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
P8001
Cautious
Trust
USD
2025-04-12
557,304
47,663
509,641
1
52.1
36.3
1.3
10.2
VNQ:27.3%;MUB:27.3%;QQQ:27.3%;VOO:18.2%
US:72.1;EU:10.2;APAC:7.3;EM:8.5;Other:1.8
Value:-0.3;Growth:+0.9;Quality:+0.8;Size:+0.8;Momentum:-0.5;LowVol:-1.0
ESGOnly;MaxPos8%;NoMargin
8
30
5.8
trailing 8%
109
18.9
Volatile
25.6
4.51
3.8
150
-38
40
72
true
Hedge
Buy index puts 1% notional
-13
15
BrokerD
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
48
-60
58
2
false
Monitor dispersion and breadth
P8002
Opportunistic
401k
USD
2024-12-12
536,444
45,298
491,146
1
76.7
11.9
4.6
6.9
BND:14.5%;GLD:23.4%;TLT:13.1%;MSFT:23.4%;VTI:15.0%;AAPL:10.6%
US:59.3;EU:18.5;APAC:10.0;EM:8.5;Other:3.8
Value:-0.6;Growth:-0.4;Quality:-0.2;Size:+0.5;Momentum:+0.9;LowVol:+1.0
null
7
25
5.8
trailing 9%
217
22.2
Bear
32.8
3.69
2.9
192
38
62
92
true
Hedge
Buy index puts 1% notional
-3
-28
BrokerB
MKT
91
VAR>budget
Reduce
Risk above budget threshold
46
-14
66
4
false
Monitor dispersion and breadth
P8003
Hands-off
IRA
USD
2024-08-30
780,524
62,161
718,363
1
69.7
16.7
7.4
6.2
VTI:21.0%;BND:19.5%;MUB:23.8%;GLD:23.8%;HYG:11.9%
US:67.7;EU:13.1;APAC:10.9;EM:4.4;Other:3.9
Value:+0.2;Growth:+0.3;Quality:+0.1;Size:-0.5;Momentum:-0.0;LowVol:-0.3
ESGOnly
8
35
4.8
trailing 8%
123
19.4
Bear
28.4
3.18
2.6
208
-25
34
75
true
Hedge
Buy index puts 1% notional
34
-33
BrokerD
LMT
88
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
62
5
42
4
false
Tax-aware sells next window
P8004
Opportunistic
Taxable
USD
2025-05-02
814,304
28,343
785,961
1
75.8
17.8
1.7
4.7
AAPL:8.8%;VTI:21.4%;TLT:21.4%;HYG:21.4%;GLD:17.4%;BRK.B:9.7%
US:60.5;EU:22.1;APAC:10.6;EM:6.5;Other:0.3
Value:-0.5;Growth:-0.7;Quality:+0.4;Size:+0.6;Momentum:-0.9;LowVol:-0.3
MaxPos5%
8
25
4.1
trailing 9%
260
31.5
Bull
15
3.72
2.5
95
80
100
60
false
NoAction
Within bands; monitor
31
-16
BrokerA
VWAP
93
null
null
Normal monitoring
-28
-43
75
3
false
Tax-aware sells next window
P8005
Cautious
Trust
USD
2025-01-21
670,545
104,898
565,647
1
47.2
35.8
4.5
12.5
XLF:25.1%;GLD:25.1%;IEF:25.1%;VOO:24.6%
US:69.4;EU:12.8;APAC:10.0;EM:5.5;Other:2.3
Value:+0.6;Growth:+0.4;Quality:+0.5;Size:-0.8;Momentum:-0.6;LowVol:+0.5
ESGOnly;MaxPos7%;NoMargin
5
35
4.3
hard 10%
166
18.6
Sideways
19
4
2.7
128
32
73
55
false
Rebalance
Shift +1% to bonds from equity
17
-28
BrokerC
MKT
89
null
null
Normal monitoring
-18
-46
20
4
false
Increase defensive factor exposure
P8006
Hands-off
401k
USD
2025-06-29
159,950
14,482
145,468
1
56.8
16.4
21.5
5.3
AAPL:28.7%;MUB:35.7%;IEF:35.7%
US:63.6;EU:13.3;APAC:10.5;EM:9.9;Other:2.7
Value:-0.1;Growth:+0.1;Quality:-0.9;Size:+0.6;Momentum:+0.1;LowVol:+0.8
null
10
25
5.8
trailing 10%
98
19.4
Sideways
14.6
4.63
3.4
132
43
79
33
false
NoAction
Within bands; monitor
12
-11
BrokerA
MKT
0
null
null
Normal monitoring
65
-41
167
5
false
Tax-aware sells next window
P8007
Cautious
Trust
USD
2025-04-14
332,447
36,316
296,131
1
38.7
30.6
17.1
13.6
VOO:15.5%;AAPL:16.2%;MSFT:19.3%;VNQ:21.2%;XLF:21.2%;TLT:6.6%
US:73.8;EU:8.5;APAC:6.3;EM:6.8;Other:4.5
Value:-0.2;Growth:-0.0;Quality:+0.8;Size:0.0;Momentum:+0.5;LowVol:+0.7
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
35
5.2
trailing 8%
131
12.1
Sideways
15.2
4.04
3.5
115
41
56
30
false
Rebalance
Shift +1% to bonds from equity
6
-27
BrokerC
MKT
90
null
null
Normal monitoring
-5
-15
131
5
false
Tighten stops on momentum names
P8008
Systematic
401k
USD
2025-04-25
1,552,891
69,806
1,483,085
1
63.9
26.4
0
9.7
BRK.B:33.3%;HYG:33.3%;VNQ:33.3%
US:69.1;EU:5.9;APAC:8.0;EM:12.3;Other:4.7
Value:+0.4;Growth:-0.6;Quality:-0.3;Size:+0.1;Momentum:+0.6;LowVol:+0.7
null
6
25
5.6
trailing 8%
182
18.6
Bull
15.4
3.93
3.3
96
94
94
56
false
Buy
Add to core equity +1%
24
-1
BrokerB
MKT
99
null
null
Normal monitoring
-50
-8
-64
5
false
Increase defensive factor exposure
P8009
Cautious
Trust
USD
2025-01-31
655,487
64,818
590,669
1
44.6
40.1
0.8
14.5
TSLA:17.1%;XLF:21.8%;VNQ:21.8%;BND:17.6%;AMZN:21.8%
US:65.4;EU:8.6;APAC:14.1;EM:9.7;Other:2.2
Value:-0.3;Growth:+1.0;Quality:-0.2;Size:+0.9;Momentum:-0.3;LowVol:+0.6
ESGOnly;NoMargin
7
35
5.2
hard 10%
126
18.7
Bear
27.6
4.31
1.8
147
-99
5
55
false
Sell
Trim extended winner -1%
34
-27
BrokerC
LMT
85
null
null
Normal monitoring
107
-29
90
5
false
Monitor dispersion and breadth
P8010
Opportunistic
401k
USD
2025-11-18
790,981
24,080
766,901
1.11
69.7
12.4
13.3
4.6
VNQ:15.8%;TSLA:23.0%;AAPL:15.0%;VTI:23.0%;AMZN:23.0%
US:66.4;EU:18.0;APAC:6.4;EM:5.4;Other:3.8
Value:+0.8;Growth:-0.4;Quality:+0.8;Size:+0.9;Momentum:-1.0;LowVol:-0.1
MaxPos6%;NoDerivatives
6
25
6.5
trailing 7%
209
25.9
Volatile
27.7
3.76
2.3
139
71
71
80
true
Hedge
Buy index puts 1% notional
22
12
BrokerA
LMT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
87
-41
178
5
true
Tighten stops on momentum names
P8011
Cautious
Taxable
USD
2025-01-06
156,973
20,858
136,115
1
38.7
33.9
12
15.4
AAPL:24.2%;IEF:23.8%;AMZN:26.0%;HYG:26.0%
US:64.7;EU:10.4;APAC:11.0;EM:10.6;Other:3.3
Value:-0.1;Growth:+0.2;Quality:-0.5;Size:+0.8;Momentum:-0.0;LowVol:+0.5
ESGOnly;NoDerivatives;NoMargin
8
25
3.1
trailing 8%
95
14.8
Bull
17.5
4.08
2.9
102
81
91
42
false
Sell
Trim extended winner -1%
20
-2
BrokerB
MKT
88
null
null
Normal monitoring
11
-41
13
3
false
Increase defensive factor exposure
P8012
Active
Taxable
USD
2025-03-28
2,254,216
137,864
2,116,352
1
54
26
14.4
5.6
GLD:33.3%;MSFT:33.3%;QQQ:33.3%
US:70.6;EU:10.0;APAC:11.9;EM:3.5;Other:4.1
Value:-0.2;Growth:-0.5;Quality:-0.5;Size:-0.1;Momentum:+0.2;LowVol:-0.9
null
5
30
5.5
trailing 8%
142
19.9
Bull
16.5
3.57
3.1
83
31
53
49
false
Buy
Add to core equity +1%
-9
-11
BrokerA
VWAP
90
null
null
Normal monitoring
16
-41
12
4
false
Monitor dispersion and breadth
P8013
Cautious
Trust
USD
2025-07-29
782,575
103,208
679,367
1
46.2
41.8
1.4
10.7
