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
P9101
Active
IRA
USD
2025-09-14
1,156,693
97,929
1,058,764
1.17
64.5
21.5
9
5.1
AAPL:33.3%;VOO:33.3%;XLF:33.3%
US:70.2;EU:15.4;APAC:10.5;EM:3.7;Other:0.2
Value:-1.0;Growth:+0.2;Quality:-0.3;Size:-0.4;Momentum:-0.8;LowVol:0.0
null
6
30
4.6
trailing 8%
129
23.8
Bull
17.5
4.64
2.8
95
29
50
51
false
Buy
Add to core equity +1%
-7
-7
BrokerC
LMT
89
null
null
Normal monitoring
66
-45
119
4
false
Within IPS guidelines
P9102
Cautious
Taxable
USD
2025-06-01
462,171
68,241
393,930
1
38.1
42.4
6.3
13.3
AAPL:16.5%;TLT:17.0%;BRK.B:26.6%;MUB:26.6%;AMZN:13.2%
US:64.1;EU:16.0;APAC:11.9;EM:3.4;Other:4.6
Value:+0.2;Growth:-0.2;Quality:+0.2;Size:+0.1;Momentum:+0.5;LowVol:+0.1
NoDerivatives;NoMargin
5
35
5.9
hard 10%
141
14.8
Bear
26.3
3.89
2.1
148
-4
37
55
false
Rebalance
Shift +1% to bonds from equity
4
1
BrokerC
MKT
91
null
null
Normal monitoring
-23
-32
-2
5
false
Within IPS guidelines
P9103
Hands-off
Trust
USD
2025-08-19
453,908
44,800
409,108
1
74.2
17.7
2.4
5.7
AAPL:20.7%;XLF:13.2%;MSFT:20.7%;GLD:17.2%;BND:13.1%;IEF:15.1%
US:70.6;EU:8.2;APAC:7.6;EM:10.6;Other:2.9
Value:-0.4;Growth:+0.5;Quality:+0.8;Size:+0.3;Momentum:+0.4;LowVol:+0.8
null
8
30
4
hard 10%
135
14.5
Bull
16.5
3.51
2.2
115
29
76
47
false
Buy
Add to core equity +1%
29
-25
BrokerA
MKT
97
null
null
Normal monitoring
92
11
82
3
false
Monitor dispersion and breadth
P9104
Systematic
Trust
USD
2024-10-15
1,137,818
77,779
1,060,039
1
62
30.5
0
7.5
MSFT:22.0%;QQQ:22.0%;TSLA:21.8%;VNQ:14.5%;IEF:10.4%;VOO:9.3%
US:62.9;EU:7.5;APAC:16.8;EM:8.2;Other:4.7
Value:+0.5;Growth:-0.7;Quality:+0.1;Size:+0.7;Momentum:+0.3;LowVol:+0.1
MaxPos6%
7
25
5.1
trailing 9%
160
16.8
Bull
13.5
4.33
2.3
110
26
68
37
false
Rebalance
Shift +1% to bonds from equity
16
-10
BrokerB
VWAP
85
null
null
Normal monitoring
117
10
227
4
false
Tax-aware sells next window
P9105
Systematic
401k
USD
2025-08-14
670,690
51,322
619,368
1
66.1
24.8
0
9.1
TLT:16.1%;VNQ:14.6%;TSLA:16.8%;MUB:15.8%;XLF:16.8%;BND:19.9%
US:65.6;EU:13.6;APAC:12.8;EM:5.2;Other:2.8
Value:-0.1;Growth:+0.8;Quality:-0.2;Size:-0.4;Momentum:-0.4;LowVol:-0.2
MaxPos6%
8
35
4.8
trailing 8%
167
25.5
Bull
12.2
4.08
3.5
98
17
52
46
false
Sell
Trim extended winner -1%
18
12
BrokerA
MKT
93
null
null
Normal monitoring
0
-15
136
5
false
Increase defensive factor exposure
P9106
Cautious
Taxable
USD
2025-05-02
515,280
44,200
471,080
1
42.9
41.4
0
15.7
AMZN:28.2%;TLT:28.2%;VNQ:28.2%;HYG:15.5%
US:69.2;EU:17.0;APAC:8.5;EM:3.3;Other:2.0
Value:-1.0;Growth:-0.2;Quality:-0.1;Size:+0.1;Momentum:-0.9;LowVol:0.0
ESGOnly;NoDerivatives;NoMargin
5
25
4.8
trailing 8%
164
14.1
Bull
11.8
4.51
2.6
106
12
61
38
true
Rebalance
Rebalance back to target bands
13
-3
BrokerB
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
70
-36
152
4
false
Monitor dispersion and breadth
P9107
Active
Trust
USD
2024-09-17
796,756
81,703
715,053
1
55.5
31.4
5.5
7.6
VNQ:19.9%;QQQ:22.8%;BRK.B:22.8%;GLD:22.8%;TSLA:11.6%
US:71.6;EU:13.8;APAC:5.9;EM:6.6;Other:2.2
Value:-0.5;Growth:-0.7;Quality:-0.1;Size:-0.4;Momentum:+0.5;LowVol:+0.9
MaxPos7%
10
25
5.8
trailing 8%
202
24.9
Volatile
27.3
3.52
4.3
169
24
69
67
false
Rebalance
Shift +1% to bonds from equity
4
-4
BrokerA
MKT
87
null
null
Normal monitoring
45
-53
55
5
false
Within IPS guidelines
P9108
Hands-off
401k
USD
2025-10-19
340,718
21,434
319,284
1
68.9
21.6
4.1
5.4
BND:21.0%;BRK.B:19.3%;AAPL:18.5%;MUB:19.5%;IEF:21.7%
US:65.6;EU:13.0;APAC:6.6;EM:10.1;Other:4.8
Value:+0.2;Growth:+0.3;Quality:-0.9;Size:-0.5;Momentum:-0.8;LowVol:+0.1
null
8
35
3.3
trailing 8%
143
18.6
Sideways
21.5
4.72
2.6
134
-7
35
69
false
Buy
Add to core equity +1%
-11
8
BrokerC
MKT
93
null
null
Normal monitoring
40
-3
171
5
false
Monitor dispersion and breadth
P9109
Hands-off
Trust
USD
2024-08-03
583,704
47,389
536,315
1
63.7
27.2
0
9.1
MUB:9.4%;IEF:22.6%;MSFT:22.6%;QQQ:22.6%;XLF:22.6%
US:64.0;EU:16.4;APAC:13.5;EM:4.3;Other:1.8
Value:+0.6;Growth:+0.9;Quality:+0.5;Size:-0.8;Momentum:-0.8;LowVol:-1.0
ESGOnly;NoDerivatives
10
30
3.3
hard 10%
169
14.1
Volatile
26.6
4.29
3
111
44
59
69
false
Sell
Trim extended winner -1%
-4
13
BrokerC
LMT
87
null
null
Normal monitoring
0
-4
114
4
false
Increase defensive factor exposure
P9110
Systematic
401k
USD
2025-02-01
448,375
35,410
412,965
1
67.1
27.3
0
5.6
MUB:33.3%;TLT:33.3%;AAPL:33.3%
US:75.7;EU:6.6;APAC:7.3;EM:5.7;Other:4.7
Value:+0.7;Growth:-0.6;Quality:+1.0;Size:+0.4;Momentum:-1.0;LowVol:-0.5
null
7
30
5
trailing 8%
135
27.2
Bull
17.9
4.46
2.9
108
54
67
60
false
Rebalance
Shift +1% to bonds from equity
11
10
BrokerB
LMT
89
null
null
Normal monitoring
34
-14
109
3
false
Tighten stops on momentum names
P9111
Systematic
IRA
USD
2024-11-05
1,666,365
148,777
1,517,588
1
56.7
20.3
15.4
7.7
BND:34.2%;IEF:31.5%;HYG:34.2%
US:66.2;EU:11.7;APAC:9.2;EM:11.3;Other:1.6
Value:-0.4;Growth:+0.6;Quality:-0.1;Size:+0.2;Momentum:-0.5;LowVol:-0.9
NoDerivatives
7
35
5.2
trailing 8%
224
26.5
Bear
26.3
3.49
1.8
188
-41
16
74
true
Reduce
Cut high-beta by 2-3%, add cash
21
-27
BrokerA
MKT
98
VAR>budget
Reduce
Risk above budget threshold
-42
-43
-39
3
false
Within IPS guidelines
P9112
Systematic
Roth
USD
2025-05-29
1,908,870
160,421
1,748,449
1
61.5
21
9.9
7.5
IEF:22.4%;AAPL:19.4%;QQQ:22.4%;TSLA:13.4%;TLT:22.4%
US:64.2;EU:14.0;APAC:13.5;EM:6.9;Other:1.4
Value:-0.1;Growth:-0.0;Quality:-0.5;Size:-0.6;Momentum:-0.7;LowVol:+0.3
MaxPos5%
6
30
5.6
trailing 9%
171
23.8
Bull
13.7
3.84
3
99
58
94
41
false
Rebalance
Shift +1% to bonds from equity
-10
-39
BrokerB
MKT
91
null
null
Normal monitoring
71
-11
92
4
false
Increase defensive factor exposure
P9113
Hands-off
IRA
USD
2024-09-03
438,881
18,938
419,943
1
61.2
17.9
12.7
8.2
HYG:33.3%;GLD:33.3%;BRK.B:33.3%
US:58.3;EU:18.5;APAC:12.4;EM:7.1;Other:3.7
Value:-0.2;Growth:-0.9;Quality:-0.2;Size:-0.5;Momentum:-0.5;LowVol:-1.0
ESGOnly;MaxPos8%
5
25
4.6
hard 10%
