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
P8501
Opportunistic
Trust
USD
2025-08-02
564,430
41,476
522,954
1
70.1
14.6
7.8
7.5
AAPL:33.3%;VNQ:33.3%;MSFT:33.3%
US:60.5;EU:18.3;APAC:10.9;EM:8.9;Other:1.5
Value:-0.3;Growth:+0.1;Quality:+0.9;Size:-0.8;Momentum:+0.1;LowVol:+0.7
MaxPos8%
8
30
4
trailing 7%
203
22
Sideways
19.6
4.19
2.6
117
-1
54
54
false
Sell
Trim extended winner -1%
17
2
BrokerB
VWAP
90
null
null
Normal monitoring
112
-44
141
5
false
Monitor dispersion and breadth
P8502
Systematic
Taxable
USD
2025-01-14
1,903,718
159,347
1,744,371
1
68.6
20.7
3.6
7.2
AMZN:15.5%;TLT:8.5%;VTI:18.8%;BRK.B:20.3%;XLF:16.4%;MUB:20.3%
US:65.5;EU:13.2;APAC:13.1;EM:6.1;Other:2.1
Value:-0.0;Growth:+0.3;Quality:-0.0;Size:-1.0;Momentum:+0.5;LowVol:-0.6
null
8
25
5.9
trailing 8%
175
24.6
Bull
13.5
3.81
2.4
81
38
64
49
false
Sell
Trim extended winner -1%
1
8
BrokerA
MKT
97
null
null
Normal monitoring
55
-26
62
5
false
Within IPS guidelines
P8503
Opportunistic
Taxable
USD
2025-09-14
332,940
17,282
315,658
1
75
18.8
0
6.2
VTI:25.8%;AAPL:22.7%;QQQ:25.8%;TSLA:25.8%
US:69.8;EU:12.3;APAC:8.3;EM:7.8;Other:1.8
Value:+0.9;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:-0.6;LowVol:+0.7
null
7
30
4.1
trailing 7%
227
27.8
Bull
12.9
3.72
2
103
41
72
48
true
Rebalance
Rebalance back to target bands
30
-34
BrokerD
LMT
91
VAR>budget
Hedge
Risk above budget threshold
5
-9
124
4
false
Within IPS guidelines
P8504
Hands-off
IRA
USD
2025-05-18
564,813
27,622
537,191
1
67.2
27.2
0
5.6
MSFT:23.1%;TSLA:17.4%;TLT:23.4%;HYG:23.4%;XLF:12.8%
US:73.0;EU:6.3;APAC:10.9;EM:9.0;Other:0.7
Value:-0.1;Growth:+0.2;Quality:+0.1;Size:+0.5;Momentum:+0.7;LowVol:+0.9
MaxPos8%
6
35
5.5
hard 10%
112
14
Bull
12.9
4.35
2.8
99
39
70
39
false
Sell
Trim extended winner -1%
0
-17
BrokerC
MKT
99
null
null
Normal monitoring
91
-53
211
5
false
Tighten stops on momentum names
P8505
Opportunistic
Roth
USD
2024-11-03
377,192
17,127
360,065
1
72.9
19
0
8.2
VOO:28.2%;MSFT:28.2%;AAPL:15.4%;MUB:28.2%
US:69.7;EU:12.8;APAC:8.8;EM:7.1;Other:1.6
Value:-0.6;Growth:+0.9;Quality:+0.4;Size:+0.7;Momentum:+0.7;LowVol:-0.5
null
8
25
6.1
hard 12%
273
33.7
Bull
12.6
4.99
3.4
115
112
97
52
false
Buy
Add to core equity +1%
-4
-36
BrokerB
LMT
100
null
null
Normal monitoring
30
2
34
3
false
Tax-aware sells next window
P8506
Active
IRA
USD
2025-01-04
1,324,863
83,235
1,241,628
1
64.9
20.6
7.5
7
XLF:33.3%;MUB:33.3%;GLD:33.3%
US:68.0;EU:14.3;APAC:10.4;EM:4.1;Other:3.2
Value:-0.9;Growth:+0.7;Quality:0.0;Size:-1.0;Momentum:+0.6;LowVol:+0.2
NoDerivatives
7
35
5.4
trailing 8%
146
17.7
Sideways
17
4.82
2
109
12
44
43
false
Sell
Trim extended winner -1%
-9
-1
BrokerB
MKT
96
null
null
Normal monitoring
75
-25
37
4
false
Within IPS guidelines
P8507
Hands-off
Taxable
USD
2025-12-17
401,196
30,265
370,931
1
65.2
19.2
6.7
8.9
QQQ:20.3%;BRK.B:17.8%;MSFT:15.6%;VOO:11.7%;BND:18.3%;VTI:16.3%
US:60.3;EU:16.0;APAC:13.6;EM:6.2;Other:3.9
Value:-0.6;Growth:-0.1;Quality:+0.8;Size:-0.3;Momentum:-0.6;LowVol:-0.9
null
5
25
3.6
trailing 8%
91
14.4
Sideways
16.2
4.02
2.7
117
47
75
59
false
Rebalance
Shift +1% to bonds from equity
18
-21
BrokerC
MKT
89
null
null
Normal monitoring
101
-45
117
5
false
Tighten stops on momentum names
P8508
Cautious
IRA
USD
2025-04-28
247,877
26,921
220,956
1
50
37.4
0
12.6
MSFT:33.3%;BND:33.3%;TSLA:33.3%
US:73.5;EU:13.8;APAC:5.4;EM:5.5;Other:1.8
Value:+0.2;Growth:+0.2;Quality:+0.1;Size:+1.0;Momentum:-0.1;LowVol:+0.1
ESGOnly;NoMargin
10
25
3.1
trailing 10%
125
13.7
Sideways
20.1
3.5
2.4
114
41
78
42
false
Rebalance
Shift +1% to bonds from equity
-9
-35
BrokerC
LMT
96
null
null
Normal monitoring
36
-1
115
4
false
Tighten stops on momentum names
P8509
Cautious
Trust
USD
2025-09-24
668,651
60,579
608,072
1
50.6
35.1
0
14.3
QQQ:33.3%;AMZN:33.3%;AAPL:33.3%
US:69.5;EU:10.0;APAC:9.3;EM:7.4;Other:3.8
Value:-0.5;Growth:-0.6;Quality:+0.2;Size:+0.7;Momentum:-0.2;LowVol:+0.3
ESGOnly;NoMargin
8
35
5.5
trailing 8%
148
15.2
Sideways
17
3.51
2.2
112
-29
23
41
false
Sell
Trim extended winner -1%
28
-38
BrokerB
MKT
95
null
null
Normal monitoring
-34
-55
66
5
false
Increase defensive factor exposure
P8510
Hands-off
IRA
USD
2025-02-05
734,141
62,217
671,924
1
68.5
19.3
6.3
5.9
IEF:17.6%;BND:21.4%;MSFT:16.8%;HYG:13.2%;XLF:9.6%;VTI:21.4%
US:71.6;EU:12.8;APAC:6.8;EM:3.7;Other:5.1
Value:+0.7;Growth:-0.2;Quality:+0.9;Size:+0.6;Momentum:-0.6;LowVol:0.0
NoDerivatives
7
30
4.2
trailing 8%
156
12.3
Bull
17.2
4.15
2.1
100
64
95
58
true
Hedge
Buy index puts 1% notional
11
-32
BrokerD
LMT
90
Drift>tolerance
Pause
Allocation drift beyond policy bands
55
-43
122
5
false
Tax-aware sells next window
P8511
Cautious
Roth
USD
2025-03-31
747,687
81,284
666,403
1
46.9
42.8
0
10.3
AAPL:14.5%;MUB:24.1%;BRK.B:24.1%;HYG:13.1%;TSLA:24.1%
US:65.9;EU:17.5;APAC:7.1;EM:6.4;Other:3.0
Value:+1.0;Growth:+0.4;Quality:-0.9;Size:+0.4;Momentum:-0.3;LowVol:+0.8
ESGOnly;NoMargin
7
35
4.4
hard 10%
134
12.3
Volatile
28.7
5.06
3.1
145
14
68
67
false
Rebalance
Shift +1% to bonds from equity
-8
13
BrokerB
MKT
93
null
null
Normal monitoring
20
-50
51
5
false
Within IPS guidelines
P8512
Hands-off
Trust
USD
2025-06-20
453,075
35,696
417,379
1
68.6
22
0
9.4
AAPL:25.6%;QQQ:37.2%;IEF:37.2%
US:72.4;EU:8.1;APAC:9.6;EM:6.1;Other:3.9
Value:+0.1;Growth:-0.7;Quality:+0.8;Size:0.0;Momentum:+0.6;LowVol:+0.2
null
10
35
3.5
hard 10%
163
17.6
Sideways
19.4
3.84
3.3
126
-20
50
64
false
Sell
Trim extended winner -1%
29
-38
BrokerC
LMT
95
null
null
Normal monitoring
73
4
202
4
false
Tighten stops on momentum names
P8513
Systematic
Trust
USD
2025-05-03
1,978,365
152,898
1,825,467
1
57.5
25.8
7.2
9.5
XLF:17.4%;VOO:11.8%;BND:10.5%;AAPL:22.6%;TLT:23.4%;MUB:14.3%
US:69.7;EU:10.9;APAC:13.6;EM:3.1;Other:2.6
Value:+0.2;Growth:+0.1;Quality:-0.5;Size:-0.4;Momentum:-0.3;LowVol:-0.1
null
7
30
5.7
trailing 9%
134
19.5
Volatile
21.9
4.21
4.3
169
-11
48
64
