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
P8401
Systematic
Roth
USD
2025-07-01
886,215
77,728
808,487
1
55.4
29.8
9
5.8
MSFT:25.0%;AAPL:25.0%;VNQ:25.0%;BRK.B:25.0%
US:72.2;EU:8.7;APAC:10.4;EM:6.2;Other:2.5
Value:+0.3;Growth:-0.7;Quality:+0.4;Size:-0.7;Momentum:-0.8;LowVol:+0.1
null
5
30
4.3
trailing 9%
163
20.4
Bull
11.1
3.7
3.5
80
10
64
25
true
Hedge
Buy index puts 1% notional
27
-17
BrokerA
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-23
-43
82
2
false
Monitor dispersion and breadth
P8402
Systematic
Taxable
USD
2024-08-28
1,243,836
73,191
1,170,645
1
63.9
20.1
7.6
8.4
IEF:21.4%;TSLA:21.4%;AAPL:6.3%;BND:17.1%;HYG:17.6%;XLF:16.1%
US:67.6;EU:7.0;APAC:8.0;EM:14.3;Other:3.0
Value:+0.2;Growth:-1.0;Quality:-0.8;Size:+0.3;Momentum:-0.5;LowVol:+0.4
null
8
35
4.6
trailing 9%
228
18.1
Volatile
30
3.6
3.6
125
-34
45
82
true
Reduce
Cut high-beta by 2-3%, add cash
35
-12
BrokerA
MKT
100
VAR>budget
Pause
Risk above budget threshold
83
10
104
4
false
Tighten stops on momentum names
P8403
Systematic
Trust
USD
2025-04-26
1,261,643
65,349
1,196,294
1
59.8
22.3
11.8
6
VTI:21.8%;MUB:11.6%;QQQ:17.1%;TSLA:21.8%;GLD:10.4%;IEF:17.2%
US:58.2;EU:18.7;APAC:10.9;EM:8.4;Other:3.8
Value:+0.1;Growth:-0.7;Quality:-0.8;Size:+0.2;Momentum:-0.1;LowVol:+0.5
MaxPos8%;NoDerivatives
7
25
4.9
trailing 8%
135
20.3
Volatile
24.4
4.3
2.9
133
-21
32
55
false
NoAction
Within bands; monitor
22
0
BrokerB
MKT
0
null
null
Normal monitoring
-33
-41
-36
4
false
Increase defensive factor exposure
P8404
Systematic
IRA
USD
2024-10-23
1,922,354
187,203
1,735,151
1
55.6
21.6
17.2
5.6
AMZN:15.8%;QQQ:17.7%;TLT:23.1%;VTI:23.1%;IEF:20.4%
US:69.7;EU:8.6;APAC:9.0;EM:10.4;Other:2.3
Value:-0.7;Growth:+0.4;Quality:-0.4;Size:-0.6;Momentum:-0.4;LowVol:-0.2
null
8
25
5.2
hard 12%
120
26.8
Bear
24.7
3.14
1.4
202
-43
43
60
false
Sell
Trim extended winner -1%
23
-11
BrokerC
VWAP
93
null
null
Normal monitoring
8
-16
143
4
false
Tax-aware sells next window
P8405
Systematic
401k
USD
2024-08-21
1,886,385
113,732
1,772,653
1
55.6
23.9
11.9
8.6
XLF:33.3%;VOO:33.3%;VTI:33.3%
US:66.2;EU:9.9;APAC:11.7;EM:9.0;Other:3.2
Value:-0.1;Growth:+0.7;Quality:+1.0;Size:+0.3;Momentum:+0.3;LowVol:-0.4
NoDerivatives
8
35
5.3
trailing 8%
184
16.4
Bear
23
3.8
2.1
187
-19
45
54
false
Buy
Add to core equity +1%
9
-9
BrokerC
MKT
95
null
null
Normal monitoring
-9
-3
34
3
false
Increase defensive factor exposure
P8406
Active
Roth
USD
2025-09-11
609,695
61,743
547,952
1
64.3
25.6
2.1
8
QQQ:24.7%;AAPL:11.9%;GLD:24.7%;XLF:14.2%;HYG:24.7%
US:67.9;EU:6.1;APAC:12.4;EM:9.0;Other:4.5
Value:-1.0;Growth:+0.5;Quality:+0.2;Size:+0.5;Momentum:-0.0;LowVol:+0.6
NoDerivatives
7
30
5.2
trailing 9%
128
25.4
Volatile
22.8
4.6
2
137
62
82
59
false
Hedge
Add TLT +1% as duration hedge
3
-6
BrokerB
MKT
85
null
null
Normal monitoring
74
-19
47
4
false
Within IPS guidelines
P8407
Opportunistic
Trust
USD
2025-12-17
749,816
26,265
723,551
1
68.6
13.9
10.4
7.1
VOO:20.8%;MSFT:29.0%;TLT:21.1%;HYG:29.0%
US:71.2;EU:8.9;APAC:14.2;EM:3.5;Other:2.2
Value:-1.0;Growth:+0.4;Quality:-0.7;Size:-0.5;Momentum:-0.5;LowVol:+0.8
null
8
25
6.4
trailing 7%
211
30.4
Bull
14.2
4.13
2.3
74
80
99
52
false
Rebalance
Shift +1% to bonds from equity
33
-31
BrokerB
LMT
97
null
null
Normal monitoring
-9
-7
-19
3
false
Tax-aware sells next window
P8408
Active
IRA
USD
2025-09-16
1,492,912
137,288
1,355,624
1
51.9
26.9
11.4
9.8
MSFT:8.6%;AAPL:22.0%;VOO:14.4%;XLF:11.1%;VTI:22.0%;TLT:22.0%
US:64.0;EU:15.9;APAC:9.6;EM:10.1;Other:0.3
Value:-0.1;Growth:+0.3;Quality:-0.1;Size:+0.6;Momentum:-0.9;LowVol:-0.7
MaxPos7%
7
30
5.1
hard 12%
225
21.2
Sideways
19.3
4.35
2.3
98
-23
37
52
false
Buy
Add to core equity +1%
31
-15
BrokerD
LMT
93
null
null
Normal monitoring
120
-19
214
3
false
Tax-aware sells next window
P8409
Active
Roth
USD
2025-12-11
2,374,063
168,718
2,205,345
1
63.8
31
0
5.2
HYG:25.0%;BND:25.0%;QQQ:25.0%;TSLA:25.0%
US:73.4;EU:7.4;APAC:7.8;EM:8.3;Other:3.1
Value:+0.7;Growth:+0.6;Quality:0.0;Size:+0.3;Momentum:-0.4;LowVol:-0.6
MaxPos5%
7
30
4.5
trailing 8%
222
20
Bull
13.8
4.61
2.4
72
55
90
41
true
Reduce
Cut high-beta by 2-3%, add cash
29
-13
BrokerB
VWAP
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
81
-33
77
3
false
Monitor dispersion and breadth
P8410
Hands-off
Trust
USD
2025-02-27
709,345
68,676
640,669
1
65
28.1
0
6.9
MSFT:26.7%;IEF:23.0%;GLD:26.7%;VNQ:23.5%
US:63.8;EU:16.8;APAC:12.9;EM:3.6;Other:2.9
Value:-0.1;Growth:-0.8;Quality:+0.2;Size:-0.3;Momentum:-0.6;LowVol:-0.2
ESGOnly
6
30
4.5
hard 10%
120
16.3
Bull
11
3.59
2.5
113
117
100
47
false
Buy
Add to core equity +1%
-4
-21
BrokerD
MKT
89
null
null
Normal monitoring
-43
11
32
4
false
Within IPS guidelines
P8411
Cautious
Trust
USD
2024-07-25
280,623
27,873
252,750
1
51
36.1
2.3
10.6
MUB:33.3%;HYG:33.3%;TLT:33.3%
US:62.3;EU:18.4;APAC:11.3;EM:5.4;Other:2.5
Value:+0.3;Growth:-0.0;Quality:+0.9;Size:-1.0;Momentum:-0.9;LowVol:+0.1
NoMargin
5
35
5.1
hard 10%
106
18.4
Volatile
22.1
4.37
3.5
156
-16
32
53
true
Hedge
Buy index puts 1% notional
24
-30
BrokerB
MKT
85
VAR>budget
Hedge
Risk above budget threshold
-24
-6
-46
3
false
Tax-aware sells next window
P8412
Hands-off
Taxable
USD
2025-10-09
716,264
63,352
652,912
1
67.1
24.8
0
8
BND:25.0%;TSLA:25.0%;AAPL:25.0%;HYG:25.0%
US:65.1;EU:18.0;APAC:10.2;EM:2.9;Other:3.7
Value:-0.4;Growth:+0.9;Quality:-0.8;Size:+0.7;Momentum:+1.0;LowVol:+0.8
null
7
25
5.8
hard 10%
103
16.1
Sideways
20.7
3.95
3
93
-30
24
55
false
Buy
Add to core equity +1%
11
-18
BrokerD
LMT
92
null
null
Normal monitoring
-15
-22
4
4
false
Increase defensive factor exposure
P8413
Hands-off
Taxable
USD
2024-08-10
410,061
37,676
372,385
1
60
18.7
14.3
7
AAPL:25.0%;GLD:25.0%;MSFT:25.0%;MUB:25.0%
US:66.5;EU:10.1;APAC:8.3;EM:12.5;Other:2.5
Value:-0.1;Growth:-0.6;Quality:+0.2;Size:-0.3;Momentum:+0.4;LowVol:-0.8
ESGOnly;MaxPos6%
7
30
5.9
trailing 8%
94
