episode_id
string | client_id
string | as_of_date
string | account_type
string | base_currency
string | nav_usd
int64 | cash_pct
float64 | gross_exposure_x
float64 | net_exposure_pct
float64 | sector_risk_contrib_pct
string | factor_risk_contrib_pct
string | top_positions_pct
string | drift_vs_policy_pct
float64 | var_95_bps
int64 | stress_dd_20d_pct
float64 | regime
string | vix
float64 | rates_10y_pct
float64 | inflation_yoy_pct
float64 | credit_spread_ig_bps
int64 | alpha_est_bps
int64 | alpha_ci95_bps
string | signal_strength_1_100
int64 | model_calibration_mse_90d
float64 | drift_breach_flag
bool | var_breach_flag
bool | policy_constraints
string | hard_limits_hit
string | soft_limits_near
string | action_type
string | action_payload
string | expected_alpha_bps
int64 | expected_risk_delta_bps
int64 | expected_cost_bps
int64 | hedge_greeks
string | venue
string | order_type
string | fill_ratio_pct
int64 | slippage_bps
int64 | implementation_shortfall_bps
int64 | pnl_7d_bps
int64 | pnl_30d_bps
int64 | var_change_7d_bps
int64 | tracking_error_change_30d_bps
int64 | self_correction_trigger
string | self_correction_action
string | self_correction_reason
string | post_correction_var_bps
int64 | post_correction_drift_pct
float64 | advisor_review
string | user_feedback_1_5
int64 | audit_notes
string |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E0101
|
P0993
|
2025-10-14
|
IRA
|
USD
| 592,859
| 17.7
| 1
| 51
|
Financials:21.2;Tech:19.6;Energy:11.8;Materials:29.9;Comm:17.5
|
Value:12.2;Growth:17.4;Quality:12.9;Size:18.8;Momentum:18.9;LowVol:19.8
|
XLF:26.4;QQQ:36.3;TLT:37.2
| 3.2
| 90
| 13.4
|
Volatile
| 27.6
| 4.14
| 2.1
| 135
| 2
|
-9:31
| 43
| 0.0172
| false
| false
|
MaxPos5%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 32
| -9
| 12
|
Delta:-0.06;Vega:0.06
|
BrokerC
|
MKT
| 98
| 5
| 6
| 64
| 71
| -45
| -8
| null | null |
Normal monitoring
| 216
| 2.6
| null | 5
|
Tax-aware sells next window
|
E0102
|
P8239
|
2025-03-15
|
Trust
|
USD
| 274,672
| 12.8
| 1
| 65.9
|
Materials:11.3;Industrials:16.4;Financials:26.2;Consumer:19.1;RealEstate:27.0
|
Value:17.8;Growth:20.5;Quality:13.1;Size:21.9;Momentum:6.7;LowVol:19.9
|
BND:18.3;VNQ:47.9;AAPL:33.8
| 4.4
| 160
| 14.5
|
Sideways
| 21.6
| 3.81
| 3.2
| 130
| 10
|
-15:49
| 60
| 0.0172
| false
| false
|
MaxPos8%;MaxSector35%;NoMargin
| null |
DriftNear;VarNear
|
Buy
|
Add core equity +1.0% from cash
| 35
| -27
| 6
| null |
BrokerC
|
MKT
| 97
| 6
| 7
| 74
| 199
| 7
| 8
| null | null |
Normal monitoring
| 142
| 1.5
| null | 3
|
Increase defensive factor exposure
|
E0103
|
P6901
|
2025-01-30
|
Trust
|
USD
| 226,376
| 12.7
| 1
| 50.6
|
Health:36.8;Materials:33.2;Consumer:30.0
|
Value:18.0;Growth:16.4;Quality:18.6;Size:16.4;Momentum:15.5;LowVol:15.1
|
VTI:17.3;TLT:28.7;TSLA:18.3;MSFT:22.0;GLD:13.7
| 3.1
| 146
| 14.2
|
Volatile
| 30.9
| 5.44
| 2.4
| 136
| -27
|
-67:6
| 27
| 0.0119
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Sell
|
Trim extended winner -1.0%
| 10
| -34
| 6
| null |
BrokerA
|
VWAP
| 89
| 8
| 13
| -54
| -32
| -27
| 20
| null | null |
Normal monitoring
| 119
| 1.1
|
Approved
| 5
|
Tighten stops on momentum names
|
E0104
|
P3546
|
2025-01-18
|
Taxable
|
USD
| 307,178
| 13.1
| 1
| 35.8
|
Industrials:18.0;Comm:27.4;Energy:19.3;Financials:17.5;Health:17.8
|
Value:12.0;Growth:16.4;Quality:13.1;Size:14.9;Momentum:20.6;LowVol:23.0
|
VOO:28.7;MSFT:52.3;HYG:19.0
| 3.1
| 148
| 13
|
Volatile
| 23.8
| 5.21
| 4.2
| 148
| 13
|
-4:62
| 74
| 0.01
| false
| false
|
NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 32
| -24
| 3
| null |
BrokerC
|
MKT
| 94
| 6
| 8
| 115
| 253
| -4
| 27
| null | null |
Normal monitoring
| 94
| 1.4
|
Approved
| 5
|
Within IPS guidelines
|
E0105
|
P9478
|
2025-08-06
|
Roth
|
USD
| 864,903
| 8.5
| 1
| 60.8
|
Energy:21.8;Consumer:21.1;Utilities:9.2;Industrials:27.3;Comm:20.7
|
Value:17.1;Growth:8.2;Quality:21.4;Size:24.8;Momentum:16.3;LowVol:12.3
|
MSFT:26.6;BND:29.7;AMZN:43.7
| 4.2
| 128
| 12.4
|
Bull
| 12
| 4.98
| 2.4
| 78
| 49
|
17:78
| 86
| 0.0039
| false
| false
|
ESGOnly;MaxPos8%
| null | null |
NoAction
|
Within policy bands; defer
| 26
| -19
| 8
| null |
BrokerC
|
LMT
| 0
| 0
| 0
| -29
| 102
| -41
| -16
| null | null |
Normal monitoring
| 124
| 3.7
|
Approved
| 5
|
Tax-aware sells next window
|
E0106
|
P5711
|
2024-10-16
|
Taxable
|
USD
| 876,595
| 3.6
| 1
| 52.1
|
Utilities:43.9;RealEstate:40.6;Comm:15.5
|
Value:14.2;Growth:8.1;Quality:24.7;Size:16.6;Momentum:15.3;LowVol:21.1
|
MUB:19.2;VTI:9.5;BRK.B:23.0;AMZN:14.7;GLD:18.2;VNQ:15.5
| 4
| 202
| 25.8
|
Sideways
| 21.8
| 4.41
| 3.5
| 103
| 9
|
-30:52
| 66
| 0.0125
| false
| true
|
MaxPos7%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 10
| 7
| 11
| null |
BrokerC
|
LMT
| 92
| 2
| 1
| -37
| 10
| -49
| 31
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 159
| 1.7
| null | 3
|
Tighten stops on momentum names
|
E0107
|
P4522
|
2025-08-31
|
Roth
|
USD
| 484,728
| 6.5
| 1
| 39
|
RealEstate:26.9;Financials:16.6;Tech:21.0;Comm:13.9;Energy:21.7
|
Value:7.8;Growth:20.8;Quality:12.3;Size:14.6;Momentum:22.9;LowVol:21.6
|
QQQ:34.0;VTI:32.1;BND:33.9
| 5.7
| 204
| 13.6
|
Volatile
| 27.7
| 3.95
| 2.9
| 121
| -33
|
-57:20
| 21
| 0.0051
| false
| true
|
MaxPos6%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 10
| -2
| 6
|
Delta:-0.14;Vega:0.08
|
BrokerA
|
LMT
| 98
| 8
| 10
| 76
| 85
| -26
| 34
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 187
| 1.3
|
Approved
| 3
|
Within IPS guidelines
|
E0108
|
P7933
|
2025-03-29
|
Roth
|
USD
| 1,809,444
| 7.6
| 1.23
| 53
|
Comm:19.8;Materials:12.1;Consumer:27.5;Energy:13.7;Utilities:27.0
|
Value:15.4;Growth:24.8;Quality:14.7;Size:18.3;Momentum:8.6;LowVol:18.2
|
VTI:16.8;AAPL:19.6;TSLA:26.8;XLF:36.8
| 3.5
| 192
| 17.3
|
Bull
| 12.3
| 4.71
| 2.1
| 105
| 84
|
51:107
| 82
| 0.0087
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -12
| -24
| 10
|
Delta:-0.07;Vega:0.02
|
BrokerC
|
MKT
| 91
| 12
| 19
| -49
| 79
| -10
| -5
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 175
| 1
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0109
|
P2420
|
2025-11-05
|
401k
|
USD
| 1,654,408
| 7.1
| 1.18
| 56.8
|
Financials:30.2;Industrials:10.4;Materials:15.6;Consumer:13.5;Tech:30.3
|
Value:24.4;Growth:9.7;Quality:11.4;Size:19.0;Momentum:12.6;LowVol:22.9
|
TLT:28.3;MSFT:37.4;QQQ:34.3
| 5.6
| 260
| 15.1
|
Volatile
| 31.4
| 4.41
| 3.6
| 158
| 38
|
8:79
| 55
| 0.0133
| false
| true
|
MaxPos6%;MaxSector25%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -1
| 4
| 12
| null |
BrokerA
|
VWAP
| 97
| 1
| 4
| 44
| 126
| -37
| -4
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 206
| 3.4
| null | 2
|
Tax-aware sells next window
|
E0110
|
P6463
|
2025-11-06
|
401k
|
USD
| 1,695,836
| 7.8
| 1.15
| 54.3
|
Health:11.5;Tech:26.4;Consumer:24.0;RealEstate:9.3;Financials:28.8
|
Value:10.0;Growth:19.7;Quality:21.2;Size:12.7;Momentum:18.4;LowVol:18.0
|
AAPL:44.7;TLT:10.8;HYG:12.1;VTI:9.9;VNQ:9.9;BRK.B:12.5
| 3
| 246
| 20.4
|
Bull
| 18
| 4.55
| 2.2
| 94
| 109
|
82:140
| 100
| 0.0165
| false
| true
|
MaxSector35%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 9
| -20
| 6
| null |
BrokerC
|
MKT
| 97
| 6
| 12
| 36
| -3
| -43
| -18
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 123
| 2.2
| null | 2
|
Tax-aware sells next window
|
E0111
|
P2879
|
2025-12-10
|
401k
|
USD
| 1,634,311
| 8.3
| 1
| 65.3
|
Materials:26.6;Utilities:29.0;RealEstate:33.5;Tech:11.0
