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
P0901
Hands-off
Trust
USD
2024-08-16
447,985
40,412
407,573
1
66.4
19.6
7.3
6.8
AMZN:24.5%;IEF:9.1%;VNQ:11.5%;MSFT:17.8%;BRK.B:24.5%;XLF:12.6%
US:65.0;EU:17.5;APAC:5.3;EM:11.0;Other:1.2
Value:-0.9;Growth:-0.1;Quality:-0.1;Size:+0.1;Momentum:+1.0;LowVol:+0.8
null
5
35
3.7
trailing 10%
109
15.5
Sideways
17.9
3.69
2.3
100
26
66
64
false
NoAction
Within bands; monitor
3
-16
BrokerD
VWAP
91
null
null
Normal monitoring
49
-40
63
3
false
Tighten stops on momentum names
P0902
Hands-off
401k
USD
2025-11-21
790,154
57,075
733,079
1
55.5
28.8
7.7
7.9
VOO:22.3%;BRK.B:15.0%;HYG:12.0%;TLT:17.0%;VNQ:22.3%;QQQ:11.4%
US:61.1;EU:17.2;APAC:9.5;EM:8.2;Other:3.9
Value:-0.7;Growth:-0.5;Quality:+0.4;Size:+0.4;Momentum:-0.2;LowVol:+0.1
ESGOnly;MaxPos6%
5
35
5.2
trailing 10%
92
15.7
Sideways
21.7
4.98
2.9
97
-23
38
61
false
Sell
Trim extended winner -1%
17
-25
BrokerD
LMT
85
null
null
Normal monitoring
64
2
52
5
false
Increase defensive factor exposure
P0903
Cautious
IRA
USD
2025-10-17
528,503
57,760
470,743
1
49.2
32.1
8.2
10.5
IEF:11.2%;QQQ:22.4%;TLT:22.4%;BRK.B:10.4%;MSFT:11.1%;HYG:22.4%
US:62.1;EU:16.2;APAC:14.3;EM:5.2;Other:2.2
Value:-0.5;Growth:+0.2;Quality:+0.3;Size:+0.5;Momentum:+0.5;LowVol:-0.1
ESGOnly;MaxPos8%;NoMargin
8
30
4.6
trailing 10%
160
14
Volatile
30.6
4.5
2.3
158
-13
56
65
false
Sell
Trim extended winner -1%
-2
-2
BrokerA
LMT
99
null
null
Normal monitoring
-22
13
-23
3
false
Within IPS guidelines
P0904
Hands-off
Roth
USD
2025-01-01
768,757
57,781
710,976
1
56.6
18.6
19.7
5.1
VOO:20.4%;QQQ:19.8%;TSLA:12.6%;HYG:11.7%;BRK.B:16.1%;MUB:19.3%
US:66.1;EU:17.4;APAC:6.2;EM:6.4;Other:4.0
Value:+0.2;Growth:+0.4;Quality:+0.8;Size:+0.8;Momentum:-0.8;LowVol:+0.2
null
8
35
5.8
trailing 8%
132
19.1
Bull
11.3
4.8
2.2
110
8
52
41
false
Hedge
Add TLT +1% as duration hedge
-9
7
BrokerD
MKT
87
null
null
Normal monitoring
32
8
47
5
false
Tighten stops on momentum names
P0905
Cautious
Roth
USD
2024-11-27
356,755
29,563
327,192
1
50.4
39.1
0
10.5
BND:33.3%;TLT:33.3%;BRK.B:33.3%
US:66.0;EU:15.1;APAC:11.9;EM:5.1;Other:1.9
Value:-0.0;Growth:-0.6;Quality:-0.1;Size:+0.2;Momentum:+0.7;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
7
30
3.8
trailing 8%
165
19.4
Volatile
21.9
4.02
3.3
135
-26
45
59
false
Rebalance
Shift +1% to bonds from equity
26
-14
BrokerB
MKT
93
null
null
Normal monitoring
-16
17
71
5
false
Within IPS guidelines
P0906
Systematic
IRA
USD
2025-05-15
1,851,308
124,202
1,727,106
1
56.5
30.8
5.9
6.7
TSLA:28.0%;IEF:22.0%;GLD:22.1%;AMZN:28.0%
US:67.1;EU:14.2;APAC:12.4;EM:3.0;Other:3.3
Value:+0.5;Growth:+0.6;Quality:-0.5;Size:-0.5;Momentum:+0.2;LowVol:-0.7
null
7
35
5.8
hard 12%
124
22.7
Bull
15.5
4.94
3.4
112
42
76
49
false
Buy
Add to core equity +1%
-12
-21
BrokerD
LMT
85
null
null
Normal monitoring
111
-44
159
4
false
Monitor dispersion and breadth
P0907
Opportunistic
Taxable
USD
2025-08-18
783,112
49,264
733,848
1.12
71.8
17.7
4
6.5
MSFT:16.2%;TSLA:23.9%;GLD:12.3%;MUB:23.9%;BND:23.9%
US:69.5;EU:9.5;APAC:7.7;EM:11.2;Other:2.2
Value:+0.7;Growth:+0.8;Quality:+0.8;Size:-0.8;Momentum:-0.5;LowVol:-0.3
null
6
35
4.1
trailing 9%
187
29.5
Volatile
26.1
5.17
3.3
114
9
55
77
true
Hedge
Buy index puts 1% notional
3
-16
BrokerD
MKT
90
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
35
-19
1
2
false
Monitor dispersion and breadth
P0908
Opportunistic
401k
USD
2025-09-11
1,361,732
52,418
1,309,314
1
73.5
19.9
0
6.6
TSLA:33.3%;BND:33.3%;HYG:33.3%
US:69.7;EU:12.7;APAC:14.1;EM:3.0;Other:0.5
Value:+0.6;Growth:+0.7;Quality:-0.5;Size:+0.9;Momentum:-0.0;LowVol:+0.8
null
6
30
5.9
hard 12%
174
24.6
Volatile
25.8
5.08
2.6
121
1
43
67
false
Sell
Trim extended winner -1%
35
-5
BrokerA
LMT
90
null
null
Normal monitoring
83
-37
96
4
false
Monitor dispersion and breadth
P0909
Systematic
IRA
USD
2025-10-27
775,822
63,564
712,258
1
63.7
22.9
7.9
5.4
VTI:22.5%;BRK.B:14.1%;BND:22.5%;MUB:22.5%;VOO:18.4%
US:68.8;EU:8.4;APAC:8.0;EM:10.4;Other:4.5
Value:+0.6;Growth:-0.9;Quality:+1.0;Size:+0.5;Momentum:-0.6;LowVol:-1.0
MaxPos6%
6
35
4.7
trailing 8%
175
22.8
Volatile
23.4
5.36
2.5
125
-39
25
75
true
Hedge
Buy index puts 1% notional
-1
-36
BrokerD
LMT
96
VAR>budget
Pause
Risk above budget threshold
29
-1
48
2
true
Increase defensive factor exposure
P0910
Hands-off
IRA
USD
2025-01-26
735,551
33,498
702,053
1
59.4
28.4
3.3
8.9
HYG:19.3%;QQQ:21.3%;VOO:16.3%;TLT:9.9%;MUB:16.1%;MSFT:17.2%
US:65.4;EU:15.3;APAC:10.6;EM:3.8;Other:5.0
Value:+0.1;Growth:-0.6;Quality:-0.4;Size:-0.2;Momentum:+0.3;LowVol:-0.9
ESGOnly
10
35
5.1
hard 10%
105
13.2
Bull
11.7
3.84
3.5
115
35
73
39
false
Rebalance
Shift +1% to bonds from equity
3
8
BrokerD
LMT
86
null
null
Normal monitoring
84
-6
194
3
false
Within IPS guidelines
P0911
Hands-off
IRA
USD
2025-09-13
881,400
42,601
838,799
1
72.6
18.6
0
8.8
BND:17.3%;VOO:18.8%;GLD:20.6%;HYG:10.9%;MSFT:13.2%;AMZN:19.2%
US:63.8;EU:16.4;APAC:11.3;EM:6.7;Other:1.8
Value:+0.9;Growth:+0.9;Quality:-0.4;Size:-0.4;Momentum:-0.8;LowVol:-0.1
MaxPos7%;NoDerivatives
10
30
3.9
trailing 10%
159
18.1
Bull
12.7
4.55
2.8
108
107
100
56
true
Hedge
Buy index puts 1% notional
20
10
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-7
-20
43
4
false
Tax-aware sells next window
P0912
Active
IRA
USD
2024-12-18
1,400,868
136,502
1,264,366
1
61.1
25.6
4.2
9.1
QQQ:14.8%;HYG:17.8%;TSLA:17.8%;MSFT:19.6%;BND:9.3%;TLT:20.6%
US:78.8;EU:7.2;APAC:5.4;EM:4.1;Other:4.4
Value:+0.7;Growth:+0.3;Quality:+0.2;Size:-0.9;Momentum:0.0;LowVol:-0.7
MaxPos8%
10
35
5.4
trailing 9%
222
18.3
Volatile
29.2
3.71
2.6
118
-12
56
76
true
Hedge
Buy index puts 1% notional
29
-14
BrokerC
MKT
94
VAR>budget
Hedge
Risk above budget threshold
-25
-21
-54
3
false
Within IPS guidelines
P0913
Opportunistic
401k
USD
2025-05-02
316,358
17,939
298,419
1
67.1
21
4.2
7.7
MUB:24.8%;VTI:25.1%;GLD:25.1%;AAPL:25.1%
