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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E0501
|
P0747
|
2025-12-11
|
IRA
|
USD
| 534,002
| 6.9
| 1
| 69.5
|
Materials:34.0;Industrials:32.2;Energy:18.3;Utilities:15.5
|
Value:14.9;Growth:18.9;Quality:15.0;Size:18.8;Momentum:17.3;LowVol:15.1
|
XLF:21.7;TSLA:29.6;AMZN:28.3;GLD:11.9;BRK.B:8.5
| 1.7
| 120
| 8.5
|
Bull
| 17.4
| 4.81
| 3
| 112
| 15
|
0:41
| 57
| 0.0176
| false
| false
|
MaxPos7%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 16
| 12
| 2
| null |
BrokerB
|
LMT
| 89
| 11
| 12
| 84
| 136
| -44
| 35
| null | null |
Normal monitoring
| 95
| 3.4
| null | 4
|
Tighten stops on momentum names
|
E0502
|
P3794
|
2024-10-18
|
Taxable
|
USD
| 725,520
| 17.4
| 1
| 67.1
|
Utilities:24.6;Materials:10.5;Consumer:23.0;Health:24.0;Financials:18.0
|
Value:13.3;Growth:23.2;Quality:17.9;Size:11.4;Momentum:14.1;LowVol:20.2
|
HYG:42.1;TSLA:28.1;XLF:12.7;VNQ:17.1
| 4.6
| 151
| 9.7
|
Sideways
| 16.9
| 4
| 3.1
| 100
| -11
|
-50:32
| 49
| 0.0171
| false
| false
|
ESGOnly;MaxPos8%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -9
| 10
| 4
| null |
BrokerD
|
VWAP
| 89
| 9
| 13
| 41
| 90
| -23
| -1
| null | null |
Normal monitoring
| 94
| 3.5
|
Approved
| 3
|
Tax-aware sells next window
|
E0503
|
P5137
|
2025-01-13
|
Roth
|
USD
| 763,338
| 7.5
| 1
| 46.2
|
Financials:18.3;RealEstate:33.8;Tech:16.8;Health:31.1
|
Value:15.9;Growth:16.6;Quality:14.6;Size:16.8;Momentum:16.2;LowVol:19.9
|
BND:19.8;QQQ:25.7;VOO:22.8;AMZN:31.8
| 4
| 176
| 19.2
|
Sideways
| 18
| 4.56
| 3.4
| 122
| 56
|
23:92
| 91
| 0.0171
| false
| true
|
ESGOnly;MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -7
| -24
| 2
|
Delta:-0.08;Vega:0.03
|
BrokerD
|
LMT
| 89
| 8
| 16
| -53
| -43
| -13
| 2
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 155
| 2.3
| null | 3
|
Monitor dispersion and breadth
|
E0504
|
P7291
|
2025-05-04
|
IRA
|
USD
| 2,335,146
| 7.5
| 1.09
| 48.4
|
Consumer:37.1;Tech:25.9;Financials:11.9;Industrials:25.1
|
Value:18.0;Growth:9.8;Quality:8.9;Size:15.6;Momentum:22.2;LowVol:25.4
|
TSLA:13.2;GLD:29.0;BND:24.5;MSFT:9.2;BRK.B:24.1
| 1.5
| 180
| 21.6
|
Bull
| 11.1
| 4.46
| 2.5
| 96
| 113
|
77:161
| 100
| 0.0083
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 12
| -14
| 2
|
Delta:-0.08;Vega:0.07
|
BrokerA
|
LMT
| 99
| 7
| 7
| -43
| -44
| 1
| -4
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 196
| 3.2
|
Approved
| 3
|
Tighten stops on momentum names
|
E0505
|
P0041
|
2025-11-16
|
Taxable
|
USD
| 509,822
| 9.3
| 1
| 35.3
|
Consumer:11.6;Industrials:12.1;Utilities:29.5;Financials:14.4;Comm:32.5
|
Value:21.5;Growth:22.5;Quality:11.3;Size:11.1;Momentum:15.4;LowVol:18.2
|
BND:32.9;VTI:52.0;HYG:15.0
| 1.3
| 166
| 14.7
|
Bull
| 16.7
| 4.41
| 3.3
| 86
| 52
|
42:103
| 70
| 0.0191
| false
| false
|
ESGOnly
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| -7
| -3
| 10
| null |
BrokerD
|
MKT
| 97
| 11
| 10
| 73
| 73
| 7
| -25
| null | null |
Normal monitoring
| 158
| 3.7
|
Approved
| 4
|
Increase defensive factor exposure
|
E0506
|
P5443
|
2025-05-16
|
Trust
|
USD
| 781,971
| 5
| 1
| 48.9
|
Materials:28.1;Health:17.8;RealEstate:24.7;Utilities:29.4
|
Value:19.3;Growth:17.5;Quality:14.9;Size:14.8;Momentum:18.3;LowVol:15.1
|
QQQ:38.6;TLT:23.4;VOO:38.0
| 6.4
| 274
| 18.4
|
Volatile
| 30.5
| 4.53
| 2
| 158
| 59
|
40:111
| 63
| 0.012
| true
| true
|
MaxPos8%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 22
| -32
| 10
| null |
BrokerB
|
MKT
| 99
| 3
| 5
| 23
| 26
| -31
| 3
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 146
| 1.9
|
Approved
| 4
|
Tax-aware sells next window
|
E0507
|
P3460
|
2025-04-24
|
401k
|
USD
| 572,131
| 17
| 1
| 44.4
|
Tech:17.2;Materials:18.5;Financials:27.4;Industrials:22.0;Comm:15.0
|
Value:8.2;Growth:10.9;Quality:26.6;Size:17.7;Momentum:17.8;LowVol:18.9
|
AMZN:25.9;IEF:30.7;AAPL:43.4
| 2.6
| 153
| 12.6
|
Sideways
| 21.7
| 3.57
| 3.2
| 122
| -18
|
-48:16
| 23
| 0.0123
| false
| false
|
ESGOnly
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 4
| 15
| 6
| null |
BrokerA
|
MKT
| 89
| 9
| 8
| -47
| -75
| 16
| 12
| null | null |
Normal monitoring
| 135
| 3.9
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0508
|
P6313
|
2025-05-22
|
Trust
|
USD
| 693,518
| 15.1
| 1
| 63.4
|
Comm:30.8;RealEstate:22.4;Energy:11.9;Materials:12.9;Financials:22.1