TSLA:21.0%;AAPL:21.0%;GLD:19.9%;XLF:15.1%;QQQ:15.1%;HYG:7.9%
US:65.0;EU:14.8;APAC:12.1;EM:6.8;Other:1.3
Value:+0.5;Growth:0.0;Quality:+0.3;Size:-0.3;Momentum:-0.7;LowVol:-0.0
ESGOnly;NoMargin
5
35
3.3
trailing 10%
138
18.1
Volatile
31
5.37
3.3
178
-59
29
79
true
Hedge
Buy index puts 1% notional
-5
-31
BrokerC
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
24
17
115
5
false
Tighten stops on momentum names
P8014
Hands-off
Trust
USD
2025-10-04
713,664
51,422
662,242
1
58.6
25.4
10.7
5.3
XLF:33.3%;VNQ:33.3%;HYG:33.3%
US:62.4;EU:15.5;APAC:13.9;EM:5.1;Other:3.2
Value:-0.1;Growth:+0.7;Quality:+0.4;Size:-0.5;Momentum:+0.1;LowVol:-0.9
MaxPos7%
10
30
3.9
trailing 8%
163
13.7
Sideways
14.6
4.41
2.2
133
8
57
36
false
Rebalance
Shift +1% to bonds from equity
3
-20
BrokerD
LMT
93
null
null
Normal monitoring
77
4
177
3
false
Tax-aware sells next window
P8015
Hands-off
Trust
USD
2024-10-30
406,705
25,582
381,123
1
66.2
22.4
5.6
5.8
TLT:33.3%;VTI:33.3%;HYG:33.3%
US:73.3;EU:12.8;APAC:10.0;EM:3.2;Other:0.7
Value:-0.7;Growth:-0.3;Quality:-0.7;Size:-0.8;Momentum:-0.4;LowVol:-0.5
ESGOnly
8
35
5.9
trailing 10%
139
15.6
Bull
16.7
4.78
2.7
76
79
77
51
false
Buy
Add to core equity +1%
-9
-18
BrokerD
MKT
86
null
null
Normal monitoring
29
-40
126
5
false
Tighten stops on momentum names
P8016
Opportunistic
Roth
USD
2025-12-25
996,001
55,149
940,852
1.14
72.1
20.3
0
7.7
HYG:25.0%;AAPL:25.0%;MSFT:25.0%;IEF:25.0%
US:66.9;EU:19.1;APAC:6.8;EM:6.2;Other:1.0
Value:+0.4;Growth:+0.6;Quality:-0.5;Size:+0.2;Momentum:+0.2;LowVol:-0.7
MaxPos7%
10
35
5.1
hard 12%
256
22.4
Sideways
19.5
3.51
2.7
126
11
62
59
false
Buy
Add to core equity +1%
-9
-10
BrokerD
LMT
86
null
null
Normal monitoring
30
2
139
4
false
Increase defensive factor exposure
P8017
Active
401k
USD
2024-07-06
2,357,847
163,240
2,194,607
1.17
61.1
26.8
2.9
9.2
HYG:21.8%;MSFT:9.7%;QQQ:21.8%;IEF:21.8%;BRK.B:8.8%;XLF:16.2%
US:63.1;EU:11.7;APAC:11.4;EM:11.8;Other:1.9
Value:0.0;Growth:+0.7;Quality:-0.8;Size:+0.7;Momentum:-0.4;LowVol:+0.7
NoDerivatives
5
30
4.6
trailing 9%
136
17.3
Bull
14.5
4.62
3.2
95
89
82
41
false
Buy
Add to core equity +1%
-4
-33
BrokerD
LMT
90
null
null
Normal monitoring
106
-60
197
5
false
Within IPS guidelines
P8018
Cautious
Taxable
USD
2025-02-03
196,334
28,479
167,855
1
41.1
32.4
15.5
11
TSLA:11.3%;AAPL:19.1%;BRK.B:21.0%;VNQ:24.3%;XLF:24.3%
US:74.7;EU:7.0;APAC:13.4;EM:4.5;Other:0.4
Value:+0.5;Growth:+0.8;Quality:-0.8;Size:-0.4;Momentum:+0.1;LowVol:0.0
ESGOnly;MaxPos8%;NoMargin
10
30
3.4
trailing 8%
126
16.4
Sideways
15.3
3.88
2.4
97
-7
45
28
false
NoAction
Within bands; monitor
-7
-36
BrokerC
MKT
0
null
null
Normal monitoring
63
-37
26
4
false
Monitor dispersion and breadth
P8019
Systematic
IRA
USD
2025-11-19
1,683,822
116,191
1,567,631
1
55.3
21.9
15
7.8
TSLA:11.2%;MUB:24.5%;AMZN:21.6%;HYG:18.3%;VTI:24.5%
US:55.7;EU:14.4;APAC:14.2;EM:11.7;Other:4.1
Value:-0.3;Growth:+0.6;Quality:+0.8;Size:-1.0;Momentum:-1.0;LowVol:+0.2
MaxPos6%
6
35
5.9
hard 12%
192
21.3
Volatile
29.5
5.29
3
164
28
54
80
true
Hedge
Buy index puts 1% notional
28
-9
BrokerC
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
75
18
91
3
false
Increase defensive factor exposure
P8020
Active
Roth
USD
2024-07-14
783,479
74,178
709,301
1
61.4
23.5
9.8
5.3
TSLA:33.3%;VNQ:33.3%;HYG:33.3%
US:62.7;EU:15.1;APAC:15.2;EM:4.7;Other:2.3
Value:-0.6;Growth:-0.7;Quality:-0.7;Size:-0.6;Momentum:-0.1;LowVol:+0.6
MaxPos8%
5
30
4.1
trailing 9%
181
17.7
Bull
13.7
4.07
3
85
67
70
43
false
NoAction
Within bands; monitor
32
-35
BrokerD
MKT
0
null
null
Normal monitoring
75
-18
73
3
false
Tighten stops on momentum names
P8021
Cautious
Roth
USD
2025-08-28
277,578
31,619
245,959
1
39.8
39.2
10.2
10.9
BND:34.5%;XLF:34.5%;IEF:30.9%
US:72.9;EU:11.1;APAC:6.7;EM:4.5;Other:4.8
Value:-0.7;Growth:-0.6;Quality:-0.4;Size:+0.6;Momentum:+0.4;LowVol:+0.8
MaxPos7%;NoMargin
5
30
4.9
trailing 8%
98
14.5
Sideways
14.9
4.39
2.8
117
11
62
35
false
Hedge
Add TLT +1% as duration hedge
-1
-7
BrokerC
MKT
94
null
null
Normal monitoring
-6
-56
-19
4
false
Increase defensive factor exposure
P8022
Systematic
401k
USD
2024-10-17
1,268,066
111,140
1,156,926
1
57.4
32.5
4.2
5.9
VTI:24.2%;TSLA:25.3%;BND:25.3%;AMZN:25.3%
US:73.3;EU:5.6;APAC:5.2;EM:11.8;Other:4.0
Value:+0.4;Growth:+0.9;Quality:-0.7;Size:-0.3;Momentum:-1.0;LowVol:+0.3
null
10
35
5.4
trailing 8%
197
24.6
Sideways
20.8
4.48
2.2
93
-11
34
57
false
Buy
Add to core equity +1%
25
-25
BrokerC
MKT
93
null
null
Normal monitoring
27
-33
10
5
false
Within IPS guidelines
P8023
Hands-off
Taxable
USD
2025-04-26
897,108
37,637
859,471
1
68.3
20.9
5
5.8
MSFT:28.5%;MUB:28.5%;IEF:14.6%;BRK.B:28.5%
US:61.1;EU:13.9;APAC:15.4;EM:7.0;Other:2.5
Value:+1.0;Growth:+0.5;Quality:+0.1;Size:-0.3;Momentum:-0.4;LowVol:-0.7
MaxPos7%
10
35
5.2
trailing 10%
127
13.4
Bull
14.5
4.85
3.3
112
57
89
44
false
Buy
Add to core equity +1%
22
-3
BrokerD
LMT
96
null
null
Normal monitoring
37
-37
10
4
false
Tighten stops on momentum names
P8024
Systematic
Roth
USD
2025-07-15
1,456,259
65,134
1,391,125
1
66.1
21.9
3
9
MUB:23.2%;AMZN:23.2%;HYG:10.5%;VOO:23.2%;IEF:19.9%
US:63.1;EU:13.5;APAC:10.5;EM:8.4;Other:4.5
Value:-0.4;Growth:-0.9;Quality:-0.4;Size:-0.4;Momentum:+0.1;LowVol:-0.6
null
10
30
5.5
trailing 9%
209
18.6
Bull
13.7
3.87
3.5
105
54
87
46
false
Rebalance
Shift +1% to bonds from equity
4
3
BrokerD
MKT
90
null
null
Normal monitoring
22
-34
64
5
false
Within IPS guidelines
P8025
Active
Trust
USD
2025-10-15
2,275,211
250,849
2,024,362
1
59.1
18.3
13.4
9.2
TSLA:25.7%;GLD:25.7%;HYG:22.9%;VNQ:25.7%
US:59.5;EU:14.8;APAC:10.4;EM:11.3;Other:4.0
Value:-0.9;Growth:+0.7;Quality:+0.9;Size:-0.3;Momentum:-0.1;LowVol:-0.7
null
7
25
5
trailing 8%
226
25.2
Bear
33.2
3.6
1.9
150
-27
38
72
true
Reduce
Cut high-beta by 2-3%, add cash
20
-18
BrokerA
VWAP
91
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-24
9
9
3
false