true
Reduce
Cut high-beta by 2-3%, add cash
-8
3
BrokerA
MKT
87
RegimeShift
Pause
Volatility spike and breadth deterioration
30
-13
67
4
false
Increase defensive factor exposure
P8514
Hands-off
Trust
USD
2025-02-09
248,502
17,251
231,251
1
68.2
23.8
0
8
VTI:23.7%;BND:25.4%;VNQ:25.4%;GLD:25.4%
US:60.0;EU:13.5;APAC:15.5;EM:6.2;Other:4.8
Value:+0.2;Growth:-0.9;Quality:-0.2;Size:-0.1;Momentum:-0.7;LowVol:+0.9
MaxPos8%;NoDerivatives
7
30
4.8
hard 10%
109
18
Bull
16.7
4.56
2.6
79
34
71
62
false
Hedge
Add TLT +1% as duration hedge
-15
0
BrokerB
LMT
86
null
null
Normal monitoring
52
-13
128
4
false
Monitor dispersion and breadth
P8515
Cautious
Taxable
USD
2025-04-01
528,183
71,090
457,093
1
39.6
43.9
0
16.5
AMZN:25.0%;TLT:25.0%;AAPL:25.0%;HYG:25.0%
US:62.3;EU:17.8;APAC:14.0;EM:5.2;Other:0.8
Value:-0.0;Growth:0.0;Quality:+0.7;Size:0.0;Momentum:+0.5;LowVol:+0.9
ESGOnly;NoMargin
8
30
5.7
trailing 8%
115
17.6
Sideways
17.2
3.99
2.9
139
20
60
45
false
Rebalance
Shift +1% to bonds from equity
-5
12
BrokerD
LMT
89
null
null
Normal monitoring
51
15
183
3
false
Within IPS guidelines
P8516
Systematic
Roth
USD
2024-10-03
593,828
56,321
537,507
1
63.2
29.3
0
7.5
BND:37.4%;VOO:25.2%;IEF:37.4%
US:72.3;EU:7.1;APAC:5.8;EM:11.0;Other:3.8
Value:-0.9;Growth:-0.9;Quality:-0.1;Size:-1.0;Momentum:+0.8;LowVol:-0.4
null
6
30
4.7
trailing 9%
169
25.5
Sideways
21.8
3.93
2.5
93
20
75
54
false
Sell
Trim extended winner -1%
-7
-27
BrokerC
LMT
92
null
null
Normal monitoring
57
-38
132
3
false
Within IPS guidelines
P8517
Cautious
Trust
USD
2025-06-30
556,348
49,163
507,185
1
44
37.8
3.2
14.9
VTI:20.7%;BRK.B:17.3%;QQQ:21.1%;VOO:8.2%;AAPL:12.3%;HYG:20.4%
US:65.5;EU:12.5;APAC:12.1;EM:9.3;Other:0.6
Value:+0.4;Growth:-0.5;Quality:-0.7;Size:+0.3;Momentum:0.0;LowVol:-0.8
ESGOnly;NoMargin
10
30
3.2
trailing 8%
115
13.5
Sideways
14.8
4.73
2.9
100
10
45
29
false
Sell
Trim extended winner -1%
26
-10
BrokerD
VWAP
89
null
null
Normal monitoring
-8
-43
93
4
false
Increase defensive factor exposure
P8518
Opportunistic
Trust
USD
2025-03-06
1,775,102
114,341
1,660,761
1
76.4
13.9
3.4
6.2
XLF:21.4%;AAPL:21.4%;QQQ:21.4%;VNQ:14.3%;HYG:15.8%;TLT:5.7%
US:59.6;EU:17.6;APAC:10.9;EM:8.9;Other:2.9
Value:+0.8;Growth:+0.2;Quality:-0.8;Size:-0.0;Momentum:+0.8;LowVol:-0.3
NoDerivatives
10
25
4.2
trailing 9%
204
21
Volatile
28.7
3.56
4
112
5
59
92
true
Rebalance
Rebalance back to target bands
15
-18
BrokerA
VWAP
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
47
-52
93
3
false
Tax-aware sells next window
P8519
Opportunistic
Taxable
USD
2024-10-09
1,592,549
58,939
1,533,610
1
74.9
16.7
0
8.4
QQQ:24.8%;TLT:26.6%;TSLA:26.6%;VOO:21.9%
US:73.2;EU:14.2;APAC:6.3;EM:4.2;Other:2.1
Value:+0.7;Growth:+0.8;Quality:+0.1;Size:+0.4;Momentum:+0.7;LowVol:-0.0
null
6
25
5.4
hard 12%
189
33.1
Bull
16.7
3.75
3
79
28
72
54
false
Buy
Add to core equity +1%
28
-10
BrokerC
MKT
94
null
null
Normal monitoring
82
-49
95
4
false
Tax-aware sells next window
P8520
Cautious
Trust
USD
2025-03-20
438,912
68,708
370,204
1
47.9
31.5
3.1
17.4
XLF:22.7%;QQQ:9.2%;VOO:21.1%;GLD:10.0%;VNQ:22.7%;MSFT:14.3%
US:67.8;EU:9.7;APAC:11.9;EM:8.7;Other:1.8
Value:-0.7;Growth:-0.4;Quality:-0.9;Size:+0.2;Momentum:+0.5;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
5
35
5.4
hard 10%
156
15.5
Volatile
31.5
4.78
2.9
148
50
61
77
true
Hedge
Buy index puts 1% notional
34
-31
BrokerC
LMT
99
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
59
14
36
5
false
Monitor dispersion and breadth
P8521
Active
401k
USD
2025-02-14
2,444,929
272,185
2,172,744
1.09
62.5
29.6
0
7.9
AAPL:22.6%;MSFT:9.6%;QQQ:22.7%;BRK.B:22.4%;IEF:22.7%
US:63.5;EU:14.9;APAC:10.5;EM:8.6;Other:2.4
Value:+0.7;Growth:+0.8;Quality:+0.8;Size:-0.1;Momentum:-0.4;LowVol:+0.2
MaxPos6%
6
30
4.2
hard 12%
152
16.2
Sideways
19.1
3.99
3.1
101
-9
58
51
false
Sell
Trim extended winner -1%
33
6
BrokerD
LMT
91
null
null
Normal monitoring
119
-50
105
3
false
Tighten stops on momentum names
P8522
Opportunistic
Roth
USD
2025-04-25
634,035
49,537
584,498
1
65.9
18.4
10.9
4.7
TSLA:17.1%;AAPL:22.7%;AMZN:22.7%;QQQ:14.8%;VTI:22.7%
US:65.5;EU:11.3;APAC:10.2;EM:9.7;Other:3.4
Value:-0.5;Growth:+0.5;Quality:+0.2;Size:+0.4;Momentum:-0.7;LowVol:-0.9
null
5
25
5.5
trailing 7%
264
33.4
Volatile
31.1
5.11
3.3
152
19
71
84
true
Reduce
Cut high-beta by 2-3%, add cash
15
-7
BrokerB
LMT
90
VAR>budget
Reduce
Risk above budget threshold
34
-24
105
2
false
Tighten stops on momentum names
P8523
Cautious
Taxable
USD
2025-05-30
580,358
86,135
494,223
1
44.6
34.4
5.2
15.8
TLT:33.3%;MSFT:33.3%;BND:33.3%
US:64.1;EU:5.3;APAC:14.4;EM:11.3;Other:4.8
Value:-1.0;Growth:-0.6;Quality:-0.4;Size:-1.0;Momentum:-0.8;LowVol:+0.2
MaxPos6%;NoMargin
7
35
4.5
trailing 8%
132
13.6
Sideways
16.4
3.93
3.1
116
35
62
39
false
Sell
Trim extended winner -1%
-4
-38
BrokerD
MKT
92
null
null
Normal monitoring
-43
11
-19
4
false
Within IPS guidelines
P8524
Systematic
Roth
USD
2025-09-23
410,088
22,278
387,810
1
67.2
22.6
4.2
6
TLT:21.7%;TSLA:18.9%;QQQ:14.3%;MSFT:23.4%;VOO:21.6%
US:68.2;EU:14.8;APAC:8.5;EM:5.0;Other:3.5
Value:-0.4;Growth:+0.2;Quality:+0.2;Size:-0.6;Momentum:-0.9;LowVol:+0.4
null
7
30
5.5
hard 12%
193
26
Bear
33.7
4.38
1.7
194
-29
30
96
true
Hedge
Buy index puts 1% notional
-9
8
BrokerB
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
81
-31
60
4
false
Within IPS guidelines
P8525
Opportunistic
IRA
USD
2025-10-13
943,066
71,893
871,173
1
67.3
16
8
8.7
TSLA:22.8%;GLD:10.7%;XLF:22.8%;HYG:22.8%;VOO:21.1%
US:69.1;EU:8.1;APAC:8.4;EM:10.3;Other:4.0
Value:-0.9;Growth:-0.1;Quality:-0.5;Size:-0.3;Momentum:+0.9;LowVol:-0.7
null
8
30
4.2
trailing 7%
175
27.5
Volatile
24.1
5.17
3.2
170
41
84
67
false
Hedge
Add TLT +1% as duration hedge
4
-7
BrokerD
LMT
88
null
null
Normal monitoring
-30
-1
101
4
false
Monitor dispersion and breadth
P8526
Active
Roth
USD
2024-10-20
2,454,816
190,507
2,264,309
1
57.9
