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
P8601
Cautious
Roth
USD
2025-09-19
235,684
30,477
205,207
1
36.4
43.3
7.9
12.3
TSLA:27.6%;MSFT:17.3%;AAPL:27.6%;MUB:27.6%
US:69.2;EU:5.8;APAC:14.4;EM:9.1;Other:1.5
Value:-0.4;Growth:-0.8;Quality:-0.8;Size:+0.7;Momentum:+0.8;LowVol:+0.1
ESGOnly;NoDerivatives;NoMargin
6
25
4
trailing 8%
104
18.9
Bull
14.7
3.59
2.6
90
115
100
36
true
Reduce
Cut high-beta by 2-3%, add cash
28
9
BrokerB
LMT
89
VAR>budget
TightenStops
Risk above budget threshold
60
-46
100
3
false
Monitor dispersion and breadth
P8602
Hands-off
Roth
USD
2024-11-26
208,328
13,928
194,400
1
55.2
23.2
14.2
7.5
MSFT:33.3%;BND:33.3%;TLT:33.3%
US:75.9;EU:8.4;APAC:6.1;EM:9.6;Other:0.0
Value:+0.6;Growth:-0.7;Quality:+0.9;Size:-0.6;Momentum:-0.6;LowVol:-0.7
ESGOnly;NoDerivatives
7
25
3.7
trailing 8%
106
19.9
Bear
33.4
3.72
2.8
160
-94
16
75
true
Reduce
Cut high-beta by 2-3%, add cash
31
-37
BrokerA
MKT
98
VAR>budget
Reduce
Risk above budget threshold
-56
-23
-58
3
false
Within IPS guidelines
P8603
Hands-off
401k
USD
2025-09-23
804,872
39,824
765,048
1
59.1
16.8
16.7
7.4
VNQ:32.7%;IEF:33.7%;AAPL:33.7%
US:71.2;EU:5.6;APAC:10.2;EM:9.0;Other:4.0
Value:-0.3;Growth:-0.4;Quality:+0.9;Size:+0.1;Momentum:-0.9;LowVol:-0.1
MaxPos5%;NoDerivatives
7
35
4.9
hard 10%
125
15.4
Bull
16.8
3.68
2.6
80
77
94
56
false
Rebalance
Shift +1% to bonds from equity
17
4
BrokerC
MKT
99
null
null
Normal monitoring
17
14
136
4
false
Tighten stops on momentum names
P8604
Opportunistic
Roth
USD
2025-08-30
354,800
30,525
324,275
1.19
73.8
18.1
0
8.1
VOO:22.3%;GLD:21.2%;HYG:12.4%;TLT:21.7%;MUB:22.3%
US:63.1;EU:18.6;APAC:7.6;EM:8.8;Other:1.8
Value:-0.1;Growth:0.0;Quality:-0.9;Size:+0.4;Momentum:+0.7;LowVol:-0.6
MaxPos7%;NoDerivatives
10
30
4.5
hard 12%
213
23.1
Volatile
21.7
5.15
4.1
137
-6
47
62
false
Rebalance
Shift +1% to bonds from equity
8
-40
BrokerD
VWAP
99
null
null
Normal monitoring
27
-10
149
4
false
Tighten stops on momentum names
P8605
Hands-off
401k
USD
2025-01-08
458,491
29,133
429,358
1
72.3
18.5
3.3
5.9
TLT:25.0%;TSLA:25.0%;XLF:25.0%;MUB:25.0%
US:66.5;EU:17.5;APAC:6.5;EM:6.1;Other:3.5
Value:-1.0;Growth:+0.4;Quality:-0.7;Size:-0.5;Momentum:+0.8;LowVol:+0.8
ESGOnly;MaxPos6%
6
35
3.8
trailing 8%
162
17.8
Sideways
20.8
3.89
2.1
133
-5
53
57
false
Rebalance
Shift +1% to bonds from equity
-10
0
BrokerC
MKT
86
null
null
Normal monitoring
36
-6
61
5
false
Monitor dispersion and breadth
P8606
Systematic
401k
USD
2024-07-09
1,905,133
133,909
1,771,224
1
64.9
25.4
4.2
5.5
AAPL:33.3%;TLT:33.3%;IEF:33.3%
US:75.1;EU:9.2;APAC:6.8;EM:7.2;Other:1.7
Value:+0.1;Growth:-0.2;Quality:+0.9;Size:-0.5;Momentum:-0.5;LowVol:-0.9
NoDerivatives
7
25
4.2
hard 12%
191
27.6
Bear
34.3
4
1.9
213
-87
11
87
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-19
BrokerB
LMT
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
66
-42
85
3
false
Increase defensive factor exposure
P8607
Hands-off
Taxable
USD
2025-06-05
172,443
15,394
157,049
1
62.9
25.4
2.4
9.3
MSFT:10.1%;VTI:22.5%;BND:22.5%;BRK.B:22.5%;XLF:22.5%
US:66.1;EU:14.8;APAC:9.0;EM:7.8;Other:2.2
Value:+0.6;Growth:+0.3;Quality:-0.3;Size:-0.8;Momentum:+0.1;LowVol:+0.1
NoDerivatives
8
35
4.4
trailing 8%
115
19.9
Bull
15.2
4.96
3
106
102
100
58
false
Rebalance
Shift +1% to bonds from equity
33
-29
BrokerB
LMT
86
null
null
Normal monitoring
28
-42
116
3
false
Monitor dispersion and breadth
P8608
Active
Trust
USD
2025-07-15
1,138,785
82,096
1,056,689
1
60.6
23.5
9.7
6.2
BRK.B:8.9%;IEF:22.8%;MUB:22.8%;TSLA:15.7%;VOO:13.7%;VNQ:16.1%
US:61.4;EU:14.2;APAC:10.4;EM:11.1;Other:2.9
Value:+0.1;Growth:+0.7;Quality:+0.3;Size:-0.5;Momentum:0.0;LowVol:+0.5
null
10
35
5.7
trailing 9%
229
26.6
Volatile
20
4.01
2.4
148
58
82
50
false
Rebalance
Shift +1% to bonds from equity
14
9
BrokerB
MKT
98
null
null
Normal monitoring
-9
18
99
3
false
Tighten stops on momentum names
P8609
Hands-off
Trust
USD
2025-07-01
399,542
25,359
374,183
1
70.1
22.7
0
7.2
MUB:26.2%;BND:21.3%;TLT:26.2%;TSLA:26.2%
US:59.2;EU:18.7;APAC:10.0;EM:11.7;Other:0.3
Value:-0.5;Growth:-0.2;Quality:-0.2;Size:-0.5;Momentum:+0.3;LowVol:-0.6
NoDerivatives
5
25
4.5
trailing 8%
107
19.5
Bull
14.7
4.61
2.6
74
105
100
55
false
Buy
Add to core equity +1%
-8
5
BrokerB
VWAP
87
null
null
Normal monitoring
107
-26
109
4
false
Increase defensive factor exposure
P8610
Cautious
Roth
USD
2025-10-23
895,415
76,593
818,822
1
54
33
1.4
11.6
TLT:33.3%;VOO:33.3%;AAPL:33.3%
US:61.7;EU:12.5;APAC:7.7;EM:13.0;Other:5.1
Value:+0.6;Growth:+0.9;Quality:+0.5;Size:-0.5;Momentum:-0.9;LowVol:-0.3
ESGOnly;MaxPos6%;NoMargin
6
30
5
trailing 8%
145
14.3
Bull
11.8
4.27
2.6
104
102
100
42
false
Rebalance
Shift +1% to bonds from equity
32
7
BrokerC
MKT
97
null
null
Normal monitoring
78
11
120
4
false
Tax-aware sells next window
P8611
Opportunistic
Roth
USD
2025-06-20
823,592
47,063
776,529
1.13
62.7
13.3
17.2
6.8
MUB:26.9%;TLT:19.4%;XLF:26.9%;BRK.B:26.9%
US:68.5;EU:8.5;APAC:14.3;EM:4.1;Other:4.6
Value:-0.4;Growth:-1.0;Quality:-0.2;Size:+0.9;Momentum:+0.4;LowVol:-0.7
MaxPos6%;NoDerivatives
5
25
6.6
trailing 9%
259
20
Sideways
16.6
4.09
2.7
132
22
56
42
true
Hedge
Buy index puts 1% notional
32
-31
BrokerC
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-38
10
34
4
false
Tighten stops on momentum names
P8612
Systematic
IRA
USD
2025-08-25
1,922,757
176,958
1,745,799
1
63
28.5
2.7
5.7
HYG:33.3%;TSLA:33.3%;AMZN:33.3%
US:67.5;EU:7.1;APAC:12.5;EM:8.8;Other:4.1
Value:-0.5;Growth:+0.6;Quality:+0.9;Size:-0.1;Momentum:-0.5;LowVol:+0.8
null
5
30
5.3
trailing 9%
212
19.8
Sideways
20.6
4.91
2.1
133
3
58
65
false
Rebalance
Shift +1% to bonds from equity
-4
2
BrokerA
VWAP
90
null
null
Normal monitoring
106
-35
100
3
false
Increase defensive factor exposure
P8613
Hands-off
Roth
USD
2025-02-16
184,984
12,064
172,920
1
66
20.8
4.5
8.7
HYG:22.5%;QQQ:16.4%;MSFT:16.9%;VNQ:22.5%;VOO:21.7%
US:57.9;EU:20.5;APAC:9.4;EM:8.5;Other:3.6
