other:3.0
Value:+1.0;Growth:+0.8;Quality:+1.0;Size:+0.8;Momentum:-0.0;LowVol:+0.1
MaxPos5%
7
25
4.3
trailing 7%
244
25
Volatile
30.1
3.61
3.1
113
30
74
71
true
Hedge
Buy index puts 1% notional
-6
-9
BrokerA
MKT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
115
-43
172
3
false
Tighten stops on momentum names
P7938
Opportunistic
Roth
USD
2025-01-19
926,758
71,047
855,711
1
67.9
13.7
10.7
7.8
XLF:20.9%;VTI:21.9%;AAPL:8.7%;MSFT:11.4%;VNQ:21.9%;AMZN:15.2%
US:68.5;EU:10.3;APAC:8.5;EM:8.3;Other:4.4
Value:+0.4;Growth:+0.1;Quality:+0.7;Size:+0.2;Momentum:-0.1;LowVol:+0.9
NoDerivatives
6
25
5.1
trailing 9%
261
26
Bull
15.6
4.48
3.3
88
88
100
61
false
Hedge
Add TLT +1% as duration hedge
-15
3
BrokerA
MKT
94
null
null
Normal monitoring
17
-9
137
3
false
Increase defensive factor exposure
P7939
Opportunistic
Trust
USD
2024-08-28
1,478,102
91,665
1,386,437
1.16
70.1
19.9
4.3
5.7
XLF:23.6%;GLD:11.2%;TSLA:18.9%;HYG:23.6%;IEF:22.7%
US:68.8;EU:15.4;APAC:5.8;EM:8.7;Other:1.3
Value:-0.8;Growth:-0.5;Quality:+0.1;Size:+0.2;Momentum:-0.8;LowVol:+0.3
MaxPos8%
6
35
5.4
trailing 9%
205
20.2
Bull
17.7
4.31
3.2
105
24
55
65
false
Sell
Trim extended winner -1%
-13
10
BrokerD
LMT
94
null
null
Normal monitoring
35
-19
29
3
false
Monitor dispersion and breadth
P7940
Active
401k
USD
2025-04-16
2,027,561
204,867
1,822,694
1
60
22.6
8
9.4
TSLA:22.4%;HYG:18.9%;MSFT:22.4%;XLF:18.3%;BRK.B:17.9%
US:70.3;EU:16.8;APAC:5.4;EM:6.8;Other:0.7
Value:-0.1;Growth:+0.1;Quality:-0.6;Size:+0.7;Momentum:-0.6;LowVol:+1.0
null
10
35
5
trailing 9%
167
27.5
Volatile
24.6
3.63
3
128
17
60
72
true
Hedge
Buy index puts 1% notional
-8
-20
BrokerD
VWAP
94
VAR>budget
Reduce
Risk above budget threshold
69
-26
128
4
true
Tighten stops on momentum names
P7941
Hands-off
Trust
USD
2025-12-02
403,458
27,843
375,615
1
71.3
16.2
3.9
8.6
XLF:10.1%;AMZN:19.3%;VOO:11.3%;TSLA:16.0%;BRK.B:21.6%;VNQ:21.6%
US:78.5;EU:6.9;APAC:7.4;EM:4.0;Other:3.3
Value:+0.1;Growth:+0.7;Quality:-0.6;Size:-0.8;Momentum:-0.3;LowVol:+1.0
ESGOnly
8
35
5.8
trailing 10%
168
16.5
Bull
11.1
3.8
2.1
78
31
52
45
false
Rebalance
Shift +1% to bonds from equity
-8
-26
BrokerB
MKT
93
null
null
Normal monitoring
115
14
225
5
false
Within IPS guidelines
P7942
Opportunistic
IRA
USD
2025-01-12
1,591,309
131,262
1,460,047
1
72.8
12.7
7.2
7.3
HYG:27.1%;TSLA:27.1%;QQQ:27.1%;TLT:18.8%
US:73.6;EU:6.9;APAC:9.4;EM:6.3;Other:3.8
Value:+0.1;Growth:-0.9;Quality:-0.1;Size:-0.6;Momentum:-0.9;LowVol:+0.2
null
8
35
6.4
hard 12%
263
22.8
Sideways
14.7
3.57
2.7
98
-21
47
43
false
NoAction
Within bands; monitor
28
-2
BrokerD
LMT
100
null
null
Normal monitoring
13
-6
128
4
false
Monitor dispersion and breadth
P7943
Active
401k
USD
2024-08-17
1,900,626
160,791
1,739,835
1
51.4
22.8
19.4
6.4
AAPL:22.3%;MUB:10.6%;VOO:17.6%;VNQ:8.6%;XLF:22.3%;GLD:18.5%
US:64.9;EU:9.2;APAC:12.5;EM:11.3;Other:2.0
Value:+0.8;Growth:+0.6;Quality:-0.2;Size:-0.8;Momentum:-0.3;LowVol:-0.9
NoDerivatives
7
30
4.9
hard 12%
202
24.1
Sideways
18.5
4.13
2.7
110
49
64
52
false
Hedge
Add TLT +1% as duration hedge
22
11
BrokerD
LMT
92
null
null
Normal monitoring
63
-49
163
3
false
Monitor dispersion and breadth
P7944
Hands-off
IRA
USD
2025-02-16
171,212
9,836
161,376
1
64
17
13.8
5.2
BND:33.3%;MSFT:33.3%;BRK.B:33.3%
US:67.4;EU:6.4;APAC:13.9;EM:7.9;Other:4.3
Value:+0.6;Growth:+0.7;Quality:+0.6;Size:+0.7;Momentum:-0.8;LowVol:-0.6
ESGOnly;NoDerivatives
6
35
3.2
hard 10%
153
14.7
Bull
16.5
4.4
2.6
80
41
70
60
false
Buy
Add to core equity +1%
-7
-13
BrokerC
VWAP
86
null
null
Normal monitoring
37
-18
38
3
false
Tighten stops on momentum names
P7945
Opportunistic
Trust
USD
2025-02-18
1,326,217
58,744
1,267,473
1
74.9
11.5
7
6.7
MSFT:28.0%;MUB:16.0%;HYG:28.0%;TSLA:28.0%
