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
P9501
Active
IRA
USD
2024-12-15
892,308
79,456
812,852
1.16
61
31.4
0.9
6.7
AAPL:10.4%;MSFT:18.1%;AMZN:21.6%;IEF:21.6%;VOO:13.0%;VTI:15.2%
US:76.0;EU:5.4;APAC:10.9;EM:6.4;Other:1.2
Value:-0.6;Growth:+0.7;Quality:+0.6;Size:-0.7;Momentum:-0.8;LowVol:-0.4
NoDerivatives
6
25
5.5
trailing 8%
207
24.5
Volatile
21.1
3.8
2.9
123
-38
30
48
false
Rebalance
Shift +1% to bonds from equity
25
12
BrokerB
MKT
93
null
null
Normal monitoring
21
-53
156
4
false
Monitor dispersion and breadth
P9502
Active
Taxable
USD
2025-09-05
1,625,084
189,111
1,435,973
1
67.3
27.7
0
5
TLT:23.1%;AAPL:15.7%;MUB:23.1%;MSFT:21.7%;VTI:16.3%
US:70.1;EU:12.0;APAC:11.4;EM:6.0;Other:0.6
Value:-0.7;Growth:+0.2;Quality:-0.7;Size:+0.4;Momentum:+0.5;LowVol:-0.8
null
10
35
4.7
hard 12%
144
22.2
Sideways
15.1
3.7
2.4
132
46
76
42
false
Buy
Add to core equity +1%
3
-1
BrokerA
LMT
99
null
null
Normal monitoring
96
17
206
4
false
Within IPS guidelines
P9503
Cautious
Roth
USD
2025-04-16
342,073
38,307
303,766
1
37.4
40.8
10.7
11.2
AAPL:13.9%;BRK.B:16.1%;IEF:15.0%;TLT:15.8%;QQQ:15.0%;AMZN:24.1%
US:73.1;EU:12.2;APAC:8.2;EM:5.9;Other:0.6
Value:-0.9;Growth:+0.5;Quality:+0.5;Size:-0.7;Momentum:-0.3;LowVol:+0.8
NoMargin
10
25
5.2
hard 10%
131
13.6
Volatile
25.6
4.7
4.1
118
38
76
49
false
Sell
Trim extended winner -1%
15
-29
BrokerA
LMT
87
null
null
Normal monitoring
0
1
112
5
false
Monitor dispersion and breadth
P9504
Active
Roth
USD
2025-08-15
801,997
83,024
718,973
1.16
59.8
26.4
6.2
7.5
MSFT:16.4%;AAPL:27.9%;BND:27.9%;HYG:27.9%
US:68.0;EU:11.9;APAC:8.5;EM:9.0;Other:2.6
Value:-0.1;Growth:+0.2;Quality:+0.9;Size:+0.1;Momentum:+0.5;LowVol:+0.1
null
8
30
4.6
trailing 8%
186
17.8
Bear
28.7
3.13
2.5
215
-3
61
80
true
Rebalance
Rebalance back to target bands
-4
6
BrokerC
MKT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
35
-3
147
4
false
Increase defensive factor exposure
P9505
Systematic
IRA
USD
2024-11-29
1,965,209
152,526
1,812,683
1
64.4
29.2
0
6.4
VTI:24.1%;XLF:16.7%;HYG:11.0%;VOO:24.1%;TLT:24.1%
US:70.1;EU:13.2;APAC:8.0;EM:5.4;Other:3.2
Value:+0.4;Growth:+0.2;Quality:-0.7;Size:+0.9;Momentum:+0.3;LowVol:+0.9
null
7
25
5.1
trailing 9%
225
22.4
Volatile
30.2
4.71
2.2
167
-22
35
75
true
Rebalance
Rebalance back to target bands
-3
-31
BrokerB
LMT
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
46
-60
13
2
false
Monitor dispersion and breadth
P9506
Hands-off
Roth
USD
2024-12-14
468,873
35,132
433,741
1
68.1
23.7
0
8.2
MUB:17.5%;XLF:21.3%;AMZN:10.3%;QQQ:19.3%;VNQ:20.9%;TSLA:10.8%
US:67.3;EU:9.6;APAC:11.4;EM:9.8;Other:1.9
Value:+1.0;Growth:-0.3;Quality:-0.9;Size:-0.7;Momentum:+0.4;LowVol:-0.4
ESGOnly;MaxPos5%
8
35
5.9
trailing 8%
91
18
Bear
33.6
4.34
1.4
152
-41
24
84
true
Reduce
Cut high-beta by 2-3%, add cash
22
-9
BrokerA
LMT
100
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-12
3
-30
2
false
Tighten stops on momentum names
P9507
Systematic
IRA
USD
2024-11-18
1,552,618
154,035
1,398,583
1
57.3
33.5
0.8
8.4
HYG:33.3%;MSFT:33.3%;VOO:33.3%
US:69.7;EU:18.0;APAC:5.4;EM:6.2;Other:0.8
Value:+0.1;Growth:-0.4;Quality:-0.5;Size:+0.8;Momentum:-0.5;LowVol:-0.5
null
8
25
5.6
trailing 9%
201
16.2
Bull
13.9
4.13
3.3
99
64
76
45
false
Rebalance
Shift +1% to bonds from equity
-9
-25
BrokerA
MKT
99
null
null
Normal monitoring
14
-11
66
3
false
Tax-aware sells next window
P9508
Systematic
401k
USD
2025-09-11
1,039,153
70,891
968,262
1
62.7
21.1
8.9
7.4
VOO:25.0%;QQQ:25.0%;TLT:25.0%;HYG:25.0%
US:53.9;EU:20.1;APAC:15.4;EM:9.3;Other:1.3
Value:+0.4;Growth:+0.8;Quality:-0.5;Size:+0.8;Momentum:-0.7;LowVol:+0.3
null
6
25
4.7
trailing 9%
187
18
Volatile
24.9
4.7
3.5
125
46
61
70
false
Rebalance
Shift +1% to bonds from equity
-9
-31
BrokerA
MKT
85
null
null
Normal monitoring
6
-32
54
5
false
Within IPS guidelines
P9509
Cautious
Trust
USD
2025-10-13
412,740
33,731
379,009
1
50.1
30.6
7.6
11.7
QQQ:22.4%;XLF:22.4%;GLD:22.4%;VOO:14.6%;AAPL:18.2%
US:67.2;EU:9.6;APAC:11.2;EM:7.2;Other:4.8
Value:-0.5;Growth:-0.6;Quality:+0.6;Size:-0.5;Momentum:+0.9;LowVol:+0.3
NoMargin
8
25
6
trailing 10%
130
14.1
Bull
15.7
4.66
2.5
111
85
99
46
true
Reduce
Cut high-beta by 2-3%, add cash
-5
-23
BrokerB
LMT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
11
14
67
2
false
Tax-aware sells next window
P9510
Active
Taxable
USD
2024-09-15
603,999
38,673
565,326
1
62.4
18.7
12.1
6.7
HYG:22.9%;AMZN:23.7%;VNQ:23.7%;GLD:19.0%;AAPL:10.6%
US:60.4;EU:11.8;APAC:14.1;EM:8.7;Other:5.1
Value:+0.6;Growth:+0.2;Quality:-0.9;Size:+0.6;Momentum:+0.7;LowVol:+0.8
null
6
30
4.1
trailing 9%
171
25.5
Bull
14.5
3.69
2.6
114
12
41
40
false
Buy
Add to core equity +1%
-8
-39
BrokerD
LMT
94
null
null
Normal monitoring
98
-17
132
5
false
Tighten stops on momentum names
P9511
Cautious
Trust
USD
2025-04-08
829,140
126,232
702,908
1
44.4
30.5
8.1
17
BND:21.5%;GLD:21.5%;TSLA:14.1%;MUB:21.5%;TLT:21.5%
US:73.9;EU:9.0;APAC:9.3;EM:4.0;Other:3.8
Value:+0.4;Growth:-0.9;Quality:-0.0;Size:+0.3;Momentum:+0.5;LowVol:+0.3
NoMargin
7
25
5.3
trailing 8%
94
14.9
Volatile
31.7
4.98
3.4
153
-1
52
65
false
Rebalance
Shift +1% to bonds from equity
14
-13
BrokerD
MKT
100
null
null
Normal monitoring
79
17
54
3
false
Tighten stops on momentum names
P9512
Active
401k
USD
2024-12-02
2,488,195
245,823
2,242,372
1
54.8
22.7
16.2
6.3
XLF:33.3%;IEF:33.3%;QQQ:33.3%
US:63.8;EU:9.6;APAC:13.7;EM:9.4;Other:3.4
Value:+0.4;Growth:-0.8;Quality:-0.4;Size:-0.7;Momentum:+0.8;LowVol:+0.2
null
10
25
5
hard 12%
124
20.3
Sideways
18.7
4.48
2.8
128
52
81
57
false
Sell
Trim extended winner -1%
-5
10
BrokerA
LMT
91
null
null
Normal monitoring
-24
-21
27
5
false
Within IPS guidelines
P9513
Active
401k
USD
2025-11-03
2,487,387
254,702
2,232,685
1
61.7
19.8
9.9
8.6
TLT:25.8%;AAPL:22.5%;MUB:25.8%;IEF:25.8%
US:68.7;EU:12.4;APAC:13.3;EM:4.6;Other:1.0
Value:-0.3;Growth:+0.8;Quality:+1.0;Size:-1.0;Momentum:+0.5;LowVol:+0.9
