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
P9201
Active
Trust
USD
2025-05-25
1,077,609
121,353
956,256
1
57.4
22.2
13.4
7
TLT:18.8%;VOO:22.0%;BND:15.8%;HYG:11.3%;TSLA:12.0%;VNQ:20.1%
US:65.2;EU:11.3;APAC:6.8;EM:11.8;Other:4.9
Value:0.0;Growth:+0.1;Quality:-0.1;Size:-0.3;Momentum:+0.3;LowVol:+0.3
MaxPos7%
6
35
4.8
trailing 8%
160
24.6
Bear
34.5
3.77
2.8
145
-58
29
80
true
Rebalance
Rebalance back to target bands
32
-30
BrokerD
LMT
86
RegimeShift
Pause
Volatility spike and breadth deterioration
-11
-57
-10
4
false
Tax-aware sells next window
P9202
Opportunistic
IRA
USD
2025-08-01
407,406
24,101
383,305
1
65.1
19.9
8.3
6.8
TLT:26.7%;BND:19.9%;VNQ:26.7%;GLD:26.7%
US:74.6;EU:5.5;APAC:12.6;EM:6.6;Other:0.6
Value:-0.7;Growth:+0.2;Quality:-0.0;Size:-0.9;Momentum:-0.6;LowVol:-0.8
MaxPos8%
8
35
4.7
trailing 7%
252
30.7
Bull
12.8
4.98
2.9
93
97
100
49
false
Rebalance
Shift +1% to bonds from equity
-12
-30
BrokerD
MKT
99
null
null
Normal monitoring
-48
8
-22
4
false
Within IPS guidelines
P9203
Hands-off
IRA
USD
2025-11-21
507,489
35,122
472,367
1
66
28.7
0
5.2
BND:25.2%;BRK.B:24.4%;HYG:25.2%;AMZN:25.2%
US:71.4;EU:13.0;APAC:10.1;EM:5.3;Other:0.2
Value:+0.8;Growth:+0.9;Quality:+0.3;Size:-0.0;Momentum:-0.1;LowVol:-0.5
null
7
35
5.5
trailing 10%
158
13.2
Bear
33.3
3.01
1.3
187
-74
23
76
true
Hedge
Buy index puts 1% notional
33
6
BrokerA
MKT
86
Drift>tolerance
Reduce
Allocation drift beyond policy bands
86
-2
205
2
true
Within IPS guidelines
P9204
Cautious
Roth
USD
2025-12-21
323,165
41,545
281,620
1
48.8
32.2
8.9
10.1
AMZN:28.1%;AAPL:18.3%;BRK.B:28.1%;IEF:25.6%
US:67.0;EU:12.4;APAC:12.3;EM:6.2;Other:2.1
Value:-0.2;Growth:-0.0;Quality:+0.3;Size:+0.2;Momentum:-0.4;LowVol:-0.7
ESGOnly;NoDerivatives;NoMargin
10
25
4
trailing 10%
134
13.7
Bear
27.4
4.25
2.1
191
37
60
60
false
Buy
Add to core equity +1%
26
-10
BrokerA
LMT
97
null
null
Normal monitoring
92
14
114
5
false
Within IPS guidelines
P9205
Cautious
Trust
USD
2024-11-15
197,849
24,398
173,451
1
43.6
39.7
2.7
14
BND:27.3%;VNQ:27.3%;BRK.B:24.1%;MUB:21.2%
US:62.5;EU:17.0;APAC:14.3;EM:5.3;Other:0.9
Value:-0.8;Growth:+0.5;Quality:-0.1;Size:+0.5;Momentum:-0.9;LowVol:+0.9
MaxPos5%;NoDerivatives;NoMargin
7
35
3.5
trailing 8%
111
17.9
Bull
17.2
3.81
3.2
115
83
89
47
false
Sell
Trim extended winner -1%
9
3
BrokerB
MKT
94
null
null
Normal monitoring
101
-12
94
3
false
Tax-aware sells next window
P9206
Cautious
IRA
USD
2025-03-10
700,366
65,015
635,351
1
49.7
33.7
0
16.5
IEF:19.6%;TLT:16.4%;AMZN:15.0%;TSLA:20.7%;VOO:20.2%;QQQ:8.1%
US:69.4;EU:7.0;APAC:13.5;EM:9.4;Other:0.8
Value:+0.2;Growth:-0.9;Quality:-0.8;Size:+0.1;Momentum:+0.1;LowVol:-0.4
NoDerivatives;NoMargin
5
25
4.9
trailing 10%
135
13.2
Bear
22.2
3.69
2.7
134
-59
35
47
false
Rebalance
Shift +1% to bonds from equity
7
-3
BrokerB
LMT
94
null
null
Normal monitoring
24
3
92
3
false
Within IPS guidelines
P9207
Systematic
Taxable
USD
2025-10-03
681,068
44,115
636,953
1
65.7
25.4
0
8.9
TSLA:27.9%;VNQ:27.9%;IEF:16.2%;MUB:27.9%
US:67.0;EU:19.4;APAC:6.8;EM:5.3;Other:1.5
Value:+1.0;Growth:+0.4;Quality:+1.0;Size:-0.3;Momentum:-0.0;LowVol:-0.8
NoDerivatives
8
35
4.6
trailing 9%
121
20.5
Volatile
22.9
4.15
3.3
146
-54
35
73
true
Rebalance
Rebalance back to target bands
28
-39
BrokerA
MKT
96
Drift>tolerance
Reduce
Allocation drift beyond policy bands
115
-18
229
2
false
Tax-aware sells next window
P9208
Opportunistic
401k
USD
2025-11-08
1,536,201
132,998
1,403,203
1
70
10
12.4
7.5
VOO:25.6%;TSLA:12.7%;AMZN:25.6%;IEF:16.4%;GLD:19.8%
US:67.4;EU:13.4;APAC:10.2;EM:4.2;Other:4.8
Value:0.0;Growth:-0.8;Quality:-0.8;Size:+0.5;Momentum:-0.3;LowVol:+0.9
MaxPos8%;NoDerivatives
6
35
5.7
trailing 7%
168
32.6
Volatile
22.4
4.28
3.3
156
36
55
58
false
Sell
Trim extended winner -1%
-4
7
BrokerC
VWAP
97
null
null
Normal monitoring
-52
-22
-19
3
false
Tax-aware sells next window
P9209
Systematic
401k
USD
2025-10-24
1,768,191
88,300
1,679,891
1
62.2
28.2
0.4
9.2
TLT:15.0%;VNQ:23.9%;QQQ:13.4%;VOO:23.9%;GLD:23.9%
US:68.5;EU:10.0;APAC:8.0;EM:13.3;Other:0.2
Value:-0.9;Growth:-0.6;Quality:+0.9;Size:-0.7;Momentum:0.0;LowVol:+0.9
NoDerivatives
5
30
5.5
trailing 8%
170
27.6
Sideways
17.1
4.54
3.3
113
34
64
46
true
Rebalance
Rebalance back to target bands
11
-34
BrokerB
LMT
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
112
-9
163
4
false
Within IPS guidelines
P9210
Cautious
401k
USD
2025-02-06
261,221
33,012
228,209
1
43.8
33.6
8.8
13.8
AMZN:15.8%;IEF:11.3%;AAPL:23.4%;GLD:12.8%;BND:13.3%;QQQ:23.4%
US:65.3;EU:12.6;APAC:11.0;EM:7.0;Other:4.1
Value:+0.6;Growth:+1.0;Quality:-0.4;Size:-0.8;Momentum:+0.1;LowVol:-0.0
ESGOnly;MaxPos7%;NoMargin
6
35
4.8
hard 10%
104
16.3
Bull
16.7
4.54
2.1
78
4
58
45
false
Sell
Trim extended winner -1%
14
-24
BrokerA
LMT
93
null
null
Normal monitoring
85
-12
71
4
false
Within IPS guidelines
P9211
Active
401k
USD
2024-09-24
786,468
58,714
727,754
1
50.6
21.6
20.1
7.8
BND:34.7%;VNQ:30.6%;VOO:34.7%
US:66.2;EU:6.6;APAC:15.6;EM:6.1;Other:5.4
Value:-0.9;Growth:-0.6;Quality:+0.8;Size:-0.1;Momentum:+0.5;LowVol:+0.5
null
5
35
5.3
hard 12%
206
20.2
Bull
12
4.85
2.3
97
91
100
32
false
Rebalance
Shift +1% to bonds from equity
5
5
BrokerD
MKT
96
null
null
Normal monitoring
117
-41
175
4
false
Increase defensive factor exposure
P9212
Systematic
IRA
USD
2024-11-21
1,386,097
133,152
1,252,945
1
59.3
30.2
3.8
6.7
BND:21.8%;AMZN:26.1%;TSLA:26.1%;GLD:26.1%
US:77.1;EU:5.4;APAC:7.3;EM:8.0;Other:2.2
Value:+0.9;Growth:-0.7;Quality:-0.4;Size:-0.9;Momentum:+0.5;LowVol:+1.0
NoDerivatives
10
30
4.9
trailing 8%
179
23.6
Bull
16
4.73
3.1
94
4
44
57
true
Rebalance
Rebalance back to target bands
14
-9
BrokerC
LMT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
42
-38
19
5
false
Monitor dispersion and breadth
P9213
Active
Roth
USD
2025-11-15
2,440,115
258,634
2,181,481
1
62.6
28.9
0
8.5
HYG:30.2%;QQQ:34.9%;VTI:34.9%