Value:+0.9;Growth:+0.4;Quality:+0.8;Size:+0.5;Momentum:-0.8;LowVol:-0.8
MaxPos8%
6
25
4.9
trailing 8%
167
18.7
Sideways
21
3.69
2.5
103
31
51
57
false
Rebalance
Shift +1% to bonds from equity
2
-10
BrokerD
LMT
86
null
null
Normal monitoring
17
-14
-3
4
false
Tax-aware sells next window
P8614
Cautious
Roth
USD
2024-08-02
644,639
89,873
554,766
1
45.2
35.1
6.9
12.8
BND:21.0%;VOO:21.0%;HYG:17.6%;AAPL:12.7%;QQQ:11.9%;VTI:15.9%
US:59.8;EU:17.4;APAC:11.7;EM:10.9;Other:0.2
Value:+0.5;Growth:-0.1;Quality:-0.5;Size:+1.0;Momentum:+0.3;LowVol:+0.9
ESGOnly;NoMargin
7
35
3.5
hard 10%
102
19.3
Bull
15.3
4.81
2.5
111
46
72
44
false
NoAction
Within bands; monitor
19
-38
BrokerC
MKT
0
null
null
Normal monitoring
81
-9
86
5
false
Monitor dispersion and breadth
P8615
Active
Roth
USD
2024-12-20
1,352,511
129,116
1,223,395
1
62.1
28.5
0
9.4
BRK.B:20.5%;BND:22.9%;VTI:28.3%;TSLA:28.3%
US:71.0;EU:13.9;APAC:8.4;EM:6.0;Other:0.7
Value:+0.6;Growth:-0.6;Quality:-0.5;Size:-0.6;Momentum:+0.5;LowVol:-0.5
NoDerivatives
10
35
4.1
trailing 8%
179
22.5
Bear
24
3.76
1.2
160
27
70
71
true
Rebalance
Rebalance back to target bands
0
-2
BrokerD
VWAP
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
108
-15
188
2
false
Within IPS guidelines
P8616
Systematic
Roth
USD
2025-03-01
714,031
40,482
673,549
1
58
27.3
7.7
7.1
IEF:33.3%;HYG:33.3%;VNQ:33.3%
US:60.9;EU:15.3;APAC:12.7;EM:9.5;Other:1.5
Value:+0.9;Growth:+0.3;Quality:+0.2;Size:+0.2;Momentum:+0.6;LowVol:-0.3
null
8
30
5.4
trailing 9%
204
24
Volatile
26.8
5.5
4.1
154
-20
51
77
true
Rebalance
Rebalance back to target bands
26
-21
BrokerB
VWAP
95
VAR>budget
Pause
Risk above budget threshold
80
-55
134
4
true
Increase defensive factor exposure
P8617
Opportunistic
Trust
USD
2025-05-01
777,368
39,737
737,631
1
71.7
14.7
6.8
6.8
BND:35.0%;GLD:29.9%;TLT:35.0%
US:62.6;EU:17.9;APAC:8.1;EM:9.4;Other:2.0
Value:+0.7;Growth:-0.9;Quality:-0.9;Size:-0.3;Momentum:+0.4;LowVol:-0.4
MaxPos8%
6
35
6.5
hard 12%
227
20.8
Bear
27.1
3.27
2.8
172
24
59
68
false
Rebalance
Shift +1% to bonds from equity
-15
-15
BrokerD
VWAP
97
null
null
Normal monitoring
101
-58
81
5
false
Tighten stops on momentum names
P8618
Active
IRA
USD
2024-07-09
2,245,522
144,436
2,101,086
1
66.3
24.5
0
9.3
QQQ:7.0%;HYG:7.1%;XLF:21.5%;MSFT:21.5%;TLT:21.4%;VNQ:21.5%
US:63.0;EU:15.3;APAC:13.9;EM:7.5;Other:0.2
Value:-0.9;Growth:+0.5;Quality:+0.5;Size:-0.8;Momentum:-0.4;LowVol:-0.4
MaxPos6%
7
35
4.6
trailing 8%
122
25.4
Bull
17
4.69
3.2
91
115
93
45
false
NoAction
Within bands; monitor
0
-26
BrokerD
MKT
0
null
null
Normal monitoring
-30
-10
86
3
false
Tax-aware sells next window
P8619
Hands-off
Trust
USD
2024-10-27
834,304
49,651
784,653
1
66
26.3
0
7.8
VTI:32.1%;MSFT:33.9%;TLT:33.9%
US:68.5;EU:19.4;APAC:7.3;EM:4.3;Other:0.6
Value:-0.7;Growth:-0.7;Quality:+0.6;Size:0.0;Momentum:-0.1;LowVol:+0.4
ESGOnly;MaxPos7%
6
35
4.7
trailing 8%
153
15.8
Bear
29.3
3.53
2.4
170
-10
45
78
true
Reduce
Cut high-beta by 2-3%, add cash
7
-19
BrokerA
VWAP
98
VAR>budget
Hedge
Risk above budget threshold
88
-15
141
2
false
Increase defensive factor exposure
P8620
Cautious
Roth
USD
2025-06-13
246,133
30,464
215,669
1
47.4
39.3
0
13.3
GLD:15.7%;AMZN:28.1%;AAPL:28.1%;BRK.B:28.1%
US:61.6;EU:9.0;APAC:14.7;EM:9.9;Other:4.8
Value:-0.8;Growth:-0.4;Quality:-0.3;Size:+0.7;Momentum:-0.2;LowVol:+0.3
NoDerivatives;NoMargin
8
35
4.3
trailing 10%
163
16.2
Volatile
20.7
3.6
2.5
113
-59
9
48
false
Rebalance
Shift +1% to bonds from equity
1
-22
BrokerC
VWAP
91
null
null
Normal monitoring
-42
15
-11
3
false
Within IPS guidelines
P8621
Cautious
Roth
USD
2024-09-07
508,089
63,802
444,287
1
37.6
32
17.2
13.1
XLF:25.0%;GLD:25.0%;BND:25.0%;MUB:25.0%
US:65.0;EU:10.9;APAC:13.1;EM:9.7;Other:1.3
Value:+0.9;Growth:+1.0;Quality:-1.0;Size:-0.9;Momentum:-0.6;LowVol:-0.5
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
8
25
3.7
hard 10%
139
13.8
Bull
12.9
4.95
2.1
79
85
100
21
false
Rebalance
Shift +1% to bonds from equity
3
5
BrokerA
VWAP
100
null
null
Normal monitoring
-59
-35
-66
5
false
Within IPS guidelines
P8622
Hands-off
Roth
USD
2025-09-01
174,780
10,595
164,185
1
67.3
23.6
1.8
7.3
VOO:26.1%;MSFT:18.7%;HYG:27.6%;XLF:27.6%
US:64.0;EU:11.9;APAC:10.4;EM:9.6;Other:4.1
Value:-0.6;Growth:-0.7;Quality:+0.1;Size:+0.6;Momentum:+0.2;LowVol:0.0
ESGOnly
7
25
5.2
trailing 8%
158
17.2
Volatile
22.5
3.85
2.4
133
3
54
55
false
Buy
Add to core equity +1%
32
-30
BrokerA
LMT
100
null
null
Normal monitoring
23
0
103
4
false
Within IPS guidelines
P8623
Systematic
Trust
USD
2025-01-04
1,924,795
122,131
1,802,664
1
62.4
27.2
2.9
7.6
VOO:28.8%;XLF:28.8%;VTI:13.7%;MSFT:28.8%
US:65.4;EU:17.1;APAC:10.7;EM:4.0;Other:2.8
Value:+0.5;Growth:+0.6;Quality:-0.1;Size:-0.6;Momentum:+0.7;LowVol:-0.8
MaxPos8%
10
25
4.2
trailing 9%
139
24.9
Bull
17.3
4.42
2.7
93
62
95
53
false
Hedge
Add TLT +1% as duration hedge
30
-10
BrokerB
LMT
90
null
null
Normal monitoring
47
-56
113
5
false
Tax-aware sells next window
P8624
Active
IRA
USD
2025-01-27
1,882,283
128,955
1,753,328
1
64
28.1
0
8
VTI:13.7%;TSLA:20.7%;BRK.B:19.8%;AAPL:10.3%;VNQ:17.9%;QQQ:17.6%
US:54.7;EU:11.6;APAC:16.1;EM:12.4;Other:5.2
Value:+0.1;Growth:0.0;Quality:+0.2;Size:-0.6;Momentum:0.0;LowVol:+0.7
null
8
35
5.1
trailing 9%
176
16.9
Bear
27.2
4.14
2.6
198
-76
12
67
false
Buy
Add to core equity +1%
18
6
BrokerB
MKT
86
null
null
Normal monitoring
16
-57
146
5
false
Tax-aware sells next window
P8625
Active
IRA
USD
2025-07-30
2,223,530
254,217
1,969,313
1
66.8
26.4
0
6.8
AMZN:33.3%;QQQ:33.3%;BND:33.3%
US:64.2;EU:12.5;APAC:12.5;EM:7.7;Other:3.1
Value:-1.0;Growth:+1.0;Quality:-0.6;Size:+0.9;Momentum:-0.5;LowVol:+0.4
null
7
30
4.6
hard 12%
122
24.1
Bull
16.2
4.66
3.2
119
49
72
51
false
Sell
Trim extended winner -1%
22
-31
BrokerA
LMT
100
null
null
Normal monitoring
29
18
77
3
false
Increase defensive factor exposure
P8626
Systematic
Taxable
USD
2025-10-04