US:59.3;EU:12.2;APAC:14.4;EM:12.7;Other:1.4
Value:+0.3;Growth:-0.2;Quality:-0.1;Size:-0.9;Momentum:-0.6;LowVol:+0.1
null
8
35
6.7
trailing 9%
181
30.4
Bull
12
4.52
2.2
96
65
78
45
false
Sell
Trim extended winner -1%
0
-22
BrokerC
MKT
97
null
null
Normal monitoring
116
-33
111
4
false
Monitor dispersion and breadth
P7946
Hands-off
Roth
USD
2025-04-07
877,356
61,058
816,298
1
67
23.4
0
9.6
GLD:33.3%;IEF:33.3%;XLF:33.3%
US:64.1;EU:11.5;APAC:12.6;EM:7.6;Other:4.1
Value:-0.0;Growth:-0.4;Quality:+0.1;Size:+0.9;Momentum:-0.6;LowVol:-0.3
ESGOnly;NoDerivatives
6
35
3.3
trailing 8%
152
14.2
Bull
12.4
3.55
3.3
83
114
100
48
true
Reduce
Cut high-beta by 2-3%, add cash
-10
-21
BrokerC
LMT
95
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
58
-31
162
3
false
Tighten stops on momentum names
P7947
Opportunistic
Trust
USD
2025-02-09
1,467,799
116,616
1,351,183
1.1
73.1
19.1
0
7.8
GLD:21.0%;XLF:21.0%;AAPL:20.3%;QQQ:19.2%;VNQ:18.5%
US:64.0;EU:9.3;APAC:10.0;EM:11.7;Other:5.0
Value:-0.5;Growth:-0.8;Quality:+0.9;Size:+0.5;Momentum:-0.9;LowVol:+0.6
null
10
30
5.5
trailing 7%
206
22.9
Volatile
25.1
4.25
4
172
-18
55
65
false
Rebalance
Shift +1% to bonds from equity
34
-3
BrokerB
LMT
95
null
null
Normal monitoring
30
-7
70
3
false
Increase defensive factor exposure
P7948
Hands-off
IRA
USD
2025-11-02
891,150
55,283
835,867
1
58.7
27.7
6.7
7
VTI:25.8%;HYG:22.6%;TSLA:25.8%;MUB:25.8%
US:66.9;EU:14.1;APAC:7.7;EM:7.7;Other:3.5
Value:-1.0;Growth:+0.9;Quality:-0.4;Size:+0.4;Momentum:-0.0;LowVol:+0.7
null
10
30
5.7
trailing 8%
164
14
Sideways
15.6
3.93
2.7
133
39
84
52
false
Rebalance
Shift +1% to bonds from equity
31
7
BrokerC
LMT
95
null
null
Normal monitoring
43
-15
61
4
false
Tax-aware sells next window
P7949
Hands-off
Roth
USD
2024-08-05
835,779
77,440
758,339
1
69
22.9
2.8
5.3
MUB:17.4%;AMZN:27.5%;TLT:27.5%;TSLA:27.5%
US:57.7;EU:10.9;APAC:15.0;EM:12.5;Other:3.9
Value:+0.4;Growth:+0.3;Quality:-1.0;Size:+0.7;Momentum:-0.7;LowVol:-0.8
ESGOnly
5
30
4.1
trailing 8%
93
12
Volatile
32
4.96
2.8
159
12
46
79
true
Hedge
Buy index puts 1% notional
6
-35
BrokerC
MKT
90
VAR>budget
Pause
Risk above budget threshold
55
-28
106
5
false
Tighten stops on momentum names
P7950
Active
Trust
USD
2024-07-12
2,004,213
126,074
1,878,139
1
61.3
28.9
4
5.8
VNQ:27.6%;TLT:27.6%;VTI:27.6%;HYG:17.2%
US:67.8;EU:13.9;APAC:9.9;EM:4.0;Other:4.5
Value:+0.1;Growth:-0.6;Quality:+0.1;Size:+0.5;Momentum:-0.5;LowVol:+0.9
NoDerivatives
10
35
5.7
trailing 9%
198
19.5
Volatile
30.2
5.35
3
113
-6
39
86
true
Hedge
Buy index puts 1% notional
34
-32
BrokerC
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
97
-38
199
3
false
Tighten stops on momentum names
P7951
Cautious
Trust
USD
2025-02-15
632,685
58,755
573,930
1
46
37.6
0
16.3
BND:37.1%;MUB:37.1%;GLD:25.9%
US:72.5;EU:11.5;APAC:5.2;EM:8.2;Other:2.6
Value:+0.5;Growth:-0.4;Quality:-0.2;Size:-0.5;Momentum:+0.2;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
7
35
5.7
trailing 10%
95
16.7
Bear
25.3
3.19
1.6
209
-56
35
53
false
Rebalance
Shift +1% to bonds from equity
34
13
BrokerC
MKT
100
null
null
Normal monitoring
85
-49
220
5
false
Monitor dispersion and breadth
P7952
Active
Trust
USD
2024-08-06
869,823
67,029
802,794
1
60.1
27.1
6.2
6.6
VOO:22.1%;TSLA:21.3%;GLD:13.3%;AAPL:22.1%;VTI:21.2%
US:73.7;EU:10.3;APAC:6.3;EM:6.7;Other:3.0
Value:+0.8;Growth:-0.5;Quality:-0.0;Size:-0.0;Momentum:-1.0;LowVol:+0.3
null
6
35
5.2
trailing 8%
221
22.3
Bear
32.7
3.35
1.3
166
-40
42
88
true
Hedge
Buy index puts 1% notional
-1
-7
BrokerD
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
86
-1
193
3
false
Monitor dispersion and breadth
P7953
Hands-off
IRA
USD
2025-01-20
631,465
40,779
590,686
1
64.1
22.3
5.1
8.5
VOO:33.3%;TSLA:33.3%;BND:33.3%
