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
E0301
P9030
2025-03-08
401k
USD
568,006
14.4
1
70.6
Comm:16.2;Utilities:38.5;Tech:14.8;Health:30.5
Value:9.1;Growth:15.7;Quality:22.9;Size:20.9;Momentum:16.2;LowVol:15.2
BRK.B:17.4;MSFT:22.0;MUB:7.9;VTI:20.3;BND:10.7;HYG:21.7
4.5
133
13.6
Bear
25.4
3.75
2.6
190
-38
-77:3
49
0.0059
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
35
2
3
null
BrokerA
VWAP
95
6
5
81
130
15
16
null
null
Normal monitoring
203
1.2
Approved
5
Monitor dispersion and breadth
E0302
P7694
2025-01-01
Taxable
USD
1,431,029
9.7
1
53.9
Financials:46.9;Utilities:26.6;Materials:26.5
Value:19.6;Growth:20.4;Quality:21.4;Size:16.6;Momentum:10.3;LowVol:11.7
VTI:10.1;HYG:21.7;MUB:16.2;BND:17.0;IEF:11.4;VOO:23.7
3.4
124
13.8
Sideways
19.6
4.71
3.2
118
55
44:72
66
0.0042
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
14
-28
7
null
BrokerC
VWAP
90
6
7
-47
-56
5
17
null
null
Normal monitoring
161
2
Approved
5
Within IPS guidelines
E0303
P8568
2025-07-27
IRA
USD
401,904
7.5
1
51
Energy:15.3;Utilities:30.9;Tech:22.8;Financials:31.0
Value:19.8;Growth:18.2;Quality:13.2;Size:19.0;Momentum:13.1;LowVol:16.7
AAPL:12.7;QQQ:52.2;BND:35.1
1.3
116
7.1
Volatile
32
5.33
3
126
-52
-71:-9
27
0.0101
false
false
null
null
null
Buy
Add core equity +1.0% from cash
19
1
2
null
BrokerC
LMT
89
7
13
71
86
-30
33
null
null
Normal monitoring
208
2.6
null
4
Tighten stops on momentum names
E0304
P2179
2024-11-24
IRA
USD
1,516,827
9
1
53.7
Utilities:43.9;Health:36.9;Tech:19.1
Value:18.9;Growth:18.7;Quality:11.4;Size:18.1;Momentum:16.0;LowVol:16.9
VTI:20.4;MUB:19.8;MSFT:9.5;TSLA:22.3;IEF:27.9
2.9
229
21.9
Volatile
28.2
5.32
3.9
176
24
14:68
58
0.0175
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-28
12
Delta:-0.22;Vega:0.07
BrokerC
VWAP
100
8
14
91
205
-14
27
VAR>budget
Hedge
Risk above budget threshold
150
1.3
null
3
Monitor dispersion and breadth
E0305
P6234
2024-11-25
IRA
USD
804,196
6.6
1
69.6
Tech:39.3;Materials:39.1;Health:21.5
Value:10.9;Growth:9.1;Quality:14.3;Size:26.5;Momentum:13.5;LowVol:25.7
QQQ:16.9;MSFT:16.3;IEF:22.5;AAPL:29.0;BND:15.2
5.1
210
14.9
Bull
16.4
4.37
2.5
99
46
26:75
79
0.0107
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
27
-11
11
null
BrokerA
MKT
92
5
2
100
217
-35
-10
VAR>budget
Hedge
Risk above budget threshold
108
3.2
SuggestedEdits
5
Increase defensive factor exposure
E0306
P9734
2025-04-02
401k
USD
1,467,494
8.8
1
41.2
Energy:34.8;Financials:35.3;RealEstate:29.9
Value:15.9;Growth:13.0;Quality:28.9;Size:21.3;Momentum:9.8;LowVol:11.0
VOO:24.7;GLD:14.8;QQQ:23.1;XLF:37.4
5
178
15.2
Bull
16.9
4.7
3
114
75
65:121
86
0.0074
false
true
MaxPos5%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
-13
6
null
BrokerC
LMT
95
9
11
-1
57
-18
-10
RegimeShift
Hedge
Volatility spike and breadth deterioration
196
2.8
Approved
3
Tax-aware sells next window
E0307
P1347
2025-11-30
Trust
USD
527,173
15.8
1
35.1
Materials:18.6;Energy:25.7;Comm:16.4;Utilities:39.3
Value:23.6;Growth:20.0;Quality:13.4;Size:12.7;Momentum:15.5;LowVol:14.8
MUB:45.0;TSLA:30.2;GLD:24.8
1.8
90
7.9
Bear
26.6
4.41
2.2
137
-20
-37:12
24
0.0147
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
31
9
4
null
BrokerA
VWAP
93
1
7
-37
-49
-44
26
null
null
Normal monitoring
179
3.7
Approved
4
Tighten stops on momentum names
E0308
P5214
2025-07-23
Roth
USD
603,197
8.8
1
41.6
Health:24.8;Industrials:10.8;Financials:17.7;Tech:22.4;Utilities:24.3
Value:21.2;Growth:18.9;Quality:20.0;Size:11.1;Momentum:20.1;LowVol:8.7
HYG:20.9;AMZN:26.8;VTI:15.4;QQQ:10.7;TLT:26.2
4.6
121
9.2
Sideways
18.6
3.51
3.5
127
37
16:58
78
0.0192
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
1
0
12
null
BrokerC
LMT
90
3
11
78
103
19
-23
null
null
Normal monitoring
200
3.6
Approved
3
Tax-aware sells next window
E0309
P4205
2025-01-17
IRA
USD
1,295,424
4.9
1
37.1
Materials:23.8;Consumer:37.8;Financials:38.3
Value:14.7;Growth:18.5;Quality:17.0;Size:13.3;Momentum:19.6;LowVol:16.9
HYG:21.9;MUB:20.9;VTI:21.0;VNQ:13.9;QQQ:10.4;TLT:12.0
4.3
157
21.6
Volatile
23.1
3.85
3.6
123
-15
-49:13
26
0.0147
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
35
-8
9
null
BrokerB
VWAP
96
9
10
33
54
-33
12
null
null
Normal monitoring
170
2.8
Approved
4
Increase defensive factor exposure
E0310
P1840
2025-06-08
IRA
USD
2,098,747
5.3
1
41.6
Tech:29.0;Industrials:24.4;Consumer:15.2;Utilities:31.4
Value:9.0;Growth:22.3;Quality:12.7;Size:19.6;Momentum:20.1;LowVol:16.3
MUB:36.8;MSFT:11.9;IEF:51.4
4.2
165
10.7
Bear
28.4
4.29
2.8
179
-33
-67:-9
35
0.0042
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
7
-19
6
null
BrokerA
MKT
100
12
16
71
39
2
34
null
null
Normal monitoring
162
3.1
Approved
5
Monitor dispersion and breadth
E0311
P8886
2024-11-05
Roth
USD
544,155
9.3
1
41.5
Comm:23.3;Financials:25.9;RealEstate:33.2;Industrials:17.5
Value:10.2;Growth:21.1;Quality:21.9;Size:20.4;Momentum:19.4;LowVol:7.1
QQQ:30.4;HYG:10.9;AMZN:8.9;MSFT:12.3;VOO:12.5;XLF:24.9
4.6
128
9.5
Bull
11.8
3.82
2.4
75
45
25:97
59
0.0193
false
false
MaxPos5%;MaxSector35%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
35
-36
1
Delta:-0.18;Vega:0.05
BrokerD
MKT
92
11
10
99
198
-25
23
null
null
Normal monitoring
169
3.5
null
3
Within IPS guidelines
E0312
P1936
2025-03-19
Taxable
USD
157,535
7.2
1
50.5
Financials:25.0;Health:20.8;Energy:12.4;Comm:28.3;Materials:13.5
Value:8.1;Growth:24.7;Quality:16.3;Size:15.3;Momentum:22.0;LowVol:13.7
QQQ:23.3;XLF:8.8;BRK.B:13.6;AMZN:23.5;TSLA:10.7;IEF:20.0
3.8
141
12.1
Volatile
25.9
4.39
3.8
148
-45
-82:-8
22
0.0075
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-1
-3
10
null
BrokerB
VWAP
94
11
8
65
106
-56
-3
null
null
Normal monitoring
122
1.2
Approved
3
Monitor dispersion and breadth
E0313
P8462
2024-08-25
Roth
USD
873,035
16.5
1
45.4
Utilities:15.8;Financials:31.5;Materials:35.0;Comm:17.8
Value:11.1;Growth:20.7;Quality:26.1;Size:18.5;Momentum:10.1;LowVol:13.5
MUB:6.8;IEF:15.1;VTI:17.7;GLD:20.7;BRK.B:20.7;AAPL:19.1
4.7
155
9.5
Bull
16
4.02
2.2
110
74
42:126
85
0.0143