18.9
Bear
28.9
4.45
2.7
186
36
81
70
false
Sell
Trim extended winner -1%
19
-38
BrokerD
MKT
89
null
null
Normal monitoring
7
-49
-5
4
false
Tax-aware sells next window
P8414
Opportunistic
Taxable
USD
2025-08-13
1,315,084
107,326
1,207,758
1.15
72.8
16.5
5.8
4.8
GLD:27.4%;AMZN:17.9%;HYG:27.4%;QQQ:27.4%
US:71.4;EU:10.8;APAC:10.6;EM:5.9;Other:1.3
Value:+0.5;Growth:+0.5;Quality:0.0;Size:-0.1;Momentum:-0.8;LowVol:-0.8
NoDerivatives
8
25
6.9
trailing 9%
259
34.2
Sideways
21.3
4.79
3.2
131
28
78
65
false
Sell
Trim extended winner -1%
25
-23
BrokerC
MKT
97
null
null
Normal monitoring
36
-41
160
4
false
Tighten stops on momentum names
P8415
Hands-off
Trust
USD
2025-05-11
452,175
19,555
432,620
1
56.3
17.9
20.8
5
BND:33.3%;VOO:33.3%;VNQ:33.3%
US:70.9;EU:6.9;APAC:14.8;EM:4.4;Other:3.0
Value:+1.0;Growth:-0.7;Quality:+0.5;Size:+0.3;Momentum:-0.1;LowVol:-0.8
MaxPos6%
7
35
4.5
trailing 10%
101
13
Bull
12.2
4.51
3
115
26
51
29
false
Buy
Add to core equity +1%
-14
11
BrokerB
MKT
93
null
null
Normal monitoring
81
-19
200
4
false
Tax-aware sells next window
P8416
Active
401k
USD
2025-04-04
1,685,281
107,213
1,578,068
1
53.3
19
19.9
7.7
VOO:34.2%;QQQ:31.6%;AAPL:34.2%
US:66.3;EU:13.4;APAC:14.0;EM:4.9;Other:1.4
Value:-0.6;Growth:-0.0;Quality:+0.5;Size:-0.0;Momentum:-0.3;LowVol:+0.9
null
5
25
4.4
trailing 9%
171
23.8
Volatile
25.3
3.84
2.1
111
-55
18
66
false
Buy
Add to core equity +1%
-7
-11
BrokerA
VWAP
97
null
null
Normal monitoring
33
-1
13
4
false
Increase defensive factor exposure
P8417
Active
401k
USD
2025-01-30
931,514
93,887
837,627
1
61.4
19.7
9.9
9
TSLA:21.4%;TLT:26.2%;AMZN:26.2%;XLF:26.2%
US:75.0;EU:8.2;APAC:12.6;EM:3.9;Other:0.4
Value:-0.9;Growth:+0.6;Quality:+1.0;Size:+1.0;Momentum:-0.1;LowVol:-0.4
MaxPos7%
5
30
4
trailing 8%
225
16.5
Volatile
23.5
3.52
3.4
162
-20
47
69
false
Sell
Trim extended winner -1%
32
-30
BrokerD
MKT
94
null
null
Normal monitoring
-17
-41
34
4
false
Monitor dispersion and breadth
P8418
Cautious
IRA
USD
2025-09-26
296,881
42,038
254,843
1
51.8
37.9
0
10.4
QQQ:33.3%;BRK.B:33.3%;GLD:33.3%
US:69.4;EU:16.7;APAC:8.3;EM:4.8;Other:0.9
Value:+0.9;Growth:+0.5;Quality:+0.5;Size:+0.8;Momentum:+0.5;LowVol:-0.9
NoDerivatives;NoMargin
7
35
5.7
trailing 8%
165
17.4
Volatile
31.6
4.95
2.8
123
79
83
81
true
Hedge
Buy index puts 1% notional
17
-3
BrokerD
VWAP
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
43
-8
110
3
false
Within IPS guidelines
P8419
Systematic
Roth
USD
2024-08-16
1,565,612
94,356
1,471,256
1
60.9
23.5
6.2
9.4
GLD:33.3%;VOO:33.3%;TSLA:33.3%
US:63.0;EU:11.4;APAC:12.7;EM:9.4;Other:3.5
Value:-0.7;Growth:-0.9;Quality:-0.4;Size:-0.6;Momentum:-0.1;LowVol:-0.9
NoDerivatives
7
35
4.6
trailing 8%
191
27.3
Bear
22.8
3.09
1.7
155
-69
27
65
true
Rebalance
Rebalance back to target bands
7
-30
BrokerC
VWAP
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
41
8
79
5
false
Increase defensive factor exposure
P8420
Active
Trust
USD
2025-06-01
1,857,972
130,660
1,727,312
1
52.8
18.6
19.6
9
VOO:9.5%;TSLA:14.8%;IEF:16.4%;HYG:14.6%;BND:22.3%;MUB:22.3%
US:68.9;EU:11.9;APAC:13.0;EM:4.0;Other:2.3
Value:+0.4;Growth:+0.1;Quality:-0.8;Size:+0.2;Momentum:-0.4;LowVol:+0.1
MaxPos7%;NoDerivatives
7
30
5.4
trailing 8%
188
26.7
Bull
12.3
4.91
2
84
7
53
26
false
Rebalance
Shift +1% to bonds from equity
30
-16
BrokerA
MKT
87
null
null
Normal monitoring
19
18
37
4
false
Tighten stops on momentum names
P8421
Hands-off
IRA
USD
2025-03-07
759,923
31,409
728,514
1
60.7
16.7
12.9
9.7
MSFT:33.3%;XLF:33.3%;AAPL:33.3%
US:62.2;EU:15.4;APAC:9.4;EM:9.7;Other:3.4
Value:-0.7;Growth:+0.8;Quality:-0.5;Size:-0.0;Momentum:-0.6;LowVol:0.0
ESGOnly
7
25
4.7
trailing 8%
128
14.9
Volatile
21.2
5.21
3.8
129
59
85
59
false
Hedge
Add TLT +1% as duration hedge
9
-18
BrokerA
LMT
96
null
null
Normal monitoring
109
-54
165
3
false
Tax-aware sells next window
P8422
Opportunistic
401k
USD
2025-02-20
621,130
20,400
600,730
1.1
74.7
18.3
0.3
6.7
VOO:22.8%;AAPL:19.9%;MSFT:22.8%;IEF:7.2%;XLF:13.1%;AMZN:14.2%
US:62.9;EU:16.4;APAC:13.6;EM:5.8;Other:1.2
Value:-0.0;Growth:+0.1;Quality:-0.2;Size:+0.9;Momentum:-0.9;LowVol:+0.1
NoDerivatives
8
35
5.6
trailing 9%
235
31.8
Sideways
20.5
4.87
2.3
140
47
66
75
false
Buy
Add to core equity +1%
21
-35
BrokerD
MKT
95
null
null
Normal monitoring
29
-52
52
5
false
Tax-aware sells next window
P8423
Active
401k
USD
2024-09-26
1,940,087
209,095
1,730,992
1
53.9
30.2
9.2
6.7
VTI:10.7%;MSFT:18.8%;VNQ:15.0%;GLD:20.6%;TSLA:15.5%;IEF:19.3%
US:72.6;EU:7.7;APAC:12.0;EM:4.2;Other:3.5
Value:+0.3;Growth:-0.6;Quality:-0.3;Size:-0.7;Momentum:+0.9;LowVol:+0.7
null
6
25
5.8
trailing 9%
229
27.4
Volatile
25.2
3.55
2.3
136
9
45
62
false
Rebalance
Shift +1% to bonds from equity
15
-32
BrokerC
MKT
100
null
null
Normal monitoring
-20
-13
-16
3
false
Increase defensive factor exposure
P8424
Systematic
Trust
USD
2024-08-18
1,315,068
68,555
1,246,513
1
65.8
26.2
0
8
BRK.B:23.4%;BND:23.4%;TSLA:11.6%;TLT:23.4%;QQQ:18.3%
US:66.5;EU:16.1;APAC:6.4;EM:8.5;Other:2.5
Value:-0.9;Growth:+0.1;Quality:-0.9;Size:+0.2;Momentum:+0.6;LowVol:+0.8
null
6
35
4.8
hard 12%
129
23.4
Bear
25.2
3.47
2.9
208
-30
30
75
true
Hedge
Buy index puts 1% notional
-7
-20
BrokerB
LMT
100
VAR>budget
Reduce
Risk above budget threshold
68
0
186
4
false
Tax-aware sells next window
P8425
Opportunistic
401k
USD
2025-07-10
1,631,557
51,276
1,580,281
1
70.6
10.9
9.8
8.7
XLF:23.7%;QQQ:22.1%;MSFT:11.4%;AMZN:23.7%;IEF:19.1%
US:65.5;EU:10.7;APAC:12.5;EM:7.0;Other:4.2
Value:+0.4;Growth:-0.7;Quality:-0.8;Size:-0.2;Momentum:-0.7;LowVol:-0.5
NoDerivatives
6
25
5.6
trailing 7%
237
32.9
Sideways
17.5
3.74
2.3
135
6
66
54
false
Rebalance
Shift +1% to bonds from equity
25
2
BrokerA
LMT
89
null
null
Normal monitoring
81
-54
151
5
false
Tax-aware sells next window
P8426
Active
Trust
USD
2025-07-30
2,255,022
203,027
2,051,995
1.16
63.4
26.4
4.3
5.9