US:63.9;EU:19.2;APAC:7.0;EM:7.0;Other:2.9
Value:+0.3;Growth:+0.3;Quality:-0.6;Size:+0.2;Momentum:-0.8;LowVol:+0.4
null
10
25
5.7
trailing 8%
141
22.4
Bull
17.5
4.89
2.6
93
35
53
44
false
Buy
Add to core equity +1%
26
-24
BrokerC
MKT
97
null
null
Normal monitoring
-14
16
68
4
false
Within IPS guidelines
P9214
Hands-off
Roth
USD
2025-04-05
366,194
15,817
350,377
1
62.5
19.3
12
6.1
AAPL:21.5%;MSFT:21.4%;BRK.B:6.2%;TSLA:21.5%;VOO:7.9%;XLF:21.5%
US:62.4;EU:11.4;APAC:15.6;EM:9.1;Other:1.5
Value:+0.1;Growth:-0.3;Quality:+0.5;Size:+0.6;Momentum:+0.3;LowVol:+0.5
MaxPos5%
7
30
5.6
trailing 8%
161
13.7
Bull
15.5
3.94
3.1
74
8
41
50
false
NoAction
Within bands; monitor
-15
-39
BrokerD
MKT
0
null
null
Normal monitoring
104
-39
82
3
false
Tighten stops on momentum names
P9215
Systematic
Taxable
USD
2025-05-13
1,385,123
73,636
1,311,487
1
55.9
25.9
11.6
6.6
TLT:14.8%;VTI:20.6%;HYG:20.6%;MSFT:10.5%;BND:13.9%;QQQ:19.6%
US:71.6;EU:9.5;APAC:11.9;EM:6.7;Other:0.2
Value:-0.6;Growth:+0.4;Quality:+0.7;Size:+0.6;Momentum:+0.8;LowVol:+0.5
NoDerivatives
5
30
5.5
trailing 8%
120
22.3
Volatile
24.6
4.29
2.7
116
18
53
67
false
Sell
Trim extended winner -1%
31
-10
BrokerA
MKT
97
null
null
Normal monitoring
-37
-46
25
4
false
Tax-aware sells next window
P9216
Opportunistic
401k
USD
2025-07-07
1,547,890
129,501
1,418,389
1
60.7
19.1
12.5
7.7
VTI:28.7%;GLD:28.7%;XLF:16.2%;BND:26.5%
US:62.1;EU:18.1;APAC:11.4;EM:4.4;Other:4.0
Value:+0.6;Growth:+1.0;Quality:+0.2;Size:-0.4;Momentum:-0.3;LowVol:+0.6
null
5
30
6.1
trailing 9%
171
31.3
Volatile
23.8
4.84
3.8
119
10
53
56
false
NoAction
Within bands; monitor
25
5
BrokerD
LMT
98
null
null
Normal monitoring
-3
-50
73
4
false
Monitor dispersion and breadth
P9217
Cautious
IRA
USD
2025-05-31
334,133
26,810
307,323
1
43.6
38.3
1.8
16.3
QQQ:26.5%;BND:20.4%;AAPL:26.5%;TSLA:26.5%
US:69.1;EU:16.7;APAC:7.2;EM:4.0;Other:2.9
Value:+0.3;Growth:-0.6;Quality:+0.8;Size:-0.9;Momentum:-0.5;LowVol:+0.9
NoMargin
5
30
3.7
hard 10%
148
18.2
Volatile
20.8
3.93
3.7
129
-34
18
46
false
Sell
Trim extended winner -1%
-4
-14
BrokerB
MKT
90
null
null
Normal monitoring
-24
-55
52
3
false
Tax-aware sells next window
P9218
Cautious
IRA
USD
2025-03-19
671,448
100,205
571,243
1
37.7
41.8
6
14.5
GLD:33.3%;MUB:33.3%;XLF:33.3%
US:76.2;EU:6.3;APAC:12.4;EM:4.7;Other:0.5
Value:-0.3;Growth:-0.2;Quality:-0.3;Size:+0.8;Momentum:+0.6;LowVol:-0.9
NoMargin
7
30
4.6
trailing 8%
134
18.5
Bull
17.3
4.5
2.6
74
62
75
35
false
Sell
Trim extended winner -1%
-11
-32
BrokerA
MKT
93
null
null
Normal monitoring
56
-28
22
4
false
Tighten stops on momentum names
P9219
Active
Trust
USD
2024-12-28
1,507,495
113,757
1,393,738
1
53.3
25.5
11.5
9.7
HYG:33.3%;MUB:33.3%;AAPL:33.3%
US:63.9;EU:12.9;APAC:13.1;EM:6.9;Other:3.2
Value:+0.5;Growth:-0.3;Quality:-0.2;Size:-0.4;Momentum:+0.3;LowVol:-0.2
MaxPos7%;NoDerivatives
7
25
4.9
hard 12%
178
21.2
Bull
14.4
4.06
3.1
90
75
73
50
false
Buy
Add to core equity +1%
16
-21
BrokerA
MKT
95
null
null
Normal monitoring
-14
-19
-29
3
false
Tax-aware sells next window
P9220
Cautious
Roth
USD
2025-10-26
274,376
33,867
240,509
1
42.9
44.6
1.2
11.3
AMZN:27.1%;VNQ:25.6%;VTI:20.2%;AAPL:27.1%
US:67.1;EU:17.1;APAC:8.3;EM:5.4;Other:2.1
Value:0.0;Growth:+0.1;Quality:-0.7;Size:+1.0;Momentum:-0.3;LowVol:-0.5
NoDerivatives;NoMargin
8
35
5.7
trailing 10%
165
14.2
Bull
17.4
3.5
3.4
86
12
63
44
false
Sell
Trim extended winner -1%
24
-2
BrokerB
LMT
99
null
null
Normal monitoring
-28
3
95
5
false
Tighten stops on momentum names
P9221
Cautious
401k
USD
2025-06-25
819,963
68,983
750,980
1
35.8
35.8
14.3
14
BRK.B:16.8%;XLF:7.5%;TSLA:16.6%;HYG:21.2%;VNQ:21.2%;VOO:16.7%
US:69.8;EU:6.6;APAC:6.8;EM:13.5;Other:3.3
Value:-0.7;Growth:-0.2;Quality:+0.6;Size:+0.9;Momentum:+0.1;LowVol:+0.1
MaxPos6%;NoDerivatives;NoMargin
10
30
3
trailing 8%
131
13.3
Volatile
23.8
3.63
4.2
128
60
81
44
false
NoAction
Within bands; monitor
29
-14
BrokerA
VWAP
87
null
null
Normal monitoring
-39
8
45
3
false
Tax-aware sells next window
P9222
Systematic
401k
USD
2025-12-04
1,988,303
154,794
1,833,509
1
62.6
26.3
2.2
8.8
MUB:14.1%;QQQ:13.8%;XLF:17.8%;VTI:20.1%;HYG:20.1%;AAPL:14.0%
US:66.7;EU:6.6;APAC:14.3;EM:9.3;Other:3.1
Value:-0.6;Growth:-0.2;Quality:-0.0;Size:-0.3;Momentum:+0.1;LowVol:-0.3
MaxPos8%;NoDerivatives
5
25
5.3
trailing 8%
144
20.4
Volatile
23.3
4.41
4.1
167
23
64
64
false
Rebalance
Shift +1% to bonds from equity
-2
-3
BrokerD
LMT
88
null
null
Normal monitoring
41
8
162
3
false
Tighten stops on momentum names
P9223
Systematic
Trust
USD
2024-12-27
1,532,048
117,605
1,414,443
1
63.5
24.6
4.1
7.7
TSLA:21.2%;TLT:19.5%;AMZN:21.2%;XLF:5.9%;VNQ:11.1%;BRK.B:21.2%
US:66.2;EU:12.2;APAC:7.4;EM:12.0;Other:2.2
Value:-0.2;Growth:+0.4;Quality:-0.5;Size:-0.2;Momentum:+0.3;LowVol:+0.1
NoDerivatives
8
25
4.6
trailing 8%
131
17
Sideways
16.6
4.91
2.8
130
-18
48
44
false
Rebalance
Shift +1% to bonds from equity
28
-38
BrokerC
MKT
88
null
null
Normal monitoring
-56
-22
-10
4
false
Tighten stops on momentum names
P9224
Systematic
401k
USD
2025-03-16
961,441
73,711
887,730
1
58.7
20.6
13.1
7.6
TSLA:33.3%;QQQ:33.3%;GLD:33.3%
US:65.7;EU:15.0;APAC:6.3;EM:9.7;Other:3.4
Value:+0.9;Growth:-0.4;Quality:-0.0;Size:0.0;Momentum:-0.5;LowVol:+0.2
MaxPos5%
8
30
4.7
hard 12%
160
18.2
Bull
13.6
4.05
2
102
37
64
35
false
Rebalance
Shift +1% to bonds from equity
-9
-10
BrokerC
LMT
88
null
null
Normal monitoring
71
2
159
5
false
Increase defensive factor exposure
P9225
Cautious
Roth
USD
2025-08-10
255,721
32,947
222,774
1
41.5
41.6
0
16.8
BND:24.7%;GLD:26.5%;BRK.B:26.5%;AMZN:22.3%
US:71.6;EU:8.7;APAC:6.8;EM:10.8;Other:2.1
Value:-0.7;Growth:-0.1;Quality:+0.8;Size:+1.0;Momentum:-0.2;LowVol:+0.7
NoMargin
5
35
5.5
trailing 8%
143
17
Bull
13.5
4.68
2.9
70
117
100
23
false
Hedge
Add TLT +1% as duration hedge
15
-2
BrokerB
MKT
96
null
null
Normal monitoring
-40
-55
20
3
false
Increase defensive factor exposure
