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
P8901
Systematic
IRA
USD
2024-10-27
430,435
35,597
394,838
1
59.7
33.4
0.6
6.2
BRK.B:25.0%;VOO:25.0%;QQQ:25.0%;HYG:25.0%
US:74.6;EU:12.5;APAC:6.5;EM:3.9;Other:2.6
Value:-0.7;Growth:+1.0;Quality:-0.1;Size:0.0;Momentum:-1.0;LowVol:-0.0
MaxPos5%
6
25
5.7
trailing 8%
177
22.5
Bull
11.6
3.79
2
112
116
100
31
false
Hedge
Add TLT +1% as duration hedge
33
-19
BrokerA
LMT
88
null
null
Normal monitoring
6
4
-15
4
false
Increase defensive factor exposure
P8902
Systematic
401k
USD
2024-11-20
1,232,040
118,111
1,113,929
1
60.2
30.7
0
9.1
TSLA:22.4%;BRK.B:22.4%;QQQ:14.0%;HYG:21.2%;MSFT:19.9%
US:61.4;EU:15.6;APAC:11.7;EM:7.2;Other:4.0
Value:-0.1;Growth:-0.3;Quality:+0.1;Size:+0.2;Momentum:+1.0;LowVol:-0.2
MaxPos5%
5
35
5.6
trailing 9%
172
17.2
Volatile
25.6
4.77
2.6
140
-2
52
64
false
Buy
Add to core equity +1%
-3
3
BrokerC
MKT
100
null
null
Normal monitoring
75
-2
101
5
false
Tax-aware sells next window
P8903
Opportunistic
IRA
USD
2024-10-02
899,836
79,247
820,589
1
77.4
10.9
6.4
5.4
TSLA:33.3%;AMZN:33.3%;IEF:33.3%
US:67.7;EU:12.8;APAC:7.9;EM:9.0;Other:2.7
Value:-0.4;Growth:-0.6;Quality:+0.6;Size:-0.6;Momentum:+0.6;LowVol:-0.3
null
8
35
4.4
hard 12%
257
23.6
Bull
11.7
4.02
2.2
74
7
42
48
true
Reduce
Cut high-beta by 2-3%, add cash
30
-5
BrokerD
MKT
87
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-44
9
5
5
false
Tighten stops on momentum names
P8904
Opportunistic
IRA
USD
2024-07-08
656,296
32,359
623,937
1.22
76.7
14.8
0
8.5
MSFT:28.2%;TLT:28.2%;QQQ:24.0%;VNQ:19.5%
US:62.6;EU:14.9;APAC:11.4;EM:7.1;Other:4.0
Value:+0.3;Growth:-0.6;Quality:+0.1;Size:-0.7;Momentum:-0.4;LowVol:-0.3
null
8
30
5.7
trailing 9%
233
23.3
Bull
14.1
4.33
2.7
101
87
95
49
false
Buy
Add to core equity +1%
-12
-2
BrokerD
LMT
91
null
null
Normal monitoring
71
-36
145
4
false
Increase defensive factor exposure
P8905
Hands-off
Trust
USD
2025-01-30
163,615
9,678
153,937
1
67.4
27.3
0
5.2
VTI:19.1%;MSFT:9.6%;BND:20.7%;HYG:20.7%;AMZN:19.6%;MUB:10.3%
US:62.3;EU:16.6;APAC:7.3;EM:10.1;Other:3.6
Value:+0.4;Growth:-0.5;Quality:-0.4;Size:+0.4;Momentum:+0.5;LowVol:+0.7
null
5
35
5.2
trailing 8%
162
15.8
Bull
16.9
3.76
3.3
71
103
100
60
false
Rebalance
Shift +1% to bonds from equity
31
6
BrokerB
LMT
90
null
null
Normal monitoring
89
-2
150
4
false
Increase defensive factor exposure
P8906
Systematic
Taxable
USD
2025-04-25
1,823,293
149,485
1,673,808
1
62.6
29.2
0
8.2
MSFT:18.7%;VNQ:18.9%;BRK.B:17.9%;XLF:15.6%;TSLA:14.5%;HYG:14.4%
US:62.9;EU:16.2;APAC:10.6;EM:8.0;Other:2.3
Value:0.0;Growth:+0.4;Quality:+0.7;Size:+0.7;Momentum:-0.1;LowVol:+0.1
MaxPos8%
10
25
5.6
trailing 8%
122
23.1
Sideways
19
3.65
2
127
-25
30
61
true
Hedge
Buy index puts 1% notional
34
-21
BrokerA
VWAP
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-42
-3
17
5
false
Tax-aware sells next window
P8907
Active
Taxable
USD
2024-12-21
1,160,934
72,900
1,088,034
1.1
62.8
29.4
2.5
5.3
IEF:21.5%;XLF:26.2%;HYG:26.2%;TLT:26.2%
US:62.1;EU:15.1;APAC:8.6;EM:9.7;Other:4.5
Value:-0.7;Growth:-0.3;Quality:+0.8;Size:-0.6;Momentum:-0.3;LowVol:-0.7
null
10
35
5
hard 12%
168
23.7
Bull
12.9
3.67
2.5
120
17
63
51
false
Rebalance
Shift +1% to bonds from equity
-4
-16
BrokerD
MKT
100
null
null
Normal monitoring
81
17
155
5
false
Monitor dispersion and breadth
P8908
Cautious
Trust
USD
2025-09-22
216,891
20,108
196,783
1
40.7
37.7
8.3
13.2
TLT:18.0%;AAPL:24.2%;MUB:9.6%;BRK.B:24.2%;AMZN:24.2%
US:63.9;EU:18.0;APAC:13.0;EM:3.7;Other:1.4
Value:+0.8;Growth:-0.7;Quality:-0.4;Size:+0.9;Momentum:+0.4;LowVol:-0.6
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
6
35
4
hard 10%
104
12.4
Volatile
23.3
3.96
2.2
159
-54
11
51
false
Rebalance
Shift +1% to bonds from equity
-7
0
BrokerB
LMT
93
null
null
Normal monitoring
106
-50
194
5
false
Tighten stops on momentum names
P8909
Hands-off
Taxable
USD
2024-08-30
594,831
42,976
551,855
1
65.3
27.6
0
7
QQQ:14.0%;MSFT:16.9%;AMZN:15.3%;BRK.B:12.8%;GLD:20.8%;TSLA:20.3%
US:61.0;EU:16.5;APAC:9.0;EM:11.1;Other:2.4
Value:+0.3;Growth:0.0;Quality:-0.4;Size:+0.8;Momentum:-0.4;LowVol:-0.6
MaxPos6%
7
30
4.1
trailing 8%
95
17.2
Bull
17.7
4.5
3
104
93
93
58
false
Sell
Trim extended winner -1%
-1
-11
BrokerA
LMT
86
null
null
Normal monitoring
-25
-57
28
5
false
Increase defensive factor exposure
P8910
Hands-off
Taxable
USD
2025-05-28
832,975
65,217
767,758
1
64
21.7
5.3
9
MUB:20.5%;MSFT:16.8%;IEF:10.1%;GLD:20.5%;TLT:13.7%;VNQ:18.5%
US:75.3;EU:8.8;APAC:11.6;EM:3.6;Other:0.8
Value:-0.0;Growth:-0.1;Quality:-0.3;Size:-0.3;Momentum:+0.6;LowVol:-0.3
ESGOnly
7
25
3.9
hard 10%
112
14.8
Sideways
17.5
4.98
2.2
119
47
87
60
false
Rebalance
Shift +1% to bonds from equity
1
-40
BrokerB
LMT
98
null
null
Normal monitoring
-47
-48
6
3
false
Within IPS guidelines
P8911
Opportunistic
Roth
USD
2025-10-01
357,927
12,844
345,083
1
75.4
20.6
0
4.1
TSLA:18.6%;VOO:15.3%;QQQ:17.1%;AAPL:7.3%;MSFT:20.9%;BND:20.9%
US:59.1;EU:18.2;APAC:11.4;EM:6.1;Other:5.2
Value:+0.7;Growth:-0.1;Quality:+0.2;Size:-0.6;Momentum:-0.0;LowVol:+0.4
null
6
25
6.2
hard 12%
220
34.4
Bull
14.6
3.65
2.5
96
56
83
59
false
Sell
Trim extended winner -1%
14
-14
BrokerD
LMT
98
null
null
Normal monitoring
7
-5
6
5
false
Increase defensive factor exposure
P8912
Hands-off
Roth
USD
2024-07-14
409,092
34,373
374,719
1
67.4
25.8
1.1
5.7
GLD:25.6%;VNQ:25.6%;QQQ:25.6%;TLT:23.3%
US:71.4;EU:9.2;APAC:11.1;EM:6.5;Other:1.8
Value:-0.6;Growth:+0.7;Quality:+0.7;Size:+0.5;Momentum:-0.6;LowVol:+0.9
null
8
30
4.8
trailing 8%
155
14.4
Bull
17
4.74
2.1
74
33
52
48
false
Sell
Trim extended winner -1%
8
-36
BrokerB
MKT
94
null
null
Normal monitoring
-36
-42
-42
4
false
Within IPS guidelines
P8913
Cautious
401k
USD
2024-07-25
292,749
36,940
255,809
1
44.5
34.1
4.2
17.2
MUB:26.8%;HYG:26.8%;AMZN:26.8%;IEF:19.7%
US:69.4;EU:14.3;APAC:10.4;EM:3.7;Other:2.2
Value:-0.0;Growth:+0.5;Quality:-0.6;Size:-0.2;Momentum:+0.6;LowVol:+0.2