|
Value:14.5;Growth:12.9;Quality:22.3;Size:14.8;Momentum:20.2;LowVol:15.2
|
XLF:24.5;TLT:26.5;TSLA:6.8;HYG:31.4;QQQ:10.8
| 4.3
| 137
| 9.1
|
Volatile
| 23.4
| 4.95
| 4.2
| 171
| 1
|
-38:31
| 58
| 0.0054
| false
| false
|
MaxPos5%;MaxSector30%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 7
| -37
| 2
| null |
BrokerC
|
LMT
| 97
| 8
| 10
| 101
| 123
| 6
| 27
| null | null |
Normal monitoring
| 149
| 1.3
| null | 4
|
Tighten stops on momentum names
|
E0509
|
P9652
|
2024-10-06
|
IRA
|
USD
| 894,185
| 9
| 1
| 74.3
|
Energy:29.3;Tech:32.2;Materials:22.1;Industrials:16.3
|
Value:9.9;Growth:13.3;Quality:29.6;Size:20.2;Momentum:17.8;LowVol:9.2
|
HYG:47.6;BRK.B:29.2;MUB:23.2
| 2.7
| 164
| 10
|
Volatile
| 20.5
| 5.34
| 2.8
| 117
| -42
|
-75:-22
| 42
| 0.0168
| false
| false
|
NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| -13
| -40
| 10
| null |
BrokerC
|
MKT
| 90
| 6
| 4
| 37
| 21
| -42
| 25
| null | null |
Normal monitoring
| 170
| 3.8
|
Approved
| 4
|
Tax-aware sells next window
|
E0510
|
P3263
|
2025-04-03
|
IRA
|
USD
| 271,675
| 11.1
| 1
| 68.1
|
Tech:20.7;Consumer:26.3;RealEstate:16.0;Materials:8.9;Industrials:28.1
|
Value:19.7;Growth:9.7;Quality:23.4;Size:16.6;Momentum:17.5;LowVol:13.1
|
XLF:25.5;MUB:11.1;IEF:24.8;TSLA:38.6
| 4.2
| 94
| 10.9
|
Sideways
| 15.2
| 4.47
| 2.1
| 134
| -9
|
-27:38
| 59
| 0.0183
| false
| false
|
NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -12
| -11
| 7
| null |
BrokerC
|
LMT
| 98
| 12
| 16
| 4
| 5
| -15
| -2
| null | null |
Normal monitoring
| 147
| 1
| null | 3
|
Within IPS guidelines
|
E0511
|
P0295
|
2024-12-08
|
Taxable
|
USD
| 1,386,899
| 8.8
| 1
| 60.8
|
Industrials:37.9;Health:35.3;Tech:26.8
|
Value:18.9;Growth:9.2;Quality:17.7;Size:10.8;Momentum:20.1;LowVol:23.4
|
VNQ:20.5;TLT:24.6;QQQ:11.3;BND:20.2;IEF:10.5;XLF:12.8
| 2.5
| 166
| 16.1
|
Bull
| 14.6
| 3.59
| 3.5
| 108
| 90
|
67:120
| 82
| 0.0176
| false
| false
|
MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 32
| -37
| 8
| null |
BrokerC
|
LMT
| 94
| 4
| 11
| 55
| 156
| 15
| 16
| null | null |
Normal monitoring
| 218
| 2.8
|
Approved
| 5
|
Tax-aware sells next window
|
E0512
|
P0324
|
2024-07-14
|
401k
|
USD
| 1,106,536
| 7.5
| 1
| 45.7
|
Financials:20.4;Utilities:55.0;Energy:24.7
|
Value:12.8;Growth:20.7;Quality:22.5;Size:8.6;Momentum:24.1;LowVol:11.4
|
TSLA:32.5;TLT:25.8;HYG:26.0;BRK.B:15.8
| 1.6
| 163
| 13.7
|
Volatile
| 31.2
| 4.47
| 3.8
| 168
| -28
|
-50:-4
| 42
| 0.0117
| false
| false
|
MaxPos5%;MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -13
| -15
| 3
| null |
BrokerD
|
MKT
| 90
| 10
| 16
| 29
| 136
| -50
| 38
| null | null |
Normal monitoring
| 158
| 3.5
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0513
|
P7254
|
2025-03-06
|
Trust
|
USD
| 1,819,619
| 9.2
| 1
| 40.4
|
Tech:23.9;Energy:18.0;Financials:26.6;Industrials:31.5
|
Value:9.1;Growth:12.2;Quality:14.7;Size:23.6;Momentum:19.7;LowVol:20.7
|
GLD:28.7;TLT:35.1;TSLA:36.2
| 2.2
| 151
| 13.4
|
Volatile
| 25.9
| 5.19
| 4.4
| 124
| 18
|
-2:41
| 54
| 0.003
| false
| false
|
MaxPos8%;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 21
| 10
| 7
| null |
BrokerA
|
MKT
| 91
| 1
| 9
| 113
| 109
| -38
| -13
| null | null |
Normal monitoring
| 201
| 3.4
| null | 4
|
Within IPS guidelines
|
E0514
|
P8100
|
2024-08-04
|
Roth
|
USD
| 1,699,331
| 7.5
| 1.08
| 74
|
Materials:36.5;RealEstate:26.0;Utilities:37.5
|
Value:22.0;Growth:17.8;Quality:24.9;Size:8.9;Momentum:9.6;LowVol:16.9
|
HYG:28.7;GLD:8.8;MSFT:9.1;TLT:13.9;QQQ:18.4;VTI:21.1
| 2.4
| 240
| 27
|
Volatile
| 20.7
| 5.48
| 3.2
| 112
| -30
|
-40:-5
| 47
| 0.0198
| false
| true
|
ESGOnly
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 17
| 0
| 9
| null |
BrokerD
|
LMT
| 89
| 12
| 12
| -37
| 72
| 17
| 30
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 191
| 2.4
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0515
|
P4243
|
2025-02-09
|
401k
|
USD
| 1,709,117
| 8.4
| 1
| 36.2
|
Health:36.0;RealEstate:42.3;Industrials:21.7
|
Value:16.5;Growth:19.9;Quality:16.4;Size:12.9;Momentum:17.8;LowVol:16.4
|
MSFT:48.1;MUB:33.3;TLT:18.5
| 3.4
| 124
| 15.8
|
Bull
| 12.6
| 3.95
| 3.2
| 87
| 28
|
-4:54
| 63
| 0.0087
| false
| false
|
MaxPos5%;MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| 21
| -18
| 9
| null |
BrokerB
|
VWAP
| 100
| 11