US:62.8;EU:16.0;APAC:11.6;EM:5.7;Other:3.9
Value:-0.0;Growth:-0.5;Quality:+0.6;Size:+0.4;Momentum:-1.0;LowVol:-0.9
ESGOnly
5
30
3
trailing 8%
167
15.7
Volatile
27.8
4.1
4.2
131
-12
52
75
true
Rebalance
Rebalance back to target bands
-11
-10
BrokerB
LMT
85
VAR>budget
TightenStops
Risk above budget threshold
13
-46
32
3
false
Monitor dispersion and breadth
P7954
Active
Taxable
USD
2025-03-26
1,319,899
86,934
1,232,965
1.17
59.2
28.3
7
5.6
HYG:26.0%;VTI:27.0%;VNQ:20.1%;VOO:27.0%
US:66.0;EU:18.1;APAC:12.4;EM:3.5;Other:0.0
Value:+0.8;Growth:0.0;Quality:+0.9;Size:+0.9;Momentum:+0.7;LowVol:-0.9
MaxPos5%
10
35
5.3
hard 12%
122
22
Volatile
25.3
4.65
4.1
130
69
99
75
true
Hedge
Buy index puts 1% notional
4
-40
BrokerA
LMT
97
VAR>budget
Hedge
Risk above budget threshold
49
-33
72
5
false
Tax-aware sells next window
P7955
Active
Taxable
USD
2025-03-13
2,272,038
148,220
2,123,818
1.17
56.4
26.5
11.5
5.6
GLD:33.3%;TSLA:33.3%;VTI:33.3%
US:59.1;EU:19.3;APAC:6.6;EM:11.8;Other:3.2
Value:-0.4;Growth:0.0;Quality:0.0;Size:-0.4;Momentum:-0.7;LowVol:-0.9
MaxPos5%
8
35
4.6
trailing 8%
130
20.5
Bull
11.4
4.53
2.5
75
77
96
26
false
Sell
Trim extended winner -1%
4
-14
BrokerB
MKT
89
null
null
Normal monitoring
82
7
44
3
false
Tighten stops on momentum names
P7956
Opportunistic
Taxable
USD
2025-07-07
1,088,241
89,456
998,785
1.05
66.4
12.8
15.5
5.3
MUB:25.5%;QQQ:25.5%;VTI:13.7%;XLF:25.5%;IEF:9.8%
US:73.5;EU:9.5;APAC:7.9;EM:5.5;Other:3.6
Value:+0.3;Growth:-0.0;Quality:+0.4;Size:-0.8;Momentum:+0.3;LowVol:-0.9
MaxPos7%;NoDerivatives
8
35
6.7
trailing 7%
192
31
Volatile
22.2
3.82
2.8
120
-11
29
73
true
Rebalance
Rebalance back to target bands
-8
-29
BrokerB
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-43
-29
-2
5
false
Tax-aware sells next window
P7957
Active
Trust
USD
2024-11-20
1,948,269
120,743
1,827,526
1
58.6
29.2
5.3
6.9
TLT:9.0%;XLF:22.7%;AAPL:22.7%;BND:22.7%;HYG:22.7%
US:69.1;EU:5.9;APAC:9.9;EM:11.4;Other:3.8
Value:+0.2;Growth:+0.4;Quality:0.0;Size:+0.2;Momentum:+0.7;LowVol:-0.7
MaxPos8%;NoDerivatives
6
35
6
trailing 8%
180
18
Volatile
26.3
3.5
4
150
-44
28
65
false
Hedge
Add TLT +1% as duration hedge
4
-26
BrokerA
VWAP
88
null
null
Normal monitoring
97
-60
188
3
false
Tighten stops on momentum names
P7958
Hands-off
401k
USD
2024-09-17
463,769
28,057
435,712
1
66
25.6
0.5
7.9
MUB:35.3%;TSLA:35.3%;AMZN:29.3%
US:62.0;EU:16.8;APAC:12.7;EM:3.3;Other:5.3
Value:+0.8;Growth:-0.5;Quality:+0.7;Size:-0.4;Momentum:+0.3;LowVol:+0.6
ESGOnly;MaxPos6%
10
25
4.6
trailing 10%
167
18.5
Bear
29.6
3.21
2.2
218
-20
47
81
true
Hedge
Buy index puts 1% notional
16
-34
BrokerD
MKT
98
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-49
-45
-9
5
false
Within IPS guidelines
P7959
Systematic
Trust
USD
2025-11-12
1,554,365
105,869
1,448,496
1
61.2
20.7
10
8.1
VOO:15.9%;BRK.B:12.0%;GLD:11.2%;TSLA:22.1%;AAPL:22.1%;VTI:16.8%
US:72.6;EU:7.7;APAC:11.7;EM:4.9;Other:3.0
Value:-0.5;Growth:+0.7;Quality:+0.4;Size:+0.9;Momentum:-0.2;LowVol:+0.3
null
7
25
4.8
trailing 8%
180
26.6
Volatile
20.9
3.9
3.7
140
-1
44
57
false
Rebalance
Shift +1% to bonds from equity
28
-22
BrokerD
MKT
94
null
null
Normal monitoring
89
19
191
5
false
Monitor dispersion and breadth
P7960
Opportunistic
401k
USD
2024-09-20
340,471
19,600
320,871
1.12
61.7
10.8
22.2
5.3
XLF:34.0%;BRK.B:34.0%;IEF:32.0%
US:66.3;EU:18.0;APAC:6.6;EM:9.0;Other:0.1
Value:-0.7;Growth:-0.2;Quality:-0.3;Size:-1.0;Momentum:+0.8;LowVol:+0.8
NoDerivatives
7
30
6.3
hard 12%
272
22.8
Bull
17.6
4.55
3.1
81
49
87
48
false
Buy
Add to core equity +1%
-9
-31
BrokerA
LMT
94
null
null
Normal monitoring
19
-22
-21
4
false
Monitor dispersion and breadth
P7961
Hands-off
Taxable
USD
2024-09-04
428,069
20,848
407,221
1
