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
P9601
Active
Trust
USD
2025-12-10
2,264,901
157,204
2,107,697
1
63.1
27.9
0
9
AMZN:25.0%;MUB:25.0%;VTI:25.0%;AAPL:25.0%
US:69.4;EU:9.2;APAC:12.5;EM:4.9;Other:4.0
Value:-0.1;Growth:-0.2;Quality:+0.5;Size:-0.8;Momentum:+0.4;LowVol:+0.8
null
5
30
4.9
hard 12%
185
17.8
Bull
11.9
4.41
2.9
79
109
100
50
false
Sell
Trim extended winner -1%
-2
-1
BrokerD
LMT
95
null
null
Normal monitoring
47
-53
141
3
false
Tighten stops on momentum names
P9602
Systematic
Taxable
USD
2025-08-12
1,797,222
77,818
1,719,404
1
67.6
24.4
0
8
MSFT:19.7%;HYG:18.9%;TLT:5.6%;QQQ:19.5%;BRK.B:20.2%;IEF:16.0%
US:76.1;EU:6.2;APAC:10.3;EM:7.1;Other:0.4
Value:-0.0;Growth:+0.2;Quality:-0.8;Size:-0.1;Momentum:-0.8;LowVol:+0.3
NoDerivatives
8
35
5.8
hard 12%
209
25.9
Volatile
28.2
3.56
2.9
134
29
61
72
true
Hedge
Buy index puts 1% notional
20
-18
BrokerD
LMT
96
VAR>budget
Reduce
Risk above budget threshold
56
-24
185
3
false
Tighten stops on momentum names
P9603
Systematic
Roth
USD
2025-08-09
1,432,632
138,373
1,294,259
1
62.8
24.8
3.6
8.8
HYG:24.9%;VNQ:24.9%;AAPL:15.8%;TSLA:21.6%;GLD:12.9%
US:66.8;EU:10.2;APAC:16.9;EM:5.1;Other:1.0
Value:-0.9;Growth:-0.6;Quality:+0.8;Size:+0.1;Momentum:-0.6;LowVol:-0.3
null
10
30
5.9
trailing 9%
157
28
Bull
14.8
4.78
2.5
99
25
61
53
false
Buy
Add to core equity +1%
20
-2
BrokerA
MKT
89
null
null
Normal monitoring
88
-29
216
5
false
Tax-aware sells next window
P9604
Active
Taxable
USD
2025-09-23
1,009,288
74,101
935,187
1
53.2
26.2
14.5
6.1
MSFT:15.5%;AAPL:22.0%;VTI:18.5%;XLF:22.0%;TLT:22.0%
US:66.3;EU:15.0;APAC:8.5;EM:6.0;Other:4.2
Value:+0.6;Growth:+0.1;Quality:+0.5;Size:+0.2;Momentum:+0.2;LowVol:0.0
null
10
30
4.9
hard 12%
147
25.9
Bull
11.4
3.76
3
87
73
99
40
false
Rebalance
Shift +1% to bonds from equity
-5
-3
BrokerB
VWAP
90
null
null
Normal monitoring
56
-47
97
4
false
Within IPS guidelines
P9605
Cautious
Roth
USD
2024-07-05
432,132
52,121
380,011
1
50
36.7
0
13.3
XLF:23.9%;BND:19.5%;VOO:13.5%;MUB:19.2%;GLD:23.9%
US:70.6;EU:9.6;APAC:11.0;EM:4.8;Other:4.0
Value:+0.2;Growth:-0.7;Quality:+0.9;Size:-0.8;Momentum:+0.8;LowVol:-0.3
NoMargin
5
25
4.3
hard 10%
96
13.2
Volatile
23.8
3.89
3.8
128
71
73
49
true
Hedge
Buy index puts 1% notional
-7
-19
BrokerB
LMT
97
VAR>budget
Reduce
Risk above budget threshold
-45
-50
6
5
false
Monitor dispersion and breadth
P9606
Systematic
Taxable
USD
2024-08-19
1,787,857
90,228
1,697,629
1
55.9
32.9
1.3
9.8
MSFT:22.2%;IEF:25.9%;VTI:25.9%;VOO:25.9%
US:62.0;EU:16.7;APAC:6.4;EM:10.7;Other:4.2
Value:-0.6;Growth:-0.0;Quality:-0.9;Size:+0.5;Momentum:-0.6;LowVol:+0.3
MaxPos7%
10
30
5.2
trailing 8%
182
16.8
Volatile
28.6
4.89
4.1
122
-48
11
64
false
Sell
Trim extended winner -1%
31
7
BrokerB
LMT
98
null
null
Normal monitoring
-6
-44
42
5
false
Increase defensive factor exposure
P9607
Active
Taxable
USD
2025-03-31
2,488,779
260,835
2,227,944
1
64.9
25.5
0.2
9.4
VOO:25.0%;VTI:25.0%;BRK.B:25.0%;GLD:25.0%
US:65.2;EU:11.3;APAC:8.2;EM:12.5;Other:2.8
Value:+0.4;Growth:0.0;Quality:0.0;Size:+0.2;Momentum:-0.2;LowVol:+1.0
MaxPos8%
5
30
5.2
hard 12%
144
25.7
Sideways
16
3.75
3.5
98
58
73
47
false
Buy
Add to core equity +1%
32
6
BrokerB
LMT
97
null
null
Normal monitoring
17
18
-17
3
false
Increase defensive factor exposure
P9608
Opportunistic
IRA
USD
2024-08-10
435,898
36,371
399,527
1.19
62
12.6
20.7
4.7
AAPL:26.2%;TSLA:21.3%;AMZN:26.2%;GLD:26.2%
US:65.8;EU:12.4;APAC:13.8;EM:7.0;Other:1.0
Value:+0.7;Growth:0.0;Quality:-0.8;Size:+0.7;Momentum:+0.2;LowVol:+0.1
null
6
25
5
trailing 7%
202
27
Sideways
15.5
4.12
2.3
104
12
54
43
true
Hedge
Buy index puts 1% notional
25
-5
BrokerC
LMT
85
RegimeShift
TightenStops
Volatility spike and breadth deterioration
58
-60
185
4
false
Tighten stops on momentum names
P9609
Systematic
IRA
USD
2025-08-05
1,934,589
178,477
1,756,112
1
59.4
21.8
11.4
7.4
MSFT:26.4%;HYG:26.4%;VTI:26.4%;TLT:20.9%
US:69.7;EU:10.8;APAC:10.2;EM:7.7;Other:1.7
Value:+0.2;Growth:+0.8;Quality:-0.3;Size:-0.2;Momentum:-0.0;LowVol:-0.5
NoDerivatives
8
30
4.8
trailing 9%
202
25.2
Volatile
25.3
3.75
3.4
131
76
86
69
false
Sell
Trim extended winner -1%
31
-3
BrokerC
VWAP
100
null
null
Normal monitoring
7
4
-12
5
false
Tax-aware sells next window
P9610
Cautious
Trust
USD
2024-11-05
554,420
69,232
485,188
1
50.9
32.9
3.7
12.5
VOO:16.2%;VNQ:27.9%;VTI:27.9%;BRK.B:27.9%
US:63.8;EU:7.7;APAC:13.9;EM:8.9;Other:5.7
Value:-0.7;Growth:+0.9;Quality:+0.8;Size:-0.6;Momentum:-1.0;LowVol:0.0
ESGOnly;MaxPos5%;NoMargin
6
25
4.5
trailing 10%
121
13
Bear
30.6
4.35
1.7
168
-117
5
63
false
Sell
Trim extended winner -1%
-1
-13
BrokerB
MKT
86
null
null
Normal monitoring
-35
-1
-25
3
false
Increase defensive factor exposure
P9611
Active
IRA
USD
2025-03-11
2,381,032
199,132
2,181,900
1
62.5
26.9
5.5
5.1
AAPL:28.5%;VNQ:35.7%;MUB:35.7%
US:66.9;EU:7.8;APAC:12.9;EM:8.6;Other:3.8
Value:+0.3;Growth:-0.9;Quality:-0.9;Size:+0.1;Momentum:-0.1;LowVol:+0.7
NoDerivatives
6
30
4.1
hard 12%
159
19.7
Volatile
30.6
4.19
2.8
136
4
60
82
true
Hedge
Buy index puts 1% notional
-5
11
BrokerA
LMT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-5
-22
62
2
false
Tax-aware sells next window
P9612
Cautious
Roth
USD
2025-08-06
153,164
17,995
135,169
1
36.5
30.4
16
17.1
GLD:15.8%;BRK.B:20.2%;HYG:10.5%;VOO:20.5%;VNQ:17.8%;TSLA:15.2%
US:76.8;EU:5.7;APAC:6.9;EM:10.4;Other:0.1
Value:-0.2;Growth:-0.4;Quality:+0.2;Size:+0.5;Momentum:+0.4;LowVol:-0.8
MaxPos8%;NoMargin
5
30
4.2
trailing 8%
143
18.5
Volatile
20.1
3.63
4.5
151
30
71
38
false
Sell
Trim extended winner -1%
3
-2
BrokerC
VWAP
98
null
null
Normal monitoring
33
-36
73
3
false
Increase defensive factor exposure
P9613
Hands-off
Roth
USD
2025-10-21
545,967
38,543
507,424
1
66.5
27.3
0
6.2
VNQ:11.9%;AAPL:12.8%;MUB:20.2%;BND:22.0%;VOO:22.0%;HYG:11.2%
US:69.6;EU:7.4;APAC:13.4;EM:4.4;Other:5.1
Value:-0.6;Growth:+0.7;Quality:-0.4;Size:-0.1;Momentum:0.0;LowVol:+0.9
