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
E0201
P9147
2025-09-22
401k
USD
1,507,976
3.8
1
45.2
Comm:29.3;Health:34.8;RealEstate:35.9
Value:26.6;Growth:10.4;Quality:8.9;Size:12.0;Momentum:17.4;LowVol:24.7
AMZN:14.4;BRK.B:19.5;AAPL:14.9;BND:51.1
3.1
160
18.6
Volatile
30.3
4.65
2
133
4
-7:28
65
0.0174
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
6
-31
9
null
BrokerA
LMT
91
10
17
-54
61
-39
-3
null
null
Normal monitoring
150
2.1
Approved
3
Monitor dispersion and breadth
E0202
P7230
2025-02-28
401k
USD
547,652
8.8
1
74.7
Utilities:26.7;RealEstate:35.4;Energy:38.0
Value:22.1;Growth:13.9;Quality:24.2;Size:16.8;Momentum:13.2;LowVol:9.8
QQQ:31.7;BRK.B:18.8;MSFT:35.0;AAPL:14.6
2.9
153
10.9
Volatile
27
4.55
2.2
150
-53
-85:-31
18
0.0102
false
false
ESGOnly;NoMargin
null
VarNear
NoAction
Within policy bands; defer
26
6
9
null
BrokerD
MKT
0
0
0
-29
43
-21
1
null
null
Normal monitoring
97
1.2
Approved
4
Monitor dispersion and breadth
E0203
P4166
2025-03-07
Taxable
USD
1,596,239
7.7
1
52.3
Consumer:40.5;Tech:15.1;Health:25.2;Utilities:19.3
Value:20.8;Growth:9.7;Quality:10.7;Size:20.2;Momentum:17.9;LowVol:20.8
MUB:44.3;HYG:34.2;BRK.B:21.4
2.4
125
20.7
Bull
14.2
4.67
2.9
92
18
-14:49
75
0.0094
false
false
MaxPos8%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
31
12
9
null
BrokerB
LMT
94
2
6
69
45
-3
4
null
null
Normal monitoring
182
3.5
Approved
4
Tax-aware sells next window
E0204
P6929
2025-06-16
Roth
USD
1,483,604
8.3
1
70
Consumer:33.8;Utilities:12.2;Health:26.7;RealEstate:14.0;Financials:13.2
Value:18.4;Growth:14.5;Quality:10.7;Size:15.0;Momentum:21.3;LowVol:20.2
AMZN:19.4;HYG:52.4;MSFT:28.2
5.6
177
20.5
Sideways
14.8
4.26
2.8
96
45
11:82
70
0.0093
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
-9
1
7
null
BrokerD
MKT
100
11
11
-2
-30
13
3
null
null
Normal monitoring
109
1.3
Approved
5
Tax-aware sells next window
E0205
P6163
2024-08-27
IRA
USD
416,228
6.8
1
40.9
Comm:23.9;Tech:27.9;Financials:11.0;Materials:37.2
Value:16.9;Growth:8.9;Quality:20.1;Size:19.2;Momentum:10.4;LowVol:24.5
GLD:44.1;AAPL:37.4;MUB:18.5
1.9
162
11.3
Bull
16.7
3.59
2.2
85
24
5:60
73
0.0084
false
false
MaxPos5%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-12
4
null
BrokerC
MKT
94
8
11
89
82
-51
-2
null
null
Normal monitoring
157
3.7
Approved
3
Increase defensive factor exposure
E0206
P4501
2025-11-18
IRA
USD
1,157,749
8.3
1
66.8
RealEstate:41.9;Health:39.4;Comm:18.7
Value:22.6;Growth:22.1;Quality:16.2;Size:13.3;Momentum:9.2;LowVol:16.7
VTI:30.3;AMZN:29.6;VNQ:40.1
5.7
212
20
Bull
16.4
4.66
3.2
86
77
41:92
100
0.0056
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-13
-10
12
Delta:-0.23;Vega:0.07
BrokerD
VWAP
94
5
2
18
156
10
28
VAR>budget
Reduce
Risk above budget threshold
114
0.8
Approved
4
Tax-aware sells next window
E0207
P7110
2025-10-27
Trust
USD
161,321
5.4
1
45.3
Industrials:29.9;Health:28.6;Financials:41.5
Value:8.9;Growth:17.4;Quality:23.3;Size:11.1;Momentum:9.4;LowVol:29.8
MSFT:35.7;IEF:16.3;BND:11.1;GLD:36.9
2.1
162
11.1
Bull
11.2
3.58
2.7
95
32
-4:58
66
0.0109
false
false
MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
26
-36
1
null
BrokerD
VWAP
93
3
2
48
87
17
30
null
null
Normal monitoring
108
1.6
Approved
4
Tighten stops on momentum names
E0208
P9450
2024-09-23
IRA
USD
948,921
5.2
1
39
Comm:13.1;Materials:21.2;RealEstate:25.0;Health:14.6;Financials:26.1
Value:25.9;Growth:17.3;Quality:25.4;Size:9.3;Momentum:9.6;LowVol:12.4
VNQ:39.6;GLD:37.0;AMZN:23.4
5.7
129
19.6
Bull
15.4
4.74
3.1
92
34
14:77
83
0.0085
false
false
MaxSector35%
null
DriftNear
Sell
Trim extended winner -1.0%
25
14
10
null
BrokerB
MKT
88
10
9
87
66
17
-25
null
null
Normal monitoring
163
1.2
Approved
3
Increase defensive factor exposure
E0209
P5072
2024-09-12
401k
USD
1,353,941
8.5
1
49.8
Tech:26.7;Utilities:20.6;Health:21.1;Industrials:31.6
Value:8.5;Growth:8.6;Quality:23.1;Size:21.5;Momentum:22.2;LowVol:16.1
BRK.B:29.7;VNQ:38.8;TLT:31.5
4.6
224
20.7
Volatile
30.8
5.46
2.5
122
67
45:107
87
0.0171
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-38
4
null
BrokerA
LMT
98
6
3
36
134
-27
36
VAR>budget
TightenStops
Risk above budget threshold
165
2.6
null
4
Increase defensive factor exposure
E0210
P6731
2025-07-01
IRA
USD
933,281
5.1
1.06
52.5
Tech:13.7;Industrials:28.9;Health:11.8;Consumer:17.0;Comm:28.5
Value:20.7;Growth:12.3;Quality:18.3;Size:17.3;Momentum:17.9;LowVol:13.5
AAPL:27.4;XLF:25.1;TSLA:7.0;MUB:12.8;BND:27.8
3.7
202
26.3
Volatile
31.2
4.07
2.9
113
79
46:130
100
0.013
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
2
-30
1
null
BrokerD
VWAP
100
2
9
-27
-28
-3
21
VAR>budget
TightenStops
Risk above budget threshold
101
2.7
Approved
4
Tighten stops on momentum names
E0211
P7690
2025-10-28
Trust
USD
630,825
9.2
1
71.5
RealEstate:37.9;Industrials:19.6;Comm:12.1;Utilities:30.4
Value:18.2;Growth:13.1;Quality:30.2;Size:10.9;Momentum:18.2;LowVol:9.4
TLT:19.6;MSFT:7.0;VTI:21.4;IEF:23.3;BND:19.3;AMZN:9.3
3.8
210
17.4
Bear
34.1
3.48
1
141
-72
-91:-39
11
0.0192
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
19
-9
10
Delta:-0.22;Vega:0.08
BrokerC
MKT
100
1
5
110
225
-35
-17
VAR>budget
Pause
Risk above budget threshold
90
2.9
SuggestedEdits
4
Increase defensive factor exposure
E0212
P8894
2024-12-03
401k
USD
1,627,216
8.4
1.18
63.2
Materials:31.8;RealEstate:35.8;Tech:32.4
Value:11.6;Growth:19.8;Quality:16.6;Size:18.7;Momentum:22.5;LowVol:10.8
IEF:18.5;VOO:24.3;XLF:25.3;VNQ:31.9
2
226
14.3
Volatile
28.8
5.31
3.4
119
56
33:96
72
0.0141
false
true
ESGOnly;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
7
-21
12
null
BrokerA
MKT
99
8
14
105
90
-60
-15
RegimeShift
Reduce
Volatility spike and breadth deterioration
182
3.2
Approved
4
Increase defensive factor exposure
E0213
P5769
2024-08-27
Taxable
USD
535,874
8.9
1
54.2
Consumer:12.3;Materials:21.8;Utilities:20.7;Industrials:23.2;Health:21.9
Value:12.8;Growth:16.2;Quality:20.9;Size:12.1;Momentum:19.3;LowVol:18.7
TSLA:24.9;TLT:9.3;XLF:20.5;GLD:20.6;MUB:24.7
4.4
157
