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
P9301
Hands-off
401k
USD
2025-05-24
645,780
54,265
591,515
1
64.4
20.7
5.2
9.7
BRK.B:22.5%;GLD:18.3%;AAPL:14.3%;VOO:22.5%;XLF:22.5%
US:71.2;EU:14.1;APAC:6.3;EM:5.8;Other:2.6
Value:+0.3;Growth:-1.0;Quality:-0.7;Size:-0.4;Momentum:+0.2;LowVol:-1.0
null
8
25
5.6
trailing 10%
135
14.8
Bull
11.7
4.25
2.6
120
40
71
33
false
Sell
Trim extended winner -1%
31
-22
BrokerC
MKT
99
null
null
Normal monitoring
30
-29
-9
4
false
Tax-aware sells next window
P9302
Systematic
Roth
USD
2025-09-29
724,446
46,677
677,769
1
61.6
30.7
1.7
6
AMZN:17.3%;TLT:27.6%;GLD:27.6%;VOO:27.6%
US:65.7;EU:12.7;APAC:13.9;EM:7.1;Other:0.7
Value:+0.4;Growth:+0.7;Quality:+0.2;Size:-0.8;Momentum:+0.7;LowVol:+0.4
null
8
25
5
trailing 8%
130
20.6
Volatile
28.4
3.57
4.4
174
25
50
72
true
Hedge
Buy index puts 1% notional
-5
15
BrokerB
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
55
-35
92
2
false
Increase defensive factor exposure
P9303
Cautious
Taxable
USD
2025-06-08
223,880
28,791
195,089
1
52.9
30.2
0
16.9
IEF:29.1%;TSLA:29.1%;GLD:12.7%;BND:29.1%
US:72.6;EU:8.5;APAC:12.2;EM:6.6;Other:0.2
Value:-0.6;Growth:-1.0;Quality:+0.4;Size:+0.6;Momentum:+0.4;LowVol:-0.7
MaxPos5%;NoMargin
6
35
5.7
hard 10%
129
16
Sideways
14.4
4.73
2.2
118
-16
37
43
false
Rebalance
Shift +1% to bonds from equity
-9
12
BrokerC
VWAP
96
null
null
Normal monitoring
30
10
148
5
false
Within IPS guidelines
P9304
Opportunistic
Roth
USD
2024-08-12
906,438
78,327
828,111
1
63.2
10.3
20.6
5.9
IEF:22.1%;BND:27.0%;VTI:23.9%;GLD:27.0%
US:65.8;EU:10.7;APAC:16.0;EM:5.3;Other:2.2
Value:-0.9;Growth:+0.1;Quality:+0.6;Size:+0.1;Momentum:-0.2;LowVol:+0.6
null
5
30
5
trailing 9%
182
25.8
Bear
23.3
4.49
1.3
211
-11
49
66
false
Buy
Add to core equity +1%
-2
-10
BrokerA
MKT
87
null
null
Normal monitoring
73
-3
75
3
false
Tighten stops on momentum names
P9305
Opportunistic
Trust
USD
2024-07-19
437,390
14,332
423,058
1.25
66.5
17.3
10.4
5.9
HYG:21.1%;BRK.B:21.7%;TLT:21.7%;IEF:6.9%;GLD:10.5%;VTI:18.1%
US:61.2;EU:14.4;APAC:15.7;EM:5.3;Other:3.5
Value:-0.4;Growth:+0.3;Quality:-0.8;Size:+0.6;Momentum:+0.7;LowVol:+0.6
MaxPos6%
5
35
6.6
hard 12%
204
25.1
Bear
24.7
3.03
2.2
137
-87
20
60
false
Rebalance
Shift +1% to bonds from equity
7
0
BrokerC
MKT
89
null
null
Normal monitoring
79
-18
64
5
false
Tax-aware sells next window
P9306
Opportunistic
401k
USD
2025-06-18
496,914
26,260
470,654
1
64.1
14
14.4
7.5
TSLA:33.3%;TLT:33.3%;XLF:33.3%
US:57.9;EU:15.9;APAC:10.7;EM:12.1;Other:3.3
Value:-0.4;Growth:-0.1;Quality:+0.2;Size:+0.3;Momentum:-0.7;LowVol:-0.4
MaxPos8%
6
30
5.6
hard 12%
198
33.7
Sideways
20
3.71
2.9
140
34
70
57
false
Rebalance
Shift +1% to bonds from equity
-10
0
BrokerA
MKT
93
null
null
Normal monitoring
-37
-9
-60
3
false
Increase defensive factor exposure
P9307
Opportunistic
401k
USD
2024-09-27
600,299
32,897
567,402
1
61.7
20.4
13
4.9
TLT:18.5%;VTI:14.7%;AAPL:19.2%;BRK.B:17.1%;GLD:20.4%;QQQ:10.3%
US:65.7;EU:8.9;APAC:8.9;EM:12.9;Other:3.7
Value:+0.1;Growth:-0.8;Quality:-0.3;Size:+0.1;Momentum:-0.8;LowVol:+0.4
null
6
35
6.2
trailing 9%
244
30
Bull
17.6
4.99
3.1
74
99
94
49
false
Rebalance
Shift +1% to bonds from equity
-14
-22
BrokerC
LMT
88
null
null
Normal monitoring
-48
1
25
5
false
Tighten stops on momentum names
P9308
Opportunistic
401k
USD
2024-07-14
1,635,187
89,522
1,545,665
1
77.2
13.4
3.9
5.4
QQQ:23.6%;VNQ:20.0%;VTI:23.6%;AMZN:11.9%;AAPL:21.0%
US:59.1;EU:12.2;APAC:14.9;EM:10.2;Other:3.6
Value:-0.4;Growth:+0.4;Quality:-0.2;Size:+0.5;Momentum:+0.3;LowVol:0.0
NoDerivatives
8
35
6.7
hard 12%
185
30.4
Bull
13.3
4.98
2.6
117
107
100
61
false
NoAction
Within bands; monitor
5
-23
BrokerC
LMT
96
null
null
Normal monitoring
65
-38
67
5
false
Within IPS guidelines
P9309
Systematic
Trust
USD
2025-07-17
1,110,567
64,789
1,045,778
1
55.7
21.2
15.6
7.4
BRK.B:33.3%;AAPL:33.3%;VTI:33.3%
US:62.6;EU:18.3;APAC:6.8;EM:10.8;Other:1.5
Value:-0.6;Growth:-0.5;Quality:-0.9;Size:+0.2;Momentum:+0.6;LowVol:-0.9
null
7
35
4.6
hard 12%
228
25.6
Volatile
20.3
4.9
3.8
151
68
82
56
false
Rebalance
Shift +1% to bonds from equity
9
14
BrokerD
MKT
85
null
null
Normal monitoring
101
-55
182
4
false
Tighten stops on momentum names
P9310
Active
IRA
USD
2024-09-20
1,675,021
198,216
1,476,805
1.18
54.9
29.1
6.2
9.8
TSLA:33.6%;AAPL:33.6%;HYG:32.8%
US:76.0;EU:6.4;APAC:8.8;EM:5.4;Other:3.4
Value:-0.7;Growth:-1.0;Quality:-0.7;Size:+0.9;Momentum:-1.0;LowVol:-0.3
null
8
30
4.4
trailing 8%
199
23.1
Volatile
26.4
5.46
2.5
174
-47
31
69
false
Buy
Add to core equity +1%
-11
-28
BrokerA
MKT
99
null
null
Normal monitoring
-38
-20
22
3
false
Increase defensive factor exposure
P9311
Systematic
401k
USD
2025-07-12
1,810,857
111,865
1,698,992
1
61.7
30.3
0
8
XLF:22.2%;VOO:20.7%;TLT:17.4%;VTI:22.2%;AMZN:17.5%
US:69.8;EU:10.9;APAC:13.5;EM:3.1;Other:2.8
Value:+0.2;Growth:-0.4;Quality:+0.5;Size:-0.7;Momentum:-0.4;LowVol:+0.8
NoDerivatives
8
30
5.1
hard 12%
220
20.9
Sideways
18.7
3.97
3.4
139
-2
39
59
false
Buy
Add to core equity +1%
-10
-22
BrokerC
VWAP
100
null
null
Normal monitoring
38
12
31
4
false
Increase defensive factor exposure
P9312
Systematic
401k
USD
2025-08-17
1,722,382
146,233
1,576,149
1
61
31.9
0
7.1
GLD:9.3%;IEF:21.7%;XLF:22.4%;VNQ:14.4%;MUB:9.8%;VOO:22.4%
US:64.3;EU:7.3;APAC:15.6;EM:9.7;Other:3.0
Value:-0.3;Growth:-0.9;Quality:+0.3;Size:+0.9;Momentum:-0.4;LowVol:-0.2
null
5
35
5.9
trailing 9%
135
27.9
Volatile
26.3
3.66
2.9
130
-21
33
71
true
Hedge
Buy index puts 1% notional
35
0
BrokerC
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
53
-5
61
4
false
Tighten stops on momentum names
P9313
Systematic
IRA
USD
2024-11-01
1,137,731
91,367
1,046,364
1
57.6
28
4.9
9.5
IEF:26.9%;AAPL:19.3%;HYG:26.9%;MSFT:26.9%
US:66.4;EU:8.5;APAC:9.0;EM:11.5;Other:4.6
Value:+0.9;Growth:+0.2;Quality:-0.4;Size:-0.2;Momentum:-0.6;LowVol:-0.7
NoDerivatives
