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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E0401
|
P2808
|
2025-07-17
|
401k
|
USD
| 166,695
| 8.8
| 1
| 58.6
|
Tech:13.5;Comm:27.4;Industrials:32.7;Materials:9.6;Consumer:16.7
|
Value:11.2;Growth:15.7;Quality:18.7;Size:25.0;Momentum:17.6;LowVol:11.9
|
HYG:6.6;XLF:6.9;BND:6.8;MUB:22.6;IEF:27.9;VNQ:29.3
| 4.3
| 97
| 10.6
|
Volatile
| 25.2
| 4.79
| 2.9
| 136
| -15
|
-38:20
| 35
| 0.0036
| false
| false
|
NoMargin
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 29
| -24
| 8
|
Delta:-0.23;Vega:0.08
|
BrokerB
|
MKT
| 90
| 10
| 13
| -4
| 42
| -17
| 27
| null | null |
Normal monitoring
| 185
| 1.9
|
Approved
| 3
|
Within IPS guidelines
|
E0402
|
P0835
|
2025-01-27
|
Trust
|
USD
| 1,887,169
| 6.2
| 1.23
| 71.9
|
Health:32.5;RealEstate:33.2;Financials:34.4
|
Value:19.9;Growth:17.7;Quality:8.0;Size:13.6;Momentum:16.9;LowVol:23.9
|
GLD:19.9;AAPL:21.7;QQQ:15.7;IEF:10.9;VOO:31.8
| 5.7
| 183
| 21
|
Bull
| 13.8
| 4.66
| 2.1
| 117
| 115
|
85:162
| 97
| 0.0063
| false
| true
|
ESGOnly
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -2
| -32
| 11
|
Delta:-0.21;Vega:0.07
|
BrokerC
|
LMT
| 94
| 3
| 8
| 75
| 199
| -31
| -11
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 191
| 2.7
| null | 2
|
Monitor dispersion and breadth
|
E0403
|
P5272
|
2024-08-23
|
IRA
|
USD
| 257,975
| 13.5
| 1
| 48.6
|
RealEstate:25.2;Utilities:21.2;Health:21.9;Comm:12.9;Financials:18.8
|
Value:21.7;Growth:12.1;Quality:15.9;Size:14.0;Momentum:13.7;LowVol:22.6
|
TLT:34.3;XLF:9.5;VOO:12.8;TSLA:19.5;GLD:23.9
| 2.5
| 151
| 14.1
|
Bull
| 13.3
| 4.72
| 2.3
| 99
| 38
|
-1:63
| 56
| 0.007
| false
| false
|
MaxSector35%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| -5
| 3
| null |
BrokerA
|
LMT
| 92
| 9
| 12
| 68
| 108
| 0
| 13
| null | null |
Normal monitoring
| 97
| 2.9
| null | 5
|
Tax-aware sells next window
|
E0404
|
P1380
|
2025-04-01
|
Trust
|
USD
| 328,633
| 7.5
| 1
| 53.1
|
Comm:20.7;Tech:26.8;Utilities:14.5;Consumer:20.1;Health:17.9
|
Value:7.6;Growth:16.9;Quality:17.5;Size:10.0;Momentum:25.0;LowVol:22.9
|
HYG:20.5;BND:16.4;TSLA:26.1;VTI:37.0
| 1.9
| 124
| 13.5
|
Bull
| 17.2
| 4.53
| 2.4
| 105
| 46
|
36:87
| 89
| 0.0037
| false
| false
|
ESGOnly;MaxPos6%;MaxSector30%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 18
| 2
| 12
| null |
BrokerD
|
VWAP
| 98
| 1
| 4
| 44
| 75
| -42
| 38
| null | null |
Normal monitoring
| 108
| 1.2
| null | 4
|
Tighten stops on momentum names
|
E0405
|
P8512
|
2024-07-07
|
Taxable
|
USD
| 1,876,428
| 6.8
| 1.21
| 62.7
|
Materials:9.1;Energy:29.3;Consumer:14.2;Industrials:19.5;RealEstate:27.9
|
Value:12.6;Growth:8.6;Quality:17.7;Size:19.6;Momentum:20.7;LowVol:20.7
|
BND:12.5;AAPL:21.9;TLT:29.5;QQQ:36.1
| 2.6
| 211
| 20.8
|
Bull
| 15.3
| 4.32
| 3.4
| 107
| 103
|
89:150
| 100
| 0.0181
| false
| true
| null | null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 6
| 9
| 8
| null |
BrokerB
|
LMT
| 95
| 7
| 9
| 0
| 120
| 19
| -1
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 220
| 2.9
|
Rejected
| 2
|
Tighten stops on momentum names
|
E0406
|
P3639
|
2024-10-17
|
Trust
|
USD
| 1,372,551
| 4.4
| 1
| 56.4
|
Health:18.1;Materials:27.0;Financials:39.7;Consumer:15.2
|
Value:22.1;Growth:12.0;Quality:16.7;Size:12.8;Momentum:16.6;LowVol:19.9
|
QQQ:24.6;VTI:27.1;TLT:22.4;MUB:25.9
| 2.2
| 246
| 19.3
|
Bull
| 17.5
| 4.72
| 3.1
| 80
| 56
|
35:79
| 94
| 0.0157
| false
| true
|
MaxPos5%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -22
| 10
| null |
BrokerA
|
MKT
| 89
| 7
| 11
| 117
| 78
| -37
| 9
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 217
| 2.3
| null | 3
|
Within IPS guidelines
|
E0407
|
P1685
|
2025-01-25
|
Trust
|
USD
| 798,847
| 7.8
| 1
| 68.4
|
Materials:55.4;Health:24.2;Industrials:20.4
|
Value:10.1;Growth:14.4;Quality:13.5;Size:26.5;Momentum:26.7;LowVol:8.7
|
HYG:13.5;VNQ:29.1;VTI:20.3;AAPL:17.7;XLF:19.5
| 2.1
| 137
| 7
|
Bull
| 11.7
| 3.7
| 2.8
| 98
| 109
|
91:158
| 99
| 0.0175
| false
| false
|
MaxPos6%;MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| 26
| -25
| 8
| null |
BrokerB
|
LMT
| 92
| 11
| 17
| 118
| 129
| -43
| 37
| null | null |
Normal monitoring
| 208
| 2.5
| null | 5
|
Within IPS guidelines
|
E0408
|
P4718
|
2025-07-27
|
Roth
|
USD
| 188,866
| 8.2
| 1
| 40.2
|
Materials:18.1;Tech:23.4;Industrials:11.0;Energy:21.4;RealEstate:26.1
|
Value:17.5;Growth:19.0;Quality:17.6;Size:14.4;Momentum:12.5;LowVol:18.9
|
AMZN:6.9;BND:16.0;TSLA:28.0;TLT:8.9;GLD:13.7;MUB:26.4
| 1.9
| 167
| 9.2
|
Volatile
| 28.1
| 3.85
| 3.9
| 177
| 18
|
-9:65
| 71
| 0.0075
| false
| false
|
ESGOnly;NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 12
| -38
| 3
| null |
BrokerD
|
LMT
| 96
| 9
| 12
| -22
| 3
| -18
| -16
| null | null |
Normal monitoring
| 211
| 2
| null | 3
|
Increase defensive factor exposure
|
E0409
|
P9174
|
2025-12-17
|
Taxable
|
USD
| 2,365,361
| 6.4
| 1
| 44.7
|
Comm:15.9;Utilities:16.8;Financials:26.7;Materials:21.5;Industrials:19.1
|
Value:21.8;Growth:8.1;Quality:15.2;Size:18.9;Momentum:13.3;LowVol:22.6
|
MSFT:27.6;VTI:15.8;XLF:16.4;HYG:10.7;GLD:29.5
| 4.3
| 181
| 11.3
|
Bull
| 14.9
| 4.01
| 2.3
| 107
| 21
|
0:62
| 59
| 0.0079
| false
| true
|
MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 3
| -17
| 4
| null |
BrokerD
|
MKT
| 96
| 2
| 3
| -43
| 85
| -16
| 11
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 171
| 3.2
| null | 4
|
Monitor dispersion and breadth
|
E0410
|
P8384
|
2025-03-17
|
401k
|
USD
| 931,907
| 4.4
| 1
| 44.6
|
Tech:19.7;Energy:34.5;Utilities:31.7;Materials:14.1
|
Value:19.7;Growth:21.3;Quality:18.8;Size:11.2;Momentum:9.3;LowVol:19.7
|
VNQ:24.7;HYG:25.7;TLT:26.3;GLD:23.2
| 5.6
| 280
| 20.4
|
Volatile
| 30.4
| 4.38
| 2.5
| 129
| -21
|
-51:25
| 36
| 0.0079
| false
| true
|
MaxPos6%;MaxSector35%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 16
| -15
| 11
|
Delta:-0.22;Vega:0.04
|
BrokerD
|
MKT
| 99
| 5
| 10
| 7
| 127
| -13
| -1
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 217
| 1.4
|
SuggestedEdits
| 4
|
Within IPS guidelines
|
E0411
|
P6531
|
2024-08-05
|
IRA
|
USD
| 310,211
| 8.7
| 1
| 39
|
Consumer:18.1;Financials:27.7;RealEstate:15.8;Tech:23.9;Industrials:14.5
|
Value:22.0;Growth:18.4;Quality:8.8;Size:18.2;Momentum:18.7;LowVol:13.9
|
VTI:36.3;BND:43.2;TLT:20.5
| 3
| 225
| 23.5
|
Bear
| 28.3
| 3.78
| 2.3
| 169
| -32
|
-56:-13
| 31
| 0.0146
| false
| true
|
MaxSector35%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 18
| -12
| 6
| null |
BrokerA
|
VWAP
| 95
| 8
| 9
| -41
| 62
| 17
| 6
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 180
| 2
|
Approved
| 2
|
Tighten stops on momentum names
|
E0412
|
P4579
|
2024-07-11
|
Roth
|
USD
| 769,894
| 8.4
| 1
| 58.2
|
Materials:22.8;Energy:40.2;Comm:37.0
|
Value:23.2;Growth:11.7;Quality:26.7;Size:12.6;Momentum:12.0;LowVol:13.9
|
VOO:21.1;IEF:6.1;MSFT:24.2;TLT:14.6;BND:10.1;QQQ:23.8
| 1.6
| 144
| 15.2
|
Bull
| 11
| 4.38
| 3.2
| 120
| 20
|
-9:68
| 47
| 0.017
| false
| false
|
MaxPos5%;MaxSector25%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 12
| 5
| 3
|
Delta:-0.15;Vega:0.08
|
BrokerB
|
LMT
| 90
| 2
| 3
| 4
| 71
| -57
| -2
| null | null |
Normal monitoring
| 167
| 3.8
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0413
|
P5477
|
2025-10-16
|
401k
|
USD
| 1,289,729
| 5.1
| 1.13
| 41.6
|