|
Value:18.1;Growth:18.5;Quality:17.7;Size:13.3;Momentum:12.6;LowVol:19.8
|
VNQ:14.7;XLF:12.6;GLD:30.8;AAPL:19.8;BRK.B:22.2
| 6
| 265
| 25.8
|
Bear
| 23.7
| 3.67
| 1.7
| 183
| -63
|
-96:-35
| 5
| 0.0167
| false
| true
|
MaxPos7%;MaxSector30%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| 4
| 11
|
Delta:-0.14;Vega:0.07
|
BrokerD
|
MKT
| 98
| 2
| 6
| 21
| 70
| -33
| 19
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 215
| 2.3
|
Approved
| 5
|
Within IPS guidelines
|
E0112
|
P3914
|
2024-12-10
|
Roth
|
USD
| 389,075
| 6.3
| 1
| 63.2
|
Consumer:29.8;Health:14.6;Financials:13.6;Tech:11.3;Energy:30.7
|
Value:14.8;Growth:16.7;Quality:10.2;Size:19.1;Momentum:22.3;LowVol:16.8
|
TLT:40.9;IEF:41.7;AAPL:17.4
| 3.6
| 154
| 8.6
|
Sideways
| 19.4
| 4.35
| 2.4
| 133
| 1
|
-12:19
| 60
| 0.0123
| false
| false
|
ESGOnly;MaxSector30%;NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| -3
| -1
| 7
| null |
BrokerC
|
LMT
| 98
| 1
| 9
| 100
| 88
| -44
| 3
| null | null |
Normal monitoring
| 205
| 2
|
Approved
| 4
|
Increase defensive factor exposure
|
E0113
|
P0685
|
2025-10-18
|
IRA
|
USD
| 835,424
| 6.2
| 1
| 67.3
|
Industrials:26.8;Utilities:29.4;Health:28.0;RealEstate:15.7
|
Value:21.6;Growth:11.4;Quality:18.5;Size:22.2;Momentum:11.1;LowVol:15.2
|
QQQ:10.1;TSLA:25.3;MUB:30.9;AMZN:13.2;XLF:20.5
| 2.8
| 118
| 15.2
|
Volatile
| 26
| 5.31
| 2.1
| 159
| 75
|
52:100
| 86
| 0.0115
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 35
| -13
| 9
| null |
BrokerC
|
LMT
| 95
| 7
| 6
| -55
| -28
| 20
| -9
| null | null |
Normal monitoring
| 106
| 1.2
|
Approved
| 4
|
Increase defensive factor exposure
|
E0114
|
P8576
|
2025-07-24
|
IRA
|
USD
| 222,451
| 9
| 1
| 45.7
|
Energy:8.9;Industrials:13.9;RealEstate:22.8;Tech:27.9;Comm:26.6
|
Value:12.2;Growth:20.2;Quality:21.1;Size:20.3;Momentum:15.6;LowVol:10.6
|
VNQ:24.0;QQQ:19.3;TLT:16.5;IEF:29.7;AAPL:10.5
| 3.1
| 93
| 15.9
|
Sideways
| 16.6
| 3.83
| 2.6
| 105
| 12
|
-15:47
| 51
| 0.0073
| false
| false
|
ESGOnly;MaxPos6%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 18
| 9
| 12
|
Delta:-0.05;Vega:0.03
|
BrokerA
|
LMT
| 88
| 9
| 14
| -44
| 35
| 10
| 36
| null | null |
Normal monitoring
| 127
| 2
|
Approved
| 5
|
Within IPS guidelines
|
E0115
|
P7013
|
2025-09-06
|
IRA
|
USD
| 692,596
| 6.7
| 1.13
| 68.2
|
Tech:16.2;Industrials:13.5;RealEstate:29.1;Materials:15.0;Health:26.2
|
Value:18.8;Growth:10.5;Quality:25.2;Size:18.8;Momentum:8.8;LowVol:17.9
|
TSLA:22.1;TLT:25.7;AAPL:20.9;GLD:14.5;MUB:16.8
| 5.1
| 189
| 21.1
|
Volatile
| 30.1
| 5.06
| 3.7
| 176
| 54
|
38:69
| 59
| 0.008
| false
| false
|
ESGOnly
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -12
| -11
| 6
| null |
BrokerC
|
VWAP
| 88
| 3
| 8
| 92
| 54
| -22
| 8
| null | null |
Normal monitoring
| 180
| 1.6
|
Approved
| 3
|
Tax-aware sells next window
|
E0116
|
P8821
|
2025-12-05
|
Roth
|
USD
| 625,729
| 16.3
| 1
| 46
|
Utilities:32.5;Energy:27.8;RealEstate:39.7
|
Value:9.1;Growth:18.6;Quality:23.5;Size:22.9;Momentum:13.2;LowVol:12.9
|
VTI:20.3;VOO:12.0;MUB:26.0;VNQ:41.7
| 2.8
| 147
| 7.5
|
Volatile
| 28.7
| 3.78
| 4.3
| 152
| 15
|
-9:43
| 53
| 0.0168
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 27
| -2
| 1
| null |
BrokerA
|
MKT
| 97
| 4
| 12
| -39
| -60
| 19
| -25
| null | null |
Normal monitoring
| 201
| 2.5
|
Approved
| 4
|
Tighten stops on momentum names
|
E0117
|
P9911
|
2025-08-28
|
401k
|
USD
| 266,793
| 15.3
| 1
| 57.3
|
Utilities:28.5;RealEstate:48.2;Financials:23.3
|
Value:13.6;Growth:15.3;Quality:8.0;Size:19.4;Momentum:20.2;LowVol:23.4
|
QQQ:36.9;GLD:16.4;VOO:17.5;VNQ:29.2
| 2.3
| 157
| 13.9
|
Volatile
| 22.5
| 4.76
| 4.5
| 118
| 2
|
-37:32
| 41
| 0.0046
| false
| false
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -5
| -37
| 11
| null |
BrokerC
|
MKT
| 90
| 3
| 0
| 80
| 210
| -30
| 36
| null | null |
Normal monitoring
| 216
| 2.1
| null | 4
|
Increase defensive factor exposure
|
E0118
|
P6998
|
2025-07-30
|
401k
|
USD
| 842,577
| 4.4
| 1
| 62.5
|
Tech:24.0;Financials:24.3;Consumer:21.0;Industrials:13.9;RealEstate:16.8
|
Value:20.4;Growth:9.7;Quality:12.0;Size:29.4;Momentum:16.6;LowVol:11.9
|
GLD:13.5;TSLA:24.7;VNQ:16.7;AMZN:45.2
| 4.9
| 265
| 20.6
|
Volatile
| 29.4
| 3.92
| 3.4
| 143
| -32
|
-63:-6
| 27
| 0.0181
| false
| true
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 2
| -13
| 6
| null |
BrokerA
|
LMT
| 92
| 11
| 13
| -24
| 42
| -33
| -3
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 201
| 2.7
|
Rejected
| 3
|
Tax-aware sells next window
|
E0119
|
P6429
|
2025-08-18
|
Taxable
|
USD
| 1,747,748
| 4.9
| 1.09
| 69.3
|
Industrials:17.8;Comm:29.9;Utilities:24.6;Consumer:27.6
|
Value:11.9;Growth:16.4;Quality:21.8;Size:23.8;Momentum:7.4;LowVol:18.7
|
BND:18.7;VTI:22.3;AMZN:19.1;XLF:19.5;BRK.B:20.4
| 6
| 271
| 14.6
|
Bull
| 13.6
| 4.16
| 2.7
| 109
| 37
|
21:78
| 65
| 0.0169
| false
| true
|
ESGOnly
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 10
| 0
| 8
| null |
BrokerA
|
MKT
| 90
| 2
| 3
| -22
| 115
| -8
| 32
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 152
| 2.3
|
Approved
| 4
|
Within IPS guidelines
|
E0120
|
P5471
|
2025-01-17
|
Taxable
|
USD
| 1,836,030
| 9.1
| 1
| 68.7
|
Industrials:20.9;Comm:25.5;Health:26.3;Energy:16.5;Materials:10.8
|
Value:18.6;Growth:15.8;Quality:26.4;Size:17.8;Momentum:13.3;LowVol:8.1
|
TLT:12.0;VOO:20.5;MUB:26.8;XLF:9.9;GLD:16.1;MSFT:14.8
| 1.9
| 125
| 17.9
|
Bear
| 34.3
| 3.82
| 2.7
| 206
| 40
|
14:87
| 76
| 0.0099
| false
| false
|
ESGOnly;MaxPos6%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 29
| -21
| 1
| null |
BrokerA
|
VWAP
| 96
| 11
| 16
| -6
| 58
| 7
| 5
| null | null |
Normal monitoring
| 187
| 1.4
| null | 5
|
Tax-aware sells next window
|
E0121
|
P6055
|
2025-09-23
|
Trust
|
USD
| 745,226
| 14
| 1
| 42.8
|
Tech:34.9;Health:28.8;Comm:36.3
|
Value:16.4;Growth:21.6;Quality:18.5;Size:13.0;Momentum:12.1;LowVol:18.3
|
QQQ:58.1;AMZN:24.4;BND:17.5
| 5
| 123
| 7.5
|
Bull
| 13.2
| 4.57
| 3.2
| 106
| 16
|
-2:32
| 46
| 0.0175
| false
| false
|
ESGOnly;NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| -1
| -30
| 10
| null |
BrokerD
|
MKT
| 88
| 3
| 0
| -10
| 87
| 16
| -14
| null | null |
Normal monitoring
| 174
| 3.4
| null | 5
|
Tighten stops on momentum names
|
E0122
|
P5935
|
2025-06-08
|
401k
|
USD
| 849,536
| 5.5
| 1
| 55.5
|
Tech:17.7;RealEstate:39.3;Comm:19.2;Materials:23.8
|
Value:23.4;Growth:16.0;Quality:16.6;Size:11.6;Momentum:12.7;LowVol:19.7
|
VTI:24.6;MSFT:27.2;AAPL:16.9;TSLA:12.1;HYG:19.3
| 2.4
| 168
| 16.8
|
Bull
| 14.9
| 4.95
| 3.4
| 75
| 8
|
-7:27
| 66
| 0.0094
| false
| false
|
MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 34
| 1
| 11
|
Delta:-0.16;Vega:0.06
|
BrokerC
|
MKT
| 100
| 4
| 10
| 116
| 238
| -6
| 28
| null | null |
Normal monitoring
| 104
| 1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0123
|
P2147
|
2025-05-12
|
401k
|
USD
| 485,863
| 5.2
| 1
| 69.8
|
Utilities:22.5;Materials:17.9;Comm:13.6;Health:21.7;Energy:24.3
|
Value:13.5;Growth:12.9;Quality:18.6;Size:15.6;Momentum:18.0;LowVol:21.4
|
VTI:19.0;VOO:18.3;XLF:18.7;MUB:15.2;VNQ:21.7;MSFT:7.2
| 3.7
| 126
| 13.6
|
Sideways
| 17.3
| 3.56
| 2.4
| 136
| -26
|
-41:-9
| 52
| 0.0106
| false
| false
|
MaxPos6%
| null | null |
Sell
|
Trim extended winner -1.0%
| 19
| -34
| 4
| null |
BrokerB
|
LMT
| 96
| 2
| 0
| 78
| 149
| -52
| -11
| null | null |
Normal monitoring
| 195
| 2.9
| null | 4
|
Increase defensive factor exposure
|
