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
P8701
Systematic
401k
USD
2025-08-12
1,079,771
83,011
996,760
1
59.2
31
0.2
9.6
HYG:36.9%;VOO:26.2%;QQQ:36.9%
US:74.7;EU:12.2;APAC:6.5;EM:6.0;Other:0.6
Value:+1.0;Growth:+0.2;Quality:+0.2;Size:-0.5;Momentum:-0.2;LowVol:+0.8
MaxPos6%;NoDerivatives
7
25
4.3
hard 12%
175
25.3
Bull
16.6
4.38
2.5
119
96
89
50
false
Buy
Add to core equity +1%
27
6
BrokerC
LMT
98
null
null
Normal monitoring
75
5
210
4
false
Monitor dispersion and breadth
P8702
Systematic
Trust
USD
2024-08-07
779,111
44,736
734,375
1
64.3
21.8
5.4
8.5
BRK.B:28.0%;HYG:20.0%;AAPL:24.0%;MSFT:28.0%
US:71.8;EU:11.4;APAC:9.1;EM:7.2;Other:0.5
Value:-0.9;Growth:-0.9;Quality:-0.2;Size:+1.0;Momentum:-0.9;LowVol:+1.0
null
5
35
4.3
hard 12%
147
19.7
Bull
17.1
4.97
2.8
92
97
100
43
true
Hedge
Buy index puts 1% notional
-8
-9
BrokerA
VWAP
88
RegimeShift
Hedge
Volatility spike and breadth deterioration
-58
5
-97
5
false
Monitor dispersion and breadth
P8703
Opportunistic
Roth
USD
2024-07-09
1,519,769
59,658
1,460,111
1
71.9
15.4
3.8
8.9
XLF:12.2%;VNQ:20.5%;IEF:15.5%;QQQ:10.7%;GLD:20.5%;TSLA:20.5%
US:73.1;EU:15.8;APAC:6.6;EM:4.3;Other:0.2
Value:-0.3;Growth:-0.4;Quality:+0.6;Size:+0.7;Momentum:-0.6;LowVol:+0.6
null
7
35
5.9
trailing 9%
226
28.7
Volatile
23.7
4.96
2.6
161
-13
30
64
false
Rebalance
Shift +1% to bonds from equity
-12
14
BrokerD
LMT
86
null
null
Normal monitoring
99
-9
92
5
false
Increase defensive factor exposure
P8704
Hands-off
Roth
USD
2025-06-20
443,243
36,922
406,321
1
64.5
21.9
7
6.7
VTI:34.2%;BRK.B:34.2%;HYG:31.7%
US:63.7;EU:18.9;APAC:8.4;EM:4.4;Other:4.5
Value:+0.9;Growth:+0.1;Quality:-0.2;Size:+0.6;Momentum:-1.0;LowVol:+1.0
ESGOnly
8
25
3
trailing 8%
151
15
Bull
11.4
3.94
3
84
1
44
43
false
Rebalance
Shift +1% to bonds from equity
4
15
BrokerB
VWAP
92
null
null
Normal monitoring
-1
-28
71
5
false
Monitor dispersion and breadth
P8705
Active
Trust
USD
2025-06-19
2,340,285
161,479
2,178,806
1
62.5
30.6
0
6.9
GLD:21.1%;BRK.B:18.6%;VTI:21.1%;AMZN:15.9%;TSLA:9.9%;IEF:13.4%
US:62.3;EU:14.0;APAC:15.1;EM:5.3;Other:3.2
Value:+0.2;Growth:+0.6;Quality:+0.3;Size:0.0;Momentum:+0.5;LowVol:+1.0
null
6
30
4
trailing 8%
148
20.9
Bear
22.8
4.3
2.7
140
-33
22
60
false
Sell
Trim extended winner -1%
13
4
BrokerA
LMT
85
null
null
Normal monitoring
-33
-43
-53
3
false
Tighten stops on momentum names
P8706
Cautious
401k
USD
2025-10-24
558,848
55,182
503,666
1
44.2
34.5
10.2
11.2
VOO:25.8%;VTI:25.8%;MUB:20.4%;IEF:13.1%;BND:15.0%
US:65.9;EU:13.2;APAC:7.9;EM:12.1;Other:1.0
Value:-0.6;Growth:-0.5;Quality:-0.4;Size:-0.6;Momentum:+0.3;LowVol:+1.0
MaxPos8%;NoMargin
7
25
4.6
trailing 10%
110
19.9
Bull
13.2
3.62
2.9
105
60
66
41
false
Sell
Trim extended winner -1%
26
-9
BrokerC
LMT
95
null
null
Normal monitoring
120
-18
220
5
false
Within IPS guidelines
P8707
Systematic
Trust
USD
2025-07-30
504,302
31,680
472,622
1
58.5
23.1
13.2
5.2
MSFT:19.0%;MUB:27.0%;VNQ:27.0%;HYG:27.0%
US:71.8;EU:7.1;APAC:11.8;EM:5.1;Other:4.3
Value:-0.6;Growth:-0.5;Quality:-0.8;Size:-1.0;Momentum:+0.6;LowVol:+0.2
null
6
25
4.5
trailing 8%
130
23.1
Volatile
24.2
5.18
2.8
113
-54
14
73
true
Hedge
Buy index puts 1% notional
-10
-7
BrokerD
VWAP
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
61
-36
44
2
false
Within IPS guidelines
P8708
Systematic
Roth
USD
2024-07-06
1,603,233
67,597
1,535,636
1
65
21.4
7.9
5.6
IEF:14.3%;XLF:18.5%;AAPL:19.4%;MUB:17.0%;VOO:19.7%;TLT:11.1%
US:63.5;EU:19.0;APAC:9.1;EM:6.8;Other:1.7
Value:+0.3;Growth:-0.7;Quality:-0.9;Size:+0.9;Momentum:-0.3;LowVol:+0.7
NoDerivatives
10
25
5.5
trailing 8%
177
21.8
Bear
33.6
3.82
2.3
149
29
51
76
true
Hedge
Buy index puts 1% notional
-9
-10
BrokerC
LMT
85
VAR>budget
Reduce
Risk above budget threshold
28
13
98
3
false
Monitor dispersion and breadth
P8709
Opportunistic
IRA
USD
2025-08-13
1,333,599
80,435
1,253,164
1
70.1
21.2
3.9
4.8
MUB:23.2%;AMZN:20.0%;HYG:11.8%;TSLA:21.8%;QQQ:23.2%
US:64.8;EU:14.0;APAC:8.1;EM:9.9;Other:3.1
Value:-0.9;Growth:-0.7;Quality:+0.8;Size:+0.9;Momentum:-0.9;LowVol:-0.6
null
8
35
6.1
trailing 9%
185
24.6
Bear
33.2
3.12
2.4
174
3
47
84
true
Hedge
Buy index puts 1% notional
-10
-6
BrokerD
LMT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
50
-57
158
3
false
Within IPS guidelines
P8710
Cautious
Roth
USD
2025-03-28
632,304
55,639
576,665
1
52.3
36.9
0
10.8
TSLA:24.5%;AMZN:24.5%;BND:9.6%;TLT:16.9%;MUB:24.5%
US:71.6;EU:5.6;APAC:11.7;EM:9.3;Other:1.8
Value:-0.7;Growth:0.0;Quality:-0.6;Size:0.0;Momentum:+0.7;LowVol:+0.2
ESGOnly;MaxPos8%;NoMargin
8
35
4.8
trailing 8%
151
13.3
Bull
16.8
3.56
2.8
72
97
100
37
false
Sell
Trim extended winner -1%
10
-38
BrokerC
MKT
97
null
null
Normal monitoring
-26
-54
68
3
false
Within IPS guidelines
P8711
Active
Roth
USD
2025-07-24
1,441,606
131,898
1,309,708
1.23
61.8
29.3
0
9
IEF:35.8%;QQQ:35.8%;HYG:28.4%
US:67.7;EU:16.0;APAC:5.6;EM:8.8;Other:1.8
Value:-0.1;Growth:-0.1;Quality:-0.4;Size:+0.1;Momentum:-0.1;LowVol:+0.6
MaxPos6%;NoDerivatives
5
35
6
trailing 8%
138
28
Sideways
20.4
3.82
3.4
113
0
53
50
true
Rebalance
Rebalance back to target bands
-10
13
BrokerD
LMT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
4
-36
-1
3
false
Tax-aware sells next window
P8712
Cautious
Trust
USD
2024-07-11
289,268
34,763
254,505
1
50.5
34.7
2.8
11.9
VNQ:28.4%;HYG:28.4%;AMZN:14.9%;TSLA:28.4%
US:55.6;EU:18.0;APAC:11.5;EM:11.1;Other:3.8
Value:+0.2;Growth:+0.6;Quality:-0.3;Size:-0.9;Momentum:+0.8;LowVol:-0.3
ESGOnly;MaxPos6%;NoMargin
8
35
4.9
trailing 8%
143
14.8
Sideways
20.6
4.66
3.3
130
40
82
48
false
Sell
Trim extended winner -1%
-7
-1
BrokerD
VWAP
93
null
null
Normal monitoring
-58
-10
-60
5
false
Within IPS guidelines
P8713
Opportunistic
Taxable
USD
2025-12-25
1,128,926
58,937
1,069,989
1
66.3
15.6
11.4
6.8
AAPL:34.8%;VNQ:30.5%;BRK.B:34.8%
US:60.3;EU:7.1;APAC:13.1;EM:13.8;Other:5.6
