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
P8801
Systematic
401k
USD
2024-08-30
1,224,579
89,471
1,135,108
1
65.3
24.8
1.4
8.5
TLT:12.8%;GLD:20.9%;VNQ:11.6%;TSLA:20.9%;QQQ:19.7%;MUB:14.0%
US:63.5;EU:14.7;APAC:13.0;EM:7.5;Other:1.3
Value:-0.2;Growth:-0.8;Quality:-0.5;Size:-0.7;Momentum:-0.7;LowVol:+0.8
MaxPos8%
10
25
4.7
trailing 9%
179
17.8
Bull
16
4.96
2.8
86
9
60
45
false
Rebalance
Shift +1% to bonds from equity
-11
-1
BrokerB
LMT
100
null
null
Normal monitoring
92
-28
153
3
false
Tighten stops on momentum names
P8802
Active
IRA
USD
2024-10-14
1,776,468
138,810
1,637,658
1.11
58.6
18.7
17.2
5.6
XLF:26.0%;QQQ:28.6%;AMZN:16.7%;VOO:28.6%
US:73.1;EU:5.7;APAC:5.5;EM:12.3;Other:3.3
Value:+0.6;Growth:+0.9;Quality:0.0;Size:-0.3;Momentum:+0.5;LowVol:-0.2
MaxPos6%
6
35
5.3
trailing 8%
130
21.9
Bull
16.6
4.54
3.3
73
58
93
47
false
Sell
Trim extended winner -1%
25
2
BrokerD
MKT
93
null
null
Normal monitoring
78
-33
81
3
false
Within IPS guidelines
P8803
Hands-off
Trust
USD
2025-01-01
696,534
48,607
647,927
1
61.4
21.3
11.1
6.2
TLT:22.2%;VNQ:25.9%;HYG:25.9%;MSFT:25.9%
US:68.1;EU:16.9;APAC:8.1;EM:4.5;Other:2.4
Value:0.0;Growth:+0.8;Quality:+0.3;Size:+0.7;Momentum:-0.8;LowVol:+0.7
null
7
35
4.7
trailing 8%
148
14.9
Sideways
21.6
3.58
3.2
116
40
64
56
false
Sell
Trim extended winner -1%
-6
-9
BrokerC
LMT
93
null
null
Normal monitoring
6
17
137
4
false
Within IPS guidelines
P8804
Active
401k
USD
2025-10-04
2,226,511
245,932
1,980,579
1
52
19.8
20.6
7.6
BND:7.8%;MSFT:10.2%;BRK.B:22.2%;QQQ:22.2%;AAPL:15.7%;TSLA:22.0%
US:61.0;EU:18.3;APAC:11.5;EM:6.7;Other:2.5
Value:-0.1;Growth:-0.1;Quality:+0.4;Size:+0.9;Momentum:+0.6;LowVol:+0.1
MaxPos5%
7
30
5.6
hard 12%
173
17.4
Bear
31.3
3.61
1.8
158
35
80
75
true
Reduce
Cut high-beta by 2-3%, add cash
4
-35
BrokerD
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
53
-19
177
5
false
Tighten stops on momentum names
P8805
Cautious
Taxable
USD
2025-11-15
313,517
28,394
285,123
1
41.8
42.4
0.7
15.1
GLD:20.3%;BRK.B:11.8%;IEF:15.4%;MSFT:20.3%;TLT:20.3%;VNQ:11.9%
US:62.3;EU:14.9;APAC:16.1;EM:5.1;Other:1.5
Value:-0.9;Growth:-0.5;Quality:-0.7;Size:-0.4;Momentum:+0.5;LowVol:-0.9
NoDerivatives;NoMargin
5
30
4.4
trailing 10%
93
15.5
Volatile
23.6
4.16
2.6
171
60
81
58
false
Rebalance
Shift +1% to bonds from equity
1
5
BrokerC
VWAP
89
null
null
Normal monitoring
66
-43
173
3
false
Tax-aware sells next window
P8806
Opportunistic
Roth
USD
2024-09-06
1,312,752
66,837
1,245,915
1
64.2
21.1
6.8
8
VOO:33.3%;BND:33.3%;VTI:33.3%
US:60.3;EU:19.0;APAC:8.6;EM:7.4;Other:4.8
Value:-0.1;Growth:-0.2;Quality:+0.2;Size:-0.4;Momentum:-0.5;LowVol:+0.7
null
6
30
6.1
hard 12%
185
33
Sideways
16.6
5
3.3
101
54
81
41
true
Reduce
Cut high-beta by 2-3%, add cash
21
-33
BrokerA
LMT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-46
-27
-48
4
false
Within IPS guidelines
P8807
Systematic
Roth
USD
2024-08-19
1,763,181
96,084
1,667,097
1
63.8
27.1
0
9.1
BRK.B:33.3%;AAPL:33.3%;IEF:33.3%
US:60.3;EU:13.5;APAC:11.2;EM:10.1;Other:4.8
Value:-1.0;Growth:+0.3;Quality:-0.0;Size:-0.5;Momentum:-0.4;LowVol:+0.5
MaxPos6%;NoDerivatives
7
30
4.1
hard 12%
204
22.7
Bear
34.8
4.11
1.9
191
-31
25
81
true
Rebalance
Rebalance back to target bands
-12
1
BrokerA
LMT
90
Drift>tolerance
Pause
Allocation drift beyond policy bands
-51
-37
80
5
false
Tighten stops on momentum names
P8808
Opportunistic
IRA
USD
2024-09-19
1,045,991
36,094
1,009,897
1
67.3
11.3
12.5
8.9
AMZN:33.3%;VNQ:33.3%;GLD:33.3%
US:70.9;EU:7.6;APAC:10.0;EM:7.1;Other:4.4
Value:-0.1;Growth:-0.4;Quality:+0.8;Size:+0.4;Momentum:+0.7;LowVol:+0.3
MaxPos8%;NoDerivatives
7
25
4.7
hard 12%
266
31.4
Volatile
20
4.69
2.7
143
25
59
61
false
Buy
Add to core equity +1%
30
-11
BrokerD
MKT
99
null
null
Normal monitoring
76
-50
135
4
false
Tax-aware sells next window
P8809
Active
Trust
USD
2025-12-12
1,653,511
118,560
1,534,951
1.14
60.1
19.7
14.4
5.8
QQQ:22.3%;MSFT:8.5%;VOO:9.6%;TSLA:22.3%;AMZN:22.3%;BND:15.0%
US:68.9;EU:7.1;APAC:13.9;EM:6.0;Other:4.1
Value:-0.1;Growth:+0.4;Quality:-0.7;Size:+0.4;Momentum:-0.3;LowVol:+0.7
MaxPos7%
8
25
4.3
hard 12%
150
21
Sideways
14
3.63
3.1
105
49
88
52
true
Rebalance
Rebalance back to target bands
14
-32
BrokerD
LMT
99
RegimeShift
TightenStops
Volatility spike and breadth deterioration
89
-2
199
2
true
Increase defensive factor exposure
P8810
Opportunistic
Trust
USD
2024-08-06
1,093,046
69,856
1,023,190
1
68.4
19.8
4.1
7.7
AMZN:36.9%;MUB:26.2%;QQQ:36.9%
US:61.5;EU:16.2;APAC:13.9;EM:5.0;Other:3.5
Value:-0.4;Growth:-0.3;Quality:+0.8;Size:-0.0;Momentum:-0.6;LowVol:-0.9
MaxPos6%
5
35
4.2
trailing 7%
260
22.9
Sideways
19.3
4.29
2.6
119
8
60
50
false
Buy
Add to core equity +1%
-9
-38
BrokerC
LMT
86
null
null
Normal monitoring
77
-56
39
4
false
Within IPS guidelines
P8811
Hands-off
Taxable
USD
2024-10-03
386,048
36,951
349,097
1
58.3
27.6
8.7
5.4
AAPL:19.7%;HYG:18.5%;BND:19.8%;TLT:8.7%;VNQ:15.3%;VOO:17.9%
US:65.5;EU:16.7;APAC:8.8;EM:5.3;Other:3.7
Value:-0.8;Growth:+0.2;Quality:-0.8;Size:+0.7;Momentum:-0.2;LowVol:+1.0
null
5
25
5.6
trailing 8%
154
12.3
Bull
13.9
4.01
2.1
91
50
74
36
false
Sell
Trim extended winner -1%
-10
11
BrokerB
MKT
95
null
null
Normal monitoring
77
19
50
4
false
Increase defensive factor exposure
P8812
Active
Taxable
USD
2025-12-11
984,336
78,312
906,024
1
54.8
22.9
13.3
9
XLF:29.2%;MUB:29.2%;GLD:12.3%;MSFT:29.2%
US:59.3;EU:17.7;APAC:11.7;EM:10.2;Other:1.1
Value:+0.6;Growth:-0.6;Quality:+0.8;Size:-0.3;Momentum:+0.3;LowVol:-0.9
NoDerivatives
5
35
5
trailing 9%
166
19.6
Sideways
20.2
4.86
2.1
129
-6
37
45
false
Rebalance
Shift +1% to bonds from equity
5
2
BrokerA
LMT
94
null
null
Normal monitoring
-27
0
-40
5
false
Tax-aware sells next window
P8813
Cautious
Taxable
USD
2025-11-03
455,569
66,037
389,532
1
43.8
41.1
1.9
13.3
MSFT:13.7%;MUB:18.5%;IEF:19.8%;AMZN:14.9%;BRK.B:20.4%;VOO:12.6%