E0124
|
P2750
|
2025-05-31
|
Roth
|
USD
| 677,943
| 6.3
| 1
| 69.4
|
Comm:30.3;Tech:37.5;Financials:32.1
|
Value:19.1;Growth:15.6;Quality:8.7;Size:14.2;Momentum:18.2;LowVol:24.3
|
HYG:47.2;QQQ:26.5;GLD:26.3
| 2.4
| 169
| 15.6
|
Volatile
| 21.3
| 5.04
| 2.5
| 117
| 36
|
24:85
| 86
| 0.01
| false
| false
|
MaxPos6%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 29
| 14
| 6
| null |
BrokerC
|
MKT
| 90
| 2
| 5
| 10
| 77
| 20
| 12
| null | null |
Normal monitoring
| 202
| 1.7
|
Approved
| 4
|
Within IPS guidelines
|
E0125
|
P4960
|
2025-08-30
|
401k
|
USD
| 2,122,324
| 6.8
| 1
| 67.7
|
Energy:40.6;Industrials:40.9;Materials:18.5
|
Value:19.0;Growth:10.6;Quality:17.3;Size:10.7;Momentum:24.7;LowVol:17.8
|
QQQ:42.0;MUB:42.8;TSLA:15.3
| 3.7
| 210
| 16.7
|
Volatile
| 23
| 3.89
| 3.4
| 118
| -56
|
-68:-18
| 16
| 0.004
| false
| true
|
ESGOnly
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 34
| 10
| 10
|
Delta:-0.14;Vega:0.07
|
BrokerD
|
LMT
| 98
| 7
| 12
| -44
| 54
| -31
| 8
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 170
| 1.4
|
SuggestedEdits
| 3
|
Within IPS guidelines
|
E0126
|
P9241
|
2025-09-17
|
Trust
|
USD
| 610,001
| 13.8
| 1
| 56.7
|
Tech:23.8;Industrials:43.2;Health:17.0;RealEstate:16.0
|
Value:19.7;Growth:13.2;Quality:17.8;Size:12.1;Momentum:12.6;LowVol:24.7
|
VTI:18.6;HYG:17.5;TSLA:12.6;AMZN:20.1;VOO:24.0;BND:7.3
| 1
| 139
| 9.8
|
Bull
| 12.7
| 3.56
| 2.7
| 104
| 98
|
60:144
| 89
| 0.0187
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 5
| -9
| 12
| null |
BrokerA
|
LMT
| 93
| 10
| 9
| 30
| 29
| -36
| 39
| null | null |
Normal monitoring
| 102
| 1.4
|
Approved
| 3
|
Tax-aware sells next window
|
E0127
|
P8720
|
2024-12-29
|
IRA
|
USD
| 197,706
| 11.3
| 1
| 43.3
|
Consumer:41.5;Comm:25.1;Utilities:33.4
|
Value:25.5;Growth:12.6;Quality:9.7;Size:18.0;Momentum:24.1;LowVol:9.9
|
VNQ:27.4;AMZN:21.3;XLF:37.4;QQQ:13.9
| 2.7
| 168
| 9
|
Bear
| 30.4
| 3.44
| 1.2
| 190
| -11
|
-51:24
| 41
| 0.0058
| false
| false
|
MaxPos8%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 5
| -7
| 4
| null |
BrokerB
|
MKT
| 97
| 10
| 16
| 120
| 162
| -21
| 37
| null | null |
Normal monitoring
| 173
| 2.2
| null | 5
|
Tighten stops on momentum names
|
E0128
|
P6842
|
2025-09-16
|
401k
|
USD
| 871,773
| 6.4
| 1
| 55.2
|
Tech:20.4;Financials:15.1;Energy:17.1;RealEstate:24.5;Industrials:22.9
|
Value:14.0;Growth:17.6;Quality:8.0;Size:16.2;Momentum:20.8;LowVol:23.4
|
BND:8.5;AAPL:6.9;MSFT:17.2;TLT:25.2;VOO:19.1;QQQ:23.1
| 4.5
| 159
| 8.2
|
Volatile
| 25
| 4.46
| 2.8
| 151
| -48
|
-73:-7
| 32
| 0.0076
| false
| false
|
NoMargin
| null |
DriftNear;VarNear
|
Buy
|
Add core equity +1.0% from cash
| 14
| -40
| 4
| null |
BrokerB
|
MKT
| 98
| 5
| 5
| -10
| 26
| 6
| 16
| null | null |
Normal monitoring
| 218
| 2
| null | 4
|
Within IPS guidelines
|
E0129
|
P0336
|
2025-07-04
|
401k
|
USD
| 501,066
| 15.7
| 1
| 70.3
|
Energy:22.0;Industrials:22.3;Utilities:8.5;Materials:18.8;Tech:28.5
|
Value:20.7;Growth:9.6;Quality:14.4;Size:14.7;Momentum:20.2;LowVol:20.5
|
BRK.B:25.6;VTI:29.2;QQQ:18.9;HYG:10.5;TLT:15.9
| 2.7
| 115
| 10.7
|
Volatile
| 25.1
| 5.34
| 3.1
| 176
| -58
|
-77:-10
| 32
| 0.0078
| false
| false
|
ESGOnly
| null | null |
Buy
|
Add core equity +1.0% from cash
| -11
| -16
| 6
| null |
BrokerD
|
MKT
| 90
| 3
| 6
| 9
| 110
| 10
| -10
| null | null |
Normal monitoring
| 202
| 2.1
|
Approved
| 4
|
Tax-aware sells next window
|
E0130
|
P6479
|
2024-08-10
|
Taxable
|
USD
| 1,499,779
| 9.3
| 1
| 65.5
|
Tech:25.0;Energy:25.0;Materials:28.2;Utilities:21.9
|
Value:9.3;Growth:24.0;Quality:16.2;Size:22.8;Momentum:10.0;LowVol:17.6
|
MUB:13.9;VOO:30.4;MSFT:55.7
| 1.8
| 161
| 14.1
|
Bull
| 14.6
| 4.45
| 3
| 96
| 107
|
74:154
| 100
| 0.0155
| false
| false
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 24
| -6
| 3
| null |
BrokerA
|
VWAP
| 92
| 12
| 11
| 13
| 43
| -34
| -4
| null | null |
Normal monitoring
| 195
| 2
|
Approved
| 3
|
Tighten stops on momentum names
|
E0131
|
P2406
|
2024-10-16
|
Taxable
|
USD
| 510,259
| 6
| 1
| 74.3
|
Utilities:25.3;Materials:27.5;Tech:47.1
|
Value:16.8;Growth:7.6;Quality:23.5;Size:23.1;Momentum:20.2;LowVol:8.9
|
BRK.B:26.5;MUB:14.9;TSLA:25.5;XLF:33.1
| 1.6
| 141
| 15
|
Volatile
| 20.9
| 4.03
| 4.2
| 148
| 67
|
55:103
| 73
| 0.0139
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 17
| 12
| 6
| null |
BrokerA
|
LMT
| 100
| 11
| 12
| 33
| 68
| -19
| 25
| null | null |
Normal monitoring
| 104
| 2
| null | 4
|
Within IPS guidelines
|
E0132
|
P6521
|
2025-01-18
|
Taxable
|
USD
| 782,840
| 5.7
| 1
| 58.7
|
Health:27.5;Comm:17.0;Financials:37.5;RealEstate:17.9
|
Value:20.0;Growth:24.6;Quality:13.4;Size:16.2;Momentum:14.7;LowVol:11.1
|
BRK.B:22.3;TLT:7.8;HYG:20.1;VNQ:8.1;AAPL:21.9;BND:19.8
| 3.7
| 120
| 11.8
|
Volatile
| 23.5
| 4.58
| 2.1
| 174
| 39
|
19:85
| 55
| 0.0139
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 9
| -40
| 7
| null |
BrokerD
|
LMT
| 100
| 10
| 7
| 92
| 52
| -18
| 2
| null | null |
Normal monitoring
| 145
| 1.8
| null | 3
|
Within IPS guidelines
|
E0133
|
P5575
|
2024-10-01
|
Roth
|
USD
| 841,812
| 9.7
| 1
| 44.1
|
Energy:26.3;RealEstate:11.5;Materials:22.4;Consumer:14.9;Health:25.0
|
Value:16.7;Growth:18.4;Quality:12.8;Size:16.4;Momentum:17.9;LowVol:17.8
|
BRK.B:18.1;MUB:31.5;BND:50.4
| 4.3
| 185
| 14.2
|
Sideways
| 19.6
| 4.55
| 3.5
| 119
| 19
|
3:39
| 74
| 0.0047
| false
| true
|
MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 29
| 10
| 6
|
Delta:-0.2;Vega:0.06
|
BrokerD
|
MKT
| 96
| 1
| 7
| 17
| 152
| -52
| 6
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 156
| 1.6
| null | 4
|
Increase defensive factor exposure
|
E0134
|
P7018
|
2024-08-31
|
Taxable
|
USD
| 1,518,322
| 6.7
| 1
| 55.3
|
Comm:19.1;Financials:22.4;Consumer:11.1;Tech:17.7;RealEstate:29.7
|
Value:16.0;Growth:13.6;Quality:12.0;Size:22.1;Momentum:27.5;LowVol:8.8
|
QQQ:26.9;MSFT:21.2;IEF:20.9;BRK.B:31.0
| 5.9
| 149
| 21.4
|
Volatile
| 30.9
| 5.01
| 2.7
| 125
| -9
|
-37:6
| 32
| 0.0172
| false
| false
| null | null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| -6
| -30
| 4
| null |
BrokerA
|
LMT
| 88
| 9
| 14
| 97
| 133
| -21
| -16
| null | null |
Normal monitoring
| 151
| 2.9
| null | 3
|
Monitor dispersion and breadth
|
E0135
|
P5154
|
2025-09-10
|
Trust
|
USD
| 188,563
| 9.7
| 1
| 69.1
|
Tech:39.2;RealEstate:12.7;Financials:34.0;Comm:14.0
|
Value:20.9;Growth:24.3;Quality:16.9;Size:8.4;Momentum:19.7;LowVol:9.8
|
MUB:41.9;QQQ:24.2;XLF:34.0
| 1.5
| 107
| 15.7
|
Sideways
| 15.8
| 5
| 3.1
| 128
| 12
|
-18:30
| 71
| 0.0085
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 15
| -21
| 9
| null |
BrokerB
|
LMT
| 90
| 2
| 3
| 115
| 101
| -53
| 30
| null | null |
Normal monitoring
| 136
| 1.9
| null | 5
|
Increase defensive factor exposure
|
E0136
|
P7034
|
2025-06-28
|
401k
|
USD
| 460,757
| 6.4
| 1
| 49
|
Comm:13.9;Energy:35.9;Consumer:19.6;Financials:30.6
|
Value:16.4;Growth:25.0;Quality:14.5;Size:17.6;Momentum:10.9;LowVol:15.6
|
XLF:12.0;VOO:21.3;MSFT:24.0;QQQ:12.3;MUB:24.1;IEF:6.4
| 5
| 158
| 15.2
|
Volatile
| 24
| 4.73
| 2.8
| 174
| -51
|
-89:-11
| 34
| 0.0159
| false
| false
|
MaxPos8%;MaxSector35%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 24
| -23
| 7
| null |
BrokerA
|
LMT
| 99
| 11
| 13
| 15
| -1
| -11
| 18
| null | null |
Normal monitoring
| 125
| 1
|
Approved
| 3
|
Tax-aware sells next window
|
E0137
|
P8847
|
2025-11-07
|
Trust
|
USD
| 1,154,667
| 5.9
| 1
| 73
|