7.5
Sideways
16.3
4.27
3.2
101
28
10:80
67
0.0041
false
false
null
null
DriftNear;VarNear
NoAction
Within policy bands; defer
19
5
12
null
BrokerC
LMT
0
0
0
-38
59
-38
9
null
null
Normal monitoring
139
1.3
null
5
Increase defensive factor exposure
E0214
P0657
2025-06-07
Taxable
USD
1,786,133
6.6
1
64.4
Consumer:35.1;Materials:29.7;Health:35.3
Value:21.9;Growth:11.5;Quality:15.3;Size:19.2;Momentum:13.9;LowVol:18.2
VNQ:67.8;GLD:16.2;BND:16.0
2
227
16.9
Sideways
15.7
4.83
2.3
98
52
27:97
77
0.0092
false
true
MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-22
11
null
BrokerD
VWAP
92
10
9
-2
-36
-59
37
RegimeShift
Hedge
Volatility spike and breadth deterioration
116
2.1
null
3
Tax-aware sells next window
E0215
P4534
2024-11-19
IRA
USD
280,307
8.7
1
58.7
Materials:24.9;Energy:41.3;Utilities:33.7
Value:27.8;Growth:11.9;Quality:12.2;Size:9.9;Momentum:9.1;LowVol:29.1
TLT:12.2;VNQ:13.3;IEF:15.8;VOO:46.5;QQQ:12.2
4.5
138
15.4
Bull
14.9
4.46
3
111
12
-15:38
74
0.0152
false
false
MaxSector35%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
31
-30
8
null
BrokerA
LMT
99
8
16
62
202
-36
-18
null
null
Normal monitoring
171
1.4
Approved
3
Tax-aware sells next window
E0216
P8356
2024-12-10
Taxable
USD
290,875
14.3
1
37.2
Materials:26.9;Comm:48.6;Energy:24.5
Value:17.6;Growth:17.1;Quality:17.2;Size:20.1;Momentum:10.5;LowVol:17.5
QQQ:20.4;MSFT:21.6;AMZN:10.5;VTI:7.4;GLD:24.0;VNQ:16.1
3.5
93
13.7
Volatile
24.7
3.67
3
131
-59
-82:-38
11
0.0113
false
false
MaxPos8%;NoMargin
null
null
NoAction
Within policy bands; defer
-12
6
1
null
BrokerC
LMT
0
0
0
89
85
-60
0
null
null
Normal monitoring
94
1.2
null
4
Monitor dispersion and breadth
E0217
P9772
2024-09-17
Roth
USD
1,991,106
9.1
1
41.1
Consumer:17.9;Energy:18.1;Comm:31.9;Tech:19.0;Industrials:13.0
Value:20.8;Growth:12.4;Quality:15.1;Size:23.0;Momentum:19.0;LowVol:9.7
VOO:42.7;HYG:11.5;AMZN:45.8
2.3
161
11.5
Volatile
26.6
3.69
2.8
159
59
21:98
67
0.0118
false
false
MaxPos7%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
17
-23
5
null
BrokerC
MKT
97
12
20
-8
76
-59
8
null
null
Normal monitoring
182
1.9
Approved
4
Tighten stops on momentum names
E0218
P1544
2025-09-20
401k
USD
1,772,374
8
1
66.7
Financials:26.4;RealEstate:28.0;Comm:26.9;Utilities:18.7
Value:9.9;Growth:21.3;Quality:19.7;Size:13.9;Momentum:15.4;LowVol:19.9
IEF:18.7;GLD:22.2;TLT:30.1;AMZN:28.9
5.3
177
12.7
Bull
15.2
4.32
3.3
92
95
77:145
95
0.0052
false
true
MaxPos7%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-3
-12
9
Delta:-0.17;Vega:0.07
BrokerB
MKT
89
12
20
11
107
-38
37
RegimeShift
Pause
Volatility spike and breadth deterioration
206
1.6
Approved
4
Monitor dispersion and breadth
E0219
P4594
2024-09-01
Taxable
USD
404,372
15.7
1
53.6
Materials:18.6;Comm:12.6;RealEstate:23.8;Financials:23.9;Energy:21.1
Value:12.5;Growth:22.9;Quality:21.5;Size:14.1;Momentum:9.0;LowVol:20.0
QQQ:20.8;VTI:12.2;AAPL:41.1;BND:25.8
3.4
159
11.1
Bear
29.7
4.05
1.7
220
-86
-120:-54
5
0.0179
false
false
ESGOnly;MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
4
-35
12
null
BrokerA
VWAP
93
11
16
12
82
-39
-21
null
null
Normal monitoring
100
1.3
null
3
Tighten stops on momentum names
E0220
P4559
2025-03-26
401k
USD
543,379
6.5
1
45.3
Energy:11.4;Health:23.0;Tech:20.6;Comm:27.4;Industrials:17.5
Value:20.1;Growth:13.4;Quality:15.2;Size:13.7;Momentum:14.3;LowVol:23.3
MSFT:40.6;TSLA:25.5;AAPL:14.5;QQQ:19.4
2.3
176
21.8
Bull
14.4
4.23
2.1
104
48
19:74
89
0.0074
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
22
-17
5
null
BrokerD
LMT
97
9
9
13
102
-4
-14
null
null
Normal monitoring
136
2.8
Approved
3
Monitor dispersion and breadth
E0221
P6106
2025-08-01
Trust
USD
2,110,052
9
1
54.6
Tech:24.4;Utilities:26.0;Energy:25.6;Financials:16.4;Comm:7.6
Value:18.6;Growth:14.1;Quality:23.0;Size:9.5;Momentum:16.3;LowVol:18.5
VTI:18.7;MSFT:27.6;VOO:21.6;QQQ:32.0
5.9
230
17.4
Bull
11.7
4.35
3.2
114
41
10:58
72
0.0152
false
true
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
22
-25
8
null
BrokerB
LMT
95
4
9
25
135
-8
35
RegimeShift
Reduce
Volatility spike and breadth deterioration
96
1.9
SuggestedEdits
2
Tax-aware sells next window
E0222
P8996
2024-12-29
Roth
USD
667,237
12.1
1
54.7
Comm:30.8;Health:18.7;Materials:24.6;RealEstate:25.9
Value:10.4;Growth:27.1;Quality:23.7;Size:13.6;Momentum:14.3;LowVol:11.0
GLD:35.1;IEF:23.0;AAPL:41.9
1.4
135
11.8
Sideways
20.7
3.53
2.4
106
-22
-44:3
21
0.0052
false
false
null
null
null
Sell
Trim extended winner -1.0%
18
-23
5
null
BrokerB
VWAP
100
5
10
21
147
12
39
null
null
Normal monitoring
175
3.5
Approved
3
Within IPS guidelines
E0223
P3186
2025-07-05
Taxable
USD
859,572
5.3
1
41.2
Financials:12.6;Comm:8.7;Energy:25.9;Health:29.5;Tech:23.3
Value:12.5;Growth:12.4;Quality:12.7;Size:18.7;Momentum:27.5;LowVol:16.1
BRK.B:20.9;MSFT:19.0;BND:22.5;VOO:6.5;AAPL:21.7;IEF:9.5
1.2
119
10.5
Bull
13.2
4.45
3.2
94
1
-21:28
37
0.0173
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
14
-24
11
null
BrokerC
MKT
96
12
12
-41
-15
-26
37
null
null
Normal monitoring
126
2.2
Approved
4
Monitor dispersion and breadth
E0224
P1696
2025-02-04
401k
USD
405,240
8.6
1
37.8
Health:10.9;Comm:16.9;Consumer:28.9;Utilities:19.9;Industrials:23.3
Value:13.3;Growth:14.7;Quality:23.2;Size:19.1;Momentum:12.9;LowVol:16.7
BND:19.1;XLF:30.2;HYG:7.3;MUB:15.3;AMZN:28.1
1.4
110
10.3
Sideways
16.3
4.14
3.2
121
25
15:60
57
0.0113
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
NoAction
Within policy bands; defer
10
4
5
null
BrokerC
VWAP
0
0
0
107
67
-6
12
null
null
Normal monitoring
147
1.6
Approved
3
Within IPS guidelines
E0225
P2375
2025-03-28
Roth
USD
633,530
6.8
1
59.1
Utilities:13.1;Consumer:23.8;Energy:33.6;RealEstate:29.4
Value:8.4;Growth:24.3;Quality:16.6;Size:18.0;Momentum:21.5;LowVol:11.2
XLF:21.0;QQQ:25.8;BRK.B:23.0;TSLA:18.4;BND:11.8
1.9
163
12.3
Bull
16.7
3.65
2.6
95
5
-26:30
43
0.009
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-34
3
null
BrokerB
MKT
94
1
2
16
101
14
6
null
null
Normal monitoring
169
3.9