Value:-0.3;Growth:-0.9;Quality:-0.5;Size:-1.0;Momentum:+0.8;LowVol:+0.1
NoDerivatives
10
25
5.8
hard 12%
264
24.7
Bull
14.5
4.05
2.7
111
38
76
58
false
Rebalance
Shift +1% to bonds from equity
-3
-28
BrokerC
LMT
91
null
null
Normal monitoring
64
-7
73
5
false
Increase defensive factor exposure
P8714
Systematic
Roth
USD
2025-02-11
880,997
85,668
795,329
1
56.1
27.4
7.7
8.8
VTI:30.5%;TLT:34.8%;MUB:34.8%
US:69.6;EU:14.6;APAC:9.8;EM:5.3;Other:0.8
Value:+0.5;Growth:-1.0;Quality:-0.7;Size:+0.6;Momentum:+0.6;LowVol:-0.4
null
10
35
5.7
trailing 8%
171
22.7
Volatile
21.7
4.33
3.5
134
17
61
67
false
Sell
Trim extended winner -1%
-5
-15
BrokerC
VWAP
85
null
null
Normal monitoring
89
-39
88
5
false
Within IPS guidelines
P8715
Hands-off
Taxable
USD
2025-04-14
503,332
27,694
475,638
1
72.2
16.5
4.3
7
MUB:8.3%;XLF:20.7%;VOO:18.8%;BRK.B:10.8%;IEF:20.7%;MSFT:20.7%
US:63.0;EU:14.5;APAC:8.3;EM:9.5;Other:4.8
Value:-0.9;Growth:-1.0;Quality:+0.9;Size:-0.4;Momentum:+0.6;LowVol:+0.8
ESGOnly;MaxPos6%;NoDerivatives
5
30
5.4
trailing 8%
158
15.7
Bear
28.4
3.21
2
208
-53
17
70
false
Buy
Add to core equity +1%
-4
-14
BrokerA
MKT
99
null
null
Normal monitoring
10
-2
48
4
false
Tax-aware sells next window
P8716
Active
IRA
USD
2025-06-28
2,053,361
152,852
1,900,509
1
64
26.8
0
9.2
AAPL:22.2%;BRK.B:11.7%;TLT:19.6%;VTI:23.2%;MSFT:23.2%
US:69.4;EU:16.0;APAC:8.1;EM:6.2;Other:0.3
Value:+0.3;Growth:+0.2;Quality:+0.9;Size:-0.2;Momentum:+0.1;LowVol:+0.4
MaxPos8%;NoDerivatives
7
35
4.5
trailing 8%
196
19.4
Sideways
21.6
4.16
3.2
117
17
69
65
true
Rebalance
Rebalance back to target bands
0
3
BrokerB
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
47
14
186
3
false
Increase defensive factor exposure
P8717
Active
Roth
USD
2025-04-23
1,267,411
145,645
1,121,766
1
54.8
21.6
15.1
8.5
HYG:20.3%;AMZN:18.2%;AAPL:20.3%;GLD:9.1%;VTI:19.6%;VOO:12.4%
US:77.8;EU:6.9;APAC:9.2;EM:3.8;Other:2.2
Value:-0.3;Growth:-0.8;Quality:-0.9;Size:+0.1;Momentum:+0.6;LowVol:-0.2
MaxPos8%
8
35
4.4
trailing 8%
213
23.8
Bull
12.2
4.77
3.2
100
86
81
44
false
Sell
Trim extended winner -1%
16
-15
BrokerD
LMT
97
null
null
Normal monitoring
-59
-34
45
3
false
Tax-aware sells next window
P8718
Hands-off
Trust
USD
2025-01-27
156,080
14,757
141,323
1
65.5
19.4
5.2
9.9
TLT:22.8%;BND:12.2%;BRK.B:22.8%;MSFT:22.8%;HYG:19.5%
US:67.1;EU:15.3;APAC:7.4;EM:7.5;Other:2.6
Value:-0.9;Growth:+0.7;Quality:-0.8;Size:-0.7;Momentum:-0.5;LowVol:-0.8
ESGOnly;MaxPos8%
10
35
4.9
trailing 8%
102
17
Bull
13.4
3.66
3.1
107
23
47
47
false
Rebalance
Shift +1% to bonds from equity
-6
-22
BrokerC
MKT
91
null
null
Normal monitoring
28
-37
5
5
false
Increase defensive factor exposure
P8719
Systematic
Trust
USD
2024-11-14
1,496,324
103,844
1,392,480
1
66.4
23.4
3.6
6.6
BRK.B:33.3%;AAPL:33.3%;AMZN:33.3%
US:66.2;EU:15.9;APAC:11.8;EM:3.4;Other:2.6
Value:+0.7;Growth:+0.4;Quality:+0.3;Size:-0.8;Momentum:-0.2;LowVol:-0.0
null
8
25
4.6
hard 12%
140
24
Volatile
25.5
4.5
2.6
110
-8
39
61
false
Rebalance
Shift +1% to bonds from equity
32
-36
BrokerB
MKT
89
null
null
Normal monitoring
55
-49
22
4
false
Tax-aware sells next window
P8720
Opportunistic
Roth
USD
2025-05-05
1,066,760
86,195
980,565
1
69.9
15.2
10.5
4.4
HYG:34.3%;MSFT:34.3%;VNQ:31.4%
US:64.0;EU:9.1;APAC:10.9;EM:11.4;Other:4.7
Value:+0.9;Growth:-0.6;Quality:+0.8;Size:+0.3;Momentum:-0.5;LowVol:-0.4
null
8
30
5.7
trailing 9%
275
29.8
Bull
16.8
4
3.5
109
97
100
48
true
Reduce
Cut high-beta by 2-3%, add cash
27
5
BrokerA
LMT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-4
-24
132
2
false
Within IPS guidelines
P8721
Cautious
Taxable
USD
2025-04-07
341,481
43,495
297,986
1
44.6
41.7
0
13.7
BRK.B:33.3%;GLD:33.3%;HYG:33.3%
US:57.3;EU:17.8;APAC:13.4;EM:8.2;Other:3.3
Value:+0.9;Growth:-0.9;Quality:+0.1;Size:-0.0;Momentum:+0.8;LowVol:-0.9
ESGOnly;NoMargin
7
30
3.4
trailing 10%
115
19.5
Sideways
20.9
3.56
3.1
139
39
77
46
false
NoAction
Within bands; monitor
-10
-19
BrokerC
LMT
86
null
null
Normal monitoring
1
-37
34
3
false
Tax-aware sells next window
P8722
Active
Roth
USD
2025-04-10
1,708,989
176,309
1,532,680
1
60.2
26.3
7.9
5.6
BND:21.8%;TLT:21.8%;QQQ:11.8%;MSFT:16.2%;TSLA:6.7%;XLF:21.6%
US:67.5;EU:13.5;APAC:5.7;EM:9.2;Other:4.1
Value:-0.8;Growth:-0.7;Quality:-0.9;Size:-0.9;Momentum:-0.8;LowVol:+0.6
MaxPos8%
7
35
4.3
trailing 9%
194
18
Sideways
17
4.16
2.7
90
23
52
44
false
NoAction
Within bands; monitor
33
7
BrokerC
LMT
91
null
null
Normal monitoring
-18
-6
46
4
false
Within IPS guidelines
P8723
Cautious
Trust
USD
2025-03-30
746,862
94,496
652,366
1
44.6
38.9
0
16.5
HYG:14.7%;IEF:8.3%;QQQ:22.6%;MSFT:9.2%;VNQ:22.6%;BRK.B:22.6%
US:71.8;EU:8.2;APAC:13.4;EM:5.9;Other:0.6
Value:+0.6;Growth:+0.8;Quality:-0.1;Size:+0.9;Momentum:+0.6;LowVol:+0.5
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
8
30
5.8
hard 10%
100
14.9
Volatile
20.8
4.65
4.3
128
56
75
44
false
Sell
Trim extended winner -1%
-7
7
BrokerD
LMT
97
null
null
Normal monitoring
1
-5
103
3
false
Monitor dispersion and breadth
P8724
Opportunistic
Trust
USD
2025-06-07
1,742,775
91,154
1,651,621
1
61.9
10.3
19.7
8.1
VOO:33.3%;IEF:33.3%;TSLA:33.3%
US:56.1;EU:16.4;APAC:10.6;EM:12.0;Other:4.9
Value:-0.7;Growth:+0.2;Quality:-0.5;Size:+0.3;Momentum:-0.3;LowVol:0.0
null
8
30
5.8
trailing 9%
203
26.1
Bear
24.2
3.08
1.9
200
-79
14
66
false
Rebalance
Shift +1% to bonds from equity
-13
14
BrokerB
VWAP
97
null
null
Normal monitoring
81
-58
49
5
false
Tax-aware sells next window
P8725
Hands-off
Taxable
USD
2024-10-02
261,283
16,154
245,129
1
65.6
28.9
0
5.5
GLD:33.3%;TSLA:33.3%;AMZN:33.3%
US:61.9;EU:12.3;APAC:12.1;EM:10.5;Other:3.1
Value:-0.8;Growth:-0.2;Quality:-0.5;Size:+0.2;Momentum:-0.8;LowVol:-0.3
MaxPos6%
5
30
3.7
trailing 8%
100
17.8
Bull
14.5
3.6
2.9
82
45
76
48
false
Rebalance
Shift +1% to bonds from equity
6
-16
BrokerC
MKT
91
null
null
Normal monitoring
-59
-40
43
4
false