NoMargin
6
25
6
trailing 8%
160
14.9
Volatile
27.6
4.92
4.1
125
63
66
63
false
Hedge
Add TLT +1% as duration hedge
9
-26
BrokerC
MKT
85
null
null
Normal monitoring
72
16
49
3
false
Increase defensive factor exposure
P8914
Opportunistic
Trust
USD
2025-08-19
1,125,248
69,352
1,055,896
1.12
68.6
21.3
5.7
4.4
IEF:24.2%;TLT:11.6%;HYG:21.4%;MUB:18.7%;GLD:24.2%
US:60.8;EU:13.9;APAC:15.8;EM:8.3;Other:1.1
Value:-0.4;Growth:-0.3;Quality:-0.8;Size:+0.4;Momentum:-0.4;LowVol:+0.4
MaxPos7%
7
30
5.1
hard 12%
185
28.5
Sideways
14.4
4.72
2.8
131
41
72
51
false
Rebalance
Shift +1% to bonds from equity
-11
-9
BrokerA
VWAP
97
null
null
Normal monitoring
28
-32
82
4
false
Increase defensive factor exposure
P8915
Cautious
Roth
USD
2024-08-24
690,033
89,453
600,580
1
47.5
32.1
4
16.4
TSLA:22.8%;VOO:12.2%;TLT:19.4%;QQQ:22.8%;AAPL:22.8%
US:66.9;EU:17.5;APAC:5.7;EM:6.0;Other:3.9
Value:+0.6;Growth:+0.1;Quality:-0.9;Size:+0.8;Momentum:-0.5;LowVol:+0.6
ESGOnly;NoMargin
6
25
3.2
trailing 8%
134
13
Sideways
18.4
4.35
2.9
101
52
79
40
false
Hedge
Add TLT +1% as duration hedge
-13
-36
BrokerB
MKT
92
null
null
Normal monitoring
95
-3
227
3
false
Within IPS guidelines
P8916
Hands-off
Taxable
USD
2024-10-01
815,769
41,417
774,352
1
71
20.6
0
8.4
AMZN:33.3%;HYG:33.3%;AAPL:33.3%
US:69.1;EU:7.6;APAC:11.7;EM:9.5;Other:2.1
Value:-0.9;Growth:-0.3;Quality:+0.5;Size:-0.2;Momentum:+0.1;LowVol:-0.9
NoDerivatives
8
25
4.6
trailing 8%
138
16.5
Volatile
30.5
5.03
3
167
-34
35
88
true
Reduce
Cut high-beta by 2-3%, add cash
5
2
BrokerB
LMT
100
VAR>budget
Reduce
Risk above budget threshold
51
11
15
5
false
Tighten stops on momentum names
P8917
Hands-off
Roth
USD
2025-10-30
697,340
52,330
645,010
1
69.4
21.8
0
8.8
XLF:22.8%;IEF:22.8%;MSFT:22.8%;AMZN:22.8%;MUB:8.8%
US:72.1;EU:6.1;APAC:10.0;EM:11.0;Other:0.7
Value:-0.3;Growth:+0.1;Quality:+1.0;Size:-0.3;Momentum:-0.1;LowVol:-0.4
null
10
30
5.3
trailing 10%
127
15.9
Bull
13.9
4.76
3.1
70
91
83
48
false
Sell
Trim extended winner -1%
24
-30
BrokerD
MKT
97
null
null
Normal monitoring
2
2
137
4
false
Monitor dispersion and breadth
P8918
Systematic
IRA
USD
2025-10-21
470,505
26,770
443,735
1
63.5
31.5
0
5
VNQ:23.7%;GLD:26.7%;AMZN:23.0%;MUB:26.7%
US:61.2;EU:9.1;APAC:16.8;EM:11.9;Other:1.0
Value:-0.8;Growth:+0.3;Quality:+0.4;Size:-0.6;Momentum:+0.7;LowVol:-0.4
null
8
30
5.7
hard 12%
167
24.2
Bear
24.1
3.66
1.5
145
-12
41
56
false
Rebalance
Shift +1% to bonds from equity
19
-5
BrokerB
LMT
98
null
null
Normal monitoring
-43
-57
77
3
false
Increase defensive factor exposure
P8919
Hands-off
Trust
USD
2025-11-14
497,817
33,924
463,893
1
74.4
17.7
2.8
5.1
IEF:17.4%;VNQ:21.2%;TSLA:22.0%;BND:17.5%;MSFT:22.0%
US:65.0;EU:15.0;APAC:11.8;EM:4.9;Other:3.2
Value:+0.6;Growth:+0.7;Quality:+0.1;Size:+0.1;Momentum:-0.0;LowVol:+0.7
MaxPos8%;NoDerivatives
5
30
5.6
hard 10%
91
18
Bull
12.3
3.57
3.1
82
70
78
54
false
Buy
Add to core equity +1%
1
-15
BrokerB
VWAP
93
null
null
Normal monitoring
35
-25
158
3
false
Increase defensive factor exposure
P8920
Opportunistic
Roth
USD
2024-09-11
951,510
41,712
909,798
1.18
70.7
14
10.5
4.7
TSLA:22.9%;HYG:22.9%;VNQ:22.9%;TLT:11.4%;XLF:19.8%
US:54.4;EU:20.1;APAC:14.4;EM:9.0;Other:2.0
Value:-0.4;Growth:-0.9;Quality:-0.8;Size:-0.5;Momentum:0.0;LowVol:+0.1
null
7
30
5.9
trailing 9%
205
30.6
Volatile
31.4
3.51
2
178
-38
34
78
true
Reduce
Cut high-beta by 2-3%, add cash
-7
13
BrokerD
MKT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-60
-6
24
3
true
Increase defensive factor exposure
P8921
Opportunistic
IRA
USD
2025-04-19
1,249,097
53,120
1,195,977
1
73
15.7
4.7
6.7
MSFT:23.5%;TLT:16.5%;GLD:23.5%;VOO:13.0%;VTI:23.5%
US:64.3;EU:16.1;APAC:9.3;EM:10.2;Other:0.1
Value:+0.8;Growth:+0.1;Quality:+0.4;Size:-0.1;Momentum:-0.6;LowVol:+0.1
MaxPos7%;NoDerivatives
5
35
5.3
trailing 9%
189
22.5
Volatile
31.5
4.11
2.6
175
-54
18
86
true
Rebalance
Rebalance back to target bands
-15
-14
BrokerD
MKT
97
VAR>budget
TightenStops
Risk above budget threshold
113
-47
101
5
false
Tax-aware sells next window
P8922
Hands-off
401k
USD
2025-04-07
853,164
34,970
818,194
1
62.7
28.9
0
8.4
VNQ:25.9%;QQQ:25.9%;TSLA:22.3%;TLT:25.9%
US:68.6;EU:14.0;APAC:10.7;EM:5.4;Other:1.2
Value:+0.8;Growth:+0.2;Quality:+0.5;Size:-0.3;Momentum:+0.1;LowVol:+0.4
MaxPos6%
5
35
4.8
hard 10%
159
13.4
Volatile
26.1
4.65
3.2
138
16
57
79
true
Reduce
Cut high-beta by 2-3%, add cash
16
-22
BrokerB
MKT
88
VAR>budget
Hedge
Risk above budget threshold
6
-25
62
4
false
Within IPS guidelines
P8923
Cautious
IRA
USD
2024-09-10
511,777
68,577
443,200
1
46.6
34.3
3.6
15.5
AMZN:33.3%;QQQ:33.3%;IEF:33.3%
US:61.1;EU:10.4;APAC:13.3;EM:12.7;Other:2.4
Value:+0.6;Growth:0.0;Quality:+0.6;Size:+0.2;Momentum:-0.4;LowVol:-0.0
NoMargin
5
25
5.2
trailing 10%
129
14.4
Bear
22.8
4.46
2.1
149
-101
5
52
false
Buy
Add to core equity +1%
17
13
BrokerC
LMT
99
null
null
Normal monitoring
61
-47
104
4
false
Tighten stops on momentum names
P8924
Active
Trust
USD
2024-12-21
1,157,181
131,683
1,025,498
1
54.4
31.2
7.8
6.6
MSFT:8.8%;TSLA:16.2%;VTI:21.9%;TLT:22.8%;VOO:22.8%;BRK.B:7.5%
US:61.4;EU:13.2;APAC:17.1;EM:5.2;Other:3.1
Value:+0.6;Growth:-0.4;Quality:+0.4;Size:+0.7;Momentum:+0.3;LowVol:-0.1
null
10
25
5.7
trailing 8%
191
22.9
Bull
14.9
4.31
2.8
119
20
61
45
true
Reduce
Cut high-beta by 2-3%, add cash
2
-37
BrokerA
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
36
-44
98
4
false
Increase defensive factor exposure
P8925
Opportunistic
401k
USD
2024-09-14
1,117,789
47,808
1,069,981
1
68.8
13.9
12.2
5.1
AMZN:21.8%;GLD:11.5%;VOO:12.0%;VNQ:21.8%;BRK.B:11.2%;QQQ:21.8%
US:63.0;EU:16.3;APAC:11.4;EM:8.1;Other:1.3
Value:-0.9;Growth:+1.0;Quality:-0.0;Size:-0.6;Momentum:+0.8;LowVol:-0.5
null
8
25
6.3
trailing 9%
174
30.3
Volatile
26.9
4.75
4.2
161
-15
52
78
true
Hedge
Buy index puts 1% notional
3
-8
BrokerC
LMT
85
VAR>budget
Reduce
