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
P0801
Hands-off
Trust
USD
2025-04-05
702,518
44,013
658,505
1
56.8
19.9
17.3
5.9
GLD:14.8%;BND:22.2%;MSFT:9.2%;XLF:19.6%;TLT:11.9%;MUB:22.2%
US:70.8;EU:11.8;APAC:9.5;EM:7.3;Other:0.6
Value:+0.4;Growth:-0.2;Quality:+0.8;Size:+0.1;Momentum:+0.1;LowVol:+0.4
ESGOnly;MaxPos6%;NoDerivatives
5
25
5
trailing 10%
142
12
Bull
14.9
4.1
2
111
11
63
52
false
Rebalance
Shift +1% to bonds from equity
-10
-35
BrokerC
MKT
88
null
null
Normal monitoring
15
-9
26
3
false
Within IPS guidelines
P0802
Opportunistic
Trust
USD
2025-09-15
1,427,044
110,396
1,316,648
1.21
70.7
21.3
0
8
BND:23.0%;IEF:18.4%;TLT:23.0%;AMZN:17.5%;VOO:18.2%
US:67.0;EU:12.3;APAC:8.4;EM:10.0;Other:2.2
Value:+0.6;Growth:+0.2;Quality:-0.8;Size:-0.6;Momentum:-0.3;LowVol:-0.4
MaxPos6%
6
25
5.8
trailing 7%
191
26.3
Bull
17.6
3.98
3
107
53
83
54
false
Buy
Add to core equity +1%
33
3
BrokerC
VWAP
87
null
null
Normal monitoring
-23
0
26
3
false
Within IPS guidelines
P0803
Hands-off
Roth
USD
2025-05-15
733,568
61,628
671,940
1
57.9
20.5
16.2
5.3
IEF:15.4%;GLD:16.8%;BND:21.9%;VNQ:13.7%;AAPL:21.9%;VOO:10.3%
US:65.4;EU:19.4;APAC:6.6;EM:4.1;Other:4.6
Value:+0.1;Growth:+0.7;Quality:+0.5;Size:+0.8;Momentum:+0.5;LowVol:+0.6
NoDerivatives
7
25
3.4
trailing 8%
170
18.2
Sideways
19.8
3.72
2.5
115
-2
35
55
false
Buy
Add to core equity +1%
-15
8
BrokerD
LMT
98
null
null
Normal monitoring
-17
-27
99
4
false
Within IPS guidelines
P0804
Systematic
401k
USD
2025-06-17
1,606,121
103,423
1,502,698
1
64.5
29.2
0
6.3
BND:33.3%;VNQ:33.3%;TLT:33.3%
US:56.0;EU:17.9;APAC:15.2;EM:6.0;Other:4.8
Value:+0.9;Growth:-0.2;Quality:-0.5;Size:-0.3;Momentum:-0.9;LowVol:+1.0
MaxPos7%
6
35
4.5
trailing 8%
174
21.7
Bear
34.3
3.48
2.8
163
-48
16
93
true
Hedge
Buy index puts 1% notional
29
-6
BrokerA
LMT
89
VAR>budget
Hedge
Risk above budget threshold
-25
-38
-63
4
false
Tax-aware sells next window
P0805
Opportunistic
Roth
USD
2025-11-01
1,782,249
57,647
1,724,602
1.21
77.3
14.9
3.1
4.7
VOO:21.4%;MUB:12.5%;HYG:20.6%;VTI:21.4%;IEF:10.7%;XLF:13.2%
US:67.0;EU:11.5;APAC:11.2;EM:8.1;Other:2.2
Value:-0.2;Growth:+0.4;Quality:-0.0;Size:0.0;Momentum:-0.4;LowVol:+0.9
MaxPos8%;NoDerivatives
7
30
6.2
trailing 7%
178
34.7
Volatile
23.8
5.04
4.1
157
-13
47
72
true
Hedge
Buy index puts 1% notional
-9
-17
BrokerD
MKT
88
VAR>budget
Hedge
Risk above budget threshold
34
-50
91
3
false
Within IPS guidelines
P0806
Cautious
Taxable
USD
2025-05-24
836,890
121,545
715,345
1
47.3
38.8
1.8
12.2
BND:33.3%;TSLA:33.3%;GLD:33.3%
US:65.7;EU:9.7;APAC:9.1;EM:10.5;Other:5.0
Value:+0.8;Growth:+0.5;Quality:+0.7;Size:+0.5;Momentum:+0.9;LowVol:-0.4
ESGOnly;NoMargin
10
30
5.3
trailing 8%
141
16.7
Bear
28.4
4.43
1.4
162
-81
24
65
false
Rebalance
Shift +1% to bonds from equity
6
-39
BrokerC
MKT
88
null
null
Normal monitoring
45
-45
129
5
false
Increase defensive factor exposure
P0807
Active
Taxable
USD
2024-08-30
1,055,577
92,673
962,904
1
67.7
22
4
6.3
VOO:26.3%;VTI:26.3%;QQQ:26.3%;HYG:21.1%
US:69.3;EU:6.8;APAC:10.6;EM:8.9;Other:4.5
Value:-0.2;Growth:+0.4;Quality:+0.6;Size:+0.8;Momentum:-0.7;LowVol:-0.5
null
5
25
5.7
trailing 9%
173
25
Bull
15.4
3.93
2.8
94
29
62
56
false
Rebalance
Shift +1% to bonds from equity
14
0
BrokerD
MKT
94
null
null
Normal monitoring
81
5
129
3
false
Tighten stops on momentum names
P0808
Hands-off
401k
USD
2025-02-28
225,981
10,254
215,727
1
61
17.8
13.9
7.2
TLT:19.5%;TSLA:21.7%;IEF:24.0%;HYG:10.7%;BRK.B:24.0%
US:60.6;EU:22.0;APAC:7.2;EM:10.0;Other:0.2
Value:+0.6;Growth:-0.0;Quality:+0.5;Size:-0.8;Momentum:-0.3;LowVol:-0.2
ESGOnly
6
30
3.9
hard 10%
163
15.9
Volatile
28.1
4.81
2
140
1
58
65
false
Sell
Trim extended winner -1%
11
-30
BrokerA
LMT
99
null
null
Normal monitoring
98
-50
110
5
false
Monitor dispersion and breadth
P0809
Active
Taxable
USD
2024-09-01
1,944,627
151,650
1,792,977
1
52.8
30.5
11.7
5.1
TSLA:33.3%;GLD:33.3%;BRK.B:33.3%
US:70.2;EU:8.1;APAC:14.9;EM:3.5;Other:3.3
Value:-0.8;Growth:-0.5;Quality:-0.7;Size:+0.7;Momentum:-0.5;LowVol:+0.9
NoDerivatives
10
35
5.3
trailing 9%
177
22.8
Bull
16.4
4.6
3.2
102
79
75
38
false
NoAction
Within bands; monitor
27
1
BrokerD
VWAP
88
null
null
Normal monitoring
-7
-23
81
4
false
Within IPS guidelines
P0810
Systematic
401k
USD
2025-12-20
1,641,487
105,465
1,536,022
1
56.5
29.1
7.6
6.7
VTI:21.8%;AMZN:21.1%;VOO:15.1%;IEF:11.5%;HYG:11.7%;AAPL:18.9%
US:57.8;EU:19.2;APAC:9.7;EM:7.9;Other:5.4
Value:-0.6;Growth:-1.0;Quality:-0.5;Size:+0.7;Momentum:-0.5;LowVol:+0.9
MaxPos5%;NoDerivatives
5
35
4
trailing 9%
166
19
Sideways
15.4
4.24
2.8
116
-20
36
42
false
Sell
Trim extended winner -1%
30
0
BrokerD
MKT
97
null
null
Normal monitoring
26
-36
47
3
false
Tax-aware sells next window
P0811
Active
Taxable
USD
2024-11-30
1,682,006
185,946
1,496,060
1
66.4
27.6
0
6.1
MUB:17.5%;BND:27.5%;VOO:27.5%;TLT:27.5%
US:60.6;EU:9.1;APAC:12.1;EM:13.3;Other:4.8
Value:-0.0;Growth:-0.5;Quality:-0.0;Size:-1.0;Momentum:+0.9;LowVol:+0.1
MaxPos8%
5
30
5.7
hard 12%
221
19.1
Sideways
16.1
4.64
3
129
42
73
48
true
Rebalance
Rebalance back to target bands
22
-19
BrokerD
MKT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
117
-40
134
3
false
Within IPS guidelines
P0812
Hands-off
401k
USD
2024-09-10
424,654
34,826
389,828
1
69.9
20.3
0
9.9
VOO:32.4%;HYG:33.8%;GLD:33.8%
US:62.6;EU:17.3;APAC:6.5;EM:13.1;Other:0.6
Value:+0.2;Growth:+0.2;Quality:-0.5;Size:+0.2;Momentum:+0.8;LowVol:-0.3
MaxPos6%
5
35
5
trailing 10%
163
15.4
Bear
25.1
4.4
2.5
164
-88
14
72
true
Rebalance
Rebalance back to target bands
-4
-23
BrokerB
MKT
98
RegimeShift
Reduce
Volatility spike and breadth deterioration
74
-54
84
5
false
Monitor dispersion and breadth
P0813
Cautious
Roth
USD
2024-07-13
210,806
28,225
182,581
1
47.6
30.8
5.1
16.5
HYG:22.4%;AMZN:18.1%;QQQ:22.4%;VOO:22.4%;XLF:14.7%
US:62.8;EU:15.6;APAC:12.4;EM:5.8;Other:3.4