66.9
16.4
7
9.6
QQQ:32.7%;MSFT:33.6%;IEF:33.6%
US:73.4;EU:6.8;APAC:10.7;EM:8.7;Other:0.4
Value:+0.2;Growth:+0.6;Quality:+0.6;Size:0.0;Momentum:-0.1;LowVol:+0.8
MaxPos8%;NoDerivatives
10
25
3.3
trailing 8%
90
13.8
Volatile
20.6
3.83
4.2
162
-9
31
67
false
Rebalance
Shift +1% to bonds from equity
1
-17
BrokerB
MKT
95
null
null
Normal monitoring
-53
-18
-82
4
false
Monitor dispersion and breadth
P7962
Active
401k
USD
2025-06-02
1,263,389
93,417
1,169,972
1
53.7
21.9
18.6
5.7
AAPL:27.4%;TSLA:27.4%;AMZN:27.4%;QQQ:17.7%
US:71.9;EU:6.7;APAC:11.6;EM:8.2;Other:1.6
Value:-0.9;Growth:+0.6;Quality:+0.8;Size:+0.7;Momentum:+0.5;LowVol:+0.6
MaxPos7%
5
35
4.6
trailing 9%
211
18.4
Bull
17.5
4.15
3.1
116
66
78
53
false
Rebalance
Shift +1% to bonds from equity
-13
5
BrokerC
LMT
94
null
null
Normal monitoring
-50
-54
-80
3
false
Tighten stops on momentum names
P7963
Hands-off
Trust
USD
2024-11-23
440,237
42,935
397,302
1
66
26.6
0
7.4
GLD:27.0%;AAPL:20.6%;BND:27.0%;QQQ:25.5%
US:70.3;EU:6.1;APAC:12.8;EM:9.1;Other:1.7
Value:-0.3;Growth:-0.1;Quality:+0.7;Size:-0.1;Momentum:-0.8;LowVol:-0.4
ESGOnly
8
25
5.1
trailing 8%
130
13.2
Bull
12.3
3.64
2.8
112
49
84
49
false
Rebalance
Shift +1% to bonds from equity
-9
-21
BrokerA
LMT
95
null
null
Normal monitoring
35
-56
161
4
false
Tighten stops on momentum names
P7964
Hands-off
IRA
USD
2025-08-05
447,955
34,420
413,535
1
56.6
29.5
6
8
QQQ:33.3%;VTI:33.3%;TLT:33.3%
US:69.7;EU:14.0;APAC:6.2;EM:10.0;Other:0.1
Value:+0.2;Growth:+0.7;Quality:+0.4;Size:+0.2;Momentum:-0.9;LowVol:+0.6
ESGOnly;MaxPos8%
5
35
4.8
hard 10%
134
14.8
Bear
24.1
3.51
1.9
139
-100
10
71
true
Rebalance
Rebalance back to target bands
21
-32
BrokerD
LMT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
99
-50
215
3
false
Tax-aware sells next window
P7965
Cautious
Roth
USD
2024-07-05
718,853
114,789
604,064
1
48.5
37.1
0
14.4
TLT:22.6%;AAPL:13.8%;XLF:22.6%;VNQ:22.6%;VOO:18.4%
US:69.9;EU:9.1;APAC:11.8;EM:5.4;Other:3.8
Value:+0.6;Growth:+0.2;Quality:+0.1;Size:-0.4;Momentum:-0.8;LowVol:-0.8
NoDerivatives;NoMargin
8
25
4.5
trailing 10%
96
16.5
Bear
26.9
3.79
2.6
188
26
78
60
false
Buy
Add to core equity +1%
32
-15
BrokerB
MKT
88
null
null
Normal monitoring
112
13
102
4
false
Monitor dispersion and breadth
P7966
Active
IRA
USD
2025-01-28
1,070,125
108,833
961,292
1
53.3
28.1
9
9.7
TLT:20.6%;HYG:28.1%;BRK.B:23.1%;MUB:28.1%
US:73.0;EU:10.3;APAC:9.5;EM:4.0;Other:3.1
Value:-0.9;Growth:+0.1;Quality:+0.5;Size:+0.2;Momentum:+0.2;LowVol:+0.4
MaxPos8%
7
30
5
trailing 9%
141
19.9
Volatile
31.1
4.74
2.1
135
-60
21
81
true
Hedge
Buy index puts 1% notional
5
8
BrokerD
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-3
-54
95
3
false
Within IPS guidelines
P7967
Systematic
401k
USD
2025-02-01
506,093
38,730
467,363
1
57.8
27.8
6.1
8.3
BRK.B:22.4%;TLT:22.4%;XLF:11.2%;AAPL:22.4%;IEF:21.7%
US:61.4;EU:12.1;APAC:13.4;EM:10.8;Other:2.3
Value:-0.5;Growth:+0.3;Quality:-0.1;Size:-0.9;Momentum:-0.2;LowVol:-0.2
null
10
25
4.4
hard 12%
139
23.1
Bear
31.7
3.17
2.7
162
8
64
73
true
Reduce
Cut high-beta by 2-3%, add cash
-6
2
BrokerC
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
107
-49
124
5
false
Tax-aware sells next window
P7968
Systematic
Trust
USD
2025-10-31
455,397
30,914
424,483
1
64.6
23.8
2
9.6
AMZN:16.9%;VNQ:21.1%;TSLA:8.7%;TLT:21.1%;HYG:19.2%;GLD:13.0%
US:62.8;EU:17.2;APAC:11.1;EM:4.6;Other:4.3
Value:+0.4;Growth:+0.4;Quality:-0.6;Size:+0.2;Momentum:+0.3;LowVol:-0.6
MaxPos6%;NoDerivatives
7
30
4.6
trailing 9%
187
18.4
Bull
13.6
4.34
3.1
107
111
92
41
false
NoAction
Within bands; monitor
-2
6
BrokerD
LMT
89
null
null
Normal monitoring
1
-16
128
3
false
Tighten stops on momentum names
P7969
Hands-off
Trust
USD
2024-09-26
174,293
11,452