US:64.0;EU:15.0;APAC:7.8;EM:10.1;Other:3.2
Value:-0.9;Growth:-0.4;Quality:+0.4;Size:+0.1;Momentum:-0.5;LowVol:-0.8
MaxPos7%;NoMargin
7
30
3.9
hard 10%
166
18.5
Bull
14.6
4.64
3
99
102
91
27
false
Rebalance
Shift +1% to bonds from equity
-11
-33
BrokerC
LMT
87
null
null
Normal monitoring
93
0
56
3
false
Monitor dispersion and breadth
P8814
Opportunistic
Trust
USD
2024-12-18
1,662,812
122,888
1,539,924
1
77.6
13.2
1.4
7.8
QQQ:21.8%;BRK.B:10.9%;MUB:21.2%;AAPL:18.9%;VOO:17.2%;XLF:10.0%
US:72.8;EU:4.7;APAC:13.2;EM:7.5;Other:1.9
Value:+0.6;Growth:+0.3;Quality:-0.6;Size:+0.4;Momentum:+0.2;LowVol:-0.4
null
5
35
6.1
trailing 9%
271
28.7
Volatile
20.9
4.81
3.1
178
-22
41
58
false
Sell
Trim extended winner -1%
-14
2
BrokerB
MKT
93
null
null
Normal monitoring
113
6
225
3
false
Monitor dispersion and breadth
P8815
Hands-off
IRA
USD
2025-06-06
699,427
62,388
637,039
1
71.4
17
2
9.6
VOO:33.3%;BRK.B:33.3%;HYG:33.3%
US:75.5;EU:6.0;APAC:9.5;EM:5.2;Other:3.8
Value:+0.1;Growth:-0.5;Quality:-0.8;Size:-0.9;Momentum:+0.4;LowVol:-0.2
ESGOnly;MaxPos6%
10
30
3.7
trailing 8%
161
12.6
Volatile
22.2
3.64
3
134
60
70
77
true
Hedge
Buy index puts 1% notional
4
6
BrokerC
LMT
94
RegimeShift
Hedge
Volatility spike and breadth deterioration
116
-57
164
5
false
Tax-aware sells next window
P8816
Active
401k
USD
2024-11-15
850,764
54,890
795,874
1
66.6
20.3
4.8
8.3
AAPL:13.0%;TLT:29.0%;GLD:29.0%;HYG:29.0%
US:71.1;EU:7.8;APAC:10.4;EM:10.7;Other:0.0
Value:+0.4;Growth:+0.5;Quality:-0.5;Size:+0.4;Momentum:-0.5;LowVol:-0.7
null
8
35
4.4
trailing 9%
224
24
Sideways
17.5
4.46
2.9
92
40
63
64
false
Rebalance
Shift +1% to bonds from equity
-3
-29
BrokerA
MKT
85
null
null
Normal monitoring
41
-44
157
5
false
Increase defensive factor exposure
P8817
Active
Trust
USD
2024-07-29
1,843,309
194,609
1,648,700
1
62.9
19.3
10.4
7.3
AMZN:25.0%;IEF:25.0%;GLD:25.0%;MUB:25.0%
US:68.9;EU:10.3;APAC:14.1;EM:5.3;Other:1.3
Value:+1.0;Growth:-0.9;Quality:-0.9;Size:-0.1;Momentum:0.0;LowVol:-0.4
NoDerivatives
5
30
4.1
hard 12%
127
23.3
Volatile
21.7
3.52
4.5
142
-4
43
56
false
Hedge
Add TLT +1% as duration hedge
34
-36
BrokerB
MKT
88
null
null
Normal monitoring
54
-56
29
5
false
Monitor dispersion and breadth
P8818
Cautious
Roth
USD
2024-10-12
658,997
105,040
553,957
1
44.8
37.3
5.3
12.6
IEF:8.8%;GLD:24.1%;VOO:19.0%;VNQ:24.1%;TSLA:24.1%
US:71.8;EU:6.7;APAC:8.8;EM:6.8;Other:5.9
Value:-0.0;Growth:-0.5;Quality:-0.6;Size:-0.6;Momentum:+1.0;LowVol:+0.2
ESGOnly;NoMargin
8
25
4
trailing 10%
144
18.6
Volatile
23.6
4.98
3.6
116
29
79
46
false
Rebalance
Shift +1% to bonds from equity
0
14
BrokerB
MKT
100
null
null
Normal monitoring
-19
-22
51
3
false
Increase defensive factor exposure
P8819
Active
401k
USD
2025-05-20
662,948
73,480
589,468
1
63.3
28.6
2.6
5.5
MSFT:12.8%;TLT:22.2%;XLF:22.2%;MUB:22.2%;TSLA:10.9%;IEF:9.6%
US:72.8;EU:6.6;APAC:13.8;EM:4.8;Other:2.1
Value:-0.9;Growth:-0.3;Quality:-0.9;Size:+0.7;Momentum:-0.7;LowVol:-0.7
null
6
35
4.7
hard 12%
221
18.3
Bull
17.7
4.68
2.3
78
9
43
51
false
Rebalance
Shift +1% to bonds from equity
31
0
BrokerD
VWAP
99
null
null
Normal monitoring
-53
-15
-66
3
false
Tax-aware sells next window
P8820
Opportunistic
IRA
USD
2025-02-18
434,191
14,268
419,923
1
62.5
19.3
14
4.2
GLD:23.8%;AMZN:17.9%;BRK.B:23.8%;VOO:19.8%;XLF:14.6%
US:70.9;EU:14.1;APAC:9.9;EM:3.7;Other:1.4
Value:+0.2;Growth:-0.8;Quality:-0.1;Size:+0.1;Momentum:-0.1;LowVol:-0.2
null
6
35
5.2
hard 12%
275
29.5
Volatile
29
4.62
4.5
131
16
56
68
false
Buy
Add to core equity +1%
12
5
BrokerA
MKT
100
null
null
Normal monitoring
48
9
188
3
false
Within IPS guidelines
P8821
Opportunistic
Trust
USD
2024-10-12
911,166
42,979
868,187
1
69.3
19.8
5.4
5.5
VTI:22.7%;AAPL:22.6%;GLD:18.9%;TLT:20.8%;VOO:14.9%
US:64.8;EU:12.8;APAC:14.3;EM:3.5;Other:4.7
Value:+0.4;Growth:+0.1;Quality:+0.8;Size:+0.6;Momentum:+0.6;LowVol:+0.5
null
7
30
5.5
hard 12%
160
33.2
Volatile
31.3
4.02
2.1
112
23
73
83
true
Rebalance
Rebalance back to target bands
24
-37
BrokerA
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
0
-21
-10
2
false
Tax-aware sells next window
P8822
Hands-off
Taxable
USD
2025-03-11
476,438
41,240
435,198
1
64.1
26.3
0
9.6
BRK.B:19.4%;QQQ:17.7%;BND:22.8%;HYG:18.8%;IEF:21.4%
US:64.3;EU:11.3;APAC:12.9;EM:8.4;Other:3.0
Value:+0.3;Growth:-0.9;Quality:+0.6;Size:+0.3;Momentum:+0.8;LowVol:-0.3
null
10
35
5.5
trailing 8%
168
13
Bear
22.5
3.14
2.4
210
37
61
63
false
NoAction
Within bands; monitor
17
-9
BrokerD
MKT
0
null
null
Normal monitoring
-60
-37
-19
4
false
Tighten stops on momentum names
P8823
Cautious
401k
USD
2025-12-13
276,319
37,284
239,035
1
35.8
40.6
7.6
15.9
VNQ:22.4%;AAPL:25.9%;TLT:25.9%;BND:25.9%
US:66.1;EU:11.8;APAC:11.7;EM:7.5;Other:2.9
Value:-0.3;Growth:-0.0;Quality:+0.7;Size:-0.5;Momentum:-0.5;LowVol:+0.7
ESGOnly;MaxPos8%;NoMargin
7
30
3.3
trailing 8%
153
12.1
Sideways
15.6
3.6
2.8
137
41
85
27
false
Rebalance
Shift +1% to bonds from equity
-7
2
BrokerC
LMT
88
null
null
Normal monitoring
-54
-41
-74
5
false
Monitor dispersion and breadth
P8824
Hands-off
Taxable
USD
2025-09-16
575,683
53,139
522,544
1
65
28.6
0
6.5
VNQ:13.8%;VOO:18.4%;AAPL:21.1%;VTI:21.1%;MUB:9.9%;BND:15.7%
US:68.5;EU:16.4;APAC:6.4;EM:4.3;Other:4.5
Value:+0.5;Growth:+0.1;Quality:-0.4;Size:-0.4;Momentum:+0.7;LowVol:+0.3
MaxPos8%
10
25
5.5
hard 10%
137
12.6
Volatile
24.9
4.22
2.5
151
45
70
67
false
Buy
Add to core equity +1%
20
7
BrokerA
LMT
89
null
null
Normal monitoring
76
-29
110
3
false
Increase defensive factor exposure
P8825
Cautious
Roth
USD
2025-10-01
465,988
68,599
397,389
1
35.8
38.7
7.6
17.9
HYG:33.3%;AMZN:33.3%;BRK.B:33.3%
US:61.3;EU:11.3;APAC:14.6;EM:12.0;Other:0.8
Value:+0.3;Growth:+0.1;Quality:+0.9;Size:-0.6;Momentum:+0.4;LowVol:+0.4
MaxPos8%;NoMargin
7
25
4.1
trailing 8%
113
16.3
Bull
13.5
4.84
2.7
93
84
90
36
false
Rebalance
Shift +1% to bonds from equity
-3
-34
BrokerC
MKT
90