6
25
5.2
trailing 8%
220
16.9
Sideways
14.6
4.64
2.8
106
-26
25
39
false
Rebalance
Shift +1% to bonds from equity
-6
-3
BrokerC
LMT
94
null
null
Normal monitoring
-56
15
9
4
false
Tax-aware sells next window
P9314
Active
Roth
USD
2024-10-18
1,005,256
79,572
925,684
1.19
59.7
29.7
1
9.6
AMZN:25.1%;AAPL:25.1%;QQQ:14.2%;XLF:23.6%;BND:12.1%
US:64.7;EU:11.3;APAC:10.8;EM:9.0;Other:4.2
Value:0.0;Growth:+0.2;Quality:-0.8;Size:+0.1;Momentum:-1.0;LowVol:+0.8
null
7
25
5.7
trailing 8%
228
21.3
Sideways
15
4.71
3
96
53
61
54
false
NoAction
Within bands; monitor
11
14
BrokerB
LMT
90
null
null
Normal monitoring
5
-23
77
3
false
Increase defensive factor exposure
P9315
Hands-off
Roth
USD
2025-09-19
849,766
66,736
783,030
1
65.7
23.5
2
8.8
TLT:13.6%;VOO:18.9%;AMZN:10.6%;AAPL:14.5%;XLF:21.2%;IEF:21.2%
US:71.6;EU:10.1;APAC:7.8;EM:8.3;Other:2.2
Value:-0.3;Growth:-0.4;Quality:+0.5;Size:+0.5;Momentum:-0.0;LowVol:+0.6
null
7
30
3.7
trailing 8%
104
14.7
Volatile
21.8
4.11
2.9
156
47
71
53
false
Hedge
Add TLT +1% as duration hedge
-8
-27
BrokerD
MKT
96
null
null
Normal monitoring
-41
1
41
5
false
Tax-aware sells next window
P9316
Opportunistic
Taxable
USD
2024-11-30
1,142,515
59,565
1,082,950
1
74.9
10.9
5.7
8.5
VOO:23.9%;TSLA:23.9%;AAPL:19.7%;GLD:21.7%;BRK.B:10.8%
US:61.7;EU:15.8;APAC:11.2;EM:10.0;Other:1.3
Value:-0.7;Growth:-0.1;Quality:-0.2;Size:-0.4;Momentum:+0.1;LowVol:+0.7
MaxPos8%;NoDerivatives
6
30
6.9
hard 12%
174
23.9
Volatile
29.5
3.72
4.2
123
50
83
81
true
Hedge
Buy index puts 1% notional
13
-22
BrokerA
MKT
85
VAR>budget
Reduce
Risk above budget threshold
117
-57
219
3
false
Tighten stops on momentum names
P9317
Opportunistic
IRA
USD
2025-07-22
1,342,808
95,794
1,247,014
1
65.4
18.4
11.9
4.3
GLD:33.3%;TSLA:33.3%;HYG:33.3%
US:69.2;EU:10.9;APAC:7.6;EM:10.1;Other:2.2
Value:+0.8;Growth:-0.4;Quality:+0.9;Size:+0.6;Momentum:-0.0;LowVol:-0.8
MaxPos8%
5
35
6.5
trailing 7%
206
29.7
Bull
15.9
4.92
3.4
88
67
70
51
false
Sell
Trim extended winner -1%
-10
-16
BrokerA
MKT
98
null
null
Normal monitoring
70
-26
75
5
false
Within IPS guidelines
P9318
Cautious
Roth
USD
2025-06-10
574,731
57,131
517,600
1
45.8
39.8
1
13.4
BRK.B:27.5%;HYG:17.6%;MSFT:27.5%;MUB:27.5%
US:73.6;EU:10.2;APAC:7.3;EM:7.8;Other:1.1
Value:-0.1;Growth:-0.6;Quality:+1.0;Size:-0.1;Momentum:+0.4;LowVol:+0.6
MaxPos8%;NoMargin
7
30
4.7
hard 10%
139
14.7
Bull
16.4
4.13
3.5
113
109
97
44
false
Rebalance
Shift +1% to bonds from equity
33
-37
BrokerC
MKT
100
null
null
Normal monitoring
110
-33
128
5
false
Tax-aware sells next window
P9319
Hands-off
IRA
USD
2025-05-07
834,790
36,442
798,348
1
60.3
26.8
3.6
9.3
VNQ:20.9%;AAPL:26.4%;QQQ:26.4%;VTI:26.4%
US:66.9;EU:7.8;APAC:10.1;EM:11.3;Other:3.9
Value:-0.3;Growth:-0.9;Quality:+0.4;Size:-0.4;Momentum:-0.3;LowVol:-0.4
MaxPos7%
5
30
4.5
trailing 8%
126
19.9
Bull
13.2
4.73
2.5
87
41
68
46
false
Rebalance
Shift +1% to bonds from equity
14
-9
BrokerC
LMT
99
null
null
Normal monitoring
4
-35
18
5
false
Increase defensive factor exposure
P9320
Active
Roth
USD
2025-08-14
1,382,875
85,618
1,297,257
1
58.6
27.8
7.6
6
TSLA:35.5%;AAPL:29.0%;TLT:35.5%
US:59.7;EU:13.4;APAC:14.6;EM:11.8;Other:0.5
Value:0.0;Growth:0.0;Quality:-0.3;Size:+0.3;Momentum:-1.0;LowVol:-0.4
NoDerivatives
8
25
4
trailing 8%
207
23.5
Sideways
21.4
4.17
2.4
109
-1
41
47
false
Rebalance
Shift +1% to bonds from equity
18
-2
BrokerD
MKT
98
null
null
Normal monitoring
51
-33
71
5
false
Increase defensive factor exposure
P9321
Systematic
Trust
USD
2024-09-19
615,501
46,540
568,961
1
60.6
22.5
11.1
5.9
XLF:15.8%;GLD:8.5%;TLT:17.1%;QQQ:18.8%;VTI:19.7%;VOO:20.2%
US:68.0;EU:8.4;APAC:10.3;EM:10.9;Other:2.5
Value:+0.5;Growth:-1.0;Quality:+0.9;Size:-0.7;Momentum:+0.8;LowVol:0.0
null
7
30
5.7
trailing 8%
127
23.3
Sideways
16.2
3.96
2.5
129
50
63
47
false
Sell
Trim extended winner -1%
-1
-20
BrokerB
LMT
88
null
null
Normal monitoring
33
0
124
4
false
Tighten stops on momentum names
P9322
Active
401k
USD
2024-12-14
2,493,821
216,612
2,277,209
1
63.7
28
0
8.3
AAPL:25.0%;AMZN:25.0%;MUB:25.0%;BND:25.0%
US:59.0;EU:16.0;APAC:11.4;EM:9.4;Other:4.2
Value:+0.4;Growth:-0.3;Quality:+0.8;Size:+0.9;Momentum:-0.6;LowVol:+0.4
MaxPos7%
10
30
5.4
trailing 8%
127
22.2
Volatile
21.4
5.04
3.4
147
-58
29
69
false
Rebalance
Shift +1% to bonds from equity
6
8
BrokerD
LMT
98
null
null
Normal monitoring
67
-48
75
4
false
Increase defensive factor exposure
P9323
Active
IRA
USD
2025-02-18
2,356,401
239,464
2,116,937
1
62.9
28.3
0
8.7
VOO:19.9%;MUB:11.5%;TSLA:10.1%;BND:21.1%;AAPL:21.8%;BRK.B:15.5%
US:69.2;EU:8.1;APAC:6.6;EM:11.9;Other:4.2
Value:-0.3;Growth:-0.6;Quality:-0.8;Size:+0.6;Momentum:0.0;LowVol:-0.4
null
7
30
5
trailing 9%
139
17
Volatile
31.7
4.85
2.7
165
-34
42
91
true
Reduce
Cut high-beta by 2-3%, add cash
30
-13
BrokerB
MKT
99
VAR>budget
Hedge
Risk above budget threshold
95
-28
185
2
false
Increase defensive factor exposure
P9324
Cautious
Taxable
USD
2024-10-27
830,935
78,552
752,383
1
43.7
40.5
2.7
13.1
QQQ:23.7%;MSFT:23.7%;IEF:18.1%;BRK.B:11.5%;VOO:9.9%;XLF:13.1%
US:71.2;EU:15.1;APAC:6.2;EM:6.3;Other:1.2
Value:-0.1;Growth:-0.5;Quality:+0.1;Size:-0.9;Momentum:-0.4;LowVol:-0.6
NoMargin
10
30
3.5
trailing 8%
99
13.5
Volatile
22
5.22
3.4
122
43
67
49
false
Rebalance
Shift +1% to bonds from equity
24
-27
BrokerA
LMT
85
null
null
Normal monitoring
23
-46
100
5
false
Tax-aware sells next window
P9325
Active
401k
USD
2025-07-26
1,137,857
89,550
1,048,307
1.08
66.3
18.5
10
5.2
GLD:18.9%;HYG:27.0%;VOO:27.0%;QQQ:27.0%
US:61.6;EU:16.3;APAC:8.2;EM:10.9;Other:3.0
Value:-0.0;Growth:+0.6;Quality:-0.0;Size:+0.2;Momentum:-0.1;LowVol:-0.6
null
10
35
4.9
trailing 9%
171
16.9
Bear
30.5
3.65
3
186
-50
28
76
true
Hedge
Buy index puts 1% notional
14
9
BrokerD
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
97
-5
76
3
false
Increase defensive factor exposure
P9326
Systematic