18.4
17.5
6.2
AAPL:25.9%;XLF:22.3%;MUB:25.9%;TSLA:25.9%
US:58.2;EU:18.7;APAC:10.5;EM:9.1;Other:3.6
Value:-0.9;Growth:-0.0;Quality:+0.9;Size:-1.0;Momentum:-0.3;LowVol:-0.6
null
8
35
4.2
hard 12%
146
23.1
Volatile
24.5
4.99
3.2
161
33
60
58
false
Rebalance
Shift +1% to bonds from equity
21
-15
BrokerA
MKT
90
null
null
Normal monitoring
-9
6
61
4
false
Increase defensive factor exposure
P8527
Opportunistic
Roth
USD
2025-01-10
1,238,580
95,690
1,142,890
1.17
64.8
13.3
13.5
8.3
VTI:35.1%;HYG:29.8%;AMZN:35.1%
US:64.8;EU:15.5;APAC:11.3;EM:5.1;Other:3.3
Value:+0.2;Growth:+0.9;Quality:+0.1;Size:+1.0;Momentum:+0.4;LowVol:-0.0
MaxPos5%
7
35
4
trailing 9%
202
31.1
Volatile
30
5.23
4.3
155
12
46
73
true
Hedge
Buy index puts 1% notional
12
15
BrokerC
LMT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
-41
19
83
2
false
Increase defensive factor exposure
P8528
Hands-off
Taxable
USD
2025-02-17
765,647
59,788
705,859
1
70.9
22.7
0
6.4
TSLA:21.2%;BRK.B:16.0%;MUB:14.0%;HYG:15.4%;GLD:12.2%;VOO:21.2%
US:65.9;EU:15.5;APAC:12.7;EM:3.9;Other:2.0
Value:+0.4;Growth:+1.0;Quality:-0.4;Size:-0.5;Momentum:-0.9;LowVol:-1.0
MaxPos5%;NoDerivatives
10
35
3.9
trailing 8%
170
15.6
Bull
12.9
4.49
3
72
46
84
39
true
Reduce
Cut high-beta by 2-3%, add cash
2
7
BrokerD
LMT
91
Drift>tolerance
Pause
Allocation drift beyond policy bands
106
3
88
5
false
Tighten stops on momentum names
P8529
Hands-off
Roth
USD
2024-09-07
875,485
45,731
829,754
1
58.8
25.7
7.4
8.1
TLT:25.3%;XLF:25.3%;VNQ:25.3%;VTI:24.1%
US:66.1;EU:18.4;APAC:6.8;EM:4.8;Other:3.9
Value:+0.3;Growth:+0.9;Quality:-0.2;Size:-0.5;Momentum:-0.8;LowVol:-0.3
MaxPos5%;NoDerivatives
10
30
5.6
hard 10%
164
17.9
Bear
25.8
3.6
1.2
149
-19
31
63
false
Sell
Trim extended winner -1%
18
-10
BrokerC
LMT
100
null
null
Normal monitoring
70
-54
144
3
false
Increase defensive factor exposure
P8530
Active
401k
USD
2025-04-22
604,070
56,503
547,567
1
63.6
30.2
0
6.2
AAPL:27.8%;VTI:21.7%;BND:27.8%;MUB:22.8%
US:73.6;EU:8.0;APAC:12.5;EM:5.6;Other:0.2
Value:-0.6;Growth:-1.0;Quality:-0.7;Size:+0.2;Momentum:-0.6;LowVol:0.0
NoDerivatives
5
35
4.3
trailing 8%
158
20.8
Bear
33
3.83
1.5
171
15
62
92
true
Hedge
Buy index puts 1% notional
8
-35
BrokerA
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
46
-44
169
4
false
Increase defensive factor exposure
P8531
Cautious
401k
USD
2025-05-11
669,637
96,800
572,837
1
41.7
42.3
0.7
15.2
HYG:33.3%;BRK.B:33.3%;TSLA:33.3%
US:66.3;EU:6.9;APAC:14.3;EM:10.1;Other:2.4
Value:-0.7;Growth:-0.4;Quality:-1.0;Size:+0.7;Momentum:-0.4;LowVol:-0.1
ESGOnly;NoMargin
7
35
5.6
trailing 10%
104
19.9
Volatile
27.5
4.63
3.3
126
-23
53
58
true
Hedge
Buy index puts 1% notional
4
-26
BrokerB
LMT
88
VAR>budget
Pause
Risk above budget threshold
58
-54
49
4
false
Within IPS guidelines
P8532
Hands-off
IRA
USD
2025-05-12
760,853
37,966
722,887
1
67.8
22
1.2
9
BND:24.4%;BRK.B:11.1%;TLT:24.4%;MUB:24.4%;TSLA:15.8%
US:72.1;EU:6.0;APAC:12.9;EM:5.3;Other:3.7
Value:-0.8;Growth:+0.5;Quality:+0.3;Size:-0.1;Momentum:-0.2;LowVol:-0.6
NoDerivatives
5
35
5.4
trailing 8%
140
14
Bear
28.5
3.63
2
148
-37
25
83
true
Rebalance
Rebalance back to target bands
-8
3
BrokerC
VWAP
86
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-1
-23
15
4
false
Monitor dispersion and breadth
P8533
Cautious
IRA
USD
2025-07-31
169,055
25,402
143,653
1
41
39.7
2
17.3
BND:25.0%;XLF:25.0%;VOO:25.0%;GLD:25.0%
US:62.5;EU:15.7;APAC:11.8;EM:6.9;Other:3.1
Value:-0.8;Growth:-0.4;Quality:+0.7;Size:+0.8;Momentum:-0.6;LowVol:-0.2
ESGOnly;NoMargin
7
35
4.5
hard 10%
158
19.7
Bull
13.8
4.73
2.3
118
18
67
24
false
Hedge
Add TLT +1% as duration hedge
7
-15
BrokerA
MKT
95
null
null
Normal monitoring
93
-11
231
4
false
Tighten stops on momentum names
P8534
Hands-off
Roth
USD
2024-10-25
289,896
28,309
261,587
1
63.9
27.7
1.5
6.9
AAPL:17.8%;TLT:21.3%;BND:20.1%;MUB:21.3%;QQQ:19.6%
US:72.9;EU:11.2;APAC:6.3;EM:6.1;Other:3.4
Value:-0.9;Growth:-0.5;Quality:+0.3;Size:+0.8;Momentum:-0.8;LowVol:-0.3
null
5
25
6
trailing 8%
132
16.6
Bull
16
4.64
2
105
2
53
54
false
Rebalance
Shift +1% to bonds from equity
34
-35
BrokerA
LMT
91
null
null
Normal monitoring
99
6
131
3
false
Within IPS guidelines
P8535
Hands-off
Trust
USD
2024-11-15
429,529
19,013
410,516
1
70
24.3
0
5.7
VTI:22.4%;IEF:15.6%;XLF:22.4%;AMZN:22.4%;MSFT:17.2%
US:65.3;EU:16.5;APAC:13.7;EM:3.8;Other:0.7
Value:+0.9;Growth:-0.4;Quality:+0.1;Size:+0.2;Momentum:-0.3;LowVol:+0.3
MaxPos8%
8
25
3.8
trailing 8%
168
16.8
Volatile
28.9
4.88
3.5
123
52
80
88
true
Hedge
Buy index puts 1% notional
5
-13
BrokerD
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-36
-32
66
2
false
Increase defensive factor exposure
P8536
Opportunistic
IRA
USD
2025-04-17
1,598,104
135,995
1,462,109
1
67.5
17.5
10.8
4.2
TLT:25.3%;TSLA:24.0%;GLD:25.3%;BRK.B:25.3%
US:63.7;EU:11.9;APAC:13.6;EM:10.0;Other:0.7
Value:+0.8;Growth:+0.8;Quality:+0.1;Size:-0.4;Momentum:-0.4;LowVol:+0.8
MaxPos6%;NoDerivatives
10
25
6
hard 12%
238
22.1
Bull
17.1
4.06
2.8
91
16
43
58
true
Hedge
Buy index puts 1% notional
-8
-11
BrokerB
MKT
95
VAR>budget
TightenStops
Risk above budget threshold
0
13
11
4
false
Monitor dispersion and breadth
P8537
Systematic
Taxable
USD
2025-04-13
1,864,401
101,173
1,763,228
1
58
20.9
13.3
7.8
TLT:24.5%;BND:11.9%;IEF:16.9%;MSFT:24.5%;TSLA:22.3%
US:72.0;EU:13.6;APAC:6.8;EM:5.7;Other:1.9
Value:+0.9;Growth:-1.0;Quality:-0.7;Size:-0.4;Momentum:+0.1;LowVol:-0.5
null
10
25
4.8
trailing 8%
186
21.9
Bear
28.9
3.19
2.4
209
-35
28
77
true
Reduce
Cut high-beta by 2-3%, add cash
-8
9
BrokerD
MKT
92
RegimeShift
TightenStops
Volatility spike and breadth deterioration
68
10
111
3
false
Monitor dispersion and breadth
P8538
Cautious
Trust
USD
2025-04-03
154,756
13,658
141,098
1
50.9
39.1
0
10
HYG:26.6%;MSFT:20.3%;MUB:26.6%;VNQ:26.6%
US:68.2;EU:18.9;APAC:7.6;EM:3.6;Other:1.6
Value:-0.6;Growth:+0.9;Quality:+0.9;Size:-0.7;Momentum:-0.6;LowVol:-0.6