US:77.2;EU:6.3;APAC:4.9;EM:10.4;Other:1.1
Value:+0.8;Growth:-0.6;Quality:+0.2;Size:-0.9;Momentum:+0.5;LowVol:-0.4
MaxPos5%;NoDerivatives
8
30
4.4
hard 12%
199
29.8
Sideways
17.2
3.82
2.3
97
1
42
63
false
Buy
Add to core equity +1%
3
-24
BrokerC
LMT
99
null
null
Normal monitoring
94
1
163
4
false
Monitor dispersion and breadth
P0914
Cautious
Trust
USD
2024-12-05
377,042
60,314
316,728
1
49.4
39.7
0
10.9
VNQ:25.0%;BRK.B:25.0%;MUB:16.8%;MSFT:12.6%;IEF:20.6%
US:61.2;EU:17.8;APAC:9.2;EM:7.1;Other:4.8
Value:-0.8;Growth:-0.7;Quality:+0.6;Size:+0.5;Momentum:+0.7;LowVol:+1.0
ESGOnly;MaxPos6%;NoMargin
10
25
5.2
hard 10%
96
19.2
Bear
26.4
4.12
1.1
172
8
47
57
false
Rebalance
Shift +1% to bonds from equity
17
-17
BrokerA
MKT
91
null
null
Normal monitoring
69
-33
69
3
false
Within IPS guidelines
P0915
Hands-off
Trust
USD
2025-09-29
332,434
16,523
315,911
1
63.1
24.2
4.1
8.7
BRK.B:25.0%;TSLA:25.0%;AMZN:25.0%;HYG:25.0%
US:70.1;EU:7.3;APAC:12.7;EM:6.3;Other:3.7
Value:+0.1;Growth:-0.5;Quality:-1.0;Size:-0.1;Momentum:-0.1;LowVol:+0.6
ESGOnly;MaxPos7%
10
30
5.3
trailing 10%
90
18.7
Sideways
18.1
3.86
2.3
94
13
41
48
false
NoAction
Within bands; monitor
14
7
BrokerC
VWAP
95
null
null
Normal monitoring
70
-33
184
4
false
Increase defensive factor exposure
P0916
Active
Taxable
USD
2024-11-26
2,000,791
124,174
1,876,617
1.14
60.8
30.3
0
8.9
BRK.B:26.0%;XLF:26.0%;VTI:26.0%;TSLA:22.1%
US:76.9;EU:7.9;APAC:9.8;EM:3.9;Other:1.5
Value:-0.9;Growth:+0.9;Quality:+0.9;Size:+0.2;Momentum:-0.3;LowVol:-0.6
null
5
35
5.5
trailing 9%
132
25.8
Sideways
17
4.46
3.2
121
42
73
48
false
Hedge
Add TLT +1% as duration hedge
29
-11
BrokerC
MKT
89
null
null
Normal monitoring
29
-52
27
4
false
Increase defensive factor exposure
P0917
Opportunistic
Taxable
USD
2025-09-30
891,915
43,504
848,411
1.06
61.9
11.6
22.1
4.4
TSLA:21.4%;AAPL:17.4%;AMZN:21.4%;VOO:15.5%;BND:16.2%;MSFT:8.1%
US:66.6;EU:17.8;APAC:11.6;EM:3.1;Other:0.9
Value:+0.7;Growth:+0.7;Quality:-0.8;Size:-0.9;Momentum:-0.8;LowVol:+0.8
MaxPos8%
5
25
4.1
hard 12%
214
27.8
Sideways
19
3.99
2.8
97
-15
30
49
false
Rebalance
Shift +1% to bonds from equity
18
-24
BrokerB
LMT
99
null
null
Normal monitoring
120
17
249
3
false
Tighten stops on momentum names
P0918
Cautious
401k
USD
2025-07-26
222,986
23,726
199,260
1
39.3
42.5
6.4
11.7
BRK.B:22.4%;AAPL:22.4%;AMZN:21.4%;BND:13.8%;VOO:12.3%;MSFT:7.6%
US:68.4;EU:7.8;APAC:12.1;EM:7.7;Other:4.0
Value:-0.6;Growth:-0.7;Quality:-0.4;Size:+0.3;Momentum:+0.7;LowVol:-0.8
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
5
35
5.9
trailing 10%
110
13.1
Volatile
23.8
4.78
2.5
165
11
56
45
false
Sell
Trim extended winner -1%
-3
-23
BrokerB
MKT
93
null
null
Normal monitoring
37
-24
37
3
false
Tighten stops on momentum names
P0919
Cautious
401k
USD
2024-10-03
769,686
99,517
670,169
1
35.7
35.9
12.9
15.5
GLD:33.3%;BND:33.3%;VTI:33.3%
US:63.1;EU:17.0;APAC:15.0;EM:3.9;Other:0.9
Value:-0.9;Growth:-0.6;Quality:-0.5;Size:-1.0;Momentum:-0.6;LowVol:-0.4
ESGOnly;MaxPos7%;NoMargin
10
35
5.7
trailing 8%
100
17.3
Bear
28.4
4.28
1.9
217
-52
25
68
false
Sell
Trim extended winner -1%
20
-37
BrokerA
LMT
88
null
null
Normal monitoring
28
-31
68
4
false
Tighten stops on momentum names
P0920
Hands-off
Taxable
USD
2025-09-15
779,019
57,862
721,157
1
63
21.2
9.9
5.9
AMZN:33.3%;GLD:33.3%;TLT:33.3%
US:65.4;EU:6.4;APAC:13.4;EM:11.0;Other:3.8
Value:+0.6;Growth:+0.4;Quality:+0.9;Size:-0.1;Momentum:+0.4;LowVol:+0.4
ESGOnly
7
35
3.6
trailing 8%
122
18.9
Bull
16.3
3.66
2.4
95
83
77
58
false
Sell
Trim extended winner -1%
26
-9
BrokerD
LMT
85
null
null
Normal monitoring
86
-19
104
4
false
Tax-aware sells next window
P0921
Hands-off
Taxable
USD
2025-09-11
473,920
30,310
443,610
1
64.6
24.6
5.6
5.2
BRK.B:17.5%;VNQ:24.0%;IEF:10.5%;AMZN:24.0%;GLD:24.0%
US:62.7;EU:12.2;APAC:16.8;EM:4.9;Other:3.3
Value:+0.7;Growth:-0.7;Quality:+0.9;Size:+0.6;Momentum:-0.1;LowVol:-0.2
ESGOnly;MaxPos5%
10
35
4.4
hard 10%
132
17.2
Volatile
23.6
5
3.1
155
-28
28
67
false
Rebalance
Shift +1% to bonds from equity
-9
-8
BrokerC
VWAP
95
null
null
Normal monitoring
99
-48
206
4
false
Tighten stops on momentum names
P0922
Hands-off
Roth
USD
2025-10-12
563,076
44,383
518,693
1
65.6
29.3
0
5
TLT:33.3%;IEF:33.3%;BND:33.3%
US:65.5;EU:18.0;APAC:9.5;EM:5.9;Other:1.1
Value:+0.4;Growth:+0.3;Quality:-0.4;Size:+0.9;Momentum:+0.5;LowVol:0.0
ESGOnly;MaxPos6%
10
25
3.6
trailing 8%
135
13.3
Bear
34.3
3.69
2.3
146
-36
31
92
true
Hedge
Buy index puts 1% notional
-14
1
BrokerC
LMT
91
VAR>budget
Reduce
Risk above budget threshold
-22
-58
-30
5
false
Within IPS guidelines
P0923
Active
Trust
USD
2025-02-17
648,936
76,698
572,238
1.2
65.2
26.2
0
8.6
BRK.B:33.3%;VOO:33.3%;HYG:33.3%
US:70.1;EU:13.9;APAC:8.3;EM:3.0;Other:4.6
Value:-1.0;Growth:-0.1;Quality:+0.4;Size:+0.9;Momentum:+0.9;LowVol:-0.0
MaxPos6%
5
30
5.7
hard 12%
161
18.3
Volatile
28.3
4.62
2.2
174
29
74
74
true
Rebalance
Rebalance back to target bands
14
-2
BrokerC
MKT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
113
-31
83
2
false
Monitor dispersion and breadth
P0924
Cautious
Roth
USD
2025-01-28
579,515
89,231
490,284
1
46.1
38.6
0.2
15.1
VNQ:28.5%;TLT:19.8%;AMZN:23.2%;QQQ:28.5%
US:74.2;EU:6.8;APAC:9.6;EM:7.4;Other:2.0
Value:0.0;Growth:-0.3;Quality:+0.9;Size:+0.3;Momentum:-0.4;LowVol:+0.6
MaxPos8%;NoMargin
5
30
4.9
hard 10%
108
16.8
Volatile
29.3
5.09
3.4
115
38
70
70
true
Hedge
Buy index puts 1% notional
14
-37
BrokerD
LMT
96
RegimeShift
TightenStops
Volatility spike and breadth deterioration
86
-38
210
3
false
Increase defensive factor exposure
P0925
Opportunistic
401k
USD
2024-07-27
1,087,077
48,294
1,038,783
1
63.3
18.1
13.9
4.7
XLF:20.5%;MUB:6.3%;BND:20.7%;VOO:19.3%;GLD:20.7%;TSLA:12.6%
US:59.5;EU:17.2;APAC:12.5;EM:9.4;Other:1.4
Value:-0.8;Growth:-0.0;Quality:-0.5;Size:-0.9;Momentum:+0.3;LowVol:-0.6
MaxPos7%
5
25
4.4
hard 12%