Utilities:26.2;Energy:25.1;RealEstate:25.6;Tech:8.1;Financials:15.0
|
Value:11.7;Growth:24.1;Quality:8.4;Size:14.0;Momentum:18.9;LowVol:22.9
|
VNQ:12.8;IEF:13.8;BND:17.8;TLT:30.3;TSLA:25.3
| 3.6
| 204
| 27.9
|
Bull
| 16.4
| 4.46
| 2.4
| 83
| 50
|
36:66
| 85
| 0.0072
| false
| true
|
ESGOnly
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 7
| -9
| 10
|
Delta:-0.16;Vega:0.04
|
BrokerD
|
VWAP
| 90
| 12
| 17
| 120
| 204
| -22
| 3
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 159
| 1
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0414
|
P8603
|
2025-07-01
|
Roth
|
USD
| 650,390
| 6.6
| 1
| 59.1
|
Health:45.5;Industrials:25.7;Materials:28.8
|
Value:17.1;Growth:21.5;Quality:19.4;Size:9.5;Momentum:18.0;LowVol:14.6
|
GLD:38.7;AMZN:19.8;IEF:41.5
| 3.8
| 128
| 11.9
|
Sideways
| 19.4
| 4.29
| 3.4
| 102
| 12
|
-15:39
| 48
| 0.0046
| false
| false
|
ESGOnly;MaxPos8%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -12
| -37
| 4
| null |
BrokerB
|
MKT
| 92
| 11
| 18
| -22
| -44
| 5
| 0
| null | null |
Normal monitoring
| 196
| 2.1
|
Approved
| 3
|
Tighten stops on momentum names
|
E0415
|
P4978
|
2024-07-24
|
IRA
|
USD
| 287,176
| 5.2
| 1
| 54.7
|
Tech:18.1;Industrials:26.8;Consumer:23.7;Energy:19.1;Materials:12.3
|
Value:14.4;Growth:10.3;Quality:23.3;Size:15.2;Momentum:10.6;LowVol:26.2
|
BND:20.8;XLF:16.6;TLT:20.4;VNQ:12.2;AMZN:30.0
| 1.6
| 161
| 12.7
|
Bull
| 14.5
| 4.15
| 3.1
| 86
| 42
|
28:79
| 81
| 0.0055
| false
| false
|
ESGOnly;MaxPos5%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 29
| -17
| 6
| null |
BrokerB
|
MKT
| 98
| 12
| 15
| 119
| 118
| -6
| -24
| null | null |
Normal monitoring
| 213
| 3.4
|
Approved
| 4
|
Tax-aware sells next window
|
E0416
|
P4231
|
2025-08-19
|
Taxable
|
USD
| 661,774
| 17.5
| 1
| 44.3
|
Utilities:18.6;Energy:27.8;Financials:20.1;Health:33.6
|
Value:15.7;Growth:15.1;Quality:12.6;Size:12.5;Momentum:16.9;LowVol:27.2
|
GLD:24.5;AAPL:11.6;BND:21.6;HYG:9.7;TSLA:21.7;BRK.B:10.9
| 2.5
| 126
| 10.9
|
Sideways
| 17.5
| 4.67
| 3.2
| 118
| -26
|
-56:4
| 29
| 0.0114
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 6
| 11
| 5
|
Delta:-0.17;Vega:0.08
|
BrokerA
|
LMT
| 100
| 11
| 9
| -28
| 9
| -27
| 22
| null | null |
Normal monitoring
| 174
| 1.6
|
Approved
| 3
|
Within IPS guidelines
|
E0417
|
P3487
|
2025-03-12
|
IRA
|
USD
| 585,544
| 6.1
| 1
| 35.3
|
Energy:36.2;Financials:19.3;Tech:27.8;Consumer:16.6
|
Value:22.4;Growth:11.3;Quality:14.1;Size:13.6;Momentum:9.3;LowVol:29.3
|
QQQ:16.3;AMZN:16.2;VNQ:34.2;TLT:9.5;BND:14.4;GLD:9.5
| 2.7
| 157
| 7.1
|
Volatile
| 26.1
| 3.59
| 3.5
| 137
| 26
|
-2:81
| 68
| 0.0055
| false
| false
|
MaxSector30%;NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 5
| -15
| 10
| null |
BrokerD
|
MKT
| 94
| 8
| 14
| 111
| 235
| -16
| 7
| null | null |
Normal monitoring
| 106
| 1.7
|
Approved
| 3
|
Within IPS guidelines
|
E0418
|
P2439
|
2025-06-18
|
Roth
|
USD
| 801,587
| 6.3
| 1
| 67.9
|
Comm:25.8;Health:14.1;Consumer:28.3;Tech:16.7;Financials:15.1
|
Value:15.3;Growth:14.2;Quality:18.2;Size:15.7;Momentum:18.4;LowVol:18.2
|
BND:17.3;AAPL:9.3;QQQ:18.6;MUB:7.7;AMZN:15.9;TLT:31.2
| 1.5
| 159
| 12
|
Bull
| 16
| 4.53
| 2.6
| 114
| 87
|
56:116
| 100
| 0.0035
| false
| false
|
MaxPos6%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -21
| 5
| null |
BrokerC
|
LMT
| 98
| 11
| 14
| 38
| 121
| -47
| 32
| null | null |
Normal monitoring
| 199
| 3.2
|
Approved
| 5
|
Within IPS guidelines
|
E0419
|
P1624
|
2025-01-17
|
Trust
|
USD
| 1,129,458
| 7
| 1
| 60
|
Consumer:25.0;Energy:12.8;Comm:29.7;Utilities:18.4;Industrials:14.0
|
Value:15.2;Growth:20.9;Quality:18.1;Size:14.2;Momentum:19.0;LowVol:12.5
|
TLT:9.8;QQQ:30.0;AMZN:24.2;VOO:36.0
| 3
| 144
| 19
|
Bear
| 24.9
| 4
| 1.6
| 136
| 1
|
-35:55
| 39
| 0.0192
| false
| false
|
ESGOnly;MaxPos8%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 16
| -28
| 11
| null |
BrokerA
|
VWAP
| 96
| 11
| 10
| 120
| 122
| -29
| 1
| null | null |
Normal monitoring
| 117
| 3.3
|
Approved
| 5
|
Within IPS guidelines
|
E0420
|
P4928
|
2025-03-10
|
IRA
|
USD
| 610,955
| 11.7
| 1
| 36
|
Energy:31.2;Consumer:26.0;Materials:42.8
|
Value:13.4;Growth:17.9;Quality:14.9;Size:27.6;Momentum:11.9;LowVol:14.3
|
TLT:46.5;GLD:10.9;IEF:28.2;HYG:14.4
| 1.1
| 95
| 10.2
|
Volatile
| 24.4
| 3.51
| 3.4
| 149
| -20
|
-37:27
| 50
| 0.004
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -2
| -4
| 5
|
Delta:-0.12;Vega:0.02
|
BrokerC
|
MKT
| 92
| 7
| 5
| -20
| 96
| -17
| 16
| null | null |
Normal monitoring
| 100
| 3.5
|
Approved
| 3
|
Increase defensive factor exposure
|
E0421
|
P0182
|
2025-02-14
|
IRA
|
USD
| 875,373
| 8
| 1
| 36.1
|
Comm:28.1;Consumer:24.3;Financials:19.5;Tech:9.0;RealEstate:19.1
|
Value:18.0;Growth:13.9;Quality:8.7;Size:19.2;Momentum:22.4;LowVol:17.8
|
IEF:20.9;HYG:25.7;BRK.B:14.1;MSFT:11.1;VNQ:28.1
| 2.9
| 213
| 18.1
|
Volatile
| 26.3
| 4.02
| 3.9
| 130
| 66
|
35:90
| 89
| 0.011
| false
| true
|
MaxPos7%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| -11
| -37
| 9
| null |
BrokerB
|
VWAP
| 89
| 2
| 0
| -36
| 99
| 8
| -24
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 194
| 1.6
| null | 2
|
Monitor dispersion and breadth
|
E0422
|
P8767
|
2025-10-09
|
Trust
|
USD
| 410,959
| 9.4
| 1
| 63
|
Health:36.2;Industrials:36.3;Tech:27.4
|
Value:25.0;Growth:17.5;Quality:10.4;Size:12.3;Momentum:12.3;LowVol:22.5
|
QQQ:23.4;TLT:26.8;XLF:49.8
| 2
| 120
| 15.9
|
Bear
| 30.7
| 3.44
| 2.2
| 207
| -15
|
-26:16
| 38
| 0.0154
| false
| false
|
ESGOnly;MaxPos5%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -8
| 4
| 2
|
Delta:-0.07;Vega:0.06
|
BrokerB
|
LMT
| 97
| 1
| 1
| 13
| 85
| -26
| 13
| null | null |
Normal monitoring
| 152
| 3.4
| null | 4
|
Tax-aware sells next window
|
E0423
|
P4373
|
2025-01-12
|
Trust
|
USD
| 965,288
| 8.5
| 1
| 63.3
|
Comm:24.9;Materials:20.6;Health:23.4;Tech:17.4;RealEstate:13.6
|
Value:20.5;Growth:26.8;Quality:10.0;Size:16.2;Momentum:11.5;LowVol:15.0
|
BND:10.9;MUB:20.2;GLD:14.2;TLT:15.3;VOO:19.1;XLF:20.4
| 5.1
| 210
| 25.1
|
Bull
| 15.2
| 4.39
| 3.4
| 76
| 10
|
-29:40
| 37
| 0.0059
| false
| true
|
MaxPos7%;MaxSector25%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 32
| -2
| 4
|
Delta:-0.08;Vega:0.07
|
BrokerB
|
LMT
| 98
| 9
| 14
| 12
| 22
| -11
| 13
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 154
| 2
|
Approved
| 3
|
Tighten stops on momentum names
|
E0424
|
P8716
|
2025-04-06
|
Trust
|
USD
| 522,940
| 6.2
| 1.07
| 58.5
|
Utilities:9.9;Health:13.7;Energy:26.9;Materials:25.0;Financials:24.5
|
Value:20.6;Growth:23.2;Quality:13.0;Size:20.9;Momentum:12.9;LowVol:9.4
|
GLD:37.5;QQQ:43.2;BRK.B:19.4
| 4.1
| 199
| 25
|
Bull
| 11.5
| 4.23
| 3.1
| 111
| 58
|
19:88
| 75
| 0.0189
| false
| false
|
MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 35
| -26
| 12
| null |
BrokerA
|
MKT
| 91
| 2
| 1
| 88
| 146
| -9
| 32
| null | null |
Normal monitoring
| 118
| 2.2
|
Approved
| 4
|
Tax-aware sells next window
|
E0425
|
P2768
|
2025-07-13
|
IRA
|
USD
| 261,851
| 17.3
| 1
| 39.9
|
Health:20.8;Energy:25.4;Industrials:35.8;RealEstate:18.1
|
Value:9.4;Growth:20.1;Quality:9.5;Size:19.8;Momentum:27.0;LowVol:14.0
|
BND:19.5;TSLA:24.1;VNQ:22.5;AAPL:33.9
| 2.9
| 134
| 10.3
|
Bull
| 13
| 4.94
| 2.1
| 76
| 2
|
-37:30
| 67
| 0.0079
| false
| false
|
NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 19
| -19
| 12
|