P9226
Systematic
IRA
USD
2025-03-06
1,817,858
102,957
1,714,901
1
55.8
26.8
8.6
8.8
TLT:19.0%;QQQ:16.7%;BRK.B:18.4%;XLF:23.0%;GLD:23.0%
US:68.9;EU:12.5;APAC:9.1;EM:4.8;Other:4.8
Value:+0.7;Growth:-0.4;Quality:-0.3;Size:+0.8;Momentum:+0.9;LowVol:+0.9
NoDerivatives
6
25
5.2
trailing 9%
209
20.1
Sideways
21.3
4.8
2.7
138
39
70
49
false
Rebalance
Shift +1% to bonds from equity
12
1
BrokerC
VWAP
90
null
null
Normal monitoring
-7
5
-39
5
false
Tax-aware sells next window
P9227
Opportunistic
Trust
USD
2025-02-12
858,327
42,209
816,118
1
68.2
11.6
12.7
7.5
TLT:23.5%;HYG:26.0%;GLD:26.0%;BRK.B:24.4%
US:62.5;EU:14.5;APAC:13.5;EM:7.5;Other:2.0
Value:+0.4;Growth:+1.0;Quality:-0.5;Size:-0.5;Momentum:-0.6;LowVol:-0.6
null
7
30
5.6
trailing 9%
247
25.4
Bull
11.2
3.61
2.1
95
69
93
35
false
Buy
Add to core equity +1%
22
14
BrokerD
LMT
95
null
null
Normal monitoring
119
-5
151
4
false
Increase defensive factor exposure
P9228
Hands-off
Taxable
USD
2025-06-11
528,873
51,304
477,569
1
60.3
25.3
8.5
5.8
VTI:20.0%;IEF:10.4%;BRK.B:21.6%;BND:21.6%;AAPL:13.6%;MUB:12.9%
US:57.7;EU:16.4;APAC:9.6;EM:11.4;Other:4.9
Value:-0.2;Growth:-0.1;Quality:-0.7;Size:-0.1;Momentum:-0.4;LowVol:-0.7
ESGOnly
5
25
3.4
trailing 8%
134
15.8
Volatile
26.8
5.04
2.7
151
-17
44
66
false
Buy
Add to core equity +1%
-8
-3
BrokerC
MKT
88
null
null
Normal monitoring
9
6
-13
5
false
Tax-aware sells next window
P9229
Cautious
Roth
USD
2025-11-01
847,908
78,683
769,225
1
48.6
40
0
11.4
BND:18.6%;QQQ:22.4%;IEF:8.3%;TSLA:22.4%;AAPL:18.8%;HYG:9.5%
US:60.5;EU:15.9;APAC:11.4;EM:10.2;Other:1.9
Value:-0.9;Growth:-0.9;Quality:-0.2;Size:+0.1;Momentum:-0.0;LowVol:-0.4
NoDerivatives;NoMargin
10
35
5.9
trailing 8%
112
19
Bull
15.9
3.77
2.7
119
102
98
36
false
Rebalance
Shift +1% to bonds from equity
29
-4
BrokerD
MKT
100
null
null
Normal monitoring
14
16
-23
4
false
Within IPS guidelines
P9230
Systematic
401k
USD
2025-12-18
1,297,401
85,614
1,211,787
1
59.9
21.2
10.6
8.3
VTI:27.2%;MSFT:27.2%;GLD:25.5%;VNQ:20.1%
US:69.0;EU:11.1;APAC:11.9;EM:5.0;Other:3.0
Value:+1.0;Growth:+0.4;Quality:-0.8;Size:+0.7;Momentum:-0.3;LowVol:+0.6
NoDerivatives
6
30
5.9
trailing 8%
121
22.1
Volatile
29.9
4.55
2.3
121
-3
49
67
true
Hedge
Buy index puts 1% notional
13
-9
BrokerC
MKT
85
VAR>budget
Pause
Risk above budget threshold
102
-46
72
3
false
Increase defensive factor exposure
P9231
Hands-off
Taxable
USD
2025-02-09
255,167
17,594
237,573
1
59.9
21.6
12.6
5.9
QQQ:6.9%;AMZN:22.2%;GLD:12.0%;VTI:22.2%;TLT:18.1%;AAPL:18.6%
US:64.5;EU:13.8;APAC:9.9;EM:8.9;Other:2.9
Value:-0.4;Growth:-0.1;Quality:-0.7;Size:-0.3;Momentum:-1.0;LowVol:+0.8
ESGOnly
10
35
5.5
trailing 8%
99
18.3
Bull
12.2
4.33
2.4
75
76
100
41
false
Buy
Add to core equity +1%
25
12
BrokerD
MKT
91
null
null
Normal monitoring
81
-44
162
4
false
Increase defensive factor exposure
P9232
Active
IRA
USD
2025-02-16
519,541
45,591
473,950
1
56.9
29.6
7.4
6.2
IEF:26.0%;AAPL:26.0%;BRK.B:22.1%;MUB:26.0%
US:62.1;EU:14.8;APAC:10.5;EM:8.6;Other:4.1
Value:-0.6;Growth:+0.3;Quality:-0.3;Size:+0.7;Momentum:+0.7;LowVol:-0.3
null
10
35
4
trailing 9%
151
23
Volatile
30.7
4.01
3.8
156
37
73
70
true
Hedge
Buy index puts 1% notional
32
-2
BrokerC
LMT
91
VAR>budget
Reduce
Risk above budget threshold
4
-24
92
5
false
Tighten stops on momentum names
P9233
Systematic
IRA
USD
2025-01-21
1,862,457
108,525
1,753,932
1
62.3
29.6
0
8
HYG:25.2%;VOO:25.2%;AMZN:12.3%;BRK.B:11.2%;BND:10.4%;MUB:15.6%
US:66.3;EU:12.4;APAC:9.7;EM:7.7;Other:3.9
Value:-0.8;Growth:-0.8;Quality:-0.9;Size:-0.3;Momentum:-0.0;LowVol:+0.2
NoDerivatives
7
35
5.2
trailing 8%
215
23.8
Bull
17.4
4.9
3.4
80
106
100
53
false
Buy
Add to core equity +1%
30
-4
BrokerA
MKT
98
null
null
Normal monitoring
-59
-28
-71
3
false
Tighten stops on momentum names
P9234
Hands-off
Taxable
USD
2025-09-24
225,002
21,887
203,115
1
66.5
22.7
3.2
7.6
MUB:13.4%;TSLA:21.0%;HYG:16.5%;BND:11.4%;TLT:15.8%;IEF:21.9%
US:65.3;EU:10.9;APAC:12.0;EM:8.2;Other:3.6
Value:-0.4;Growth:+0.1;Quality:-0.4;Size:+0.3;Momentum:-0.3;LowVol:-0.3
ESGOnly
7
25
4.8
hard 10%
140
17.8
Bull
14.6
3.75
3.1
86
48
59
47
false
Hedge
Add TLT +1% as duration hedge
21
12
BrokerA
MKT
97
null
null
Normal monitoring
77
-45
43
4
false
Tighten stops on momentum names
P9235
Systematic
401k
USD
2024-07-22
1,229,117
117,056
1,112,061
1
56
29
6.7
8.3
BND:17.0%;MUB:13.4%;AMZN:18.6%;BRK.B:20.0%;TSLA:10.4%;QQQ:20.5%
US:63.8;EU:11.3;APAC:14.8;EM:6.5;Other:3.6
Value:-0.6;Growth:-1.0;Quality:+0.8;Size:-0.9;Momentum:-0.0;LowVol:-0.9
MaxPos6%
10
25
5.4
trailing 8%
191
25.8
Bull
11.3
3.61
2.7
81
110
98
26
false
Sell
Trim extended winner -1%
1
-20
BrokerA
LMT
96
null
null
Normal monitoring
32
-38
81
5
false
Tax-aware sells next window
P9236
Cautious
401k
USD
2025-10-30
602,355
94,398
507,957
1
37.7
31.9
13.8
16.7
QQQ:22.0%;TLT:22.0%;VNQ:17.8%;TSLA:22.0%;GLD:16.1%
US:60.5;EU:11.9;APAC:15.8;EM:9.3;Other:2.4
Value:-0.8;Growth:+0.8;Quality:-0.5;Size:+0.6;Momentum:-0.7;LowVol:-0.7
MaxPos8%;NoDerivatives;NoMargin
8
35
3.5
trailing 8%
136
15.9
Bull
17.6
4.38
3.2
74
72
98
45
false
Rebalance
Shift +1% to bonds from equity
35
-40
BrokerD
MKT
86
null
null
Normal monitoring
114
20
196
4
false
Increase defensive factor exposure
P9237
Hands-off
IRA
USD
2025-01-22
202,499
8,502
193,997
1
65.1
26.1
0
8.8
HYG:29.0%;BND:29.0%;MSFT:19.3%;AAPL:22.7%
US:66.7;EU:10.7;APAC:13.0;EM:7.2;Other:2.3
Value:+0.6;Growth:-1.0;Quality:+1.0;Size:+0.1;Momentum:-0.8;LowVol:-0.7
ESGOnly
6
25
5.6
hard 10%
153
19.8
Bull
14.8
3.87
2.7
96
7
53
40
false
Rebalance
Shift +1% to bonds from equity
-5
-7
BrokerC
VWAP
91
null
null
Normal monitoring
92
-27
227
3
false
Increase defensive factor exposure
P9238
Active
IRA
USD
2025-05-15
1,630,401
158,090
1,472,311
1
64.7
18.5
9.4
7.4
AAPL:8.0%;GLD:22.9%;VTI:22.9%;QQQ:11.5%;HYG:19.4%;TSLA:15.3%
US:75.6;EU:5.2;APAC:8.7;EM:9.2;Other:1.3