false
false
MaxPos7%;MaxSector35%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
13
-1
7
null
BrokerA
LMT
98
5
12
9
33
-32
9
null
null
Normal monitoring
187
3.2
Approved
5
Tighten stops on momentum names
E0314
P8809
2025-06-08
IRA
USD
210,498
11
1
65.3
Tech:24.3;Industrials:28.5;Financials:47.3
Value:11.8;Growth:12.7;Quality:11.3;Size:9.9;Momentum:22.0;LowVol:32.3
AAPL:16.2;GLD:33.3;TSLA:30.3;XLF:20.3
1.6
101
15
Bull
14.7
3.87
3.4
82
42
31:66
59
0.0057
false
false
MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-4
-23
7
Delta:-0.21;Vega:0.09
BrokerD
LMT
96
6
11
19
72
-43
-15
null
null
Normal monitoring
147
3.9
Approved
3
Monitor dispersion and breadth
E0315
P8397
2025-04-15
Roth
USD
617,207
6.3
1
35.8
Industrials:44.2;RealEstate:19.6;Materials:15.9;Health:20.3
Value:11.7;Growth:18.1;Quality:12.3;Size:19.7;Momentum:15.9;LowVol:22.2
MSFT:35.4;BRK.B:31.6;AAPL:32.9
2
248
19.5
Volatile
20.3
3.79
2.1
159
-23
-48:17
28
0.0122
false
true
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-32
3
null
BrokerD
LMT
98
5
3
62
35
3
-8
VAR>budget
Hedge
Risk above budget threshold
98
2.1
Approved
4
Tighten stops on momentum names
E0316
P9514
2024-12-21
IRA
USD
1,678,324
5.4
1
37.1
Energy:15.2;Consumer:20.4;RealEstate:20.7;Tech:24.4;Utilities:19.4
Value:25.6;Growth:11.6;Quality:10.4;Size:13.2;Momentum:9.7;LowVol:29.5
VNQ:26.1;TSLA:33.7;XLF:40.2
6
153
11.7
Bull
16.4
4.89
2.9
97
16
5:43
56
0.014
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
33
-32
12
null
BrokerB
LMT
88
11
14
56
48
-20
30
null
null
Normal monitoring
181
1.7
Approved
3
Tax-aware sells next window
E0317
P4439
2025-09-28
Taxable
USD
2,471,617
9.7
1.15
62.3
Consumer:28.2;Energy:17.0;Industrials:39.3;Utilities:15.5
Value:18.6;Growth:23.7;Quality:14.7;Size:14.0;Momentum:9.4;LowVol:19.7
VTI:28.8;MSFT:41.4;TLT:29.8
3.4
167
13.4
Bear
26.7
3.9
2.6
219
-96
-114:-71
5
0.0148
false
false
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
9
6
Delta:-0.09;Vega:0.06
BrokerB
MKT
98
7
6
55
158
-55
-4
null
null
Normal monitoring
213
3.9
Approved
4
Tighten stops on momentum names
E0318
P4133
2025-01-01
Trust
USD
1,810,268
9.5
1
41.7
Consumer:16.2;Materials:12.1;Energy:18.9;Financials:26.0;Comm:26.7
Value:9.6;Growth:16.7;Quality:17.1;Size:21.1;Momentum:17.4;LowVol:18.1
GLD:28.3;BND:9.9;TLT:20.9;QQQ:25.4;IEF:8.0;HYG:7.4
2.7
139
12.1
Bull
12.7
3.96
2.2
104
89
70:143
100
0.0108
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
25
-38
11
null
BrokerA
LMT
91
11
14
33
125
-34
30
null
null
Normal monitoring
130
2.2
Approved
5
Increase defensive factor exposure
E0319
P5427
2025-07-21
IRA
USD
2,420,142
6.9
1
38.8
Financials:35.7;Energy:30.8;Health:33.5
Value:10.9;Growth:11.5;Quality:14.7;Size:28.0;Momentum:9.6;LowVol:25.4
MUB:21.9;VOO:26.8;VTI:21.7;AMZN:29.7
3.1
217
16.9
Volatile
30.6
4.99
2.3
121
-48
-65:-8
40
0.004
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
29
-13
8
Delta:-0.06;Vega:0.08
BrokerB
MKT
97
11
13
-46
9
0
-22
VAR>budget
Hedge
Risk above budget threshold
207
1.7
Approved
5
Increase defensive factor exposure
E0320
P2038
2024-07-27
Trust
USD
2,348,876
6.3
1
47.4
Financials:24.4;Comm:18.8;Energy:26.3;Materials:12.4;Utilities:18.1
Value:14.2;Growth:10.5;Quality:9.7;Size:15.3;Momentum:19.2;LowVol:31.1
TSLA:15.5;VTI:19.7;MSFT:11.3;QQQ:19.5;TLT:20.3;AAPL:13.7
3
171
11.5
Bear
30.4
3.31
1.7
139
-48
-60:4
38
0.0167
false
true
MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
14
-24
7
null
BrokerB
MKT
88
9
17
104
71
7
4
VAR>budget
Hedge
Risk above budget threshold
189
2.1
Approved
4
Tighten stops on momentum names
E0321
P2080
2024-08-27
Taxable
USD
306,696
7.5
1
46.2
RealEstate:14.0;Financials:25.1;Utilities:18.9;Consumer:22.1;Comm:19.9
Value:15.3;Growth:15.5;Quality:25.3;Size:10.6;Momentum:14.6;LowVol:18.8
XLF:12.7;AMZN:43.1;HYG:44.2
1.4
154
13
Volatile
29.8
3.88
4
180
59
35:105
67
0.0091
false
false
MaxSector25%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-6
11
null
BrokerD
MKT
97
12
12
116
131
-42
26
null
null
Normal monitoring
157
2.9
null
4
Within IPS guidelines
E0322
P1103
2025-04-13
Trust
USD
246,944
6.8
1
65.4
Tech:13.5;Health:33.6;RealEstate:26.7;Industrials:15.9;Materials:10.3
Value:20.3;Growth:17.6;Quality:11.7;Size:18.2;Momentum:18.0;LowVol:14.2
TSLA:35.6;VNQ:37.8;MUB:10.9;IEF:15.7
1.3
137
9.4
Sideways
18.2
4.52
2
117
-23
-44:27
50
0.0121
false
false
ESGOnly;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
18
-29
7
null
BrokerC
MKT
96
5
12
93
114
-48
1
null
null
Normal monitoring
91
3.2
Approved
4
Increase defensive factor exposure
E0323
P4688
2025-09-17
IRA
USD
785,618
4.3
1
50.3
Health:36.1;RealEstate:20.7;Materials:22.7;Energy:20.6
Value:21.0;Growth:10.9;Quality:18.6;Size:14.2;Momentum:11.0;LowVol:24.2
VTI:12.7;IEF:24.6;BRK.B:12.0;HYG:23.1;TSLA:12.0;XLF:15.6
2.8
190
24
Volatile
30.5
4.74
3.5
168
8
-4:41
46
0.0171
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
0
-23
7
null
BrokerA
MKT
89
7
15
55
42
-35
1
null
null
Normal monitoring
213
1.1
Approved
4
Within IPS guidelines
E0324
P6423
2024-08-18
Taxable
USD
824,796
12.8
1
55.7
Industrials:29.6;Tech:32.7;Energy:37.7
Value:9.1;Growth:8.6;Quality:21.4;Size:23.3;Momentum:19.7;LowVol:17.9
VNQ:16.9;QQQ:18.9;MUB:21.1;VTI:16.4;AAPL:17.0;IEF:9.7
1.9
97
9.7
Bull
15.1
4.67
3.2
111
109
91:162
100
0.0047
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
31
14
8
null
BrokerB
MKT
95
7
14
26
91
15
24
null
null
Normal monitoring
208
1.5
null
5
Within IPS guidelines
E0325
P8246
2024-12-12
Taxable
USD
1,571,702
6.3
1
72.5
Industrials:22.0;Comm:30.5;Tech:29.1;Energy:18.4
Value:18.4;Growth:8.5;Quality:20.2;Size:19.7;Momentum:16.2;LowVol:17.1
GLD:14.9;BND:24.1;BRK.B:21.5;AMZN:11.2;MUB:28.3
4.1
144
17.4
Bull
15.8
3.99
2.7
74
105
67:157
100
0.0112
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
10
-1
5
null
BrokerC
MKT
88
9
11
5
134
-30
0
null
null
Normal monitoring
150
1.2
null
5
Increase defensive factor exposure
E0326
P8861
2025-03-09
IRA
USD
2,412,664
7.8
1
38