null
null
Normal monitoring
13
-13
55
5
false
Increase defensive factor exposure
P8826
Hands-off
Roth
USD
2025-07-25
332,878
20,974
311,904
1
68.3
22.3
0
9.3
VOO:28.9%;QQQ:28.9%;TSLA:28.9%;AAPL:13.3%
US:70.9;EU:11.8;APAC:11.0;EM:4.3;Other:2.0
Value:+0.6;Growth:-0.5;Quality:+0.6;Size:+0.1;Momentum:+0.4;LowVol:-0.8
NoDerivatives
6
25
5
hard 10%
159
12.7
Sideways
17.4
4.52
2.9
105
-11
43
48
false
Sell
Trim extended winner -1%
17
-37
BrokerA
MKT
86
null
null
Normal monitoring
-37
-40
-5
3
false
Tighten stops on momentum names
P8827
Cautious
Roth
USD
2025-11-23
503,265
64,021
439,244
1
45.8
39.3
0
14.9
VTI:23.1%;BND:23.1%;XLF:14.1%;AAPL:12.1%;TSLA:14.7%;IEF:12.9%
US:62.6;EU:14.0;APAC:12.5;EM:9.0;Other:2.0
Value:+0.5;Growth:+0.1;Quality:-0.3;Size:+0.9;Momentum:+0.9;LowVol:-1.0
ESGOnly;NoMargin
6
25
5.2
trailing 10%
110
14
Volatile
24.4
3.86
4.1
145
56
64
46
false
Buy
Add to core equity +1%
22
-37
BrokerB
MKT
90
null
null
Normal monitoring
39
8
42
3
false
Tighten stops on momentum names
P8828
Systematic
401k
USD
2024-12-23
1,861,685
122,458
1,739,227
1
57.6
23.4
9.7
9.3
IEF:14.1%;TSLA:20.8%;TLT:21.1%;XLF:12.3%;HYG:18.1%;VTI:13.6%
US:71.1;EU:11.4;APAC:6.8;EM:10.3;Other:0.4
Value:+0.1;Growth:+0.2;Quality:-0.9;Size:+0.7;Momentum:+0.9;LowVol:+0.6
MaxPos8%
7
35
4.5
trailing 8%
156
27.6
Bear
29.9
3.12
1.8
166
-53
31
71
true
Rebalance
Rebalance back to target bands
35
4
BrokerB
LMT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-45
-55
-6
4
true
Increase defensive factor exposure
P8829
Opportunistic
IRA
USD
2025-08-31
378,535
16,788
361,747
1
64.1
10.5
18.5
7
VOO:22.9%;TLT:22.9%;MUB:22.4%;MSFT:17.7%;VTI:14.1%
US:62.5;EU:20.4;APAC:8.7;EM:7.3;Other:1.2
Value:-0.5;Growth:-0.1;Quality:+0.8;Size:-0.9;Momentum:-0.9;LowVol:+0.2
null
10
30
5.9
trailing 7%
280
24
Bear
33.1
3.18
2.2
158
26
66
76
true
Rebalance
Rebalance back to target bands
25
-14
BrokerC
LMT
95
RegimeShift
Pause
Volatility spike and breadth deterioration
37
19
23
5
true
Monitor dispersion and breadth
P8830
Hands-off
IRA
USD
2025-11-17
525,352
37,510
487,842
1
66.7
23.2
0.9
9.2
MSFT:21.7%;QQQ:13.0%;BRK.B:21.7%;TLT:10.6%;TSLA:17.6%;AMZN:15.5%
US:66.7;EU:16.2;APAC:9.2;EM:4.6;Other:3.3
Value:-0.4;Growth:+0.7;Quality:+0.5;Size:-0.2;Momentum:+0.9;LowVol:-0.9
null
8
35
4.1
trailing 8%
165
14.1
Bear
26.2
3.93
1.6
218
-58
31
82
true
Hedge
Buy index puts 1% notional
7
-5
BrokerA
MKT
100
RegimeShift
Reduce
Volatility spike and breadth deterioration
27
-22
126
3
false
Monitor dispersion and breadth
P8831
Systematic
IRA
USD
2025-09-25
928,748
61,506
867,242
1
58.8
28
5.4
7.8
VOO:10.6%;AMZN:23.9%;BRK.B:10.2%;TSLA:19.9%;TLT:13.0%;GLD:22.4%
US:74.4;EU:9.1;APAC:12.1;EM:3.8;Other:0.6
Value:+0.8;Growth:+0.1;Quality:-0.6;Size:-0.7;Momentum:-0.4;LowVol:+0.3
null
7
35
6
trailing 8%
198
20.1
Sideways
19.9
4.9
3.2
103
45
73
62
false
Buy
Add to core equity +1%
24
11
BrokerC
MKT
87
null
null
Normal monitoring
-34
-8
17
4
false
Monitor dispersion and breadth
P8832
Active
Taxable
USD
2025-05-10
1,200,827
100,490
1,100,337
1
66.5
26.5
0
7
BND:21.7%;GLD:13.3%;TSLA:21.7%;MUB:16.1%;IEF:14.4%;VNQ:12.8%
US:73.3;EU:11.8;APAC:7.6;EM:6.8;Other:0.5
Value:+0.7;Growth:+0.2;Quality:-0.8;Size:-0.6;Momentum:-0.1;LowVol:-0.7
null
10
35
5.5
trailing 8%
176
26.3
Bull
12.9
3.84
2.7
87
31
60
54
false
Rebalance
Shift +1% to bonds from equity
-8
-31
BrokerB
MKT
98
null
null
Normal monitoring
118
-35
179
4
false
Tighten stops on momentum names
P8833
Cautious
IRA
USD
2025-05-28
487,145
68,473
418,672
1
40.7
42.8
0
16.5
MUB:26.0%;VTI:21.9%;TLT:26.0%;IEF:26.0%
US:69.9;EU:8.2;APAC:12.1;EM:6.5;Other:3.3
Value:-0.0;Growth:+0.2;Quality:-0.6;Size:-0.9;Momentum:-0.2;LowVol:+0.5
NoMargin
8
30
5
trailing 8%
163
13.6
Bull
13.3
4.34
2.4
100
57
82
36
false
Sell
Trim extended winner -1%
-5
-20
BrokerA
LMT
91
null
null
Normal monitoring
-46
-4
-26
3
false
Increase defensive factor exposure
P8834
Hands-off
401k
USD
2025-08-23
468,948
44,391
424,557
1
68.7
20.3
3.1
7.9
QQQ:33.3%;IEF:33.3%;AAPL:33.3%
US:59.3;EU:18.0;APAC:14.5;EM:5.4;Other:2.7
Value:-0.2;Growth:-1.0;Quality:-0.4;Size:+0.6;Momentum:-0.2;LowVol:+0.1
null
5
30
5.8
trailing 8%
150
17.9
Bull
16.9
4.05
2.4
92
116
100
63
false
Buy
Add to core equity +1%
-9
-21
BrokerC
VWAP
97
null
null
Normal monitoring
-25
15
-25
4
false
Increase defensive factor exposure
P8835
Systematic
Roth
USD
2024-11-29
1,017,986
90,282
927,704
1
57.2
32.4
1.7
8.7
BND:24.9%;GLD:16.6%;HYG:24.9%;VOO:8.7%;MSFT:24.9%
US:68.5;EU:16.0;APAC:10.0;EM:5.2;Other:0.4
Value:-0.7;Growth:-0.4;Quality:+0.4;Size:-0.9;Momentum:+0.1;LowVol:+0.9
MaxPos5%;NoDerivatives
7
30
5.3
trailing 8%
176
25.7
Bear
34.2
4.14
3
217
-5
42
75
true
Hedge
Buy index puts 1% notional
-4
11
BrokerA
LMT
90
VAR>budget
Reduce
Risk above budget threshold
22
-37
107
5
false
Within IPS guidelines
P8836
Active
Trust
USD
2025-09-29
1,361,664
129,991
1,231,673
1
64.4
18.4
9.4
7.8
IEF:20.1%;HYG:26.6%;VTI:26.6%;BRK.B:26.6%
US:72.3;EU:8.7;APAC:14.0;EM:3.9;Other:1.1
Value:+1.0;Growth:-0.2;Quality:-0.5;Size:-0.3;Momentum:-1.0;LowVol:+0.2
MaxPos6%
10
30
4.1
trailing 8%
139
16.9
Sideways
14.3
4.88
3.2
92
9
55
57
false
Buy
Add to core equity +1%
-7
-24
BrokerA
MKT
99
null
null
Normal monitoring
-20
0
21
5
false
Tighten stops on momentum names
P8837
Opportunistic
IRA
USD
2025-04-14
1,649,216
95,205
1,554,011
1
61.6
11.1
18.9
8.4
BND:28.1%;MSFT:28.1%;AMZN:19.7%;TSLA:24.0%
US:61.9;EU:14.1;APAC:11.0;EM:10.4;Other:2.5
Value:+0.8;Growth:-0.6;Quality:-0.3;Size:+0.5;Momentum:-1.0;LowVol:+0.5
NoDerivatives
7
30
6
hard 12%
242
34.1
Bear
28.9
3.7
2.5
143
29
79
66
false
NoAction
Within bands; monitor
-13
-29
BrokerD
LMT
98
null
null
Normal monitoring
-33
-34
59
4
false
Tax-aware sells next window
P8838
Systematic
IRA
USD
2024-07-30
856,365
73,890
782,475
1
59.3
32.8
0
8
MSFT:27.9%;XLF:27.9%;QQQ:17.4%;BRK.B:26.9%