Value:-0.0;Growth:-0.4;Quality:-0.4;Size:-0.8;Momentum:+0.5;LowVol:+0.2
MaxPos5%
6
35
4.4
hard 12%
214
17.7
Volatile
31
4.3
4
123
39
83
71
true
Hedge
Buy index puts 1% notional
32
-31
BrokerA
LMT
90
RegimeShift
Hedge
Volatility spike and breadth deterioration
-15
-36
56
5
false
Tighten stops on momentum names
P9239
Hands-off
IRA
USD
2025-11-28
359,986
16,733
343,253
1
60.9
26.9
5.8
6.5
TLT:21.8%;VTI:28.1%;MUB:22.1%;IEF:28.1%
US:58.6;EU:18.0;APAC:9.9;EM:11.5;Other:2.1
Value:-0.9;Growth:+0.7;Quality:-0.4;Size:-0.2;Momentum:-0.0;LowVol:-0.2
MaxPos7%
8
25
3.1
trailing 8%
117
17.1
Bull
15.2
4.16
3.3
95
22
58
45
false
Sell
Trim extended winner -1%
-14
14
BrokerA
MKT
89
null
null
Normal monitoring
13
-5
119
4
false
Increase defensive factor exposure
P9240
Systematic
IRA
USD
2024-08-25
986,938
73,590
913,348
1
65.7
29
0
5.4
XLF:33.3%;MUB:33.3%;HYG:33.3%
US:66.1;EU:14.0;APAC:9.7;EM:7.5;Other:2.7
Value:+0.6;Growth:+1.0;Quality:-0.9;Size:+0.1;Momentum:-0.2;LowVol:+0.5
MaxPos7%;NoDerivatives
8
35
5.5
hard 12%
199
18.9
Sideways
16.5
4.07
3.2
108
41
84
48
false
Rebalance
Shift +1% to bonds from equity
-4
8
BrokerB
MKT
96
null
null
Normal monitoring
98
-46
151
5
false
Increase defensive factor exposure
P9241
Active
401k
USD
2025-07-20
1,592,304
187,548
1,404,756
1
61
27.7
5.2
6.1
IEF:23.1%;MUB:8.2%;GLD:23.1%;AAPL:23.1%;XLF:22.4%
US:68.0;EU:9.3;APAC:10.2;EM:6.7;Other:5.7
Value:+0.1;Growth:-0.6;Quality:+0.8;Size:+0.7;Momentum:+0.1;LowVol:+0.9
MaxPos6%;NoDerivatives
7
25
4.6
hard 12%
141
20.8
Volatile
23.9
5.18
3.7
134
32
79
61
false
Rebalance
Shift +1% to bonds from equity
-5
-9
BrokerA
LMT
91
null
null
Normal monitoring
-51
-26
23
3
false
Increase defensive factor exposure
P9242
Cautious
401k
USD
2025-10-13
315,303
49,923
265,380
1
46.8
39.3
2.8
11.2
BRK.B:25.6%;TLT:25.6%;GLD:25.6%;XLF:23.3%
US:60.9;EU:9.7;APAC:12.9;EM:13.3;Other:3.2
Value:-1.0;Growth:+0.6;Quality:+0.2;Size:-0.0;Momentum:+0.4;LowVol:-0.0
MaxPos6%;NoDerivatives;NoMargin
5
25
5.7
trailing 10%
130
19.1
Sideways
15.8
4.37
2.3
113
40
77
37
false
Rebalance
Shift +1% to bonds from equity
-10
-19
BrokerC
LMT
91
null
null
Normal monitoring
83
-46
175
3
false
Within IPS guidelines
P9243
Cautious
401k
USD
2025-04-29
632,879
75,720
557,159
1
43
40.9
0
16.1
IEF:21.7%;VNQ:26.1%;MSFT:26.1%;TSLA:26.1%
US:62.3;EU:19.0;APAC:11.5;EM:6.1;Other:1.2
Value:-0.7;Growth:+0.2;Quality:-0.5;Size:-0.3;Momentum:+0.5;LowVol:-1.0
ESGOnly;MaxPos7%;NoMargin
6
35
4.6
trailing 10%
139
19.1
Bull
11.4
3.55
3.3
98
69
92
37
false
Rebalance
Shift +1% to bonds from equity
-14
-11
BrokerB
LMT
90
null
null
Normal monitoring
77
-43
86
5
false
Monitor dispersion and breadth
P9244
Active
Taxable
USD
2025-07-07
1,695,972
185,719
1,510,253
1
62.3
18.7
10
9.1
AMZN:21.3%;QQQ:18.3%;MUB:6.1%;IEF:21.3%;TLT:14.2%;VNQ:18.7%
US:67.3;EU:7.2;APAC:14.2;EM:6.2;Other:5.1
Value:+0.7;Growth:+0.6;Quality:-0.5;Size:-0.7;Momentum:+0.3;LowVol:-0.5
MaxPos6%
6
35
5.4
trailing 9%
167
24.4
Sideways
21.4
4.23
3.2
91
-1
46
63
false
Hedge
Add TLT +1% as duration hedge
7
-21
BrokerA
MKT
97
null
null
Normal monitoring
12
-1
132
4
false
Increase defensive factor exposure
P9245
Cautious
Taxable
USD
2025-02-09
205,061
22,480
182,581
1
45.6
31.2
9.2
14
HYG:21.8%;AAPL:21.8%;VTI:12.4%;BND:9.1%;MUB:21.8%;VNQ:13.0%
US:76.3;EU:7.8;APAC:6.9;EM:8.2;Other:0.8
Value:+0.1;Growth:+0.9;Quality:-0.7;Size:+0.3;Momentum:-0.8;LowVol:+0.1
ESGOnly;MaxPos5%;NoMargin
7
30
5.9
trailing 8%
115
12.4
Bear
33
4.4
2.7
132
18
66
81
true
Hedge
Buy index puts 1% notional
27
-34
BrokerC
VWAP
95
VAR>budget
Pause
Risk above budget threshold
111
-31
95
5
false
Tax-aware sells next window
P9246
Active
IRA
USD
2025-01-29
722,129
63,768
658,361
1
60.1
29.8
4.9
5.3
AAPL:24.4%;AMZN:9.5%;IEF:24.4%;MSFT:20.8%;HYG:10.2%;VNQ:10.7%
US:61.4;EU:15.8;APAC:10.3;EM:10.6;Other:1.9
Value:-0.2;Growth:-0.6;Quality:-0.9;Size:+0.3;Momentum:+0.9;LowVol:-0.6
null
7
25
5
trailing 9%
122
18.7
Sideways
14.9
4.12
3.4
96
21
56
51
false
Sell
Trim extended winner -1%
-12
-26
BrokerD
MKT
87
null
null
Normal monitoring
25
-28
-12
5
false
Within IPS guidelines
P9247
Active
Trust
USD
2025-05-30
741,476
59,496
681,980
1
67.6
19.2
7.1
6.1
VOO:18.8%;IEF:21.5%;HYG:21.5%;AAPL:21.0%;MUB:17.3%
US:63.7;EU:12.1;APAC:15.6;EM:5.8;Other:2.9
Value:-0.4;Growth:-0.1;Quality:+0.9;Size:+0.1;Momentum:+0.3;LowVol:+1.0
null
5
35
5
trailing 9%
134
17.8
Sideways
21.8
3.56
2.6
99
-6
43
59
false
Buy
Add to core equity +1%
-9
5
BrokerD
VWAP
85
null
null
Normal monitoring
-24
-2
18
3
false
Monitor dispersion and breadth
P9248
Opportunistic
Trust
USD
2025-06-04
532,662
28,530
504,132
1
72.5
15.6
4.9
7
QQQ:21.8%;GLD:19.1%;VTI:21.8%;TSLA:16.4%;VOO:20.9%
US:61.7;EU:9.7;APAC:12.7;EM:10.7;Other:5.3
Value:-0.9;Growth:-0.8;Quality:+0.5;Size:-1.0;Momentum:-0.0;LowVol:+0.1
MaxPos5%;NoDerivatives
8
30
5.3
hard 12%
228
26.5
Sideways
17.4
4.76
3.1
109
-7
49
58
false
Buy
Add to core equity +1%
-10
-2
BrokerA
MKT
97
null
null
Normal monitoring
-3
-29
43
3
false
Tighten stops on momentum names
P9249
Cautious
Trust
USD
2024-07-14
869,326
133,922
735,404
1
35.2
33
14.6
17.2
IEF:26.0%;MSFT:22.1%;HYG:26.0%;MUB:26.0%
US:74.3;EU:9.5;APAC:11.0;EM:3.1;Other:2.1
Value:0.0;Growth:-0.4;Quality:+0.9;Size:+1.0;Momentum:+0.4;LowVol:-0.4
MaxPos7%;NoMargin
5
30
5.7
trailing 8%
135
18.2
Bull
14.5
3.56
2.1
119
109
94
36
false
Rebalance
Shift +1% to bonds from equity
14
-6
BrokerD
MKT
91
null
null
Normal monitoring
45
-20
50
5
false
Within IPS guidelines
P9250
Hands-off
401k
USD
2025-07-20
250,051
24,118
225,933
1
62.5
18.6
12
6.9
GLD:19.9%;TSLA:10.6%;BND:24.0%;IEF:24.0%;VOO:21.5%
US:62.5;EU:15.8;APAC:13.0;EM:6.4;Other:2.3
Value:+0.8;Growth:-0.5;Quality:-0.5;Size:-0.5;Momentum:+0.3;LowVol:-0.9
MaxPos5%
6
25
4.6
trailing 8%
132
12.7
Bear
34.7
3.93
2.1
136
-65
19
83
true
Reduce
Cut high-beta by 2-3%, add cash
24
3
BrokerC
MKT
88
VAR>budget