MaxPos5%;NoMargin
6
35
4.7
trailing 10%
104
15
Bull
12
4.58
2.2
107
9
41
26
false
Buy
Add to core equity +1%
16
-9
BrokerA
MKT
91
null
null
Normal monitoring
110
-40
202
5
false
Increase defensive factor exposure
P8539
Systematic
Roth
USD
2025-05-08
1,941,271
186,888
1,754,383
1
58.8
30.3
5.1
5.9
QQQ:26.0%;HYG:26.0%;TSLA:22.1%;AMZN:26.0%
US:65.5;EU:15.4;APAC:12.0;EM:6.9;Other:0.1
Value:-0.4;Growth:+0.7;Quality:+1.0;Size:-0.9;Momentum:-0.2;LowVol:-0.0
null
5
30
5.1
trailing 8%
196
24.4
Sideways
20.9
4.77
2.3
93
45
63
47
false
Buy
Add to core equity +1%
23
-11
BrokerA
MKT
85
null
null
Normal monitoring
-58
18
-33
5
false
Increase defensive factor exposure
P8540
Opportunistic
IRA
USD
2025-07-01
1,702,932
144,683
1,558,249
1
64.9
15.6
11.6
7.9
VNQ:25.1%;IEF:25.1%;BND:24.8%;AAPL:25.1%
US:61.7;EU:13.5;APAC:8.3;EM:13.8;Other:2.7
Value:-0.7;Growth:-0.6;Quality:+0.8;Size:+0.9;Momentum:-0.0;LowVol:-0.4
MaxPos7%
6
35
6.4
hard 12%
210
22.2
Sideways
21.3
3.77
3.5
129
-15
50
52
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-30
BrokerB
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
97
9
85
5
false
Within IPS guidelines
P8541
Systematic
401k
USD
2025-06-25
1,972,405
97,687
1,874,718
1
68.7
21.8
3.6
6
BND:27.6%;IEF:27.6%;AMZN:27.6%;VNQ:17.1%
US:63.3;EU:20.7;APAC:6.2;EM:8.5;Other:1.3
Value:-0.7;Growth:-0.6;Quality:+0.3;Size:0.0;Momentum:+0.4;LowVol:-0.2
null
7
30
4.7
trailing 8%
200
23.2
Bull
16.7
4.42
2.5
72
25
72
47
false
Rebalance
Shift +1% to bonds from equity
-14
-19
BrokerC
LMT
99
null
null
Normal monitoring
114
-34
148
4
false
Increase defensive factor exposure
P8542
Opportunistic
IRA
USD
2025-10-31
905,056
28,281
876,775
1.18
61.1
19.2
12.7
7
VOO:25.0%;IEF:25.0%;TSLA:25.0%;QQQ:25.0%
US:72.3;EU:15.8;APAC:5.9;EM:4.3;Other:1.7
Value:+0.5;Growth:-0.4;Quality:+0.7;Size:+0.8;Momentum:-0.5;LowVol:+0.8
null
6
35
5.4
hard 12%
234
22.9
Volatile
31.8
4.53
3.9
146
14
69
77
true
Hedge
Buy index puts 1% notional
-14
-7
BrokerA
LMT
89
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-42
-16
-19
4
false
Tighten stops on momentum names
P8543
Hands-off
401k
USD
2025-06-30
875,048
37,906
837,142
1
58.3
19.5
15.7
6.5
GLD:16.1%;AAPL:22.1%;VOO:18.8%;IEF:20.9%;BRK.B:22.1%
US:64.2;EU:13.6;APAC:9.8;EM:8.6;Other:3.8
Value:+0.5;Growth:+0.2;Quality:-0.2;Size:+0.1;Momentum:-0.2;LowVol:+0.2
MaxPos8%;NoDerivatives
6
25
5.8
hard 10%
167
14.4
Bull
16.1
4.65
2.2
95
70
98
52
false
NoAction
Within bands; monitor
-11
1
BrokerD
MKT
0
null
null
Normal monitoring
117
-1
173
5
false
Monitor dispersion and breadth
P8544
Active
IRA
USD
2024-09-08
1,887,770
185,451
1,702,319
1
54.5
25.8
14.5
5.2
VNQ:12.6%;QQQ:12.4%;IEF:18.9%;BND:19.3%;MUB:20.4%;XLF:16.5%
US:67.9;EU:15.0;APAC:11.2;EM:3.6;Other:2.3
Value:-0.0;Growth:-0.8;Quality:+0.7;Size:+0.8;Momentum:-1.0;LowVol:-0.7
null
7
25
4.6
trailing 8%
177
18.1
Volatile
28.3
3.94
4.2
120
56
64
73
true
Hedge
Buy index puts 1% notional
27
7
BrokerC
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
22
18
161
4
true
Within IPS guidelines
P8545
Cautious
401k
USD
2024-10-26
643,314
67,913
575,401
1
37.8
42.8
8.4
11
MSFT:19.8%;TLT:15.6%;QQQ:21.5%;TSLA:21.5%;BND:21.5%
US:66.2;EU:9.6;APAC:8.7;EM:12.0;Other:3.5
Value:+0.3;Growth:-0.3;Quality:-0.6;Size:-0.8;Momentum:+0.7;LowVol:-0.5
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
10
30
5.4
hard 10%
123
15.7
Sideways
17.6
4.16
2.7
112
25
51
37
false
Rebalance
Shift +1% to bonds from equity
5
-24
BrokerD
MKT
94
null
null
Normal monitoring
81
18
173
4
false
Tax-aware sells next window
P8546
Active
Trust
USD
2025-08-11
2,235,332
210,433
2,024,899
1.12
61.4
28.8
4.5
5.3
GLD:26.5%;HYG:20.4%;AMZN:26.5%;XLF:26.5%
US:69.4;EU:9.6;APAC:15.1;EM:5.8;Other:0.2
Value:+0.7;Growth:+0.3;Quality:+0.1;Size:-0.5;Momentum:+0.6;LowVol:+0.9
MaxPos6%
7
30
4.2
hard 12%
169
18.3
Sideways
17
4.94
2.9
96
17
49
57
false
Rebalance
Shift +1% to bonds from equity
14
-25
BrokerB
MKT
86
null
null
Normal monitoring
49
-30
134
4
false
Increase defensive factor exposure
P8547
Cautious
Roth
USD
2025-05-05
721,768
91,218
630,550
1
35.3
43.3
5.9
15.5
XLF:24.0%;VOO:15.4%;QQQ:14.0%;AMZN:22.7%;VTI:24.0%
US:69.1;EU:17.0;APAC:6.3;EM:4.1;Other:3.5
Value:+0.9;Growth:-0.3;Quality:-0.5;Size:-0.9;Momentum:-0.3;LowVol:-0.7
ESGOnly;MaxPos6%;NoMargin
10
25
5.1
trailing 10%
101
12.1
Sideways
21.4
4.31
2.6
106
31
69
46
false
Rebalance
Shift +1% to bonds from equity
-14
10
BrokerB
MKT
88
null
null
Normal monitoring
-16
-42
-15
4
false
Within IPS guidelines
P8548
Hands-off
401k
USD
2025-06-20
293,237
24,909
268,328
1
60.5
16.5
13.8
9.3
VTI:11.3%;VOO:17.8%;XLF:21.0%;BRK.B:12.0%;TSLA:21.0%;TLT:16.8%
US:72.9;EU:10.8;APAC:6.0;EM:8.5;Other:1.7
Value:-0.6;Growth:-0.0;Quality:+0.7;Size:-0.1;Momentum:+0.4;LowVol:+0.9
ESGOnly
7
35
5.2
hard 10%
116
17.9
Bull
14.2
4.6
2.9
111
28
57
42
false
Rebalance
Shift +1% to bonds from equity
15
-16
BrokerA
MKT
90
null
null
Normal monitoring
112
-46
90
5
false
Increase defensive factor exposure
P8549
Opportunistic
IRA
USD
2025-10-20
1,750,633
69,876
1,680,757
1
64.1
19.9
8.9
7.2
MSFT:25.6%;VOO:25.6%;AAPL:25.6%;HYG:23.3%
US:66.9;EU:12.2;APAC:10.1;EM:7.7;Other:3.1
Value:+0.2;Growth:-0.1;Quality:+0.2;Size:-0.5;Momentum:+0.1;LowVol:-0.5
null
10
35
4.4
hard 12%
221
22
Volatile
26.7
5.04
4.5
123
19
59
77
true
Reduce
Cut high-beta by 2-3%, add cash
14
-16
BrokerC
LMT
94
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-27
-25
14
5
false
Tighten stops on momentum names
P8550
Hands-off
401k
USD
2025-01-17
162,813
13,061
149,752
1
56.2
19.7
16.7
7.4
TSLA:33.3%;TLT:33.3%;BND:33.3%
US:62.2;EU:12.9;APAC:9.0;EM:12.5;Other:3.4
Value:+0.3;Growth:-0.5;Quality:-0.5;Size:-0.0;Momentum:+0.2;LowVol:-0.3
MaxPos6%
8
35
3.7
trailing 10%
136
17.9
Bear
24.8
3.27
1.7
153
-57
22
69
false
Sell
Trim extended winner -1%
-8
-5
BrokerD
MKT
85
null
null
Normal monitoring
-22