Delta:-0.2;Vega:0.02
|
BrokerA
|
MKT
| 92
| 7
| 7
| -4
| 45
| -51
| -6
| null | null |
Normal monitoring
| 159
| 2.8
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0426
|
P7046
|
2025-08-18
|
Taxable
|
USD
| 254,303
| 11.4
| 1
| 48.5
|
Consumer:17.6;Materials:25.1;Financials:12.7;Energy:22.1;RealEstate:22.6
|
Value:17.2;Growth:12.3;Quality:24.8;Size:10.8;Momentum:12.0;LowVol:23.0
|
VNQ:23.5;HYG:7.3;QQQ:27.4;VOO:21.1;AMZN:10.4;BND:10.3
| 2.6
| 145
| 11.8
|
Bull
| 14.3
| 4.17
| 2
| 104
| 23
|
-10:47
| 76
| 0.0077
| false
| false
|
MaxPos8%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 35
| -16
| 2
|
Delta:-0.08;Vega:0.02
|
BrokerA
|
MKT
| 94
| 5
| 2
| -33
| -36
| -32
| -22
| null | null |
Normal monitoring
| 141
| 3.8
|
Approved
| 3
|
Tax-aware sells next window
|
E0427
|
P6894
|
2024-10-15
|
401k
|
USD
| 1,779,520
| 4
| 1
| 36.9
|
Industrials:25.5;Health:16.1;Materials:13.7;Tech:32.3;Consumer:12.4
|
Value:22.1;Growth:22.2;Quality:18.7;Size:12.8;Momentum:12.2;LowVol:12.0
|
VOO:20.7;HYG:10.1;IEF:21.8;QQQ:10.9;TLT:18.9;VTI:17.5
| 4.3
| 256
| 18.7
|
Volatile
| 22.9
| 5.47
| 4.4
| 113
| 27
|
-10:61
| 68
| 0.019
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 3
| -24
| 1
|
Delta:-0.15;Vega:0.08
|
BrokerB
|
MKT
| 95
| 12
| 12
| 13
| 98
| 4
| 18
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 111
| 3.1
|
SuggestedEdits
| 2
|
Tighten stops on momentum names
|
E0428
|
P4181
|
2025-08-11
|
Roth
|
USD
| 462,220
| 11.3
| 1
| 35.3
|
Comm:37.8;Industrials:36.3;Health:25.9
|
Value:18.2;Growth:15.1;Quality:21.5;Size:24.1;Momentum:12.8;LowVol:8.4
|
GLD:15.8;VTI:24.4;BRK.B:7.3;IEF:23.7;MSFT:7.8;HYG:21.0
| 1.2
| 144
| 12.3
|
Volatile
| 20
| 5.27
| 2.4
| 140
| -50
|
-65:-26
| 13
| 0.0166
| false
| false
|
ESGOnly;MaxPos8%;MaxSector35%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 1
| -21
| 7
| null |
BrokerC
|
LMT
| 97
| 1
| 3
| 40
| 141
| -16
| 32
| null | null |
Normal monitoring
| 152
| 3.2
| null | 4
|
Tax-aware sells next window
|
E0429
|
P8931
|
2025-03-10
|
IRA
|
USD
| 767,526
| 8.2
| 1
| 52.2
|
Energy:31.9;Materials:32.9;Comm:35.2
|
Value:17.7;Growth:18.8;Quality:17.0;Size:16.1;Momentum:18.3;LowVol:12.1
|
MSFT:31.7;AMZN:36.6;GLD:19.5;HYG:12.2
| 4.3
| 159
| 13
|
Bull
| 16.5
| 3.59
| 2.3
| 117
| 12
|
-20:39
| 57
| 0.0094
| false
| false
|
ESGOnly
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 7
| 5
| 6
| null |
BrokerA
|
LMT
| 89
| 6
| 9
| 34
| 96
| -60
| -13
| null | null |
Normal monitoring
| 92
| 3.7
| null | 3
|
Tax-aware sells next window
|
E0430
|
P8303
|
2024-10-12
|
Taxable
|
USD
| 568,972
| 9.1
| 1
| 46.1
|
Industrials:36.2;Materials:41.7;Consumer:22.1
|
Value:20.6;Growth:19.1;Quality:19.5;Size:16.8;Momentum:12.2;LowVol:11.8
|
IEF:12.0;XLF:8.2;AMZN:29.4;GLD:21.6;MSFT:28.7
| 2.9
| 155
| 13.5
|
Bull
| 15.8
| 4.08
| 2.5
| 96
| 105
|
85:134
| 89
| 0.0161
| false
| false
|
MaxPos8%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 16
| -24
| 5
| null |
BrokerC
|
VWAP
| 95
| 8
| 14
| -3
| 135
| -25
| 11
| null | null |
Normal monitoring
| 126
| 3.6
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0431
|
P7693
|
2024-09-20
|
401k
|
USD
| 1,010,729
| 7.5
| 1
| 38.9
|
Industrials:23.7;Utilities:15.9;Materials:17.8;Consumer:23.6;Health:19.0
|
Value:20.8;Growth:9.4;Quality:21.2;Size:19.8;Momentum:17.2;LowVol:11.6
|
TLT:17.9;BND:19.4;BRK.B:23.9;HYG:14.9;MUB:24.0
| 5.5
| 222
| 14.3
|
Bull
| 15.4
| 3.91
| 2.4
| 108
| 96
|
80:150
| 100
| 0.0146
| false
| true
|
MaxPos5%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -1
| -17
| 12
| null |
BrokerC
|
MKT
| 100
| 12
| 18
| 62
| 175
| 19
| 2
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 182
| 2.2
|
SuggestedEdits
| 4
|
Monitor dispersion and breadth
|
E0432
|
P6325
|
2025-09-23
|
Roth
|
USD
| 1,251,162
| 7.8
| 1
| 55.9
|
Health:23.7;Energy:12.7;Tech:22.5;Financials:16.9;Materials:24.2
|
Value:19.9;Growth:9.9;Quality:23.7;Size:23.2;Momentum:13.4;LowVol:9.8
|
MSFT:19.5;MUB:20.7;XLF:21.6;HYG:8.5;BND:13.7;GLD:15.9
| 2.2
| 207
| 11.2
|
Sideways
| 16.5
| 3.53
| 2.4
| 125
| 53
|
25:105
| 58
| 0.0039
| false
| true
|
MaxPos6%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| -39
| 6
|
Delta:-0.21;Vega:0.07
|
BrokerA
|
LMT
| 92
| 12
| 14
| 50
| 20
| -15
| 32
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 96
| 2.5
|
Approved
| 3
|
Increase defensive factor exposure
|
E0433
|
P4196
|
2025-12-07
|
Roth
|
USD
| 839,982
| 17.2
| 1
| 67.8
|
Comm:41.4;Health:30.6;Financials:28.0
|
Value:18.5;Growth:18.4;Quality:12.4;Size:22.0;Momentum:7.7;LowVol:21.0
|
VTI:42.4;MUB:32.0;VOO:25.6
| 2.5
| 114
| 14.4
|
Volatile
| 27.3
| 4.16
| 3.6
| 124
| 27
|
-7:51
| 77
| 0.0045
| false
| false
|
ESGOnly;MaxSector25%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 34
| 10
| 6
| null |
BrokerA
|
MKT
| 97
| 11
| 17
| 45
| 78
| 13
| 3
| null | null |
Normal monitoring
| 204
| 3.2
| null | 3
|
Tighten stops on momentum names
|
E0434
|
P8549
|
2024-08-03
|
Trust
|
USD
| 387,304
| 8.6
| 1
| 36
|
Financials:24.4;Health:15.6;Utilities:28.3;Consumer:31.7
|
Value:9.9;Growth:25.3;Quality:12.2;Size:15.9;Momentum:13.3;LowVol:23.4
|
AAPL:30.2;TLT:31.5;VTI:10.3;TSLA:28.0
| 5.2
| 209
| 20.8
|
Bull
| 16.6
| 4.16
| 3.5
| 118
| 43
|
26:71
| 84
| 0.0067
| false
| true
| null | null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 30
| 15
| 11
|
Delta:-0.22;Vega:0.05
|
BrokerC
|
MKT
| 88
| 4
| 7
| -21
| -36
| -19
| 6
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 154
| 3
|
Approved
| 3
|
Tighten stops on momentum names
|
E0435
|
P9998
|
2025-08-01
|
401k
|
USD
| 816,756
| 6.8
| 1
| 43
|
Utilities:22.8;RealEstate:47.3;Consumer:29.9
|
Value:13.0;Growth:25.6;Quality:12.5;Size:23.7;Momentum:10.3;LowVol:14.9
|
VOO:20.2;XLF:9.1;HYG:22.2;VTI:19.1;BRK.B:15.2;AMZN:14.1
| 2.1
| 167
| 9.3
|
Sideways
| 19.9
| 4.62
| 3.1
| 91
| 18
|
-9:37
| 67
| 0.0139
| false
| false
|
MaxSector25%;NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 30
| 3
| 10
| null |
BrokerC
|
LMT
| 90
| 1
| 5
| 85
| 128
| 9
| -19
| null | null |
Normal monitoring
| 127
| 1.9
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0436
|
P9205
|
2025-09-20
|
401k
|
USD
| 618,229
| 6.2
| 1
| 70.7
|
Utilities:17.6;Financials:9.6;Tech:26.3;Industrials:31.2;Consumer:15.2
|
Value:15.6;Growth:18.2;Quality:18.2;Size:17.2;Momentum:21.9;LowVol:8.8
|
MUB:26.6;HYG:9.3;TLT:11.3;BND:30.6;AMZN:13.4;XLF:8.8
| 1.8
| 141
| 9
|
Volatile
| 28
| 5.33
| 2.8
| 134
| -28
|
-51:-9
| 26
| 0.0175
| false
| false
|
MaxPos5%;MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| 33
| -10
| 8
| null |
BrokerA
|
LMT
| 89
| 2
| 3
| -12
| 123
| -6
| 0
| null | null |
Normal monitoring
| 162
| 3
|
Approved
| 4
|
Within IPS guidelines
|
E0437
|
P8913
|
2024-10-02
|
IRA
|
USD
| 1,725,271
| 6.9
| 1
| 67.9
|
Consumer:14.9;Utilities:23.7;RealEstate:12.2;Comm:25.7;Tech:23.5
|
Value:17.1;Growth:16.1;Quality:8.6;Size:21.4;Momentum:16.6;LowVol:20.3
|
AAPL:8.5;MSFT:27.6;XLF:15.7;TLT:24.6;HYG:17.5;VNQ:6.2
| 4.7
| 161
| 16.3
|
Bear
| 28.2
| 4.21
| 2.9
| 153
| 23
|
8:46
| 65
| 0.0199
| false
| false
|
MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| -12
| -3
| 10
| null |
BrokerC
|
MKT
| 90
| 12
| 18
| -51
| 5
| -38
| 5
| null | null |
Normal monitoring
| 154
| 3.4
| null | 4
|
Tighten stops on momentum names
|
E0438
|
P4464
|
2024-12-07
|
Taxable
|