Comm:24.2;Financials:15.6;Energy:26.5;Industrials:10.4;RealEstate:23.2
|
Value:12.4;Growth:9.8;Quality:21.7;Size:20.8;Momentum:18.8;LowVol:16.4
|
VOO:12.6;IEF:33.7;TLT:23.5;HYG:30.3
| 4.5
| 166
| 18.7
|
Volatile
| 22.7
| 4.32
| 3.2
| 133
| 3
|
-9:50
| 40
| 0.0155
| false
| false
|
MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 32
| -17
| 5
| null |
BrokerB
|
MKT
| 88
| 1
| 6
| 108
| 148
| -27
| -25
| null | null |
Normal monitoring
| 95
| 1.3
|
Approved
| 3
|
Increase defensive factor exposure
|
E0138
|
P1018
|
2025-06-12
|
Taxable
|
USD
| 2,222,681
| 9.2
| 1.16
| 42.9
|
Financials:17.2;Consumer:32.9;Comm:17.4;Health:32.5
|
Value:21.6;Growth:15.8;Quality:21.1;Size:19.4;Momentum:10.2;LowVol:11.8
|
TSLA:37.2;AMZN:15.5;MUB:12.4;XLF:22.7;AAPL:12.1
| 2.1
| 127
| 13.3
|
Bear
| 34.6
| 3.83
| 1.5
| 211
| -93
|
-125:-76
| 11
| 0.0053
| false
| false
|
ESGOnly;MaxSector35%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -4
| -25
| 3
| null |
BrokerB
|
MKT
| 91
| 7
| 15
| -60
| -75
| 6
| -11
| null | null |
Normal monitoring
| 107
| 3.8
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0139
|
P2711
|
2024-08-31
|
Taxable
|
USD
| 651,119
| 15.3
| 1
| 43.9
|
Materials:21.0;Industrials:54.6;RealEstate:24.4
|
Value:18.3;Growth:14.6;Quality:10.5;Size:25.9;Momentum:19.1;LowVol:11.6
|
BND:28.1;QQQ:28.7;TLT:24.8;VTI:18.3
| 2.2
| 119
| 8.3
|
Bull
| 11.2
| 4.51
| 3.1
| 97
| 14
|
-9:69
| 69
| 0.0141
| false
| false
|
ESGOnly;MaxPos8%;MaxSector25%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 9
| 1
| 6
| null |
BrokerC
|
LMT
| 97
| 8
| 16
| -43
| 37
| -53
| 24
| null | null |
Normal monitoring
| 205
| 1.8
|
Approved
| 4
|
Tax-aware sells next window
|
E0140
|
P0988
|
2025-03-05
|
IRA
|
USD
| 2,211,420
| 6.6
| 1
| 73.1
|
Consumer:15.6;Comm:17.2;Energy:18.9;Materials:28.9;Financials:19.5
|
Value:11.8;Growth:24.1;Quality:12.7;Size:22.8;Momentum:13.4;LowVol:15.2
|
VTI:40.8;BRK.B:23.3;QQQ:35.9
| 4.1
| 136
| 18.2
|
Bull
| 15.9
| 3.69
| 2.4
| 111
| 114
|
91:153
| 100
| 0.0089
| false
| false
|
MaxPos5%
| null | null |
Sell
|
Trim extended winner -1.0%
| -13
| -17
| 3
| null |
BrokerC
|
LMT
| 93
| 4
| 5
| 29
| 110
| 17
| 12
| null | null |
Normal monitoring
| 126
| 1.3
|
Approved
| 4
|
Tax-aware sells next window
|
E0141
|
P8143
|
2025-07-21
|
IRA
|
USD
| 1,121,529
| 7.3
| 1.18
| 39.4
|
Health:29.4;Tech:30.4;Comm:19.7;Utilities:20.6
|
Value:17.1;Growth:17.2;Quality:24.3;Size:11.8;Momentum:7.8;LowVol:21.9
|
HYG:17.1;BND:20.3;BRK.B:14.2;GLD:17.6;VNQ:10.9;VOO:20.0
| 6.4
| 162
| 24.5
|
Bear
| 25
| 3.69
| 1.8
| 134
| -51
|
-65:-31
| 15
| 0.0063
| true
| false
|
ESGOnly;MaxPos5%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 30
| 3
| 1
|
Delta:-0.12;Vega:0.09
|
BrokerC
|
LMT
| 91
| 3
| 10
| 12
| 114
| -9
| 18
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 192
| 3.4
|
Approved
| 2
|
Within IPS guidelines
|
E0142
|
P1635
|
2024-11-05
|
Trust
|
USD
| 897,277
| 12.8
| 1
| 50.2
|
Consumer:25.2;Tech:27.4;Utilities:23.1;Energy:24.2
|
Value:19.8;Growth:15.3;Quality:9.2;Size:9.2;Momentum:23.7;LowVol:22.8
|
MUB:22.8;TLT:21.9;VOO:15.1;QQQ:40.1
| 3.3
| 124
| 14.1
|
Bull
| 16.7
| 3.68
| 2.2
| 79
| 5
|
-28:60
| 52
| 0.0099
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| -5
| -26
| 3
| null |
BrokerD
|
VWAP
| 88
| 12
| 20
| -49
| -44
| 4
| 40
| null | null |
Normal monitoring
| 188
| 1.3
|
Approved
| 5
|
Tax-aware sells next window
|
E0143
|
P6956
|
2024-12-21
|
Trust
|
USD
| 568,702
| 9.9
| 1
| 67.9
|
Health:16.2;Comm:21.4;Industrials:19.0;Energy:31.1;Utilities:12.3
|
Value:12.2;Growth:17.5;Quality:20.5;Size:19.5;Momentum:20.8;LowVol:9.4
|
BND:42.7;MUB:27.3;VOO:29.9
| 2.1
| 96
| 10.8
|
Bull
| 14.8
| 4.76
| 2.1
| 118
| 15
|
5:45
| 67
| 0.0132
| false
| false
|
NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 27
| -32
| 2
| null |
BrokerD
|
LMT
| 91
| 3
| 6
| 20
| 122
| 20
| 33
| null | null |
Normal monitoring
| 189
| 1.6
| null | 3
|
Increase defensive factor exposure
|
E0144
|
P3393
|
2025-07-18
|
Trust
|
USD
| 1,406,290
| 9.5
| 1
| 68.1
|
RealEstate:11.0;Comm:11.7;Utilities:25.9;Financials:26.1;Consumer:25.3
|
Value:21.4;Growth:10.7;Quality:22.8;Size:9.5;Momentum:14.0;LowVol:21.7
|
HYG:21.5;TSLA:30.0;AAPL:9.8;XLF:23.6;TLT:15.1
| 3
| 219
| 18.7
|
Sideways
| 21.9
| 4.41
| 3.3
| 128
| 49
|
23:101
| 75
| 0.0149
| false
| true
|
ESGOnly;MaxPos5%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -1
| -8
| 11
| null |
BrokerA
|
MKT
| 96
| 8
| 8
| 77
| 50
| -8
| -19
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 111
| 2.6
| null | 2
|
Tighten stops on momentum names
|
E0145
|
P4685
|
2025-06-13
|
Roth
|
USD
| 292,182
| 14.3
| 1
| 35.2
|
Materials:19.4;Energy:30.6;Comm:34.3;Financials:15.7
|
Value:18.7;Growth:7.8;Quality:18.5;Size:12.7;Momentum:24.5;LowVol:17.8
|
BND:19.6;AAPL:19.0;MSFT:22.2;VNQ:25.9;IEF:13.3
| 1.9
| 144
| 7.2
|
Bull
| 17
| 4.47
| 2.2
| 71
| 103
|
83:145
| 100
| 0.0096
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| -11
| -26
| 12
| null |
BrokerD
|
MKT
| 100
| 1
| 2
| -36
| -61
| -57
| 14
| null | null |
Normal monitoring
| 143
| 2.9
| null | 4
|
Within IPS guidelines
|
E0146
|
P4927
|
2025-05-31
|
Roth
|
USD
| 1,790,421
| 9
| 1
| 67.4
|
Health:26.1;Materials:15.3;Financials:37.8;RealEstate:20.8
|
Value:17.4;Growth:16.1;Quality:14.1;Size:19.9;Momentum:17.0;LowVol:15.6
|
TSLA:17.8;VTI:57.6;VOO:24.6
| 3.1
| 133
| 15.8
|
Volatile
| 25.5
| 3.77
| 2.4
| 111
| 53
|
35:83
| 72
| 0.0146
| false
| false
|
MaxPos8%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -12
| -39
| 10
| null |
BrokerB
|
LMT
| 95
| 1
| 8
| 83
| 169
| -6
| 11
| null | null |
Normal monitoring
| 121
| 2.3
| null | 3
|
Monitor dispersion and breadth
|
E0147
|
P3851
|
2024-07-16
|
IRA
|
USD
| 683,245
| 12.1
| 1
| 59.2
|
RealEstate:34.0;Comm:16.0;Consumer:25.1;Energy:10.6;Health:14.3
|
Value:21.0;Growth:19.9;Quality:10.5;Size:14.5;Momentum:19.7;LowVol:14.3
|
GLD:5.2;MSFT:17.1;QQQ:22.4;VOO:11.6;IEF:22.6;VNQ:21.0
| 1.5
| 110
| 14.7
|
Sideways
| 15.2
| 4.96
| 2.8
| 131
| 16
|
-11:65
| 65
| 0.0148
| false
| false
|
ESGOnly;MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| 21
| -16
| 3
| null |
BrokerB
|
MKT
| 96
| 10
| 13
| 52
| 131
| -20
| 30
| null | null |
Normal monitoring
| 177
| 2.2
| null | 5
|
Tax-aware sells next window
|
E0148
|
P2122
|
2025-12-11
|
Roth
|
USD
| 2,228,840
| 8.3
| 1
| 60.4
|
Consumer:39.8;Materials:38.1;Comm:22.1
|
Value:16.1;Growth:25.6;Quality:10.6;Size:25.0;Momentum:9.9;LowVol:12.7
|
XLF:19.5;AMZN:8.2;MUB:16.0;HYG:17.1;VOO:20.0;BRK.B:19.1
| 3.3
| 184
| 14.4
|
Bull
| 12.3
| 4.05
| 3.3
| 83
| 9
|
-22:63
| 43
| 0.0049
| false
| true
|
ESGOnly
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 14
| -16
| 7
|
Delta:-0.18;Vega:0.08
|
BrokerD
|
MKT
| 89
| 12
| 17
| -7
| -28
| -1
| 27
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 98
| 3.3
|
Approved
| 3
|
Tighten stops on momentum names
|
E0149
|
P8768
|
2025-05-03
|
Taxable
|
USD
| 204,776
| 9.7
| 1
| 35.9
|
Utilities:18.7;Consumer:25.1;Energy:27.9;Industrials:28.3
|
Value:20.7;Growth:19.5;Quality:8.8;Size:19.0;Momentum:10.5;LowVol:21.5
|
VNQ:35.4;MUB:35.2;AMZN:18.6;GLD:10.9
| 3.3
| 155
| 11.7
|
Bear
| 24.7
| 3
| 2.7
| 157
| -16
|
-36:37
| 29
| 0.016
| false
| false
|
MaxPos6%;NoMargin
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 17
| -2
| 12
| null |
BrokerD
|
MKT
| 0
| 0
| 0
| 24
| -10
| 3
| 34
| null | null |
Normal monitoring
| 201
| 3.1