-18
48
5
false
Within IPS guidelines
P8551
Systematic
Taxable
USD
2025-06-26
1,167,650
76,351
1,091,299
1
60.9
21.6
11.5
6
GLD:21.6%;QQQ:21.6%;TSLA:21.6%;IEF:20.0%;MSFT:15.1%
US:62.9;EU:20.6;APAC:7.1;EM:4.7;Other:4.8
Value:-0.1;Growth:-0.5;Quality:+0.9;Size:+0.4;Momentum:+0.5;LowVol:+0.6
null
7
25
4.2
trailing 8%
122
19.1
Bull
13.3
4.85
2.2
107
56
72
49
false
Sell
Trim extended winner -1%
1
-20
BrokerD
MKT
90
null
null
Normal monitoring
-41
-22
20
5
false
Tighten stops on momentum names
P8552
Cautious
Taxable
USD
2025-11-10
550,894
84,929
465,965
1
48.9
33.2
0.5
17.4
TSLA:14.8%;BRK.B:26.0%;XLF:18.6%;HYG:26.0%;AMZN:14.5%
US:56.2;EU:17.4;APAC:11.3;EM:12.0;Other:3.1
Value:+0.8;Growth:+0.4;Quality:+0.6;Size:+0.6;Momentum:-0.8;LowVol:-0.6
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
8
30
3.3
hard 10%
140
14.4
Sideways
18.6
4.14
3.2
132
-28
50
49
false
Buy
Add to core equity +1%
8
-33
BrokerC
VWAP
94
null
null
Normal monitoring
49
0
180
4
false
Tax-aware sells next window
P8553
Hands-off
Taxable
USD
2025-01-13
715,696
52,740
662,956
1
55.1
24.7
11.7
8.6
AAPL:33.3%;XLF:33.3%;VOO:33.3%
US:61.7;EU:15.1;APAC:11.2;EM:9.5;Other:2.5
Value:-0.8;Growth:+0.4;Quality:-0.8;Size:-0.8;Momentum:-0.3;LowVol:+0.3
ESGOnly;NoDerivatives
7
35
4.7
trailing 8%
144
16.3
Volatile
24.6
4.27
3.2
157
15
59
62
false
Sell
Trim extended winner -1%
4
-19
BrokerB
MKT
97
null
null
Normal monitoring
32
-53
89
4
false
Within IPS guidelines
P8554
Active
401k
USD
2024-09-11
1,620,171
110,422
1,509,749
1.2
56.2
28
7.1
8.8
BND:33.3%;HYG:33.3%;VTI:33.3%
US:78.4;EU:5.6;APAC:5.7;EM:10.1;Other:0.2
Value:+0.6;Growth:+0.7;Quality:+0.5;Size:-0.8;Momentum:+0.7;LowVol:+0.1
MaxPos7%
10
30
5.5
hard 12%
176
18.5
Volatile
30.9
3.56
4.1
133
0
52
76
true
Rebalance
Rebalance back to target bands
22
12
BrokerB
VWAP
99
VAR>budget
Hedge
Risk above budget threshold
32
-51
98
4
true
Within IPS guidelines
P8555
Systematic
Roth
USD
2025-03-11
982,276
86,391
895,885
1
58.2
26.6
10
5.2
AMZN:25.0%;VTI:25.0%;AAPL:25.0%;IEF:25.0%
US:63.2;EU:15.8;APAC:13.9;EM:6.6;Other:0.5
Value:-0.4;Growth:+0.5;Quality:-0.4;Size:+0.5;Momentum:-0.5;LowVol:+0.9
null
7
30
4.2
hard 12%
142
23.2
Bull
11.8
3.97
3.2
109
88
100
40
false
NoAction
Within bands; monitor
28
-8
BrokerA
MKT
0
null
null
Normal monitoring
0
-26
56
4
false
Tax-aware sells next window
P8556
Hands-off
401k
USD
2025-12-03
159,020
9,285
149,735
1
56.7
28.6
6.4
8.2
BRK.B:9.9%;TSLA:19.1%;HYG:19.0%;BND:17.2%;IEF:16.6%;VNQ:18.2%
US:71.8;EU:14.5;APAC:5.6;EM:6.6;Other:1.5
Value:-0.5;Growth:+0.4;Quality:-0.4;Size:+0.2;Momentum:-0.0;LowVol:+0.2
NoDerivatives
7
25
5.1
trailing 10%
138
20
Sideways
18.5
3.67
2.6
91
19
46
46
false
Rebalance
Shift +1% to bonds from equity
-2
15
BrokerD
MKT
87
null
null
Normal monitoring
-47
-50
-43
4
false
Tax-aware sells next window
P8557
Systematic
401k
USD
2025-06-16
1,461,916
128,363
1,333,553
1
56
25.4
9.9
8.7
IEF:19.8%;BRK.B:8.0%;XLF:21.4%;QQQ:8.5%;VTI:21.1%;TLT:21.2%
US:67.1;EU:9.6;APAC:11.0;EM:12.3;Other:0.0
Value:+0.1;Growth:-0.5;Quality:-0.1;Size:-0.2;Momentum:-0.9;LowVol:+0.4
NoDerivatives
10
25
4.7
trailing 8%
151
25.1
Bull
17
3.93
3
71
112
100
54
false
Hedge
Add TLT +1% as duration hedge
30
15
BrokerD
MKT
86
null
null
Normal monitoring
44
-53
76
3
false
Monitor dispersion and breadth
P8558
Opportunistic
401k
USD
2024-09-18
1,491,200
72,358
1,418,842
1.17
74.2
19.4
0
6.4
TSLA:13.8%;BND:20.5%;VOO:19.3%;VTI:17.8%;IEF:15.0%;GLD:13.7%
US:62.3;EU:16.6;APAC:14.2;EM:6.4;Other:0.6
Value:-0.9;Growth:-1.0;Quality:+1.0;Size:+1.0;Momentum:-0.3;LowVol:-0.7
null
10
35
4.3
hard 12%
164
30.3
Bull
17.2
4.65
3.1
78
25
49
60
false
Rebalance
Shift +1% to bonds from equity
-6
13
BrokerD
LMT
86
null
null
Normal monitoring
26
-8
96
5
false
Tighten stops on momentum names
P8559
Systematic
Taxable
USD
2025-10-18
768,342
69,858
698,484
1
66.7
25.2
0
8.1
HYG:33.3%;TSLA:33.3%;IEF:33.3%
US:62.5;EU:13.8;APAC:13.2;EM:10.4;Other:0.1
Value:+0.5;Growth:-0.6;Quality:+0.5;Size:+0.1;Momentum:-1.0;LowVol:+0.6
MaxPos7%
7
25
5.2
trailing 8%
207
18.6
Bear
33.2
3.73
1.8
173
-98
5
80
true
Rebalance
Rebalance back to target bands
1
-6
BrokerC
MKT
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
-22
20
5
3
false
Tighten stops on momentum names
P8560
Cautious
IRA
USD
2024-08-19
303,102
45,625
257,477
1
37.9
30.5
21
10.6
MUB:33.3%;IEF:33.3%;TLT:33.3%
US:60.4;EU:16.9;APAC:8.9;EM:9.3;Other:4.4
Value:-0.6;Growth:-0.6;Quality:-0.4;Size:+0.6;Momentum:+0.3;LowVol:+0.8
NoMargin
6
35
3.1
trailing 8%
152
19
Sideways
17.7
3.89
2.1
93
31
60
38
false
Hedge
Add TLT +1% as duration hedge
-6
-10
BrokerA
VWAP
93
null
null
Normal monitoring
-8
20
130
4
false
Tax-aware sells next window
P8561
Active
Taxable
USD
2025-06-18
1,856,248
162,152
1,694,096
1
50.3
21.9
22
5.8
IEF:16.7%;TLT:15.7%;XLF:22.5%;AAPL:22.5%;VNQ:22.5%
US:56.1;EU:17.7;APAC:11.4;EM:10.4;Other:4.3
Value:+0.4;Growth:+0.1;Quality:-0.3;Size:+0.5;Momentum:-0.7;LowVol:+0.2
NoDerivatives
5
25
4.7
hard 12%
143
27.5
Sideways
18
4.04
2.6
105
45
73
53
false
Sell
Trim extended winner -1%
-15
-16
BrokerC
LMT
86
null
null
Normal monitoring
-41
8
93
4
false
Monitor dispersion and breadth
P8562
Active
Roth
USD
2025-11-04
1,718,562
129,342
1,589,220
1
65.2
20.8
5.9
8.1
TSLA:27.7%;XLF:17.2%;VOO:27.5%;MSFT:27.7%
US:68.8;EU:10.6;APAC:9.8;EM:9.6;Other:1.3
Value:-0.6;Growth:+0.4;Quality:+0.5;Size:+0.2;Momentum:-0.4;LowVol:+0.3
null
10
25
4.5
hard 12%
169
21.6
Sideways
19.3
4.77
2.5
118
-19
43
66
false
Rebalance
Shift +1% to bonds from equity
-3
-2
BrokerC
LMT
95
null
null
Normal monitoring
14
10
106
4
false
Monitor dispersion and breadth
P8563
Active
Trust
USD
2025-06-17
722,364
74,561
647,803
1
61.3
31.4
0
7.3
GLD:33.3%;XLF:33.3%;BND:33.3%
US:68.5;EU:13.2;APAC:7.1;EM:7.6;Other:3.6
Value:+0.9;Growth:-0.8;Quality:-0.1;Size:-0.5;Momentum:-0.1;LowVol:+0.2
null
7
35
5.1
trailing 8%
167
22.2