Risk above budget threshold
70
17
179
4
false
Monitor dispersion and breadth
P8926
Systematic
401k
USD
2025-10-14
1,472,737
81,608
1,391,129
1
58.7
28.8
5.6
6.9
TSLA:11.3%;VNQ:25.5%;AAPL:25.5%;VTI:17.1%;MUB:20.6%
US:64.5;EU:16.0;APAC:7.1;EM:11.9;Other:0.5
Value:-0.6;Growth:+0.2;Quality:+0.7;Size:-0.2;Momentum:-0.4;LowVol:-0.3
NoDerivatives
10
35
5.8
trailing 9%
197
19
Bull
14.3
4.88
2.5
119
64
80
48
false
NoAction
Within bands; monitor
1
-6
BrokerD
MKT
0
null
null
Normal monitoring
-37
-40
83
4
false
Within IPS guidelines
P8927
Hands-off
Trust
USD
2025-10-29
700,905
46,354
654,551
1
66
27.2
0
6.8
IEF:20.9%;BRK.B:23.5%;AMZN:23.5%;VOO:15.8%;VNQ:16.3%
US:65.9;EU:14.3;APAC:6.5;EM:12.2;Other:1.1
Value:-0.1;Growth:+0.3;Quality:+0.2;Size:+0.1;Momentum:-0.0;LowVol:+0.5
ESGOnly;MaxPos8%
10
30
4.9
trailing 8%
133
13.3
Bear
23.5
4.48
1.4
140
-30
33
66
false
Buy
Add to core equity +1%
25
5
BrokerA
LMT
92
null
null
Normal monitoring
61
-9
37
3
false
Increase defensive factor exposure
P8928
Active
Roth
USD
2024-07-10
1,067,661
97,877
969,784
1
63
28.3
0.9
7.8
BRK.B:24.9%;HYG:24.9%;MSFT:24.7%;VTI:13.7%;XLF:11.9%
US:68.4;EU:11.5;APAC:11.7;EM:7.9;Other:0.6
Value:-0.6;Growth:-0.9;Quality:+0.8;Size:+1.0;Momentum:+0.9;LowVol:+1.0
null
10
25
4.8
trailing 9%
214
17.5
Bear
26.1
4.38
1.1
174
-62
9
80
true
Rebalance
Rebalance back to target bands
19
3
BrokerB
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
65
12
167
4
false
Increase defensive factor exposure
P8929
Opportunistic
401k
USD
2025-04-05
1,396,722
54,541
1,342,181
1
73.1
19.6
0.5
6.8
GLD:27.9%;VTI:27.9%;AMZN:16.3%;IEF:27.9%
US:64.1;EU:15.4;APAC:9.5;EM:9.4;Other:1.6
Value:-0.5;Growth:+0.7;Quality:+0.9;Size:+0.5;Momentum:-0.5;LowVol:-0.9
MaxPos6%
5
35
5.9
trailing 7%
261
31.9
Bull
14.5
3.78
2.9
101
116
100
52
false
Buy
Add to core equity +1%
-2
-24
BrokerB
VWAP
87
null
null
Normal monitoring
39
-32
19
4
false
Tax-aware sells next window
P8930
Active
Trust
USD
2024-12-01
1,985,496
128,379
1,857,117
1
60.4
29.4
2.5
7.7
HYG:10.9%;TSLA:25.7%;AAPL:25.7%;XLF:25.7%;GLD:12.0%
US:65.3;EU:6.8;APAC:12.0;EM:12.1;Other:3.9
Value:-0.8;Growth:+0.4;Quality:-0.4;Size:+0.6;Momentum:-0.8;LowVol:-0.0
NoDerivatives
5
25
5.5
hard 12%
162
27.6
Volatile
25.9
4.17
2.9
144
75
81
66
false
Rebalance
Shift +1% to bonds from equity
-13
9
BrokerB
MKT
90
null
null
Normal monitoring
3
-56
-34
3
false
Monitor dispersion and breadth
P8931
Active
Roth
USD
2025-12-12
1,614,228
178,794
1,435,434
1
54.3
27.5
11.6
6.6
AMZN:12.2%;GLD:7.5%;MSFT:20.4%;TSLA:20.4%;MUB:20.3%;BRK.B:19.2%
US:65.8;EU:12.8;APAC:12.2;EM:4.2;Other:5.0
Value:-0.3;Growth:-1.0;Quality:-0.0;Size:-0.3;Momentum:+0.7;LowVol:+0.8
null
5
25
4.3
trailing 9%
182
23.3
Volatile
24.6
5.3
3.7
120
71
99
70
false
Rebalance
Shift +1% to bonds from equity
29
-31
BrokerC
LMT
93
null
null
Normal monitoring
-5
18
123
3
false
Tax-aware sells next window
P8932
Active
Trust
USD
2024-12-01
1,117,571
124,349
993,222
1
52.1
22.7
16.6
8.7
BND:20.9%;BRK.B:26.4%;HYG:26.4%;QQQ:26.4%
US:77.0;EU:6.9;APAC:6.9;EM:7.8;Other:1.3
Value:-0.2;Growth:+0.2;Quality:-0.3;Size:-0.6;Momentum:-0.6;LowVol:-0.4
NoDerivatives
10
35
5.8
hard 12%
195
21.4
Volatile
24.6
3.66
3.6
147
46
73
56
false
Sell
Trim extended winner -1%
27
-19
BrokerB
MKT
91
null
null
Normal monitoring
54
-40
16
4
false
Monitor dispersion and breadth
P8933
Cautious
IRA
USD
2024-12-24
704,862
75,124
629,738
1
45.9
36.4
2.2
15.4
BND:33.3%;TSLA:33.3%;VTI:33.3%
US:63.0;EU:11.1;APAC:12.3;EM:8.8;Other:4.9
Value:-0.2;Growth:-0.9;Quality:-0.2;Size:-0.5;Momentum:+1.0;LowVol:-0.3
ESGOnly;NoMargin
8
30
4.8
trailing 8%
90
16
Sideways
16.6
4.16
2.4
110
27
59
36
false
Hedge
Add TLT +1% as duration hedge
-1
1
BrokerA
VWAP
95
null
null
Normal monitoring
32
-39
14
5
false
Within IPS guidelines
P8934
Active
Roth
USD
2025-04-04
1,498,462
132,123
1,366,339
1
69.2
21.1
4.7
5
AMZN:19.2%;BRK.B:26.9%;VNQ:26.9%;QQQ:26.9%
US:67.8;EU:11.5;APAC:14.3;EM:6.1;Other:0.3
Value:+0.2;Growth:+0.7;Quality:+0.4;Size:-0.4;Momentum:+0.1;LowVol:-0.9
null
5
25
4.3
trailing 8%
164
16.1
Volatile
30.9
3.93
2.9
151
-19
40
89
true
Rebalance
Rebalance back to target bands
31
-11
BrokerA
VWAP
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
40
-22
163
4
false
Within IPS guidelines
P8935
Opportunistic
Roth
USD
2025-09-14
750,903
62,864
688,039
1.17
76.2
10.9
4.4
8.5
AMZN:19.1%;MSFT:17.9%;VNQ:14.0%;QQQ:17.6%;MUB:15.9%;VOO:15.5%
US:60.4;EU:15.7;APAC:11.7;EM:10.3;Other:2.0
Value:-0.3;Growth:+0.6;Quality:-0.0;Size:-0.8;Momentum:+0.7;LowVol:-0.2
null
6
35
4.3
trailing 7%
165
22.2
Bear
22.1
3.29
1.1
165
-68
20
74
true
Hedge
Buy index puts 1% notional
7
-35
BrokerD
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
53
-11
150
5
false
Monitor dispersion and breadth
P8936
Opportunistic
Trust
USD
2025-03-07
1,152,303
49,838
1,102,465
1
62.1
15.6
18
4.3
VOO:18.8%;BRK.B:27.4%;MSFT:26.3%;TLT:27.4%
US:74.4;EU:8.9;APAC:6.4;EM:9.4;Other:1.0
Value:+0.6;Growth:+0.1;Quality:-0.0;Size:-0.6;Momentum:-0.7;LowVol:-0.4
null
6
25
6.2
trailing 9%
235
24.5
Volatile
21.1
4.9
2.4
180
-28
39
50
false
Hedge
Add TLT +1% as duration hedge
35
-25
BrokerA
MKT
95
null
null
Normal monitoring
-56
4
67
5
false
Monitor dispersion and breadth
P8937
Active
Trust
USD
2024-10-19
904,614
71,458
833,156
1
54.6
31.3
9
5.1
QQQ:25.9%;MUB:22.3%;BND:25.9%;TSLA:25.9%
US:67.4;EU:19.1;APAC:8.2;EM:3.2;Other:2.2
Value:+0.7;Growth:-0.4;Quality:+0.8;Size:+0.5;Momentum:0.0;LowVol:-0.3
NoDerivatives
10
35
5.7
trailing 8%
158
25.7
Volatile
20.4
3.68
4.3
174
32
56
43
false
Buy
Add to core equity +1%
4
-17
BrokerB
MKT
85
null
null
Normal monitoring
2
16
101
5
false
Increase defensive factor exposure
P8938
Active
Roth
USD
2025-05-22
1,052,838
89,800
963,038
1
65.6
28.9
0
5.5
MSFT:23.0%;GLD:18.1%;VNQ:15.2%;VTI:20.6%;IEF:23.0%
US:63.7;EU:17.4;APAC:7.9;EM:9.5;Other:1.5
