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
P9901
Systematic
Roth
USD
2024-12-07
1,533,188
71,207
1,461,981
1
63.7
28.8
0
7.5
XLF:19.0%;BND:27.2%;IEF:12.0%;VOO:14.5%;HYG:27.2%
US:59.0;EU:13.2;APAC:14.9;EM:12.6;Other:0.3
Value:+0.2;Growth:-0.2;Quality:-0.9;Size:+0.4;Momentum:+0.6;LowVol:+0.1
NoDerivatives
5
35
5.8
trailing 8%
197
24.2
Sideways
18.7
4.51
3.3
99
-17
35
64
false
Buy
Add to core equity +1%
-9
-5
BrokerD
MKT
90
null
null
Normal monitoring
30
-9
82
5
false
Tighten stops on momentum names
P9902
Cautious
Trust
USD
2025-05-14
195,341
24,813
170,528
1
45
38.4
0
16.5
IEF:23.1%;MUB:23.1%;VNQ:23.1%;BRK.B:7.8%;VTI:23.1%
US:67.9;EU:14.6;APAC:7.3;EM:8.1;Other:2.2
Value:+0.1;Growth:-0.9;Quality:-0.9;Size:-0.2;Momentum:-0.4;LowVol:-0.7
ESGOnly;NoDerivatives;NoMargin
6
25
5.5
trailing 8%
97
19
Bear
34
4.13
2.8
204
22
76
79
true
Hedge
Buy index puts 1% notional
-5
14
BrokerC
MKT
89
VAR>budget
TightenStops
Risk above budget threshold
-12
-56
81
3
false
Within IPS guidelines
P9903
Cautious
401k
USD
2025-03-23
664,759
62,731
602,028
1
49.5
31.9
3.8
14.8
TLT:27.7%;IEF:27.7%;TSLA:27.7%;BND:16.9%
US:70.6;EU:4.9;APAC:13.9;EM:6.7;Other:4.0
Value:+0.2;Growth:-0.0;Quality:+0.5;Size:-0.3;Momentum:-0.3;LowVol:+0.9
MaxPos6%;NoMargin
5
25
4.8
hard 10%
146
18.2
Volatile
21.8
4.23
3.4
160
75
80
43
false
NoAction
Within bands; monitor
25
-27
BrokerD
LMT
85
null
null
Normal monitoring
-40
-51
19
5
false
Tax-aware sells next window
P9904
Systematic
IRA
USD
2025-09-27
599,067
51,921
547,146
1
55.9
23.6
14.6
5.9
TLT:21.1%;QQQ:10.9%;BND:21.1%;MSFT:21.1%;VTI:10.3%;GLD:15.4%
US:62.5;EU:17.0;APAC:12.1;EM:5.3;Other:3.2
Value:-0.4;Growth:-0.4;Quality:+0.1;Size:+0.4;Momentum:-0.9;LowVol:-0.7
null
10
25
5.7
hard 12%
155
19.8
Sideways
18
3.6
2.8
112
-13
33
43
false
Sell
Trim extended winner -1%
-10
-9
BrokerB
MKT
98
null
null
Normal monitoring
19
11
57
4
false
Monitor dispersion and breadth
P9905
Cautious
401k
USD
2025-06-10
261,191
36,378
224,813
1
38.6
36.6
13.3
11.4
IEF:19.2%;VNQ:20.5%;AMZN:15.9%;TSLA:15.7%;BND:20.5%;VTI:8.1%
US:59.4;EU:19.4;APAC:10.6;EM:8.7;Other:1.8
Value:+0.5;Growth:+0.2;Quality:+0.2;Size:-0.6;Momentum:0.0;LowVol:+0.5
NoMargin
6
35
5.6
trailing 10%
95
15.2
Volatile
21.9
4.39
3.7
157
-59
22
45
true
Reduce
Cut high-beta by 2-3%, add cash
10
-40
BrokerD
VWAP
85
VAR>budget
Reduce
Risk above budget threshold
57
-56
43
2
false
Monitor dispersion and breadth
P9906
Cautious
Taxable
USD
2024-08-27
389,169
43,147
346,022
1
51.7
37
0
11.2
VNQ:33.3%;TSLA:33.3%;HYG:33.3%
US:70.6;EU:7.6;APAC:12.8;EM:5.4;Other:3.5
Value:-0.5;Growth:-0.5;Quality:-0.1;Size:+0.4;Momentum:-0.8;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
10
35
4.6
trailing 10%
162
19.7
Sideways
19.7
4.96
2.2
90
43
64
41
false
Rebalance
Shift +1% to bonds from equity
-10
-20
BrokerD
VWAP
95
null
null
Normal monitoring
66
-21
92
4
false
Monitor dispersion and breadth
P9907
Active
IRA
USD
2025-10-15
2,361,359
255,262
2,106,097
1.2
54.8
25.3
13.9
6
BRK.B:25.0%;VOO:25.0%;TLT:25.0%;AAPL:25.0%
US:62.4;EU:16.4;APAC:12.6;EM:6.1;Other:2.5
Value:-0.7;Growth:+0.3;Quality:-0.3;Size:-0.0;Momentum:+0.8;LowVol:-0.4
NoDerivatives
8
30
4
hard 12%
158
21.4
Volatile
22.3
3.59
3.9
161
-50
17
63
false
Hedge
Add TLT +1% as duration hedge
-11
2
BrokerC
VWAP
96
null
null
Normal monitoring
23
-30
91
5
false
Tax-aware sells next window
P9908
Systematic
Roth
USD
2024-12-08
1,668,309
99,628
1,568,681
1
62.2
32
0
5.8
GLD:20.6%;BND:12.4%;IEF:8.6%;VNQ:18.7%;TLT:18.8%;TSLA:20.9%
US:76.5;EU:7.7;APAC:7.0;EM:6.5;Other:2.1
Value:-0.6;Growth:-0.6;Quality:+0.8;Size:+0.8;Momentum:+0.2;LowVol:+0.8
MaxPos7%
5
30
5.4
trailing 8%
137
17.6
Bear
24.6
4.47
1.5
214
10
64
60
false
Buy
Add to core equity +1%
0
-39
BrokerA
MKT
92
null
null
Normal monitoring
63
-41
78
3
false
Tax-aware sells next window
P9909
Hands-off
IRA
USD
2025-09-24
410,870
21,034
389,836
1
60.8
21.7
12.4
5.1
QQQ:26.1%;MSFT:22.9%;XLF:24.9%;GLD:26.1%
US:66.9;EU:15.4;APAC:7.6;EM:8.3;Other:1.8
Value:+0.8;Growth:-0.3;Quality:+0.9;Size:+0.1;Momentum:+0.6;LowVol:-0.4
MaxPos5%
10
30
4.3
trailing 10%
132
13.1
Sideways
16.9
4
3.1
114
-24
41
57
false
Rebalance
Shift +1% to bonds from equity
6
12
BrokerD
MKT
94
null
null
Normal monitoring
1
13
-20
5
false
Within IPS guidelines
P9910
Cautious
Trust
USD
2025-08-14
700,596
101,725
598,871
1
37.3
39.1
6.2
17.3
GLD:20.7%;BND:18.9%;AAPL:20.8%;MSFT:18.7%;HYG:20.8%
US:60.2;EU:14.2;APAC:13.2;EM:10.5;Other:1.9
Value:-0.9;Growth:+0.7;Quality:+0.7;Size:-0.5;Momentum:-0.4;LowVol:+0.9
ESGOnly;NoMargin
10
35
5.8
hard 10%
161
16.7
Bull
11.2
4.86
3.4
88
113
100
21
false
Rebalance
Shift +1% to bonds from equity
1
15
BrokerA
MKT
96
null
null
Normal monitoring
1
-31
140
5
false
Tighten stops on momentum names
P9911
Cautious
Trust
USD
2025-01-05
684,584
71,724
612,860
1
38.2
34.7
14.7
12.4
MUB:26.3%;GLD:26.3%;IEF:21.1%;XLF:26.3%
US:68.7;EU:11.4;APAC:15.2;EM:3.7;Other:0.9
Value:-0.8;Growth:-0.5;Quality:-0.5;Size:-0.3;Momentum:-0.1;LowVol:+0.3
MaxPos7%;NoMargin
10
25
4.5
trailing 8%
133
14.1
Sideways
15.2
3.74
2.5
101
27
64
39
false
Rebalance
Shift +1% to bonds from equity
4
-26
BrokerA
LMT
95
null
null
Normal monitoring
-23
-32
-28
4
false
Within IPS guidelines
P9912
Opportunistic
401k
USD
2025-05-27
1,683,844
125,926
1,557,918
1
77.9
13.9
4.1
4.1
TSLA:33.3%;MUB:33.3%;AMZN:33.3%
US:65.1;EU:16.8;APAC:6.8;EM:7.9;Other:3.3
Value:-0.8;Growth:-1.0;Quality:+0.8;Size:+0.9;Momentum:-0.5;LowVol:+0.8
NoDerivatives
10
30
5
trailing 7%
184
22.1
Volatile
22.5
4.9
3.3
160
-45
39
80
true
Reduce
Cut high-beta by 2-3%, add cash
-6
13
BrokerB
MKT
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
-3
8
84
3
false
Tighten stops on momentum names
P9913
Active
Roth
USD
2024-08-24
1,160,677
69,883
1,090,794
1
63.6
31.3
0
5.1
VTI:21.9%;GLD:10.0%;HYG:20.8%;AMZN:16.0%;TSLA:21.9%;QQQ:9.5%