USD
| 626,300
| 17.2
| 1
| 72.2
|
RealEstate:27.5;Industrials:30.9;Financials:22.4;Consumer:19.2
|
Value:19.4;Growth:12.6;Quality:12.6;Size:20.4;Momentum:25.7;LowVol:9.3
|
VOO:20.0;XLF:6.6;BND:26.1;GLD:26.9;AAPL:20.5
| 1.1
| 145
| 9.5
|
Bull
| 15.1
| 4.38
| 2
| 71
| 91
|
58:123
| 100
| 0.0189
| false
| false
|
NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 18
| -10
| 8
| null |
BrokerB
|
MKT
| 91
| 3
| 2
| 57
| 171
| 6
| 12
| null | null |
Normal monitoring
| 178
| 2
|
Approved
| 5
|
Tighten stops on momentum names
|
E0439
|
P3971
|
2025-06-25
|
IRA
|
USD
| 467,305
| 9.4
| 1
| 57.9
|
Consumer:15.0;Comm:24.8;Energy:39.2;Industrials:21.1
|
Value:14.3;Growth:20.9;Quality:19.7;Size:11.2;Momentum:14.9;LowVol:19.0
|
IEF:47.5;VNQ:18.8;BRK.B:33.7
| 1.5
| 129
| 14.4
|
Volatile
| 29.2
| 4.93
| 3.3
| 131
| -40
|
-79:-18
| 45
| 0.0085
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 22
| -22
| 3
| null |
BrokerC
|
MKT
| 89
| 3
| 5
| -1
| 119
| -59
| 25
| null | null |
Normal monitoring
| 115
| 1.2
|
Approved
| 3
|
Tax-aware sells next window
|
E0440
|
P6216
|
2025-05-15
|
Trust
|
USD
| 1,210,578
| 7.2
| 1
| 69
|
Tech:26.9;Industrials:29.7;RealEstate:9.9;Utilities:15.4;Consumer:18.2
|
Value:9.2;Growth:9.7;Quality:24.6;Size:12.7;Momentum:17.0;LowVol:26.8
|
VTI:20.7;GLD:11.7;TSLA:12.7;AMZN:23.7;QQQ:31.2
| 3.1
| 213
| 16.2
|
Volatile
| 31.6
| 4.17
| 3.1
| 121
| 76
|
66:117
| 100
| 0.0142
| false
| true
|
MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 19
| -22
| 2
|
Delta:-0.09;Vega:0.09
|
BrokerD
|
LMT
| 89
| 10
| 10
| 15
| 93
| -34
| 10
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 201
| 3.2
| null | 5
|
Tax-aware sells next window
|
E0441
|
P5776
|
2024-10-06
|
Roth
|
USD
| 1,474,733
| 5.7
| 1
| 45.5
|
Consumer:22.7;Utilities:13.2;Financials:35.0;Materials:13.7;Energy:15.5
|
Value:23.8;Growth:10.9;Quality:21.3;Size:22.8;Momentum:8.7;LowVol:12.5
|
MUB:30.3;AAPL:9.0;BND:12.1;TLT:23.5;HYG:25.0
| 5.5
| 158
| 15
|
Bull
| 13.9
| 3.75
| 2.3
| 114
| 95
|
76:146
| 100
| 0.0097
| false
| false
|
MaxSector35%
| null |
DriftNear;VarNear
|
Buy
|
Add core equity +1.0% from cash
| -12
| -36
| 4
| null |
BrokerC
|
MKT
| 97
| 9
| 7
| 88
| 100
| 4
| 31
| null | null |
Normal monitoring
| 147
| 1.3
|
Approved
| 5
|
Within IPS guidelines
|
E0442
|
P1604
|
2024-10-12
|
Roth
|
USD
| 835,592
| 9.1
| 1
| 72.2
|
Materials:31.0;Consumer:53.4;Tech:15.6
|
Value:9.9;Growth:12.2;Quality:26.6;Size:15.1;Momentum:19.0;LowVol:17.2
|
TSLA:22.9;QQQ:38.6;AAPL:27.3;MUB:11.2
| 1.8
| 120
| 11.3
|
Volatile
| 21.3
| 5.35
| 2.4
| 155
| 41
|
19:74
| 55
| 0.0137
| false
| false
| null | null | null |
Buy
|
Add core equity +1.0% from cash
| 31
| -28
| 10
| null |
BrokerA
|
VWAP
| 94
| 1
| 9
| 112
| 239
| -14
| -1
| null | null |
Normal monitoring
| 171
| 2
| null | 5
|
Tax-aware sells next window
|
E0443
|
P5286
|
2025-12-02
|
401k
|
USD
| 718,882
| 10
| 1
| 62.5
|
Financials:30.0;Industrials:13.6;Comm:27.0;Consumer:29.4
|
Value:14.3;Growth:20.3;Quality:20.5;Size:7.1;Momentum:19.1;LowVol:18.6
|
QQQ:27.8;BND:14.8;GLD:15.3;VOO:27.9;TLT:14.2
| 3.6
| 131
| 12.6
|
Volatile
| 22.5
| 5.48
| 3.4
| 164
| 29
|
6:61
| 50
| 0.009
| false
| false
|
ESGOnly;MaxSector30%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 7
| -15
| 8
| null |
BrokerB
|
MKT
| 97
| 5
| 6
| -31
| 40
| -18
| 26
| null | null |
Normal monitoring
| 189
| 3.9
|
Approved
| 3
|
Tax-aware sells next window
|
E0444
|
P1095
|
2024-07-12
|
Trust
|
USD
| 660,714
| 8.4
| 1
| 64.7
|
Consumer:16.9;Tech:35.8;Financials:47.3
|
Value:25.1;Growth:16.9;Quality:10.1;Size:26.7;Momentum:9.9;LowVol:11.3
|
VNQ:11.6;VTI:18.2;BRK.B:16.6;VOO:8.9;MSFT:21.5;AAPL:23.2
| 2.2
| 220
| 12.9
|
Volatile
| 21.2
| 4.47
| 3.9
| 160
| -51
|
-67:-6
| 35
| 0.0124
| false
| true
|
ESGOnly;MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| -15
| 2
|
Delta:-0.06;Vega:0.06
|
BrokerC
|
MKT
| 97
| 3
| 6
| 57
| 91
| -22
| 38
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 184
| 1.9
|
Approved
| 2
|
Tighten stops on momentum names
|
E0445
|
P3219
|
2025-01-17
|
Roth
|
USD
| 988,729
| 4
| 1
| 47.7
|
Consumer:31.4;Health:12.4;Comm:12.4;Utilities:28.6;Energy:15.2
|
Value:22.2;Growth:10.6;Quality:13.1;Size:14.5;Momentum:28.2;LowVol:11.3
|
QQQ:19.4;VTI:20.9;GLD:40.4;AMZN:19.3
| 6.6
| 172
| 18.3
|
Bull
| 15.9
| 4.09
| 2.7
| 107
| 55
|
37:86
| 66
| 0.014
| true
| false
|
MaxPos7%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 13
| -15
| 8
|
Delta:-0.16;Vega:0.06
|
BrokerC
|
MKT
| 91
| 8
| 8
| -8
| 129
| -9
| 29
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 185
| 3.3
|
Approved
| 4
|
Tax-aware sells next window
|
E0446
|
P1228
|
2025-06-18
|
Trust
|
USD
| 415,998
| 7.4
| 1
| 41.8
|
Financials:23.9;Industrials:35.2;Comm:40.9
|
Value:17.3;Growth:17.5;Quality:21.9;Size:16.1;Momentum:13.2;LowVol:14.0
|
MUB:19.6;AMZN:19.5;QQQ:19.7;TSLA:13.6;VTI:22.1;VOO:5.4
| 4.4
| 100
| 11.8
|
Sideways
| 20.7
| 5
| 3.4
| 110
| 53
|
27:94
| 59
| 0.0038
| false
| false
|
MaxPos6%;MaxSector25%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 26
| -1
| 3
| null |
BrokerD
|
MKT
| 89
| 3
| 1
| -24
| -46
| -5
| -14
| null | null |
Normal monitoring
| 181
| 3.2
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0447
|
P1483
|
2024-09-29
|
Trust
|
USD
| 658,603
| 9.9
| 1
| 69.7
|
Comm:21.4;Materials:13.1;RealEstate:21.9;Financials:22.0;Utilities:21.6
|
Value:8.8;Growth:28.1;Quality:18.9;Size:14.2;Momentum:18.4;LowVol:11.6
|
XLF:21.5;IEF:14.3;BND:13.0;QQQ:25.6;VNQ:6.5;MUB:19.0
| 2.6
| 90
| 10.6
|
Volatile
| 21.2
| 4.28
| 3.8
| 135
| 68
|
38:108
| 69
| 0.0113
| false
| false
|
NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 32
| 13
| 8
| null |
BrokerA
|
LMT
| 100
| 2
| 7
| 103
| 221
| -40
| 13
| null | null |
Normal monitoring
| 187
| 1.6
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0448
|
P1882
|
2025-03-28
|
Roth
|
USD
| 1,587,726
| 9.5
| 1
| 55.3
|
Financials:16.7;Comm:47.1;Consumer:36.2
|
Value:17.9;Growth:22.8;Quality:12.1;Size:20.7;Momentum:18.2;LowVol:8.3
|
AMZN:21.6;QQQ:29.5;MSFT:12.8;BRK.B:13.0;VOO:23.1
| 3.2
| 211
| 17.1
|
Sideways
| 20.5
| 3.52
| 3.2
| 109
| -2
|
-24:50
| 55
| 0.0054
| false
| true
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -12
| -15
| 6
| null |
BrokerC
|
VWAP
| 98
| 3
| 5
| 11
| 140
| -43
| 30
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 140
| 1.7
|
SuggestedEdits
| 2
|
Within IPS guidelines
|
E0449
|
P3598
|
2025-05-15
|
401k
|
USD
| 269,237
| 15.2
| 1
| 35.2
|
Energy:23.9;Comm:37.0;Health:39.1
|
Value:16.3;Growth:21.8;Quality:21.3;Size:9.8;Momentum:18.1;LowVol:12.8
|
BRK.B:18.3;TSLA:12.0;IEF:17.8;AAPL:18.6;VNQ:10.9;XLF:22.4
| 4.7
| 126
| 8.9
|
Bull
| 11
| 3.96
| 2.4
| 87
| 15
|
-13:35
| 56
| 0.0077
| false
| false
|
ESGOnly;MaxPos6%;NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 0
| -17
| 11
| null |
BrokerA
|
VWAP
| 96
| 9
| 16
| 49
| 174
| -34
| 21
| null | null |
Normal monitoring
| 209
| 3
| null | 5
|
Within IPS guidelines
|
E0450
|
P1100
|
2024-08-28
|
401k
|
USD
| 173,547
| 10.7
| 1
| 64.9
|
RealEstate:26.1;Tech:14.3;Health:21.2;Consumer:9.0;Utilities:29.4
|
Value:22.7;Growth:10.8;Quality:18.9;Size:15.7;Momentum:20.6;LowVol:11.3
|
GLD:21.9;BRK.B:27.5;AMZN:10.2;VNQ:25.0;BND:15.5
| 2.7
| 107
| 13.2
|
Volatile
| 28.6
| 4.59
| 2.8
| 151
| 69
|
56:106
| 86
| 0.0152