Trust
USD
2025-06-23
492,794
37,766
455,028
1
67.8
24.4
0
7.7
VNQ:25.0%;HYG:25.0%;VTI:25.0%;IEF:25.0%
US:75.1;EU:6.0;APAC:9.3;EM:9.0;Other:0.7
Value:-0.8;Growth:0.0;Quality:0.0;Size:+0.7;Momentum:-0.1;LowVol:+0.7
NoDerivatives
7
35
5
trailing 8%
193
18.8
Bear
22.8
3.86
1.4
165
-61
10
69
false
NoAction
Within bands; monitor
-14
-23
BrokerA
MKT
0
null
null
Normal monitoring
39
-2
97
3
false
Monitor dispersion and breadth
P9327
Systematic
Trust
USD
2024-11-30
920,708
54,991
865,717
1
69.3
20.7
2.1
7.9
TLT:28.5%;BND:28.5%;BRK.B:14.5%;HYG:28.5%
US:63.5;EU:10.0;APAC:13.6;EM:8.9;Other:4.0
Value:+0.1;Growth:+0.6;Quality:+0.4;Size:-1.0;Momentum:+0.4;LowVol:+1.0
null
5
35
4.9
trailing 8%
207
16.2
Bull
12.6
4.87
3.5
88
113
100
53
false
Rebalance
Shift +1% to bonds from equity
-3
-39
BrokerD
LMT
88
null
null
Normal monitoring
18
-3
157
5
false
Monitor dispersion and breadth
P9328
Systematic
Trust
USD
2025-04-17
1,243,236
97,943
1,145,293
1
62
32
0
5.9
BND:23.5%;TLT:23.5%;MSFT:23.5%;QQQ:12.5%;VNQ:17.0%
US:62.7;EU:18.3;APAC:13.6;EM:4.5;Other:0.9
Value:-0.2;Growth:-0.2;Quality:-0.4;Size:-0.3;Momentum:+0.7;LowVol:-0.1
NoDerivatives
6
35
5.5
trailing 8%
199
25.8
Bear
31.3
3.45
2.6
214
-23
25
81
true
Hedge
Buy index puts 1% notional
-9
9
BrokerD
MKT
92
Drift>tolerance
Hedge
Allocation drift beyond policy bands
9
-40
120
4
false
Monitor dispersion and breadth
P9329
Opportunistic
401k
USD
2025-09-23
795,802
65,861
729,941
1
66.2
14
13.3
6.5
XLF:37.1%;GLD:37.1%;BND:25.9%
US:70.3;EU:14.9;APAC:7.5;EM:4.5;Other:2.9
Value:+0.1;Growth:+0.5;Quality:+0.2;Size:+1.0;Momentum:-0.6;LowVol:-0.5
NoDerivatives
6
25
6.1
hard 12%
167
30
Volatile
22.3
4.22
2.1
171
-52
19
68
false
Buy
Add to core equity +1%
7
-20
BrokerB
MKT
86
null
null
Normal monitoring
3
-13
-11
3
false
Monitor dispersion and breadth
P9330
Active
401k
USD
2025-02-20
1,568,420
153,082
1,415,338
1
61.8
29.9
0
8.3
VNQ:33.3%;GLD:33.3%;BND:33.3%
US:63.3;EU:9.1;APAC:16.3;EM:9.5;Other:1.8
Value:0.0;Growth:-1.0;Quality:+0.1;Size:-0.3;Momentum:+0.8;LowVol:-0.3
NoDerivatives
10
25
4.1
hard 12%
212
26.1
Bear
33.2
3.81
2.2
181
-34
41
77
true
Reduce
Cut high-beta by 2-3%, add cash
8
-32
BrokerD
LMT
100
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-21
-45
76
2
true
Increase defensive factor exposure
P9331
Cautious
IRA
USD
2025-02-12
155,323
17,152
138,171
1
46
41.3
0.6
12
VOO:15.2%;TLT:18.6%;XLF:20.5%;BRK.B:11.7%;AAPL:13.4%;IEF:20.5%
US:62.1;EU:16.8;APAC:9.8;EM:7.7;Other:3.6
Value:-0.6;Growth:-0.1;Quality:-1.0;Size:-0.3;Momentum:-0.5;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
5
30
3.8
trailing 8%
131
16.5
Bull
14.4
4.62
2.3
109
17
44
44
false
Rebalance
Shift +1% to bonds from equity
25
-13
BrokerC
MKT
90
null
null
Normal monitoring
16
-56
156
3
false
Tax-aware sells next window
P9332
Hands-off
Roth
USD
2025-07-28
803,739
46,977
756,762
1
69.2
22.4
0
8.4
QQQ:16.3%;VOO:16.8%;VNQ:14.2%;HYG:21.1%;IEF:20.1%;BND:11.4%
US:75.1;EU:9.3;APAC:7.0;EM:6.9;Other:1.7
Value:-0.3;Growth:-0.6;Quality:+0.9;Size:-0.7;Momentum:+0.7;LowVol:-0.4
ESGOnly;MaxPos5%
7
35
4.7
trailing 10%
112
13.5
Sideways
15.4
4.6
3.3
135
20
48
45
false
Sell
Trim extended winner -1%
-12
-1
BrokerC
LMT
92
null
null
Normal monitoring
112
-34
227
5
false
Monitor dispersion and breadth
P9333
Systematic
Trust
USD
2025-05-23
1,320,889
125,996
1,194,893
1
57.7
26
8
8.4
QQQ:13.5%;IEF:28.0%;AMZN:29.3%;VNQ:29.3%
US:68.8;EU:14.5;APAC:7.7;EM:5.1;Other:4.0
Value:-0.8;Growth:-0.1;Quality:+0.9;Size:+0.5;Momentum:+0.3;LowVol:+0.8
NoDerivatives
7
35
5
trailing 9%
202
21.5
Volatile
29.9
4.2
3.6
163
7
57
82
true
Hedge
Buy index puts 1% notional
16
-18
BrokerB
VWAP
92
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-27
-41
77
5
true
Monitor dispersion and breadth
P9334
Active
Trust
USD
2025-08-17
2,202,341
162,155
2,040,186
1
67.7
24.3
0
8
VNQ:29.4%;QQQ:14.3%;AMZN:26.9%;VOO:29.4%
US:59.3;EU:16.8;APAC:15.2;EM:3.7;Other:5.1
Value:-0.4;Growth:+0.8;Quality:+0.6;Size:+0.9;Momentum:+0.6;LowVol:+0.2
NoDerivatives
8
25
4.6
trailing 8%
191
27.2
Bull
12.1
3.93
2.8
116
88
100
34
true
Reduce
Cut high-beta by 2-3%, add cash
28
-11
BrokerB
MKT
95
RegimeShift
TightenStops
Volatility spike and breadth deterioration
100
-44
169
2
false
Within IPS guidelines
P9335
Active
Roth
USD
2024-09-07
1,489,722
136,742
1,352,980
1.13
68
22.6
3.7
5.7
VNQ:21.9%;QQQ:19.1%;TLT:15.3%;AMZN:21.9%;HYG:21.9%
US:58.9;EU:17.4;APAC:13.2;EM:6.9;Other:3.6
Value:+0.1;Growth:+0.3;Quality:+0.9;Size:+0.5;Momentum:-0.1;LowVol:+0.7
MaxPos8%
8
30
4.4
hard 12%
170
23
Bull
17.6
3.84
3.4
74
6
40
48
false
Buy
Add to core equity +1%
2
2
BrokerC
LMT
92
null
null
Normal monitoring
56
-57
157
3
false
Increase defensive factor exposure
P9336
Cautious
Trust
USD
2025-10-14
263,082
24,971
238,111
1
39.4
41
7.3
12.2
IEF:22.2%;AMZN:22.2%;XLF:14.7%;MUB:18.7%;VTI:22.2%
US:69.1;EU:11.1;APAC:5.8;EM:10.3;Other:3.7
Value:0.0;Growth:-0.1;Quality:-0.1;Size:+0.1;Momentum:-0.8;LowVol:-1.0
ESGOnly;NoMargin
8
35
5.7
trailing 10%
165
13.8
Sideways
16.5
4.77
2.6
134
59
65
46
false
Sell
Trim extended winner -1%
31
-8
BrokerB
MKT
100
null
null
Normal monitoring
57
-42
166
4
false
Monitor dispersion and breadth
P9337
Systematic
Roth
USD
2024-08-04
580,594
51,559
529,035
1
56.1
34.4
3.2
6.4
HYG:18.1%;MSFT:14.9%;BRK.B:21.0%;MUB:21.4%;TSLA:8.4%;IEF:16.1%
US:59.7;EU:10.8;APAC:15.1;EM:9.7;Other:4.7
Value:-0.4;Growth:-0.0;Quality:+0.2;Size:+0.2;Momentum:-0.8;LowVol:-0.0
MaxPos6%
7
25
5.4
trailing 9%
203
21.5
Bear
23.4
4.09
1.7
184
-78
14
53
false
Rebalance
Shift +1% to bonds from equity
30
9
BrokerB
MKT
95
null
null
Normal monitoring
37
0
156
4
false
Monitor dispersion and breadth
P9338
Active
Taxable
USD
2024-07-20
643,702
57,462
586,240
1
54.5
25.1
11
9.4
VOO:21.7%;TSLA:22.4%;VTI:15.6%;MSFT:17.8%;AMZN:22.4%
US:63.1;EU:8.4;APAC:12.0;EM:12.9;Other:3.6