Consumer:11.6;Utilities:9.8;Financials:30.8;Comm:24.9;Materials:22.8
Value:13.8;Growth:16.8;Quality:12.1;Size:16.0;Momentum:17.6;LowVol:23.6
BRK.B:20.4;QQQ:25.4;AAPL:15.9;XLF:14.5;TLT:23.8
4.3
199
11.5
Bear
25.4
4.46
2.2
134
-63
-97:-25
5
0.0084
false
true
ESGOnly;MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
7
-26
7
null
BrokerC
MKT
94
4
5
115
143
-31
33
VAR>budget
Reduce
Risk above budget threshold
164
3.4
null
5
Monitor dispersion and breadth
E0327
P4885
2025-07-10
Taxable
USD
1,307,393
9.2
1
50.2
Materials:26.1;RealEstate:29.1;Comm:14.9;Consumer:29.9
Value:10.2;Growth:14.8;Quality:20.7;Size:27.3;Momentum:16.1;LowVol:10.9
AAPL:17.0;BND:12.6;XLF:8.3;BRK.B:26.4;TLT:8.7;GLD:26.8
3
182
15.9
Sideways
15.6
4.13
3.4
114
23
-3:48
54
0.0092
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
0
-36
4
Delta:-0.12;Vega:0.03
BrokerC
MKT
91
5
3
36
79
-40
30
RegimeShift
Reduce
Volatility spike and breadth deterioration
114
3
SuggestedEdits
4
Monitor dispersion and breadth
E0328
P3713
2025-02-17
IRA
USD
794,512
6.3
1.23
68.7
Industrials:34.0;Comm:22.6;Consumer:43.5
Value:9.3;Growth:22.0;Quality:19.6;Size:20.8;Momentum:17.3;LowVol:11.0
AMZN:15.9;GLD:14.3;TLT:17.1;BND:15.1;MSFT:17.0;MUB:20.6
3.5
169
18.5
Bear
29.1
3.77
1.8
211
22
9:75
72
0.0192
false
false
MaxSector30%
null
null
NoAction
Within policy bands; defer
18
13
5
null
BrokerD
LMT
0
0
0
58
67
-12
33
null
null
Normal monitoring
154
3.6
Approved
4
Tighten stops on momentum names
E0329
P0288
2025-08-20
401k
USD
626,242
11.6
1
73.8
Materials:15.9;Consumer:24.2;Health:14.8;Financials:22.5;Tech:22.6
Value:17.5;Growth:11.8;Quality:21.8;Size:15.3;Momentum:9.8;LowVol:23.8
AMZN:18.0;MUB:12.4;AAPL:31.5;TLT:10.0;BRK.B:28.2
3.7
96
13.8
Bear
29.3
4.29
2.3
166
-97
-125:-60
5
0.0138
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
14
1
6
null
BrokerA
MKT
90
5
5
80
69
-6
-22
null
null
Normal monitoring
154
1.3
Approved
4
Monitor dispersion and breadth
E0330
P9022
2024-10-04
Trust
USD
1,350,540
6.2
1
57.5
RealEstate:16.3;Tech:17.4;Industrials:27.1;Materials:39.2
Value:16.8;Growth:18.0;Quality:19.3;Size:20.6;Momentum:18.0;LowVol:7.4
VNQ:35.9;AAPL:42.7;BND:9.2;QQQ:12.2
2.9
208
14.7
Volatile
27.7
5.47
2.3
110
68
28:93
85
0.0049
false
true
MaxPos8%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
7
12
3
null
BrokerD
VWAP
95
10
12
93
162
-16
5
VAR>budget
Hedge
Risk above budget threshold
149
2.8
SuggestedEdits
3
Monitor dispersion and breadth
E0331
P6291
2024-07-15
Roth
USD
661,338
8.1
1.24
65.5
Health:27.9;Consumer:17.3;Industrials:32.4;Energy:22.4
Value:16.9;Growth:13.7;Quality:21.5;Size:20.0;Momentum:14.8;LowVol:13.1
TSLA:26.0;AAPL:17.1;VNQ:21.0;XLF:10.9;IEF:24.9
4.6
195
17.1
Sideways
16.4
3.6
2.4
98
39
28:55
51
0.0154
false
true
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-24
3
Delta:-0.14;Vega:0.02
BrokerD
MKT
100
12
16
24
159
-3
29
RegimeShift
Reduce
Volatility spike and breadth deterioration
192
2
SuggestedEdits
5
Tax-aware sells next window
E0332
P6057
2025-11-24
401k
USD
2,080,761
9.1
1
40.4
Utilities:27.2;Consumer:25.5;Tech:22.1;RealEstate:25.2
Value:19.0;Growth:21.9;Quality:23.6;Size:11.9;Momentum:7.6;LowVol:15.9
TLT:40.9;VNQ:25.5;VOO:33.6
4.2
152
16.4
Volatile
23.7
3.72
2.9
161
-46
-81:-1
43
0.0189
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
-1
7
2
null
BrokerB
LMT
88
12
20
104
94
-45
33
null
null
Normal monitoring
215
3.6
Approved
3
Tighten stops on momentum names
E0333
P1742
2024-10-29
401k
USD
724,368
12.5
1
41.3
RealEstate:22.4;Financials:23.7;Energy:16.7;Tech:17.0;Utilities:20.3
Value:15.0;Growth:16.6;Quality:26.4;Size:7.8;Momentum:24.3;LowVol:9.9
BRK.B:22.6;TLT:12.0;MSFT:9.6;VTI:11.7;AMZN:44.1
1.8
106
10.4
Volatile
23.4
5.3
2.3
180
-60
-79:-29
24
0.0175
false
false
MaxPos5%;MaxSector35%;NoMargin
null
null
NoAction
Within policy bands; defer
5
9
4
null
BrokerC
LMT
0
0
0
79
181
18
-14
null
null
Normal monitoring
124
1.7
null
4
Tax-aware sells next window
E0334
P0262
2025-08-22
401k
USD
683,587
6.8
1.12
66.5
Health:32.3;Energy:33.9;Tech:33.8
Value:10.9;Growth:19.5;Quality:11.0;Size:19.5;Momentum:20.0;LowVol:18.9
MSFT:35.9;MUB:20.8;TSLA:32.1;BRK.B:11.2
5.5
202
20.4
Bull
16
4.41
2.6
107
61
40:89
70
0.0081
false
true
MaxSector35%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
26
-14
9
null
BrokerD
MKT
92
11
14
25
165
-25
37
VAR>budget
Hedge
Risk above budget threshold
165
0.8
SuggestedEdits
2
Tighten stops on momentum names
E0335
P5038
2024-12-07
Trust
USD
2,015,079
6.9
1
40.2
Health:19.0;Financials:17.4;Industrials:13.2;Comm:24.7;Energy:25.7
Value:24.0;Growth:10.8;Quality:21.2;Size:26.0;Momentum:9.2;LowVol:8.8
BRK.B:14.4;HYG:9.1;GLD:27.4;TSLA:23.0;VTI:7.6;IEF:18.5
5
150
18.9
Bear
33.1
3.59
1.5
148
-25
-42:3
42
0.0066
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
4
-20
11
null
BrokerC
LMT
89
3
9
-43
-57
15
-25
null
null
Normal monitoring
91
2.7
null
4
Tighten stops on momentum names
E0336
P0300
2024-09-30
Roth
USD
163,505
7
1
53.5
Materials:12.7;Financials:37.8;RealEstate:15.5;Energy:34.0
Value:9.3;Growth:17.9;Quality:18.0;Size:10.4;Momentum:21.1;LowVol:23.3
VOO:13.5;HYG:10.9;AMZN:24.8;QQQ:26.2;BND:24.6
4.2
105
13.7
Bull
14.4
4.85
3.1
104
68
55:90
96
0.0033
false
false
ESGOnly;MaxPos5%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
29
-4
12
Delta:-0.17;Vega:0.08
BrokerA
LMT
94
10
14
96
90
-26
14
null
null
Normal monitoring
90
2.2
Approved
4
Monitor dispersion and breadth
E0337
P9979
2025-11-11
IRA
USD
202,653
8.3
1
69.9
RealEstate:46.1;Utilities:38.7;Industrials:15.1
Value:9.6;Growth:13.5;Quality:21.1;Size:9.0;Momentum:24.3;LowVol:22.5
AAPL:41.5;TLT:25.3;IEF:33.2
1.1
127
11.9
Sideways
17.6
3.74
2.7
117
11
-16:46
60
0.017
false
false
MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-1
-40
4
null
BrokerB
LMT
88
3
2
35
39
-16
-4
null
null
Normal monitoring
171
3.7
Approved
3
Tax-aware sells next window
E0338
P5666
2025-05-10
IRA
USD
1,958,558
5.4
1
62.8
Consumer:38.3;RealEstate:29.1;Utilities:32.6
Value:20.6;Growth:15.0;Quality:11.0;Size:20.9;Momentum:9.3;LowVol:23.2