| 12
| 117
| 245
| -34
| -7
| null | null |
Normal monitoring
| 162
| 2
| null | 3
|
Tighten stops on momentum names
|
E0516
|
P1739
|
2024-10-07
|
Taxable
|
USD
| 407,353
| 9.3
| 1
| 53.8
|
Comm:20.1;Health:21.7;Energy:25.7;Tech:32.6
|
Value:23.2;Growth:19.7;Quality:11.5;Size:11.0;Momentum:13.4;LowVol:21.3
|
TLT:16.8;IEF:26.8;AMZN:20.4;GLD:14.7;TSLA:21.2
| 4.7
| 119
| 12.6
|
Volatile
| 31.2
| 4.82
| 3.9
| 177
| 36
|
14:54
| 59
| 0.0073
| false
| false
|
ESGOnly;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 23
| 1
| 12
| null |
BrokerD
|
LMT
| 90
| 1
| 3
| -16
| -12
| -4
| 36
| null | null |
Normal monitoring
| 159
| 2.9
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0517
|
P7450
|
2024-12-23
|
IRA
|
USD
| 2,339,982
| 8.1
| 1
| 38.4
|
Consumer:19.8;Financials:16.0;Tech:12.6;Comm:19.7;Health:31.9
|
Value:20.1;Growth:8.1;Quality:21.4;Size:25.9;Momentum:14.1;LowVol:10.5
|
AMZN:21.1;VOO:34.8;XLF:27.5;TLT:16.6
| 5.4
| 230
| 16.3
|
Bull
| 11.9
| 3.56
| 2.4
| 107
| 69
|
36:111
| 80
| 0.0096
| false
| true
|
MaxPos8%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 19
| -24
| 10
| null |
BrokerA
|
MKT
| 91
| 1
| 8
| 61
| 149
| -38
| 9
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 164
| 2.9
| null | 2
|
Monitor dispersion and breadth
|
E0518
|
P4840
|
2024-09-08
|
Trust
|
USD
| 833,541
| 7.5
| 1
| 35.5
|
Consumer:15.7;Utilities:29.4;Tech:27.7;Energy:27.1
|
Value:7.8;Growth:13.8;Quality:23.0;Size:20.5;Momentum:21.5;LowVol:13.4
|
VTI:10.4;TSLA:21.5;BND:20.1;AAPL:19.8;BRK.B:28.2
| 4.7
| 152
| 9
|
Volatile
| 24.2
| 3.66
| 3.4
| 178
| -31
|
-54:-3
| 41
| 0.01
| false
| false
|
MaxSector35%
| null |
DriftNear;VarNear
|
Sell
|
Trim extended winner -1.0%
| 14
| -32
| 1
| null |
BrokerC
|
MKT
| 96
| 12
| 10
| 115
| 148
| -24
| -21
| null | null |
Normal monitoring
| 201
| 1.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0519
|
P1148
|
2025-10-24
|
Trust
|
USD
| 727,850
| 8.1
| 1
| 42.1
|
Health:35.6;Materials:17.4;Consumer:31.0;Energy:15.9
|
Value:15.0;Growth:22.7;Quality:12.4;Size:11.0;Momentum:15.0;LowVol:23.9
|
HYG:8.2;BRK.B:16.2;TSLA:18.9;VNQ:28.4;MUB:21.1;MSFT:7.3
| 3.9
| 108
| 14
|
Bull
| 14.1
| 4.73
| 2.9
| 109
| 65
|
45:111
| 92
| 0.0058
| false
| false
|
MaxSector30%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 34
| 12
| 5
| null |
BrokerD
|
MKT
| 93
| 4
| 10
| -13
| -33
| -49
| -10
| null | null |
Normal monitoring
| 157
| 2
| null | 4
|
Monitor dispersion and breadth
|
E0520
|
P2115
|
2025-07-30
|
Taxable
|
USD
| 684,976
| 6.9
| 1
| 36
|
RealEstate:49.0;Utilities:35.4;Materials:15.5
|
Value:16.4;Growth:17.6;Quality:19.7;Size:18.3;Momentum:10.7;LowVol:17.4
|
AAPL:26.0;MUB:36.7;TSLA:20.8;TLT:16.5
| 3.6
| 109
| 12.2
|
Bull
| 17.3
| 4.2
| 2.9
| 71
| 104
|
69:127
| 100
| 0.0137
| false
| false
|
ESGOnly;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| -7
| -3
| 1
| null |
BrokerC
|
VWAP
| 96
| 8
| 10
| 81
| 143
| 2
| 1
| null | null |
Normal monitoring
| 161
| 2.8
|
Approved
| 4
|
Tighten stops on momentum names
|
E0521
|
P8153
|
2025-01-08
|
Roth
|
USD
| 1,742,027
| 5.9
| 1.16
| 67.2
|
Health:36.1;RealEstate:28.2;Materials:35.7
|
Value:17.3;Growth:19.0;Quality:13.9;Size:20.0;Momentum:9.7;LowVol:20.1
|
XLF:35.7;TSLA:32.1;VOO:21.5;BRK.B:10.7
| 4.4
| 182
| 14.1
|
Bull
| 15.1
| 4.28
| 2.8
| 110
| 54
|
34:95
| 89
| 0.0182
| false
| true
|
MaxPos8%;MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 25
| -15
| 9
| null |
BrokerD
|
MKT
| 91
| 12
| 15
| 91
| 226
| -31
| 20
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 220
| 1
|
SuggestedEdits
| 4
|
Tighten stops on momentum names
|
E0522
|
P2082
|
2025-06-12
|
401k
|
USD
| 203,727
| 15.2
| 1
| 73.7
|
RealEstate:37.6;Health:35.0;Materials:27.4
|
Value:15.8;Growth:16.2;Quality:15.2;Size:13.3;Momentum:15.2;LowVol:24.3
|
QQQ:38.4;MSFT:28.9;IEF:32.8
| 2.2
| 149
| 13.8
|
Volatile
| 30.7
| 5.35
| 2.2
| 140
| 22
|
5:51
| 49
| 0.0097
| false
| false
|
MaxPos6%;MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| -3
| -5
| 1
| null |
BrokerC
|
MKT
| 93
| 4
| 9
| 42
| 89
| -44
| -20
| null | null |
Normal monitoring
| 154
| 3
|
Approved
| 3
|
Increase defensive factor exposure
|
E0523
|
P7617
|
2024-10-31
|
Taxable
|
USD
| 793,615
| 6.5
| 1
| 42.4
|
Tech:15.7;Health:24.0;Financials:25.7;Industrials:21.9;Materials:12.7
|