Monitor dispersion and breadth
P8026
Systematic
Taxable
USD
2025-01-24
611,741
39,272
572,469
1
63.5
27.3
2.7
6.5
VTI:21.9%;VOO:26.0%;AMZN:26.0%;BND:26.0%
US:56.8;EU:18.5;APAC:14.0;EM:6.2;Other:4.6
Value:+0.1;Growth:+0.8;Quality:-0.3;Size:-0.5;Momentum:-0.8;LowVol:-0.5
MaxPos7%;NoDerivatives
8
35
4.5
hard 12%
140
24
Bear
28.9
4.07
2.5
142
-102
5
74
true
Rebalance
Rebalance back to target bands
6
-20
BrokerC
VWAP
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
117
-7
161
4
false
Tax-aware sells next window
P8027
Cautious
IRA
USD
2025-11-07
410,017
36,620
373,397
1
48.3
31.7
4.7
15.3
IEF:8.1%;BRK.B:20.4%;TSLA:13.0%;MUB:20.7%;VOO:17.0%;HYG:20.7%
US:62.5;EU:19.5;APAC:9.2;EM:6.2;Other:2.6
Value:+0.2;Growth:-0.6;Quality:+0.7;Size:+0.1;Momentum:-0.7;LowVol:-0.1
MaxPos8%;NoMargin
5
35
3.4
trailing 10%
129
15.8
Sideways
17.1
4.21
2.3
131
51
77
39
false
Hedge
Add TLT +1% as duration hedge
-10
-10
BrokerC
LMT
87
null
null
Normal monitoring
112
-27
118
5
false
Tax-aware sells next window
P8028
Systematic
IRA
USD
2024-07-14
867,864
59,359
808,505
1
55.4
27.7
10.6
6.4
VNQ:22.2%;HYG:14.5%;QQQ:13.9%;MSFT:24.7%;GLD:24.7%
US:65.6;EU:14.0;APAC:11.1;EM:9.0;Other:0.4
Value:-0.1;Growth:-0.2;Quality:-0.2;Size:-0.6;Momentum:+0.9;LowVol:+0.3
null
6
25
4.4
trailing 9%
127
23.2
Bull
15.2
4.62
3.2
70
30
73
33
false
NoAction
Within bands; monitor
35
-30
BrokerD
MKT
0
null
null
Normal monitoring
89
-45
169
3
false
Tax-aware sells next window
P8029
Active
IRA
USD
2024-12-12
948,507
107,284
841,223
1.07
52.8
18.2
21.1
7.9
HYG:26.7%;BRK.B:26.7%;QQQ:19.8%;BND:26.7%
US:69.2;EU:11.0;APAC:13.6;EM:3.1;Other:3.1
Value:-0.0;Growth:-0.2;Quality:+0.2;Size:+0.6;Momentum:-0.5;LowVol:-0.3
NoDerivatives
10
35
4.1
trailing 9%
146
21
Volatile
25.2
4.67
4.1
151
-18
44
72
true
Hedge
Buy index puts 1% notional
-7
-34
BrokerA
LMT
97
VAR>budget
TightenStops
Risk above budget threshold
-41
-19
-60
3
false
Tax-aware sells next window
P8030
Active
Trust
USD
2025-11-12
1,190,222
136,490
1,053,732
1
62.1
21.9
7.6
8.4
GLD:26.9%;VOO:19.4%;XLF:26.9%;QQQ:26.9%
US:57.2;EU:16.5;APAC:13.5;EM:12.1;Other:0.6
Value:-0.2;Growth:-0.6;Quality:-1.0;Size:+0.1;Momentum:-0.6;LowVol:-0.2
MaxPos7%
7
30
5.6
hard 12%
143
19.5
Sideways
21.8
3.94
3
133
49
89
61
true
Hedge
Buy index puts 1% notional
16
-22
BrokerA
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
59
-3
63
2
false
Increase defensive factor exposure
P8031
Cautious
Taxable
USD
2025-12-08
348,417
42,078
306,339
1
50.4
35.8
0
13.8
VTI:20.7%;AMZN:15.1%;MSFT:16.8%;HYG:20.7%;GLD:6.6%;TLT:20.3%
US:65.1;EU:12.5;APAC:12.7;EM:8.6;Other:1.2
Value:+0.8;Growth:-0.7;Quality:+0.3;Size:+0.4;Momentum:-0.0;LowVol:-0.8
MaxPos5%;NoMargin
5
30
4.9
hard 10%
141
16.1
Bull
11.7
4.85
3.2
78
78
80
32
false
Hedge
Add TLT +1% as duration hedge
-8
-27
BrokerB
VWAP
91
null
null
Normal monitoring
-8
5
88
3
false
Monitor dispersion and breadth
P8032
Hands-off
Trust
USD
2025-01-02
750,192
63,255
686,937
1
60.7
20.7
10
8.6
AAPL:26.3%;VOO:26.3%;QQQ:21.1%;MSFT:26.3%
US:64.0;EU:17.0;APAC:6.2;EM:12.1;Other:0.7
Value:-0.1;Growth:-0.9;Quality:-0.7;Size:-0.5;Momentum:+0.9;LowVol:+0.6
MaxPos7%;NoDerivatives
7
35
3.9
hard 10%
105
19
Bull
11.6
3.8
2.7
91
110
100
44
false
Rebalance
Shift +1% to bonds from equity
-5
-6
BrokerA
MKT
92
null
null
Normal monitoring
27
-15
90
3
false
Within IPS guidelines
P8033
Cautious
Roth
USD
2025-01-05
350,205
44,896
305,309
1
48
35.3
2
14.8
TLT:33.9%;MUB:32.2%;IEF:33.9%
US:67.8;EU:15.0;APAC:11.3;EM:3.1;Other:2.8
Value:-1.0;Growth:-0.7;Quality:-0.9;Size:+0.1;Momentum:-0.4;LowVol:+0.5
MaxPos6%;NoMargin
8
25
4.1
hard 10%
122
17.5
Volatile
20.3
4.26
3.5
137
-21
33
59
false
Sell
Trim extended winner -1%
28
-24
BrokerD
MKT
100
null
null
Normal monitoring
-11
2
-19
5
false
Within IPS guidelines
P8034
Cautious
Taxable
USD
2025-10-29
673,040
104,331
568,709
1
37.6
38.9
6.4
17.1
VTI:17.3%;VOO:23.2%;XLF:23.2%;TLT:20.4%;HYG:16.0%
US:58.7;EU:19.0;APAC:12.5;EM:5.5;Other:4.2
Value:+0.7;Growth:+0.9;Quality:+0.4;Size:+0.9;Momentum:+0.6;LowVol:-0.5
MaxPos6%;NoDerivatives;NoMargin
6
35
4.2
trailing 8%
90
15.6
Bull
13.1
3.57
2.3
100
37
62
37
false
Rebalance
Shift +1% to bonds from equity
20
-29
BrokerA
MKT
88
null
null
Normal monitoring
105
20
158
5
false
Tax-aware sells next window
P8035
Active
Taxable
USD
2024-07-24
1,387,099
102,583
1,284,516
1
62.3
26.8
1.8
9
MSFT:33.3%;TSLA:33.3%;AMZN:33.3%
US:59.7;EU:17.9;APAC:11.2;EM:9.9;Other:1.3
Value:-0.8;Growth:+0.9;Quality:+0.9;Size:-0.6;Momentum:-0.3;LowVol:+0.8
MaxPos5%
10
25
4.7
trailing 9%
155
17.8
Bear
31.5
3.35
2.8
138
-100
5
73
true
Rebalance
Rebalance back to target bands
-4
-29
BrokerA
VWAP
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
35
-14
14
2
false
Increase defensive factor exposure
P8036
Opportunistic
Taxable
USD
2025-04-09
796,474
28,007
768,467
1
63.3
21.7
6.7
8.3
HYG:33.3%;IEF:33.3%;TSLA:33.3%
US:65.5;EU:9.5;APAC:14.0;EM:8.6;Other:2.4
Value:+0.7;Growth:-0.6;Quality:-0.5;Size:-0.8;Momentum:+0.9;LowVol:+0.3
MaxPos5%
7
30
5
trailing 7%
191
22.1
Bull
12.5
3.98
3.3
70
1
61
51
false
Rebalance
Shift +1% to bonds from equity
-12
-19
BrokerD
LMT
93
null
null
Normal monitoring
12
7
106
3
false
Tighten stops on momentum names
P8037
Cautious
401k
USD
2024-11-14
207,262
24,927
182,335
1
38.8
34.2
15.3
11.7
TLT:21.9%;XLF:21.9%;MSFT:21.9%;HYG:18.9%;TSLA:15.5%
US:63.8;EU:9.2;APAC:16.4;EM:8.0;Other:2.6
Value:+0.1;Growth:-0.3;Quality:+0.9;Size:-0.4;Momentum:+0.8;LowVol:-0.1
MaxPos6%;NoDerivatives;NoMargin
8
35
3.3
trailing 10%
133
18.8
Bear
29.8
3.39
2.9
162
19
61
56
false
Rebalance
Shift +1% to bonds from equity
9
-35
BrokerC
LMT
98
null
null
Normal monitoring
18
-29
7
3
false
Within IPS guidelines
P8038
Cautious
IRA
USD
2024-11-18
620,293
82,635
537,658
1
44.5
38.5
0
17.1
VNQ:33.3%;GLD:33.3%;MSFT:33.3%
US:63.0;EU:10.2;APAC:10.3;EM:12.6;Other:4.0