Value:+0.6;Growth:-0.9;Quality:-0.6;Size:+0.6;Momentum:-0.5;LowVol:-0.7
MaxPos5%
8
25
5.3
trailing 9%
197
24.4
Bear
26.2
3.93
1
214
-103
5
74
true
Reduce
Cut high-beta by 2-3%, add cash
3
-28
BrokerD
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-53
9
84
3
false
Tax-aware sells next window
P8939
Hands-off
Roth
USD
2025-12-11
329,352
31,926
297,426
1
56.9
18.2
16.3
8.7
VOO:33.6%;VTI:32.8%;IEF:33.6%
US:57.0;EU:17.6;APAC:10.8;EM:12.6;Other:2.0
Value:+0.6;Growth:+0.5;Quality:-0.1;Size:-0.5;Momentum:-0.4;LowVol:+0.1
ESGOnly;MaxPos7%
8
35
3.3
trailing 8%
110
12.1
Bull
16.9
4.94
3.3
93
89
80
54
false
Buy
Add to core equity +1%
15
-33
BrokerD
MKT
92
null
null
Normal monitoring
79
14
109
5
false
Tax-aware sells next window
P8940
Opportunistic
Taxable
USD
2025-12-03
901,983
62,049
839,934
1
63.3
18.2
10.5
8
QQQ:23.6%;AAPL:23.6%;VOO:8.8%;VNQ:11.3%;AMZN:9.2%;BND:23.6%
US:70.9;EU:8.1;APAC:10.7;EM:6.9;Other:3.4
Value:+0.2;Growth:-0.4;Quality:+0.5;Size:+0.4;Momentum:-0.9;LowVol:-0.6
MaxPos6%
6
25
5.9
hard 12%
248
25.1
Volatile
23.4
5.24
2.6
132
3
45
55
false
Hedge
Add TLT +1% as duration hedge
-2
2
BrokerD
LMT
96
null
null
Normal monitoring
108
9
212
3
false
Tax-aware sells next window
P8941
Cautious
Trust
USD
2024-12-31
444,958
69,210
375,748
1
49.2
35.7
0
15.1
AMZN:14.0%;MUB:21.6%;VOO:21.2%;IEF:21.6%;XLF:21.6%
US:70.0;EU:10.2;APAC:13.3;EM:5.6;Other:0.9
Value:+0.1;Growth:-0.5;Quality:-0.8;Size:-0.4;Momentum:+0.2;LowVol:+0.7
ESGOnly;NoMargin
10
30
5.3
trailing 10%
138
18
Volatile
28.6
4.28
3.6
141
-53
31
58
true
Rebalance
Rebalance back to target bands
16
-32
BrokerB
VWAP
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
37
-15
48
3
false
Tax-aware sells next window
P8942
Active
Trust
USD
2024-10-15
717,637
68,317
649,320
1
64.4
26.4
0
9.2
VNQ:34.6%;MUB:30.8%;TLT:34.6%
US:58.4;EU:15.1;APAC:13.7;EM:8.8;Other:4.0
Value:+0.9;Growth:-0.3;Quality:-0.1;Size:+0.2;Momentum:+1.0;LowVol:+0.3
NoDerivatives
10
30
5.3
trailing 8%
124
23.8
Bull
16.4
4.54
2.8
83
118
100
59
false
Sell
Trim extended winner -1%
32
-5
BrokerC
MKT
87
null
null
Normal monitoring
-8
17
77
4
false
Monitor dispersion and breadth
P8943
Active
Trust
USD
2025-04-15
1,927,570
205,169
1,722,401
1
60.9
26.5
5.4
7.1
MUB:25.0%;HYG:25.0%;TLT:25.0%;VOO:25.0%
US:64.5;EU:16.9;APAC:11.3;EM:4.2;Other:3.2
Value:0.0;Growth:-0.1;Quality:-0.2;Size:-0.2;Momentum:+0.9;LowVol:-0.2
null
10
25
4.2
trailing 8%
167
24.8
Sideways
21.4
3.82
3.2
97
7
46
51
false
Sell
Trim extended winner -1%
31
-31
BrokerB
LMT
93
null
null
Normal monitoring
-21
-50
17
3
false
Tax-aware sells next window
P8944
Systematic
401k
USD
2025-08-03
1,612,262
97,771
1,514,491
1
62
31
1.2
5.9
AMZN:17.4%;BND:9.8%;MUB:16.4%;VNQ:14.0%;AAPL:21.2%;HYG:21.2%
US:67.2;EU:16.4;APAC:6.8;EM:5.2;Other:4.4
Value:-0.5;Growth:+0.9;Quality:+0.9;Size:+0.4;Momentum:+0.8;LowVol:+0.8
null
7
30
4.3
hard 12%
135
18.7
Volatile
25
4.69
2
150
54
65
60
false
Hedge
Add TLT +1% as duration hedge
20
-17
BrokerA
MKT
85
null
null
Normal monitoring
-18
-59
97
5
false
Monitor dispersion and breadth
P8945
Systematic
Trust
USD
2025-12-23
532,581
33,506
499,075
1
66.6
27
0
6.4
TSLA:33.3%;IEF:33.3%;AMZN:33.3%
US:64.7;EU:10.7;APAC:13.8;EM:6.7;Other:4.1
Value:+0.6;Growth:0.0;Quality:+0.5;Size:-0.7;Momentum:+0.1;LowVol:+0.1
NoDerivatives
6
25
4.6
trailing 8%
183
26.6
Bull
14
3.93
3.1
117
81
83
50
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-20
BrokerB
LMT
91
VAR>budget
Hedge
Risk above budget threshold
44
1
98
5
false
Tax-aware sells next window
P8946
Cautious
Roth
USD
2025-05-09
588,022
85,844
502,178
1
46.6
40.6
0
12.8
IEF:14.8%;TSLA:14.8%;QQQ:22.0%;GLD:22.0%;HYG:18.9%;AMZN:7.6%
US:59.4;EU:17.1;APAC:12.9;EM:6.0;Other:4.6
Value:-0.2;Growth:-0.6;Quality:-0.1;Size:+0.7;Momentum:+0.5;LowVol:+0.2
ESGOnly;NoMargin
7
30
4.9
trailing 8%
115
14.7
Volatile
24.5
4.37
2.1
162
2
47
49
false
Rebalance
Shift +1% to bonds from equity
25
-32
BrokerA
MKT
98
null
null
Normal monitoring
87
-33
187
3
false
Tax-aware sells next window
P8947
Opportunistic
IRA
USD
2024-11-29
372,337
33,454
338,883
1
70.1
15.8
9.3
4.8
MSFT:25.0%;HYG:25.0%;XLF:25.0%;AMZN:25.0%
US:63.1;EU:12.9;APAC:11.5;EM:9.1;Other:3.4
Value:+0.6;Growth:-0.9;Quality:+0.5;Size:-0.2;Momentum:-0.6;LowVol:-0.4
MaxPos6%;NoDerivatives
7
30
6.2
hard 12%
257
24.5
Volatile
21.1
4.47
3.8
158
70
92
54
false
Rebalance
Shift +1% to bonds from equity
5
-19
BrokerC
VWAP
88
null
null
Normal monitoring
38
0
75
5
false
Increase defensive factor exposure
P8948
Hands-off
401k
USD
2025-07-01
723,697
36,388
687,309
1
57.7
28.7
4.1
9.4
VNQ:24.6%;BND:37.7%;HYG:37.7%
US:63.8;EU:12.7;APAC:13.5;EM:7.4;Other:2.7
Value:-0.8;Growth:-0.6;Quality:-0.8;Size:-1.0;Momentum:+0.9;LowVol:+0.7
ESGOnly
8
35
5.3
trailing 8%
131
13.3
Bull
12.6
3.61
3.5
108
54
81
43
false
Rebalance
Shift +1% to bonds from equity
20
-27
BrokerA
MKT
97
null
null
Normal monitoring
-38
-40
73
4
false
Tax-aware sells next window
P8949
Cautious
IRA
USD
2024-12-07
350,824
52,945
297,879
1
46.4
32.1
6
15.5
TSLA:34.2%;XLF:34.2%;MSFT:31.7%
US:71.7;EU:13.3;APAC:7.0;EM:7.8;Other:0.2
Value:+0.7;Growth:-0.8;Quality:-0.2;Size:+0.2;Momentum:-0.8;LowVol:-0.8
MaxPos8%;NoMargin
7
30
3.8
trailing 8%
157
17.8
Volatile
30.1
5.08
3.5
126
45
81
74
true
Rebalance
Rebalance back to target bands
19
15
BrokerD
MKT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
5
-7
65
4
false
Monitor dispersion and breadth
P8950
Systematic
Taxable
USD
2024-09-15
923,344
62,616
860,728
1
55.9
25.4
12.7
6
HYG:26.2%;VOO:26.2%;IEF:26.2%;VNQ:21.3%
US:69.6;EU:9.5;APAC:9.1;EM:9.0;Other:2.8
Value:-0.2;Growth:+0.8;Quality:-0.3;Size:+0.1;Momentum:+0.8;LowVol:-0.9
MaxPos5%
6
30
4.9
hard 12%
227
21.7
Bull
17.7
3.83
3.3
108
10
43
38
false
NoAction
Within bands; monitor
9
13
BrokerB
MKT
0
null
null
Normal monitoring
27
13
155
5
false
Within IPS guidelines
P8951
Hands-off
401k
USD
2025-11-23
766,937