null
4
Increase defensive factor exposure
E0226
P8234
2025-11-02
Trust
USD
823,252
6.7
1
62.9
Comm:40.1;Financials:33.5;Health:26.5
Value:16.8;Growth:11.9;Quality:17.8;Size:21.1;Momentum:13.0;LowVol:19.4
VTI:16.9;TSLA:29.5;HYG:17.2;BRK.B:36.4
4.4
157
7.4
Volatile
20.6
4.89
2.3
112
31
-8:85
58
0.007
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
3
-24
1
null
BrokerB
MKT
92
6
3
23
57
0
-13
null
null
Normal monitoring
172
3.9
Approved
4
Increase defensive factor exposure
E0227
P5383
2025-06-26
401k
USD
690,755
9.6
1
72.9
RealEstate:37.5;Energy:28.6;Health:34.0
Value:13.4;Growth:32.7;Quality:12.4;Size:17.0;Momentum:13.1;LowVol:11.4
VNQ:32.7;AAPL:21.5;GLD:13.9;VTI:17.0;HYG:14.9
4.1
157
13.5
Sideways
16.6
3.74
2
127
-6
-43:28
39
0.0102
false
false
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-5
7
null
BrokerC
LMT
97
1
3
61
133
-42
-24
null
null
Normal monitoring
130
1.3
Approved
3
Within IPS guidelines
E0228
P0031
2025-02-03
Trust
USD
630,492
7.7
1
35.7
Materials:29.4;Financials:36.1;Energy:34.4
Value:13.8;Growth:9.5;Quality:20.9;Size:25.6;Momentum:15.4;LowVol:14.8
AMZN:34.5;XLF:37.5;BRK.B:28.1
3.9
254
16.9
Sideways
14.6
4.06
2.7
93
35
-4:90
56
0.0113
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
7
9
3
null
BrokerD
LMT
88
9
17
62
55
-37
-12
RegimeShift
Hedge
Volatility spike and breadth deterioration
217
3
null
3
Tax-aware sells next window
E0229
P6882
2024-12-10
Trust
USD
625,729
15.1
1
74.5
Utilities:14.3;Comm:14.5;Energy:14.5;Industrials:33.5;Health:23.3
Value:8.9;Growth:16.4;Quality:8.8;Size:19.6;Momentum:23.1;LowVol:23.2
VTI:25.2;VOO:9.8;VNQ:27.5;MUB:28.7;GLD:8.8
2.3
130
12
Bull
14.8
4.8
2.7
100
40
4:56
84
0.0173
false
false
ESGOnly;MaxPos6%
null
null
Hedge
Buy index puts 1.0% notional, 30d
1
-2
2
Delta:-0.16;Vega:0.04
BrokerB
MKT
93
3
6
87
112
-13
17
null
null
Normal monitoring
178
1.9
Approved
5
Tax-aware sells next window
E0230
P1048
2025-01-26
Taxable
USD
176,963
8.3
1
73.2
Utilities:25.1;Comm:25.2;Tech:21.5;Materials:9.3;Energy:18.9
Value:9.0;Growth:26.9;Quality:10.3;Size:11.2;Momentum:19.6;LowVol:23.0
XLF:12.2;BRK.B:23.0;AAPL:20.9;VOO:43.9
3.5
114
14.1
Bear
31.3
3.72
1.4
139
-107
-125:-79
5
0.0138
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-17
1
null
BrokerB
LMT
92
12
18
-7
101
-42
0
null
null
Normal monitoring
170
1.3
Approved
3
Tighten stops on momentum names
E0231
P0945
2025-01-18
Roth
USD
807,197
4.2
1
55.6
Tech:19.1;Financials:37.7;RealEstate:24.0;Health:19.3
Value:10.4;Growth:11.1;Quality:22.8;Size:20.2;Momentum:20.9;LowVol:14.5
TLT:31.0;QQQ:10.4;VNQ:10.8;IEF:38.1;XLF:9.7
4.5
149
10.9
Bull
16.7
3.99
2.4
91
61
44:104
88
0.0058
false
false
MaxPos7%;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
24
-18
5
null
BrokerC
MKT
100
5
2
21
-13
-43
-11
null
null
Normal monitoring
174
1.4
Approved
3
Increase defensive factor exposure
E0232
P0618
2025-04-21
Trust
USD
583,149
8.3
1
41.9
Consumer:41.2;Energy:18.6;Materials:40.1
Value:19.1;Growth:21.1;Quality:10.6;Size:17.4;Momentum:17.7;LowVol:14.1
VNQ:14.3;MSFT:20.7;VTI:36.8;BND:14.8;BRK.B:13.5
3.2
146
12.9
Bear
22.8
3.85
2.3
192
-90
-108:-35
5
0.0113
false
false
ESGOnly;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
15
2
5
null
BrokerA
MKT
88
6
11
-47
-43
-51
-16
null
null
Normal monitoring
115
2.6
null
3
Within IPS guidelines
E0233
P2681
2024-09-18
Roth
USD
1,559,851
7.4
1
44.2
Comm:34.0;Financials:39.5;Industrials:26.5
Value:13.4;Growth:23.3;Quality:13.9;Size:23.2;Momentum:18.1;LowVol:8.1
QQQ:12.8;XLF:23.9;VTI:16.3;TLT:16.3;HYG:22.2;VOO:8.4
4.1
228
20.6
Volatile
21
4.87
3.6
146
-5
-27:32
57
0.0042
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-4
11
3
Delta:-0.23;Vega:0.03
BrokerD
MKT
94
7
4
17
148
8
13
VAR>budget
Reduce
Risk above budget threshold
123
3.4
null
4
Within IPS guidelines
E0234
P8363
2025-11-03
Roth
USD
569,815
4.2
1
66.9
Tech:13.4;Industrials:19.9;Comm:38.0;Health:28.7
Value:21.4;Growth:13.6;Quality:18.9;Size:14.5;Momentum:20.7;LowVol:10.9
HYG:33.8;QQQ:36.5;MSFT:29.7
2.5
224
21.1
Volatile
21
5.31
4
179
79
65:124
92
0.0071
false
true
ESGOnly;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
16
-14
4
null
BrokerB
MKT
96
11
18
71
72
10
-18
RegimeShift
Reduce
Volatility spike and breadth deterioration
209
1.7
Approved
3
Tax-aware sells next window
E0235
P6982
2025-01-22
Taxable
USD
771,046
6.8
1
60.9
RealEstate:20.8;Comm:18.8;Consumer:11.9;Industrials:33.9;Tech:14.6
Value:19.2;Growth:23.9;Quality:7.9;Size:25.8;Momentum:10.9;LowVol:12.4
VOO:13.3;VNQ:32.7;BRK.B:54.1
4.8
135
14.9
Bull
16.3
3.69
3
99
110
75:141
100
0.0081
false
false
ESGOnly;MaxPos6%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
13
-36
8
null
BrokerC
LMT
100
10
16
32
68
-14
2
null
null
Normal monitoring
164
3.7
Approved
4
Tighten stops on momentum names
E0236
P3044
2025-11-18
401k
USD
740,949
8.3
1
73.2
Utilities:28.7;Consumer:26.8;Health:11.4;Financials:33.0
Value:9.0;Growth:10.2;Quality:23.1;Size:21.2;Momentum:19.1;LowVol:17.4
TSLA:17.2;IEF:37.4;BRK.B:45.4
2.4
172
23.2
Sideways
21.4
5
2.3
138
60
38:75
93
0.0063
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
12
3
7
null
BrokerA
MKT
88
6
7
24
27
-17
-17
null
null
Normal monitoring
158
3.8
null
3
Tax-aware sells next window
E0237
P0061
2025-10-31
Roth
USD
450,940
7.1
1
69.7
Energy:20.1;Financials:25.5;Comm:16.7;Materials:8.5;Utilities:29.1
Value:19.4;Growth:20.7;Quality:17.9;Size:11.4;Momentum:16.0;LowVol:14.6
MUB:27.1;AAPL:11.4;MSFT:13.9;BND:34.5;QQQ:13.1
2.5
122
13.2
Sideways
19.3
4.06
2.4
123
-27
-64:-6
18
0.0044
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
-4
-9
7
null
BrokerC
MKT
91
3
5
53
43
7
19
null
null
Normal monitoring
119
2.6
null
5
Within IPS guidelines
E0238
P3003
2025-01-16
Taxable
USD
1,713,664
9
1
58
Industrials:44.1;Energy:32.4;Health:23.5
Value:23.5;Growth:11.3;Quality:14.5;Size:21.4;Momentum:12.1;LowVol:17.2
AAPL:20.7;MSFT:14.5;IEF:12.5;BND:24.8;TSLA:17.6;AMZN:9.9
3.1
163
16.6
Volatile
20.8
5.33
3.1
174
-39
-62:-3
27
0.0032
false
false
null
null