TLT:35.2;GLD:49.8;AAPL:15.0
2.4
216
16.8
Bear
22.1
3.55
2.7
214
-74
-100:-55
5
0.0062
false
true
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-29
11
Delta:-0.1;Vega:0.09
BrokerA
LMT
95
9
6
31
116
-24
-3
VAR>budget
Hedge
Risk above budget threshold
170
2.2
SuggestedEdits
3
Increase defensive factor exposure
E0339
P6155
2024-08-07
Trust
USD
1,432,558
8.3
1
43.4
Financials:24.4;Industrials:38.6;Energy:37.0
Value:14.2;Growth:11.9;Quality:23.3;Size:13.5;Momentum:20.2;LowVol:16.9
VNQ:17.2;AAPL:24.5;BND:17.9;TLT:24.4;VTI:16.0
2
169
15.5
Sideways
19.6
4.66
3.4
90
-17
-52:28
28
0.0145
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
12
10
null
BrokerA
MKT
94
8
9
-7
55
-27
28
null
null
Normal monitoring
150
1.3
null
5
Within IPS guidelines
E0340
P9391
2024-10-01
IRA
USD
204,357
7.5
1
49.5
Energy:34.1;Consumer:19.1;Health:13.3;Industrials:33.4
Value:20.3;Growth:12.6;Quality:17.9;Size:16.3;Momentum:19.1;LowVol:13.8
TSLA:15.8;MUB:7.0;TLT:8.2;BND:23.6;BRK.B:17.7;GLD:27.7
3.7
93
12.2
Sideways
19
4.21
3.4
113
12
-28:48
46
0.0064
false
false
MaxPos7%;NoMargin
null
null
NoAction
Within policy bands; defer
-1
-25
1
null
BrokerA
MKT
0
0
0
64
170
-28
-25
null
null
Normal monitoring
161
2.6
null
5
Tighten stops on momentum names
E0341
P6774
2025-09-19
401k
USD
1,157,201
8.6
1.22
53.4
RealEstate:25.7;Comm:18.3;Utilities:33.5;Industrials:13.5;Tech:9.1
Value:18.0;Growth:16.6;Quality:19.8;Size:19.7;Momentum:10.7;LowVol:15.3
VTI:33.9;GLD:31.4;XLF:34.7
3.5
192
13.6
Volatile
31.3
4.92
2.4
114
-50
-72:-29
40
0.0189
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
-6
11
Delta:-0.05;Vega:0.07
BrokerC
VWAP
92
5
11
-7
5
-54
4
VAR>budget
Reduce
Risk above budget threshold
110
3
SuggestedEdits
3
Increase defensive factor exposure
E0342
P1360
2024-09-16
Trust
USD
675,840
5.9
1
72.1
Utilities:32.1;Financials:33.5;Consumer:34.4
Value:28.1;Growth:14.1;Quality:19.6;Size:8.7;Momentum:10.2;LowVol:19.3
GLD:51.8;AAPL:12.4;VNQ:35.8
1.5
134
10.7
Volatile
25.8
4.55
4.1
167
65
44:106
99
0.0098
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-3
-34
2
null
BrokerA
VWAP
96
8
5
47
108
9
-19
null
null
Normal monitoring
116
1.7
Approved
4
Tax-aware sells next window
E0343
P9425
2024-10-01
401k
USD
1,936,101
6
1
59.7
RealEstate:28.0;Industrials:14.4;Financials:28.7;Consumer:11.9;Health:17.0
Value:17.5;Growth:10.1;Quality:16.9;Size:14.5;Momentum:22.7;LowVol:18.3
BRK.B:19.8;MSFT:15.6;HYG:24.2;VTI:17.7;TSLA:16.2;XLF:6.5
4.7
227
18.6
Volatile
27.8
4.36
2.9
111
-2
-16:30
64
0.0097
false
true
ESGOnly;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
18
-34
2
null
BrokerA
LMT
94
8
5
-8
-20
12
37
VAR>budget
TightenStops
Risk above budget threshold
158
1.3
null
2
Monitor dispersion and breadth
E0344
P5248
2025-01-21
IRA
USD
892,208
9
1
39.1
Tech:15.8;Health:36.7;Utilities:24.4;Financials:11.1;Consumer:12.0
Value:8.4;Growth:23.9;Quality:18.1;Size:11.0;Momentum:20.4;LowVol:18.2
BRK.B:15.8;TLT:32.1;VTI:24.8;MSFT:27.3
3.8
144
18.3
Volatile
22.7
3.54
2.1
160
17
-4:57
70
0.0182
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-39
7
null
BrokerC
MKT
96
1
4
109
82
13
-22
null
null
Normal monitoring
215
1.1
Approved
4
Monitor dispersion and breadth
E0345
P2031
2025-02-10
Trust
USD
931,403
6
1
67.7
Comm:33.8;Consumer:44.9;Materials:21.3
Value:21.4;Growth:24.0;Quality:12.2;Size:8.4;Momentum:25.1;LowVol:8.9
BND:25.3;AAPL:39.9;TSLA:34.8
4
233
17.1
Bear
31.9
3.52
1.8
137
-73
-98:-36
23
0.0116
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
5
1
null
BrokerD
MKT
88
11
17
55
35
-3
20
VAR>budget
Hedge
Risk above budget threshold
113
2.7
null
4
Monitor dispersion and breadth
E0346
P6550
2025-10-19
Taxable
USD
1,288,023
8.5
1
42.3
Utilities:27.7;Financials:37.2;RealEstate:35.2
Value:21.5;Growth:11.0;Quality:8.1;Size:13.1;Momentum:21.7;LowVol:24.7
TSLA:12.1;AAPL:33.1;AMZN:40.9;GLD:13.9
5.7
251
26.2
Bear
31.1
3.42
3
140
-42
-76:-15
17
0.0186
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
-19
8
Delta:-0.15;Vega:0.08
BrokerD
LMT
95
1
3
-42
-38
-26
38
VAR>budget
Reduce
Risk above budget threshold
114
2.6
null
2
Increase defensive factor exposure
E0347
P5125
2024-09-27
Trust
USD
2,078,041
6.3
1
36.9
Energy:58.6;Industrials:19.4;Financials:22.0
Value:20.9;Growth:18.6;Quality:18.3;Size:11.1;Momentum:9.7;LowVol:21.5
MSFT:6.6;VOO:25.3;VNQ:11.8;TLT:12.1;XLF:23.3;TSLA:21.0
2.1
180
16.2
Volatile
21.1
3.53
2.7
179
-49
-70:-7
42
0.018
false
true
ESGOnly;MaxPos8%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-14
-19
8
null
BrokerC
LMT
91
5
7
-23
100
-39
-6
VAR>budget
Reduce
Risk above budget threshold
108
2.8
null
3
Increase defensive factor exposure
E0348
P4199
2025-02-13
Roth
USD
631,946
5.4
1
47.6
Industrials:22.7;Comm:30.7;RealEstate:30.4;Utilities:16.3
Value:11.0;Growth:17.2;Quality:34.9;Size:11.9;Momentum:11.2;LowVol:13.8
XLF:6.9;VOO:24.7;BND:18.7;AMZN:23.0;MUB:26.7
1.6
136
11
Volatile
29
4.33
4
173
-31
-47:14
28
0.0037
false
false
ESGOnly;MaxPos5%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-6
9
3
null
BrokerB
LMT
93
6
6
-47
-16
-55
19
null
null
Normal monitoring
110
3.4
null
4
Tighten stops on momentum names
E0349
P7329
2025-12-16
401k
USD
405,051
15.5
1
49.9
Consumer:52.8;Materials:21.1;Utilities:26.1
Value:21.4;Growth:14.0;Quality:16.2;Size:10.3;Momentum:17.2;LowVol:20.8
VTI:13.3;XLF:19.6;VOO:15.8;TLT:6.9;GLD:21.0;VNQ:23.3
3.7
97
14.1
Volatile
24.4
4.7
3.3
140
-7
-34:48
61
0.0053
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
30
13
4
null
BrokerB
MKT
93
7
7
110
221
-45
37
null
null
Normal monitoring
165
3.1
Approved
5
Monitor dispersion and breadth
E0350
P1337
2024-12-20
Taxable
USD
340,957
9.2
1
38.3
RealEstate:18.3;Industrials:50.7;Materials:30.9
Value:18.8;Growth:13.2;Quality:15.2;Size:8.4;Momentum:26.6;LowVol:17.7
VOO:11.3;HYG:32.7;VNQ:20.2;MUB:12.3;TSLA:23.6
2.2
109
7.9
Bear
30.1
3.42
2.4
160
-78
-103:-56
21
0.0161
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-1
0
3
null
BrokerB
MKT
93
6
14
54
193
4
31
null
null
Normal monitoring
119