263
34.1
Bull
16
3.88
2.1
101
101
99
44
false
Hedge
Add TLT +1% as duration hedge
23
-21
BrokerC
LMT
88
null
null
Normal monitoring
-51
-21
9
5
false
Increase defensive factor exposure
P0926
Systematic
Taxable
USD
2024-12-29
951,101
47,694
903,407
1
61.8
31.1
0
7.2
MUB:23.1%;MSFT:7.3%;IEF:13.6%;TSLA:23.1%;HYG:23.1%;BRK.B:10.0%
US:71.2;EU:5.9;APAC:10.2;EM:12.2;Other:0.6
Value:-0.0;Growth:-0.7;Quality:0.0;Size:+1.0;Momentum:-0.8;LowVol:-0.7
NoDerivatives
7
25
5
trailing 9%
208
23.8
Volatile
24.3
4.38
3
130
-27
21
60
false
Buy
Add to core equity +1%
5
-16
BrokerA
VWAP
97
null
null
Normal monitoring
33
-54
133
4
false
Within IPS guidelines
P0927
Opportunistic
401k
USD
2025-12-12
1,715,735
71,965
1,643,770
1
65.4
11.6
16.4
6.7
BRK.B:23.5%;HYG:38.3%;MSFT:38.3%
US:70.3;EU:14.4;APAC:8.5;EM:6.4;Other:0.3
Value:+0.1;Growth:-0.5;Quality:-0.8;Size:+0.5;Momentum:-1.0;LowVol:-0.4
null
10
30
4.7
hard 12%
201
24.1
Bull
17
3.77
3.4
95
88
97
48
false
Sell
Trim extended winner -1%
-6
10
BrokerC
LMT
90
null
null
Normal monitoring
43
-38
90
3
false
Tighten stops on momentum names
P0928
Cautious
IRA
USD
2024-08-30
661,185
78,012
583,173
1
49.4
34.2
0
16.4
BRK.B:12.3%;AMZN:10.0%;HYG:19.4%;MUB:17.9%;AAPL:19.4%;BND:21.1%
US:67.4;EU:17.6;APAC:5.8;EM:7.0;Other:2.3
Value:+0.1;Growth:+0.5;Quality:+0.8;Size:+0.6;Momentum:-0.3;LowVol:+0.1
ESGOnly;MaxPos7%;NoMargin
8
35
3.5
trailing 8%
116
17.4
Bear
29.8
4.14
1
174
5
61
67
false
Rebalance
Shift +1% to bonds from equity
-5
-5
BrokerA
MKT
99
null
null
Normal monitoring
114
-22
238
4
false
Increase defensive factor exposure
P0929
Cautious
401k
USD
2025-07-22
215,577
30,107
185,470
1
49.1
38.4
0
12.4
XLF:33.3%;MSFT:33.3%;AMZN:33.3%
US:74.8;EU:6.8;APAC:8.6;EM:6.6;Other:3.2
Value:-0.2;Growth:-0.7;Quality:-0.7;Size:-0.2;Momentum:-0.4;LowVol:-0.2
ESGOnly;MaxPos6%;NoMargin
6
30
5.9
trailing 8%
142
17.9
Bull
16.4
3.94
2
80
112
100
42
true
Hedge
Buy index puts 1% notional
-15
12
BrokerA
LMT
91
VAR>budget
Reduce
Risk above budget threshold
46
13
70
4
false
Tax-aware sells next window
P0930
Cautious
Trust
USD
2025-11-03
736,384
60,681
675,703
1
47
37.8
0
15.2
HYG:21.3%;BRK.B:21.3%;IEF:8.0%;VTI:11.5%;QQQ:21.3%;MUB:16.7%
US:71.8;EU:9.3;APAC:5.5;EM:11.7;Other:1.7
Value:+0.3;Growth:-0.5;Quality:-0.5;Size:-0.5;Momentum:+0.9;LowVol:+0.6
ESGOnly;NoDerivatives;NoMargin
7
25
3.1
trailing 8%
142
12.9
Volatile
25.5
4.69
3.2
178
14
72
63
false
Rebalance
Shift +1% to bonds from equity
10
-8
BrokerC
MKT
96
null
null
Normal monitoring
74
-34
84
3
false
Within IPS guidelines
P0931
Hands-off
Taxable
USD
2025-08-31
643,473
35,431
608,042
1
66.9
15.9
11.9
5.4
VTI:26.0%;AAPL:25.8%;IEF:22.2%;TSLA:26.0%
US:63.5;EU:13.7;APAC:11.4;EM:9.2;Other:2.3
Value:-0.8;Growth:-0.5;Quality:-0.8;Size:+0.5;Momentum:-0.8;LowVol:-0.5
MaxPos8%;NoDerivatives
8
35
5.4
trailing 8%
120
14.6
Bull
15.9
3.97
2.1
71
38
61
55
false
Rebalance
Shift +1% to bonds from equity
28
-26
BrokerD
MKT
87
null
null
Normal monitoring
-27
-51
-7
4
false
Tax-aware sells next window
P0932
Hands-off
Taxable
USD
2025-02-04
253,244
14,475
238,769
1
60.8
25.6
4.8
8.8
MSFT:27.2%;HYG:27.2%;VTI:27.2%;MUB:18.5%
US:63.5;EU:6.8;APAC:16.6;EM:10.2;Other:2.9
Value:+0.8;Growth:+0.1;Quality:-0.8;Size:+0.3;Momentum:-0.5;LowVol:-0.7
ESGOnly
6
25
5.7
trailing 8%
150
12.6
Bull
14.5
4.47
3.4
88
52
79
52
false
Rebalance
Shift +1% to bonds from equity
0
-31
BrokerB
MKT
92
null
null
Normal monitoring
-48
-49
7
4
false
Within IPS guidelines
P0933
Hands-off
Trust
USD
2025-01-29
393,949
38,727
355,222
1
59.7
28.5
5.1
6.7
TLT:23.6%;AMZN:17.2%;BND:21.3%;BRK.B:14.0%;MUB:23.9%
US:64.0;EU:18.5;APAC:12.5;EM:3.4;Other:1.6
Value:+0.4;Growth:+0.3;Quality:+0.9;Size:-0.4;Momentum:+1.0;LowVol:-0.3
ESGOnly;NoDerivatives
10
35
3.9
hard 10%
112
19.2
Bear
32.4
3.41
1.8
149
-49
25
71
true
Reduce
Cut high-beta by 2-3%, add cash
17
-7
BrokerD
MKT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
15
13
113
4
false
Monitor dispersion and breadth
P0934
Active
401k
USD
2025-10-05
1,498,428
103,949
1,394,479
1
53
18.2
22.6
6.2
QQQ:20.7%;MSFT:12.6%;TLT:19.1%;MUB:16.0%;VTI:12.1%;VOO:19.5%
US:61.6;EU:18.6;APAC:8.9;EM:10.3;Other:0.6
Value:+0.4;Growth:+0.4;Quality:+0.9;Size:+0.9;Momentum:-0.9;LowVol:-0.3
null
7
30
4.4
hard 12%
169
23.3
Bull
14.3
4.02
3.1
101
76
95
33
false
Sell
Trim extended winner -1%
3
13
BrokerA
MKT
89
null
null
Normal monitoring
80
-58
136
4
false
Monitor dispersion and breadth
P0935
Cautious
Taxable
USD
2025-07-20
598,531
58,096
540,435
1
41
42.9
0
16
IEF:22.1%;TLT:22.1%;VTI:20.4%;BND:13.4%;TSLA:22.1%
US:71.0;EU:7.6;APAC:11.9;EM:9.2;Other:0.4
Value:+0.4;Growth:-0.0;Quality:-0.9;Size:+0.5;Momentum:-0.4;LowVol:-0.0
MaxPos5%;NoDerivatives;NoMargin
7
30
4.3
trailing 8%
142
15.2
Sideways
14.1
3.84
2.2
105
-28
40
33
false
Rebalance
Shift +1% to bonds from equity
25
-15
BrokerB
LMT
92
null
null
Normal monitoring
21
-7
-16
5
false
Within IPS guidelines
P0936
Opportunistic
Roth
USD
2024-09-08
1,287,612
109,439
1,178,173
1
65.9
21.7
5.2
7.2
AAPL:35.3%;MUB:35.3%;TLT:29.4%
US:60.5;EU:19.8;APAC:9.1;EM:8.6;Other:2.0
Value:+0.8;Growth:-0.3;Quality:-0.1;Size:-0.8;Momentum:+0.8;LowVol:-0.2
null
10
35
5.2
hard 12%
234
34.6
Sideways
14.1
3.63
2.9
98
12
62
41
false
Rebalance
Shift +1% to bonds from equity
27
-38
BrokerD
MKT
97
null
null
Normal monitoring
76
-44
86
4
false
Tighten stops on momentum names
P0937
Hands-off
Roth
USD
2025-06-14
860,183
47,069
813,114
1
66.1
25
2.8
6.1
TLT:28.0%;VNQ:16.1%;BND:28.0%;GLD:28.0%
US:74.7;EU:9.9;APAC:6.1;EM:5.9;Other:3.4
Value:-0.1;Growth:+0.2;Quality:+0.9;Size:+0.4;Momentum:+0.8;LowVol:+0.1
NoDerivatives
5
25
3.3
trailing 8%
165
18.4
Sideways
15.2
4.09
2.3
121
-20
50
50
false
Hedge
Add TLT +1% as duration hedge
29
2
BrokerC
LMT
92
null
null
Normal monitoring
31
-38
82
3
false
Tax-aware sells next window
P0938
Hands-off