Value:+0.1;Growth:+0.1;Quality:+0.7;Size:+0.1;Momentum:+0.7;LowVol:-0.2
MaxPos7%;NoMargin
7
35
5.3
trailing 8%
140
14.7
Bull
15.5
3.88
3
112
106
100
36
false
Buy
Add to core equity +1%
32
-15
BrokerD
MKT
92
null
null
Normal monitoring
58
-35
121
5
false
Tax-aware sells next window
P0814
Cautious
401k
USD
2024-11-04
518,789
63,507
455,282
1
46.3
39.9
0
13.9
MUB:33.3%;XLF:33.3%;AAPL:33.3%
US:69.9;EU:10.3;APAC:7.8;EM:7.5;Other:4.4
Value:+0.5;Growth:-0.3;Quality:-0.9;Size:-1.0;Momentum:+0.4;LowVol:+0.7
NoMargin
8
30
5.1
hard 10%
100
14.5
Bear
31.2
3.26
2.5
156
-37
35
76
true
Rebalance
Rebalance back to target bands
2
11
BrokerB
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
118
-60
110
2
false
Within IPS guidelines
P0815
Cautious
Roth
USD
2025-08-07
563,313
85,588
477,725
1
36.4
33.9
17.4
12.3
GLD:27.6%;VOO:27.6%;BRK.B:17.3%;TSLA:27.6%
US:55.4;EU:16.5;APAC:15.0;EM:10.5;Other:2.6
Value:+0.4;Growth:+0.8;Quality:+0.6;Size:+0.6;Momentum:+0.5;LowVol:+0.8
NoMargin
8
35
3.7
trailing 10%
103
17.8
Bull
17.1
3.59
3.2
79
15
51
28
false
Buy
Add to core equity +1%
14
10
BrokerD
LMT
89
null
null
Normal monitoring
118
0
172
5
false
Increase defensive factor exposure
P0816
Active
Trust
USD
2024-09-28
869,677
87,023
782,654
1
60.9
22.9
6.6
9.7
IEF:33.3%;HYG:33.3%;MUB:33.3%
US:64.4;EU:15.2;APAC:13.2;EM:3.5;Other:3.6
Value:-0.8;Growth:-0.4;Quality:0.0;Size:+0.5;Momentum:-0.3;LowVol:+0.9
null
8
30
4.4
trailing 8%
163
24.4
Volatile
31.1
4.21
4.4
140
-58
12
81
true
Rebalance
Rebalance back to target bands
25
-23
BrokerC
MKT
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
12
-57
80
3
false
Tighten stops on momentum names
P0817
Opportunistic
IRA
USD
2025-03-20
555,248
30,904
524,344
1
60.8
15.8
14.8
8.6
BRK.B:28.7%;VOO:28.7%;VTI:15.9%;AMZN:26.7%
US:56.0;EU:20.9;APAC:11.3;EM:10.9;Other:1.0
Value:-0.2;Growth:0.0;Quality:-0.2;Size:+0.7;Momentum:+0.2;LowVol:+0.5
MaxPos7%
10
25
6.4
trailing 9%
189
27.9
Bear
23.1
4.09
1.6
168
-106
5
69
false
Hedge
Add TLT +1% as duration hedge
-6
1
BrokerC
VWAP
94
null
null
Normal monitoring
40
-13
55
4
false
Tax-aware sells next window
P0818
Opportunistic
401k
USD
2025-03-23
1,277,448
76,727
1,200,721
1
72.4
19
0
8.6
TSLA:33.3%;BND:33.3%;AMZN:33.3%
US:68.6;EU:15.3;APAC:8.7;EM:5.7;Other:1.6
Value:-0.4;Growth:-0.5;Quality:+0.9;Size:-0.1;Momentum:-0.7;LowVol:+0.6
MaxPos5%;NoDerivatives
5
30
6.1
trailing 9%
199
22.7
Volatile
26.7
5.26
2.3
156
12
49
69
true
Hedge
Buy index puts 1% notional
-1
4
BrokerC
LMT
91
VAR>budget
Hedge
Risk above budget threshold
95
13
227
3
false
Monitor dispersion and breadth
P0819
Opportunistic
Trust
USD
2024-11-02
1,505,887
60,050
1,445,837
1
77.1
10.5
4.8
7.6
HYG:33.3%;VOO:33.3%;AMZN:33.3%
US:67.2;EU:13.5;APAC:10.2;EM:6.6;Other:2.5
Value:+0.9;Growth:-0.7;Quality:-0.5;Size:+0.1;Momentum:-0.9;LowVol:+0.4
null
7
30
5.5
trailing 7%
229
31.6
Sideways
21.4
4.12
2.9
126
-17
30
72
false
Rebalance
Shift +1% to bonds from equity
24
-35
BrokerC
MKT
96
null
null
Normal monitoring
83
-28
133
3
false
Increase defensive factor exposure
P0820
Hands-off
Taxable
USD
2024-09-15
439,975
35,374
404,601
1
62.4
24.6
4.8
8.3
IEF:25.0%;MSFT:25.0%;VNQ:25.0%;TSLA:25.0%
US:66.6;EU:14.8;APAC:6.3;EM:10.5;Other:1.7
Value:-0.9;Growth:-0.7;Quality:+0.1;Size:+0.8;Momentum:-0.6;LowVol:+0.1
ESGOnly;MaxPos7%;NoDerivatives
8
35
5.6
hard 10%
110
14.1
Volatile
25.9
3.56
2.8
124
4
51
66
false
Sell
Trim extended winner -1%
12
-10
BrokerB
MKT
91
null
null
Normal monitoring
-10
14
118
3
false
Monitor dispersion and breadth
P0821
Systematic
IRA
USD
2025-10-15
855,837
69,983
785,854
1
68.3
20.1
5.1
6.4
MUB:13.8%;HYG:11.2%;VNQ:20.9%;AMZN:20.9%;MSFT:14.9%;TSLA:18.3%
US:59.9;EU:19.1;APAC:9.6;EM:7.9;Other:3.5
Value:+0.3;Growth:+0.1;Quality:+0.6;Size:+0.9;Momentum:+0.2;LowVol:-0.6
null
10
30
4.9
hard 12%
224
26.1
Volatile
26.1
4.65
3.5
159
53
85
78
true
Reduce
Cut high-beta by 2-3%, add cash
20
-39
BrokerA
VWAP
85
VAR>budget
Reduce
Risk above budget threshold
32
-30
94
5
false
Within IPS guidelines
P0822
Active
IRA
USD
2024-07-10
1,929,161
183,290
1,745,871
1
54.2
30.8
8.5
6.5
QQQ:18.9%;GLD:7.1%;XLF:20.1%;HYG:14.4%;TLT:20.1%;AMZN:19.5%
US:58.1;EU:14.7;APAC:14.3;EM:11.8;Other:1.1
Value:-0.1;Growth:-0.5;Quality:+0.2;Size:-0.4;Momentum:-0.9;LowVol:-0.6
null
5
30
4.8
trailing 9%
141
26.1
Bull
13.5
4.31
2.4
70
80
91
34
false
Buy
Add to core equity +1%
12
-10
BrokerB
LMT
85
null
null
Normal monitoring
-57
-31
2
4
false
Tax-aware sells next window
P0823
Cautious
Trust
USD
2025-01-19
794,761
83,580
711,181
1
41.6
41.4
6.5
10.5
QQQ:21.3%;BND:21.3%;TLT:10.4%;HYG:7.4%;TSLA:18.3%;XLF:21.3%
US:62.1;EU:16.3;APAC:7.0;EM:11.3;Other:3.3
Value:+0.7;Growth:+0.7;Quality:-1.0;Size:-0.8;Momentum:-0.8;LowVol:-0.8
ESGOnly;NoMargin
6
35
3.7
trailing 8%
113
19.4
Bull
12.1
3.84
2.2
87
64
90
21
false
NoAction
Within bands; monitor
-15
-31
BrokerC
LMT
98
null
null
Normal monitoring
6
2
110
5
false
Within IPS guidelines
P0824
Opportunistic
Roth
USD
2025-04-29
626,910
29,821
597,089
1.11
67.6
15
12.2
5.2
GLD:22.8%;AMZN:9.9%;VTI:16.4%;MSFT:21.2%;VNQ:13.9%;TLT:15.7%
US:75.8;EU:10.0;APAC:5.1;EM:7.6;Other:1.4
Value:+0.7;Growth:+0.1;Quality:-0.4;Size:-0.9;Momentum:+0.9;LowVol:-0.2
MaxPos7%;NoDerivatives
7
25
4.1
trailing 9%
239
31.9
Bull
12
3.7
2.1
117
98
88
48
false
Sell
Trim extended winner -1%
19
-34
BrokerB
MKT
95
null
null
Normal monitoring
36
-49
148
4
false
Increase defensive factor exposure
P0825
Active
IRA
USD
2024-11-14
882,265
91,442
790,823
1
57.8
23.1
11.5
7.6
GLD:28.2%;MSFT:28.2%;MUB:19.7%;QQQ:23.8%
US:64.7;EU:6.4;APAC:14.7;EM:9.6;Other:4.7
Value:-0.2;Growth:+0.7;Quality:+0.7;Size:+0.3;Momentum:+0.8;LowVol:+0.6
null
8
25
5.7
hard 12%
216
20.1
Bull
13.6
4.16
2.6
74
58
86
31
false
Sell
Trim extended winner -1%
32
-36
BrokerD
VWAP
93
null
null
Normal monitoring
-42
-14
0
5
false