Value:0.0;Growth:-0.5;Quality:+0.4;Size:-0.1;Momentum:+0.6;LowVol:-0.9
NoDerivatives;NoMargin
10
25
5.9
hard 10%
128
17.1
Bull
12.3
4.44
2.3
81
69
83
21
false
Sell
Trim extended winner -1%
35
3
BrokerB
LMT
85
null
null
Normal monitoring
-49
19
-6
4
false
Monitor dispersion and breadth
P8039
Cautious
Trust
USD
2025-07-23
259,508
32,758
226,750
1
37.2
35.8
13.9
13.1
BRK.B:24.2%;XLF:24.2%;VOO:24.2%;TLT:13.8%;QQQ:13.7%
US:56.5;EU:20.3;APAC:10.6;EM:8.0;Other:4.6
Value:+0.4;Growth:-0.2;Quality:+1.0;Size:+0.7;Momentum:-0.8;LowVol:-0.6
NoMargin
5
25
3.9
trailing 8%
144
12.3
Sideways
19.2
3.62
3.4
111
11
61
43
false
Buy
Add to core equity +1%
20
-40
BrokerD
LMT
97
null
null
Normal monitoring
69
-15
139
3
false
Tax-aware sells next window
P8040
Systematic
Roth
USD
2025-08-06
1,260,128
92,701
1,167,427
1
55.3
21
14.5
9.1
QQQ:26.1%;VNQ:26.4%;HYG:21.1%;BRK.B:26.4%
US:71.7;EU:7.0;APAC:6.2;EM:10.5;Other:4.6
Value:+0.1;Growth:+0.6;Quality:-0.4;Size:-0.2;Momentum:-0.8;LowVol:-0.5
null
8
30
4.4
hard 12%
129
26
Bear
23
3
2.4
179
-78
11
64
true
Hedge
Buy index puts 1% notional
17
14
BrokerB
MKT
95
VAR>budget
TightenStops
Risk above budget threshold
-34
-17
89
3
false
Increase defensive factor exposure
P8041
Hands-off
Trust
USD
2025-03-12
213,920
11,241
202,679
1
60
16
15.9
8
VTI:22.7%;MUB:23.3%;IEF:14.5%;TSLA:23.3%;MSFT:16.3%
US:62.0;EU:7.6;APAC:16.0;EM:11.9;Other:2.5
Value:-0.1;Growth:+0.8;Quality:-0.3;Size:-0.0;Momentum:+0.8;LowVol:-0.1
null
5
25
4.7
trailing 8%
128
12.2
Sideways
21.9
3.71
3.1
99
3
41
54
false
Rebalance
Shift +1% to bonds from equity
1
-24
BrokerB
LMT
93
null
null
Normal monitoring
-1
-13
136
3
false
Monitor dispersion and breadth
P8042
Systematic
IRA
USD
2024-10-26
1,464,265
69,606
1,394,659
1
60.3
27.5
4.2
8
MUB:33.3%;IEF:33.3%;AMZN:33.3%
US:75.2;EU:6.5;APAC:6.3;EM:9.7;Other:2.3
Value:-0.5;Growth:-0.2;Quality:+0.7;Size:-0.4;Momentum:+0.5;LowVol:-0.2
MaxPos5%;NoDerivatives
5
35
5.4
trailing 8%
183
25.8
Sideways
21.3
4.95
2.8
114
47
59
66
true
Reduce
Cut high-beta by 2-3%, add cash
-6
13
BrokerA
LMT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-16
-30
-33
2
false
Within IPS guidelines
P8043
Systematic
Trust
USD
2024-07-22
513,835
27,774
486,061
1
65.3
25.9
0
8.7
QQQ:18.8%;VTI:25.1%;MSFT:15.9%;VNQ:25.1%;XLF:15.2%
US:56.4;EU:17.7;APAC:11.1;EM:10.9;Other:3.8
Value:-0.1;Growth:+0.9;Quality:+0.9;Size:-0.5;Momentum:+0.8;LowVol:-0.3
MaxPos7%;NoDerivatives
6
35
5.2
trailing 9%
214
25.4
Sideways
15.6
4.17
3.2
104
9
47
60
false
Rebalance
Shift +1% to bonds from equity
34
-19
BrokerB
MKT
93
null
null
Normal monitoring
77
-45
42
4
false
Tighten stops on momentum names
P8044
Cautious
IRA
USD
2025-10-07
374,504
31,573
342,931
1
41.4
30.9
14.3
13.4
BRK.B:33.3%;AMZN:33.3%;TSLA:33.3%
US:71.2;EU:13.0;APAC:7.8;EM:4.9;Other:3.1
Value:+0.8;Growth:+0.6;Quality:-0.1;Size:+0.8;Momentum:-0.8;LowVol:+0.1
ESGOnly;MaxPos6%;NoMargin
7
35
5.5
hard 10%
118
16
Bull
11.8
4.47
3.3
110
47
81
27
false
NoAction
Within bands; monitor
-8
-30
BrokerB
VWAP
98
null
null
Normal monitoring
88
-25
222
3
false
Tax-aware sells next window
P8045
Active
Taxable
USD
2025-10-22
1,903,679
119,109
1,784,570
1.2
64.7
24.8
5
5.5
TSLA:28.0%;AAPL:28.0%;HYG:15.9%;VOO:28.0%
US:65.9;EU:17.7;APAC:8.3;EM:5.8;Other:2.3
Value:+0.6;Growth:+0.9;Quality:-0.8;Size:+0.7;Momentum:-0.8;LowVol:+0.1
null
7
35
5.2
hard 12%
197
20.9
Bull
16.5
4.19
3.1
74
97
100
44
false
Buy
Add to core equity +1%
-2
3
BrokerD
LMT
98
null
null
Normal monitoring
-7
-38
126
4
false
Within IPS guidelines
P8046
Systematic
401k
USD
2025-01-16
1,083,129
63,720
1,019,409
1
68.9
24.8
0
6.3
BND:22.0%;TSLA:22.0%;AMZN:22.0%;GLD:22.0%;BRK.B:12.1%
US:69.7;EU:8.9;APAC:11.3;EM:10.0;Other:0.1
Value:-0.7;Growth:+0.8;Quality:-0.9;Size:-0.7;Momentum:+0.2;LowVol:-0.3
null
7
30
4.7
hard 12%
222
18.8
Sideways
14.6
4.67
2.1
123
13
49
48
false
Rebalance
Shift +1% to bonds from equity
-10
12
BrokerA
MKT
89
null
null
Normal monitoring
65
-1
182
5
false
Tighten stops on momentum names
P8047
Opportunistic
Trust
USD
2024-12-27
1,468,723
96,421
1,372,302
1.22
73.1
13.5
5.2
8.2
BRK.B:18.1%;MUB:20.8%;VOO:8.2%;HYG:20.8%;AAPL:15.9%;TLT:16.2%
US:61.7;EU:11.7;APAC:11.0;EM:11.6;Other:4.0
Value:+0.1;Growth:-0.7;Quality:+0.2;Size:-0.7;Momentum:-0.2;LowVol:-0.2
null
8
25
6.6
trailing 7%
160
32.2
Bull
15.8
3.98
2.5
111
40
68
56
false
Sell
Trim extended winner -1%
31
-14
BrokerB
MKT
96
null
null
Normal monitoring
18
11
44
4
false
Tighten stops on momentum names
P8048
Hands-off
401k
USD
2025-10-22
250,957
15,188
235,769
1
67.2
26.8
0
5.9
VOO:9.4%;VNQ:20.2%;AMZN:16.5%;MUB:17.2%;MSFT:16.4%;GLD:20.2%
US:64.0;EU:7.7;APAC:13.9;EM:9.9;Other:4.5
Value:-0.6;Growth:-0.2;Quality:-1.0;Size:+0.8;Momentum:+0.8;LowVol:-0.4
null
10
30
4.7
trailing 10%
168
13.9
Bear
24.7
4.42
2.9
157
-10
59
70
false
Buy
Add to core equity +1%
6
-36
BrokerD
LMT
98
null
null
Normal monitoring
57
-6
169
3
false
Tax-aware sells next window
P8049
Opportunistic
Taxable
USD
2025-04-16
333,400
16,674
316,726
1.1
72.3
13.5
8.2
6
MUB:22.5%;QQQ:20.3%;BND:12.3%;VTI:22.5%;HYG:22.5%
US:72.3;EU:9.3;APAC:10.5;EM:6.2;Other:1.7
Value:-0.3;Growth:-0.3;Quality:+0.7;Size:+0.5;Momentum:+0.3;LowVol:+0.6
NoDerivatives
10
25
6.2
hard 12%
259
30.5
Bull
11.4
4.78
3.1
86
40
67
46
false
Rebalance
Shift +1% to bonds from equity
7
1
BrokerD
MKT
89
null
null
Normal monitoring
56
-51
139
3
false
Increase defensive factor exposure
P8050
Hands-off
Trust
USD
2024-07-14
243,531
19,257
224,274
1
74.1
18.7
1.5
5.6
IEF:24.6%;XLF:25.1%;MSFT:25.1%;HYG:25.1%
US:71.0;EU:10.5;APAC:12.5;EM:3.2;Other:2.8
Value:+0.3;Growth:+0.7;Quality:-0.4;Size:-0.4;Momentum:-0.2;LowVol:-0.2
MaxPos8%;NoDerivatives
6
25
5.7
trailing 8%
109
17.5
Bull
17.8
4.5
2.8
95
30
59
67
true
Hedge
Buy index puts 1% notional
-10
-24
BrokerA
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
53
-54