US:64.3;EU:20.4;APAC:9.9;EM:3.5;Other:1.9
Value:0.0;Growth:+0.1;Quality:-0.2;Size:-0.6;Momentum:-0.2;LowVol:+0.7
null
6
30
5.2
trailing 8%
165
23.3
Bear
33.6
4.48
2.8
168
-99
10
83
true
Rebalance
Rebalance back to target bands
25
-37
BrokerB
MKT
99
Drift>tolerance
Reduce
Allocation drift beyond policy bands
50
16
167
3
true
Within IPS guidelines
P9914
Opportunistic
401k
USD
2024-08-21
332,288
14,996
317,292
1
68.7
18.1
8.7
4.4
HYG:21.2%;XLF:21.4%;VOO:13.0%;TSLA:21.4%;AMZN:11.6%;IEF:11.5%
US:63.4;EU:15.5;APAC:5.9;EM:10.9;Other:4.3
Value:+0.1;Growth:+0.4;Quality:-0.9;Size:+0.3;Momentum:+0.6;LowVol:-0.1
MaxPos5%
5
25
5
trailing 7%
280
30.7
Bull
16.3
3.71
3.4
96
62
68
51
false
Rebalance
Shift +1% to bonds from equity
-9
1
BrokerA
LMT
90
null
null
Normal monitoring
48
-1
149
5
false
Tax-aware sells next window
P9915
Active
401k
USD
2025-11-28
1,234,440
134,948
1,099,492
1
64.2
19.1
10.7
6
VOO:20.4%;MUB:17.7%;VNQ:20.4%;MSFT:20.4%;AAPL:7.6%;HYG:13.5%
US:66.5;EU:19.6;APAC:7.8;EM:4.8;Other:1.3
Value:+0.8;Growth:-0.9;Quality:-0.6;Size:-0.7;Momentum:+0.7;LowVol:0.0
MaxPos6%;NoDerivatives
8
30
4.8
hard 12%
211
27
Bull
15
3.78
3.2
79
38
84
58
false
Buy
Add to core equity +1%
21
-13
BrokerD
VWAP
100
null
null
Normal monitoring
-10
-30
-42
4
false
Tighten stops on momentum names
P9916
Hands-off
401k
USD
2025-07-10
607,260
39,401
567,859
1
68.3
15.2
6.9
9.7
AMZN:33.3%;VOO:33.3%;AAPL:33.3%
US:69.6;EU:15.0;APAC:11.4;EM:3.4;Other:0.5
Value:-0.7;Growth:-0.1;Quality:-0.3;Size:-0.4;Momentum:-0.7;LowVol:-0.5
MaxPos5%
7
35
5.5
trailing 8%
104
17
Bull
12.8
4.86
3
110
92
100
42
false
Sell
Trim extended winner -1%
27
13
BrokerC
MKT
99
null
null
Normal monitoring
76
-42
60
3
false
Tax-aware sells next window
P9917
Systematic
Taxable
USD
2025-04-07
1,944,109
183,461
1,760,648
1
61.4
21.4
12
5.2
MSFT:27.0%;TSLA:27.0%;BRK.B:27.0%;VNQ:18.9%
US:66.0;EU:13.6;APAC:6.8;EM:12.5;Other:1.2
Value:+0.6;Growth:+0.8;Quality:-0.0;Size:+0.6;Momentum:0.0;LowVol:-0.6
null
10
30
5.7
hard 12%
172
22
Volatile
23.8
5.26
4.2
141
-57
26
65
false
Sell
Trim extended winner -1%
15
-35
BrokerB
MKT
93
null
null
Normal monitoring
0
-59
46
5
false
Within IPS guidelines
P9918
Opportunistic
Trust
USD
2025-07-20
1,160,961
100,936
1,060,025
1.18
69.1
19.1
7.2
4.6
QQQ:33.3%;GLD:33.3%;AAPL:33.3%
US:64.7;EU:16.7;APAC:11.2;EM:3.7;Other:3.7
Value:-0.3;Growth:-0.2;Quality:-0.3;Size:+0.5;Momentum:+0.6;LowVol:-0.6
null
10
25
5.1
trailing 7%
165
28.5
Volatile
31.4
5.14
2.3
165
-31
44
75
true
Reduce
Cut high-beta by 2-3%, add cash
2
-30
BrokerA
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
61
13
180
4
false
Monitor dispersion and breadth
P9919
Opportunistic
Roth
USD
2024-07-22
417,192
32,776
384,416
1
70.1
15.4
8.3
6.2
IEF:33.3%;HYG:33.3%;MSFT:33.3%
US:70.2;EU:6.9;APAC:13.9;EM:7.3;Other:1.7
Value:+0.2;Growth:+0.6;Quality:+0.3;Size:-0.1;Momentum:+0.8;LowVol:-0.2
MaxPos5%;NoDerivatives
10
30
4.3
trailing 7%
185
24
Bull
13.9
4.67
2.5
110
90
84
51
true
Hedge
Buy index puts 1% notional
5
-16
BrokerA
MKT
99
RegimeShift
Hedge
Volatility spike and breadth deterioration
-15
8
106
2
false
Increase defensive factor exposure
P9920
Hands-off
401k
USD
2025-04-02
241,572
21,003
220,569
1
69.4
23.8
0
6.8
BND:27.9%;TSLA:36.0%;MUB:36.0%
US:74.3;EU:8.3;APAC:8.3;EM:7.3;Other:1.8
Value:-0.6;Growth:+0.8;Quality:+0.8;Size:+0.5;Momentum:-0.6;LowVol:-0.1
ESGOnly
10
35
4.3
hard 10%
146
15.8
Bull
14.9
4.74
2
106
33
66
58
false
Rebalance
Shift +1% to bonds from equity
21
-23
BrokerA
MKT
88
null
null
Normal monitoring
-36
-56
32
5
false
Monitor dispersion and breadth
P9921
Opportunistic
IRA
USD
2025-07-10
1,334,069
100,901
1,233,168
1.09
65.8
16.9
12.9
4.4
VOO:26.9%;VNQ:26.9%;TSLA:19.2%;MUB:26.9%
US:64.7;EU:17.0;APAC:12.2;EM:3.0;Other:3.1
Value:+0.6;Growth:-0.7;Quality:+0.2;Size:+0.4;Momentum:-0.7;LowVol:-0.3
MaxPos6%;NoDerivatives
7
25
6.8
trailing 9%
179
23.7
Volatile
26.2
5.39
2.2
146
-42
37
66
true
Hedge
Buy index puts 1% notional
-1
-28
BrokerC
MKT
85
Drift>tolerance
Hedge
Allocation drift beyond policy bands
51
2
85
4
false
Monitor dispersion and breadth
P9922
Hands-off
Roth
USD
2025-11-15
310,398
24,602
285,796
1
64.8
23.8
2.1
9.3
TSLA:25.9%;GLD:25.9%;BND:25.9%;MSFT:22.2%
US:68.8;EU:15.4;APAC:6.2;EM:4.7;Other:4.9
Value:+0.3;Growth:+0.7;Quality:-0.3;Size:+0.8;Momentum:+0.1;LowVol:-0.9
ESGOnly
6
25
3.3
trailing 8%
92
12.9
Bull
16.2
4.53
3
95
3
65
48
false
Buy
Add to core equity +1%
12
15
BrokerC
VWAP
98
null
null
Normal monitoring
-14
0
62
5
false
Increase defensive factor exposure
P9923
Active
401k
USD
2025-06-27
1,101,091
77,470
1,023,621
1.22
51.6
23.6
17.4
7.3
VTI:12.6%;AAPL:21.8%;VOO:21.9%;AMZN:21.9%;MSFT:21.9%
US:55.9;EU:18.3;APAC:9.2;EM:11.7;Other:4.9
Value:-1.0;Growth:-0.5;Quality:-0.6;Size:+0.7;Momentum:+0.1;LowVol:+0.4
null
7
35
5.6
trailing 8%
193
21.7
Sideways
15.8
4.02
3.2
115
23
52
42
false
Rebalance
Shift +1% to bonds from equity
-14
-3
BrokerB
LMT
87
null
null
Normal monitoring
-20
-29
99
3
false
Tighten stops on momentum names
P9924
Hands-off
Trust
USD
2025-11-21
249,854
10,317
239,537
1
65.3
21.3
4
9.3
AAPL:18.1%;BRK.B:23.0%;VTI:20.2%;QQQ:15.8%;AMZN:23.0%
US:71.9;EU:12.8;APAC:8.5;EM:6.5;Other:0.4
Value:+0.6;Growth:+1.0;Quality:-0.4;Size:-0.3;Momentum:+0.4;LowVol:+0.7
null
8
35
3.5
trailing 8%
118
19.5
Bear
22.4
4.08
2.4
207
-77
15
60
false
Rebalance
Shift +1% to bonds from equity
-9
0
BrokerB
LMT
94
null
null
Normal monitoring
55
-18
70
4
false
Within IPS guidelines
P9925
Active
IRA
USD
2024-09-28
1,241,933
79,018
1,162,915
1
63.8
26.8
0
9.5
VTI:26.4%;GLD:26.4%;HYG:20.9%;XLF:26.4%
US:64.7;EU:9.8;APAC:13.0;EM:11.6;Other:0.9
Value:+0.8;Growth:0.0;Quality:+0.9;Size:+0.6;Momentum:+0.1;LowVol:-0.0
MaxPos5%
6
25
5.1
hard 12%
122
27.3
Volatile
22.8
4.83
3
157
31
64
57
true
Hedge
Buy index puts 1% notional
-11
-38
BrokerB
LMT