96
15.3
Bull
14.6
3.7
2.5
96
100
100
45
false
Sell
Trim extended winner -1%
34
-31
BrokerD
LMT
92
null
null
Normal monitoring
78
-59
144
3
false
Tax-aware sells next window
P9114
Active
Trust
USD
2025-05-04
2,105,512
150,636
1,954,876
1
63.5
27.8
0
8.7
AAPL:33.3%;BND:33.3%;XLF:33.3%
US:65.4;EU:6.7;APAC:17.0;EM:8.1;Other:2.8
Value:+0.8;Growth:+0.5;Quality:+0.1;Size:+0.3;Momentum:-0.2;LowVol:-0.8
null
5
30
4.5
trailing 9%
127
24.6
Bear
27
3.92
1.8
207
8
52
68
false
Hedge
Add TLT +1% as duration hedge
-6
14
BrokerA
MKT
85
null
null
Normal monitoring
10
-6
-10
3
false
Tax-aware sells next window
P9115
Active
Taxable
USD
2025-03-31
837,857
89,314
748,543
1
62.4
29.1
0
8.5
XLF:17.8%;BND:19.4%;GLD:13.8%;VOO:20.0%;HYG:19.1%;MSFT:9.9%
US:66.6;EU:8.0;APAC:11.3;EM:10.4;Other:3.7
Value:-0.2;Growth:-0.1;Quality:+0.7;Size:+0.4;Momentum:+0.7;LowVol:+0.6
MaxPos8%
8
25
5.4
hard 12%
226
17
Volatile
20.3
4.61
4.1
166
-25
23
49
false
Rebalance
Shift +1% to bonds from equity
12
-1
BrokerD
LMT
89
null
null
Normal monitoring
18
-10
-2
5
false
Tax-aware sells next window
P9116
Cautious
Trust
USD
2024-08-11
535,604
52,390
483,214
1
45.8
36.2
4.9
13.2
BRK.B:27.6%;GLD:27.6%;AAPL:27.6%;MUB:17.2%
US:69.3;EU:6.6;APAC:11.9;EM:11.3;Other:0.9
Value:-0.9;Growth:+0.7;Quality:+0.9;Size:+0.4;Momentum:+0.3;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
5
35
5.7
trailing 8%
109
14
Volatile
24.7
4.65
2.2
166
68
97
52
false
Sell
Trim extended winner -1%
-2
-13
BrokerB
MKT
93
null
null
Normal monitoring
112
-25
103
5
false
Monitor dispersion and breadth
P9117
Active
IRA
USD
2025-01-15
1,453,740
134,592
1,319,148
1
62.3
20.6
11.2
5.9
MSFT:12.9%;MUB:17.6%;XLF:16.1%;VTI:19.8%;GLD:20.4%;VNQ:13.2%
US:56.8;EU:20.2;APAC:11.9;EM:6.3;Other:4.9
Value:+0.7;Growth:+1.0;Quality:-0.9;Size:+0.3;Momentum:+0.3;LowVol:-0.9
null
10
35
4.3
trailing 8%
187
26.1
Volatile
31.1
4.28
3
139
61
90
83
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-34
BrokerC
LMT
96
VAR>budget
Hedge
Risk above budget threshold
-57
-31
9
2
false
Tighten stops on momentum names
P9118
Cautious
Trust
USD
2024-07-30
435,306
60,668
374,638
1
46.7
35.1
1.1
17.2
GLD:33.3%;IEF:33.3%;QQQ:33.3%
US:74.4;EU:9.2;APAC:8.6;EM:3.5;Other:4.2
Value:-0.5;Growth:-0.4;Quality:+0.4;Size:-0.5;Momentum:-0.2;LowVol:-1.0
ESGOnly;MaxPos7%;NoMargin
6
35
5.8
trailing 8%
163
14.2
Bull
16.6
4.85
3.2
75
6
45
51
false
Buy
Add to core equity +1%
13
-7
BrokerD
LMT
92
null
null
Normal monitoring
17
-15
68
4
false
Monitor dispersion and breadth
P9119
Cautious
Roth
USD
2025-03-07
423,214
55,905
367,309
1
46.4
41.4
0
12.2
AMZN:38.7%;HYG:22.6%;TLT:38.7%
US:72.2;EU:6.8;APAC:6.6;EM:12.0;Other:2.4
Value:-0.5;Growth:+0.1;Quality:+0.1;Size:+0.2;Momentum:+0.9;LowVol:-0.5
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
6
30
4
trailing 8%
135
19.2
Bull
17.6
4.23
2.7
82
65
78
48
false
Buy
Add to core equity +1%
7
-8
BrokerD
MKT
86
null
null
Normal monitoring
63
16
75
3
false
Within IPS guidelines
P9120
Systematic
IRA
USD
2024-09-20
1,647,600
93,529
1,554,071
1
62.7
30.2
0
7.1
MUB:33.3%;HYG:33.3%;BND:33.3%
US:69.4;EU:5.7;APAC:11.6;EM:8.7;Other:4.7
Value:-0.7;Growth:-0.6;Quality:-0.7;Size:+0.7;Momentum:-1.0;LowVol:+0.5
NoDerivatives
10
30
5.1
trailing 8%
200
23.6
Bear
27.7
3.99
2.2
155
7
65
83
true
Hedge
Buy index puts 1% notional
5
12
BrokerA
VWAP
95
VAR>budget
Hedge
Risk above budget threshold
53
-23
109
5
false
Tax-aware sells next window
P9121
Opportunistic
IRA
USD
2025-02-23
1,016,800
82,085
934,715
1.08
74
18.2
2.8
5
VNQ:13.5%;BND:7.1%;XLF:11.8%;BRK.B:22.5%;QQQ:22.5%;TSLA:22.5%
US:69.4;EU:17.7;APAC:7.4;EM:4.4;Other:1.1
Value:-0.0;Growth:+0.5;Quality:+0.6;Size:-0.3;Momentum:+0.3;LowVol:-0.1
MaxPos8%
7
25
4.4
trailing 9%
238
23.8
Bull
16.8
4.57
3.3
73
84
100
59
false
Rebalance
Shift +1% to bonds from equity
-1
2
BrokerA
MKT
90
null
null
Normal monitoring
110
-26
172
4
false
Tax-aware sells next window
P9122
Cautious
IRA
USD
2025-11-15
399,796
47,618
352,178
1
47.4
35.1
6.5
11.1
TSLA:19.0%;QQQ:19.3%;BRK.B:18.3%;VTI:19.0%;AAPL:19.4%;IEF:5.1%
US:76.2;EU:8.1;APAC:8.1;EM:3.1;Other:4.4
Value:+0.5;Growth:+0.1;Quality:-0.3;Size:-0.9;Momentum:-1.0;LowVol:-0.2
NoDerivatives;NoMargin
5
35
4.3
trailing 8%
147
14.3
Sideways
17.1
4.37
2.2
117
39
65
47
false
NoAction
Within bands; monitor
14
-36
BrokerA
MKT
0
null
null
Normal monitoring
24
-1
-14
3
false
Within IPS guidelines
P9123
Active
401k
USD
2024-10-05
1,031,129
111,202
919,927
1
52.9
19.1
20.4
7.6
IEF:19.9%;MSFT:23.0%;BRK.B:21.8%;GLD:12.2%;HYG:23.0%
US:63.4;EU:15.8;APAC:9.9;EM:10.2;Other:0.8
Value:-1.0;Growth:-0.5;Quality:-0.0;Size:-0.6;Momentum:-0.1;LowVol:-0.1
MaxPos8%;NoDerivatives
7
30
5.2
trailing 9%
164
27.6
Volatile
30.6
4.91
4.2
145
-37
19
62
false
NoAction
Within bands; monitor
24
12
BrokerA
MKT
0
null
null
Normal monitoring
81
-20
97
3
false
Monitor dispersion and breadth
P9124
Opportunistic
401k
USD
2025-11-16
797,880
67,213
730,667
1.1
75.6
10.4
5.5
8.4
QQQ:23.5%;HYG:20.8%;MUB:16.6%;TLT:15.7%;IEF:23.5%
US:64.4;EU:15.8;APAC:7.3;EM:8.8;Other:3.7
Value:-1.0;Growth:-0.5;Quality:+1.0;Size:-0.3;Momentum:+0.3;LowVol:+0.7
MaxPos6%
7
25
5
trailing 7%
231
30.7
Bull
14.9
4.36
2.6
86
86
93
49
false
Rebalance
Shift +1% to bonds from equity
-9
12
BrokerC
MKT
86
null
null
Normal monitoring
119
15
121
5
false
Within IPS guidelines
P9125
Opportunistic
401k
USD
2025-12-11
1,543,454
126,356
1,417,098
1
72.7
20.5
0
6.8
VOO:28.1%;AAPL:15.7%;QQQ:28.1%;VTI:28.1%
US:68.6;EU:13.8;APAC:13.7;EM:3.6;Other:0.3
Value:-0.3;Growth:-0.5;Quality:+0.1;Size:+0.3;Momentum:-0.5;LowVol:-0.5
NoDerivatives
5
25
5.9
trailing 7%
198
31.2
Bear
23.8
3.61
1.1
140
-85
14
66
false
Hedge
Add TLT +1% as duration hedge
17
11
BrokerD
MKT
89
null
null
Normal monitoring
86
-5
78
3
false
Increase defensive factor exposure
P9126
Systematic
IRA
USD
2025-02-04
593,300
37,802
555,498
1
56.5
29.1
7.5
6.9