| false
| false
|
NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 9
| 13
| 7
| null |
BrokerB
|
LMT
| 0
| 0
| 0
| 93
| 101
| 10
| -10
| null | null |
Normal monitoring
| 199
| 3.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0451
|
P7745
|
2024-10-26
|
Trust
|
USD
| 501,960
| 14.1
| 1
| 61.6
|
Health:18.4;Tech:14.8;RealEstate:35.7;Industrials:31.1
|
Value:10.7;Growth:27.0;Quality:13.6;Size:16.0;Momentum:19.4;LowVol:13.2
|
AMZN:11.8;BRK.B:21.7;AAPL:22.5;MUB:19.0;GLD:25.0
| 4.7
| 134
| 15.8
|
Bull
| 14.5
| 3.81
| 3.3
| 84
| 120
|
109:153
| 100
| 0.0176
| false
| false
|
MaxPos7%;MaxSector35%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -4
| -11
| 12
| null |
BrokerA
|
VWAP
| 92
| 10
| 8
| 61
| 113
| 5
| 31
| null | null |
Normal monitoring
| 144
| 3.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0452
|
P5183
|
2025-10-30
|
Trust
|
USD
| 1,500,550
| 4.6
| 1
| 59.8
|
Energy:13.1;Comm:37.7;Utilities:34.3;Tech:14.9
|
Value:16.7;Growth:15.4;Quality:17.7;Size:18.1;Momentum:22.7;LowVol:9.5
|
MUB:25.0;BRK.B:25.3;TSLA:13.8;VTI:15.3;AAPL:5.9;TLT:14.7
| 2.7
| 166
| 10.8
|
Bull
| 16.9
| 4.55
| 2.5
| 72
| 43
|
25:65
| 77
| 0.015
| false
| false
|
MaxPos6%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 9
| 5
| 2
| null |
BrokerC
|
VWAP
| 93
| 8
| 12
| 96
| 104
| 12
| -5
| null | null |
Normal monitoring
| 92
| 3.1
|
Approved
| 3
|
Tax-aware sells next window
|
E0453
|
P1142
|
2024-11-02
|
401k
|
USD
| 1,043,672
| 5
| 1.24
| 41.7
|
Materials:51.2;Comm:24.6;Health:24.2
|
Value:21.0;Growth:14.9;Quality:16.7;Size:15.3;Momentum:20.7;LowVol:11.5
|
TLT:33.0;AAPL:32.6;VOO:34.5
| 2.4
| 268
| 19.3
|
Volatile
| 31.1
| 4.82
| 2.3
| 165
| -43
|
-64:-17
| 30
| 0.0113
| false
| true
|
ESGOnly;MaxPos6%;MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 26
| -21
| 9
|
Delta:-0.18;Vega:0.02
|
BrokerC
|
LMT
| 98
| 8
| 8
| -58
| 68
| 12
| 36
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 196
| 2.5
| null | 5
|
Increase defensive factor exposure
|
E0454
|
P9207
|
2025-09-06
|
401k
|
USD
| 1,690,428
| 5.8
| 1
| 56.2
|
Utilities:23.3;Financials:16.9;Industrials:27.3;Consumer:16.9;Comm:15.5
|
Value:24.0;Growth:8.4;Quality:25.0;Size:9.7;Momentum:11.2;LowVol:21.8
|
HYG:16.0;TSLA:31.9;VNQ:27.4;BND:24.7
| 3.8
| 199
| 20.3
|
Bear
| 34.7
| 3.22
| 2.1
| 209
| -83
|
-97:-45
| 5
| 0.0095
| false
| false
|
ESGOnly;MaxSector30%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 34
| 3
| 1
| null |
BrokerC
|
MKT
| 99
| 4
| 9
| -59
| -10
| -13
| -14
| null | null |
Normal monitoring
| 96
| 3.3
|
Approved
| 4
|
Within IPS guidelines
|
E0455
|
P0098
|
2024-10-12
|
Roth
|
USD
| 1,113,675
| 6.3
| 1
| 56.1
|
Comm:25.9;RealEstate:21.1;Health:29.4;Utilities:23.6
|
Value:10.2;Growth:21.4;Quality:16.4;Size:16.0;Momentum:18.9;LowVol:17.0
|
HYG:17.4;TSLA:7.0;MUB:28.0;MSFT:25.7;GLD:15.6;VTI:6.2
| 3.1
| 175
| 18.3
|
Sideways
| 14.8
| 3.56
| 3.1
| 94
| 46
|
18:97
| 60
| 0.0131
| false
| true
|
MaxSector30%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 19
| -9
| 5
| null |
BrokerA
|
MKT
| 99
| 2
| 2
| 44
| 56
| -7
| -12
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 200
| 2.5
| null | 5
|
Tighten stops on momentum names
|
E0456
|
P7283
|
2024-07-27
|
401k
|
USD
| 753,518
| 11.1
| 1
| 62.3
|
Health:30.2;Materials:34.0;Financials:35.8
|
Value:13.5;Growth:22.3;Quality:14.2;Size:12.4;Momentum:21.6;LowVol:16.0
|
MUB:40.3;VOO:33.3;VTI:26.4
| 1.8
| 152
| 11.8
|
Bull
| 17.1
| 4.07
| 2.4
| 114
| 111
|
71:152
| 100
| 0.0107
| false
| false
|
NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| -11
| 10
| 10
| null |
BrokerB
|
LMT
| 92
| 3
| 8
| 84
| 90
| -5
| -16
| null | null |
Normal monitoring
| 217
| 2.4
| null | 3
|
Increase defensive factor exposure
|
E0457
|
P1098
|
2025-09-03
|
401k
|
USD
| 461,995
| 4.6
| 1
| 45.6
|
Industrials:44.3;Comm:38.9;Financials:16.8
|
Value:23.1;Growth:9.4;Quality:21.4;Size:18.6;Momentum:16.0;LowVol:11.5
|
XLF:20.2;AMZN:13.1;TLT:17.6;HYG:6.9;VTI:27.3;TSLA:14.9
| 1.8
| 171
| 20.4
|
Sideways
| 16.3
| 4.02
| 2.7
| 94
| 35
|
21:89
| 81
| 0.0167
| false
| true
|
MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 25
| -36
| 12
| null |
BrokerB
|
LMT
| 91
| 10
| 9
| -17
| -53
| -8
| 14
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 190
| 1
| null | 2
|
Monitor dispersion and breadth
|
E0458
|
P1757
|
2025-01-24
|
401k
|
USD
| 493,876
| 5.4
| 1.19
| 68.2
|
Comm:21.5;Health:29.8;Utilities:17.1;Consumer:31.6
|
Value:18.8;Growth:20.7;Quality:14.0;Size:11.0;Momentum:13.1;LowVol:22.3
|
BND:20.2;MSFT:22.0;IEF:25.4;VNQ:8.6;HYG:23.7
| 3.7
| 185
| 23.6
|
Bear
| 30.3
| 3.57
| 1.8
| 140
| -52
|
-82:-20
| 28
| 0.0176
| false
| false
|
MaxPos7%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -6
| -6
| 8
|
Delta:-0.07;Vega:0.09
|
BrokerC
|
LMT
| 88
| 11
| 19
| 80
| 144
| -52
| -3
| null | null |
Normal monitoring
| 198
| 2.6
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0459
|
P3337
|
2025-01-10
|
Taxable
|
USD
| 1,638,557
| 9.4
| 1
| 71.5
|
RealEstate:18.7;Energy:13.8;Comm:17.9;Materials:26.7;Utilities:22.9
|
Value:31.8;Growth:11.9;Quality:13.5;Size:17.0;Momentum:12.9;LowVol:12.8
|
AAPL:49.8;IEF:35.8;VTI:14.4
| 3.9
| 226
| 14.4
|
Sideways
| 18.3
| 3.78
| 3.4
| 114
| -17
|
-42:7
| 42
| 0.0148
| false
| true
|
MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -7
| 10
| null |
BrokerC
|
LMT
| 98
| 3
| 4
| 47
| 168
| -54
| 28
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 162
| 1.3
|
Approved
| 2
|
Tax-aware sells next window
|
E0460
|
P6114
|
2024-11-19
|
IRA
|
USD
| 634,173
| 8.6
| 1
| 56.4
|
Industrials:44.1;RealEstate:15.3;Utilities:40.6
|
Value:17.4;Growth:17.7;Quality:16.6;Size:13.2;Momentum:16.0;LowVol:19.1
|
XLF:7.4;IEF:27.0;BND:12.1;QQQ:27.2;GLD:14.5;AMZN:11.8
| 2
| 171
| 19.6
|
Bull
| 13.1
| 4.19
| 3.2
| 120
| 32
|
3:48
| 66
| 0.0098
| false
| true
|
MaxPos7%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 11
| 7
| 4
| null |
BrokerD
|
MKT
| 95
| 9
| 10
| -36
| -34
| -14
| -15
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 180
| 2.3
|
Approved
| 2
|
Tighten stops on momentum names
|
E0461
|
P8765
|
2025-10-10
|
401k
|
USD
| 672,764
| 6.9
| 1
| 45.9
|
Comm:20.2;Tech:23.8;Industrials:25.5;RealEstate:8.5;Utilities:22.0
|
Value:17.1;Growth:18.7;Quality:8.4;Size:12.9;Momentum:23.4;LowVol:19.6
|
MUB:29.7;VNQ:26.4;TSLA:22.5;AMZN:21.4
| 4.8
| 197
| 21.7
|
Bull
| 12
| 4.38
| 2.9
| 104
| 28
|
-11:44
| 48
| 0.013
| false
| true
| null | null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 25
| -33
| 4
| null |
BrokerA
|
LMT
| 96
| 10
| 9
| 80
| 202
| -9
| -25
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 161
| 2.3
|
Approved
| 4
|
Tighten stops on momentum names
|
E0462
|
P1988
|
2024-10-19
|
Roth
|
USD
| 1,064,803
| 3.6
| 1
| 43.4
|
Tech:29.5;Energy:12.7;Industrials:27.0;RealEstate:30.8
|
Value:12.7;Growth:11.8;Quality:22.2;Size:9.4;Momentum:22.1;LowVol:21.8
|
HYG:18.4;AAPL:16.3;VNQ:25.5;TLT:14.6;AMZN:25.3
| 6.5
| 218
| 27.2
|
Bear
| 29.7
| 3.01
| 1.4
| 196
| -1
|
-41:24
| 51
| 0.0083
| true
| true
|
ESGOnly
|
MaxPosExceeded
|
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -5
| -13
| 9
| null |
BrokerC
|
MKT
| 97
| 7
| 10
| 20
| -13
| 19
| 17
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 135
| 1.4
| null | 5
|
Increase defensive factor exposure
|
E0463
|
P2609