TightenStops
Risk above budget threshold
59
-16
189
2
false
Increase defensive factor exposure
P9251
Systematic
401k
USD
2024-10-30
1,239,608
88,085
1,151,523
1
56.9
24.1
11.4
7.6
XLF:37.2%;HYG:37.2%;GLD:25.7%
US:64.7;EU:13.6;APAC:11.2;EM:6.8;Other:3.7
Value:+0.9;Growth:+0.2;Quality:+0.4;Size:-0.1;Momentum:-0.4;LowVol:-0.5
null
8
35
5.6
hard 12%
135
16.5
Volatile
31.2
5.41
2.3
156
-51
9
67
false
Rebalance
Shift +1% to bonds from equity
1
-2
BrokerD
MKT
88
null
null
Normal monitoring
-59
-53
62
4
false
Tax-aware sells next window
P9252
Hands-off
Trust
USD
2025-02-01
836,727
45,906
790,821
1
70.9
21.2
0.6
7.4
HYG:24.4%;IEF:19.5%;TLT:24.4%;MUB:12.2%;TSLA:19.6%
US:71.0;EU:10.6;APAC:7.5;EM:9.7;Other:1.2
Value:-0.9;Growth:+0.6;Quality:-0.5;Size:+0.7;Momentum:-0.6;LowVol:+0.2
ESGOnly
10
25
4.6
trailing 8%
130
17.3
Volatile
24.9
4.16
3.6
110
-4
39
78
true
Rebalance
Rebalance back to target bands
11
-28
BrokerA
MKT
98
VAR>budget
Reduce
Risk above budget threshold
69
-58
182
2
true
Increase defensive factor exposure
P9253
Opportunistic
IRA
USD
2025-04-04
1,740,579
53,758
1,686,821
1
72.6
16.8
4.8
5.8
IEF:23.4%;TLT:12.3%;MUB:23.2%;VNQ:23.4%;VTI:17.8%
US:59.2;EU:9.3;APAC:15.8;EM:11.7;Other:4.0
Value:+0.6;Growth:-1.0;Quality:-1.0;Size:+0.7;Momentum:-0.9;LowVol:+0.7
null
8
30
6.5
trailing 7%
243
30.3
Bear
22.4
3.67
2.2
163
-27
51
71
true
Reduce
Cut high-beta by 2-3%, add cash
33
-12
BrokerB
MKT
93
VAR>budget
Reduce
Risk above budget threshold
-38
-27
82
4
false
Tighten stops on momentum names
P9254
Active
401k
USD
2025-10-29
933,437
109,494
823,943
1
55.6
27.7
8.3
8.4
TLT:12.1%;BND:18.0%;MUB:20.3%;QQQ:24.8%;VOO:24.8%
US:66.7;EU:11.3;APAC:8.5;EM:10.7;Other:2.8
Value:-0.6;Growth:+0.2;Quality:+1.0;Size:-1.0;Momentum:+0.9;LowVol:+0.2
MaxPos8%
7
35
4.6
trailing 9%
188
27.3
Sideways
16.2
3.64
3.2
131
-20
34
51
false
Sell
Trim extended winner -1%
11
-30
BrokerD
MKT
99
null
null
Normal monitoring
77
17
67
4
false
Monitor dispersion and breadth
P9255
Cautious
IRA
USD
2025-03-20
314,576
41,029
273,547
1
47
38.6
0
14.4
HYG:7.5%;QQQ:23.4%;TLT:23.4%;TSLA:22.4%;AAPL:23.4%
US:72.6;EU:10.2;APAC:5.0;EM:7.8;Other:4.4
Value:-0.8;Growth:-0.9;Quality:-0.1;Size:-0.2;Momentum:-0.3;LowVol:-0.4
ESGOnly;NoMargin
7
30
3.9
trailing 8%
105
18.7
Bear
34.1
3.88
1.8
190
-11
40
84
true
Hedge
Buy index puts 1% notional
25
-18
BrokerD
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
82
9
49
5
false
Tighten stops on momentum names
P9256
Cautious
Roth
USD
2024-07-13
366,624
46,219
320,405
1
44.3
32.7
9.4
13.5
VNQ:22.2%;XLF:7.7%;MSFT:22.2%;AAPL:11.8%;VTI:13.8%;GLD:22.2%
US:63.6;EU:10.9;APAC:10.7;EM:10.8;Other:4.0
Value:+0.9;Growth:-0.4;Quality:+0.9;Size:+0.2;Momentum:+0.1;LowVol:-0.7
MaxPos8%;NoMargin
5
25
5.2
trailing 8%
96
19.1
Bear
27.5
3.21
2.8
214
-110
5
69
true
Reduce
Cut high-beta by 2-3%, add cash
23
-8
BrokerB
MKT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
87
-30
184
5
true
Tax-aware sells next window
P9257
Hands-off
Trust
USD
2025-11-19
337,429
24,156
313,273
1
56.9
23.1
11.8
8.2
TSLA:17.6%;XLF:25.7%;VNQ:25.7%;AMZN:15.1%;BND:15.9%
US:62.6;EU:14.3;APAC:12.6;EM:7.9;Other:2.7
Value:-0.4;Growth:+0.2;Quality:-0.7;Size:+0.1;Momentum:+0.1;LowVol:-0.7
ESGOnly;NoDerivatives
8
35
4.2
trailing 10%
165
15.9
Sideways
20.4
4.71
2.2
133
54
89
61
true
Hedge
Buy index puts 1% notional
9
-40
BrokerC
MKT
97
VAR>budget
Reduce
Risk above budget threshold
43
-55
154
5
false
Monitor dispersion and breadth
P9258
Active
Taxable
USD
2025-08-27
2,211,857
256,807
1,955,050
1
58.1
19.3
14.5
8.1
GLD:16.3%;MSFT:11.0%;BRK.B:7.2%;TLT:21.8%;QQQ:21.8%;MUB:21.8%
US:66.1;EU:13.0;APAC:11.5;EM:7.2;Other:2.2
Value:-0.4;Growth:-0.8;Quality:-0.2;Size:-0.8;Momentum:-0.3;LowVol:+0.3
null
6
30
4.4
trailing 9%
181
17.2
Volatile
21.2
4.1
4.1
118
-18
51
57
false
Buy
Add to core equity +1%
6
7
BrokerB
MKT
100
null
null
Normal monitoring
81
-45
206
5
false
Tax-aware sells next window
P9259
Systematic
Roth
USD
2025-07-29
1,526,424
127,290
1,399,134
1
68.2
25.9
0
5.9
BRK.B:9.8%;BND:22.8%;VNQ:21.9%;AAPL:22.8%;TSLA:22.8%
US:56.2;EU:18.9;APAC:12.4;EM:12.3;Other:0.2
Value:+0.1;Growth:+0.4;Quality:+0.5;Size:-0.8;Momentum:+0.7;LowVol:-0.7
NoDerivatives
10
30
5.3
trailing 9%
151
18.7
Sideways
14.6
3.74
2.9
114
20
65
52
true
Hedge
Buy index puts 1% notional
2
11
BrokerC
VWAP
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
64
10
178
4
true
Tax-aware sells next window
P9260
Systematic
Roth
USD
2025-05-01
910,982
71,670
839,312
1
64.7
23.9
3.1
8.4
XLF:19.3%;IEF:23.3%;MSFT:17.3%;VNQ:23.3%;HYG:16.7%
US:64.3;EU:15.7;APAC:8.6;EM:10.9;Other:0.4
Value:-0.4;Growth:+0.7;Quality:+0.6;Size:+0.1;Momentum:-0.1;LowVol:0.0
null
8
30
4.8
hard 12%
208
27.3
Bull
13.9
4.51
3.5
101
107
89
40
false
Sell
Trim extended winner -1%
5
-6
BrokerA
MKT
85
null
null
Normal monitoring
0
-10
120
5
false
Tax-aware sells next window
P9261
Cautious
IRA
USD
2025-05-27
235,093
25,570
209,523
1
41.6
41.3
5.2
11.9
AMZN:26.8%;BND:27.1%;BRK.B:27.1%;VNQ:19.1%
US:71.4;EU:11.8;APAC:7.0;EM:7.3;Other:2.5
Value:+0.6;Growth:-0.5;Quality:-0.6;Size:-0.0;Momentum:-0.6;LowVol:-0.7
ESGOnly;NoMargin
7
35
4.6
trailing 8%
107
15.8
Volatile
31.2
4.95
3.2
123
62
68
64
false
Buy
Add to core equity +1%
31
-33
BrokerC
LMT
94
null
null
Normal monitoring
-51
18
-4
4
false
Increase defensive factor exposure
P9262
Active
Trust
USD
2025-05-05
877,655
76,203
801,452
1
66.2
20.5
6.8
6.5
TSLA:34.2%;IEF:31.6%;VTI:34.2%
US:69.5;EU:15.3;APAC:6.9;EM:5.9;Other:2.4
Value:+0.8;Growth:+0.4;Quality:+0.2;Size:-0.4;Momentum:-0.9;LowVol:-0.4
null
8
35
5
trailing 9%
183
27.3
Volatile
31.7
5.06
4.5
165
-4
57
86
true
Reduce
Cut high-beta by 2-3%, add cash
2
-31
BrokerB
VWAP
86
RegimeShift
Pause
Volatility spike and breadth deterioration
-41
-13
-3
5
false
Monitor dispersion and breadth
P9263
Opportunistic
IRA
USD
2025-05-03
1,194,111
44,702
1,149,409