QQQ:25.4%;VTI:23.9%;BRK.B:25.4%;XLF:25.4%
US:63.5;EU:12.2;APAC:12.7;EM:11.1;Other:0.5
Value:-0.1;Growth:-0.9;Quality:+0.6;Size:+0.9;Momentum:+1.0;LowVol:-0.0
NoDerivatives
10
35
5.8
trailing 9%
223
19.5
Volatile
31.5
4.86
2.2
163
-43
20
71
true
Hedge
Buy index puts 1% notional
34
-32
BrokerC
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
96
-45
125
2
false
Tighten stops on momentum names
P8427
Active
401k
USD
2025-07-26
1,117,182
85,422
1,031,760
1
56.9
25.6
10.2
7.3
GLD:23.2%;VOO:10.7%;QQQ:19.6%;XLF:23.2%;AAPL:23.2%
US:64.0;EU:12.1;APAC:10.1;EM:10.1;Other:3.6
Value:+0.6;Growth:-0.4;Quality:-1.0;Size:+0.7;Momentum:+0.9;LowVol:-0.4
null
10
35
4.6
trailing 8%
151
17.5
Volatile
29.2
5.1
3
162
61
81
68
false
Buy
Add to core equity +1%
14
4
BrokerC
LMT
89
null
null
Normal monitoring
-9
-55
91
3
false
Within IPS guidelines
P8428
Systematic
401k
USD
2025-10-26
1,354,304
110,992
1,243,312
1
60.8
20.9
9.1
9.3
VTI:26.0%;IEF:26.0%;BND:26.0%;VOO:21.9%
US:64.7;EU:15.4;APAC:7.9;EM:7.8;Other:4.2
Value:+0.9;Growth:-0.5;Quality:-0.6;Size:+0.2;Momentum:-0.4;LowVol:+0.8
MaxPos7%
7
30
4.2
hard 12%
200
17.9
Bear
26.1
3.98
1
181
-99
10
73
true
Rebalance
Rebalance back to target bands
-5
-17
BrokerB
LMT
96
VAR>budget
Reduce
Risk above budget threshold
50
-12
75
5
false
Tax-aware sells next window
P8429
Active
Trust
USD
2024-10-12
1,564,864
102,145
1,462,719
1.12
60.7
29.4
3.2
6.7
MSFT:25.5%;TSLA:23.4%;BND:25.5%;IEF:25.5%
US:63.1;EU:13.4;APAC:11.6;EM:11.0;Other:0.9
Value:-0.1;Growth:-0.1;Quality:+0.4;Size:+0.2;Momentum:-0.8;LowVol:-0.2
NoDerivatives
6
25
5.3
trailing 8%
165
21.3
Sideways
21.6
4.39
2.7
124
-5
36
53
false
Hedge
Add TLT +1% as duration hedge
-5
-38
BrokerA
VWAP
95
null
null
Normal monitoring
39
-59
132
5
false
Within IPS guidelines
P8430
Hands-off
Taxable
USD
2025-10-10
272,190
14,641
257,549
1
55.4
19.2
17.8
7.6
BRK.B:22.6%;BND:17.0%;XLF:15.0%;GLD:22.6%;VTI:22.6%
US:56.6;EU:20.0;APAC:10.0;EM:8.7;Other:4.7
Value:+0.4;Growth:+0.1;Quality:-0.6;Size:+0.8;Momentum:-0.8;LowVol:-0.3
ESGOnly
7
25
4.7
trailing 8%
159
14.5
Bull
16.7
4.63
3.4
83
60
93
52
false
Buy
Add to core equity +1%
-2
-24
BrokerD
MKT
91
null
null
Normal monitoring
-51
-51
88
3
false
Monitor dispersion and breadth
P8431
Cautious
Taxable
USD
2025-06-10
151,191
14,062
137,129
1
41.3
30.6
18.1
10
MUB:33.3%;VNQ:33.3%;MSFT:33.3%
US:63.7;EU:18.1;APAC:13.3;EM:4.2;Other:0.7
Value:-0.1;Growth:+0.9;Quality:+0.7;Size:+0.8;Momentum:-0.6;LowVol:+0.6
ESGOnly;NoDerivatives;NoMargin
10
35
5.7
trailing 8%
157
15.5
Bear
34.4
4.22
1.5
130
-50
39
69
false
Rebalance
Shift +1% to bonds from equity
26
-18
BrokerB
MKT
90
null
null
Normal monitoring
-38
15
22
4
false
Tax-aware sells next window
P8432
Cautious
Taxable
USD
2024-08-22
361,388
46,610
314,778
1
43.4
37.4
5.5
13.7
XLF:28.9%;VNQ:28.9%;HYG:13.2%;GLD:28.9%
US:68.2;EU:6.8;APAC:12.2;EM:9.2;Other:3.6
Value:+0.9;Growth:-0.2;Quality:+0.3;Size:+0.9;Momentum:-0.9;LowVol:-0.4
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
6
35
4.7
trailing 10%
165
14.5
Volatile
28
4.68
3.4
130
34
60
71
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-36
BrokerC
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-59
8
32
2
false
Within IPS guidelines
P8433
Hands-off
Roth
USD
2025-11-15
299,202
24,715
274,487
1
70
20.5
0
9.5
VOO:16.2%;HYG:22.6%;TSLA:14.4%;IEF:23.4%;XLF:23.4%
US:61.4;EU:12.1;APAC:13.2;EM:11.1;Other:2.2
Value:+0.3;Growth:+0.3;Quality:-0.9;Size:+0.2;Momentum:+0.1;LowVol:-0.6
MaxPos5%
5
35
5.4
hard 10%
109
13.9
Sideways
17.4
4.96
2.2
129
-13
35
48
false
Rebalance
Shift +1% to bonds from equity
17
9
BrokerD
MKT
88
null
null
Normal monitoring
117
-34
91
4
false
Tighten stops on momentum names
P8434
Systematic
IRA
USD
2025-02-12
730,611
60,125
670,486
1
63.5
30.5
0
6.1
VNQ:16.8%;MSFT:19.7%;AMZN:14.2%;QQQ:20.9%;BND:7.5%;MUB:20.9%
US:69.1;EU:12.7;APAC:13.7;EM:4.1;Other:0.3
Value:-0.2;Growth:-0.9;Quality:-0.2;Size:+0.6;Momentum:-0.4;LowVol:-0.3
MaxPos5%
7
30
4.5
trailing 9%
142
16.8
Bull
12.9
3.86
2.9
118
90
100
33
false
Rebalance
Shift +1% to bonds from equity
-7
-22
BrokerC
MKT
85
null
null
Normal monitoring
31
13
86
5
false
Monitor dispersion and breadth
P8435
Systematic
Roth
USD
2025-08-26
911,904
62,646
849,258
1
57.9
30
4.8
7.2
VTI:22.4%;VNQ:18.5%;HYG:14.3%;VOO:22.4%;IEF:22.4%
US:61.6;EU:17.3;APAC:12.8;EM:4.1;Other:4.1
Value:-0.9;Growth:+0.9;Quality:0.0;Size:-0.8;Momentum:-0.5;LowVol:-0.1
MaxPos7%
7
25
4.9
trailing 8%
191
24.3
Bear
31.9
3.23
1.5
173
-22
27
75
true
Hedge
Buy index puts 1% notional
17
-30
BrokerA
LMT
92
Drift>tolerance
Pause
Allocation drift beyond policy bands
-9
6
22
5
true
Tighten stops on momentum names
P8436
Active
Taxable
USD
2025-02-11
1,024,846
76,782
948,064
1.1
62
28.6
0
9.5
XLF:26.6%;HYG:15.8%;MUB:26.6%;AMZN:16.6%;AAPL:14.3%
US:74.3;EU:6.6;APAC:8.0;EM:10.4;Other:0.8
Value:-0.3;Growth:+0.8;Quality:-0.3;Size:-1.0;Momentum:+0.6;LowVol:-0.2
NoDerivatives
8
30
4.2
trailing 8%
143
24.5
Volatile
25.6
5.2
2.9
171
8
62
78
true
Hedge
Buy index puts 1% notional
-9
-7
BrokerA
LMT
93
VAR>budget
Hedge
Risk above budget threshold
3
-1
139
5
false
Tighten stops on momentum names
P8437
Hands-off
Taxable
USD
2024-07-14
686,136
27,477
658,659
1
56.9
17.8
18.1
7.2
AAPL:20.0%;XLF:18.5%;MUB:18.5%;QQQ:20.4%;IEF:12.2%;TSLA:10.3%
US:64.7;EU:18.9;APAC:12.8;EM:3.6;Other:0.1
Value:-1.0;Growth:-0.3;Quality:+0.9;Size:0.0;Momentum:+0.1;LowVol:-0.8
MaxPos5%
10
30
3.5
trailing 8%
142
12.9
Bear
30.2
4.28
1.6
208
-69
24
67
false
Rebalance
Shift +1% to bonds from equity
31
-16
BrokerC
MKT
91
null
null
Normal monitoring
112
-31
165
5
false
Increase defensive factor exposure
P8438
Hands-off
Trust
USD
2025-07-31
271,606
22,742
248,864
1
62
21.1
8.4
8.6
TLT:14.0%;VOO:15.8%;MUB:20.8%;TSLA:9.9%;MSFT:18.8%;AAPL:20.8%
US:62.6;EU:9.7;APAC:12.8;EM:11.8;Other:3.1
Value:-0.7;Growth:+0.8;Quality:+0.5;Size:+0.6;Momentum:+0.1;LowVol:+0.4