Tighten stops on momentum names
P8726
Active
IRA
USD
2024-12-06
2,448,932
181,023
2,267,909
1
62.4
27.2
4
6.3
VTI:23.4%;VNQ:23.4%;TLT:8.3%;QQQ:21.5%;TSLA:23.4%
US:60.7;EU:17.1;APAC:12.1;EM:7.2;Other:2.9
Value:+0.9;Growth:+1.0;Quality:+1.0;Size:-0.7;Momentum:+0.6;LowVol:+0.3
MaxPos8%
5
25
5.2
trailing 8%
198
23
Volatile
26.1
3.63
4.4
153
18
45
60
false
Rebalance
Shift +1% to bonds from equity
-14
-22
BrokerC
MKT
95
null
null
Normal monitoring
103
8
96
5
false
Tax-aware sells next window
P8727
Hands-off
Trust
USD
2024-08-18
584,524
51,756
532,768
1
71.6
21.4
0
7
BND:21.2%;MSFT:20.7%;BRK.B:7.4%;HYG:13.1%;AAPL:16.5%;AMZN:21.2%
US:62.2;EU:9.7;APAC:12.9;EM:10.7;Other:4.6
Value:-0.8;Growth:+0.3;Quality:+0.8;Size:+0.5;Momentum:+0.1;LowVol:+0.6
MaxPos5%;NoDerivatives
5
35
4.1
hard 10%
108
19.7
Volatile
31.5
4.19
4
131
-47
12
94
true
Rebalance
Rebalance back to target bands
19
-28
BrokerB
MKT
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
61
-45
170
4
false
Tighten stops on momentum names
P8728
Hands-off
IRA
USD
2024-07-17
845,841
46,670
799,171
1
55.8
16.7
22.2
5.3
XLF:17.3%;AMZN:12.1%;GLD:24.1%;MSFT:24.1%;BRK.B:22.5%
US:69.5;EU:6.5;APAC:10.9;EM:11.7;Other:1.4
Value:+0.2;Growth:-0.7;Quality:-0.1;Size:+0.3;Momentum:-0.6;LowVol:-0.9
ESGOnly
6
35
4.6
hard 10%
141
13.9
Bear
29.1
4.33
2.4
157
-58
34
69
false
Sell
Trim extended winner -1%
24
4
BrokerA
LMT
97
null
null
Normal monitoring
-18
-26
-25
4
false
Monitor dispersion and breadth
P8729
Hands-off
IRA
USD
2025-02-27
271,824
16,045
255,779
1
62.9
23.2
5.1
8.7
MUB:34.1%;XLF:34.1%;TSLA:31.8%
US:70.9;EU:9.2;APAC:10.2;EM:7.7;Other:1.9
Value:+0.1;Growth:+0.3;Quality:-0.6;Size:-0.0;Momentum:-0.8;LowVol:+0.4
ESGOnly
8
25
4.1
hard 10%
148
13.4
Bull
15.4
4.92
2.7
73
96
89
40
false
Buy
Add to core equity +1%
13
-24
BrokerD
LMT
89
null
null
Normal monitoring
39
-45
6
5
false
Tax-aware sells next window
P8730
Hands-off
Taxable
USD
2024-09-10
622,660
37,640
585,020
1
59.2
27.1
7.1
6.5
TLT:25.0%;VTI:25.0%;MUB:25.0%;XLF:25.0%
US:72.5;EU:5.2;APAC:13.9;EM:4.0;Other:4.5
Value:-0.6;Growth:+0.3;Quality:-0.8;Size:+0.9;Momentum:+0.8;LowVol:+0.9
null
7
35
5.8
trailing 8%
127
12.5
Bull
14.7
3.59
2.2
105
4
66
40
false
Rebalance
Shift +1% to bonds from equity
-15
1
BrokerA
VWAP
87
null
null
Normal monitoring
88
-27
187
3
false
Tighten stops on momentum names
P8731
Systematic
Roth
USD
2024-07-11
463,899
40,601
423,298
1
62.1
28.7
0
9.2
AAPL:27.1%;TLT:26.6%;MUB:19.2%;BRK.B:27.1%
US:76.5;EU:6.8;APAC:10.0;EM:3.6;Other:3.1
Value:+0.3;Growth:-0.3;Quality:+1.0;Size:-0.4;Momentum:-0.5;LowVol:+0.5
NoDerivatives
6
30
4.5
trailing 8%
207
17.5
Bull
14.8
3.63
2.2
100
52
72
46
false
NoAction
Within bands; monitor
9
-19
BrokerC
MKT
0
null
null
Normal monitoring
-6
-26
-6
3
false
Within IPS guidelines
P8732
Cautious
IRA
USD
2025-10-03
836,477
94,925
741,552
1
38.8
44.2
4.2
12.8
AMZN:33.3%;BRK.B:33.3%;IEF:33.3%
US:63.8;EU:9.5;APAC:13.8;EM:9.4;Other:3.4
Value:+0.1;Growth:-0.7;Quality:-0.5;Size:+0.5;Momentum:+0.7;LowVol:-0.7
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
6
25
4.8
trailing 8%
129
15.8
Volatile
27.4
4.83
3.1
150
29
62
54
false
Buy
Add to core equity +1%
-4
-7
BrokerD
LMT
94
null
null
Normal monitoring
-42
-54
89
4
false
Increase defensive factor exposure
P8733
Systematic
Roth
USD
2024-09-12
1,184,742
109,843
1,074,899
1
69.8
23.3
1.3
5.6
HYG:23.3%;VNQ:20.2%;XLF:17.4%;IEF:15.9%;MUB:23.3%
US:73.6;EU:5.4;APAC:15.9;EM:3.5;Other:1.7
Value:-0.0;Growth:-0.9;Quality:-0.0;Size:-0.4;Momentum:-0.2;LowVol:-0.6
null
6
30
4.8
hard 12%
141
19.6
Volatile
22.1
3.53
3.1
148
-45
19
61
false
Rebalance
Shift +1% to bonds from equity
0
-36
BrokerD
MKT
93
null
null
Normal monitoring
22
-50
5
3
false
Increase defensive factor exposure
P8734
Cautious
IRA
USD
2024-08-16
324,308
30,818
293,490
1
49.6
34.6
0
15.8
XLF:18.6%;VTI:22.4%;AMZN:16.0%;VNQ:22.4%;BRK.B:20.6%
US:58.7;EU:15.0;APAC:12.7;EM:10.0;Other:3.6
Value:+0.9;Growth:-0.8;Quality:-0.4;Size:+0.3;Momentum:-0.8;LowVol:-1.0
ESGOnly;NoMargin
6
25
4.2
hard 10%
130
19.6
Bull
13.8
4.85
3.1
98
39
61
45
false
Sell
Trim extended winner -1%
19
-35
BrokerD
MKT
99
null
null
Normal monitoring
-10
-26
-27
5
false
Tighten stops on momentum names
P8735
Hands-off
Roth
USD
2025-05-04
397,304
19,142
378,162
1
65
29.2
0
5.8
TSLA:13.4%;VOO:11.2%;BRK.B:21.5%;MUB:21.8%;BND:21.8%;VNQ:10.3%
US:54.7;EU:17.0;APAC:14.2;EM:9.0;Other:5.1
Value:-0.5;Growth:+0.3;Quality:+0.3;Size:-0.2;Momentum:-0.2;LowVol:+0.1
null
7
25
4.6
hard 10%
105
17.4
Sideways
14.6
3.68
2.2
114
47
70
48
true
Reduce
Cut high-beta by 2-3%, add cash
-14
-25
BrokerB
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-9
7
80
5
false
Increase defensive factor exposure
P8736
Hands-off
Roth
USD
2024-11-01
719,167
29,209
689,958
1
63.9
16.1
11.8
8.2
BND:11.7%;AMZN:10.2%;TLT:26.0%;VTI:26.0%;GLD:26.0%
US:62.4;EU:16.0;APAC:10.7;EM:7.3;Other:3.6
Value:-0.8;Growth:+0.9;Quality:+0.5;Size:+0.6;Momentum:+0.3;LowVol:-0.2
null
6
25
5.5
hard 10%
138
12.1
Volatile
27.2
5.03
3.7
128
47
78
82
true
Reduce
Cut high-beta by 2-3%, add cash
24
10
BrokerA
VWAP
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
67
-25
177
4
false
Within IPS guidelines
P8737
Opportunistic
401k
USD
2025-05-23
1,138,065
86,577
1,051,488
1.08
62.6
20
9.8
7.6
VTI:25.0%;MSFT:25.0%;TLT:25.0%;HYG:25.0%
US:72.0;EU:13.5;APAC:6.1;EM:3.5;Other:5.0
Value:-0.1;Growth:-0.9;Quality:+0.5;Size:-0.3;Momentum:+0.9;LowVol:+0.7
MaxPos7%
10
30
5.6
hard 12%
191
27.4
Sideways
15.1
3.57
3.1
92
-5
38
43
false
Hedge
Add TLT +1% as duration hedge
15
-5
BrokerA
VWAP
97
null
null
Normal monitoring
47
-33
44
3
false
Within IPS guidelines
P8738
Hands-off
401k
USD
2024-11-25
341,859
28,499
313,360
1
56.2
20.1
15.6
8.1
QQQ:38.1%;TSLA:23.8%;MSFT:38.1%
US:74.4;EU:7.6;APAC:12.7;EM:4.4;Other:0.9
Value:-0.3;Growth:+0.5;Quality:+0.6;Size:+0.2;Momentum:+0.1;LowVol:-0.4