VarNear
NoAction
Within policy bands; defer
12
6
6
null
BrokerC
MKT
0
0
0
111
74
-13
7
null
null
Normal monitoring
210
3
Approved
4
Monitor dispersion and breadth
E0239
P0655
2025-09-04
Roth
USD
1,545,389
8.4
1
51.8
Financials:19.0;Tech:31.0;Materials:11.4;Energy:38.5
Value:18.7;Growth:23.5;Quality:14.1;Size:18.0;Momentum:10.8;LowVol:14.9
BND:20.1;VTI:23.3;QQQ:17.7;XLF:18.0;VOO:20.9
3.2
198
14.9
Bull
15.8
3.67
3.2
107
96
68:150
92
0.0109
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
3
-16
7
null
BrokerC
LMT
99
4
11
-20
101
-22
27
RegimeShift
TightenStops
Volatility spike and breadth deterioration
139
3.5
Approved
4
Tighten stops on momentum names
E0240
P9203
2025-05-14
IRA
USD
392,641
17.5
1
44.1
Consumer:35.3;Materials:15.4;Tech:12.5;Comm:36.8
Value:21.1;Growth:11.4;Quality:11.4;Size:19.5;Momentum:18.8;LowVol:17.9
AAPL:10.2;BND:26.4;VOO:9.3;HYG:19.5;AMZN:25.8;IEF:8.8
2.4
151
15.2
Bull
13.6
3.76
3.3
87
115
100:162
94
0.0064
false
false
MaxPos5%
null
VarNear
Sell
Trim extended winner -1.0%
5
13
1
null
BrokerC
MKT
90
1
0
20
15
4
15
null
null
Normal monitoring
151
3.8
null
3
Tax-aware sells next window
E0241
P2523
2024-12-30
Taxable
USD
545,261
6.7
1
55.4
Comm:34.4;Financials:26.6;Tech:39.0
Value:7.1;Growth:20.0;Quality:20.3;Size:15.2;Momentum:21.3;LowVol:16.2
XLF:32.1;BND:23.2;GLD:31.1;VOO:13.6
1.9
144
7.7
Volatile
24.4
3.9
3.1
159
28
18:54
71
0.0058
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
12
-9
7
null
BrokerD
LMT
99
3
5
91
223
12
-13
null
null
Normal monitoring
206
2.5
Approved
3
Increase defensive factor exposure
E0242
P1734
2024-09-09
Taxable
USD
725,688
8.7
1
44.2
Energy:18.6;Consumer:27.7;Health:13.1;Utilities:13.0;Financials:27.6
Value:20.3;Growth:16.2;Quality:17.6;Size:17.6;Momentum:18.6;LowVol:9.6
TSLA:22.3;MUB:24.0;TLT:16.1;MSFT:16.7;BND:10.5;HYG:10.4
2.5
166
9.6
Bull
12.1
4.51
2.7
118
114
77:153
94
0.0183
false
false
MaxPos6%
null
VarNear
NoAction
Within policy bands; defer
4
-31
5
null
BrokerA
LMT
0
0
0
-6
40
9
-22
null
null
Normal monitoring
157
3.8
Approved
5
Increase defensive factor exposure
E0243
P0369
2024-09-16
Roth
USD
2,351,888
7.1
1
50.8
RealEstate:25.3;Tech:9.4;Industrials:27.3;Consumer:15.2;Financials:22.8
Value:24.7;Growth:15.5;Quality:12.8;Size:16.3;Momentum:16.5;LowVol:14.1
BND:28.2;MSFT:21.0;MUB:36.5;AAPL:14.3
2.7
219
12.1
Bull
16.7
4.57
2.9
120
16
5:57
68
0.0109
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-37
12
null
BrokerC
MKT
95
12
12
59
107
-48
37
RegimeShift
Hedge
Volatility spike and breadth deterioration
104
3.2
SuggestedEdits
5
Increase defensive factor exposure
E0244
P9907
2024-12-18
Taxable
USD
633,204
10.9
1
56.6
Comm:41.9;Financials:29.5;Materials:28.6
Value:27.0;Growth:20.3;Quality:11.7;Size:18.3;Momentum:10.1;LowVol:12.5
GLD:17.5;VNQ:12.9;XLF:29.7;IEF:7.8;AMZN:13.8;VTI:18.2
3.8
93
12.6
Volatile
26
4.57
4.3
125
43
25:69
56
0.0176
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
24
-22
8
null
BrokerB
MKT
89
4
9
49
60
-19
23
null
null
Normal monitoring
136
1.7
null
3
Tighten stops on momentum names
E0245
P8458
2025-09-30
Roth
USD
1,092,544
6.8
1
38.5
Industrials:17.3;Comm:26.1;Consumer:20.2;Financials:36.4
Value:19.8;Growth:16.7;Quality:15.1;Size:22.6;Momentum:10.0;LowVol:15.9
VNQ:32.5;MSFT:26.3;QQQ:12.2;TSLA:29.0
2.7
203
17.2
Volatile
31.2
5.43
2
114
5
-19:44
58
0.007
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
-25
3
Delta:-0.11;Vega:0.08
BrokerD
LMT
100
7
7
67
164
-60
7
VAR>budget
Reduce
Risk above budget threshold
151
3.4
Approved
5
Within IPS guidelines
E0246
P8808
2025-12-02
Roth
USD
453,172
3.7
1.2
47.8
Health:46.5;Energy:13.7;Tech:39.8
Value:15.5;Growth:21.8;Quality:15.5;Size:19.7;Momentum:15.3;LowVol:12.2
IEF:22.8;TSLA:18.6;XLF:23.2;HYG:35.3
6.4
164
24
Sideways
21.9
4.34
3.5
106
49
39:101
82
0.0179
true
false
ESGOnly;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
7
-15
1
null
BrokerD
MKT
91
5
9
-47
57
-32
-3
Drift>tolerance
Hedge
Allocation drift beyond policy bands
93
0.9
SuggestedEdits
2
Increase defensive factor exposure
E0247
P7892
2025-01-06
Trust
USD
1,803,245
4.4
1
71.9
Financials:35.5;Materials:28.5;Health:21.5;Industrials:14.5
Value:20.1;Growth:15.1;Quality:14.1;Size:14.7;Momentum:12.4;LowVol:23.6
MSFT:22.1;BRK.B:28.4;TSLA:9.9;TLT:6.5;XLF:10.5;IEF:22.6
1.6
192
17.8
Bear
25.7
4.02
2.1
134
-59
-77:-29
18
0.0134
false
true
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-28
11
null
BrokerB
LMT
89
5
6
-30
-56
-50
-20
RegimeShift
Reduce
Volatility spike and breadth deterioration
110
2.5
null
5
Within IPS guidelines
E0248
P1549
2025-09-18
Taxable
USD
1,098,394
5.2
1
51.3
Consumer:12.2;Materials:24.2;Tech:34.1;Energy:11.0;Health:18.5
Value:17.1;Growth:21.6;Quality:16.9;Size:9.5;Momentum:13.4;LowVol:21.6
VTI:17.2;AAPL:15.4;AMZN:12.2;QQQ:35.2;TSLA:20.0
3.5
258
22
Sideways
14.4
4.94
2.5
113
35
5:58
74
0.0039
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
-5
7
Delta:-0.24;Vega:0.05
BrokerA
MKT
100
7
4
39
13
-45
-14
RegimeShift
Pause
Volatility spike and breadth deterioration
123
2
SuggestedEdits
2
Tighten stops on momentum names
E0249
P5827
2025-11-27
IRA
USD
575,953
11.4
1
68.6
Financials:17.6;Consumer:37.4;Energy:31.4;Utilities:13.6
Value:9.5;Growth:13.5;Quality:22.0;Size:21.6;Momentum:13.2;LowVol:20.2
TLT:31.2;BND:53.2;VTI:15.6
2.9
155
14.1
Bull
11
4.32
2.4
85
115
76:140
96
0.0067
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
32
-29
8
null
BrokerB
MKT
91
11
19
96
56
17
3
null
null
Normal monitoring
189
3.9
Approved
3
Increase defensive factor exposure
E0250
P7840
2025-09-09
Trust
USD
408,853
4.8
1
69.7
Energy:23.4;Tech:16.9;Consumer:16.3;Industrials:14.2;Health:29.2
Value:18.2;Growth:10.9;Quality:17.0;Size:21.7;Momentum:21.1;LowVol:11.0
BRK.B:31.2;VNQ:25.6;IEF:43.2
4.2
180
16.3
Bull
17.6
3.65
2.5
104
60
48:90
77
0.0186
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
28
-40
2
Delta:-0.23;Vega:0.02
BrokerB
LMT
96
10
15
60
98
-57
10
null
null
Normal monitoring
168
2.2
Approved
5
Within IPS guidelines