XLF:15.1%;AAPL:23.0%;HYG:15.9%;VOO:23.0%;VNQ:23.0%
US:66.2;EU:17.3;APAC:11.8;EM:4.3;Other:0.4
Value:+0.5;Growth:+0.6;Quality:+0.3;Size:-0.8;Momentum:+1.0;LowVol:-0.7
null
8
30
5
trailing 9%
186
17.1
Volatile
25.5
5.16
2.4
127
61
90
58
false
Buy
Add to core equity +1%
31
7
BrokerC
MKT
93
null
null
Normal monitoring
-41
-21
-24
5
false
Monitor dispersion and breadth
P9127
Active
Roth
USD
2025-10-01
1,359,110
126,578
1,232,532
1
56.2
28.5
10.3
5
BRK.B:16.1%;BND:28.0%;TSLA:28.0%;MSFT:28.0%
US:66.4;EU:13.1;APAC:8.4;EM:9.9;Other:2.2
Value:-0.3;Growth:-0.5;Quality:+0.6;Size:+0.3;Momentum:-0.7;LowVol:+1.0
MaxPos8%;NoDerivatives
6
35
6
trailing 8%
163
23.7
Volatile
28
4.81
4.4
137
-43
25
75
true
Hedge
Buy index puts 1% notional
27
-6
BrokerA
VWAP
92
RegimeShift
Reduce
Volatility spike and breadth deterioration
59
-39
181
4
true
Tax-aware sells next window
P9128
Hands-off
Taxable
USD
2025-01-21
546,004
36,112
509,892
1
64.6
18.4
9.2
7.8
AMZN:33.3%;BRK.B:33.3%;BND:33.3%
US:61.9;EU:18.4;APAC:7.0;EM:7.4;Other:5.2
Value:+1.0;Growth:-0.8;Quality:+0.1;Size:+0.4;Momentum:+0.7;LowVol:+0.7
MaxPos8%;NoDerivatives
10
35
5.4
trailing 8%
117
16.3
Volatile
21.7
4.93
3.8
112
66
74
64
false
Hedge
Add TLT +1% as duration hedge
34
-22
BrokerD
LMT
85
null
null
Normal monitoring
23
-34
-17
3
false
Within IPS guidelines
P9129
Systematic
Roth
USD
2024-10-07
910,313
77,719
832,594
1
65.5
25.5
0
9
AMZN:34.7%;VOO:34.7%;BRK.B:30.6%
US:67.7;EU:11.7;APAC:8.4;EM:5.9;Other:6.3
Value:-0.6;Growth:+0.6;Quality:+0.6;Size:+0.2;Momentum:-0.3;LowVol:+0.6
MaxPos5%;NoDerivatives
6
35
5.5
trailing 8%
178
21.9
Sideways
15.4
4.09
3
122
-13
35
48
false
NoAction
Within bands; monitor
-15
-36
BrokerA
LMT
97
null
null
Normal monitoring
46
-14
72
4
false
Within IPS guidelines
P9130
Cautious
Taxable
USD
2025-03-17
743,853
109,507
634,346
1
51.5
34.3
0
14.3
MSFT:33.3%;XLF:33.3%;TLT:33.3%
US:58.9;EU:21.0;APAC:8.1;EM:11.1;Other:1.0
Value:+0.7;Growth:+0.6;Quality:-0.8;Size:+0.3;Momentum:-0.2;LowVol:+0.2
ESGOnly;NoMargin
10
35
5.5
trailing 8%
95
12.6
Volatile
23.8
4.83
3.9
133
22
51
62
false
Buy
Add to core equity +1%
23
2
BrokerB
MKT
89
null
null
Normal monitoring
63
20
125
3
false
Increase defensive factor exposure
P9131
Cautious
IRA
USD
2024-12-15
330,599
36,261
294,338
1
50.7
30.7
3.9
14.8
HYG:17.0%;TSLA:22.4%;AAPL:22.4%;MUB:18.2%;VOO:20.1%
US:71.6;EU:15.6;APAC:6.7;EM:5.0;Other:1.1
Value:+0.5;Growth:-0.7;Quality:+0.6;Size:0.0;Momentum:-0.3;LowVol:-0.4
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
8
25
4.1
trailing 8%
118
16.6
Sideways
21.8
4.06
2
134
-16
42
46
false
Rebalance
Shift +1% to bonds from equity
-13
-22
BrokerB
LMT
85
null
null
Normal monitoring
10
-7
100
5
false
Within IPS guidelines
P9132
Systematic
Trust
USD
2024-09-12
1,393,499
120,923
1,272,576
1
69.5
23.2
0.9
6.4
HYG:21.0%;VTI:9.7%;AAPL:19.9%;QQQ:16.8%;BRK.B:11.6%;IEF:21.0%
US:67.5;EU:8.3;APAC:12.8;EM:6.8;Other:4.6
Value:+0.1;Growth:+0.1;Quality:-0.9;Size:-0.4;Momentum:-0.9;LowVol:+0.6
NoDerivatives
5
25
5.3
hard 12%
149
17.2
Bear
31.2
3.26
1.4
171
24
72
78
true
Hedge
Buy index puts 1% notional
21
4
BrokerD
LMT
86
Drift>tolerance
Hedge
Allocation drift beyond policy bands
101
0
61
4
false
Monitor dispersion and breadth
P9133
Active
Roth
USD
2025-05-24
1,864,706
222,924
1,641,782
1
54.6
18.9
16.5
10
BRK.B:33.3%;HYG:33.3%;QQQ:33.3%
US:63.7;EU:8.3;APAC:13.2;EM:14.0;Other:0.8
Value:-0.2;Growth:-0.7;Quality:-0.2;Size:+0.7;Momentum:+0.6;LowVol:+0.5
null
5
30
4.5
hard 12%
122
27.9
Volatile
23.2
4.7
2.3
161
10
44
60
false
Hedge
Add TLT +1% as duration hedge
-10
-7
BrokerA
MKT
97
null
null
Normal monitoring
43
2
133
5
false
Increase defensive factor exposure
P9134
Cautious
Roth
USD
2025-11-09
503,861
78,957
424,904
1
51.6
34.6
0
13.9
QQQ:33.3%;AAPL:33.3%;VNQ:33.3%
US:75.4;EU:8.0;APAC:9.2;EM:5.0;Other:2.3
Value:-0.8;Growth:-0.5;Quality:-0.6;Size:+1.0;Momentum:-0.2;LowVol:+0.2
MaxPos5%;NoMargin
8
35
5.5
hard 10%
115
17.1
Bull
16.5
4.76
2.3
82
78
86
51
false
Rebalance
Shift +1% to bonds from equity
35
13
BrokerB
MKT
87
null
null
Normal monitoring
68
-17
106
3
false
Increase defensive factor exposure
P9135
Systematic
Taxable
USD
2025-03-13
1,038,463
96,406
942,057
1
58.5
30.8
1.9
8.8
IEF:12.5%;VTI:20.9%;TSLA:13.6%;BND:20.9%;BRK.B:11.1%;MSFT:20.9%
US:56.5;EU:17.5;APAC:11.7;EM:10.7;Other:3.7
Value:+0.2;Growth:-0.2;Quality:-0.8;Size:-1.0;Momentum:+0.7;LowVol:+0.2
MaxPos8%;NoDerivatives
7
25
5.5
trailing 9%
204
16.5
Bear
23.2
4.18
2.2
213
-108
5
64
true
Reduce
Cut high-beta by 2-3%, add cash
16
-37
BrokerA
VWAP
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
-1
-56
124
5
false
Increase defensive factor exposure
P9136
Active
Taxable
USD
2025-10-08
1,116,333
81,116
1,035,217
1.07
58.2
19.3
15.8
6.7
BND:21.4%;AAPL:16.3%;MUB:10.1%;MSFT:16.1%;QQQ:21.4%;GLD:14.8%
US:61.5;EU:22.1;APAC:10.2;EM:4.0;Other:2.1
Value:-0.4;Growth:+0.8;Quality:-0.2;Size:+0.1;Momentum:+0.3;LowVol:+0.2
null
6
25
5.2
trailing 8%
126
18.4
Volatile
28.8
3.93
4.3
153
7
49
71
true
Hedge
Buy index puts 1% notional
3
8
BrokerB
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
48
-12
134
5
false
Within IPS guidelines
P9137
Opportunistic
Taxable
USD
2025-10-12
888,749
72,777
815,972
1.1
60.3
15.5
19.6
4.6
GLD:20.5%;QQQ:20.4%;TLT:15.0%;AMZN:10.7%;IEF:20.5%;AAPL:12.9%
US:70.8;EU:14.5;APAC:6.4;EM:7.4;Other:1.0
Value:-0.4;Growth:+0.4;Quality:+0.3;Size:+0.3;Momentum:+0.5;LowVol:-0.3
null
10
25
6.2
hard 12%
257
24.3
Volatile
20.7
3.84
3.3
131
-28
37
63
false
Buy
Add to core equity +1%
30
-37
BrokerC
MKT
89
null
null
Normal monitoring
56
-13
55
3
false
Tighten stops on momentum names
P9138
Systematic
Taxable
USD
2025-08-11
1,240,168
95,530
1,144,638
1
56.8
33.1
3
7
VNQ:17.5%;HYG:15.5%;QQQ:24.6%;BRK.B:24.6%;VTI:17.7%
US:62.0;EU:16.2;APAC:10.5;EM:9.9;Other:1.5
Value:-1.0;Growth:+0.2;Quality:+0.4;Size:-1.0;Momentum:+0.1;LowVol:-0.2