NoDerivatives
5
35
3.7
hard 10%
141
17.8
Bull
13.7
3.89
2.6
91
4
54
45
true
Reduce
Cut high-beta by 2-3%, add cash
-11
7
BrokerD
VWAP
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
43
-24
181
2
true
Within IPS guidelines
P8439
Systematic
Taxable
USD
2025-03-05
1,667,173
72,351
1,594,822
1
59.5
31.4
2.2
6.8
TSLA:11.8%;MUB:21.2%;IEF:17.7%;AMZN:11.9%;MSFT:20.2%;VOO:17.3%
US:60.4;EU:16.1;APAC:11.6;EM:10.3;Other:1.7
Value:+0.1;Growth:+0.4;Quality:+0.6;Size:+0.1;Momentum:+0.1;LowVol:-0.2
NoDerivatives
6
30
5.3
trailing 8%
146
25.7
Bull
12
3.6
2.8
102
103
100
34
true
Hedge
Buy index puts 1% notional
0
-34
BrokerC
LMT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-52
-1
10
5
true
Within IPS guidelines
P8440
Systematic
IRA
USD
2025-05-31
521,589
40,578
481,011
1
67.5
27.1
0
5.3
VOO:25.0%;QQQ:25.0%;VNQ:25.0%;HYG:25.0%
US:61.3;EU:21.8;APAC:6.8;EM:8.8;Other:1.3
Value:-0.7;Growth:-0.6;Quality:+0.3;Size:+0.5;Momentum:+0.9;LowVol:+0.3
NoDerivatives
7
35
5
trailing 9%
179
26.7
Sideways
17.8
4.24
2.1
121
37
67
48
false
Sell
Trim extended winner -1%
22
-38
BrokerA
VWAP
85
null
null
Normal monitoring
-57
-21
57
3
false
Monitor dispersion and breadth
P8441
Systematic
Trust
USD
2025-10-14
700,000
53,740
646,260
1
60.6
31.3
0
8.1
AMZN:17.5%;MUB:12.7%;QQQ:17.1%;VOO:20.8%;VTI:17.2%;VNQ:14.6%
US:56.1;EU:14.2;APAC:12.8;EM:12.6;Other:4.3
Value:+0.5;Growth:-0.0;Quality:-0.3;Size:-0.7;Momentum:-0.7;LowVol:+0.5
null
7
35
4.8
hard 12%
142
16.4
Sideways
14.3
4.83
2
130
28
52
35
false
Rebalance
Shift +1% to bonds from equity
9
-29
BrokerB
MKT
100
null
null
Normal monitoring
-55
-5
-69
5
false
Increase defensive factor exposure
P8442
Hands-off
Roth
USD
2025-09-25
453,324
26,733
426,591
1
73
21.6
0
5.4
XLF:16.8%;MSFT:27.0%;MUB:27.0%;VOO:15.7%;BND:13.5%
US:72.7;EU:8.0;APAC:10.0;EM:5.0;Other:4.4
Value:+0.5;Growth:-0.5;Quality:-0.9;Size:+0.3;Momentum:+0.7;LowVol:+0.6
ESGOnly;NoDerivatives
6
30
3.8
trailing 8%
129
13.9
Bull
11.7
4.38
3.1
106
110
97
41
false
Hedge
Add TLT +1% as duration hedge
-14
6
BrokerC
LMT
97
null
null
Normal monitoring
41
-33
135
4
false
Monitor dispersion and breadth
P8443
Cautious
IRA
USD
2025-11-16
161,575
21,927
139,648
1
46.3
39.7
0
14
TLT:20.2%;MUB:17.5%;TSLA:20.6%;HYG:17.3%;VTI:14.2%;AAPL:10.2%
US:53.4;EU:18.4;APAC:13.4;EM:10.7;Other:4.1
Value:-0.4;Growth:+0.3;Quality:-0.4;Size:-0.1;Momentum:-0.3;LowVol:-0.3
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
5
35
3.5
trailing 10%
148
17.2
Volatile
31
5.06
2.9
165
48
77
73
true
Rebalance
Rebalance back to target bands
30
-32
BrokerB
MKT
98
RegimeShift
Reduce
Volatility spike and breadth deterioration
72
-20
118
3
false
Increase defensive factor exposure
P8444
Opportunistic
Trust
USD
2025-04-30
893,569
39,914
853,655
1
68.6
16.1
7.2
8.1
MUB:8.2%;BND:24.3%;GLD:19.0%;VOO:24.3%;BRK.B:24.3%
US:65.3;EU:12.3;APAC:12.1;EM:8.1;Other:2.2
Value:-0.4;Growth:+0.1;Quality:+0.2;Size:+1.0;Momentum:-0.1;LowVol:+1.0
MaxPos5%;NoDerivatives
8
25
5.6
trailing 9%
255
27.7
Bull
13.1
4.14
3.2
102
114
100
44
false
Buy
Add to core equity +1%
26
-20
BrokerD
LMT
93
null
null
Normal monitoring
100
-37
195
4
false
Tighten stops on momentum names
P8445
Active
Roth
USD
2025-06-08
2,296,231
213,030
2,083,201
1
69.2
21.8
3.1
5.9
MSFT:33.3%;VNQ:33.3%;VOO:33.3%
US:59.3;EU:11.1;APAC:13.6;EM:13.5;Other:2.5
Value:-0.1;Growth:-0.6;Quality:+0.8;Size:+0.7;Momentum:-0.6;LowVol:-0.6
NoDerivatives
6
30
5.7
trailing 9%
130
26
Volatile
23.8
4.62
4.2
151
-30
48
67
false
Buy
Add to core equity +1%
23
-32
BrokerA
MKT
99
null
null
Normal monitoring
55
-23
25
4
false
Tax-aware sells next window
P8446
Cautious
Roth
USD
2024-12-06
219,262
25,971
193,291
1
51.4
37.6
0
10.9
VOO:25.5%;AMZN:26.2%;HYG:25.5%;TSLA:22.8%
US:64.3;EU:16.1;APAC:9.0;EM:10.4;Other:0.2
Value:-0.8;Growth:+0.1;Quality:-0.3;Size:+0.6;Momentum:-0.9;LowVol:-0.3
MaxPos8%;NoDerivatives;NoMargin
10
30
3.4
hard 10%
113
15.3
Volatile
21.8
4.19
3.2
156
42
65
52
false
Buy
Add to core equity +1%
34
-6
BrokerA
LMT
92
null
null
Normal monitoring
64
-58
75
3
false
Tax-aware sells next window
P8447
Systematic
Trust
USD
2025-05-04
816,948
36,002
780,946
1
56.8
26.7
10.1
6.4
BND:21.6%;HYG:12.0%;BRK.B:11.7%;GLD:13.1%;VOO:21.6%;MUB:19.9%
US:67.3;EU:15.0;APAC:6.2;EM:8.5;Other:3.0
Value:-0.2;Growth:+0.6;Quality:-0.4;Size:-0.6;Momentum:+0.7;LowVol:-0.4
null
5
30
6
trailing 8%
220
18.7
Bull
12.1
4.4
2.7
76
52
90
31
false
Rebalance
Shift +1% to bonds from equity
-12
-7
BrokerC
MKT
95
null
null
Normal monitoring
109
-41
115
5
false
Tax-aware sells next window
P8448
Opportunistic
401k
USD
2025-04-06
1,672,774
106,342
1,566,432
1
61
14.4
19.1
5.4
GLD:33.3%;TSLA:33.3%;VTI:33.3%
US:58.3;EU:17.2;APAC:10.8;EM:12.7;Other:1.0
Value:+0.6;Growth:-1.0;Quality:-0.1;Size:+0.6;Momentum:+0.7;LowVol:-0.9
null
7
30
5.2
hard 12%
189
30.7
Bull
12.6
3.67
3.1
118
58
68
34
false
Sell
Trim extended winner -1%
-6
-20
BrokerA
MKT
98
null
null
Normal monitoring
-37
-12
-43
3
false
Tighten stops on momentum names
P8449
Active
Taxable
USD
2024-07-23
1,145,835
123,995
1,021,840
1
57.8
22.1
11.9
8.2
AMZN:25.0%;BND:25.0%;VNQ:25.0%;XLF:25.0%
US:69.9;EU:13.0;APAC:5.3;EM:10.4;Other:1.4
Value:0.0;Growth:+0.1;Quality:+0.3;Size:-0.5;Momentum:+0.2;LowVol:-0.2
MaxPos6%
7
30
5.7
trailing 8%
154
27.4
Bull
17.5
4.7
2.1
80
2
41
58
false
Rebalance
Shift +1% to bonds from equity
-15
4
BrokerA
MKT
93
null
null
Normal monitoring
39
-43
5
3
false
Tax-aware sells next window
P8450
Hands-off
Trust
USD
2024-12-18
737,220
35,168
702,052
1
67.8
22
2.2
8
BRK.B:27.9%;XLF:20.7%;HYG:27.9%;IEF:23.5%
US:69.7;EU:10.4;APAC:7.8;EM:9.5;Other:2.6
Value:-0.2;Growth:-0.8;Quality:+0.1;Size:-0.0;Momentum:+0.1;LowVol:-0.3
NoDerivatives
5
35
5.2
hard 10%
161
14.1
Volatile
25.5
3.69
2.9
167
-51
13
66
false
Sell
Trim extended winner -1%
-15
-18
BrokerB
LMT
88
null
null
Normal monitoring