ESGOnly;MaxPos5%;NoDerivatives
6
25
3.3
hard 10%
107
18.2
Bear
26.7
3.84
1.4
146
-28
27
65
false
Buy
Add to core equity +1%
31
-7
BrokerA
MKT
85
null
null
Normal monitoring
114
-58
254
3
false
Within IPS guidelines
P9614
Opportunistic
Trust
USD
2024-08-17
783,199
41,572
741,627
1
63
19.1
10.3
7.6
TSLA:33.3%;VOO:33.3%;VTI:33.3%
US:66.7;EU:7.2;APAC:13.2;EM:9.2;Other:3.8
Value:-0.3;Growth:-0.5;Quality:-0.1;Size:+0.9;Momentum:+0.6;LowVol:-0.2
null
10
30
5.3
trailing 7%
278
20.4
Volatile
31.1
3.9
3.1
150
15
68
70
false
Rebalance
Shift +1% to bonds from equity
14
-13
BrokerC
VWAP
86
null
null
Normal monitoring
-27
-48
-12
5
false
Monitor dispersion and breadth
P9615
Active
Taxable
USD
2024-08-14
1,464,510
158,011
1,306,499
1.09
50.5
25.6
15.9
8
AAPL:35.9%;AMZN:35.9%;MSFT:28.1%
US:65.8;EU:5.9;APAC:13.2;EM:11.8;Other:3.4
Value:-0.3;Growth:+0.6;Quality:-0.6;Size:+0.5;Momentum:+0.6;LowVol:-0.3
NoDerivatives
10
25
5.4
hard 12%
197
25.5
Bull
12.2
4.7
2.1
110
89
91
30
false
Rebalance
Shift +1% to bonds from equity
-14
5
BrokerC
LMT
98
null
null
Normal monitoring
-19
18
-9
5
false
Tighten stops on momentum names
P9616
Active
Taxable
USD
2025-06-16
759,888
75,201
684,687
1
62.9
26.6
1.2
9.2
GLD:21.0%;IEF:17.3%;HYG:8.0%;QQQ:20.6%;XLF:11.9%;AMZN:21.0%
US:58.2;EU:18.2;APAC:11.9;EM:8.1;Other:3.6
Value:+0.1;Growth:+0.2;Quality:+0.9;Size:+0.1;Momentum:-0.8;LowVol:-0.5
NoDerivatives
10
30
5.2
trailing 8%
227
22.8
Bull
15.3
4.51
3.3
79
13
60
46
false
Rebalance
Shift +1% to bonds from equity
-9
15
BrokerB
LMT
96
null
null
Normal monitoring
-35
-10
102
5
false
Monitor dispersion and breadth
P9617
Opportunistic
Roth
USD
2025-12-02
1,143,680
61,916
1,081,764
1.16
64.8
19.3
9.1
6.8
GLD:27.3%;VNQ:27.3%;BND:27.3%;IEF:18.1%
US:64.2;EU:14.5;APAC:6.4;EM:12.6;Other:2.3
Value:0.0;Growth:+0.8;Quality:-0.3;Size:-0.1;Momentum:+0.8;LowVol:-0.4
NoDerivatives
7
25
6.1
trailing 9%
264
27.4
Sideways
19.5
4.73
3.4
138
25
62
59
true
Hedge
Buy index puts 1% notional
28
-9
BrokerD
VWAP
100
RegimeShift
TightenStops
Volatility spike and breadth deterioration
94
20
90
3
false
Increase defensive factor exposure
P9618
Opportunistic
Trust
USD
2025-05-09
1,165,686
100,222
1,065,464
1
76.5
11.8
5.4
6.3
VNQ:22.8%;IEF:13.5%;HYG:19.0%;BND:22.0%;XLF:22.8%
US:61.9;EU:17.0;APAC:12.5;EM:7.5;Other:1.0
Value:+0.5;Growth:+0.8;Quality:+0.5;Size:+0.7;Momentum:+0.2;LowVol:-0.5
NoDerivatives
7
35
4.2
trailing 7%
187
35
Volatile
30
5.29
2.2
148
-33
38
86
true
Hedge
Buy index puts 1% notional
27
-8
BrokerC
VWAP
94
VAR>budget
Reduce
Risk above budget threshold
-28
-60
16
5
false
Tax-aware sells next window
P9619
Cautious
IRA
USD
2024-10-05
666,513
82,212
584,301
1
42.7
36.1
3.8
17.4
HYG:13.2%;XLF:13.4%;VTI:22.7%;AMZN:25.4%;IEF:25.4%
US:62.0;EU:20.5;APAC:8.1;EM:7.5;Other:2.0
Value:-0.7;Growth:+0.2;Quality:-0.1;Size:+0.9;Momentum:+0.2;LowVol:-0.5
ESGOnly;NoMargin
5
35
4.1
trailing 8%
141
16.3
Volatile
30.9
4.65
2.5
148
55
78
57
false
Sell
Trim extended winner -1%
-14
-34
BrokerD
MKT
94
null
null
Normal monitoring
-34
-9
96
5
false
Monitor dispersion and breadth
P9620
Opportunistic
Trust
USD
2025-07-30
300,285
14,200
286,085
1
73.9
19.9
0
6.3
VOO:14.5%;AMZN:23.3%;IEF:23.3%;QQQ:19.5%;VNQ:19.4%
US:59.0;EU:19.1;APAC:13.8;EM:4.1;Other:4.0
Value:+0.4;Growth:-0.7;Quality:+0.9;Size:+1.0;Momentum:+0.7;LowVol:+0.1
NoDerivatives
6
30
4.9
trailing 7%
228
34
Volatile
24.6
3.81
2.1
155
-11
34
63
false
Rebalance
Shift +1% to bonds from equity
18
-28
BrokerC
MKT
85
null
null
Normal monitoring
120
-12
120
3
false
Tax-aware sells next window
P9621
Hands-off
Trust
USD
2025-01-30
518,539
20,948
497,591
1
62.1
16.9
12.6
8.4
HYG:22.9%;AMZN:8.6%;VNQ:22.9%;VOO:22.9%;GLD:22.9%
US:69.6;EU:10.0;APAC:8.3;EM:8.0;Other:4.1
Value:+0.5;Growth:0.0;Quality:-0.2;Size:-0.1;Momentum:-0.0;LowVol:-0.7
ESGOnly;MaxPos8%
8
25
5.1
hard 10%
167
18.4
Volatile
30
4.21
3.1
111
69
98
74
true
Hedge
Buy index puts 1% notional
-6
-15
BrokerC
MKT
91
Drift>tolerance
Pause
Allocation drift beyond policy bands
98
-15
112
2
false
Tax-aware sells next window
P9622
Hands-off
IRA
USD
2025-09-20
356,294
14,526
341,768
1
55.5
21.6
15.7
7.2
AAPL:23.6%;MUB:25.5%;VNQ:25.5%;QQQ:25.5%
US:69.4;EU:5.7;APAC:12.2;EM:10.0;Other:2.7
Value:0.0;Growth:0.0;Quality:+0.5;Size:+0.4;Momentum:+0.2;LowVol:-1.0
ESGOnly
6
30
4.8
trailing 8%
161
14.7
Bear
31.3
3.96
2.6
132
-54
14
85
true
Hedge
Buy index puts 1% notional
9
9
BrokerA
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
-41
-38
86
5
false
Monitor dispersion and breadth
P9623
Systematic
IRA
USD
2025-10-31
882,429
62,865
819,564
1
61
31.7
0
7.3
VTI:24.7%;QQQ:10.5%;XLF:15.4%;HYG:24.7%;AMZN:24.7%
US:70.8;EU:12.5;APAC:9.8;EM:6.5;Other:0.3
Value:-0.4;Growth:+0.8;Quality:-0.5;Size:+0.3;Momentum:-0.7;LowVol:+0.6
null
10
25
4.9
hard 12%
206
17
Volatile
20
4.99
4.2
117
78
94
48
false
NoAction
Within bands; monitor
-4
-25
BrokerD
MKT
0
null
null
Normal monitoring
-57
13
56
3
false
Increase defensive factor exposure
P9624
Opportunistic
401k
USD
2024-09-17
1,319,124
55,128
1,263,996
1
64.8
16.4
12
6.8
AAPL:35.0%;MUB:30.1%;XLF:35.0%
US:59.4;EU:17.4;APAC:15.2;EM:6.3;Other:1.7
Value:-0.9;Growth:-0.5;Quality:-0.8;Size:-0.2;Momentum:-0.3;LowVol:+0.3
MaxPos5%;NoDerivatives
6
35
4.3
trailing 9%
184
23.1
Bull
12.6
4.01
3.5
79
59
67
52
false
Sell
Trim extended winner -1%
-6
-37
BrokerB
MKT
96
null
null
Normal monitoring
-44
-41
-2
5
false
Tighten stops on momentum names
P9625
Active
Trust
USD
2025-02-26
1,222,323
124,750
1,097,573
1
61
30.4
0
8.7
TLT:16.6%;AMZN:17.6%;VOO:16.5%;MUB:14.0%;QQQ:17.8%;TSLA:17.7%
US:66.5;EU:8.7;APAC:9.3;EM:12.2;Other:3.3
Value:+0.6;Growth:-0.5;Quality:+0.8;Size:+0.1;Momentum:+0.5;LowVol:+0.6
null
8
35
5.2
trailing 8%
225
24.4
Volatile
23.2
5.24
4.5
170
-3
33
53
true
Reduce
Cut high-beta by 2-3%, add cash
3
8
BrokerC
LMT
89
RegimeShift
Hedge
Volatility spike and breadth deterioration