Value:19.8;Growth:16.7;Quality:10.7;Size:14.3;Momentum:15.0;LowVol:23.5
|
BND:12.5;VTI:22.2;VOO:17.5;MSFT:22.2;TLT:25.6
| 4.6
| 108
| 12.3
|
Bull
| 14
| 3.6
| 2.2
| 100
| 90
|
63:144
| 81
| 0.0066
| false
| false
|
NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 10
| -33
| 5
| null |
BrokerD
|
VWAP
| 98
| 9
| 14
| 20
| 8
| 19
| -14
| null | null |
Normal monitoring
| 143
| 4
|
Approved
| 3
|
Within IPS guidelines
|
E0524
|
P6827
|
2025-11-20
|
Taxable
|
USD
| 847,902
| 8.5
| 1
| 49
|
Financials:11.4;Consumer:23.2;RealEstate:18.1;Tech:30.3;Materials:17.0
|
Value:18.5;Growth:11.9;Quality:11.9;Size:16.8;Momentum:21.2;LowVol:19.6
|
VOO:46.7;GLD:15.4;MUB:18.0;XLF:19.8
| 3.7
| 197
| 21.9
|
Volatile
| 28.7
| 5.21
| 4.4
| 112
| -42
|
-66:-18
| 11
| 0.0044
| false
| true
|
ESGOnly;MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 7
| 14
| 1
| null |
BrokerB
|
VWAP
| 88
| 7
| 4
| 72
| 122
| -37
| -13
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 119
| 2.9
|
Approved
| 3
|
Within IPS guidelines
|
E0525
|
P2984
|
2024-11-21
|
Roth
|
USD
| 882,463
| 12.2
| 1
| 52.9
|
Health:52.7;Utilities:25.0;Tech:22.3
|
Value:21.2;Growth:26.5;Quality:20.7;Size:11.2;Momentum:10.6;LowVol:9.7
|
AAPL:38.4;AMZN:29.3;BRK.B:32.4
| 3.7
| 103
| 7.3
|
Bull
| 12.2
| 3.65
| 2.7
| 117
| 4
|
-22:23
| 58
| 0.0163
| false
| false
|
MaxPos5%;MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 13
| 0
| 8
| null |
BrokerA
|
MKT
| 89
| 6
| 6
| 69
| 65
| -33
| 38
| null | null |
Normal monitoring
| 195
| 3.4
|
Approved
| 3
|
Tighten stops on momentum names
|
E0526
|
P9228
|
2024-08-10
|
401k
|
USD
| 213,437
| 16
| 1
| 39.8
|
Industrials:23.5;Financials:17.1;Consumer:27.1;Comm:19.3;Utilities:12.9
|
Value:24.1;Growth:9.7;Quality:11.1;Size:24.4;Momentum:14.2;LowVol:16.6
|
VTI:8.5;VNQ:32.7;MUB:23.4;QQQ:35.4
| 1.3
| 121
| 10.7
|
Volatile
| 27.1
| 4.92
| 3.3
| 180
| -41
|
-80:9
| 25
| 0.0045
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 34
| -18
| 10
| null |
BrokerC
|
VWAP
| 94
| 6
| 6
| -8
| 33
| -45
| -6
| null | null |
Normal monitoring
| 190
| 2.9
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0527
|
P4642
|
2024-08-10
|
Roth
|
USD
| 583,501
| 7.8
| 1.16
| 59.6
|
RealEstate:31.8;Energy:15.2;Materials:32.0;Health:21.0
|
Value:17.5;Growth:14.0;Quality:13.1;Size:19.7;Momentum:22.3;LowVol:13.5
|
BRK.B:21.2;VTI:20.7;MSFT:17.5;TSLA:26.4;VNQ:14.2
| 3.9
| 211
| 26.7
|
Volatile
| 24.1
| 4.92
| 2.2
| 153
| 37
|
23:88
| 71
| 0.0103
| false
| true
|
MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 24
| -30
| 5
| null |
BrokerC
|
MKT
| 98
| 1
| 0
| 80
| 74
| -4
| -15
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 90
| 1
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0528
|
P4304
|
2024-08-14
|
Roth
|
USD
| 297,164
| 8.9
| 1
| 51.7
|
Comm:15.2;Consumer:29.3;Utilities:15.1;RealEstate:40.3
|
Value:13.2;Growth:14.2;Quality:9.0;Size:22.7;Momentum:12.7;LowVol:28.2
|
BRK.B:29.9;TSLA:14.5;GLD:18.5;MSFT:29.0;TLT:8.1
| 2.3
| 90
| 7.4
|
Volatile
| 30.1
| 4.9
| 2
| 149
| 1
|
-35:28
| 39
| 0.0094
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 25
| -38
| 11
| null |
BrokerD
|
LMT
| 92
| 4
| 2
| 78
| 93
| -42
| -7
| null | null |
Normal monitoring
| 191
| 1.7
|
Approved
| 3
|
Tax-aware sells next window
|
E0529
|
P3818
|
2025-09-07
|
Trust
|
USD
| 1,673,101
| 5.9
| 1
| 36.7
|
Financials:17.1;Industrials:27.3;Materials:22.2;Comm:9.2;RealEstate:24.2
|
Value:11.3;Growth:19.0;Quality:20.4;Size:14.6;Momentum:21.5;LowVol:13.2
|
AAPL:28.8;BRK.B:7.5;MSFT:22.5;VNQ:8.9;HYG:21.1;BND:11.3
| 1.6
| 218
| 11.2
|
Volatile
| 20.9
| 5.3
| 2
| 125
| 66
|
35:121
| 66
| 0.0107
| false
| true
|
MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 13
| -4
| 8
| null |
BrokerA
|
VWAP
| 90
| 5
| 11
| 7
| 30
| -40
| -11
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 207
| 2.5
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0530
|
P9291
|
2024-12-26
|
IRA
|
USD
| 857,293
| 6.9
| 1
| 54.8
|
Energy:19.8;Utilities:18.9;Comm:26.3;RealEstate:35.1
|
Value:14.9;Growth:12.8;Quality:25.9;Size:17.1;Momentum:16.8;LowVol:12.6
|
IEF:31.0;BND:22.5;TLT:15.8;AAPL:30.7
| 2.8
| 152
| 11.8
|
Bull
| 11.3
| 4.53
| 3.5
| 85
| 32
|
7:57
| 83
| 0.0071
| false
| false
|
ESGOnly
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 1
| -23
| 11