2.6
Approved
3
Monitor dispersion and breadth
E0351
P0556
2025-01-23
Taxable
USD
938,240
7.7
1
52
Industrials:33.7;Tech:40.9;Materials:25.4
Value:17.2;Growth:18.3;Quality:22.6;Size:18.0;Momentum:16.6;LowVol:7.2
XLF:21.2;BRK.B:23.5;MUB:10.3;VOO:23.0;TLT:22.0
5
144
14.5
Bull
12.3
4.98
2.5
112
98
79:113
100
0.012
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
29
-24
2
null
BrokerA
VWAP
89
3
6
-29
65
8
-4
null
null
Normal monitoring
191
2.7
Approved
4
Monitor dispersion and breadth
E0352
P5671
2024-11-02
Trust
USD
419,899
16.8
1
69.5
Tech:50.1;Materials:24.5;Health:25.4
Value:20.5;Growth:11.4;Quality:23.5;Size:18.1;Momentum:18.0;LowVol:8.4
VOO:18.5;GLD:14.7;AMZN:37.2;TLT:17.6;HYG:12.0
2.6
134
11.9
Bear
30.8
4.12
1.2
186
-26
-40:17
40
0.0115
false
false
null
null
null
Sell
Trim extended winner -1.0%
-9
-27
2
null
BrokerA
LMT
91
2
0
95
234
-27
-21
null
null
Normal monitoring
148
1.7
null
5
Tighten stops on momentum names
E0353
P4633
2025-02-06
401k
USD
581,584
15.2
1
59.8
Tech:38.9;Consumer:20.7;Utilities:23.2;Energy:17.3
Value:20.8;Growth:21.9;Quality:12.3;Size:17.6;Momentum:13.9;LowVol:13.6
VNQ:12.7;AMZN:29.6;BRK.B:13.9;IEF:16.5;VOO:27.4
3.4
102
7.3
Volatile
20.6
3.93
2.2
165
15
-5:33
48
0.0084
false
false
MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
14
5
5
null
BrokerB
LMT
96
12
13
-20
9
7
28
null
null
Normal monitoring
216
2.1
Approved
4
Tighten stops on momentum names
E0354
P0778
2024-08-26
401k
USD
652,756
13.8
1
51.9
Materials:28.4;Health:17.7;Energy:30.2;Consumer:23.7
Value:13.5;Growth:14.2;Quality:11.7;Size:20.8;Momentum:21.3;LowVol:18.5
VOO:29.2;GLD:34.0;AAPL:10.6;BRK.B:26.3
4
132
13.9
Volatile
23.7
5.01
3.2
155
-47
-77:-16
31
0.0185
false
false
MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
3
-29
9
null
BrokerC
LMT
96
3
8
79
192
-6
19
null
null
Normal monitoring
164
3.2
Approved
3
Monitor dispersion and breadth
E0355
P8278
2025-06-11
Roth
USD
799,079
9.8
1
45.3
Comm:34.3;Energy:20.5;Consumer:21.7;Materials:23.6
Value:8.1;Growth:19.5;Quality:26.3;Size:12.5;Momentum:16.9;LowVol:16.8
IEF:24.5;XLF:6.3;TSLA:20.0;HYG:10.8;QQQ:15.6;BND:22.8
3.1
208
17.6
Bull
11.9
3.82
3.3
108
85
75:135
84
0.0047
false
true
MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-4
4
9
null
BrokerD
LMT
97
7
14
20
86
13
25
VAR>budget
Reduce
Risk above budget threshold
117
3.3
Approved
4
Monitor dispersion and breadth
E0356
P2502
2024-11-05
Trust
USD
589,315
17.1
1
48.3
RealEstate:23.2;Utilities:31.5;Materials:11.7;Health:33.7
Value:7.6;Growth:17.2;Quality:21.8;Size:12.8;Momentum:20.0;LowVol:20.5
IEF:10.8;BND:9.3;QQQ:22.7;VOO:21.3;AMZN:28.2;TLT:7.7
2.4
98
7.5
Sideways
21.8
4.34
3
90
-12
-47:3
49
0.0142
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-15
-5
10
null
BrokerD
VWAP
92
10
15
82
183
3
-14
null
null
Normal monitoring
197
3.5
Approved
4
Monitor dispersion and breadth
E0357
P0061
2024-09-22
Roth
USD
239,105
15
1
61.5
Health:36.9;RealEstate:12.8;Tech:13.1;Industrials:37.2
Value:19.5;Growth:9.4;Quality:25.5;Size:10.3;Momentum:11.8;LowVol:23.6
IEF:25.0;HYG:28.6;VNQ:21.1;GLD:25.3
2.1
92
10.9
Bull
12.3
4.53
3.3
104
1
-29:44
39
0.0134
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
24
-2
1
null
BrokerC
LMT
91
6
11
69
60
-4
28
null
null
Normal monitoring
118
3.2
Approved
5
Increase defensive factor exposure
E0358
P2850
2024-10-12
Taxable
USD
2,339,030
7
1
39.4
Tech:25.5;RealEstate:40.6;Comm:33.9
Value:10.6;Growth:26.7;Quality:18.3;Size:12.8;Momentum:21.5;LowVol:10.1
MSFT:20.4;TLT:9.2;VOO:26.8;QQQ:19.3;BND:24.2
2.8
156
11.6
Bull
15
3.7
2.3
111
41
8:93
78
0.0041
false
false
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-30
4
null
BrokerC
MKT
92
12
18
14
49
-10
24
null
null
Normal monitoring
214
4
null
5
Increase defensive factor exposure
E0359
P3043
2024-09-08
Taxable
USD
410,749
6.6
1
35.1
RealEstate:23.5;Industrials:13.3;Materials:44.1;Utilities:19.2
Value:16.3;Growth:23.3;Quality:15.8;Size:9.9;Momentum:12.8;LowVol:21.9
IEF:32.6;GLD:33.5;BND:33.8
2.7
129
12.6
Bull
17.1
3.93
3.1
117
78
41:100
100
0.01
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
18
-30
3
null
BrokerA
MKT
96
3
9
107
178
20
-6
null
null
Normal monitoring
139
3
Approved
5
Monitor dispersion and breadth
E0360
P5483
2025-03-01
401k
USD
416,132
7
1
71.8
Industrials:17.3;RealEstate:16.0;Financials:29.4;Consumer:37.3
Value:20.3;Growth:13.2;Quality:22.0;Size:11.6;Momentum:19.5;LowVol:13.4
TLT:53.1;VTI:25.6;VNQ:21.3
3.2
153
9.5
Bull
15.8
4.67
2.1
93
73
58:128
96
0.0038
false
false
MaxPos6%;MaxSector35%
null
VarNear
NoAction
Within policy bands; defer
16
-23
9
null
BrokerA
MKT
0
0
0
35
106
-52
-18
null
null
Normal monitoring
148
2.6
Approved
5
Within IPS guidelines
E0361
P4034
2025-01-28
IRA
USD
696,371
6.2
1
70.8
Financials:32.1;RealEstate:25.7;Industrials:26.1;Tech:16.1
Value:13.9;Growth:20.6;Quality:14.9;Size:17.0;Momentum:12.3;LowVol:21.3
BND:36.8;BRK.B:10.3;GLD:27.9;AMZN:11.9;TLT:13.1
4.9
105
12.5
Bear
23.3
3.03
2.9
130
18
8:46
72
0.0126
false
false
ESGOnly;MaxSector30%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-13
-4
7
null
BrokerB
MKT
95
8
7
23
77
4
-25
null
null
Normal monitoring
175
3.8
Approved
3
Tax-aware sells next window
E0362
P3808
2025-05-31
Trust
USD
1,975,043
7.4
1
52.4
Financials:25.9;Industrials:30.0;Energy:26.9;Materials:17.3
Value:11.6;Growth:26.4;Quality:12.8;Size:16.7;Momentum:20.6;LowVol:11.9
BND:26.6;VOO:10.8;XLF:12.6;TSLA:23.0;IEF:20.7;MSFT:6.4
4.4
166
16
Sideways
15.2
4.59
3.1
105
-2
-38:29
32
0.0114
false
false
ESGOnly
null
VarNear
Sell
Trim extended winner -1.0%
-4
-9
11
null
BrokerC
LMT
93
12
15
41
154
-21
30
null
null
Normal monitoring
213
2.9
Approved
4
Increase defensive factor exposure
E0363
P5041
2025-11-20
Roth
USD
638,641
8.8
1
51.7
Industrials:28.4;Tech:45.4;Financials:26.2
Value:15.5;Growth:16.2;Quality:15.0;Size:16.4;Momentum:17.6;LowVol:19.3
AAPL:40.3;QQQ:35.5;TSLA:24.2
1.7
158
12.6
Bull
17.7
4.35
3.1
113
64
45:88
75
0.0083
false
false
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
1
4