-23
-15
113
3
false
Within IPS guidelines
P9626
Active
Taxable
USD
2025-12-17
1,571,296
181,497
1,389,799
1
52.9
27.6
10.1
9.4
VNQ:10.0%;MUB:20.8%;BND:22.7%;QQQ:22.7%;TLT:8.8%;BRK.B:15.0%
US:62.4;EU:11.4;APAC:10.9;EM:10.9;Other:4.4
Value:+0.7;Growth:-0.7;Quality:0.0;Size:+0.3;Momentum:-0.5;LowVol:+0.5
MaxPos8%
7
35
5.5
trailing 8%
134
16
Bear
27
3.63
2.9
168
-115
5
71
true
Hedge
Buy index puts 1% notional
19
-26
BrokerA
VWAP
95
VAR>budget
Reduce
Risk above budget threshold
56
4
40
5
false
Tighten stops on momentum names
P9627
Hands-off
Trust
USD
2024-08-06
866,789
60,706
806,083
1
72.2
22.7
0
5.1
IEF:33.8%;VOO:33.8%;MUB:32.4%
US:66.4;EU:13.1;APAC:11.2;EM:7.8;Other:1.6
Value:+0.7;Growth:-0.6;Quality:-0.0;Size:+1.0;Momentum:+0.2;LowVol:-0.5
ESGOnly
5
30
4.1
trailing 8%
161
14.2
Bull
17.3
4.67
2.3
99
48
68
54
false
Hedge
Add TLT +1% as duration hedge
-8
5
BrokerB
LMT
86
null
null
Normal monitoring
-12
-28
59
4
false
Monitor dispersion and breadth
P9628
Hands-off
Trust
USD
2025-10-31
453,688
37,034
416,654
1
57.8
29
4.1
9.1
VOO:25.0%;VTI:25.0%;QQQ:25.0%;MUB:25.0%
US:78.0;EU:7.6;APAC:9.1;EM:4.5;Other:0.8
Value:+0.2;Growth:-0.5;Quality:+0.3;Size:+0.3;Momentum:-0.2;LowVol:+0.9
MaxPos6%
7
30
5.4
hard 10%
124
15.4
Sideways
17.7
4.56
3
134
-23
46
44
false
Rebalance
Shift +1% to bonds from equity
27
-1
BrokerC
VWAP
94
null
null
Normal monitoring
58
-1
95
3
false
Monitor dispersion and breadth
P9629
Hands-off
401k
USD
2025-03-17
294,560
27,311
267,249
1
55.1
21.3
14.9
8.7
IEF:23.4%;TLT:23.4%;QQQ:11.7%;VTI:18.1%;MUB:23.4%
US:67.9;EU:8.5;APAC:15.3;EM:4.0;Other:4.4
Value:-0.2;Growth:-0.5;Quality:-0.4;Size:+0.1;Momentum:-0.1;LowVol:+0.4
NoDerivatives
7
35
6
hard 10%
151
19.3
Sideways
19.1
3.94
2.2
106
6
43
47
true
Hedge
Buy index puts 1% notional
5
11
BrokerD
VWAP
86
VAR>budget
TightenStops
Risk above budget threshold
25
-4
136
4
false
Increase defensive factor exposure
P9630
Systematic
Trust
USD
2025-05-12
1,689,861
74,299
1,615,562
1
59.6
33.6
0
6.8
GLD:13.5%;BND:21.0%;VNQ:10.5%;MSFT:22.3%;VTI:15.1%;VOO:17.5%
US:67.5;EU:16.2;APAC:7.3;EM:5.6;Other:3.4
Value:-0.2;Growth:+0.9;Quality:-0.5;Size:-0.9;Momentum:+0.8;LowVol:+0.1
null
8
25
5.8
trailing 8%
127
19.4
Bull
15
4.02
2.2
119
59
86
50
false
Rebalance
Shift +1% to bonds from equity
5
-33
BrokerB
LMT
90
null
null
Normal monitoring
9
-41
96
3
false
Tighten stops on momentum names
P9631
Hands-off
401k
USD
2025-02-14
518,047
24,643
493,404
1
65.9
27.2
0
6.9
VNQ:34.9%;MSFT:34.9%;AMZN:30.2%
US:71.6;EU:7.3;APAC:9.6;EM:10.7;Other:0.8
Value:-0.9;Growth:+0.7;Quality:+0.1;Size:+0.7;Momentum:+0.3;LowVol:+0.3
ESGOnly;MaxPos6%
7
30
4.1
trailing 8%
123
13.6
Bear
24.4
3.69
2.1
181
-18
33
72
true
Reduce
Cut high-beta by 2-3%, add cash
-13
4
BrokerD
LMT
97
RegimeShift
Reduce
Volatility spike and breadth deterioration
42
-24
10
3
false
Increase defensive factor exposure
P9632
Active
Roth
USD
2025-03-12
542,484
53,788
488,696
1.1
53.7
26.3
12.1
7.9
TSLA:23.2%;AMZN:23.2%;BRK.B:8.3%;AAPL:22.1%;HYG:23.2%
US:71.8;EU:11.6;APAC:9.9;EM:3.6;Other:3.0
Value:0.0;Growth:+0.3;Quality:+0.4;Size:+0.4;Momentum:+0.4;LowVol:-0.5
MaxPos7%
5
30
5.3
trailing 9%
230
24
Bull
15.8
4.66
3.2
85
22
66
40
true
Hedge
Buy index puts 1% notional
9
-11
BrokerA
LMT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
114
-23
121
5
false
Within IPS guidelines
P9633
Active
Trust
USD
2025-02-10
1,399,307
134,730
1,264,577
1
59.7
28.6
4.5
7.2
VTI:30.6%;BRK.B:30.6%;VNQ:16.7%;AMZN:22.1%
US:71.6;EU:7.8;APAC:10.2;EM:10.1;Other:0.3
Value:-0.1;Growth:-0.6;Quality:+0.6;Size:-0.6;Momentum:+0.2;LowVol:-0.0
null
6
25
5
hard 12%
195
19
Volatile
28.6
5.25
3.6
174
-27
34
73
true
Hedge
Buy index puts 1% notional
-12
-3
BrokerD
LMT
87
VAR>budget
Hedge
Risk above budget threshold
82
-41
187
5
false
Monitor dispersion and breadth
P9634
Hands-off
Taxable
USD
2025-03-05
896,637
88,910
807,727
1
65.1
28.8
0
6.1
AMZN:13.3%;BRK.B:6.1%;VNQ:18.1%;MSFT:21.2%;QQQ:20.2%;IEF:21.2%
US:72.3;EU:9.0;APAC:11.3;EM:5.6;Other:1.8
Value:-1.0;Growth:-0.7;Quality:-0.6;Size:-0.4;Momentum:-1.0;LowVol:-1.0
ESGOnly
7
35
3.7
trailing 8%
156
14.2
Bear
23.2
4.34
2.3
168
25
56
57
true
Hedge
Buy index puts 1% notional
9
-23
BrokerC
MKT
87
RegimeShift
TightenStops
Volatility spike and breadth deterioration
2
-34
60
4
false
Tighten stops on momentum names
P9635
Systematic
Taxable
USD
2025-09-26
1,325,904
66,021
1,259,883
1
60
21.7
9.9
8.4
AAPL:16.6%;BRK.B:23.8%;IEF:23.8%;BND:23.8%;QQQ:12.0%
US:74.1;EU:7.7;APAC:8.3;EM:7.1;Other:2.7
Value:-1.0;Growth:+0.1;Quality:-0.1;Size:+1.0;Momentum:-0.6;LowVol:+0.2
MaxPos7%
7
30
5.5
trailing 9%
144
27.2
Bear
29.6
3.61
1.4
154
-103
5
84
true
Reduce
Cut high-beta by 2-3%, add cash
24
8
BrokerA
LMT
98
Drift>tolerance
Hedge
Allocation drift beyond policy bands
5
7
93
4
false
Monitor dispersion and breadth
P9636
Hands-off
401k
USD
2025-11-05
785,619
62,014
723,605
1
68.3
17.4
7.7
6.6
TLT:20.2%;VNQ:20.7%;HYG:23.9%;MUB:16.9%;VOO:18.2%
US:79.7;EU:5.7;APAC:8.1;EM:5.5;Other:1.0
Value:+0.2;Growth:-0.5;Quality:-0.2;Size:-0.2;Momentum:+1.0;LowVol:+0.5
MaxPos7%
10
35
3.5
trailing 8%
117
13
Bull
15.8
4
2.2
102
110
100
50
false
Rebalance
Shift +1% to bonds from equity
3
13
BrokerD
LMT
93
null
null
Normal monitoring
-40
-52
-27
4
false
Tighten stops on momentum names
P9637
Cautious
Roth
USD
2025-08-31
232,843
25,136
207,707
1
35.1
32.1
16.9
15.8
MUB:33.3%;VNQ:33.3%;HYG:33.3%
US:57.1;EU:18.3;APAC:11.7;EM:10.5;Other:2.4
Value:-0.4;Growth:+0.4;Quality:-0.2;Size:-0.7;Momentum:-0.1;LowVol:+0.5
ESGOnly;NoMargin
7
25
4.3
hard 10%
129
16.6
Bull
12.5
4.67
2.5
91
104
98
23
false
Rebalance
Shift +1% to bonds from equity
-8
2
BrokerB
MKT
94
null
null
Normal monitoring
32
-37
160
4
false
Within IPS guidelines
P9638
Cautious
IRA
USD
2025-04-16
540,647
67,433
473,214
1
48
36.6
1.6
13.8
VNQ:33.3%;GLD:33.3%;MUB:33.3%
US:75.7;EU:7.1;APAC:8.7;EM:8.3;Other:0.1