NoDerivatives
10
30
5.4
trailing 9%
164
20.1
Volatile
21.9
3.99
2.3
175
-14
30
58
false
NoAction
Within bands; monitor
11
-33
BrokerB
LMT
90
null
null
Normal monitoring
98
-44
130
3
false
Tax-aware sells next window
P9139
Cautious
IRA
USD
2024-09-15
339,047
42,596
296,451
1
38.2
35.3
9
17.6
AAPL:33.3%;MUB:33.3%;AMZN:33.3%
US:67.2;EU:8.7;APAC:6.9;EM:15.6;Other:1.6
Value:+0.9;Growth:-1.0;Quality:+0.4;Size:+0.4;Momentum:+0.8;LowVol:+0.1
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
6
30
4.5
trailing 8%
163
13.9
Volatile
28
3.8
3.1
126
27
63
55
false
NoAction
Within bands; monitor
21
6
BrokerD
MKT
0
null
null
Normal monitoring
41
-12
112
5
false
Monitor dispersion and breadth
P9140
Hands-off
Roth
USD
2025-07-25
803,733
68,210
735,523
1
67.8
24
0
8.2
VTI:24.6%;AAPL:26.4%;GLD:22.7%;VOO:26.4%
US:72.5;EU:9.5;APAC:9.5;EM:7.4;Other:1.2
Value:+0.5;Growth:+0.8;Quality:+0.6;Size:-0.3;Momentum:+0.3;LowVol:-0.1
null
10
25
4
trailing 8%
140
14.7
Bear
34.4
4.46
2.5
183
-52
25
99
true
Hedge
Buy index puts 1% notional
8
10
BrokerD
LMT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
80
-35
185
5
false
Tighten stops on momentum names
P9141
Systematic
Trust
USD
2024-07-28
981,540
47,728
933,812
1
58.1
32.3
4.5
5.2
HYG:7.9%;VNQ:20.9%;VTI:20.2%;BRK.B:20.5%;MSFT:20.0%;TLT:10.6%
US:65.4;EU:10.9;APAC:12.2;EM:9.6;Other:1.8
Value:+0.6;Growth:-0.2;Quality:+1.0;Size:+0.1;Momentum:-1.0;LowVol:-0.2
null
8
30
4.1
trailing 8%
217
21.5
Volatile
28.3
4.76
3.6
122
-41
44
81
true
Hedge
Buy index puts 1% notional
-2
0
BrokerB
LMT
88
VAR>budget
Hedge
Risk above budget threshold
-58
-39
-31
2
false
Increase defensive factor exposure
P9142
Active
Roth
USD
2024-09-17
615,194
48,299
566,895
1
53.8
19.3
20.4
6.4
VTI:9.5%;GLD:23.4%;VNQ:9.8%;HYG:23.4%;MUB:23.4%;QQQ:10.5%
US:63.1;EU:9.5;APAC:13.1;EM:11.8;Other:2.5
Value:-0.1;Growth:+0.2;Quality:+0.2;Size:-0.5;Momentum:+0.4;LowVol:-0.9
NoDerivatives
5
30
4.7
trailing 9%
200
25.6
Bull
16.5
4.23
2.3
98
69
83
47
true
Reduce
Cut high-beta by 2-3%, add cash
31
-40
BrokerD
MKT
92
VAR>budget
Hedge
Risk above budget threshold
78
-28
208
3
false
Within IPS guidelines
P9143
Opportunistic
IRA
USD
2025-05-11
881,119
59,241
821,878
1
66.8
18.8
8.2
6.3
TLT:33.3%;MUB:33.3%;GLD:33.3%
US:73.0;EU:10.6;APAC:11.6;EM:3.5;Other:1.3
Value:+0.2;Growth:-0.6;Quality:+0.5;Size:-0.4;Momentum:+0.2;LowVol:-0.2
MaxPos7%
10
25
5
trailing 7%
177
30.5
Bull
13.3
4.52
2.6
116
72
99
50
false
Hedge
Add TLT +1% as duration hedge
5
-19
BrokerB
VWAP
93
null
null
Normal monitoring
113
-41
188
4
false
Monitor dispersion and breadth
P9144
Opportunistic
Roth
USD
2025-07-10
1,413,088
92,262
1,320,826
1.23
76.5
15.6
2.8
5.1
HYG:12.9%;XLF:18.3%;BRK.B:22.4%;TSLA:7.9%;MUB:16.0%;GLD:22.4%
US:66.2;EU:19.4;APAC:5.7;EM:5.1;Other:3.7
Value:-0.6;Growth:-0.0;Quality:-0.3;Size:+0.7;Momentum:+1.0;LowVol:-0.1
NoDerivatives
10
35
6.5
trailing 7%
213
26.4
Bull
11.4
3.66
2.1
81
4
42
44
false
Buy
Add to core equity +1%
-5
-17
BrokerD
LMT
99
null
null
Normal monitoring
113
15
102
5
false
Tighten stops on momentum names
P9145
Cautious
Taxable
USD
2024-10-13
856,281
75,236
781,045
1
41.1
30.6
11.8
16.4
QQQ:27.4%;MSFT:21.0%;VNQ:27.4%;IEF:24.2%
US:67.8;EU:7.3;APAC:13.9;EM:10.0;Other:1.0
Value:-0.5;Growth:+0.1;Quality:+0.3;Size:0.0;Momentum:-0.4;LowVol:+0.1
NoMargin
6
35
3.7
trailing 10%
122
17.8
Sideways
21.5
4.99
2.3
91
-27
48
56
false
Hedge
Add TLT +1% as duration hedge
-2
-6
BrokerC
MKT
90
null
null
Normal monitoring
94
-22
210
3
false
Tax-aware sells next window
P9146
Active
Taxable
USD
2024-09-11
1,730,403
185,446
1,544,957
1
63.4
26.9
3.5
6.2
QQQ:16.8%;BRK.B:22.5%;XLF:22.5%;MSFT:15.8%;VTI:22.5%
US:62.6;EU:15.3;APAC:10.5;EM:8.1;Other:3.4
Value:+0.2;Growth:+0.1;Quality:+0.2;Size:+0.4;Momentum:-0.7;LowVol:-0.9
null
8
30
4.1
trailing 9%
129
27.5
Bull
16.4
4.66
2.6
82
34
70
49
false
Buy
Add to core equity +1%
14
-34
BrokerB
MKT
90
null
null
Normal monitoring
81
-32
189
3
false
Tighten stops on momentum names
P9147
Systematic
401k
USD
2025-10-30
1,270,260
99,514
1,170,746
1
65.2
28.1
0
6.7
AAPL:27.1%;BND:19.3%;MSFT:26.5%;MUB:27.1%
US:62.8;EU:17.1;APAC:7.5;EM:8.7;Other:3.8
Value:-0.5;Growth:-0.1;Quality:+0.1;Size:-0.3;Momentum:+0.5;LowVol:+0.5
NoDerivatives
5
25
4.4
trailing 9%
148
16.2
Bull
16.8
3.69
2.9
71
55
73
53
false
Buy
Add to core equity +1%
-12
-1
BrokerC
MKT
92
null
null
Normal monitoring
83
-53
145
3
false
Within IPS guidelines
P9148
Hands-off
401k
USD
2024-08-04
228,925
14,354
214,571
1
69.7
18
3.2
9
VTI:15.5%;MSFT:28.2%;MUB:28.2%;TLT:28.2%
US:65.8;EU:10.5;APAC:10.2;EM:9.3;Other:4.2
Value:-0.1;Growth:-0.9;Quality:0.0;Size:+0.2;Momentum:-0.7;LowVol:0.0
MaxPos5%;NoDerivatives
5
35
3.2
trailing 10%
108
14.1
Sideways
19.1
4.55
3.3
119
-13
36
53
true
Hedge
Buy index puts 1% notional
5
-28
BrokerA
VWAP
85
RegimeShift
TightenStops
Volatility spike and breadth deterioration
66
-1
140
5
false
Tax-aware sells next window
P9149
Cautious
Roth
USD
2025-09-22
392,056
36,018
356,038
1
45.8
39.6
0
14.6
VOO:19.7%;MSFT:28.0%;QQQ:28.0%;IEF:24.4%
US:74.0;EU:5.9;APAC:11.3;EM:4.7;Other:4.1
Value:-0.5;Growth:-0.7;Quality:-1.0;Size:+0.7;Momentum:-0.2;LowVol:-0.7
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
5
35
4.8
hard 10%
169
18.7
Sideways
14.6
3.65
3.1
128
25
64
43
false
Rebalance
Shift +1% to bonds from equity
30
6
BrokerD
MKT
93
null
null
Normal monitoring
35
-47
106
4
false
Increase defensive factor exposure
P9150
Cautious
Trust
USD
2025-03-23
850,003
89,168
760,835
1
40.4
36.9
10.4
12.4
VOO:25.7%;GLD:25.7%;XLF:25.7%;AMZN:10.5%;TLT:12.5%
US:65.1;EU:16.9;APAC:6.1;EM:8.0;Other:3.9
Value:+0.1;Growth:+0.2;Quality:-0.8;Size:0.0;Momentum:+0.3;LowVol:+0.1
NoDerivatives;NoMargin
5
35
3.5
trailing 8%
90
19.2
Sideways
17.4
4.11
2.4
116
47
87
35
false
Rebalance
Shift +1% to bonds from equity
-10
4
BrokerC
LMT
96
null
null
Normal monitoring
-21
-6
63
3
false