Tighten stops on momentum names
P0826
Hands-off
401k
USD
2024-08-09
455,858
21,217
434,641
1
68.7
25.7
0
5.6
BND:15.5%;HYG:28.2%;VOO:28.2%;IEF:28.2%
US:69.7;EU:9.5;APAC:7.6;EM:10.2;Other:2.9
Value:+0.7;Growth:+0.5;Quality:+0.1;Size:-0.7;Momentum:+0.3;LowVol:+0.8
ESGOnly;NoDerivatives
7
30
3.3
trailing 8%
123
19.2
Volatile
22.2
5.36
3
167
73
93
64
true
Hedge
Buy index puts 1% notional
19
4
BrokerC
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
94
-30
157
5
false
Within IPS guidelines
P0827
Hands-off
Trust
USD
2025-05-11
725,680
56,665
669,015
1
67.6
17.3
9.2
5.9
AMZN:27.8%;TLT:17.4%;AAPL:27.8%;BRK.B:27.0%
US:68.2;EU:10.2;APAC:6.6;EM:11.9;Other:3.0
Value:+0.4;Growth:-0.8;Quality:+0.9;Size:-1.0;Momentum:-0.7;LowVol:+0.7
ESGOnly;NoDerivatives
5
30
5.1
trailing 8%
123
15.8
Bull
14.6
4.53
2.2
70
64
67
47
false
Sell
Trim extended winner -1%
25
-37
BrokerD
MKT
91
null
null
Normal monitoring
-10
-23
-17
3
false
Monitor dispersion and breadth
P0828
Hands-off
Trust
USD
2025-02-24
768,115
65,755
702,360
1
64.6
29
0.3
6.1
BND:17.2%;AMZN:23.6%;AAPL:12.1%;HYG:23.6%;IEF:23.6%
US:62.6;EU:13.9;APAC:10.6;EM:12.1;Other:0.9
Value:+0.4;Growth:-0.9;Quality:-0.9;Size:+0.3;Momentum:+0.8;LowVol:-0.4
null
8
35
4.7
hard 10%
100
16.4
Bull
14.8
4.27
2.3
103
66
74
42
false
Buy
Add to core equity +1%
-1
-28
BrokerB
LMT
89
null
null
Normal monitoring
-48
19
-24
4
false
Increase defensive factor exposure
P0829
Opportunistic
Roth
USD
2024-12-21
1,667,606
141,953
1,525,653
1
73.9
11.8
9.9
4.4
MSFT:10.2%;GLD:22.9%;BRK.B:22.4%;TSLA:22.9%;VTI:21.6%
US:65.0;EU:11.0;APAC:11.1;EM:11.8;Other:1.2
Value:-0.6;Growth:+0.6;Quality:+0.5;Size:+0.7;Momentum:+0.3;LowVol:-0.3
null
10
25
5.6
trailing 9%
231
24
Sideways
20.4
4.71
2.5
110
-4
37
56
false
Hedge
Add TLT +1% as duration hedge
14
-26
BrokerC
LMT
94
null
null
Normal monitoring
105
-18
150
3
false
Tax-aware sells next window
P0830
Hands-off
401k
USD
2024-09-19
321,173
24,811
296,362
1
71.5
22.4
0
6.2
BND:20.4%;AMZN:22.5%;AAPL:12.1%;BRK.B:22.5%;TSLA:22.5%
US:65.2;EU:16.8;APAC:9.0;EM:5.0;Other:4.0
Value:-0.2;Growth:-0.5;Quality:+0.1;Size:-0.4;Momentum:+0.4;LowVol:-0.9
ESGOnly;NoDerivatives
5
35
3.6
trailing 8%
133
18.3
Volatile
30
3.99
3.6
111
40
66
75
true
Reduce
Cut high-beta by 2-3%, add cash
6
-21
BrokerA
MKT
97
VAR>budget
Hedge
Risk above budget threshold
24
-18
76
5
true
Within IPS guidelines
P0831
Opportunistic
Roth
USD
2025-09-14
863,448
68,069
795,379
1.17
76.2
18.7
0
5.1
QQQ:19.1%;VOO:17.7%;HYG:22.0%;TLT:22.0%;BRK.B:10.6%;BND:8.5%
US:70.6;EU:11.7;APAC:8.5;EM:8.9;Other:0.3
Value:+0.2;Growth:-0.3;Quality:+0.4;Size:+0.6;Momentum:-0.1;LowVol:-0.8
MaxPos6%
10
35
6.7
trailing 9%
231
20.2
Bull
15.3
4.85
3.2
87
90
100
58
false
Sell
Trim extended winner -1%
-5
2
BrokerA
VWAP
96
null
null
Normal monitoring
-31
-54
3
5
false
Tax-aware sells next window
P0832
Cautious
Taxable
USD
2024-09-18
195,344
28,958
166,386
1
36.4
33
16.9
13.7
XLF:22.9%;HYG:16.2%;VTI:17.9%;IEF:22.9%;AAPL:20.1%
US:70.6;EU:14.2;APAC:7.5;EM:7.4;Other:0.2
Value:+0.6;Growth:+0.7;Quality:-0.0;Size:+0.6;Momentum:+0.7;LowVol:+0.8
MaxPos7%;NoMargin
6
35
5.5
trailing 8%
165
19.7
Sideways
16.5
4.48
3.3
119
41
79
28
false
Sell
Trim extended winner -1%
-8
-22
BrokerD
MKT
95
null
null
Normal monitoring
4
-19
87
5
false
Monitor dispersion and breadth
P0833
Systematic
Taxable
USD
2025-05-01
1,143,062
98,271
1,044,791
1
57.9
23.4
11.7
7
QQQ:23.7%;AMZN:19.2%;XLF:23.7%;GLD:9.8%;VTI:23.7%
US:55.1;EU:15.1;APAC:14.0;EM:11.8;Other:3.9
Value:-0.2;Growth:+1.0;Quality:-0.2;Size:+0.8;Momentum:+0.5;LowVol:+0.3
NoDerivatives
6
35
4.2
trailing 9%
130
20.6
Sideways
17.8
4.24
2.6
90
48
87
40
false
Hedge
Add TLT +1% as duration hedge
24
-3
BrokerC
LMT
94
null
null
Normal monitoring
-45
-42
-54
4
false
Increase defensive factor exposure
P0834
Active
Taxable
USD
2024-12-04
2,475,455
267,376
2,208,079
1.12
52.8
18.5
20.6
8.1
BND:23.6%;AAPL:19.7%;VOO:28.4%;MUB:28.4%
US:61.3;EU:19.1;APAC:9.7;EM:5.9;Other:4.1
Value:-0.6;Growth:+0.3;Quality:-0.9;Size:-0.5;Momentum:+0.4;LowVol:-0.5
MaxPos5%
10
30
5
trailing 8%
225
26.6
Sideways
14
4.39
3.5
139
-10
48
30
false
Buy
Add to core equity +1%
3
-16
BrokerD
MKT
99
null
null
Normal monitoring
34
10
12
3
false
Tighten stops on momentum names
P0835
Active
IRA
USD
2025-03-29
1,366,020
85,297
1,280,723
1
59.6
20.7
11.5
8.2
XLF:30.4%;MSFT:20.5%;HYG:18.7%;TSLA:30.4%
US:73.0;EU:9.0;APAC:9.5;EM:6.6;Other:2.0
Value:-0.9;Growth:+0.4;Quality:+0.6;Size:-0.8;Momentum:-0.6;LowVol:+0.8
NoDerivatives
10
25
5.9
hard 12%
196
21.8
Bear
24.8
3.36
2.8
175
36
67
74
true
Rebalance
Rebalance back to target bands
1
14
BrokerA
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
89
-39
107
5
false
Monitor dispersion and breadth
P0836
Hands-off
Taxable
USD
2025-06-28
892,546
81,278
811,268
1
57.1
26.2
8.3
8.4
AAPL:33.3%;TSLA:33.3%;VTI:33.3%
US:68.1;EU:10.0;APAC:12.4;EM:6.6;Other:3.0
Value:+0.8;Growth:0.0;Quality:+0.8;Size:-0.8;Momentum:0.0;LowVol:+0.4
ESGOnly;MaxPos7%
5
25
3.6
trailing 10%
124
14
Bull
16.3
4.8
3.1
93
27
63
41
false
Buy
Add to core equity +1%
-13
-24
BrokerD
LMT
87
null
null
Normal monitoring
64
-59
184
5
false
Tighten stops on momentum names
P0837
Opportunistic
Trust
USD
2025-01-17
614,777
42,233
572,544
1.11
68.1
15.8
8.3
7.8
MSFT:33.3%;BND:33.3%;GLD:33.3%
US:61.4;EU:12.0;APAC:10.6;EM:11.9;Other:4.0
Value:-0.7;Growth:+0.9;Quality:0.0;Size:+0.3;Momentum:-0.1;LowVol:+0.9
null
5
25
6.2
trailing 9%
267
34
Bull
13.3
4.39
3.5
89
108
100
39
false
NoAction
Within bands; monitor
-3
12
BrokerC
VWAP
89
null
null
Normal monitoring
44
-17
119
3
false
Within IPS guidelines
P0838
Hands-off
Trust
USD
2024-10-05
728,070
61,847
666,223
1
66.3
26.9
1.1
5.7
MUB:25.0%;AAPL:18.7%;IEF:25.0%;MSFT:14.0%;VTI:17.2%
US:69.6;EU:16.2;APAC:5.4;EM:4.8;Other:4.0
Value:+0.8;Growth:+0.6;Quality:+0.6;Size:+0.8;Momentum:-0.4;LowVol:+0.9