110
2
false
Monitor dispersion and breadth
P8051
Systematic
Taxable
USD
2024-10-22
1,780,865
91,571
1,689,294
1
58.9
26.6
8.3
6.2
IEF:14.1%;MUB:24.5%;VNQ:18.5%;TLT:18.4%;AMZN:24.5%
US:77.9;EU:6.1;APAC:6.6;EM:6.8;Other:2.6
Value:-0.5;Growth:+0.9;Quality:+0.1;Size:+0.6;Momentum:+0.4;LowVol:-0.3
null
7
25
4.6
hard 12%
156
20.7
Volatile
26.8
4.24
3.6
157
60
93
77
true
Hedge
Buy index puts 1% notional
-3
-5
BrokerB
MKT
88
VAR>budget
Hedge
Risk above budget threshold
56
-26
153
3
false
Within IPS guidelines
P8052
Opportunistic
Trust
USD
2025-03-06
624,878
45,231
579,647
1
77.2
13.4
3.2
6.2
MSFT:9.1%;XLF:11.9%;VNQ:17.6%;GLD:20.7%;AAPL:20.7%;IEF:19.9%
US:68.9;EU:9.0;APAC:11.4;EM:8.1;Other:2.6
Value:+0.9;Growth:-0.7;Quality:+0.9;Size:+0.2;Momentum:-0.5;LowVol:-0.5
MaxPos5%
8
35
5
trailing 9%
169
26.5
Bear
24.8
4.03
1.9
200
-96
5
68
false
NoAction
Within bands; monitor
32
6
BrokerB
MKT
0
null
null
Normal monitoring
-28
-56
99
3
false
Within IPS guidelines
P8053
Hands-off
401k
USD
2025-05-28
762,517
56,425
706,092
1
71.4
21.4
0
7.2
AAPL:33.3%;VNQ:33.3%;TLT:33.3%
US:69.0;EU:10.9;APAC:7.2;EM:9.9;Other:3.0
Value:+0.6;Growth:+0.5;Quality:-0.3;Size:+0.9;Momentum:-0.5;LowVol:+0.9
ESGOnly
5
30
3.1
hard 10%
161
16.5
Sideways
16.8
3.72
2.5
121
20
70
58
false
Rebalance
Shift +1% to bonds from equity
6
-19
BrokerA
LMT
99
null
null
Normal monitoring
51
-58
149
4
false
Increase defensive factor exposure
P8054
Opportunistic
Roth
USD
2025-09-18
774,716
38,113
736,603
1.24
63.3
18.7
13.6
4.5
TSLA:17.8%;MUB:24.2%;XLF:24.2%;HYG:9.8%;BRK.B:24.2%
US:63.3;EU:11.3;APAC:6.4;EM:13.4;Other:5.6
Value:+0.9;Growth:-0.6;Quality:-0.0;Size:-0.9;Momentum:-0.1;LowVol:-0.3
null
7
25
4.6
trailing 9%
270
32
Volatile
20.7
4.93
2.8
112
-60
12
57
false
Rebalance
Shift +1% to bonds from equity
20
-19
BrokerB
MKT
91
null
null
Normal monitoring
35
-47
134
3
false
Increase defensive factor exposure
P8055
Hands-off
IRA
USD
2025-03-18
422,931
41,650
381,281
1
67.2
20
5.1
7.8
HYG:21.9%;BRK.B:14.8%;AMZN:21.9%;IEF:14.4%;AAPL:16.2%;TLT:10.9%
US:64.2;EU:10.3;APAC:13.5;EM:9.6;Other:2.4
Value:-1.0;Growth:+0.5;Quality:-0.3;Size:-0.3;Momentum:+0.1;LowVol:-0.5
MaxPos5%
5
25
3.3
trailing 8%
111
18.5
Bear
31.9
3.13
1
155
-31
22
75
true
Rebalance
Rebalance back to target bands
20
-3
BrokerC
MKT
93
RegimeShift
Reduce
Volatility spike and breadth deterioration
-15
-4
6
5
false
Tax-aware sells next window
P8056
Hands-off
401k
USD
2025-03-12
836,538
67,606
768,932
1
59.3
18
17.7
5
BRK.B:16.9%;TLT:27.7%;AMZN:27.7%;VNQ:27.7%
US:64.3;EU:16.7;APAC:7.2;EM:7.9;Other:3.9
Value:+0.1;Growth:-0.7;Quality:-0.3;Size:-0.4;Momentum:+0.4;LowVol:-0.3
ESGOnly;MaxPos6%;NoDerivatives
10
35
3.1
hard 10%
152
19.4
Bull
17.3
4.81
2.6
75
117
100
57
false
NoAction
Within bands; monitor
-2
7
BrokerB
VWAP
97
null
null
Normal monitoring
-5
-37
107
5
false
Tighten stops on momentum names
P8057
Hands-off
401k
USD
2025-03-21
688,456
38,929
649,527
1
69.2
24.1
0
6.7
TSLA:33.4%;AAPL:33.4%;TLT:33.2%
US:61.4;EU:17.2;APAC:16.2;EM:4.4;Other:0.9
Value:-0.6;Growth:-0.1;Quality:-0.7;Size:+0.5;Momentum:+0.2;LowVol:+0.3
ESGOnly
10
25
3.1
trailing 8%
152
19.6
Bull
14.3
3.74
2.8
76
44
62
48
true
Hedge
Buy index puts 1% notional
32
-27
BrokerB
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-51
-6
-65
5
false
Tighten stops on momentum names
P8058
Opportunistic
Trust
USD
2024-09-25
721,362
44,886
676,476
1.13
73.3
19.5
0
7.2
VOO:26.4%;QQQ:26.4%;MSFT:20.9%;BND:26.4%
US:58.2;EU:14.2;APAC:13.2;EM:10.2;Other:4.2
Value:-0.5;Growth:-0.3;Quality:+0.4;Size:-0.3;Momentum:-0.7;LowVol:+0.7
MaxPos5%
6
25
4.3
trailing 7%
218
21.4
Volatile
22.4
5.14
2.1
174
41
61
66
false
Rebalance
Shift +1% to bonds from equity
29
4
BrokerA
LMT
85
null
null
Normal monitoring
-1
-53
-38
3
false
Tighten stops on momentum names
P8059
Systematic
IRA
USD
2025-08-16
1,878,241
78,712
1,799,529
1
61.1
27.1
2.9
8.9
XLF:33.3%;MUB:33.3%;MSFT:33.3%
US:65.3;EU:17.1;APAC:11.6;EM:4.1;Other:1.9
Value:-0.6;Growth:+0.9;Quality:-0.5;Size:-0.8;Momentum:+0.3;LowVol:-0.4
null
10
30
5.7
hard 12%
147
16.2
Bull
17.3
3.53
3
95
84
80
53
false
Hedge
Add TLT +1% as duration hedge
-15
-24
BrokerD
LMT
99
null
null
Normal monitoring
-41
5
-30
3
false
Increase defensive factor exposure
P8060
Hands-off
Trust
USD
2025-04-18
177,592
13,230
164,362
1
56.3
25.1
10.4
8.2
BRK.B:35.4%;MSFT:35.4%;XLF:29.2%
US:62.9;EU:18.2;APAC:9.1;EM:8.4;Other:1.4
Value:0.0;Growth:+1.0;Quality:-0.3;Size:+0.1;Momentum:-1.0;LowVol:-0.9
null
10
25
5.4
hard 10%
108
18
Sideways
16.2
4.89
2.1
126
54
81
43
false
Rebalance
Shift +1% to bonds from equity
-10
-26
BrokerC
LMT
99
null
null
Normal monitoring
-41
-10
-52
3
false
Within IPS guidelines
P8061
Active
Taxable
USD
2025-05-19
1,526,332
104,716
1,421,616
1
63.1
25.2
1.9
9.8
MSFT:36.9%;TSLA:36.9%;VTI:26.3%
US:69.7;EU:6.3;APAC:7.7;EM:12.0;Other:4.4
Value:+0.3;Growth:-0.7;Quality:+0.1;Size:-0.8;Momentum:0.0;LowVol:-0.9
NoDerivatives
5
35
5.8
trailing 8%
139
28
Bull
15.6
4.21
3.2
73
96
93
58
false
Buy
Add to core equity +1%
0
-33
BrokerB
MKT
89
null
null
Normal monitoring
66
6
96
5
false
Monitor dispersion and breadth
P8062
Hands-off
401k
USD
2025-02-07
375,877
27,559
348,318
1
66.4
15.8
10.4
7.4
BRK.B:25.3%;VOO:25.3%;XLF:25.3%;MSFT:24.1%
US:68.4;EU:10.7;APAC:13.1;EM:3.5;Other:4.3
Value:+0.5;Growth:-0.0;Quality:-1.0;Size:+0.2;Momentum:-0.8;LowVol:-0.2
ESGOnly;MaxPos8%;NoDerivatives
7
30
5.8
hard 10%
97
17.1
Volatile
22
4.43
2.1
158
-17
51
65
false
Rebalance
Shift +1% to bonds from equity
27
8
BrokerA
MKT
96
null
null
Normal monitoring
64
-51
143
4
false
Tax-aware sells next window
P8063
Active
IRA
USD
2025-09-14
511,591
59,962
451,629
1
59.6
28.2
5.1
7.1
BRK.B:21.5%;IEF:13.0%;BND:23.6%;VNQ:18.7%;TSLA:23.2%
US:79.0;EU:7.4;APAC:8.9;EM:3.5;Other:1.1
Value:-0.6;Growth:+0.3;Quality:+0.9;Size:+0.1;Momentum:+0.5;LowVol:+0.8
null