Within IPS guidelines
P9151
Cautious
Taxable
USD
2025-12-02
747,071
108,106
638,965
1
36.1
32.9
16.2
14.8
MSFT:19.3%;HYG:21.5%;TLT:15.3%;XLF:20.5%;AAPL:8.4%;TSLA:15.0%
US:58.1;EU:12.8;APAC:16.0;EM:12.1;Other:1.1
Value:-0.7;Growth:+0.9;Quality:+0.4;Size:-0.9;Momentum:-0.7;LowVol:0.0
ESGOnly;MaxPos8%;NoMargin
6
30
4.1
hard 10%
102
13.2
Bear
26.8
3.05
1.4
160
18
52
60
false
Sell
Trim extended winner -1%
14
-15
BrokerA
MKT
99
null
null
Normal monitoring
-46
-50
67
4
false
Increase defensive factor exposure
P9152
Opportunistic
401k
USD
2025-02-07
322,807
13,779
309,028
1.09
70.1
16.5
5.5
7.9
VOO:12.0%;BND:24.4%;TLT:21.8%;AMZN:17.5%;GLD:24.4%
US:68.5;EU:8.5;APAC:13.7;EM:6.9;Other:2.5
Value:+0.8;Growth:-0.7;Quality:+0.8;Size:+0.8;Momentum:+0.6;LowVol:-0.9
MaxPos6%;NoDerivatives
5
35
4.3
hard 12%
219
23.9
Sideways
17.6
4.05
3.3
116
-6
53
49
false
NoAction
Within bands; monitor
22
3
BrokerA
LMT
97
null
null
Normal monitoring
80
11
102
3
false
Within IPS guidelines
P9153
Active
Trust
USD
2025-02-12
1,809,636
214,415
1,595,221
1
55.1
30.5
7.9
6.5
GLD:21.3%;QQQ:13.1%;BRK.B:8.0%;AMZN:21.3%;MSFT:21.2%;AAPL:15.2%
US:60.8;EU:21.1;APAC:7.5;EM:6.4;Other:4.2
Value:-0.6;Growth:+0.8;Quality:-0.8;Size:+0.8;Momentum:+0.7;LowVol:+0.7
MaxPos7%;NoDerivatives
8
25
4.7
trailing 8%
188
20.4
Bear
28.5
4.42
2.5
140
-33
45
75
true
Reduce
Cut high-beta by 2-3%, add cash
-12
2
BrokerC
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
12
-57
70
4
false
Increase defensive factor exposure
P9154
Active
Roth
USD
2025-01-12
756,982
70,878
686,104
1
66.3
19.8
7
6.9
AAPL:27.8%;XLF:27.8%;VTI:26.2%;AMZN:18.1%
US:66.9;EU:15.0;APAC:8.7;EM:7.8;Other:1.6
Value:+0.2;Growth:-0.8;Quality:+0.7;Size:+0.2;Momentum:+0.5;LowVol:+0.2
MaxPos5%;NoDerivatives
7
30
4.9
hard 12%
144
18.8
Bear
31
3.18
1.5
211
-60
5
89
true
Rebalance
Rebalance back to target bands
-5
-31
BrokerA
MKT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
25
-56
70
3
false
Monitor dispersion and breadth
P9155
Active
Taxable
USD
2024-08-11
1,200,720
108,336
1,092,384
1
56.7
20.9
16.4
6
VTI:24.6%;TLT:37.7%;VOO:37.7%
US:68.4;EU:10.2;APAC:11.0;EM:6.6;Other:3.8
Value:-0.2;Growth:-0.1;Quality:+0.5;Size:-0.4;Momentum:+0.2;LowVol:-0.9
NoDerivatives
6
25
4.6
trailing 9%
228
18.4
Sideways
17.1
3.95
2.6
90
-22
46
40
false
Rebalance
Shift +1% to bonds from equity
0
-23
BrokerB
LMT
96
null
null
Normal monitoring
-14
-22
-52
5
false
Tighten stops on momentum names
P9156
Opportunistic
401k
USD
2025-12-06
468,780
36,137
432,643
1.23
67.1
11.6
16.5
4.8
QQQ:18.3%;BND:21.3%;IEF:14.6%;BRK.B:20.3%;VTI:8.5%;XLF:16.9%
US:67.7;EU:13.0;APAC:8.7;EM:9.3;Other:1.3
Value:+0.4;Growth:-0.4;Quality:+0.3;Size:-0.8;Momentum:+1.0;LowVol:-0.4
null
10
30
5.5
trailing 9%
227
26.4
Sideways
18
3.99
2.6
127
-5
62
56
false
Rebalance
Shift +1% to bonds from equity
35
-22
BrokerB
VWAP
95
null
null
Normal monitoring
79
-18
167
4
false
Tighten stops on momentum names
P9157
Hands-off
IRA
USD
2024-09-10
786,504
49,264
737,240
1
59.4
29.3
5.4
5.9
QQQ:33.3%;VNQ:33.3%;VOO:33.3%
US:78.1;EU:7.7;APAC:6.5;EM:6.4;Other:1.4
Value:+0.1;Growth:-0.6;Quality:+0.6;Size:-0.9;Momentum:-0.7;LowVol:+0.2
NoDerivatives
7
30
4.6
trailing 10%
142
18.1
Bull
13.8
3.74
3.5
118
68
71
51
false
Rebalance
Shift +1% to bonds from equity
25
-6
BrokerB
MKT
100
null
null
Normal monitoring
79
-31
189
4
false
Tighten stops on momentum names
P9158
Active
Roth
USD
2025-02-08
1,629,154
105,814
1,523,340
1
54.5
29.5
6.2
9.8
XLF:15.6%;HYG:22.6%;IEF:23.3%;GLD:23.3%;AAPL:15.2%
US:58.6;EU:15.2;APAC:15.5;EM:6.6;Other:4.1
Value:-0.5;Growth:-0.8;Quality:+0.2;Size:-0.4;Momentum:-0.7;LowVol:+0.2
null
8
35
5.3
hard 12%
171
19.1
Bear
26.3
4.34
2.5
204
1
64
67
false
Hedge
Add TLT +1% as duration hedge
32
-16
BrokerD
MKT
86
null
null
Normal monitoring
27
18
77
3
false
Tighten stops on momentum names
P9159
Hands-off
401k
USD
2024-11-14
609,570
36,941
572,629
1
67.5
23.2
0
9.2
HYG:25.0%;TLT:25.0%;VTI:25.0%;VNQ:25.0%
US:75.3;EU:6.2;APAC:9.3;EM:8.9;Other:0.3
Value:+0.7;Growth:+0.4;Quality:+0.3;Size:+0.9;Momentum:+0.2;LowVol:-0.2
ESGOnly
7
35
3.4
trailing 10%
151
16.8
Bull
13.2
3.66
2.7
109
11
67
54
false
NoAction
Within bands; monitor
11
7
BrokerA
VWAP
100
null
null
Normal monitoring
-27
9
-32
5
false
Tax-aware sells next window
P9160
Opportunistic
Roth
USD
2024-09-04
653,453
24,226
629,227
1.14
65.9
14.2
11.2
8.7
IEF:11.0%;TLT:12.7%;AMZN:12.0%;QQQ:24.8%;AAPL:23.2%;VOO:16.2%
US:60.3;EU:19.1;APAC:6.7;EM:10.2;Other:3.8
Value:-0.7;Growth:-1.0;Quality:-0.5;Size:-0.9;Momentum:-0.3;LowVol:-0.3
MaxPos7%
7
35
5.4
trailing 7%
265
27
Volatile
31.8
5.38
2.7
131
-51
27
79
true
Rebalance
Rebalance back to target bands
3
4
BrokerA
MKT
100
Drift>tolerance
Pause
Allocation drift beyond policy bands
-15
-5
-35
3
false
Monitor dispersion and breadth
P9161
Hands-off
Taxable
USD
2025-10-13
340,936
23,825
317,111
1
58.2
25.2
6.9
9.6
QQQ:29.2%;AAPL:35.4%;TSLA:35.4%
US:59.6;EU:16.8;APAC:13.5;EM:8.4;Other:1.7
Value:-0.1;Growth:+0.6;Quality:0.0;Size:+0.4;Momentum:0.0;LowVol:+0.1
NoDerivatives
7
30
3.7
trailing 8%
91
16
Sideways
15.7
3.9
3
122
25
50
41
false
NoAction
Within bands; monitor
29
-8
BrokerD
LMT
91
null
null
Normal monitoring
55
-51
79
4
false
Monitor dispersion and breadth
P9162
Hands-off
IRA
USD
2025-03-13
568,894
27,684
541,210
1
66.6
15.7
9.9
7.9
VTI:36.7%;QQQ:36.7%;BRK.B:26.5%
US:73.9;EU:9.7;APAC:4.9;EM:8.4;Other:3.1
Value:+0.4;Growth:+0.6;Quality:-0.4;Size:-1.0;Momentum:+0.2;LowVol:+0.6
ESGOnly;MaxPos6%;NoDerivatives
10
30
5
trailing 10%
111
18.4
Bull
12.4
4.88
2.5
102
96
98
50
false
Rebalance
Shift +1% to bonds from equity
3
-30
BrokerB
LMT
95
null
null
Normal monitoring
28
19
117
5
false
Within IPS guidelines
P9163
Cautious
Taxable
USD
2024-10-05
340,978
51,487
289,491
1
39.4
39.1
7.4
14
AMZN:16.3%;VOO:26.3%;XLF:17.1%;TLT:26.3%;BRK.B:14.0%
US:68.5;EU:12.7;APAC:9.5;EM:5.5;Other:3.9