NoDerivatives
5
30
6
hard 10%
152
19.9
Volatile
26.3
4.4
3.8
136
80
88
68
false
Rebalance
Shift +1% to bonds from equity
-8
-1
BrokerA
MKT
91
null
null
Normal monitoring
-60
-42
6
3
false
Increase defensive factor exposure
P0839
Opportunistic
Trust
USD
2025-05-05
1,796,593
107,585
1,689,008
1
63.2
18.8
10
7.9
VNQ:31.4%;TLT:34.3%;IEF:34.3%
US:66.3;EU:12.3;APAC:8.4;EM:10.3;Other:2.8
Value:-0.9;Growth:-0.4;Quality:+0.6;Size:-0.1;Momentum:+0.9;LowVol:-0.7
NoDerivatives
7
25
5.6
hard 12%
232
22.5
Bull
15.5
4.34
3
73
88
89
45
false
Rebalance
Shift +1% to bonds from equity
30
-23
BrokerA
VWAP
94
null
null
Normal monitoring
-10
-33
-46
4
false
Within IPS guidelines
P0840
Active
401k
USD
2025-06-23
987,002
81,891
905,111
1
64.7
22.8
6.3
6.2
IEF:10.0%;BND:20.9%;XLF:12.6%;AAPL:21.2%;AMZN:14.1%;VOO:21.2%
US:69.0;EU:9.7;APAC:12.3;EM:6.0;Other:3.0
Value:-0.1;Growth:0.0;Quality:+0.2;Size:-0.7;Momentum:-0.7;LowVol:+0.4
null
7
35
5.8
trailing 9%
222
27.5
Bear
26.5
3.11
2.9
185
-71
5
71
true
Hedge
Buy index puts 1% notional
6
-7
BrokerC
MKT
99
VAR>budget
Reduce
Risk above budget threshold
40
-22
55
5
false
Increase defensive factor exposure
P0841
Hands-off
IRA
USD
2025-02-20
346,557
26,648
319,909
1
69.8
19.6
1.5
9.1
IEF:22.3%;VTI:17.7%;XLF:17.1%;BRK.B:22.3%;VOO:20.6%
US:64.8;EU:13.1;APAC:8.6;EM:11.8;Other:1.7
Value:+0.8;Growth:-0.9;Quality:-0.6;Size:-0.1;Momentum:0.0;LowVol:-0.1
null
6
25
4.7
trailing 10%
120
19.5
Volatile
21.8
3.97
4
138
76
86
59
true
Hedge
Buy index puts 1% notional
9
2
BrokerD
MKT
100
VAR>budget
Hedge
Risk above budget threshold
-49
9
24
3
false
Increase defensive factor exposure
P0842
Hands-off
Roth
USD
2025-01-20
577,249
43,038
534,211
1
55
17.8
17.9
9.2
VOO:23.8%;TSLA:15.8%;MSFT:23.8%;QQQ:10.4%;BND:15.4%;MUB:10.8%
US:60.0;EU:18.6;APAC:11.7;EM:5.7;Other:4.1
Value:-0.7;Growth:+0.4;Quality:-0.4;Size:-0.5;Momentum:-0.4;LowVol:+0.9
ESGOnly;NoDerivatives
5
30
4.6
trailing 8%
110
17.3
Sideways
19.4
3.61
2.1
112
-24
39
44
false
Buy
Add to core equity +1%
20
14
BrokerC
VWAP
97
null
null
Normal monitoring
44
8
105
5
false
Increase defensive factor exposure
P0843
Systematic
Roth
USD
2025-03-02
850,239
79,279
770,960
1
59.5
27.1
4.6
8.8
AAPL:27.7%;HYG:36.2%;BND:36.2%
US:57.9;EU:18.4;APAC:13.7;EM:7.6;Other:2.4
Value:-0.1;Growth:-0.7;Quality:-0.5;Size:-0.1;Momentum:+0.8;LowVol:-0.5
null
8
30
5.4
trailing 9%
142
26.9
Bear
22.5
3.63
1.6
177
-94
10
56
false
Buy
Add to core equity +1%
-8
1
BrokerA
VWAP
97
null
null
Normal monitoring
93
9
114
5
false
Tax-aware sells next window
P0844
Systematic
401k
USD
2025-08-05
931,950
73,998
857,952
1
66.1
23.5
3.9
6.5
AMZN:26.7%;HYG:26.7%;VNQ:19.8%;GLD:26.7%
US:63.8;EU:18.6;APAC:5.3;EM:10.0;Other:2.3
Value:+0.5;Growth:+0.5;Quality:-1.0;Size:+0.1;Momentum:-0.4;LowVol:-0.8
null
6
25
4.9
trailing 8%
180
24
Volatile
21.8
4.86
2.6
142
-57
28
70
false
Hedge
Add TLT +1% as duration hedge
4
-23
BrokerC
MKT
100
null
null
Normal monitoring
-24
6
-37
5
false
Tighten stops on momentum names
P0845
Hands-off
Trust
USD
2025-09-13
611,347
60,349
550,998
1
65.2
29.1
0
5.7
AMZN:19.1%;XLF:29.7%;QQQ:21.6%;MUB:29.7%
US:67.5;EU:17.6;APAC:11.4;EM:3.3;Other:0.2
Value:-0.3;Growth:-0.3;Quality:+0.2;Size:-0.3;Momentum:-0.0;LowVol:-0.5
null
6
30
4
trailing 10%
154
15.3
Volatile
28.9
4.72
3.5
110
24
50
74
true
Hedge
Buy index puts 1% notional
30
-39
BrokerD
MKT
100
Drift>tolerance
Pause
Allocation drift beyond policy bands
93
0
189
4
false
Tax-aware sells next window
P0846
Systematic
Trust
USD
2025-03-15
1,872,559
89,455
1,783,104
1
66
24.7
0
9.3
MUB:27.0%;TLT:19.0%;VTI:27.0%;AAPL:27.0%
US:64.9;EU:19.2;APAC:7.4;EM:5.0;Other:3.5
Value:-0.7;Growth:-0.5;Quality:+0.1;Size:+0.2;Momentum:+0.8;LowVol:-0.9
NoDerivatives
10
25
5.9
trailing 8%
142
26.2
Bull
11.2
4.95
2.4
77
92
96
44
true
Hedge
Buy index puts 1% notional
25
-7
BrokerA
VWAP
98
VAR>budget
Reduce
Risk above budget threshold
14
-53
24
5
false
Tighten stops on momentum names
P0847
Opportunistic
Taxable
USD
2025-05-14
1,030,151
41,326
988,825
1
70.3
11.5
12.9
5.3
XLF:16.9%;QQQ:20.2%;IEF:17.2%;VNQ:19.8%;VTI:11.2%;VOO:14.7%
US:65.7;EU:17.6;APAC:5.4;EM:10.8;Other:0.5
Value:+0.3;Growth:+0.3;Quality:-0.5;Size:+0.9;Momentum:0.0;LowVol:+0.2
NoDerivatives
6
35
5.9
trailing 7%
252
26.2
Volatile
22.4
5.41
4
120
17
48
76
true
Hedge
Buy index puts 1% notional
21
-18
BrokerC
VWAP
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
29
-36
45
3
false
Within IPS guidelines
P0848
Hands-off
Roth
USD
2025-07-20
537,154
24,515
512,639
1
69.7
22.2
0.9
7.2
VTI:28.4%;BND:21.4%;VOO:28.4%;QQQ:21.8%
US:63.8;EU:18.5;APAC:9.1;EM:5.1;Other:3.5
Value:+0.5;Growth:+0.5;Quality:-0.6;Size:+0.5;Momentum:-0.2;LowVol:+0.3
ESGOnly;NoDerivatives
6
25
3.2
trailing 8%
128
19.3
Sideways
20.2
4.93
3.2
123
-21
40
69
false
Rebalance
Shift +1% to bonds from equity
-1
-8
BrokerA
LMT
87
null
null
Normal monitoring
66
-52
137
5
false
Increase defensive factor exposure
P0849
Systematic
Taxable
USD
2024-08-14
772,821
66,791
706,030
1
67.7
24
0
8.3
HYG:25.8%;AMZN:24.0%;TLT:25.8%;GLD:24.3%
US:52.7;EU:19.3;APAC:13.7;EM:11.8;Other:2.5
Value:+0.7;Growth:+0.7;Quality:-0.9;Size:-0.9;Momentum:+0.2;LowVol:+0.2
null
6
35
5.6
trailing 8%
216
21.9
Bull
16.2
4
3.2
113
69
95
53
true
Reduce
Cut high-beta by 2-3%, add cash
33
-24
BrokerA
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
22
-24
30
3
false
Tax-aware sells next window
P0850
Cautious
Trust
USD
2024-12-05
845,439
90,528
754,911
1
39.4
41.6
4.3
14.7
TSLA:22.0%;AAPL:14.0%;GLD:22.0%;AMZN:22.0%;BND:20.0%
US:66.1;EU:11.9;APAC:16.9;EM:5.0;Other:0.2
Value:-0.6;Growth:+0.1;Quality:-1.0;Size:+0.6;Momentum:+0.2;LowVol:-0.7
NoMargin
7
30
5
hard 10%
132
16.7
Volatile
21.8
4.89
3.1
120
27
75
47
false
Sell
Trim extended winner -1%
13
15
BrokerB
MKT
89
null
null
Normal monitoring