Value:+0.1;Growth:+1.0;Quality:+0.3;Size:-0.2;Momentum:-0.2;LowVol:-0.5
NoDerivatives;NoMargin
8
30
5.3
hard 10%
155
16
Bull
11.4
4.35
2.9
82
39
62
37
false
Hedge
Add TLT +1% as duration hedge
-8
-36
BrokerA
MKT
97
null
null
Normal monitoring
88
-9
87
5
false
Monitor dispersion and breadth
P9639
Hands-off
Roth
USD
2024-11-24
403,331
22,445
380,886
1
57.9
24.9
8.5
8.7
BRK.B:33.3%;BND:33.3%;IEF:33.3%
US:62.8;EU:6.4;APAC:15.3;EM:12.6;Other:2.8
Value:-1.0;Growth:-0.5;Quality:-0.5;Size:+0.9;Momentum:+0.3;LowVol:-0.3
MaxPos5%
7
25
5.2
trailing 8%
107
15.3
Volatile
22.1
4.82
3.4
137
55
91
53
false
Rebalance
Shift +1% to bonds from equity
7
-33
BrokerD
MKT
90
null
null
Normal monitoring
17
-34
-6
4
false
Tax-aware sells next window
P9640
Systematic
401k
USD
2024-12-04
1,368,782
114,926
1,253,856
1
63.5
21.5
6.1
8.9
GLD:16.2%;BRK.B:12.4%;VOO:10.2%;AMZN:21.6%;XLF:18.0%;BND:21.6%
US:68.6;EU:9.8;APAC:6.9;EM:12.5;Other:2.2
Value:-0.9;Growth:-0.5;Quality:+0.6;Size:-0.9;Momentum:-0.9;LowVol:-0.1
MaxPos7%;NoDerivatives
6
25
5.9
trailing 8%
192
25.1
Bear
33.8
3.99
2.6
206
-100
5
90
true
Hedge
Buy index puts 1% notional
22
-2
BrokerD
MKT
98
VAR>budget
Hedge
Risk above budget threshold
89
20
224
4
true
Monitor dispersion and breadth
P9641
Opportunistic
Roth
USD
2024-09-20
1,015,414
70,784
944,630
1
65.8
17.4
9.6
7.2
IEF:33.3%;MSFT:33.3%;TLT:33.3%
US:76.5;EU:5.6;APAC:8.0;EM:7.7;Other:2.1
Value:-0.4;Growth:-0.9;Quality:-0.8;Size:+0.8;Momentum:-1.0;LowVol:+0.2
null
6
35
5.7
hard 12%
195
20.3
Bear
23.2
3.56
2.4
198
22
71
55
false
Rebalance
Shift +1% to bonds from equity
27
-34
BrokerB
VWAP
88
null
null
Normal monitoring
13
-30
6
5
false
Tighten stops on momentum names
P9642
Cautious
IRA
USD
2025-12-12
264,222
32,870
231,352
1
41.5
43.3
0
15.2
IEF:33.3%;BND:33.3%;AAPL:33.3%
US:57.7;EU:14.7;APAC:15.4;EM:10.3;Other:1.9
Value:-0.1;Growth:-0.8;Quality:-1.0;Size:+0.7;Momentum:-0.5;LowVol:0.0
NoDerivatives;NoMargin
8
30
3.8
trailing 10%
99
15.4
Bull
11.3
4.9
3.3
98
3
43
24
false
Sell
Trim extended winner -1%
5
-4
BrokerC
LMT
90
null
null
Normal monitoring
19
-58
112
5
false
Increase defensive factor exposure
P9643
Hands-off
Taxable
USD
2025-11-23
473,407
31,890
441,517
1
61.1
17.3
13.8
7.8
MSFT:20.5%;VNQ:6.7%;TSLA:18.2%;AMZN:15.0%;QQQ:19.0%;VTI:20.5%
US:68.5;EU:16.1;APAC:5.7;EM:5.6;Other:4.1
Value:-0.3;Growth:-0.4;Quality:-0.6;Size:+0.9;Momentum:+0.4;LowVol:+0.5
ESGOnly;NoDerivatives
7
25
5.9
trailing 8%
152
16
Sideways
16.5
4.97
2.1
92
-27
21
59
true
Hedge
Buy index puts 1% notional
9
-34
BrokerB
LMT
100
Drift>tolerance
Hedge
Allocation drift beyond policy bands
43
11
147
4
false
Increase defensive factor exposure
P9644
Cautious
Roth
USD
2025-05-25
794,517
86,823
707,694
1
50.4
35.5
0
14
IEF:25.8%;TLT:22.5%;BRK.B:25.8%;VTI:25.8%
US:65.7;EU:16.7;APAC:7.5;EM:7.6;Other:2.4
Value:+0.9;Growth:+0.6;Quality:-0.4;Size:-1.0;Momentum:+0.6;LowVol:+0.3
ESGOnly;MaxPos6%;NoDerivatives;NoMargin
7
30
4.9
trailing 8%
101
18.2
Bull
11.8
4.7
3.2
98
55
63
33
true
Rebalance
Rebalance back to target bands
20
-26
BrokerD
MKT
88
VAR>budget
Reduce
Risk above budget threshold
-32
-40
-36
4
false
Tax-aware sells next window
P9645
Cautious
IRA
USD
2025-08-11
773,290
79,896
693,394
1
41.4
37.1
10.3
11.1
VTI:28.2%;BRK.B:28.2%;BND:15.4%;AMZN:28.2%
US:64.6;EU:10.3;APAC:13.3;EM:10.4;Other:1.4
Value:+0.7;Growth:+0.4;Quality:+1.0;Size:-0.6;Momentum:-0.2;LowVol:+0.1
MaxPos7%;NoMargin
5
30
5.3
trailing 8%
131
15.5
Volatile
28.5
4.33
3.6
167
-11
35
57
false
Rebalance
Shift +1% to bonds from equity
26
-34
BrokerB
LMT
98
null
null
Normal monitoring
46
-52
168
4
false
Within IPS guidelines
P9646
Cautious
Trust
USD
2025-07-12
217,493
34,571
182,922
1
47.4
32.5
7.8
12.3
IEF:26.5%;AAPL:26.5%;XLF:26.5%;BRK.B:20.5%
US:69.6;EU:11.9;APAC:8.3;EM:7.9;Other:2.2
Value:-0.5;Growth:-0.1;Quality:-0.1;Size:+0.3;Momentum:+1.0;LowVol:+0.4
ESGOnly;NoDerivatives;NoMargin
8
25
3.2
hard 10%
139
14.5
Volatile
31.2
3.72
2.4
147
-32
48
80
true
Hedge
Buy index puts 1% notional
2
-38
BrokerD
MKT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-9
-23
-15
5
false
Within IPS guidelines
P9647
Hands-off
Taxable
USD
2025-01-31
685,730
54,723
631,007
1
69.3
25.7
0
5
HYG:25.0%;TLT:25.0%;QQQ:25.0%;GLD:25.0%
US:78.7;EU:7.1;APAC:5.7;EM:7.2;Other:1.3
Value:-0.8;Growth:+0.9;Quality:-0.5;Size:+0.5;Momentum:+0.2;LowVol:+0.7
ESGOnly
5
25
4.1
hard 10%
144
19.7
Bear
29.6
4.31
2.6
217
24
69
79
true
Hedge
Buy index puts 1% notional
34
-25
BrokerD
MKT
86
RegimeShift
Hedge
Volatility spike and breadth deterioration
10
-35
36
5
false
Monitor dispersion and breadth
P9648
Hands-off
Roth
USD
2025-03-07
801,868
77,685
724,183
1
59
15
18.4
7.6
TLT:22.0%;VTI:21.5%;AMZN:17.8%;BND:8.9%;AAPL:22.0%;MSFT:7.8%
US:60.6;EU:18.8;APAC:9.6;EM:8.2;Other:2.8
Value:+0.2;Growth:-0.2;Quality:-0.9;Size:+0.6;Momentum:+1.0;LowVol:0.0
ESGOnly
6
25
3.5
trailing 8%
159
15.5
Bull
17.8
4.17
2.6
80
49
71
54
false
Hedge
Add TLT +1% as duration hedge
25
-9
BrokerA
MKT
92
null
null
Normal monitoring
116
-48
248
3
false
Increase defensive factor exposure
P9649
Opportunistic
Roth
USD
2025-03-09
1,253,314
45,768
1,207,546
1.13
77.2
16.1
0.1
6.6
BND:28.1%;BRK.B:28.1%;MUB:15.7%;VNQ:28.1%
US:58.1;EU:13.2;APAC:13.3;EM:9.8;Other:5.7
Value:+0.8;Growth:-0.1;Quality:+0.6;Size:+0.5;Momentum:-0.5;LowVol:+0.6
MaxPos8%
10
25
4.4
trailing 9%
222
21
Volatile
31.8
4.68
4.3
170
39
68
97
true
Rebalance
Rebalance back to target bands
-12
-26
BrokerA
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
67
-52
111
2
false
Tighten stops on momentum names
P9650
Hands-off
401k
USD
2025-11-19
790,399
41,262
749,137
1
70.3
19.9
0
9.7
IEF:33.3%;VNQ:33.3%;TLT:33.3%
US:55.9;EU:19.6;APAC:14.6;EM:5.2;Other:4.8
Value:-0.2;Growth:+0.4;Quality:-0.1;Size:+0.4;Momentum:0.0;LowVol:+0.2
ESGOnly;MaxPos8%;NoDerivatives
10
35
4.3
trailing 8%
162
17.2
Bear
25.6
3.22
2.9
178
-43
19
70