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0150
|
P9716
|
2024-09-26
|
Trust
|
USD
| 1,418,194
| 5.8
| 1
| 68.6
|
Financials:29.3;Health:28.0;RealEstate:12.4;Materials:30.3
|
Value:19.3;Growth:21.4;Quality:11.5;Size:16.3;Momentum:21.2;LowVol:10.2
|
TSLA:18.9;BRK.B:21.5;QQQ:20.1;IEF:17.2;VTI:16.8;XLF:5.5
| 2.4
| 151
| 19.3
|
Bull
| 17.1
| 4.05
| 3.4
| 104
| 107
|
90:160
| 100
| 0.0097
| false
| false
|
MaxPos5%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 34
| -11
| 8
| null |
BrokerB
|
LMT
| 100
| 7
| 14
| 74
| 137
| 6
| -21
| null | null |
Normal monitoring
| 160
| 3.2
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0151
|
P2139
|
2024-11-22
|
Trust
|
USD
| 294,207
| 7.9
| 1
| 53.5
|
Utilities:43.2;Consumer:34.8;Health:22.0
|
Value:13.6;Growth:9.9;Quality:20.7;Size:14.3;Momentum:22.8;LowVol:18.6
|
VOO:25.8;XLF:25.3;MUB:48.9
| 2.2
| 113
| 12
|
Volatile
| 32
| 3.79
| 3.3
| 115
| -22
|
-44:30
| 56
| 0.0156
| false
| false
|
ESGOnly
| null | null |
Buy
|
Add core equity +1.0% from cash
| 16
| -17
| 5
| null |
BrokerA
|
LMT
| 97
| 3
| 7
| -41
| -25
| -42
| 32
| null | null |
Normal monitoring
| 215
| 2.8
|
Approved
| 3
|
Tighten stops on momentum names
|
E0152
|
P1067
|
2024-07-28
|
Trust
|
USD
| 2,415,784
| 8.1
| 1
| 61.5
|
Health:29.2;Materials:15.6;Energy:13.2;Tech:22.4;Comm:19.6
|
Value:8.4;Growth:25.0;Quality:14.6;Size:18.3;Momentum:23.7;LowVol:10.1
|
VNQ:20.4;XLF:27.4;GLD:23.4;MSFT:10.6;MUB:18.1
| 4.5
| 162
| 20.7
|
Sideways
| 20.6
| 4.67
| 3.1
| 103
| 31
|
4:81
| 50
| 0.0128
| false
| false
|
ESGOnly;MaxPos8%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 26
| -25
| 12
| null |
BrokerC
|
LMT
| 96
| 8
| 10
| 92
| 94
| -40
| 21
| null | null |
Normal monitoring
| 144
| 3.7
|
Approved
| 5
|
Increase defensive factor exposure
|
E0153
|
P4636
|
2024-08-11
|
Roth
|
USD
| 681,287
| 5.7
| 1
| 49.4
|
Energy:23.0;Comm:14.2;Financials:30.7;Materials:12.6;Health:19.5
|
Value:18.7;Growth:12.8;Quality:18.0;Size:13.0;Momentum:20.5;LowVol:17.0
|
TLT:20.5;XLF:15.1;VTI:7.4;MSFT:16.9;HYG:21.0;MUB:19.1
| 3.3
| 165
| 19
|
Volatile
| 22.6
| 5.04
| 2.4
| 137
| 32
|
12:57
| 61
| 0.0104
| false
| false
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 32
| -25
| 12
| null |
BrokerC
|
MKT
| 90
| 9
| 7
| 72
| 120
| 11
| 15
| null | null |
Normal monitoring
| 167
| 2.9
|
Approved
| 3
|
Within IPS guidelines
|
E0154
|
P3445
|
2025-09-04
|
401k
|
USD
| 684,717
| 17.7
| 1
| 55
|
Consumer:40.4;Health:32.0;RealEstate:27.7
|
Value:18.5;Growth:25.3;Quality:15.2;Size:9.2;Momentum:15.1;LowVol:16.7
|
IEF:10.1;VOO:25.9;BRK.B:6.3;MSFT:20.5;VTI:17.3;VNQ:19.9
| 4.3
| 121
| 12.9
|
Bull
| 14.2
| 4.91
| 2.9
| 76
| 69
|
38:110
| 82
| 0.011
| false
| false
|
MaxPos7%;MaxSector35%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| -6
| -4
| 4
| null |
BrokerA
|
MKT
| 89
| 4
| 11
| -42
| 84
| -30
| 14
| null | null |
Normal monitoring
| 125
| 3.9
|
Approved
| 4
|
Within IPS guidelines
|
E0155
|
P3142
|
2024-09-09
|
IRA
|
USD
| 1,109,086
| 9.3
| 1
| 48.3
|
Tech:27.1;Materials:19.6;Utilities:26.5;Consumer:26.8
|
Value:16.0;Growth:18.5;Quality:24.2;Size:11.2;Momentum:14.5;LowVol:15.5
|
HYG:34.3;TSLA:35.6;AAPL:30.1
| 5.8
| 147
| 16.1
|
Bull
| 15.7
| 3.7
| 2.7
| 94
| 43
|
27:61
| 74
| 0.0184
| false
| false
| null | null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 1
| 1
| 1
| null |
BrokerA
|
LMT
| 95
| 7
| 10
| 111
| 211
| -25
| -8
| null | null |
Normal monitoring
| 160
| 1.9
|
Approved
| 3
|
Increase defensive factor exposure
|
E0156
|
P5165
|
2025-04-12
|
Roth
|
USD
| 787,158
| 6.2
| 1.11
| 38.8
|
Tech:23.3;Financials:32.8;Energy:43.9
|
Value:10.3;Growth:18.4;Quality:8.3;Size:24.5;Momentum:13.0;LowVol:25.6
|
VTI:17.6;BRK.B:11.0;VOO:24.0;MSFT:17.8;QQQ:18.5;GLD:11.0
| 3.2
| 175
| 26.9
|
Bull
| 15.7
| 4.31
| 2.2
| 104
| 95
|
64:148
| 89
| 0.0154
| false
| false
| null | null | null |
Sell
|
Trim extended winner -1.0%
| 29
| -12
| 3
| null |
BrokerA
|
MKT
| 99
| 4
| 6
| -18
| 9
| -47
| -13
| null | null |
Normal monitoring
| 129
| 3
| null | 4
|
Tighten stops on momentum names
|
E0157
|
P9734
|
2025-03-30
|
401k
|
USD
| 651,586
| 9.4
| 1
| 65
|
Industrials:45.6;Materials:26.8;Energy:27.7
|
Value:9.8;Growth:19.9;Quality:14.7;Size:13.2;Momentum:14.7;LowVol:27.7
|
GLD:17.6;HYG:25.5;XLF:32.1;BRK.B:24.9
| 4.1
| 148
| 7.6
|
Sideways
| 21.2
| 4.75
| 2.9
| 120
| 38
|
1:78
| 64
| 0.0084
| false
| false
|
MaxPos5%;MaxSector25%
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 32
| 13
| 10
| null |
BrokerB
|
LMT
| 91
| 4
| 8
| 110
| 217
| -2
| -6
| null | null |
Normal monitoring
| 188
| 3
| null | 4
|
Monitor dispersion and breadth
|
E0158
|
P8744
|
2025-03-19
|
IRA
|
USD
| 469,851
| 16.2
| 1
| 53
|
Financials:26.5;Utilities:24.9;Industrials:48.6
|
Value:18.5;Growth:19.9;Quality:24.4;Size:12.6;Momentum:12.8;LowVol:11.8
|
MSFT:24.2;XLF:14.1;GLD:11.1;IEF:19.9;QQQ:19.3;TLT:11.5
| 3.3
| 111
| 8.6
|
Sideways
| 21.7
| 3.88
| 2
| 96
| -10
|
-36:8
| 37
| 0.0103
| false
| false
|
ESGOnly;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| -9
| -1
| 11
| null |
BrokerD
|
MKT
| 0
| 0
| 0
| -33
| 42
| -9
| 12
| null | null |
Normal monitoring
| 207
| 2.6
|
Approved
| 5
|
Tighten stops on momentum names
|
E0159
|
P2834
|
2024-10-26
|
IRA
|
USD
| 557,343
| 10.6
| 1
| 51.5
|
Tech:32.3;Health:11.2;Comm:16.7;Consumer:16.4;Utilities:23.4
|
Value:18.5;Growth:10.7;Quality:20.3;Size:11.1;Momentum:19.5;LowVol:20.0
|
IEF:12.7;BND:23.0;XLF:8.6;HYG:16.1;AMZN:17.1;VNQ:22.4
| 2.8
| 152
| 9
|
Bull
| 12.2
| 4.43
| 3.4
| 114
| 64
|
43:95
| 66
| 0.0159
| false
| false
|
ESGOnly;NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 24
| 8
| 8
| null |
BrokerC
|
LMT
| 95
| 3
| 1
| 47
| 32
| 2
| -8
| null | null |
Normal monitoring
| 156
| 1.1
| null | 3
|
Tighten stops on momentum names
|
E0160
|
P5550
|
2025-01-25
|
Trust
|
USD
| 910,476
| 4
| 1
| 62.5
|
Health:24.5;Comm:29.5;Consumer:21.4;Industrials:9.2;Energy:15.5
|
Value:19.9;Growth:20.1;Quality:20.9;Size:13.7;Momentum:12.2;LowVol:13.2
|
TSLA:14.1;MSFT:16.7;BRK.B:22.4;QQQ:26.7;HYG:20.1
| 5.4
| 221
| 15.7
|
Sideways
| 15.8
| 4.85
| 3
| 123
| 52
|
42:76
| 82
| 0.011
| false
| true
|
ESGOnly;MaxPos8%
| null |
DriftNear;VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 16
| -4
| 8
| null |
BrokerD
|
LMT
| 96
| 10
| 15
| -32
| 94
| -29
| -8
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 108
| 1.9
| null | 4
|
Within IPS guidelines
|
E0161
|
P6890
|
2024-11-18
|
IRA
|
USD
| 637,797
| 9.2
| 1
| 46.9
|
Utilities:30.1;Industrials:11.6;Materials:26.2;RealEstate:32.1
|
Value:22.6;Growth:18.6;Quality:9.7;Size:22.5;Momentum:17.0;LowVol:9.6
|
AAPL:22.1;VTI:20.4;AMZN:32.4;IEF:15.3;XLF:9.8
| 4.7
| 117
| 15.6
|
Sideways
| 17.3
| 3.97
| 3.4
| 131
| 25
|
-14:71
| 59
| 0.004
| false
| false
|
MaxPos8%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 3
| 12
| 2
| null |
BrokerB
|
LMT
| 91
| 3
| 6
| 20
| 59
| -10
| 33
| null | null |
Normal monitoring
| 199
| 3.8
|
Approved
| 4
|
Increase defensive factor exposure
|
E0162
|
P5340
|
2025-04-29
|
IRA
|
USD
| 601,625
| 5.1
| 1
| 38.3
|
RealEstate:26.3;Health:43.0;Financials:17.0;Utilities:13.7
|
Value:20.9;Growth:15.2;Quality:19.1;Size:8.4;Momentum:10.5;LowVol:25.8
|
GLD:38.7;AAPL:24.5;QQQ:36.7
| 4.3
| 98
| 13.5
|
Bull
| 17
| 3.88
| 2.8
| 83
| 79
|
39:103
| 86
| 0.0098
| false
| false
|
ESGOnly;MaxSector30%
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| -6