96
VAR>budget
Pause
Risk above budget threshold
72
-27
127
4
false
Within IPS guidelines
P9926
Hands-off
Roth
USD
2025-06-11
409,875
21,948
387,927
1
67.2
15.4
10.5
6.9
AAPL:10.8%;HYG:14.9%;MSFT:20.9%;QQQ:12.2%;VNQ:20.9%;BND:20.4%
US:73.5;EU:7.8;APAC:6.5;EM:11.4;Other:0.8
Value:+0.5;Growth:-1.0;Quality:-0.1;Size:-0.7;Momentum:-0.7;LowVol:+0.9
ESGOnly;MaxPos6%
6
25
5.9
trailing 8%
115
17.7
Volatile
20.4
3.58
2
128
55
84
66
false
NoAction
Within bands; monitor
20
-2
BrokerB
LMT
86
null
null
Normal monitoring
113
-28
139
3
false
Within IPS guidelines
P9927
Hands-off
Taxable
USD
2024-12-03
150,921
7,576
143,345
1
59.5
27.8
6.3
6.4
TLT:26.7%;BRK.B:26.7%;MSFT:26.7%;BND:19.8%
US:74.3;EU:5.0;APAC:9.0;EM:10.9;Other:0.8
Value:+0.4;Growth:-0.3;Quality:-0.5;Size:+0.9;Momentum:-0.1;LowVol:-0.9
MaxPos6%
7
30
5.6
trailing 10%
96
15.5
Sideways
17.9
4.15
3.3
110
13
44
61
false
Rebalance
Shift +1% to bonds from equity
13
1
BrokerC
LMT
92
null
null
Normal monitoring
-2
-4
134
4
false
Tax-aware sells next window
P9928
Opportunistic
401k
USD
2025-02-19
1,028,172
86,196
941,976
1
65.7
15
13
6.3
TLT:28.6%;MUB:27.3%;BND:28.6%;BRK.B:15.5%
US:56.6;EU:15.6;APAC:13.9;EM:9.9;Other:4.0
Value:-0.0;Growth:+0.1;Quality:+0.7;Size:+0.9;Momentum:-0.6;LowVol:+0.3
null
8
25
6.9
hard 12%
260
27.8
Bear
24.7
4.29
1.5
167
-90
5
76
true
Hedge
Buy index puts 1% notional
3
1
BrokerD
LMT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-6
-37
124
4
false
Tax-aware sells next window
P9929
Opportunistic
Roth
USD
2025-02-21
681,887
60,325
621,562
1
74.7
12.4
4.1
8.9
VTI:33.3%;XLF:33.3%;TSLA:33.3%
US:60.6;EU:15.7;APAC:7.9;EM:11.0;Other:4.8
Value:-0.1;Growth:-0.2;Quality:-0.5;Size:+0.6;Momentum:+0.5;LowVol:-0.4
null
8
25
6
trailing 9%
164
28.3
Bull
14.2
4.28
3.2
104
52
80
49
false
Hedge
Add TLT +1% as duration hedge
-4
1
BrokerA
VWAP
96
null
null
Normal monitoring
-45
-32
49
3
false
Monitor dispersion and breadth
P9930
Opportunistic
Roth
USD
2025-05-09
984,549
86,884
897,665
1
70.1
13.9
8.5
7.5
TLT:18.4%;GLD:22.8%;BND:22.8%;QQQ:20.4%;MUB:15.7%
US:64.3;EU:13.3;APAC:10.4;EM:9.1;Other:2.9
Value:-0.5;Growth:-0.2;Quality:-0.1;Size:+0.2;Momentum:+0.3;LowVol:+0.4
null
10
30
6.3
trailing 7%
229
20
Bear
34.1
3.41
1.2
173
-100
9
83
true
Reduce
Cut high-beta by 2-3%, add cash
21
8
BrokerC
LMT
89
VAR>budget
Hedge
Risk above budget threshold
15
-26
81
3
false
Tax-aware sells next window
P9931
Systematic
IRA
USD
2025-01-04
1,572,561
117,893
1,454,668
1
67.9
25.1
0.4
6.6
VNQ:14.2%;MSFT:17.0%;IEF:15.2%;AAPL:17.7%;BRK.B:17.7%;AMZN:18.2%
US:65.4;EU:16.4;APAC:8.0;EM:5.2;Other:5.0
Value:-0.3;Growth:-0.4;Quality:-0.7;Size:+0.2;Momentum:0.0;LowVol:0.0
MaxPos5%
8
35
5.1
hard 12%
214
25.1
Bear
29.4
3.52
1.7
208
-99
12
74
true
Rebalance
Rebalance back to target bands
13
-24
BrokerB
LMT
87
Drift>tolerance
Pause
Allocation drift beyond policy bands
-1
-47
-29
5
false
Monitor dispersion and breadth
P9932
Systematic
Trust
USD
2025-06-05
1,341,516
120,928
1,220,588
1
55.1
21.9
14
9
AMZN:33.3%;MUB:33.3%;BRK.B:33.3%
US:67.2;EU:14.0;APAC:11.7;EM:6.3;Other:0.7
Value:+0.4;Growth:+0.8;Quality:-0.5;Size:+0.1;Momentum:+0.1;LowVol:-0.6
null
10
35
4
trailing 9%
128
26.6
Volatile
27.5
4.01
4.3
146
78
100
70
false
Buy
Add to core equity +1%
-13
-37
BrokerD
MKT
99
null
null
Normal monitoring
30
-31
-5
5
false
Within IPS guidelines
P9933
Active
IRA
USD
2025-10-19
854,448
86,424
768,024
1
51.6
28.2
11.1
9.1
VNQ:20.5%;MUB:17.0%;AMZN:19.0%;TLT:11.3%;TSLA:20.5%;HYG:11.7%
US:63.1;EU:20.0;APAC:8.9;EM:5.2;Other:2.7
Value:-0.7;Growth:-0.3;Quality:+0.5;Size:+0.4;Momentum:+0.9;LowVol:+0.1
MaxPos8%;NoDerivatives
10
30
5.7
hard 12%
225
18.3
Sideways
17.6
3.98
2.7
127
-6
50
43
false
Rebalance
Shift +1% to bonds from equity
31
10
BrokerD
LMT
87
null
null
Normal monitoring
67
-31
84
3
false
Tighten stops on momentum names
P9934
Systematic
IRA
USD
2025-07-16
1,790,985
72,210
1,718,775
1
63.9
29
1.4
5.6
TSLA:7.8%;BRK.B:22.0%;VOO:16.1%;HYG:22.0%;TLT:10.2%;AAPL:22.0%
US:68.6;EU:12.4;APAC:8.1;EM:8.1;Other:2.8
Value:-0.7;Growth:+0.9;Quality:-0.9;Size:+0.1;Momentum:+0.8;LowVol:-0.9
NoDerivatives
7
35
5.2
trailing 9%
131
26.5
Volatile
27
4.18
2.8
123
-35
32
70
false
Sell
Trim extended winner -1%
30
1
BrokerB
VWAP
91
null
null
Normal monitoring
-25
5
62
5
false
Within IPS guidelines
P9935
Active
401k
USD
2025-12-18
948,535
93,424
855,111
1
62
29
2.4
6.6
AAPL:23.8%;QQQ:8.5%;VNQ:23.8%;TSLA:17.1%;VOO:10.8%;XLF:15.9%
US:57.3;EU:18.7;APAC:9.9;EM:13.2;Other:0.9
Value:-0.8;Growth:+0.1;Quality:+0.2;Size:-0.9;Momentum:+0.8;LowVol:+0.6
MaxPos5%
10
25
5.7
trailing 9%
205
26.7
Volatile
29.1
4.03
4.5
133
2
64
68
false
Buy
Add to core equity +1%
9
-11
BrokerD
LMT
85
null
null
Normal monitoring
-45
1
-61
4
false
Within IPS guidelines
P9936
Opportunistic
Trust
USD
2025-08-28
1,663,543
82,586
1,580,957
1.25
70.7
21.5
3.7
4.1
VTI:28.6%;XLF:19.7%;IEF:23.0%;TSLA:28.6%
US:64.7;EU:15.7;APAC:9.4;EM:7.1;Other:3.1
Value:+0.5;Growth:+0.3;Quality:+0.3;Size:+0.8;Momentum:-0.2;LowVol:+0.9
null
5
30
5.2
hard 12%
189
22.9
Bull
12.6
4.46
2.1
92
76
78
53
false
Sell
Trim extended winner -1%
2
-31
BrokerD
MKT
97
null
null
Normal monitoring
2
-4
47
4
false
Monitor dispersion and breadth
P9937
Cautious
Trust
USD
2025-09-24
323,077
38,427
284,650
1
45.8
37.4
4.6
12.2
TLT:16.3%;TSLA:21.1%;VOO:9.6%;XLF:21.1%;VTI:12.1%;MUB:19.9%
US:63.8;EU:17.8;APAC:10.8;EM:3.9;Other:3.6
Value:-0.1;Growth:-0.3;Quality:-0.8;Size:-0.3;Momentum:-0.3;LowVol:-0.7
NoDerivatives;NoMargin
8
25
5.8
trailing 8%
117
13.6
Bull
15.5
4.72
3.1
75
52
85
43
false
Rebalance
Shift +1% to bonds from equity
-12
2
BrokerD
MKT
99
null
null
Normal monitoring
-58
17
-69
4
false
Tighten stops on momentum names
P9938
Cautious
IRA
USD
2025-06-10
504,934
76,876
428,058
1
53.4
30.7
0
15.8
MUB:21.7%;VTI:21.7%;TLT:21.7%;IEF:16.8%;BRK.B:18.0%