MaxPos7%
5
25
5.3
hard 12%
179
18.8
Sideways
17.7
4.38
2.2
97
36
80
52
false
Sell
Trim extended winner -1%
2
5
BrokerB
LMT
98
null
null
Normal monitoring
73
-3
45
5
false
Monitor dispersion and breadth
P9514
Active
Trust
USD
2025-01-13
684,746
71,219
613,527
1
50.7
26.3
14.6
8.3
IEF:25.0%;VTI:25.0%;MUB:25.0%;BND:25.0%
US:65.8;EU:8.5;APAC:12.7;EM:8.7;Other:4.3
Value:+0.8;Growth:+0.2;Quality:-0.5;Size:-0.5;Momentum:-0.7;LowVol:-1.0
MaxPos6%
6
25
5.3
trailing 9%
210
25.8
Bull
17
3.75
3.1
70
18
60
39
false
Rebalance
Shift +1% to bonds from equity
22
-10
BrokerC
MKT
85
null
null
Normal monitoring
56
7
154
3
false
Monitor dispersion and breadth
P9515
Hands-off
Trust
USD
2025-02-13
223,825
15,399
208,426
1
63.9
24.4
4.6
7.1
MUB:36.7%;IEF:26.5%;AAPL:36.7%
US:63.1;EU:13.6;APAC:13.7;EM:6.4;Other:3.2
Value:-0.3;Growth:-0.1;Quality:-0.3;Size:+0.9;Momentum:-0.3;LowVol:-0.0
ESGOnly;MaxPos5%;NoDerivatives
10
30
4.7
hard 10%
100
17.2
Volatile
23.1
4.6
2
152
59
86
61
false
Rebalance
Shift +1% to bonds from equity
-1
-39
BrokerC
MKT
92
null
null
Normal monitoring
71
-30
192
3
false
Tax-aware sells next window
P9516
Cautious
Taxable
USD
2025-12-26
443,406
35,817
407,589
1
49.9
33.3
6.1
10.7
XLF:14.7%;IEF:21.9%;TLT:21.9%;GLD:21.9%;VNQ:19.6%
US:63.7;EU:16.2;APAC:9.6;EM:10.2;Other:0.2
Value:-0.7;Growth:-0.3;Quality:+1.0;Size:+0.6;Momentum:-0.8;LowVol:-0.9
ESGOnly;NoMargin
10
30
4.7
trailing 8%
129
14.5
Volatile
31.1
5.01
4
140
43
57
75
true
Reduce
Cut high-beta by 2-3%, add cash
34
13
BrokerA
LMT
86
VAR>budget
Reduce
Risk above budget threshold
19
-41
143
3
false
Tighten stops on momentum names
P9517
Cautious
401k
USD
2025-12-08
647,615
63,979
583,636
1
38
31.5
17.9
12.6
IEF:22.8%;MUB:18.2%;HYG:15.5%;TSLA:20.6%;VTI:22.8%
US:55.0;EU:17.9;APAC:11.9;EM:10.9;Other:4.3
Value:+0.3;Growth:-0.8;Quality:+0.5;Size:+0.6;Momentum:-0.1;LowVol:-0.7
MaxPos6%;NoMargin
10
25
3.8
hard 10%
136
17.5
Bear
32.4
3.04
2.9
209
24
70
60
false
Rebalance
Shift +1% to bonds from equity
-8
-30
BrokerC
LMT
92
null
null
Normal monitoring
115
-8
82
4
false
Tax-aware sells next window
P9518
Cautious
Taxable
USD
2025-11-24
220,008
30,222
189,786
1
35.6
41
11.3
12
AMZN:33.3%;MUB:33.3%;QQQ:33.3%
US:68.4;EU:15.1;APAC:11.6;EM:4.1;Other:0.8
Value:-0.3;Growth:+0.6;Quality:+0.1;Size:+0.5;Momentum:-0.7;LowVol:-0.5
MaxPos6%;NoDerivatives;NoMargin
7
30
4.4
trailing 10%
159
15.9
Volatile
23
5.19
2.1
137
2
60
45
false
Rebalance
Shift +1% to bonds from equity
2
1
BrokerC
LMT
91
null
null
Normal monitoring
108
-7
140
5
false
Tax-aware sells next window
P9519
Cautious
Trust
USD
2025-08-26
778,261
100,015
678,246
1
43.1
37.2
6.8
12.8
BND:33.3%;BRK.B:33.3%;AAPL:33.3%
US:64.7;EU:12.2;APAC:13.5;EM:4.9;Other:4.8
Value:-0.2;Growth:-0.2;Quality:+1.0;Size:+0.2;Momentum:+0.2;LowVol:+0.8
NoDerivatives;NoMargin
6
35
5
trailing 10%
99
18.2
Bull
17.5
4.61
3
100
72
96
38
false
Rebalance
Shift +1% to bonds from equity
3
9
BrokerB
MKT
90
null
null
Normal monitoring
15
-23
115
3
false
Within IPS guidelines
P9520
Cautious
IRA
USD
2025-10-15
632,155
53,203
578,952
1
36.8
44.5
2
16.8
HYG:23.3%;GLD:20.3%;BRK.B:28.2%;BND:28.2%
US:60.6;EU:17.6;APAC:7.6;EM:13.3;Other:0.8
Value:-0.1;Growth:-0.8;Quality:+0.4;Size:+0.4;Momentum:-0.4;LowVol:-0.8
MaxPos8%;NoMargin
6
35
5.1
hard 10%
144
13.5
Volatile
28.6
4.31
3.7
156
-14
50
67
false
Sell
Trim extended winner -1%
15
-23
BrokerC
VWAP
98
null
null
Normal monitoring
28
-41
133
5
false
Tax-aware sells next window
P9521
Cautious
Taxable
USD
2024-12-25
524,928
44,315
480,613
1
48.7
38.8
1.6
10.8
QQQ:26.6%;MSFT:26.6%;VOO:25.5%;IEF:21.4%
US:63.8;EU:19.8;APAC:12.8;EM:3.6;Other:0.0
Value:+0.1;Growth:+1.0;Quality:+0.3;Size:-0.7;Momentum:+0.8;LowVol:-0.6
NoDerivatives;NoMargin
5
30
5.3
trailing 10%
130
15.5
Volatile
20.2
5.18
4.4
113
9
43
41
false
Rebalance
Shift +1% to bonds from equity
3
-16
BrokerD
LMT
93
null
null
Normal monitoring
-6
-39
131
5
false
Tax-aware sells next window
P9522
Cautious
Taxable
USD
2024-12-16
799,943
81,219
718,724
1
38.8
31.5
11.9
17.8
VOO:23.6%;GLD:23.6%;AAPL:23.6%;BND:16.7%;TSLA:12.4%
US:71.1;EU:13.4;APAC:5.5;EM:8.0;Other:2.0
Value:-0.1;Growth:-0.8;Quality:-0.4;Size:0.0;Momentum:+0.3;LowVol:-0.5
NoDerivatives;NoMargin
7
30
3.5
trailing 10%
122
15.3
Bear
27.3
4.3
2.7
183
-29
46
47
false
NoAction
Within bands; monitor
-11
-19
BrokerC
VWAP
86
null
null
Normal monitoring
-51
20
-38
5
false
Within IPS guidelines
P9523
Opportunistic
IRA
USD
2025-11-21
1,054,866
39,030
1,015,836
1
67.1
15.9
10.7
6.2
QQQ:22.3%;VTI:22.3%;IEF:22.3%;MSFT:13.5%;TSLA:19.5%
US:71.1;EU:15.3;APAC:5.4;EM:7.3;Other:0.9
Value:+0.7;Growth:0.0;Quality:-0.3;Size:-0.3;Momentum:-0.9;LowVol:+0.1
MaxPos7%
6
30
4.8
trailing 7%
273
30.8
Bull
14
4.81
2.6
85
81
89
55
false
Buy
Add to core equity +1%
32
-9
BrokerC
MKT
95
null
null
Normal monitoring
-18
-25
88
4
false
Within IPS guidelines
P9524
Systematic
Trust
USD
2025-04-26
1,579,087
102,066
1,477,021
1
65.5
27.2
0
7.3
GLD:21.0%;MUB:23.0%;MSFT:23.0%;HYG:23.0%;VNQ:10.1%
US:56.8;EU:22.2;APAC:8.2;EM:8.4;Other:4.4
Value:-0.2;Growth:-0.5;Quality:-0.1;Size:-0.5;Momentum:+0.4;LowVol:-0.9
null
8
25
4.2
trailing 9%
208
19.9
Bull
16.7
3.78
2.9
72
108
100
44
false
NoAction
Within bands; monitor
-7
7
BrokerA
MKT
0
null
null
Normal monitoring
83
0
121
5
false
Tighten stops on momentum names
P9525
Opportunistic
Taxable
USD
2025-09-26
855,750
32,433
823,317
1
64.6
16.8
11.8
6.8
AAPL:14.9%;TSLA:24.6%;VOO:19.0%;VNQ:24.6%;HYG:16.9%
US:74.4;EU:10.4;APAC:6.1;EM:5.5;Other:3.5
Value:-0.0;Growth:+0.4;Quality:-0.2;Size:-0.2;Momentum:-0.7;LowVol:-1.0
NoDerivatives
8
25
5.2
trailing 7%
191
32.2
Volatile
25
4.83
2.7
170
39
64
65
false
Rebalance
Shift +1% to bonds from equity
34
-20
BrokerC
LMT
93
null
null
Normal monitoring
99
-40
76
3
false
Tax-aware sells next window
P9526
Hands-off
Roth
USD
2025-03-29
422,535
38,992