| 0
| 8
| null |
BrokerB
|
LMT
| 94
| 12
| 18
| 71
| 170
| -57
| 24
| null | null |
Normal monitoring
| 179
| 2.9
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0163
|
P0642
|
2025-09-06
|
IRA
|
USD
| 591,254
| 17.7
| 1
| 61.9
|
Comm:46.1;Materials:23.6;Health:30.4
|
Value:17.2;Growth:14.4;Quality:11.8;Size:21.2;Momentum:13.2;LowVol:22.2
|
MUB:21.8;BND:41.0;MSFT:37.2
| 4.6
| 137
| 10.1
|
Bull
| 14.3
| 4.13
| 2
| 116
| 74
|
45:95
| 86
| 0.0056
| false
| false
|
MaxPos5%;MaxSector35%
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 22
| -4
| 4
| null |
BrokerA
|
LMT
| 90
| 9
| 12
| 95
| 166
| -44
| -19
| null | null |
Normal monitoring
| 149
| 2.7
| null | 5
|
Increase defensive factor exposure
|
E0164
|
P2698
|
2025-08-24
|
Roth
|
USD
| 788,196
| 10.1
| 1
| 56
|
Health:32.7;Energy:30.5;Tech:13.6;RealEstate:23.1
|
Value:12.3;Growth:7.8;Quality:20.8;Size:20.9;Momentum:18.2;LowVol:20.0
|
XLF:19.8;VOO:30.5;IEF:49.6
| 3
| 101
| 14
|
Bull
| 12.5
| 4.34
| 2.5
| 89
| 68
|
35:111
| 80
| 0.0049
| false
| false
|
ESGOnly
| null | null |
Buy
|
Add core equity +1.0% from cash
| -4
| -33
| 1
| null |
BrokerA
|
MKT
| 99
| 10
| 16
| 86
| 191
| -8
| 4
| null | null |
Normal monitoring
| 193
| 1.8
| null | 3
|
Increase defensive factor exposure
|
E0165
|
P3000
|
2025-10-01
|
Trust
|
USD
| 1,553,869
| 9.6
| 1
| 62.6
|
Tech:53.5;Comm:21.4;Materials:25.1
|
Value:21.9;Growth:9.2;Quality:13.8;Size:16.2;Momentum:13.1;LowVol:25.7
|
BND:20.7;TLT:25.8;MSFT:26.5;QQQ:27.0
| 5.4
| 122
| 14.3
|
Bull
| 17.3
| 4.59
| 3.2
| 76
| 115
|
101:156
| 90
| 0.0124
| false
| false
|
MaxPos6%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 20
| 13
| 10
| null |
BrokerB
|
MKT
| 97
| 9
| 6
| 18
| 141
| 8
| -9
| null | null |
Normal monitoring
| 139
| 3.9
| null | 3
|
Monitor dispersion and breadth
|
E0166
|
P7263
|
2024-07-27
|
Taxable
|
USD
| 1,619,231
| 7
| 1
| 47.5
|
Industrials:31.4;Energy:19.9;Tech:18.8;Financials:10.0;Comm:19.9
|
Value:19.3;Growth:18.6;Quality:8.0;Size:12.4;Momentum:26.0;LowVol:15.7
|
IEF:24.8;VNQ:28.8;MUB:46.4
| 3.8
| 221
| 14.3
|
Volatile
| 28.8
| 4.89
| 3.6
| 110
| 34
|
5:74
| 80
| 0.0122
| false
| true
|
MaxPos7%;MaxSector35%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 32
| -22
| 5
|
Delta:-0.1;Vega:0.07
|
BrokerB
|
LMT
| 89
| 2
| 4
| 81
| 140
| -52
| -12
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 198
| 1
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0167
|
P5079
|
2025-02-18
|
401k
|
USD
| 1,848,614
| 10
| 1
| 46.4
|
Utilities:22.6;Health:21.9;Energy:23.5;Materials:12.8;Comm:19.2
|
Value:22.1;Growth:9.6;Quality:11.6;Size:19.4;Momentum:23.5;LowVol:13.8
|
IEF:15.3;AMZN:16.9;VNQ:6.4;BND:20.5;VOO:15.8;GLD:25.1
| 2.5
| 133
| 16.8
|
Sideways
| 20.5
| 4.51
| 2.7
| 138
| -5
|
-19:30
| 47
| 0.0131
| false
| false
|
ESGOnly;MaxPos5%;MaxSector30%
| null | null |
NoAction
|
Within policy bands; defer
| 24
| -9
| 11
| null |
BrokerA
|
MKT
| 0
| 0
| 0
| 76
| 184
| -37
| -24
| null | null |
Normal monitoring
| 188
| 1.2
| null | 4
|
Increase defensive factor exposure
|
E0168
|
P9023
|
2025-04-14
|
401k
|
USD
| 168,539
| 6
| 1
| 62.3
|
Financials:23.6;Health:10.6;RealEstate:10.3;Energy:28.2;Consumer:27.3
|
Value:23.5;Growth:14.6;Quality:11.6;Size:10.8;Momentum:15.6;LowVol:23.9
|
TSLA:31.6;VOO:24.7;HYG:15.3;VTI:28.4
| 3.7
| 131
| 12.6
|
Sideways
| 14.4
| 4.78
| 2.4
| 103
| -20
|
-37:13
| 40
| 0.0099
| false
| false
|
MaxSector35%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 16
| -4
| 8
| null |
BrokerD
|
LMT
| 95
| 3
| 4
| 30
| 41
| -34
| -23
| null | null |
Normal monitoring
| 141
| 2.6
|
Approved
| 5
|
Increase defensive factor exposure
|
E0169
|
P7822
|
2025-03-27
|
IRA
|
USD
| 884,546
| 12.8
| 1
| 39.1
|
RealEstate:27.9;Energy:15.5;Utilities:19.3;Materials:37.3
|
Value:15.9;Growth:22.1;Quality:18.7;Size:11.9;Momentum:9.7;LowVol:21.8
|
AMZN:18.4;VNQ:5.7;MUB:12.5;TSLA:23.6;HYG:14.0;TLT:25.9
| 2.7
| 147
| 14.9
|
Sideways
| 14.9
| 4.52
| 3.4
| 110
| -8
|
-36:21
| 54
| 0.013
| false
| false
|
MaxPos7%;MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 25
| 12
| 11
| null |
BrokerA
|
MKT
| 88
| 2
| 5
| 95
| 168
| -48
| 17
| null | null |
Normal monitoring
| 164
| 1.7
|
Approved
| 4
|
Increase defensive factor exposure
|
E0170
|
P0615
|
2024-12-28
|
Taxable
|
USD
| 217,073
| 16.8
| 1
| 69.9
|
Materials:22.3;Energy:23.2;Tech:13.6;Utilities:20.5;Comm:20.5
|
Value:19.5;Growth:13.7;Quality:16.8;Size:18.3;Momentum:18.7;LowVol:13.1
|
MSFT:36.3;TLT:14.5;TSLA:49.2
| 2.1
| 128
| 13.4
|
Sideways
| 15
| 3.65
| 2.4
| 120
| 54
|
32:85
| 84
| 0.0138
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 20
| 0
| 12
| null |
BrokerA
|
VWAP
| 88
| 12
| 9
| 108
| 235
| -26
| -3
| null | null |
Normal monitoring
| 215
| 2.2
| null | 4
|
Increase defensive factor exposure
|
E0171
|
P9729
|
2025-04-02
|
Trust
|
USD
| 1,727,856
| 8.4
| 1
| 45.2
|
RealEstate:33.3;Materials:33.0;Energy:33.7
|
Value:17.2;Growth:9.6;Quality:13.3;Size:12.6;Momentum:22.7;LowVol:24.6
|
IEF:20.9;VNQ:12.2;AAPL:35.9;TLT:31.0
| 1.5
| 136
| 15.7
|
Bull
| 17.6
| 4.3
| 3.4
| 93
| 10
|
-9:64
| 41
| 0.0157
| false
| false
| null | null | null |
Sell
|
Trim extended winner -1.0%
| 30
| -27
| 4
| null |
BrokerD
|
MKT
| 97
| 7
| 4
| -35
| 21
| 12
| 31
| null | null |
Normal monitoring
| 209
| 2.9
| null | 4
|
Tighten stops on momentum names
|
E0172
|
P9149
|
2025-09-08
|
Trust
|
USD
| 540,680
| 13.5
| 1
| 41.5
|
RealEstate:25.6;Utilities:10.0;Energy:17.4;Industrials:28.9;Comm:18.1
|
Value:18.1;Growth:16.6;Quality:17.3;Size:17.1;Momentum:12.7;LowVol:18.2
|
XLF:30.2;AAPL:22.1;QQQ:17.7;AMZN:29.9
| 2
| 142
| 15.5
|
Bull
| 11.4
| 3.54
| 3.1
| 112
| 74
|
62:116
| 75
| 0.0043
| false
| false
|
MaxPos8%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 32
| -8
| 7
|
Delta:-0.24;Vega:0.09
|
BrokerC
|
LMT
| 97
| 9
| 17
| 35
| 33
| -12
| -10
| null | null |
Normal monitoring
| 206
| 1.4
|
Approved
| 3
|
Tighten stops on momentum names
|
E0173
|
P5380
|
2025-09-12
|
401k
|
USD
| 370,723
| 17.1
| 1
| 63.1
|
Materials:35.7;Tech:38.6;RealEstate:25.6
|
Value:15.2;Growth:21.8;Quality:17.6;Size:15.5;Momentum:12.1;LowVol:17.7
|
IEF:21.1;AMZN:23.3;TSLA:16.0;BRK.B:17.8;VTI:9.1;VOO:12.7
| 4.2
| 101
| 15.4
|
Bull
| 15
| 4.94
| 3.3
| 109
| 18
|
6:49
| 68
| 0.004
| false
| false
|
MaxPos7%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 28
| -12
| 3
| null |
BrokerD
|
MKT
| 90
| 10
| 13
| -25
| 65
| -54
| 10
| null | null |
Normal monitoring
| 138
| 2.7
|
Approved
| 5
|
Within IPS guidelines
|
E0174
|
P8601
|
2024-07-29
|
IRA
|
USD
| 265,402
| 5.6
| 1
| 67.3
|
Tech:26.5;Materials:23.2;Industrials:23.4;Utilities:17.7;Financials:9.1
|
Value:12.3;Growth:14.6;Quality:13.5;Size:22.9;Momentum:13.7;LowVol:23.0
|
VNQ:23.4;TLT:15.0;VOO:15.6;GLD:19.7;MSFT:14.1;XLF:12.2
| 4.9
| 153
| 14.4
|
Sideways
| 15.5
| 3.63
| 3
| 114
| 60
|
43:95
| 69
| 0.0175
| false
| false
|
MaxPos8%;MaxSector25%
| null |
DriftNear;VarNear
|
Sell
|
Trim extended winner -1.0%
| -15
| -37
| 12
| null |
BrokerB
|
VWAP
| 94
| 8
| 9
| -54
| 1
| 0
| 25
| null | null |
Normal monitoring
| 143
| 3
| null | 4
|
Monitor dispersion and breadth
|
E0175
|
P6047
|
2025-02-02
|
Taxable
|
USD
| 427,559
| 18
| 1
| 52
|
Consumer:42.1;Utilities:25.0;Energy:32.9
|
Value:25.2;Growth:8.7;Quality:15.2;Size:16.4;Momentum:24.5;LowVol:10.1
|
MSFT:17.9;QQQ:25.3;MUB:27.7;AMZN:29.1
| 5
| 148
| 13.7
|
Sideways
| 18.7
| 3.76
| 3.1
| 120
| 53
|