29
-13
108
5
false
Tighten stops on momentum names
P0851
Hands-off
Trust
USD
2024-08-22
157,375
12,269
145,106
1
61
17.3
14.7
6.9
MUB:33.3%;IEF:33.3%;XLF:33.3%
US:61.5;EU:16.5;APAC:11.5;EM:7.4;Other:3.1
Value:-0.2;Growth:-0.8;Quality:+0.8;Size:-0.7;Momentum:-0.5;LowVol:-0.4
ESGOnly;MaxPos7%
8
30
3.8
trailing 10%
137
14.7
Sideways
20.6
3.58
2.8
123
24
62
56
false
Sell
Trim extended winner -1%
16
14
BrokerB
LMT
96
null
null
Normal monitoring
35
-38
3
3
false
Within IPS guidelines
P0852
Hands-off
Taxable
USD
2024-09-10
895,318
84,211
811,107
1
68.4
25.7
0
5.9
TLT:29.6%;VNQ:29.6%;IEF:14.6%;XLF:26.2%
US:70.4;EU:5.8;APAC:9.3;EM:10.1;Other:4.3
Value:+0.9;Growth:-0.0;Quality:-0.4;Size:-0.5;Momentum:-0.8;LowVol:-0.3
ESGOnly
6
25
5.8
trailing 8%
118
18.3
Bull
12.6
4.56
2
102
79
92
54
false
Rebalance
Shift +1% to bonds from equity
35
-9
BrokerD
LMT
96
null
null
Normal monitoring
95
-7
201
3
false
Increase defensive factor exposure
P0853
Active
Trust
USD
2024-12-15
2,353,191
197,789
2,155,402
1.24
61.5
29.8
0
8.7
BRK.B:34.8%;IEF:34.8%;TLT:30.3%
US:60.8;EU:11.4;APAC:13.6;EM:13.6;Other:0.6
Value:-0.6;Growth:+0.8;Quality:-0.0;Size:+0.2;Momentum:-0.2;LowVol:-0.3
null
5
25
5.7
trailing 8%
178
20
Volatile
20.6
3.52
3.5
126
45
85
58
false
Buy
Add to core equity +1%
22
-17
BrokerC
MKT
89
null
null
Normal monitoring
57
-22
120
3
false
Tax-aware sells next window
P0854
Systematic
Trust
USD
2025-03-15
1,668,764
104,087
1,564,677
1
68.4
24.3
0
7.3
GLD:22.8%;AMZN:22.8%;MSFT:9.2%;HYG:22.8%;BRK.B:22.5%
US:75.0;EU:6.5;APAC:12.2;EM:4.4;Other:2.0
Value:-0.6;Growth:-0.8;Quality:-0.8;Size:-1.0;Momentum:-0.4;LowVol:-0.3
MaxPos7%
10
25
4.6
trailing 9%
175
16.2
Bear
29.9
3.15
1.3
214
-19
47
81
true
Reduce
Cut high-beta by 2-3%, add cash
30
-34
BrokerB
LMT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
4
-37
-9
5
false
Increase defensive factor exposure
P0855
Active
Taxable
USD
2025-05-02
600,412
60,836
539,576
1
53
24.9
15.5
6.7
BND:21.7%;VNQ:21.7%;QQQ:21.7%;MUB:21.7%;AAPL:13.2%
US:63.3;EU:10.3;APAC:12.7;EM:10.9;Other:2.8
Value:+0.1;Growth:-0.2;Quality:+0.3;Size:+0.9;Momentum:-0.9;LowVol:-0.3
NoDerivatives
10
25
5.6
trailing 9%
190
23.2
Sideways
17
4.26
2.9
99
-2
37
42
false
Buy
Add to core equity +1%
12
-20
BrokerD
LMT
91
null
null
Normal monitoring
-22
-32
38
4
false
Tax-aware sells next window
P0856
Cautious
Roth
USD
2024-07-19
576,896
72,966
503,930
1
42.4
31.5
13.5
12.6
BRK.B:36.3%;QQQ:36.3%;XLF:27.3%
US:58.5;EU:13.7;APAC:14.2;EM:12.2;Other:1.4
Value:+0.4;Growth:-0.2;Quality:+0.6;Size:-0.1;Momentum:+0.7;LowVol:+0.1
MaxPos6%;NoMargin
7
25
4.7
hard 10%
147
19.6
Bear
33.6
3.64
1.9
210
-98
5
73
true
Reduce
Cut high-beta by 2-3%, add cash
29
-31
BrokerA
VWAP
94
RegimeShift
Reduce
Volatility spike and breadth deterioration
109
-44
175
3
false
Tighten stops on momentum names
P0857
Systematic
Taxable
USD
2024-08-17
1,311,601
112,735
1,198,866
1
60.7
26.8
7.5
5
TSLA:33.3%;VOO:33.3%;TLT:33.3%
US:63.0;EU:14.2;APAC:13.0;EM:7.2;Other:2.7
Value:+0.5;Growth:+0.1;Quality:-0.6;Size:-0.7;Momentum:+0.5;LowVol:+0.9
MaxPos6%;NoDerivatives
10
25
5.8
hard 12%
219
23.3
Sideways
15.3
4.65
2.5
119
39
84
41
false
Sell
Trim extended winner -1%
15
14
BrokerC
LMT
89
null
null
Normal monitoring
75
17
94
5
false
Monitor dispersion and breadth
P0858
Cautious
IRA
USD
2025-10-29
345,308
52,112
293,196
1
39.6
34.8
9
16.6
VOO:13.0%;VTI:29.0%;AMZN:29.0%;XLF:29.0%
US:72.1;EU:11.0;APAC:12.5;EM:3.6;Other:0.8
Value:-0.8;Growth:-0.4;Quality:+0.4;Size:-0.2;Momentum:+0.6;LowVol:+0.4
ESGOnly;NoDerivatives;NoMargin
5
25
4.5
trailing 8%
146
14.9
Volatile
21.9
5
3.1
139
-55
27
51
false
Sell
Trim extended winner -1%
3
-18
BrokerA
MKT
89
null
null
Normal monitoring
-30
-21
-38
3
false
Increase defensive factor exposure
P0859
Hands-off
Roth
USD
2024-09-09
768,860
56,737
712,123
1
64.6
28.2
0.6
6.6
IEF:18.7%;AMZN:16.6%;TSLA:21.6%;TLT:21.6%;AAPL:21.6%
US:72.3;EU:13.1;APAC:7.7;EM:6.8;Other:0.1
Value:-0.5;Growth:+0.4;Quality:+0.6;Size:-0.9;Momentum:+0.8;LowVol:+0.9
ESGOnly
6
30
4.8
hard 10%
151
17.6
Volatile
22.1
4.41
3.2
180
-40
28
71
true
Hedge
Buy index puts 1% notional
15
-20
BrokerD
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
112
-44
90
2
false
Increase defensive factor exposure
P0860
Systematic
Trust
USD
2024-10-11
890,271
81,927
808,344
1
65.3
25.4
0
9.3
QQQ:16.4%;GLD:18.3%;BND:25.1%;AAPL:25.1%;AMZN:15.1%
US:60.9;EU:19.8;APAC:8.9;EM:7.5;Other:2.9
Value:0.0;Growth:+0.2;Quality:-0.7;Size:-0.7;Momentum:-0.4;LowVol:+0.4
NoDerivatives
5
30
5
trailing 9%
163
17.4
Volatile
30.6
4.16
2.9
114
46
82
73
true
Hedge
Buy index puts 1% notional
4
-37
BrokerC
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
80
-37
177
2
false
Tighten stops on momentum names
P0861
Cautious
401k
USD
2025-07-01
151,392
14,425
136,967
1
52.2
30.1
3.9
13.8
BND:33.3%;IEF:33.3%;XLF:33.3%
US:73.4;EU:7.4;APAC:9.8;EM:9.2;Other:0.1
Value:-0.7;Growth:-0.1;Quality:+0.1;Size:-0.0;Momentum:+0.6;LowVol:-0.9
NoMargin
8
30
3.9
trailing 8%
108
16.2
Volatile
24.8
4.89
2.7
154
2
41
60
false
Buy
Add to core equity +1%
17
-4
BrokerA
VWAP
89
null
null
Normal monitoring
-33
-48
41
3
false
Tighten stops on momentum names
P0862
Opportunistic
IRA
USD
2025-08-16
1,197,855
71,931
1,125,924
1
67.2
14.4
9.8
8.6
VTI:22.3%;XLF:22.3%;HYG:22.3%;VNQ:18.6%;MSFT:14.5%
US:69.4;EU:8.3;APAC:12.8;EM:7.5;Other:2.1
Value:-0.4;Growth:-0.3;Quality:+0.2;Size:-0.9;Momentum:+0.7;LowVol:-0.3
MaxPos6%
10
25
6.4
hard 12%
219
30.8
Sideways
14.8
4.13
2.3
108
55
84
59
false
Rebalance
Shift +1% to bonds from equity
0
8
BrokerA
MKT
95
null
null
Normal monitoring
104
-17
182
4
false
Within IPS guidelines
P0863
Cautious
Trust
USD
2024-07-27
367,042
44,877
322,165
1
42.6
30.9
13.5
13.1
IEF:14.9%;BND:22.8%;QQQ:16.8%;VTI:22.8%;TSLA:22.8%
US:65.5;EU:7.8;APAC:8.9;EM:11.5;Other:6.3