83
-51
107
3
false
Tax-aware sells next window
P8451
Cautious
Trust
USD
2025-09-10
878,312
84,061
794,251
1
49.1
33.3
0
17.6
MUB:20.5%;QQQ:17.3%;AMZN:12.3%;GLD:16.5%;AAPL:18.5%;BND:14.9%
US:71.8;EU:7.8;APAC:10.2;EM:9.7;Other:0.5
Value:-0.7;Growth:+0.2;Quality:+1.0;Size:+0.6;Momentum:-0.5;LowVol:+0.2
ESGOnly;NoDerivatives;NoMargin
8
35
4.6
trailing 8%
162
17.1
Volatile
28.5
4.46
2.9
177
-13
45
66
false
NoAction
Within bands; monitor
-11
14
BrokerA
LMT
95
null
null
Normal monitoring
-3
-15
37
5
false
Increase defensive factor exposure
P8452
Hands-off
Taxable
USD
2024-08-06
343,250
25,984
317,266
1
61.8
16.6
14.7
6.9
BRK.B:20.6%;TSLA:17.8%;MUB:16.0%;GLD:20.6%;QQQ:13.1%;VOO:11.9%
US:66.5;EU:9.1;APAC:14.3;EM:8.5;Other:1.5
Value:+0.4;Growth:+0.2;Quality:-0.8;Size:-1.0;Momentum:+0.3;LowVol:+1.0
ESGOnly;MaxPos6%
7
30
4
trailing 8%
164
16.9
Bull
13
4.59
2.6
95
62
77
43
false
Buy
Add to core equity +1%
11
-39
BrokerA
LMT
92
null
null
Normal monitoring
59
10
139
4
false
Increase defensive factor exposure
P8453
Hands-off
Taxable
USD
2025-06-26
801,532
57,784
743,748
1
66.7
24.7
0
8.5
HYG:26.1%;TSLA:26.1%;VTI:21.8%;AAPL:26.1%
US:58.5;EU:17.7;APAC:13.0;EM:8.8;Other:1.9
Value:-0.3;Growth:-0.8;Quality:+0.9;Size:+0.7;Momentum:-0.3;LowVol:-0.4
MaxPos6%;NoDerivatives
10
35
5.6
hard 10%
140
16.3
Sideways
18.1
3.91
2.3
109
-4
57
52
false
NoAction
Within bands; monitor
14
-33
BrokerA
LMT
93
null
null
Normal monitoring
91
4
138
3
false
Increase defensive factor exposure
P8454
Opportunistic
Trust
USD
2025-08-01
1,058,569
80,062
978,507
1.05
72.9
15.5
3.4
8.2
XLF:12.4%;AMZN:21.1%;TSLA:12.7%;BND:12.9%;BRK.B:21.1%;VNQ:19.8%
US:70.0;EU:14.8;APAC:10.4;EM:4.6;Other:0.2
Value:+0.1;Growth:-0.0;Quality:-0.8;Size:+0.7;Momentum:+0.3;LowVol:-0.6
NoDerivatives
5
25
4.3
hard 12%
175
33.7
Bull
16.9
4.47
2.8
72
16
55
65
false
Rebalance
Shift +1% to bonds from equity
14
11
BrokerA
LMT
88
null
null
Normal monitoring
83
-14
80
4
false
Within IPS guidelines
P8455
Active
Trust
USD
2025-06-18
500,736
39,715
461,021
1
51.8
25
15.2
8
VTI:33.3%;IEF:33.3%;BRK.B:33.3%
US:68.6;EU:9.0;APAC:10.7;EM:7.3;Other:4.4
Value:-0.1;Growth:-0.2;Quality:-0.8;Size:+0.2;Momentum:+0.5;LowVol:+0.1
NoDerivatives
6
35
5.2
hard 12%
186
23.7
Sideways
20.5
4.48
3.3
123
25
64
60
false
Sell
Trim extended winner -1%
4
-10
BrokerD
LMT
92
null
null
Normal monitoring
-46
10
4
4
false
Tighten stops on momentum names
P8456
Hands-off
Taxable
USD
2025-05-30
874,545
79,949
794,596
1
60.6
29.2
4.9
5.3
MSFT:17.8%;TLT:16.1%;XLF:16.0%;VTI:15.1%;HYG:14.9%;QQQ:20.1%
US:56.5;EU:17.6;APAC:11.5;EM:10.8;Other:3.6
Value:-0.8;Growth:-0.4;Quality:+0.8;Size:+0.6;Momentum:+0.5;LowVol:-0.0
ESGOnly;NoDerivatives
10
25
5.2
trailing 8%
158
15.5
Bear
27.7
3.82
2.3
138
-71
7
71
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-19
BrokerC
LMT
91
VAR>budget
Reduce
Risk above budget threshold
-57
-37
75
4
false
Tax-aware sells next window
P8457
Hands-off
Trust
USD
2025-08-23
573,181
55,663
517,518
1
73.3
19.2
0
7.5
IEF:24.5%;HYG:19.6%;VOO:9.0%;MSFT:22.3%;TSLA:24.5%
US:60.3;EU:18.5;APAC:8.6;EM:9.6;Other:3.0
Value:-0.0;Growth:+0.5;Quality:-0.3;Size:+0.2;Momentum:+0.8;LowVol:+0.4
ESGOnly;NoDerivatives
6
25
4.9
hard 10%
151
14.7
Bear
30.1
4.21
1.5
207
36
55
92
true
Rebalance
Rebalance back to target bands
-15
-16
BrokerD
VWAP
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
71
1
210
3
false
Increase defensive factor exposure
P8458
Hands-off
IRA
USD
2025-02-06
293,093
26,843
266,250
1
67.8
24
0
8.3
XLF:16.1%;MSFT:24.6%;VNQ:24.6%;QQQ:23.3%;HYG:11.4%
US:68.1;EU:9.6;APAC:14.1;EM:7.5;Other:0.8
Value:-0.1;Growth:-0.5;Quality:+0.6;Size:+0.6;Momentum:+0.8;LowVol:0.0
NoDerivatives
6
35
5.9
trailing 8%
155
15
Bull
15.4
3.53
3.1
112
69
82
58
false
Buy
Add to core equity +1%
35
-8
BrokerC
LMT
100
null
null
Normal monitoring
-27
12
79
3
false
Tax-aware sells next window
P8459
Hands-off
Roth
USD
2025-10-12
652,514
51,316
601,198
1
56.6
18
16.1
9.3
TSLA:33.3%;AMZN:33.3%;HYG:33.3%
US:57.2;EU:12.4;APAC:13.8;EM:11.7;Other:4.9
Value:+0.9;Growth:+0.9;Quality:-0.8;Size:+0.1;Momentum:+0.7;LowVol:+0.8
null
10
35
3.8
trailing 8%
132
15.9
Bull
11.6
4.81
2.7
87
89
98
31
false
Buy
Add to core equity +1%
19
-5
BrokerC
LMT
95
null
null
Normal monitoring
103
20
210
3
false
Increase defensive factor exposure
P8460
Opportunistic
401k
USD
2025-08-07
771,315
68,105
703,210
1
69.2
21.2
4.1
5.4
VOO:25.0%;IEF:25.0%;XLF:25.0%;AMZN:25.0%
US:60.5;EU:19.1;APAC:6.5;EM:10.6;Other:3.2
Value:+0.2;Growth:+0.2;Quality:-1.0;Size:0.0;Momentum:-0.3;LowVol:0.0
NoDerivatives
8
30
5.2
trailing 9%
255
29
Volatile
22.2
3.94
2.8
139
34
62
61
false
Rebalance
Shift +1% to bonds from equity
-15
14
BrokerA
LMT
86
null
null
Normal monitoring
37
-60
100
3
false
Within IPS guidelines
P8461
Opportunistic
Trust
USD
2025-01-21
540,027
23,820
516,207
1
70.8
10.8
11.9
6.5
TLT:16.5%;AAPL:21.0%;GLD:20.9%;VNQ:20.5%;BND:21.0%
US:69.2;EU:5.5;APAC:11.3;EM:10.2;Other:3.8
Value:+0.5;Growth:+0.7;Quality:-0.7;Size:-0.7;Momentum:-0.8;LowVol:+0.9
MaxPos6%
10
30
5.4
hard 12%
185
28.2
Sideways
18
4.41
2.2
125
7
48
63
false
Sell
Trim extended winner -1%
-6
-27
BrokerD
LMT
93
null
null
Normal monitoring
-29
7
-32
5
false
Tighten stops on momentum names
P8462
Hands-off
Trust
USD
2024-08-31
379,992
25,481
354,511
1
56
27.4
7.7
8.9
IEF:34.5%;VTI:34.5%;XLF:31.0%
US:67.8;EU:11.1;APAC:6.2;EM:11.9;Other:3.0
Value:+0.4;Growth:-0.9;Quality:+0.8;Size:-0.9;Momentum:+0.9;LowVol:+0.4
null
7
35
4.9
hard 10%
101
14.2
Bear
31.3
4.41
1
173
-11
40
73
true
Reduce
Cut high-beta by 2-3%, add cash
26
-3
BrokerC
LMT
95
VAR>budget
Reduce
Risk above budget threshold
-24
-47
34
3
false
Tighten stops on momentum names
P8463
Cautious
Trust
USD
2025-05-11
640,066
56,149
583,917
1
36.7
42.6
9.3
11.3
BRK.B:36.0%;TLT:36.0%;AAPL:28.0%
US:78.0;EU:7.4;APAC:7.6;EM:3.8;Other:3.3