false
Rebalance
Shift +1% to bonds from equity
17
-3
BrokerC
MKT
96
null
null
Normal monitoring
105
14
106
5
false
Tighten stops on momentum names
P9651
Hands-off
IRA
USD
2025-02-26
492,746
27,377
465,369
1
71.6
22.4
0
6
XLF:21.8%;IEF:8.0%;TSLA:18.8%;VTI:11.1%;MSFT:21.8%;VOO:18.6%
US:80.0;EU:5.9;APAC:8.2;EM:3.6;Other:2.2
Value:-0.1;Growth:+0.8;Quality:+0.5;Size:-0.4;Momentum:-0.1;LowVol:-0.6
ESGOnly
7
35
5.9
trailing 8%
134
16.3
Volatile
25
3.65
2.5
168
-57
18
70
false
Hedge
Add TLT +1% as duration hedge
-14
-24
BrokerD
VWAP
88
null
null
Normal monitoring
-13
-18
0
3
false
Tighten stops on momentum names
P9652
Systematic
401k
USD
2025-10-15
1,369,708
69,734
1,299,974
1
57.7
21.7
13.7
6.9
TLT:32.4%;MSFT:33.8%;AMZN:33.8%
US:62.9;EU:8.6;APAC:10.6;EM:13.5;Other:4.5
Value:+0.3;Growth:-0.4;Quality:-0.0;Size:-0.2;Momentum:-0.3;LowVol:+0.4
null
10
35
4.1
hard 12%
204
22
Volatile
23.9
5.42
3
130
47
73
60
false
Sell
Trim extended winner -1%
-2
-33
BrokerA
MKT
93
null
null
Normal monitoring
24
-1
78
3
false
Tax-aware sells next window
P9653
Cautious
Roth
USD
2025-04-26
722,060
104,077
617,983
1
37.3
39.4
7.9
15.4
TLT:27.4%;BND:27.4%;VNQ:17.7%;IEF:27.4%
US:61.2;EU:18.4;APAC:6.4;EM:11.5;Other:2.5
Value:-0.8;Growth:+0.1;Quality:-0.6;Size:+0.4;Momentum:-0.9;LowVol:+0.7
ESGOnly;MaxPos6%;NoMargin
5
25
4.5
trailing 8%
159
17.6
Bear
23.1
3.47
1.7
163
15
49
42
false
Buy
Add to core equity +1%
-3
-31
BrokerD
LMT
96
null
null
Normal monitoring
-9
5
-29
3
false
Tighten stops on momentum names
P9654
Hands-off
Trust
USD
2025-05-31
555,780
39,738
516,042
1
66.2
26.9
1.1
5.8
AMZN:23.7%;MUB:25.6%;VTI:25.6%;BND:25.1%
US:70.7;EU:9.3;APAC:12.8;EM:5.2;Other:2.0
Value:+0.9;Growth:+0.7;Quality:-1.0;Size:-0.8;Momentum:+0.7;LowVol:+0.8
ESGOnly
10
30
5.6
trailing 10%
141
16.4
Volatile
21.4
4.11
3.8
129
19
54
54
false
Hedge
Add TLT +1% as duration hedge
34
15
BrokerD
VWAP
100
null
null
Normal monitoring
-12
-3
65
4
false
Within IPS guidelines
P9655
Systematic
Roth
USD
2024-11-03
851,041
82,322
768,719
1
58.9
22.3
10.2
8.6
AAPL:6.6%;MSFT:21.3%;VOO:21.3%;XLF:13.5%;GLD:21.3%;TSLA:16.0%
US:66.0;EU:6.6;APAC:16.0;EM:9.3;Other:2.1
Value:-0.4;Growth:-0.4;Quality:-0.1;Size:-0.7;Momentum:-0.8;LowVol:+0.8
null
7
25
5.6
trailing 9%
228
20
Bull
14.6
4.27
3.5
116
22
68
43
false
Hedge
Add TLT +1% as duration hedge
-3
10
BrokerB
LMT
87
null
null
Normal monitoring
8
20
101
5
false
Increase defensive factor exposure
P9656
Active
401k
USD
2025-01-05
1,788,326
150,315
1,638,011
1.19
56.8
29.9
3.7
9.6
QQQ:21.8%;MSFT:30.2%;GLD:30.2%;BND:17.7%
US:71.4;EU:10.5;APAC:12.1;EM:5.4;Other:0.6
Value:+0.3;Growth:+0.8;Quality:-0.6;Size:-0.2;Momentum:+0.6;LowVol:-0.4
null
5
30
4.7
trailing 8%
122
20.6
Bull
17.6
4.68
2.3
111
79
97
45
false
NoAction
Within bands; monitor
2
-5
BrokerB
LMT
90
null
null
Normal monitoring
-17
-43
98
4
false
Within IPS guidelines
P9657
Active
Taxable
USD
2025-11-24
812,739
94,253
718,486
1
58
18.9
15.8
7.3
AMZN:25.0%;VTI:25.0%;VNQ:25.0%;BRK.B:25.0%
US:72.5;EU:10.4;APAC:7.7;EM:4.7;Other:4.7
Value:-0.3;Growth:+0.6;Quality:-0.2;Size:-0.3;Momentum:+1.0;LowVol:+0.1
NoDerivatives
7
25
4.7
trailing 9%
132
18.4
Sideways
14.8
3.58
2.9
96
-7
50
38
false
NoAction
Within bands; monitor
34
-18
BrokerC
LMT
85
null
null
Normal monitoring
27
-17
-12
4
false
Increase defensive factor exposure
P9658
Hands-off
IRA
USD
2025-02-16
619,923
57,616
562,307
1
60.5
24.9
5.2
9.5
TSLA:23.5%;BRK.B:23.5%;MUB:23.5%;TLT:11.2%;VNQ:18.1%
US:67.2;EU:10.6;APAC:8.3;EM:9.7;Other:4.2
Value:-0.7;Growth:+0.8;Quality:-0.7;Size:-0.2;Momentum:+0.4;LowVol:+0.4
ESGOnly
10
35
5.2
trailing 8%
137
12.3
Volatile
26.8
3.9
2.2
160
5
56
76
true
Hedge
Buy index puts 1% notional
17
-38
BrokerA
LMT
85
Drift>tolerance
Reduce
Allocation drift beyond policy bands
26
-58
-1
2
false
Increase defensive factor exposure
P9659
Active
Roth
USD
2024-08-16
1,316,630
119,097
1,197,533
1
64.5
29.4
0.9
5.2
AAPL:33.3%;TSLA:33.3%;XLF:33.3%
US:67.4;EU:8.6;APAC:9.3;EM:10.5;Other:4.3
Value:-0.2;Growth:+0.3;Quality:-0.3;Size:+0.4;Momentum:+0.6;LowVol:+0.6
MaxPos5%
8
35
5.9
trailing 9%
198
25.2
Bull
17.6
3.89
2.6
103
106
96
53
false
Buy
Add to core equity +1%
13
-30
BrokerA
LMT
97
null
null
Normal monitoring
-7
1
-24
4
false
Tighten stops on momentum names
P9660
Cautious
Roth
USD
2025-11-01
224,823
28,022
196,801
1
50.6
36.8
0
12.6
MSFT:34.1%;XLF:31.9%;HYG:34.1%
US:73.1;EU:7.4;APAC:14.2;EM:4.3;Other:1.0
Value:+0.1;Growth:+0.1;Quality:+0.9;Size:+0.6;Momentum:-0.5;LowVol:-0.5
NoMargin
7
25
5.8
trailing 8%
115
15.8
Bear
22.4
3.79
2
182
11
59
53
false
Rebalance
Shift +1% to bonds from equity
15
-21
BrokerD
LMT
86
null
null
Normal monitoring
-14
-37
-25
5
false
Tighten stops on momentum names
P9661
Hands-off
Trust
USD
2025-12-09
683,621
41,780
641,841
1
67.7
23.5
0
8.9
VTI:24.2%;TLT:37.9%;VOO:37.9%
US:62.1;EU:15.5;APAC:13.0;EM:9.4;Other:0.0
Value:-0.9;Growth:+0.2;Quality:+0.4;Size:+0.1;Momentum:+0.5;LowVol:-0.1
ESGOnly;MaxPos8%;NoDerivatives
5
30
5.6
trailing 8%
130
17.8
Volatile
22.5
4.55
3.5
172
1
56
71
true
Reduce
Cut high-beta by 2-3%, add cash
35
13
BrokerC
LMT
87
VAR>budget
Reduce
Risk above budget threshold
37
-52
177
4
false
Tighten stops on momentum names
P9662
Cautious
Trust
USD
2025-10-07
495,686
47,855
447,831
1
45.2
30.7
9.3
14.8
AAPL:8.5%;HYG:21.6%;VOO:16.8%;TLT:17.2%;VTI:18.5%;AMZN:17.4%
US:70.1;EU:11.8;APAC:8.7;EM:5.0;Other:4.3
Value:0.0;Growth:-0.1;Quality:-0.9;Size:-0.8;Momentum:0.0;LowVol:-0.6
ESGOnly;NoMargin
10
35
3.3
hard 10%
160
12.7
Bull
12.7
3.95
3.3
73
45
61
38
true
Hedge
Buy index puts 1% notional
13
-27
BrokerD
MKT
92
VAR>budget
Hedge
Risk above budget threshold
28
-43
148
3
false
Tighten stops on momentum names
P9663
Active
IRA
USD
2024-07-12
828,526
63,388
765,138
1
51.4
28.5
11.8
8.2
AMZN:12.0%;MUB:14.5%;AAPL:22.6%;BRK.B:16.0%;VOO:22.6%;IEF:12.2%
US:61.6;EU:18.2;APAC:8.6;EM:8.5;Other:3.2