1
76.3
12
5.8
6
VTI:26.1%;BND:21.6%;MUB:26.1%;TLT:26.1%
US:64.1;EU:8.9;APAC:11.4;EM:15.0;Other:0.5
Value:-1.0;Growth:-0.6;Quality:+0.2;Size:+0.5;Momentum:-0.3;LowVol:+0.3
null
10
25
4
trailing 9%
171
22
Bull
13.5
4.26
2.3
96
7
62
61
false
Rebalance
Shift +1% to bonds from equity
-1
5
BrokerD
MKT
100
null
null
Normal monitoring
101
-49
148
3
false
Within IPS guidelines
P9264
Active
Roth
USD
2024-10-07
1,321,811
104,139
1,217,672
1
63.4
28.1
0
8.5
XLF:22.1%;VOO:13.1%;AAPL:22.1%;VTI:20.5%;HYG:22.1%
US:67.0;EU:17.7;APAC:7.8;EM:4.4;Other:3.0
Value:+0.1;Growth:+0.9;Quality:-0.1;Size:+0.2;Momentum:-0.2;LowVol:+0.8
null
7
25
4.6
trailing 9%
135
19.4
Sideways
19.3
3.61
2.1
111
31
52
51
false
Rebalance
Shift +1% to bonds from equity
23
15
BrokerC
MKT
94
null
null
Normal monitoring
42
-7
60
4
false
Monitor dispersion and breadth
P9265
Cautious
Trust
USD
2025-01-22
744,160
62,229
681,931
1
47.7
38.4
0
13.9
MUB:22.2%;AMZN:22.2%;XLF:12.0%;VOO:21.3%;BRK.B:22.2%
US:65.2;EU:15.5;APAC:8.1;EM:8.6;Other:2.6
Value:+0.3;Growth:-0.9;Quality:+0.4;Size:-0.1;Momentum:+0.9;LowVol:-0.0
MaxPos5%;NoMargin
8
30
5.6
trailing 8%
115
17.5
Bull
16.9
3.94
2.5
111
63
85
52
true
Hedge
Buy index puts 1% notional
8
7
BrokerB
VWAP
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-39
15
17
2
false
Within IPS guidelines
P9266
Cautious
Trust
USD
2025-10-22
157,599
14,554
143,045
1
48.5
33.3
5.1
13.1
VTI:25.5%;VNQ:23.5%;BRK.B:25.5%;TLT:25.5%
US:60.4;EU:13.2;APAC:11.2;EM:10.6;Other:4.7
Value:+0.2;Growth:-0.9;Quality:-0.9;Size:+0.2;Momentum:+0.4;LowVol:-0.8
MaxPos5%;NoDerivatives;NoMargin
6
30
5.2
trailing 10%
94
17.8
Bull
17
4.81
2.8
116
80
99
47
false
Sell
Trim extended winner -1%
19
-7
BrokerB
VWAP
92
null
null
Normal monitoring
-18
20
34
5
false
Increase defensive factor exposure
P9267
Systematic
401k
USD
2025-10-25
542,392
44,455
497,937
1
62.3
31.5
0
6.2
VNQ:11.2%;XLF:20.8%;MUB:20.8%;AMZN:19.7%;MSFT:17.3%;BRK.B:10.3%
US:68.8;EU:11.5;APAC:13.1;EM:4.0;Other:2.6
Value:-0.7;Growth:+0.4;Quality:+0.4;Size:-1.0;Momentum:-1.0;LowVol:+0.8
null
8
35
4.8
trailing 8%
184
27.7
Bull
14.8
4.08
3.1
74
57
65
36
false
Buy
Add to core equity +1%
-12
-12
BrokerB
MKT
87
null
null
Normal monitoring
-18
-42
98
5
false
Increase defensive factor exposure
P9268
Hands-off
Roth
USD
2025-11-07
467,823
36,110
431,713
1
66.2
27.2
0
6.7
MUB:9.7%;VNQ:14.6%;BRK.B:19.3%;VTI:22.4%;XLF:22.4%;IEF:11.6%
US:66.6;EU:16.4;APAC:8.2;EM:6.7;Other:2.1
Value:+0.8;Growth:+0.1;Quality:-0.1;Size:+0.5;Momentum:-0.6;LowVol:-0.5
MaxPos5%
7
25
4
trailing 8%
136
13.7
Bull
17.2
4.86
2.3
110
71
95
60
false
Buy
Add to core equity +1%
25
7
BrokerB
LMT
100
null
null
Normal monitoring
103
-36
86
4
false
Within IPS guidelines
P9269
Active
401k
USD
2025-11-19
681,082
72,983
608,099
1
58.2
29.7
5.1
7
TSLA:14.7%;MUB:24.8%;VTI:24.8%;AMZN:19.4%;BRK.B:16.3%
US:65.6;EU:13.9;APAC:5.5;EM:10.9;Other:4.1
Value:+0.5;Growth:+0.4;Quality:-0.9;Size:+0.4;Momentum:-0.7;LowVol:-0.3
null
7
30
5.2
trailing 8%
205
25.6
Bear
30.6
3.53
1.2
210
38
56
66
false
Sell
Trim extended winner -1%
10
-17
BrokerA
MKT
87
null
null
Normal monitoring
0
-35
8
3
false
Tighten stops on momentum names
P9270
Cautious
401k
USD
2024-12-05
552,040
82,877
469,163
1
42.7
40.6
0
16.7
VOO:14.2%;XLF:24.8%;BRK.B:11.3%;BND:24.8%;TSLA:24.8%
US:69.5;EU:11.0;APAC:6.4;EM:7.5;Other:5.6
Value:+0.1;Growth:+0.8;Quality:-0.3;Size:-0.7;Momentum:+0.8;LowVol:-0.7
NoMargin
8
35
4.1
trailing 8%
165
19.6
Bull
15.1
4.41
2.5
93
22
52
44
false
Buy
Add to core equity +1%
-9
-7
BrokerC
LMT
94
null
null
Normal monitoring
-24
14
100
4
false
Within IPS guidelines
P9271
Hands-off
IRA
USD
2024-11-14
839,302
55,401
783,901
1
68.8
26.4
0
4.9
GLD:21.4%;XLF:17.7%;TLT:21.4%;QQQ:20.8%;VOO:18.6%
US:64.5;EU:11.3;APAC:12.1;EM:8.3;Other:3.8
Value:+0.1;Growth:+0.8;Quality:-0.7;Size:-0.6;Momentum:-0.3;LowVol:+1.0
NoDerivatives
10
30
5.6
trailing 8%
118
17.3
Sideways
18.7
4.15
3.3
134
56
71
57
false
NoAction
Within bands; monitor
25
12
BrokerA
VWAP
93
null
null
Normal monitoring
-23
5
43
4
false
Tax-aware sells next window
P9272
Opportunistic
Taxable
USD
2025-03-17
353,932
20,779
333,153
1
66.4
17
9.8
6.7
BRK.B:22.6%;TLT:23.6%;AAPL:11.3%;GLD:23.6%;HYG:18.8%
US:71.0;EU:16.6;APAC:7.2;EM:4.6;Other:0.5
Value:+0.9;Growth:-0.5;Quality:-0.3;Size:-0.3;Momentum:+0.6;LowVol:-0.8
null
10
30
6.8
trailing 9%
259
20.6
Volatile
30
3.72
2.5
131
37
80
73
true
Hedge
Buy index puts 1% notional
2
2
BrokerC
MKT
88
VAR>budget
Reduce
Risk above budget threshold
114
-41
81
3
false
Within IPS guidelines
P9273
Cautious
401k
USD
2025-07-20
850,457
101,475
748,982
1
38
32.7
12.4
16.9
IEF:33.3%;VTI:33.3%;VOO:33.3%
US:64.3;EU:18.5;APAC:10.3;EM:5.0;Other:1.9
Value:-0.5;Growth:-0.3;Quality:+0.8;Size:-0.9;Momentum:-0.2;LowVol:0.0
NoDerivatives;NoMargin
6
25
5.4
trailing 8%
129
19.8
Bull
14.6
3.71
2.2
76
107
90
31
true
Reduce
Cut high-beta by 2-3%, add cash
11
-33
BrokerB
LMT
97
RegimeShift
Hedge
Volatility spike and breadth deterioration
-42
-36
-10
4
false
Increase defensive factor exposure
P9274
Cautious
401k
USD
2025-09-29
811,180
121,896
689,284
1
54.3
33.5
1.7
10.6
VOO:20.8%;MSFT:18.6%;AAPL:6.4%;MUB:20.8%;TSLA:20.8%;VNQ:12.7%
US:68.1;EU:10.1;APAC:11.7;EM:10.0;Other:0.1
Value:+0.7;Growth:+0.5;Quality:+0.3;Size:-0.5;Momentum:+0.5;LowVol:+0.1
NoMargin
10
35
4.7
trailing 8%
110
14.5
Volatile
24.5
5.12
4.1
138
59
76
53
false
Rebalance
Shift +1% to bonds from equity
8
4
BrokerB
LMT
95
null
null
Normal monitoring
41
6
96
3
false
Monitor dispersion and breadth
P9275
Cautious
Taxable
USD
2025-12-19
639,463
90,886
548,577
1
47
30
8.5
14.5
BND:27.3%;VOO:25.1%;MSFT:20.3%;HYG:27.3%
US:61.0;EU:16.8;APAC:13.6;EM:5.1;Other:3.5
Value:+0.7;Growth:+0.4;Quality:-0.3;Size:+1.0;Momentum:+0.2;LowVol:-0.4
NoDerivatives;NoMargin
7
25
3.5
trailing 8%
101
18
Volatile
26.6
4.26
3.3
159
-12
58
67
false
Rebalance