US:64.4;EU:12.1;APAC:6.7;EM:12.9;Other:3.9
Value:-0.7;Growth:-0.2;Quality:-0.5;Size:-0.2;Momentum:+0.4;LowVol:+0.8
null
10
30
5.9
hard 12%
144
26.4
Bear
23.7
3.26
1.1
157
-99
5
63
false
NoAction
Within bands; monitor
1
-22
BrokerC
MKT
0
null
null
Normal monitoring
93
-39
157
4
false
Monitor dispersion and breadth
P8839
Cautious
Taxable
USD
2025-11-19
260,862
32,887
227,975
1
42.4
41
0
16.6
TSLA:33.3%;GLD:33.3%;VOO:33.3%
US:70.2;EU:8.4;APAC:12.8;EM:5.7;Other:2.9
Value:-0.3;Growth:+0.1;Quality:-0.8;Size:-0.8;Momentum:-0.9;LowVol:+0.1
NoMargin
5
25
4.1
trailing 10%
140
15.4
Sideways
20.8
4.55
2.5
121
-28
43
51
false
Sell
Trim extended winner -1%
2
-33
BrokerB
LMT
98
null
null
Normal monitoring
79
-33
61
4
false
Tax-aware sells next window
P8840
Opportunistic
Taxable
USD
2025-08-21
408,194
17,541
390,653
1
67.8
13.3
13.1
5.8
VOO:33.3%;MUB:33.3%;VTI:33.3%
US:65.7;EU:5.6;APAC:12.6;EM:12.3;Other:3.7
Value:+0.3;Growth:-0.2;Quality:-0.5;Size:+0.5;Momentum:+0.5;LowVol:+0.9
null
8
35
4.1
trailing 9%
225
32.8
Sideways
20.8
3.74
2.4
133
4
65
59
false
Buy
Add to core equity +1%
16
1
BrokerC
LMT
90
null
null
Normal monitoring
36
-48
133
3
false
Tighten stops on momentum names
P8841
Opportunistic
Trust
USD
2025-05-20
910,005
53,573
856,432
1
73.7
17.5
4.8
4.1
QQQ:14.1%;MUB:20.2%;VTI:15.8%;XLF:9.7%;BRK.B:20.2%;TLT:20.1%
US:63.0;EU:13.2;APAC:13.0;EM:9.3;Other:1.4
Value:+0.4;Growth:-0.9;Quality:-0.8;Size:+0.2;Momentum:-0.4;LowVol:-1.0
null
10
35
4.2
trailing 9%
251
23.8
Sideways
21.2
3.82
3.4
110
6
50
76
true
Rebalance
Rebalance back to target bands
19
-4
BrokerD
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-43
3
-65
3
false
Monitor dispersion and breadth
P8842
Hands-off
Roth
USD
2025-02-14
266,161
19,256
246,905
1
67.5
15.7
9.8
7
AAPL:19.9%;VOO:21.5%;BRK.B:21.5%;TLT:15.7%;QQQ:21.5%
US:62.6;EU:15.6;APAC:11.8;EM:4.0;Other:6.0
Value:-0.3;Growth:-0.1;Quality:-0.8;Size:+0.5;Momentum:+0.2;LowVol:+0.4
ESGOnly;MaxPos5%
8
35
3.3
trailing 8%
115
12.3
Bull
13.5
4.04
2.1
74
72
76
40
false
Rebalance
Shift +1% to bonds from equity
33
9
BrokerA
VWAP
91
null
null
Normal monitoring
82
-59
126
5
false
Monitor dispersion and breadth
P8843
Cautious
IRA
USD
2024-10-06
373,911
47,491
326,420
1
43.5
38.9
2.1
15.6
TLT:8.2%;MUB:21.6%;VOO:17.1%;TSLA:21.6%;BND:12.9%;AMZN:18.5%
US:63.9;EU:13.8;APAC:11.1;EM:10.8;Other:0.4
Value:-0.5;Growth:-0.1;Quality:+0.8;Size:+0.8;Momentum:+0.6;LowVol:-0.4
MaxPos5%;NoMargin
10
35
5
hard 10%
116
13.9
Bull
17.2
3.54
2.2
81
78
82
32
false
Sell
Trim extended winner -1%
27
-23
BrokerC
LMT
98
null
null
Normal monitoring
32
-53
49
5
false
Monitor dispersion and breadth
P8844
Cautious
Roth
USD
2025-01-08
889,544
111,933
777,611
1
35.3
33.7
17.9
13.1
QQQ:26.2%;XLF:26.2%;IEF:26.2%;TSLA:21.4%
US:57.6;EU:16.5;APAC:14.0;EM:9.2;Other:2.6
Value:+0.8;Growth:+0.7;Quality:0.0;Size:0.0;Momentum:+0.2;LowVol:+0.1
NoMargin
8
25
4.1
trailing 8%
116
19.3
Sideways
14.8
4.63
2.7
139
29
63
27
false
Buy
Add to core equity +1%
-11
15
BrokerB
LMT
92
null
null
Normal monitoring
44
-52
150
5
false
Monitor dispersion and breadth
P8845
Cautious
Taxable
USD
2025-11-10
490,467
65,657
424,810
1
43.2
43.2
1.8
11.8
VNQ:18.1%;TSLA:22.0%;AMZN:21.6%;MSFT:20.7%;HYG:17.5%
US:56.5;EU:19.0;APAC:14.4;EM:5.5;Other:4.7
Value:+0.8;Growth:-0.5;Quality:+0.7;Size:+0.2;Momentum:-0.7;LowVol:-0.7
ESGOnly;NoDerivatives;NoMargin
10
25
4
trailing 8%
126
19.5
Bull
13.3
4.08
2.5
79
54
91
29
false
Hedge
Add TLT +1% as duration hedge
5
11
BrokerB
MKT
89
null
null
Normal monitoring
61
-17
43
4
false
Monitor dispersion and breadth
P8846
Opportunistic
401k
USD
2025-05-23
1,474,049
58,379
1,415,670
1
76.6
13.3
3.9
6.1
BND:22.1%;BRK.B:20.5%;VNQ:12.3%;MSFT:22.1%;TLT:9.3%;XLF:13.6%
US:61.0;EU:15.7;APAC:12.5;EM:9.2;Other:1.6
Value:-0.8;Growth:+0.2;Quality:-0.3;Size:+1.0;Momentum:+0.4;LowVol:-0.7
NoDerivatives
5
25
5.1
hard 12%
177
23.6
Sideways
20.8
4.62
2.4
93
-20
35
62
false
Rebalance
Shift +1% to bonds from equity
33
9
BrokerC
LMT
98
null
null
Normal monitoring
-39
7
-7
3
false
Increase defensive factor exposure
P8847
Cautious
IRA
USD
2024-09-11
220,059
19,605
200,454
1
46.7
31.1
7.2
15.1
AMZN:34.4%;IEF:34.4%;VOO:31.2%
US:66.0;EU:17.3;APAC:7.0;EM:9.1;Other:0.7
Value:+0.9;Growth:+0.2;Quality:-0.5;Size:-0.3;Momentum:+0.7;LowVol:-0.8
NoDerivatives;NoMargin
7
30
6
trailing 8%
166
17.9
Sideways
17.1
4.76
2.6
96
-22
41
40
false
Buy
Add to core equity +1%
-6
-11
BrokerC
MKT
96
null
null
Normal monitoring
7
-27
73
5
false
Within IPS guidelines
P8848
Hands-off
401k
USD
2024-08-05
310,057
18,445
291,612
1
60.4
16.8
16.8
6.1
IEF:25.0%;AMZN:25.0%;VTI:25.0%;VNQ:25.0%
US:63.2;EU:15.2;APAC:14.8;EM:5.3;Other:1.5
Value:+0.2;Growth:-0.6;Quality:+0.6;Size:+0.7;Momentum:-0.9;LowVol:+0.5
MaxPos5%;NoDerivatives
8
25
5.1
hard 10%
154
13.6
Bull
14.8
4.68
2.5
88
5
45
53
false
Hedge
Add TLT +1% as duration hedge
35
-14
BrokerA
LMT
96
null
null
Normal monitoring
98
12
206
3
false
Within IPS guidelines
P8849
Active
401k
USD
2025-04-29
738,685
50,194
688,491
1
55.6
21.7
13.3
9.4
QQQ:24.1%;HYG:14.9%;TSLA:24.1%;IEF:11.0%;AAPL:9.4%;MSFT:16.6%
US:67.2;EU:15.3;APAC:5.7;EM:9.2;Other:2.6
Value:-0.4;Growth:+0.6;Quality:+0.9;Size:-1.0;Momentum:+0.3;LowVol:+0.7
NoDerivatives
8
35
4.7
hard 12%
136
20.3
Volatile
26
4.02
2.1
171
33
69
70
false
Buy
Add to core equity +1%
7
-22
BrokerC
MKT
88
null
null
Normal monitoring
99
13
173
5
false
Within IPS guidelines
P8850
Opportunistic
Taxable
USD
2025-08-02
1,722,432
94,824
1,627,608
1.21
65.4
11.4
14.9
8.4
MSFT:17.8%;VTI:27.4%;BRK.B:27.4%;HYG:27.4%
US:69.6;EU:17.0;APAC:5.9;EM:6.3;Other:1.1
Value:+0.7;Growth:0.0;Quality:-0.8;Size:+0.6;Momentum:+0.4;LowVol:+0.1
NoDerivatives
6
35
4.4
hard 12%
253
28.6
Bull
17.6
4.92
2.9
84
109
100
51
false
Rebalance
Shift +1% to bonds from equity
3
-4
BrokerD
LMT
96
null
null
Normal monitoring
78
-43
131
5
false