Bull
16.1
4.24
3.3
76
95
90
51
false
Rebalance
Shift +1% to bonds from equity
-3
-25
BrokerA
LMT
93
null
null
Normal monitoring
-34
11
58
3
false
Monitor dispersion and breadth
P8564
Systematic
401k
USD
2025-09-22
1,876,810
84,230
1,792,580
1
61.2
30.2
0.7
7.8
AAPL:23.7%;VOO:23.7%;BND:23.7%;GLD:17.5%;VTI:11.3%
US:65.1;EU:7.1;APAC:13.5;EM:10.5;Other:3.8
Value:-0.5;Growth:-0.4;Quality:-0.6;Size:+0.7;Momentum:+0.8;LowVol:+0.6
MaxPos6%
5
25
4.2
trailing 9%
170
21.9
Bull
15
3.57
3.2
88
114
100
49
false
Sell
Trim extended winner -1%
0
-36
BrokerC
VWAP
86
null
null
Normal monitoring
-51
-2
-88
5
false
Increase defensive factor exposure
P8565
Cautious
IRA
USD
2024-08-26
218,836
32,288
186,548
1
36.2
44.5
6
13.4
GLD:14.4%;TSLA:23.7%;MSFT:23.7%;MUB:14.6%;XLF:23.7%
US:62.9;EU:14.2;APAC:11.5;EM:7.1;Other:4.3
Value:-0.3;Growth:-0.6;Quality:+0.2;Size:+0.9;Momentum:-0.2;LowVol:-0.5
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
8
35
3.2
trailing 8%
156
14.3
Bull
16
4.43
2.7
111
100
100
29
false
Hedge
Add TLT +1% as duration hedge
14
-19
BrokerB
MKT
97
null
null
Normal monitoring
80
-2
176
5
false
Tax-aware sells next window
P8566
Hands-off
Taxable
USD
2025-05-07
579,628
50,187
529,441
1
60.8
17.2
12.2
9.7
VOO:17.9%;QQQ:13.3%;VTI:23.3%;MSFT:22.2%;IEF:23.3%
US:62.9;EU:17.0;APAC:13.2;EM:5.1;Other:1.9
Value:-0.3;Growth:-0.8;Quality:+0.5;Size:+0.5;Momentum:-0.6;LowVol:+0.6
ESGOnly;MaxPos8%
10
30
4.5
hard 10%
95
19.4
Bull
13.9
3.86
2.4
72
61
84
52
true
Hedge
Buy index puts 1% notional
29
-26
BrokerA
LMT
91
VAR>budget
Reduce
Risk above budget threshold
106
-60
164
5
false
Increase defensive factor exposure
P8567
Active
Taxable
USD
2025-06-15
584,324
68,578
515,746
1
54.3
30.3
10.4
5
XLF:33.6%;MUB:33.6%;QQQ:32.8%
US:68.9;EU:8.0;APAC:14.5;EM:7.5;Other:1.2
Value:-0.3;Growth:-0.2;Quality:-0.4;Size:+0.2;Momentum:+0.3;LowVol:-0.3
MaxPos8%
8
25
4
trailing 9%
220
24.1
Sideways
15.9
4.97
2.6
130
2
63
53
true
Hedge
Buy index puts 1% notional
17
-3
BrokerB
VWAP
86
VAR>budget
Hedge
Risk above budget threshold
34
-14
-4
3
false
Tax-aware sells next window
P8568
Opportunistic
Trust
USD
2025-09-24
1,554,345
77,089
1,477,256
1.17
71.7
15.1
6.3
7
QQQ:21.1%;BRK.B:17.5%;TSLA:21.5%;MSFT:20.8%;AMZN:19.1%
US:68.8;EU:7.1;APAC:12.1;EM:8.9;Other:3.0
Value:-0.5;Growth:+0.4;Quality:-0.9;Size:+0.6;Momentum:-0.5;LowVol:-0.3
null
10
30
4.5
trailing 7%
184
20.9
Sideways
19.5
3.59
2.6
135
55
63
56
false
Hedge
Add TLT +1% as duration hedge
7
7
BrokerB
LMT
85
null
null
Normal monitoring
23
10
91
5
false
Tax-aware sells next window
P8569
Cautious
IRA
USD
2025-06-23
585,129
76,571
508,558
1
44.8
41.3
0
14
AMZN:13.3%;BRK.B:9.9%;QQQ:21.6%;HYG:21.6%;TLT:17.2%;XLF:16.3%
US:71.8;EU:8.1;APAC:11.1;EM:8.9;Other:0.2
Value:-0.5;Growth:-0.3;Quality:-0.5;Size:-0.6;Momentum:-0.6;LowVol:+0.7
NoMargin
7
30
5.9
trailing 8%
131
12.2
Bull
15.1
4.77
2.2
81
105
100
43
false
Buy
Add to core equity +1%
-9
-28
BrokerB
MKT
99
null
null
Normal monitoring
80
-19
132
3
false
Tax-aware sells next window
P8570
Hands-off
Roth
USD
2025-04-18
498,828
45,546
453,282
1
62.6
17.4
12.8
7.2
GLD:11.2%;IEF:21.2%;HYG:21.2%;BRK.B:6.6%;TLT:20.2%;VOO:19.6%
US:69.9;EU:14.1;APAC:7.8;EM:7.6;Other:0.6
Value:-0.4;Growth:+0.1;Quality:+0.3;Size:+0.1;Momentum:-0.6;LowVol:+0.3
ESGOnly;MaxPos8%;NoDerivatives
6
30
4.9
trailing 10%
98
19.6
Volatile
26.8
4.39
4.2
174
27
66
65
false
Sell
Trim extended winner -1%
17
-5
BrokerA
MKT
100
null
null
Normal monitoring
54
1
37
4
false
Tighten stops on momentum names
P8571
Systematic
IRA
USD
2025-06-07
1,644,642
108,160
1,536,482
1
69.3
20.9
0.2
9.6
AAPL:11.0%;BRK.B:11.4%;TLT:16.7%;XLF:20.9%;VTI:20.9%;GLD:19.1%
US:62.8;EU:19.3;APAC:8.1;EM:6.8;Other:3.0
Value:-0.7;Growth:-0.3;Quality:+0.5;Size:-0.3;Momentum:+0.7;LowVol:-0.0
MaxPos5%
8
30
4.4
trailing 9%
125
17.3
Bear
28.7
3.5
2.9
202
-62
5
85
true
Rebalance
Rebalance back to target bands
11
-25
BrokerB
MKT
87
VAR>budget
Hedge
Risk above budget threshold
60
-7
182
3
false
Increase defensive factor exposure
P8572
Systematic
Trust
USD
2024-09-23
964,134
79,163
884,971
1
56.6
25.5
9.1
8.8
GLD:21.1%;MUB:22.2%;QQQ:16.7%;HYG:17.7%;AMZN:22.2%
US:63.2;EU:16.9;APAC:9.5;EM:7.4;Other:3.1
Value:+0.9;Growth:-0.7;Quality:-0.6;Size:+0.6;Momentum:-0.5;LowVol:-0.8
null
6
30
4.9
trailing 9%
192
21.3
Bear
34.9
3.26
2.2
173
-50
39
80
true
Hedge
Buy index puts 1% notional
21
-10
BrokerD
MKT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
60
-12
107
5
false
Within IPS guidelines
P8573
Opportunistic
Taxable
USD
2024-08-07
485,474
25,171
460,303
1
60.1
19.2
13.1
7.5
MUB:22.5%;QQQ:25.8%;GLD:25.8%;MSFT:25.8%
US:61.5;EU:10.0;APAC:16.8;EM:9.8;Other:1.9
Value:+0.1;Growth:+0.6;Quality:+0.1;Size:-0.0;Momentum:+0.6;LowVol:-0.8
null
8
30
6.9
trailing 9%
181
30.1
Volatile
21.8
4.16
2.8
174
32
53
66
true
Reduce
Cut high-beta by 2-3%, add cash
16
-15
BrokerD
MKT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
93
-56
232
3
false
Tighten stops on momentum names
P8574
Active
401k
USD
2024-10-11
1,821,631
120,696
1,700,935
1
50.3
29.6
11.1
9
XLF:33.5%;VOO:33.5%;MSFT:33.1%
US:65.0;EU:14.7;APAC:8.5;EM:8.3;Other:3.5
Value:+1.0;Growth:-0.1;Quality:+0.2;Size:0.0;Momentum:+0.1;LowVol:-0.1
MaxPos5%;NoDerivatives
7
30
4.8
trailing 9%
203
18.2
Volatile
21.8
5.36
3.7
115
-46
24
62
false
NoAction
Within bands; monitor
18
3
BrokerB
LMT
99
null
null
Normal monitoring
89
-54
159
3
false
Tighten stops on momentum names
P8575
Systematic
Taxable
USD
2024-08-15
1,875,677
95,097
1,780,580
1
55
32.1
5
7.9
MUB:18.2%;XLF:27.3%;HYG:27.3%;BND:27.3%
US:70.6;EU:8.6;APAC:8.7;EM:10.0;Other:2.1
Value:-0.3;Growth:+0.8;Quality:-0.6;Size:-0.6;Momentum:+0.5;LowVol:-0.8
NoDerivatives
7
35
4.7
trailing 8%
178
18.6
Volatile
29.5
5.17
4.2
142
51
61
77
true
Reduce
Cut high-beta by 2-3%, add cash
2
-26
BrokerB
MKT
94
Drift>tolerance
Pause
Allocation drift beyond policy bands