|
2024-11-20
|
Trust
|
USD
| 281,451
| 17
| 1
| 57.6
|
Health:35.2;Comm:21.7;Utilities:43.1
|
Value:9.2;Growth:15.6;Quality:17.2;Size:22.9;Momentum:25.7;LowVol:9.4
|
MUB:7.6;VTI:13.9;VOO:8.6;HYG:24.9;MSFT:11.0;QQQ:33.9
| 4.4
| 144
| 13.1
|
Volatile
| 26.5
| 4.05
| 4.5
| 122
| 30
|
-9:81
| 78
| 0.0199
| false
| false
|
ESGOnly;MaxSector25%;NoMargin
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -6
| -12
| 10
|
Delta:-0.1;Vega:0.07
|
BrokerD
|
MKT
| 95
| 1
| 0
| 32
| 2
| -57
| -2
| null | null |
Normal monitoring
| 132
| 3.3
|
Approved
| 3
|
Tax-aware sells next window
|
E0464
|
P1835
|
2024-07-30
|
Trust
|
USD
| 1,714,252
| 5.6
| 1.2
| 50.5
|
Consumer:24.4;Utilities:20.0;Comm:20.7;Materials:11.2;RealEstate:23.7
|
Value:21.4;Growth:17.1;Quality:17.5;Size:14.1;Momentum:15.9;LowVol:14.0
|
BND:28.1;VNQ:41.3;VTI:30.5
| 6.5
| 225
| 22.5
|
Volatile
| 24.8
| 3.57
| 2.9
| 118
| -24
|
-39:18
| 43
| 0.0134
| true
| true
| null | null |
DriftNear;VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| -12
| -7
| 4
| null |
BrokerB
|
LMT
| 92
| 5
| 9
| 38
| 49
| -14
| 36
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 214
| 1.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0465
|
P9323
|
2025-05-19
|
Taxable
|
USD
| 1,653,200
| 9.1
| 1
| 41.8
|
Industrials:21.9;Comm:16.4;Utilities:13.9;Financials:25.5;Tech:22.2
|
Value:16.1;Growth:24.5;Quality:9.5;Size:18.4;Momentum:12.3;LowVol:19.3
|
AAPL:17.2;TSLA:39.2;TLT:23.5;VNQ:20.1
| 2.6
| 151
| 12.5
|
Bull
| 16.6
| 3.93
| 2
| 100
| 43
|
30:81
| 89
| 0.0052
| false
| false
|
MaxPos6%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 10
| -33
| 4
| null |
BrokerD
|
VWAP
| 100
| 3
| 3
| -44
| 29
| 0
| 1
| null | null |
Normal monitoring
| 128
| 2.8
|
Approved
| 3
|
Tax-aware sells next window
|
E0466
|
P0709
|
2025-04-04
|
Trust
|
USD
| 702,677
| 14.5
| 1
| 52.4
|
RealEstate:29.1;Utilities:15.2;Energy:34.8;Health:20.9
|
Value:18.5;Growth:10.8;Quality:13.4;Size:15.3;Momentum:16.3;LowVol:25.7
|
VOO:20.4;BRK.B:48.3;IEF:31.3
| 4.4
| 110
| 7.5
|
Volatile
| 24.3
| 5.24
| 3.2
| 115
| -39
|
-65:-17
| 36
| 0.0161
| false
| false
|
MaxPos7%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 18
| -26
| 3
| null |
BrokerA
|
MKT
| 90
| 11
| 17
| -53
| 59
| -39
| 3
| null | null |
Normal monitoring
| 203
| 2.9
|
Approved
| 4
|
Tighten stops on momentum names
|
E0467
|
P1152
|
2024-07-28
|
Trust
|
USD
| 1,322,065
| 7.8
| 1
| 64.2
|
Health:23.6;Financials:29.2;Materials:18.6;Tech:28.6
|
Value:20.2;Growth:21.8;Quality:13.6;Size:8.5;Momentum:17.9;LowVol:18.0
|
BRK.B:28.2;MUB:28.9;MSFT:12.3;VOO:19.4;VTI:11.2
| 2.8
| 208
| 27.4
|
Volatile
| 28.8
| 3.74
| 3.3
| 144
| 60
|
42:85
| 72
| 0.0085
| false
| true
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -2
| -17
| 3
| null |
BrokerC
|
MKT
| 96
| 1
| 9
| -4
| -22
| 3
| 18
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 98
| 3.5
| null | 5
|
Within IPS guidelines
|
E0468
|
P4957
|
2024-09-14
|
401k
|
USD
| 2,474,091
| 8.5
| 1
| 51.5
|
Consumer:30.5;Materials:26.8;Tech:21.1;Utilities:21.6
|
Value:23.4;Growth:7.7;Quality:16.1;Size:19.4;Momentum:22.1;LowVol:11.3
|
BRK.B:42.7;TLT:23.5;TSLA:33.8
| 5.3
| 194
| 19.8
|
Volatile
| 21.5
| 5.38
| 2.5
| 173
| -3
|
-37:41
| 50
| 0.0133
| false
| true
|
MaxPos6%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 26
| -35
| 8
| null |
BrokerC
|
MKT
| 95
| 7
| 15
| -56
| 80
| 15
| 8
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 151
| 1.4
|
Rejected
| 3
|
Tax-aware sells next window
|
E0469
|
P2132
|
2024-12-14
|
Roth
|
USD
| 305,586
| 8.4
| 1
| 62.8
|
Materials:43.1;Comm:38.6;Health:18.3
|
Value:15.3;Growth:15.9;Quality:18.0;Size:14.4;Momentum:15.6;LowVol:20.8
|
VNQ:37.3;BRK.B:26.2;AAPL:20.1;AMZN:16.4
| 4.4
| 188
| 24.4
|
Bull
| 16.2
| 4.68
| 2
| 97
| 31
|
10:71
| 56
| 0.0168
| false
| false
|
MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 31
| -2
| 2
| null |
BrokerA
|
MKT
| 97
| 11
| 14
| 26
| 18
| 20
| -17
| null | null |
Normal monitoring
| 172
| 2.9
| null | 3
|
Tighten stops on momentum names
|
E0470
|
P3965
|
2025-12-08
|
Taxable
|
USD
| 2,180,897
| 5.2
| 1.21
| 68.1
|
Financials:52.0;Tech:30.0;Comm:18.0
|
Value:14.6;Growth:10.9;Quality:20.2;Size:21.5;Momentum:21.3;LowVol:11.5
|
AAPL:32.5;HYG:32.7;TSLA:7.7;AMZN:18.9;VOO:8.2
| 1.6
| 225
| 15.7
|
Bull
| 14.3
| 3.6
| 3
| 99
| 55
|
45:75
| 72
| 0.0097
| false
| true
|
MaxPos7%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -7
| 14
| 6
|
Delta:-0.15;Vega:0.03
|
BrokerB
|
LMT
| 97
| 11
| 11
| 68
| 61
| -44
| -7
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 128
| 1.1
| null | 4
|
Tighten stops on momentum names
|
E0471
|
P4364
|
2025-01-20
|
Taxable
|
USD
| 555,995
| 15.7
| 1
| 47
|
Consumer:26.0;Financials:25.6;Tech:26.1;Utilities:22.4
|
Value:16.0;Growth:20.7;Quality:18.9;Size:12.1;Momentum:19.7;LowVol:12.6
|
BND:21.3;VOO:8.6;VNQ:7.1;TSLA:19.8;GLD:25.3;BRK.B:17.9
| 3.4
| 153
| 13.6
|
Volatile
| 27.9
| 5.02
| 2.6
| 136
| 62
|
47:85
| 83
| 0.0184
| false
| false
|
MaxSector30%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 12
| 10
| 1
| null |
BrokerA
|
LMT
| 89
| 10
| 13
| 91
| 157
| -33
| 27
| null | null |
Normal monitoring
| 99
| 1.5
|
Approved
| 3
|
Tighten stops on momentum names
|
E0472
|
P7145
|
2025-07-18
|
Trust
|
USD
| 851,792
| 16.5
| 1
| 71.6
|
Tech:30.4;Consumer:16.7;Industrials:20.6;RealEstate:32.2
|
Value:21.6;Growth:11.4;Quality:7.4;Size:23.9;Momentum:22.0;LowVol:13.7
|
AMZN:9.8;MUB:27.8;BRK.B:27.2;QQQ:35.2
| 4.2
| 111
| 11.4
|
Bull
| 17.9
| 4.61
| 2.9
| 109
| 63
|
25:103
| 75
| 0.0104
| false
| false
|
MaxSector30%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 13
| 0
| 4
| null |
BrokerA
|
MKT
| 88
| 9
| 6
| -24
| 50
| -35
| 38
| null | null |
Normal monitoring
| 151
| 4
|
Approved
| 4
|
Increase defensive factor exposure
|
E0473
|
P0566
|
2025-10-20
|
Roth
|
USD
| 815,150
| 7.5
| 1
| 52.6
|
Comm:15.5;Financials:36.7;Utilities:47.7
|
Value:13.5;Growth:20.9;Quality:25.0;Size:10.2;Momentum:15.3;LowVol:15.1
|
VTI:29.3;BRK.B:16.0;IEF:13.8;AAPL:21.4;MSFT:19.5
| 3
| 112
| 10.1
|
Volatile
| 21.4
| 3.95
| 4.4
| 155
| 45
|
17:85
| 56
| 0.0119
| false
| false
|
MaxPos8%;MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 33
| 11
| 6
| null |
BrokerC
|
LMT
| 96
| 6
| 14
| 109
| 109
| 13
| 6
| null | null |
Normal monitoring
| 209
| 1.5
|
Approved
| 5
|
Increase defensive factor exposure
|
E0474
|
P6045
|
2025-09-19
|
Roth
|
USD
| 959,872
| 3.5
| 1.07
| 55.7
|
Tech:22.8;Health:13.9;RealEstate:25.9;Utilities:23.8;Materials:13.6
|
Value:14.7;Growth:25.7;Quality:11.2;Size:9.1;Momentum:18.5;LowVol:20.9
|
HYG:23.8;VTI:25.6;AAPL:38.6;TLT:12.0
| 3.8
| 277
| 26.9
|
Bull
| 12.3
| 3.64
| 3
| 89
| 116
|
82:170
| 100
| 0.0089
| false
| true
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 9
| -7
| 6
| null |
BrokerC
|
LMT
| 91
| 3
| 7
| 92
| 129
| -56
| 5
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 128
| 2.4
|
Approved
| 5
|
Within IPS guidelines
|
E0475
|
P3144
|
2025-08-02
|
401k
|
USD
| 904,330
| 9.3
| 1
| 52.8
|
Consumer:27.1;Financials:20.5;Utilities:52.4
|
Value:16.0;Growth:14.3;Quality:21.0;Size:18.6;Momentum:8.7;LowVol:21.3
|
GLD:26.5;HYG:22.7;VOO:23.5;VNQ:5.5;BND:14.8;TSLA:7.0
| 4.1
| 133
| 10.4
|
Volatile
| 24.1
| 4.26
| 3.4
| 123
| -38
|
-50:9
| 33
| 0.0062
| false
| false
|