Value:+0.5;Growth:+0.7;Quality:+0.6;Size:+0.9;Momentum:+0.9;LowVol:+1.0
NoMargin
7
35
4.1
hard 10%
150
14
Volatile
21.2
3.93
2.7
141
48
81
44
false
Hedge
Add TLT +1% as duration hedge
31
-21
BrokerD
LMT
93
null
null
Normal monitoring
-23
-2
-36
3
false
Increase defensive factor exposure
P0864
Active
Roth
USD
2025-10-29
1,946,294
231,146
1,715,148
1
55.5
25.6
10.9
7.9
VTI:15.7%;VOO:21.0%;AMZN:25.0%;MSFT:13.2%;VNQ:25.0%
US:65.5;EU:10.3;APAC:15.5;EM:7.5;Other:1.3
Value:-0.5;Growth:-0.2;Quality:0.0;Size:-0.9;Momentum:-0.4;LowVol:-0.7
MaxPos5%
7
25
5.6
trailing 9%
187
23.2
Sideways
21.3
3.59
3.3
120
25
61
50
false
Rebalance
Shift +1% to bonds from equity
25
12
BrokerB
VWAP
89
null
null
Normal monitoring
-51
-14
5
3
false
Increase defensive factor exposure
P0865
Cautious
IRA
USD
2025-06-30
498,891
74,106
424,785
1
45.1
31.6
7.7
15.7
TLT:22.5%;AAPL:22.5%;AMZN:12.3%;BND:13.9%;XLF:16.4%;VNQ:12.3%
US:68.4;EU:8.7;APAC:7.4;EM:14.7;Other:0.8
Value:-0.3;Growth:+0.8;Quality:-0.6;Size:-0.9;Momentum:+0.9;LowVol:-0.1
NoMargin
6
30
5.1
trailing 8%
127
19.9
Sideways
21.5
4.56
2.2
108
23
50
59
false
Hedge
Add TLT +1% as duration hedge
-7
-33
BrokerD
LMT
96
null
null
Normal monitoring
114
-14
188
3
false
Within IPS guidelines
P0866
Hands-off
401k
USD
2024-08-12
187,111
12,184
174,927
1
60.6
24.9
7.1
7.5
AAPL:10.2%;BRK.B:22.4%;VTI:11.4%;BND:17.3%;AMZN:22.4%;TSLA:16.3%
US:70.2;EU:9.6;APAC:9.6;EM:6.3;Other:4.3
Value:+0.3;Growth:+0.3;Quality:-0.1;Size:+0.9;Momentum:-0.6;LowVol:-0.8
ESGOnly
6
35
3.6
trailing 8%
166
16.7
Volatile
22.8
3.55
4.4
153
-29
48
67
false
Rebalance
Shift +1% to bonds from equity
35
-6
BrokerA
LMT
88
null
null
Normal monitoring
10
-48
3
5
false
Monitor dispersion and breadth
P0867
Hands-off
Trust
USD
2025-02-14
546,601
31,445
515,156
1
66.8
17
10.1
6.1
MUB:25.7%;AMZN:23.0%;TSLA:25.7%;AAPL:25.7%
US:72.5;EU:12.0;APAC:5.9;EM:5.9;Other:3.6
Value:-0.7;Growth:+0.7;Quality:+0.9;Size:-0.6;Momentum:+0.1;LowVol:+0.9
ESGOnly;MaxPos5%;NoDerivatives
10
25
4.9
trailing 8%
164
19.2
Bull
17.9
3.88
2.6
110
82
78
56
false
Sell
Trim extended winner -1%
24
-6
BrokerA
MKT
90
null
null
Normal monitoring
63
-16
172
4
false
Tax-aware sells next window
P0868
Cautious
Trust
USD
2024-11-10
309,111
40,029
269,082
1
47.8
41.8
0
10.4
AAPL:20.1%;VNQ:30.0%;VOO:30.0%;MSFT:19.9%
US:67.8;EU:13.2;APAC:10.4;EM:6.4;Other:2.2
Value:-0.7;Growth:-0.3;Quality:+0.7;Size:-1.0;Momentum:+0.6;LowVol:-0.6
NoMargin
10
25
5.7
trailing 8%
96
14.4
Volatile
24.7
4.1
3.3
126
36
61
54
false
Hedge
Add TLT +1% as duration hedge
2
-18
BrokerB
MKT
97
null
null
Normal monitoring
97
-4
217
5
false
Increase defensive factor exposure
P0869
Hands-off
IRA
USD
2025-12-21
711,434
30,524
680,910
1
56.4
26.4
9.4
7.8
TLT:22.1%;BRK.B:22.1%;TSLA:13.2%;GLD:7.7%;BND:22.1%;QQQ:12.8%
US:59.4;EU:19.1;APAC:9.0;EM:10.5;Other:1.9
Value:+0.9;Growth:-0.1;Quality:+0.5;Size:-0.1;Momentum:+0.6;LowVol:-0.0
ESGOnly;MaxPos6%;NoDerivatives
8
30
3.2
trailing 8%
158
19.5
Sideways
17.2
4.36
2.2
95
55
90
42
false
Rebalance
Shift +1% to bonds from equity
30
-40
BrokerC
LMT
94
null
null
Normal monitoring
-44
-54
38
5
false
Increase defensive factor exposure
P0870
Hands-off
Trust
USD
2025-05-14
202,976
19,644
183,332
1
59.3
21.3
10.4
8.9
TSLA:12.7%;AMZN:23.2%;QQQ:23.2%;HYG:23.2%;XLF:7.8%;TLT:9.8%
US:69.9;EU:14.1;APAC:5.5;EM:9.6;Other:0.9
Value:+0.5;Growth:+0.8;Quality:+0.7;Size:-0.5;Momentum:0.0;LowVol:-1.0
MaxPos5%
6
35
5.8
trailing 8%
144
19
Bull
13.3
3.6
2.4
70
79
93
48
false
NoAction
Within bands; monitor
0
4
BrokerA
MKT
0
null
null
Normal monitoring
19
-35
30
5
false
Tax-aware sells next window
P0871
Cautious
Roth
USD
2025-09-21
400,017
33,995
366,022
1
35.7
36.1
10.4
17.8
VTI:15.2%;TSLA:25.4%;GLD:25.4%;VNQ:15.2%;BND:18.8%
US:62.3;EU:18.4;APAC:10.0;EM:8.8;Other:0.5
Value:-0.5;Growth:+0.9;Quality:-0.7;Size:+0.6;Momentum:-0.7;LowVol:-0.6
ESGOnly;MaxPos6%;NoMargin
5
30
5.5
hard 10%
154
12.2
Volatile
25.6
5.05
3.7
147
-56
25
52
false
Sell
Trim extended winner -1%
7
-32
BrokerC
MKT
87
null
null
Normal monitoring
54
-42
37
3
false
Increase defensive factor exposure
P0872
Cautious
Trust
USD
2024-11-12
730,017
112,683
617,334
1
41.8
35.7
7.3
15.3
AAPL:25.9%;QQQ:25.9%;BRK.B:22.3%;AMZN:25.9%
US:66.7;EU:5.2;APAC:13.1;EM:10.7;Other:4.3
Value:-0.0;Growth:+0.8;Quality:-0.2;Size:-0.3;Momentum:+0.3;LowVol:+1.0
ESGOnly;NoMargin
5
30
5.9
trailing 8%
124
13.9
Bull
12.7
3.84
2.9
75
57
93
37
false
Buy
Add to core equity +1%
-2
7
BrokerC
MKT
91
null
null
Normal monitoring
-32
-31
-60
4
false
Increase defensive factor exposure
P0873
Opportunistic
IRA
USD
2024-10-12
808,207
43,061
765,146
1
71
20.6
2.3
6
BRK.B:21.2%;AAPL:19.7%;BND:17.6%;TLT:16.4%;VTI:9.2%;VNQ:15.8%
US:73.6;EU:9.3;APAC:9.0;EM:6.2;Other:1.8
Value:+0.3;Growth:-0.0;Quality:-0.7;Size:+0.5;Momentum:+0.1;LowVol:-1.0
MaxPos7%;NoDerivatives
5
30
4.7
hard 12%
189
23.1
Volatile
24.4
4.43
4.2
140
-33
24
64
true
Reduce
Cut high-beta by 2-3%, add cash
12
-3
BrokerD
LMT
93
RegimeShift
Pause
Volatility spike and breadth deterioration
-19
-37
-6
2
false
Increase defensive factor exposure
P0874
Hands-off
Roth
USD
2025-03-17
420,545
21,375
399,170
1
69.4
23.8
0
6.7
GLD:20.7%;VTI:14.9%;TSLA:17.0%;HYG:12.4%;MSFT:17.3%;BND:17.7%
US:67.9;EU:16.6;APAC:8.6;EM:3.8;Other:3.2
Value:-0.2;Growth:-0.5;Quality:+0.3;Size:-1.0;Momentum:-0.4;LowVol:-0.0
MaxPos7%;NoDerivatives
7
30
5.2
trailing 10%
151
12.1
Sideways
20.8
3.68
2.3
120
37
70
61
false
NoAction
Within bands; monitor
-2
-4
BrokerA
LMT
92
null
null
Normal monitoring
48
-1
144
4
false
Tax-aware sells next window
P0875
Systematic
Taxable
USD
2025-03-05
942,083
50,737
891,346
1
59.7
31.6
0
8.7
XLF:24.3%;TSLA:24.3%;VOO:24.3%;GLD:15.2%;VNQ:11.9%
US:67.1;EU:9.6;APAC:14.2;EM:5.7;Other:3.4
Value:+0.2;Growth:-0.2;Quality:-0.9;Size:+0.1;Momentum:+0.2;LowVol:-0.6
null
6
30
4.3
hard 12%
228
26.5