20:90
| 71
| 0.0086
| false
| false
|
MaxPos8%;MaxSector30%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 8
| -6
| 6
|
Delta:-0.14;Vega:0.05
|
BrokerB
|
LMT
| 88
| 2
| 1
| -38
| 100
| -8
| 33
| null | null |
Normal monitoring
| 107
| 2.5
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0176
|
P9942
|
2025-11-21
|
IRA
|
USD
| 973,255
| 7.5
| 1.21
| 70
|
RealEstate:26.9;Comm:23.2;Utilities:20.6;Industrials:13.0;Materials:16.3
|
Value:15.5;Growth:12.1;Quality:26.4;Size:11.3;Momentum:9.6;LowVol:25.1
|
VTI:10.2;QQQ:7.0;AAPL:26.9;XLF:24.5;GLD:24.7;HYG:6.8
| 2.6
| 185
| 12.3
|
Volatile
| 25.5
| 3.5
| 2.6
| 137
| 59
|
32:93
| 72
| 0.0075
| false
| true
|
MaxPos8%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 32
| -16
| 6
| null |
BrokerD
|
VWAP
| 90
| 8
| 6
| 63
| 36
| 19
| 26
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 136
| 1.5
|
SuggestedEdits
| 2
|
Tax-aware sells next window
|
E0177
|
P5140
|
2025-06-02
|
IRA
|
USD
| 201,261
| 15.2
| 1
| 44.9
|
Consumer:19.4;Health:19.8;Tech:22.0;Comm:25.8;Financials:13.0
|
Value:12.9;Growth:15.3;Quality:26.5;Size:16.7;Momentum:11.9;LowVol:16.6
|
QQQ:8.7;VTI:12.7;VOO:37.4;IEF:41.1
| 3.6
| 167
| 10
|
Bear
| 25.3
| 3.29
| 1.2
| 157
| -37
|
-47:4
| 15
| 0.012
| false
| false
|
MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 14
| -2
| 2
| null |
BrokerA
|
MKT
| 100
| 1
| 3
| -3
| 100
| -37
| -2
| null | null |
Normal monitoring
| 106
| 3.3
|
Approved
| 4
|
Increase defensive factor exposure
|
E0178
|
P2957
|
2025-08-29
|
Roth
|
USD
| 284,442
| 9.6
| 1
| 60.1
|
RealEstate:24.6;Consumer:20.3;Materials:31.5;Utilities:11.3;Industrials:12.2
|
Value:16.9;Growth:17.1;Quality:20.8;Size:14.4;Momentum:19.4;LowVol:11.4
|
GLD:22.1;TLT:27.3;AMZN:14.8;AAPL:7.1;HYG:28.6
| 4.4
| 145
| 11.5
|
Volatile
| 24.5
| 4.08
| 3.4
| 171
| 31
|
10:85
| 74
| 0.0186
| false
| false
|
ESGOnly
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| -6
| -13
| 6
| null |
BrokerD
|
LMT
| 88
| 6
| 9
| 8
| 108
| -41
| -7
| null | null |
Normal monitoring
| 150
| 2.6
| null | 5
|
Tax-aware sells next window
|
E0179
|
P1152
|
2025-01-10
|
IRA
|
USD
| 450,215
| 7.7
| 1
| 61
|
Comm:34.6;Utilities:29.0;Financials:36.4
|
Value:8.7;Growth:10.1;Quality:10.6;Size:29.2;Momentum:20.4;LowVol:21.0
|
TSLA:14.9;BND:27.1;AMZN:24.3;AAPL:33.7
| 2.1
| 117
| 7.6
|
Volatile
| 25.7
| 5.09
| 3.6
| 110
| 19
|
0:59
| 75
| 0.0057
| false
| false
|
ESGOnly;MaxPos8%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -3
| -14
| 8
| null |
BrokerC
|
MKT
| 100
| 7
| 6
| 62
| 201
| 8
| 35
| null | null |
Normal monitoring
| 107
| 1.2
|
Approved
| 3
|
Tighten stops on momentum names
|
E0180
|
P6854
|
2025-03-12
|
Roth
|
USD
| 279,126
| 7
| 1
| 37.9
|
Materials:26.4;Tech:50.3;Financials:23.3
|
Value:21.3;Growth:12.7;Quality:23.8;Size:18.3;Momentum:15.0;LowVol:9.0
|
AMZN:21.1;VOO:21.2;TSLA:29.2;VTI:28.5
| 4.4
| 145
| 13.4
|
Bull
| 12.8
| 4.97
| 3.3
| 83
| 47
|
9:81
| 70
| 0.0078
| false
| false
|
ESGOnly;MaxPos5%;MaxSector30%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 5
| 11
| 7
|
Delta:-0.18;Vega:0.06
|
BrokerA
|
LMT
| 93
| 9
| 17
| -57
| 76
| -8
| -8
| null | null |
Normal monitoring
| 158
| 3.1
|
Approved
| 4
|
Tax-aware sells next window
|
E0181
|
P6830
|
2024-12-25
|
Roth
|
USD
| 1,078,999
| 5.1
| 1
| 46.5
|
Tech:26.7;RealEstate:25.6;Industrials:21.1;Comm:26.6
|
Value:14.7;Growth:21.2;Quality:14.2;Size:10.0;Momentum:23.4;LowVol:16.4
|
BRK.B:19.1;VOO:46.1;QQQ:34.8
| 5.9
| 189
| 27
|
Bear
| 30.2
| 4.27
| 1.7
| 151
| 25
|
-4:58
| 76
| 0.0038
| false
| false
| null | null |
DriftNear;VarNear
|
Buy
|
Add core equity +1.0% from cash
| 15
| -16
| 1
| null |
BrokerC
|
LMT
| 98
| 7
| 7
| -49
| 53
| -35
| -3
| null | null |
Normal monitoring
| 167
| 3.1
| null | 5
|
Increase defensive factor exposure
|
E0182
|
P2876
|
2025-02-27
|
Taxable
|
USD
| 581,461
| 8.5
| 1
| 74.6
|
Energy:43.1;Utilities:30.0;Financials:26.8
|
Value:9.6;Growth:21.9;Quality:26.7;Size:17.5;Momentum:14.7;LowVol:9.6
|
VNQ:17.1;QQQ:14.7;HYG:18.5;BRK.B:49.7
| 6.6
| 261
| 22.7
|
Sideways
| 18.9
| 4.45
| 2.2
| 94
| -5
|
-24:32
| 43
| 0.0128
| true
| true
|
MaxSector25%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -14
| -18
| 10
| null |
BrokerB
|
VWAP
| 92
| 6
| 7
| 84
| 171
| -25
| 13
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 186
| 3.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0183
|
P8550
|
2025-03-23
|
Roth
|
USD
| 701,164
| 16.6
| 1
| 75
|
Consumer:17.8;Tech:43.4;Health:38.8
|
Value:18.9;Growth:19.9;Quality:14.1;Size:17.7;Momentum:21.1;LowVol:8.2
|
HYG:15.4;GLD:20.4;IEF:10.2;BND:9.5;XLF:14.7;MSFT:29.8
| 2.4
| 113
| 12.9
|
Sideways
| 14.8
| 3.88
| 2.3
| 112
| 25
|
-6:50
| 47
| 0.0031
| false
| false
|
NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| -12
| -35
| 3
| null |
BrokerC
|
MKT
| 94
| 10
| 17
| -5
| -38
| 15
| 36
| null | null |
Normal monitoring
| 178
| 1.1
|
Approved
| 3
|
Tax-aware sells next window
|
E0184
|
P1876
|
2024-08-28
|
401k
|
USD
| 265,431
| 5.5
| 1
| 47.1
|
Financials:12.8;Materials:20.6;RealEstate:24.9;Health:15.8;Industrials:25.8
|
Value:20.8;Growth:23.3;Quality:7.7;Size:14.7;Momentum:9.3;LowVol:24.2
|
TLT:25.6;QQQ:13.5;MUB:19.0;BRK.B:27.8;MSFT:14.2
| 1.1
| 102
| 10.8
|
Sideways
| 18.3
| 4.42
| 2.7
| 103
| 5
|
-20:30
| 50
| 0.005
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 30
| 4
| 8
| null |
BrokerA
|
LMT
| 90
| 5
| 3
| 97
| 170
| -51
| 38
| null | null |
Normal monitoring
| 154
| 1.8
|
Approved
| 3
|
Within IPS guidelines
|
E0185
|
P9626
|
2025-10-08
|
Roth
|
USD
| 754,964
| 13
| 1
| 71.3
|
Consumer:19.0;Materials:20.5;Energy:60.5
|
Value:14.4;Growth:14.0;Quality:13.5;Size:19.6;Momentum:24.5;LowVol:14.0
|
TLT:25.6;AMZN:24.0;VNQ:20.5;TSLA:12.4;AAPL:17.5
| 4.6
| 102
| 9.3
|
Volatile
| 20.8
| 5.42
| 2.1
| 119
| 19
|
-13:45
| 72
| 0.0072
| false
| false
|
MaxSector30%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -3
| -15
| 10
| null |
BrokerC
|
MKT
| 95
| 3
| 7
| -58
| 61
| -50
| 30
| null | null |
Normal monitoring
| 200
| 3.2
| null | 5
|
Increase defensive factor exposure
|
E0186
|
P4003
|
2024-07-07
|
Roth
|
USD
| 223,626
| 14.2
| 1
| 36.9
|
Financials:34.4;Energy:31.4;Health:10.8;RealEstate:23.5
|
Value:17.0;Growth:12.5;Quality:11.9;Size:20.2;Momentum:15.6;LowVol:22.8
|
BND:22.1;GLD:35.4;AAPL:14.5;QQQ:28.0
| 2.6
| 128
| 13.5
|
Sideways
| 21.9
| 4.9
| 2.4
| 119
| 54
|
21:109
| 67
| 0.0052
| false
| false
|
NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 4
| -23
| 6
| null |
BrokerC
|
LMT
| 100
| 5
| 3
| -48
| 57
| -18
| 28
| null | null |
Normal monitoring
| 212
| 2.7
| null | 3
|
Tighten stops on momentum names
|
E0187
|
P4261
|
2025-10-28
|
401k
|
USD
| 208,552
| 16.3
| 1
| 50.1
|
Industrials:28.9;Materials:34.0;RealEstate:37.1
|
Value:19.5;Growth:20.5;Quality:7.9;Size:11.7;Momentum:20.6;LowVol:19.8
|
TLT:20.7;BND:15.4;VNQ:27.3;VTI:36.5
| 1.1
| 131
| 11.4
|
Volatile
| 23.8
| 4.93
| 2.9
| 178
| 53
|
22:97
| 70
| 0.0052
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 18
| -11
| 10
| null |
BrokerD
|
MKT
| 96
| 1
| 6
| 49
| 36
| 9
| 22
| null | null |
Normal monitoring
| 189
| 3.7
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0188
|
P4154
|
2024-08-04
|
Roth
|
USD
| 267,247
| 8.2
| 1
| 55.1
|
Materials:34.3;Comm:32.5;Utilities:33.2
|
Value:16.7;Growth:17.8;Quality:18.8;Size:19.3;Momentum:15.0;LowVol:12.4
|
VOO:16.7;QQQ:18.8;TLT:30.7;TSLA:8.5;BRK.B:25.3
| 1.9