43
-1
148
3
false
Tighten stops on momentum names
P8576
Cautious
Roth
USD
2024-08-25
855,623
126,902
728,721
1
46.2
39.8
0
14
TSLA:9.8%;VNQ:14.4%;AMZN:18.8%;BND:21.2%;BRK.B:21.2%;MSFT:14.6%
US:68.6;EU:15.5;APAC:6.7;EM:7.6;Other:1.6
Value:-0.6;Growth:+0.3;Quality:-0.9;Size:-0.3;Momentum:+0.3;LowVol:+0.7
ESGOnly;NoMargin
7
30
5.8
trailing 8%
156
15
Volatile
24.9
5.4
4.4
127
-33
21
66
false
Rebalance
Shift +1% to bonds from equity
24
8
BrokerA
LMT
98
null
null
Normal monitoring
-56
-15
-65
3
false
Increase defensive factor exposure
P8577
Opportunistic
Trust
USD
2024-11-02
323,764
10,837
312,927
1
60.5
12.3
20.9
6.3
QQQ:33.3%;MUB:33.3%;VTI:33.3%
US:59.7;EU:11.8;APAC:14.2;EM:10.8;Other:3.5
Value:+0.1;Growth:+0.2;Quality:-0.6;Size:+0.1;Momentum:+0.9;LowVol:-0.9
null
6
30
5
trailing 7%
230
25.4
Bull
17.8
4.89
3.3
98
65
77
58
false
Hedge
Add TLT +1% as duration hedge
-13
4
BrokerC
VWAP
96
null
null
Normal monitoring
-11
-33
78
3
false
Within IPS guidelines
P8578
Hands-off
Taxable
USD
2024-09-07
345,700
14,731
330,969
1
65.2
26.7
0
8.1
GLD:25.0%;VTI:25.0%;AMZN:25.0%;BRK.B:25.0%
US:68.2;EU:16.8;APAC:8.9;EM:6.0;Other:0.1
Value:+0.2;Growth:+0.2;Quality:-0.4;Size:0.0;Momentum:+0.1;LowVol:+0.2
ESGOnly
7
25
5.3
hard 10%
161
13.6
Sideways
20.8
4.59
2.6
125
-23
45
64
false
Buy
Add to core equity +1%
0
6
BrokerC
VWAP
97
null
null
Normal monitoring
-45
-54
11
3
false
Within IPS guidelines
P8579
Opportunistic
Trust
USD
2025-10-07
487,863
38,847
449,016
1.15
72.8
18.6
0
8.6
BND:19.5%;GLD:22.5%;VOO:23.7%;VNQ:23.7%;MSFT:10.7%
US:66.9;EU:17.2;APAC:5.7;EM:9.8;Other:0.3
Value:+0.4;Growth:-0.9;Quality:+0.8;Size:+0.2;Momentum:+0.7;LowVol:-0.9
null
5
30
4.6
trailing 9%
216
20.8
Bull
14.4
4.63
2.9
73
22
63
44
false
Buy
Add to core equity +1%
2
-6
BrokerB
LMT
89
null
null
Normal monitoring
97
-15
118
5
false
Increase defensive factor exposure
P8580
Cautious
Taxable
USD
2024-08-17
525,287
53,828
471,459
1
50.3
38.8
0
10.8
BND:34.1%;VNQ:31.8%;GLD:34.1%
US:57.5;EU:17.4;APAC:11.5;EM:9.4;Other:4.2
Value:+0.2;Growth:+0.3;Quality:-0.6;Size:-0.7;Momentum:+0.9;LowVol:+0.5
ESGOnly;MaxPos5%;NoMargin
7
35
4.2
trailing 8%
116
13.6
Sideways
17.4
4.23
3.2
107
26
77
52
false
Rebalance
Shift +1% to bonds from equity
33
-37
BrokerA
LMT
96
null
null
Normal monitoring
93
-53
187
3
false
Within IPS guidelines
P8581
Cautious
Taxable
USD
2024-07-13
552,441
83,859
468,582
1
44.7
33.6
6.5
15.3
GLD:11.1%;HYG:23.0%;QQQ:23.0%;MUB:23.0%;AMZN:19.9%
US:73.0;EU:14.4;APAC:6.7;EM:5.8;Other:0.0
Value:+0.2;Growth:+0.7;Quality:-0.2;Size:-0.5;Momentum:-0.5;LowVol:+0.4
ESGOnly;NoMargin
6
30
3.4
trailing 8%
119
16.1
Bull
17
3.8
2.5
74
95
100
35
false
NoAction
Within bands; monitor
30
-7
BrokerD
LMT
92
null
null
Normal monitoring
24
12
78
5
false
Tax-aware sells next window
P8582
Opportunistic
401k
USD
2024-09-01
783,463
43,197
740,266
1.22
63.1
21
7.2
8.8
QQQ:23.6%;AAPL:23.6%;MUB:23.6%;XLF:12.8%;HYG:16.3%
US:68.5;EU:12.0;APAC:7.7;EM:8.2;Other:3.7
Value:-0.4;Growth:-1.0;Quality:+0.8;Size:-0.9;Momentum:-0.8;LowVol:+0.7
NoDerivatives
7
30
6.7
trailing 7%
233
31.8
Volatile
21.2
4.81
4.2
176
-36
28
64
false
Rebalance
Shift +1% to bonds from equity
-8
-24
BrokerB
LMT
85
null
null
Normal monitoring
-8
-59
89
3
false
Monitor dispersion and breadth
P8583
Systematic
Roth
USD
2024-10-03
1,763,183
170,229
1,592,954
1
61.1
29.2
0
9.6
IEF:30.6%;AAPL:23.2%;BND:15.6%;TLT:30.6%
US:70.5;EU:13.9;APAC:10.3;EM:5.2;Other:0.1
Value:-1.0;Growth:+0.1;Quality:+0.2;Size:+0.3;Momentum:+0.2;LowVol:-0.2
null
6
30
4.2
trailing 8%
198
16.5
Bear
24.2
4.15
2.2
199
-69
21
64
true
Hedge
Buy index puts 1% notional
-14
15
BrokerA
MKT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
49
-57
92
3
false
Monitor dispersion and breadth
P8584
Cautious
Roth
USD
2024-09-28
881,106
86,874
794,232
1
53.2
36
0
10.8
QQQ:13.2%;TLT:22.5%;AMZN:12.4%;TSLA:12.8%;AAPL:22.5%;XLF:16.7%
US:72.0;EU:11.4;APAC:5.9;EM:8.6;Other:2.1
Value:-0.9;Growth:-0.9;Quality:+0.2;Size:-0.0;Momentum:-0.0;LowVol:-0.2
MaxPos6%;NoDerivatives;NoMargin
10
35
4.1
hard 10%
152
17.4
Sideways
15.4
4.37
2.6
120
38
75
33
false
Buy
Add to core equity +1%
8
12
BrokerD
LMT
85
null
null
Normal monitoring
-19
-13
-20
5
false
Monitor dispersion and breadth
P8585
Cautious
Taxable
USD
2025-09-06
819,165
130,317
688,848
1
43.1
39.6
0
17.2
QQQ:21.5%;MSFT:21.5%;HYG:21.5%;VNQ:21.1%;IEF:14.4%
US:72.6;EU:15.5;APAC:6.3;EM:5.6;Other:0.0
Value:+0.5;Growth:-0.6;Quality:-0.7;Size:+0.9;Momentum:-0.1;LowVol:-0.7
ESGOnly;MaxPos5%;NoMargin
10
35
4.9
hard 10%
131
19.4
Volatile
24.9
4.74
2.4
180
36
77
50
false
Sell
Trim extended winner -1%
29
-25
BrokerD
LMT
93
null
null
Normal monitoring
-41
-40
-17
3
false
Increase defensive factor exposure
P8586
Hands-off
Trust
USD
2025-05-03
524,384
23,980
500,404
1
58.6
21.8
11
8.6
VOO:21.8%;VNQ:12.7%;GLD:22.9%;MUB:19.8%;TLT:22.9%
US:62.3;EU:17.9;APAC:6.1;EM:9.4;Other:4.3
Value:-0.1;Growth:+0.5;Quality:-0.4;Size:-0.9;Momentum:-0.9;LowVol:-0.3
NoDerivatives
5
30
5.6
trailing 10%
134
15.1
Volatile
22.2
4.96
4.2
158
33
65
68
false
Rebalance
Shift +1% to bonds from equity
8
-35
BrokerA
LMT
100
null
null
Normal monitoring
-26
-28
53
5
false
Increase defensive factor exposure
P8587
Hands-off
IRA
USD
2025-07-11
721,937
63,159
658,778
1
63.2
21.4
8.9
6.5
AAPL:19.1%;MSFT:22.4%;XLF:17.7%;VOO:9.8%;TLT:22.4%;MUB:8.5%
US:58.8;EU:19.4;APAC:7.8;EM:9.0;Other:5.0
Value:-0.2;Growth:-1.0;Quality:+0.5;Size:+0.9;Momentum:-0.3;LowVol:-0.1
null
5
30
3.4
trailing 10%
91
19.8
Bear
26
3.66
1.8
196
-15
42
74
true
Hedge
Buy index puts 1% notional
-6
-24
BrokerA
LMT
89
VAR>budget
Hedge
Risk above budget threshold
29
-2
1
4
false
Tighten stops on momentum names
P8588
Hands-off
Roth
USD
2025-03-15
260,665
23,301
237,364
1
70.9
20.6
0.2
8.3
HYG:19.3%;VTI:23.9%;TSLA:9.1%;AMZN:23.9%;QQQ:23.9%
US:62.5;EU:18.0;APAC:10.9;EM:6.6;Other:2.0