US:63.6;EU:18.7;APAC:12.3;EM:5.0;Other:0.3
Value:-0.6;Growth:+0.7;Quality:-0.2;Size:+0.1;Momentum:-0.0;LowVol:+0.1
NoDerivatives;NoMargin
7
35
4.6
hard 10%
101
19.9
Sideways
15.8
4.31
2.8
93
19
45
36
false
Rebalance
Shift +1% to bonds from equity
23
7
BrokerB
LMT
100
null
null
Normal monitoring
23
-49
90
5
false
Monitor dispersion and breadth
P9939
Cautious
Taxable
USD
2025-04-17
178,263
14,525
163,738
1
45.4
34.5
5.5
14.6
AAPL:34.6%;TLT:30.8%;VNQ:34.6%
US:66.4;EU:12.3;APAC:12.4;EM:6.7;Other:2.1
Value:+0.9;Growth:-0.1;Quality:-0.4;Size:-0.2;Momentum:+0.5;LowVol:0.0
MaxPos7%;NoMargin
10
30
4.7
hard 10%
109
15.6
Volatile
28.7
3.7
4
178
-16
27
60
false
Buy
Add to core equity +1%
21
-38
BrokerD
LMT
91
null
null
Normal monitoring
52
1
15
3
false
Tax-aware sells next window
P9940
Hands-off
Taxable
USD
2025-02-18
774,092
73,819
700,273
1
69.4
18.6
3
9
VNQ:26.8%;MSFT:19.7%;BRK.B:26.8%;XLF:26.8%
US:58.3;EU:15.6;APAC:14.0;EM:10.0;Other:2.1
Value:+1.0;Growth:+0.1;Quality:+0.9;Size:-0.7;Momentum:+0.9;LowVol:-0.2
MaxPos7%;NoDerivatives
6
30
4.5
trailing 8%
138
17.4
Bull
13
4.64
3.2
92
17
73
56
false
Rebalance
Shift +1% to bonds from equity
29
10
BrokerC
LMT
90
null
null
Normal monitoring
-29
-48
58
3
false
Within IPS guidelines
P9941
Active
Taxable
USD
2024-09-10
807,923
89,286
718,637
1
59.8
20.1
12.4
7.7
MSFT:21.7%;BRK.B:21.7%;VTI:21.7%;BND:13.1%;MUB:21.7%
US:69.9;EU:14.7;APAC:8.6;EM:6.4;Other:0.4
Value:+0.2;Growth:-0.4;Quality:-0.3;Size:+0.2;Momentum:+0.8;LowVol:-1.0
MaxPos5%
7
25
5
hard 12%
185
20.9
Sideways
17.4
4.4
3.2
128
35
77
48
false
Hedge
Add TLT +1% as duration hedge
-9
-25
BrokerD
MKT
94
null
null
Normal monitoring
59
-55
116
4
false
Monitor dispersion and breadth
P9942
Cautious
Taxable
USD
2025-05-10
729,856
90,578
639,278
1
38
34.3
13.4
14.3
BRK.B:19.6%;AAPL:10.7%;GLD:23.2%;MSFT:23.2%;BND:23.2%
US:67.9;EU:11.3;APAC:12.4;EM:7.6;Other:0.8
Value:-0.4;Growth:-0.2;Quality:-0.1;Size:-0.3;Momentum:+0.4;LowVol:-0.5
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
6
25
5.9
trailing 8%
114
14.1
Sideways
14.4
4.8
2
90
43
63
40
false
Buy
Add to core equity +1%
11
-26
BrokerC
MKT
97
null
null
Normal monitoring
110
-35
85
3
false
Monitor dispersion and breadth
P9943
Hands-off
Taxable
USD
2025-10-17
161,440
11,164
150,276
1
66.5
24.3
0
9.1
BRK.B:25.0%;XLF:25.0%;HYG:25.0%;AAPL:25.0%
US:68.7;EU:6.6;APAC:14.2;EM:6.5;Other:4.0
Value:+0.4;Growth:+0.2;Quality:-0.7;Size:-0.6;Momentum:-0.5;LowVol:-0.6
ESGOnly;MaxPos7%
5
35
5
hard 10%
93
13
Bear
32.3
4.24
2.9
132
-33
25
80
true
Reduce
Cut high-beta by 2-3%, add cash
31
-29
BrokerA
MKT
91
Drift>tolerance
Reduce
Allocation drift beyond policy bands
80
8
181
5
false
Tighten stops on momentum names
P9944
Active
401k
USD
2024-07-30
1,110,325
82,082
1,028,243
1.23
50.8
27.1
13.6
8.5
VNQ:26.2%;TLT:26.2%;XLF:26.2%;VOO:21.3%
US:65.9;EU:17.6;APAC:7.3;EM:6.0;Other:3.3
Value:-0.3;Growth:-0.7;Quality:-0.5;Size:+0.3;Momentum:+0.1;LowVol:-0.1
MaxPos7%
7
30
4.8
trailing 8%
195
24.1
Volatile
31.4
4.6
4.1
146
1
57
68
true
Reduce
Cut high-beta by 2-3%, add cash
11
-36
BrokerB
MKT
97
Drift>tolerance
Pause
Allocation drift beyond policy bands
105
-2
174
4
false
Tighten stops on momentum names
P9945
Active
Taxable
USD
2024-12-07
676,394
43,365
633,029
1.15
65
26.9
0
8.1
AMZN:27.5%;MUB:27.5%;BRK.B:26.8%;HYG:18.1%
US:71.3;EU:10.1;APAC:8.7;EM:9.0;Other:0.9
Value:+0.2;Growth:-0.6;Quality:-0.3;Size:+0.4;Momentum:-0.5;LowVol:-0.6
null
5
30
4
trailing 8%
167
26.8
Bull
13.1
4.36
2.4
99
4
60
55
false
Buy
Add to core equity +1%
27
-24
BrokerD
MKT
93
null
null
Normal monitoring
-44
-59
-80
5
false
Increase defensive factor exposure
P9946
Active
401k
USD
2025-05-02
2,173,619
152,077
2,021,542
1
52.6
20.4
20.7
6.3
BND:33.3%;HYG:33.3%;QQQ:33.3%
US:68.8;EU:8.2;APAC:9.3;EM:10.6;Other:3.0
Value:-0.8;Growth:-0.9;Quality:+1.0;Size:-0.2;Momentum:-0.5;LowVol:+0.3
MaxPos6%;NoDerivatives
10
35
5.1
trailing 8%
218
17.2
Volatile
20.9
4.16
2.7
142
71
91
60
false
Rebalance
Shift +1% to bonds from equity
33
-7
BrokerA
MKT
100
null
null
Normal monitoring
114
-23
92
4
false
Monitor dispersion and breadth
P9947
Active
IRA
USD
2025-04-13
2,245,710
256,524
1,989,186
1
51.9
26.8
11.6
9.7
MUB:9.7%;MSFT:16.8%;VOO:18.0%;GLD:21.0%;VTI:13.9%;XLF:20.6%
US:68.5;EU:14.9;APAC:10.2;EM:3.3;Other:3.0
Value:-0.9;Growth:-0.3;Quality:+0.7;Size:-0.5;Momentum:+1.0;LowVol:-0.7
MaxPos8%
5
35
4.8
trailing 8%
124
27.8
Bull
13.7
4.79
3.1
107
88
100
35
true
Hedge
Buy index puts 1% notional
18
-7
BrokerA
LMT
89
VAR>budget
Reduce
Risk above budget threshold
14
-35
0
4
false
Tighten stops on momentum names
P9948
Opportunistic
Trust
USD
2024-08-29
493,390
36,287
457,103
1.13
63.1
19.1
12.3
5.4
QQQ:33.3%;BRK.B:33.3%;TSLA:33.3%
US:68.2;EU:12.4;APAC:9.2;EM:6.5;Other:3.6
Value:+0.7;Growth:-0.7;Quality:-0.8;Size:+0.7;Momentum:+0.1;LowVol:-0.2
MaxPos7%
6
30
5.5
hard 12%
182
23
Bull
12
4.94
2.8
98
77
80
33
false
Buy
Add to core equity +1%
1
11
BrokerB
VWAP
89
null
null
Normal monitoring
-30
5
24
3
false
Increase defensive factor exposure
P9949
Opportunistic
IRA
USD
2025-09-18
739,503
58,703
680,800
1
74.6
17.1
3.7
4.6
MSFT:23.0%;AAPL:8.1%;MUB:23.0%;VTI:23.0%;XLF:22.9%
US:60.9;EU:14.6;APAC:12.0;EM:8.6;Other:3.9
Value:+0.3;Growth:+0.8;Quality:+0.8;Size:-0.7;Momentum:-0.6;LowVol:-0.9
null
7
35
4.6
trailing 9%
263
32.5
Volatile
20.4
4.7
3.6
165
56
79
64
false
Sell
Trim extended winner -1%
29
8
BrokerB
MKT
87
null
null
Normal monitoring
64
-40
114
4
false
Monitor dispersion and breadth
P9950
Active
401k
USD
2025-08-02
1,484,801
171,812
1,312,989
1
68.1
19.5
5.3
7
TLT:27.3%;QQQ:24.0%;AMZN:21.3%;MUB:27.3%
US:64.7;EU:15.9;APAC:12.3;EM:3.7;Other:3.4
Value:-0.7;Growth:-0.7;Quality:+0.6;Size:+0.1;Momentum:-1.0;LowVol:+0.8
null
6
35
4.6
trailing 8%
177
25.1
Volatile
28.5
3.65
3.3
179
23
56
68
false
Sell
Trim extended winner -1%
29
-30