E0251
P7402
2025-12-09
IRA
USD
901,852
8.3
1
49.8
Financials:23.1;Comm:17.0;RealEstate:19.2;Materials:11.7;Tech:29.0
Value:20.0;Growth:27.0;Quality:20.9;Size:15.1;Momentum:8.5;LowVol:8.5
MUB:18.3;BND:26.2;VNQ:12.0;TLT:43.5
2.6
147
16.5
Sideways
20.9
3.75
3.3
97
-15
-51:23
34
0.0126
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
-6
-14
11
null
BrokerB
MKT
91
3
2
113
217
-14
17
null
null
Normal monitoring
107
3.4
null
3
Increase defensive factor exposure
E0252
P1528
2024-11-28
Roth
USD
474,747
16.1
1
72
Health:22.2;Comm:30.2;Financials:20.7;Energy:10.8;Industrials:16.2
Value:16.1;Growth:11.5;Quality:22.0;Size:9.2;Momentum:22.1;LowVol:19.1
MSFT:34.9;TSLA:43.7;BRK.B:21.4
3.4
111
15.5
Bull
15.5
3.7
2.2
97
104
72:131
100
0.0057
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
0
-5
3
null
BrokerD
LMT
91
3
11
-23
8
-37
1
null
null
Normal monitoring
150
1.6
null
5
Increase defensive factor exposure
E0253
P2489
2025-05-25
Trust
USD
175,463
11.7
1
68.8
Health:36.2;RealEstate:45.8;Utilities:18.0
Value:10.3;Growth:23.2;Quality:8.3;Size:20.6;Momentum:15.7;LowVol:21.9
VTI:22.5;VOO:26.7;VNQ:23.5;BRK.B:27.3
1.7
150
7.3
Volatile
27.4
4.43
3.9
163
6
-6:56
66
0.0089
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
5
13
7
null
BrokerC
VWAP
99
11
16
-21
67
-38
0
null
null
Normal monitoring
168
1.2
null
3
Tax-aware sells next window
E0254
P1090
2025-09-03
Taxable
USD
319,781
7
1
71.7
RealEstate:41.8;Industrials:28.7;Tech:29.5
Value:20.8;Growth:11.0;Quality:8.9;Size:21.6;Momentum:26.3;LowVol:11.5
XLF:25.4;TSLA:25.7;VOO:48.9
1.3
108
7.5
Bear
22.5
3.76
2.7
207
-57
-97:-41
10
0.0109
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-10
-33
3
null
BrokerD
MKT
89
10
14
25
21
11
28
null
null
Normal monitoring
211
2.7
null
5
Within IPS guidelines
E0255
P0399
2025-05-01
401k
USD
1,174,189
6.1
1
43.1
Energy:22.7;Consumer:37.1;Utilities:40.1
Value:21.1;Growth:16.8;Quality:16.4;Size:24.1;Momentum:12.8;LowVol:8.8
TSLA:32.8;VNQ:31.4;XLF:35.8
1.9
194
11.8
Bull
17.9
4.4
2.8
95
82
63:115
100
0.0096
false
true
ESGOnly;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
0
-22
11
null
BrokerC
MKT
99
5
12
71
119
-53
40
VAR>budget
TightenStops
Risk above budget threshold
218
1.2
Approved
4
Within IPS guidelines
E0256
P4984
2024-08-25
401k
USD
1,502,476
5
1
66.9
Materials:27.5;Energy:21.6;Consumer:35.9;Utilities:15.1
Value:12.5;Growth:9.3;Quality:24.5;Size:25.3;Momentum:11.7;LowVol:16.7
MSFT:18.1;XLF:32.9;VTI:49.0
5.9
198
19.5
Bull
12.8
3.55
3.3
111
6
-25:59
35
0.014
false
true
MaxPos7%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
17
-28
8
Delta:-0.15;Vega:0.05
BrokerD
LMT
95
6
10
81
179
14
21
VAR>budget
Reduce
Risk above budget threshold
188
2.1
null
3
Increase defensive factor exposure
E0257
P0079
2024-12-19
401k
USD
428,366
7.6
1
41
Materials:17.4;Industrials:24.4;Utilities:26.0;Health:23.2;Consumer:9.0
Value:12.6;Growth:15.1;Quality:26.6;Size:20.4;Momentum:10.8;LowVol:14.6
MUB:38.2;VNQ:38.5;TSLA:23.4
4.3
182
11.3
Volatile
23.2
3.6
2.9
114
2
-30:24
42
0.0157
false
true
ESGOnly;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
4
4
null
BrokerA
VWAP
93
5
2
35
81
-31
5
RegimeShift
Hedge
Volatility spike and breadth deterioration
211
3.4
Approved
4
Tax-aware sells next window
E0258
P1878
2025-09-22
IRA
USD
164,543
13.1
1
43.9
Consumer:25.5;Health:24.1;Financials:28.8;Energy:21.6
Value:22.3;Growth:14.4;Quality:10.2;Size:17.7;Momentum:11.7;LowVol:23.6
MUB:5.8;VNQ:17.5;TLT:25.3;HYG:19.5;MSFT:13.2;GLD:18.8
3.2
102
7
Sideways
15
3.62
2.2
121
1
-23:55
55
0.003
false
false
MaxSector35%;NoMargin
null
null
NoAction
Within policy bands; defer
14
-23
10
null
BrokerA
VWAP
0
0
0
-40
-24
-23
-22
null
null
Normal monitoring
214
3.5
Approved
4
Increase defensive factor exposure
E0259
P9837
2024-08-28
Taxable
USD
1,487,514
7.5
1.15
74.6
Energy:34.4;Health:21.2;Comm:31.4;Utilities:13.0
Value:14.0;Growth:16.9;Quality:22.5;Size:16.9;Momentum:10.3;LowVol:19.4
QQQ:34.4;IEF:31.1;TLT:23.0;VNQ:11.5
3.9
219
17.2
Volatile
21.8
4.44
2.7
116
66
32:104
76
0.0047
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
-34
5
Delta:-0.19;Vega:0.06
BrokerB
LMT
89
1
5
-31
-32
8
1
VAR>budget
Reduce
Risk above budget threshold
220
1.9
Approved
4
Monitor dispersion and breadth
E0260
P1360
2025-07-15
Roth
USD
1,440,221
9.3
1
65.1
Materials:27.6;Energy:44.7;RealEstate:27.7
Value:13.3;Growth:22.8;Quality:25.9;Size:19.4;Momentum:9.1;LowVol:9.5
VOO:14.3;BRK.B:12.2;VNQ:19.6;TSLA:18.7;GLD:13.9;BND:21.3
4.6
219
21.2
Sideways
19
3.62
3.1
93
-15
-52:40
38
0.0126
false
true
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
3
1
null
BrokerA
MKT
92
8
8
-42
-12
-37
36
VAR>budget
Pause
Risk above budget threshold
182
1.4
null
4
Monitor dispersion and breadth
E0261
P5302
2025-06-13
Taxable
USD
729,978
5.4
1
67.4
Utilities:12.5;Energy:24.8;Health:39.6;RealEstate:23.1
Value:27.7;Growth:14.1;Quality:14.0;Size:15.8;Momentum:16.4;LowVol:12.0
TLT:9.2;MUB:31.7;AAPL:13.9;AMZN:32.6;XLF:12.6
1.7
195
10.5
Bull
11.7
4.97
2.6
71
9
-22:36
65
0.0158
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-6
10
7
null
BrokerC
MKT
94
7
4
-50
68
-38
25
RegimeShift
Reduce
Volatility spike and breadth deterioration
138
2.7
SuggestedEdits
4
Within IPS guidelines
E0262
P5157
2025-01-07
Trust
USD
346,602
3.3
1
41.6
Tech:13.4;Utilities:16.1;Financials:29.0;Industrials:29.1;Consumer:12.3
Value:13.3;Growth:20.1;Quality:16.3;Size:12.9;Momentum:25.4;LowVol:12.1
AAPL:18.7;TSLA:15.4;IEF:23.7;QQQ:26.7;GLD:15.5
2.9
213
27.3
Sideways
14.2
4.13
2.9
106
-10
-26:31
36
0.0115
false
true
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-12
-24
10
null
BrokerB
VWAP
99
5
11
75
156
10
15
VAR>budget
Pause
Risk above budget threshold
211
1
null
2
Within IPS guidelines
E0263
P2484
2025-04-13
Roth
USD
1,314,466
4.2
1
67.3
RealEstate:16.8;Financials:25.5;Utilities:24.5;Consumer:12.5;Energy:20.6
Value:19.3;Growth:16.0;Quality:15.4;Size:15.9;Momentum:15.9;LowVol:17.5
MSFT:17.4;IEF:20.5;VTI:24.4;TSLA:9.1;BRK.B:22.7;TLT:5.9