60,442
706,495
1
67.1
20.9
3.4
8.6
HYG:16.1%;AMZN:8.1%;VOO:16.5%;IEF:13.0%;TSLA:23.1%;VTI:23.1%
US:70.3;EU:10.3;APAC:8.0;EM:8.3;Other:3.2
Value:-0.1;Growth:+0.1;Quality:-0.1;Size:-0.5;Momentum:+0.4;LowVol:-0.5
null
7
30
5.9
trailing 10%
134
19.1
Bull
17.2
3.8
3.3
96
106
100
60
false
NoAction
Within bands; monitor
-14
1
BrokerB
LMT
85
null
null
Normal monitoring
118
-10
86
4
false
Increase defensive factor exposure
P8952
Opportunistic
401k
USD
2024-08-04
1,354,721
116,118
1,238,603
1.17
66
11.5
15.2
7.3
AAPL:22.8%;TSLA:11.8%;VNQ:22.8%;HYG:22.8%;XLF:19.7%
US:64.9;EU:13.6;APAC:9.0;EM:8.6;Other:3.9
Value:+0.8;Growth:-0.5;Quality:-0.2;Size:+0.4;Momentum:-0.3;LowVol:-0.5
MaxPos6%
7
35
5.3
trailing 7%
163
31.9
Sideways
16.3
4.69
2.9
120
-24
42
47
false
Rebalance
Shift +1% to bonds from equity
17
6
BrokerA
MKT
86
null
null
Normal monitoring
89
19
75
5
false
Monitor dispersion and breadth
P8953
Opportunistic
Taxable
USD
2024-10-11
587,360
38,440
548,920
1
71.9
16
3.8
8.3
HYG:19.6%;AMZN:22.7%;XLF:22.3%;QQQ:12.7%;MSFT:22.7%
US:63.4;EU:11.5;APAC:12.7;EM:10.8;Other:1.6
Value:+0.2;Growth:-0.9;Quality:-0.3;Size:+0.2;Momentum:+0.9;LowVol:+0.7
MaxPos8%;NoDerivatives
5
25
4.3
trailing 9%
223
30.1
Bull
15.3
4.22
2.3
73
117
100
46
false
Sell
Trim extended winner -1%
6
-8
BrokerA
MKT
96
null
null
Normal monitoring
-21
-2
80
5
false
Tax-aware sells next window
P8954
Cautious
401k
USD
2024-12-27
221,038
18,099
202,939
1
48.6
41.2
0
10.1
IEF:22.0%;TLT:12.1%;BND:22.0%;AAPL:21.9%;VOO:22.0%
US:75.5;EU:12.8;APAC:6.2;EM:5.3;Other:0.2
Value:+0.9;Growth:+0.4;Quality:-0.6;Size:+0.2;Momentum:-0.1;LowVol:+0.8
ESGOnly;NoMargin
5
30
4.3
trailing 10%
144
14.8
Bear
33.6
3.98
2.2
134
-1
42
76
true
Reduce
Cut high-beta by 2-3%, add cash
26
-11
BrokerA
MKT
88
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
38
-44
108
4
false
Tax-aware sells next window
P8955
Opportunistic
401k
USD
2025-12-02
1,597,321
96,720
1,500,601
1
65
19.3
11.5
4.2
BND:28.1%;IEF:15.8%;VTI:28.1%;HYG:28.1%
US:64.4;EU:15.8;APAC:9.8;EM:5.2;Other:4.8
Value:-0.4;Growth:+0.1;Quality:-0.3;Size:+0.8;Momentum:-0.6;LowVol:+0.7
null
8
35
5
trailing 9%
248
26.5
Volatile
20.5
4.23
4.2
145
46
66
64
false
Rebalance
Shift +1% to bonds from equity
31
2
BrokerB
LMT
97
null
null
Normal monitoring
111
-10
209
5
false
Monitor dispersion and breadth
P8956
Hands-off
IRA
USD
2025-06-09
160,355
15,114
145,241
1
67.6
24.9
1.8
5.8
GLD:10.7%;TSLA:12.7%;QQQ:9.3%;VTI:23.3%;HYG:23.3%;XLF:20.6%
US:65.9;EU:10.7;APAC:12.7;EM:9.0;Other:1.7
Value:+0.5;Growth:+0.5;Quality:+0.5;Size:+0.8;Momentum:-0.3;LowVol:-0.9
ESGOnly;MaxPos6%;NoDerivatives
7
35
4.2
hard 10%
109
18
Sideways
19.4
3.51
2.2
125
34
61
53
false
Buy
Add to core equity +1%
12
-15
BrokerB
MKT
95
null
null
Normal monitoring
49
-6
71
4
false
Increase defensive factor exposure
P8957
Active
Trust
USD
2025-01-16
863,927
67,505
796,422
1
68.5
24.9
0
6.6
IEF:28.0%;MSFT:28.0%;MUB:15.9%;VNQ:28.0%
US:69.9;EU:9.5;APAC:10.7;EM:9.8;Other:0.0
Value:-0.8;Growth:-0.2;Quality:+0.4;Size:+0.7;Momentum:+0.8;LowVol:-0.7
MaxPos7%
10
25
5.7
trailing 8%
179
18.8
Sideways
19.1
4.89
3.1
135
10
54
55
false
Hedge
Add TLT +1% as duration hedge
3
-34
BrokerA
MKT
98
null
null
Normal monitoring
-13
-19
103
4
false
Tighten stops on momentum names
P8958
Active
IRA
USD
2025-06-24
1,731,110
193,040
1,538,070
1
54.3
24.7
11.7
9.4
IEF:19.5%;XLF:7.6%;BND:18.9%;TSLA:14.3%;AAPL:20.6%;MSFT:19.1%
US:65.9;EU:16.7;APAC:10.3;EM:6.2;Other:0.9
Value:+0.4;Growth:+0.9;Quality:-0.9;Size:-0.0;Momentum:-0.5;LowVol:-0.3
NoDerivatives
6
35
4.1
trailing 9%
173
18.6
Volatile
28.8
4.15
3.7
116
-23
33
60
false
Rebalance
Shift +1% to bonds from equity
24
7
BrokerB
VWAP
87
null
null
Normal monitoring
95
-7
92
4
false
Tax-aware sells next window
P8959
Systematic
Roth
USD
2025-11-28
1,984,766
183,388
1,801,378
1
69
22.5
2.3
6.2
AAPL:33.3%;BRK.B:33.3%;XLF:33.3%
US:66.0;EU:9.2;APAC:14.4;EM:6.8;Other:3.7
Value:+0.4;Growth:-0.7;Quality:-0.1;Size:+0.9;Momentum:-0.4;LowVol:+0.7
null
5
25
5.9
trailing 8%
133
19.2
Volatile
26.8
4.39
2.5
125
-11
30
67
true
Hedge
Buy index puts 1% notional
29
3
BrokerD
LMT
100
VAR>budget
Pause
Risk above budget threshold
32
-5
62
2
false
Monitor dispersion and breadth
P8960
Cautious
Taxable
USD
2025-07-04
779,733
74,263
705,470
1
44.1
30.1
10
15.8
QQQ:33.3%;VOO:33.3%;AAPL:33.3%
US:72.4;EU:16.8;APAC:6.2;EM:4.2;Other:0.3
Value:-0.7;Growth:-0.7;Quality:+0.8;Size:-0.3;Momentum:-1.0;LowVol:+0.7
MaxPos7%;NoMargin
7
35
4.5
trailing 8%
90
13.3
Sideways
19.2
3.55
3.5
122
-19
28
54
false
Buy
Add to core equity +1%
29
-6
BrokerA
VWAP
95
null
null
Normal monitoring
-21
-52
-45
5
false
Tighten stops on momentum names
P8961
Cautious
Trust
USD
2025-11-17
276,677
28,520
248,157
1
35.6
41.9
5.5
17
VTI:12.1%;VNQ:25.2%;MUB:15.0%;GLD:22.6%;VOO:25.2%
US:60.2;EU:13.9;APAC:12.8;EM:11.6;Other:1.6
Value:+0.3;Growth:+0.7;Quality:-1.0;Size:-0.7;Momentum:0.0;LowVol:+0.6
ESGOnly;MaxPos7%;NoMargin
8
25
3.7
hard 10%
130
16
Bull
11.8
4.43
2.4
98
82
86
21
false
Rebalance
Shift +1% to bonds from equity
12
-1
BrokerD
MKT
100
null
null
Normal monitoring
79
12
66
5
false
Within IPS guidelines
P8962
Opportunistic
IRA
USD
2025-04-17
771,332
29,579
741,753
1
61.7
16.5
16.9
4.9
VNQ:34.7%;MUB:34.7%;XLF:30.5%
US:68.2;EU:15.4;APAC:7.6;EM:8.3;Other:0.6
Value:-0.3;Growth:+0.7;Quality:-0.7;Size:-0.3;Momentum:-0.9;LowVol:-0.2
null
5
35
5.9
trailing 9%
186
33.5
Sideways
15.9
4.97
2.5
104
36
64
49
false
Sell
Trim extended winner -1%
-14
-32
BrokerD
MKT
91
null
null
Normal monitoring
53
-35
66
4
false
Tighten stops on momentum names
P8963
Active
Roth
USD
2025-01-22
927,808
84,330
843,478
1.14
50.5
24.4
17.7
7.4
MSFT:27.2%;AAPL:27.2%;VTI:13.6%;XLF:12.9%;VOO:19.1%
US:73.0;EU:9.9;APAC:13.2;EM:3.3;Other:0.6
Value:-0.2;Growth:+0.7;Quality:+0.4;Size:-0.9;Momentum:-0.5;LowVol:-0.6
null
6
35
5.9
hard 12%
156