Increase defensive factor exposure
P8851
Systematic
401k
USD
2024-07-06
1,265,920
99,809
1,166,111
1
56
25.7
9.7
8.6
IEF:26.4%;BRK.B:20.9%;XLF:26.4%;AAPL:26.4%
US:68.9;EU:12.1;APAC:6.8;EM:10.5;Other:1.7
Value:-0.2;Growth:-0.4;Quality:-0.1;Size:+0.3;Momentum:-0.7;LowVol:-0.5
null
6
25
4.8
trailing 8%
206
25.2
Bull
15.1
4.44
3.1
73
17
45
41
false
Rebalance
Shift +1% to bonds from equity
3
-11
BrokerA
MKT
88
null
null
Normal monitoring
108
19
77
4
false
Increase defensive factor exposure
P8852
Hands-off
401k
USD
2025-06-20
660,299
28,466
631,833
1
60.6
19.8
9.8
9.8
GLD:13.1%;AAPL:29.0%;VOO:29.0%;VNQ:29.0%
US:58.5;EU:17.6;APAC:12.4;EM:9.6;Other:1.8
Value:-0.4;Growth:+0.9;Quality:-0.8;Size:+0.1;Momentum:+0.5;LowVol:+0.2
ESGOnly;NoDerivatives
6
30
5.3
trailing 8%
154
14.2
Bull
13.6
3.55
2.8
83
78
90
49
false
Rebalance
Shift +1% to bonds from equity
27
-37
BrokerB
MKT
95
null
null
Normal monitoring
4
-49
90
4
false
Tighten stops on momentum names
P8853
Active
Trust
USD
2024-10-14
2,408,891
146,772
2,262,119
1
60.2
25.1
6.4
8.4
AAPL:10.9%;MUB:21.5%;VOO:17.0%;BND:21.0%;TLT:21.5%;IEF:8.1%
US:63.2;EU:10.3;APAC:14.9;EM:10.2;Other:1.4
Value:-0.2;Growth:-0.7;Quality:-0.0;Size:+0.8;Momentum:+0.6;LowVol:-0.5
null
5
35
4.8
trailing 9%
166
21.9
Bull
12.1
4.35
2.2
114
31
67
40
false
Sell
Trim extended winner -1%
27
-6
BrokerA
LMT
96
null
null
Normal monitoring
69
-16
148
4
false
Increase defensive factor exposure
P8854
Cautious
Roth
USD
2025-01-04
727,408
65,943
661,465
1
41.8
36
11.8
10.4
IEF:33.3%;AMZN:33.3%;MUB:33.3%
US:57.6;EU:18.1;APAC:14.2;EM:7.5;Other:2.5
Value:+0.1;Growth:-0.4;Quality:+0.4;Size:+0.6;Momentum:+0.5;LowVol:-1.0
MaxPos7%;NoMargin
8
35
3.9
hard 10%
153
20
Bear
34.6
3.19
1.9
133
-80
16
71
true
Reduce
Cut high-beta by 2-3%, add cash
33
-24
BrokerC
LMT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
45
4
52
4
false
Monitor dispersion and breadth
P8855
Cautious
Taxable
USD
2025-01-01
686,206
68,875
617,331
1
50.3
35.9
0
13.8
VNQ:11.6%;MSFT:23.1%;TLT:8.8%;TSLA:23.1%;AMZN:23.1%;HYG:10.2%
US:63.8;EU:19.6;APAC:7.4;EM:6.8;Other:2.4
Value:-0.0;Growth:+0.3;Quality:-0.9;Size:+0.1;Momentum:0.0;LowVol:+0.5
ESGOnly;NoMargin
10
35
6
trailing 10%
103
19.5
Bear
22
3.81
1.7
152
-95
6
46
false
Rebalance
Shift +1% to bonds from equity
-5
-12
BrokerC
LMT
98
null
null
Normal monitoring
13
-48
81
5
false
Within IPS guidelines
P8856
Opportunistic
Taxable
USD
2024-08-01
1,652,229
122,955
1,529,274
1
66.8
14
14.9
4.2
XLF:17.7%;HYG:12.7%;GLD:13.2%;TSLA:15.4%;VTI:20.6%;IEF:20.6%
US:61.2;EU:14.4;APAC:13.2;EM:9.9;Other:1.3
Value:+0.8;Growth:-0.7;Quality:+0.3;Size:-1.0;Momentum:+0.3;LowVol:+0.2
MaxPos8%
8
25
6
trailing 7%
223
25.1
Bull
13.7
4.07
2.4
102
9
41
50
false
Rebalance
Shift +1% to bonds from equity
-7
6
BrokerA
MKT
97
null
null
Normal monitoring
82
-14
217
5
false
Monitor dispersion and breadth
P8857
Cautious
Roth
USD
2025-05-26
389,523
49,694
339,829
1
49.8
35.8
0
14.5
AMZN:19.3%;TSLA:21.8%;MSFT:17.8%;BND:19.4%;AAPL:21.8%
US:62.2;EU:15.8;APAC:8.1;EM:9.7;Other:4.3
Value:+0.3;Growth:+0.9;Quality:-0.8;Size:0.0;Momentum:+0.2;LowVol:-0.2
ESGOnly;NoMargin
8
35
3.5
trailing 8%
140
16.1
Bull
12.9
3.67
3.4
96
0
38
41
false
Rebalance
Shift +1% to bonds from equity
1
-28
BrokerD
MKT
94
null
null
Normal monitoring
71
-34
149
4
false
Tighten stops on momentum names
P8858
Hands-off
401k
USD
2025-03-07
864,889
56,326
808,563
1
69.5
18.8
4
7.7
IEF:34.5%;VOO:31.1%;AAPL:34.5%
US:70.9;EU:16.1;APAC:5.6;EM:3.5;Other:3.9
Value:-0.7;Growth:+0.3;Quality:-0.6;Size:-0.0;Momentum:-0.1;LowVol:-0.7
null
6
30
4.9
trailing 8%
152
17.6
Bear
29.2
4.15
2.9
150
-28
38
70
false
Sell
Trim extended winner -1%
33
10
BrokerC
MKT
85
null
null
Normal monitoring
58
-12
139
3
false
Monitor dispersion and breadth
P8859
Systematic
Taxable
USD
2025-03-30
524,654
22,638
502,016
1
58.3
23.1
12.7
5.9
TLT:28.0%;MSFT:16.1%;VTI:28.0%;MUB:28.0%
US:62.6;EU:18.3;APAC:11.4;EM:3.7;Other:4.1
Value:-0.3;Growth:-0.4;Quality:+0.2;Size:+0.8;Momentum:+0.6;LowVol:+0.2
NoDerivatives
7
30
5.8
hard 12%
120
26.4
Sideways
19.8
4.02
3
91
49
60
45
false
Rebalance
Shift +1% to bonds from equity
-11
-38
BrokerC
LMT
95
null
null
Normal monitoring
79
-35
102
3
false
Increase defensive factor exposure
P8860
Cautious
IRA
USD
2025-03-16
342,042
30,999
311,043
1
46.5
43
0
10.5
VNQ:16.6%;HYG:14.0%;MUB:10.9%;GLD:15.7%;QQQ:21.2%;BRK.B:21.5%
US:69.1;EU:12.0;APAC:7.8;EM:8.9;Other:2.2
Value:-0.8;Growth:0.0;Quality:-0.6;Size:-0.4;Momentum:-1.0;LowVol:+0.4
NoMargin
7
25
4.5
trailing 10%
160
15.7
Volatile
20.6
4.15
3.4
137
-17
39
41
false
NoAction
Within bands; monitor
4
-12
BrokerD
VWAP
88
null
null
Normal monitoring
77
12
148
4
false
Tax-aware sells next window
P8861
Systematic
401k
USD
2025-07-25
1,628,825
134,541
1,494,284
1
63.3
20.6
6.3
9.9
AMZN:22.7%;VOO:20.0%;IEF:22.7%;BND:16.9%;QQQ:17.7%
US:69.0;EU:10.9;APAC:8.4;EM:6.8;Other:5.0
Value:+0.9;Growth:-0.0;Quality:+0.7;Size:+0.2;Momentum:+0.7;LowVol:+0.9
null
6
35
5.1
hard 12%
194
26.6
Bear
30.4
4.38
1
173
28
63
70
false
Buy
Add to core equity +1%
-9
-32
BrokerA
MKT
91
null
null
Normal monitoring
-6
9
-11
5
false
Monitor dispersion and breadth
P8862
Hands-off
Taxable
USD
2024-12-05
452,357
40,527
411,830
1
64.7
17.7
11.9
5.7
VNQ:33.3%;BND:33.3%;AMZN:33.3%
US:70.9;EU:10.8;APAC:7.0;EM:7.9;Other:3.4
Value:-0.0;Growth:+0.2;Quality:-0.1;Size:+0.4;Momentum:+0.1;LowVol:-1.0
NoDerivatives
5
30
5.8
trailing 8%
119
13.8
Bear
31.7
3.1
1.7
166
-55
8
83
true
Hedge
Buy index puts 1% notional
2
-22
BrokerB
VWAP
92
VAR>budget
Reduce
Risk above budget threshold
17
-24
150
5
false
Tighten stops on momentum names
P8863
Cautious
Taxable
USD
2024-08-25
438,409
48,014
390,395
1
50.7
35.8
0
13.5
TLT:30.7%;VOO:21.6%;MSFT:17.1%;IEF:30.7%
US:60.3;EU:9.2;APAC:14.6;EM:11.4;Other:4.5
Value:-0.8;Growth:-0.2;Quality:+0.1;Size:-0.7;Momentum:-0.5;LowVol:-0.5