383,543
1
64.1
25.8
3.7
6.4
AAPL:22.9%;TLT:22.9%;BND:9.2%;IEF:12.0%;BRK.B:15.9%;VNQ:17.2%
US:69.6;EU:7.5;APAC:9.5;EM:10.6;Other:2.8
Value:+0.5;Growth:-0.9;Quality:0.0;Size:-0.7;Momentum:-0.4;LowVol:-0.1
MaxPos6%;NoDerivatives
8
35
4.1
trailing 8%
167
19.4
Sideways
15.4
4.12
2.6
90
40
65
45
false
Rebalance
Shift +1% to bonds from equity
-12
-16
BrokerA
LMT
91
null
null
Normal monitoring
-43
13
37
3
false
Tighten stops on momentum names
P9527
Opportunistic
401k
USD
2024-08-17
1,796,048
158,553
1,637,495
1
73.2
19.4
0.2
7.2
AAPL:26.7%;QQQ:26.7%;TLT:26.7%;VNQ:20.0%
US:70.4;EU:9.0;APAC:12.9;EM:4.4;Other:3.2
Value:+0.8;Growth:+0.1;Quality:+0.6;Size:+0.7;Momentum:-0.1;LowVol:-0.3
NoDerivatives
7
35
4.2
hard 12%
222
23.2
Bull
11.5
3.55
3
83
118
100
49
false
Rebalance
Shift +1% to bonds from equity
-1
9
BrokerA
MKT
91
null
null
Normal monitoring
74
-29
98
3
false
Increase defensive factor exposure
P9528
Systematic
Taxable
USD
2025-04-29
1,476,703
66,294
1,410,409
1
60.1
20.1
10.4
9.3
QQQ:18.9%;MUB:14.2%;TSLA:16.4%;VOO:18.8%;BND:18.2%;IEF:13.6%
US:74.3;EU:5.8;APAC:9.0;EM:8.0;Other:3.0
Value:-0.7;Growth:-0.2;Quality:-0.5;Size:+0.4;Momentum:-0.4;LowVol:-0.2
NoDerivatives
6
35
5
trailing 8%
168
20.1
Volatile
20.9
4.9
4.5
168
77
83
49
false
Sell
Trim extended winner -1%
-14
10
BrokerD
LMT
86
null
null
Normal monitoring
39
10
30
3
false
Tax-aware sells next window
P9529
Cautious
IRA
USD
2025-03-24
568,977
56,116
512,861
1
46.8
39.5
0
13.6
MSFT:27.1%;VTI:27.1%;BRK.B:19.2%;GLD:26.6%
US:67.7;EU:12.7;APAC:5.8;EM:10.2;Other:3.6
Value:+0.6;Growth:0.0;Quality:+0.9;Size:+1.0;Momentum:-0.8;LowVol:+0.6
NoMargin
5
25
5.1
hard 10%
104
14.4
Bull
15
4.19
3
72
107
93
40
false
Buy
Add to core equity +1%
3
-22
BrokerB
LMT
96
null
null
Normal monitoring
85
-13
188
5
false
Tax-aware sells next window
P9530
Cautious
Trust
USD
2025-10-03
757,646
77,168
680,478
1
36.3
40.2
5.8
17.7
TLT:25.0%;GLD:25.0%;XLF:25.0%;HYG:25.0%
US:72.7;EU:6.5;APAC:9.2;EM:8.4;Other:3.2
Value:+0.8;Growth:-0.7;Quality:-0.4;Size:-0.3;Momentum:-1.0;LowVol:-0.6
ESGOnly;NoDerivatives;NoMargin
8
25
4.6
trailing 8%
159
14.6
Bull
14
4.99
2.9
87
53
69
34
false
NoAction
Within bands; monitor
-8
-13
BrokerC
LMT
96
null
null
Normal monitoring
119
18
186
5
false
Monitor dispersion and breadth
P9531
Hands-off
Trust
USD
2025-05-04
651,264
57,683
593,581
1
65.6
18.5
9
6.9
VTI:10.6%;IEF:25.1%;BRK.B:13.0%;MUB:25.1%;TLT:15.7%;BND:10.5%
US:69.4;EU:13.3;APAC:10.6;EM:5.0;Other:1.7
Value:-0.2;Growth:-0.3;Quality:+0.7;Size:+0.7;Momentum:+0.4;LowVol:-0.9
ESGOnly
5
35
3.9
trailing 10%
149
17
Volatile
23
4.47
4
128
6
64
63
true
Reduce
Cut high-beta by 2-3%, add cash
35
-4
BrokerC
MKT
93
VAR>budget
Reduce
Risk above budget threshold
94
5
150
3
false
Within IPS guidelines
P9532
Systematic
IRA
USD
2025-05-17
1,074,649
77,705
996,944
1
65.4
29
0
5.6
VTI:33.3%;HYG:33.3%;VOO:33.3%
US:67.6;EU:14.8;APAC:7.0;EM:8.9;Other:1.7
Value:+0.4;Growth:+0.3;Quality:+0.7;Size:-0.8;Momentum:-0.3;LowVol:-0.1
MaxPos6%;NoDerivatives
10
35
5
hard 12%
203
25.7
Bear
33.1
3.44
1.7
192
-30
42
87
true
Hedge
Buy index puts 1% notional
2
-24
BrokerB
MKT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-23
-28
37
5
false
Increase defensive factor exposure
P9533
Hands-off
IRA
USD
2025-03-12
486,615
34,809
451,806
1
66.7
18.2
6.6
8.6
QQQ:33.3%;TLT:33.3%;HYG:33.3%
US:59.2;EU:19.2;APAC:8.5;EM:8.7;Other:4.3
Value:-0.7;Growth:+0.8;Quality:+0.9;Size:-0.2;Momentum:-0.1;LowVol:+0.2
MaxPos5%;NoDerivatives
6
35
3
trailing 10%
134
16.7
Bear
31.9
4.49
2.4
142
-71
13
74
true
Hedge
Buy index puts 1% notional
-7
1
BrokerD
VWAP
100
Drift>tolerance
Pause
Allocation drift beyond policy bands
39
-60
32
4
false
Tighten stops on momentum names
P9534
Systematic
Trust
USD
2024-08-01
960,946
84,602
876,344
1
60.3
31.6
0
8.2
IEF:22.9%;BRK.B:25.7%;VOO:25.7%;MUB:25.7%
US:56.6;EU:10.9;APAC:15.9;EM:11.9;Other:4.7
Value:-0.3;Growth:+0.6;Quality:+0.8;Size:-0.1;Momentum:-0.6;LowVol:-0.6
MaxPos5%
8
30
4.9
trailing 9%
157
25.1
Volatile
27.3
3.8
3.6
147
5
42
72
true
Reduce
Cut high-beta by 2-3%, add cash
1
-10
BrokerB
MKT
92
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-40
-38
-77
4
false
Tax-aware sells next window
P9535
Active
401k
USD
2025-07-24
1,520,476
164,412
1,356,064
1.23
50.6
19.5
22.1
7.9
HYG:20.7%;AMZN:13.3%;GLD:7.8%;MUB:16.7%;QQQ:20.7%;MSFT:20.7%
US:67.4;EU:16.3;APAC:7.9;EM:4.3;Other:4.1
Value:-0.9;Growth:+0.3;Quality:+0.9;Size:-1.0;Momentum:+0.4;LowVol:+0.6
null
8
30
4.5
trailing 8%
137
27.2
Bull
12
3.71
2.1
110
15
65
37
false
Buy
Add to core equity +1%
30
-8
BrokerB
MKT
92
null
null
Normal monitoring
53
-34
136
5
false
Tighten stops on momentum names
P9536
Active
401k
USD
2024-10-01
1,653,122
108,020
1,545,102
1
56.6
23.5
14.6
5.4
HYG:25.1%;GLD:25.1%;VTI:25.1%;MUB:24.8%
US:63.3;EU:14.6;APAC:10.6;EM:8.3;Other:3.1
Value:+0.2;Growth:-0.8;Quality:+0.6;Size:0.0;Momentum:+0.9;LowVol:-0.8
null
7
25
4.7
trailing 8%
177
23.3
Sideways
18.2
3.73
2.1
134
36
80
41
false
Rebalance
Shift +1% to bonds from equity
32
6
BrokerB
LMT
87
null
null
Normal monitoring
57
-53
23
4
false
Tighten stops on momentum names
P9537
Systematic
Taxable
USD
2025-08-10
1,682,299
150,739
1,531,560
1
61.3
31.8
0
6.9
AAPL:20.2%;HYG:18.5%;AMZN:8.0%;TLT:20.4%;QQQ:20.4%;VOO:12.6%
US:65.6;EU:8.3;APAC:14.3;EM:10.2;Other:1.7
Value:-0.6;Growth:+0.4;Quality:+0.5;Size:+0.9;Momentum:-0.6;LowVol:-0.1
null
8
35
5.9
trailing 9%
163
19.5
Bear
33.4
3.8
2
156
-65
5
75
true
Hedge
Buy index puts 1% notional
6
-23
BrokerB
LMT
99
VAR>budget
Pause
Risk above budget threshold
89
-37
215
5
false
Tax-aware sells next window
P9538
Systematic
Trust
USD
2024-11-04
635,414
42,734
592,680
1
59.2
30.5
5.1
5.2
GLD:20.4%;MSFT:20.6%;AMZN:18.0%;IEF:20.4%;BND:20.6%
US:57.3;EU:17.0;APAC:13.5;EM:10.6;Other:1.6
Value:+0.4;Growth:+0.2;Quality:-0.3;Size:+0.1;Momentum:-0.5;LowVol:+0.1
MaxPos6%
6