Value:-0.6;Growth:0.0;Quality:-0.5;Size:+0.6;Momentum:+0.2;LowVol:+1.0
ESGOnly;NoMargin
10
35
3.7
trailing 8%
109
15.9
Volatile
31.1
3.67
3.1
154
-45
36
67
false
Buy
Add to core equity +1%
16
-7
BrokerA
LMT
86
null
null
Normal monitoring
101
-57
66
5
false
Tax-aware sells next window
P8464
Cautious
Roth
USD
2024-10-11
492,913
69,413
423,500
1
50.4
35.8
0
13.8
XLF:12.8%;BND:14.4%;IEF:17.5%;AMZN:20.8%;VTI:16.7%;BRK.B:17.8%
US:72.2;EU:7.5;APAC:9.0;EM:5.0;Other:6.3
Value:+0.8;Growth:-0.9;Quality:-0.6;Size:-0.4;Momentum:+0.4;LowVol:+0.2
ESGOnly;NoDerivatives;NoMargin
8
25
5.9
trailing 8%
109
14.1
Volatile
24.5
5.39
3.8
172
76
99
57
false
Rebalance
Shift +1% to bonds from equity
19
-33
BrokerC
LMT
88
null
null
Normal monitoring
72
17
160
3
false
Tighten stops on momentum names
P8465
Cautious
Trust
USD
2024-12-18
191,777
24,900
166,877
1
41.2
41.9
0
17
VOO:18.1%;IEF:16.6%;HYG:23.9%;BRK.B:17.5%;BND:23.9%
US:70.2;EU:7.5;APAC:7.6;EM:11.8;Other:2.9
Value:-0.8;Growth:+0.4;Quality:+0.5;Size:+0.6;Momentum:+0.6;LowVol:-0.5
ESGOnly;MaxPos6%;NoMargin
8
35
4.5
trailing 8%
148
19.6
Bear
24.6
3.95
1.2
153
-85
20
53
false
Buy
Add to core equity +1%
11
-39
BrokerB
MKT
93
null
null
Normal monitoring
-47
-6
30
3
false
Increase defensive factor exposure
P8466
Systematic
Taxable
USD
2025-10-29
1,623,723
137,144
1,486,579
1
64.5
20.1
6.7
8.6
TSLA:35.6%;BRK.B:35.6%;BND:28.7%
US:66.7;EU:13.5;APAC:9.2;EM:6.8;Other:3.7
Value:-0.2;Growth:+0.5;Quality:-0.7;Size:-0.3;Momentum:+0.6;LowVol:+0.3
NoDerivatives
10
30
4.5
trailing 8%
212
20.6
Volatile
23.2
5.16
2.2
127
-46
21
55
false
Buy
Add to core equity +1%
35
-39
BrokerD
VWAP
88
null
null
Normal monitoring
87
-50
120
4
false
Tax-aware sells next window
P8467
Cautious
Trust
USD
2025-10-07
388,391
60,696
327,695
1
51
33.5
1.5
14
HYG:12.2%;VNQ:23.1%;XLF:23.1%;QQQ:23.1%;VTI:18.5%
US:59.5;EU:10.0;APAC:11.8;EM:13.8;Other:4.9
Value:+1.0;Growth:-0.5;Quality:0.0;Size:+0.6;Momentum:-0.6;LowVol:+0.9
ESGOnly;NoMargin
8
35
3.5
trailing 8%
153
19.1
Bull
12.6
3.54
2.3
99
4
51
31
false
Rebalance
Shift +1% to bonds from equity
-5
-9
BrokerB
MKT
98
null
null
Normal monitoring
41
-40
32
4
false
Tighten stops on momentum names
P8468
Active
Roth
USD
2024-11-21
1,257,688
145,480
1,112,208
1
60.9
20.7
12
6.4
XLF:13.9%;TLT:24.9%;MUB:24.9%;TSLA:11.3%;QQQ:24.9%
US:64.3;EU:13.0;APAC:13.1;EM:8.3;Other:1.3
Value:+0.3;Growth:-0.6;Quality:-0.1;Size:0.0;Momentum:-0.3;LowVol:-0.8
MaxPos8%
7
35
4.7
trailing 8%
164
25.1
Sideways
19.6
4.76
3.4
138
40
80
54
false
Buy
Add to core equity +1%
7
9
BrokerB
VWAP
95
null
null
Normal monitoring
99
-59
214
4
false
Tax-aware sells next window
P8469
Active
Taxable
USD
2025-08-05
673,421
47,899
625,522
1
59.8
26
8.1
6.1
MUB:28.3%;TLT:28.3%;VOO:15.1%;VNQ:28.3%
US:69.0;EU:17.7;APAC:8.2;EM:3.8;Other:1.3
Value:+0.3;Growth:0.0;Quality:-0.1;Size:-0.8;Momentum:+1.0;LowVol:+1.0
MaxPos5%
5
25
6
trailing 8%
141
16
Bull
14.8
3.92
2.1
103
45
64
48
false
Rebalance
Shift +1% to bonds from equity
-11
4
BrokerB
MKT
93
null
null
Normal monitoring
3
19
45
5
false
Within IPS guidelines
P8470
Hands-off
Taxable
USD
2025-06-02
183,467
10,088
173,379
1
64.9
26.8
0
8.3
QQQ:29.3%;GLD:35.3%;TSLA:35.3%
US:70.1;EU:7.1;APAC:12.2;EM:8.6;Other:1.9
Value:-0.6;Growth:-0.5;Quality:+0.3;Size:-0.8;Momentum:+0.3;LowVol:+0.1
null
6
30
3.2
trailing 8%
119
12.7
Bull
13.3
3.53
2.5
96
4
39
51
false
Rebalance
Shift +1% to bonds from equity
-6
3
BrokerB
MKT
100
null
null
Normal monitoring
25
13
113
3
false
Monitor dispersion and breadth
P8471
Active
Roth
USD
2025-01-13
1,457,580
121,929
1,335,651
1
52.3
22.7
16.2
8.8
QQQ:26.8%;TLT:26.8%;BRK.B:26.8%;MUB:19.6%
US:65.2;EU:7.5;APAC:16.9;EM:8.9;Other:1.6
Value:-0.0;Growth:-0.3;Quality:+0.2;Size:-0.9;Momentum:-0.9;LowVol:-0.9
null
8
25
4.9
hard 12%
149
23.5
Volatile
21.5
4.09
3.8
147
-55
23
48
true
Reduce
Cut high-beta by 2-3%, add cash
11
-2
BrokerD
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-37
19
-30
3
false
Within IPS guidelines
P8472
Active
Trust
USD
2025-09-02
2,233,001
203,068
2,029,933
1
61.3
28.3
2
8.4
BRK.B:13.9%;XLF:12.5%;AMZN:22.5%;GLD:25.5%;TSLA:25.5%
US:63.5;EU:13.5;APAC:13.1;EM:7.4;Other:2.4
Value:+0.3;Growth:-0.1;Quality:+0.6;Size:+0.7;Momentum:-0.6;LowVol:+0.5
null
7
35
4.7
hard 12%
202
26.6
Bear
33
3.44
2.6
206
-9
57
81
true
Hedge
Buy index puts 1% notional
-1
-40
BrokerC
MKT
95
VAR>budget
Reduce
Risk above budget threshold
73
9
134
4
false
Tax-aware sells next window
P8473
Opportunistic
IRA
USD
2024-12-09
1,335,897
103,885
1,232,012
1.06
67.3
11
13.8
7.9
MSFT:17.5%;BND:15.3%;XLF:18.2%;MUB:19.1%;VNQ:9.1%;AAPL:20.8%
US:68.6;EU:8.3;APAC:11.4;EM:9.7;Other:1.9
Value:+0.6;Growth:-0.6;Quality:+0.4;Size:+0.2;Momentum:-0.4;LowVol:-0.9
MaxPos7%
5
30
5.6
trailing 9%
199
21.4
Bull
12.8
4.64
2.3
81
91
100
54
false
Buy
Add to core equity +1%
34
9
BrokerC
MKT
93
null
null
Normal monitoring
104
6
132
4
false
Tighten stops on momentum names
P8474
Cautious
Trust
USD
2025-08-22
388,653
56,185
332,468
1
46.6
39.4
0
14.1
GLD:22.1%;TSLA:22.1%;AAPL:7.5%;AMZN:14.3%;VOO:11.9%;MUB:22.1%
US:68.7;EU:7.5;APAC:10.4;EM:6.6;Other:6.7
Value:-0.1;Growth:+1.0;Quality:-0.4;Size:+0.3;Momentum:+0.2;LowVol:+0.8
ESGOnly;NoDerivatives;NoMargin
5
35
4
trailing 10%
93
19.9
Volatile
25.8
4.51
4.3
134
25
49
63
false
Rebalance
Shift +1% to bonds from equity
-10
-3
BrokerD
MKT
90
null
null
Normal monitoring
-57
17
13
5
false
Increase defensive factor exposure
P8475
Cautious
IRA
USD
2025-05-19
443,053
68,965
374,088
1
37
37.7
9.3
16
XLF:19.1%;VOO:18.6%;AMZN:18.5%;QQQ:21.9%;GLD:21.9%
US:69.3;EU:6.6;APAC:13.5;EM:9.9;Other:0.7
Value:-0.5;Growth:+0.8;Quality:-0.7;Size:+1.0;Momentum:-0.9;LowVol:+0.4
NoDerivatives;NoMargin
8
30
4.3
trailing 8%
125
15.9
Bull
11.5
4.51
2.8
101
59
72
31
false
Sell
Trim extended winner -1%
-10
-31
BrokerA
LMT
97
null
null
Normal monitoring
-59
-39
-53
4
false