3.5
163
10.6
Bear
24.3
3.3
1.4
159
-15
-40:21
31
0.0073
false
false
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
8
7
null
BrokerB
MKT
94
8
15
-14
-34
16
-13
null
null
Normal monitoring
212
1.6
Approved
3
Within IPS guidelines
E0264
P1775
2025-02-15
Roth
USD
398,649
5.2
1
63.9
Comm:15.1;Consumer:22.4;Financials:13.5;Industrials:19.8;Materials:29.3
Value:14.2;Growth:13.4;Quality:16.0;Size:13.6;Momentum:20.9;LowVol:22.0
VNQ:10.8;TSLA:28.3;MSFT:30.9;AAPL:30.0
4.6
124
8.8
Volatile
20
4.21
2.7
112
-29
-58:20
52
0.0144
false
false
MaxPos8%;MaxSector25%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
6
-18
11
Delta:-0.25;Vega:0.05
BrokerC
MKT
88
9
6
22
114
-9
16
null
null
Normal monitoring
169
3.6
null
5
Within IPS guidelines
E0265
P9572
2024-07-28
Roth
USD
1,585,435
6.9
1.22
64.8
Tech:24.8;Comm:21.1;Health:23.7;RealEstate:17.2;Utilities:13.1
Value:16.8;Growth:20.5;Quality:21.4;Size:13.2;Momentum:18.4;LowVol:9.6
MSFT:17.1;MUB:21.7;HYG:11.7;XLF:17.3;AMZN:22.3;QQQ:9.9
2.9
173
16.6
Bear
28.8
4.1
1.5
205
-105
-115:-54
6
0.0041
false
false
ESGOnly;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
-3
-14
8
null
BrokerC
VWAP
90
7
12
36
21
10
9
null
null
Normal monitoring
195
1.7
null
4
Within IPS guidelines
E0266
P9747
2025-08-09
Taxable
USD
397,413
4.8
1
59.1
Materials:42.9;Industrials:31.9;Energy:25.2
Value:12.1;Growth:12.3;Quality:14.5;Size:22.5;Momentum:20.7;LowVol:18.0
MSFT:36.8;XLF:18.6;AAPL:33.1;TLT:11.5
3.3
176
23.7
Bear
24.1
4.16
2.1
187
-37
-55:-10
35
0.0054
false
false
MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
2
-31
2
null
BrokerD
VWAP
88
8
10
92
109
10
0
null
null
Normal monitoring
215
1
Approved
5
Monitor dispersion and breadth
E0267
P3012
2025-05-23
Roth
USD
1,612,096
8.4
1
50.6
RealEstate:18.9;Industrials:24.4;Materials:28.2;Financials:17.0;Utilities:11.5
Value:10.9;Growth:13.6;Quality:18.3;Size:21.8;Momentum:22.3;LowVol:13.2
MSFT:22.5;GLD:36.1;HYG:41.4
5
233
24.6
Volatile
31.8
4.14
2.7
135
-15
-30:0
53
0.0074
false
true
MaxPos7%;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
2
-22
5
null
BrokerC
LMT
91
6
9
90
174
12
36
RegimeShift
TightenStops
Volatility spike and breadth deterioration
167
1
SuggestedEdits
4
Increase defensive factor exposure
E0268
P0383
2025-01-23
Trust
USD
2,467,210
5.6
1
73.5
Industrials:30.0;Health:28.6;Consumer:30.8;Materials:10.5
Value:24.2;Growth:12.9;Quality:7.9;Size:19.2;Momentum:13.2;LowVol:22.7
IEF:17.9;XLF:14.7;VOO:16.6;TLT:10.9;BND:22.6;MSFT:17.3
5.4
123
18.1
Bear
33.4
3.72
1.5
155
-68
-78:-18
19
0.0047
false
false
MaxPos8%
null
DriftNear
Buy
Add core equity +1.0% from cash
12
-16
4
null
BrokerA
MKT
91
11
17
-6
23
-38
6
null
null
Normal monitoring
95
3
Approved
3
Monitor dispersion and breadth
E0269
P0271
2024-09-09
Taxable
USD
628,625
15
1
73.3
Energy:23.1;Industrials:11.0;Financials:19.4;Tech:28.5;RealEstate:18.0
Value:24.9;Growth:8.6;Quality:14.5;Size:17.2;Momentum:15.4;LowVol:19.4
GLD:14.6;MUB:27.5;HYG:11.5;VNQ:15.3;BND:21.1;AMZN:10.0
2.6
150
15.3
Bull
11.2
4.63
2.6
73
4
-13:53
46
0.003
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
11
-12
10
null
BrokerB
MKT
98
9
11
-28
-29
-33
30
null
null
Normal monitoring
119
3.1
Approved
3
Within IPS guidelines
E0270
P1341
2024-10-19
IRA
USD
202,609
16.5
1
61.2
Consumer:39.9;Industrials:34.9;Financials:25.2
Value:13.1;Growth:21.0;Quality:23.9;Size:12.2;Momentum:18.4;LowVol:11.3
AAPL:9.6;MSFT:26.6;AMZN:8.7;TLT:21.3;IEF:27.2;XLF:6.7
3.2
92
8.1
Volatile
26.5
4.33
3.6
160
1
-9:44
43
0.0067
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
-14
-33
8
null
BrokerA
LMT
93
3
0
37
110
17
1
null
null
Normal monitoring
168
2
null
5
Monitor dispersion and breadth
E0271
P5387
2025-09-10
Trust
USD
628,511
5.3
1
38.3
Industrials:21.8;Financials:13.1;RealEstate:24.5;Materials:23.9;Utilities:16.7
Value:21.3;Growth:16.8;Quality:23.6;Size:13.7;Momentum:13.5;LowVol:11.1
MUB:9.5;GLD:16.1;HYG:32.9;MSFT:21.8;QQQ:19.7
3.7
107
15.7
Volatile
23.5
5.23
4
154
-50
-75:-20
15
0.0167
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
14
8
10
null
BrokerB
LMT
96
5
2
33
118
-50
23
null
null
Normal monitoring
197
1
Approved
4
Within IPS guidelines
E0272
P0239
2025-03-27
Taxable
USD
1,427,746
5.7
1
67.5
Comm:15.4;Financials:17.7;Tech:11.2;Consumer:28.2;Health:27.5
Value:13.9;Growth:11.7;Quality:18.8;Size:11.4;Momentum:14.5;LowVol:29.6
XLF:16.8;AAPL:29.2;AMZN:30.0;MUB:24.0
2
236
15.3
Volatile
31.2
3.75
2.2
158
-34
-64:18
33
0.0107
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
11
1
11
null
BrokerD
MKT
96
3
6
-56
-86
1
-10
RegimeShift
Reduce
Volatility spike and breadth deterioration
128
2.7
SuggestedEdits
4
Tighten stops on momentum names
E0273
P3453
2025-05-21
401k
USD
2,231,465
8.7
1
36.9
Financials:41.0;RealEstate:27.4;Energy:31.7
Value:11.9;Growth:17.7;Quality:22.9;Size:9.3;Momentum:20.5;LowVol:17.6
BRK.B:28.4;VNQ:13.3;QQQ:7.1;BND:20.0;AMZN:31.2
4.5
154
15
Bear
34.6
3.36
2.8
136
-83
-95:-56
21
0.0135
false
false
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-6
-16
7
null
BrokerB
LMT
91
5
3
114
112
-32
37
null
null
Normal monitoring
193
2.1
Approved
5
Increase defensive factor exposure
E0274
P1732
2025-08-12
401k
USD
605,832
11.2
1
37.2
Energy:23.6;Materials:35.1;Consumer:41.3
Value:13.2;Growth:18.1;Quality:14.1;Size:19.7;Momentum:15.1;LowVol:19.8
GLD:25.8;VNQ:12.4;QQQ:11.3;XLF:18.5;AMZN:11.0;TLT:21.0
3.3
107
7.2
Bear
30.8
4.47
1.5
130
-10
-36:26
41
0.0142
false
false
MaxPos6%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
35
-31
4
Delta:-0.23;Vega:0.03
BrokerC
MKT
89
1
1
13
-19
12
0
null
null
Normal monitoring
160
1.5
Approved
3
Tax-aware sells next window
E0275
P8356
2025-03-18
Taxable
USD
455,705
8.2
1
55.7
Energy:22.7;Financials:27.7;RealEstate:27.5;Tech:22.2
Value:17.0;Growth:20.5;Quality:15.1;Size:10.8;Momentum:20.7;LowVol:15.9
AMZN:35.9;TLT:15.0;QQQ:29.1;IEF:19.9
2.6
148
9.6
Bull
17.3
3.92
2.8
94
63
27:105
69
0.0075
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
19
-35
2
null
BrokerB