30
4.6
hard 12%
157
27.3
Bull
11.8
4.57
2
93
119
100
32
false
Buy
Add to core equity +1%
-2
-19
BrokerC
LMT
98
null
null
Normal monitoring
68
-44
156
5
false
Tighten stops on momentum names
P9539
Active
Taxable
USD
2025-02-13
643,654
72,808
570,846
1
50.1
29.1
11.6
9.3
VTI:27.2%;TSLA:27.2%;TLT:20.8%;VNQ:24.9%
US:73.3;EU:6.9;APAC:9.1;EM:6.7;Other:4.1
Value:-0.8;Growth:-1.0;Quality:-0.0;Size:+0.2;Momentum:-0.4;LowVol:+0.8
null
5
30
5.1
trailing 8%
210
25.2
Bull
11.8
3.86
2.4
83
46
67
25
false
Buy
Add to core equity +1%
35
-31
BrokerD
MKT
100
null
null
Normal monitoring
110
-51
249
4
false
Monitor dispersion and breadth
P9540
Cautious
IRA
USD
2024-09-20
497,097
50,494
446,603
1
41
39.8
3.1
16
VTI:16.0%;VOO:15.2%;AMZN:18.1%;BND:17.3%;GLD:18.6%;TLT:14.8%
US:72.9;EU:13.0;APAC:7.7;EM:3.8;Other:2.6
Value:-0.5;Growth:-0.3;Quality:-0.4;Size:-0.9;Momentum:+0.1;LowVol:-0.3
ESGOnly;MaxPos5%;NoMargin
7
25
5.6
hard 10%
128
16.7
Sideways
15.4
4.4
2.1
117
55
68
37
false
Rebalance
Shift +1% to bonds from equity
14
1
BrokerC
LMT
98
null
null
Normal monitoring
40
-41
156
3
false
Within IPS guidelines
P9541
Active
IRA
USD
2025-07-17
585,074
66,059
519,015
1
67.6
18.4
5
9
AAPL:8.5%;XLF:22.9%;BND:22.9%;VOO:22.9%;MSFT:22.9%
US:66.8;EU:13.5;APAC:12.6;EM:3.0;Other:4.1
Value:+0.9;Growth:-0.2;Quality:+0.1;Size:-0.6;Momentum:+0.5;LowVol:-0.3
MaxPos6%
5
25
5.5
trailing 8%
210
22.9
Bull
13
3.74
2.5
76
78
81
50
false
Rebalance
Shift +1% to bonds from equity
-1
-27
BrokerD
MKT
97
null
null
Normal monitoring
-32
-31
-53
3
false
Monitor dispersion and breadth
P9542
Cautious
Taxable
USD
2025-04-16
808,837
91,721
717,116
1
53.4
30.3
5.3
11
IEF:27.8%;BND:16.7%;VTI:27.8%;TSLA:27.8%
US:58.4;EU:20.3;APAC:9.5;EM:8.5;Other:3.3
Value:-0.7;Growth:+0.4;Quality:-0.8;Size:-0.3;Momentum:+0.8;LowVol:-0.5
MaxPos7%;NoDerivatives;NoMargin
6
25
3.6
trailing 8%
140
12
Volatile
20.4
4.3
3.1
154
36
75
54
false
NoAction
Within bands; monitor
-15
7
BrokerA
MKT
0
null
null
Normal monitoring
117
-4
158
3
false
Within IPS guidelines
P9543
Hands-off
IRA
USD
2025-10-03
226,407
12,176
214,231
1
67.8
17
10.2
5
BND:26.7%;XLF:26.7%;GLD:26.7%;HYG:20.0%
US:74.6;EU:11.7;APAC:7.9;EM:4.3;Other:1.5
Value:+0.9;Growth:-0.8;Quality:-0.0;Size:-0.8;Momentum:-0.9;LowVol:-0.8
null
8
35
3.8
trailing 10%
129
15.5
Sideways
21.4
4.36
2.9
96
-11
29
61
false
Sell
Trim extended winner -1%
4
-26
BrokerD
MKT
89
null
null
Normal monitoring
33
-22
163
3
false
Within IPS guidelines
P9544
Active
IRA
USD
2025-06-17
1,534,827
124,509
1,410,318
1
68.4
26.4
0
5.2
QQQ:20.7%;GLD:18.9%;TSLA:20.7%;BND:9.8%;BRK.B:9.3%;MUB:20.7%
US:58.7;EU:14.7;APAC:14.2;EM:10.8;Other:1.7
Value:+0.8;Growth:-0.8;Quality:+0.6;Size:-0.4;Momentum:-1.0;LowVol:+0.7
MaxPos5%
7
35
5.5
hard 12%
218
26.1
Volatile
21.6
3.96
4.1
167
-19
55
67
false
Hedge
Add TLT +1% as duration hedge
24
-35
BrokerD
MKT
98
null
null
Normal monitoring
94
-45
200
4
false
Tighten stops on momentum names
P9545
Active
Trust
USD
2025-03-23
1,404,714
128,264
1,276,450
1
64
21.1
9.8
5.1
MUB:10.3%;BND:13.5%;XLF:16.2%;AMZN:21.2%;IEF:17.7%;BRK.B:21.2%
US:70.3;EU:8.7;APAC:12.7;EM:4.0;Other:4.3
Value:+0.9;Growth:+0.1;Quality:-0.7;Size:-0.9;Momentum:-0.5;LowVol:0.0
NoDerivatives
7
25
4.3
trailing 9%
138
27.5
Volatile
30.7
4.42
3.4
133
35
54
74
true
Rebalance
Rebalance back to target bands
35
-20
BrokerA
MKT
91
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
85
-3
121
2
false
Within IPS guidelines
P9546
Opportunistic
IRA
USD
2024-07-18
898,499
40,099
858,400
1
64.2
21.4
6.5
8
MSFT:21.2%;VOO:27.6%;XLF:27.6%;AAPL:23.5%
US:75.1;EU:5.8;APAC:5.6;EM:8.8;Other:4.7
Value:-0.4;Growth:+0.1;Quality:+0.1;Size:-0.3;Momentum:+0.3;LowVol:-0.4
MaxPos6%;NoDerivatives
8
35
5.5
hard 12%
233
31.4
Bull
16.5
3.93
3.2
107
85
99
57
false
Rebalance
Shift +1% to bonds from equity
20
-38
BrokerC
MKT
95
null
null
Normal monitoring
74
2
84
3
false
Within IPS guidelines
P9547
Active
IRA
USD
2024-11-26
2,185,079
173,546
2,011,533
1
59.7
20.6
13.9
5.8
TLT:24.1%;VNQ:24.1%;MSFT:24.1%;TSLA:11.3%;XLF:16.5%
US:68.1;EU:9.9;APAC:8.9;EM:10.0;Other:3.2
Value:+1.0;Growth:-1.0;Quality:-0.7;Size:-0.7;Momentum:+0.1;LowVol:+0.8
MaxPos5%
8
30
4.6
hard 12%
192
19.7
Bear
29.9
4.31
1
183
-40
21
78
true
Rebalance
Rebalance back to target bands
4
-27
BrokerA
LMT
98
RegimeShift
TightenStops
Volatility spike and breadth deterioration
-3
-48
123
5
false
Monitor dispersion and breadth
P9548
Systematic
Taxable
USD
2025-04-17
1,908,382
190,084
1,718,298
1
56.6
20.8
17.5
5.1
GLD:26.9%;AAPL:26.9%;QQQ:19.3%;AMZN:26.9%
US:71.4;EU:6.7;APAC:11.6;EM:5.1;Other:5.1
Value:+0.4;Growth:-0.3;Quality:-0.5;Size:-0.5;Momentum:+0.8;LowVol:+0.3
NoDerivatives
6
35
5.3
hard 12%
161
21
Bull
14.7
3.74
3.4
84
77
84
52
false
Rebalance
Shift +1% to bonds from equity
-3
0
BrokerC
MKT
86
null
null
Normal monitoring
-48
-7
-88
5
false
Tighten stops on momentum names
P9549
Cautious
401k
USD
2025-10-24
755,440
105,484
649,956
1
50.8
38.4
0
10.8
HYG:21.8%;QQQ:14.6%;XLF:21.8%;MSFT:10.2%;AMZN:12.8%;AAPL:18.7%
US:66.7;EU:6.5;APAC:9.1;EM:13.5;Other:4.2
Value:-0.9;Growth:+0.8;Quality:+0.5;Size:-0.7;Momentum:-0.6;LowVol:-0.1
ESGOnly;NoMargin
8
25
3.5
trailing 10%
118
12.3
Volatile
28.9
4.59
3.1
148
62
76
62
true
Reduce
Cut high-beta by 2-3%, add cash
27
-20
BrokerB
LMT
89
RegimeShift
Reduce
Volatility spike and breadth deterioration
74
-36
204
3
false
Increase defensive factor exposure
P9550
Systematic
Roth
USD
2024-09-26
935,605
59,933
875,672
1
60.3
24.1
8.1
7.4
BRK.B:19.3%;MUB:16.4%;TLT:22.0%;XLF:15.2%;TSLA:12.1%;QQQ:14.9%
US:66.9;EU:10.9;APAC:10.7;EM:8.7;Other:2.8
Value:-0.5;Growth:-0.4;Quality:-0.9;Size:-0.4;Momentum:+0.8;LowVol:+0.6
MaxPos7%;NoDerivatives
8
25
4.7
trailing 8%
122
17.7
Bull
17.7
3.61
2.8
74
119
100
52
false
Rebalance
Shift +1% to bonds from equity
9
-22
BrokerC
LMT
98
null
null
Normal monitoring
45
9
57
3
false