Tax-aware sells next window
P8476
Systematic
Taxable
USD
2025-07-24
1,256,921
93,453
1,163,468
1
61.8
28.4
0
9.7
HYG:23.4%;VOO:11.1%;QQQ:23.4%;TSLA:18.7%;MSFT:23.4%
US:70.3;EU:7.3;APAC:13.4;EM:8.6;Other:0.3
Value:-0.5;Growth:-0.2;Quality:-0.5;Size:-1.0;Momentum:-0.8;LowVol:+0.3
MaxPos7%
10
25
4.4
trailing 8%
172
24.5
Bull
14.3
3.71
3.1
81
58
89
50
true
Hedge
Buy index puts 1% notional
9
-34
BrokerD
MKT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
48
-51
102
5
false
Tax-aware sells next window
P8477
Active
Trust
USD
2025-01-29
1,003,226
115,333
887,893
1
50.6
19.4
23.2
6.9
MUB:19.4%;AAPL:14.8%;VNQ:17.2%;BRK.B:24.4%;TLT:24.2%
US:63.4;EU:13.5;APAC:13.6;EM:8.1;Other:1.3
Value:-0.3;Growth:+0.8;Quality:+0.3;Size:+1.0;Momentum:-0.8;LowVol:-0.8
null
5
25
5.7
trailing 9%
161
16.3
Volatile
27.6
5.14
3.7
137
6
52
74
true
Hedge
Buy index puts 1% notional
-10
-22
BrokerC
LMT
100
Drift>tolerance
Pause
Allocation drift beyond policy bands
120
-58
224
2
false
Tighten stops on momentum names
P8478
Cautious
Taxable
USD
2024-09-21
788,038
102,614
685,424
1
38.9
43.6
3.7
13.8
MUB:16.2%;AMZN:11.3%;AAPL:11.3%;VOO:22.1%;VNQ:17.0%;IEF:22.1%
US:73.4;EU:7.1;APAC:11.9;EM:5.5;Other:2.1
Value:+0.5;Growth:-0.3;Quality:+0.9;Size:-1.0;Momentum:-0.5;LowVol:-1.0
MaxPos6%;NoDerivatives;NoMargin
8
25
4.4
trailing 8%
132
16.7
Volatile
30.7
4.17
2.7
158
62
82
73
true
Reduce
Cut high-beta by 2-3%, add cash
32
-29
BrokerA
LMT
98
Drift>tolerance
Pause
Allocation drift beyond policy bands
17
-43
74
4
false
Tighten stops on momentum names
P8479
Opportunistic
IRA
USD
2025-08-08
703,507
55,715
647,792
1
63.2
13.3
18.3
5.2
QQQ:11.9%;MSFT:10.4%;TLT:15.3%;GLD:20.8%;AAPL:20.8%;BND:20.8%
US:62.8;EU:17.9;APAC:14.9;EM:3.7;Other:0.7
Value:+0.1;Growth:-0.3;Quality:+0.5;Size:-0.9;Momentum:-0.0;LowVol:+0.4
NoDerivatives
6
25
4.9
trailing 7%
267
30
Volatile
29.2
4.6
3.7
157
-27
42
77
true
Hedge
Buy index puts 1% notional
-2
-18
BrokerB
MKT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
33
-7
87
3
false
Within IPS guidelines
P8480
Hands-off
Roth
USD
2024-11-28
212,921
15,446
197,475
1
67.3
15.1
8.8
8.7
TSLA:33.3%;HYG:33.3%;TLT:33.3%
US:67.9;EU:7.4;APAC:13.6;EM:9.9;Other:1.3
Value:+0.1;Growth:+0.7;Quality:+0.5;Size:-0.9;Momentum:-0.0;LowVol:+1.0
ESGOnly
5
35
4.3
hard 10%
98
14.1
Bull
12.2
4.87
2.5
77
31
66
42
false
Buy
Add to core equity +1%
15
9
BrokerC
LMT
93
null
null
Normal monitoring
51
-56
25
3
false
Increase defensive factor exposure
P8481
Cautious
Roth
USD
2025-10-13
557,299
73,244
484,055
1
46.5
31.9
3.6
18
QQQ:19.1%;MSFT:13.7%;BRK.B:9.2%;HYG:21.7%;BND:17.1%;TSLA:19.2%
US:70.9;EU:9.6;APAC:9.4;EM:9.3;Other:0.9
Value:+0.4;Growth:-0.5;Quality:+0.9;Size:+0.6;Momentum:+0.5;LowVol:+0.1
ESGOnly;NoMargin
5
35
4.9
trailing 8%
107
19.1
Bear
22.2
3.71
2.6
156
2
39
60
false
Buy
Add to core equity +1%
5
-35
BrokerC
LMT
85
null
null
Normal monitoring
45
-33
52
5
false
Tax-aware sells next window
P8482
Active
Trust
USD
2025-10-02
914,193
76,783
837,410
1
60.7
22.7
11.1
5.4
TLT:25.9%;HYG:25.9%;XLF:22.4%;VTI:25.9%
US:63.4;EU:14.3;APAC:12.7;EM:9.0;Other:0.6
Value:+0.6;Growth:+0.5;Quality:-1.0;Size:-0.7;Momentum:-0.5;LowVol:-0.6
null
10
25
5.2
hard 12%
153
20.9
Sideways
15.2
4.84
3
118
-8
60
55
false
Hedge
Add TLT +1% as duration hedge
-6
13
BrokerC
LMT
87
null
null
Normal monitoring
-38
-46
73
3
false
Tighten stops on momentum names
P8483
Hands-off
Taxable
USD
2025-05-03
788,215
63,718
724,497
1
70.3
15.9
5.4
8.4
BRK.B:13.1%;GLD:19.6%;AAPL:20.0%;HYG:10.7%;QQQ:20.9%;AMZN:15.8%
US:63.6;EU:17.2;APAC:10.7;EM:4.4;Other:4.1
Value:+0.1;Growth:+0.7;Quality:0.0;Size:+0.1;Momentum:+1.0;LowVol:+0.4
ESGOnly
6
25
3.9
hard 10%
134
19.6
Sideways
19.9
4.06
3.5
135
43
83
57
false
Hedge
Add TLT +1% as duration hedge
10
-26
BrokerA
LMT
91
null
null
Normal monitoring
116
12
148
5
false
Within IPS guidelines
P8484
Systematic
Roth
USD
2025-06-13
1,406,167
86,645
1,319,522
1
56.8
30.1
7
6
MSFT:24.5%;TLT:16.6%;MUB:24.5%;VNQ:24.5%;AMZN:9.8%
US:67.7;EU:12.1;APAC:10.3;EM:8.3;Other:1.6
Value:+0.5;Growth:-0.9;Quality:+0.3;Size:+0.4;Momentum:-0.2;LowVol:-0.4
null
8
25
5.7
trailing 9%
225
26.9
Bull
16.6
3.81
2.3
108
84
99
54
false
Rebalance
Shift +1% to bonds from equity
-7
-20
BrokerC
MKT
96
null
null
Normal monitoring
117
16
139
3
false
Tax-aware sells next window
P8485
Cautious
Trust
USD
2025-11-15
654,508
93,705
560,803
1
48.4
37.2
0
14.4
AAPL:14.0%;XLF:22.5%;VNQ:22.5%;BRK.B:18.6%;AMZN:22.5%
US:64.3;EU:14.2;APAC:10.4;EM:7.9;Other:3.2
Value:-0.8;Growth:-0.4;Quality:+0.7;Size:-0.7;Momentum:-0.3;LowVol:+0.7
ESGOnly;MaxPos7%;NoMargin
5
35
4.9
hard 10%
164
17.8
Bull
12.3
3.72
3.4
90
25
75
42
false
Sell
Trim extended winner -1%
13
-8
BrokerC
VWAP
98
null
null
Normal monitoring
-21
-46
119
5
false
Increase defensive factor exposure
P8486
Opportunistic
401k
USD
2025-02-15
591,377
45,583
545,794
1
67.6
20.7
7.4
4.2
XLF:17.9%;BND:20.8%;TSLA:9.7%;VNQ:20.8%;HYG:16.1%;TLT:14.8%
US:61.6;EU:18.4;APAC:9.1;EM:10.8;Other:0.2
Value:-0.7;Growth:-0.9;Quality:+0.3;Size:-0.7;Momentum:+0.4;LowVol:-0.8
NoDerivatives
7
35
6.2
trailing 9%
236
20.8
Bull
13.8
4.99
3.2
115
8
63
54
false
Rebalance
Shift +1% to bonds from equity
-12
-10
BrokerC
MKT
94
null
null
Normal monitoring
-44
19
61
5
false
Within IPS guidelines
P8487
Active
Trust
USD
2025-11-06
2,376,610
201,824
2,174,786
1
69.4
22.3
2.6
5.8
VOO:18.1%;VTI:27.3%;AAPL:27.3%;MUB:27.3%
US:50.9;EU:18.0;APAC:14.8;EM:11.2;Other:5.0
Value:+0.9;Growth:-0.1;Quality:-0.7;Size:-1.0;Momentum:-0.3;LowVol:-0.6
null
6
25
4.2
trailing 8%
160
21.4
Bull
17.9
4.08
3.3
119
3
39
64
false
Buy
Add to core equity +1%
2
7
BrokerD
LMT
96
null
null
Normal monitoring
15
-55
42
4
false
Increase defensive factor exposure
P8488
Hands-off
Taxable
USD
2025-08-20
397,595
28,597
368,998
1
62.5
16.2
14.3
7
QQQ:19.4%;TLT:22.7%;TSLA:22.7%;HYG:12.9%;XLF:10.7%;GLD:11.5%