162,841
1
56.3
22.7
14.6
6.3
TLT:29.0%;GLD:12.9%;IEF:29.0%;MSFT:29.0%
US:79.0;EU:8.7;APAC:7.5;EM:4.7;Other:0.1
Value:+0.5;Growth:0.0;Quality:-0.3;Size:-0.5;Momentum:-0.2;LowVol:+0.4
ESGOnly;MaxPos5%;NoDerivatives
6
25
4.7
hard 10%
142
13.8
Volatile
25.9
5.37
3.7
180
44
59
65
false
Buy
Add to core equity +1%
14
-33
BrokerB
MKT
88
null
null
Normal monitoring
37
-58
53
3
false
Monitor dispersion and breadth
P7970
Active
IRA
USD
2025-05-25
799,645
74,479
725,166
1
63.6
28.4
1.4
6.6
VOO:20.9%;QQQ:21.3%;BND:15.8%;VTI:21.3%;TLT:20.8%
US:73.8;EU:7.1;APAC:7.1;EM:7.8;Other:4.2
Value:+0.4;Growth:+0.4;Quality:+0.5;Size:+0.4;Momentum:-0.4;LowVol:-0.8
null
8
30
4.5
trailing 8%
228
23.1
Volatile
24.1
5.1
2.6
127
12
70
69
false
Rebalance
Shift +1% to bonds from equity
17
-5
BrokerC
MKT
85
null
null
Normal monitoring
82
-60
144
3
false
Tax-aware sells next window
P7971
Opportunistic
Trust
USD
2025-08-25
596,445
50,609
545,836
1
63.4
19.9
11.7
5.1
VTI:22.3%;HYG:22.3%;IEF:22.3%;TLT:17.6%;TSLA:15.6%
US:53.7;EU:14.9;APAC:14.8;EM:12.0;Other:4.6
Value:+0.8;Growth:+0.7;Quality:-0.7;Size:-0.7;Momentum:+0.7;LowVol:-0.1
MaxPos5%;NoDerivatives
5
30
4.1
hard 12%
259
23.2
Bull
14.2
4.41
3
79
9
48
54
false
Buy
Add to core equity +1%
27
-6
BrokerD
MKT
85
null
null
Normal monitoring
-12
-2
60
5
false
Increase defensive factor exposure
P7972
Systematic
Trust
USD
2025-04-30
1,580,036
106,236
1,473,800
1
64.3
26.7
0
9
IEF:20.5%;AMZN:26.5%;VOO:26.5%;BND:26.5%
US:66.8;EU:12.1;APAC:12.6;EM:6.2;Other:2.3
Value:-0.1;Growth:-0.5;Quality:+0.7;Size:-0.7;Momentum:-0.8;LowVol:-0.5
NoDerivatives
6
25
5.6
trailing 9%
134
23.6
Bear
27.2
4.38
2.8
179
-23
25
65
false
Rebalance
Shift +1% to bonds from equity
13
2
BrokerD
VWAP
96
null
null
Normal monitoring
42
-39
168
4
false
Tighten stops on momentum names
P7973
Cautious
Roth
USD
2024-10-09
716,094
68,105
647,989
1
37.2
32.7
19.7
10.4
GLD:33.3%;AMZN:33.3%;MUB:33.3%
US:78.6;EU:7.4;APAC:7.7;EM:5.7;Other:0.6
Value:-0.2;Growth:+0.3;Quality:+0.2;Size:-0.7;Momentum:-0.2;LowVol:+1.0
MaxPos7%;NoDerivatives;NoMargin
7
25
5
trailing 8%
106
15.5
Sideways
20.1
3.6
2.5
118
19
69
34
true
Hedge
Buy index puts 1% notional
10
6
BrokerD
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-50
5
-57
4
false
Tax-aware sells next window
P7974
Cautious
Trust
USD
2025-07-24
465,373
44,627
420,746
1
37.3
38.9
10.5
13.2
QQQ:31.4%;TLT:19.6%;AAPL:17.6%;AMZN:31.4%
US:73.6;EU:5.7;APAC:9.3;EM:7.7;Other:3.6
Value:-0.2;Growth:-0.4;Quality:+0.9;Size:+0.5;Momentum:-0.5;LowVol:+0.7
ESGOnly;NoMargin
10
25
3.7
trailing 8%
110
19
Bull
17.2
3.86
2.5
87
103
99
33
true
Reduce
Cut high-beta by 2-3%, add cash
24
-23
BrokerC
MKT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
12
-49
-18
4
false
Within IPS guidelines
P7975
Hands-off
Trust
USD
2024-07-26
221,463
20,731
200,732
1
57.2
16.8
19.9
6.1
BRK.B:10.7%;AAPL:22.3%;VNQ:22.3%;VOO:22.3%;HYG:22.3%
US:72.0;EU:9.0;APAC:4.9;EM:9.6;Other:4.5
Value:+0.3;Growth:-0.4;Quality:-1.0;Size:+0.4;Momentum:0.0;LowVol:-0.9
ESGOnly;MaxPos5%;NoDerivatives
8
35
4.5
hard 10%
165
18.7
Volatile
30.9
4.71
4.2
112
46
67
86
true
Hedge
Buy index puts 1% notional
4
10
BrokerD
MKT
100
VAR>budget
Hedge
Risk above budget threshold
66
18
54
2
false
Increase defensive factor exposure
P7976
Hands-off
IRA
USD
2025-10-25
421,182
37,640
383,542
1
69.5
25.5
0
5
BND:27.0%;IEF:19.0%;MUB:27.0%;VTI:27.0%
US:69.5;EU:10.3;APAC:5.9;EM:12.3;Other:2.1
Value:-0.6;Growth:-0.8;Quality:-0.6;Size:+0.5;Momentum:+0.8;LowVol:-0.6
null
5
30
4.9
trailing 8%
102
15.5
Volatile
20.1
4.9
2.4
122
33
80
67
false
Buy
Add to core equity +1%
30
12
BrokerC
MKT
97
null
null
Normal monitoring
-5
-28
24
5
false
Within IPS guidelines
P7977
Hands-off
401k
USD
2025-08-19