ESGOnly
8
35
3.7
hard 10%
120
19.7
Bull
11.1
3.55
3.3
101
115
100
41
false
Rebalance
Shift +1% to bonds from equity
14
-32
BrokerD
MKT
100
null
null
Normal monitoring
114
-13
103
3
false
Monitor dispersion and breadth
P8739
Hands-off
Roth
USD
2025-12-25
259,682
18,069
241,613
1
58.1
22.4
11.9
7.6
VNQ:33.3%;VTI:33.3%;BRK.B:33.3%
US:62.4;EU:16.7;APAC:8.8;EM:9.0;Other:3.1
Value:-0.4;Growth:+0.1;Quality:+0.4;Size:-0.9;Momentum:-0.7;LowVol:+0.6
ESGOnly;MaxPos7%
7
25
4.9
hard 10%
99
14.4
Bear
29.8
3.04
2
181
-74
5
66
false
Hedge
Add TLT +1% as duration hedge
34
-34
BrokerB
MKT
99
null
null
Normal monitoring
68
-2
70
3
false
Within IPS guidelines
P8740
Cautious
Roth
USD
2024-08-09
180,673
19,996
160,677
1
35.5
32.8
17
14.8
TSLA:9.7%;HYG:21.9%;BRK.B:14.1%;MUB:21.9%;QQQ:15.4%;IEF:16.9%
US:68.5;EU:13.8;APAC:4.8;EM:9.7;Other:3.2
Value:-0.1;Growth:+0.9;Quality:+0.9;Size:-0.2;Momentum:-0.9;LowVol:+0.5
NoMargin
10
35
5
trailing 10%
121
13.1
Bull
12.9
4.64
2.2
103
1
43
23
true
Reduce
Cut high-beta by 2-3%, add cash
18
-29
BrokerA
MKT
90
VAR>budget
Hedge
Risk above budget threshold
105
-19
150
3
true
Monitor dispersion and breadth
P8741
Cautious
401k
USD
2025-05-12
604,599
77,696
526,903
1
45.4
37.6
0.2
16.8
AMZN:33.3%;MUB:33.3%;VOO:33.3%
US:65.4;EU:12.3;APAC:7.4;EM:10.2;Other:4.7
Value:-0.1;Growth:+0.7;Quality:+0.4;Size:+0.4;Momentum:-0.9;LowVol:-0.7
ESGOnly;NoMargin
10
35
4.4
trailing 8%
111
12
Bull
11.5
4.96
2.7
71
117
100
29
false
Hedge
Add TLT +1% as duration hedge
1
-22
BrokerD
MKT
97
null
null
Normal monitoring
67
7
67
3
false
Within IPS guidelines
P8742
Cautious
Taxable
USD
2025-11-08
237,041
36,569
200,472
1
39.2
30.5
12.8
17.5
GLD:25.0%;MUB:25.0%;BND:25.0%;VNQ:25.0%
US:69.6;EU:11.6;APAC:10.0;EM:7.2;Other:1.6
Value:-0.7;Growth:+0.9;Quality:-0.9;Size:+0.3;Momentum:-0.4;LowVol:-0.4
ESGOnly;NoMargin
10
35
3
trailing 8%
97
16
Sideways
21.4
4.17
3.4
139
-14
45
41
false
Sell
Trim extended winner -1%
30
-27
BrokerD
MKT
91
null
null
Normal monitoring
6
0
134
3
false
Tighten stops on momentum names
P8743
Cautious
IRA
USD
2025-05-04
513,360
72,525
440,835
1
48.7
37.9
0
13.3
GLD:27.5%;AAPL:36.2%;BRK.B:36.2%
US:76.6;EU:5.8;APAC:11.1;EM:4.3;Other:2.3
Value:+0.2;Growth:-0.3;Quality:+0.3;Size:-1.0;Momentum:-0.6;LowVol:+0.9
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
10
35
3.1
trailing 10%
145
13.5
Volatile
22.7
4.68
3
122
13
43
50
false
NoAction
Within bands; monitor
33
-10
BrokerC
LMT
92
null
null
Normal monitoring
120
-26
238
4
false
Monitor dispersion and breadth
P8744
Hands-off
Taxable
USD
2025-09-16
218,109
14,438
203,671
1
66
24.6
3.7
5.6
MUB:22.7%;AMZN:22.7%;GLD:22.7%;VOO:10.4%;MSFT:21.4%
US:68.3;EU:6.4;APAC:16.9;EM:8.0;Other:0.4
Value:-0.4;Growth:+0.3;Quality:0.0;Size:+0.5;Momentum:+0.5;LowVol:-0.2
ESGOnly
6
35
5.8
hard 10%
125
13.7
Volatile
26.7
4.96
3.4
124
62
80
82
true
Hedge
Buy index puts 1% notional
26
-20
BrokerA
VWAP
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-9
-47
91
2
false
Monitor dispersion and breadth
P8745
Systematic
Trust
USD
2025-03-31
1,042,828
78,840
963,988
1
62.6
32.4
0
5
TSLA:33.3%;GLD:33.3%;IEF:33.3%
US:65.5;EU:13.9;APAC:11.6;EM:4.8;Other:4.2
Value:-0.6;Growth:-0.7;Quality:-0.8;Size:+0.5;Momentum:-0.5;LowVol:+0.4
NoDerivatives
8
35
5.6
trailing 9%
194
21.2
Volatile
28.8
5.32
2.9
117
14
46
71
true
Hedge
Buy index puts 1% notional
20
-17
BrokerC
MKT
98
VAR>budget
TightenStops
Risk above budget threshold
53
-34
36
4
false
Increase defensive factor exposure
P8746
Opportunistic
Taxable
USD
2024-10-02
1,798,337
104,659
1,693,678
1
71.3
11.2
11.9
5.6
BRK.B:24.4%;AMZN:14.3%;HYG:24.4%;TLT:24.4%;XLF:12.4%
US:67.1;EU:18.6;APAC:7.1;EM:3.9;Other:3.3
Value:+0.1;Growth:0.0;Quality:+1.0;Size:-0.3;Momentum:-0.4;LowVol:+0.7
null
6
25
5.8
trailing 9%
186
32.7
Bear
31.4
4.42
2.2
184
21
53
87
true
Hedge
Buy index puts 1% notional
26
-3
BrokerD
LMT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-28
-24
-68
3
false
Within IPS guidelines
P8747
Active
401k
USD
2024-09-12
1,288,580
149,967
1,138,613
1
56.7
28.1
9.8
5.3
TLT:36.6%;BND:36.6%;MUB:26.8%
US:69.4;EU:9.9;APAC:5.2;EM:10.7;Other:4.8
Value:+0.1;Growth:+0.5;Quality:+0.5;Size:-0.6;Momentum:+0.3;LowVol:+0.5
null
10
25
4.7
trailing 9%
144
24.6
Bear
26.6
3.65
1.5
140
-19
46
66
false
Buy
Add to core equity +1%
-13
-25
BrokerB
LMT
99
null
null
Normal monitoring
-48
-51
91
4
false
Increase defensive factor exposure
P8748
Hands-off
Trust
USD
2025-09-17
469,554
44,777
424,777
1
58.7
15.6
16.4
9.3
BND:11.6%;MSFT:14.5%;AAPL:24.6%;AMZN:24.6%;BRK.B:24.6%
US:58.5;EU:19.7;APAC:9.3;EM:10.3;Other:2.1
Value:-0.2;Growth:+0.8;Quality:+0.3;Size:+0.8;Momentum:-0.3;LowVol:-0.5
ESGOnly;NoDerivatives
6
25
3.1
hard 10%
146
16.4
Bull
13.3
3.9
3.3
103
115
100
49
true
Hedge
Buy index puts 1% notional
30
-9
BrokerB
VWAP
88
VAR>budget
Hedge
Risk above budget threshold
55
-48
130
5
false
Increase defensive factor exposure
P8749
Systematic
Trust
USD
2025-02-01
893,718
39,549
854,169
1
64.5
28.3
1.3
5.9
VNQ:16.1%;XLF:10.9%;MUB:7.8%;VOO:22.6%;QQQ:20.0%;BND:22.6%
US:73.4;EU:8.3;APAC:8.0;EM:5.4;Other:4.9
Value:-0.9;Growth:-0.4;Quality:-0.8;Size:-0.2;Momentum:-0.2;LowVol:-0.8
MaxPos7%
10
30
4.6
trailing 9%
150
27.9
Bull
14.6
4.19
2.3
119
107
98
44
true
Hedge
Buy index puts 1% notional
3
-20
BrokerB
LMT
91
VAR>budget
Reduce
Risk above budget threshold
105
-25
81
5
false
Tax-aware sells next window
P8750
Hands-off
Taxable
USD
2025-05-07
679,489
58,492
620,997
1
65.7
18.8
6.9
8.5
AMZN:18.0%;BRK.B:20.6%;VNQ:15.5%;VTI:15.7%;TLT:14.2%;HYG:16.0%
US:66.4;EU:12.1;APAC:9.9;EM:8.0;Other:3.6
Value:+0.5;Growth:-0.0;Quality:+0.4;Size:+0.7;Momentum:-0.6;LowVol:-0.8
ESGOnly;NoDerivatives
6
30
3.8
trailing 8%
161
15.3
Bear
24.6
4.33
2.8
166
-98
5
74
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-10
BrokerD