ESGOnly;MaxPos5%;MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 17
| -33
| 6
| null |
BrokerA
|
MKT
| 92
| 8
| 13
| 44
| 36
| -6
| -5
| null | null |
Normal monitoring
| 202
| 2.9
|
Approved
| 5
|
Within IPS guidelines
|
E0476
|
P1454
|
2024-12-11
|
Roth
|
USD
| 1,852,638
| 6.8
| 1
| 48.4
|
Health:30.9;Utilities:48.0;Comm:21.1
|
Value:11.0;Growth:20.0;Quality:9.3;Size:20.6;Momentum:16.5;LowVol:22.6
|
VOO:21.3;AAPL:19.5;MUB:11.4;XLF:18.7;VNQ:6.5;VTI:22.6
| 4.7
| 153
| 15.4
|
Volatile
| 25.5
| 5.4
| 4
| 112
| 67
|
40:94
| 82
| 0.0139
| false
| false
| null | null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| -5
| 11
| 9
| null |
BrokerD
|
LMT
| 96
| 3
| 9
| 99
| 60
| -45
| -14
| null | null |
Normal monitoring
| 205
| 2.4
| null | 4
|
Within IPS guidelines
|
E0477
|
P4062
|
2025-06-07
|
IRA
|
USD
| 308,144
| 10.3
| 1
| 70.6
|
Health:23.5;Materials:10.1;RealEstate:28.1;Consumer:12.3;Energy:26.1
|
Value:8.6;Growth:23.0;Quality:15.7;Size:19.0;Momentum:12.2;LowVol:21.5
|
TSLA:47.1;MSFT:23.6;TLT:29.3
| 2.8
| 169
| 11
|
Sideways
| 16.8
| 4.97
| 2.6
| 123
| 36
|
7:54
| 56
| 0.015
| false
| false
|
MaxPos7%;MaxSector30%;NoMargin
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| -8
| -39
| 5
| null |
BrokerD
|
MKT
| 0
| 0
| 0
| 109
| 171
| -34
| -25
| null | null |
Normal monitoring
| 144
| 2.8
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0478
|
P4440
|
2025-03-10
|
401k
|
USD
| 891,704
| 7
| 1
| 37.9
|
Energy:22.8;RealEstate:23.1;Consumer:10.7;Tech:27.9;Comm:15.4
|
Value:10.9;Growth:13.6;Quality:16.9;Size:22.4;Momentum:12.4;LowVol:23.9
|
QQQ:33.0;GLD:27.6;MSFT:39.4
| 5.1
| 129
| 21
|
Volatile
| 26.3
| 4.37
| 4.5
| 114
| -21
|
-39:20
| 27
| 0.0144
| false
| false
|
ESGOnly;MaxPos8%;MaxSector35%
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 24
| -30
| 2
| null |
BrokerD
|
LMT
| 88
| 10
| 11
| -17
| 58
| -38
| -7
| null | null |
Normal monitoring
| 142
| 1.8
|
Approved
| 3
|
Within IPS guidelines
|
E0479
|
P8814
|
2025-08-11
|
Roth
|
USD
| 455,844
| 10.1
| 1
| 53.3
|
Tech:31.8;Materials:32.9;Health:35.4
|
Value:16.7;Growth:17.7;Quality:16.8;Size:9.5;Momentum:17.1;LowVol:22.2
|
VOO:16.6;TLT:11.7;MUB:26.3;TSLA:22.4;AAPL:23.0
| 4.9
| 126
| 12.8
|
Bull
| 11.5
| 4.8
| 2.3
| 72
| 31
|
4:58
| 56
| 0.0146
| false
| false
|
MaxPos6%;MaxSector35%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 12
| -26
| 10
| null |
BrokerB
|
LMT
| 95
| 12
| 9
| 92
| 88
| -37
| -19
| null | null |
Normal monitoring
| 171
| 3.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0480
|
P5577
|
2025-08-20
|
IRA
|
USD
| 1,697,527
| 5
| 1
| 39.2
|
Comm:24.7;Health:37.8;Financials:37.5
|
Value:15.7;Growth:10.1;Quality:11.7;Size:8.8;Momentum:27.1;LowVol:26.7
|
MSFT:43.1;QQQ:28.9;TLT:27.9
| 6.5
| 255
| 15.6
|
Bull
| 17.1
| 4.98
| 2.1
| 76
| 29
|
6:82
| 63
| 0.0136
| true
| true
|
MaxPos7%
| null |
DriftNear;VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 13
| 12
| 10
| null |
BrokerB
|
MKT
| 89
| 11
| 17
| 3
| 115
| -16
| 26
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 163
| 2.7
|
Approved
| 2
|
Tighten stops on momentum names
|
E0481
|
P7353
|
2025-08-21
|
Trust
|
USD
| 1,360,035
| 6.9
| 1
| 40.5
|
Industrials:19.3;Financials:23.5;Materials:25.3;Energy:31.9
|
Value:19.5;Growth:18.2;Quality:17.3;Size:12.6;Momentum:20.6;LowVol:11.8
|
MUB:40.4;GLD:19.2;AAPL:20.9;VTI:19.5
| 5.5
| 194
| 16.8
|
Bear
| 27.2
| 4.04
| 2.8
| 176
| -50
|
-80:-8
| 24
| 0.0096
| false
| true
|
MaxPos6%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 17
| -39
| 4
| null |
BrokerB
|
LMT
| 91
| 8
| 10
| -23
| -52
| 10
| 30
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 218
| 1.5
|
Approved
| 5
|
Increase defensive factor exposure
|
E0482
|
P1259
|
2025-07-19
|
Roth
|
USD
| 812,363
| 5.2
| 1
| 37.4
|
Tech:32.0;Energy:11.3;Comm:13.8;Financials:31.5;Health:11.4
|
Value:23.8;Growth:16.2;Quality:11.5;Size:12.0;Momentum:10.8;LowVol:25.7
|
QQQ:24.4;AMZN:20.3;HYG:34.6;BRK.B:20.7
| 7
| 278
| 26.8
|
Volatile
| 24.1
| 4.97
| 4
| 147
| 41
|
31:65
| 60
| 0.0083
| true
| true
|
MaxSector25%
| null |
DriftNear;VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 3
| -9
| 8
| null |
BrokerD
|
LMT
| 93
| 6
| 13
| 8
| 50
| -32
| 32
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 193
| 3
|
SuggestedEdits
| 4
|
Tax-aware sells next window
|
E0483
|
P3124
|
2025-02-01
|
401k
|
USD
| 1,316,319
| 6.4
| 1
| 50
|
Financials:29.2;Utilities:19.4;Materials:36.1;Health:15.3
|
Value:12.3;Growth:23.4;Quality:13.6;Size:15.6;Momentum:15.6;LowVol:19.6
|
AAPL:6.8;MSFT:19.0;GLD:9.5;AMZN:22.3;VTI:19.5;TLT:22.9
| 2.5
| 176
| 16
|
Bull
| 12.5
| 3.93
| 2.8
| 87
| 66
|
35:113
| 95
| 0.0041
| false
| false
|
MaxPos6%
| null | null |
Sell
|
Trim extended winner -1.0%
| -9
| -32
| 4
| null |
BrokerD
|
LMT
| 100
| 9
| 15
| 49
| 58
| -38
| -13
| null | null |
Normal monitoring
| 182
| 3.9
|
Approved
| 3
|
Increase defensive factor exposure
|
E0484
|
P6042
|
2025-02-13
|
401k
|
USD
| 826,532
| 5.3
| 1
| 36.2
|
Utilities:10.2;RealEstate:21.8;Consumer:24.1;Comm:22.4;Tech:21.5
|
Value:19.3;Growth:9.9;Quality:21.4;Size:12.5;Momentum:15.9;LowVol:21.0
|
IEF:29.2;QQQ:51.2;TLT:19.5
| 2.9
| 161
| 16.8
|
Bull
| 16.4
| 4.86
| 3
| 97
| 40
|
3:84
| 64
| 0.0034
| false
| false
|
MaxPos6%;MaxSector30%
| null | null |
NoAction
|
Within policy bands; defer
| 9
| -21
| 6
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| 72
| 137
| -57
| 18
| null | null |
Normal monitoring
| 91
| 2.3
| null | 4
|
Increase defensive factor exposure
|
E0485
|
P8004
|
2024-09-18
|
Trust
|
USD
| 384,514
| 4.8
| 1
| 69.7
|
RealEstate:27.5;Utilities:12.5;Materials:27.4;Energy:32.6
|
Value:9.0;Growth:20.8;Quality:22.3;Size:24.6;Momentum:10.4;LowVol:12.9
|
TLT:25.3;VOO:18.0;TSLA:16.9;QQQ:8.5;AAPL:21.7;MUB:9.5
| 4.2
| 186
| 22.4
|
Bull
| 14.8
| 4.5
| 3.5
| 88
| 66
|
46:118
| 78
| 0.0165
| false
| false
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -29
| 8
| null |
BrokerA
|
MKT
| 95
| 11
| 9
| 66
| 167
| -2
| 4
| null | null |
Normal monitoring
| 94
| 1.2
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0486
|
P1199
|
2025-11-05
|
Trust
|
USD
| 266,146
| 13.8
| 1
| 44.5
|
Utilities:23.4;Consumer:12.2;Comm:19.7;Tech:18.6;Energy:26.2
|
Value:9.2;Growth:11.3;Quality:19.0;Size:22.0;Momentum:21.6;LowVol:16.9
|
TSLA:10.4;GLD:32.3;MUB:22.8;VTI:24.5;TLT:10.1
| 1.7
| 126
| 14.4
|
Bull
| 11.2
| 4.82
| 2.3
| 102
| 52
|
35:76
| 85
| 0.0074
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 31
| -25
| 2
| null |
BrokerD
|
MKT
| 90
| 2
| 9
| 50
| 52
| -3
| -20
| null | null |
Normal monitoring
| 198
| 1.4
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0487
|
P1795
|
2025-08-11
|
Roth
|
USD
| 2,266,370
| 5.3
| 1
| 53.2
|
Materials:24.9;Tech:43.2;Financials:14.6;Consumer:17.2
|
Value:15.0;Growth:15.1;Quality:11.3;Size:22.2;Momentum:14.1;LowVol:22.3
|
MUB:18.5;BRK.B:19.4;TLT:31.7;HYG:30.4
| 5.2
| 229
| 15.6
|
Bear
| 26.2
| 4.03
| 2.7
| 140
| -112
|
-126:-89
| 5
| 0.0052
| false
| true
| null | null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -2
| -32
| 12
| null |
BrokerC
|
MKT
| 97
| 7
| 11
| -58
| -53
| -60
| 13
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 158
| 2.7
| null | 2
|
Within IPS guidelines
|
E0488
|
P6923
|
2025-05-30
|
Roth
|
USD
| 546,226
| 14.5
| 1
| 72.8
|
Health:22.8;Energy:52.1;Consumer:25.1