BrokerD
LMT
91
null
null
Normal monitoring
13
3
146
3
false
Within IPS guidelines
P9951
Cautious
Trust
USD
2025-09-05
370,969
55,506
315,463
1
50.9
33.2
3.6
12.4
MUB:12.2%;BND:18.6%;BRK.B:14.9%;VTI:18.1%;XLF:17.6%;AMZN:18.6%
US:70.5;EU:5.4;APAC:8.0;EM:12.5;Other:3.6
Value:+0.3;Growth:+1.0;Quality:+1.0;Size:+0.4;Momentum:+0.2;LowVol:-0.8
ESGOnly;MaxPos7%;NoDerivatives;NoMargin
7
30
6
trailing 8%
119
18
Bull
15.3
3.65
3.3
70
75
86
44
false
Buy
Add to core equity +1%
-15
-19
BrokerA
MKT
99
null
null
Normal monitoring
-9
-6
9
4
false
Monitor dispersion and breadth
P9952
Hands-off
Trust
USD
2024-11-27
171,033
13,308
157,725
1
63.7
26.9
3.2
6.2
BRK.B:33.3%;AAPL:33.3%;IEF:33.3%
US:62.8;EU:15.9;APAC:15.3;EM:3.4;Other:2.7
Value:+0.5;Growth:+0.6;Quality:+0.3;Size:-0.0;Momentum:+0.9;LowVol:+0.9
null
7
25
3.1
hard 10%
167
17.4
Bull
16
3.69
2
92
59
72
41
false
Buy
Add to core equity +1%
4
2
BrokerB
MKT
85
null
null
Normal monitoring
62
-11
125
5
false
Increase defensive factor exposure
P9953
Opportunistic
Roth
USD
2024-08-20
644,078
54,163
589,915
1
73.6
15.4
4.2
6.8
HYG:18.7%;VTI:18.0%;BND:21.1%;GLD:21.1%;MUB:21.1%
US:67.9;EU:9.4;APAC:9.2;EM:10.0;Other:3.4
Value:-0.7;Growth:-0.4;Quality:+0.6;Size:+0.7;Momentum:+0.1;LowVol:+0.3
null
6
30
6.8
trailing 7%
219
33
Bull
13.9
4.68
2.1
85
81
100
46
false
Buy
Add to core equity +1%
27
-11
BrokerD
VWAP
86
null
null
Normal monitoring
-53
-39
27
3
false
Tax-aware sells next window
P9954
Systematic
401k
USD
2025-09-22
1,987,444
136,466
1,850,978
1
62.8
20.1
8.8
8.4
IEF:26.2%;QQQ:26.2%;TLT:26.2%;MSFT:21.4%
US:69.6;EU:12.4;APAC:12.9;EM:2.9;Other:2.3
Value:-0.8;Growth:-0.9;Quality:-0.5;Size:-0.2;Momentum:+0.3;LowVol:-0.5
null
5
25
4.6
trailing 9%
171
26.8
Volatile
26
5.36
2.5
167
80
100
59
false
Sell
Trim extended winner -1%
-10
10
BrokerC
LMT
96
null
null
Normal monitoring
20
-54
60
3
false
Tighten stops on momentum names
P9955
Hands-off
Trust
USD
2025-12-07
739,572
49,930
689,642
1
61.3
24.3
7
7.3
XLF:29.5%;VNQ:35.2%;MSFT:35.2%
US:65.1;EU:19.1;APAC:5.6;EM:7.7;Other:2.4
Value:+0.6;Growth:+0.3;Quality:-0.5;Size:-0.8;Momentum:0.0;LowVol:+0.9
ESGOnly;MaxPos8%;NoDerivatives
8
25
4.3
hard 10%
91
18.8
Sideways
20.1
4.84
3.2
122
-29
26
62
false
Rebalance
Shift +1% to bonds from equity
-7
-34
BrokerC
MKT
85
null
null
Normal monitoring
-42
17
9
5
false
Monitor dispersion and breadth
P9956
Cautious
Taxable
USD
2024-09-20
179,509
22,052
157,457
1
41.2
42.7
0
16
HYG:16.1%;VTI:11.4%;VNQ:18.7%;GLD:15.0%;TLT:19.5%;XLF:19.3%
US:65.7;EU:15.4;APAC:8.9;EM:4.6;Other:5.3
Value:+0.9;Growth:-0.2;Quality:-0.4;Size:-0.6;Momentum:+0.2;LowVol:+0.9
ESGOnly;NoMargin
8
25
4
trailing 10%
121
16.3
Bear
25.2
3.89
1.5
131
-96
5
45
true
Hedge
Buy index puts 1% notional
5
2
BrokerB
MKT
88
Drift>tolerance
Pause
Allocation drift beyond policy bands
81
-22
81
5
false
Within IPS guidelines
P9957
Opportunistic
Taxable
USD
2024-10-30
978,411
42,920
935,491
1
62.3
11
20.1
6.7
HYG:26.0%;TSLA:24.2%;VOO:23.9%;AMZN:26.0%
US:59.6;EU:10.7;APAC:16.3;EM:12.7;Other:0.6
Value:-0.6;Growth:+0.6;Quality:+0.5;Size:-0.3;Momentum:-0.9;LowVol:-0.3
null
10
35
5.8
hard 12%
205
20.8
Volatile
24
4.94
4.4
128
-49
34
75
true
Hedge
Buy index puts 1% notional
6
5
BrokerD
VWAP
92
RegimeShift
TightenStops
Volatility spike and breadth deterioration
72
5
95
5
false
Monitor dispersion and breadth
P9958
Systematic
Trust
USD
2024-12-05
793,243
64,214
729,029
1
63.3
29.2
0
7.5
MUB:25.0%;AAPL:25.0%;AMZN:25.0%;TLT:25.0%
US:66.2;EU:17.1;APAC:6.5;EM:7.7;Other:2.3
Value:-0.9;Growth:-0.7;Quality:+0.6;Size:+0.5;Momentum:-0.3;LowVol:-0.3
MaxPos8%
10
25
5.4
trailing 8%
196
27.9
Bull
12.4
3.9
3.2
109
1
45
34
false
Rebalance
Shift +1% to bonds from equity
-15
12
BrokerB
MKT
92
null
null
Normal monitoring
104
10
208
5
false
Monitor dispersion and breadth
P9959
Cautious
401k
USD
2024-09-02
726,447
105,533
620,914
1
37
35.1
13.2
14.7
GLD:33.3%;VNQ:33.3%;VOO:33.3%
US:66.0;EU:17.3;APAC:8.6;EM:7.9;Other:0.1
Value:-0.7;Growth:-0.2;Quality:+0.2;Size:-0.7;Momentum:+0.5;LowVol:-0.3
ESGOnly;NoMargin
5
30
4.4
trailing 8%
105
19.5
Sideways
20
4.98
2.1
120
9
53
34
false
Sell
Trim extended winner -1%
9
-15
BrokerB
LMT
94
null
null
Normal monitoring
-5
6
20
3
false
Tax-aware sells next window
P9960
Cautious
401k
USD
2025-08-20
446,666
70,818
375,848
1
38.9
35.6
10.8
14.7
BRK.B:15.7%;HYG:16.2%;MSFT:14.8%;TSLA:18.9%;BND:14.4%;TLT:20.1%
US:59.6;EU:18.2;APAC:8.2;EM:9.0;Other:5.0
Value:-0.8;Growth:-0.4;Quality:-0.6;Size:-0.1;Momentum:+0.2;LowVol:-0.9
ESGOnly;NoDerivatives;NoMargin
8
30
5.7
trailing 8%
166
14.9
Bull
13.5
3.69
3.5
117
101
100
31
false
Buy
Add to core equity +1%
22
-15
BrokerD
MKT
93
null
null
Normal monitoring
109
-20
233
4
false
Tighten stops on momentum names
P9961
Hands-off
401k
USD
2025-03-23
584,994
40,587
544,407
1
65.5
28.7
0
5.7
XLF:34.0%;BND:34.0%;VOO:31.9%
US:58.3;EU:14.5;APAC:14.4;EM:8.2;Other:4.6
Value:-0.4;Growth:-0.5;Quality:-0.2;Size:-0.2;Momentum:+0.2;LowVol:+0.3
ESGOnly
6
35
4.7
hard 10%
103
18.4
Sideways
18.6
4.52
2.1
128
57
76
52
false
NoAction
Within bands; monitor
-15
-1
BrokerB
LMT
90
null
null
Normal monitoring
49
-26
183
3
false
Tighten stops on momentum names
P9962
Systematic
Taxable
USD
2025-11-25
718,339
63,509
654,830
1
66
21.1
4.7
8.2
VNQ:22.3%;AAPL:22.3%;IEF:15.7%;TSLA:22.3%;VOO:17.2%
US:62.7;EU:15.0;APAC:11.2;EM:7.2;Other:3.9
Value:-0.8;Growth:-1.0;Quality:+0.4;Size:+0.3;Momentum:-0.2;LowVol:+0.7
MaxPos5%
10
25
4.2
trailing 9%
187
24.1
Volatile
20.8
4.2
3.7
142
18
55
59
false
Rebalance
Shift +1% to bonds from equity
20
-36
BrokerB
LMT
92
null
null
Normal monitoring
-47
-1
-53
5
false
Increase defensive factor exposure
P9963
Active
Trust
USD
2024-07-26
1,606,204
128,305
1,477,899
1
66.9
21.4
2.8
9
QQQ:33.3%;MUB:33.3%;XLF:33.3%
US:71.9;EU:15.1;APAC:6.9;EM:5.4;Other:0.8