986,472
57,188
929,284
1
68.5
23.5
2.5
5.5
BRK.B:14.5%;VTI:21.4%;MSFT:21.4%;TLT:21.4%;BND:21.4%
US:67.3;EU:13.0;APAC:7.2;EM:11.6;Other:1.0
Value:+0.9;Growth:-0.6;Quality:+0.2;Size:-0.7;Momentum:-0.2;LowVol:-0.8
NoDerivatives
8
35
5.2
trailing 8%
213
18.3
Bull
12
3.71
2.8
111
47
71
55
true
Rebalance
Rebalance back to target bands
35
5
BrokerC
MKT
99
RegimeShift
Pause
Volatility spike and breadth deterioration
115
-30
254
2
false
Within IPS guidelines
P8627
Hands-off
401k
USD
2025-10-31
301,887
20,094
281,793
1
57.8
17.9
17.6
6.7
IEF:26.2%;HYG:21.1%;MSFT:26.3%;GLD:26.3%
US:60.9;EU:17.8;APAC:10.2;EM:8.1;Other:3.1
Value:+0.2;Growth:+0.7;Quality:+0.9;Size:+0.4;Momentum:-0.5;LowVol:-0.2
MaxPos5%
7
25
4.2
trailing 8%
118
19.2
Bear
27.5
4.26
2.1
196
-41
35
69
false
NoAction
Within bands; monitor
22
-15
BrokerB
MKT
0
null
null
Normal monitoring
113
19
85
5
false
Tax-aware sells next window
P8628
Opportunistic
Trust
USD
2025-05-12
389,440
32,449
356,991
1
61.3
13
17.8
7.9
HYG:21.8%;MSFT:16.5%;AAPL:17.9%;GLD:21.9%;VTI:21.9%
US:61.1;EU:14.2;APAC:8.3;EM:12.9;Other:3.6
Value:-0.3;Growth:-0.8;Quality:+0.2;Size:+0.2;Momentum:-0.4;LowVol:-0.8
MaxPos6%
5
25
4.5
trailing 7%
187
22.3
Sideways
21.1
4.5
2.6
104
60
69
48
false
Rebalance
Shift +1% to bonds from equity
35
1
BrokerA
MKT
88
null
null
Normal monitoring
79
-43
77
3
false
Tighten stops on momentum names
P8629
Hands-off
Roth
USD
2025-08-19
456,627
34,293
422,334
1
66
16.4
12.1
5.4
MUB:27.3%;IEF:18.2%;VTI:27.3%;VOO:27.3%
US:59.2;EU:13.6;APAC:14.3;EM:8.7;Other:4.2
Value:+0.7;Growth:-0.8;Quality:-0.7;Size:-0.6;Momentum:+0.5;LowVol:+0.4
NoDerivatives
10
25
5.9
trailing 10%
142
18
Sideways
19.7
4.41
2.1
104
-3
39
52
false
Buy
Add to core equity +1%
24
-28
BrokerC
LMT
90
null
null
Normal monitoring
10
-1
50
3
false
Tax-aware sells next window
P8630
Hands-off
IRA
USD
2025-02-14
257,860
25,749
232,111
1
59.9
17.4
14.5
8.2
VNQ:33.3%;TLT:33.3%;MSFT:33.3%
US:64.3;EU:16.4;APAC:8.6;EM:8.7;Other:2.0
Value:+0.3;Growth:-0.0;Quality:-0.7;Size:-0.2;Momentum:+0.7;LowVol:+0.7
ESGOnly
7
30
5.8
trailing 10%
153
14.2
Bear
31.4
4.29
3
157
1
44
81
true
Rebalance
Rebalance back to target bands
-3
-34
BrokerC
VWAP
95
VAR>budget
Reduce
Risk above budget threshold
-28
-47
70
5
true
Tighten stops on momentum names
P8631
Hands-off
Taxable
USD
2024-09-18
602,455
42,580
559,875
1
59.5
18.6
16.2
5.6
IEF:19.7%;HYG:23.4%;XLF:17.1%;BRK.B:16.5%;QQQ:23.4%
US:62.8;EU:11.9;APAC:15.6;EM:7.3;Other:2.5
Value:-0.4;Growth:+0.3;Quality:+0.5;Size:-0.2;Momentum:-0.1;LowVol:0.0
null
10
25
5
trailing 8%
132
15.5
Bull
13.3
4.77
2
82
19
70
39
false
Hedge
Add TLT +1% as duration hedge
-6
-29
BrokerA
LMT
93
null
null
Normal monitoring
120
-19
198
4
false
Increase defensive factor exposure
P8632
Opportunistic
Taxable
USD
2025-11-20
1,206,451
55,081
1,151,370
1
72.4
20.1
1.7
5.8
VNQ:27.7%;VOO:27.7%;VTI:23.3%;AAPL:21.3%
US:63.1;EU:14.0;APAC:13.6;EM:9.2;Other:0.2
Value:-0.5;Growth:+0.2;Quality:-0.1;Size:+0.2;Momentum:+0.6;LowVol:+0.1
MaxPos7%
10
35
6.8
trailing 7%
198
27.8
Bear
30.1
3.57
2
176
-23
38
88
true
Reduce
Cut high-beta by 2-3%, add cash
-14
5
BrokerA
LMT
86
VAR>budget
Hedge
Risk above budget threshold
-45
-41
93
2
false
Within IPS guidelines
P8633
Active
Taxable
USD
2025-11-15
1,698,014
203,719
1,494,295
1
54.7
30.8
5.1
9.5
MSFT:24.9%;BRK.B:12.6%;VTI:12.8%;VNQ:24.9%;GLD:24.9%
US:61.0;EU:16.9;APAC:16.2;EM:5.1;Other:0.8
Value:+0.3;Growth:+0.7;Quality:+0.9;Size:+0.7;Momentum:+0.2;LowVol:-0.7
MaxPos5%
7
30
4.3
trailing 8%
137
20.4
Sideways
16.1
4.77
2.7
116
-15
30
45
false
NoAction
Within bands; monitor
15
-23
BrokerB
MKT
0
null
null
Normal monitoring
4
-18
120
3
false
Within IPS guidelines
P8634
Cautious
Taxable
USD
2024-10-30
706,386
60,272
646,114
1
45.7
38.6
0
15.7
TSLA:26.0%;AAPL:24.0%;VNQ:26.0%;HYG:23.9%
US:69.6;EU:14.5;APAC:6.0;EM:6.6;Other:3.3
Value:-0.5;Growth:+0.8;Quality:-0.8;Size:-0.4;Momentum:-0.0;LowVol:-0.7
NoMargin
7
25
3.8
trailing 10%
121
13.6
Bull
18
4.92
3.4
109
36
54
52
false
Sell
Trim extended winner -1%
1
-26
BrokerD
MKT
96
null
null
Normal monitoring
119
-24
130
4
false
Tighten stops on momentum names
P8635
Active
401k
USD
2025-10-02
2,110,261
250,806
1,859,455
1.2
68.8
18.9
4.6
7.8
TSLA:33.3%;QQQ:33.3%;IEF:33.3%
US:64.2;EU:13.8;APAC:12.6;EM:5.9;Other:3.6
Value:-0.1;Growth:+0.4;Quality:-0.6;Size:+0.1;Momentum:-0.5;LowVol:-0.7
NoDerivatives
6
25
4.2
trailing 8%
139
21.4
Volatile
30.3
4.61
3.2
162
-29
43
75
true
Hedge
Buy index puts 1% notional
8
12
BrokerC
LMT
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
-52
-19
15
2
true
Tighten stops on momentum names
P8636
Opportunistic
IRA
USD
2025-09-13
1,344,803
43,324
1,301,479
1
71.4
18.7
5.4
4.5
IEF:25.8%;AMZN:13.0%;HYG:25.8%;QQQ:22.1%;VNQ:13.4%
US:69.6;EU:6.9;APAC:12.0;EM:5.4;Other:6.1
Value:+0.2;Growth:-0.1;Quality:-0.5;Size:+0.7;Momentum:+1.0;LowVol:+0.7
null
7
35
5.9
trailing 9%
213
25.2
Bear
34.5
3.19
1.2
205
-25
41
99
true
Hedge
Buy index puts 1% notional
2
-27
BrokerD
VWAP
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
51
5
116
2
false
Tax-aware sells next window
P8637
Active
Trust
USD
2024-10-03
1,802,478
159,918
1,642,560
1
62.5
28.9
3.2
5.5
IEF:34.4%;TLT:31.2%;VTI:34.4%
US:62.4;EU:17.7;APAC:6.1;EM:8.2;Other:5.5
Value:+0.9;Growth:-0.9;Quality:+0.1;Size:-0.5;Momentum:+0.6;LowVol:-0.3
MaxPos6%;NoDerivatives
7
25
5
trailing 8%
122
25.8
Sideways
17.7
4.55
2.3
139
55
81
51
false
Sell
Trim extended winner -1%
21
-4
BrokerD
VWAP
95
null
null
Normal monitoring
-7
9
2
5
false
Tighten stops on momentum names
P8638
Hands-off
IRA
USD
2025-12-13
245,271
14,842
230,429
1
61.1
15.7
16.6
6.7
VTI:33.3%;TLT:33.3%;MUB:33.3%
US:73.9;EU:8.9;APAC:11.6;EM:5.4;Other:0.1
Value:+0.5;Growth:+0.1;Quality:+1.0;Size:-0.5;Momentum:+0.4;LowVol:-0.3
ESGOnly;NoDerivatives
6
35
4.6
hard 10%
131
17.2
Volatile
22.7
5.21
2.6
120
11
66
61
false
Rebalance
Shift +1% to bonds from equity