Value:-0.1;Growth:+0.7;Quality:-0.9;Size:-0.5;Momentum:-0.0;LowVol:+0.2
MaxPos8%;NoMargin
7
30
5.3
hard 10%
135
17
Bear
31.1
3.02
1.5
148
-54
15
73
true
Reduce
Cut high-beta by 2-3%, add cash
1
-39
BrokerD
VWAP
99
RegimeShift
Reduce
Volatility spike and breadth deterioration
88
-24
84
5
false
Tax-aware sells next window
P9164
Opportunistic
IRA
USD
2024-07-28
1,798,566
101,503
1,697,063
1
63.1
19.8
11
6
VNQ:25.0%;BRK.B:25.0%;TLT:25.0%;QQQ:25.0%
US:71.5;EU:8.2;APAC:12.2;EM:7.8;Other:0.3
Value:-0.2;Growth:+0.5;Quality:+0.4;Size:-0.6;Momentum:-0.1;LowVol:+0.3
null
6
30
6.5
hard 12%
197
27.9
Bear
30.1
3.01
2.4
215
-52
15
86
true
Reduce
Cut high-beta by 2-3%, add cash
-13
-12
BrokerD
MKT
95
Drift>tolerance
Pause
Allocation drift beyond policy bands
27
20
-4
5
false
Within IPS guidelines
P9165
Opportunistic
Roth
USD
2024-09-24
705,729
59,996
645,733
1
70.5
18.5
2.7
8.3
XLF:33.3%;MSFT:33.3%;BRK.B:33.3%
US:74.4;EU:10.7;APAC:6.2;EM:7.0;Other:1.7
Value:+0.9;Growth:-0.7;Quality:+0.9;Size:-0.3;Momentum:-0.6;LowVol:+0.4
MaxPos6%;NoDerivatives
6
35
4.7
hard 12%
163
33.6
Bear
31.7
4.16
2.4
147
6
68
86
true
Hedge
Buy index puts 1% notional
-3
0
BrokerB
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
4
-2
87
5
false
Within IPS guidelines
P9166
Systematic
Taxable
USD
2024-11-27
1,361,312
68,162
1,293,150
1
63.8
30.3
0
5.8
BND:23.2%;VOO:13.0%;VNQ:23.2%;BRK.B:23.2%;IEF:17.5%
US:76.2;EU:7.1;APAC:9.4;EM:4.8;Other:2.5
Value:-0.3;Growth:-0.3;Quality:-0.7;Size:+0.1;Momentum:-0.5;LowVol:-0.7
NoDerivatives
7
30
5.7
hard 12%
144
17.7
Bull
13.2
4.88
3.1
73
61
92
49
false
Hedge
Add TLT +1% as duration hedge
29
15
BrokerD
VWAP
96
null
null
Normal monitoring
39
-50
69
3
false
Tax-aware sells next window
P9167
Opportunistic
Roth
USD
2025-04-30
1,424,966
109,810
1,315,156
1
70.5
16.7
8
4.8
VOO:21.6%;MSFT:21.6%;MUB:21.6%;VTI:15.1%;XLF:20.2%
US:66.4;EU:12.9;APAC:8.5;EM:8.0;Other:4.3
Value:+0.1;Growth:+1.0;Quality:-0.7;Size:+1.0;Momentum:-0.6;LowVol:+0.5
NoDerivatives
10
35
6.2
trailing 9%
203
26.3
Volatile
24.2
3.96
3.5
114
9
58
64
false
Rebalance
Shift +1% to bonds from equity
-7
-14
BrokerA
LMT
91
null
null
Normal monitoring
-5
-39
62
5
false
Within IPS guidelines
P9168
Cautious
Trust
USD
2025-09-22
655,898
56,616
599,282
1
39
41.3
6.3
13.4
GLD:32.9%;TLT:33.6%;IEF:33.6%
US:74.7;EU:5.5;APAC:13.3;EM:5.5;Other:1.1
Value:-0.6;Growth:-0.1;Quality:+0.6;Size:+0.3;Momentum:+0.8;LowVol:+0.5
ESGOnly;NoDerivatives;NoMargin
5
30
3.8
trailing 8%
107
17.2
Bull
17.3
3.65
3
89
41
59
45
false
NoAction
Within bands; monitor
35
-20
BrokerA
LMT
96
null
null
Normal monitoring
-42
8
-72
5
false
Monitor dispersion and breadth
P9169
Hands-off
401k
USD
2025-06-27
160,935
10,124
150,811
1
70.4
16.6
4.8
8.2
IEF:20.4%;XLF:29.5%;GLD:20.7%;BRK.B:29.5%
US:57.5;EU:19.1;APAC:13.8;EM:8.8;Other:0.7
Value:+0.4;Growth:+1.0;Quality:+0.1;Size:+0.3;Momentum:-0.6;LowVol:-0.3
ESGOnly
10
35
5.8
hard 10%
93
17
Bull
14.6
4.48
3.4
117
91
94
49
false
Buy
Add to core equity +1%
-15
-29
BrokerB
LMT
95
null
null
Normal monitoring
103
-24
142
4
false
Tax-aware sells next window
P9170
Cautious
401k
USD
2025-04-01
489,851
50,349
439,502
1
47.6
33.4
7.2
11.8
AAPL:27.6%;VOO:27.6%;MUB:17.3%;VNQ:27.6%
US:73.3;EU:8.7;APAC:6.8;EM:8.3;Other:3.0
Value:-0.8;Growth:+0.9;Quality:-0.8;Size:-0.9;Momentum:-1.0;LowVol:-0.2
ESGOnly;NoMargin
6
25
3.8
hard 10%
144
14.6
Bear
27.5
3.77
2.8
173
-94
5
62
false
Buy
Add to core equity +1%
5
-11
BrokerD
MKT
91
null
null
Normal monitoring
54
-52
166
4
false
Monitor dispersion and breadth
P9171
Hands-off
Roth
USD
2025-05-19
281,460
14,350
267,110
1
58.8
19.8
14.2
7.1
GLD:25.0%;AMZN:25.0%;HYG:25.0%;MSFT:25.0%
US:67.9;EU:15.8;APAC:8.3;EM:6.7;Other:1.3
Value:+0.5;Growth:+0.4;Quality:-0.1;Size:+0.5;Momentum:+0.7;LowVol:+1.0
ESGOnly;MaxPos7%;NoDerivatives
8
25
3.3
hard 10%
142
18.2
Volatile
29.3
3.7
2.4
131
55
89
69
false
Rebalance
Shift +1% to bonds from equity
7
-25
BrokerA
MKT
93
null
null
Normal monitoring
-35
-18
2
5
false
Within IPS guidelines
P9172
Cautious
Roth
USD
2024-07-21
690,674
98,969
591,705
1
37.3
42.7
7.7
12.3
MSFT:33.3%;MUB:33.3%;TLT:33.3%
US:65.3;EU:19.7;APAC:6.9;EM:6.3;Other:1.9
Value:-0.7;Growth:-0.1;Quality:+0.4;Size:+0.7;Momentum:-0.5;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
10
30
3.4
trailing 8%
126
15.8
Volatile
23.6
4.33
3.3
124
36
76
44
false
Rebalance
Shift +1% to bonds from equity
23
-35
BrokerC
MKT
99
null
null
Normal monitoring
69
-23
59
4
false
Within IPS guidelines
P9173
Systematic
401k
USD
2025-10-12
1,054,111
75,944
978,167
1
61.5
30.9
0
7.6
MUB:12.3%;IEF:20.8%;QQQ:24.7%;TSLA:17.5%;AMZN:24.7%
US:64.3;EU:13.1;APAC:10.9;EM:6.8;Other:4.9
Value:-0.2;Growth:+0.5;Quality:+0.3;Size:+0.4;Momentum:-0.8;LowVol:-0.4
null
10
30
4
trailing 8%
124
23.4
Bull
13.6
4.63
2.7
108
46
59
38
false
Rebalance
Shift +1% to bonds from equity
-12
-21
BrokerC
LMT
91
null
null
Normal monitoring
93
-16
64
4
false
Increase defensive factor exposure
P9174
Hands-off
Taxable
USD
2025-05-01
231,110
18,720
212,390
1
70
24
0
6
MSFT:14.0%;TLT:21.8%;TSLA:20.8%;GLD:22.0%;BND:21.3%
US:69.6;EU:16.9;APAC:5.0;EM:5.0;Other:3.5
Value:+0.5;Growth:-0.8;Quality:+0.2;Size:+0.3;Momentum:+0.8;LowVol:+0.9
ESGOnly;NoDerivatives
7
35
4.5
trailing 10%
149
19
Bull
12
3.95
3.4
74
39
61
56
false
Buy
Add to core equity +1%
15
9
BrokerA
VWAP
100
null
null
Normal monitoring
-7
-38
-41
3
false
Increase defensive factor exposure
P9175
Systematic
401k
USD
2025-03-05
1,051,386
52,796
998,590
1
58.3
33.2
3
5.5
BND:33.3%;XLF:33.3%;GLD:33.3%
US:66.9;EU:8.5;APAC:7.1;EM:14.0;Other:3.5
Value:+0.8;Growth:+0.6;Quality:-0.3;Size:+0.9;Momentum:-0.1;LowVol:+0.8
MaxPos7%;NoDerivatives
7
35
5.6
trailing 8%
205
25.2
Bull
12.3
4.4
2.5
82
120
100
40
false
Buy
Add to core equity +1%
-13
-27
BrokerC
MKT
86
null
null
Normal monitoring
-26
-41
-35
4
false
Tighten stops on momentum names
P9176