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
28
-18
130
2
false
Tighten stops on momentum names
P8751
Systematic
Roth
USD
2024-11-18
974,566
59,478
915,088
1
61.8
25.7
3.3
9.2
AMZN:16.2%;IEF:20.0%;QQQ:15.5%;XLF:18.2%;BND:19.0%;MSFT:11.1%
US:74.3;EU:7.9;APAC:10.5;EM:4.5;Other:2.8
Value:-0.8;Growth:-0.1;Quality:+0.2;Size:+0.6;Momentum:+0.6;LowVol:-0.1
null
10
25
4.7
trailing 8%
121
21.6
Bull
12
4.79
3.2
101
103
93
34
false
Sell
Trim extended winner -1%
-10
-35
BrokerA
MKT
100
null
null
Normal monitoring
37
18
30
5
false
Tax-aware sells next window
P8752
Cautious
Taxable
USD
2024-08-29
199,319
25,180
174,139
1
41.3
37
8.2
13.4
HYG:23.4%;AAPL:21.2%;BND:27.7%;MUB:27.7%
US:69.8;EU:9.6;APAC:11.8;EM:7.3;Other:1.3
Value:+0.4;Growth:-0.9;Quality:-0.7;Size:-0.0;Momentum:+0.5;LowVol:+0.7
ESGOnly;MaxPos5%;NoMargin
10
30
5.6
trailing 8%
133
12.9
Volatile
25.1
4.92
2.3
172
-56
37
64
false
Rebalance
Shift +1% to bonds from equity
-7
-1
BrokerD
LMT
91
null
null
Normal monitoring
45
-38
74
3
false
Within IPS guidelines
P8753
Hands-off
401k
USD
2024-11-05
841,840
73,023
768,817
1
66.2
19.8
6.1
8
BND:33.3%;VOO:33.3%;GLD:33.3%
US:65.7;EU:10.2;APAC:11.1;EM:9.3;Other:3.7
Value:+0.2;Growth:-0.2;Quality:+0.5;Size:+0.7;Momentum:+0.5;LowVol:-0.2
ESGOnly;NoDerivatives
7
35
5.7
hard 10%
137
19.3
Volatile
21.1
5.01
2.5
179
35
64
69
false
Hedge
Add TLT +1% as duration hedge
20
-30
BrokerD
LMT
97
null
null
Normal monitoring
99
-56
103
5
false
Tighten stops on momentum names
P8754
Active
IRA
USD
2025-10-31
1,381,406
142,579
1,238,827
1
56.3
24
11.1
8.7
MSFT:26.2%;TLT:26.2%;GLD:21.4%;MUB:26.2%
US:68.9;EU:8.9;APAC:8.3;EM:11.8;Other:2.0
Value:+0.6;Growth:+0.8;Quality:-0.3;Size:+0.2;Momentum:+0.8;LowVol:+1.0
MaxPos5%
10
30
4.3
trailing 9%
140
21.3
Bear
24.5
3.82
1.3
130
-111
5
63
false
NoAction
Within bands; monitor
-4
9
BrokerC
LMT
90
null
null
Normal monitoring
114
3
226
5
false
Increase defensive factor exposure
P8755
Hands-off
Taxable
USD
2025-02-09
853,981
66,691
787,290
1
65.4
26.6
0
8
AMZN:21.9%;BRK.B:21.9%;VOO:19.1%;MUB:21.9%;TLT:15.2%
US:62.7;EU:13.9;APAC:12.0;EM:7.2;Other:4.2
Value:+0.1;Growth:+0.1;Quality:0.0;Size:-0.0;Momentum:-0.9;LowVol:-0.5
null
8
30
3.8
hard 10%
107
13.4
Sideways
18.6
3.54
2.5
136
-1
64
55
false
Sell
Trim extended winner -1%
30
-23
BrokerD
LMT
96
null
null
Normal monitoring
-16
5
33
5
false
Within IPS guidelines
P8756
Opportunistic
IRA
USD
2024-09-18
1,595,121
56,309
1,538,812
1
74.8
15.4
4.6
5.1
GLD:22.8%;TSLA:22.8%;AAPL:22.8%;AMZN:14.1%;QQQ:17.6%
US:77.2;EU:6.9;APAC:6.0;EM:7.6;Other:2.2
Value:-0.6;Growth:+0.7;Quality:+0.3;Size:-0.3;Momentum:+1.0;LowVol:+0.8
NoDerivatives
6
25
4.5
trailing 9%
224
33
Bull
13.9
4.74
2.7
72
27
57
42
false
NoAction
Within bands; monitor
31
-36
BrokerB
MKT
0
null
null
Normal monitoring
-18
8
110
5
false
Increase defensive factor exposure
P8757
Cautious
IRA
USD
2025-10-18
536,907
54,158
482,749
1
51.1
34.4
1.6
12.9
VTI:33.3%;MUB:33.3%;GLD:33.3%
US:64.1;EU:15.9;APAC:7.7;EM:9.5;Other:2.9
Value:-0.4;Growth:-0.4;Quality:+0.8;Size:-0.7;Momentum:-0.2;LowVol:-1.0
NoMargin
8
35
5.3
trailing 8%
142
15.7
Bull
13.1
3.52
2.5
107
7
60
43
false
Rebalance
Shift +1% to bonds from equity
-6
11
BrokerD
MKT
86
null
null
Normal monitoring
60
-47
172
3
false
Monitor dispersion and breadth
P8758
Active
IRA
USD
2025-10-21
2,429,060
232,224
2,196,836
1.24
60.2
29.9
1.8
8.1
VOO:26.4%;MUB:26.4%;GLD:20.8%;BRK.B:26.4%
US:67.1;EU:13.1;APAC:8.9;EM:9.5;Other:1.4
Value:+0.1;Growth:-0.8;Quality:-0.6;Size:0.0;Momentum:-0.2;LowVol:-0.6
MaxPos8%
7
30
4.1
hard 12%
155
27.1
Bear
29.7
3.39
2
180
30
77
65
true
Rebalance
Rebalance back to target bands
6
-33
BrokerB
LMT
89
VAR>budget
Reduce
Risk above budget threshold
-46
16
-9
4
false
Tax-aware sells next window
P8759
Systematic
IRA
USD
2025-06-14
1,331,964
76,142
1,255,822
1
60.7
27
5.3
7
AMZN:14.6%;VTI:11.0%;AAPL:19.3%;BRK.B:14.9%;VOO:20.7%;TSLA:19.4%
US:69.1;EU:8.8;APAC:11.6;EM:7.6;Other:2.8
Value:-0.1;Growth:+0.5;Quality:+0.8;Size:-0.2;Momentum:-0.1;LowVol:+0.2
MaxPos8%;NoDerivatives
8
30
5.1
trailing 9%
167
21.5
Volatile
24
5.26
2.6
175
-14
38
62
false
Rebalance
Shift +1% to bonds from equity
7
-14
BrokerB
LMT
97
null
null
Normal monitoring
-30
9
70
5
false
Tax-aware sells next window
P8760
Opportunistic
401k
USD
2025-02-05
608,602
26,294
582,308
1.07
60.6
20.7
14.5
4.2
XLF:20.5%;BRK.B:10.6%;VTI:20.1%;MSFT:20.5%;IEF:12.7%;VNQ:15.5%
US:64.9;EU:13.2;APAC:11.3;EM:7.1;Other:3.6
Value:-0.2;Growth:-0.4;Quality:-0.5;Size:-0.4;Momentum:-0.2;LowVol:+0.5
null
6
35
6.5
trailing 9%
185
25.5
Volatile
23.5
4.99
3.8
125
22
67
72
true
Rebalance
Rebalance back to target bands
-12
11
BrokerC
LMT
99
VAR>budget
Hedge
Risk above budget threshold
51
-43
124
2
false
Increase defensive factor exposure
P8761
Opportunistic
401k
USD
2025-11-29
1,043,012
33,464
1,009,548
1
65.3
14.1
12.6
8
BND:26.6%;VOO:26.6%;QQQ:20.3%;AMZN:26.6%
US:56.0;EU:16.1;APAC:14.7;EM:10.0;Other:3.3
Value:+0.3;Growth:+0.4;Quality:-0.2;Size:-0.5;Momentum:-0.9;LowVol:-0.5
NoDerivatives
8
30
5.7
trailing 7%
224
23.4
Volatile
20.6
3.99
2.7
137
30
74
68
false
Sell
Trim extended winner -1%
29
-25
BrokerB
MKT
98
null
null
Normal monitoring
37
-57
97
5
false
Monitor dispersion and breadth
P8762
Opportunistic
Roth
USD
2025-10-30
1,320,717
113,945
1,206,772
1
60.5
18.2
16.2
5.1
TLT:24.9%;AMZN:25.0%;HYG:25.0%;MSFT:25.0%
US:70.3;EU:8.9;APAC:12.9;EM:4.1;Other:3.8
Value:+0.3;Growth:+0.5;Quality:+0.2;Size:-0.9;Momentum:+0.2;LowVol:-0.3
NoDerivatives
6
35
4.9
trailing 7%
254
23
Sideways
16.6
3.99
2.7
122
12
49
44
false
Sell
Trim extended winner -1%
6
-24
BrokerB
LMT
86
null
null
Normal monitoring
-52
16
-81
3
false
Within IPS guidelines
P8763
Opportunistic
Roth
USD
2025-01-21
1,571,282
138,427
1,432,855
1.14
69.5
15.6
8.4
6.5
VOO:14.1%;AMZN:18.2%;TLT:22.1%;VTI:10.3%;MUB:22.1%;IEF:13.2%