-9
-27
BrokerB
LMT
93
null
null
Normal monitoring
-37
-33
-62
5
false
Monitor dispersion and breadth
P8639
Opportunistic
Roth
USD
2025-08-30
1,476,164
83,045
1,393,119
1.11
72.5
15.8
4.2
7.5
GLD:35.3%;TLT:35.3%;BRK.B:29.5%
US:65.2;EU:16.2;APAC:9.5;EM:8.5;Other:0.6
Value:+1.0;Growth:+0.2;Quality:-0.5;Size:-1.0;Momentum:0.0;LowVol:-0.6
MaxPos7%;NoDerivatives
5
35
4.8
trailing 7%
250
28.4
Bear
34.2
4.23
1.9
202
23
62
81
true
Hedge
Buy index puts 1% notional
17
-27
BrokerD
VWAP
88
RegimeShift
Reduce
Volatility spike and breadth deterioration
70
-52
189
2
false
Monitor dispersion and breadth
P8640
Hands-off
Taxable
USD
2025-02-28
873,365
52,488
820,877
1
66.2
28.3
0
5.5
AMZN:28.0%;MUB:28.0%;TLT:15.9%;VNQ:28.0%
US:67.1;EU:14.5;APAC:9.1;EM:6.8;Other:2.5
Value:+0.1;Growth:-0.8;Quality:+0.5;Size:+0.7;Momentum:-0.5;LowVol:-0.6
MaxPos5%
7
25
4.9
trailing 8%
94
13.5
Volatile
25.9
3.86
3.7
119
-17
33
63
false
Sell
Trim extended winner -1%
23
-2
BrokerC
MKT
89
null
null
Normal monitoring
96
8
169
3
false
Increase defensive factor exposure
P8641
Cautious
IRA
USD
2025-03-26
202,888
19,189
183,699
1
42.3
42.5
0
15.2
TSLA:18.4%;GLD:22.9%;MSFT:22.9%;BRK.B:19.7%;TLT:16.1%
US:70.5;EU:10.3;APAC:8.6;EM:8.3;Other:2.3
Value:-0.1;Growth:-0.3;Quality:+0.1;Size:+0.9;Momentum:-0.2;LowVol:-0.0
ESGOnly;NoMargin
8
30
6
trailing 8%
138
19.9
Bear
32.7
4.32
2.3
175
-36
36
72
true
Rebalance
Rebalance back to target bands
16
-29
BrokerC
MKT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-41
-8
90
3
false
Within IPS guidelines
P8642
Active
IRA
USD
2025-03-25
833,416
57,942
775,474
1
64.1
22.3
7.2
6.4
AAPL:28.3%;IEF:28.3%;QQQ:28.3%;HYG:15.2%
US:68.7;EU:8.9;APAC:9.7;EM:10.7;Other:1.9
Value:-0.3;Growth:-0.7;Quality:-0.3;Size:-0.3;Momentum:+0.2;LowVol:+0.9
null
8
25
5.6
trailing 8%
215
24.1
Bull
16.7
4.08
2.4
106
51
84
50
false
Sell
Trim extended winner -1%
-13
-38
BrokerC
VWAP
96
null
null
Normal monitoring
48
-28
74
5
false
Increase defensive factor exposure
P8643
Active
Roth
USD
2025-03-04
890,494
85,247
805,247
1
64.9
25.3
0
9.8
XLF:19.7%;BND:26.8%;MSFT:26.8%;HYG:26.8%
US:74.8;EU:7.6;APAC:7.9;EM:6.1;Other:3.6
Value:+0.8;Growth:+0.8;Quality:-0.1;Size:-0.4;Momentum:-0.5;LowVol:+0.6
NoDerivatives
5
25
4.1
trailing 9%
127
20.6
Bull
17.2
3.97
3.1
103
95
100
63
false
Rebalance
Shift +1% to bonds from equity
13
-7
BrokerB
MKT
85
null
null
Normal monitoring
34
10
70
5
false
Tighten stops on momentum names
P8644
Systematic
401k
USD
2025-02-01
1,143,074
71,488
1,071,586
1
56.1
34.3
0.2
9.4
HYG:25.0%;MUB:25.0%;MSFT:25.0%;VTI:25.0%
US:68.1;EU:17.7;APAC:6.3;EM:3.6;Other:4.3
Value:+1.0;Growth:+0.7;Quality:+0.9;Size:+0.1;Momentum:+0.3;LowVol:+0.8
MaxPos6%
5
30
6
hard 12%
186
19
Sideways
21.4
4.16
2.4
135
14
69
63
false
Buy
Add to core equity +1%
-9
-22
BrokerD
MKT
94
null
null
Normal monitoring
34
6
42
5
false
Increase defensive factor exposure
P8645
Hands-off
401k
USD
2025-09-11
772,167
55,293
716,874
1
73.5
17.9
2.1
6.5
HYG:33.3%;MUB:33.3%;QQQ:33.3%
US:67.8;EU:14.0;APAC:9.5;EM:4.7;Other:4.0
Value:+0.8;Growth:0.0;Quality:+0.5;Size:+0.6;Momentum:+0.3;LowVol:+0.5
ESGOnly;MaxPos7%;NoDerivatives
6
25
3.5
hard 10%
135
19
Volatile
23.3
4.58
3.2
172
20
50
78
true
Hedge
Buy index puts 1% notional
24
-19
BrokerD
LMT
95
VAR>budget
TightenStops
Risk above budget threshold
31
-42
156
5
false
Increase defensive factor exposure
P8646
Cautious
IRA
USD
2025-06-09
163,118
14,159
148,959
1
52.8
35.3
0
11.9
QQQ:16.6%;BND:28.2%;HYG:27.0%;MSFT:28.2%
US:66.8;EU:10.3;APAC:9.0;EM:9.9;Other:4.1
Value:+0.3;Growth:-0.1;Quality:+1.0;Size:+0.5;Momentum:-0.4;LowVol:+0.9
MaxPos5%;NoMargin
6
25
4.3
hard 10%
97
16.8
Bull
16.1
3.79
2.2
81
63
76
49
false
Sell
Trim extended winner -1%
19
-29
BrokerA
LMT
93
null
null
Normal monitoring
-13
-8
85
3
false
Tighten stops on momentum names
P8647
Active
IRA
USD
2025-04-12
803,217
56,629
746,588
1
53.3
21.2
20
5.4
HYG:16.5%;TSLA:24.3%;QQQ:17.5%;VTI:24.3%;MUB:17.5%
US:66.4;EU:12.8;APAC:13.9;EM:5.2;Other:1.7
Value:+0.1;Growth:+0.1;Quality:-0.6;Size:-0.6;Momentum:-0.0;LowVol:+0.7
MaxPos6%;NoDerivatives
5
35
5.4
trailing 9%
198
27.9
Bull
16.5
3.79
2.3
89
64
67
43
false
Rebalance
Shift +1% to bonds from equity
31
11
BrokerB
VWAP
100
null
null
Normal monitoring
66
-13
123
5
false
Monitor dispersion and breadth
P8648
Systematic
Trust
USD
2025-02-18
1,270,591
75,758
1,194,833
1
57.5
32.7
0
9.8
MSFT:12.8%;TSLA:17.3%;IEF:23.3%;VTI:23.2%;BND:23.3%
US:63.8;EU:12.8;APAC:8.1;EM:11.4;Other:3.8
Value:+0.6;Growth:-0.5;Quality:-0.2;Size:-0.3;Momentum:-0.9;LowVol:+0.6
null
7
30
5.2
trailing 8%
216
22.2
Volatile
30.7
4.29
4.2
123
48
70
72
true
Hedge
Buy index puts 1% notional
-8
-14
BrokerA
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
110
2
219
4
false
Tax-aware sells next window
P8649
Cautious
Trust
USD
2025-06-13
252,228
36,864
215,364
1
41.8
30.7
14.9
12.7
BND:25.3%;VOO:14.4%;GLD:9.8%;BRK.B:25.3%;MSFT:25.3%
US:68.8;EU:8.4;APAC:13.0;EM:9.6;Other:0.1
Value:-0.9;Growth:+0.3;Quality:-0.6;Size:-0.9;Momentum:-0.7;LowVol:+0.5
NoMargin
8
25
3.2
trailing 10%
164
16
Volatile
27.9
4.78
3.5
168
-18
26
57
false
Hedge
Add TLT +1% as duration hedge
11
-4
BrokerB
LMT
99
null
null
Normal monitoring
16
17
61
3
false
Increase defensive factor exposure
P8650
Active
Trust
USD
2025-12-12
1,196,578
97,623
1,098,955
1
59.5
30.7
2.1
7.8
BRK.B:16.5%;BND:20.0%;XLF:24.3%;AAPL:24.3%;TSLA:14.9%
US:71.0;EU:9.1;APAC:12.4;EM:6.3;Other:1.2
Value:-0.1;Growth:-1.0;Quality:-0.4;Size:+0.6;Momentum:-0.5;LowVol:+0.3
null
7
35
5.4
trailing 9%
200
16.3
Volatile
29.4
3.72
3.3
137
-54
38
76
true
Hedge
Buy index puts 1% notional
7
6
BrokerC
MKT
86
VAR>budget
Reduce
Risk above budget threshold
91
-46
190
4
false
Increase defensive factor exposure
P8651
Hands-off
Taxable
USD
2025-10-13
877,414
38,401
839,013
1
63.3
26.9
4.7
5.1
TSLA:33.3%;MSFT:33.3%;TLT:33.3%
US:60.9;EU:16.3;APAC:12.9;EM:9.9;Other:0.0