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| 34
| 101
| 14
| 22
| null | null |
Normal monitoring
| 136
| 3.6
|
Approved
| 3
|
Tax-aware sells next window
|
E0531
|
P7924
|
2025-10-15
|
401k
|
USD
| 558,373
| 9.3
| 1
| 45.1
|
Industrials:40.8;Materials:39.2;Comm:20.0
|
Value:9.2;Growth:16.0;Quality:23.8;Size:17.0;Momentum:17.0;LowVol:17.0
|
BRK.B:36.3;VOO:20.2;QQQ:43.5
| 4.5
| 140
| 16.2
|
Sideways
| 19.3
| 4.57
| 2.9
| 98
| -8
|
-38:27
| 56
| 0.0077
| false
| false
|
ESGOnly;MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -6
| -38
| 6
| null |
BrokerB
|
LMT
| 100
| 12
| 14
| -8
| 2
| -46
| 37
| null | null |
Normal monitoring
| 169
| 1.3
| null | 4
|
Within IPS guidelines
|
E0532
|
P2971
|
2024-12-02
|
Roth
|
USD
| 1,505,946
| 5.3
| 1
| 53.2
|
RealEstate:47.9;Utilities:30.5;Comm:21.6
|
Value:15.0;Growth:18.8;Quality:13.5;Size:12.6;Momentum:21.0;LowVol:19.0
|
GLD:26.0;BND:23.6;TLT:11.5;AAPL:13.3;QQQ:25.6
| 2.9
| 166
| 12.3
|
Bull
| 15.2
| 4.72
| 2.4
| 99
| 31
|
5:73
| 54
| 0.0105
| false
| false
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -4
| -7
| 9
| null |
BrokerA
|
MKT
| 95
| 10
| 18
| -18
| 84
| -1
| -1
| null | null |
Normal monitoring
| 191
| 3.4
| null | 5
|
Within IPS guidelines
|
E0533
|
P1691
|
2025-09-01
|
Taxable
|
USD
| 557,036
| 12.2
| 1
| 55.1
|
Materials:20.6;Financials:10.5;Health:9.0;Utilities:30.4;Tech:29.4
|
Value:14.5;Growth:7.3;Quality:14.6;Size:23.4;Momentum:20.5;LowVol:19.7
|
AAPL:17.7;VNQ:10.8;VTI:19.5;MUB:26.3;GLD:25.6
| 4.2
| 137
| 10.3
|
Bull
| 13.9
| 3.69
| 2.2
| 87
| 109
|
97:129
| 100
| 0.0148
| false
| false
|
ESGOnly;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 3
| -7
| 11
| null |
BrokerC
|
VWAP
| 99
| 8
| 6
| 107
| 229
| 6
| -13
| null | null |
Normal monitoring
| 92
| 1.2
| null | 5
|
Monitor dispersion and breadth
|
E0534
|
P9667
|
2025-05-04
|
Roth
|
USD
| 300,815
| 8.1
| 1
| 64.8
|
Tech:15.5;Materials:20.0;Comm:13.7;Consumer:35.0;Health:15.8
|
Value:18.1;Growth:18.0;Quality:9.9;Size:14.1;Momentum:20.2;LowVol:19.7
|
QQQ:16.6;HYG:20.7;MSFT:38.7;GLD:24.1
| 3.5
| 135
| 15.3
|
Sideways
| 15.3
| 3.75
| 2.5
| 113
| 45
|
9:74
| 75
| 0.0185
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 7
| 1
| 6
| null |
BrokerC
|
MKT
| 91
| 9
| 8
| -49
| -2
| 14
| 39
| null | null |
Normal monitoring
| 166
| 2.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E0535
|
P2289
|
2025-08-30
|
401k
|
USD
| 1,196,278
| 10
| 1
| 74.4
|
Energy:12.7;Consumer:8.7;Health:27.3;Utilities:25.2;Tech:26.1
|
Value:15.7;Growth:22.5;Quality:15.0;Size:20.0;Momentum:14.4;LowVol:12.4
|
QQQ:21.7;VOO:17.2;MUB:9.5;BRK.B:14.1;TSLA:19.5;BND:17.9
| 4.4
| 215
| 17.9
|
Bull
| 12.2
| 4.15
| 3.2
| 85
| 116
|
86:153
| 100
| 0.0193
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -9
| -35
| 4
|
Delta:-0.14;Vega:0.06
|
BrokerD
|
LMT
| 91
| 8
| 16
| -57
| 25
| -23
| -20
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 115
| 1.2
|
Approved
| 2
|
Increase defensive factor exposure
|
E0536
|
P6258
|
2025-05-06
|
401k
|
USD
| 858,546
| 6.2
| 1
| 50.2
|
Utilities:30.5;Financials:49.7;Health:19.7
|
Value:14.1;Growth:17.0;Quality:24.5;Size:11.8;Momentum:20.3;LowVol:12.2
|
TSLA:7.6;MSFT:17.8;VNQ:23.0;VOO:9.9;BND:28.8;MUB:13.0
| 5.9
| 120
| 20.8
|
Bull
| 15.3
| 4.46
| 2.9
| 115
| 81
|
47:113
| 87
| 0.0037
| false
| false
| null | null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 19
| -8
| 8
| null |
BrokerB
|
MKT
| 96
| 5
| 8
| -35
| 49
| -34
| 22
| null | null |
Normal monitoring
| 163
| 1.2
|
Approved
| 4
|
Tax-aware sells next window
|
E0537
|
P7268
|
2025-09-08
|
Taxable
|
USD
| 2,175,399
| 8.9
| 1
| 35.3
|
Industrials:31.6;Financials:50.9;Materials:17.5
|
Value:10.9;Growth:15.6;Quality:20.2;Size:18.6;Momentum:9.6;LowVol:25.2
|
MUB:18.5;MSFT:13.4;HYG:20.6;IEF:8.7;TSLA:38.7
| 3.4
| 135
| 11.1
|
Sideways
| 21.6
| 4.91
| 3.4
| 103
| 44
|
12:73
| 90
| 0.0164
| false
| false
|
MaxPos5%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -4
| -9
| 1
|
Delta:-0.23;Vega:0.08
|
BrokerD
|
LMT
| 98
| 12
| 9
| -56
| 47
| -8
| -10
| null | null |
Normal monitoring
| 176
| 3.9
|
Approved
| 5
|
Tax-aware sells next window
|
E0538
|
P5380
|
2025-08-05
|
Taxable
|
USD
| 527,128
| 7.2
| 1
| 37.6
|
Consumer:43.6;Comm:29.4;Materials:26.9
|
Value:19.2;Growth:15.2;Quality:18.1;Size:19.5;Momentum:9.3;LowVol:18.7