Value:-0.2;Growth:-0.5;Quality:+0.2;Size:-0.1;Momentum:+0.6;LowVol:+0.4
null
8
30
4.5
trailing 9%
205
18.3
Bear
33.8
3.23
1.4
145
-25
48
76
true
Hedge
Buy index puts 1% notional
-7
-24
BrokerA
MKT
100
VAR>budget
Hedge
Risk above budget threshold
97
17
237
3
false
Monitor dispersion and breadth
P9339
Active
Roth
USD
2025-07-16
1,106,441
81,352
1,025,089
1
68.4
26.7
0
4.9
VTI:19.8%;XLF:21.5%;MUB:21.5%;HYG:8.7%;IEF:14.7%;BND:13.9%
US:75.6;EU:5.9;APAC:11.9;EM:3.7;Other:2.9
Value:+0.7;Growth:0.0;Quality:+1.0;Size:-0.1;Momentum:+0.1;LowVol:-0.3
null
5
35
5.4
hard 12%
216
23.1
Bull
13.6
4.83
3.4
113
3
57
48
false
NoAction
Within bands; monitor
27
-21
BrokerD
MKT
0
null
null
Normal monitoring
9
-6
87
4
false
Within IPS guidelines
P9340
Cautious
401k
USD
2024-11-21
790,554
105,350
685,204
1
39.8
41.3
8.7
10.3
TSLA:27.9%;TLT:18.2%;QQQ:27.9%;BRK.B:25.9%
US:65.3;EU:9.9;APAC:10.6;EM:13.1;Other:1.1
Value:-0.3;Growth:-0.1;Quality:-0.4;Size:-0.6;Momentum:-0.6;LowVol:-0.8
ESGOnly;MaxPos8%;NoMargin
8
35
3.4
trailing 8%
163
14.6
Volatile
24.2
3.71
2.8
130
27
58
60
false
Rebalance
Shift +1% to bonds from equity
-7
-28
BrokerA
LMT
91
null
null
Normal monitoring
96
-23
208
4
false
Monitor dispersion and breadth
P9341
Cautious
IRA
USD
2024-09-21
230,966
20,687
210,279
1
50.6
30.6
3.2
15.7
QQQ:33.3%;VTI:33.3%;AMZN:33.3%
US:65.1;EU:13.3;APAC:13.6;EM:3.1;Other:4.9
Value:-0.1;Growth:+0.4;Quality:+0.1;Size:-0.5;Momentum:-0.5;LowVol:+0.3
NoMargin
6
35
3.1
trailing 8%
155
13.2
Bull
13.5
4.13
2.1
79
62
77
34
false
Rebalance
Shift +1% to bonds from equity
21
-21
BrokerD
LMT
99
null
null
Normal monitoring
116
-5
171
4
false
Tighten stops on momentum names
P9342
Cautious
Roth
USD
2024-11-16
655,287
59,974
595,313
1
51.2
37.1
0
11.7
VOO:31.3%;AAPL:31.3%;TSLA:17.0%;VNQ:20.4%
US:59.5;EU:19.4;APAC:10.9;EM:9.9;Other:0.3
Value:+0.6;Growth:+1.0;Quality:+0.3;Size:-0.6;Momentum:-0.1;LowVol:-0.6
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
7
35
5.5
trailing 10%
140
19
Bear
33.1
4.14
1.3
213
23
57
80
true
Rebalance
Rebalance back to target bands
-5
-11
BrokerD
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-7
-52
107
2
false
Monitor dispersion and breadth
P9343
Active
Taxable
USD
2024-08-06
1,106,862
127,570
979,292
1.25
53.3
29.4
7.6
9.7
MUB:22.7%;TLT:22.7%;QQQ:15.1%;AMZN:16.8%;VNQ:22.7%
US:55.9;EU:14.5;APAC:14.5;EM:12.7;Other:2.4
Value:-0.3;Growth:-0.5;Quality:-0.7;Size:-0.7;Momentum:+0.9;LowVol:+1.0
NoDerivatives
6
30
4.2
trailing 9%
196
25.1
Bull
11.3
3.52
3.5
98
113
93
27
false
Hedge
Add TLT +1% as duration hedge
10
-7
BrokerC
MKT
96
null
null
Normal monitoring
-26
-31
49
3
false
Increase defensive factor exposure
P9344
Hands-off
Taxable
USD
2025-06-29
312,002
27,542
284,460
1
57.8
18.2
14.7
9.4
QQQ:24.1%;BND:24.1%;TLT:10.0%;IEF:19.8%;VNQ:22.0%
US:69.9;EU:6.4;APAC:13.1;EM:7.1;Other:3.5
Value:+1.0;Growth:-0.0;Quality:-0.9;Size:+0.7;Momentum:+0.5;LowVol:+0.5
MaxPos6%;NoDerivatives
6
30
5.1
trailing 8%
137
16.2
Sideways
18.3
3.98
2.2
105
36
54
41
true
Hedge
Buy index puts 1% notional
16
-32
BrokerC
MKT
88
Drift>tolerance
Pause
Allocation drift beyond policy bands
36
-7
64
3
false
Tighten stops on momentum names
P9345
Active
Trust
USD
2024-07-13
788,065
52,355
735,710
1
57.6
30.2
4.1
8.1
HYG:26.1%;AMZN:26.1%;MSFT:26.1%;VOO:21.7%
US:63.2;EU:13.8;APAC:8.4;EM:9.8;Other:4.8
Value:+0.7;Growth:-0.6;Quality:-0.6;Size:+0.7;Momentum:+0.3;LowVol:-0.5
MaxPos8%
6
30
6
trailing 8%
217
23
Sideways
14.1
4.02
3.1
99
-6
47
49
false
Sell
Trim extended winner -1%
-6
-29
BrokerC
MKT
100
null
null
Normal monitoring
82
-41
80
4
false
Tighten stops on momentum names
P9346
Opportunistic
Trust
USD
2025-06-11
1,107,702
51,000
1,056,702
1
70.8
15.9
5.2
8.1
XLF:25.0%;BND:25.0%;HYG:25.0%;BRK.B:25.0%
US:67.2;EU:11.5;APAC:11.3;EM:7.1;Other:3.0
Value:-0.3;Growth:-0.5;Quality:-0.2;Size:-0.2;Momentum:-1.0;LowVol:-0.4
null
7
30
5.1
hard 12%
266
23.4
Volatile
25.4
3.88
4.1
159
-4
45
74
true
Hedge
Buy index puts 1% notional
24
-11
BrokerC
MKT
97
VAR>budget
Reduce
Risk above budget threshold
-10
12
60
4
false
Within IPS guidelines
P9347
Hands-off
IRA
USD
2025-04-19
350,567
29,824
320,743
1
57.7
15.7
20.6
6
VTI:22.5%;MUB:7.6%;BND:12.6%;TSLA:20.2%;AAPL:14.7%;QQQ:22.5%
US:68.7;EU:7.7;APAC:9.0;EM:8.7;Other:5.8
Value:+0.1;Growth:-0.5;Quality:-0.7;Size:-0.3;Momentum:+0.9;LowVol:+0.3
ESGOnly;MaxPos6%
6
25
3.3
hard 10%
136
12.3
Bull
16
4.73
2.2
93
82
88
39
false
Sell
Trim extended winner -1%
-2
-7
BrokerA
MKT
92
null
null
Normal monitoring
-34
-51
38
4
false
Increase defensive factor exposure
P9348
Systematic
Roth
USD
2024-07-07
1,421,925
141,439
1,280,486
1
56.5
33
3.6
6.9
BRK.B:36.6%;VTI:26.7%;AMZN:36.6%
US:69.5;EU:14.6;APAC:7.0;EM:4.1;Other:4.7
Value:+0.8;Growth:+0.3;Quality:+0.3;Size:+0.8;Momentum:0.0;LowVol:-0.4
MaxPos8%;NoDerivatives
7
35
4.4
trailing 8%
176
20.2
Bull
15.1
3.87
2.1
110
112
100
37
false
Buy
Add to core equity +1%
20
-16
BrokerC
MKT
94
null
null
Normal monitoring
85
-38
211
4
false
Monitor dispersion and breadth
P9349
Cautious
Trust
USD
2025-07-28
755,485
111,502
643,983
1
42.9
39.2
1.4
16.5
HYG:21.6%;MSFT:21.6%;TLT:12.0%;AAPL:18.3%;GLD:10.7%;TSLA:15.8%
US:59.5;EU:21.8;APAC:8.6;EM:6.0;Other:4.0
Value:-0.6;Growth:+0.8;Quality:+0.8;Size:+0.2;Momentum:+0.7;LowVol:-0.4
NoDerivatives;NoMargin
6
35
4.7
hard 10%
163
15.5
Volatile
23.8
5.38
2.7
158
77
81
54
false
Rebalance
Shift +1% to bonds from equity
-11
-33
BrokerA
LMT
87
null
null
Normal monitoring
58
10
163
4
false
Monitor dispersion and breadth
P9350
Cautious
IRA
USD
2024-08-25
493,423
76,089
417,334
1
47.6
39.9
0
12.5
XLF:22.0%;VTI:11.9%;GLD:22.0%;BRK.B:22.0%;AMZN:22.0%
US:73.8;EU:10.0;APAC:9.6;EM:5.9;Other:0.7
Value:+0.3;Growth:-0.3;Quality:-0.6;Size:-0.6;Momentum:-0.8;LowVol:-0.7
NoDerivatives;NoMargin
10
25
3.9
trailing 10%
130
17.2
Bear
26.1
3.09
1.8
158
12
51
63
false
Buy