Trust
USD
2025-06-20
443,172
22,370
420,802
1
59.3
23.3
7.8
9.6
BND:33.3%;XLF:33.3%;TSLA:33.3%
US:70.9;EU:11.9;APAC:11.0;EM:3.8;Other:2.4
Value:+0.2;Growth:-0.6;Quality:+1.0;Size:-0.9;Momentum:+0.1;LowVol:+0.4
null
10
30
4.7
hard 10%
123
19.1
Volatile
24.2
4.02
2.1
142
55
73
63
false
Rebalance
Shift +1% to bonds from equity
-2
-19
BrokerC
MKT
86
null
null
Normal monitoring
-28
12
0
4
false
Monitor dispersion and breadth
P0939
Hands-off
Roth
USD
2025-02-16
358,829
22,276
336,553
1
57.7
28.9
5
8.4
GLD:33.3%;BRK.B:33.3%;AMZN:33.3%
US:66.9;EU:8.3;APAC:13.9;EM:8.9;Other:2.1
Value:-0.7;Growth:-0.5;Quality:-0.3;Size:+0.2;Momentum:-0.6;LowVol:+0.6
null
5
35
5.8
trailing 8%
138
16.2
Bear
30.4
3.67
1.8
159
-57
30
65
false
Rebalance
Shift +1% to bonds from equity
-2
-27
BrokerC
VWAP
88
null
null
Normal monitoring
-35
-53
-12
4
false
Monitor dispersion and breadth
P0940
Hands-off
Trust
USD
2024-08-05
636,532
47,350
589,182
1
69.5
25.2
0
5.2
VTI:20.1%;VOO:21.8%;BRK.B:16.8%;QQQ:9.6%;TSLA:21.8%;HYG:9.8%
US:63.0;EU:19.2;APAC:8.6;EM:9.2;Other:0.0
Value:-0.2;Growth:+0.8;Quality:-0.7;Size:-0.7;Momentum:+0.7;LowVol:-0.6
ESGOnly;MaxPos7%
5
25
4.9
trailing 8%
133
15.7
Sideways
19.7
3.52
3.1
91
41
66
52
false
Rebalance
Shift +1% to bonds from equity
9
-39
BrokerB
VWAP
89
null
null
Normal monitoring
-40
12
42
3
false
Tighten stops on momentum names
P0941
Active
Taxable
USD
2024-10-17
787,721
48,437
739,284
1
66.2
18.5
8
7.3
GLD:22.0%;VTI:18.2%;IEF:22.0%;AAPL:15.7%;AMZN:22.0%
US:63.5;EU:12.5;APAC:11.7;EM:9.0;Other:3.3
Value:+1.0;Growth:-0.7;Quality:+0.1;Size:+0.1;Momentum:-0.1;LowVol:-0.5
MaxPos6%;NoDerivatives
7
30
5.5
trailing 8%
213
17.2
Volatile
28.4
4.13
4
174
19
66
83
true
Hedge
Buy index puts 1% notional
15
-22
BrokerD
MKT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-25
9
-52
4
false
Tax-aware sells next window
P0942
Systematic
Roth
USD
2025-12-15
1,241,580
91,769
1,149,811
1
55.1
33.2
2.1
9.6
MUB:33.3%;BND:33.3%;TLT:33.3%
US:66.6;EU:9.9;APAC:6.4;EM:11.1;Other:6.1
Value:-0.6;Growth:-0.8;Quality:-0.6;Size:-0.5;Momentum:+0.2;LowVol:+0.9
null
8
30
5.9
trailing 8%
141
21.4
Sideways
20.4
4.48
3.5
121
13
67
52
false
Hedge
Add TLT +1% as duration hedge
28
13
BrokerD
MKT
85
null
null
Normal monitoring
23
-16
16
3
false
Tighten stops on momentum names
P0943
Opportunistic
401k
USD
2024-12-31
440,264
31,027
409,237
1.23
64
18.4
9.7
7.9
TSLA:26.5%;HYG:22.2%;BND:26.5%;BRK.B:24.8%
US:63.7;EU:15.9;APAC:10.8;EM:8.1;Other:1.5
Value:-0.5;Growth:+0.4;Quality:+1.0;Size:-0.5;Momentum:-0.8;LowVol:-0.6
null
5
30
5.1
trailing 9%
192
32.5
Bull
17
4.73
2.4
114
46
65
61
false
Rebalance
Shift +1% to bonds from equity
13
-31
BrokerC
MKT
93
null
null
Normal monitoring
82
-50
46
5
false
Within IPS guidelines
P0944
Active
401k
USD
2024-12-14
1,600,871
175,265
1,425,606
1.13
53.8
23.3
16.2
6.6
AMZN:16.4%;XLF:23.4%;IEF:23.4%;TLT:13.4%;MUB:23.4%
US:70.7;EU:19.2;APAC:5.6;EM:4.0;Other:0.4
Value:-0.7;Growth:-0.4;Quality:+1.0;Size:+0.8;Momentum:+0.6;LowVol:-0.7
MaxPos5%
7
30
5.4
trailing 8%
195
20.3
Bear
23.8
4.46
1.4
130
-52
32
50
false
Rebalance
Shift +1% to bonds from equity
18
-20
BrokerC
MKT
88
null
null
Normal monitoring
-34
2
-8
4
false
Tighten stops on momentum names
P0945
Active
Roth
USD
2025-10-27
1,620,332
129,381
1,490,951
1
56.9
18
18.6
6.4
VNQ:23.9%;AMZN:10.2%;MUB:14.5%;TSLA:11.3%;QQQ:16.2%;VTI:23.9%
US:59.5;EU:17.2;APAC:12.0;EM:8.0;Other:3.3
Value:-0.5;Growth:-0.7;Quality:+0.2;Size:+0.9;Momentum:+1.0;LowVol:-0.4
null
7
30
5
hard 12%
226
16.6
Bull
16.7
3.55
2.9
80
116
95
54
false
Buy
Add to core equity +1%
14
-25
BrokerC
LMT
95
null
null
Normal monitoring
-33
8
-44
4
false
Within IPS guidelines
P0946
Hands-off
401k
USD
2025-02-05
810,223
72,457
737,766
1
69.6
20.6
0.7
9.1
VTI:19.9%;BND:23.3%;AAPL:10.3%;TSLA:23.3%;GLD:23.3%
US:69.0;EU:9.6;APAC:11.2;EM:8.2;Other:2.1
Value:-0.6;Growth:-0.2;Quality:-0.5;Size:+0.2;Momentum:+0.8;LowVol:+0.3
ESGOnly;MaxPos5%
10
25
4.2
trailing 8%
112
18.6
Bull
17.4
4.71
2
88
93
100
62
false
Buy
Add to core equity +1%
32
3
BrokerD
VWAP
85
null
null
Normal monitoring
96
15
162
4
false
Tighten stops on momentum names
P0947
Systematic
Trust
USD
2025-11-11
483,918
36,715
447,203
1
61.7
29.1
0
9.2
GLD:23.6%;TSLA:20.8%;AAPL:14.3%;MSFT:23.6%;QQQ:17.6%
US:64.1;EU:13.1;APAC:8.8;EM:9.8;Other:4.3
Value:+0.4;Growth:+0.7;Quality:+0.2;Size:+0.4;Momentum:+0.6;LowVol:-0.1
null
6
25
4.3
trailing 8%
179
21.9
Bull
11.9
4.89
2.8
109
28
51
45
false
Sell
Trim extended winner -1%
18
-40
BrokerA
LMT
87
null
null
Normal monitoring
-51
-13
-76
5
false
Tax-aware sells next window
P0948
Active
Taxable
USD
2025-02-17
1,962,540
202,309
1,760,231
1.15
53.1
20.2
21.2
5.5
AMZN:16.7%;TLT:22.1%;VOO:22.1%;MSFT:19.9%;TSLA:19.3%
US:67.7;EU:16.0;APAC:8.2;EM:5.9;Other:2.2
Value:+0.4;Growth:-0.7;Quality:-0.2;Size:-0.6;Momentum:-0.9;LowVol:-0.8
MaxPos7%
5
35
4.5
trailing 9%
160
23.4
Volatile
22
4.41
3
144
-4
59
48
false
Sell
Trim extended winner -1%
20
-5
BrokerA
MKT
93
null
null
Normal monitoring
60
-39
35
3
false
Tighten stops on momentum names
P0949
Cautious
Taxable
USD
2025-09-05
197,240
28,724
168,516
1
43
36.9
8.5
11.7
MSFT:35.5%;TSLA:29.1%;VTI:35.5%
US:65.4;EU:9.9;APAC:15.2;EM:8.9;Other:0.5
Value:+0.9;Growth:-0.5;Quality:+0.7;Size:+0.5;Momentum:+0.8;LowVol:-0.6
NoMargin
6
35
4
hard 10%
121
17.1
Volatile
27.3
5.28
2.8
117
12
68
70
false
NoAction
Within bands; monitor
28
3
BrokerD
MKT
0
null
null
Normal monitoring
28
-32
130
4
false
Tax-aware sells next window
P0950
Opportunistic
IRA
USD
2025-01-14
347,368
22,630
324,738
1
64.9
19.1
8.1
7.9
VNQ:33.0%;BND:33.5%;GLD:33.5%
US:71.4;EU:6.4;APAC:13.2;EM:5.4;Other:3.6
Value:-0.5;Growth:-0.9;Quality:-0.6;Size:-0.1;Momentum:+0.7;LowVol:-1.0
null
10
35
6.5
hard 12%
253
26.6
Volatile
23.7
3.58
3.8
115
-34
18
74
true
Hedge
Buy index puts 1% notional
6
-35
BrokerA