Tax-aware sells next window
P9551
Hands-off
IRA
USD
2025-11-25
359,452
16,973
342,479
1
62.1
21.7
10.9
5.4
TLT:28.8%;AAPL:28.8%;BRK.B:22.8%;TSLA:19.6%
US:69.8;EU:7.1;APAC:11.0;EM:7.9;Other:4.2
Value:-0.1;Growth:+0.6;Quality:-0.0;Size:-0.4;Momentum:+0.6;LowVol:+0.7
ESGOnly;MaxPos5%;NoDerivatives
6
30
4.4
trailing 8%
96
15.2
Bull
13.1
4.68
2.5
80
41
81
48
false
Buy
Add to core equity +1%
14
-24
BrokerD
VWAP
94
null
null
Normal monitoring
-36
5
100
3
false
Tax-aware sells next window
P9552
Hands-off
IRA
USD
2025-08-10
562,901
23,712
539,189
1
59.1
19.8
11.8
9.3
BRK.B:8.9%;MUB:19.7%;XLF:23.8%;VOO:23.8%;GLD:23.8%
US:66.4;EU:12.9;APAC:9.9;EM:8.6;Other:2.3
Value:+0.1;Growth:-0.4;Quality:-0.7;Size:-0.4;Momentum:-0.7;LowVol:-0.5
ESGOnly;MaxPos6%
6
30
3.5
trailing 8%
158
12.6
Sideways
17.4
4.97
2.7
118
58
85
48
false
Rebalance
Shift +1% to bonds from equity
-9
-37
BrokerA
MKT
90
null
null
Normal monitoring
17
-43
118
3
false
Monitor dispersion and breadth
P9553
Hands-off
Roth
USD
2025-01-05
753,372
72,014
681,358
1
62.1
22.3
8.4
7.3
BND:25.0%;MUB:25.0%;VNQ:25.0%;AAPL:25.0%
US:64.0;EU:18.4;APAC:11.0;EM:5.4;Other:1.2
Value:+0.1;Growth:+1.0;Quality:0.0;Size:-0.2;Momentum:+0.6;LowVol:+0.3
null
8
30
5.5
trailing 8%
128
16.4
Bear
23.4
4.13
2.6
153
7
47
71
true
Hedge
Buy index puts 1% notional
-15
-6
BrokerD
MKT
98
VAR>budget
Hedge
Risk above budget threshold
101
-26
210
2
false
Tax-aware sells next window
P9554
Hands-off
Trust
USD
2024-08-30
695,402
69,401
626,001
1
57.5
20.9
16.6
5
AMZN:21.3%;HYG:21.3%;VNQ:15.2%;GLD:9.5%;VOO:20.8%;VTI:11.8%
US:69.8;EU:15.4;APAC:5.0;EM:5.5;Other:4.3
Value:-0.3;Growth:+0.3;Quality:+0.1;Size:+0.7;Momentum:+1.0;LowVol:-0.5
ESGOnly;MaxPos5%;NoDerivatives
7
30
5.5
hard 10%
163
18.4
Volatile
21.5
4.6
2.6
163
51
62
62
false
Hedge
Add TLT +1% as duration hedge
0
-1
BrokerD
MKT
99
null
null
Normal monitoring
11
-31
65
5
false
Tax-aware sells next window
P9555
Systematic
401k
USD
2025-10-06
1,152,774
88,381
1,064,393
1
63.3
28.6
0
8.1
BRK.B:37.2%;MUB:37.2%;AMZN:25.6%
US:69.9;EU:9.4;APAC:8.3;EM:9.7;Other:2.6
Value:-0.6;Growth:-0.6;Quality:+0.3;Size:-0.6;Momentum:+0.4;LowVol:-0.1
MaxPos6%
8
30
4.3
trailing 9%
174
25
Bull
14.9
4.91
2.7
114
22
74
45
false
Buy
Add to core equity +1%
1
-18
BrokerD
MKT
94
null
null
Normal monitoring
95
-20
126
3
false
Tax-aware sells next window
P9556
Active
Trust
USD
2024-07-12
2,418,232
240,998
2,177,234
1
53.8
18.7
17.8
9.7
BRK.B:20.9%;AMZN:17.0%;TLT:10.3%;MUB:20.9%;VTI:19.6%;HYG:11.3%
US:67.6;EU:6.6;APAC:12.8;EM:10.1;Other:2.9
Value:-0.3;Growth:-0.6;Quality:+0.7;Size:+0.3;Momentum:+0.5;LowVol:+0.8
MaxPos6%;NoDerivatives
8
30
4.7
hard 12%
210
16.3
Sideways
20.5
3.81
3.3
93
26
77
46
false
NoAction
Within bands; monitor
30
-1
BrokerB
LMT
95
null
null
Normal monitoring
104
-56
167
3
false
Tax-aware sells next window
P9557
Cautious
Roth
USD
2025-10-30
278,228
35,134
243,094
1
42.3
40.2
7.1
10.3
AMZN:15.7%;VNQ:28.1%;TSLA:28.1%;MSFT:28.1%
US:68.9;EU:7.1;APAC:9.7;EM:10.7;Other:3.6
Value:+1.0;Growth:+0.3;Quality:-0.9;Size:+0.8;Momentum:+0.2;LowVol:+0.4
MaxPos5%;NoMargin
6
35
4.5
trailing 10%
113
14.7
Volatile
25.5
4.57
2.9
112
78
79
48
false
Buy
Add to core equity +1%
25
-38
BrokerB
LMT
100
null
null
Normal monitoring
62
-4
158
3
false
Tighten stops on momentum names
P9558
Cautious
Taxable
USD
2024-11-03
770,839
108,835
662,004
1
37.1
31
16
15.9
MSFT:21.9%;VTI:15.5%;TSLA:21.0%;MUB:11.2%;IEF:8.4%;XLF:21.9%
US:62.5;EU:16.2;APAC:6.4;EM:10.3;Other:4.6
Value:+0.3;Growth:+0.4;Quality:+0.4;Size:-0.4;Momentum:+0.9;LowVol:-0.7
MaxPos5%;NoMargin
10
25
3.5
hard 10%
131
15.1
Bear
25.9
3.55
2.4
188
-41
38
46
false
NoAction
Within bands; monitor
3
14
BrokerC
LMT
88
null
null
Normal monitoring
15
-1
24
3
false
Within IPS guidelines
P9559
Opportunistic
Roth
USD
2024-08-04
1,358,688
60,077
1,298,611
1.14
70.9
20.9
0.2
8
VOO:36.0%;VTI:28.0%;AAPL:36.0%
US:71.7;EU:5.8;APAC:13.6;EM:7.4;Other:1.5
Value:-0.3;Growth:+0.4;Quality:-0.8;Size:-1.0;Momentum:+0.5;LowVol:-1.0
null
5
35
5.9
hard 12%
276
32.5
Bear
22.3
3.21
2.6
171
-75
25
74
true
Reduce
Cut high-beta by 2-3%, add cash
14
-7
BrokerB
MKT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
12
-53
115
2
false
Tax-aware sells next window
P9560
Opportunistic
IRA
USD
2025-09-25
670,942
32,733
638,209
1
60.6
10.4
21.8
7.1
VNQ:33.3%;QQQ:33.3%;HYG:33.3%
US:67.5;EU:9.2;APAC:9.8;EM:9.7;Other:3.9
Value:+0.6;Growth:+0.7;Quality:+0.5;Size:+0.4;Momentum:-0.2;LowVol:+0.2
MaxPos5%
6
25
6.6
hard 12%
218
34.8
Bear
30.6
3.43
1
169
-70
5
73
true
Reduce
Cut high-beta by 2-3%, add cash
15
-20
BrokerB
LMT
91
RegimeShift
Reduce
Volatility spike and breadth deterioration
-22
0
-36
4
false
Tax-aware sells next window
P9561
Hands-off
Trust
USD
2024-10-23
573,510
54,840
518,670
1
70.8
20.1
0
9.2
GLD:25.0%;BND:25.0%;IEF:25.0%;VOO:25.0%
US:72.2;EU:13.2;APAC:8.3;EM:5.9;Other:0.4
Value:+0.2;Growth:-0.5;Quality:0.0;Size:-0.3;Momentum:-0.7;LowVol:-0.3
ESGOnly
5
35
4.1
trailing 8%
97
18.1
Volatile
22.1
5.48
2.9
143
-11
49
61
false
Rebalance
Shift +1% to bonds from equity
-11
-10
BrokerC
MKT
86
null
null
Normal monitoring
18
-11
21
3
false
Monitor dispersion and breadth
P9562
Opportunistic
Roth
USD
2024-09-26
1,444,039
59,630
1,384,409
1
62.6
13.2
18.3
6
VTI:20.2%;XLF:26.6%;HYG:26.6%;IEF:26.6%
US:72.8;EU:6.6;APAC:8.9;EM:11.2;Other:0.6
Value:+0.6;Growth:-0.5;Quality:-0.5;Size:-0.1;Momentum:+0.1;LowVol:+0.1
NoDerivatives
6
30
6.1
trailing 7%
215
29.2
Volatile
24.1
5.29
4.3
119
9
53
56
false
Rebalance
Shift +1% to bonds from equity
-2
15
BrokerB
MKT
91
null
null
Normal monitoring
34
14
167
3
false
Tighten stops on momentum names
P9563
Cautious
401k
USD
2025-03-03
165,959
26,460
139,499
1
50.2
33
0
16.8
TLT:10.2%;VTI:23.2%;AMZN:23.2%;BRK.B:21.2%;QQQ:22.2%
US:60.8;EU:20.2;APAC:11.5;EM:6.8;Other:0.8
Value:-0.5;Growth:+0.9;Quality:0.0;Size:-0.4;Momentum:-0.4;LowVol:-0.0