Add to core equity +1%
3
-21
BrokerD
VWAP
87
null
null
Normal monitoring
50
-20
44
5
false
Tighten stops on momentum names
P9351
Systematic
401k
USD
2025-03-15
817,742
35,633
782,109
1
58.2
24.2
10
7.6
TLT:28.4%;GLD:28.4%;QQQ:14.7%;BND:28.4%
US:60.8;EU:14.7;APAC:13.0;EM:7.6;Other:3.9
Value:+0.1;Growth:+0.7;Quality:+1.0;Size:-0.7;Momentum:-0.7;LowVol:+0.2
null
10
25
4.4
trailing 8%
151
25.1
Volatile
22.1
4.22
3.7
137
78
84
67
false
Rebalance
Shift +1% to bonds from equity
35
-9
BrokerD
LMT
98
null
null
Normal monitoring
-48
-13
91
3
false
Within IPS guidelines
P9352
Opportunistic
Taxable
USD
2024-09-10
915,535
65,218
850,317
1
61.2
20.8
12.8
5.2
MUB:27.6%;IEF:27.6%;AAPL:17.3%;HYG:27.6%
US:71.6;EU:7.5;APAC:10.1;EM:9.3;Other:1.5
Value:+0.6;Growth:-0.8;Quality:-0.8;Size:-0.6;Momentum:+0.2;LowVol:-0.8
MaxPos8%
10
30
4.8
hard 12%
253
25.6
Sideways
14.8
4.52
2.1
139
34
72
52
false
Hedge
Add TLT +1% as duration hedge
-3
13
BrokerA
VWAP
87
null
null
Normal monitoring
115
-24
140
3
false
Tighten stops on momentum names
P9353
Hands-off
IRA
USD
2024-07-15
212,990
20,140
192,850
1
64.6
24.3
3.2
7.8
VOO:23.4%;AAPL:12.1%;GLD:17.8%;XLF:23.4%;BND:23.4%
US:64.6;EU:11.4;APAC:9.5;EM:9.8;Other:4.7
Value:+1.0;Growth:+0.3;Quality:-0.2;Size:+0.8;Momentum:+0.8;LowVol:+0.7
MaxPos8%;NoDerivatives
8
35
4.6
hard 10%
166
14.8
Bull
11.4
4.69
2.6
93
72
99
45
false
Rebalance
Shift +1% to bonds from equity
-10
-35
BrokerD
LMT
95
null
null
Normal monitoring
-36
-41
-17
3
false
Increase defensive factor exposure
P9354
Active
Taxable
USD
2025-10-26
1,577,886
113,280
1,464,606
1
54.5
29.4
9.2
6.9
VTI:22.4%;MUB:25.9%;BRK.B:25.9%;VNQ:25.9%
US:63.6;EU:12.3;APAC:13.9;EM:9.6;Other:0.5
Value:-0.8;Growth:+0.6;Quality:-0.6;Size:-0.8;Momentum:+0.9;LowVol:+0.7
null
7
25
5.4
hard 12%
179
20.6
Volatile
23
4.54
2.6
132
12
69
48
false
Sell
Trim extended winner -1%
7
-39
BrokerC
LMT
87
null
null
Normal monitoring
36
7
153
5
false
Increase defensive factor exposure
P9355
Active
IRA
USD
2024-11-04
626,079
48,128
577,951
1
54.9
25.5
14.2
5.4
VNQ:33.3%;TLT:33.3%;VOO:33.3%
US:59.8;EU:19.8;APAC:7.3;EM:11.3;Other:1.7
Value:-0.0;Growth:+0.1;Quality:+0.5;Size:-1.0;Momentum:+0.7;LowVol:-0.3
null
8
30
4.5
trailing 8%
141
19.7
Bear
32.5
4.29
2.5
145
-33
29
82
true
Reduce
Cut high-beta by 2-3%, add cash
29
4
BrokerB
VWAP
100
VAR>budget
Hedge
Risk above budget threshold
27
8
52
2
true
Monitor dispersion and breadth
P9356
Opportunistic
Roth
USD
2025-12-02
1,142,988
69,731
1,073,257
1
72
18.9
0.6
8.5
TLT:33.3%;HYG:33.3%;BND:33.3%
US:72.3;EU:9.8;APAC:12.2;EM:4.7;Other:1.0
Value:+0.7;Growth:+0.7;Quality:+0.8;Size:+0.4;Momentum:+0.1;LowVol:+0.3
MaxPos6%
7
30
5.6
trailing 7%
233
24.1
Bull
11.9
4.08
2.7
84
16
55
56
false
Rebalance
Shift +1% to bonds from equity
8
-31
BrokerB
LMT
91
null
null
Normal monitoring
10
-50
92
4
false
Tax-aware sells next window
P9357
Hands-off
Taxable
USD
2025-06-17
612,431
53,482
558,949
1
57.6
24.2
9.2
9
VNQ:8.6%;BRK.B:22.3%;AAPL:18.8%;AMZN:15.4%;GLD:22.3%;VTI:12.6%
US:76.1;EU:12.8;APAC:5.8;EM:5.1;Other:0.2
Value:+0.7;Growth:-0.6;Quality:+1.0;Size:-0.5;Momentum:+0.4;LowVol:-0.3
MaxPos5%
6
35
3
trailing 8%
125
18.5
Bull
14.7
4.91
2.5
93
33
71
33
false
Sell
Trim extended winner -1%
-3
-32
BrokerC
LMT
85
null
null
Normal monitoring
24
-17
154
3
false
Increase defensive factor exposure
P9358
Systematic
401k
USD
2025-03-04
443,156
31,428
411,728
1
65.2
23.6
2.8
8.4
MUB:19.7%;XLF:20.3%;QQQ:20.3%;TLT:14.1%;VOO:13.8%;IEF:11.8%
US:65.0;EU:15.5;APAC:10.4;EM:5.4;Other:3.8
Value:+0.8;Growth:+0.7;Quality:+0.4;Size:-0.3;Momentum:+0.5;LowVol:-0.7
null
6
35
5.6
trailing 8%
186
18.7
Sideways
14.3
4.08
3
139
17
63
50
false
Buy
Add to core equity +1%
5
-36
BrokerD
LMT
86
null
null
Normal monitoring
107
-23
118
5
false
Increase defensive factor exposure
P9359
Active
Taxable
USD
2025-11-24
2,408,704
172,891
2,235,813
1
60.6
29.5
4
5.9
AAPL:33.3%;QQQ:33.3%;AMZN:33.3%
US:69.4;EU:6.2;APAC:9.2;EM:11.5;Other:3.7
Value:-0.1;Growth:-0.5;Quality:-0.7;Size:+0.5;Momentum:+0.8;LowVol:-0.9
MaxPos5%
6
25
5.6
hard 12%
168
19
Bull
14.3
3.63
2.7
100
6
68
49
false
Buy
Add to core equity +1%
11
-34
BrokerD
MKT
92
null
null
Normal monitoring
113
-3
195
3
false
Monitor dispersion and breadth
P9360
Hands-off
Roth
USD
2024-09-15
820,480
34,607
785,873
1
64.5
27.8
0
7.7
VTI:13.8%;TLT:22.5%;AMZN:19.5%;TSLA:22.5%;BRK.B:21.7%
US:65.4;EU:18.0;APAC:10.8;EM:5.8;Other:0.0
Value:+0.8;Growth:-0.7;Quality:-0.6;Size:-0.3;Momentum:-0.2;LowVol:+0.9
ESGOnly;MaxPos8%
10
30
4.6
trailing 8%
139
14.6
Volatile
30.4
4.51
2.8
150
47
80
87
true
Hedge
Buy index puts 1% notional
-1
3
BrokerD
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
101
-55
111
5
false
Tax-aware sells next window
P9361
Cautious
Roth
USD
2025-09-11
606,219
56,317
549,902
1
40.9
42.9
3.3
13
AMZN:15.4%;GLD:23.1%;HYG:23.1%;XLF:23.1%;VTI:15.3%
US:62.2;EU:19.5;APAC:8.9;EM:6.9;Other:2.5
Value:+0.1;Growth:+0.3;Quality:-0.6;Size:-0.5;Momentum:+0.2;LowVol:-1.0
ESGOnly;MaxPos5%;NoMargin
6
35
4.1
trailing 10%
140
12.7
Volatile
25.9
4.07
3.6
154
18
48
56
false
Buy
Add to core equity +1%
10
8
BrokerD
MKT
87
null
null
Normal monitoring
46
-27
79
4
false
Within IPS guidelines
P9362
Systematic
IRA
USD
2025-01-05
570,938
34,811
536,127
1
61.6
29.1
0
9.3
BRK.B:33.3%;VOO:33.3%;BND:33.3%
US:71.7;EU:7.5;APAC:7.7;EM:9.8;Other:3.4
Value:-0.6;Growth:-0.8;Quality:+0.8;Size:-0.9;Momentum:+0.6;LowVol:+1.0
NoDerivatives
5
25
4.6
trailing 9%
129
27.9
Volatile
30.7
3.63
2.4
159
69
99
84
true
Hedge
Buy index puts 1% notional
32
3
BrokerA
MKT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
71
-47
81
5
false
Monitor dispersion and breadth
P9363
Hands-off
Trust
USD
2024-08-08
887,604
85,106
802,498
1
63.9
27.5
0
8.6
TSLA:28.0%;VOO:28.0%;HYG:15.9%;AAPL:28.0%
US:65.2;EU:15.0;APAC:10.7;EM:6.2;Other:2.8