Value:-0.8;Growth:-0.8;Quality:+0.8;Size:+0.6;Momentum:+0.7;LowVol:-0.8
ESGOnly;NoDerivatives
5
30
5.6
hard 10%
166
19.1
Bull
12.4
4.18
3.3
113
66
71
56
false
Sell
Trim extended winner -1%
31
-22
BrokerC
LMT
86
null
null
Normal monitoring
17
-35
28
5
false
Within IPS guidelines
P8589
Opportunistic
Trust
USD
2025-06-20
1,124,878
99,978
1,024,900
1
70.1
12.6
10
7.3
BND:23.2%;AMZN:25.0%;TSLA:25.0%;QQQ:15.5%;VNQ:11.3%
US:70.5;EU:11.9;APAC:5.9;EM:9.5;Other:2.2
Value:-0.5;Growth:-0.7;Quality:+0.4;Size:+0.9;Momentum:+0.6;LowVol:+0.7
MaxPos6%
10
35
6.2
trailing 7%
218
30
Bear
33.9
4.39
2.1
212
-76
6
81
true
Hedge
Buy index puts 1% notional
21
-32
BrokerB
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
72
-21
194
5
false
Monitor dispersion and breadth
P8590
Hands-off
Trust
USD
2025-04-11
207,033
18,041
188,992
1
63.1
22
8.8
6.1
AAPL:23.2%;AMZN:21.8%;VNQ:23.2%;HYG:8.8%;BND:23.2%
US:67.7;EU:13.5;APAC:12.1;EM:5.0;Other:1.7
Value:+1.0;Growth:-0.6;Quality:+0.7;Size:-0.3;Momentum:-0.6;LowVol:+0.1
ESGOnly;MaxPos7%
10
35
3.4
trailing 10%
158
18.1
Volatile
27
4.02
3.2
161
25
76
66
true
Rebalance
Rebalance back to target bands
2
12
BrokerA
MKT
94
RegimeShift
TightenStops
Volatility spike and breadth deterioration
75
-57
93
4
false
Tax-aware sells next window
P8591
Active
Taxable
USD
2025-04-13
2,221,313
256,959
1,964,354
1.11
56.6
25
9.2
9.1
BRK.B:22.1%;IEF:22.1%;XLF:18.0%;TLT:16.9%;HYG:21.0%
US:63.5;EU:17.9;APAC:6.4;EM:8.2;Other:4.0
Value:+0.1;Growth:+0.4;Quality:+0.4;Size:-0.1;Momentum:+0.4;LowVol:-0.8
MaxPos5%;NoDerivatives
5
35
5.7
trailing 8%
213
25.6
Volatile
21
5.06
3.1
168
24
52
49
false
Rebalance
Shift +1% to bonds from equity
-1
-38
BrokerC
MKT
93
null
null
Normal monitoring
70
-25
98
5
false
Tax-aware sells next window
P8592
Active
Taxable
USD
2024-12-01
1,468,667
133,108
1,335,559
1
51.2
29.1
11.8
7.9
VNQ:11.8%;MSFT:9.4%;AAPL:22.8%;AMZN:12.6%;IEF:22.8%;GLD:20.6%
US:58.2;EU:18.5;APAC:8.5;EM:10.6;Other:4.1
Value:-0.6;Growth:-0.4;Quality:+0.6;Size:-0.9;Momentum:-0.7;LowVol:+0.4
null
7
25
5.2
hard 12%
136
26.4
Bull
12.3
3.57
3.3
75
78
89
32
false
Rebalance
Shift +1% to bonds from equity
32
-23
BrokerB
LMT
91
null
null
Normal monitoring
30
-37
142
4
false
Increase defensive factor exposure
P8593
Active
Taxable
USD
2025-11-01
2,436,111
225,137
2,210,974
1
61.1
23.8
6.5
8.6
HYG:33.3%;MSFT:33.3%;IEF:33.3%
US:65.4;EU:17.8;APAC:10.2;EM:3.1;Other:3.6
Value:-0.5;Growth:0.0;Quality:+0.8;Size:-0.7;Momentum:+0.1;LowVol:+0.2
NoDerivatives
10
35
5.7
hard 12%
192
27.1
Sideways
14.3
3.59
2.2
132
58
80
35
false
Hedge
Add TLT +1% as duration hedge
5
-27
BrokerD
MKT
89
null
null
Normal monitoring
-45
-57
-11
4
false
Monitor dispersion and breadth
P8594
Active
401k
USD
2025-07-07
724,620
61,528
663,092
1
65.2
21.8
5.5
7.5
VOO:34.6%;XLF:30.7%;AAPL:34.6%
US:54.4;EU:20.5;APAC:13.3;EM:7.7;Other:4.1
Value:-0.5;Growth:-0.7;Quality:-0.3;Size:-0.2;Momentum:+0.9;LowVol:-0.2
MaxPos8%
8
25
4.2
trailing 9%
198
24.6
Bull
16.1
4.04
2.2
80
109
90
51
true
Rebalance
Rebalance back to target bands
-4
12
BrokerD
MKT
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-19
-13
24
5
false
Tax-aware sells next window
P8595
Active
Taxable
USD
2025-09-25
1,197,062
131,831
1,065,231
1
62.3
22.8
9.3
5.6
XLF:19.4%;BRK.B:21.4%;AAPL:19.0%;VNQ:21.4%;VTI:18.7%
US:64.6;EU:20.6;APAC:5.9;EM:5.4;Other:3.5
Value:-0.7;Growth:-0.9;Quality:-0.3;Size:+0.5;Momentum:+0.5;LowVol:-0.9
null
5
30
4.4
trailing 8%
143
27
Volatile
22.6
3.71
3.1
125
23
66
56
false
Buy
Add to core equity +1%
-12
15
BrokerD
LMT
100
null
null
Normal monitoring
-20
-7
104
4
false
Tighten stops on momentum names
P8596
Hands-off
Taxable
USD
2024-12-06
876,988
70,917
806,071
1
66.2
27.6
0
6.1
MUB:33.3%;MSFT:33.3%;XLF:33.3%
US:62.0;EU:15.8;APAC:11.0;EM:7.3;Other:3.9
Value:-0.9;Growth:-0.2;Quality:-0.3;Size:-0.3;Momentum:0.0;LowVol:-0.4
NoDerivatives
8
25
4.9
trailing 10%
147
14.6
Bull
12.5
4.46
3.3
109
115
95
42
false
NoAction
Within bands; monitor
16
-7
BrokerD
VWAP
96
null
null
Normal monitoring
-59
-45
31
3
false
Tighten stops on momentum names
P8597
Active
Roth
USD
2024-10-28
817,678
76,312
741,366
1
51.6
26.4
15.6
6.4
VTI:17.8%;TSLA:18.3%;QQQ:18.6%;BND:8.5%;VNQ:19.6%;AAPL:17.2%
US:62.7;EU:15.4;APAC:11.7;EM:6.4;Other:3.7
Value:+0.7;Growth:+0.4;Quality:+0.1;Size:+0.5;Momentum:-0.6;LowVol:-0.4
null
5
35
5.8
hard 12%
131
21.9
Bear
32.9
3.93
2.4
135
16
69
69
false
Sell
Trim extended winner -1%
-14
-11
BrokerA
LMT
99
null
null
Normal monitoring
-20
1
-5
3
false
Tighten stops on momentum names
P8598
Systematic
Taxable
USD
2025-03-06
948,063
48,160
899,903
1
68.8
25.4
0.5
5.3
TLT:35.8%;VTI:35.8%;VOO:28.3%
US:61.5;EU:15.2;APAC:9.8;EM:10.0;Other:3.5
Value:+0.1;Growth:+0.8;Quality:-0.0;Size:+0.1;Momentum:+0.5;LowVol:+0.2
NoDerivatives
8
35
5.8
hard 12%
216
20.4
Bull
13.5
4.73
2.6
112
92
81
48
false
Rebalance
Shift +1% to bonds from equity
14
-17
BrokerB
MKT
91
null
null
Normal monitoring
10
11
136
4
false
Tighten stops on momentum names
P8599
Hands-off
IRA
USD
2024-09-21
222,879
16,126
206,753
1
57.1
18.8
16.7
7.4
BND:33.3%;QQQ:33.3%;MSFT:33.3%
US:63.4;EU:18.1;APAC:10.4;EM:7.2;Other:0.9
Value:+0.2;Growth:-0.6;Quality:+0.1;Size:-0.2;Momentum:-0.5;LowVol:-0.9
ESGOnly
10
25
5.5
trailing 10%
94
13.7
Sideways
20.4
4.68
2.2
140
-7
36
65
false
Sell
Trim extended winner -1%
22
11
BrokerC
LMT
86
null
null
Normal monitoring
101
-10
104
4
false
Within IPS guidelines
P8600
Cautious
401k
USD
2025-04-09
571,566
47,539
524,027
1
49.6
36
0
14.5
XLF:15.6%;GLD:23.1%;BRK.B:12.5%;AAPL:24.4%;AMZN:24.4%
US:69.3;EU:7.1;APAC:13.1;EM:9.7;Other:0.8
Value:+0.5;Growth:0.0;Quality:-0.7;Size:+0.9;Momentum:+0.4;LowVol:-0.3
ESGOnly;NoMargin
10
30
5.2
trailing 8%
118
16.8
Bear
25.9
3.11
1.6
204
34
78
51
false
Buy
Add to core equity +1%
-1
14
BrokerB
VWAP
91
null
null
Normal monitoring
111
2
137
5
false
Increase defensive factor exposure