651,459
46,634
604,825
1
60.7
17.3
15.7
6.3
AAPL:25.0%;BRK.B:25.0%;VOO:25.0%;TLT:25.0%
US:76.7;EU:5.8;APAC:9.1;EM:5.4;Other:3.0
Value:+0.2;Growth:+0.3;Quality:-0.0;Size:+0.6;Momentum:+0.9;LowVol:+0.9
MaxPos5%
7
30
4.3
trailing 10%
99
19.3
Volatile
23.1
3.53
3.8
111
-13
39
56
false
Rebalance
Shift +1% to bonds from equity
19
-20
BrokerC
LMT
88
null
null
Normal monitoring
78
-50
177
3
false
Tighten stops on momentum names
P7978
Active
IRA
USD
2025-07-10
1,970,506
151,773
1,818,733
1
51.9
31.3
8.6
8.1
MUB:33.3%;IEF:33.3%;BND:33.3%
US:69.0;EU:9.1;APAC:11.2;EM:8.0;Other:2.7
Value:+0.5;Growth:-0.1;Quality:-0.2;Size:-0.6;Momentum:-0.5;LowVol:-0.0
NoDerivatives
7
35
5.7
trailing 9%
220
18.8
Bull
16
4.15
2.5
102
117
100
52
false
NoAction
Within bands; monitor
17
10
BrokerA
MKT
0
null
null
Normal monitoring
-60
-41
-81
3
false
Within IPS guidelines
P7979
Opportunistic
Taxable
USD
2025-11-12
1,553,345
89,329
1,464,016
1
62.6
11.1
18.6
7.6
AMZN:33.3%;MSFT:33.3%;VNQ:33.3%
US:66.0;EU:12.8;APAC:12.7;EM:5.9;Other:2.6
Value:+0.2;Growth:+0.3;Quality:-0.7;Size:-0.3;Momentum:+0.5;LowVol:+0.4
MaxPos5%
10
25
6.6
trailing 7%
271
22.9
Bear
34.8
4.23
2.8
176
-84
18
90
true
Hedge
Buy index puts 1% notional
-9
3
BrokerC
VWAP
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
98
-42
219
2
true
Tax-aware sells next window
P7980
Opportunistic
Roth
USD
2025-07-21
561,759
40,610
521,149
1
76.9
13.8
4.1
5.2
TSLA:21.8%;AMZN:21.8%;VOO:15.1%;AAPL:21.8%;QQQ:11.6%;BRK.B:7.8%
US:68.0;EU:6.9;APAC:12.7;EM:9.2;Other:3.1
Value:-0.6;Growth:+0.2;Quality:-0.6;Size:0.0;Momentum:-0.2;LowVol:-0.6
NoDerivatives
10
25
4
trailing 7%
260
21.3
Sideways
19.8
4.96
2.9
107
49
80
57
false
Rebalance
Shift +1% to bonds from equity
17
1
BrokerD
MKT
90
null
null
Normal monitoring
42
-31
128
3
false
Monitor dispersion and breadth
P7981
Hands-off
Roth
USD
2025-11-06
366,419
16,153
350,266
1
69.1
24.2
0.3
6.4
VTI:22.0%;QQQ:22.0%;AMZN:17.3%;BND:22.0%;VOO:16.8%
US:59.7;EU:16.8;APAC:12.4;EM:9.6;Other:1.5
Value:+0.7;Growth:+0.2;Quality:+0.3;Size:-0.8;Momentum:+0.6;LowVol:-0.0
null
7
35
4
trailing 8%
150
13.6
Volatile
25.9
4.09
2.9
180
-19
35
63
false
NoAction
Within bands; monitor
8
-23
BrokerC
VWAP
88
null
null
Normal monitoring
78
-15
106
5
false
Within IPS guidelines
P7982
Systematic
Taxable
USD
2024-09-07
1,740,638
146,673
1,593,965
1
62.3
30.7
0
7.1
AMZN:22.3%;TSLA:22.3%;MUB:11.5%;QQQ:22.3%;BRK.B:21.6%
US:60.2;EU:13.8;APAC:13.0;EM:9.1;Other:3.9
Value:-0.1;Growth:+0.9;Quality:-0.5;Size:-0.5;Momentum:-0.6;LowVol:-0.1
null
5
30
5
hard 12%
188
18.7
Bear
28.5
4.02
1.4
134
-3
58
83
true
Hedge
Buy index puts 1% notional
25
-34
BrokerC
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
89
12
170
3
false
Increase defensive factor exposure
P7983
Opportunistic
Taxable
USD
2025-10-22
1,634,639
101,995
1,532,644
1
67.5
18.5
8.8
5.1
VOO:23.0%;AMZN:10.2%;GLD:12.1%;IEF:20.6%;BRK.B:11.2%;HYG:23.0%
US:77.7;EU:6.7;APAC:8.9;EM:5.0;Other:1.7
Value:+0.7;Growth:-0.3;Quality:-0.9;Size:+0.3;Momentum:+0.9;LowVol:+0.3
NoDerivatives
6
35
4.5
hard 12%
243
32.3
Sideways
16.4
4.12
3.2
116
-2
51
58
false
Rebalance
Shift +1% to bonds from equity
27
-36
BrokerA
MKT
93
null
null
Normal monitoring
-58
-60
6
3
false
Tax-aware sells next window
P7984
Active
Trust
USD
2024-11-01
2,211,137
163,448
2,047,689
1
68
21.5
4.7
5.8
TSLA:11.3%;MSFT:22.1%;TLT:14.7%;HYG:16.1%;AMZN:21.2%;VOO:14.5%
US:71.1;EU:12.9;APAC:8.7;EM:5.2;Other:2.1
Value:-0.7;Growth:-0.6;Quality:+0.4;Size:-0.6;Momentum:+0.4;LowVol:-0.7
MaxPos7%
7
30
4.6
trailing 8%
198
22.6
Volatile
31.7
5.15
2.3
142
-52
10
90
true
Hedge
Buy index puts 1% notional
-6
-38
BrokerB
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
90
-39
95
2
false