Value:-0.9;Growth:-1.0;Quality:-0.4;Size:-1.0;Momentum:-0.6;LowVol:+0.3
MaxPos7%
5
35
5.7
trailing 8%
93
16.8
Sideways
20.8
4.76
2.1
102
1
51
51
false
Rebalance
Shift +1% to bonds from equity
3
-8
BrokerC
LMT
85
null
null
Normal monitoring
23
-28
105
4
false
Monitor dispersion and breadth
P9364
Opportunistic
401k
USD
2024-09-06
334,836
10,347
324,489
1
68.6
13.8
10.9
6.7
HYG:24.8%;BND:12.7%;VNQ:21.2%;QQQ:24.8%;AAPL:16.5%
US:66.9;EU:11.5;APAC:11.0;EM:9.1;Other:1.7
Value:+0.9;Growth:+0.9;Quality:+0.7;Size:+0.8;Momentum:-1.0;LowVol:-1.0
NoDerivatives
10
25
4.3
trailing 7%
243
34.4
Bear
28.7
4.28
2.6
176
-21
31
79
true
Reduce
Cut high-beta by 2-3%, add cash
29
-40
BrokerA
LMT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
115
-20
246
5
false
Tax-aware sells next window
P9365
Active
401k
USD
2025-09-21
1,268,255
145,488
1,122,767
1.09
52.7
32
7.6
7.7
VOO:21.9%;BRK.B:21.9%;TSLA:19.3%;TLT:17.0%;BND:20.0%
US:64.7;EU:10.4;APAC:12.4;EM:12.5;Other:0.1
Value:-0.3;Growth:-0.7;Quality:+0.6;Size:+0.4;Momentum:+0.5;LowVol:-0.2
null
10
35
5.5
hard 12%
191
21
Volatile
26.7
4.97
3.5
111
-56
13
69
false
Sell
Trim extended winner -1%
19
-12
BrokerC
MKT
86
null
null
Normal monitoring
34
-29
52
5
false
Increase defensive factor exposure
P9366
Hands-off
Trust
USD
2025-11-16
556,400
39,902
516,498
1
56.7
17.2
21
5.1
AMZN:23.0%;MSFT:23.0%;GLD:23.0%;MUB:15.2%;VTI:15.8%
US:67.2;EU:17.0;APAC:8.2;EM:4.7;Other:2.9
Value:-0.3;Growth:-0.9;Quality:+0.4;Size:-1.0;Momentum:-0.8;LowVol:+0.9
ESGOnly
7
30
3.9
trailing 8%
101
13.8
Bear
22.3
4.49
2.2
214
-86
5
61
false
NoAction
Within bands; monitor
-3
-13
BrokerC
LMT
85
null
null
Normal monitoring
-44
-10
-48
4
false
Within IPS guidelines
P9367
Active
401k
USD
2025-12-16
2,248,643
183,366
2,065,277
1
51.9
23.7
17.5
6.9
XLF:22.5%;AAPL:22.5%;BRK.B:22.5%;AMZN:13.0%;MUB:19.6%
US:65.6;EU:7.0;APAC:11.6;EM:12.1;Other:3.6
Value:-0.3;Growth:+0.5;Quality:-0.9;Size:+0.1;Momentum:0.0;LowVol:-0.5
null
5
35
5.2
hard 12%
144
18.7
Sideways
15.1
4.37
2.5
96
31
79
47
false
Buy
Add to core equity +1%
-4
6
BrokerC
MKT
89
null
null
Normal monitoring
115
-41
206
4
false
Tighten stops on momentum names
P9368
Cautious
IRA
USD
2024-09-02
291,101
41,107
249,994
1
46.7
37.6
0
15.7
TLT:22.4%;XLF:16.1%;VNQ:22.4%;VOO:22.4%;GLD:16.8%
US:65.5;EU:16.5;APAC:11.2;EM:6.4;Other:0.4
Value:+0.4;Growth:+0.3;Quality:+0.6;Size:-0.5;Momentum:-0.4;LowVol:+0.5
NoMargin
7
30
6
trailing 8%
143
14.8
Bear
25.5
3.85
1.5
203
-91
15
59
false
Sell
Trim extended winner -1%
27
-34
BrokerD
VWAP
86
null
null
Normal monitoring
118
-59
111
4
false
Tax-aware sells next window
P9369
Cautious
IRA
USD
2024-10-03
609,467
53,135
556,332
1
47.7
38.8
0
13.5
IEF:21.3%;VOO:15.4%;MUB:20.6%;HYG:21.3%;AMZN:21.3%
US:59.9;EU:16.1;APAC:10.1;EM:8.9;Other:5.0
Value:+0.5;Growth:-0.7;Quality:-0.1;Size:+0.9;Momentum:+0.4;LowVol:-0.5
MaxPos6%;NoDerivatives;NoMargin
6
30
3.6
trailing 8%
124
16.2
Bull
17.3
3.92
3.3
117
20
58
42
true
Hedge
Buy index puts 1% notional
3
-38
BrokerD
LMT
88
VAR>budget
Reduce
Risk above budget threshold
18
-31
145
5
false
Monitor dispersion and breadth
P9370
Systematic
Taxable
USD
2025-11-21
923,168
91,157
832,011
1
61
26.2
3.9
8.8
QQQ:25.2%;XLF:18.5%;IEF:19.7%;VNQ:11.4%;AAPL:25.2%
US:59.3;EU:14.9;APAC:10.6;EM:10.2;Other:5.1
Value:-0.5;Growth:+0.4;Quality:0.0;Size:-0.8;Momentum:-0.1;LowVol:-0.2
MaxPos5%
5
35
5.2
trailing 8%
189
21.8
Volatile
21.2
3.87
4.4
129
23
67
50
false
Sell
Trim extended winner -1%
31
-27
BrokerD
MKT
89
null
null
Normal monitoring
15
-33
3
4
false
Tax-aware sells next window
P9371
Active
IRA
USD
2025-02-08
2,070,510
188,128
1,882,382
1
57
27.3
7.7
8
VNQ:16.7%;MUB:22.5%;AMZN:22.5%;MSFT:15.9%;HYG:22.5%
US:57.9;EU:17.3;APAC:12.1;EM:8.4;Other:4.2
Value:+0.2;Growth:+0.1;Quality:-0.9;Size:+0.3;Momentum:-0.6;LowVol:+0.5
MaxPos7%;NoDerivatives
6
25
5.2
trailing 9%
225
18.1
Volatile
31.6
5.49
4.2
143
28
53
74
true
Reduce
Cut high-beta by 2-3%, add cash
20
-31
BrokerC
MKT
97
RegimeShift
Pause
Volatility spike and breadth deterioration
107
-41
105
5
false
Tighten stops on momentum names
P9372
Hands-off
IRA
USD
2025-01-07
850,517
71,749
778,768
1
64.6
26.5
0
8.9
VOO:32.0%;GLD:34.0%;VNQ:34.0%
US:71.6;EU:10.1;APAC:8.8;EM:4.7;Other:4.8
Value:+0.2;Growth:+0.7;Quality:+0.5;Size:+0.1;Momentum:-0.0;LowVol:-0.8
ESGOnly;MaxPos6%
10
30
5.5
trailing 10%
150
12.3
Bear
23.3
3.92
1.4
160
15
67
62
false
Rebalance
Shift +1% to bonds from equity
-14
15
BrokerB
LMT
99
null
null
Normal monitoring
17
-57
125
3
false
Within IPS guidelines
P9373
Active
IRA
USD
2025-11-10
1,812,207
156,605
1,655,602
1
57.8
26.4
8
7.8
BND:25.3%;AMZN:24.1%;GLD:25.3%;TLT:25.3%
US:70.6;EU:7.0;APAC:9.6;EM:6.2;Other:6.7
Value:+0.8;Growth:-0.1;Quality:+0.2;Size:-0.0;Momentum:-0.5;LowVol:-0.8
MaxPos8%;NoDerivatives
8
30
5.5
hard 12%
194
18.1
Sideways
19.4
4.46
2.1
120
39
58
53
false
Buy
Add to core equity +1%
-5
-8
BrokerC
MKT
99
null
null
Normal monitoring
12
-28
-25
3
false
Increase defensive factor exposure
P9374
Systematic
Taxable
USD
2025-10-22
1,797,725
141,123
1,656,602
1
61.5
31.2
0
7.3
HYG:23.1%;VOO:28.1%;QQQ:20.8%;AMZN:28.1%
US:71.7;EU:6.9;APAC:8.3;EM:10.6;Other:2.5
Value:-0.7;Growth:-0.9;Quality:-0.4;Size:+0.4;Momentum:+0.2;LowVol:+0.6
MaxPos6%;NoDerivatives
7
35
4.8
trailing 8%
223
22.8
Volatile
26.9
5.1
2
132
-31
27
69
false
Hedge
Add TLT +1% as duration hedge
17
5
BrokerC
MKT
91
null
null
Normal monitoring
76
-30
206
5
false
Within IPS guidelines
P9375
Hands-off
Trust
USD
2024-10-16
542,131
32,245
509,886
1
65.7
24
5.2
5.1
MUB:28.0%;TSLA:21.9%;XLF:22.0%;AAPL:28.0%
US:68.4;EU:12.7;APAC:7.0;EM:9.0;Other:3.0
Value:-0.4;Growth:+0.8;Quality:-0.5;Size:-0.7;Momentum:+0.2;LowVol:+1.0
ESGOnly;MaxPos5%
8
25
5.4
trailing 8%
101
14.1
Volatile
26.9
5.31
3.6
117
-20
33
65
false
Sell
Trim extended winner -1%
0
-16
BrokerB
LMT
86
null
null
Normal monitoring
61
-19
121
3