ESGOnly;NoMargin
10
25
5.1
trailing 10%
150
19.8
Volatile
20.8
4.88
4.4
111
-45
32
49
false
Buy
Add to core equity +1%
34
15
BrokerA
VWAP
87
null
null
Normal monitoring
-2
-49
69
5
false
Tax-aware sells next window
P9564
Hands-off
Trust
USD
2024-11-23
694,300
55,513
638,787
1
66.2
25.6
0
8.2
VNQ:37.3%;MSFT:37.3%;AAPL:25.4%
US:65.9;EU:15.4;APAC:8.9;EM:4.3;Other:5.6
Value:+0.5;Growth:-0.0;Quality:-0.7;Size:+0.1;Momentum:+0.1;LowVol:+0.7
ESGOnly
5
35
4
trailing 8%
153
13.1
Bear
34.6
4.25
1.2
204
22
46
82
true
Hedge
Buy index puts 1% notional
-5
6
BrokerD
MKT
96
VAR>budget
Reduce
Risk above budget threshold
-34
9
-46
2
false
Tax-aware sells next window
P9565
Hands-off
IRA
USD
2025-05-14
784,546
59,733
724,813
1
56.5
18
17.5
7.9
XLF:21.4%;VOO:10.2%;QQQ:12.5%;BRK.B:13.2%;BND:21.4%;VNQ:21.4%
US:63.3;EU:14.8;APAC:9.6;EM:7.7;Other:4.7
Value:+0.5;Growth:0.0;Quality:0.0;Size:+0.9;Momentum:-0.1;LowVol:-0.8
null
8
25
3.2
hard 10%
118
16.5
Volatile
28.1
4.62
3.3
159
42
74
67
true
Hedge
Buy index puts 1% notional
27
-3
BrokerD
LMT
91
Drift>tolerance
Hedge
Allocation drift beyond policy bands
50
-58
13
4
false
Increase defensive factor exposure
P9566
Cautious
Trust
USD
2025-01-24
198,651
26,392
172,259
1
48.4
38
0
13.6
BRK.B:18.3%;XLF:13.5%;HYG:18.9%;AMZN:24.7%;IEF:24.7%
US:66.7;EU:12.7;APAC:6.3;EM:12.6;Other:1.6
Value:-0.8;Growth:+0.5;Quality:+0.8;Size:-0.7;Momentum:+0.7;LowVol:-0.9
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
6
25
3.3
trailing 10%
121
14.6
Bear
25.2
4.47
2.6
156
-18
51
50
false
Sell
Trim extended winner -1%
29
6
BrokerA
LMT
89
null
null
Normal monitoring
83
-43
204
3
false
Tax-aware sells next window
P9567
Active
401k
USD
2025-06-04
1,141,379
71,430
1,069,949
1.2
63.8
21.8
8.9
5.5
MUB:27.2%;XLF:27.2%;VNQ:18.3%;QQQ:27.2%
US:67.6;EU:9.3;APAC:12.7;EM:6.9;Other:3.5
Value:-0.1;Growth:+1.0;Quality:+0.8;Size:-0.8;Momentum:-0.5;LowVol:-0.3
null
8
30
4.3
trailing 8%
126
18.1
Sideways
18.2
4.69
2.4
125
22
46
45
false
Rebalance
Shift +1% to bonds from equity
26
-24
BrokerA
MKT
93
null
null
Normal monitoring
110
-26
223
3
false
Tighten stops on momentum names
P9568
Hands-off
IRA
USD
2024-10-31
164,193
14,152
150,041
1
62.1
21.8
10.2
6
AAPL:37.2%;VTI:37.2%;BND:25.5%
US:61.7;EU:17.0;APAC:12.4;EM:4.3;Other:4.6
Value:+1.0;Growth:-0.3;Quality:+0.6;Size:+0.3;Momentum:+0.5;LowVol:-0.6
MaxPos8%;NoDerivatives
10
35
4.4
hard 10%
152
16.2
Volatile
23.9
3.88
4.1
110
-11
37
57
false
Sell
Trim extended winner -1%
-6
-7
BrokerD
MKT
92
null
null
Normal monitoring
95
10
131
4
false
Within IPS guidelines
P9569
Hands-off
Taxable
USD
2025-04-05
802,026
79,515
722,511
1
68.1
23.7
0
8.3
VNQ:33.3%;GLD:33.3%;VTI:33.3%
US:77.1;EU:5.9;APAC:9.1;EM:3.4;Other:4.5
Value:-0.3;Growth:-0.4;Quality:-0.5;Size:-0.7;Momentum:+0.3;LowVol:-1.0
ESGOnly;NoDerivatives
5
25
3.3
trailing 10%
167
13.3
Volatile
31.6
4.25
2.4
113
-14
43
87
true
Hedge
Buy index puts 1% notional
-13
13
BrokerA
LMT
86
VAR>budget
Reduce
Risk above budget threshold
50
18
71
5
false
Tighten stops on momentum names
P9570
Hands-off
Taxable
USD
2025-12-17
883,999
41,399
842,600
1
55.3
15.1
23.6
6
VNQ:34.4%;TSLA:34.4%;AAPL:31.2%
US:68.3;EU:11.7;APAC:12.0;EM:5.5;Other:2.5
Value:+0.4;Growth:+0.3;Quality:+0.6;Size:-0.4;Momentum:+0.6;LowVol:+0.1
NoDerivatives
8
35
5.3
trailing 10%
149
15.4
Bull
11.6
4.5
3.4
102
53
70
42
true
Reduce
Cut high-beta by 2-3%, add cash
-6
14
BrokerA
MKT
86
VAR>budget
TightenStops
Risk above budget threshold
106
18
233
4
false
Tighten stops on momentum names
P9571
Systematic
Roth
USD
2025-05-14
464,720
35,551
429,169
1
61.1
30
0
8.9
TLT:22.6%;XLF:14.8%;AMZN:22.6%;VOO:17.3%;IEF:22.6%
US:73.1;EU:7.2;APAC:9.6;EM:9.4;Other:0.7
Value:+0.7;Growth:+0.3;Quality:-0.9;Size:-0.9;Momentum:-0.7;LowVol:0.0
MaxPos8%
8
25
5.7
trailing 8%
152
20.6
Sideways
14.6
4.91
2
116
3
59
41
false
Buy
Add to core equity +1%
-12
-24
BrokerA
MKT
93
null
null
Normal monitoring
-54
-27
36
5
false
Increase defensive factor exposure
P9572
Active
Trust
USD
2024-11-19
1,932,562
140,160
1,792,402
1
61
26.8
3.3
8.9
BRK.B:26.0%;MUB:22.0%;MSFT:26.0%;VNQ:26.0%
US:59.9;EU:18.7;APAC:10.1;EM:6.2;Other:5.0
Value:+0.7;Growth:-0.9;Quality:+0.4;Size:+0.8;Momentum:+0.3;LowVol:-0.6
MaxPos5%;NoDerivatives
5
25
5.4
hard 12%
214
17.7
Bear
30
3.16
2.5
181
27
70
77
true
Hedge
Buy index puts 1% notional
-10
-9
BrokerD
LMT
87
Drift>tolerance
Pause
Allocation drift beyond policy bands
-2
-41
-36
3
true
Within IPS guidelines
P9573
Hands-off
Trust
USD
2025-06-15
436,428
29,937
406,491
1
58.3
18.8
13.9
9
VTI:33.3%;QQQ:33.3%;AMZN:33.3%
US:63.1;EU:14.6;APAC:10.0;EM:9.8;Other:2.5
Value:+0.1;Growth:-0.3;Quality:+0.5;Size:0.0;Momentum:+1.0;LowVol:+1.0
ESGOnly
8
35
3.4
trailing 8%
109
19.6
Sideways
14.4
3.75
2.3
109
-27
30
43
false
Hedge
Add TLT +1% as duration hedge
-10
-4
BrokerC
LMT
95
null
null
Normal monitoring
71
16
134
3
false
Tighten stops on momentum names
P9574
Hands-off
IRA
USD
2025-04-13
408,080
20,559
387,521
1
59.5
26
7.4
7.2
VOO:23.7%;TSLA:23.7%;HYG:19.2%;BND:17.7%;QQQ:15.6%
US:70.7;EU:12.6;APAC:7.8;EM:7.2;Other:1.7
Value:-0.0;Growth:+1.0;Quality:-0.5;Size:-0.2;Momentum:-0.2;LowVol:+0.2
ESGOnly;NoDerivatives
8
30
3.2
trailing 8%
167
17.1
Bear
22.6
3.88
2.9
203
-55
29
70
false
Sell
Trim extended winner -1%
-2
-21
BrokerC
VWAP
91
null
null
Normal monitoring
107
-19
166
4
false
Tax-aware sells next window
P9575
Hands-off
Roth
USD
2025-01-03
855,107
53,016
802,091
1
68.3
24.6
0
7.2
AMZN:10.2%;VOO:21.1%;MUB:15.7%;GLD:17.8%;IEF:21.1%;AAPL:14.0%
US:64.1;EU:9.0;APAC:13.9;EM:11.0;Other:1.9
Value:+1.0;Growth:+0.2;Quality:-0.7;Size:-0.6;Momentum:0.0;LowVol:+0.3
null
6
35
4.3
trailing 8%
99
16.6
Volatile
26.3
4.44
2.2
115
6
42
78
true
Hedge
Buy index puts 1% notional
-11
-8
BrokerA
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-10
-59
10
5
false
Tighten stops on momentum names
P9576