Value:0.0;Growth:+0.4;Quality:-0.6;Size:-0.1;Momentum:-0.3;LowVol:-0.6
null
6
30
4
trailing 8%
161
14.6
Sideways
17.5
3.52
2.7
105
-8
55
61
true
Rebalance
Rebalance back to target bands
11
-8
BrokerC
MKT
96
RegimeShift
Reduce
Volatility spike and breadth deterioration
45
17
104
3
false
Tax-aware sells next window
P8652
Hands-off
IRA
USD
2025-05-09
883,788
66,339
817,449
1
69.3
16
5
9.8
GLD:23.4%;QQQ:23.4%;AAPL:23.4%;VNQ:17.9%;MUB:11.8%
US:59.9;EU:11.1;APAC:14.5;EM:9.9;Other:4.7
Value:+1.0;Growth:-0.9;Quality:-0.8;Size:+0.9;Momentum:-0.2;LowVol:-0.9
ESGOnly;MaxPos5%
7
25
4.3
trailing 8%
125
13.7
Bull
17.6
4.55
2
105
11
59
60
false
Hedge
Add TLT +1% as duration hedge
-11
14
BrokerB
VWAP
94
null
null
Normal monitoring
5
4
1
4
false
Within IPS guidelines
P8653
Opportunistic
Trust
USD
2024-08-13
445,084
17,751
427,333
1
72.3
19.9
0
7.8
QQQ:36.6%;AMZN:26.8%;VTI:36.6%
US:68.6;EU:11.8;APAC:12.4;EM:5.3;Other:1.8
Value:+1.0;Growth:-0.5;Quality:0.0;Size:-0.9;Momentum:+0.1;LowVol:-0.1
MaxPos5%
8
30
4.9
trailing 7%
256
29.6
Bear
26
4.23
2.9
146
-28
22
73
true
Hedge
Buy index puts 1% notional
16
-1
BrokerB
MKT
98
VAR>budget
Reduce
Risk above budget threshold
36
-54
129
3
false
Increase defensive factor exposure
P8654
Active
Roth
USD
2025-08-27
2,212,719
185,924
2,026,795
1
58.6
26.4
7.6
7.4
VNQ:13.3%;GLD:24.3%;AAPL:24.3%;AMZN:24.3%;BND:13.7%
US:61.8;EU:9.2;APAC:12.6;EM:14.5;Other:1.9
Value:+0.4;Growth:+0.6;Quality:-0.1;Size:+0.5;Momentum:-0.5;LowVol:-0.9
MaxPos6%;NoDerivatives
7
35
5.9
hard 12%
173
21.8
Sideways
15.2
4.66
2.6
137
7
47
35
false
Sell
Trim extended winner -1%
2
-24
BrokerC
LMT
85
null
null
Normal monitoring
111
-5
133
4
false
Increase defensive factor exposure
P8655
Hands-off
Trust
USD
2024-10-22
322,951
20,430
302,521
1
66.2
23.9
4.1
5.8
TLT:22.2%;BRK.B:13.9%;MUB:16.0%;IEF:24.6%;HYG:23.4%
US:63.7;EU:16.5;APAC:10.5;EM:4.8;Other:4.4
Value:-0.4;Growth:-0.7;Quality:+0.4;Size:+0.9;Momentum:-0.2;LowVol:+0.9
MaxPos8%;NoDerivatives
8
30
3.9
trailing 8%
144
13.5
Bear
23.9
3.67
2.4
133
-78
17
60
false
Buy
Add to core equity +1%
30
-16
BrokerB
VWAP
85
null
null
Normal monitoring
-17
-40
-55
3
false
Tighten stops on momentum names
P8656
Opportunistic
Trust
USD
2025-03-02
758,191
54,252
703,939
1.16
70.6
12.2
12.1
5
GLD:20.5%;VTI:20.1%;HYG:16.5%;QQQ:10.5%;AAPL:17.9%;MUB:14.4%
US:74.5;EU:5.9;APAC:10.3;EM:6.6;Other:2.7
Value:-0.3;Growth:-0.1;Quality:+0.2;Size:-0.9;Momentum:-0.7;LowVol:-0.7
MaxPos5%;NoDerivatives
6
35
4.4
trailing 7%
211
31
Bull
13.5
3.5
2.8
117
31
69
46
false
Buy
Add to core equity +1%
-12
14
BrokerD
VWAP
89
null
null
Normal monitoring
-52
-6
-67
4
false
Monitor dispersion and breadth
P8657
Hands-off
Roth
USD
2025-04-04
784,767
67,748
717,019
1
58.9
15.2
16.9
8.9
TSLA:7.4%;VNQ:17.1%;QQQ:20.7%;MUB:19.8%;AMZN:18.8%;HYG:16.2%
US:63.8;EU:16.5;APAC:10.6;EM:4.5;Other:4.6
Value:+1.0;Growth:+0.7;Quality:-0.0;Size:+0.1;Momentum:+0.6;LowVol:+1.0
ESGOnly
10
30
3.9
trailing 8%
166
17.5
Volatile
25.1
5.01
3.3
123
59
71
65
false
Hedge
Add TLT +1% as duration hedge
28
-34
BrokerD
MKT
86
null
null
Normal monitoring
-22
15
9
4
false
Increase defensive factor exposure
P8658
Active
Trust
USD
2025-07-11
1,949,503
143,667
1,805,836
1
59.8
30.3
1.6
8.3
GLD:9.6%;XLF:16.5%;BND:24.6%;QQQ:24.6%;AAPL:24.6%
US:74.1;EU:5.2;APAC:7.9;EM:8.4;Other:4.4
Value:-0.1;Growth:+0.2;Quality:+0.7;Size:+0.7;Momentum:-0.8;LowVol:+0.8
null
10
35
5.9
hard 12%
200
17.6
Bull
12.6
4.46
3.1
92
42
73
37
false
NoAction
Within bands; monitor
18
-20
BrokerB
VWAP
85
null
null
Normal monitoring
111
8
75
3
false
Monitor dispersion and breadth
P8659
Active
Trust
USD
2025-10-21
648,553
45,470
603,083
1
51.8
26.4
16.8
5
XLF:28.3%;GLD:15.1%;AAPL:28.3%;BRK.B:28.3%
US:65.9;EU:11.3;APAC:12.2;EM:6.2;Other:4.4
Value:+0.3;Growth:+0.1;Quality:-0.2;Size:-0.8;Momentum:+0.9;LowVol:+0.2
NoDerivatives
7
25
4.9
hard 12%
128
27.6
Volatile
23.8
4.42
3.6
148
5
41
61
false
Buy
Add to core equity +1%
6
-1
BrokerA
MKT
97
null
null
Normal monitoring
60
-36
63
5
false
Increase defensive factor exposure
P8660
Hands-off
Trust
USD
2024-09-18
621,997
39,792
582,205
1
64.1
28.1
0
7.8
MUB:24.6%;VTI:24.6%;AMZN:24.6%;VNQ:15.1%;AAPL:11.0%
US:64.4;EU:19.9;APAC:5.9;EM:6.6;Other:3.3
Value:-0.2;Growth:0.0;Quality:+1.0;Size:-0.5;Momentum:-0.2;LowVol:-0.2
MaxPos8%
5
35
3.3
trailing 8%
150
16.3
Bull
11.2
4.47
3.1
88
85
86
45
false
Buy
Add to core equity +1%
34
-2
BrokerC
MKT
96
null
null
Normal monitoring
99
-27
66
4
false
Within IPS guidelines
P8661
Hands-off
Roth
USD
2025-08-03
282,989
16,735
266,254
1
65.8
19.2
6
9
BRK.B:17.4%;VNQ:15.6%;AMZN:22.3%;IEF:22.3%;TSLA:22.3%
US:59.1;EU:6.1;APAC:16.2;EM:14.0;Other:4.6
Value:+0.4;Growth:-0.5;Quality:+0.9;Size:+0.2;Momentum:+0.8;LowVol:+0.6
MaxPos7%;NoDerivatives
10
30
5.5
trailing 10%
102
17.1
Volatile
27.7
3.68
3.1
155
34
66
78
true
Hedge
Buy index puts 1% notional
-4
-17
BrokerD
LMT
95
VAR>budget
Reduce
Risk above budget threshold
-49
-21
77
3
false
Tax-aware sells next window
P8662
Cautious
IRA
USD
2024-12-20
417,698
36,720
380,978
1
38.5
31.3
15.4
14.7
MSFT:17.6%;AMZN:21.7%;BND:17.2%;XLF:21.7%;VTI:21.7%
US:69.2;EU:7.1;APAC:9.6;EM:11.1;Other:3.0
Value:+0.8;Growth:+0.3;Quality:-0.7;Size:-0.9;Momentum:+0.6;LowVol:+0.7
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
5
30
5.8
trailing 8%
155
19.7
Bull
13.9
3.78
2.3
115
19
46
27
false
Sell
Trim extended winner -1%
8
-13
BrokerD
MKT
85
null
null
Normal monitoring
-17
0
-16
4
false
Within IPS guidelines
P8663
Active
IRA
USD
2025-04-20
1,940,712
220,437
1,720,275
1.17
62.6
29
1.6
6.8
BRK.B:27.4%;XLF:23.5%;AMZN:27.4%;HYG:21.7%
US:66.1;EU:16.2;APAC:12.8;EM:4.1;Other:0.7
Value:+0.8;Growth:+0.7;Quality:+0.3;Size:-0.4;Momentum:-0.6;LowVol:+0.1
NoDerivatives
8
25
4.5
hard 12%
171
19.5
Volatile
26.3
4.96
2.2
170
61
84
77
true
Reduce
Cut high-beta by 2-3%, add cash
16
-38
BrokerB
LMT
91