US:62.9;EU:17.7;APAC:10.9;EM:7.0;Other:1.5
Value:+0.7;Growth:-0.8;Quality:+0.8;Size:+0.9;Momentum:-0.4;LowVol:-0.1
null
8
35
5
hard 12%
269
33.9
Bear
24
3.39
2.6
219
37
64
74
true
Hedge
Buy index puts 1% notional
20
4
BrokerD
VWAP
85
VAR>budget
Pause
Risk above budget threshold
63
-12
200
2
false
Tighten stops on momentum names
P8764
Opportunistic
401k
USD
2025-11-30
775,794
51,604
724,190
1
66.4
20.1
6.8
6.6
AAPL:30.1%;MUB:35.0%;QQQ:35.0%
US:67.6;EU:11.6;APAC:8.9;EM:11.1;Other:0.8
Value:-0.3;Growth:-0.2;Quality:-0.9;Size:-0.6;Momentum:+0.5;LowVol:+0.7
MaxPos7%
6
35
5.8
trailing 9%
183
22.1
Volatile
26.6
3.63
3.5
153
14
66
78
true
Rebalance
Rebalance back to target bands
5
13
BrokerB
MKT
87
RegimeShift
Hedge
Volatility spike and breadth deterioration
-16
-4
-28
2
false
Monitor dispersion and breadth
P8765
Cautious
Trust
USD
2025-12-13
842,871
97,396
745,475
1
43.4
41.3
0
15.4
MSFT:17.8%;HYG:13.0%;XLF:21.9%;TSLA:23.7%;QQQ:23.7%
US:64.6;EU:10.6;APAC:8.0;EM:13.6;Other:3.1
Value:-0.1;Growth:+0.5;Quality:+0.6;Size:+1.0;Momentum:+1.0;LowVol:+0.6
NoMargin
5
35
4.7
trailing 10%
159
18.2
Volatile
23.9
3.77
3.3
116
-4
46
57
false
Sell
Trim extended winner -1%
-4
-12
BrokerB
LMT
94
null
null
Normal monitoring
-13
-25
-37
4
false
Monitor dispersion and breadth
P8766
Active
Trust
USD
2025-05-18
1,368,918
151,414
1,217,504
1
61.3
29.3
0
9.4
HYG:22.3%;QQQ:22.3%;AAPL:14.5%;MUB:8.4%;TLT:14.2%;BND:18.2%
US:64.2;EU:16.2;APAC:8.0;EM:10.4;Other:1.1
Value:-1.0;Growth:+0.5;Quality:+0.8;Size:+0.8;Momentum:-0.5;LowVol:-0.4
null
8
25
5.7
trailing 8%
126
21.7
Volatile
30.7
4.35
4.5
156
66
91
74
true
Hedge
Buy index puts 1% notional
-7
-16
BrokerC
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
102
17
196
3
false
Tax-aware sells next window
P8767
Active
Roth
USD
2024-08-26
1,245,487
77,660
1,167,827
1
68.4
25.7
0
5.9
AAPL:26.6%;MUB:26.6%;VNQ:12.7%;VOO:18.6%;TSLA:15.6%
US:74.8;EU:5.0;APAC:13.0;EM:3.1;Other:4.1
Value:-0.7;Growth:+0.7;Quality:+0.9;Size:-0.6;Momentum:+0.2;LowVol:+0.2
MaxPos6%;NoDerivatives
7
35
4.8
trailing 8%
182
18.8
Volatile
20.8
3.78
3.9
135
72
92
57
false
Buy
Add to core equity +1%
16
-9
BrokerB
LMT
90
null
null
Normal monitoring
115
13
97
4
false
Increase defensive factor exposure
P8768
Opportunistic
401k
USD
2024-11-02
1,550,648
94,344
1,456,304
1
70.8
16.4
4.1
8.7
GLD:20.6%;VTI:21.2%;MSFT:21.2%;TLT:18.6%;BRK.B:18.4%
US:77.2;EU:7.6;APAC:6.3;EM:4.3;Other:4.7
Value:+1.0;Growth:-0.8;Quality:+0.2;Size:+0.3;Momentum:+0.1;LowVol:-0.8
null
5
35
5.1
hard 12%
180
30.9
Volatile
22.7
4.35
2.6
138
12
70
64
false
Sell
Trim extended winner -1%
-1
11
BrokerC
LMT
99
null
null
Normal monitoring
-16
-52
40
4
false
Tax-aware sells next window
P8769
Systematic
Taxable
USD
2025-08-15
822,940
62,012
760,928
1
59.6
23.8
9.3
7.3
TSLA:33.3%;BND:33.3%;BRK.B:33.3%
US:71.4;EU:15.7;APAC:7.0;EM:4.6;Other:1.4
Value:+0.7;Growth:+0.5;Quality:-0.1;Size:-0.2;Momentum:-0.7;LowVol:-1.0
NoDerivatives
7
30
4.5
hard 12%
143
26
Bull
12.1
3.87
2.9
75
21
56
41
false
Sell
Trim extended winner -1%
11
-19
BrokerC
MKT
87
null
null
Normal monitoring
-44
-43
-10
5
false
Within IPS guidelines
P8770
Systematic
IRA
USD
2025-12-24
843,163
52,457
790,706
1
62.4
31.9
0
5.7
VNQ:24.3%;HYG:18.3%;VOO:8.8%;VTI:24.3%;MSFT:24.3%
US:70.4;EU:7.8;APAC:9.1;EM:10.4;Other:2.2
Value:+0.3;Growth:+0.4;Quality:-0.4;Size:-0.3;Momentum:-0.9;LowVol:-0.0
MaxPos5%
8
35
5.5
trailing 8%
190
21.8
Bull
12.8
4.77
3.3
72
40
76
35
false
Buy
Add to core equity +1%
27
9
BrokerC
LMT
96
null
null
Normal monitoring
17
-21
150
4
false
Monitor dispersion and breadth
P8771
Systematic
Trust
USD
2024-08-18
1,624,792
99,313
1,525,479
1
60.2
23.7
6.2
9.9
AMZN:33.3%;BRK.B:33.3%;TSLA:33.3%
US:73.9;EU:9.0;APAC:7.2;EM:4.1;Other:5.9
Value:-0.5;Growth:+0.8;Quality:-0.1;Size:-0.8;Momentum:-0.2;LowVol:-0.6
null
5
35
4.2
trailing 8%
148
19.2
Sideways
17
4.59
2.4
135
20
61
54
false
NoAction
Within bands; monitor
26
-22
BrokerA
LMT
91
null
null
Normal monitoring
112
-35
214
5
false
Within IPS guidelines
P8772
Hands-off
Trust
USD
2024-08-21
486,312
32,765
453,547
1
57.8
24.1
12.4
5.8
AAPL:33.3%;BND:33.3%;TSLA:33.3%
US:66.5;EU:9.7;APAC:9.0;EM:12.8;Other:2.0
Value:-0.7;Growth:+0.9;Quality:+0.7;Size:-0.0;Momentum:0.0;LowVol:+0.9
ESGOnly;MaxPos8%
10
30
5
trailing 8%
170
18
Volatile
28.4
4.22
4.4
158
78
94
81
true
Rebalance
Rebalance back to target bands
25
-15
BrokerC
LMT
94
VAR>budget
TightenStops
Risk above budget threshold
-25
-37
-51
5
false
Monitor dispersion and breadth
P8773
Active
Trust
USD
2025-10-24
1,273,382
117,366
1,156,016
1
64.1
26.8
2.5
6.7
BRK.B:26.2%;AMZN:26.2%;BND:21.6%;AAPL:26.1%
US:66.8;EU:10.1;APAC:9.2;EM:12.6;Other:1.2
Value:+0.5;Growth:+0.3;Quality:+0.9;Size:-0.9;Momentum:+0.3;LowVol:+0.3
MaxPos8%
8
30
5.1
trailing 9%
186
25
Bull
13.9
3.53
2.1
84
5
61
48
false
Rebalance
Shift +1% to bonds from equity
33
-26
BrokerB
MKT
95
null
null
Normal monitoring
2
-58
21
5
false
Tax-aware sells next window
P8774
Active
Taxable
USD
2025-07-15
1,912,900
203,078
1,709,822
1
60.4
23.6
10
6
AAPL:15.4%;AMZN:28.2%;TLT:28.2%;BND:28.2%
US:64.9;EU:10.1;APAC:10.9;EM:11.9;Other:2.2
Value:+0.8;Growth:-0.8;Quality:+0.2;Size:+0.1;Momentum:-0.6;LowVol:+0.4
NoDerivatives
5
25
5.9
trailing 8%
135
20.9
Volatile
29.8
5.12
2.2
166
22
73
68
false
Hedge
Add TLT +1% as duration hedge
-2
2
BrokerA
MKT
85
null
null
Normal monitoring
1
-55
12
3
false
Increase defensive factor exposure
P8775
Cautious
IRA
USD
2025-05-02
180,090
17,825
162,265
1
43.8
39.3
2.4
14.5
AAPL:13.5%;HYG:28.8%;VOO:28.8%;TSLA:28.8%
US:64.1;EU:17.0;APAC:13.2;EM:3.3;Other:2.5
Value:0.0;Growth:-0.5;Quality:-0.7;Size:-0.2;Momentum:+0.5;LowVol:-0.0
NoDerivatives;NoMargin
6
25
4.1
trailing 8%
139
12.4
Volatile
28.5
5.29
2.2
128
-45
20
71
true
Reduce
Cut high-beta by 2-3%, add cash
20
4
BrokerB
MKT
88
RegimeShift
Pause