ESGOnly;NoDerivatives;NoMargin
5
35
5.6
trailing 8%
134
18.6
Bull
12.3
3.72
3.3
84
83
100
40
true
Hedge
Buy index puts 1% notional
-8
8
BrokerD
MKT
95
VAR>budget
Reduce
Risk above budget threshold
95
-20
127
5
false
Tax-aware sells next window
P8864
Active
401k
USD
2025-12-24
1,545,509
156,017
1,389,492
1
63.4
19.5
8.4
8.7
VOO:28.3%;XLF:28.3%;QQQ:26.2%;TLT:17.2%
US:61.7;EU:16.5;APAC:9.3;EM:11.9;Other:0.5
Value:-1.0;Growth:-0.1;Quality:-0.8;Size:0.0;Momentum:-0.9;LowVol:+0.7
null
6
30
5.1
hard 12%
182
19.7
Volatile
25
3.99
3.3
148
28
74
71
true
Hedge
Buy index puts 1% notional
7
-27
BrokerC
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-16
-57
-10
4
true
Within IPS guidelines
P8865
Hands-off
Taxable
USD
2025-12-14
724,722
65,403
659,319
1
67.2
16.7
10.5
5.6
TSLA:16.9%;BND:21.8%;VNQ:21.8%;TLT:7.5%;MSFT:12.4%;GLD:19.6%
US:67.2;EU:6.8;APAC:15.1;EM:5.8;Other:5.2
Value:+0.7;Growth:-0.6;Quality:+0.3;Size:+0.6;Momentum:+0.4;LowVol:-0.4
ESGOnly;MaxPos8%;NoDerivatives
8
35
4.1
trailing 8%
153
15.7
Bull
15.9
3.94
2.1
118
109
100
53
false
Buy
Add to core equity +1%
31
-36
BrokerC
MKT
95
null
null
Normal monitoring
45
14
145
5
false
Increase defensive factor exposure
P8866
Hands-off
Roth
USD
2025-03-27
284,316
12,370
271,946
1
56.4
22.5
11.8
9.4
VTI:32.2%;MSFT:32.2%;HYG:18.3%;BRK.B:17.3%
US:67.4;EU:18.9;APAC:5.7;EM:4.6;Other:3.4
Value:+0.2;Growth:+0.2;Quality:+0.7;Size:+0.6;Momentum:-0.8;LowVol:+0.5
MaxPos8%;NoDerivatives
8
25
4.9
trailing 8%
165
16.2
Volatile
24.5
5.34
3.6
149
-28
28
60
false
Rebalance
Shift +1% to bonds from equity
-14
-23
BrokerA
MKT
97
null
null
Normal monitoring
87
-56
123
5
false
Within IPS guidelines
P8867
Hands-off
Taxable
USD
2025-09-11
597,922
45,268
552,654
1
71.8
19.3
0
8.9
VOO:25.0%;VTI:25.0%;VNQ:25.0%;MSFT:25.0%
US:72.8;EU:8.9;APAC:4.8;EM:10.3;Other:3.1
Value:+0.3;Growth:-0.9;Quality:-0.3;Size:+0.6;Momentum:-0.6;LowVol:-0.8
NoDerivatives
5
30
5.4
trailing 8%
96
15.3
Bear
26.8
3.87
3
197
36
58
85
true
Rebalance
Rebalance back to target bands
-4
-23
BrokerC
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
100
-58
207
3
false
Monitor dispersion and breadth
P8868
Opportunistic
Taxable
USD
2025-06-15
1,054,377
39,801
1,014,576
1
65.2
10.7
16.9
7.2
QQQ:21.3%;MSFT:10.4%;BND:15.3%;AAPL:11.9%;HYG:19.8%;GLD:21.3%
US:65.8;EU:18.7;APAC:5.4;EM:7.7;Other:2.4
Value:+0.6;Growth:+1.0;Quality:-0.3;Size:+0.1;Momentum:-0.2;LowVol:-0.0
MaxPos5%;NoDerivatives
10
25
6.6
hard 12%
171
24.2
Bull
15.3
4.22
2.1
95
48
85
58
false
Rebalance
Shift +1% to bonds from equity
18
-22
BrokerA
VWAP
96
null
null
Normal monitoring
111
-1
75
4
false
Tax-aware sells next window
P8869
Systematic
Roth
USD
2025-08-20
870,547
75,039
795,508
1
55.2
31.9
3.9
9
MUB:19.4%;GLD:21.2%;HYG:18.6%;VTI:21.2%;AMZN:19.7%
US:64.8;EU:17.3;APAC:9.4;EM:6.3;Other:2.2
Value:+0.1;Growth:+0.8;Quality:-0.3;Size:-0.2;Momentum:+0.3;LowVol:-0.5
NoDerivatives
8
30
5.5
trailing 9%
215
17.2
Bull
13.4
4.14
3.1
111
84
100
37
false
Sell
Trim extended winner -1%
-2
0
BrokerC
VWAP
94
null
null
Normal monitoring
-24
-51
52
4
false
Monitor dispersion and breadth
P8870
Systematic
401k
USD
2025-03-15
1,727,489
99,969
1,627,520
1
63.4
29.2
0
7.4
IEF:20.9%;BRK.B:22.4%;VOO:23.2%;TSLA:14.6%;VTI:18.9%
US:63.7;EU:12.4;APAC:13.3;EM:6.3;Other:4.4
Value:+0.9;Growth:+0.1;Quality:0.0;Size:+0.2;Momentum:+0.6;LowVol:-0.4
null
10
25
5
trailing 8%
191
18.8
Volatile
27.3
3.9
2.4
180
20
54
80
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-24
BrokerA
VWAP
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
66
-15
115
2
false
Tax-aware sells next window
P8871
Systematic
Trust
USD
2025-04-20
526,602
35,805
490,797
1
57.6
28.1
7.5
6.8
GLD:21.1%;AAPL:8.4%;BND:19.1%;TLT:20.9%;MSFT:14.1%;QQQ:16.4%
US:63.2;EU:16.5;APAC:12.4;EM:4.1;Other:3.9
Value:+0.1;Growth:-0.2;Quality:+0.2;Size:-0.9;Momentum:0.0;LowVol:-1.0
null
10
25
4.4
trailing 8%
186
17.3
Bull
14.8
4.2
2.4
86
52
86
34
false
Hedge
Add TLT +1% as duration hedge
4
8
BrokerC
MKT
91
null
null
Normal monitoring
38
-45
164
4
false
Monitor dispersion and breadth
P8872
Active
Trust
USD
2025-07-02
1,167,684
95,884
1,071,800
1
53.5
29.6
9.5
7.4
VOO:26.5%;XLF:20.4%;MUB:26.5%;BRK.B:26.5%
US:73.9;EU:10.3;APAC:10.8;EM:4.7;Other:0.3
Value:-0.6;Growth:-0.1;Quality:-0.3;Size:-0.6;Momentum:+0.8;LowVol:-0.7
MaxPos5%;NoDerivatives
8
35
4.9
hard 12%
198
25.7
Sideways
17.5
4.05
3.1
110
44
60
53
false
Rebalance
Shift +1% to bonds from equity
6
7
BrokerD
LMT
94
null
null
Normal monitoring
64
-9
55
3
false
Tax-aware sells next window
P8873
Cautious
Taxable
USD
2025-03-06
282,716
40,248
242,468
1
47.3
38.9
3.8
10
VNQ:33.3%;MSFT:33.3%;QQQ:33.3%
US:60.2;EU:14.3;APAC:11.3;EM:11.0;Other:3.2
Value:+0.7;Growth:+0.5;Quality:-0.5;Size:+0.7;Momentum:-0.8;LowVol:-0.7
NoMargin
10
30
3.6
hard 10%
142
12.2
Volatile
30
4.88
4.5
121
31
52
63
false
Buy
Add to core equity +1%
-6
-5
BrokerC
LMT
93
null
null
Normal monitoring
53
-56
127
3
false
Tighten stops on momentum names
P8874
Cautious
Roth
USD
2025-05-26
554,037
80,159
473,878
1
47.9
38.1
0
14
MUB:37.9%;GLD:24.1%;QQQ:37.9%
US:67.6;EU:8.6;APAC:16.6;EM:6.9;Other:0.3
Value:-0.1;Growth:+0.3;Quality:+0.7;Size:+0.2;Momentum:+0.7;LowVol:-0.1
ESGOnly;NoMargin
8
30
5.2
trailing 8%
90
18.3
Volatile
29.2
5.28
3.6
129
-35
19
73
true
Reduce
Cut high-beta by 2-3%, add cash
20
-6
BrokerA
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-16
-54
-52
2
false
Monitor dispersion and breadth
P8875
Opportunistic
Trust
USD
2025-11-20
332,024
23,487
308,537
1
65
10.5
17.5
7
HYG:10.6%;TLT:15.3%;IEF:24.1%;XLF:13.9%;BRK.B:23.7%;GLD:12.4%
US:72.8;EU:7.6;APAC:11.0;EM:8.5;Other:0.1
Value:+1.0;Growth:+0.7;Quality:+0.8;Size:+0.8;Momentum:+0.2;LowVol:+0.2
MaxPos5%
6
30
5.5
trailing 7%
224
31.4
Bull
15.3
4.36
3
87
110
100
48
false
Rebalance
Shift +1% to bonds from equity
5
-30
BrokerA
LMT