VAR>budget
Hedge
Risk above budget threshold
23
7
128
3
false
Tax-aware sells next window
P8664
Systematic
Trust
USD
2025-03-10
900,399
63,413
836,986
1
55.4
24.3
14.2
6
VTI:33.3%;XLF:33.3%;AAPL:33.3%
US:63.9;EU:15.8;APAC:11.7;EM:6.8;Other:1.9
Value:+0.4;Growth:+0.3;Quality:-0.4;Size:+0.4;Momentum:+0.1;LowVol:+0.1
null
7
30
4.2
trailing 8%
184
24.3
Bear
31.7
3.47
1
204
-96
5
82
true
Rebalance
Rebalance back to target bands
13
-18
BrokerB
LMT
85
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
6
-54
-29
3
false
Increase defensive factor exposure
P8665
Cautious
Trust
USD
2025-02-24
672,548
56,219
616,329
1
46.3
39
0
14.8
VTI:34.0%;TSLA:32.0%;GLD:34.0%
US:62.9;EU:19.6;APAC:8.0;EM:5.4;Other:4.1
Value:+0.6;Growth:-0.5;Quality:0.0;Size:+0.6;Momentum:-0.4;LowVol:+0.4
ESGOnly;NoMargin
6
30
4.5
trailing 10%
152
18.7
Sideways
18.5
3.75
2.4
125
48
67
48
false
NoAction
Within bands; monitor
10
10
BrokerB
LMT
96
null
null
Normal monitoring
86
14
204
4
false
Tighten stops on momentum names
P8666
Systematic
401k
USD
2024-08-20
1,050,901
83,694
967,207
1
60.1
28.5
4.9
6.5
MUB:11.6%;IEF:8.8%;QQQ:23.7%;GLD:16.8%;VOO:23.7%;VNQ:15.5%
US:61.3;EU:15.3;APAC:14.9;EM:3.4;Other:5.1
Value:+0.1;Growth:+0.5;Quality:+0.8;Size:-0.5;Momentum:-0.0;LowVol:+0.2
MaxPos5%
7
35
4.2
trailing 8%
204
20.5
Bear
29.6
4.33
1.4
135
39
75
70
true
Rebalance
Rebalance back to target bands
29
7
BrokerB
LMT
100
VAR>budget
Hedge
Risk above budget threshold
51
-44
100
3
false
Increase defensive factor exposure
P8667
Cautious
Taxable
USD
2025-12-15
385,323
31,988
353,335
1
44
41.9
0
14.2
MUB:18.2%;VTI:20.9%;VOO:20.9%;TSLA:17.9%;IEF:15.4%;BND:6.6%
US:69.0;EU:15.8;APAC:7.7;EM:6.5;Other:1.0
Value:+1.0;Growth:0.0;Quality:-0.5;Size:-0.1;Momentum:+1.0;LowVol:+0.4
ESGOnly;MaxPos8%;NoMargin
5
35
5.6
trailing 8%
166
14.6
Volatile
31.8
4.68
2.6
157
-51
25
78
true
Hedge
Buy index puts 1% notional
25
-2
BrokerB
VWAP
85
VAR>budget
Reduce
Risk above budget threshold
101
2
105
3
true
Increase defensive factor exposure
P8668
Hands-off
401k
USD
2025-12-08
649,448
32,077
617,371
1
68.8
23.1
0
8.1
BND:19.9%;AMZN:20.7%;AAPL:10.9%;QQQ:12.3%;MSFT:15.5%;TLT:20.7%
US:57.5;EU:18.2;APAC:12.7;EM:9.7;Other:1.9
Value:-0.4;Growth:+0.8;Quality:+0.8;Size:+0.3;Momentum:-0.2;LowVol:0.0
ESGOnly;MaxPos6%;NoDerivatives
7
25
5.5
hard 10%
144
19.8
Sideways
19.3
4.84
3.2
120
25
52
63
false
NoAction
Within bands; monitor
23
-30
BrokerC
LMT
91
null
null
Normal monitoring
75
-58
63
5
false
Tighten stops on momentum names
P8669
Active
Trust
USD
2024-08-18
2,034,021
243,680
1,790,341
1.13
52.1
31.7
9.1
7.1
TLT:10.4%;VNQ:25.2%;TSLA:25.0%;BRK.B:25.2%;BND:14.3%
US:63.2;EU:20.1;APAC:11.0;EM:5.5;Other:0.2
Value:+0.7;Growth:-0.5;Quality:-0.0;Size:-0.1;Momentum:+0.1;LowVol:+0.5
null
7
25
5.8
trailing 8%
138
24.6
Bull
15.1
4.98
3.4
116
109
91
40
false
Buy
Add to core equity +1%
1
-33
BrokerC
LMT
87
null
null
Normal monitoring
15
12
32
5
false
Tighten stops on momentum names
P8670
Hands-off
Trust
USD
2025-08-26
629,659
42,544
587,115
1
58.4
28.1
4.3
9.1
VOO:33.3%;QQQ:33.3%;AMZN:33.3%
US:66.6;EU:15.1;APAC:6.4;EM:7.3;Other:4.5
Value:-0.7;Growth:-1.0;Quality:+0.7;Size:-0.2;Momentum:+0.8;LowVol:+0.5
NoDerivatives
8
25
4.1
hard 10%
159
18.7
Bull
16.1
4.42
2.6
95
63
66
52
false
Rebalance
Shift +1% to bonds from equity
19
8
BrokerB
MKT
91
null
null
Normal monitoring
58
8
76
4
false
Increase defensive factor exposure
P8671
Hands-off
Taxable
USD
2025-05-21
195,226
14,397
180,829
1
61.6
21.2
7.6
9.6
MSFT:12.1%;VNQ:17.3%;TSLA:20.4%;TLT:18.4%;MUB:18.0%;VOO:13.8%
US:69.2;EU:9.9;APAC:12.4;EM:6.1;Other:2.4
Value:+1.0;Growth:-0.4;Quality:+0.8;Size:+0.1;Momentum:+0.2;LowVol:-0.7
NoDerivatives
8
25
3.5
trailing 8%
131
18.1
Volatile
22
4.04
2.4
122
65
83
70
false
Hedge
Add TLT +1% as duration hedge
-15
3
BrokerC
MKT
97
null
null
Normal monitoring
-24
-1
69
3
false
Tax-aware sells next window
P8672
Hands-off
Roth
USD
2024-07-19
656,075
32,534
623,541
1
56.7
19.5
15.6
8.2
BRK.B:25.1%;TSLA:25.1%;VTI:25.1%;QQQ:15.0%;AMZN:9.8%
US:71.2;EU:7.0;APAC:5.5;EM:11.3;Other:5.0
Value:-0.4;Growth:+0.2;Quality:+1.0;Size:-0.8;Momentum:+1.0;LowVol:+0.2
ESGOnly
10
30
5.6
trailing 8%
159
18.6
Volatile
22.6
4.81
3
146
73
72
49
false
Hedge
Add TLT +1% as duration hedge
19
13
BrokerB
LMT
86
null
null
Normal monitoring
83
9
87
4
false
Monitor dispersion and breadth
P8673
Cautious
Trust
USD
2024-10-06
416,596
35,936
380,660
1
37.7
31.3
17.4
13.6
MUB:22.9%;HYG:25.7%;BRK.B:25.7%;VOO:25.7%
US:64.3;EU:19.3;APAC:7.0;EM:6.5;Other:2.9
Value:+0.5;Growth:+0.3;Quality:+0.4;Size:+0.3;Momentum:0.0;LowVol:-0.9
NoMargin
6
25
5.9
trailing 8%
139
12.6
Sideways
15.6
4.22
3.2
139
26
52
42
false
NoAction
Within bands; monitor
34
14
BrokerB
LMT
96
null
null
Normal monitoring
31
-59
81
5
false
Monitor dispersion and breadth
P8674
Hands-off
401k
USD
2024-12-11
749,526
50,403
699,123
1
62.3
22.1
9.9
5.7
VTI:22.4%;QQQ:12.0%;AAPL:16.4%;MUB:14.6%;TLT:12.1%;MSFT:22.4%
US:66.1;EU:16.4;APAC:10.4;EM:7.1;Other:0.1
Value:-0.4;Growth:+0.8;Quality:-0.2;Size:-0.1;Momentum:+0.4;LowVol:-0.7
ESGOnly;MaxPos6%
10
35
3.3
trailing 10%
148
17.7
Bull
13
4.43
2.5
118
2
62
37
false
Rebalance
Shift +1% to bonds from equity
21
-17
BrokerB
LMT
90
null
null
Normal monitoring
63
-9
86
3
false
Increase defensive factor exposure
P8675
Cautious
IRA
USD
2025-06-01
359,070
30,207
328,863
1
44.9
38.5
0
16.6
AMZN:33.3%;IEF:33.3%;HYG:33.3%
US:68.7;EU:12.1;APAC:10.4;EM:8.7;Other:0.1
Value:-0.0;Growth:-0.3;Quality:-0.7;Size:+0.7;Momentum:-0.5;LowVol:+0.1
MaxPos7%;NoDerivatives;NoMargin
6
35
5.3
hard 10%
154
12.4
Sideways
14.3
4.27
3.4
140
4
38
33
false
Buy
Add to core equity +1%
23
7
BrokerD
LMT
88
null
null
Normal monitoring
-59
-58
-30
4
false
Tax-aware sells next window
P8676
Hands-off
Taxable
USD
2024-09-17
363,621
33,463
330,158
1
56.5
29.4
5.3
8.9
IEF:15.3%;QQQ:28.2%;AAPL:28.2%;MUB:28.2%