|
AAPL:17.3;GLD:36.6;HYG:13.6;VNQ:32.5
| 2.7
| 143
| 13.5
|
Bull
| 12.3
| 4.05
| 2.8
| 103
| 32
|
4:54
| 62
| 0.0188
| false
| false
|
NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 30
| -39
| 1
|
Delta:-0.18;Vega:0.05
|
BrokerC
|
MKT
| 93
| 12
| 14
| 103
| 112
| 18
| -20
| null | null |
Normal monitoring
| 136
| 2.4
| null | 5
|
Tax-aware sells next window
|
E0539
|
P5573
|
2025-03-13
|
IRA
|
USD
| 805,801
| 17.3
| 1
| 59
|
Utilities:21.5;Financials:46.9;Materials:31.6
|
Value:18.9;Growth:10.6;Quality:18.2;Size:17.1;Momentum:14.6;LowVol:20.6
|
VOO:23.3;VNQ:23.1;GLD:14.7;HYG:17.1;TLT:21.8
| 2.2
| 143
| 8.3
|
Sideways
| 17.5
| 3.78
| 3.3
| 106
| -24
|
-48:10
| 38
| 0.0126
| false
| false
| null | null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 16
| -31
| 11
|
Delta:-0.06;Vega:0.05
|
BrokerD
|
LMT
| 88
| 11
| 13
| -58
| 1
| -53
| -23
| null | null |
Normal monitoring
| 216
| 1.7
| null | 5
|
Increase defensive factor exposure
|
E0540
|
P0480
|
2025-02-24
|
Roth
|
USD
| 847,697
| 12.2
| 1
| 40
|
Health:17.4;Financials:27.0;Tech:35.7;Utilities:20.0
|
Value:19.2;Growth:24.2;Quality:15.8;Size:16.2;Momentum:11.4;LowVol:13.1
|
AAPL:20.1;TSLA:10.6;TLT:21.3;QQQ:15.3;XLF:16.7;VTI:16.1
| 4.7
| 153
| 13.9
|
Bull
| 16.3
| 4.62
| 2.1
| 73
| 80
|
50:102
| 90
| 0.0163
| false
| false
|
ESGOnly;MaxPos5%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 30
| -31
| 8
| null |
BrokerB
|
LMT
| 99
| 9
| 15
| 1
| -38
| -33
| 33
| null | null |
Normal monitoring
| 215
| 2.8
|
Approved
| 3
|
Tax-aware sells next window
|
E0541
|
P3810
|
2025-08-18
|
IRA
|
USD
| 2,376,141
| 8.4
| 1
| 42.4
|
Financials:25.7;Tech:12.3;Utilities:23.4;Materials:13.5;RealEstate:25.1
|
Value:9.1;Growth:17.0;Quality:9.4;Size:25.9;Momentum:19.5;LowVol:19.2
|
MUB:29.8;TLT:18.2;VTI:11.8;GLD:10.8;MSFT:29.4
| 3.8
| 170
| 14
|
Volatile
| 31
| 4.5
| 4.3
| 163
| -27
|
-39:2
| 52
| 0.0099
| false
| false
|
MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 0
| -33
| 6
| null |
BrokerB
|
MKT
| 98
| 4
| 11
| 11
| 109
| -48
| 16
| null | null |
Normal monitoring
| 187
| 3
| null | 5
|
Tax-aware sells next window
|
E0542
|
P5379
|
2024-08-21
|
Taxable
|
USD
| 414,755
| 14
| 1
| 71.9
|
Energy:17.3;Health:19.7;Utilities:19.7;Industrials:21.9;Materials:21.4
|
Value:12.1;Growth:29.3;Quality:14.0;Size:12.1;Momentum:12.3;LowVol:20.2
|
QQQ:50.0;XLF:15.9;BRK.B:18.8;AMZN:15.2
| 1.4
| 132
| 9.9
|
Bull
| 16.7
| 3.67
| 3.4
| 103
| 109
|
80:160
| 100
| 0.0163
| false
| false
|
MaxSector25%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 26
| 3
| 5
| null |
BrokerA
|
MKT
| 91
| 5
| 7
| 97
| 162
| -16
| 13
| null | null |
Normal monitoring
| 90
| 2.1
|
Approved
| 3
|
Increase defensive factor exposure
|
E0543
|
P1306
|
2025-02-12
|
Taxable
|
USD
| 1,520,145
| 5.7
| 1.13
| 57.5
|
Health:31.1;Comm:9.4;Utilities:17.7;Consumer:22.8;RealEstate:18.9
|
Value:11.6;Growth:10.5;Quality:22.6;Size:12.9;Momentum:24.9;LowVol:17.6
|
BND:12.0;BRK.B:24.8;TLT:12.3;MSFT:22.5;VOO:28.4
| 4.6
| 133
| 10.5
|
Volatile
| 28.5
| 5.16
| 2.3
| 161
| -47
|
-84:-29
| 22
| 0.0197
| false
| false
|
MaxPos7%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 28
| -29
| 12
| null |
BrokerC
|
MKT
| 97
| 4
| 1
| 38
| 78
| 2
| 22
| null | null |
Normal monitoring
| 161
| 1.5
| null | 3
|
Tax-aware sells next window
|
E0544
|
P3366
|
2024-10-13
|
Roth
|
USD
| 407,790
| 8.9
| 1
| 69.6
|
Comm:21.7;Utilities:26.9;Energy:20.4;Tech:31.1
|
Value:16.6;Growth:20.5;Quality:21.3;Size:11.9;Momentum:12.2;LowVol:17.6
|
TLT:13.7;TSLA:33.6;QQQ:33.0;VNQ:19.6
| 3.5
| 123
| 14.8
|
Sideways
| 20.8
| 3.55
| 2
| 134
| 26
|
11:67
| 64
| 0.009
| false
| false
| null | null | null |
Buy
|
Add core equity +1.0% from cash
| 17
| 7
| 3
| null |
BrokerC
|
LMT
| 99
| 6
| 7
| 47
| 145
| -58
| -8
| null | null |
Normal monitoring
| 161
| 3.1
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0545
|
P6275
|
2025-03-24
|
Taxable
|
USD
| 160,191
| 9.7
| 1
| 50.1
|
Comm:13.0;Industrials:22.6;Consumer:32.3;Health:16.7;Utilities:15.3
|
Value:9.4;Growth:21.9;Quality:24.2;Size:7.3;Momentum:15.5;LowVol:21.7
|
HYG:11.9;XLF:17.1;TSLA:10.8;VTI:14.9;MUB:20.4;QQQ:24.8
| 1.8
| 154
| 11.6
|
Volatile
| 20.6
| 4.98
| 3.8
| 159
| 2
|
-33:27
| 63
| 0.0093
| false
| false
|
MaxPos8%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 6