Active
Trust
USD
2025-06-09
2,298,367
213,576
2,084,791
1
64.4
21.3
8.9
5.3
QQQ:33.3%;VNQ:33.3%;BND:33.3%
US:64.9;EU:15.4;APAC:5.6;EM:11.5;Other:2.6
Value:-0.8;Growth:+0.3;Quality:+0.2;Size:+0.5;Momentum:-0.2;LowVol:+1.0
MaxPos6%
6
25
5.1
trailing 8%
144
21.8
Bull
15.3
3.71
2.6
102
30
71
39
false
Hedge
Add TLT +1% as duration hedge
21
-3
BrokerC
LMT
98
null
null
Normal monitoring
91
20
129
5
false
Tighten stops on momentum names
P9577
Cautious
Taxable
USD
2024-08-25
869,753
98,767
770,986
1
51.1
36.7
0
12.2
IEF:23.5%;VOO:19.7%;MSFT:21.0%;QQQ:12.3%;GLD:23.5%
US:66.6;EU:12.6;APAC:12.7;EM:4.9;Other:3.2
Value:+0.5;Growth:-0.4;Quality:-0.2;Size:+0.2;Momentum:+0.3;LowVol:+0.4
ESGOnly;NoDerivatives;NoMargin
8
35
5.4
hard 10%
165
15.4
Volatile
20.7
4.76
3.5
146
-26
45
42
false
Buy
Add to core equity +1%
32
-10
BrokerD
VWAP
87
null
null
Normal monitoring
-36
-11
79
3
false
Tax-aware sells next window
P9578
Opportunistic
401k
USD
2024-11-11
628,630
26,057
602,573
1.11
70.9
16
4.5
8.6
HYG:27.0%;TSLA:20.2%;VTI:27.0%;AAPL:25.8%
US:71.3;EU:7.7;APAC:7.7;EM:9.7;Other:3.6
Value:+0.1;Growth:-0.0;Quality:-0.6;Size:-0.2;Momentum:+0.5;LowVol:+0.8
MaxPos8%
8
35
6.3
trailing 7%
160
31.8
Sideways
15.3
4.94
3.4
96
-27
51
49
false
Rebalance
Shift +1% to bonds from equity
4
-39
BrokerB
LMT
98
null
null
Normal monitoring
17
-19
24
3
false
Tighten stops on momentum names
P9579
Hands-off
Roth
USD
2025-10-08
732,959
31,023
701,936
1
58.8
24.7
7.7
8.9
BND:25.9%;AAPL:25.9%;TSLA:22.4%;QQQ:25.9%
US:67.7;EU:14.1;APAC:8.7;EM:6.6;Other:2.9
Value:+0.8;Growth:-0.5;Quality:+0.5;Size:-0.9;Momentum:-0.5;LowVol:-0.6
null
5
30
5.8
trailing 10%
157
13.2
Volatile
26.4
4.92
2.7
172
-47
11
60
false
Rebalance
Shift +1% to bonds from equity
-10
-28
BrokerB
MKT
94
null
null
Normal monitoring
78
-8
102
5
false
Monitor dispersion and breadth
P9580
Hands-off
IRA
USD
2024-12-04
312,838
17,768
295,070
1
70.2
17.2
5.7
6.9
MSFT:21.2%;GLD:19.7%;VTI:22.6%;TSLA:22.6%;BND:14.0%
US:65.2;EU:13.5;APAC:5.7;EM:10.1;Other:5.4
Value:+0.6;Growth:+0.4;Quality:+0.7;Size:+0.4;Momentum:0.0;LowVol:+0.2
ESGOnly
5
25
4
hard 10%
163
16.5
Bull
14.2
3.83
2.2
84
75
90
49
true
Hedge
Buy index puts 1% notional
8
-13
BrokerB
VWAP
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
66
6
100
3
false
Tighten stops on momentum names
P9581
Cautious
IRA
USD
2024-09-05
685,903
70,057
615,846
1
47.4
36.1
0
16.6
BND:16.9%;GLD:17.7%;VOO:11.2%;XLF:22.0%;BRK.B:10.2%;AAPL:22.0%
US:65.6;EU:14.2;APAC:10.5;EM:6.5;Other:3.2
Value:+0.6;Growth:-0.4;Quality:-0.8;Size:-0.9;Momentum:-0.4;LowVol:+1.0
NoMargin
10
25
3.7
trailing 8%
161
17.9
Volatile
26.1
5.46
2
175
-7
47
54
false
NoAction
Within bands; monitor
10
2
BrokerA
VWAP
87
null
null
Normal monitoring
101
-30
87
3
false
Tax-aware sells next window
P9582
Hands-off
Roth
USD
2024-11-13
671,468
53,744
617,724
1
65.1
28.5
0
6.4
HYG:17.4%;IEF:17.5%;AAPL:16.8%;BND:19.7%;VNQ:20.5%;QQQ:8.1%
US:75.9;EU:6.8;APAC:6.5;EM:7.2;Other:3.6
Value:-0.5;Growth:+0.8;Quality:-0.8;Size:+1.0;Momentum:-0.6;LowVol:+0.5
ESGOnly;NoDerivatives
5
25
3.3
trailing 8%
101
19.1
Volatile
23.1
5.07
2.1
114
-41
30
68
false
Rebalance
Shift +1% to bonds from equity
3
3
BrokerC
MKT
92
null
null
Normal monitoring
12
-43
82
5
false
Tighten stops on momentum names
P9583
Cautious
Roth
USD
2025-06-05
772,062
88,713
683,349
1
41.8
35.8
7.4
15
QQQ:25.0%;BRK.B:25.0%;GLD:25.0%;TSLA:25.0%
US:63.2;EU:15.0;APAC:9.4;EM:9.9;Other:2.4
Value:-0.3;Growth:+0.2;Quality:+0.5;Size:+0.9;Momentum:+0.7;LowVol:+0.3
NoMargin
7
25
5.8
trailing 8%
108
20
Bear
31.7
4.03
1.4
155
-79
15
70
false
Sell
Trim extended winner -1%
23
-36
BrokerB
LMT
87
null
null
Normal monitoring
48
-43
162
5
false
Increase defensive factor exposure
P9584
Systematic
401k
USD
2025-05-01
1,457,771
83,375
1,374,396
1
59.6
33.9
0
6.5
TSLA:21.8%;GLD:16.9%;VNQ:11.8%;MUB:7.3%;MSFT:21.8%;TLT:20.3%
US:61.8;EU:10.2;APAC:16.7;EM:6.6;Other:4.8
Value:+0.4;Growth:+0.1;Quality:-0.1;Size:-0.8;Momentum:+0.8;LowVol:+0.3
null
8
30
4.4
trailing 9%
137
23.6
Bear
28.1
4.38
1.7
192
21
72
70
false
Rebalance
Shift +1% to bonds from equity
11
-32
BrokerC
MKT
87
null
null
Normal monitoring
-1
-39
107
3
false
Within IPS guidelines
P9585
Cautious
Roth
USD
2024-12-02
857,307
72,772
784,535
1
46.2
38
0
15.8
VOO:26.9%;TSLA:26.9%;MUB:22.2%;XLF:24.0%
US:66.5;EU:16.3;APAC:8.8;EM:6.9;Other:1.5
Value:-0.5;Growth:-0.7;Quality:+0.5;Size:-0.8;Momentum:+0.1;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
10
35
3.3
trailing 8%
165
19.2
Sideways
20.8
3.92
2.4
126
8
41
47
true
Hedge
Buy index puts 1% notional
-13
-29
BrokerB
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
95
-10
173
4
false
Within IPS guidelines
P9586
Hands-off
Roth
USD
2024-10-08
600,503
48,409
552,094
1
63.5
27.3
1.4
7.8
VOO:9.6%;QQQ:8.7%;VNQ:23.4%;AAPL:23.4%;AMZN:11.4%;HYG:23.4%
US:75.8;EU:12.9;APAC:6.3;EM:4.7;Other:0.3
Value:+0.7;Growth:+0.8;Quality:-0.2;Size:-0.8;Momentum:+0.5;LowVol:+0.7
null
8
25
5.8
trailing 8%
102
14.2
Bear
31.4
3.47
1.5
189
20
60
78
true
Reduce
Cut high-beta by 2-3%, add cash
19
-4
BrokerB
MKT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
113
-50
160
4
false
Increase defensive factor exposure
P9587
Opportunistic
Taxable
USD
2024-08-06
451,654
34,118
417,536
1.21
74.1
17
1.5
7.4
MUB:21.4%;GLD:27.7%;TSLA:23.2%;TLT:27.7%
US:71.7;EU:7.5;APAC:13.5;EM:3.9;Other:3.4
Value:-0.6;Growth:-0.8;Quality:-1.0;Size:-1.0;Momentum:+0.9;LowVol:-0.0
MaxPos7%
6
30
5
trailing 7%
209
22.6
Volatile
28.5
5.02
2.2
139
-13
57
80
true
Hedge
Buy index puts 1% notional
-5
-22
BrokerA
LMT
93
RegimeShift
Hedge
Volatility spike and breadth deterioration
-37
15
98
2
false
Increase defensive factor exposure
P9588
Hands-off
Roth
USD
2025-12-03
895,138
44,416
850,722
1
64.2
26.8
0
9
GLD:10.8%;AMZN:23.3%;MUB:14.9%;BND:25.5%;VTI:25.5%
US:62.4;EU:16.9;APAC:6.7;EM:10.8;Other:3.2