Volatility spike and breadth deterioration
44
6
139
4
true
Tax-aware sells next window
P8776
Cautious
IRA
USD
2025-03-20
332,941
44,037
288,904
1
47.2
38.6
0
14.2
BRK.B:23.8%;TSLA:15.3%;MUB:22.4%;GLD:23.8%;HYG:14.8%
US:64.6;EU:11.4;APAC:10.7;EM:8.0;Other:5.3
Value:+0.2;Growth:+0.9;Quality:+0.6;Size:-0.1;Momentum:-0.7;LowVol:+0.8
MaxPos6%;NoMargin
7
35
4.9
hard 10%
119
13.8
Bull
14.9
4.75
3.4
80
60
72
35
false
Buy
Add to core equity +1%
20
5
BrokerC
VWAP
96
null
null
Normal monitoring
114
15
155
5
false
Within IPS guidelines
P8777
Cautious
Roth
USD
2025-11-26
619,945
66,443
553,502
1
44.4
39.5
0
16.1
AAPL:26.7%;TSLA:27.5%;HYG:18.3%;QQQ:27.5%
US:66.2;EU:9.7;APAC:11.0;EM:8.7;Other:4.5
Value:+0.8;Growth:+0.3;Quality:+0.6;Size:-0.4;Momentum:-0.9;LowVol:-0.8
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
7
30
4.2
trailing 8%
146
13.4
Bull
12.5
4.23
3.3
84
18
57
29
false
Buy
Add to core equity +1%
19
-9
BrokerA
VWAP
100
null
null
Normal monitoring
1
-26
87
3
false
Tax-aware sells next window
P8778
Hands-off
401k
USD
2024-12-11
390,829
21,872
368,957
1
61.4
28.4
1
9.2
AMZN:23.6%;GLD:8.6%;BND:23.6%;VNQ:20.5%;BRK.B:23.6%
US:77.6;EU:6.3;APAC:10.7;EM:4.1;Other:1.3
Value:-0.8;Growth:-0.4;Quality:-0.0;Size:+0.8;Momentum:+0.1;LowVol:-0.1
MaxPos6%
7
35
3.9
hard 10%
170
12.9
Volatile
20.4
5.05
2.4
120
6
45
52
false
Buy
Add to core equity +1%
23
-14
BrokerC
VWAP
91
null
null
Normal monitoring
-24
0
3
4
false
Increase defensive factor exposure
P8779
Cautious
IRA
USD
2024-11-20
242,297
37,183
205,114
1
42
39.6
3.8
14.6
AAPL:24.8%;IEF:25.1%;VNQ:25.1%;BRK.B:25.1%
US:66.8;EU:20.8;APAC:7.9;EM:4.0;Other:0.4
Value:0.0;Growth:-0.7;Quality:+0.4;Size:+0.2;Momentum:-0.9;LowVol:+0.4
ESGOnly;NoMargin
10
30
5.9
trailing 8%
143
19.1
Bear
22.6
4.09
2.5
220
-106
5
43
false
Hedge
Add TLT +1% as duration hedge
-3
1
BrokerA
VWAP
92
null
null
Normal monitoring
6
-15
41
3
false
Increase defensive factor exposure
P8780
Active
Trust
USD
2024-11-24
544,412
51,692
492,720
1
63.1
19.7
12
5.1
TSLA:24.5%;TLT:15.5%;AAPL:22.8%;VNQ:12.6%;QQQ:24.5%
US:64.4;EU:15.9;APAC:8.0;EM:9.8;Other:1.9
Value:0.0;Growth:+0.6;Quality:-0.7;Size:+0.5;Momentum:+0.1;LowVol:-0.8
null
7
25
5.2
trailing 8%
193
27.1
Bull
15
4.97
2.5
117
11
52
38
false
Sell
Trim extended winner -1%
21
-32
BrokerC
MKT
98
null
null
Normal monitoring
94
-32
173
3
false
Tighten stops on momentum names
P8781
Active
401k
USD
2025-12-22
2,057,899
142,986
1,914,913
1
65.6
23.3
3.7
7.4
HYG:25.0%;MUB:25.0%;BND:25.0%;IEF:25.0%
US:64.3;EU:15.2;APAC:11.7;EM:5.5;Other:3.4
Value:-0.9;Growth:0.0;Quality:+0.3;Size:0.0;Momentum:+0.4;LowVol:-0.3
MaxPos6%
10
30
4.9
trailing 9%
199
16.3
Volatile
25
3.57
3.4
126
-9
41
76
true
Hedge
Buy index puts 1% notional
33
-1
BrokerD
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
50
-23
99
2
false
Monitor dispersion and breadth
P8782
Opportunistic
Roth
USD
2025-04-13
1,254,417
87,257
1,167,160
1
65.2
14.2
14.2
6.4
XLF:16.0%;GLD:22.1%;IEF:14.5%;VOO:11.2%;VTI:14.0%;TSLA:22.1%
US:71.7;EU:6.1;APAC:13.0;EM:5.2;Other:3.9
Value:+0.5;Growth:-0.5;Quality:0.0;Size:-0.2;Momentum:+0.7;LowVol:+1.0
null
10
35
5.8
trailing 9%
251
27.6
Volatile
31.4
5.19
4
136
-30
25
74
true
Hedge
Buy index puts 1% notional
3
-17
BrokerD
VWAP
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
30
-55
94
4
false
Monitor dispersion and breadth
P8783
Systematic
IRA
USD
2025-05-17
414,156
37,531
376,625
1
56.4
26.6
7.9
9.1
AMZN:28.0%;MSFT:28.0%;BND:17.7%;QQQ:26.3%
US:61.3;EU:12.0;APAC:13.8;EM:8.5;Other:4.4
Value:-0.6;Growth:+0.4;Quality:-0.8;Size:-0.2;Momentum:+0.3;LowVol:-0.7
NoDerivatives
10
30
5.3
trailing 9%
172
27.1
Bear
30.1
4.21
1.6
175
-18
30
82
true
Hedge
Buy index puts 1% notional
-1
-1
BrokerA
LMT
91
VAR>budget
Hedge
Risk above budget threshold
21
-17
-3
2
false
Within IPS guidelines
P8784
Hands-off
Taxable
USD
2025-12-05
607,447
39,215
568,232
1
58.3
19
13.6
9.1
TLT:24.9%;VTI:24.9%;HYG:19.8%;QQQ:15.6%;BRK.B:14.7%
US:68.3;EU:15.8;APAC:5.5;EM:9.3;Other:1.1
Value:+0.6;Growth:+1.0;Quality:-0.3;Size:+0.8;Momentum:+0.5;LowVol:-1.0
ESGOnly
8
35
6
trailing 8%
134
14.2
Volatile
30.9
5.15
3.5
139
-34
35
75
true
Hedge
Buy index puts 1% notional
26
-35
BrokerB
MKT
94
VAR>budget
Hedge
Risk above budget threshold
65
-5
164
2
false
Tighten stops on momentum names
P8785
Active
Trust
USD
2025-08-23
2,298,249
269,673
2,028,576
1
60
29.3
2.2
8.5
AMZN:7.4%;GLD:21.5%;VOO:21.5%;TLT:20.3%;AAPL:19.4%;HYG:9.9%
US:69.2;EU:13.5;APAC:9.7;EM:7.2;Other:0.4
Value:-1.0;Growth:-0.2;Quality:+0.6;Size:-0.6;Momentum:+0.1;LowVol:+0.2
NoDerivatives
6
30
5.4
trailing 8%
184
24.6
Volatile
22.1
3.74
2.1
176
-20
44
55
false
Hedge
Add TLT +1% as duration hedge
-11
-39
BrokerC
LMT
89
null
null
Normal monitoring
41
-52
40
5
false
Tighten stops on momentum names
P8786
Active
Taxable
USD
2025-03-10
709,851
53,136
656,715
1.09
56.6
22.2
15.4
5.8
VTI:27.7%;AMZN:16.9%;HYG:27.7%;MUB:27.7%
US:67.3;EU:14.9;APAC:10.3;EM:6.5;Other:1.0
Value:-0.5;Growth:+0.9;Quality:-0.1;Size:+0.8;Momentum:+0.1;LowVol:-0.8
null
10
30
4.4
trailing 9%
143
24
Bull
17
4.97
2.2
95
62
73
37
true
Hedge
Buy index puts 1% notional
34
-17
BrokerB
LMT
96
VAR>budget
Reduce
Risk above budget threshold
87
-28
167
3
false
Within IPS guidelines
P8787
Systematic
Trust
USD
2024-12-11
924,044
83,143
840,901
1
56.4
23.8
14.4
5.4
TSLA:33.3%;BND:33.3%;QQQ:33.3%
US:62.2;EU:14.3;APAC:13.9;EM:5.7;Other:3.9
Value:-0.2;Growth:-0.5;Quality:+0.2;Size:-0.8;Momentum:-0.9;LowVol:+0.6
null
10
30
4
trailing 9%
220
24.4
Bear
31.4
3.07
1.7
184
27
49
66
false
Sell
Trim extended winner -1%
12
4
BrokerC
LMT
96
null
null
Normal monitoring
42
-13
109
3
false
Increase defensive factor exposure
P8788
Active
Trust
USD
2024-09-27
1,457,394
143,913
1,313,481
1.19
54.1
19.5
19.8
6.6
MUB:13.0%;XLF:17.4%;TLT:23.2%;GLD:23.1%;VTI:23.2%
US:62.7;EU:14.6;APAC:9.8;EM:11.2;Other:1.6