|
Value:12.6;Growth:11.6;Quality:18.7;Size:13.8;Momentum:23.8;LowVol:19.6
|
MSFT:9.1;XLF:21.7;TSLA:21.3;BRK.B:16.9;VOO:20.1;MUB:10.8
| 2.9
| 130
| 13.5
|
Sideways
| 19.6
| 4.68
| 2.2
| 94
| 39
|
20:69
| 84
| 0.0051
| false
| false
|
MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 33
| 14
| 2
| null |
BrokerD
|
VWAP
| 91
| 1
| 9
| 55
| 57
| -21
| 39
| null | null |
Normal monitoring
| 199
| 1.1
| null | 5
|
Within IPS guidelines
|
E0489
|
P6391
|
2025-10-14
|
Trust
|
USD
| 735,442
| 9.7
| 1
| 45.8
|
Financials:34.8;Industrials:29.1;RealEstate:36.1
|
Value:14.8;Growth:20.9;Quality:11.2;Size:21.6;Momentum:14.7;LowVol:16.9
|
TLT:26.2;BND:19.1;GLD:17.3;HYG:19.9;VOO:17.4
| 2.6
| 221
| 14.9
|
Bull
| 17.5
| 3.98
| 3.2
| 114
| 116
|
83:147
| 90
| 0.0189
| false
| true
|
MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| -27
| 1
|
Delta:-0.16;Vega:0.09
|
BrokerD
|
LMT
| 94
| 8
| 15
| 116
| 98
| 7
| -23
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 210
| 2.7
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0490
|
P0633
|
2025-07-13
|
IRA
|
USD
| 456,107
| 12.8
| 1
| 74
|
RealEstate:13.1;Industrials:26.6;Comm:32.0;Utilities:28.3
|
Value:12.0;Growth:21.6;Quality:18.6;Size:17.1;Momentum:12.4;LowVol:18.4
|
HYG:6.8;MSFT:21.8;VOO:9.5;BRK.B:14.1;QQQ:30.4;TSLA:17.3
| 1.2
| 138
| 15.4
|
Sideways
| 18.4
| 5
| 3.1
| 120
| 46
|
27:77
| 61
| 0.0037
| false
| false
|
MaxPos6%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| -13
| -14
| 2
| null |
BrokerB
|
MKT
| 0
| 0
| 0
| 76
| 98
| -53
| 12
| null | null |
Normal monitoring
| 170
| 3.7
|
Approved
| 3
|
Tax-aware sells next window
|
E0491
|
P3069
|
2025-06-19
|
401k
|
USD
| 541,512
| 16.5
| 1
| 52.4
|
Health:38.9;Energy:30.5;Financials:30.6
|
Value:24.6;Growth:8.5;Quality:22.1;Size:20.6;Momentum:9.2;LowVol:15.0
|
BRK.B:28.6;AMZN:13.3;TLT:29.0;MSFT:29.1
| 4.7
| 133
| 11.5
|
Bull
| 11.9
| 3.72
| 2.4
| 77
| 19
|
4:64
| 71
| 0.0066
| false
| false
|
MaxSector25%;NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 1
| -18
| 4
| null |
BrokerB
|
LMT
| 94
| 8
| 14
| 34
| 16
| -7
| 0
| null | null |
Normal monitoring
| 104
| 3.3
|
Approved
| 4
|
Tighten stops on momentum names
|
E0492
|
P1523
|
2025-08-17
|
Taxable
|
USD
| 1,519,323
| 5.9
| 1
| 46.1
|
Industrials:11.6;Consumer:22.6;Tech:29.3;Health:17.0;Materials:19.5
|
Value:15.3;Growth:18.5;Quality:21.3;Size:13.5;Momentum:23.7;LowVol:7.8
|
TSLA:17.2;GLD:14.3;VNQ:23.8;HYG:22.9;QQQ:10.8;IEF:11.2
| 4.7
| 180
| 18.3
|
Bull
| 18
| 4.47
| 2.9
| 75
| 110
|
98:138
| 93
| 0.0072
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -12
| -13
| 8
|
Delta:-0.11;Vega:0.04
|
BrokerD
|
MKT
| 93
| 1
| 0
| -48
| 18
| -26
| -18
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 107
| 1
| null | 4
|
Monitor dispersion and breadth
|
E0493
|
P4169
|
2025-08-29
|
Roth
|
USD
| 837,126
| 5.9
| 1
| 46.8
|
Industrials:32.0;Financials:32.9;Utilities:35.1
|
Value:18.4;Growth:11.5;Quality:21.7;Size:21.2;Momentum:9.9;LowVol:17.4
|
IEF:12.1;VOO:19.9;VTI:12.3;GLD:17.5;QQQ:13.3;AMZN:24.8
| 1.9
| 102
| 7.7
|
Volatile
| 29.3
| 4.04
| 3.4
| 177
| -24
|
-61:16
| 32
| 0.0072
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| -3
| 3
| 9
| null |
BrokerC
|
VWAP
| 100
| 9
| 13
| 111
| 193
| 12
| 26
| null | null |
Normal monitoring
| 176
| 2.2
| null | 3
|
Monitor dispersion and breadth
|
E0494
|
P2582
|
2025-07-26
|
IRA
|
USD
| 1,297,459
| 8.1
| 1.24
| 56
|
Energy:27.1;Utilities:12.8;Materials:24.2;Comm:20.2;Tech:15.8
|
Value:19.9;Growth:10.0;Quality:15.4;Size:20.8;Momentum:16.3;LowVol:17.6
|
QQQ:21.1;VTI:7.9;VOO:28.8;MUB:18.1;AMZN:6.9;XLF:17.3
| 2.4
| 251
| 26.7
|
Sideways
| 17
| 4
| 2.4
| 101
| 58
|
28:113
| 75
| 0.019
| false
| true
|
ESGOnly
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 29
| -39
| 7
|
Delta:-0.1;Vega:0.07
|
BrokerD
|
MKT
| 97
| 4
| 1
| -44
| 29
| 15
| -23
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 207
| 2.8
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0495
|
P0517
|
2024-07-22
|
IRA
|
USD
| 1,232,564
| 5.3
| 1
| 35.4
|
Industrials:45.1;Consumer:26.8;Tech:28.1
|
Value:8.7;Growth:11.2;Quality:10.5;Size:23.7;Momentum:28.1;LowVol:17.8
|
IEF:25.1;TSLA:34.5;GLD:40.4
| 2.3
| 151
| 13.2
|
Volatile
| 21.1
| 4.17
| 3.3
| 119
| 2
|
-13:39
| 66
| 0.0068
| false
| false
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -15
| -25
| 3
| null |
BrokerA
|
MKT
| 95
| 6
| 5
| 91
| 94
| 0
| 6
| null | null |
Normal monitoring
| 126
| 2.8
|
Approved
| 5
|
Tax-aware sells next window
|
E0496
|
P9253
|
2024-11-26
|
Taxable
|
USD
| 475,048
| 5.5
| 1
| 39.3
|
Industrials:33.1;Financials:12.6;Materials:27.3;Comm:13.1;RealEstate:13.8
|
Value:12.6;Growth:9.0;Quality:16.8;Size:26.1;Momentum:25.1;LowVol:10.3
|
BND:26.2;QQQ:29.0;HYG:28.6;MUB:16.2
| 2.2
| 136
| 13
|
Bull
| 12.7
| 3.94
| 3.4
| 113
| 75
|
53:96
| 90
| 0.0104
| false
| false
|
ESGOnly;MaxPos6%
| null | null |
Sell
|
Trim extended winner -1.0%
| -4
| 15
| 4
| null |
BrokerD
|
MKT
| 98
| 12
| 20
| -44
| -30
| 15
| 40
| null | null |
Normal monitoring
| 159
| 3.6
|
Approved
| 5
|
Within IPS guidelines
|
E0497
|
P0620
|
2025-05-02
|
Trust
|
USD
| 804,065
| 8.3
| 1.06
| 71.2
|
Tech:37.9;Consumer:31.5;Utilities:30.6
|
Value:19.3;Growth:12.3;Quality:17.7;Size:19.8;Momentum:15.3;LowVol:15.6
|
AAPL:23.3;MUB:46.4;HYG:30.2
| 1.6
| 158
| 16.9
|
Bull
| 13.1
| 4.21
| 2.9
| 71
| 77
|
60:100
| 91
| 0.0178
| false
| false
|
MaxSector30%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 21
| 7
| 7
| null |
BrokerA
|
LMT
| 97
| 4
| 4
| -19
| 86
| 13
| -19
| null | null |
Normal monitoring
| 180
| 1.4
| null | 5
|
Within IPS guidelines
|
E0498
|
P6565
|
2025-09-21
|
Trust
|
USD
| 725,373
| 7.8
| 1
| 51.5
|
Industrials:40.6;Comm:24.3;Health:35.1
|
Value:18.6;Growth:13.4;Quality:19.4;Size:19.4;Momentum:19.1;LowVol:10.0
|
TSLA:35.6;VOO:28.9;HYG:35.5
| 1.4
| 167
| 13
|
Volatile
| 30
| 4.24
| 3.5
| 140
| 51
|
15:104
| 86
| 0.0109
| false
| false
|
NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -13
| 11
| 10
| null |
BrokerB
|
MKT
| 97
| 12
| 10
| 65
| 148
| -14
| 39
| null | null |
Normal monitoring
| 164
| 3.7
| null | 4
|
Within IPS guidelines
|
E0499
|
P8372
|
2024-10-04
|
401k
|
USD
| 236,317
| 6.3
| 1
| 64.9
|
Financials:21.1;Comm:17.3;Health:20.7;RealEstate:40.8
|
Value:21.0;Growth:13.7;Quality:14.2;Size:17.2;Momentum:19.7;LowVol:14.2
|
TLT:31.3;MUB:32.9;MSFT:35.8
| 3.3
| 119
| 10.9
|
Sideways
| 16.9
| 3.79
| 3.1
| 124
| 35
|
14:83
| 58
| 0.0091
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -3
| -21
| 12
| null |
BrokerB
|
LMT
| 92
| 8
| 13
| 33
| 48
| 16
| -10
| null | null |
Normal monitoring
| 184
| 3.9
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0500
|
P7634
|
2024-10-23
|
IRA
|
USD
| 1,023,347
| 8.5
| 1.05
| 36.8
|
Financials:40.5;Materials:34.4;Energy:25.2
|
Value:13.6;Growth:18.6;Quality:13.8;Size:16.9;Momentum:9.4;LowVol:27.7
|
AAPL:31.5;AMZN:35.6;VOO:32.9
| 1.6
| 188
| 10.8
|
Bull
| 13.2
| 4.15
| 2
| 115
| 62
|
23:87
| 78
| 0.0121
| false
| true
|
MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 14
| 1
| 8
|
Delta:-0.19;Vega:0.06
|
BrokerD
|
LMT
| 90
| 2
| 4
| -50
| -46
| -41
| -4
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 204
| 2.8
| null | 2
|
Tax-aware sells next window
|
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