US:69.5;EU:12.4;APAC:6.5;EM:7.4;Other:4.2
Value:+0.8;Growth:-0.9;Quality:+0.8;Size:+0.5;Momentum:-0.6;LowVol:+0.1
MaxPos8%;NoDerivatives
7
35
3.4
trailing 10%
160
12.7
Bull
14.5
3.98
2.4
70
109
100
33
true
Hedge
Buy index puts 1% notional
20
-27
BrokerB
MKT
95
VAR>budget
Reduce
Risk above budget threshold
95
-33
107
3
false
Tax-aware sells next window
P8677
Systematic
Roth
USD
2025-07-27
941,446
57,049
884,397
1
57.5
25.6
8.9
8.1
TLT:21.2%;QQQ:15.7%;MUB:24.3%;HYG:14.6%;MSFT:24.3%
US:66.5;EU:16.0;APAC:9.9;EM:5.7;Other:1.9
Value:-0.9;Growth:+0.3;Quality:+0.9;Size:0.0;Momentum:-0.4;LowVol:-0.9
null
8
30
4.6
trailing 8%
225
18.8
Volatile
21
3.6
2.8
177
54
76
56
false
Rebalance
Shift +1% to bonds from equity
34
12
BrokerC
LMT
96
null
null
Normal monitoring
-39
-16
-8
4
false
Increase defensive factor exposure
P8678
Systematic
Roth
USD
2025-12-04
1,068,482
98,874
969,608
1
58.9
30.8
1.3
8.9
VNQ:22.4%;HYG:17.1%;VOO:22.4%;MUB:15.5%;BND:22.4%
US:69.5;EU:14.2;APAC:10.8;EM:3.7;Other:1.9
Value:-0.1;Growth:+0.3;Quality:+1.0;Size:-0.6;Momentum:-0.5;LowVol:0.0
null
6
30
5.1
trailing 8%
227
19.2
Bull
14.7
4.17
3.3
88
89
79
44
false
Sell
Trim extended winner -1%
-12
-20
BrokerB
LMT
91
null
null
Normal monitoring
21
-31
5
4
false
Monitor dispersion and breadth
P8679
Cautious
Taxable
USD
2025-05-14
278,696
40,302
238,394
1
54.4
30.6
3.1
11.9
MUB:22.6%;BND:11.0%;TLT:24.0%;BRK.B:18.5%;IEF:24.0%
US:75.2;EU:13.6;APAC:5.9;EM:4.0;Other:1.3
Value:+0.7;Growth:+0.3;Quality:+1.0;Size:+0.6;Momentum:+0.8;LowVol:+0.1
ESGOnly;MaxPos6%;NoMargin
5
25
3.6
hard 10%
99
13.5
Sideways
19.9
4.28
2.3
104
59
89
58
false
NoAction
Within bands; monitor
30
1
BrokerB
VWAP
94
null
null
Normal monitoring
-23
11
60
4
false
Increase defensive factor exposure
P8680
Active
IRA
USD
2025-10-09
566,079
64,341
501,738
1
52.4
30.2
8.5
8.9
AMZN:18.5%;IEF:22.3%;MUB:16.5%;BND:22.3%;MSFT:20.4%
US:63.9;EU:18.5;APAC:7.1;EM:7.1;Other:3.4
Value:+0.9;Growth:+0.6;Quality:+0.4;Size:+0.3;Momentum:0.0;LowVol:-0.5
null
8
25
4.1
trailing 8%
229
17.3
Bull
16.1
3.75
2.8
93
20
52
50
true
Hedge
Buy index puts 1% notional
30
-16
BrokerD
VWAP
87
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-12
-5
29
3
false
Tax-aware sells next window
P8681
Opportunistic
Roth
USD
2025-08-02
983,254
63,143
920,111
1
71.6
20.3
0
8.1
XLF:20.8%;VNQ:10.0%;MSFT:15.2%;BRK.B:20.8%;HYG:20.8%;VTI:12.3%
US:65.5;EU:16.5;APAC:8.2;EM:7.3;Other:2.4
Value:-0.1;Growth:+0.4;Quality:-0.8;Size:-0.4;Momentum:-0.9;LowVol:+0.6
MaxPos7%
8
25
6.7
trailing 7%
195
24.9
Volatile
31.7
4.42
4.2
130
-45
38
77
true
Hedge
Buy index puts 1% notional
33
-21
BrokerA
MKT
95
VAR>budget
Reduce
Risk above budget threshold
47
9
144
3
false
Within IPS guidelines
P8682
Hands-off
Roth
USD
2025-12-13
853,390
60,848
792,542
1
59.7
15.8
16.1
8.5
AAPL:33.3%;MSFT:33.3%;VNQ:33.3%
US:62.6;EU:17.1;APAC:8.1;EM:6.5;Other:5.8
Value:-0.4;Growth:+0.2;Quality:-0.0;Size:+0.2;Momentum:+1.0;LowVol:-1.0
ESGOnly;NoDerivatives
7
30
3
trailing 8%
140
19.9
Bull
14.3
4.42
2.6
101
11
63
48
false
NoAction
Within bands; monitor
20
-13
BrokerB
MKT
0
null
null
Normal monitoring
-18
-9
51
4
false
Tax-aware sells next window
P8683
Hands-off
401k
USD
2025-04-11
672,177
46,350
625,827
1
71.4
16.5
6.6
5.4
IEF:33.3%;VOO:33.3%;TSLA:33.3%
US:65.9;EU:16.1;APAC:7.2;EM:7.6;Other:3.3
Value:-0.2;Growth:+0.7;Quality:-0.4;Size:-0.8;Momentum:+0.7;LowVol:+0.4
ESGOnly;NoDerivatives
10
25
5.4
trailing 10%
109
19.7
Volatile
29.1
4.05
3.7
171
69
73
79
true
Reduce
Cut high-beta by 2-3%, add cash
1
-22
BrokerC
VWAP
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
54
-7
60
4
false
Monitor dispersion and breadth
P8684
Active
Taxable
USD
2025-09-08
862,815
100,944
761,871
1
66.5
20.6
5.1
7.8
BRK.B:21.6%;MUB:15.6%;MSFT:21.6%;QQQ:21.6%;IEF:19.6%
US:73.4;EU:6.9;APAC:8.0;EM:9.6;Other:2.1
Value:-0.5;Growth:+0.8;Quality:+0.8;Size:+0.1;Momentum:+0.6;LowVol:-0.8
MaxPos6%;NoDerivatives
5
30
5.3
trailing 8%
124
19.6
Volatile
29.7
4.02
4
177
46
60
81
true
Reduce
Cut high-beta by 2-3%, add cash
32
-29
BrokerC
MKT
86
VAR>budget
Hedge
Risk above budget threshold
61
-47
165
4
false
Monitor dispersion and breadth
P8685
Hands-off
Roth
USD
2025-07-24
677,296
44,524
632,772
1
66.1
25.6
0
8.3
HYG:24.1%;AAPL:16.1%;VTI:24.1%;MUB:14.0%;BRK.B:21.5%
US:67.7;EU:7.7;APAC:14.8;EM:8.3;Other:1.4
Value:-0.9;Growth:-1.0;Quality:-1.0;Size:+0.4;Momentum:-0.2;LowVol:+0.6
MaxPos5%;NoDerivatives
8
25
4.8
hard 10%
96
17.9
Bull
14.7
4.9
2.6
102
75
95
41
false
Rebalance
Shift +1% to bonds from equity
22
-10
BrokerD
VWAP
98
null
null
Normal monitoring
7
-42
72
3
false
Within IPS guidelines
P8686
Cautious
Roth
USD
2025-07-18
765,631
121,619
644,012
1
43.6
32.8
7.9
15.7
TSLA:15.6%;AAPL:22.1%;QQQ:10.0%;BND:10.7%;VTI:22.1%;VOO:19.4%
US:59.6;EU:19.6;APAC:9.7;EM:5.7;Other:5.4
Value:+0.6;Growth:+0.9;Quality:-0.6;Size:+0.7;Momentum:-1.0;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
10
25
5.5
trailing 10%
116
14
Bull
13.3
4.63
3.3
94
119
100
31
true
Reduce
Cut high-beta by 2-3%, add cash
24
-26
BrokerD
MKT
93
RegimeShift
Pause
Volatility spike and breadth deterioration
63
-33
97
4
false
Monitor dispersion and breadth
P8687
Active
Taxable
USD
2025-10-20
2,109,414
146,084
1,963,330
1
61.8
29.7
0
8.5
QQQ:35.5%;GLD:28.9%;AMZN:35.5%
US:58.9;EU:20.9;APAC:11.5;EM:7.7;Other:1.0
Value:+0.1;Growth:+0.5;Quality:-0.2;Size:-0.5;Momentum:-0.9;LowVol:-0.7
MaxPos6%
7
35
4.1
trailing 8%
121
18
Volatile
26.9
4.8
2.9
119
-8
55
68
false
Rebalance
Shift +1% to bonds from equity
0
-33
BrokerA
LMT
99
null
null
Normal monitoring
84
-17
198
3
false
Monitor dispersion and breadth
P8688
Cautious
IRA
USD
2025-07-13
434,073
52,727
381,346
1
52.9
34.8
1.1
11.3
VOO:25.0%;QQQ:25.0%;XLF:25.0%;GLD:25.0%
US:62.0;EU:15.4;APAC:12.9;EM:9.2;Other:0.6
Value:+0.7;Growth:+0.4;Quality:-0.6;Size:+0.9;Momentum:-0.9;LowVol:+0.3
MaxPos5%;NoMargin
5
25
3.3
trailing 10%
156
18.5
Bull