Value:-0.9;Growth:-0.4;Quality:-0.3;Size:+0.3;Momentum:-0.5;LowVol:+0.8
null
6
30
6
trailing 8%
158
19
Sideways
18.6
4.67
2.9
132
35
69
64
false
Buy
Add to core equity +1%
10
1
BrokerC
VWAP
93
null
null
Normal monitoring
-32
-37
-61
3
false
Tax-aware sells next window
P9964
Hands-off
Trust
USD
2024-07-15
631,727
47,176
584,551
1
68.5
20.3
5.8
5.3
MSFT:27.3%;BND:27.3%;HYG:27.3%;AMZN:18.0%
US:66.8;EU:8.6;APAC:13.6;EM:8.6;Other:2.4
Value:+0.1;Growth:-0.7;Quality:+0.3;Size:+0.9;Momentum:+0.6;LowVol:-0.1
NoDerivatives
5
25
5.7
hard 10%
94
12.7
Sideways
20.2
4.36
2.9
111
7
45
59
false
Rebalance
Shift +1% to bonds from equity
2
-11
BrokerC
VWAP
85
null
null
Normal monitoring
-44
-37
28
3
false
Tax-aware sells next window
P9965
Cautious
Taxable
USD
2024-12-21
295,175
35,223
259,952
1
50.8
38.7
0
10.6
VOO:16.7%;AAPL:20.5%;MSFT:19.8%;GLD:8.4%;VTI:21.0%;HYG:13.5%
US:75.0;EU:7.4;APAC:7.7;EM:7.3;Other:2.6
Value:-0.9;Growth:-0.2;Quality:+0.9;Size:-0.8;Momentum:+0.6;LowVol:-0.3
NoMargin
8
35
5.9
trailing 10%
117
14.8
Bull
12.3
4.12
2.9
111
66
92
33
false
Rebalance
Shift +1% to bonds from equity
-11
-23
BrokerD
VWAP
99
null
null
Normal monitoring
10
10
47
4
false
Tax-aware sells next window
P9966
Cautious
Trust
USD
2025-11-15
758,051
83,565
674,486
1
46.8
36.1
5
12.1
BND:28.2%;MSFT:35.9%;BRK.B:35.9%
US:63.6;EU:16.2;APAC:8.2;EM:6.8;Other:5.1
Value:-0.3;Growth:+0.8;Quality:+0.1;Size:+0.9;Momentum:+0.2;LowVol:-0.7
MaxPos7%;NoDerivatives;NoMargin
6
35
5.2
hard 10%
168
19.3
Bull
11.9
4.64
2.2
105
111
100
33
true
Hedge
Buy index puts 1% notional
-15
8
BrokerC
VWAP
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
19
-53
20
2
true
Tighten stops on momentum names
P9967
Active
Taxable
USD
2025-07-21
1,386,272
105,777
1,280,495
1.13
56.9
27
7.3
8.8
GLD:25.0%;AAPL:25.0%;BND:25.0%;BRK.B:25.0%
US:63.3;EU:17.6;APAC:10.8;EM:3.9;Other:4.5
Value:-0.3;Growth:-0.6;Quality:+0.3;Size:+0.5;Momentum:-0.4;LowVol:+0.1
MaxPos5%
10
30
5.6
trailing 8%
227
26.4
Bear
22.7
3.94
1.3
174
-80
20
58
false
Rebalance
Shift +1% to bonds from equity
21
-12
BrokerC
MKT
97
null
null
Normal monitoring
-42
-57
57
4
false
Tighten stops on momentum names
P9968
Active
Roth
USD
2025-10-28
1,962,638
199,184
1,763,454
1
63
22.3
8.7
5.9
VOO:22.9%;BRK.B:26.4%;MSFT:24.3%;BND:26.4%
US:67.6;EU:13.8;APAC:8.9;EM:4.0;Other:5.7
Value:-0.6;Growth:-0.8;Quality:+0.2;Size:-0.9;Momentum:+0.6;LowVol:+0.2
null
5
25
5.1
hard 12%
163
24.9
Volatile
22.3
3.6
2.8
161
6
61
60
false
Buy
Add to core equity +1%
-15
6
BrokerD
MKT
94
null
null
Normal monitoring
33
-43
45
4
false
Tax-aware sells next window
P9969
Active
401k
USD
2024-07-29
2,346,247
240,520
2,105,727
1
52.4
22.1
19.8
5.6
VOO:33.3%;AMZN:33.3%;AAPL:33.3%
US:65.5;EU:17.0;APAC:12.0;EM:3.4;Other:2.1
Value:-0.2;Growth:+0.7;Quality:-1.0;Size:-0.1;Momentum:-0.8;LowVol:-0.5
MaxPos6%
10
30
4.3
hard 12%
182
19.8
Bull
17.4
3.57
3.1
80
109
100
39
false
Rebalance
Shift +1% to bonds from equity
0
15
BrokerB
VWAP
98
null
null
Normal monitoring
60
-40
183
5
false
Within IPS guidelines
P9970
Cautious
IRA
USD
2025-04-04
235,401
36,688
198,713
1
49.3
34.9
3.7
12
VNQ:26.4%;BND:26.4%;IEF:20.7%;XLF:26.4%
US:59.2;EU:18.1;APAC:16.0;EM:5.4;Other:1.2
Value:-0.1;Growth:-0.1;Quality:-0.3;Size:+0.2;Momentum:-0.6;LowVol:+0.6
ESGOnly;MaxPos6%;NoMargin
5
30
5.8
hard 10%
151
16.7
Bear
23.1
4.06
2.6
183
40
78
61
false
Sell
Trim extended winner -1%
-5
-7
BrokerC
MKT
90
null
null
Normal monitoring
-6
-46
109
4
false
Increase defensive factor exposure
P9971
Opportunistic
Roth
USD
2025-04-18
1,759,019
65,829
1,693,190
1
69.4
15.4
9.4
5.8
MSFT:33.3%;BND:33.3%;GLD:33.3%
US:70.7;EU:13.8;APAC:4.8;EM:7.7;Other:3.0
Value:+0.8;Growth:+0.7;Quality:-0.4;Size:-0.1;Momentum:-0.8;LowVol:+0.3
MaxPos6%
7
25
4
trailing 9%
182
21.2
Bull
17.7
3.98
3.3
91
84
99
50
false
Buy
Add to core equity +1%
35
-14
BrokerD
MKT
97
null
null
Normal monitoring
40
-51
166
4
false
Tighten stops on momentum names
P9972
Active
IRA
USD
2025-01-11
1,849,687
137,079
1,712,608
1
60.1
19.9
12.5
7.6
GLD:17.9%;QQQ:9.7%;VOO:21.1%;IEF:12.4%;VNQ:17.8%;XLF:21.1%
US:74.3;EU:8.7;APAC:10.8;EM:5.7;Other:0.5
Value:-1.0;Growth:+0.1;Quality:-0.5;Size:-0.7;Momentum:+1.0;LowVol:-0.1
MaxPos5%
10
25
5.7
trailing 8%
126
27.7
Bear
25.3
3.41
1
142
-63
17
69
false
Hedge
Add TLT +1% as duration hedge
13
-25
BrokerA
MKT
91
null
null
Normal monitoring
18
-13
133
4
false
Tax-aware sells next window
P9973
Systematic
Roth
USD
2025-04-19
676,226
33,842
642,384
1
56.8
33.5
0
9.7
IEF:24.1%;AMZN:21.0%;AAPL:24.1%;BRK.B:10.7%;HYG:20.0%
US:68.3;EU:12.3;APAC:9.2;EM:9.7;Other:0.5
Value:+0.9;Growth:-0.6;Quality:-0.7;Size:-0.8;Momentum:-0.7;LowVol:+1.0
MaxPos8%;NoDerivatives
6
35
5
trailing 9%
123
17.9
Volatile
29.3
3.67
3.2
145
29
71
62
true
Reduce
Cut high-beta by 2-3%, add cash
-6
-40
BrokerB
LMT
86
VAR>budget
Hedge
Risk above budget threshold
108
6
162
3
true
Tax-aware sells next window
P9974
Active
IRA
USD
2025-11-11
911,365
71,974
839,391
1.18
67
23.7
2.9
6.4
BND:21.2%;MUB:16.3%;IEF:13.6%;MSFT:21.2%;TSLA:6.9%;VNQ:20.8%
US:56.7;EU:14.6;APAC:13.2;EM:11.5;Other:4.0
Value:+0.7;Growth:+0.5;Quality:+0.2;Size:-0.2;Momentum:-0.1;LowVol:+0.6
null
8
30
5.7
trailing 8%
174
25.1
Bull
16
4.43
3.5
105
71
89
51
false
Sell
Trim extended winner -1%
-5
-13
BrokerB
MKT
93
null
null
Normal monitoring
20
10
-7
3
false
Tax-aware sells next window
P9975
Opportunistic
Trust
USD
2025-01-27
1,418,292
102,804
1,315,488
1
74.8
11.4
9.2
4.6
VTI:17.2%;GLD:20.1%;VOO:13.6%;MSFT:16.4%;MUB:18.5%;VNQ:14.3%
US:68.8;EU:6.8;APAC:9.7;EM:11.1;Other:3.5
Value:+0.1;Growth:+0.9;Quality:+0.9;Size:+0.9;Momentum:+0.7;LowVol:+0.9
null
10
25
6.9
trailing 7%
163
30.9
Bull
17
4.79
2.5
78
95
84
66
false
Rebalance
Shift +1% to bonds from equity
-7
-5
BrokerD
LMT
100
null
null
Normal monitoring
109
6
182
3
false
Within IPS guidelines
P9976
Active
Roth
USD