Tax-aware sells next window
P7985
Active
401k
USD
2025-02-28
2,084,774
229,428
1,855,346
1
60.6
26.1
4.3
8.9
MSFT:37.3%;AMZN:25.4%;BND:37.3%
US:60.1;EU:13.7;APAC:7.1;EM:13.8;Other:5.4
Value:+0.6;Growth:+0.5;Quality:+0.8;Size:-1.0;Momentum:+0.3;LowVol:+0.5
MaxPos5%
8
30
5.3
trailing 9%
134
20
Bear
25.6
3.24
1.2
141
37
69
67
true
Hedge
Buy index puts 1% notional
12
-37
BrokerD
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
51
-49
96
2
false
Increase defensive factor exposure
P7986
Active
Roth
USD
2025-02-13
2,264,653
167,303
2,097,350
1
60
26.3
5
8.7
VTI:33.3%;BND:33.3%;XLF:33.3%
US:67.1;EU:10.1;APAC:11.7;EM:8.5;Other:2.6
Value:+0.5;Growth:+0.9;Quality:+0.6;Size:+0.5;Momentum:-0.8;LowVol:-0.7
MaxPos6%
8
30
4.2
trailing 9%
141
17.7
Bull
16.4
4.81
3.1
81
110
100
51
true
Hedge
Buy index puts 1% notional
-2
-15
BrokerD
LMT
90
VAR>budget
TightenStops
Risk above budget threshold
86
-1
226
2
false
Within IPS guidelines
P7987
Systematic
Trust
USD
2025-09-17
1,622,191
84,581
1,537,610
1
64.6
28.8
0
6.6
BND:26.9%;VOO:19.8%;TSLA:26.9%;QQQ:26.5%
US:70.8;EU:10.8;APAC:6.9;EM:8.2;Other:3.3
Value:-0.7;Growth:+0.1;Quality:-0.6;Size:0.0;Momentum:+0.2;LowVol:-0.7
MaxPos8%
10
25
4.3
hard 12%
212
16.6
Bull
14.6
4.4
2.9
78
76
73
54
false
Buy
Add to core equity +1%
30
-15
BrokerB
MKT
90
null
null
Normal monitoring
69
17
67
4
false
Tax-aware sells next window
P7988
Systematic
Roth
USD
2025-12-15
1,869,613
120,536
1,749,077
1
56.9
29.1
7.5
6.5
BND:33.3%;QQQ:33.3%;AAPL:33.3%
US:67.4;EU:18.0;APAC:7.6;EM:4.0;Other:2.9
Value:+0.8;Growth:-0.0;Quality:+0.9;Size:+0.4;Momentum:-0.4;LowVol:-0.5
MaxPos8%;NoDerivatives
10
35
5.3
trailing 8%
158
21.3
Bull
13.5
4.83
2.8
100
87
99
48
false
Rebalance
Shift +1% to bonds from equity
29
-33
BrokerC
LMT
92
null
null
Normal monitoring
50
-5
14
4
false
Increase defensive factor exposure
P7989
Opportunistic
IRA
USD
2024-10-09
865,955
58,460
807,495
1
72.6
12.3
7.7
7.4
AMZN:25.0%;VOO:25.0%;MUB:25.0%;VTI:25.0%
US:65.1;EU:13.6;APAC:12.4;EM:8.0;Other:0.9
Value:-0.3;Growth:+0.8;Quality:+0.3;Size:+0.8;Momentum:-0.2;LowVol:0.0
MaxPos7%
8
30
6.2
hard 12%
241
26.7
Bull
16.4
4.13
2.3
97
45
71
63
false
NoAction
Within bands; monitor
32
-19
BrokerC
LMT
91
null
null
Normal monitoring
-48
-58
6
5
false
Within IPS guidelines
P7990
Hands-off
IRA
USD
2025-12-03
197,924
17,545
180,379
1
59.9
20.5
10
9.7
MSFT:27.0%;BRK.B:27.0%;XLF:27.0%;TLT:19.0%
US:70.2;EU:11.5;APAC:6.6;EM:8.7;Other:3.0
Value:+0.1;Growth:+0.5;Quality:-0.1;Size:-0.7;Momentum:+0.6;LowVol:+0.8
ESGOnly
7
25
5.5
trailing 8%
127
15.8
Sideways
17.2
4.97
2.7
113
40
83
41
false
NoAction
Within bands; monitor
28
4
BrokerA
MKT
0
null
null
Normal monitoring
-39
-4
-57
4
false
Increase defensive factor exposure
P7991
Systematic
Roth
USD
2025-03-23
1,164,778
108,874
1,055,904
1
56.6
24.4
12.6
6.4
HYG:21.1%;MUB:21.1%;GLD:20.7%;XLF:21.1%;BND:15.8%
US:60.9;EU:18.0;APAC:11.1;EM:5.1;Other:4.9
Value:+0.8;Growth:-0.9;Quality:-0.5;Size:-0.9;Momentum:-1.0;LowVol:+0.9
MaxPos8%
6
25
5.1
hard 12%
220
18.3
Bull
11.6
4.07
2.6
84
101
100
42
false
Buy
Add to core equity +1%
2
-33
BrokerD
LMT
96
null
null
Normal monitoring
0
-1
53
5
false
Monitor dispersion and breadth
P7992
Hands-off
Trust
USD
2024-08-13
672,316
64,295
608,021
1
58.3
21.6
14.5
5.6
VNQ:28.3%;BND:28.3%;XLF:15.2%;IEF:28.3%
US:66.1;EU:12.4;APAC:8.6;EM:9.0;Other:4.0
Value:+0.1;Growth:+0.6;Quality:+0.4;Size:+0.9;Momentum:+0.4;LowVol:+0.7
MaxPos6%
6
25
4.5
hard 10%
98
15.7
Sideways
15.5
3.51
2.9
101
21
69
37
false
Rebalance
Shift +1% to bonds from equity
8
9
BrokerC
LMT
87
null
null
Normal monitoring
22
-6
15
5
false
Tighten stops on momentum names
P7993
Opportunistic
401k
USD
2024-12-27
1,200,696
72,853
1,127,843
1
66.5