11.3
4.39
3.5
71
55
90
36
false
Sell
Trim extended winner -1%
-1
-12
BrokerC
LMT
96
null
null
Normal monitoring
-42
15
84
5
false
Tighten stops on momentum names
P8689
Active
Roth
USD
2025-03-25
1,055,319
116,132
939,187
1.13
54.5
29.3
8.9
7.2
VTI:26.1%;VOO:26.1%;AMZN:13.7%;BRK.B:12.8%;GLD:21.2%
US:70.0;EU:14.6;APAC:11.7;EM:3.3;Other:0.4
Value:+0.9;Growth:-0.6;Quality:+0.7;Size:-0.8;Momentum:+0.5;LowVol:+0.7
MaxPos8%;NoDerivatives
8
35
5.6
trailing 9%
208
22.9
Volatile
23.4
4.91
3.1
141
60
81
64
true
Reduce
Cut high-beta by 2-3%, add cash
-11
-40
BrokerD
MKT
92
RegimeShift
TightenStops
Volatility spike and breadth deterioration
87
-21
124
3
false
Tighten stops on momentum names
P8690
Hands-off
IRA
USD
2025-02-08
515,735
48,023
467,712
1
74.8
19.7
0
5.6
XLF:25.0%;MUB:25.0%;VOO:25.0%;AAPL:25.0%
US:56.5;EU:17.2;APAC:14.1;EM:8.5;Other:3.7
Value:+0.9;Growth:-0.8;Quality:-0.6;Size:+0.6;Momentum:+0.8;LowVol:-0.5
ESGOnly;MaxPos8%;NoDerivatives
8
35
5.6
trailing 8%
99
16.1
Bull
17.2
4.24
2.6
81
34
77
58
false
Sell
Trim extended winner -1%
-6
-39
BrokerD
VWAP
99
null
null
Normal monitoring
-14
-43
85
3
false
Tax-aware sells next window
P8691
Active
Trust
USD
2025-09-27
1,240,769
146,390
1,094,379
1
50.9
24.4
17.3
7.4
MUB:32.5%;MSFT:33.7%;BND:33.7%
US:68.3;EU:10.6;APAC:8.8;EM:7.9;Other:4.5
Value:+0.3;Growth:-0.6;Quality:-0.5;Size:-0.7;Momentum:-0.0;LowVol:+0.6
MaxPos7%;NoDerivatives
6
30
4.4
trailing 8%
177
21.1
Volatile
27.9
3.72
3.1
174
-20
55
59
false
Sell
Trim extended winner -1%
30
-6
BrokerB
MKT
90
null
null
Normal monitoring
115
-19
136
5
false
Tighten stops on momentum names
P8692
Cautious
IRA
USD
2025-07-21
782,932
78,321
704,611
1
43.6
33.8
7.4
15.2
XLF:21.2%;BRK.B:9.8%;MUB:17.9%;TLT:18.1%;GLD:11.8%;VTI:21.2%
US:68.8;EU:11.9;APAC:8.2;EM:7.3;Other:3.8
Value:+0.9;Growth:+0.8;Quality:-0.9;Size:-0.2;Momentum:-0.4;LowVol:+0.7
MaxPos5%;NoMargin
5
35
3.6
trailing 8%
161
14.6
Bear
27.6
3.7
1.1
155
-54
35
55
false
Sell
Trim extended winner -1%
17
15
BrokerB
MKT
89
null
null
Normal monitoring
48
-1
70
3
false
Within IPS guidelines
P8693
Active
Roth
USD
2024-07-05
842,402
57,380
785,022
1
52.2
23.8
14.1
9.9
VNQ:21.7%;VTI:13.2%;VOO:21.7%;TSLA:21.7%;BND:21.7%
US:68.4;EU:16.8;APAC:9.2;EM:5.4;Other:0.2
Value:-0.3;Growth:-0.9;Quality:+0.7;Size:+0.7;Momentum:+0.8;LowVol:-0.7
NoDerivatives
10
25
4.2
trailing 9%
223
27.6
Bull
17.9
4.08
2.2
87
54
81
42
false
Rebalance
Shift +1% to bonds from equity
7
-6
BrokerD
MKT
91
null
null
Normal monitoring
-2
-5
134
4
false
Tax-aware sells next window
P8694
Hands-off
Trust
USD
2024-07-07
571,676
28,022
543,654
1
67
26.2
0
6.8
BRK.B:16.8%;MSFT:21.3%;VTI:21.3%;IEF:12.6%;VOO:9.9%;QQQ:18.2%
US:62.7;EU:18.5;APAC:10.7;EM:7.1;Other:0.9
Value:0.0;Growth:0.0;Quality:-0.4;Size:-0.5;Momentum:+0.6;LowVol:-0.7
NoDerivatives
8
30
3.9
trailing 8%
140
17.4
Bear
33.8
3.9
1.6
217
-97
5
89
true
Hedge
Buy index puts 1% notional
29
-18
BrokerB
MKT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
97
-17
236
5
false
Monitor dispersion and breadth
P8695
Systematic
Roth
USD
2024-11-02
501,083
45,365
455,718
1
59.3
24.2
9
7.5
BRK.B:21.4%;TSLA:26.2%;XLF:26.2%;QQQ:26.2%
US:68.3;EU:16.1;APAC:7.1;EM:8.4;Other:0.0
Value:+0.5;Growth:-0.7;Quality:+0.5;Size:+0.3;Momentum:+0.7;LowVol:-0.8
null
8
25
5.6
trailing 8%
152
22.6
Bear
33.9
3.36
1.2
199
-89
5
73
true
Hedge
Buy index puts 1% notional
8
15
BrokerB
LMT
100
Drift>tolerance
Pause
Allocation drift beyond policy bands
-15
-34
-1
3
false
Increase defensive factor exposure
P8696
Opportunistic
Taxable
USD
2025-11-13
1,175,531
88,783
1,086,748
1
66
20.5
6.3
7.2
BRK.B:33.3%;GLD:33.3%;MUB:33.3%
US:66.2;EU:12.0;APAC:11.8;EM:6.7;Other:3.2
Value:-0.9;Growth:-0.4;Quality:+0.8;Size:+0.1;Momentum:+0.8;LowVol:-0.3
NoDerivatives
10
35
6.4
hard 12%
160
30.6
Bear
26.1
4.19
2.8
168
-56
31
70
true
Reduce
Cut high-beta by 2-3%, add cash
7
-16
BrokerA
LMT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
34
-46
100
2
false
Tighten stops on momentum names
P8697
Opportunistic
IRA
USD
2025-09-06
897,014
42,343
854,671
1
72
15.8
7.3
5
XLF:29.4%;HYG:25.4%;BRK.B:29.4%;MUB:15.8%
US:65.4;EU:9.5;APAC:9.8;EM:10.7;Other:4.6
Value:+0.9;Growth:-0.8;Quality:-0.9;Size:-0.8;Momentum:-0.9;LowVol:-0.3
null
5
30
5.8
trailing 9%
222
30
Volatile
27.7
4.97
3.3
152
-22
52
74
true
Rebalance
Rebalance back to target bands
27
-23
BrokerD
MKT
98
RegimeShift
Reduce
Volatility spike and breadth deterioration
-47
-16
34
4
false
Tighten stops on momentum names
P8698
Opportunistic
Taxable
USD
2024-10-16
1,114,156
67,223
1,046,933
1
72.9
18.5
0
8.7
XLF:24.4%;GLD:24.4%;BND:24.4%;QQQ:16.5%;VOO:10.2%
US:59.1;EU:14.7;APAC:9.5;EM:11.6;Other:5.2
Value:-0.1;Growth:-0.2;Quality:-0.1;Size:-0.8;Momentum:+0.9;LowVol:-0.1
MaxPos8%;NoDerivatives
8
25
6.4
trailing 7%
169
30.3
Volatile
30.3
4.13
4.2
177
26
67
94
true
Reduce
Cut high-beta by 2-3%, add cash
31
7
BrokerB
VWAP
92
VAR>budget
TightenStops
Risk above budget threshold
-5
11
-37
5
false
Within IPS guidelines
P8699
Hands-off
Trust
USD
2024-12-25
477,198
41,997
435,201
1
60.6
15
18.3
6.1
XLF:33.3%;IEF:33.3%;MSFT:33.3%
US:63.3;EU:12.6;APAC:9.1;EM:10.6;Other:4.4
Value:+0.6;Growth:+0.9;Quality:+0.2;Size:+0.6;Momentum:-0.9;LowVol:+0.9
MaxPos6%
8
25
3.2
hard 10%
122
18.8
Volatile
20.1
5.48
3.3
117
38
68
50
false
Buy
Add to core equity +1%
4
6
BrokerB
MKT
94
null
null
Normal monitoring
-4
19
-43
3
false
Tighten stops on momentum names
P8700
Hands-off
401k
USD
2025-10-08
330,495
18,591
311,904
1
63.6
19.9
9.1
7.3
VTI:22.4%;IEF:18.6%;AMZN:22.4%;GLD:17.0%;HYG:9.3%;MUB:10.4%
US:63.4;EU:17.5;APAC:10.8;EM:3.6;Other:4.7
Value:-0.1;Growth:+0.1;Quality:-0.7;Size:+1.0;Momentum:+0.3;LowVol:0.0
MaxPos5%
6
35
5.2
trailing 8%
101
18.8
Sideways
14.6
4.93
2.2
98
50
71
50
false
Buy
Add to core equity +1%
10
-34
BrokerD
MKT
97
null
null
Normal monitoring
-53
8
51
5
false
Within IPS guidelines