Value:-0.0;Growth:+0.3;Quality:-1.0;Size:+0.1;Momentum:-0.1;LowVol:+1.0
null
6
25
5.2
trailing 8%
208
25.9
Bull
11.7
4.09
3
107
91
82
28
false
Rebalance
Shift +1% to bonds from equity
15
-37
BrokerA
LMT
99
null
null
Normal monitoring
80
5
140
3
false
Tighten stops on momentum names
P9664
Systematic
401k
USD
2025-05-16
715,434
35,918
679,516
1
60.6
29.1
4.8
5.5
GLD:24.0%;QQQ:24.0%;TSLA:16.6%;VOO:24.0%;IEF:11.4%
US:62.3;EU:16.2;APAC:5.9;EM:11.8;Other:3.8
Value:-0.8;Growth:-0.1;Quality:+0.4;Size:+0.9;Momentum:-0.3;LowVol:-0.3
null
7
35
4.8
trailing 8%
199
23.1
Volatile
21.8
4.19
2.1
166
-57
21
55
false
Sell
Trim extended winner -1%
19
-3
BrokerA
LMT
98
null
null
Normal monitoring
85
-6
184
5
false
Tax-aware sells next window
P9665
Cautious
401k
USD
2025-07-02
832,896
111,713
721,183
1
39.6
33.5
9
17.9
VNQ:21.7%;AAPL:21.7%;HYG:20.4%;TLT:15.8%;VTI:20.4%
US:60.1;EU:11.3;APAC:13.5;EM:10.5;Other:4.6
Value:+0.5;Growth:-0.7;Quality:-0.2;Size:0.0;Momentum:+0.5;LowVol:+0.5
NoMargin
10
25
4.4
trailing 8%
125
16
Bear
28.6
3.43
1.9
201
39
65
65
true
Hedge
Buy index puts 1% notional
18
0
BrokerA
VWAP
97
VAR>budget
Reduce
Risk above budget threshold
-45
-9
-53
3
false
Tighten stops on momentum names
P9666
Opportunistic
Taxable
USD
2025-06-25
561,278
22,467
538,811
1
70.3
20.2
2.4
7
HYG:24.1%;VOO:12.6%;MUB:24.1%;TSLA:21.7%;IEF:17.5%
US:63.5;EU:7.6;APAC:17.1;EM:8.9;Other:2.8
Value:+0.6;Growth:-0.5;Quality:-0.2;Size:+0.1;Momentum:+0.8;LowVol:-0.5
MaxPos6%;NoDerivatives
5
25
6.1
trailing 7%
272
34.5
Bull
16.2
3.52
3
86
43
57
64
false
Sell
Trim extended winner -1%
28
-22
BrokerD
LMT
88
null
null
Normal monitoring
-32
-30
32
4
false
Monitor dispersion and breadth
P9667
Hands-off
Roth
USD
2025-02-13
658,779
62,365
596,414
1
62
19.2
13.6
5.3
MUB:26.3%;GLD:21.2%;BND:26.3%;QQQ:26.3%
US:67.6;EU:11.3;APAC:13.0;EM:6.9;Other:1.1
Value:-0.2;Growth:+0.7;Quality:-0.2;Size:+0.4;Momentum:-0.3;LowVol:+0.3
ESGOnly
6
35
3.5
trailing 8%
163
18.9
Volatile
20.3
4.78
2.8
163
26
70
63
false
Buy
Add to core equity +1%
-11
-4
BrokerB
MKT
91
null
null
Normal monitoring
-35
0
-45
3
false
Tighten stops on momentum names
P9668
Systematic
Trust
USD
2024-09-10
1,537,150
97,021
1,440,129
1
60.6
30.3
0
9.1
VOO:20.3%;QQQ:26.6%;BND:26.6%;TLT:26.6%
US:64.0;EU:12.7;APAC:9.1;EM:10.3;Other:3.8
Value:-0.9;Growth:-0.2;Quality:+0.2;Size:0.0;Momentum:-0.9;LowVol:+0.7
MaxPos8%;NoDerivatives
7
30
4.5
trailing 9%
171
24.4
Volatile
25.3
3.65
3.3
171
58
75
67
false
Sell
Trim extended winner -1%
-13
3
BrokerB
LMT
92
null
null
Normal monitoring
26
1
33
5
false
Tax-aware sells next window
P9669
Active
Taxable
USD
2025-11-30
2,002,368
159,112
1,843,256
1.07
64.7
30.1
0
5.1
IEF:28.3%;AAPL:28.3%;AMZN:15.0%;TLT:28.3%
US:61.4;EU:12.8;APAC:9.6;EM:11.4;Other:4.9
Value:-0.6;Growth:-0.5;Quality:+0.6;Size:+0.3;Momentum:-0.5;LowVol:+0.2
MaxPos5%;NoDerivatives
6
30
5.3
trailing 9%
184
19.3
Bear
31.5
3.78
1.2
209
-73
12
83
true
Reduce
Cut high-beta by 2-3%, add cash
35
11
BrokerD
LMT
88
VAR>budget
Hedge
Risk above budget threshold
95
-33
196
3
false
Within IPS guidelines
P9670
Opportunistic
Roth
USD
2025-08-04
1,782,430
157,102
1,625,328
1
60.7
11
19.6
8.7
VNQ:26.1%;TLT:26.1%;AMZN:21.7%;TSLA:26.1%
US:74.3;EU:12.3;APAC:8.7;EM:3.7;Other:0.9
Value:-0.7;Growth:-0.9;Quality:+0.4;Size:+0.1;Momentum:+0.3;LowVol:+0.9
null
5
25
4.5
hard 12%
247
30.6
Volatile
21.6
4.11
3.7
159
-36
17
59
false
Rebalance
Shift +1% to bonds from equity
9
6
BrokerD
MKT
87
null
null
Normal monitoring
92
2
78
5
false
Tax-aware sells next window
P9671
Cautious
401k
USD
2025-04-14
250,678
34,990
215,688
1
47
30.5
12
10.5
TLT:36.6%;VTI:36.6%;GLD:26.8%
US:79.2;EU:6.9;APAC:5.3;EM:4.1;Other:4.5
Value:-0.8;Growth:+0.5;Quality:-0.4;Size:-0.6;Momentum:-0.9;LowVol:-0.3
MaxPos7%;NoDerivatives;NoMargin
10
25
3.6
trailing 8%
139
19.5
Volatile
29.6
4.42
4
161
79
92
67
false
Sell
Trim extended winner -1%
-10
4
BrokerB
MKT
87
null
null
Normal monitoring
-51
-52
38
5
false
Tighten stops on momentum names
P9672
Cautious
Roth
USD
2025-03-28
558,179
45,677
512,502
1
45.6
37.6
0
16.8
BRK.B:22.7%;VTI:11.9%;TLT:22.7%;BND:13.6%;TSLA:9.1%;HYG:20.0%
US:60.1;EU:6.5;APAC:16.2;EM:12.8;Other:4.3
Value:-0.1;Growth:+0.1;Quality:-0.0;Size:+0.4;Momentum:+0.5;LowVol:-0.8
MaxPos6%;NoMargin
7
35
5
trailing 10%
104
19.2
Volatile
31.4
4.62
2.7
148
56
71
78
true
Hedge
Buy index puts 1% notional
10
-15
BrokerD
MKT
94
Drift>tolerance
Hedge
Allocation drift beyond policy bands
68
17
62
3
false
Tax-aware sells next window
P9673
Active
IRA
USD
2025-06-04
1,611,033
139,310
1,471,723
1.05
62.5
18.5
10.6
8.5
GLD:22.7%;BRK.B:20.6%;TLT:23.5%;VNQ:9.8%;MSFT:23.5%
US:59.4;EU:20.5;APAC:10.0;EM:10.1;Other:0.0
Value:+0.6;Growth:-0.1;Quality:-0.6;Size:-1.0;Momentum:-0.6;LowVol:-1.0
null
5
25
5.1
hard 12%
166
26.4
Bear
34.2
3.79
2.9
134
29
63
85
true
Hedge
Buy index puts 1% notional
23
-40
BrokerB
MKT
93
VAR>budget
Reduce
Risk above budget threshold
-34
-32
-6
2
false
Tax-aware sells next window
P9674
Active
Roth
USD
2024-11-19
1,224,233
142,432
1,081,801
1.13
66.5
22.4
6
5.1
MSFT:20.3%;TLT:19.6%;BND:15.1%;AMZN:11.6%;HYG:15.5%;IEF:18.0%
US:68.0;EU:13.0;APAC:13.2;EM:4.3;Other:1.5
Value:+0.5;Growth:-0.2;Quality:+0.3;Size:+0.5;Momentum:-0.9;LowVol:-0.7
MaxPos5%
5
30
4
trailing 8%
212
25.4
Volatile
26
4.71
4.3
126
79
92
75
true
Hedge
Buy index puts 1% notional
32
-28
BrokerA
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
35
-30
104
3
false
Tighten stops on momentum names
P9675
Hands-off
Roth
USD
2025-07-02
258,775
16,766
242,009
1
66
25.8
0
8.3
AAPL:22.3%;BND:22.9%;TSLA:22.9%;TLT:9.1%;QQQ:22.9%
US:64.8;EU:17.4;APAC:9.5;EM:7.6;Other:0.8
Value:-0.0;Growth:+0.5;Quality:-0.5;Size:-0.3;Momentum:+0.6;LowVol:+0.8
MaxPos6%
5
25
3.2
trailing 8%
157
18.3
Bear
26.5
3.1
1.2
160
-86
5
77
true
Reduce
Cut high-beta by 2-3%, add cash
3
-40
BrokerB
LMT
89
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-47