14.2
13.6
5.7
VNQ:21.8%;IEF:21.8%;QQQ:21.8%;MUB:8.4%;AAPL:17.6%;VOO:8.5%
US:67.4;EU:9.8;APAC:14.1;EM:4.8;Other:3.9
Value:-0.6;Growth:-0.1;Quality:+0.8;Size:+1.0;Momentum:0.0;LowVol:+0.2
null
7
35
6.3
hard 12%
270
21
Volatile
25.2
4.44
4
147
6
66
62
true
Hedge
Buy index puts 1% notional
32
-18
BrokerD
MKT
91
RegimeShift
Pause
Volatility spike and breadth deterioration
-56
-13
68
2
false
Within IPS guidelines
P7994
Active
IRA
USD
2024-10-15
1,851,465
137,201
1,714,264
1
56
26.2
9.1
8.7
IEF:28.1%;AAPL:28.1%;BRK.B:15.6%;AMZN:28.1%
US:59.4;EU:17.2;APAC:9.7;EM:9.4;Other:4.2
Value:-0.3;Growth:+0.4;Quality:+0.8;Size:-1.0;Momentum:-0.4;LowVol:-0.4
null
6
30
5.9
trailing 8%
218
26
Volatile
26.9
5.16
3.6
145
-42
39
69
false
Sell
Trim extended winner -1%
21
8
BrokerD
LMT
98
null
null
Normal monitoring
-33
-19
-56
5
false
Tax-aware sells next window
P7995
Cautious
Trust
USD
2025-07-08
740,939
61,623
679,316
1
38.2
35.8
9.9
16.1
HYG:15.4%;VOO:18.5%;MUB:17.1%;MSFT:20.5%;XLF:19.8%;BND:8.7%
US:61.7;EU:15.2;APAC:10.5;EM:11.2;Other:1.4
Value:0.0;Growth:-1.0;Quality:-0.4;Size:+0.6;Momentum:-0.3;LowVol:+0.1
NoMargin
6
30
3.5
trailing 8%
116
19.2
Bull
11.5
3.62
2.7
77
115
93
24
true
Hedge
Buy index puts 1% notional
22
-10
BrokerD
LMT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
98
-44
157
5
false
Increase defensive factor exposure
P7996
Cautious
Roth
USD
2025-06-23
654,308
81,067
573,241
1
42.1
39.8
7.6
10.5
VTI:20.7%;AAPL:12.8%;VOO:22.3%;TLT:22.0%;BRK.B:22.3%
US:62.4;EU:16.9;APAC:8.6;EM:9.6;Other:2.4
Value:-0.8;Growth:+0.9;Quality:+0.9;Size:-0.9;Momentum:-0.9;LowVol:+0.5
NoDerivatives;NoMargin
8
35
5.5
trailing 8%
93
16.9
Bear
26.4
3.89
2.9
143
28
67
67
false
Rebalance
Shift +1% to bonds from equity
-11
-1
BrokerC
LMT
94
null
null
Normal monitoring
68
18
169
4
false
Within IPS guidelines
P7997
Cautious
Roth
USD
2025-07-31
264,096
21,789
242,307
1
48.5
32.2
8.5
10.8
BND:23.3%;BRK.B:23.3%;TSLA:23.3%;VOO:17.5%;VNQ:12.5%
US:65.9;EU:9.1;APAC:16.8;EM:4.9;Other:3.3
Value:-0.4;Growth:+0.4;Quality:-0.2;Size:-0.5;Momentum:+0.9;LowVol:+0.9
ESGOnly;NoMargin
6
30
3.1
trailing 8%
136
16.3
Bear
31.6
3.59
2.4
172
-35
38
75
true
Rebalance
Rebalance back to target bands
1
-10
BrokerB
MKT
97
VAR>budget
Hedge
Risk above budget threshold
93
-20
97
4
false
Tighten stops on momentum names
P7998
Active
401k
USD
2024-11-17
2,284,993
208,489
2,076,504
1
52.5
27.5
12.2
7.8
AMZN:13.6%;IEF:23.8%;VNQ:18.4%;QQQ:20.4%;HYG:23.8%
US:58.8;EU:19.0;APAC:11.3;EM:6.2;Other:4.7
Value:-0.6;Growth:-0.1;Quality:+0.6;Size:-0.6;Momentum:-0.6;LowVol:+0.9
MaxPos6%
8
30
6
trailing 9%
182
20.6
Volatile
21.4
5.24
2.2
156
20
53
46
false
Rebalance
Shift +1% to bonds from equity
0
-15
BrokerA
MKT
90
null
null
Normal monitoring
42
-2
127
5
false
Monitor dispersion and breadth
P7999
Opportunistic
Taxable
USD
2024-12-08
1,186,373
82,681
1,103,692
1
73.8
21.1
0
5.1
VTI:25.0%;XLF:25.0%;HYG:25.0%;MUB:25.0%
US:66.3;EU:9.9;APAC:12.5;EM:9.9;Other:1.3
Value:-0.5;Growth:+0.9;Quality:+0.6;Size:+0.7;Momentum:-0.4;LowVol:-0.5
null
7
25
4.7
trailing 9%
231
21.4
Bull
17.5
4.57
3.2
105
17
72
52
false
Rebalance
Shift +1% to bonds from equity
24
-8
BrokerA
MKT
85
null
null
Normal monitoring
112
-27
163
5
false
Increase defensive factor exposure
P8000
Cautious
Roth
USD
2025-06-04
796,961
114,019
682,942
1
45.9
32.5
6.2
15.4
VOO:14.5%;TSLA:28.5%;IEF:28.5%;BRK.B:28.5%
US:69.5;EU:11.7;APAC:10.6;EM:7.1;Other:1.1
Value:-0.1;Growth:-0.0;Quality:+0.8;Size:+0.7;Momentum:+1.0;LowVol:-0.8
MaxPos7%;NoDerivatives;NoMargin
10
25
4.8
trailing 8%
127
19
Bear
25.4
3.78
2.9
157
39
82
63
false
Buy
Add to core equity +1%
14
-25
BrokerC
VWAP
97
null
null
Normal monitoring
105
12
199
3
false
Within IPS guidelines