2025-09-12
2,043,768
125,431
1,918,337
1
60.1
18.4
12.9
8.6
QQQ:26.5%;IEF:20.4%;VNQ:26.5%;AMZN:26.5%
US:56.8;EU:18.1;APAC:13.9;EM:11.0;Other:0.2
Value:-0.6;Growth:-0.3;Quality:+0.1;Size:-0.5;Momentum:-0.8;LowVol:-1.0
NoDerivatives
10
30
4.6
trailing 9%
217
20.5
Bull
14.7
3.68
2.5
80
100
100
50
false
Rebalance
Shift +1% to bonds from equity
23
0
BrokerD
MKT
96
null
null
Normal monitoring
-57
20
-97
4
false
Within IPS guidelines
P9977
Active
IRA
USD
2025-04-28
1,534,830
175,802
1,359,028
1
63.1
30.1
0
6.8
MSFT:25.0%;AAPL:25.0%;IEF:25.0%;QQQ:25.0%
US:69.1;EU:13.7;APAC:9.6;EM:7.0;Other:0.5
Value:-0.4;Growth:+0.4;Quality:+0.2;Size:-1.0;Momentum:-0.0;LowVol:+0.2
NoDerivatives
6
35
5.3
trailing 8%
176
22.9
Bear
34.4
3.47
2.8
192
34
70
76
true
Reduce
Cut high-beta by 2-3%, add cash
25
-20
BrokerD
MKT
90
Drift>tolerance
Reduce
Allocation drift beyond policy bands
2
-11
122
4
false
Within IPS guidelines
P9978
Opportunistic
IRA
USD
2024-10-14
1,243,471
110,923
1,132,548
1
66.1
12.6
17
4.3
HYG:33.3%;GLD:33.3%;BRK.B:33.3%
US:72.3;EU:8.4;APAC:10.1;EM:7.7;Other:1.4
Value:+0.4;Growth:-0.0;Quality:+0.2;Size:+0.3;Momentum:+0.2;LowVol:+0.2
MaxPos7%;NoDerivatives
10
30
5.6
hard 12%
250
34.5
Volatile
23.6
4.17
2.6
150
22
50
73
true
Hedge
Buy index puts 1% notional
1
-2
BrokerC
MKT
95
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
-56
-32
-95
5
false
Tax-aware sells next window
P9979
Active
401k
USD
2025-09-22
2,221,130
181,443
2,039,687
1
51.6
28.1
12.6
7.7
AAPL:33.3%;BRK.B:33.3%;QQQ:33.3%
US:71.1;EU:9.1;APAC:10.2;EM:6.1;Other:3.5
Value:+0.1;Growth:+0.2;Quality:+0.1;Size:-0.4;Momentum:-0.9;LowVol:-0.3
null
5
30
5.3
hard 12%
174
21.2
Bull
12
3.66
2.7
95
91
82
35
true
Reduce
Cut high-beta by 2-3%, add cash
18
8
BrokerA
VWAP
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
117
-1
180
5
false
Within IPS guidelines
P9980
Systematic
Roth
USD
2025-04-15
504,830
33,069
471,761
1
67.1
26.1
0
6.8
HYG:15.2%;BRK.B:26.6%;XLF:19.3%;GLD:12.4%;MSFT:26.6%
US:65.0;EU:13.0;APAC:9.5;EM:8.6;Other:3.8
Value:-0.1;Growth:+0.9;Quality:+0.7;Size:0.0;Momentum:+0.9;LowVol:+0.8
null
5
30
4.7
hard 12%
218
27.3
Bull
18
3.74
2.6
85
33
75
46
false
Sell
Trim extended winner -1%
-2
-38
BrokerD
MKT
91
null
null
Normal monitoring
36
-23
10
5
false
Tax-aware sells next window
P9981
Hands-off
401k
USD
2025-07-21
773,864
71,963
701,901
1
66.5
20.2
6.2
7.1
QQQ:8.6%;VOO:22.8%;MSFT:13.3%;BND:22.8%;IEF:13.3%;AMZN:19.3%
US:74.8;EU:7.1;APAC:9.1;EM:6.5;Other:2.6
Value:-0.4;Growth:-0.6;Quality:-0.6;Size:+0.5;Momentum:-0.2;LowVol:-0.6
ESGOnly;NoDerivatives
6
35
5.2
hard 10%
107
18.5
Bull
11.9
4.91
3
74
3
46
51
true
Hedge
Buy index puts 1% notional
0
-10
BrokerD
VWAP
86
VAR>budget
Reduce
Risk above budget threshold
33
17
57
5
false
Monitor dispersion and breadth
P9982
Hands-off
Roth
USD
2024-10-25
629,402
32,408
596,994
1
59.9
19
14.7
6.4
BRK.B:23.9%;TSLA:23.9%;VTI:23.9%;HYG:13.4%;AAPL:14.8%
US:57.2;EU:20.1;APAC:9.1;EM:8.8;Other:4.9
Value:-0.7;Growth:+0.8;Quality:-0.7;Size:+0.6;Momentum:+0.8;LowVol:+0.7
null
7
30
4.4
hard 10%
156
17.1
Volatile
22.4
4.18
2.6
151
-24
41
53
true
Hedge
Buy index puts 1% notional
30
-27
BrokerC
MKT
94
Drift>tolerance
Reduce
Allocation drift beyond policy bands
116
-51
152
2
false
Monitor dispersion and breadth
P9983
Hands-off
Trust
USD
2024-10-11
822,710
46,285
776,425
1
64
21.8
9
5.1
XLF:27.6%;QQQ:24.5%;MSFT:20.4%;GLD:27.6%
US:59.5;EU:20.5;APAC:8.2;EM:8.0;Other:3.9
Value:-0.5;Growth:-0.7;Quality:+1.0;Size:-0.1;Momentum:+0.4;LowVol:-0.6
null
7
25
4
hard 10%
131
14.6
Bull
11.2
4.04
2.1
70
96
100
49
false
Rebalance
Shift +1% to bonds from equity
1
-32
BrokerC
MKT
99
null
null
Normal monitoring
-29
-36
-20
5
false
Tax-aware sells next window
P9984
Cautious
Taxable
USD
2025-01-18
374,342
38,950
335,392
1
53.1
36.3
0
10.6
VTI:33.3%;VOO:33.3%;XLF:33.3%
US:62.6;EU:17.0;APAC:11.7;EM:6.6;Other:2.1
Value:+0.9;Growth:-0.6;Quality:+0.9;Size:0.0;Momentum:+0.9;LowVol:+0.9
ESGOnly;MaxPos8%;NoMargin
7
30
5.5
trailing 8%
113
12.8
Volatile
30.2
4.85
4.5
124
74
88
64
false
Buy
Add to core equity +1%
20
-6
BrokerB
LMT
99
null
null
Normal monitoring
74
-14
47
4
false
Tighten stops on momentum names
P9985
Systematic
Roth
USD
2025-01-05
482,257
24,000
458,257
1
62.7
26
2.4
8.9
XLF:25.0%;MUB:37.5%;VTI:37.5%
US:63.1;EU:12.8;APAC:15.3;EM:6.5;Other:2.3
Value:+0.8;Growth:-0.2;Quality:-0.8;Size:-0.7;Momentum:-0.7;LowVol:-0.8
null
5
25
5.4
trailing 8%
127
23.8
Sideways
15.9
4.74
2.5
94
30
54
41
false
NoAction
Within bands; monitor
29
-9
BrokerB
MKT
0
null
null
Normal monitoring
110
-45
105
3
false
Tighten stops on momentum names
P9986
Cautious
Taxable
USD
2024-11-03
830,484
73,213
757,271
1
50.3
34.9
0
14.8
TSLA:24.0%;AAPL:24.0%;IEF:24.0%;GLD:19.1%;BND:8.8%
US:64.3;EU:16.1;APAC:11.4;EM:7.9;Other:0.3
Value:-0.1;Growth:+0.8;Quality:-0.8;Size:+0.1;Momentum:-0.6;LowVol:+0.9
ESGOnly;NoDerivatives;NoMargin
10
25
3.6
trailing 10%
149
19.9
Bear
25.2
3.77
1.1
147
-39
44
70
false
Rebalance
Shift +1% to bonds from equity
18
8
BrokerC
MKT
92
null
null
Normal monitoring
-57
10
-66
4
false
Monitor dispersion and breadth
P9987
Systematic
Roth
USD
2024-11-30
1,804,077
169,371
1,634,706
1
58.5
28.3
3.2
10
AAPL:21.5%;VTI:18.2%;QQQ:17.3%;VNQ:21.5%;BRK.B:21.5%
US:64.8;EU:13.1;APAC:9.1;EM:11.7;Other:1.3
Value:+0.4;Growth:+0.8;Quality:+0.6;Size:-0.3;Momentum:-0.1;LowVol:-0.2
NoDerivatives
5
30
4.8
trailing 8%
163
24.4
Bear
30.8
3.92
2.1
189
17
55
67
false
Rebalance
Shift +1% to bonds from equity
-14
-39
BrokerA
LMT
88
null
null
Normal monitoring
111
-10
224
4
false
Increase defensive factor exposure
P9988
Hands-off
Trust
USD
2025-07-18
262,808
15,908
246,900
1
58.7
21.2
12.6
7.5
XLF:10.4%;QQQ:13.7%;AAPL:20.4%;GLD:20.4%;IEF:17.6%;MUB:17.4%
US:61.6;EU:17.4;APAC:11.7;EM:7.5;Other:1.7
Value:+0.1;Growth:-0.2;Quality:-0.1;Size:+0.5;Momentum:+0.9;LowVol:+0.7