96
null
null
Normal monitoring
88
10
221
3
false
Tighten stops on momentum names
P8876
Systematic
Roth
USD
2024-07-15
1,460,312
119,904
1,340,408
1
55.8
33.5
4.8
6
TLT:15.6%;BND:6.6%;VNQ:20.3%;BRK.B:20.3%;IEF:17.5%;MSFT:19.8%
US:78.4;EU:7.2;APAC:7.5;EM:3.1;Other:3.8
Value:+0.7;Growth:-0.1;Quality:-0.4;Size:-0.0;Momentum:+0.5;LowVol:+0.6
MaxPos5%
5
30
5.6
trailing 8%
206
21.3
Bear
23.2
3.49
2.4
150
-112
5
50
true
Rebalance
Rebalance back to target bands
28
10
BrokerC
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
68
1
115
5
false
Tighten stops on momentum names
P8877
Active
IRA
USD
2024-09-14
1,287,010
101,564
1,185,446
1
68
21.9
4.4
5.7
BRK.B:13.3%;VTI:21.1%;MSFT:16.5%;VOO:19.5%;HYG:16.6%;IEF:13.1%
US:64.1;EU:16.7;APAC:11.4;EM:4.2;Other:3.7
Value:+0.7;Growth:+0.7;Quality:+0.2;Size:+0.4;Momentum:-0.2;LowVol:-0.9
null
7
25
5
trailing 9%
203
25
Sideways
16.8
3.69
2.9
126
17
69
58
false
Sell
Trim extended winner -1%
17
-36
BrokerA
LMT
88
null
null
Normal monitoring
40
16
93
5
false
Increase defensive factor exposure
P8878
Hands-off
IRA
USD
2025-04-06
731,279
36,940
694,339
1
64
20.6
7
8.3
MUB:33.3%;HYG:33.3%;AAPL:33.3%
US:67.5;EU:14.0;APAC:10.0;EM:4.4;Other:4.2
Value:+0.6;Growth:0.0;Quality:-0.6;Size:-0.1;Momentum:-0.3;LowVol:-1.0
ESGOnly;MaxPos5%
6
30
5.3
trailing 8%
154
15.7
Bear
28.1
3.53
2.5
141
-82
5
72
true
Hedge
Buy index puts 1% notional
5
12
BrokerB
VWAP
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
12
5
11
4
false
Monitor dispersion and breadth
P8879
Active
Roth
USD
2025-10-21
894,432
81,740
812,692
1
51.7
25.3
17.7
5.2
VOO:23.2%;AAPL:29.3%;QQQ:29.3%;VNQ:18.2%
US:62.0;EU:17.3;APAC:10.4;EM:5.6;Other:4.8
Value:-0.2;Growth:-0.4;Quality:-0.7;Size:-0.6;Momentum:+0.9;LowVol:+0.8
MaxPos5%
8
30
4.9
trailing 9%
230
24.3
Bear
27.8
4.35
2.6
179
-65
23
75
true
Hedge
Buy index puts 1% notional
21
-3
BrokerA
MKT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
18
-10
82
5
false
Monitor dispersion and breadth
P8880
Systematic
IRA
USD
2024-08-12
1,447,624
122,956
1,324,668
1
64.4
30.4
0
5.2
TLT:26.4%;VTI:26.4%;AMZN:26.4%;BRK.B:20.9%
US:76.3;EU:5.2;APAC:9.6;EM:5.6;Other:3.3
Value:+0.8;Growth:-0.7;Quality:+0.6;Size:-0.8;Momentum:+0.2;LowVol:-0.9
MaxPos5%;NoDerivatives
10
35
4.1
trailing 9%
197
21.4
Bull
11
3.87
3.1
107
84
93
45
false
NoAction
Within bands; monitor
-2
-17
BrokerC
MKT
0
null
null
Normal monitoring
23
0
-6
4
false
Monitor dispersion and breadth
P8881
Cautious
Roth
USD
2025-03-05
881,970
111,435
770,535
1
38.3
34.9
12.5
14.3
BRK.B:23.0%;HYG:9.4%;IEF:22.1%;TSLA:23.0%;GLD:22.5%
US:64.4;EU:8.0;APAC:12.6;EM:12.3;Other:2.6
Value:+0.4;Growth:+0.9;Quality:+0.1;Size:-0.8;Momentum:-0.1;LowVol:+0.3
NoMargin
10
35
4.1
trailing 8%
116
14.2
Bull
15.7
3.63
2.4
74
71
92
25
false
Rebalance
Shift +1% to bonds from equity
-6
4
BrokerA
MKT
98
null
null
Normal monitoring
119
-39
131
4
false
Monitor dispersion and breadth
P8882
Active
IRA
USD
2025-06-18
2,056,659
133,479
1,923,180
1
63.8
29.5
0
6.7
BND:20.7%;AMZN:7.3%;VTI:20.7%;IEF:20.7%;HYG:18.5%;GLD:12.3%
US:71.7;EU:6.9;APAC:7.8;EM:9.9;Other:3.7
Value:-0.7;Growth:-0.5;Quality:-0.1;Size:-0.8;Momentum:+0.7;LowVol:+0.8
MaxPos6%
7
25
5.7
trailing 8%
212
17.4
Volatile
22.8
4.76
2.5
148
53
61
55
false
Buy
Add to core equity +1%
5
-30
BrokerA
LMT
88
null
null
Normal monitoring
115
-9
146
4
false
Within IPS guidelines
P8883
Hands-off
Trust
USD
2025-10-18
256,875
15,175
241,700
1
62
28.2
1.4
8.5
GLD:16.6%;TLT:14.6%;MSFT:19.0%;VNQ:24.9%;QQQ:24.9%
US:55.3;EU:18.5;APAC:14.0;EM:7.8;Other:4.5
Value:+0.5;Growth:-0.2;Quality:-0.0;Size:-0.9;Momentum:+0.7;LowVol:-0.1
ESGOnly
10
30
4.3
hard 10%
132
14.3
Volatile
23.7
4.95
2.4
180
42
64
70
false
Sell
Trim extended winner -1%
-8
7
BrokerD
LMT
99
null
null
Normal monitoring
97
-57
183
5
false
Tighten stops on momentum names
P8884
Opportunistic
Trust
USD
2024-12-16
1,641,688
122,931
1,518,757
1
60.8
10.8
22.4
6
HYG:22.1%;MSFT:14.0%;MUB:22.1%;TSLA:13.0%;BND:12.9%;AMZN:16.0%
US:64.4;EU:16.4;APAC:9.5;EM:6.5;Other:3.2
Value:-0.1;Growth:+0.4;Quality:+0.2;Size:+0.6;Momentum:+0.3;LowVol:-0.9
null
8
30
4.5
hard 12%
217
22.5
Bull
14.4
3.65
3.3
74
44
76
44
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-34
BrokerD
VWAP
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
116
-47
148
4
false
Tighten stops on momentum names
P8885
Active
IRA
USD
2025-09-03
1,583,033
128,044
1,454,989
1
66.6
28.5
0
4.8
AMZN:31.2%;XLF:34.4%;TSLA:34.4%
US:71.7;EU:10.3;APAC:10.1;EM:5.4;Other:2.4
Value:+0.8;Growth:+0.3;Quality:+0.2;Size:-0.7;Momentum:-0.3;LowVol:-0.8
MaxPos6%
8
35
5.6
trailing 8%
190
18.6
Bull
17.6
4.64
3.4
76
20
73
55
false
Sell
Trim extended winner -1%
30
-8
BrokerD
MKT
94
null
null
Normal monitoring
-56
-28
83
3
false
Within IPS guidelines
P8886
Hands-off
IRA
USD
2025-12-22
732,724
41,828
690,896
1
66.1
25.4
0
8.5
HYG:34.2%;GLD:31.6%;VOO:34.2%
US:68.7;EU:9.2;APAC:9.3;EM:8.7;Other:4.2
Value:-0.0;Growth:-0.5;Quality:-0.4;Size:+0.1;Momentum:+0.5;LowVol:-0.7
ESGOnly;MaxPos7%
6
25
5.5
hard 10%
160
15.2
Sideways
14.7
4.77
3.4
130
54
92
41
false
Rebalance
Shift +1% to bonds from equity
15
-2
BrokerC
VWAP
94
null
null
Normal monitoring
48
-47
111
3
false
Tax-aware sells next window
P8887
Cautious
Roth
USD
2024-08-08
873,091
93,827
779,264
1
39.5
36.8
10.9
12.8
TSLA:33.3%;VNQ:33.3%;TLT:33.3%
US:73.7;EU:10.6;APAC:7.2;EM:4.0;Other:4.5
Value:+0.8;Growth:+0.1;Quality:-0.5;Size:-0.4;Momentum:+0.9;LowVol:-0.5
ESGOnly;NoMargin
6
35
5.6
trailing 8%
120
18.5
Bull
18
4.68
3.1
119
88
100
31
false
Rebalance
Shift +1% to bonds from equity
-5
-27
BrokerC
LMT
97
null
null
Normal monitoring
60
-33
146
5
false
Increase defensive factor exposure
P8888
Hands-off
Roth
USD
2024-07-24
829,279
53,964
775,315
1
69.1
22.9
0
8
QQQ:27.0%;VOO:19.0%;AMZN:27.0%;GLD:27.0%
US:60.8;EU:20.9;APAC:8.4;EM:6.4;Other:3.5