Bear
23.3
4.37
2.9
212
39
59
72
true
Rebalance
Rebalance back to target bands
10
8
BrokerA
VWAP
97
VAR>budget
Reduce
Risk above budget threshold
81
-42
41
5
false
Tax-aware sells next window
P0876
Opportunistic
IRA
USD
2024-12-02
1,257,696
107,496
1,150,200
1
77
13.4
2.5
7.1
BND:23.5%;AMZN:23.5%;XLF:14.5%;VNQ:14.9%;QQQ:23.5%
US:64.2;EU:13.5;APAC:10.5;EM:10.2;Other:1.6
Value:-0.7;Growth:+0.6;Quality:+0.2;Size:-0.4;Momentum:+0.5;LowVol:-0.4
NoDerivatives
10
35
6
hard 12%
195
34.6
Bull
14.1
4.92
2.9
72
117
100
53
false
Rebalance
Shift +1% to bonds from equity
-9
-31
BrokerB
MKT
87
null
null
Normal monitoring
8
-7
35
5
false
Monitor dispersion and breadth
P0877
Cautious
IRA
USD
2025-07-01
350,943
41,098
309,845
1
39.3
43.2
0
17.5
VTI:20.7%;XLF:11.8%;MUB:11.4%;GLD:15.5%;IEF:19.9%;BND:20.7%
US:63.8;EU:13.8;APAC:15.2;EM:6.8;Other:0.5
Value:+0.9;Growth:+0.5;Quality:-0.9;Size:-0.1;Momentum:-0.9;LowVol:-0.6
ESGOnly;NoDerivatives;NoMargin
10
35
3.5
trailing 8%
95
18.5
Volatile
24.5
4.92
3.2
150
-34
32
44
false
Hedge
Add TLT +1% as duration hedge
1
-21
BrokerA
MKT
100
null
null
Normal monitoring
86
-36
147
4
false
Within IPS guidelines
P0878
Hands-off
401k
USD
2025-04-08
720,750
34,898
685,852
1
72.7
15.5
6.5
5.3
XLF:33.3%;TLT:33.3%;TSLA:33.3%
US:64.1;EU:10.6;APAC:10.8;EM:10.4;Other:4.0
Value:-0.5;Growth:-0.7;Quality:-0.6;Size:+0.2;Momentum:+0.9;LowVol:-0.8
null
6
25
3.6
trailing 10%
92
17.1
Bear
31.7
3.34
2.4
153
-100
5
83
true
Rebalance
Rebalance back to target bands
8
4
BrokerC
LMT
87
VAR>budget
Hedge
Risk above budget threshold
104
-48
147
2
true
Tax-aware sells next window
P0879
Hands-off
IRA
USD
2024-12-15
667,763
55,812
611,951
1
55.6
22.4
13.7
8.3
HYG:37.7%;MSFT:37.7%;VOO:24.7%
US:55.5;EU:20.0;APAC:10.4;EM:12.4;Other:1.8
Value:-0.7;Growth:-1.0;Quality:+0.9;Size:-0.9;Momentum:-0.8;LowVol:-1.0
ESGOnly
10
35
3.8
trailing 10%
151
19.6
Bull
15.6
4.83
2.3
102
21
53
40
false
Sell
Trim extended winner -1%
-11
-27
BrokerA
LMT
91
null
null
Normal monitoring
64
9
174
3
false
Monitor dispersion and breadth
P0880
Systematic
401k
USD
2025-11-28
1,043,312
48,335
994,977
1
57.6
25.4
7.6
9.4
VOO:20.4%;VTI:19.7%;GLD:15.4%;IEF:22.3%;MUB:22.3%
US:62.5;EU:16.4;APAC:13.3;EM:7.0;Other:0.9
Value:-0.1;Growth:-0.8;Quality:-1.0;Size:+0.5;Momentum:-0.1;LowVol:+0.6
null
6
35
5.1
trailing 8%
212
19
Volatile
23.5
4.19
2.9
143
19
72
66
false
Sell
Trim extended winner -1%
22
8
BrokerB
VWAP
92
null
null
Normal monitoring
-5
-35
-2
3
false
Tax-aware sells next window
P0881
Hands-off
Trust
USD
2024-11-19
289,774
15,903
273,871
1
66.9
24.4
0
8.7
VOO:11.8%;HYG:23.5%;TSLA:23.5%;TLT:23.5%;XLF:17.6%
US:65.6;EU:19.7;APAC:6.3;EM:5.8;Other:2.6
Value:+0.2;Growth:-0.4;Quality:-0.6;Size:-0.5;Momentum:+0.8;LowVol:-0.0
ESGOnly;MaxPos5%
7
25
5.2
trailing 10%
114
15.5
Bear
34.2
4.01
2.7
132
35
55
84
true
Reduce
Cut high-beta by 2-3%, add cash
9
-15
BrokerD
MKT
89
RegimeShift
Hedge
Volatility spike and breadth deterioration
50
8
115
2
false
Monitor dispersion and breadth
P0882
Cautious
401k
USD
2025-09-14
557,733
49,015
508,718
1
48.2
33.6
4.8
13.4
VNQ:15.1%;TLT:22.1%;XLF:18.7%;AMZN:22.1%;BRK.B:22.1%
US:59.6;EU:18.2;APAC:13.1;EM:7.3;Other:1.8
Value:-0.9;Growth:-0.0;Quality:+0.1;Size:+0.7;Momentum:-0.8;LowVol:+0.1
NoMargin
5
30
4.4
trailing 8%
150
19.9
Bull
16.2
3.92
3.1
104
21
49
37
false
Buy
Add to core equity +1%
-5
14
BrokerA
LMT
92
null
null
Normal monitoring
67
-42
185
3
false
Tighten stops on momentum names
P0883
Active
401k
USD
2025-02-03
2,428,811
277,444
2,151,367
1.12
61.5
26
3.4
9.1
VTI:33.3%;MUB:33.3%;VNQ:33.3%
US:67.7;EU:8.8;APAC:14.2;EM:4.0;Other:5.3
Value:-0.7;Growth:+0.4;Quality:-0.1;Size:-1.0;Momentum:-0.6;LowVol:0.0
null
6
30
5.5
trailing 8%
203
17.7
Bull
16
4.42
2.4
85
50
64
58
false
Sell
Trim extended winner -1%
11
-6
BrokerD
LMT
92
null
null
Normal monitoring
66
12
137
3
false
Within IPS guidelines
P0884
Active
401k
USD
2024-08-11
846,919
57,281
789,638
1.1
66.7
20.8
2.8
9.8
MSFT:33.3%;IEF:33.3%;VTI:33.3%
US:77.3;EU:5.7;APAC:5.6;EM:6.6;Other:4.8
Value:+0.4;Growth:+0.7;Quality:-0.7;Size:-0.5;Momentum:-0.8;LowVol:-0.8
null
10
30
4.1
hard 12%
151
26.9
Bull
16.4
3.94
2.7
120
21
46
43
false
Rebalance
Shift +1% to bonds from equity
20
-23
BrokerD
LMT
88
null
null
Normal monitoring
101
-18
201
4
false
Increase defensive factor exposure
P0885
Hands-off
Roth
USD
2025-03-29
487,176
47,874
439,302
1
57
29.4
3.6
10
VOO:26.5%;GLD:23.3%;QQQ:26.5%;MUB:23.7%
US:74.3;EU:13.0;APAC:7.8;EM:3.2;Other:1.7
Value:+0.5;Growth:-0.5;Quality:+0.4;Size:-0.5;Momentum:-0.8;LowVol:-0.9
ESGOnly
10
25
5.7
hard 10%
147
19.8
Bull
11.9
4.96
3.5
81
82
100
47
false
NoAction
Within bands; monitor
-6
-18
BrokerB
LMT
88
null
null
Normal monitoring
100
12
208
4
false
Within IPS guidelines
P0886
Opportunistic
Trust
USD
2025-04-23
835,322
48,868
786,454
1
69.3
10.9
15.6
4.2
VNQ:22.3%;MUB:22.3%;TLT:22.3%;VOO:22.3%;BRK.B:10.9%
US:68.4;EU:9.2;APAC:10.7;EM:9.0;Other:2.7
Value:+0.6;Growth:+0.1;Quality:+0.7;Size:-1.0;Momentum:+0.8;LowVol:-0.5
null
6
35
6.1
trailing 9%
256
34.6
Bull
16.9
4.64
2.6
101
106
94
49
false
Sell
Trim extended winner -1%
26
11
BrokerD
MKT
90
null
null
Normal monitoring
-19
-5
27
3
false
Within IPS guidelines
P0887
Active
Trust
USD
2025-11-27
1,010,659
79,379
931,280
1.23
67.4
21.1
5.4
6.1
TLT:35.3%;HYG:35.3%;BRK.B:29.4%
US:60.8;EU:11.4;APAC:14.9;EM:10.2;Other:2.7
Value:+0.2;Growth:+0.5;Quality:+0.9;Size:+0.8;Momentum:-0.8;LowVol:+0.1
MaxPos6%
7
25
4.2
trailing 8%
189
16.1
Volatile
25.8
3.71
3.7
116
-58
18
75
true
Rebalance
Rebalance back to target bands
6
-33
BrokerB
VWAP
87
VAR>budget
TightenStops
Risk above budget threshold
80
-11
51
2
false
Monitor dispersion and breadth
P0888
Opportunistic
Taxable
USD
2024-09-07
544,436
41,684
502,752
1.24
69.9
19.1
6.8
4.2
VOO:24.0%;VNQ:38.0%;IEF:38.0%