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
78
10
158
3
false
Within IPS guidelines
P0951
Active
Roth
USD
2025-07-21
1,304,070
101,190
1,202,880
1.16
59.2
28.9
5
6.9
XLF:23.3%;AMZN:11.1%;VTI:23.3%;GLD:19.2%;VNQ:23.3%
US:65.0;EU:17.3;APAC:10.7;EM:6.5;Other:0.5
Value:+0.2;Growth:+0.7;Quality:0.0;Size:-0.8;Momentum:+0.6;LowVol:-0.0
MaxPos6%
7
35
4.9
hard 12%
215
22.6
Volatile
22.4
5.08
4.3
156
-59
11
63
false
Sell
Trim extended winner -1%
20
-21
BrokerA
MKT
85
null
null
Normal monitoring
22
-43
32
3
false
Within IPS guidelines
P0952
Active
Roth
USD
2025-03-28
1,495,429
114,340
1,381,089
1
55.7
27.3
10.2
6.7
VOO:25.8%;AAPL:22.5%;QQQ:25.8%;XLF:25.8%
US:64.2;EU:14.7;APAC:9.2;EM:10.8;Other:1.0
Value:+0.9;Growth:-0.3;Quality:+0.4;Size:+0.8;Momentum:-0.7;LowVol:+0.1
null
10
30
5.3
hard 12%
150
23.3
Bear
32.1
4.25
2.7
220
-43
29
71
true
Rebalance
Rebalance back to target bands
31
0
BrokerB
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
8
13
67
3
false
Tax-aware sells next window
P0953
Active
Roth
USD
2025-05-03
777,911
67,431
710,480
1
59.7
21.8
8.8
9.6
QQQ:23.0%;MSFT:16.1%;VNQ:9.7%;HYG:13.2%;BRK.B:23.0%;IEF:15.0%
US:66.8;EU:14.2;APAC:12.9;EM:5.7;Other:0.4
Value:-0.6;Growth:-0.4;Quality:+0.1;Size:+0.9;Momentum:-0.8;LowVol:+0.9
MaxPos5%
6
35
5.6
hard 12%
153
20.6
Volatile
30.7
5.49
4
163
52
66
68
false
Rebalance
Shift +1% to bonds from equity
23
-21
BrokerB
LMT
95
null
null
Normal monitoring
38
-23
4
5
false
Within IPS guidelines
P0954
Opportunistic
IRA
USD
2024-07-05
1,456,399
100,961
1,355,438
1
70.2
18.3
7.5
4
TLT:35.7%;VTI:28.6%;IEF:35.7%
US:66.6;EU:11.2;APAC:11.3;EM:9.9;Other:1.1
Value:-0.7;Growth:+0.7;Quality:-0.0;Size:-0.9;Momentum:+0.4;LowVol:-0.1
MaxPos6%
6
25
6.5
hard 12%
235
33.6
Bear
34.5
3.67
1.8
189
20
47
95
true
Rebalance
Rebalance back to target bands
5
1
BrokerC
LMT
96
VAR>budget
Hedge
Risk above budget threshold
52
-1
78
3
false
Tighten stops on momentum names
P0955
Opportunistic
Trust
USD
2025-09-19
1,442,544
79,104
1,363,440
1.23
76
14.6
4.5
5
MUB:26.3%;AMZN:26.3%;TLT:21.2%;MSFT:26.3%
US:60.2;EU:16.9;APAC:8.1;EM:10.3;Other:4.5
Value:-0.5;Growth:+0.6;Quality:-0.1;Size:-0.3;Momentum:+0.4;LowVol:-0.4
null
5
30
6.9
trailing 7%
268
30.6
Sideways
14
3.71
3.5
132
15
63
61
false
Rebalance
Shift +1% to bonds from equity
8
-28
BrokerC
LMT
85
null
null
Normal monitoring
110
19
98
3
false
Tighten stops on momentum names
P0956
Opportunistic
Trust
USD
2025-11-14
970,561
51,024
919,537
1
68.1
16
11.3
4.5
TLT:33.3%;HYG:33.3%;QQQ:33.3%
US:74.5;EU:5.0;APAC:9.9;EM:7.5;Other:3.1
Value:+0.8;Growth:-0.2;Quality:+0.5;Size:-0.2;Momentum:+0.4;LowVol:+0.6
null
8
30
6.5
trailing 7%
190
21.7
Sideways
15.4
3.94
2.8
112
18
62
48
false
NoAction
Within bands; monitor
2
6
BrokerC
MKT
0
null
null
Normal monitoring
63
-6
123
5
false
Within IPS guidelines
P0957
Cautious
401k
USD
2025-01-02
449,759
40,651
409,108
1
43
42.8
3.6
10.7
TLT:17.6%;GLD:27.5%;BRK.B:27.5%;AAPL:27.5%
US:64.9;EU:10.4;APAC:11.4;EM:10.9;Other:2.5
Value:+0.2;Growth:+0.4;Quality:-0.0;Size:+0.3;Momentum:-0.0;LowVol:+0.6
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
8
35
3.4
trailing 8%
164
15.2
Volatile
20.9
4.91
2.4
153
32
66
50
false
Hedge
Add TLT +1% as duration hedge
34
8
BrokerD
VWAP
93
null
null
Normal monitoring
-36
-36
81
5
false
Within IPS guidelines
P0958
Cautious
IRA
USD
2025-04-30
260,188
35,675
224,513
1
54.6
30.1
1
14.3
TLT:24.4%;QQQ:24.4%;BRK.B:18.3%;HYG:8.7%;IEF:24.4%
US:69.9;EU:11.5;APAC:13.5;EM:4.3;Other:0.9
Value:-0.1;Growth:-0.5;Quality:0.0;Size:+0.6;Momentum:+0.6;LowVol:-0.7
ESGOnly;NoMargin
5
30
4.3
hard 10%
144
19.4
Bull
16.6
4.45
2.7
83
31
61
54
false
NoAction
Within bands; monitor
19
2
BrokerD
MKT
0
null
null
Normal monitoring
116
-8
209
3
false
Increase defensive factor exposure
P0959
Systematic
401k
USD
2025-04-07
1,799,147
138,151
1,660,996
1
66.5
24.8
3.5
5.1
BRK.B:8.5%;TSLA:10.0%;AAPL:21.4%;QQQ:21.4%;GLD:21.4%;AMZN:17.2%
US:69.4;EU:14.8;APAC:11.0;EM:3.5;Other:1.2
Value:-0.9;Growth:-0.4;Quality:+0.6;Size:-1.0;Momentum:-0.9;LowVol:+0.2
NoDerivatives
10
25
4.2
hard 12%
168
21.7
Sideways
21.9
4.73
2.3
94
21
67
61
false
Rebalance
Shift +1% to bonds from equity
28
-24
BrokerB
LMT
96
null
null
Normal monitoring
-48
-39
-80
4
false
Tighten stops on momentum names
P0960
Systematic
Trust
USD
2025-04-22
1,598,852
79,663
1,519,189
1
61.4
33.6
0
5.1
XLF:11.4%;BND:22.4%;GLD:22.4%;MUB:21.3%;MSFT:22.4%
US:61.6;EU:18.4;APAC:13.6;EM:3.1;Other:3.3
Value:+0.4;Growth:+0.4;Quality:+0.2;Size:+0.5;Momentum:+0.9;LowVol:-0.2
null
5
35
4.4
hard 12%
123
22.4
Bull
13.3
4.46
3.1
97
6
62
45
false
Sell
Trim extended winner -1%
23
10
BrokerC
LMT
85
null
null
Normal monitoring
-20
-27
-14
5
false
Tighten stops on momentum names
P0961
Cautious
Taxable
USD
2025-03-26
774,721
86,693
688,028
1
36.2
35.2
11.3
17.3
QQQ:27.5%;IEF:27.5%;VOO:25.8%;VTI:19.2%
US:63.4;EU:21.9;APAC:10.9;EM:3.6;Other:0.2
Value:+1.0;Growth:-0.5;Quality:+0.7;Size:-0.2;Momentum:+0.7;LowVol:-0.0
NoMargin
7
25
3.1
trailing 8%
160
19.1
Sideways
16.8
4.64
3.4
99
-17
49
29
false
Hedge
Add TLT +1% as duration hedge
-15
-9
BrokerB
MKT
91
null
null
Normal monitoring
-48
-19
-31
3
false
Monitor dispersion and breadth
P0962
Opportunistic
401k
USD
2025-05-05
540,334
37,556
502,778
1
62.3
11.1
20.1
6.5
VTI:35.0%;VOO:35.0%;BRK.B:30.1%
US:59.2;EU:18.3;APAC:7.9;EM:9.9;Other:4.7
Value:+0.7;Growth:+0.3;Quality:+0.5;Size:-0.1;Momentum:-0.9;LowVol:+0.9
NoDerivatives
5
35
4.2
trailing 7%
264
21.1
Bear
30.3
3.58
2.7
171
-100
5
79
true
Rebalance
Rebalance back to target bands
27
-27
BrokerB
LMT
97
VAR>budget
Hedge
Risk above budget threshold
65
3
51
5
false
Increase defensive factor exposure
P0963
Opportunistic
IRA
USD
2025-03-04
407,372
21,057
386,315
1
62.1
19.6
12.1
6.2
VTI:18.0%;MUB:17.4%;IEF:22.8%;TSLA:22.8%;VOO:19.0%
US:53.4;EU:21.1;APAC:12.4;EM:10.1;Other:2.9