Value:-0.1;Growth:+0.5;Quality:-0.2;Size:-0.4;Momentum:+0.5;LowVol:+0.6
MaxPos6%
6
25
3.7
trailing 8%
149
19.7
Bear
30.1
3.43
2.6
211
-15
33
81
true
Reduce
Cut high-beta by 2-3%, add cash
31
-28
BrokerC
MKT
85
VAR>budget
Hedge
Risk above budget threshold
40
8
142
5
false
Within IPS guidelines
P9589
Active
Taxable
USD
2025-04-27
1,113,418
121,164
992,254
1
66.2
20
4.4
9.4
VOO:25.5%;MUB:23.6%;XLF:25.5%;TLT:25.5%
US:70.6;EU:9.7;APAC:13.6;EM:5.2;Other:0.9
Value:+0.1;Growth:+0.1;Quality:-0.6;Size:-0.4;Momentum:-0.4;LowVol:-0.0
NoDerivatives
7
35
4.8
trailing 9%
192
20.1
Bull
15.9
4.95
2.7
99
4
38
42
false
Buy
Add to core equity +1%
1
-33
BrokerC
MKT
91
null
null
Normal monitoring
55
-60
124
5
false
Monitor dispersion and breadth
P9590
Active
IRA
USD
2024-08-24
1,522,274
155,888
1,366,386
1
62.6
27.8
1.7
7.9
QQQ:31.0%;MSFT:34.5%;MUB:34.5%
US:62.5;EU:13.5;APAC:12.5;EM:8.1;Other:3.4
Value:+0.5;Growth:-0.8;Quality:+0.3;Size:+0.1;Momentum:+0.1;LowVol:+0.4
NoDerivatives
5
25
4.1
hard 12%
188
23.8
Volatile
25.5
4.48
2.5
164
-60
17
77
true
Hedge
Buy index puts 1% notional
12
11
BrokerC
VWAP
93
VAR>budget
Reduce
Risk above budget threshold
86
-5
170
2
false
Monitor dispersion and breadth
P9591
Opportunistic
Taxable
USD
2025-07-06
1,332,058
102,973
1,229,085
1
74.6
15.7
1.7
8
QQQ:28.0%;MUB:16.0%;BND:28.0%;BRK.B:28.0%
US:65.3;EU:13.7;APAC:12.8;EM:6.7;Other:1.5
Value:-0.2;Growth:-0.6;Quality:+0.1;Size:-0.3;Momentum:+0.5;LowVol:+0.6
null
5
30
4.9
trailing 7%
198
31.6
Bull
13.8
3.53
3.4
80
64
93
47
false
Hedge
Add TLT +1% as duration hedge
5
0
BrokerB
MKT
98
null
null
Normal monitoring
-13
12
56
4
false
Within IPS guidelines
P9592
Opportunistic
401k
USD
2024-07-06
1,343,515
55,731
1,287,784
1
71.4
16.4
7.8
4.4
BND:33.4%;VTI:33.4%;XLF:33.2%
US:75.1;EU:11.9;APAC:5.3;EM:4.8;Other:2.8
Value:-0.1;Growth:0.0;Quality:-0.2;Size:+0.4;Momentum:-0.1;LowVol:-0.8
MaxPos5%
10
30
6.2
hard 12%
243
27.4
Bull
17.3
4.25
3
83
64
97
64
false
NoAction
Within bands; monitor
18
-27
BrokerD
MKT
0
null
null
Normal monitoring
9
-14
-13
4
false
Tax-aware sells next window
P9593
Active
Taxable
USD
2025-05-04
1,450,234
161,372
1,288,862
1
52
22.8
15.4
9.7
QQQ:33.3%;AMZN:33.3%;HYG:33.3%
US:64.5;EU:20.6;APAC:7.5;EM:7.4;Other:0.1
Value:+0.6;Growth:-1.0;Quality:-1.0;Size:+0.4;Momentum:+0.2;LowVol:+0.5
MaxPos7%
10
35
5.6
trailing 9%
168
16
Bear
34.1
3.06
1.1
152
-40
21
86
true
Hedge
Buy index puts 1% notional
18
-15
BrokerC
VWAP
85
VAR>budget
Reduce
Risk above budget threshold
109
-48
156
4
false
Tighten stops on momentum names
P9594
Cautious
IRA
USD
2025-03-03
362,535
31,720
330,815
1
42
42.4
2.5
13.1
MUB:20.1%;TLT:20.0%;AAPL:21.5%;TSLA:16.8%;BRK.B:21.5%
US:66.7;EU:17.2;APAC:6.9;EM:8.8;Other:0.4
Value:-0.6;Growth:-0.4;Quality:+0.4;Size:+0.8;Momentum:-0.6;LowVol:+1.0
NoMargin
10
35
4.7
trailing 8%
91
17.7
Volatile
29.3
5.23
4.1
143
-45
34
69
false
Buy
Add to core equity +1%
6
-12
BrokerB
LMT
92
null
null
Normal monitoring
110
8
157
4
false
Tighten stops on momentum names
P9595
Cautious
401k
USD
2025-02-24
185,534
24,445
161,089
1
36
38.1
15
11
AAPL:26.8%;IEF:19.5%;VTI:26.8%;TSLA:26.8%
US:69.7;EU:6.9;APAC:7.4;EM:13.8;Other:2.2
Value:+0.8;Growth:-0.6;Quality:+0.2;Size:-0.9;Momentum:+0.3;LowVol:+0.8
NoMargin
6
30
3.3
hard 10%
118
17.3
Volatile
20.3
4.32
3.2
161
44
80
32
true
Hedge
Buy index puts 1% notional
28
8
BrokerC
LMT
88
RegimeShift
TightenStops
Volatility spike and breadth deterioration
90
-37
149
3
false
Within IPS guidelines
P9596
Active
IRA
USD
2024-11-09
1,379,878
135,990
1,243,888
1.09
52.4
30.5
8
9
GLD:29.2%;MSFT:12.3%;AMZN:29.2%;IEF:29.2%
US:60.5;EU:16.9;APAC:10.3;EM:11.1;Other:1.3
Value:+0.9;Growth:-0.4;Quality:+0.5;Size:+0.3;Momentum:+1.0;LowVol:-0.8
MaxPos8%
7
25
4.4
trailing 9%
188
24.8
Volatile
20.5
4.93
2.3
114
-21
45
55
false
Rebalance
Shift +1% to bonds from equity
-2
-31
BrokerB
MKT
91
null
null
Normal monitoring
52
-8
104
5
false
Tighten stops on momentum names
P9597
Cautious
Taxable
USD
2024-08-15
383,444
41,028
342,416
1
39.6
32.3
17.3
10.9
MSFT:33.3%;TSLA:33.3%;QQQ:33.3%
US:68.5;EU:14.4;APAC:9.9;EM:6.5;Other:0.7
Value:+0.3;Growth:-0.0;Quality:+0.7;Size:+0.6;Momentum:+0.1;LowVol:+1.0
NoMargin
6
35
3.6
trailing 8%
120
17.3
Volatile
20.6
5.22
2.9
146
-15
56
43
false
Rebalance
Shift +1% to bonds from equity
31
15
BrokerC
MKT
96
null
null
Normal monitoring
29
8
56
5
false
Monitor dispersion and breadth
P9598
Cautious
Trust
USD
2024-11-17
802,652
108,747
693,905
1
49.7
36.7
0
13.6
VTI:21.1%;GLD:22.2%;HYG:22.2%;BND:22.1%;VOO:12.3%
US:69.1;EU:9.1;APAC:11.1;EM:10.3;Other:0.4
Value:+0.4;Growth:+0.1;Quality:-0.6;Size:-0.8;Momentum:-0.6;LowVol:-0.4
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
10
35
5.3
trailing 8%
123
16.2
Bear
34.1
3.32
2.6
169
-108
9
71
true
Hedge
Buy index puts 1% notional
-3
-19
BrokerA
VWAP
90
Drift>tolerance
Hedge
Allocation drift beyond policy bands
76
-55
91
4
false
Increase defensive factor exposure
P9599
Systematic
Roth
USD
2024-11-19
694,919
63,025
631,894
1
68
21
3.7
7.4
AMZN:16.6%;AAPL:10.8%;XLF:21.7%;QQQ:17.3%;BND:11.8%;VOO:21.7%
US:63.3;EU:18.2;APAC:14.1;EM:4.3;Other:0.1
Value:-0.8;Growth:-0.7;Quality:+0.2;Size:+0.9;Momentum:+1.0;LowVol:-0.7
NoDerivatives
7
35
5.1
trailing 9%
136
20.3
Volatile
26.6
5.01
4.5
157
71
85
64
false
Sell
Trim extended winner -1%
14
12
BrokerD
LMT
99
null
null
Normal monitoring
79
-48
184
4
false
Monitor dispersion and breadth
P9600
Opportunistic
Trust
USD
2024-11-01
1,778,334
96,142
1,682,192
1
71.5
17.7
2.3
8.5
AMZN:33.3%;TLT:33.3%;MUB:33.3%
US:75.5;EU:8.6;APAC:9.9;EM:3.0;Other:2.9
Value:0.0;Growth:+0.6;Quality:+0.3;Size:+0.9;Momentum:+0.5;LowVol:+0.9
null
8
35
5.9
hard 12%
221
34.1
Bear
25.9
4.39
1.2
170
28
49
83
true
Hedge
Buy index puts 1% notional
19
-20
BrokerB
LMT
87
Drift>tolerance
Reduce
Allocation drift beyond policy bands
2
-36
136
2
false
Monitor dispersion and breadth