| 149
| 8.4
|
Sideways
| 15.2
| 4.75
| 2.1
| 133
| -13
|
-41:19
| 27
| 0.0088
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 23
| 0
| 5
| null |
BrokerC
|
MKT
| 88
| 11
| 11
| -14
| 89
| -13
| 29
| null | null |
Normal monitoring
| 149
| 2.9
|
Approved
| 3
|
Tax-aware sells next window
|
E0189
|
P2484
|
2025-06-02
|
Roth
|
USD
| 777,856
| 9.7
| 1
| 35
|
Health:35.7;Financials:32.3;RealEstate:32.0
|
Value:20.9;Growth:9.5;Quality:22.7;Size:21.3;Momentum:13.2;LowVol:12.4
|
BRK.B:14.0;VTI:21.5;VNQ:14.7;GLD:21.9;TSLA:11.0;IEF:16.9
| 4.8
| 136
| 8.5
|
Volatile
| 22.6
| 4.82
| 3.2
| 126
| 54
|
19:96
| 81
| 0.0136
| false
| false
|
MaxSector35%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -36
| 4
| null |
BrokerC
|
MKT
| 94
| 9
| 6
| 11
| 31
| 8
| 34
| null | null |
Normal monitoring
| 125
| 3.2
|
Approved
| 3
|
Tax-aware sells next window
|
E0190
|
P6731
|
2025-02-14
|
IRA
|
USD
| 167,757
| 8.3
| 1
| 40.4
|
Utilities:41.3;Consumer:29.6;Industrials:29.1
|
Value:24.3;Growth:21.5;Quality:16.6;Size:10.2;Momentum:15.8;LowVol:11.7
|
MSFT:13.4;AMZN:8.5;GLD:11.2;MUB:14.2;IEF:18.3;VNQ:34.5
| 1
| 144
| 14.7
|
Volatile
| 26.4
| 5.12
| 4.3
| 128
| -48
|
-76:-14
| 35
| 0.0151
| false
| false
|
MaxPos8%;MaxSector30%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 17
| -36
| 3
| null |
BrokerB
|
MKT
| 97
| 9
| 6
| -35
| 29
| 10
| 24
| null | null |
Normal monitoring
| 192
| 3
|
Approved
| 3
|
Tighten stops on momentum names
|
E0191
|
P9680
|
2025-05-10
|
401k
|
USD
| 1,438,018
| 5
| 1
| 65.6
|
Consumer:29.5;Financials:40.8;Tech:29.6
|
Value:20.0;Growth:8.7;Quality:17.0;Size:8.2;Momentum:19.7;LowVol:26.5
|
VTI:20.4;MSFT:15.5;GLD:6.7;AAPL:23.8;BRK.B:14.7;BND:18.8
| 2.7
| 214
| 17.8
|
Bull
| 12.4
| 3.92
| 3.3
| 88
| 34
|
13:50
| 85
| 0.0193
| false
| true
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 1
| -26
| 8
| null |
BrokerB
|
LMT
| 93
| 3
| 0
| 40
| 96
| -17
| 23
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 152
| 1
| null | 5
|
Monitor dispersion and breadth
|
E0192
|
P5321
|
2025-08-10
|
Trust
|
USD
| 1,525,305
| 8.7
| 1
| 57
|
Utilities:29.2;Health:29.9;Energy:40.9
|
Value:11.3;Growth:19.6;Quality:16.8;Size:15.9;Momentum:22.8;LowVol:13.7
|
MSFT:26.0;IEF:9.1;GLD:9.8;XLF:27.9;QQQ:27.3
| 3.1
| 173
| 20.8
|
Bear
| 34.9
| 4.42
| 1.7
| 177
| 30
|
-7:50
| 47
| 0.0175
| false
| true
|
MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 22
| 1
| 9
| null |
BrokerA
|
LMT
| 99
| 10
| 14
| 120
| 115
| 4
| -3
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 216
| 3.1
| null | 4
|
Increase defensive factor exposure
|
E0193
|
P3941
|
2025-03-06
|
401k
|
USD
| 804,480
| 5.4
| 1
| 55.8
|
Financials:27.8;Energy:26.3;Industrials:15.8;RealEstate:30.1
|
Value:16.2;Growth:15.8;Quality:16.2;Size:17.4;Momentum:16.3;LowVol:18.1
|
HYG:19.4;VTI:14.9;VOO:8.1;QQQ:15.1;AMZN:16.8;XLF:25.6
| 5.7
| 215
| 22.9
|
Bear
| 30
| 3.19
| 2
| 216
| -2
|
-24:16
| 39
| 0.0115
| false
| true
|
MaxPos6%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 10
| -33
| 12
|
Delta:-0.1;Vega:0.08
|
BrokerB
|
MKT
| 100
| 12
| 19
| 60
| 154
| -38
| -13
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 151
| 3.1
| null | 3
|
Tax-aware sells next window
|
E0194
|
P2451
|
2024-11-28
|
401k
|
USD
| 428,937
| 9.2
| 1
| 56.7
|
Comm:32.0;Materials:27.8;Consumer:40.1
|
Value:14.4;Growth:10.4;Quality:22.8;Size:24.2;Momentum:18.7;LowVol:9.5
|
BND:26.0;AMZN:33.0;BRK.B:7.6;IEF:33.4
| 4.2
| 103
| 13.7
|
Bear
| 32.9
| 4.31
| 1.1
| 140
| -87
|
-104:-37
| 24
| 0.0121
| false
| false
|
MaxSector35%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 21
| -24
| 8
| null |
BrokerC
|
VWAP
| 99
| 1
| 2
| 54
| 41
| -44
| 38
| null | null |
Normal monitoring
| 103
| 3.9
|
Approved
| 3
|
Increase defensive factor exposure
|
E0195
|
P2662
|
2025-06-26
|
Roth
|
USD
| 1,483,319
| 4.7
| 1.22
| 64.4
|
Financials:21.5;Health:12.8;Consumer:19.5;Energy:25.6;Tech:20.5
|
Value:22.8;Growth:21.6;Quality:11.6;Size:7.2;Momentum:24.1;LowVol:12.7
|
TLT:31.6;TSLA:31.5;XLF:37.0
| 3.2
| 221
| 25.1
|
Bull
| 11.7
| 4.61
| 3.1
| 114
| 89
|
51:107
| 100
| 0.0062
| false
| true
|
MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 34
| 9
| 2
|
Delta:-0.19;Vega:0.06
|
BrokerA
|
LMT
| 96
| 10
| 17
| 19
| 9
| 17
| 15
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 168
| 3.1
| null | 2
|
Within IPS guidelines
|
E0196
|
P7199
|
2025-03-18
|
Taxable
|
USD
| 1,439,457
| 5
| 1
| 65.7
|
RealEstate:27.8;Health:23.7;Industrials:19.0;Financials:8.7;Energy:20.7
|
Value:14.6;Growth:9.2;Quality:22.6;Size:22.0;Momentum:14.0;LowVol:17.6
|
MSFT:24.5;VTI:8.3;GLD:17.8;TLT:12.4;VOO:21.2;HYG:15.9
| 3.9
| 154
| 15.7
|
Sideways
| 14.3
| 4.35
| 3.1
| 102
| 9
|
-13:60
| 60
| 0.0179
| false
| false
|
ESGOnly;MaxSector35%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| -2
| -31
| 3
| null |
BrokerD
|
VWAP
| 89
| 8
| 7
| -29
| 90
| 4
| -2
| null | null |
Normal monitoring
| 129
| 1.9
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0197
|
P4135
|
2024-07-14
|
Trust
|
USD
| 1,614,660
| 8.4
| 1
| 67.4
|
Materials:13.8;Utilities:34.2;Consumer:22.9;Tech:29.2
|
Value:23.0;Growth:8.4;Quality:16.6;Size:20.1;Momentum:7.6;LowVol:24.4
|
BND:20.2;TSLA:14.2;VTI:19.2;MSFT:32.2;GLD:14.1
| 5.9
| 124
| 12.7
|
Volatile
| 26
| 3.61
| 4.4
| 166
| -50
|
-76:-35
| 18
| 0.0127
| false
| false
|
MaxPos6%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -2
| -5
| 1
| null |
BrokerA
|
LMT
| 93
| 1
| 0
| -14
| 75
| 12
| 35
| null | null |
Normal monitoring
| 171
| 3.8
| null | 3
|
Tax-aware sells next window
|
E0198
|
P0265
|
2025-03-26
|
Trust
|
USD
| 1,454,652
| 8.5
| 1
| 53
|
Industrials:17.8;Comm:29.9;Materials:31.2;RealEstate:21.2
|
Value:16.1;Growth:23.3;Quality:11.4;Size:15.0;Momentum:15.7;LowVol:18.6
|
TSLA:12.6;HYG:50.6;IEF:17.8;VOO:19.1
| 2.2
| 230
| 14.1
|
Bear
| 31.5
| 4.45
| 1.8
| 178
| 36
|
7:57
| 79
| 0.0086
| false
| true
|
MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 13
| -13
| 11
|
Delta:-0.08;Vega:0.08
|
BrokerC
|
LMT
| 92
| 5
| 2
| 103
| 165
| -21
| 18
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 115
| 1.9
|
Approved
| 5
|
Tighten stops on momentum names
|
E0199
|
P9256
|
2025-05-11
|
Roth
|
USD
| 981,227
| 8
| 1
| 65.6
|
Utilities:17.6;Tech:32.1;Consumer:27.3;Financials:23.0
|
Value:10.5;Growth:8.6;Quality:24.6;Size:18.8;Momentum:13.7;LowVol:23.7
|
VOO:21.2;QQQ:23.1;IEF:21.6;AAPL:16.1;BND:18.0
| 5
| 245
| 19.1
|
Bear
| 27.1
| 3.74
| 2.6
| 132
| 25
|
0:80
| 79
| 0.0152
| false
| true
|
MaxPos6%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 21
| -23
| 12
|
Delta:-0.11;Vega:0.04
|
BrokerA
|
VWAP
| 99
| 11
| 17
| 18
| 128
| -11
| 3
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 170
| 3.3
| null | 4
|
Within IPS guidelines
|
E0200
|
P4130
|
2025-11-11
|
401k
|
USD
| 551,736
| 8.6
| 1
| 40.4
|
Industrials:11.2;Consumer:12.3;Financials:27.7;Tech:22.2;RealEstate:26.6
|
Value:10.8;Growth:27.8;Quality:9.2;Size:12.5;Momentum:12.0;LowVol:27.8
|
TSLA:13.8;IEF:14.0;AAPL:26.6;BND:13.1;MSFT:32.5
| 5.4
| 166
| 21.3
|
Sideways
| 14.2
| 3.61
| 3.3
| 118
| 4
|
-9:35
| 41
| 0.0124
| false
| false
|
ESGOnly;MaxPos8%;MaxSector25%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 22
| -32
| 7
| null |
BrokerC
|
MKT
| 89
| 12
| 11
| 23
| 17
| -21
| 33
| null | null |
Normal monitoring
| 172
| 2.7
|
Approved
| 3
|
Within IPS guidelines
|
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