US:60.1;EU:20.2;APAC:8.1;EM:8.5;Other:3.2
Value:-0.0;Growth:-0.1;Quality:+0.9;Size:+1.0;Momentum:-0.5;LowVol:+0.8
MaxPos8%
7
25
4.7
hard 12%
186
30.9
Volatile
26.1
4.2
3.8
176
70
80
73
true
Hedge
Buy index puts 1% notional
13
-37
BrokerD
LMT
85
VAR>budget
Hedge
Risk above budget threshold
-36
-29
-40
4
false
Tighten stops on momentum names
P0889
Active
Roth
USD
2025-12-17
978,743
65,987
912,756
1.22
62.6
19.6
11
6.8
GLD:23.6%;AMZN:23.6%;VOO:11.7%;VNQ:23.6%;AAPL:17.5%
US:72.5;EU:8.9;APAC:8.5;EM:9.7;Other:0.4
Value:+0.3;Growth:+0.4;Quality:+0.2;Size:-0.1;Momentum:-0.0;LowVol:+0.6
MaxPos7%
6
30
4.4
trailing 8%
178
26.9
Volatile
23.5
3.76
2.8
146
6
45
56
false
Buy
Add to core equity +1%
8
0
BrokerA
LMT
93
null
null
Normal monitoring
-7
-60
71
4
false
Increase defensive factor exposure
P0890
Opportunistic
IRA
USD
2025-11-09
540,649
22,039
518,610
1
63.5
21.2
7.2
8.1
VTI:21.7%;BRK.B:21.7%;TLT:21.7%;QQQ:21.7%;MUB:13.1%
US:62.6;EU:13.2;APAC:16.7;EM:4.5;Other:3.0
Value:-0.1;Growth:+0.7;Quality:-0.5;Size:-0.1;Momentum:+0.9;LowVol:+0.6
null
8
30
4.6
trailing 7%
237
23.3
Sideways
16.7
4.01
2.4
140
44
73
55
false
Rebalance
Shift +1% to bonds from equity
-3
-35
BrokerC
MKT
99
null
null
Normal monitoring
112
-6
203
3
false
Monitor dispersion and breadth
P0891
Hands-off
Roth
USD
2025-11-19
342,256
33,374
308,882
1
61.5
28.5
0.5
9.5
VOO:9.8%;TSLA:23.8%;MSFT:18.9%;XLF:23.8%;QQQ:23.8%
US:66.1;EU:14.7;APAC:7.4;EM:8.0;Other:3.8
Value:-0.3;Growth:-0.2;Quality:+0.6;Size:+0.3;Momentum:-0.1;LowVol:+0.2
null
5
30
5.5
trailing 10%
116
16.5
Bear
34.9
3.62
2.3
209
-120
5
78
true
Hedge
Buy index puts 1% notional
9
-15
BrokerD
LMT
89
Drift>tolerance
Pause
Allocation drift beyond policy bands
-1
-23
57
5
false
Within IPS guidelines
P0892
Hands-off
Trust
USD
2025-11-20
604,284
36,395
567,889
1
68.8
25.5
0
5.6
VTI:12.7%;VNQ:22.7%;AMZN:22.7%;BND:22.7%;MUB:19.3%
US:68.6;EU:8.1;APAC:12.7;EM:7.2;Other:3.4
Value:+0.5;Growth:-0.5;Quality:+0.2;Size:-0.3;Momentum:-0.3;LowVol:-0.0
null
7
30
4
hard 10%
106
15.1
Bear
23.6
3.28
1.4
192
-32
27
77
true
Rebalance
Rebalance back to target bands
12
-11
BrokerA
MKT
86
VAR>budget
Hedge
Risk above budget threshold
-55
3
5
5
false
Tighten stops on momentum names
P0893
Active
IRA
USD
2025-11-05
1,246,922
114,346
1,132,576
1
61.7
20.8
12.3
5.2
AMZN:25.9%;IEF:37.1%;TSLA:37.1%
US:72.7;EU:9.3;APAC:7.1;EM:9.0;Other:1.9
Value:-0.4;Growth:-0.8;Quality:-0.8;Size:-0.3;Momentum:+0.7;LowVol:-0.8
MaxPos7%;NoDerivatives
5
35
4.6
hard 12%
222
27
Volatile
20.5
3.54
2.1
120
-14
33
61
false
Rebalance
Shift +1% to bonds from equity
-15
11
BrokerC
MKT
95
null
null
Normal monitoring
27
-54
49
3
false
Monitor dispersion and breadth
P0894
Opportunistic
Trust
USD
2024-10-11
1,030,020
41,154
988,866
1
66
21.9
4
8.1
MSFT:16.3%;GLD:29.6%;QQQ:24.6%;TSLA:29.6%
US:60.6;EU:14.4;APAC:13.4;EM:6.8;Other:4.9
Value:-0.9;Growth:+1.0;Quality:-0.8;Size:+0.3;Momentum:-0.4;LowVol:+0.1
null
5
25
7
trailing 7%
280
23.6
Bull
14.7
4.62
3.5
88
23
53
49
false
Rebalance
Shift +1% to bonds from equity
9
-29
BrokerC
LMT
98
null
null
Normal monitoring
80
-11
142
4
false
Within IPS guidelines
P0895
Systematic
Trust
USD
2024-09-12
924,456
75,192
849,264
1
58.3
32.4
0
9.3
BRK.B:16.2%;IEF:20.4%;VNQ:20.4%;BND:15.8%;MSFT:16.8%;AAPL:10.4%
US:64.0;EU:9.4;APAC:13.2;EM:10.1;Other:3.4
Value:-0.3;Growth:-0.0;Quality:+0.9;Size:+0.3;Momentum:-0.5;LowVol:+0.5
NoDerivatives
6
30
5.6
hard 12%
190
26.6
Volatile
25
3.78
3.3
143
-47
27
64
false
Buy
Add to core equity +1%
-5
-5
BrokerD
MKT
88
null
null
Normal monitoring
-28
19
62
3
false
Tax-aware sells next window
P0896
Hands-off
Roth
USD
2025-02-10
496,862
36,423
460,439
1
56.5
28.8
9
5.8
HYG:33.3%;XLF:33.3%;TLT:33.3%
US:71.1;EU:14.0;APAC:7.4;EM:3.4;Other:4.1
Value:+0.1;Growth:-0.6;Quality:-0.3;Size:-1.0;Momentum:-0.6;LowVol:-0.4
ESGOnly
6
25
5.1
trailing 8%
164
17.2
Sideways
20.9
4.31
2.7
133
40
76
55
false
Buy
Add to core equity +1%
-4
-38
BrokerC
LMT
86
null
null
Normal monitoring
25
-31
103
3
false
Tighten stops on momentum names
P0897
Hands-off
Roth
USD
2024-11-18
391,299
20,686
370,613
1
70.4
20.7
0
8.9
VTI:20.3%;HYG:26.6%;GLD:26.6%;TSLA:26.6%
US:62.6;EU:13.9;APAC:12.2;EM:10.1;Other:1.1
Value:-0.5;Growth:-0.8;Quality:-0.4;Size:-0.5;Momentum:+0.6;LowVol:+0.9
MaxPos7%
7
25
3.3
trailing 8%
111
12.8
Sideways
17.2
4.44
2.7
109
10
57
60
false
Buy
Add to core equity +1%
4
-40
BrokerD
MKT
90
null
null
Normal monitoring
8
8
0
3
false
Monitor dispersion and breadth
P0898
Cautious
Taxable
USD
2025-01-09
488,847
75,986
412,861
1
48.4
36.2
0
15.4
BRK.B:17.7%;GLD:19.6%;VNQ:20.2%;XLF:6.2%;AAPL:20.9%;TSLA:15.4%
US:65.1;EU:16.6;APAC:9.3;EM:8.2;Other:0.7
Value:+0.2;Growth:-0.3;Quality:+0.8;Size:-0.9;Momentum:+0.9;LowVol:-0.2
MaxPos8%;NoMargin
8
35
5.2
trailing 8%
161
16.9
Volatile
24.4
4.19
3.1
142
-45
29
63
false
Buy
Add to core equity +1%
9
-35
BrokerA
LMT
93
null
null
Normal monitoring
7
-60
34
4
false
Within IPS guidelines
P0899
Hands-off
Trust
USD
2025-05-15
344,904
17,885
327,019
1
62.7
16.1
12.3
8.9
AAPL:33.6%;QQQ:33.6%;TSLA:32.8%
US:65.6;EU:10.0;APAC:17.3;EM:3.8;Other:3.3
Value:-0.1;Growth:+0.8;Quality:-0.7;Size:0.0;Momentum:+0.1;LowVol:+0.6
null
5
25
5.5
trailing 10%
141
15.6
Sideways
14.6
4.99
2.8
110
58
90
48
false
NoAction
Within bands; monitor
23
9
BrokerB
MKT
0
null
null
Normal monitoring
24
-30
4
3
false
Monitor dispersion and breadth
P0900
Hands-off
IRA
USD
2025-08-19
557,938
49,476
508,462
1
68
24.7
0
7.3
BND:17.3%;MUB:22.0%;HYG:20.3%;AAPL:21.6%;XLF:18.9%
US:63.6;EU:12.3;APAC:14.1;EM:7.4;Other:2.6
Value:+0.8;Growth:+0.2;Quality:-0.8;Size:+0.1;Momentum:+0.3;LowVol:+0.2
MaxPos6%;NoDerivatives
10
30
5
hard 10%
166
15
Bull
17.7
4.04
2.7
87
91
83
66
false
NoAction
Within bands; monitor
-14
-37
BrokerB
LMT
90
null
null
Normal monitoring
-14
10
46
5
false
Tighten stops on momentum names