Shift +1% to bonds from equity
27
-7
BrokerB
LMT
87
null
null
Normal monitoring
40
-14
157
3
false
Within IPS guidelines
P9276
Hands-off
Taxable
USD
2025-06-23
858,713
83,224
775,489
1
56.7
27.5
8.3
7.5
VNQ:23.7%;VTI:22.5%;TSLA:23.7%;AMZN:17.8%;HYG:12.2%
US:64.1;EU:14.3;APAC:9.9;EM:7.1;Other:4.6
Value:-0.3;Growth:-0.5;Quality:-0.4;Size:+0.1;Momentum:-0.4;LowVol:0.0
ESGOnly
10
30
5.4
trailing 8%
118
14.2
Bull
15.7
4.61
2.2
103
77
77
39
false
Buy
Add to core equity +1%
-3
-10
BrokerC
MKT
96
null
null
Normal monitoring
24
13
115
4
false
Increase defensive factor exposure
P9277
Hands-off
Roth
USD
2025-11-11
240,996
15,089
225,907
1
56.5
18.3
18.4
6.7
AAPL:25.0%;TLT:25.0%;HYG:25.0%;BRK.B:25.0%
US:60.5;EU:16.1;APAC:9.7;EM:12.0;Other:1.6
Value:+0.8;Growth:-0.7;Quality:0.0;Size:-0.4;Momentum:+0.8;LowVol:+0.6
NoDerivatives
6
25
4.9
trailing 8%
123
20
Sideways
20
3.53
2.4
114
-19
49
61
true
Hedge
Buy index puts 1% notional
-14
-33
BrokerA
MKT
87
VAR>budget
Reduce
Risk above budget threshold
-18
-33
55
2
false
Increase defensive factor exposure
P9278
Hands-off
Taxable
USD
2024-09-06
434,511
18,002
416,509
1
67.6
21.2
2.5
8.7
XLF:17.4%;TSLA:6.8%;VOO:22.4%;IEF:22.4%;VNQ:22.4%;QQQ:8.6%
US:64.7;EU:16.8;APAC:7.2;EM:9.6;Other:1.7
Value:-0.5;Growth:0.0;Quality:-0.3;Size:+0.3;Momentum:+0.3;LowVol:-0.8
ESGOnly
5
25
4.9
trailing 8%
159
16
Bull
17.3
3.86
2.3
101
0
41
45
false
Rebalance
Shift +1% to bonds from equity
23
-13
BrokerB
VWAP
98
null
null
Normal monitoring
28
4
33
4
false
Monitor dispersion and breadth
P9279
Hands-off
Trust
USD
2024-11-25
533,788
24,187
509,601
1
62.6
23.5
8.3
5.6
VOO:33.3%;MSFT:33.3%;AAPL:33.3%
US:59.2;EU:11.9;APAC:15.8;EM:8.0;Other:5.2
Value:-0.9;Growth:+0.9;Quality:-1.0;Size:-1.0;Momentum:-0.8;LowVol:+0.8
ESGOnly;MaxPos5%;NoDerivatives
10
35
4.9
trailing 8%
147
14.5
Volatile
27.1
5.02
3
166
17
68
81
true
Hedge
Buy index puts 1% notional
28
-32
BrokerC
MKT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-14
11
117
4
false
Monitor dispersion and breadth
P9280
Systematic
Trust
USD
2024-12-13
1,752,415
152,979
1,599,436
1
67.4
23.6
0
9
BRK.B:36.8%;VTI:36.8%;XLF:26.3%
US:67.6;EU:17.7;APAC:5.3;EM:5.6;Other:3.7
Value:+0.1;Growth:+0.6;Quality:+0.9;Size:-0.5;Momentum:+0.6;LowVol:+0.3
null
6
30
5.5
trailing 8%
157
19.1
Bear
27.9
3.61
2.5
214
-73
8
75
true
Reduce
Cut high-beta by 2-3%, add cash
5
-20
BrokerA
LMT
97
VAR>budget
Hedge
Risk above budget threshold
70
-52
104
2
false
Tighten stops on momentum names
P9281
Active
IRA
USD
2025-03-16
1,285,011
127,623
1,157,388
1
61.3
27.3
4.4
7
AAPL:10.1%;TSLA:19.4%;MSFT:15.2%;IEF:20.9%;BRK.B:19.6%;XLF:14.8%
US:71.9;EU:7.0;APAC:12.4;EM:4.8;Other:3.9
Value:-0.1;Growth:-0.5;Quality:+0.5;Size:-0.5;Momentum:+0.2;LowVol:+0.8
MaxPos8%
10
35
4.1
trailing 8%
175
23.9
Volatile
21.4
4.11
3.1
156
-2
34
68
false
Sell
Trim extended winner -1%
-1
-39
BrokerC
LMT
100
null
null
Normal monitoring
30
5
33
3
false
Increase defensive factor exposure
P9282
Opportunistic
IRA
USD
2025-05-08
678,299
38,715
639,584
1
74.5
13.5
7.3
4.6
QQQ:15.1%;VNQ:11.8%;IEF:10.1%;MSFT:23.3%;TSLA:23.3%;VOO:16.6%
US:61.6;EU:14.1;APAC:14.9;EM:8.6;Other:0.8
Value:+0.5;Growth:-0.5;Quality:+0.9;Size:+0.5;Momentum:+0.7;LowVol:-0.3
NoDerivatives
5
30
4.3
hard 12%
204
23.8
Bull
16.4
3.52
3.4
88
93
100
49
false
NoAction
Within bands; monitor
24
15
BrokerD
LMT
94
null
null
Normal monitoring
24
9
11
4
false
Within IPS guidelines
P9283
Hands-off
Roth
USD
2025-04-17
463,445
37,245
426,200
1
55.4
27.5
11.1
6
TLT:16.9%;HYG:21.4%;BRK.B:21.4%;MUB:19.0%;TSLA:21.3%
US:74.0;EU:6.1;APAC:10.0;EM:8.9;Other:1.0
Value:-0.9;Growth:-0.5;Quality:-0.4;Size:+0.8;Momentum:+0.1;LowVol:+0.9
ESGOnly
7
25
4.8
trailing 8%
152
15.1
Bear
24.5
3.16
2.6
146
-46
27
57
false
NoAction
Within bands; monitor
-13
12
BrokerC
MKT
0
null
null
Normal monitoring
-33
1
-20
3
false
Tighten stops on momentum names
P9284
Hands-off
Roth
USD
2025-04-02
681,471
45,425
636,046
1
65.1
16.4
9.9
8.5
QQQ:23.4%;MUB:23.4%;HYG:9.4%;VTI:20.6%;VOO:23.4%
US:69.1;EU:13.7;APAC:5.6;EM:7.1;Other:4.4
Value:-0.6;Growth:-0.7;Quality:-0.6;Size:+0.2;Momentum:+0.5;LowVol:-0.2
NoDerivatives
5
25
4.4
trailing 8%
130
16.1
Bull
13.4
4.13
2.6
96
65
68
35
false
Hedge
Add TLT +1% as duration hedge
12
-8
BrokerD
VWAP
98
null
null
Normal monitoring
-45
-49
-44
5
false
Monitor dispersion and breadth
P9285
Opportunistic
Roth
USD
2025-08-01
1,467,750
55,305
1,412,445
1
71.9
20.5
0
7.6
MSFT:33.3%;QQQ:33.3%;IEF:33.3%
US:63.9;EU:16.7;APAC:11.8;EM:7.6;Other:0.0
Value:+0.1;Growth:-0.3;Quality:+0.5;Size:-0.1;Momentum:-0.5;LowVol:-0.5
null
7
30
5.6
hard 12%
240
32.6
Bull
11.7
4.39
3.3
120
65
89
49
false
Buy
Add to core equity +1%
28
10
BrokerB
MKT
90
null
null
Normal monitoring
92
2
95
3
false
Tax-aware sells next window
P9286
Hands-off
Trust
USD
2024-12-25
182,530
10,667
171,863
1
66.6
26.3
0
7
MUB:33.3%;BRK.B:33.3%;AMZN:33.3%
US:67.6;EU:9.7;APAC:7.8;EM:9.4;Other:5.5
Value:+0.2;Growth:-0.9;Quality:+0.5;Size:+0.9;Momentum:-0.8;LowVol:+0.8
null
8
25
5.9
hard 10%
125
15.8
Bear
22.4
3.37
1.7
143
-30
37
62
false
Buy
Add to core equity +1%
-15
-29
BrokerC
MKT
87
null
null
Normal monitoring
98
2
90
4
false
Monitor dispersion and breadth
P9287
Hands-off
Roth
USD
2025-10-17
414,051
40,125
373,926
1
73.5
17
2.8
6.7
VOO:26.3%;GLD:26.3%;VTI:26.3%;MSFT:21.0%
US:66.4;EU:14.0;APAC:6.4;EM:10.6;Other:2.6
Value:-0.6;Growth:+0.7;Quality:+0.9;Size:+0.6;Momentum:+0.1;LowVol:-0.3
NoDerivatives
8
25
3.6
trailing 8%
164
19.6
Bull
16.2
4.43
3.2
102
29
74
47
true
Rebalance
Rebalance back to target bands
16
-22
BrokerB
LMT
91
VAR>budget
Reduce
Risk above budget threshold
81
13
182
4
false
Tighten stops on momentum names
P9288
Cautious
IRA
USD
2024-08-24
556,778
66,363
490,415
1
43.6
32.6
10.6
13.2
VTI:33.3%;QQQ:33.3%;MUB:33.3%
US:66.5;EU:16.9;APAC:5.6;EM:10.6;Other:0.4
Value:-0.6;Growth:+0.9;Quality:-0.9;Size:+0.9;Momentum:+0.4;LowVol:-0.4