Value:-0.6;Growth:+0.7;Quality:-0.9;Size:0.0;Momentum:-0.8;LowVol:-0.6
null
8
35
4.3
hard 12%
193
21.5
Volatile
24.4
4.43
4.5
153
76
95
56
false
Buy
Add to core equity +1%
3
3
BrokerB
LMT
91
null
null
Normal monitoring
96
-24
66
3
false
Tax-aware sells next window
P8789
Systematic
IRA
USD
2025-08-20
1,662,355
110,179
1,552,176
1
66.5
24.4
3.8
5.3
IEF:25.0%;MUB:25.0%;QQQ:25.0%;MSFT:25.0%
US:62.7;EU:16.7;APAC:11.5;EM:4.6;Other:4.6
Value:+0.3;Growth:0.0;Quality:+0.1;Size:-0.2;Momentum:+0.5;LowVol:-0.5
MaxPos8%
7
35
5
trailing 8%
185
20
Bull
12.5
4.72
2.7
85
42
71
37
false
Rebalance
Shift +1% to bonds from equity
5
15
BrokerD
LMT
88
null
null
Normal monitoring
18
-22
33
4
false
Increase defensive factor exposure
P8790
Active
Trust
USD
2025-02-12
1,976,805
148,462
1,828,343
1
66.6
28
0
5.4
BRK.B:34.5%;VTI:34.5%;AAPL:31.0%
US:68.5;EU:6.5;APAC:13.9;EM:9.1;Other:2.0
Value:-0.1;Growth:-0.6;Quality:-0.2;Size:-0.8;Momentum:-0.8;LowVol:-0.9
NoDerivatives
7
25
4.1
trailing 8%
139
27.8
Bear
22.8
3.52
1.9
216
-47
20
68
false
Buy
Add to core equity +1%
11
-38
BrokerD
LMT
88
null
null
Normal monitoring
9
-48
52
5
false
Monitor dispersion and breadth
P8791
Hands-off
IRA
USD
2025-06-18
553,335
52,084
501,251
1
70.3
21.1
0
8.5
TSLA:22.9%;VTI:22.1%;TLT:27.5%;IEF:27.5%
US:65.2;EU:15.7;APAC:13.8;EM:4.2;Other:1.2
Value:+0.1;Growth:+0.2;Quality:+0.9;Size:-0.8;Momentum:-0.5;LowVol:+0.5
ESGOnly;MaxPos8%
8
25
3.6
trailing 8%
138
13.4
Bull
17.4
4.72
3.1
116
85
100
64
true
Hedge
Buy index puts 1% notional
-9
-3
BrokerB
VWAP
93
VAR>budget
Reduce
Risk above budget threshold
63
-1
84
3
false
Tax-aware sells next window
P8792
Opportunistic
Taxable
USD
2025-11-15
708,431
24,712
683,719
1
70.2
11.6
11.5
6.7
TLT:26.2%;BRK.B:21.3%;VNQ:26.2%;BND:26.2%
US:66.0;EU:9.4;APAC:11.9;EM:10.2;Other:2.5
Value:+0.8;Growth:+0.6;Quality:-0.7;Size:-0.5;Momentum:+1.0;LowVol:-0.2
null
6
30
6.3
trailing 7%
192
27.3
Sideways
21.1
4.06
2.1
138
-2
60
68
false
Sell
Trim extended winner -1%
-7
3
BrokerD
LMT
98
null
null
Normal monitoring
113
-13
85
4
false
Increase defensive factor exposure
P8793
Hands-off
Trust
USD
2024-11-29
386,630
19,955
366,675
1
70.9
17.2
3.7
8.2
AAPL:6.0%;VOO:20.6%;AMZN:17.9%;TLT:20.5%;GLD:20.6%;TSLA:14.5%
US:76.3;EU:7.6;APAC:10.0;EM:5.5;Other:0.7
Value:+0.5;Growth:0.0;Quality:-0.0;Size:-0.2;Momentum:+0.5;LowVol:+0.7
ESGOnly;MaxPos6%;NoDerivatives
5
25
4.2
trailing 8%
118
20
Bull
12.6
4.9
2.6
115
72
94
46
false
Rebalance
Shift +1% to bonds from equity
5
-11
BrokerA
MKT
96
null
null
Normal monitoring
-19
-35
121
3
false
Increase defensive factor exposure
P8794
Cautious
Trust
USD
2025-01-13
393,936
59,857
334,079
1
36.2
39.4
8.4
16.1
TLT:37.6%;AMZN:37.6%;BRK.B:24.8%
US:65.3;EU:15.5;APAC:8.0;EM:8.9;Other:2.3
Value:-0.4;Growth:+0.5;Quality:+0.3;Size:+0.4;Momentum:-0.6;LowVol:+0.8
NoMargin
7
25
4.2
trailing 8%
151
15.1
Bull
13.1
4.44
2.9
100
89
85
28
false
Hedge
Add TLT +1% as duration hedge
-5
-10
BrokerD
MKT
86
null
null
Normal monitoring
10
-55
44
4
false
Tax-aware sells next window
P8795
Opportunistic
Roth
USD
2025-09-13
1,422,280
75,978
1,346,302
1
70.9
10.7
14.3
4.2
VTI:27.8%;BND:16.6%;QQQ:27.8%;MSFT:27.8%
US:72.4;EU:6.2;APAC:9.8;EM:6.6;Other:4.9
Value:+0.5;Growth:-0.4;Quality:-0.6;Size:+0.3;Momentum:-0.2;LowVol:+0.3
MaxPos7%
6
30
4.6
trailing 9%
232
23.4
Volatile
22.2
5.36
3.2
167
32
69
56
false
NoAction
Within bands; monitor
27
-35
BrokerA
MKT
0
null
null
Normal monitoring
0
20
-17
3
false
Monitor dispersion and breadth
P8796
Hands-off
IRA
USD
2025-07-06
556,994
46,466
510,528
1
57
15.7
21.8
5.5
AMZN:19.6%;VTI:18.5%;MUB:18.2%;IEF:15.3%;GLD:14.2%;TSLA:14.1%
US:70.7;EU:14.1;APAC:9.7;EM:4.7;Other:0.8
Value:+0.7;Growth:-0.8;Quality:+0.5;Size:+0.7;Momentum:+0.7;LowVol:-0.5
ESGOnly;MaxPos7%;NoDerivatives
6
25
5.4
trailing 8%
137
18.4
Sideways
20.9
3.84
3.1
102
16
57
61
false
Sell
Trim extended winner -1%
-5
-24
BrokerC
MKT
98
null
null
Normal monitoring
48
-34
30
3
false
Tighten stops on momentum names
P8797
Active
Trust
USD
2025-11-01
536,431
41,308
495,123
1
67.1
24.6
0
8.4
AAPL:17.0%;VOO:7.2%;BND:17.8%;MUB:17.5%;VNQ:20.1%;VTI:20.4%
US:63.4;EU:17.6;APAC:11.0;EM:6.5;Other:1.5
Value:-0.7;Growth:+0.6;Quality:+0.8;Size:+0.4;Momentum:0.0;LowVol:-0.4
MaxPos6%
10
25
5.8
trailing 9%
165
20.3
Bull
14.9
3.55
3.4
83
99
93
53
false
Buy
Add to core equity +1%
0
-30
BrokerA
LMT
87
null
null
Normal monitoring
-22
-53
112
3
false
Tax-aware sells next window
P8798
Active
Trust
USD
2025-08-24
1,180,219
74,961
1,105,258
1
57
28.9
6.1
7.9
AAPL:27.3%;TLT:27.3%;VNQ:18.2%;HYG:27.3%
US:67.7;EU:17.6;APAC:6.4;EM:8.1;Other:0.1
Value:-0.2;Growth:+1.0;Quality:-0.7;Size:-0.8;Momentum:0.0;LowVol:+0.7
NoDerivatives
5
30
4.3
hard 12%
153
19.4
Bear
24.3
3.34
2.1
189
-3
63
56
false
Buy
Add to core equity +1%
28
-24
BrokerB
MKT
90
null
null
Normal monitoring
52
-39
152
3
false
Tighten stops on momentum names
P8799
Systematic
401k
USD
2024-11-20
616,336
50,865
565,471
1
58
28.6
3.8
9.6
IEF:20.9%;AMZN:18.5%;GLD:17.7%;VNQ:21.0%;XLF:8.8%;TSLA:13.1%
US:67.2;EU:18.1;APAC:5.6;EM:7.3;Other:1.8
Value:-0.9;Growth:-0.2;Quality:+0.3;Size:-0.7;Momentum:-0.4;LowVol:+0.3
NoDerivatives
10
25
5.8
trailing 9%
185
26.9
Volatile
24
5.32
3.8
131
22
59
55
false
Buy
Add to core equity +1%
19
4
BrokerC
MKT
89
null
null
Normal monitoring
85
1
200
3
false
Monitor dispersion and breadth
P8800
Active
Taxable
USD
2025-02-04
1,715,801
194,324
1,521,477
1
65.4
18.5
8.1
8.1
AMZN:19.9%;QQQ:20.2%;IEF:6.2%;VNQ:20.2%;HYG:16.7%;TLT:16.8%
US:73.6;EU:5.1;APAC:11.2;EM:9.4;Other:0.7
Value:+0.3;Growth:-0.9;Quality:-0.2;Size:-1.0;Momentum:+0.7;LowVol:-0.5
NoDerivatives
10
35
4.6
trailing 8%
121
20.9
Bull
12.5
4.77
2.6
109
89
100
37
false
Hedge
Add TLT +1% as duration hedge
9
3
BrokerD
LMT
95
null
null
Normal monitoring
4
-3
-8
4
false
Tighten stops on momentum names