Active
Trust
USD
2025-12-05
1,192,982
88,395
1,104,587
1
55.6
21.9
12.6
10
BRK.B:33.3%;VTI:33.3%;TLT:33.3%
US:72.9;EU:8.7;APAC:7.6;EM:9.2;Other:1.6
Value:-0.2;Growth:-0.7;Quality:-0.7;Size:+0.7;Momentum:+0.7;LowVol:+0.6
null
10
25
5.3
trailing 8%
191
17.3
Sideways
17.7
4.99
3.5
130
42
61
38
true
Hedge
Buy index puts 1% notional
-6
-30
BrokerC
LMT
98
RegimeShift
Pause
Volatility spike and breadth deterioration
57
-11
63
3
false
Monitor dispersion and breadth
P9177
Opportunistic
Roth
USD
2024-07-11
1,538,709
135,235
1,403,474
1
67.9
21.6
3.4
7.1
IEF:22.5%;TLT:19.9%;BND:22.5%;QQQ:14.5%;BRK.B:20.7%
US:59.7;EU:16.6;APAC:9.9;EM:9.6;Other:4.1
Value:-0.7;Growth:+0.2;Quality:-0.8;Size:-0.5;Momentum:-0.5;LowVol:+0.4
null
7
30
5.4
trailing 7%
177
28.5
Bull
17
4.41
2.1
108
9
69
63
true
Hedge
Buy index puts 1% notional
9
-22
BrokerB
LMT
94
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-45
-10
8
5
true
Within IPS guidelines
P9178
Active
IRA
USD
2025-06-06
1,995,782
178,436
1,817,346
1
52.1
20.3
18.2
9.3
TLT:23.8%;IEF:10.0%;QQQ:23.8%;TSLA:19.8%;VNQ:22.7%
US:63.1;EU:12.4;APAC:10.4;EM:11.6;Other:2.5
Value:-0.8;Growth:+0.9;Quality:+0.9;Size:-0.1;Momentum:+0.6;LowVol:-0.3
NoDerivatives
5
30
4.1
hard 12%
187
20.7
Bear
24.3
3.1
2
179
-103
5
63
false
NoAction
Within bands; monitor
3
11
BrokerB
MKT
0
null
null
Normal monitoring
-15
-36
26
4
false
Within IPS guidelines
P9179
Systematic
Taxable
USD
2025-07-27
1,647,383
140,329
1,507,054
1
57.8
34.7
0
7.5
VOO:10.5%;IEF:22.0%;TLT:15.2%;HYG:16.4%;MSFT:13.9%;TSLA:22.0%
US:67.8;EU:14.9;APAC:8.5;EM:4.5;Other:4.3
Value:+0.6;Growth:+0.9;Quality:+0.2;Size:-0.3;Momentum:+0.6;LowVol:-0.7
null
6
30
5
hard 12%
166
16.1
Volatile
26.4
4.23
4.4
135
17
48
62
true
Hedge
Buy index puts 1% notional
11
-17
BrokerD
MKT
95
VAR>budget
Hedge
Risk above budget threshold
-17
-13
89
4
false
Monitor dispersion and breadth
P9180
Cautious
IRA
USD
2025-07-12
383,221
32,389
350,832
1
40.1
35.2
13
11.7
QQQ:20.7%;AMZN:10.1%;HYG:19.8%;TLT:20.7%;MUB:17.5%;BND:11.2%
US:59.4;EU:15.7;APAC:12.0;EM:7.8;Other:5.1
Value:+0.1;Growth:-0.3;Quality:-0.7;Size:-0.5;Momentum:-0.8;LowVol:-0.3
MaxPos8%;NoMargin
7
30
5.1
trailing 10%
137
12.4
Volatile
27.8
4.57
3.5
117
10
48
64
false
Buy
Add to core equity +1%
-7
-38
BrokerD
VWAP
97
null
null
Normal monitoring
-24
-1
48
3
false
Monitor dispersion and breadth
P9181
Cautious
IRA
USD
2025-09-21
629,179
95,385
533,794
1
48.9
34.6
6.3
10.2
MUB:24.4%;BRK.B:18.6%;HYG:16.5%;VNQ:24.4%;VTI:16.1%
US:72.5;EU:11.0;APAC:7.6;EM:4.2;Other:4.6
Value:+0.3;Growth:+0.9;Quality:+0.9;Size:+0.1;Momentum:-0.5;LowVol:+0.5
ESGOnly;MaxPos7%;NoMargin
5
25
3.3
trailing 8%
113
16.3
Bull
12.7
4.41
2.8
114
111
100
27
false
Buy
Add to core equity +1%
-8
9
BrokerA
LMT
96
null
null
Normal monitoring
86
-1
89
4
false
Tighten stops on momentum names
P9182
Systematic
IRA
USD
2025-09-28
878,985
76,344
802,641
1
65.1
21.6
3.8
9.5
AAPL:37.3%;VNQ:25.3%;HYG:37.3%
US:66.6;EU:12.1;APAC:14.5;EM:6.8;Other:0.1
Value:+0.5;Growth:+0.4;Quality:0.0;Size:-0.1;Momentum:+0.5;LowVol:-0.0
null
7
25
4.6
trailing 8%
192
21.4
Bear
32
3.72
2.6
186
-75
15
75
true
Reduce
Cut high-beta by 2-3%, add cash
16
0
BrokerB
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
45
7
54
4
false
Increase defensive factor exposure
P9183
Cautious
Roth
USD
2025-12-02
247,284
22,456
224,828
1
48.7
36.5
0.7
14.1
VNQ:25.0%;QQQ:25.0%;VOO:25.0%;VTI:25.0%
US:65.8;EU:15.7;APAC:5.7;EM:9.1;Other:3.7
Value:-0.9;Growth:+0.7;Quality:+1.0;Size:-0.7;Momentum:-0.0;LowVol:+0.4
MaxPos5%;NoMargin
5
30
4.5
trailing 10%
107
12.1
Sideways
19.2
3.79
2.8
135
2
51
45
false
Buy
Add to core equity +1%
14
7
BrokerB
MKT
98
null
null
Normal monitoring
43
-18
48
4
false
Within IPS guidelines
P9184
Hands-off
Trust
USD
2025-09-24
792,274
31,763
760,511
1
60.7
25.1
7
7.2
MSFT:21.1%;AMZN:21.1%;VTI:17.9%;GLD:21.1%;HYG:18.8%
US:68.1;EU:11.3;APAC:12.9;EM:7.2;Other:0.5
Value:-0.3;Growth:+0.1;Quality:+0.3;Size:+0.9;Momentum:+0.4;LowVol:+0.2
ESGOnly;MaxPos7%;NoDerivatives
5
30
4.2
trailing 8%
137
12.2
Bear
22.6
4.02
1.8
148
-19
44
70
false
Sell
Trim extended winner -1%
7
11
BrokerC
MKT
93
null
null
Normal monitoring
-28
0
17
3
false
Monitor dispersion and breadth
P9185
Systematic
Roth
USD
2025-09-01
498,573
22,806
475,767
1
66.9
22.7
4.7
5.6
AAPL:16.1%;HYG:15.8%;BND:13.6%;QQQ:16.3%;VNQ:20.4%;IEF:17.9%
US:66.3;EU:16.5;APAC:7.2;EM:7.1;Other:3.0
Value:-0.6;Growth:+0.1;Quality:+0.1;Size:-0.4;Momentum:+0.4;LowVol:+0.9
NoDerivatives
8
25
4.6
trailing 8%
220
19.1
Bull
16.7
4.4
2
72
92
89
53
false
Rebalance
Shift +1% to bonds from equity
19
-5
BrokerA
LMT
95
null
null
Normal monitoring
-24
9
115
5
false
Increase defensive factor exposure
P9186
Opportunistic
Roth
USD
2025-10-04
1,147,690
96,163
1,051,527
1
69.1
11.7
10.5
8.7
MUB:11.4%;IEF:24.8%;AAPL:22.9%;MSFT:16.0%;VTI:24.8%
US:67.3;EU:8.7;APAC:14.7;EM:4.9;Other:4.4
Value:-0.3;Growth:-0.7;Quality:+0.9;Size:+0.6;Momentum:+0.7;LowVol:-0.8
NoDerivatives
5
25
6.1
hard 12%
190
31
Volatile
26.6
5
3.4
128
-42
42
70
false
Rebalance
Shift +1% to bonds from equity
-1
-7
BrokerC
MKT
99
null
null
Normal monitoring
47
-28
91
3
false
Tax-aware sells next window
P9187
Cautious
401k
USD
2025-12-15
752,964
81,668
671,296
1
36.7
30.2
15.5
17.5
GLD:15.0%;VOO:25.8%;AAPL:25.8%;XLF:20.9%;AMZN:12.4%
US:63.9;EU:13.3;APAC:12.5;EM:8.1;Other:2.3
Value:+0.4;Growth:+1.0;Quality:-0.9;Size:-0.1;Momentum:+0.2;LowVol:+0.9
ESGOnly;MaxPos8%;NoMargin
7
25
5.5
trailing 8%
150
19
Bull
15
3.74
2.8
104
120
95
27
false
Sell
Trim extended winner -1%
27
-19
BrokerC
MKT
91
null
null
Normal monitoring
-7
-23
-9
4
false
Tighten stops on momentum names
P9188
Cautious
Taxable
USD
2024-10-05
757,996
110,081
647,915
1
38.4
40.4
7.3
14
GLD:33.3%;VOO:33.3%;XLF:33.3%
US:66.3;EU:15.1;APAC:8.4;EM:7.2;Other:3.1
Value:+0.6;Growth:-0.5;Quality:-0.9;Size:-0.5;Momentum:+0.4;LowVol:-0.1