ESGOnly;NoDerivatives;NoMargin
6
35
5.6
trailing 8%
99
15.7
Volatile
28.2
3.63
2.6
172
37
70
64
false
Sell
Trim extended winner -1%
2
10
BrokerA
VWAP
87
null
null
Normal monitoring
109
-13
165
5
false
Increase defensive factor exposure
P9289
Hands-off
Taxable
USD
2025-02-23
609,433
38,463
570,970
1
66.7
24.6
0
8.7
AMZN:33.3%;QQQ:33.3%;TSLA:33.3%
US:74.3;EU:9.7;APAC:8.2;EM:4.4;Other:3.4
Value:+0.5;Growth:+0.1;Quality:+0.5;Size:+0.9;Momentum:-0.5;LowVol:-0.0
MaxPos6%;NoDerivatives
10
35
4.5
hard 10%
127
15.2
Bull
12.9
4.79
3
96
94
100
53
false
Hedge
Add TLT +1% as duration hedge
-3
-5
BrokerA
VWAP
95
null
null
Normal monitoring
56
20
63
3
false
Tax-aware sells next window
P9290
Opportunistic
Trust
USD
2025-07-08
379,888
11,992
367,896
1
74
17.3
0
8.7
VTI:10.8%;IEF:23.9%;QQQ:17.6%;GLD:23.9%;AMZN:23.9%
US:67.8;EU:8.2;APAC:14.4;EM:8.1;Other:1.5
Value:-0.2;Growth:+1.0;Quality:+0.3;Size:-0.7;Momentum:-0.6;LowVol:-0.2
null
8
30
5.1
hard 12%
220
26.8
Bull
14.4
4.33
3.4
108
77
100
60
false
Rebalance
Shift +1% to bonds from equity
-7
-2
BrokerA
LMT
88
null
null
Normal monitoring
34
-18
81
4
false
Increase defensive factor exposure
P9291
Systematic
Trust
USD
2025-12-05
1,044,632
53,011
991,621
1
67.8
22.1
1.4
8.7
AAPL:12.0%;AMZN:10.1%;GLD:24.1%;QQQ:16.3%;IEF:24.1%;TSLA:13.4%
US:70.1;EU:12.1;APAC:5.4;EM:8.6;Other:3.7
Value:-1.0;Growth:-0.1;Quality:+0.8;Size:+0.2;Momentum:-0.6;LowVol:+0.1
MaxPos6%
8
30
4.4
trailing 9%
202
18.1
Bull
15.3
4.67
2.3
110
20
68
44
false
Rebalance
Shift +1% to bonds from equity
31
-18
BrokerB
LMT
89
null
null
Normal monitoring
-12
-56
3
5
false
Tighten stops on momentum names
P9292
Cautious
Roth
USD
2025-03-20
428,179
45,016
383,163
1
49.4
35.1
0
15.5
MSFT:24.9%;HYG:17.8%;BND:22.8%;AMZN:24.9%;VOO:9.5%
US:56.2;EU:16.9;APAC:12.4;EM:9.8;Other:4.7
Value:-0.5;Growth:-0.9;Quality:-0.2;Size:+0.5;Momentum:-0.6;LowVol:+0.6
ESGOnly;NoMargin
7
25
3.5
hard 10%
105
14.1
Sideways
16.1
3.82
2.2
101
-22
27
42
false
Hedge
Add TLT +1% as duration hedge
-15
-26
BrokerD
MKT
94
null
null
Normal monitoring
17
-23
65
3
false
Increase defensive factor exposure
P9293
Active
401k
USD
2025-09-28
1,800,636
108,747
1,691,889
1
54
27.7
13
5.4
VOO:25.2%;AAPL:25.2%;BRK.B:25.2%;XLF:24.4%
US:67.1;EU:7.2;APAC:10.1;EM:10.9;Other:4.8
Value:+0.2;Growth:-0.0;Quality:+0.2;Size:+0.4;Momentum:-0.5;LowVol:-0.0
NoDerivatives
7
25
4.7
hard 12%
165
22.8
Sideways
17.7
4.57
3.4
121
13
57
48
false
Buy
Add to core equity +1%
13
-10
BrokerA
MKT
92
null
null
Normal monitoring
-45
-39
86
3
false
Tax-aware sells next window
P9294
Active
Roth
USD
2025-01-23
1,234,059
108,711
1,125,348
1
53.8
31.6
6
8.6
AAPL:21.5%;HYG:16.2%;BND:21.5%;VNQ:20.0%;AMZN:12.1%;BRK.B:8.6%
US:64.7;EU:12.4;APAC:7.6;EM:10.4;Other:4.8
Value:+0.2;Growth:-0.4;Quality:-0.8;Size:+0.1;Momentum:-0.5;LowVol:+1.0
NoDerivatives
8
25
4.4
trailing 8%
121
19.6
Bear
25.5
3.95
1.3
204
-109
5
55
false
Sell
Trim extended winner -1%
-15
-40
BrokerA
VWAP
94
null
null
Normal monitoring
67
-56
146
3
false
Tax-aware sells next window
P9295
Systematic
Roth
USD
2024-12-10
1,616,722
126,881
1,489,841
1
57.7
30
4.6
7.7
AMZN:33.3%;VNQ:33.3%;GLD:33.3%
US:64.7;EU:12.0;APAC:10.7;EM:9.0;Other:3.6
Value:+0.9;Growth:-0.9;Quality:+0.9;Size:+1.0;Momentum:-0.1;LowVol:+0.9
MaxPos5%
7
25
5.1
trailing 8%
217
20.4
Volatile
26.9
4.37
3.1
124
-3
39
62
false
Rebalance
Shift +1% to bonds from equity
10
-30
BrokerC
MKT
90
null
null
Normal monitoring
20
-25
129
3
false
Within IPS guidelines
P9296
Systematic
Taxable
USD
2025-09-09
979,708
39,663
940,045
1
66.7
25.9
0
7.3
IEF:24.1%;QQQ:24.1%;VNQ:8.7%;GLD:19.1%;AMZN:24.1%
US:65.3;EU:17.5;APAC:7.3;EM:8.8;Other:1.0
Value:+0.6;Growth:-0.1;Quality:-0.0;Size:-0.2;Momentum:-0.8;LowVol:-1.0
MaxPos7%
7
30
4.2
trailing 8%
135
26.6
Bull
11.5
4.36
2.1
106
1
45
51
true
Hedge
Buy index puts 1% notional
-4
-26
BrokerA
LMT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
-7
-57
107
3
true
Within IPS guidelines
P9297
Active
Roth
USD
2024-07-29
957,216
83,578
873,638
1
61.8
31.4
0
6.8
QQQ:19.3%;AAPL:26.9%;XLF:26.9%;AMZN:26.9%
US:71.6;EU:10.9;APAC:5.9;EM:8.6;Other:2.9
Value:+0.4;Growth:-0.2;Quality:-0.7;Size:+0.9;Momentum:-0.8;LowVol:+0.8
NoDerivatives
6
30
5.8
hard 12%
190
17.7
Volatile
31.8
4.35
3.5
114
-32
43
76
true
Hedge
Buy index puts 1% notional
-14
-8
BrokerA
MKT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
85
-19
181
5
false
Increase defensive factor exposure
P9298
Active
IRA
USD
2024-08-28
1,825,255
139,413
1,685,842
1
65.3
26.7
0
7.9
AAPL:33.3%;BND:33.3%;BRK.B:33.3%
US:66.3;EU:10.9;APAC:15.0;EM:6.3;Other:1.5
Value:-0.0;Growth:+1.0;Quality:-0.4;Size:-0.9;Momentum:-0.1;LowVol:+0.9
MaxPos6%
5
30
4.9
trailing 9%
156
19.8
Sideways
15.1
4.67
3.3
114
52
83
54
false
Rebalance
Shift +1% to bonds from equity
24
-29
BrokerC
MKT
91
null
null
Normal monitoring
-28
-4
-4
3
false
Monitor dispersion and breadth
P9299
Cautious
IRA
USD
2025-11-17
204,913
18,088
186,825
1
42.1
30.9
9.2
17.8
VOO:14.6%;BRK.B:18.9%;MUB:20.2%;BND:12.6%;GLD:15.5%;HYG:18.3%
US:63.7;EU:16.9;APAC:11.0;EM:8.3;Other:0.1
Value:+0.4;Growth:-0.9;Quality:+0.3;Size:-0.5;Momentum:-0.6;LowVol:+1.0
NoMargin
10
35
4.3
trailing 8%
117
12.2
Bear
30.1
3.82
1.8
190
-27
23
74
true
Hedge
Buy index puts 1% notional
34
-22
BrokerB
VWAP
85
VAR>budget
Reduce
Risk above budget threshold
44
-15
45
5
false
Within IPS guidelines
P9300
Cautious
Taxable
USD
2024-08-27
347,029
44,653
302,376
1
46.6
38.8
0.2
14.4
MSFT:26.7%;XLF:20.6%;VOO:25.9%;AAPL:26.7%
US:67.0;EU:8.0;APAC:10.8;EM:11.0;Other:3.1
Value:+0.4;Growth:-0.2;Quality:-0.5;Size:+0.4;Momentum:-0.3;LowVol:-0.5
NoMargin
10
25
4.1
trailing 8%
90
15.3
Bull
15.8
4.5
2.2
114
86
96
46
false
Rebalance
Shift +1% to bonds from equity
22
15
BrokerA
VWAP
92
null
null
Normal monitoring
22
-32
128
4
false
Monitor dispersion and breadth