| -5
| 2
| null |
BrokerA
|
MKT
| 89
| 2
| 4
| 96
| 110
| -50
| -23
| null | null |
Normal monitoring
| 148
| 3.3
| null | 5
|
Monitor dispersion and breadth
|
E0546
|
P9169
|
2025-11-29
|
IRA
|
USD
| 460,144
| 11.1
| 1
| 45.4
|
Health:18.0;Energy:20.8;Industrials:26.9;Financials:23.2;Utilities:11.1
|
Value:16.6;Growth:21.7;Quality:12.6;Size:14.9;Momentum:16.3;LowVol:17.9
|
HYG:37.0;QQQ:22.4;MSFT:14.0;IEF:26.6
| 4.8
| 168
| 15.1
|
Volatile
| 29
| 4.22
| 2.5
| 113
| 59
|
43:98
| 75
| 0.0188
| false
| false
|
MaxPos7%;MaxSector30%;NoMargin
| null |
DriftNear;VarNear
|
Sell
|
Trim extended winner -1.0%
| -10
| -36
| 7
| null |
BrokerC
|
LMT
| 90
| 3
| 0
| 30
| 73
| 13
| 16
| null | null |
Normal monitoring
| 108
| 1.3
|
Approved
| 4
|
Increase defensive factor exposure
|
E0547
|
P5541
|
2024-07-29
|
401k
|
USD
| 1,424,721
| 7.3
| 1.08
| 71
|
Consumer:23.3;Energy:51.4;Health:25.3
|
Value:18.9;Growth:22.5;Quality:24.3;Size:12.5;Momentum:13.0;LowVol:8.7
|
AAPL:21.8;MSFT:20.4;GLD:26.0;IEF:16.9;TSLA:14.9
| 6.6
| 180
| 20.2
|
Bear
| 30.8
| 3.07
| 2
| 151
| 24
|
-16:74
| 46
| 0.01
| true
| false
|
MaxSector35%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 10
| -39
| 8
| null |
BrokerB
|
MKT
| 95
| 10
| 13
| -32
| 28
| -9
| 17
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 212
| 1.2
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0548
|
P0034
|
2024-09-06
|
401k
|
USD
| 667,275
| 8.5
| 1
| 64.8
|
Health:31.3;Comm:51.7;Utilities:17.0
|
Value:20.5;Growth:20.3;Quality:14.9;Size:23.1;Momentum:9.2;LowVol:12.1
|
MUB:41.3;TSLA:17.1;BRK.B:41.7
| 4.7
| 92
| 13
|
Bear
| 31.8
| 4.17
| 2.6
| 153
| -100
|
-126:-74
| 5
| 0.0043
| false
| false
|
MaxPos7%;NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| -1
| -25
| 3
| null |
BrokerA
|
MKT
| 89
| 5
| 8
| 54
| 25
| 10
| 34
| null | null |
Normal monitoring
| 142
| 2.4
| null | 3
|
Tax-aware sells next window
|
E0549
|
P5371
|
2025-02-08
|
Trust
|
USD
| 891,960
| 3
| 1.06
| 70.9
|
RealEstate:26.1;Utilities:9.5;Materials:19.6;Consumer:26.3;Comm:18.6
|
Value:18.5;Growth:9.3;Quality:21.7;Size:21.7;Momentum:12.5;LowVol:16.4
|
XLF:33.4;QQQ:30.5;VTI:36.1
| 6.8
| 225
| 26.7
|
Volatile
| 20.3
| 4.59
| 2.6
| 112
| 30
|
17:53
| 70
| 0.0179
| true
| true
| null | null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 26
| -1
| 5
| null |
BrokerA
|
LMT
| 99
| 10
| 15
| -11
| 35
| -38
| 13
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 168
| 2.4
| null | 2
|
Tighten stops on momentum names
|
E0550
|
P5606
|
2025-03-20
|
Taxable
|
USD
| 773,612
| 7.3
| 1
| 74.1
|
Tech:26.7;Financials:45.0;Consumer:28.3
|
Value:13.1;Growth:13.9;Quality:14.6;Size:22.5;Momentum:18.3;LowVol:17.6
|
BND:12.2;XLF:16.2;MUB:25.2;HYG:15.1;TLT:31.3
| 2.9
| 248
| 26.6
|
Sideways
| 19.5
| 4.79
| 2.3
| 103
| 33
|
18:84
| 49
| 0.0174
| false
| true
|
MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -10
| 0
| 12
| null |
BrokerC
|
MKT
| 88
| 2
| 2
| 48
| 89
| 16
| 17
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 182
| 1.7
|
Approved
| 5
|
Tax-aware sells next window
|
E0551
|
P9572
|
2024-09-15
|
Trust
|
USD
| 1,756,223
| 6.4
| 1
| 58.6
|
Financials:29.6;Health:34.5;Tech:35.8
|
Value:18.9;Growth:13.8;Quality:13.1;Size:16.4;Momentum:20.9;LowVol:16.9
|
VTI:22.3;TSLA:26.7;MUB:10.8;TLT:23.7;BND:16.5
| 2.1
| 137
| 20.4
|
Bear
| 30.3
| 3.76
| 3
| 205
| -56
|
-68:-24
| 23
| 0.013
| false
| false
|
ESGOnly
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| -6
| 8
|
Delta:-0.22;Vega:0.08
|
BrokerB
|
MKT
| 93
| 12
| 13
| 17
| 66
| 3
| -10
| null | null |
Normal monitoring
| 133
| 3.9
| null | 4
|
Increase defensive factor exposure
|
E0552
|
P8183
|
2025-02-28
|
Roth
|
USD
| 555,115
| 7.2
| 1
| 35.9
|
Energy:42.2;RealEstate:37.7;Health:20.2
|
Value:18.7;Growth:19.1;Quality:25.3;Size:10.6;Momentum:15.3;LowVol:11.0
|
GLD:8.5;AAPL:34.9;TLT:33.2;BRK.B:23.4
| 1.6
| 112
| 15.3
|
Sideways
| 14.9
| 3.72
| 2.5
| 94
| 13
|
-20:44
| 51
| 0.0091
| false
| false
|
MaxPos6%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 10
| -32
| 10
| null |
BrokerB
|
LMT
| 90
| 5
| 4
| -56
| -36
| -47
| 24
| null | null |
Normal monitoring
| 188
| 3.5
|
Approved
| 4
|
Tighten stops on momentum names
|
E0553
|
P4328
|
2024-11-16
|
IRA
|
USD
| 618,650
| 5.5
| 1
| 68.4
|