Delta:-0.09;Vega:0.04
BrokerC
MKT
99
6
11
3
-35
-14
6
null
null
Normal monitoring
121
1.2
null
5
Tax-aware sells next window
E0364
P3770
2025-07-30
Trust
USD
988,598
7
1
51.6
Health:11.1;Financials:28.5;Consumer:19.3;Tech:17.1;Industrials:24.0
Value:11.7;Growth:19.9;Quality:22.1;Size:9.0;Momentum:21.1;LowVol:16.2
XLF:27.9;HYG:33.2;TLT:38.9
1.7
123
18.4
Bull
11.5
4.1
2.2
88
36
-1:67
67
0.0034
false
false
MaxPos5%;MaxSector35%
null
null
Hedge
Buy index puts 1.0% notional, 30d
16
-21
8
Delta:-0.11;Vega:0.09
BrokerC
MKT
100
5
13
-18
24
11
19
null
null
Normal monitoring
133
3
Approved
4
Monitor dispersion and breadth
E0365
P7440
2025-12-13
IRA
USD
1,226,400
9
1
44.1
Health:38.4;Financials:42.3;RealEstate:19.2
Value:24.8;Growth:15.7;Quality:18.1;Size:8.4;Momentum:23.7;LowVol:9.3
MUB:24.7;TSLA:46.8;TLT:28.5
2.2
240
14.4
Sideways
17.3
4.06
3.5
135
42
14:61
56
0.0073
false
true
ESGOnly;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-4
-17
1
Delta:-0.22;Vega:0.09
BrokerA
MKT
91
4
2
35
22
-25
21
VAR>budget
Hedge
Risk above budget threshold
141
2.7
Approved
4
Tax-aware sells next window
E0366
P3022
2024-08-29
Roth
USD
1,255,613
9.6
1.12
51.2
Tech:31.5;Health:26.6;Financials:41.8
Value:23.0;Growth:15.9;Quality:21.8;Size:10.1;Momentum:18.2;LowVol:11.0
TSLA:21.1;MUB:22.3;TLT:6.1;VNQ:6.7;BRK.B:21.7;QQQ:22.1
2.8
176
12.9
Volatile
30.2
4.59
2.3
148
79
62:101
88
0.0106
false
true
MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
30
-32
2
null
BrokerD
LMT
99
3
1
95
159
-31
40
VAR>budget
Hedge
Risk above budget threshold
212
2.5
Rejected
2
Within IPS guidelines
E0367
P2909
2024-12-24
Trust
USD
1,886,631
7.2
1
49.1
Financials:25.3;RealEstate:25.1;Industrials:22.4;Health:11.7;Consumer:15.5
Value:24.3;Growth:13.3;Quality:22.1;Size:14.7;Momentum:14.9;LowVol:10.6
AMZN:25.7;TSLA:13.0;BND:15.2;VTI:16.0;HYG:30.0
4.4
185
13.8
Bull
13.6
4.35
3.3
84
90
54:117
100
0.0076
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-14
-19
4
Delta:-0.12;Vega:0.04
BrokerC
MKT
93
2
1
4
5
4
27
VAR>budget
TightenStops
Risk above budget threshold
190
3.5
Approved
2
Within IPS guidelines
E0368
P4514
2025-08-22
Taxable
USD
276,845
7.7
1
73.5
Health:27.7;Tech:28.0;RealEstate:23.9;Industrials:20.5
Value:19.3;Growth:9.8;Quality:19.2;Size:28.2;Momentum:9.0;LowVol:14.5
MSFT:32.7;QQQ:19.5;BND:47.7
2.2
100
9.8
Volatile
22.2
3.66
4.3
155
-39
-53:9
24
0.0157
false
false
MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-5
-5
3
null
BrokerB
VWAP
99
3
9
75
68
-49
28
null
null
Normal monitoring
93
1.9
Approved
4
Monitor dispersion and breadth
E0369
P7663
2025-01-29
401k
USD
1,244,359
7.7
1
59.1
Energy:38.2;Materials:31.0;RealEstate:30.8
Value:15.5;Growth:23.9;Quality:13.8;Size:12.8;Momentum:20.4;LowVol:13.6
GLD:7.7;VTI:13.5;XLF:26.6;AAPL:26.2;HYG:16.5;BND:9.5
4
203
17.3
Volatile
20.4
5.27
2.4
164
16
-21:50
72
0.0094
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
31
-5
2
Delta:-0.19;Vega:0.04
BrokerD
MKT
96
2
7
56
190
-58
22
VAR>budget
Hedge
Risk above budget threshold
201
2.5
null
2
Monitor dispersion and breadth
E0370
P2415
2024-09-17
IRA
USD
1,570,191
9
1
64.9
Tech:29.2;RealEstate:22.5;Financials:13.7;Utilities:20.7;Health:14.0
Value:11.0;Growth:20.1;Quality:13.6;Size:20.3;Momentum:20.3;LowVol:14.8
IEF:19.5;VOO:10.5;GLD:25.0;BND:11.7;TLT:19.8;MSFT:13.5
3.1
197
10.2
Volatile
30
4.96
3.8
176
73
41:111
72
0.0109
false
true
ESGOnly;MaxPos6%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
10
0
5
null
BrokerC
MKT
90
1
4
89
116
-11
22
RegimeShift
Reduce
Volatility spike and breadth deterioration
170
1.7
Approved
2
Increase defensive factor exposure
E0371
P1705
2025-07-14
401k
USD
1,701,081
6.7
1
65.5
Health:17.5;Financials:34.0;Comm:25.3;Energy:23.2
Value:20.9;Growth:19.4;Quality:26.8;Size:13.8;Momentum:8.6;LowVol:10.5
BRK.B:27.7;QQQ:22.6;BND:15.4;AMZN:34.3
5.1
226
21
Bull
14.9
4.57
2.1
108
37
20:92
52
0.0174
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
26
8
3
null
BrokerA
MKT
92
11
8
102
109
-1
27
VAR>budget
Reduce
Risk above budget threshold
145
2.2
null
2
Increase defensive factor exposure
E0372
P9618
2024-12-15
IRA
USD
2,023,251
6
1.14
68.8
Tech:15.8;Utilities:16.4;RealEstate:20.2;Energy:31.1;Financials:16.5
Value:21.5;Growth:17.0;Quality:19.7;Size:12.5;Momentum:8.0;LowVol:21.2
VOO:33.8;QQQ:47.3;VTI:18.9
2.6
191
21.6
Bull
11
4.45
3.5
117
62
41:110
73
0.0062
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
-29
4
null
BrokerC
MKT
92
4
11
85
111
-28
-8
RegimeShift
Hedge
Volatility spike and breadth deterioration
196
1.7
null
3
Monitor dispersion and breadth
E0373
P5225
2024-08-29
IRA
USD
400,820
8.9
1.16
67.6
Utilities:34.8;Comm:47.5;Consumer:17.7
Value:9.1;Growth:15.7;Quality:19.3;Size:15.2;Momentum:16.6;LowVol:24.0
BND:13.9;MSFT:10.5;BRK.B:39.5;AMZN:36.1
3.8
183
20.7
Bull
15.3
4.87
2.8
119
25
12:54
46
0.0162
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
-20
1
null
BrokerC
LMT
88
4
7
113
90
-24
-18
null
null
Normal monitoring
185
2.1
Approved
5
Increase defensive factor exposure
E0374
P6293
2025-05-10
Taxable
USD
584,801
8.3
1
38.8
Utilities:40.5;Materials:12.7;Energy:19.5;Consumer:27.3
Value:9.2;Growth:29.4;Quality:10.1;Size:16.0;Momentum:12.2;LowVol:23.1
BRK.B:38.4;VOO:44.9;TLT:16.7
4.7
165
8.8
Volatile
25.9
4.2
3.1
128
-17
-29:20
31
0.0056
false
false
ESGOnly;MaxSector30%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-13
-23
6
null
BrokerC
LMT
88
4
3
84
46
-15
-9
null
null
Normal monitoring
123
3.5
null
4
Monitor dispersion and breadth
E0375
P1759
2025-10-07
Taxable
USD
1,937,952
6.7
1
73.3
Utilities:18.2;Energy:15.4;Health:26.5;Consumer:39.9
Value:13.0;Growth:18.4;Quality:24.8;Size:11.2;Momentum:16.4;LowVol:16.3
AAPL:7.8;VTI:26.8;MUB:18.6;GLD:23.6;MSFT:6.5;VOO:16.8
3
127
18
Bull
16.9
4.21
3.4
77
87
75:122
100
0.0197
false
false
null
null
null
Buy
Add core equity +1.0% from cash
14
-32
6
null
BrokerB
LMT
93
2
5
113
92
-34
39
null
null
Normal monitoring
161
2.7
Approved
3
Monitor dispersion and breadth
E0376
P5645
2025-12-11
Roth
USD