Value:-1.0;Growth:-0.9;Quality:-0.7;Size:-0.9;Momentum:+0.6;LowVol:+0.7
null
8
35
5.8
trailing 9%
252
24.2
Volatile
26.8
3.97
3.6
157
-55
7
76
true
Reduce
Cut high-beta by 2-3%, add cash
1
-11
BrokerC
LMT
96
VAR>budget
Pause
Risk above budget threshold
82
13
71
5
false
Within IPS guidelines
P0964
Active
401k
USD
2024-08-21
1,794,393
167,850
1,626,543
1.09
56
20.6
18
5.4
AAPL:19.4%;BRK.B:23.3%;IEF:23.3%;XLF:10.7%;MSFT:23.3%
US:69.8;EU:13.1;APAC:8.2;EM:6.4;Other:2.4
Value:+0.7;Growth:-0.7;Quality:-0.6;Size:+0.3;Momentum:+0.1;LowVol:-0.2
null
6
35
4.1
hard 12%
229
24.1
Sideways
15.5
3.78
2.6
136
-24
35
38
false
Rebalance
Shift +1% to bonds from equity
24
-35
BrokerC
VWAP
86
null
null
Normal monitoring
36
-38
28
5
false
Increase defensive factor exposure
P0965
Cautious
Trust
USD
2025-06-12
842,939
81,971
760,968
1
46.2
33.2
2.6
17.9
TSLA:17.5%;AAPL:24.2%;TLT:23.7%;QQQ:16.2%;VOO:18.4%
US:65.2;EU:9.2;APAC:15.2;EM:10.2;Other:0.1
Value:0.0;Growth:+0.8;Quality:-0.5;Size:-0.0;Momentum:-0.4;LowVol:-0.2
ESGOnly;MaxPos6%;NoMargin
5
25
3.4
hard 10%
105
13.5
Bull
11.9
4.34
3.4
108
95
94
41
false
NoAction
Within bands; monitor
13
-37
BrokerB
LMT
95
null
null
Normal monitoring
82
-34
191
5
false
Tax-aware sells next window
P0966
Hands-off
IRA
USD
2025-01-23
730,325
37,762
692,563
1
67.2
19.8
3.8
9.2
XLF:10.1%;QQQ:18.9%;MUB:20.3%;HYG:13.4%;VNQ:17.1%;AMZN:20.3%
US:66.2;EU:10.7;APAC:11.8;EM:9.0;Other:2.4
Value:-0.3;Growth:-0.6;Quality:+0.9;Size:-0.6;Momentum:-0.4;LowVol:+0.6
null
7
35
5.3
hard 10%
149
12.6
Bear
34.7
3.33
2.4
141
-108
5
99
true
Hedge
Buy index puts 1% notional
27
-20
BrokerA
LMT
97
VAR>budget
TightenStops
Risk above budget threshold
-34
19
-36
4
true
Increase defensive factor exposure
P0967
Active
Trust
USD
2025-09-25
1,127,944
105,082
1,022,862
1
55.5
19.1
16.7
8.7
QQQ:25.9%;HYG:22.2%;TSLA:25.9%;TLT:25.9%
US:58.0;EU:12.0;APAC:15.1;EM:10.0;Other:4.9
Value:+1.0;Growth:-0.2;Quality:-0.1;Size:+0.6;Momentum:-0.1;LowVol:+0.7
null
6
25
5.3
trailing 9%
229
23.7
Bull
16.6
4.4
3.4
104
14
44
41
false
Buy
Add to core equity +1%
-4
-22
BrokerC
MKT
100
null
null
Normal monitoring
21
-54
102
4
false
Within IPS guidelines
P0968
Active
IRA
USD
2025-11-12
2,089,917
192,253
1,897,664
1
62.1
21.4
8
8.5
MSFT:25.0%;VOO:25.0%;HYG:25.0%;IEF:25.0%
US:70.5;EU:7.6;APAC:8.9;EM:8.5;Other:4.5
Value:+0.4;Growth:-0.4;Quality:-0.2;Size:+0.1;Momentum:0.0;LowVol:+0.3
null
8
35
5
trailing 9%
186
22.2
Sideways
20.9
4.61
2.6
132
15
42
56
true
Hedge
Buy index puts 1% notional
6
5
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-11
-25
-40
4
false
Monitor dispersion and breadth
P0969
Opportunistic
Taxable
USD
2024-10-09
968,362
31,042
937,320
1
63.7
20.6
7.2
8.5
TSLA:19.3%;MSFT:12.5%;BND:11.3%;AMZN:20.3%;AAPL:19.6%;BRK.B:16.9%
US:70.0;EU:8.3;APAC:7.6;EM:10.1;Other:4.0
Value:+0.5;Growth:-0.3;Quality:+0.6;Size:+0.4;Momentum:+0.3;LowVol:-0.7
MaxPos5%;NoDerivatives
10
30
5.2
hard 12%
254
23.9
Volatile
22.2
4.68
4.1
175
72
72
72
true
Reduce
Cut high-beta by 2-3%, add cash
32
1
BrokerC
LMT
91
VAR>budget
Reduce
Risk above budget threshold
-42
-43
-37
4
false
Tax-aware sells next window
P0970
Active
401k
USD
2025-08-25
1,174,030
81,652
1,092,378
1.2
57.7
26.8
6.2
9.3
BND:22.5%;BRK.B:13.6%;MUB:19.0%;HYG:22.5%;VNQ:22.5%
US:63.6;EU:14.9;APAC:15.7;EM:3.4;Other:2.3
Value:-1.0;Growth:+0.2;Quality:+1.0;Size:-0.5;Momentum:+0.6;LowVol:-0.7
NoDerivatives
6
35
5.3
trailing 8%
171
24.2
Bull
14
4.56
3.1
83
17
62
52
false
Rebalance
Shift +1% to bonds from equity
23
-9
BrokerC
LMT
98
null
null
Normal monitoring
-39
5
-28
4
false
Tax-aware sells next window
P0971
Active
IRA
USD
2024-08-10
2,026,815
239,550
1,787,265
1
50.8
21.1
19.9
8.3
TLT:10.5%;BRK.B:10.5%;TSLA:16.3%;BND:19.7%;AMZN:21.5%;VOO:21.5%
US:69.2;EU:10.1;APAC:6.8;EM:9.4;Other:4.5
Value:+0.2;Growth:+0.4;Quality:-0.7;Size:+0.7;Momentum:+0.5;LowVol:-0.6
NoDerivatives
5
30
4.6
trailing 8%
128
25.6
Bull
13.1
4.09
2
75
101
85
45
false
Rebalance
Shift +1% to bonds from equity
-5
0
BrokerA
MKT
88
null
null
Normal monitoring
-27
-23
40
4
false
Tighten stops on momentum names
P0972
Hands-off
Roth
USD
2025-05-28
257,372
10,806
246,566
1
67.4
26.5
0
6.1
GLD:19.6%;IEF:18.9%;TSLA:14.9%;MSFT:13.9%;VTI:10.0%;MUB:22.7%
US:62.4;EU:18.3;APAC:7.0;EM:8.9;Other:3.4
Value:-0.8;Growth:-0.5;Quality:-0.8;Size:-0.3;Momentum:+0.5;LowVol:-0.1
ESGOnly;MaxPos8%
6
35
5.5
hard 10%
161
16.7
Sideways
15.9
4.49
3
110
45
80
48
false
NoAction
Within bands; monitor
-9
3
BrokerA
MKT
0
null
null
Normal monitoring
-17
-11
102
4
false
Increase defensive factor exposure
P0973
Systematic
IRA
USD
2025-09-04
1,801,488
99,785
1,701,703
1
63.5
27.3
0
9.2
AAPL:23.5%;GLD:22.7%;AMZN:23.5%;BND:19.9%;TSLA:10.4%
US:69.2;EU:10.1;APAC:12.6;EM:4.0;Other:4.1
Value:+0.6;Growth:+0.7;Quality:+0.4;Size:-0.9;Momentum:-0.9;LowVol:+0.7
MaxPos5%
6
25
4.2
trailing 8%
160
22.2
Bear
31
3.21
1.9
214
-24
35
82
true
Hedge
Buy index puts 1% notional
31
13
BrokerD
MKT
98
VAR>budget
Reduce
Risk above budget threshold
-22
-22
-40
5
true
Monitor dispersion and breadth
P0974
Hands-off
Roth
USD
2025-06-29
784,697
38,512
746,185
1
66.6
23.4
2.3
7.7
BRK.B:19.0%;XLF:20.0%;HYG:16.2%;MUB:8.3%;MSFT:18.3%;QQQ:18.3%
US:74.4;EU:12.8;APAC:5.6;EM:4.6;Other:2.7
Value:-0.4;Growth:-0.2;Quality:-0.9;Size:-1.0;Momentum:-0.7;LowVol:+0.1
NoDerivatives
7
30
3.2
hard 10%
138
15.2
Volatile
21.6
4.58
3.6
134
52
84
54
false
Buy
Add to core equity +1%
23
-15
BrokerB
VWAP
100
null
null
Normal monitoring
99
6
149
4
false
Within IPS guidelines
P0975
Cautious
Taxable
USD
2024-11-06
528,787
83,777
445,010
1
40.1
34.9
7.5
17.5
GLD:25.6%;QQQ:25.6%;AMZN:17.4%;AAPL:20.3%;IEF:11.1%
US:68.0;EU:14.5;APAC:7.8;EM:8.5;Other:1.3
Value:-0.3;Growth:+1.0;Quality:-0.6;Size:+0.9;Momentum:-0.8;LowVol:-0.0
MaxPos6%;NoMargin
10
25
5.4
trailing 8%
127
13.5
Sideways