6
25
4.1
trailing 8%
188
17.7
Bull
12.7
4.28
2.1
89
81
100
47
true
Rebalance
Rebalance back to target bands
-4
-7
BrokerD
MKT
100
VAR>budget
Pause
Risk above budget threshold
77
-23
205
3
false
Increase defensive factor exposure
P8064
Active
IRA
USD
2025-01-03
2,292,889
153,083
2,139,806
1
55.5
29.9
6.2
8.4
VNQ:23.4%;VOO:23.4%;QQQ:10.8%;MSFT:23.4%;XLF:18.9%
US:71.9;EU:11.1;APAC:6.7;EM:9.5;Other:0.9
Value:-0.6;Growth:+0.5;Quality:-0.4;Size:0.0;Momentum:+0.6;LowVol:+0.2
null
10
30
4.6
hard 12%
201
27.3
Bull
11
4.02
3
84
29
68
26
false
Rebalance
Shift +1% to bonds from equity
21
-7
BrokerA
VWAP
94
null
null
Normal monitoring
70
-24
140
4
false
Tax-aware sells next window
P8065
Hands-off
401k
USD
2025-03-29
563,237
32,410
530,827
1
61
22.7
10.2
6.1
VNQ:35.7%;BND:28.7%;IEF:35.7%
US:69.3;EU:7.5;APAC:8.6;EM:10.6;Other:4.0
Value:+0.2;Growth:0.0;Quality:+0.8;Size:+1.0;Momentum:+0.7;LowVol:+0.2
ESGOnly;MaxPos6%
10
35
4
trailing 8%
98
18.8
Sideways
16.1
4.74
3
139
38
82
56
false
Sell
Trim extended winner -1%
18
-36
BrokerA
VWAP
90
null
null
Normal monitoring
58
-27
48
4
false
Within IPS guidelines
P8066
Opportunistic
Taxable
USD
2024-09-23
370,167
21,585
348,582
1
66.6
10.2
18
5.1
MUB:33.3%;BRK.B:33.3%;IEF:33.3%
US:64.3;EU:11.4;APAC:14.0;EM:8.6;Other:1.8
Value:+0.2;Growth:-0.8;Quality:+0.3;Size:+0.7;Momentum:-0.8;LowVol:+0.1
MaxPos6%
5
25
4.2
trailing 9%
214
23
Bear
26.6
4.27
1.1
131
-115
5
68
false
NoAction
Within bands; monitor
20
-2
BrokerC
MKT
0
null
null
Normal monitoring
111
12
118
5
false
Tighten stops on momentum names
P8067
Hands-off
401k
USD
2024-11-14
394,025
39,317
354,708
1
70.1
18.3
4.7
6.9
TLT:23.2%;QQQ:15.4%;BND:11.1%;MUB:17.3%;VTI:9.8%;AAPL:23.2%
US:66.3;EU:5.4;APAC:13.6;EM:10.1;Other:4.6
Value:-0.5;Growth:-0.4;Quality:+0.2;Size:+0.6;Momentum:-0.6;LowVol:+0.1
NoDerivatives
10
35
4.1
hard 10%
137
16.4
Bull
16.9
3.78
2.8
114
92
85
50
false
Sell
Trim extended winner -1%
29
-32
BrokerA
VWAP
99
null
null
Normal monitoring
-27
-49
-55
4
false
Increase defensive factor exposure
P8068
Systematic
Taxable
USD
2025-10-01
841,397
44,279
797,118
1
63.9
22.2
7.5
6.5
IEF:13.1%;AMZN:22.8%;TSLA:22.8%;VTI:10.1%;VOO:22.8%;HYG:8.4%
US:61.5;EU:16.3;APAC:12.6;EM:8.6;Other:1.1
Value:-0.6;Growth:-0.2;Quality:-0.4;Size:-0.2;Momentum:-0.1;LowVol:+0.8
null
7
30
5.6
hard 12%
128
24.9
Bear
30.6
3.82
2.7
156
-98
5
87
true
Reduce
Cut high-beta by 2-3%, add cash
12
8
BrokerC
MKT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
18
18
113
4
false
Tighten stops on momentum names
P8069
Opportunistic
401k
USD
2025-09-14
435,090
22,235
412,855
1
72.9
13.3
8
5.8
BND:10.9%;MUB:10.9%;IEF:20.8%;GLD:22.4%;TSLA:22.4%;VTI:12.7%
US:75.2;EU:7.7;APAC:10.9;EM:5.7;Other:0.5
Value:-0.5;Growth:-0.2;Quality:+0.7;Size:+0.1;Momentum:+0.5;LowVol:-0.7
MaxPos8%
6
30
4.1
trailing 9%
252
20.2
Volatile
28.4
5.45
2.5
131
0
53
84
true
Hedge
Buy index puts 1% notional
-7
-28
BrokerD
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-18
-39
98
2
true
Increase defensive factor exposure
P8070
Hands-off
IRA
USD
2025-01-26
601,359
55,953
545,406
1
62.1
25.9
5
6.9
BRK.B:35.9%;VTI:28.3%;VOO:35.9%
US:68.5;EU:9.1;APAC:10.7;EM:6.9;Other:4.9
Value:+0.7;Growth:-0.9;Quality:+0.6;Size:+0.1;Momentum:-0.6;LowVol:-0.5
ESGOnly
8
25
3.6
trailing 8%
164
12.1
Volatile
24.4
5.09
4.5
168
58
92
70
false
Rebalance
Shift +1% to bonds from equity
-8
-15
BrokerA
MKT
93
null
null
Normal monitoring
83
-17
124
5
false
Increase defensive factor exposure
P8071
Systematic
401k
USD
2024-10-05
1,907,298
151,273
1,756,025
1
63.6
28.7
0
7.8
BRK.B:22.5%;BND:22.5%;AMZN:17.0%;TLT:22.5%;HYG:8.0%;VOO:7.6%
US:63.1;EU:19.2;APAC:9.3;EM:5.0;Other:3.4
Value:-0.8;Growth:-0.8;Quality:+0.4;Size:-0.1;Momentum:+0.2;LowVol:-0.8
MaxPos6%
8
30
5.2
trailing 9%
191
19.4
Volatile
27.3
5.23
3.4
178
-25
48
69
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-25
BrokerC
LMT
95
RegimeShift
Reduce
Volatility spike and breadth deterioration
22
-2
17
3
false
Increase defensive factor exposure
P8072
Cautious
Taxable
USD
2025-12-03
333,085
40,226
292,859
1
40.4
31.7
12.9
15
HYG:21.6%;MSFT:15.3%;TSLA:19.1%;BRK.B:16.1%;XLF:16.3%;BND:11.5%
US:75.5;EU:6.1;APAC:12.1;EM:5.8;Other:0.6
Value:+0.1;Growth:-0.6;Quality:+1.0;Size:+0.4;Momentum:-0.6;LowVol:-0.5
NoMargin
8
25
3.1
trailing 10%
132
18
Sideways
18.2
3.78
2.4
102
-24
35
31
false
Buy
Add to core equity +1%
26
13
BrokerB
LMT
94
null
null
Normal monitoring
114
-31
148
3
false
Monitor dispersion and breadth
P8073
Cautious
IRA
USD
2025-05-18
624,000
50,916
573,084
1
36.4
34
13.7
15.9
BND:25.0%;QQQ:25.0%;IEF:25.0%;TSLA:25.0%
US:72.8;EU:11.3;APAC:5.8;EM:8.5;Other:1.6
Value:-0.5;Growth:-0.0;Quality:-0.9;Size:+1.0;Momentum:-0.4;LowVol:+0.5
ESGOnly;MaxPos7%;NoMargin
7
25
4.7
trailing 8%
105
13.1
Bull
16.5
3.53
3.3
109
80
78
28
false
Buy
Add to core equity +1%
15
9
BrokerA
MKT
86
null
null
Normal monitoring
-21
-18
105
4
false
Increase defensive factor exposure
P8074
Systematic
Trust
USD
2024-07-31
1,894,491
109,708
1,784,783
1
64.7
27.3
2.1
5.9
XLF:13.9%;MUB:25.5%;IEF:25.5%;MSFT:13.1%;TSLA:22.0%
US:65.6;EU:15.0;APAC:5.5;EM:11.1;Other:2.9
Value:-0.8;Growth:+0.9;Quality:+0.1;Size:+0.3;Momentum:-0.6;LowVol:-0.4
MaxPos8%
10
35
5.2
hard 12%
148
23.6
Bull
12.5
4.57
2.6
79
104
100
33
false
Sell
Trim extended winner -1%
25
-13
BrokerA
LMT
99
null
null
Normal monitoring
31
-38
166
5
false
Monitor dispersion and breadth
P8075
Active
401k
USD
2024-09-22
1,574,180
117,370
1,456,810
1.23
52.5
23.1
18.8
5.7
MUB:26.3%;GLD:21.0%;XLF:26.3%;TSLA:26.3%
US:70.6;EU:7.2;APAC:15.0;EM:5.4;Other:1.9
Value:-0.5;Growth:+0.7;Quality:-0.8;Size:+0.2;Momentum:-0.1;LowVol:-0.5
null
5
30
4.8
hard 12%
154
26
Volatile
30.9
4.76
3.2
130
51
83
83
true
Hedge
Buy index puts 1% notional
4
15
BrokerC
LMT
85
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
2
11
116
5
false