false
Within IPS guidelines
P9376
Opportunistic
Roth
USD
2024-09-04
417,424
14,568
402,856
1
60.1
19.7
11.2
9
MSFT:24.7%;MUB:23.1%;IEF:26.1%;TLT:26.1%
US:60.3;EU:17.9;APAC:11.9;EM:5.2;Other:4.7
Value:+0.2;Growth:0.0;Quality:-0.8;Size:-0.4;Momentum:+0.7;LowVol:+0.3
null
7
25
6.9
trailing 9%
217
28.3
Volatile
31.6
4.47
4.2
138
-9
51
80
true
Hedge
Buy index puts 1% notional
16
-39
BrokerA
LMT
93
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-52
-26
8
5
false
Tighten stops on momentum names
P9377
Hands-off
Roth
USD
2025-04-25
779,359
39,782
739,577
1
66
26.8
0
7.2
BRK.B:21.8%;VNQ:26.1%;TLT:26.1%;AMZN:26.1%
US:75.6;EU:8.8;APAC:8.5;EM:5.5;Other:1.5
Value:+0.3;Growth:-0.2;Quality:-0.9;Size:-0.2;Momentum:+0.6;LowVol:+0.2
null
6
25
5.7
trailing 8%
164
13.8
Bear
26.9
3.75
1.6
194
-100
14
82
true
Hedge
Buy index puts 1% notional
2
-21
BrokerD
MKT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-24
18
29
3
false
Monitor dispersion and breadth
P9378
Opportunistic
401k
USD
2024-08-30
724,579
61,981
662,598
1
70.8
18.9
5.2
5.1
BND:26.0%;TLT:26.0%;VOO:26.0%;QQQ:22.1%
US:71.6;EU:7.7;APAC:14.3;EM:4.1;Other:2.3
Value:+0.7;Growth:-0.6;Quality:0.0;Size:+0.9;Momentum:+0.4;LowVol:-0.4
null
8
35
4.3
trailing 7%
181
27.6
Bull
12.4
4.39
2.1
88
74
82
42
false
Hedge
Add TLT +1% as duration hedge
23
-24
BrokerD
VWAP
97
null
null
Normal monitoring
92
-18
140
5
false
Tax-aware sells next window
P9379
Cautious
401k
USD
2025-06-26
619,651
69,879
549,772
1
44.3
30
9.8
15.8
GLD:19.6%;VNQ:11.0%;IEF:23.1%;VOO:23.1%;TLT:23.1%
US:62.4;EU:14.5;APAC:10.6;EM:9.0;Other:3.5
Value:-0.6;Growth:+0.4;Quality:-1.0;Size:+0.6;Momentum:-0.7;LowVol:+0.2
MaxPos5%;NoMargin
6
30
5.8
hard 10%
104
18.2
Volatile
23.7
4.45
3.2
134
-43
39
44
false
Rebalance
Shift +1% to bonds from equity
9
-35
BrokerC
MKT
94
null
null
Normal monitoring
26
0
93
3
false
Increase defensive factor exposure
P9380
Opportunistic
401k
USD
2025-03-27
1,099,303
36,674
1,062,629
1
73.1
20.1
2.3
4.6
AMZN:24.7%;TLT:27.1%;BND:27.1%;XLF:21.2%
US:65.8;EU:14.6;APAC:7.6;EM:9.6;Other:2.3
Value:+0.7;Growth:-0.6;Quality:-0.1;Size:-0.5;Momentum:+0.6;LowVol:+0.7
MaxPos6%
6
25
6.5
trailing 7%
206
24.9
Volatile
26.9
5.44
4
150
37
53
87
true
Hedge
Buy index puts 1% notional
-6
-29
BrokerB
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
20
-44
148
2
true
Increase defensive factor exposure
P9381
Cautious
Roth
USD
2025-08-23
890,932
102,017
788,915
1
47.2
38.3
0
14.5
GLD:22.9%;HYG:7.0%;TLT:22.9%;BND:8.2%;MSFT:22.9%;VOO:16.0%
US:69.3;EU:12.0;APAC:11.9;EM:5.2;Other:1.7
Value:+0.3;Growth:-0.5;Quality:-0.1;Size:-0.4;Momentum:-0.3;LowVol:+0.2
NoMargin
10
35
4.4
trailing 8%
123
18.9
Bull
13.6
4.75
2.2
109
70
87
26
true
Reduce
Cut high-beta by 2-3%, add cash
30
15
BrokerA
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
1
18
-3
4
false
Tax-aware sells next window
P9382
Hands-off
Roth
USD
2025-05-29
166,176
11,651
154,525
1
61.9
27.1
4.7
6.3
QQQ:35.0%;BRK.B:30.0%;VTI:35.0%
US:63.1;EU:16.1;APAC:13.5;EM:5.2;Other:2.0
Value:+0.9;Growth:+0.6;Quality:+0.9;Size:-1.0;Momentum:+0.5;LowVol:+0.8
ESGOnly;NoDerivatives
10
35
6
hard 10%
152
17.3
Sideways
20.4
3.76
2.3
111
-24
40
63
false
NoAction
Within bands; monitor
-3
3
BrokerC
LMT
97
null
null
Normal monitoring
31
-60
128
5
false
Tax-aware sells next window
P9383
Cautious
Roth
USD
2025-09-15
506,639
77,868
428,771
1
35.4
43.3
5.2
16.2
MUB:33.3%;VNQ:33.3%;QQQ:33.3%
US:69.7;EU:8.0;APAC:6.4;EM:12.0;Other:4.0
Value:-0.3;Growth:+0.4;Quality:+0.9;Size:+0.8;Momentum:+0.2;LowVol:+0.3
NoMargin
8
35
4
hard 10%
104
18.9
Volatile
20.6
3.72
4.4
171
-18
43
41
false
Buy
Add to core equity +1%
3
0
BrokerD
MKT
88
null
null
Normal monitoring
-58
-26
-3
4
false
Tighten stops on momentum names
P9384
Cautious
Roth
USD
2025-03-31
312,992
48,658
264,334
1
38.2
30.4
15.7
15.7
TLT:22.4%;TSLA:15.0%;VOO:24.0%;BRK.B:24.0%;IEF:14.5%
US:68.3;EU:16.6;APAC:7.7;EM:5.9;Other:1.4
Value:+0.8;Growth:-0.6;Quality:+0.6;Size:-0.6;Momentum:+0.9;LowVol:-1.0
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
6
35
4.8
trailing 8%
95
13.2
Sideways
20.4
4.05
3.3
91
9
41
37
false
Rebalance
Shift +1% to bonds from equity
1
8
BrokerC
MKT
88
null
null
Normal monitoring
41
-32
96
3
false
Within IPS guidelines
P9385
Cautious
Roth
USD
2025-08-30
531,739
56,163
475,576
1
46.7
37.6
3.7
12
HYG:33.3%;BND:33.3%;TLT:33.3%
US:63.8;EU:16.8;APAC:11.9;EM:4.3;Other:3.1
Value:+0.4;Growth:-0.6;Quality:+0.6;Size:-0.2;Momentum:+0.4;LowVol:+0.2
ESGOnly;NoDerivatives;NoMargin
6
25
5
trailing 10%
163
19.3
Sideways
20.1
3.9
2.6
94
47
66
57
false
Sell
Trim extended winner -1%
-10
-28
BrokerA
MKT
100
null
null
Normal monitoring
-43
15
89
5
false
Tax-aware sells next window
P9386
Systematic
Roth
USD
2024-11-28
1,301,483
90,588
1,210,895
1
57.9
29.8
4.4
8
QQQ:22.7%;HYG:22.7%;VNQ:22.7%;IEF:11.7%;TLT:9.5%;BND:10.8%
US:63.2;EU:11.5;APAC:9.3;EM:11.3;Other:4.6
Value:+0.4;Growth:-0.9;Quality:-0.0;Size:-0.2;Momentum:+0.1;LowVol:+0.4
MaxPos8%;NoDerivatives
5
35
4.1
hard 12%
163
19.9
Bear
28.3
3.12
2.2
158
9
53
62
false
Buy
Add to core equity +1%
30
-27
BrokerA
LMT
99
null
null
Normal monitoring
39
-23
154
4
false
Tax-aware sells next window
P9387
Active
IRA
USD
2025-08-16
2,323,704
202,617
2,121,087
1
51.2
18
23.9
6.9
BRK.B:26.6%;AAPL:10.2%;GLD:26.6%;HYG:9.9%;XLF:26.6%
US:63.1;EU:12.4;APAC:11.5;EM:12.0;Other:1.0
Value:+0.9;Growth:-0.4;Quality:+0.8;Size:-0.1;Momentum:-0.3;LowVol:+0.1
MaxPos5%
10
30
5.5
trailing 9%
179
19.9
Volatile
22.5
4.49
3.7
177
16
67
53
false
Buy
Add to core equity +1%
28
-33
BrokerC
LMT
90
null
null
Normal monitoring
100
-17
81
3
false
Within IPS guidelines
P9388
Hands-off
IRA
USD
2025-11-12
448,070
35,961
412,109
1
64.1
25.2
5.5
5.1
TLT:25.0%;GLD:25.0%;VNQ:25.0%;AMZN:25.0%
US:59.8;EU:9.7;APAC:14.4;EM:11.2;Other:4.9
Value:-0.7;Growth:+0.3;Quality:-0.9;Size:-0.5;Momentum:-0.8;LowVol:+0.1