2,194,601
6
1
59.9
Health:40.0;Consumer:30.0;Materials:29.9
Value:13.3;Growth:17.6;Quality:22.9;Size:15.6;Momentum:11.0;LowVol:19.6
VNQ:21.9;BRK.B:50.8;MUB:27.2
5.6
196
20.8
Sideways
18
3.94
2.4
95
9
-29:61
53
0.0167
false
true
MaxPos6%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
33
-10
10
null
BrokerC
LMT
99
5
11
84
207
-49
-16
VAR>budget
Pause
Risk above budget threshold
170
2.9
Approved
4
Monitor dispersion and breadth
E0377
P8881
2025-06-22
Trust
USD
843,389
6.3
1
35.7
Health:29.3;Industrials:31.2;Utilities:39.5
Value:23.1;Growth:23.1;Quality:13.0;Size:12.7;Momentum:12.1;LowVol:16.1
VOO:25.1;HYG:38.8;MSFT:11.7;VTI:13.8;QQQ:10.5
1.4
108
12.5
Bear
25.9
4.35
1.5
138
-111
-147:-67
5
0.0199
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
5
-37
6
null
BrokerC
LMT
94
5
7
9
51
-39
9
null
null
Normal monitoring
97
2.6
null
5
Increase defensive factor exposure
E0378
P4117
2025-01-10
IRA
USD
1,146,621
4.1
1
67.2
Health:30.4;Energy:36.4;Industrials:33.2
Value:16.4;Growth:17.0;Quality:18.5;Size:16.9;Momentum:16.0;LowVol:15.3
AAPL:14.6;GLD:13.1;BRK.B:15.0;IEF:20.9;TSLA:27.7;TLT:8.7
4.5
225
21.2
Bull
17.6
3.96
2.9
83
105
95:153
99
0.008
false
true
ESGOnly;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-33
9
null
BrokerA
LMT
89
10
9
-31
72
-42
-4
RegimeShift
Hedge
Volatility spike and breadth deterioration
130
1.8
SuggestedEdits
2
Increase defensive factor exposure
E0379
P6970
2024-11-03
Taxable
USD
767,089
7.3
1
64.3
Industrials:23.7;Comm:19.7;Consumer:19.8;Energy:20.8;Materials:16.1
Value:21.0;Growth:27.3;Quality:9.0;Size:9.8;Momentum:7.9;LowVol:25.0
BND:37.8;GLD:37.2;AMZN:25.0
4
186
19.1
Sideways
18.9
3.93
3.4
103
16
-19:46
46
0.0155
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
11
-24
3
null
BrokerC
LMT
97
10
14
111
101
-1
33
VAR>budget
Reduce
Risk above budget threshold
165
2.9
SuggestedEdits
4
Monitor dispersion and breadth
E0380
P1006
2025-06-10
401k
USD
1,721,876
9.9
1
62
Energy:36.2;Industrials:18.7;Financials:9.9;Health:15.1;RealEstate:20.0
Value:23.5;Growth:12.6;Quality:15.8;Size:20.2;Momentum:20.9;LowVol:7.0
IEF:27.9;BND:24.6;AMZN:11.3;VTI:13.2;AAPL:22.9
2.9
200
19.6
Bull
15.1
3.92
2.7
114
88
55:110
96
0.0194
false
true
MaxPos5%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
-15
8
Delta:-0.11;Vega:0.09
BrokerB
LMT
98
2
5
50
73
11
15
VAR>budget
Hedge
Risk above budget threshold
206
1.6
null
2
Tax-aware sells next window
E0381
P1944
2025-02-09
Trust
USD
554,857
16.1
1
48.7
Energy:26.0;Tech:33.7;RealEstate:40.4
Value:13.6;Growth:22.4;Quality:21.4;Size:12.9;Momentum:12.2;LowVol:17.6
BRK.B:23.3;XLF:10.7;BND:30.4;MUB:35.5
2.6
148
8.7
Volatile
25.8
4.12
2.2
166
-33
-45:11
41
0.0075
false
false
MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
9
10
11
null
BrokerD
MKT
95
4
9
-7
96
-56
11
null
null
Normal monitoring
98
2.5
Approved
5
Increase defensive factor exposure
E0382
P0805
2024-07-04
Taxable
USD
283,853
11.2
1
65.1
Materials:27.6;Tech:22.3;Consumer:33.0;Industrials:17.1
Value:20.1;Growth:23.0;Quality:11.0;Size:17.4;Momentum:14.4;LowVol:14.0
AMZN:21.5;AAPL:15.3;VTI:15.3;XLF:13.1;VNQ:34.7
2.2
163
13.7
Bull
12.9
4.04
3.3
74
65
30:95
69
0.0124
false
false
NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
-7
1
Delta:-0.12;Vega:0.04
BrokerD
MKT
92
7
15
93
129
-47
-15
null
null
Normal monitoring
95
3.6
null
3
Tighten stops on momentum names
E0383
P0319
2025-09-19
Roth
USD
178,759
11.2
1
57.6
Financials:21.9;Materials:16.4;Tech:14.2;Utilities:18.6;Energy:28.9
Value:10.1;Growth:21.1;Quality:12.7;Size:24.8;Momentum:17.5;LowVol:13.9
MUB:13.7;HYG:25.0;AAPL:27.6;VTI:18.1;VOO:15.5
1.7
124
7.4
Volatile
20.1
4.94
3.4
130
79
43:129
100
0.0059
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-4
-7
6
null
BrokerA
LMT
99
5
7
97
152
-50
-22
null
null
Normal monitoring
115
3
Approved
5
Tax-aware sells next window
E0384
P9217
2025-06-27
IRA
USD
1,233,614
3.8
1
43.7
Industrials:10.7;Utilities:25.5;Tech:18.2;Consumer:16.4;Comm:29.2
Value:20.3;Growth:13.5;Quality:10.7;Size:11.4;Momentum:24.1;LowVol:19.9
QQQ:9.1;BRK.B:27.1;BND:12.6;VNQ:35.6;MSFT:15.7
4.6
160
23.2
Bear
24.7
4.28
1.8
171
-24
-40:31
25
0.0161
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
1
-25
7
null
BrokerA
LMT
96
6
4
-46
-51
-44
31
null
null
Normal monitoring
109
1.7
Approved
3
Within IPS guidelines
E0385
P0599
2024-12-17
Trust
USD
653,149
7.4
1
54.5
Energy:36.9;Utilities:27.3;Financials:12.1;Industrials:23.7
Value:17.1;Growth:14.6;Quality:18.6;Size:21.8;Momentum:11.5;LowVol:16.4
VTI:12.9;BRK.B:16.9;AMZN:11.6;VNQ:10.6;XLF:25.4;HYG:22.5
4.9
101
9.7
Bull
13.1
3.78
2.2
117
17
-4:35
46
0.0105
false
false
MaxPos8%;MaxSector25%
null
DriftNear
Sell
Trim extended winner -1.0%
31
-14
1
null
BrokerC
VWAP
98
3
1
104
134
-27
-18
null
null
Normal monitoring
213
2.9
null
3
Monitor dispersion and breadth
E0386
P5138
2025-12-12
Trust
USD
1,060,284
8.8
1
46.5
RealEstate:27.5;Energy:23.0;Tech:20.9;Financials:17.4;Health:11.3
Value:10.8;Growth:22.3;Quality:14.3;Size:23.5;Momentum:20.3;LowVol:8.7
TLT:24.7;BRK.B:13.0;QQQ:16.3;XLF:16.8;AAPL:29.2
5.7
223
21.9
Volatile
23.5
4.89
3.5
145
-11
-44:16
36
0.0102
false
true
ESGOnly;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
35
4
7
Delta:-0.14;Vega:0.04
BrokerA
MKT
98
10
10
-43
76
-55
-18
RegimeShift
Hedge
Volatility spike and breadth deterioration
218
1
Approved
4
Within IPS guidelines
E0387
P0780
2025-04-08
Taxable
USD
1,452,954
6.5
1.08
67.2
Health:13.2;Tech:24.7;Utilities:28.2;Consumer:19.6;Industrials:14.3
Value:13.6;Growth:24.2;Quality:13.0;Size:18.9;Momentum:13.0;LowVol:17.3
TLT:14.7;BND:17.3;VNQ:21.7;XLF:28.5;MUB:17.7
3.4
170
13.8
Volatile
30.6
3.92
2.2
166
-44
-72:-8
23
0.0096
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
32
-34
5
null
BrokerD
MKT
97
9
12
79
217
-13
-10
null
null
Normal monitoring
158
3.1
null
4
Increase defensive factor exposure
E0388
P2011
2025-10-22
Trust
USD
2,337,295
7.7
1
38.8
Tech:18.4;Health:27.1;Utilities:19.0;Industrials:19.1;Consumer:16.3