19.1
4.5
2
90
-27
23
51
true
Hedge
Buy index puts 1% notional
34
2
BrokerB
MKT
85
VAR>budget
Reduce
Risk above budget threshold
-21
-44
50
2
false
Monitor dispersion and breadth
P0976
Active
Trust
USD
2025-01-24
1,319,513
106,757
1,212,756
1
57.5
26.9
10.3
5.3
TSLA:25.0%;VNQ:25.0%;MUB:25.0%;VOO:25.0%
US:72.3;EU:8.8;APAC:11.2;EM:4.3;Other:3.4
Value:+0.3;Growth:+0.9;Quality:-0.2;Size:+0.5;Momentum:+0.7;LowVol:+0.3
null
7
30
4.5
trailing 9%
168
23.6
Bull
15.6
3.55
2.8
97
91
82
49
false
Sell
Trim extended winner -1%
31
-22
BrokerD
LMT
85
null
null
Normal monitoring
37
-13
91
4
false
Tax-aware sells next window
P0977
Active
Taxable
USD
2025-04-24
1,401,269
154,704
1,246,565
1
54.4
22.8
15.5
7.3
MSFT:22.3%;IEF:28.7%;BRK.B:20.3%;VTI:28.7%
US:70.5;EU:10.9;APAC:6.8;EM:10.7;Other:1.2
Value:0.0;Growth:-0.9;Quality:+0.1;Size:+0.1;Momentum:-0.0;LowVol:-0.3
MaxPos7%;NoDerivatives
7
30
5.6
trailing 8%
206
19.7
Bull
17.8
4.9
3.1
89
84
100
52
false
Buy
Add to core equity +1%
16
-17
BrokerA
MKT
92
null
null
Normal monitoring
50
-4
49
5
false
Monitor dispersion and breadth
P0978
Hands-off
401k
USD
2025-10-08
502,638
49,495
453,143
1
58.5
20.1
14.8
6.6
TLT:33.3%;BND:33.3%;VNQ:33.3%
US:70.6;EU:6.2;APAC:7.0;EM:11.0;Other:5.3
Value:-0.1;Growth:+0.3;Quality:-0.5;Size:-0.9;Momentum:-0.9;LowVol:-0.7
null
6
25
4.7
trailing 10%
119
18.6
Bear
24.9
3.53
2
142
10
70
67
false
Hedge
Add TLT +1% as duration hedge
-11
-12
BrokerC
LMT
96
null
null
Normal monitoring
120
-29
118
3
false
Increase defensive factor exposure
P0979
Cautious
Taxable
USD
2025-12-17
217,863
18,638
199,225
1
50.3
32.6
3.5
13.6
QQQ:25.9%;GLD:25.9%;VOO:22.2%;HYG:25.9%
US:73.7;EU:10.5;APAC:10.7;EM:4.7;Other:0.3
Value:-0.9;Growth:+0.3;Quality:-0.5;Size:+0.6;Momentum:+0.2;LowVol:+0.7
MaxPos7%;NoMargin
5
25
3.8
trailing 8%
159
12.5
Bear
33.4
3.03
1.9
164
-65
28
76
true
Hedge
Buy index puts 1% notional
23
-1
BrokerB
LMT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-58
-38
-70
2
false
Tighten stops on momentum names
P0980
Cautious
Roth
USD
2024-09-10
433,371
53,653
379,718
1
44.5
42.4
0
13.2
TSLA:17.7%;TLT:16.9%;BND:21.8%;MSFT:21.8%;HYG:21.8%
US:67.8;EU:6.7;APAC:15.2;EM:5.1;Other:5.2
Value:+0.4;Growth:+0.4;Quality:-0.2;Size:-0.4;Momentum:+0.6;LowVol:-0.7
ESGOnly;NoDerivatives;NoMargin
7
35
3.7
trailing 8%
114
16.1
Bull
15.2
3.77
2.4
117
65
78
32
false
NoAction
Within bands; monitor
24
-31
BrokerC
MKT
0
null
null
Normal monitoring
-60
-2
-31
3
false
Within IPS guidelines
P0981
Cautious
IRA
USD
2025-05-12
807,509
120,988
686,521
1
39.3
34
15.1
11.7
HYG:23.0%;AMZN:22.2%;MSFT:23.0%;AAPL:12.1%;VOO:19.6%
US:67.8;EU:15.3;APAC:9.5;EM:5.9;Other:1.5
Value:+0.8;Growth:+1.0;Quality:-0.8;Size:-0.2;Momentum:+0.8;LowVol:+0.4
ESGOnly;NoMargin
5
35
3.3
trailing 8%
122
15.8
Bear
28.4
3.89
1.3
177
5
59
62
false
Sell
Trim extended winner -1%
-2
3
BrokerC
LMT
85
null
null
Normal monitoring
-52
7
28
4
false
Tighten stops on momentum names
P0982
Active
IRA
USD
2025-03-30
2,238,955
176,892
2,062,063
1
56.3
28.4
7
8.3
AAPL:32.9%;GLD:33.5%;MUB:33.5%
US:62.5;EU:17.2;APAC:9.3;EM:5.1;Other:5.8
Value:+0.9;Growth:+0.3;Quality:+0.7;Size:+0.3;Momentum:-0.9;LowVol:-0.3
MaxPos5%;NoDerivatives
5
35
4.9
trailing 9%
196
24.7
Bull
12.4
4.35
3.4
88
39
66
43
false
Hedge
Add TLT +1% as duration hedge
16
-35
BrokerA
MKT
93
null
null
Normal monitoring
65
-9
152
4
false
Tax-aware sells next window
P0983
Active
Taxable
USD
2025-02-23
811,421
50,527
760,894
1
59.7
23.7
8.6
8
TSLA:33.3%;VOO:33.3%;VNQ:33.3%
US:73.3;EU:9.0;APAC:5.5;EM:7.5;Other:4.7
Value:-0.5;Growth:-0.6;Quality:+0.7;Size:+0.3;Momentum:+0.1;LowVol:+0.9
null
6
35
4.2
trailing 8%
159
22.6
Sideways
17.7
4.05
2.4
126
22
74
58
false
Rebalance
Shift +1% to bonds from equity
31
-4
BrokerC
LMT
97
null
null
Normal monitoring
0
17
-11
5
false
Tighten stops on momentum names
P0984
Systematic
Taxable
USD
2024-12-07
1,769,445
129,559
1,639,886
1
61.5
23.3
6
9.2
TLT:33.3%;MSFT:33.3%;MUB:33.3%
US:71.1;EU:15.6;APAC:8.6;EM:3.4;Other:1.3
Value:+0.8;Growth:+0.4;Quality:-0.4;Size:+0.5;Momentum:+0.4;LowVol:-0.5
MaxPos5%
5
25
4.8
trailing 9%
205
18.9
Volatile
24.4
4.84
3.3
154
-10
54
67
false
Rebalance
Shift +1% to bonds from equity
11
-21
BrokerB
MKT
100
null
null
Normal monitoring
109
-22
211
5
false
Within IPS guidelines
P0985
Active
401k
USD
2025-08-21
1,710,318
174,976
1,535,342
1
55.9
29.8
8.1
6.2
MUB:21.5%;VTI:21.8%;AAPL:20.0%;XLF:21.8%;IEF:14.9%
US:60.9;EU:19.1;APAC:6.9;EM:9.6;Other:3.6
Value:-0.4;Growth:+0.2;Quality:+0.3;Size:-0.2;Momentum:+1.0;LowVol:-0.6
null
7
25
4.3
trailing 8%
227
25.4
Sideways
18.1
4.98
2.6
116
46
77
47
false
Sell
Trim extended winner -1%
0
8
BrokerC
LMT
93
null
null
Normal monitoring
-59
-28
-42
4
false
Tax-aware sells next window
P0986
Active
401k
USD
2025-10-05
514,988
55,064
459,924
1
50.1
26.4
14.6
8.8
VOO:15.1%;TLT:16.9%;MSFT:18.2%;VTI:10.6%;VNQ:20.1%;MUB:19.1%
US:70.7;EU:6.8;APAC:15.2;EM:5.0;Other:2.4
Value:-0.3;Growth:-0.4;Quality:+0.3;Size:-0.3;Momentum:+1.0;LowVol:+0.6
MaxPos8%
6
25
4.6
trailing 9%
156
21.6
Bull
14.9
4.32
3.3
110
41
62
41
false
Sell
Trim extended winner -1%
12
-28
BrokerD
MKT
98
null
null
Normal monitoring
109
-39
213
3
false
Tighten stops on momentum names
P0987
Opportunistic
Trust
USD
2025-09-03
1,314,507
91,487
1,223,020
1
66.6
16.5
9.7
7.2
AMZN:25.7%;MSFT:25.7%;TLT:22.9%;GLD:25.7%
US:68.3;EU:11.7;APAC:9.6;EM:9.2;Other:1.2
Value:-0.6;Growth:+0.7;Quality:-0.2;Size:-0.6;Momentum:-0.4;LowVol:+0.1
MaxPos8%
10
35
5.2
trailing 9%
211
28.9
Sideways
16.7
3.93
2.7
113
-26
43
43
false
NoAction
Within bands; monitor
2
13
BrokerD
VWAP
98
null
null
Normal monitoring
54
-24
81
4
false
Within IPS guidelines
P0988
Active
Roth
USD
2025-01-14
627,405
54,895
572,510
1.13
52.6
24.5
15.5
7.4
BRK.B:33.3%;HYG:33.3%;IEF:33.3%
US:71.1;EU:12.8;APAC:5.6;EM:6.9;Other:3.6