25.5
Volatile
27.1
5.13
2.2
150
-13
47
60
true
Hedge
Buy index puts 1% notional
20
-33
BrokerD
MKT
98
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
101
-53
116
5
true
Tighten stops on momentum names
P8964
Cautious
Roth
USD
2025-08-07
721,464
108,257
613,207
1
39.6
36.6
8
15.8
BRK.B:33.3%;TLT:33.3%;MUB:33.3%
US:70.3;EU:9.7;APAC:8.3;EM:10.5;Other:1.2
Value:-0.6;Growth:-0.9;Quality:+0.4;Size:+0.2;Momentum:-0.6;LowVol:-0.2
MaxPos6%;NoDerivatives;NoMargin
5
30
3
hard 10%
139
13
Bull
17.2
4.27
3.1
113
96
100
40
false
Rebalance
Shift +1% to bonds from equity
27
11
BrokerA
LMT
92
null
null
Normal monitoring
7
-44
131
3
false
Tax-aware sells next window
P8965
Active
Roth
USD
2024-11-06
1,312,741
128,949
1,183,792
1
57.3
26.7
9.4
6.7
IEF:19.5%;GLD:16.2%;QQQ:19.0%;MSFT:20.8%;VTI:5.9%;HYG:18.7%
US:73.8;EU:9.6;APAC:11.4;EM:3.4;Other:1.9
Value:-0.5;Growth:-0.3;Quality:+0.3;Size:-0.0;Momentum:+0.2;LowVol:+0.8
NoDerivatives
6
35
5.4
trailing 9%
120
25.7
Bull
17.2
4.12
3
71
25
73
48
false
Buy
Add to core equity +1%
2
-33
BrokerD
LMT
100
null
null
Normal monitoring
77
-15
83
4
false
Within IPS guidelines
P8966
Cautious
Trust
USD
2025-03-14
430,829
41,877
388,952
1
45.1
38.6
0
16.2
TSLA:10.1%;MUB:21.1%;BND:20.4%;AMZN:17.7%;VNQ:16.1%;TLT:14.5%
US:59.7;EU:14.5;APAC:10.3;EM:13.1;Other:2.5
Value:+0.3;Growth:+0.3;Quality:+0.7;Size:-0.3;Momentum:+0.9;LowVol:+0.7
NoDerivatives;NoMargin
10
25
5.6
hard 10%
108
14.3
Sideways
18.9
3.6
2.6
121
40
63
45
false
Rebalance
Shift +1% to bonds from equity
3
-27
BrokerD
VWAP
89
null
null
Normal monitoring
76
-32
79
5
false
Monitor dispersion and breadth
P8967
Active
401k
USD
2024-08-23
1,848,034
173,730
1,674,304
1
63.8
21.2
8.9
6.1
AAPL:16.9%;HYG:28.9%;MUB:28.9%;BRK.B:25.4%
US:66.2;EU:17.4;APAC:9.2;EM:6.2;Other:1.1
Value:+0.9;Growth:-0.9;Quality:+0.3;Size:-0.2;Momentum:+0.4;LowVol:+1.0
MaxPos5%
5
25
5
hard 12%
183
16.9
Bull
16
4.09
2.8
113
8
62
49
false
Rebalance
Shift +1% to bonds from equity
11
-9
BrokerA
VWAP
95
null
null
Normal monitoring
4
16
115
3
false
Tighten stops on momentum names
P8968
Active
Taxable
USD
2025-04-03
1,928,348
136,730
1,791,618
1
62.7
25.1
5.4
6.9
IEF:28.1%;BRK.B:28.1%;BND:15.7%;GLD:28.1%
US:64.5;EU:14.0;APAC:13.4;EM:3.5;Other:4.6
Value:+0.2;Growth:-0.8;Quality:-0.1;Size:+0.4;Momentum:+1.0;LowVol:-0.7
null
5
30
4.7
trailing 9%
201
19.6
Volatile
25.7
4.3
3.9
177
18
66
59
false
Sell
Trim extended winner -1%
25
-27
BrokerB
MKT
85
null
null
Normal monitoring
-46
-35
50
5
false
Monitor dispersion and breadth
P8969
Systematic
Trust
USD
2024-08-04
1,459,040
87,840
1,371,200
1
62.8
29.8
0
7.4
XLF:28.7%;VTI:13.8%;QQQ:28.7%;MSFT:28.7%
US:60.5;EU:13.9;APAC:13.2;EM:8.0;Other:4.4
Value:-0.8;Growth:-0.8;Quality:-0.9;Size:-0.4;Momentum:+0.4;LowVol:+0.7
null
10
30
5.6
trailing 8%
213
26.8
Sideways
18.9
4.78
2.8
110
16
51
56
false
Rebalance
Shift +1% to bonds from equity
8
-38
BrokerA
VWAP
89
null
null
Normal monitoring
100
-46
172
3
false
Tax-aware sells next window
P8970
Hands-off
Roth
USD
2025-10-13
459,532
41,651
417,881
1
63.1
20.6
10.5
5.8
IEF:25.0%;GLD:25.0%;QQQ:25.0%;XLF:25.0%
US:56.2;EU:16.5;APAC:13.5;EM:8.8;Other:5.0
Value:-0.5;Growth:-0.9;Quality:+0.9;Size:+0.1;Momentum:-0.5;LowVol:-0.5
ESGOnly
7
25
4.9
trailing 8%
140
12.5
Bull
16
3.55
3.3
90
41
57
46
false
Rebalance
Shift +1% to bonds from equity
-9
5
BrokerB
LMT
94
null
null
Normal monitoring
26
-41
97
5
false
Tighten stops on momentum names
P8971
Systematic
401k
USD
2025-11-29
1,804,145
119,180
1,684,965
1
55.4
29.7
5.9
9.1
HYG:22.0%;VOO:22.0%;AAPL:18.5%;TLT:15.5%;VNQ:22.0%
US:62.2;EU:19.0;APAC:7.1;EM:7.1;Other:4.7
Value:-0.7;Growth:+0.2;Quality:+0.7;Size:+0.5;Momentum:-0.2;LowVol:+0.7
MaxPos7%
10
25
5.4
trailing 9%
171
27.8
Sideways
18.6
4.09
2.6
105
-14
42
41
false
Rebalance
Shift +1% to bonds from equity
29
14
BrokerC
MKT
93
null
null
Normal monitoring
-31
-53
-61
4
false
Monitor dispersion and breadth
P8972
Systematic
Taxable
USD
2025-03-02
1,259,982
76,250
1,183,732
1
63.1
21.6
8.4
6.8
BND:26.7%;VTI:26.7%;BRK.B:26.7%;TSLA:19.9%
US:70.3;EU:14.2;APAC:11.0;EM:4.3;Other:0.2
Value:+0.5;Growth:-0.7;Quality:-0.8;Size:+0.9;Momentum:-0.5;LowVol:+0.5
null
6
25
4.2
trailing 8%
120
17.7
Sideways
16.6
4.49
2.9
117
43
76
60
true
Reduce
Cut high-beta by 2-3%, add cash
30
2
BrokerA
LMT
99
RegimeShift
Hedge
Volatility spike and breadth deterioration
2
-26
-21
3
false
Tighten stops on momentum names
P8973
Active
Roth
USD
2024-09-04
592,717
38,872
553,845
1
61
25.9
5.1
8
GLD:23.9%;QQQ:23.9%;TLT:17.6%;AMZN:20.8%;XLF:13.7%
US:72.6;EU:6.7;APAC:6.8;EM:12.1;Other:1.8
Value:-0.0;Growth:-0.3;Quality:-0.9;Size:-0.6;Momentum:+0.4;LowVol:-0.1
MaxPos5%;NoDerivatives
10
30
5.3
trailing 9%
187
27.2
Bull
11.9
4.25
2.5
110
91
80
46
false
Rebalance
Shift +1% to bonds from equity
16
14
BrokerC
MKT
92
null
null
Normal monitoring
-15
-31
119
4
false
Increase defensive factor exposure
P8974
Cautious
Roth
USD
2024-08-29
763,500
90,450
673,050
1
52.9
31.8
3.3
11.9
BND:21.1%;GLD:21.1%;AMZN:7.9%;BRK.B:17.4%;MSFT:19.0%;TLT:13.4%
US:70.3;EU:7.9;APAC:6.6;EM:11.9;Other:3.4
Value:-0.7;Growth:+0.5;Quality:+0.8;Size:-0.2;Momentum:-0.8;LowVol:-0.1
ESGOnly;NoMargin
8
30
3.8
trailing 10%
161
13.3
Volatile
25.8
3.64
2.8
144
10
45
73
true
Reduce
Cut high-beta by 2-3%, add cash
-13
12
BrokerB
MKT
97
VAR>budget
Hedge
Risk above budget threshold
35
-52
114
2
false
Monitor dispersion and breadth
P8975
Opportunistic
401k
USD
2024-12-05
785,142
23,929
761,213
1
68.5
15.6
11.3
4.7
QQQ:24.4%;GLD:16.8%;TSLA:24.4%;BND:10.1%;VNQ:24.4%
US:72.7;EU:9.3;APAC:6.9;EM:10.7;Other:0.4
Value:+0.7;Growth:+0.4;Quality:+0.9;Size:-0.7;Momentum:+1.0;LowVol:-0.0
NoDerivatives
6
25
5.7
trailing 7%
193
24
Bull
16
4.85
3.2
83
15
54
57
false
Rebalance
Shift +1% to bonds from equity
-3
-37
BrokerB
LMT
90
null
null
Normal monitoring
96
-9
141
3
false