US:69.4;EU:8.6;APAC:10.2;EM:7.4;Other:4.4
Value:-1.0;Growth:-0.2;Quality:+0.2;Size:-1.0;Momentum:-0.3;LowVol:+0.5
ESGOnly
6
25
5.7
trailing 8%
131
19.3
Bull
16
4.33
2.1
106
4
38
57
false
NoAction
Within bands; monitor
14
-35
BrokerB
LMT
86
null
null
Normal monitoring
113
10
210
4
false
Within IPS guidelines
P8489
Cautious
401k
USD
2025-03-27
627,367
82,614
544,753
1
52.7
30.3
0.3
16.7
AAPL:21.9%;HYG:22.4%;MSFT:19.9%;TLT:22.4%;VTI:13.4%
US:66.1;EU:6.7;APAC:17.2;EM:4.1;Other:5.9
Value:+0.8;Growth:+0.6;Quality:+0.1;Size:+0.6;Momentum:-0.6;LowVol:+0.7
ESGOnly;NoMargin
6
35
5.9
hard 10%
163
15.7
Bull
17.9
4.13
3.1
115
51
74
54
false
Buy
Add to core equity +1%
15
5
BrokerA
LMT
100
null
null
Normal monitoring
28
-1
97
5
false
Tighten stops on momentum names
P8490
Cautious
Trust
USD
2025-05-11
823,935
113,872
710,063
1
44.3
31.3
8.5
15.9
XLF:25.3%;TLT:24.2%;VTI:25.3%;GLD:25.3%
US:74.2;EU:10.4;APAC:5.2;EM:8.1;Other:2.1
Value:-0.6;Growth:+0.3;Quality:-0.0;Size:+0.7;Momentum:+0.3;LowVol:+0.5
ESGOnly;MaxPos6%;NoMargin
6
25
3.9
trailing 10%
119
17.1
Sideways
20.7
4.17
2.5
118
45
62
50
true
Hedge
Buy index puts 1% notional
-14
-31
BrokerC
MKT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
29
5
27
3
true
Monitor dispersion and breadth
P8491
Active
IRA
USD
2025-08-28
647,693
65,777
581,916
1
62.7
30.5
0
6.8
XLF:34.4%;VOO:31.1%;AAPL:34.4%
US:67.8;EU:16.7;APAC:7.6;EM:4.6;Other:3.3
Value:+0.6;Growth:+0.1;Quality:+0.4;Size:+0.1;Momentum:-1.0;LowVol:+0.7
MaxPos8%
8
25
5.8
trailing 8%
120
21.4
Bull
11.2
3.89
3.1
114
59
75
43
false
Rebalance
Shift +1% to bonds from equity
23
-40
BrokerA
MKT
85
null
null
Normal monitoring
-52
-17
79
4
false
Tighten stops on momentum names
P8492
Hands-off
Trust
USD
2024-08-10
870,736
42,253
828,483
1
63.3
21.7
7.9
7.2
QQQ:33.3%;VOO:33.3%;VNQ:33.3%
US:63.1;EU:12.1;APAC:12.8;EM:11.6;Other:0.4
Value:-0.4;Growth:-0.3;Quality:+0.2;Size:0.0;Momentum:-0.1;LowVol:-0.7
MaxPos5%
5
35
5.2
trailing 8%
117
18.2
Bear
30
4.36
1.6
157
-90
19
87
true
Rebalance
Rebalance back to target bands
22
-24
BrokerD
LMT
97
VAR>budget
Reduce
Risk above budget threshold
12
-53
113
4
false
Tighten stops on momentum names
P8493
Hands-off
IRA
USD
2024-12-05
803,142
34,439
768,703
1
68.8
15.8
6.4
9.1
VOO:27.1%;MUB:26.4%;QQQ:19.3%;VNQ:27.1%
US:62.4;EU:16.0;APAC:6.7;EM:10.3;Other:4.6
Value:-0.2;Growth:+0.4;Quality:+0.7;Size:+0.1;Momentum:-0.9;LowVol:+0.1
null
5
30
5
hard 10%
144
14
Volatile
20.6
4.97
3.9
119
80
100
72
true
Hedge
Buy index puts 1% notional
15
-35
BrokerC
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-49
-27
42
4
false
Monitor dispersion and breadth
P8494
Systematic
Roth
USD
2025-09-11
1,368,596
100,736
1,267,860
1
55
35
3.1
6.9
IEF:20.8%;VNQ:17.0%;TSLA:17.4%;BND:12.4%;VTI:17.9%;QQQ:14.4%
US:59.6;EU:16.2;APAC:12.2;EM:8.5;Other:3.5
Value:+0.2;Growth:+0.5;Quality:-0.4;Size:+0.6;Momentum:-0.4;LowVol:-1.0
null
10
30
5.2
trailing 8%
216
21.9
Volatile
30.6
3.72
3.9
157
72
81
77
true
Hedge
Buy index puts 1% notional
18
-23
BrokerB
MKT
88
VAR>budget
TightenStops
Risk above budget threshold
-3
-5
54
3
false
Tax-aware sells next window
P8495
Hands-off
IRA
USD
2025-07-12
561,854
54,332
507,522
1
66.4
27
0
6.6
XLF:26.1%;MSFT:26.1%;VOO:26.1%;IEF:21.8%
US:67.6;EU:9.6;APAC:13.1;EM:8.1;Other:1.6
Value:-0.8;Growth:+0.6;Quality:-0.1;Size:-0.4;Momentum:+0.9;LowVol:-0.9
null
6
30
4.4
trailing 8%
140
18.8
Sideways
15.9
3.9
2.4
116
24
59
48
false
Sell
Trim extended winner -1%
26
-28
BrokerB
MKT
95
null
null
Normal monitoring
81
-48
65
3
false
Tax-aware sells next window
P8496
Active
Trust
USD
2025-02-25
2,094,638
151,906
1,942,732
1
62.2
23.7
4.4
9.7
AAPL:33.3%;MUB:33.3%;VNQ:33.3%
US:66.1;EU:10.9;APAC:10.2;EM:12.3;Other:0.5
Value:-0.6;Growth:+0.8;Quality:+0.9;Size:-0.5;Momentum:-0.1;LowVol:-0.4
NoDerivatives
10
35
5.1
trailing 8%
214
17.1
Bull
13.2
4.27
3.1
90
95
100
51
false
Buy
Add to core equity +1%
-13
11
BrokerA
MKT
89
null
null
Normal monitoring
52
-51
103
5
false
Monitor dispersion and breadth
P8497
Cautious
IRA
USD
2025-01-03
320,750
40,137
280,613
1
43
35.1
11.7
10.2
AAPL:33.3%;MUB:33.3%;VNQ:33.3%
US:71.2;EU:8.0;APAC:7.8;EM:7.5;Other:5.4
Value:-0.1;Growth:+0.8;Quality:-0.9;Size:+0.2;Momentum:-0.3;LowVol:-0.3
NoMargin
6
35
4.4
trailing 8%
115
14.1
Bull
14.7
4.37
3.1
85
15
52
43
false
Buy
Add to core equity +1%
13
-18
BrokerA
LMT
88
null
null
Normal monitoring
-14
-54
112
5
false
Within IPS guidelines
P8498
Opportunistic
401k
USD
2025-06-21
1,473,530
65,231
1,408,299
1
67.8
14.9
13.1
4.2
HYG:27.6%;TLT:27.6%;TSLA:17.1%;MUB:27.6%
US:69.7;EU:6.6;APAC:6.9;EM:11.8;Other:5.1
Value:+0.1;Growth:-0.2;Quality:+0.9;Size:+0.7;Momentum:-0.3;LowVol:0.0
MaxPos6%
6
25
5.2
hard 12%
239
29.4
Sideways
17.1
4.06
2.3
92
-27
26
50
false
Rebalance
Shift +1% to bonds from equity
18
15
BrokerD
MKT
89
null
null
Normal monitoring
53
-39
112
4
false
Increase defensive factor exposure
P8499
Hands-off
401k
USD
2025-10-21
666,630
48,810
617,820
1
63.9
23.6
3
9.4
AMZN:21.7%;VNQ:21.7%;TLT:15.5%;AAPL:19.3%;MUB:21.7%
US:75.4;EU:5.4;APAC:9.7;EM:7.7;Other:1.8
Value:-1.0;Growth:-1.0;Quality:-0.3;Size:+0.5;Momentum:-0.1;LowVol:+0.5
ESGOnly
8
25
5.1
trailing 10%
154
12.9
Bull
15.6
3.7
2.2
72
63
72
40
false
NoAction
Within bands; monitor
-2
-40
BrokerA
VWAP
98
null
null
Normal monitoring
-50
-35
52
3
false
Monitor dispersion and breadth
P8500
Systematic
Trust
USD
2025-01-12
727,763
42,950
684,813
1
62.6
31.4
0
6
VOO:19.9%;VNQ:9.5%;IEF:8.0%;MSFT:21.2%;XLF:21.2%;GLD:20.3%
US:68.2;EU:9.3;APAC:11.2;EM:7.6;Other:3.8
Value:-0.3;Growth:-1.0;Quality:+0.8;Size:+1.0;Momentum:+0.3;LowVol:+0.4
NoDerivatives
7
25
5.5
trailing 8%
127
27.2
Volatile
29.5
5.06
2.9
111
11
40
86
true
Hedge
Buy index puts 1% notional
17
5
BrokerA
LMT
85
RegimeShift
TightenStops
Volatility spike and breadth deterioration
91
-13
149
2
false
Tighten stops on momentum names