Within IPS guidelines
P8076
Hands-off
Roth
USD
2025-04-25
449,275
34,664
414,611
1
66
22
2.5
9.6
BND:28.9%;TSLA:28.8%;BRK.B:13.4%;MUB:28.9%
US:70.2;EU:6.3;APAC:7.9;EM:11.9;Other:3.7
Value:-0.1;Growth:+0.4;Quality:+0.9;Size:-0.1;Momentum:+0.4;LowVol:-0.4
ESGOnly;NoDerivatives
7
35
3.8
trailing 8%
161
13.5
Bull
12.1
4.85
2.8
110
107
100
46
false
Rebalance
Shift +1% to bonds from equity
-2
2
BrokerD
MKT
94
null
null
Normal monitoring
32
-60
27
4
false
Increase defensive factor exposure
P8077
Hands-off
Taxable
USD
2024-08-10
753,354
47,632
705,722
1
65.6
24.4
0.4
9.5
VOO:22.9%;QQQ:11.5%;BND:19.0%;VTI:20.4%;MSFT:14.2%;BRK.B:11.9%
US:59.9;EU:14.7;APAC:12.4;EM:10.0;Other:3.0
Value:+0.7;Growth:-0.5;Quality:-0.1;Size:+0.9;Momentum:+0.5;LowVol:-0.7
ESGOnly
8
30
3.7
trailing 8%
94
15.4
Bull
15.8
4.53
2.1
86
31
76
43
false
Buy
Add to core equity +1%
11
7
BrokerA
LMT
86
null
null
Normal monitoring
82
-31
205
5
false
Increase defensive factor exposure
P8078
Cautious
IRA
USD
2025-10-21
403,182
61,420
341,762
1
43.6
40.8
0
15.6
TSLA:25.7%;IEF:25.7%;AAPL:22.8%;VTI:25.7%
US:61.9;EU:19.8;APAC:6.1;EM:9.1;Other:3.0
Value:+0.8;Growth:+0.4;Quality:-0.1;Size:-0.1;Momentum:+0.6;LowVol:+0.2
NoMargin
7
30
5.9
hard 10%
98
19.7
Bull
12.6
4.1
2.1
71
3
58
25
false
NoAction
Within bands; monitor
4
-37
BrokerD
MKT
0
null
null
Normal monitoring
43
-31
61
3
false
Within IPS guidelines
P8079
Systematic
IRA
USD
2025-11-05
1,239,430
120,639
1,118,791
1
61.2
27.6
5.8
5.4
TLT:37.3%;MUB:37.3%;MSFT:25.4%
US:59.1;EU:16.0;APAC:16.9;EM:6.2;Other:1.9
Value:+0.5;Growth:-0.3;Quality:+0.8;Size:-0.8;Momentum:-0.2;LowVol:+0.8
null
7
25
4.6
trailing 9%
142
20.1
Sideways
16
4.24
2.7
101
10
62
41
false
Buy
Add to core equity +1%
2
-16
BrokerD
VWAP
99
null
null
Normal monitoring
37
-53
122
4
false
Tighten stops on momentum names
P8080
Opportunistic
Trust
USD
2025-04-13
1,025,840
86,861
938,979
1
65.7
10.9
16.5
6.8
VNQ:21.3%;QQQ:10.8%;AMZN:21.3%;GLD:11.6%;IEF:13.9%;BRK.B:21.3%
US:67.9;EU:8.2;APAC:14.1;EM:7.8;Other:2.0
Value:+0.7;Growth:+0.2;Quality:-0.3;Size:0.0;Momentum:-0.9;LowVol:-0.5
NoDerivatives
6
30
4.9
trailing 7%
252
34.7
Bull
15.4
4.11
2.7
112
82
100
45
false
Sell
Trim extended winner -1%
-6
-29
BrokerC
MKT
90
null
null
Normal monitoring
-47
16
-87
5
false
Monitor dispersion and breadth
P8081
Hands-off
Roth
USD
2025-07-30
578,523
49,417
529,106
1
66.1
21.9
2.7
9.2
MSFT:23.1%;TLT:24.1%;IEF:24.1%;VTI:12.4%;BND:16.2%
US:70.8;EU:11.4;APAC:6.0;EM:7.9;Other:3.9
Value:+0.3;Growth:+0.5;Quality:-0.7;Size:-0.1;Momentum:+0.9;LowVol:+0.9
ESGOnly;MaxPos7%
10
30
3.4
hard 10%
145
17
Sideways
18.1
4.16
3
95
34
56
50
false
Hedge
Add TLT +1% as duration hedge
28
14
BrokerD
LMT
88
null
null
Normal monitoring
35
-46
166
4
false
Increase defensive factor exposure
P8082
Hands-off
Taxable
USD
2024-10-04
824,666
69,783
754,883
1
56
29
6
9
VTI:33.3%;QQQ:33.3%;TSLA:33.3%
US:62.3;EU:12.6;APAC:12.7;EM:9.3;Other:3.0
Value:-0.9;Growth:+0.4;Quality:+0.8;Size:-0.8;Momentum:+0.4;LowVol:-0.0
ESGOnly;MaxPos8%
7
25
3.1
trailing 10%
139
13.1
Bull
17.6
4.22
2.4
115
51
81
53
false
Sell
Trim extended winner -1%
18
-29
BrokerC
LMT
100
null
null
Normal monitoring
-14
20
44
3
false
Monitor dispersion and breadth
P8083
Active
Trust
USD
2025-08-23
1,083,399
76,579
1,006,820
1
60.3
23
7.8
8.9
VTI:30.4%;BND:20.9%;AMZN:18.4%;VNQ:30.4%
US:69.4;EU:9.6;APAC:7.6;EM:9.6;Other:3.8
Value:-0.9;Growth:+0.6;Quality:-0.8;Size:+0.9;Momentum:+0.5;LowVol:-0.8
MaxPos6%
5
25
4.8
hard 12%
138
22.2
Bear
26.5
3.75
1.1
192
-43
13
59
false
Rebalance
Shift +1% to bonds from equity
6
-38
BrokerC
LMT
95
null
null
Normal monitoring
90
-55
225
3
false
Tax-aware sells next window
P8084
Systematic
401k
USD
2025-08-14
1,403,841
129,894
1,273,947
1
58.6
31.3
4.2
5.9
BND:25.1%;MSFT:24.7%;XLF:25.1%;VOO:25.1%
US:71.5;EU:7.1;APAC:11.2;EM:9.8;Other:0.3
Value:-0.1;Growth:+0.8;Quality:-0.3;Size:-0.5;Momentum:-0.2;LowVol:+0.2
null
6
35
4.1
hard 12%
152
18.4
Sideways
14.3
4.11
3.1
97
28
75
45
false
Sell
Trim extended winner -1%
2
-8
BrokerD
VWAP
99
null
null
Normal monitoring
-28
-6
21
3
false
Tax-aware sells next window
P8085
Active
IRA
USD
2025-06-06
940,477
108,999
831,478
1
61.5
26.8
4.4
7.4
AAPL:22.7%;VNQ:19.4%;VOO:22.7%;VTI:22.7%;QQQ:12.7%
US:65.7;EU:15.8;APAC:12.6;EM:5.7;Other:0.2
Value:-0.3;Growth:-0.5;Quality:-0.4;Size:-0.2;Momentum:-0.1;LowVol:-0.7
MaxPos5%
5
25
4.6
trailing 9%
165
21.9
Volatile
24.6
4.33
3.5
128
62
95
65
false
Sell
Trim extended winner -1%
-10
5
BrokerB
VWAP
95
null
null
Normal monitoring
-12
-51
-6
3
false
Tax-aware sells next window
P8086
Opportunistic
Roth
USD
2025-09-03
1,584,093
47,921
1,536,172
1
68.1
19
4.5
8.4
VTI:29.1%;TLT:12.7%;GLD:29.1%;TSLA:29.1%
US:69.8;EU:14.8;APAC:6.3;EM:7.3;Other:1.8
Value:+1.0;Growth:-0.8;Quality:+1.0;Size:+0.3;Momentum:-0.6;LowVol:0.0
NoDerivatives
7
25
4.9
trailing 7%
223
26.2
Bull
13.1
3.77
3
113
69
88
40
false
Rebalance
Shift +1% to bonds from equity
7
-37
BrokerA
LMT
88
null
null
Normal monitoring
59
5
125
4
false
Monitor dispersion and breadth
P8087
Opportunistic
IRA
USD
2025-07-22
576,865
43,791
533,074
1
77.3
15.9
0
6.8
XLF:11.0%;TSLA:22.1%;HYG:15.3%;VOO:22.1%;BND:12.2%;AMZN:17.2%
US:63.5;EU:15.3;APAC:10.3;EM:9.8;Other:1.1
Value:+0.5;Growth:-0.7;Quality:+0.5;Size:-0.3;Momentum:+0.8;LowVol:+0.2
NoDerivatives
8
30
5.2
trailing 7%
204
29.8
Sideways
16.4
4.17
2.3
140
50
76
50
false
Rebalance
Shift +1% to bonds from equity
23
-3
BrokerA
MKT
99
null
null
Normal monitoring
6
-4
108
4
false
Tighten stops on momentum names
P8088
Cautious
Trust
USD
2025-03-13
520,269
77,419
442,850
1
46.3
37.1
0
16.6
MSFT:26.5%;TLT:24.6%;QQQ:26.5%;VOO:22.3%
US:64.6;EU:14.7;APAC:12.1;EM:6.4;Other:2.2
Value:+0.6;Growth:-0.7;Quality:-0.2;Size:+0.8;Momentum:+0.1;LowVol:+0.6
ESGOnly;NoMargin
6
30
5.1
trailing 8%
148
14.7
Bull
11.6
4.16
3.4
117
72
88
20