Monitor dispersion and breadth
P8976
Hands-off
401k
USD
2024-11-22
562,876
27,250
535,626
1
72
19.5
0
8.5
BRK.B:25.9%;MUB:25.9%;TLT:25.9%;GLD:22.2%
US:64.6;EU:10.8;APAC:12.3;EM:9.3;Other:2.9
Value:-0.1;Growth:-0.7;Quality:+0.6;Size:+0.3;Momentum:0.0;LowVol:+0.5
MaxPos7%
8
25
3.1
trailing 10%
94
15.8
Sideways
21.7
3.73
2.3
100
-19
43
64
false
Sell
Trim extended winner -1%
14
-4
BrokerB
MKT
97
null
null
Normal monitoring
0
5
-28
4
false
Within IPS guidelines
P8977
Opportunistic
Taxable
USD
2025-07-23
1,288,044
49,048
1,238,996
1.23
73.6
18.4
0
8.1
BRK.B:26.0%;TLT:22.0%;MUB:26.0%;GLD:26.0%
US:65.8;EU:12.6;APAC:7.6;EM:9.5;Other:4.5
Value:-0.2;Growth:-0.1;Quality:-0.8;Size:+0.2;Momentum:-0.7;LowVol:-0.6
MaxPos7%;NoDerivatives
6
30
5.9
hard 12%
265
33.4
Volatile
31.5
4.54
3
165
-26
44
77
true
Hedge
Buy index puts 1% notional
23
11
BrokerD
LMT
85
RegimeShift
Hedge
Volatility spike and breadth deterioration
93
-60
140
4
false
Within IPS guidelines
P8978
Opportunistic
Taxable
USD
2025-06-23
1,657,559
105,032
1,552,527
1.12
65.8
18.7
8.2
7.2
TSLA:23.6%;BRK.B:12.5%;XLF:23.6%;BND:22.6%;GLD:17.7%
US:61.5;EU:20.2;APAC:6.6;EM:8.9;Other:2.9
Value:+0.5;Growth:+0.5;Quality:+0.2;Size:-0.4;Momentum:+0.6;LowVol:+1.0
MaxPos8%
10
30
6.9
trailing 9%
180
32.8
Volatile
27.8
3.64
2.2
166
-52
21
68
false
NoAction
Within bands; monitor
11
14
BrokerA
MKT
0
null
null
Normal monitoring
112
-36
220
4
false
Tax-aware sells next window
P8979
Hands-off
401k
USD
2025-11-19
843,155
41,638
801,517
1
64.8
20.6
5.6
9
TSLA:37.9%;QQQ:24.3%;BRK.B:37.9%
US:69.9;EU:11.6;APAC:7.4;EM:9.9;Other:1.1
Value:-0.3;Growth:-0.6;Quality:-0.1;Size:-1.0;Momentum:-0.2;LowVol:-0.6
ESGOnly;NoDerivatives
5
30
4.1
hard 10%
113
15.8
Bull
17.7
3.82
3.2
111
59
85
62
true
Hedge
Buy index puts 1% notional
3
-23
BrokerB
LMT
89
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
32
-30
145
4
false
Monitor dispersion and breadth
P8980
Opportunistic
Roth
USD
2025-03-28
1,144,569
69,828
1,074,741
1
68.7
18.9
7.3
5.1
BRK.B:33.3%;GLD:33.3%;MUB:33.3%
US:65.7;EU:15.7;APAC:12.8;EM:5.2;Other:0.5
Value:+0.8;Growth:-0.3;Quality:-0.6;Size:-0.6;Momentum:-0.7;LowVol:+0.9
null
8
30
5.9
trailing 9%
235
25.2
Volatile
26.3
4.12
2.8
168
13
58
65
false
Sell
Trim extended winner -1%
20
-36
BrokerC
MKT
98
null
null
Normal monitoring
10
2
31
5
false
Within IPS guidelines
P8981
Opportunistic
401k
USD
2024-12-07
1,701,062
129,450
1,571,612
1
65.7
13.2
12.5
8.6
HYG:21.3%;BRK.B:11.1%;GLD:22.7%;TSLA:8.0%;QQQ:14.2%;MUB:22.7%
US:58.0;EU:9.8;APAC:16.0;EM:10.6;Other:5.6
Value:+0.7;Growth:+0.5;Quality:+0.3;Size:-0.1;Momentum:+0.3;LowVol:+0.2
MaxPos8%;NoDerivatives
5
35
6.4
trailing 9%
264
22.2
Volatile
27.1
3.81
2.3
178
57
74
75
true
Rebalance
Rebalance back to target bands
5
-17
BrokerA
LMT
89
RegimeShift
Hedge
Volatility spike and breadth deterioration
20
7
75
5
false
Tighten stops on momentum names
P8982
Systematic
Trust
USD
2024-09-08
783,196
34,116
749,080
1
62.5
20.7
10.8
6.1
AMZN:33.3%;HYG:33.3%;MSFT:33.3%
US:71.7;EU:9.5;APAC:11.3;EM:4.4;Other:3.0
Value:+0.9;Growth:-0.7;Quality:-0.5;Size:-0.2;Momentum:+0.6;LowVol:-0.3
null
7
30
4.4
trailing 8%
134
21.7
Bull
11.8
3.87
3.2
112
88
81
44
false
Sell
Trim extended winner -1%
20
-26
BrokerA
MKT
94
null
null
Normal monitoring
24
-48
94
3
false
Increase defensive factor exposure
P8983
Cautious
Roth
USD
2024-07-07
889,753
136,847
752,906
1
46.7
37.3
0
16
VOO:33.3%;BND:33.3%;MSFT:33.3%
US:63.9;EU:8.7;APAC:14.8;EM:11.8;Other:0.9
Value:+1.0;Growth:+0.9;Quality:-0.5;Size:+1.0;Momentum:+0.1;LowVol:-0.8
ESGOnly;MaxPos5%;NoMargin
7
35
3.5
trailing 8%
151
17.3
Bull
17.4
4.32
3.2
105
33
73
45
false
Buy
Add to core equity +1%
27
-28
BrokerD
LMT
92
null
null
Normal monitoring
-11
-58
15
5
false
Increase defensive factor exposure
P8984
Active
401k
USD
2025-05-06
1,570,177
103,235
1,466,942
1.07
53.9
28.8
8.7
8.5
VTI:34.1%;TSLA:31.7%;MSFT:34.1%
US:72.9;EU:9.0;APAC:7.3;EM:6.7;Other:4.0
Value:-0.1;Growth:-0.2;Quality:-0.1;Size:+0.5;Momentum:-0.2;LowVol:-0.6
null
7
35
4.5
trailing 9%
230
20.7
Volatile
23.1
3.77
2.7
122
9
64
58
false
Buy
Add to core equity +1%
0
8
BrokerA
MKT
100
null
null
Normal monitoring
-34
-1
105
5
false
Within IPS guidelines
P8985
Cautious
401k
USD
2024-08-02
651,983
61,370
590,613
1
36.5
44.6
8.3
10.6
VOO:11.2%;BRK.B:13.2%;IEF:25.2%;VNQ:25.2%;TSLA:25.2%
US:67.6;EU:15.0;APAC:11.2;EM:5.5;Other:0.7
Value:-0.3;Growth:-0.7;Quality:-1.0;Size:-0.5;Momentum:-0.4;LowVol:+0.1
ESGOnly;NoMargin
6
30
5.4
trailing 8%
126
19.8
Volatile
28.4
5.3
2.9
125
-34
35
61
false
NoAction
Within bands; monitor
17
-1
BrokerB
MKT
0
null
null
Normal monitoring
84
13
166
3
false
Tax-aware sells next window
P8986
Systematic
401k
USD
2025-04-09
948,043
87,594
860,449
1
61.9
31.3
0
6.8
VNQ:23.8%;GLD:23.8%;VTI:23.8%;HYG:14.5%;MUB:14.1%
US:75.9;EU:11.8;APAC:7.3;EM:3.9;Other:1.0
Value:+0.2;Growth:+0.9;Quality:+0.8;Size:-0.4;Momentum:+0.6;LowVol:+0.3
null
7
35
5.4
trailing 8%
183
20.5
Bull
15.4
4.92
3.2
82
50
87
57
false
Sell
Trim extended winner -1%
5
2
BrokerC
MKT
90
null
null
Normal monitoring
28
-40
3
5
false
Tighten stops on momentum names
P8987
Hands-off
Trust
USD
2025-01-21
329,065
32,809
296,256
1
68.6
18.2
4.4
8.8
AMZN:27.1%;QQQ:27.1%;MUB:27.1%;BRK.B:18.7%
US:65.4;EU:21.1;APAC:8.7;EM:4.1;Other:0.8
Value:-0.0;Growth:+0.5;Quality:-0.1;Size:-0.8;Momentum:-0.9;LowVol:0.0
MaxPos6%
10
30
5.7
trailing 8%
95
12.4
Sideways
16.4
3.85
3.4
114
44
75
60
false
Hedge
Add TLT +1% as duration hedge
3
-12
BrokerB
MKT
95
null
null
Normal monitoring
13
-28
-12
4
false
Increase defensive factor exposure
P8988
Hands-off
Roth
USD
2025-09-21
533,942
26,285
507,657
1
74.7
16.3
2.9
6
IEF:35.2%;VTI:29.7%;AAPL:35.2%
US:60.6;EU:16.9;APAC:14.5;EM:6.2;Other:1.8
Value:+0.2;Growth:-0.2;Quality:+0.6;Size:+0.8;Momentum:-0.6;LowVol:+0.8
ESGOnly
10
25
3.7
hard 10%
130
18.4
Bull
15.5
4.92
3
84
46
84
62