ESGOnly;MaxPos6%;NoMargin
10
30
4.4
hard 10%
119
13.4
Bear
25.1
4.08
1.3
183
-36
38
54
true
Reduce
Cut high-beta by 2-3%, add cash
18
-40
BrokerA
MKT
93
VAR>budget
TightenStops
Risk above budget threshold
7
-38
11
4
false
Tax-aware sells next window
P9189
Opportunistic
Trust
USD
2024-11-10
1,312,203
57,403
1,254,800
1
70.7
15.5
8.7
5.2
VTI:25.5%;XLF:25.5%;IEF:10.4%;HYG:12.9%;TSLA:25.5%
US:70.5;EU:7.9;APAC:10.2;EM:6.9;Other:4.6
Value:-1.0;Growth:+0.9;Quality:-0.8;Size:+0.4;Momentum:+0.1;LowVol:+0.7
null
10
30
5.6
hard 12%
246
28.2
Bull
14.3
3.64
3.1
102
28
76
49
false
Buy
Add to core equity +1%
-8
13
BrokerD
MKT
95
null
null
Normal monitoring
51
-17
42
5
false
Tighten stops on momentum names
P9190
Hands-off
IRA
USD
2025-06-22
457,934
21,005
436,929
1
60
29.9
2.5
7.6
MSFT:21.3%;XLF:21.3%;MUB:7.2%;BND:20.9%;BRK.B:8.0%;VNQ:21.3%
US:67.6;EU:17.0;APAC:6.6;EM:4.8;Other:4.0
Value:+0.7;Growth:-0.9;Quality:+0.8;Size:-0.2;Momentum:+1.0;LowVol:0.0
null
10
35
3.2
hard 10%
140
13.7
Volatile
29.3
5.2
2.1
155
74
96
76
true
Hedge
Buy index puts 1% notional
19
6
BrokerA
LMT
88
VAR>budget
Hedge
Risk above budget threshold
-49
-43
-68
5
false
Tighten stops on momentum names
P9191
Cautious
IRA
USD
2025-11-29
340,830
45,845
294,985
1
46.7
31.3
7.2
14.8
MUB:25.2%;VNQ:25.2%;BND:25.2%;XLF:24.5%
US:64.5;EU:8.6;APAC:13.2;EM:9.8;Other:3.9
Value:-0.3;Growth:-0.5;Quality:+0.4;Size:-0.6;Momentum:+0.3;LowVol:-0.9
ESGOnly;NoMargin
5
25
5.2
trailing 8%
119
18.7
Bear
32.8
3.44
2.4
179
-15
46
72
true
Reduce
Cut high-beta by 2-3%, add cash
21
-26
BrokerD
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-35
14
-29
4
false
Monitor dispersion and breadth
P9192
Hands-off
401k
USD
2024-11-17
221,067
19,813
201,254
1
57.1
18.8
16.4
7.6
AMZN:25.8%;TLT:25.8%;VNQ:25.8%;TSLA:22.6%
US:63.4;EU:15.8;APAC:7.9;EM:8.5;Other:4.3
Value:-0.5;Growth:-0.4;Quality:-0.2;Size:-0.9;Momentum:-0.4;LowVol:-0.1
null
8
35
4.2
trailing 8%
148
12.7
Sideways
17.9
4.56
2.8
112
14
51
58
false
Sell
Trim extended winner -1%
14
-3
BrokerB
LMT
93
null
null
Normal monitoring
86
7
177
5
false
Within IPS guidelines
P9193
Opportunistic
Taxable
USD
2024-10-05
708,731
43,618
665,113
1.09
62.8
15.3
13.8
8.1
XLF:23.0%;AMZN:22.6%;AAPL:23.0%;VNQ:23.0%;MUB:8.3%
US:64.4;EU:12.6;APAC:10.3;EM:9.5;Other:3.3
Value:-0.2;Growth:-0.7;Quality:-0.5;Size:+0.4;Momentum:+0.3;LowVol:+0.8
NoDerivatives
6
35
7
trailing 7%
247
25.4
Volatile
28.1
5.18
4
148
-15
38
67
false
Rebalance
Shift +1% to bonds from equity
34
5
BrokerB
LMT
98
null
null
Normal monitoring
115
-36
79
5
false
Within IPS guidelines
P9194
Cautious
401k
USD
2025-04-09
803,518
126,308
677,210
1
39.5
33.3
12.8
14.4
BRK.B:20.8%;XLF:19.2%;HYG:13.8%;MSFT:14.2%;TLT:20.8%;VNQ:11.2%
US:71.5;EU:7.0;APAC:12.9;EM:7.1;Other:1.5
Value:-0.7;Growth:+0.1;Quality:-0.6;Size:-1.0;Momentum:-0.7;LowVol:+0.5
ESGOnly;MaxPos5%;NoMargin
6
35
4
hard 10%
142
16.8
Sideways
17.7
3.65
3.4
100
9
53
44
false
Rebalance
Shift +1% to bonds from equity
-15
-38
BrokerA
MKT
89
null
null
Normal monitoring
64
-2
187
5
false
Monitor dispersion and breadth
P9195
Hands-off
Roth
USD
2025-08-24
162,291
9,026
153,265
1
68.1
20.2
4.9
6.8
XLF:33.3%;HYG:33.3%;GLD:33.3%
US:63.1;EU:12.0;APAC:11.2;EM:9.9;Other:3.8
Value:-0.7;Growth:+0.7;Quality:+0.7;Size:-0.2;Momentum:-0.5;LowVol:-0.9
null
10
30
4.4
trailing 8%
164
14.1
Volatile
27
5.17
2.2
145
31
65
65
false
Sell
Trim extended winner -1%
29
-38
BrokerD
LMT
96
null
null
Normal monitoring
59
-11
43
5
false
Increase defensive factor exposure
P9196
Cautious
IRA
USD
2025-12-12
710,856
107,407
603,449
1
41.5
32.1
15.1
11.3
MUB:23.2%;VTI:23.2%;QQQ:23.2%;MSFT:15.8%;TSLA:14.4%
US:63.9;EU:21.2;APAC:6.6;EM:6.1;Other:2.2
Value:-0.7;Growth:+0.5;Quality:-0.0;Size:-0.0;Momentum:+0.5;LowVol:+1.0
NoDerivatives;NoMargin
7
35
4.5
trailing 10%
105
18.9
Sideways
15.9
3.84
3
123
28
61
44
false
Rebalance
Shift +1% to bonds from equity
30
10
BrokerD
LMT
99
null
null
Normal monitoring
-8
-60
124
5
false
Increase defensive factor exposure
P9197
Cautious
Trust
USD
2025-01-06
811,332
69,024
742,308
1
35
37.6
17.2
10.1
AMZN:20.8%;BND:21.6%;VTI:19.8%;AAPL:21.6%;HYG:16.3%
US:68.7;EU:7.6;APAC:10.4;EM:12.1;Other:1.3
Value:+0.4;Growth:+0.3;Quality:-0.2;Size:+0.4;Momentum:-0.7;LowVol:-0.6
NoDerivatives;NoMargin
10
35
4
hard 10%
141
12.6
Bull
16.7
4.71
2.6
72
99
94
32
false
Rebalance
Shift +1% to bonds from equity
-5
-6
BrokerD
VWAP
99
null
null
Normal monitoring
102
-25
85
4
false
Increase defensive factor exposure
P9198
Cautious
Taxable
USD
2025-12-13
315,428
48,731
266,697
1
40.8
34.9
8
16.3
TSLA:22.5%;VOO:22.5%;GLD:20.8%;VNQ:22.5%;AMZN:11.8%
US:61.0;EU:13.3;APAC:13.9;EM:6.8;Other:5.0
Value:+0.6;Growth:+0.7;Quality:+0.9;Size:-0.3;Momentum:+0.8;LowVol:-0.3
NoDerivatives;NoMargin
6
35
4.2
hard 10%
133
12.5
Sideways
15.2
3.53
3.4
114
15
61
31
false
NoAction
Within bands; monitor
10
-22
BrokerC
LMT
98
null
null
Normal monitoring
46
-46
104
5
false
Tighten stops on momentum names
P9199
Active
401k
USD
2024-12-13
1,432,793
101,323
1,331,470
1
56.2
24.9
12.7
6.2
IEF:13.9%;BRK.B:20.2%;GLD:22.3%;AMZN:8.2%;QQQ:22.3%;MUB:13.1%
US:63.5;EU:13.6;APAC:7.0;EM:12.5;Other:3.4
Value:-0.2;Growth:+0.9;Quality:+0.3;Size:+0.5;Momentum:+0.6;LowVol:0.0
null
10
35
5.4
trailing 9%
199
18.2
Bull
14.7
3.9
2.4
115
3
58
39
false
Sell
Trim extended winner -1%
14
-14
BrokerC
MKT
93
null
null
Normal monitoring
0
-12
88
5
false
Tax-aware sells next window
P9200
Opportunistic
Trust
USD
2024-08-19
1,171,364
72,492
1,098,872
1.19
73.5
20.9
0
5.5
AAPL:36.5%;BND:27.0%;BRK.B:36.5%
US:66.3;EU:13.5;APAC:11.6;EM:6.7;Other:1.9
Value:-0.2;Growth:-0.0;Quality:+1.0;Size:-0.6;Momentum:-0.2;LowVol:+0.5
NoDerivatives
10
30
4.7
hard 12%
160
29.9
Bear
28
4
2.9
191
-11
43
73
true
Hedge
Buy index puts 1% notional
16
-7
BrokerA
VWAP
86
VAR>budget
Reduce
Risk above budget threshold
-33
-30
41
3
false
Within IPS guidelines