false
Sell
Trim extended winner -1%
-9
-39
BrokerA
LMT
95
null
null
Normal monitoring
7
-10
138
4
false
Increase defensive factor exposure
P8089
Cautious
IRA
USD
2024-07-19
461,570
40,037
421,533
1
51.8
31.8
2.4
14
MSFT:10.4%;XLF:13.1%;TSLA:22.5%;QQQ:9.9%;BRK.B:21.0%;GLD:23.1%
US:73.8;EU:9.3;APAC:8.3;EM:8.1;Other:0.5
Value:-0.5;Growth:-0.1;Quality:+1.0;Size:-0.5;Momentum:+0.1;LowVol:+0.5
ESGOnly;NoDerivatives;NoMargin
5
35
3.5
trailing 8%
136
17
Bear
26.6
3.57
1.5
169
-111
5
60
false
Buy
Add to core equity +1%
2
7
BrokerD
MKT
92
null
null
Normal monitoring
89
-34
103
4
false
Increase defensive factor exposure
P8090
Hands-off
Trust
USD
2024-10-20
407,733
31,961
375,772
1
62.3
19.2
12.5
5.9
TLT:21.5%;VNQ:21.5%;VTI:14.1%;VOO:21.5%;BND:21.5%
US:78.5;EU:7.5;APAC:9.3;EM:4.6;Other:0.0
Value:+0.3;Growth:-0.5;Quality:-0.9;Size:-0.4;Momentum:-0.2;LowVol:+0.2
MaxPos6%;NoDerivatives
7
25
4.7
trailing 10%
148
15.3
Bull
16
3.87
2.7
116
35
54
59
false
NoAction
Within bands; monitor
9
-3
BrokerB
VWAP
100
null
null
Normal monitoring
35
15
0
3
false
Tax-aware sells next window
P8091
Hands-off
Taxable
USD
2024-12-24
242,487
10,642
231,845
1
57.9
16.4
16.9
8.8
TLT:18.2%;AMZN:19.3%;MSFT:10.6%;GLD:18.9%;BRK.B:21.6%;HYG:11.3%
US:67.8;EU:6.7;APAC:14.4;EM:7.2;Other:3.9
Value:-0.6;Growth:+0.8;Quality:+0.4;Size:-0.6;Momentum:+0.2;LowVol:-0.6
MaxPos7%
5
25
5.5
hard 10%
96
19.3
Sideways
15.2
3.61
2.7
128
42
80
43
false
Hedge
Add TLT +1% as duration hedge
25
-35
BrokerB
MKT
85
null
null
Normal monitoring
118
6
193
4
false
Within IPS guidelines
P8092
Active
Trust
USD
2024-08-01
1,924,796
217,248
1,707,548
1
58
19.9
12.9
9.1
HYG:12.7%;QQQ:21.6%;GLD:13.0%;VNQ:9.8%;TLT:21.6%;XLF:21.5%
US:71.7;EU:8.2;APAC:9.2;EM:6.8;Other:4.1
Value:-0.6;Growth:+0.6;Quality:+0.8;Size:+0.4;Momentum:+0.1;LowVol:-0.4
null
6
30
4.6
trailing 8%
139
17
Volatile
30.4
4.19
3.3
143
-33
48
70
true
Hedge
Buy index puts 1% notional
-10
-4
BrokerC
MKT
87
RegimeShift
Reduce
Volatility spike and breadth deterioration
53
-31
167
2
false
Within IPS guidelines
P8093
Cautious
Roth
USD
2024-10-04
756,643
62,234
694,409
1
36
41.6
10
12.4
AMZN:10.5%;VTI:8.6%;MUB:23.1%;VOO:23.1%;TLT:11.4%;BND:23.1%
US:61.3;EU:12.2;APAC:12.2;EM:10.1;Other:4.2
Value:-0.1;Growth:-0.8;Quality:-0.9;Size:+0.6;Momentum:+0.5;LowVol:-0.6
MaxPos8%;NoMargin
5
30
5
hard 10%
163
14.2
Volatile
31.4
4.08
3.5
118
26
71
60
false
Rebalance
Shift +1% to bonds from equity
32
-22
BrokerD
LMT
98
null
null
Normal monitoring
91
-49
105
3
false
Tighten stops on momentum names
P8094
Hands-off
Roth
USD
2024-08-28
862,547
46,419
816,128
1
59
23.4
11
6.6
BND:25.0%;QQQ:25.0%;TLT:25.0%;VOO:25.0%
US:57.7;EU:21.1;APAC:11.4;EM:8.9;Other:0.9
Value:-0.7;Growth:-0.0;Quality:-0.5;Size:-0.0;Momentum:-0.8;LowVol:+1.0
MaxPos7%
6
25
3.5
hard 10%
119
12.5
Volatile
27.6
4.88
2.8
164
36
60
63
false
Rebalance
Shift +1% to bonds from equity
35
-32
BrokerA
MKT
95
null
null
Normal monitoring
-29
-27
95
5
false
Within IPS guidelines
P8095
Opportunistic
IRA
USD
2024-08-28
660,222
46,031
614,191
1
72.9
20
1.4
5.7
AMZN:7.4%;VOO:21.1%;IEF:17.4%;HYG:11.6%;VTI:21.2%;GLD:21.2%
US:68.4;EU:17.3;APAC:7.5;EM:6.4;Other:0.3
Value:+0.8;Growth:+0.7;Quality:+0.8;Size:+0.1;Momentum:+0.8;LowVol:-0.3
NoDerivatives
6
35
5.6
trailing 7%
163
27.6
Bull
13.1
3.74
3.1
112
24
53
48
false
Buy
Add to core equity +1%
12
-1
BrokerD
LMT
88
null
null
Normal monitoring
18
-48
108
5
false
Within IPS guidelines
P8096
Cautious
IRA
USD
2025-10-31
310,960
45,128
265,832
1
37.8
37.7
9
15.4
IEF:6.5%;GLD:14.4%;BRK.B:18.9%;TSLA:20.7%;VNQ:20.7%;HYG:18.8%
US:70.8;EU:8.9;APAC:13.3;EM:6.1;Other:1.0
Value:-0.1;Growth:-0.6;Quality:+0.8;Size:0.0;Momentum:-0.4;LowVol:+0.2
ESGOnly;MaxPos6%;NoMargin
10
25
3.2
trailing 10%
160
16
Bull
16.9
4.3
2.2
93
48
70
44
false
Buy
Add to core equity +1%
13
-26
BrokerC
LMT
95
null
null
Normal monitoring
104
-24
168
3
false
Increase defensive factor exposure
P8097
Hands-off
Trust
USD
2025-08-04
607,338
44,952
562,386
1
69.5
16.8
7.7
6
AAPL:12.7%;AMZN:19.2%;IEF:16.2%;VOO:18.0%;BND:21.9%;TLT:12.0%
US:69.6;EU:10.8;APAC:13.3;EM:4.4;Other:1.9
Value:+0.4;Growth:+0.2;Quality:-0.5;Size:-0.5;Momentum:-0.5;LowVol:-0.0
ESGOnly
10
30
4.8
trailing 8%
157
13.5
Volatile
20.2
5.25
3.9
154
53
78
59
false
Buy
Add to core equity +1%
32
-35
BrokerD
VWAP
86
null
null
Normal monitoring
92
-5
149
5
false
Monitor dispersion and breadth
P8098
Hands-off
401k
USD
2024-08-22
283,693
25,635
258,058
1
57.6
19.4
16.2
6.8
GLD:16.2%;VOO:16.5%;BRK.B:16.2%;BND:20.1%;TLT:11.4%;VNQ:19.5%
US:57.1;EU:17.5;APAC:12.1;EM:8.3;Other:5.1
Value:+0.8;Growth:+0.9;Quality:-0.5;Size:+0.6;Momentum:-0.3;LowVol:-1.0
MaxPos7%
7
30
4.7
trailing 8%
119
18.3
Bull
11.1
4.87
2.5
83
94
100
46
false
Rebalance
Shift +1% to bonds from equity
-13
-13
BrokerB
LMT
100
null
null
Normal monitoring
71
-33
134
3
false
Tax-aware sells next window
P8099
Systematic
Roth
USD
2025-02-20
1,768,423
88,300
1,680,123
1
61
30.1
0
8.8
VOO:18.1%;VTI:17.3%;QQQ:11.7%;VNQ:21.2%;TLT:15.3%;GLD:16.4%
US:68.0;EU:17.2;APAC:6.2;EM:7.6;Other:0.9
Value:-0.0;Growth:-0.7;Quality:+0.8;Size:+0.7;Momentum:+0.8;LowVol:+0.4
MaxPos5%;NoDerivatives
8
35
4.1
hard 12%
204
17.1
Volatile
29
5.11
3.1
125
50
75
80
true
Reduce
Cut high-beta by 2-3%, add cash
28
-39
BrokerB
MKT
88
VAR>budget
Reduce
Risk above budget threshold
7
-9
132
4
false
Increase defensive factor exposure
P8100
Opportunistic
401k
USD
2025-02-11
1,750,688
76,950
1,673,738
1
67.7
15.8
12.3
4.2
IEF:34.1%;HYG:34.1%;XLF:31.8%
US:69.7;EU:13.0;APAC:11.3;EM:3.3;Other:2.7
Value:0.0;Growth:-0.4;Quality:+0.5;Size:-0.5;Momentum:+0.5;LowVol:+0.2
MaxPos7%;NoDerivatives
5
35
4.9
trailing 9%
168
27.8
Bull
12.3
4.85
3.4
107
76
98
43
false
Rebalance
Shift +1% to bonds from equity
10
2
BrokerB
LMT
87
null
null
Normal monitoring
-26
-32
30
4
false
Tax-aware sells next window