Value:17.5;Growth:21.1;Quality:18.5;Size:20.5;Momentum:13.8;LowVol:8.4
BRK.B:7.7;VOO:17.4;TLT:22.4;MSFT:15.0;MUB:22.5;VTI:15.0
4
201
13.4
Bull
11.7
4.12
2.8
113
39
27:93
71
0.0036
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
-31
6
null
BrokerD
MKT
99
7
15
59
78
-32
3
RegimeShift
Reduce
Volatility spike and breadth deterioration
202
3.3
Approved
4
Increase defensive factor exposure
E0389
P4660
2025-12-22
401k
USD
332,074
12.6
1
51.9
RealEstate:28.3;Financials:30.8;Comm:41.0
Value:15.8;Growth:19.7;Quality:8.9;Size:14.8;Momentum:20.4;LowVol:20.4
MSFT:21.7;HYG:14.7;BND:11.2;XLF:26.1;AAPL:26.2
4.2
93
13.1
Bull
15.2
4.3
2
97
98
61:143
100
0.0181
false
false
ESGOnly;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-1
9
12
null
BrokerC
MKT
88
4
10
-22
26
-18
6
null
null
Normal monitoring
180
1.1
Approved
3
Within IPS guidelines
E0390
P3549
2025-12-07
Trust
USD
801,640
7.8
1
62.9
Energy:20.9;Comm:26.6;Industrials:10.1;Tech:20.2;Health:22.2
Value:20.5;Growth:18.0;Quality:8.8;Size:15.0;Momentum:20.3;LowVol:17.3
IEF:19.6;QQQ:20.2;BND:14.5;MUB:10.3;VNQ:15.2;XLF:20.2
5.1
147
11.6
Bull
17.9
4.43
3.1
83
11
-20:60
37
0.0182
false
false
MaxPos8%
null
DriftNear
Buy
Add core equity +1.0% from cash
3
12
5
null
BrokerB
MKT
95
1
0
10
24
4
-2
null
null
Normal monitoring
122
1.3
Approved
3
Monitor dispersion and breadth
E0391
P4612
2025-02-08
Trust
USD
840,243
5.8
1
65.8
Materials:24.8;Financials:41.9;Comm:33.2
Value:15.5;Growth:11.4;Quality:19.5;Size:27.6;Momentum:13.7;LowVol:12.2
VTI:15.4;AAPL:36.6;AMZN:48.0
4.4
181
14.1
Sideways
14.7
4.62
3.4
125
-27
-67:20
37
0.0068
false
false
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-11
11
null
BrokerC
LMT
90
5
2
-24
104
-6
14
null
null
Normal monitoring
136
2.1
Approved
3
Monitor dispersion and breadth
E0392
P6762
2025-11-03
Roth
USD
1,208,500
7.8
1
39.9
Utilities:28.0;Tech:28.4;Consumer:16.9;Health:26.7
Value:6.8;Growth:21.1;Quality:18.4;Size:21.3;Momentum:22.5;LowVol:9.9
TSLA:22.5;IEF:22.0;TLT:55.6
5.6
190
19.2
Bull
11.4
4.64
3.4
70
35
6:55
71
0.0066
false
false
ESGOnly;MaxSector25%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
1
-25
1
null
BrokerC
MKT
91
3
1
40
136
-22
32
null
null
Normal monitoring
95
2
null
4
Tighten stops on momentum names
E0393
P0820
2025-03-19
Roth
USD
479,829
13.6
1
64.6
Industrials:25.6;RealEstate:26.2;Materials:10.9;Health:15.2;Energy:22.1
Value:17.7;Growth:11.6;Quality:15.5;Size:20.7;Momentum:12.5;LowVol:22.0
IEF:18.5;AMZN:31.3;XLF:8.3;VTI:23.7;BRK.B:18.2
3.3
122
12.4
Sideways
21.2
3.71
2.2
123
25
1:70
66
0.0179
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
-2
-38
6
null
BrokerD
MKT
98
9
14
-9
64
-58
1
null
null
Normal monitoring
139
3.1
Approved
5
Tighten stops on momentum names
E0394
P5810
2024-08-25
Roth
USD
1,293,547
5.4
1
35.9
Energy:24.9;Consumer:34.5;Utilities:40.6
Value:9.3;Growth:18.7;Quality:15.7;Size:15.6;Momentum:17.3;LowVol:23.4
AAPL:36.0;VOO:21.1;BRK.B:42.9
2.4
171
14.7
Sideways
14.8
3.78
2.3
110
-28
-59:25
37
0.0186
false
true
MaxPos6%;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-15
2
6
null
BrokerD
LMT
94
10
17
-24
-12
-24
39
RegimeShift
Reduce
Volatility spike and breadth deterioration
196
2.1
Approved
2
Monitor dispersion and breadth
E0395
P1035
2025-06-18
Trust
USD
1,725,003
5.7
1
52.1
Materials:12.2;Utilities:14.3;RealEstate:28.5;Health:15.5;Energy:29.5
Value:9.5;Growth:24.0;Quality:9.3;Size:16.0;Momentum:24.4;LowVol:16.9
TLT:38.0;GLD:33.4;VOO:10.2;VTI:18.5
5.1
164
11.6
Bear
28.9
4.48
1
184
-11
-27:43
45
0.0075
false
false
ESGOnly;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-9
14
8
null
BrokerC
MKT
88
10
16
55
86
-34
8
null
null
Normal monitoring
132
1.2
Approved
4
Tighten stops on momentum names
E0396
P6759
2025-08-10
Trust
USD
414,664
17.6
1
52.2
RealEstate:14.1;Consumer:25.2;Materials:18.5;Industrials:28.0;Utilities:14.3
Value:14.7;Growth:19.0;Quality:16.6;Size:18.8;Momentum:14.7;LowVol:16.3
MUB:42.7;GLD:31.9;IEF:25.5
1.3
110
10.9
Bull
17.9
4.17
2.4
75
97
62:116
100
0.0142
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
12
-7
9
null
BrokerC
LMT
96
12
20
3
134
14
16
null
null
Normal monitoring
203
1
null
3
Within IPS guidelines
E0397
P1936
2025-09-04
401k
USD
894,884
5.2
1
44.1
Materials:20.4;Energy:48.4;Financials:31.1
Value:19.2;Growth:8.9;Quality:18.5;Size:10.4;Momentum:20.1;LowVol:22.9
QQQ:12.6;MUB:18.8;HYG:21.5;VNQ:20.5;BND:18.7;TSLA:7.9
4.6
117
8.4
Bull
17
4.77
3.2
119
98
75:128
100
0.0182
false
false
MaxSector35%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-8
-23
10
null
BrokerB
LMT
95
6
8
-49
-60
-21
14
null
null
Normal monitoring
216
3.7
null
3
Tax-aware sells next window
E0398
P9250
2024-12-12
Roth
USD
547,346
8.8
1
64.9
Industrials:14.4;Materials:47.3;Utilities:38.3
Value:13.0;Growth:13.2;Quality:24.5;Size:13.8;Momentum:25.3;LowVol:10.2
IEF:28.8;TLT:26.2;AMZN:23.1;VNQ:21.9
4.2
128
7.7
Bull
17.8
4.46
3.4
105
83
67:134
73
0.0062
false
false
MaxPos5%;MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
0
-40
5
null
BrokerB
MKT
100
3
9
94
192
2
30
null
null
Normal monitoring
155
3.5
Approved
4
Tax-aware sells next window
E0399
P4388
2025-09-15
Roth
USD
913,579
8.6
1
38.5
Materials:25.7;Financials:29.3;Tech:26.9;Industrials:18.1
Value:22.8;Growth:15.5;Quality:24.0;Size:12.7;Momentum:11.0;LowVol:13.9
VOO:10.7;MUB:41.3;HYG:47.9
4.7
164
20
Bear
32.9
3.38
2.8
159
14
-13:29
44
0.0043
false
false
MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
-18
7
null
BrokerB
LMT
88
8
15
-50
-28
-2
-7
null
null
Normal monitoring
150
1.4
Approved
4
Increase defensive factor exposure
E0400
P7998
2025-10-02
IRA
USD
825,868
15.2
1
42.5
Energy:33.3;Health:28.3;Tech:13.6;Comm:24.8
Value:22.1;Growth:19.9;Quality:14.9;Size:6.7;Momentum:18.4;LowVol:17.9
GLD:10.9;VNQ:29.6;AMZN:28.7;XLF:13.9;IEF:17.0
2.3
112
10.2
Volatile
25.9
5.25
3
110
-59
-90:-24
9
0.0143
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
29
-9
4
null
BrokerA
LMT
92
2
9
-20
89
6
0
null
null
Normal monitoring
95
1.4
null
5
Tax-aware sells next window