Value:+0.9;Growth:-0.7;Quality:-0.2;Size:+0.5;Momentum:-0.1;LowVol:+0.6
MaxPos7%
5
25
5.3
trailing 8%
164
17.4
Bear
28.4
3.46
2.3
195
-80
5
87
true
Rebalance
Rebalance back to target bands
-5
-24
BrokerB
LMT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
76
-1
155
4
false
Increase defensive factor exposure
P8889
Active
401k
USD
2025-03-18
668,992
74,093
594,899
1
52
23.5
18.1
6.4
HYG:33.3%;GLD:33.3%;QQQ:33.3%
US:69.3;EU:6.7;APAC:12.0;EM:7.4;Other:4.7
Value:-0.7;Growth:-0.5;Quality:+0.2;Size:+0.4;Momentum:+0.2;LowVol:-1.0
MaxPos5%
7
25
4.7
trailing 8%
133
27.8
Sideways
21.2
3.75
3
106
47
72
58
false
Rebalance
Shift +1% to bonds from equity
10
-11
BrokerD
MKT
94
null
null
Normal monitoring
31
-50
35
5
false
Monitor dispersion and breadth
P8890
Active
Roth
USD
2025-05-18
1,401,801
166,618
1,235,183
1
55.3
30.3
9.2
5.2
AAPL:33.3%;VOO:33.3%;MUB:33.3%
US:71.3;EU:5.0;APAC:9.9;EM:9.6;Other:4.3
Value:-0.7;Growth:-0.4;Quality:+0.2;Size:+0.3;Momentum:-1.0;LowVol:+0.4
MaxPos8%
10
30
5.1
trailing 8%
190
27.4
Volatile
29.5
4.83
4.2
140
-35
36
63
false
Sell
Trim extended winner -1%
21
-39
BrokerA
MKT
98
null
null
Normal monitoring
49
-42
167
3
false
Monitor dispersion and breadth
P8891
Active
Roth
USD
2025-08-15
717,238
57,643
659,595
1
58.9
24
9.6
7.4
QQQ:27.9%;VTI:22.1%;VOO:27.9%;BRK.B:22.1%
US:63.1;EU:15.1;APAC:10.3;EM:11.3;Other:0.3
Value:-0.4;Growth:+0.1;Quality:+0.9;Size:+0.9;Momentum:+0.4;LowVol:-0.2
null
10
30
5.6
trailing 8%
198
16.8
Volatile
20.1
5.06
4.2
156
3
64
59
true
Reduce
Cut high-beta by 2-3%, add cash
31
-1
BrokerA
LMT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
56
8
131
4
false
Within IPS guidelines
P8892
Active
Roth
USD
2025-05-10
1,453,925
87,645
1,366,280
1
51.4
20.9
18.7
9.1
MUB:21.3%;IEF:17.7%;TSLA:30.5%;GLD:30.5%
US:62.9;EU:14.7;APAC:12.6;EM:8.7;Other:1.1
Value:+0.7;Growth:-0.6;Quality:+0.1;Size:-0.4;Momentum:-0.8;LowVol:-0.0
MaxPos8%;NoDerivatives
7
30
4.7
trailing 9%
191
21
Volatile
29.9
4.39
2.4
130
-40
21
77
true
Hedge
Buy index puts 1% notional
3
3
BrokerA
VWAP
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
24
-19
81
2
false
Tax-aware sells next window
P8893
Cautious
Roth
USD
2025-04-30
834,267
110,027
724,240
1
50.6
30
8.2
11.2
MSFT:33.6%;MUB:33.6%;VOO:32.7%
US:66.9;EU:8.2;APAC:17.1;EM:6.8;Other:1.0
Value:-0.6;Growth:0.0;Quality:-0.6;Size:+0.6;Momentum:+0.5;LowVol:-0.5
NoMargin
8
25
4.7
hard 10%
166
18.6
Bull
13.6
4.34
2.4
85
117
100
41
false
Buy
Add to core equity +1%
25
-19
BrokerB
LMT
95
null
null
Normal monitoring
103
15
93
5
false
Monitor dispersion and breadth
P8894
Hands-off
Roth
USD
2025-06-01
479,736
38,307
441,429
1
64.8
26.9
0
8.3
AAPL:12.4%;BND:22.3%;BRK.B:18.0%;AMZN:22.3%;TLT:12.7%;VNQ:12.2%
US:65.5;EU:17.4;APAC:11.6;EM:3.2;Other:2.4
Value:+0.6;Growth:+0.4;Quality:-0.9;Size:-0.0;Momentum:-0.7;LowVol:+0.3
MaxPos6%;NoDerivatives
10
30
4.5
hard 10%
126
16.5
Sideways
17.1
4.99
3.5
134
-23
27
55
false
Buy
Add to core equity +1%
-10
-22
BrokerD
VWAP
99
null
null
Normal monitoring
110
-55
81
3
false
Monitor dispersion and breadth
P8895
Hands-off
IRA
USD
2025-08-25
652,042
65,111
586,931
1
69.8
22.1
0
8
TLT:33.3%;BND:33.3%;GLD:33.3%
US:58.2;EU:21.0;APAC:9.8;EM:10.2;Other:0.9
Value:+0.1;Growth:+0.2;Quality:+0.2;Size:-1.0;Momentum:+1.0;LowVol:+0.4
MaxPos8%;NoDerivatives
8
35
4.2
hard 10%
109
18.4
Volatile
29.3
4.62
2.8
152
-55
13
83
true
Rebalance
Rebalance back to target bands
21
-13
BrokerD
MKT
85
VAR>budget
Hedge
Risk above budget threshold
-48
14
-21
4
false
Tighten stops on momentum names
P8896
Active
Trust
USD
2025-10-06
675,018
76,629
598,389
1
68.1
25.8
0.4
5.6
BRK.B:19.4%;MSFT:12.2%;TSLA:18.6%;XLF:13.8%;TLT:15.8%;MUB:20.2%
US:62.9;EU:9.7;APAC:11.2;EM:12.9;Other:3.3
Value:-0.4;Growth:+0.2;Quality:+0.1;Size:+0.6;Momentum:+0.9;LowVol:-0.3
null
10
30
4.3
hard 12%
201
22.5
Bull
11.9
4.95
3
83
41
69
53
false
Sell
Trim extended winner -1%
18
4
BrokerC
LMT
98
null
null
Normal monitoring
-50
-12
-62
4
false
Tighten stops on momentum names
P8897
Systematic
Taxable
USD
2024-07-08
1,191,170
115,511
1,075,659
1
56.7
23.1
15
5.2
IEF:23.3%;VTI:28.7%;AMZN:19.4%;MSFT:28.7%
US:66.7;EU:12.4;APAC:10.4;EM:10.0;Other:0.5
Value:+1.0;Growth:-0.4;Quality:+0.9;Size:+0.5;Momentum:+0.4;LowVol:-0.9
null
8
35
5.4
trailing 8%
216
25
Bear
27.4
3.01
2.4
170
-34
41
72
true
Hedge
Buy index puts 1% notional
32
1
BrokerD
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
21
-13
146
5
false
Increase defensive factor exposure
P8898
Hands-off
Trust
USD
2024-10-04
151,608
13,692
137,916
1
69.2
23.6
1.9
5.4
BND:26.5%;TLT:26.5%;XLF:26.5%;VNQ:20.5%
US:60.7;EU:17.2;APAC:10.6;EM:7.4;Other:4.2
Value:+0.2;Growth:-0.4;Quality:+0.6;Size:+1.0;Momentum:-0.7;LowVol:+0.3
MaxPos7%
8
25
3.3
trailing 10%
119
18.8
Bull
17.3
4.94
3
91
69
96
55
false
Rebalance
Shift +1% to bonds from equity
0
4
BrokerC
LMT
96
null
null
Normal monitoring
-6
12
-18
5
false
Tax-aware sells next window
P8899
Active
401k
USD
2025-11-10
1,850,595
165,514
1,685,081
1
61.4
28.7
0.2
9.7
AMZN:33.6%;IEF:32.8%;BRK.B:33.6%
US:70.2;EU:12.3;APAC:6.6;EM:6.0;Other:5.0
Value:+1.0;Growth:-0.2;Quality:+0.1;Size:-0.4;Momentum:-0.4;LowVol:+0.2
MaxPos7%
5
25
5.7
hard 12%
140
20.9
Bull
13.5
4.31
2.6
106
96
96
46
false
Buy
Add to core equity +1%
16
-26
BrokerD
LMT
98
null
null
Normal monitoring
68
-1
56
4
false
Monitor dispersion and breadth
P8900
Active
Taxable
USD
2025-10-11
2,474,456
154,491
2,319,965
1
64.9
18.7
8.6
7.8
AMZN:14.9%;VOO:21.0%;IEF:11.0%;MSFT:21.0%;VTI:21.0%;XLF:11.2%
US:69.4;EU:10.4;APAC:8.5;EM:7.5;Other:4.2
Value:-0.5;Growth:+0.1;Quality:-0.1;Size:-0.8;Momentum:-0.7;LowVol:-0.2
NoDerivatives
8
25
4.9
trailing 8%
131
20
Bear
34.7
3.39
2.3
137
-75
8
92
true
Hedge
Buy index puts 1% notional
2
-19
BrokerD
MKT
93
Drift>tolerance
Pause
Allocation drift beyond policy bands
82
-29
186
5
true
Increase defensive factor exposure