ESGOnly
6
30
4.2
trailing 8%
104
13.1
Bear
29.1
3.93
1.5
142
-13
55
71
true
Hedge
Buy index puts 1% notional
17
-4
BrokerA
LMT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
2
13
74
4
false
Increase defensive factor exposure
P9389
Cautious
Roth
USD
2025-01-20
272,531
39,567
232,964
1
49.2
35.4
0
15.4
AMZN:13.6%;IEF:24.3%;VOO:24.3%;BND:15.3%;MSFT:22.4%
US:68.5;EU:7.9;APAC:11.4;EM:8.6;Other:3.6
Value:-0.8;Growth:+0.9;Quality:+0.9;Size:+0.7;Momentum:-1.0;LowVol:-0.5
MaxPos5%;NoMargin
10
30
3.6
trailing 10%
166
14.7
Bull
16.9
4.52
2.5
117
58
85
33
false
NoAction
Within bands; monitor
19
-22
BrokerD
MKT
0
null
null
Normal monitoring
-16
-19
-47
3
false
Monitor dispersion and breadth
P9390
Cautious
IRA
USD
2025-08-20
759,434
79,441
679,993
1
42.6
39.2
2.9
15.3
GLD:23.6%;VNQ:18.1%;AMZN:11.1%;IEF:23.6%;TSLA:23.6%
US:63.4;EU:13.2;APAC:14.5;EM:3.6;Other:5.3
Value:+0.1;Growth:+0.7;Quality:0.0;Size:-0.5;Momentum:-0.6;LowVol:-0.4
ESGOnly;NoMargin
10
25
4.1
hard 10%
110
15.7
Bear
24.9
3.34
1.1
143
17
67
63
false
Buy
Add to core equity +1%
-7
7
BrokerC
MKT
90
null
null
Normal monitoring
18
-1
91
4
false
Within IPS guidelines
P9391
Cautious
Roth
USD
2025-03-25
769,880
79,822
690,058
1
51.9
30.9
0
17.1
MSFT:12.3%;HYG:29.2%;VNQ:29.2%;BRK.B:29.2%
US:67.1;EU:19.9;APAC:5.8;EM:3.7;Other:3.5
Value:-0.4;Growth:-0.0;Quality:-0.7;Size:-0.4;Momentum:-0.8;LowVol:+0.1
ESGOnly;NoMargin
6
35
4
trailing 10%
119
15.9
Bull
14
4.98
2.4
72
57
64
42
false
Rebalance
Shift +1% to bonds from equity
-12
-27
BrokerC
MKT
99
null
null
Normal monitoring
27
-16
-4
3
false
Tighten stops on momentum names
P9392
Active
Trust
USD
2024-07-22
1,016,876
83,103
933,773
1.12
63.4
29.1
1.1
6.5
MUB:15.0%;BRK.B:21.8%;AMZN:22.7%;HYG:17.8%;QQQ:22.7%
US:58.8;EU:14.9;APAC:13.6;EM:10.2;Other:2.5
Value:-0.4;Growth:-0.5;Quality:+0.8;Size:+0.8;Momentum:+0.6;LowVol:-0.6
MaxPos5%
8
30
5.5
hard 12%
140
22.3
Sideways
16.3
4.94
3
130
-11
52
50
true
Hedge
Buy index puts 1% notional
21
-27
BrokerC
LMT
89
VAR>budget
Reduce
Risk above budget threshold
-41
-55
-27
5
false
Increase defensive factor exposure
P9393
Systematic
Trust
USD
2025-04-05
779,796
39,120
740,676
1
61.4
30.7
0
7.9
AMZN:24.5%;MUB:12.6%;GLD:18.2%;VOO:20.2%;MSFT:24.5%
US:68.7;EU:14.7;APAC:9.1;EM:5.0;Other:2.5
Value:-0.8;Growth:0.0;Quality:-0.5;Size:-0.5;Momentum:-0.7;LowVol:+0.7
NoDerivatives
10
35
5.4
trailing 9%
192
22.3
Bear
23.7
4.02
1.4
201
-24
33
62
false
Buy
Add to core equity +1%
33
-40
BrokerA
MKT
92
null
null
Normal monitoring
-7
-8
59
3
false
Monitor dispersion and breadth
P9394
Hands-off
IRA
USD
2025-12-08
835,055
70,718
764,337
1
65.1
16.2
13.2
5.5
AMZN:27.3%;TLT:23.3%;MUB:27.3%;BND:22.1%
US:69.6;EU:9.1;APAC:14.6;EM:4.4;Other:2.3
Value:+0.1;Growth:+1.0;Quality:-0.6;Size:-0.7;Momentum:+0.8;LowVol:-0.5
null
10
30
5.1
trailing 10%
94
14.9
Bull
17.8
4.44
2.3
84
31
67
45
false
Sell
Trim extended winner -1%
10
-20
BrokerB
LMT
97
null
null
Normal monitoring
-5
-32
130
4
false
Tax-aware sells next window
P9395
Opportunistic
401k
USD
2025-05-28
737,874
37,705
700,169
1
75
20
0.2
4.8
BRK.B:25.0%;TLT:25.0%;MSFT:25.0%;HYG:25.0%
US:60.7;EU:10.0;APAC:14.4;EM:13.6;Other:1.3
Value:+0.2;Growth:+0.4;Quality:-0.9;Size:+0.7;Momentum:+0.3;LowVol:-0.1
MaxPos7%;NoDerivatives
7
25
7
trailing 9%
234
33.3
Volatile
25.8
5.31
3
121
-50
25
68
false
Hedge
Add TLT +1% as duration hedge
-7
5
BrokerB
MKT
89
null
null
Normal monitoring
20
19
-13
4
false
Monitor dispersion and breadth
P9396
Cautious
IRA
USD
2024-10-12
331,739
41,155
290,584
1
43.3
33.3
13
10.3
BND:33.3%;VOO:33.3%;QQQ:33.3%
US:57.4;EU:15.0;APAC:12.7;EM:12.0;Other:2.9
Value:-0.2;Growth:-1.0;Quality:+0.8;Size:+0.5;Momentum:+0.5;LowVol:-0.8
NoDerivatives;NoMargin
6
30
4.3
trailing 8%
157
19.4
Bull
15.9
4.54
2.4
98
17
49
37
false
Rebalance
Shift +1% to bonds from equity
-13
-40
BrokerD
MKT
97
null
null
Normal monitoring
55
-58
185
5
false
Increase defensive factor exposure
P9397
Hands-off
Roth
USD
2024-07-19
316,963
18,718
298,245
1
56.6
25.1
13
5.3
AMZN:28.5%;GLD:35.8%;IEF:35.8%
US:76.3;EU:5.5;APAC:13.8;EM:4.3;Other:0.0
Value:-0.3;Growth:-0.7;Quality:-0.3;Size:-0.5;Momentum:0.0;LowVol:+0.4
ESGOnly;NoDerivatives
6
25
3.4
trailing 8%
147
18.1
Volatile
27.2
4.52
3.2
157
45
71
76
true
Reduce
Cut high-beta by 2-3%, add cash
-9
8
BrokerC
MKT
87
VAR>budget
Reduce
Risk above budget threshold
64
-49
161
5
false
Within IPS guidelines
P9398
Opportunistic
IRA
USD
2024-11-30
1,557,186
114,571
1,442,615
1
65.1
16.1
14.5
4.4
TLT:20.8%;VOO:18.9%;HYG:18.7%;BND:22.3%;IEF:19.3%
US:70.0;EU:15.7;APAC:6.5;EM:3.2;Other:4.6
Value:+0.5;Growth:-0.2;Quality:-0.6;Size:0.0;Momentum:-0.4;LowVol:-1.0
null
8
30
6.9
hard 12%
182
32.7
Volatile
23.3
3.67
3.9
163
-57
9
62
false
Buy
Add to core equity +1%
17
-32
BrokerB
LMT
95
null
null
Normal monitoring
8
-53
64
3
false
Monitor dispersion and breadth
P9399
Systematic
Roth
USD
2025-04-10
1,145,431
84,436
1,060,995
1
62
20.9
11.5
5.6
BRK.B:21.7%;TLT:11.1%;TSLA:8.3%;VTI:21.7%;VNQ:15.4%;GLD:21.7%
US:62.6;EU:13.7;APAC:9.2;EM:10.1;Other:4.4
Value:+0.8;Growth:+0.6;Quality:-0.8;Size:-0.8;Momentum:-0.8;LowVol:+0.9
null
10
30
5.4
trailing 8%
173
20.3
Sideways
20
4.46
2.9
135
11
66
52
false
Sell
Trim extended winner -1%
27
-17
BrokerA
LMT
100
null
null
Normal monitoring
97
2
110
3
false
Tighten stops on momentum names
P9400
Hands-off
Trust
USD
2024-07-22
507,397
26,530
480,867
1
72
15.1
5.2
7.8
TSLA:7.1%;AMZN:10.4%;MUB:21.4%;VTI:20.8%;BND:21.0%;VOO:19.2%
US:62.0;EU:16.3;APAC:11.6;EM:9.7;Other:0.4
Value:-0.2;Growth:+0.2;Quality:-0.4;Size:-0.4;Momentum:+1.0;LowVol:+1.0
NoDerivatives
8
35
5.1
trailing 10%
145
19.3
Volatile
31.3
4.55
2.8
136
-46
17
89
true
Rebalance
Rebalance back to target bands
-4
12
BrokerD
MKT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
108
-51
84
2
true
Tax-aware sells next window