-23
76
5
true
Tighten stops on momentum names
P9676
Cautious
Trust
USD
2025-08-21
710,929
88,286
622,643
1
42.5
36.7
9.3
11.5
TSLA:28.3%;GLD:18.6%;AAPL:24.7%;VTI:28.3%
US:63.1;EU:20.0;APAC:9.2;EM:5.7;Other:1.9
Value:+0.3;Growth:+1.0;Quality:-0.2;Size:+0.5;Momentum:-0.9;LowVol:+0.6
MaxPos8%;NoMargin
5
25
4.2
trailing 8%
167
14.3
Bull
17.5
4.84
2.2
82
53
88
45
false
Buy
Add to core equity +1%
9
13
BrokerA
LMT
96
null
null
Normal monitoring
67
5
56
5
false
Increase defensive factor exposure
P9677
Active
IRA
USD
2025-12-07
2,313,883
150,949
2,162,934
1
55.7
24.2
10.8
9.4
TSLA:21.3%;TLT:18.0%;MUB:14.6%;GLD:21.3%;IEF:16.2%;AAPL:8.6%
US:69.0;EU:8.0;APAC:11.2;EM:6.6;Other:5.2
Value:+0.3;Growth:+0.2;Quality:-0.8;Size:-0.4;Momentum:+0.9;LowVol:+0.7
MaxPos8%;NoDerivatives
5
35
4.7
trailing 9%
225
27.3
Bull
11.5
4.4
3.4
88
3
45
27
false
NoAction
Within bands; monitor
15
-14
BrokerD
LMT
98
null
null
Normal monitoring
16
-56
19
4
false
Tighten stops on momentum names
P9678
Cautious
401k
USD
2025-04-26
525,403
80,043
445,360
1
47.7
33.6
7.3
11.4
BRK.B:10.6%;GLD:15.8%;TLT:20.5%;IEF:12.9%;TSLA:20.0%;XLF:20.2%
US:70.6;EU:9.8;APAC:12.1;EM:3.9;Other:3.6
Value:+0.5;Growth:-0.9;Quality:-0.9;Size:-0.6;Momentum:+0.1;LowVol:-0.8
ESGOnly;NoDerivatives;NoMargin
7
30
5.2
hard 10%
169
16.3
Sideways
14.6
4.39
3.2
132
-14
31
30
false
Sell
Trim extended winner -1%
31
-24
BrokerD
MKT
89
null
null
Normal monitoring
74
13
158
5
false
Increase defensive factor exposure
P9679
Hands-off
IRA
USD
2025-03-27
189,686
17,664
172,022
1
72.6
20.3
1.6
5.4
MUB:37.2%;IEF:25.5%;GLD:37.2%
US:64.1;EU:22.0;APAC:5.9;EM:4.9;Other:3.1
Value:-0.3;Growth:+0.2;Quality:+0.6;Size:-0.6;Momentum:-0.7;LowVol:-0.7
null
10
35
5.2
hard 10%
108
13.5
Volatile
21.5
4.92
2
142
7
41
61
false
Buy
Add to core equity +1%
1
-19
BrokerA
MKT
89
null
null
Normal monitoring
7
-45
-15
5
false
Tax-aware sells next window
P9680
Hands-off
IRA
USD
2025-05-13
571,862
52,635
519,227
1
68.5
25.1
0
6.4
VOO:6.6%;TLT:23.3%;VNQ:23.3%;HYG:23.3%;BRK.B:23.3%
US:71.6;EU:6.9;APAC:13.4;EM:5.8;Other:2.3
Value:0.0;Growth:+0.8;Quality:-0.1;Size:-0.6;Momentum:-0.4;LowVol:-0.9
MaxPos6%;NoDerivatives
5
30
5.9
hard 10%
93
12.9
Sideways
21.4
4.54
2.2
91
-21
41
73
false
Buy
Add to core equity +1%
14
-25
BrokerA
MKT
94
null
null
Normal monitoring
100
-41
91
4
false
Tax-aware sells next window
P9681
Hands-off
Roth
USD
2025-05-20
840,979
48,676
792,303
1
69.7
22.6
1.6
6
MSFT:14.6%;VOO:21.3%;XLF:11.9%;IEF:17.7%;BRK.B:21.3%;VNQ:13.2%
US:76.8;EU:7.9;APAC:8.9;EM:5.4;Other:1.0
Value:+0.1;Growth:+0.7;Quality:+0.1;Size:+0.5;Momentum:+0.8;LowVol:+0.7
MaxPos6%;NoDerivatives
5
35
4.5
hard 10%
144
16.3
Sideways
20.8
4.27
2.3
102
5
61
65
false
NoAction
Within bands; monitor
31
-35
BrokerC
MKT
0
null
null
Normal monitoring
105
-4
121
4
false
Monitor dispersion and breadth
P9682
Active
Trust
USD
2025-07-17
1,327,966
124,839
1,203,127
1
55.1
30.7
4.8
9.4
XLF:15.7%;VOO:22.0%;MSFT:18.3%;AAPL:22.0%;HYG:22.0%
US:73.5;EU:12.3;APAC:9.2;EM:3.4;Other:1.6
Value:+0.5;Growth:+0.5;Quality:-0.4;Size:+0.1;Momentum:+0.4;LowVol:+0.3
null
5
25
4.5
trailing 9%
202
25.1
Bull
16.5
4.39
3.4
80
112
100
52
false
Buy
Add to core equity +1%
29
-26
BrokerD
LMT
88
null
null
Normal monitoring
26
-7
144
4
false
Monitor dispersion and breadth
P9683
Opportunistic
401k
USD
2025-09-07
741,999
23,656
718,343
1
61.5
16.7
17.4
4.4
TSLA:23.7%;AMZN:14.7%;BRK.B:14.1%;MSFT:23.7%;VNQ:23.7%
US:71.6;EU:16.1;APAC:7.9;EM:3.1;Other:1.3
Value:-0.9;Growth:-0.7;Quality:-0.6;Size:+0.1;Momentum:+0.2;LowVol:+0.6
MaxPos5%
8
30
5.2
hard 12%
266
24.1
Bull
15.2
4.04
3.3
98
45
59
57
false
Rebalance
Shift +1% to bonds from equity
16
-2
BrokerA
MKT
95
null
null
Normal monitoring
-12
12
48
5
false
Tax-aware sells next window
P9684
Opportunistic
Roth
USD
2025-03-21
1,025,501
65,042
960,459
1
64.5
15.1
15.1
5.3
VNQ:14.4%;MSFT:15.6%;XLF:13.9%;VTI:23.5%;GLD:23.5%;BRK.B:9.2%
US:63.8;EU:16.5;APAC:6.7;EM:8.7;Other:4.4
Value:+1.0;Growth:+0.3;Quality:-0.0;Size:+0.2;Momentum:+0.8;LowVol:+0.6
null
8
30
5.9
trailing 7%
237
25.5
Sideways
16.5
4.03
2.3
130
25
70
54
false
Buy
Add to core equity +1%
-9
-30
BrokerB
VWAP
85
null
null
Normal monitoring
33
-45
127
4
false
Monitor dispersion and breadth
P9685
Active
Roth
USD
2025-08-11
772,874
56,729
716,145
1
62.1
31.8
0
6.1
VOO:28.8%;IEF:28.8%;BRK.B:28.8%;GLD:13.7%
US:69.8;EU:14.9;APAC:7.3;EM:5.5;Other:2.6
Value:-0.4;Growth:+0.1;Quality:-0.8;Size:+0.5;Momentum:+0.9;LowVol:+0.7
null
10
35
4.9
trailing 8%
126
19.6
Sideways
21.2
4.58
2.5
109
-3
43
64
false
Rebalance
Shift +1% to bonds from equity
15
3
BrokerB
LMT
97
null
null
Normal monitoring
-22
-30
-33
4
false
Within IPS guidelines
P9686
Hands-off
Roth
USD
2025-05-03
890,390
41,005
849,385
1
66
22.2
3.7
8.1
TSLA:24.6%;VOO:29.8%;TLT:29.8%;MSFT:15.8%
US:68.5;EU:13.9;APAC:6.0;EM:9.6;Other:2.0
Value:+0.3;Growth:+0.8;Quality:+0.2;Size:+0.5;Momentum:-0.1;LowVol:-0.1
ESGOnly
10
35
3.9
trailing 8%
95
16.6
Bear
28
3
1.1
176
-113
5
72
true
Hedge
Buy index puts 1% notional
5
-10
BrokerB
MKT
93
VAR>budget
Reduce
Risk above budget threshold
29
11
72
5
false
Tighten stops on momentum names
P9687
Active
401k
USD
2024-08-13
1,654,814
153,048
1,501,766
1
55.3
29.6
9
6
XLF:17.8%;AAPL:17.4%;TLT:19.1%;AMZN:22.9%;VTI:22.9%
US:70.4;EU:16.0;APAC:7.8;EM:3.0;Other:2.7
Value:+0.3;Growth:+0.3;Quality:-0.2;Size:+0.7;Momentum:+0.1;LowVol:+0.8
MaxPos8%
5
30
4.7
trailing 8%
134
21.2
Volatile
27.6
5.47
4.2
110
50
88
78
true
Hedge
Buy index puts 1% notional
-7
-6
BrokerD
MKT
87
VAR>budget
Pause
Risk above budget threshold
78
-35
189
2
false
Increase defensive factor exposure
P9688
Opportunistic
IRA
USD
2025-02-21
850,704
64,399
786,305
1
76.2
13.9
2
7.8
VNQ:33.3%;TSLA:33.3%;IEF:33.3%
US:62.9;EU:15.1;APAC:8.4;EM:10.9;Other:2.7
Value:+1.0;Growth:-0.7;Quality:-0.4;Size:+0.4;Momentum:-0.9;LowVol:-0.4
MaxPos5%
8
25