true
Rebalance
Rebalance back to target bands
-7
13
BrokerB
MKT
96
VAR>budget
Reduce
Risk above budget threshold
-23
-38
96
4
false
Monitor dispersion and breadth
P8989
Active
IRA
USD
2025-11-02
1,774,975
206,646
1,568,329
1
57.5
23.8
13.3
5.3
GLD:20.8%;AMZN:14.6%;VOO:21.5%;XLF:21.6%;AAPL:21.6%
US:69.2;EU:5.2;APAC:13.2;EM:10.7;Other:1.7
Value:+0.3;Growth:-0.6;Quality:+0.6;Size:-1.0;Momentum:+0.4;LowVol:-0.3
MaxPos5%
8
35
4.9
trailing 8%
144
24.5
Bull
17.4
4.46
3.2
120
46
82
57
false
Buy
Add to core equity +1%
34
-19
BrokerB
MKT
99
null
null
Normal monitoring
-39
-16
14
5
false
Monitor dispersion and breadth
P8990
Hands-off
IRA
USD
2024-10-31
211,168
9,547
201,621
1
65.7
25.7
0
8.5
HYG:29.0%;TLT:22.7%;MUB:29.0%;XLF:19.3%
US:59.2;EU:9.1;APAC:16.4;EM:11.3;Other:3.9
Value:+0.9;Growth:+0.6;Quality:0.0;Size:-0.6;Momentum:-0.5;LowVol:-0.4
null
7
30
5.9
hard 10%
113
18.3
Sideways
15.5
4.6
2.4
111
-27
22
55
false
Rebalance
Shift +1% to bonds from equity
-11
-23
BrokerC
LMT
93
null
null
Normal monitoring
-42
-31
94
5
false
Within IPS guidelines
P8991
Cautious
Trust
USD
2025-05-30
230,673
28,693
201,980
1
43.2
31.9
10.5
14.4
XLF:19.8%;MUB:21.9%;BRK.B:19.7%;HYG:13.0%;BND:8.8%;AAPL:16.8%
US:61.5;EU:17.5;APAC:7.5;EM:7.4;Other:6.0
Value:+0.2;Growth:-0.3;Quality:-0.6;Size:+0.4;Momentum:-0.3;LowVol:+1.0
ESGOnly;MaxPos6%;NoMargin
6
25
3.8
trailing 10%
119
12.9
Bull
12.7
4.56
3.4
90
46
74
29
false
Rebalance
Shift +1% to bonds from equity
7
-8
BrokerA
LMT
85
null
null
Normal monitoring
30
-14
143
4
false
Increase defensive factor exposure
P8992
Systematic
401k
USD
2025-10-17
595,082
52,528
542,554
1
64.7
29.8
0
5.5
TSLA:21.4%;MUB:21.4%;MSFT:21.4%;BND:10.5%;BRK.B:12.3%;IEF:13.0%
US:72.1;EU:6.7;APAC:9.1;EM:6.0;Other:6.2
Value:-0.5;Growth:-0.3;Quality:-0.5;Size:-0.7;Momentum:+0.4;LowVol:-0.5
MaxPos7%
5
25
4.8
trailing 8%
160
23.7
Bull
17.2
4.72
3.1
86
101
87
63
false
Sell
Trim extended winner -1%
-3
-29
BrokerA
MKT
92
null
null
Normal monitoring
-27
-52
-9
3
false
Tax-aware sells next window
P8993
Active
Trust
USD
2024-10-14
1,384,106
151,762
1,232,344
1
67.7
25
0
7.3
HYG:27.4%;AMZN:27.4%;AAPL:22.9%;BRK.B:22.3%
US:65.6;EU:13.9;APAC:9.3;EM:7.1;Other:4.2
Value:-0.9;Growth:+0.4;Quality:+0.8;Size:+0.6;Momentum:+0.7;LowVol:+0.6
MaxPos5%
10
35
4.6
trailing 8%
229
19.6
Bear
32.4
4.1
2.3
156
34
82
90
true
Reduce
Cut high-beta by 2-3%, add cash
34
15
BrokerB
LMT
85
VAR>budget
TightenStops
Risk above budget threshold
117
16
173
5
false
Tax-aware sells next window
P8994
Active
IRA
USD
2025-03-03
1,155,885
105,239
1,050,646
1.15
58.1
28.2
7.2
6.5
MUB:16.1%;HYG:11.8%;MSFT:24.7%;IEF:24.7%;QQQ:22.7%
US:58.9;EU:13.7;APAC:14.9;EM:7.8;Other:4.8
Value:0.0;Growth:+0.9;Quality:-0.5;Size:-0.7;Momentum:0.0;LowVol:+0.5
null
7
35
4.5
trailing 9%
127
26.4
Bull
14.2
4.87
3.4
116
68
86
42
true
Rebalance
Rebalance back to target bands
9
-16
BrokerC
VWAP
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
-2
-50
124
4
false
Tax-aware sells next window
P8995
Opportunistic
401k
USD
2024-09-13
1,420,413
71,262
1,349,151
1.06
63.3
20.4
8.8
7.5
QQQ:21.4%;MUB:27.4%;BRK.B:27.4%;HYG:23.9%
US:62.9;EU:16.6;APAC:7.0;EM:9.7;Other:3.7
Value:-0.2;Growth:-0.3;Quality:-0.9;Size:+1.0;Momentum:+0.4;LowVol:-0.3
MaxPos6%
6
25
4.6
hard 12%
174
33.3
Bull
17.3
4.06
2
104
83
81
58
false
Sell
Trim extended winner -1%
30
-17
BrokerD
MKT
97
null
null
Normal monitoring
84
8
119
3
false
Tighten stops on momentum names
P8996
Cautious
401k
USD
2025-05-22
774,944
64,763
710,181
1
40.7
40.8
3.3
15.2
MUB:25.7%;AMZN:24.3%;QQQ:25.7%;BRK.B:24.4%
US:61.4;EU:15.9;APAC:10.6;EM:10.7;Other:1.5
Value:+0.9;Growth:-0.2;Quality:+0.2;Size:+0.9;Momentum:+0.3;LowVol:-0.2
ESGOnly;NoMargin
8
25
3.1
trailing 10%
141
12.6
Volatile
24.9
3.95
4.2
155
24
60
60
true
Hedge
Buy index puts 1% notional
35
-8
BrokerD
LMT
99
VAR>budget
Reduce
Risk above budget threshold
0
-13
-19
2
false
Within IPS guidelines
P8997
Opportunistic
Roth
USD
2025-09-03
1,701,424
146,973
1,554,451
1
63.8
10.3
18.5
7.4
BRK.B:15.1%;HYG:11.9%;QQQ:20.2%;XLF:14.8%;MSFT:17.2%;AAPL:20.8%
US:58.4;EU:15.5;APAC:12.5;EM:10.6;Other:3.0
Value:+0.1;Growth:-0.8;Quality:+0.6;Size:+0.8;Momentum:+0.1;LowVol:+0.9
null
5
30
5.7
trailing 9%
218
27.3
Sideways
19.3
4.59
2.6
134
47
63
64
false
NoAction
Within bands; monitor
8
-27
BrokerC
LMT
88
null
null
Normal monitoring
23
-15
104
5
false
Monitor dispersion and breadth
P8998
Opportunistic
Roth
USD
2024-08-09
404,647
20,423
384,224
1.23
61.6
14.8
17.9
5.7
QQQ:19.4%;MUB:23.2%;AMZN:23.2%;BND:18.8%;TLT:15.6%
US:71.0;EU:9.9;APAC:8.2;EM:9.7;Other:1.2
Value:+0.9;Growth:-0.0;Quality:+0.9;Size:+0.4;Momentum:-0.8;LowVol:-0.1
null
10
35
4.5
trailing 7%
161
25.6
Bear
22
3.67
1.9
132
-64
21
64
false
Rebalance
Shift +1% to bonds from equity
15
-30
BrokerC
VWAP
90
null
null
Normal monitoring
18
3
38
4
false
Tighten stops on momentum names
P8999
Cautious
Taxable
USD
2025-08-20
613,531
65,037
548,494
1
38.6
39.8
4.4
17.2
MUB:21.8%;VNQ:11.1%;AMZN:21.8%;VOO:21.8%;BRK.B:15.0%;XLF:8.5%
US:73.3;EU:13.2;APAC:7.4;EM:3.4;Other:2.7
Value:-0.2;Growth:-0.5;Quality:-0.1;Size:-0.5;Momentum:+0.7;LowVol:+0.1
NoDerivatives;NoMargin
7
35
5.9
trailing 8%
161
18.8
Bull
12.6
4.91
2.7
73
22
58
34
true
Hedge
Buy index puts 1% notional
16
8
BrokerB
MKT
92
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
21
-42
49
4
false
Tighten stops on momentum names
P9000
Hands-off
Roth
USD
2025-09-30
845,662
55,298
790,364
1
57.1
18.2
15.3
9.4
BND:21.1%;XLF:26.3%;MSFT:26.3%;MUB:26.3%
US:55.5;EU:18.3;APAC:13.6;EM:7.5;Other:5.0
Value:-0.2;Growth:-1.0;Quality:+0.1;Size:+0.9;Momentum:-0.7;LowVol:-0.0
ESGOnly;MaxPos6%
5
35
3.2
trailing 8%
90
13.4
Bear
31.8
3.66
1.4
209
30
76
72
true
Reduce
Cut high-beta by 2-3%, add cash
-8
-8
BrokerB
LMT
91
VAR>budget
Hedge
Risk above budget threshold
72
-48
51
5
false
Tighten stops on momentum names