MaxPos8%
10
30
3.5
trailing 8%
100
13.7
Volatile
29.1
4.44
2.3
165
8
39
69
false
Sell
Trim extended winner -1%
26
-16
BrokerB
VWAP
100
null
null
Normal monitoring
-19
-55
74
5
false
Tighten stops on momentum names
P9989
Active
Taxable
USD
2025-07-17
1,969,864
175,452
1,794,412
1.05
54.7
28
9.7
7.6
VTI:33.3%;AMZN:33.3%;VOO:33.3%
US:63.6;EU:18.2;APAC:10.2;EM:5.0;Other:3.0
Value:+0.8;Growth:+1.0;Quality:+0.8;Size:+0.8;Momentum:-0.9;LowVol:+0.7
NoDerivatives
6
30
5.9
hard 12%
207
26.5
Bull
13.1
4.93
3
94
82
92
42
false
Rebalance
Shift +1% to bonds from equity
1
-30
BrokerC
MKT
87
null
null
Normal monitoring
-1
-46
91
4
false
Tax-aware sells next window
P9990
Opportunistic
Taxable
USD
2025-09-01
1,428,091
90,643
1,337,448
1
70.6
20.7
2.1
6.7
MSFT:10.4%;MUB:18.4%;VTI:18.1%;BND:13.4%;BRK.B:18.0%;GLD:21.8%
US:64.7;EU:16.0;APAC:10.6;EM:5.2;Other:3.4
Value:-0.6;Growth:-0.6;Quality:+0.9;Size:+0.8;Momentum:+0.3;LowVol:-0.6
MaxPos6%
8
35
6.6
hard 12%
245
28.5
Sideways
16.1
4.09
2.3
115
44
67
48
true
Rebalance
Rebalance back to target bands
30
-36
BrokerA
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
12
-26
43
3
false
Monitor dispersion and breadth
P9991
Hands-off
401k
USD
2025-07-23
699,682
30,715
668,967
1
71.2
17.7
2.3
8.9
AMZN:38.7%;HYG:38.7%;GLD:22.7%
US:69.2;EU:12.6;APAC:8.7;EM:5.7;Other:3.7
Value:+0.3;Growth:-0.5;Quality:-0.7;Size:+0.6;Momentum:-0.8;LowVol:-0.0
ESGOnly
8
35
5.7
trailing 10%
111
16.5
Sideways
21.7
4.43
2.7
108
16
63
70
false
Buy
Add to core equity +1%
13
-31
BrokerA
MKT
91
null
null
Normal monitoring
61
-57
52
5
false
Within IPS guidelines
P9992
Opportunistic
Roth
USD
2024-10-14
388,264
15,848
372,416
1
75.9
10.1
9.7
4.2
MSFT:29.4%;GLD:29.4%;AAPL:24.6%;TLT:16.7%
US:63.1;EU:13.9;APAC:7.1;EM:12.5;Other:3.4
Value:-0.3;Growth:+0.5;Quality:+0.2;Size:+0.8;Momentum:+1.0;LowVol:-1.0
null
5
25
5.3
trailing 9%
173
20.8
Bear
23.1
3.82
3
145
-87
5
81
true
Rebalance
Rebalance back to target bands
-2
-11
BrokerA
MKT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
27
4
104
4
false
Tighten stops on momentum names
P9993
Active
Trust
USD
2025-04-08
2,383,291
277,205
2,106,086
1
63.6
27.1
0
9.2
VNQ:14.6%;GLD:11.5%;TSLA:10.7%;MSFT:24.3%;BND:24.3%;IEF:14.6%
US:63.1;EU:16.5;APAC:7.9;EM:7.9;Other:4.6
Value:+0.3;Growth:-0.1;Quality:-0.9;Size:-0.2;Momentum:-0.6;LowVol:+1.0
null
10
35
4.5
trailing 8%
172
24.8
Bear
23
4.1
2.6
217
21
47
74
true
Hedge
Buy index puts 1% notional
-11
-21
BrokerC
MKT
91
VAR>budget
Pause
Risk above budget threshold
114
-27
132
3
false
Monitor dispersion and breadth
P9994
Opportunistic
Trust
USD
2024-07-23
348,667
17,519
331,148
1
69.4
17.7
6.8
6.1
IEF:22.3%;XLF:22.3%;GLD:22.3%;AAPL:14.1%;MSFT:8.5%;BRK.B:10.5%
US:68.1;EU:10.6;APAC:14.1;EM:6.4;Other:0.8
Value:-0.0;Growth:-1.0;Quality:-1.0;Size:+0.1;Momentum:-0.4;LowVol:-0.3
NoDerivatives
7
25
4.8
trailing 9%
249
26.5
Sideways
15.8
3.78
2.3
114
-18
49
57
false
NoAction
Within bands; monitor
22
11
BrokerB
LMT
88
null
null
Normal monitoring
61
-23
185
5
false
Tighten stops on momentum names
P9995
Hands-off
Trust
USD
2025-08-04
167,185
10,558
156,627
1
70
20.9
0
9.1
AMZN:19.9%;VOO:21.0%;MUB:20.6%;BND:21.0%;HYG:17.4%
US:63.2;EU:17.7;APAC:10.7;EM:5.4;Other:3.1
Value:+0.7;Growth:+0.2;Quality:+0.5;Size:-0.6;Momentum:-0.2;LowVol:+0.2
ESGOnly
7
30
5.5
hard 10%
100
15.7
Bull
13.8
4.42
3.5
98
57
76
52
false
Hedge
Add TLT +1% as duration hedge
-2
6
BrokerA
LMT
97
null
null
Normal monitoring
24
-48
46
5
false
Within IPS guidelines
P9996
Cautious
Taxable
USD
2025-06-21
344,669
29,237
315,432
1
39.7
33.3
11.1
15.9
HYG:23.7%;XLF:25.4%;AAPL:25.4%;BRK.B:25.4%
US:61.3;EU:14.9;APAC:11.5;EM:7.8;Other:4.5
Value:-0.3;Growth:0.0;Quality:-0.8;Size:+0.9;Momentum:+0.3;LowVol:-0.8
NoMargin
10
25
5.7
trailing 10%
112
19.8
Volatile
27.6
4.12
3.8
137
-24
30
57
false
Rebalance
Shift +1% to bonds from equity
11
-38
BrokerB
LMT
86
null
null
Normal monitoring
33
7
171
5
false
Monitor dispersion and breadth
P9997
Opportunistic
401k
USD
2024-09-12
1,652,828
63,690
1,589,138
1
73.4
16.4
5.2
5
AMZN:14.3%;VOO:7.0%;XLF:21.5%;VNQ:21.5%;MSFT:17.2%;AAPL:18.6%
US:64.5;EU:10.2;APAC:12.6;EM:10.4;Other:2.3
Value:-0.1;Growth:+0.4;Quality:-1.0;Size:-0.2;Momentum:-0.6;LowVol:-0.3
NoDerivatives
8
25
4.5
trailing 7%
241
30.1
Sideways
14.5
4.2
2.7
105
-10
53
59
false
Rebalance
Shift +1% to bonds from equity
34
-40
BrokerB
MKT
98
null
null
Normal monitoring
-43
-27
32
5
false
Within IPS guidelines
P9998
Opportunistic
IRA
USD
2024-09-22
840,965
44,783
796,182
1
74
15.7
4.6
5.7
VNQ:33.3%;TSLA:33.3%;MSFT:33.3%
US:64.1;EU:11.3;APAC:12.8;EM:9.5;Other:2.2
Value:+0.7;Growth:-0.8;Quality:-0.6;Size:-0.6;Momentum:-0.8;LowVol:+0.5
MaxPos8%
7
30
6.7
trailing 7%
262
33
Sideways
16.1
3.97
2.4
94
22
58
50
false
Hedge
Add TLT +1% as duration hedge
20
-24
BrokerD
MKT
85
null
null
Normal monitoring
24
-48
120
5
false
Tighten stops on momentum names
P9999
Cautious
IRA
USD
2025-06-01
834,877
100,156
734,721
1
36
43.3
4.4
16.3
AAPL:27.3%;TLT:27.3%;XLF:27.3%;HYG:18.0%
US:67.9;EU:12.6;APAC:8.4;EM:5.8;Other:5.3
Value:+0.3;Growth:+0.2;Quality:+0.1;Size:+0.2;Momentum:-0.7;LowVol:-0.2
MaxPos5%;NoDerivatives;NoMargin
10
25
4
trailing 10%
102
18
Bull
17.2
4.45
3.5
80
7
38
42
false
NoAction
Within bands; monitor
33
2
BrokerB
LMT
95
null
null
Normal monitoring
-57
-31
51
4
false
Tighten stops on momentum names
P10000
Opportunistic
401k
USD
2024-08-17
1,275,682
59,108
1,216,574
1
68.3
22
2.1
7.7
VTI:33.3%;IEF:33.3%;MUB:33.3%
US:65.6;EU:13.1;APAC:11.6;EM:5.2;Other:4.5
Value:+0.6;Growth:+0.7;Quality:0.0;Size:-0.6;Momentum:+0.5;LowVol:+0.4
null
10
30
5.5
trailing 9%
273
27.3
Volatile
23.1
5.17
3.6
115
-1
41
71
true
Rebalance
Rebalance back to target bands
6
-24
BrokerA
LMT
91
VAR>budget
Hedge
Risk above budget threshold
102
19
102
5
false
Within IPS guidelines