LMT
93
8
12
-8
20
-43
21
null
null
Normal monitoring
190
1.5
Approved
5
Within IPS guidelines
E0276
P8592
2024-10-12
401k
USD
553,561
7.3
1
52.4
Consumer:16.0;Health:22.6;Comm:24.5;RealEstate:14.9;Financials:22.1
Value:20.8;Growth:17.5;Quality:16.4;Size:18.3;Momentum:14.5;LowVol:12.5
MSFT:8.4;BRK.B:33.7;GLD:7.8;QQQ:16.8;HYG:8.5;VNQ:24.9
1.2
116
10.1
Sideways
19.6
3.79
2.8
129
-3
-43:34
44
0.0161
false
false
MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
33
4
11
null
BrokerA
LMT
89
6
8
106
215
-32
27
null
null
Normal monitoring
178
4
Approved
5
Tighten stops on momentum names
E0277
P0049
2025-10-15
Roth
USD
1,079,625
9.1
1.08
72.8
Energy:30.0;Comm:40.6;Tech:29.4
Value:19.7;Growth:17.7;Quality:16.5;Size:11.5;Momentum:14.9;LowVol:19.6
BRK.B:35.3;VNQ:23.9;AAPL:14.4;HYG:26.4
1.7
192
21.5
Bull
12.6
4.81
3
98
49
27:64
67
0.009
false
true
MaxPos5%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-15
1
Delta:-0.08;Vega:0.08
BrokerC
LMT
93
4
11
-32
22
19
39
VAR>budget
Reduce
Risk above budget threshold
130
2.9
null
2
Increase defensive factor exposure
E0278
P8867
2025-01-21
IRA
USD
1,225,654
7
1
50.4
Energy:53.3;Industrials:24.9;Utilities:21.7
Value:7.6;Growth:23.6;Quality:21.0;Size:12.8;Momentum:15.8;LowVol:19.1
HYG:24.6;BRK.B:48.2;QQQ:27.1
1.6
150
14
Sideways
14.4
3.69
2.2
108
-12
-25:12
46
0.0139
false
false
ESGOnly;MaxPos5%;MaxSector30%
null
null
NoAction
Within policy bands; defer
-2
-19
1
null
BrokerA
LMT
0
0
0
-19
6
-17
40
null
null
Normal monitoring
143
3.6
null
3
Monitor dispersion and breadth
E0279
P2707
2024-07-31
Trust
USD
245,327
10
1
49.1
Financials:31.1;Tech:22.6;Industrials:21.7;Materials:24.5
Value:13.5;Growth:19.5;Quality:8.3;Size:9.2;Momentum:24.8;LowVol:24.6
VNQ:19.5;VOO:23.2;BRK.B:16.5;MUB:18.9;MSFT:13.1;GLD:8.7
2.3
117
11.8
Sideways
15.2
4.67
2.9
99
14
-7:62
41
0.0148
false
false
MaxPos5%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-13
-14
12
null
BrokerA
MKT
94
1
0
11
112
-53
-10
null
null
Normal monitoring
150
1.6
null
3
Monitor dispersion and breadth
E0280
P7934
2024-11-22
IRA
USD
1,703,953
4.7
1
48.8
Utilities:13.0;Health:19.3;Consumer:21.0;Comm:14.1;Financials:32.7
Value:8.4;Growth:20.9;Quality:25.9;Size:20.8;Momentum:8.6;LowVol:15.4
MSFT:15.1;QQQ:19.9;IEF:23.5;BRK.B:12.1;GLD:10.0;BND:19.4
1.8
150
11.9
Bull
17.3
4.74
3.4
94
61
28:106
85
0.0047
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
-1
4
10
null
BrokerD
LMT
96
2
2
76
133
14
31
null
null
Normal monitoring
113
3.5
Approved
4
Within IPS guidelines
E0281
P6775
2024-11-21
Trust
USD
2,035,124
9.2
1.05
72.3
Health:14.3;Tech:39.2;Comm:16.2;Energy:30.3
Value:8.1;Growth:24.6;Quality:23.7;Size:17.9;Momentum:9.1;LowVol:16.6
MUB:13.1;QQQ:35.4;XLF:12.9;VTI:23.1;HYG:15.6
5.1
161
12.3
Bull
12.9
3.95
3.1
95
27
1:74
71
0.005
false
false
ESGOnly;MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
7
2
2
null
BrokerB
MKT
96
2
8
10
-11
-6
12
null
null
Normal monitoring
96
2.6
Approved
5
Within IPS guidelines
E0282
P7922
2025-04-07
Taxable
USD
463,989
12
1
50.1
Comm:28.9;Consumer:29.5;Materials:21.5;Health:20.1
Value:28.1;Growth:16.6;Quality:23.1;Size:10.7;Momentum:13.1;LowVol:8.4
HYG:31.3;IEF:39.3;MSFT:16.2;VNQ:13.2
1.9
120
10.9
Volatile
21.5
4.55
4.1
138
-38
-53:-12
15
0.0042
false
false
MaxPos5%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
27
5
9
null
BrokerC
VWAP
93
2
3
-53
-24
-2
34
null
null
Normal monitoring
136
1.3
null
3
Increase defensive factor exposure
E0283
P9121
2024-08-08
Roth
USD
1,485,324
6.6
1.17
35.1
Financials:23.0;Consumer:27.4;Health:49.6
Value:17.2;Growth:23.2;Quality:19.0;Size:17.8;Momentum:10.6;LowVol:12.1
VNQ:16.5;AMZN:25.8;AAPL:25.7;XLF:14.2;BND:17.9
4
185
19.2
Bull
15.2
4.85
2.9
73
99
69:135
86
0.0189
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
32
-22
9
null
BrokerD
LMT
97
1
0
108
147
-41
-22
RegimeShift
Hedge
Volatility spike and breadth deterioration
189
2.5
SuggestedEdits
5
Tax-aware sells next window
E0284
P3191
2025-12-19
Roth
USD
477,916
11.3
1
47.2
Financials:15.9;Energy:15.0;Utilities:31.7;Health:37.4
Value:16.0;Growth:15.9;Quality:19.2;Size:11.1;Momentum:16.9;LowVol:20.9
BRK.B:9.5;HYG:15.7;IEF:15.0;AMZN:21.7;AAPL:14.3;TLT:23.8
3
164
8.8
Volatile
32
5.15
2.5
126
-19
-43:2
25
0.0099
false
false
MaxSector30%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
29
-14
12
null
BrokerD
MKT
0
0
0
-7
42
-42
16
null
null
Normal monitoring
194
2.1
null
4
Increase defensive factor exposure
E0285
P7901
2024-11-26
Taxable
USD
567,446
12.8
1
35.8
Comm:41.1;Energy:27.4;Utilities:31.6
Value:19.9;Growth:18.1;Quality:14.3;Size:10.2;Momentum:23.8;LowVol:13.6
BRK.B:20.2;HYG:9.0;XLF:15.8;TLT:29.4;VOO:25.6
4.4
139
9.4
Volatile
30.7
4.31
3.6
134
-15
-52:19
51
0.0054
false
false
MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-11
10
8
null
BrokerB
LMT
89
7
4
60
57
-51
35
null
null
Normal monitoring
142
2
null
3
Tax-aware sells next window
E0286
P6129
2025-05-04
Taxable
USD
883,291
9.5
1.2
38.1
Industrials:26.8;Materials:28.1;Consumer:45.2
Value:18.1;Growth:9.4;Quality:20.0;Size:17.3;Momentum:15.6;LowVol:19.5
BND:31.7;XLF:47.5;HYG:20.9
3.2
209
15.5
Bull
15.7
4.43
2.9
116
53
23:98
90
0.0093
false
true
ESGOnly;MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-6
15
5
Delta:-0.24;Vega:0.06
BrokerD
MKT
89
5
11
-39
39
0
0
VAR>budget
TightenStops
Risk above budget threshold
101
3.2
Approved
3
Tighten stops on momentum names
E0287
P2516
2024-10-04
IRA
USD
604,615
14.9
1
65
Industrials:30.0;Utilities:23.1;RealEstate:17.6;Materials:29.3
Value:14.9;Growth:21.4;Quality:27.9;Size:10.8;Momentum:10.7;LowVol:14.3
HYG:37.5;AMZN:16.7;VOO:45.8
1.9
152
11.2
Volatile
22.1
3.77
3.5
144
10
-29:60
63
0.0093
false
false
MaxPos5%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
17
15
3
null
BrokerB
MKT
90
9
13
69
94
-22
16
null
null
Normal monitoring
144
2.9
Approved
5
Within IPS guidelines
E0288
P4984
2025-08-05
401k
USD
899,323
14.8
1
69.5
Comm:33.6;Tech:23.7;Industrials:25.4;Materials:17.3