Value:+0.4;Growth:-0.3;Quality:-0.7;Size:+0.4;Momentum:-0.5;LowVol:+0.8
null
10
30
5.4
trailing 8%
177
17.4
Volatile
22.3
3.61
3.7
142
17
63
62
false
Hedge
Add TLT +1% as duration hedge
-2
-11
BrokerD
VWAP
100
null
null
Normal monitoring
97
-58
226
5
false
Within IPS guidelines
P0989
Cautious
401k
USD
2024-09-19
308,413
36,047
272,366
1
50.5
40.1
0
9.5
AMZN:33.3%;GLD:33.3%;XLF:33.3%
US:62.0;EU:15.5;APAC:11.3;EM:7.4;Other:3.8
Value:+1.0;Growth:-0.3;Quality:+0.2;Size:0.0;Momentum:+0.2;LowVol:+1.0
ESGOnly;NoDerivatives;NoMargin
7
35
5.7
trailing 8%
150
17.3
Sideways
17.5
4.09
2.5
136
41
55
43
false
Sell
Trim extended winner -1%
-14
-8
BrokerA
LMT
91
null
null
Normal monitoring
65
0
62
5
false
Tax-aware sells next window
P0990
Cautious
Roth
USD
2025-11-28
230,185
31,980
198,205
1
46
31.6
5.3
17.2
IEF:12.7%;BND:18.0%;AMZN:14.7%;QQQ:17.0%;AAPL:21.6%;BRK.B:16.1%
US:64.1;EU:16.9;APAC:10.5;EM:7.5;Other:1.1
Value:+0.6;Growth:-0.3;Quality:-0.5;Size:+1.0;Momentum:-0.2;LowVol:-0.7
ESGOnly;NoMargin
7
35
3.1
trailing 8%
102
19.6
Sideways
17.5
4.85
2.2
91
50
79
40
false
Hedge
Add TLT +1% as duration hedge
-9
-11
BrokerB
MKT
90
null
null
Normal monitoring
83
-39
143
5
false
Tax-aware sells next window
P0991
Hands-off
Taxable
USD
2024-10-21
297,327
12,510
284,817
1
59.3
19.4
11.5
9.8
TLT:22.5%;MUB:22.5%;TSLA:19.1%;BRK.B:22.5%;HYG:13.3%
US:71.2;EU:16.6;APAC:8.3;EM:3.4;Other:0.5
Value:+0.1;Growth:-0.3;Quality:+0.2;Size:-0.0;Momentum:-0.3;LowVol:+0.6
MaxPos5%;NoDerivatives
8
35
3.3
trailing 10%
96
16.3
Volatile
20.5
3.78
3.4
123
18
51
64
false
Sell
Trim extended winner -1%
22
-35
BrokerA
LMT
91
null
null
Normal monitoring
-11
12
61
4
false
Increase defensive factor exposure
P0992
Cautious
IRA
USD
2024-09-28
403,097
52,546
350,551
1
48.1
33.8
0.1
17.9
HYG:33.3%;BRK.B:33.3%;GLD:33.3%
US:63.9;EU:8.7;APAC:15.1;EM:10.5;Other:1.8
Value:-0.8;Growth:+0.6;Quality:-0.6;Size:-0.2;Momentum:-0.0;LowVol:+0.7
ESGOnly;NoMargin
7
35
5.2
trailing 10%
92
12.8
Bull
14.6
4.19
2.7
72
101
97
37
false
Sell
Trim extended winner -1%
27
8
BrokerC
MKT
99
null
null
Normal monitoring
2
-37
103
4
false
Monitor dispersion and breadth
P0993
Active
IRA
USD
2024-07-07
2,071,161
156,881
1,914,280
1
59.2
24.8
10.4
5.6
AMZN:16.0%;XLF:13.8%;TLT:22.1%;QQQ:15.3%;VTI:22.1%;AAPL:10.7%
US:70.7;EU:9.6;APAC:6.1;EM:10.7;Other:2.9
Value:-0.7;Growth:+0.9;Quality:+0.9;Size:-0.1;Momentum:+0.8;LowVol:+0.5
NoDerivatives
7
25
5
trailing 9%
182
17.5
Sideways
18.7
4.21
3.5
134
-1
50
53
false
Sell
Trim extended winner -1%
34
-36
BrokerC
VWAP
89
null
null
Normal monitoring
-31
-47
-19
5
false
Increase defensive factor exposure
P0994
Cautious
Taxable
USD
2025-05-24
874,807
99,404
775,403
1
45.6
33.1
3.5
17.8
BRK.B:16.7%;GLD:27.8%;VNQ:27.8%;AAPL:27.8%
US:72.4;EU:8.0;APAC:8.8;EM:10.5;Other:0.4
Value:-0.6;Growth:+0.7;Quality:+0.2;Size:-0.7;Momentum:+0.2;LowVol:-0.4
ESGOnly;NoDerivatives;NoMargin
10
35
4.3
trailing 8%
142
19.5
Bull
14.1
4.23
3.3
82
63
95
44
false
Sell
Trim extended winner -1%
14
4
BrokerC
LMT
95
null
null
Normal monitoring
47
16
141
5
false
Monitor dispersion and breadth
P0995
Hands-off
Roth
USD
2025-02-06
540,700
52,419
488,281
1
56.6
19.8
16.1
7.4
AMZN:33.3%;GLD:33.3%;MSFT:33.3%
US:60.1;EU:13.8;APAC:14.0;EM:10.7;Other:1.5
Value:-0.7;Growth:-0.0;Quality:+0.8;Size:-0.4;Momentum:+0.1;LowVol:+0.3
MaxPos7%
10
30
4.6
hard 10%
109
17.2
Volatile
22.8
5.03
3
158
41
69
55
false
Hedge
Add TLT +1% as duration hedge
-5
-37
BrokerC
LMT
95
null
null
Normal monitoring
83
6
213
4
false
Tax-aware sells next window
P0996
Active
401k
USD
2025-04-07
1,581,201
165,073
1,416,128
1
54.7
24.7
11.2
9.4
VTI:24.8%;BRK.B:37.6%;VOO:37.6%
US:70.9;EU:8.9;APAC:9.8;EM:9.7;Other:0.6
Value:-0.8;Growth:-0.8;Quality:-0.3;Size:+0.6;Momentum:-0.7;LowVol:-1.0
MaxPos6%
10
30
5.8
trailing 8%
137
27.5
Bull
14.9
4.99
2.5
82
41
55
39
false
Sell
Trim extended winner -1%
3
-20
BrokerD
MKT
88
null
null
Normal monitoring
17
-50
5
5
false
Tighten stops on momentum names
P0997
Systematic
401k
USD
2025-07-04
1,655,463
151,590
1,503,873
1
58.7
22.1
10.2
9
XLF:33.3%;BRK.B:33.3%;VNQ:33.3%
US:59.5;EU:12.6;APAC:14.4;EM:9.4;Other:4.1
Value:+0.8;Growth:-0.2;Quality:+0.3;Size:-0.1;Momentum:+0.5;LowVol:-0.7
NoDerivatives
5
25
5.9
trailing 8%
127
25.9
Volatile
31.6
4.4
4.1
154
57
66
70
false
Sell
Trim extended winner -1%
-7
-38
BrokerB
LMT
96
null
null
Normal monitoring
57
-55
140
3
false
Increase defensive factor exposure
P0998
Hands-off
Trust
USD
2025-11-26
627,247
60,358
566,889
1
67.6
24.1
0
8.2
BRK.B:15.5%;AAPL:24.6%;BND:16.5%;IEF:18.9%;HYG:24.6%
US:64.1;EU:7.3;APAC:8.8;EM:15.0;Other:4.8
Value:-0.4;Growth:-0.4;Quality:+0.4;Size:+0.2;Momentum:+0.2;LowVol:-0.6
ESGOnly;MaxPos8%;NoDerivatives
7
25
3.5
trailing 8%
97
13.4
Bull
12
3.95
2.5
88
38
70
39
false
Rebalance
Shift +1% to bonds from equity
28
4
BrokerC
MKT
89
null
null
Normal monitoring
2
-4
109
4
false
Within IPS guidelines
P0999
Opportunistic
IRA
USD
2024-07-13
1,394,383
112,969
1,281,414
1
72.7
19.2
0
8.1
MSFT:13.5%;QQQ:26.2%;VTI:15.8%;TSLA:26.2%;IEF:18.4%
US:66.7;EU:13.8;APAC:7.0;EM:9.0;Other:3.4
Value:+0.9;Growth:-0.8;Quality:-0.2;Size:-0.1;Momentum:+0.8;LowVol:-0.7
MaxPos7%
8
30
6.4
hard 12%
186
33.9
Sideways
18.9
4.41
3.3
123
-13
50
58
false
Rebalance
Shift +1% to bonds from equity
23
-27
BrokerA
LMT
96
null
null
Normal monitoring
25
-14
76
3
false
Tighten stops on momentum names
P1000
Hands-off
IRA
USD
2025-12-20
780,721
47,255
733,466
1
71.8
20.7
2.4
5.1
VTI:28.9%;MUB:28.9%;VOO:28.9%;BND:13.2%
US:67.0;EU:14.4;APAC:5.6;EM:8.0;Other:4.9
Value:+0.2;Growth:+0.5;Quality:+0.1;Size:-0.2;Momentum:-0.2;LowVol:-0.9
ESGOnly;MaxPos7%
6
30
4.1
trailing 8%
167
14
Bull
15.2
4.71
2.9
70
106
100
45
false
Rebalance
Shift +1% to bonds from equity
7
-16
BrokerD
LMT
100
null
null
Normal monitoring
106
-35
217
3
false
Tighten stops on momentum names