4.1
trailing 9%
275
27.1
Bull
13.1
4.61
2.8
119
107
100
49
false
Buy
Add to core equity +1%
28
-17
BrokerD
VWAP
86
null
null
Normal monitoring
-42
-40
67
5
false
Within IPS guidelines
P9689
Hands-off
Taxable
USD
2025-01-17
716,708
40,485
676,223
1
59.6
22
8.8
9.5
TSLA:33.3%;QQQ:33.3%;VTI:33.3%
US:66.1;EU:13.5;APAC:9.8;EM:10.3;Other:0.3
Value:-0.4;Growth:+0.9;Quality:-0.7;Size:+0.8;Momentum:-0.0;LowVol:+0.6
MaxPos7%
5
30
3.6
trailing 10%
152
15.9
Volatile
26.7
4.7
4
145
7
68
72
true
Reduce
Cut high-beta by 2-3%, add cash
-2
-29
BrokerB
LMT
88
Drift>tolerance
Hedge
Allocation drift beyond policy bands
113
-11
95
4
false
Within IPS guidelines
P9690
Active
Taxable
USD
2025-02-17
1,265,181
87,299
1,177,882
1.19
55.7
27.3
7.1
9.9
BND:29.2%;VTI:29.2%;TLT:19.5%;VNQ:22.1%
US:77.6;EU:11.2;APAC:7.3;EM:3.9;Other:0.1
Value:+0.6;Growth:-1.0;Quality:0.0;Size:+0.3;Momentum:+0.7;LowVol:-0.0
NoDerivatives
5
25
5.5
hard 12%
210
24.9
Volatile
21.9
3.95
4.5
147
6
61
53
true
Rebalance
Rebalance back to target bands
34
11
BrokerB
LMT
99
Drift>tolerance
Hedge
Allocation drift beyond policy bands
43
-54
69
3
false
Monitor dispersion and breadth
P9691
Cautious
IRA
USD
2024-12-22
253,100
37,513
215,587
1
41.2
36.8
10.8
11.2
IEF:21.5%;XLF:19.8%;MSFT:21.5%;AMZN:7.5%;VTI:12.4%;AAPL:17.2%
US:72.7;EU:11.8;APAC:6.0;EM:8.4;Other:1.2
Value:+0.7;Growth:-0.5;Quality:-0.5;Size:-0.3;Momentum:-0.5;LowVol:-0.4
ESGOnly;NoDerivatives;NoMargin
8
35
3.8
trailing 8%
93
17.1
Volatile
31.3
4.48
2.6
150
1
53
60
false
Sell
Trim extended winner -1%
6
-23
BrokerB
MKT
94
null
null
Normal monitoring
106
13
106
4
false
Tax-aware sells next window
P9692
Active
401k
USD
2024-09-08
2,355,776
149,211
2,206,565
1
67.1
19.3
8
5.7
BND:28.7%;TLT:28.7%;TSLA:27.3%;HYG:15.3%
US:73.8;EU:6.6;APAC:6.2;EM:11.5;Other:1.9
Value:+0.5;Growth:-0.5;Quality:-0.4;Size:-0.0;Momentum:-0.4;LowVol:+0.7
null
7
35
5.1
trailing 8%
192
17.8
Bull
16.1
4.88
2.3
117
85
100
57
false
Rebalance
Shift +1% to bonds from equity
22
4
BrokerB
MKT
85
null
null
Normal monitoring
96
-15
218
3
false
Monitor dispersion and breadth
P9693
Cautious
401k
USD
2025-03-20
490,506
55,574
434,932
1
42.3
44.1
3.4
10.2
HYG:7.5%;MSFT:20.0%;MUB:9.0%;AMZN:21.2%;VNQ:21.2%;TSLA:21.2%
US:67.1;EU:13.7;APAC:10.3;EM:6.3;Other:2.5
Value:-0.6;Growth:-0.6;Quality:-0.7;Size:+0.4;Momentum:-0.3;LowVol:+0.4
MaxPos6%;NoMargin
6
30
5.4
trailing 8%
162
13.9
Volatile
30.5
5.36
3.6
134
-18
51
76
true
Hedge
Buy index puts 1% notional
30
15
BrokerC
MKT
97
Drift>tolerance
Hedge
Allocation drift beyond policy bands
68
-52
109
3
false
Increase defensive factor exposure
P9694
Opportunistic
IRA
USD
2025-04-19
1,703,382
83,831
1,619,551
1
63.4
21.3
9.6
5.7
MSFT:14.9%;QQQ:15.9%;BND:19.9%;TLT:18.4%;HYG:15.0%;AMZN:15.9%
US:80.1;EU:6.5;APAC:5.9;EM:4.0;Other:3.6
Value:+0.7;Growth:+1.0;Quality:-0.7;Size:+0.8;Momentum:-0.7;LowVol:-0.3
MaxPos5%;NoDerivatives
8
30
6.4
trailing 7%
275
25.5
Bull
14.7
4.56
2.3
73
105
92
45
false
Buy
Add to core equity +1%
30
-1
BrokerD
LMT
90
null
null
Normal monitoring
101
12
133
4
false
Tax-aware sells next window
P9695
Systematic
IRA
USD
2025-10-18
1,912,926
166,314
1,746,612
1
64.3
25
2.8
7.9
VOO:25.0%;IEF:25.0%;MSFT:25.0%;TSLA:25.0%
US:71.2;EU:6.0;APAC:9.8;EM:10.9;Other:2.1
Value:-0.0;Growth:+0.4;Quality:-0.4;Size:-0.8;Momentum:+0.5;LowVol:-0.4
NoDerivatives
6
30
5.1
hard 12%
181
22.6
Bull
11.7
4.43
3.1
79
44
79
43
false
Rebalance
Shift +1% to bonds from equity
27
-19
BrokerD
MKT
100
null
null
Normal monitoring
114
-26
84
4
false
Increase defensive factor exposure
P9696
Hands-off
401k
USD
2024-11-21
353,136
17,231
335,905
1
57
22.7
13.1
7.2
VOO:25.0%;GLD:18.3%;QQQ:25.0%;TSLA:14.4%;AMZN:17.3%
US:64.7;EU:10.7;APAC:12.5;EM:8.4;Other:3.7
Value:+0.4;Growth:+0.5;Quality:-0.1;Size:-1.0;Momentum:-0.8;LowVol:-0.2
MaxPos8%
5
30
3.2
hard 10%
110
18.2
Bear
31.1
3.68
1.9
182
-5
33
73
true
Reduce
Cut high-beta by 2-3%, add cash
33
-39
BrokerD
MKT
90
RegimeShift
Reduce
Volatility spike and breadth deterioration
103
-32
236
5
false
Increase defensive factor exposure
P9697
Systematic
Taxable
USD
2025-09-22
735,650
66,816
668,834
1
56.9
30.6
4.2
8.3
MUB:26.5%;GLD:20.4%;TSLA:26.5%;VTI:26.5%
US:66.0;EU:14.8;APAC:14.2;EM:3.2;Other:1.8
Value:-0.1;Growth:+0.6;Quality:-0.4;Size:-0.2;Momentum:+0.7;LowVol:-0.1
null
10
30
4.4
trailing 8%
157
22.7
Bull
13.1
4.3
2.8
73
15
51
30
false
Rebalance
Shift +1% to bonds from equity
-15
-20
BrokerB
MKT
87
null
null
Normal monitoring
-54
19
58
3
false
Increase defensive factor exposure
P9698
Systematic
IRA
USD
2025-03-24
506,028
36,942
469,086
1
57.6
28.1
8
6.4
VOO:11.3%;BND:22.1%;VNQ:19.0%;AMZN:16.7%;AAPL:13.4%;IEF:17.6%
US:63.0;EU:6.0;APAC:13.6;EM:13.0;Other:4.4
Value:-0.5;Growth:-0.1;Quality:+0.9;Size:-0.9;Momentum:-0.0;LowVol:-0.4
null
10
30
4.1
trailing 8%
211
16.7
Bear
23.2
3.72
1.1
169
-94
7
50
false
Rebalance
Shift +1% to bonds from equity
-6
-29
BrokerC
MKT
95
null
null
Normal monitoring
82
17
87
5
false
Tax-aware sells next window
P9699
Cautious
Roth
USD
2025-06-07
584,638
75,381
509,257
1
46.8
37.6
0
15.6
BND:22.6%;VOO:22.6%;MSFT:12.7%;IEF:22.6%;QQQ:19.3%
US:71.2;EU:6.5;APAC:11.9;EM:5.5;Other:4.8
Value:+0.8;Growth:-0.2;Quality:+0.6;Size:-0.9;Momentum:-0.8;LowVol:+0.2
ESGOnly;NoMargin
6
25
5.3
hard 10%
138
16.3
Bull
11.6
4.07
3.3
109
115
94
23
false
Buy
Add to core equity +1%
27
-2
BrokerD
MKT
99
null
null
Normal monitoring
74
-2
117
3
false
Tighten stops on momentum names
P9700
Active
Trust
USD
2025-06-15
1,598,386
102,776
1,495,610
1
66.9
25.2
0
7.9
TSLA:33.3%;XLF:33.3%;TLT:33.3%
US:71.3;EU:17.2;APAC:7.8;EM:3.2;Other:0.5
Value:+0.5;Growth:-0.3;Quality:+0.1;Size:-0.5;Momentum:-0.5;LowVol:-0.5
null
10
30
4.3
trailing 8%
146
27.4
Bull
11.5
4.12
2.9
113
48
83
44
false
Hedge
Add TLT +1% as duration hedge
4
-4
BrokerD
MKT
96
null
null
Normal monitoring
100
0
106
3
false
Tax-aware sells next window