Value:20.0;Growth:15.1;Quality:14.0;Size:16.7;Momentum:18.2;LowVol:16.1
HYG:15.2;TLT:28.6;VNQ:28.0;MSFT:28.2
4.3
158
10.4
Volatile
20.9
3.55
3.2
123
61
37:78
86
0.0061
false
false
MaxPos5%;NoMargin
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
14
-26
12
null
BrokerD
LMT
88
6
12
-36
-58
-39
39
null
null
Normal monitoring
169
3.8
null
3
Increase defensive factor exposure
E0289
P3650
2025-04-27
401k
USD
370,083
9.9
1
36.7
Industrials:9.5;Utilities:15.4;Tech:20.5;Comm:26.7;Health:27.9
Value:28.1;Growth:14.2;Quality:21.4;Size:15.9;Momentum:10.6;LowVol:9.8
VOO:28.7;BND:45.7;XLF:25.6
2.3
165
13.6
Bull
16
4.6
2.9
114
115
87:162
100
0.0185
false
false
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
-7
11
null
BrokerA
MKT
95
4
6
69
128
-25
28
null
null
Normal monitoring
214
3.8
Approved
4
Tighten stops on momentum names
E0290
P7228
2025-10-06
IRA
USD
888,817
6.8
1
68.8
Industrials:26.5;Health:39.0;Financials:34.5
Value:12.5;Growth:19.2;Quality:10.6;Size:26.7;Momentum:20.5;LowVol:10.4
HYG:38.4;BRK.B:36.1;TLT:25.5
4.8
146
9.6
Bull
14.5
4.14
2.3
118
46
25:64
57
0.0037
false
false
NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-10
-4
11
null
BrokerC
MKT
92
2
8
-6
118
-46
36
null
null
Normal monitoring
140
3.2
null
5
Within IPS guidelines
E0291
P5435
2024-09-27
Roth
USD
304,102
8.1
1
36.3
Consumer:40.5;Comm:42.0;Financials:17.5
Value:15.2;Growth:22.8;Quality:21.8;Size:8.1;Momentum:16.1;LowVol:16.0
HYG:32.0;MUB:42.9;VTI:25.1
2.3
126
14.9
Sideways
14.1
4.65
2.7
102
-2
-42:19
42
0.0141
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
-4
5
1
null
BrokerC
LMT
88
6
11
30
36
-55
-21
null
null
Normal monitoring
183
3
Approved
5
Within IPS guidelines
E0292
P9235
2025-06-08
Trust
USD
729,543
8.4
1
63.6
Industrials:42.0;Utilities:29.4;RealEstate:28.7
Value:11.3;Growth:16.0;Quality:21.0;Size:26.5;Momentum:14.2;LowVol:11.0
VTI:19.2;VNQ:42.7;AMZN:38.1
4.6
110
7.1
Bear
32.8
3.8
2.2
152
-88
-99:-41
20
0.016
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
24
-12
5
null
BrokerB
LMT
98
1
0
73
106
-45
-10
null
null
Normal monitoring
93
1.5
Approved
3
Monitor dispersion and breadth
E0293
P6970
2025-04-05
Trust
USD
1,490,813
7.2
1
41.8
Materials:28.5;Financials:13.1;Consumer:29.1;Health:10.5;RealEstate:18.8
Value:11.2;Growth:21.3;Quality:13.2;Size:16.3;Momentum:23.4;LowVol:14.6
MSFT:30.0;BND:33.6;GLD:15.8;BRK.B:20.6
4.3
169
11.7
Volatile
23.3
4.09
4.1
118
22
8:64
46
0.0173
false
false
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-9
7
Delta:-0.18;Vega:0.05
BrokerC
MKT
89
12
20
-9
-44
-9
-22
null
null
Normal monitoring
106
1.6
Approved
3
Tighten stops on momentum names
E0294
P3095
2024-10-04
Trust
USD
1,048,321
6.3
1.22
44.8
Materials:43.6;Tech:40.5;Financials:15.9
Value:17.5;Growth:16.9;Quality:10.1;Size:20.3;Momentum:19.8;LowVol:15.3
TSLA:18.4;HYG:11.1;VTI:29.7;QQQ:19.9;BRK.B:20.9
1.6
220
19.2
Sideways
19.6
4.11
3.2
122
46
27:62
80
0.0044
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
34
9
10
null
BrokerC
LMT
94
10
16
92
186
-44
-18
RegimeShift
TightenStops
Volatility spike and breadth deterioration
117
1.2
Approved
3
Increase defensive factor exposure
E0295
P0674
2024-09-28
IRA
USD
872,250
5.7
1
55.7
Financials:25.9;Comm:30.7;Utilities:27.9;Energy:15.5
Value:18.4;Growth:18.0;Quality:21.2;Size:6.4;Momentum:21.4;LowVol:14.6
TLT:37.8;HYG:35.8;GLD:11.6;BRK.B:14.9
5.3
272
20.5
Bear
23.2
3.83
2.9
136
-8
-33:15
45
0.018
false
true
ESGOnly;MaxPos6%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-10
12
2
null
BrokerC
VWAP
92
6
12
72
47
-16
26
VAR>budget
Hedge
Risk above budget threshold
136
3.4
SuggestedEdits
4
Increase defensive factor exposure
E0296
P4503
2024-08-17
IRA
USD
560,767
11.1
1
63.6
Energy:42.9;Financials:18.2;Industrials:38.8
Value:21.1;Growth:21.5;Quality:17.0;Size:18.1;Momentum:16.1;LowVol:6.3
TSLA:46.0;VOO:21.2;VNQ:32.8
2.7
107
8.7
Bull
14.2
4.44
3.2
106
2
-18:28
37
0.0129
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-13
4
4
null
BrokerD
VWAP
99
10
10
17
96
-13
-20
null
null
Normal monitoring
103
1.3
null
5
Monitor dispersion and breadth
E0297
P1355
2025-11-20
IRA
USD
830,542
16.8
1
51.5
Energy:16.3;Materials:28.4;Financials:19.2;Tech:36.2
Value:22.6;Growth:19.8;Quality:18.1;Size:12.0;Momentum:9.5;LowVol:18.1
IEF:27.6;TLT:10.4;MSFT:15.7;TSLA:35.0;VOO:11.3
2.1
157
11.2
Bull
13.9
3.61
2.4
73
55
15:110
69
0.0194
false
false
ESGOnly;MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
-10
2
10
null
BrokerA
LMT
91
3
10
36
36
-33
25
null
null
Normal monitoring
143
1.1
Approved
4
Monitor dispersion and breadth
E0298
P3975
2025-09-07
Roth
USD
2,295,322
8.4
1
63
Utilities:28.5;Financials:29.5;Health:14.2;RealEstate:27.8
Value:19.4;Growth:24.5;Quality:13.8;Size:12.1;Momentum:10.3;LowVol:19.8
BRK.B:27.8;VOO:26.7;MUB:45.6
2.2
131
16.5
Sideways
18
4.36
3.3
116
6
-15:21
60
0.0062
false
false
MaxPos8%
null
null
NoAction
Within policy bands; defer
-3
-18
11
null
BrokerC
LMT
0
0
0
-16
-15
-15
-6
null
null
Normal monitoring
143
3.4
null
3
Increase defensive factor exposure
E0299
P9674
2025-03-12
Roth
USD
585,295
8.5
1
72.6
Materials:22.7;Tech:25.2;Industrials:20.9;RealEstate:31.2
Value:20.2;Growth:17.5;Quality:17.4;Size:19.1;Momentum:15.5;LowVol:10.5
VTI:28.2;TSLA:27.7;BRK.B:27.3;HYG:7.5;IEF:9.2
4.1
130
11.2
Volatile
28.9
4.07
2.5
156
38
15:64
62
0.0082
false
false
ESGOnly;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
1
3
2
null
BrokerD
LMT
89
9
10
113
186
-11
23
null
null
Normal monitoring
111
1.1
null
3
Tighten stops on momentum names
E0300
P9126
2024-08-03
Roth
USD
1,688,107
6.3
1
67.6
Tech:16.0;Utilities:24.4;RealEstate:13.3;Financials:23.0;Comm:23.2
Value:19.5;Growth:18.8;Quality:9.6;Size:15.7;Momentum:14.2;LowVol:22.2
BRK.B:19.4;MUB:25.3;MSFT:21.2;TLT:7.4;QQQ:26.6
2.7
156
19.1
Bear
29.4
4.19
2.7
198
10
-22:63
39
0.0199
false
false
MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
-10
-26
1
null
BrokerB
MKT
95
8
7
19
65
4
35
null
null
Normal monitoring
159
1.9
null
5
Monitor dispersion and breadth