Utilities:23.3;Health:16.5;Financials:13.8;Tech:35.3;Materials:11.1
|
Value:8.7;Growth:22.4;Quality:17.1;Size:21.4;Momentum:19.8;LowVol:10.6
|
HYG:17.3;MUB:17.5;XLF:12.5;GLD:11.6;VNQ:18.1;VTI:23.1
| 3.3
| 122
| 16
|
Volatile
| 22.3
| 4.84
| 4.3
| 172
| 29
|
17:63
| 46
| 0.0081
| false
| false
|
MaxPos8%;MaxSector30%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 23
| -14
| 7
| null |
BrokerC
|
MKT
| 97
| 9
| 7
| -39
| 90
| -32
| 16
| null | null |
Normal monitoring
| 171
| 1.4
| null | 5
|
Within IPS guidelines
|
E0554
|
P9699
|
2025-07-03
|
Trust
|
USD
| 2,479,332
| 8.9
| 1.09
| 44.8
|
Comm:35.5;Financials:28.2;RealEstate:36.4
|
Value:20.7;Growth:18.8;Quality:10.7;Size:15.8;Momentum:20.5;LowVol:13.6
|
QQQ:15.9;MSFT:9.2;BRK.B:12.2;HYG:24.9;IEF:28.3;AMZN:9.5
| 4.3
| 163
| 15.5
|
Volatile
| 31.9
| 3.76
| 2.4
| 155
| 11
|
-17:66
| 38
| 0.0125
| false
| false
|
MaxPos6%
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| -15
| 13
| 3
| null |
BrokerD
|
LMT
| 0
| 0
| 0
| 45
| 9
| -20
| 40
| null | null |
Normal monitoring
| 174
| 2.4
|
Approved
| 3
|
Tax-aware sells next window
|
E0555
|
P3897
|
2025-05-14
|
Trust
|
USD
| 1,475,939
| 5.6
| 1
| 74.2
|
Comm:35.5;Tech:44.0;Industrials:20.5
|
Value:13.1;Growth:15.4;Quality:24.1;Size:11.4;Momentum:10.9;LowVol:25.0
|
IEF:10.8;XLF:20.9;VOO:13.7;QQQ:17.8;TSLA:17.7;MSFT:19.0
| 4.2
| 186
| 16.8
|
Volatile
| 31.7
| 5.04
| 2.5
| 146
| 26
|
-13:48
| 56
| 0.0078
| false
| true
|
ESGOnly;MaxPos7%;MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 1
| -30
| 3
| null |
BrokerA
|
LMT
| 93
| 7
| 7
| 101
| 138
| -22
| 21
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 121
| 3
|
SuggestedEdits
| 5
|
Increase defensive factor exposure
|
E0556
|
P9220
|
2025-04-01
|
Roth
|
USD
| 816,188
| 7.7
| 1
| 54.7
|
Financials:21.4;Utilities:20.9;Materials:17.1;Consumer:17.2;RealEstate:23.4
|
Value:19.3;Growth:18.3;Quality:20.8;Size:19.2;Momentum:9.8;LowVol:12.5
|
HYG:32.8;TSLA:31.6;QQQ:35.6
| 4.2
| 168
| 9.8
|
Bull
| 13.3
| 3.81
| 2.1
| 77
| 96
|
78:138
| 100
| 0.0191
| false
| false
|
ESGOnly;MaxPos7%
| null |
DriftNear;VarNear
|
Sell
|
Trim extended winner -1.0%
| 1
| 7
| 9
| null |
BrokerA
|
VWAP
| 93
| 2
| 3
| 55
| 156
| -3
| -19
| null | null |
Normal monitoring
| 202
| 2.5
|
Approved
| 4
|
Tighten stops on momentum names
|
E0557
|
P3944
|
2025-12-23
|
IRA
|
USD
| 362,233
| 6.5
| 1
| 54.1
|
Consumer:27.4;Financials:55.4;Tech:17.2
|
Value:19.9;Growth:16.5;Quality:16.5;Size:22.3;Momentum:16.6;LowVol:8.2
|
IEF:25.9;TSLA:24.6;BRK.B:20.4;VOO:17.2;GLD:12.1
| 2.8
| 260
| 18.7
|
Volatile
| 22.2
| 5.07
| 3.7
| 178
| -54
|
-66:-22
| 11
| 0.0061
| false
| true
|
MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| 8
| 9
| null |
BrokerB
|
LMT
| 90
| 8
| 7
| -9
| 73
| 10
| 26
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 141
| 1.9
| null | 2
|
Monitor dispersion and breadth
|
E0558
|
P5626
|
2024-10-24
|
Trust
|
USD
| 538,480
| 9.7
| 1
| 61.4
|
Health:50.5;Industrials:16.1;Energy:33.4
|
Value:18.8;Growth:14.9;Quality:9.3;Size:27.6;Momentum:10.0;LowVol:19.4
|
TSLA:35.9;IEF:40.4;XLF:23.8
| 1.3
| 155
| 7.6
|
Bull
| 11.9
| 4.43
| 2.8
| 90
| 107
|
81:132
| 87
| 0.0174
| false
| false
|
MaxSector25%;NoMargin
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 21
| -11
| 4
| null |
BrokerC
|
LMT
| 0
| 0
| 0
| 13
| 101
| -34
| 29
| null | null |
Normal monitoring
| 205
| 2.4
|
Approved
| 4
|
Within IPS guidelines
|
E0559
|
P9247
|
2025-02-09
|
Trust
|
USD
| 1,799,892
| 9.9
| 1.06
| 53.3
|
RealEstate:42.4;Consumer:37.8;Financials:19.8
|
Value:18.1;Growth:19.2;Quality:11.1;Size:17.7;Momentum:20.7;LowVol:13.2
|
BND:59.3;QQQ:16.4;BRK.B:24.3
| 2.6
| 222
| 15.3
|
Bull
| 17.2
| 3.69
| 2.4
| 84
| 32
|
-4:73
| 66
| 0.0121
| false
| true
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 18
| -2
| 11
| null |
BrokerA
|
MKT
| 97
| 3
| 5
| 34
| 122
| -53
| 36
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 189
| 3.1
|
Approved
| 4
|
Tax-aware sells next window
|
E0560
|
P3804
|
2025-06-21
|
Taxable
|
USD
| 760,354
| 8
| 1
| 40.5
|
Comm:20.2;Industrials:18.5;Consumer:20.6;RealEstate:19.4;Utilities:21.3
|
Value:7.1;Growth:16.7;Quality:23.4;Size:20.1;Momentum:10.8;LowVol:21.8
|
IEF:8.1;VOO:20.9;VNQ:15.0;VTI:14.9;BRK.B:11.1;XLF:29.9
| 1.4
| 108
| 10.9
|
Bear
| 33.5
| 3.09
| 2.3
| 179
| -71
|
-107:-24
| 20
| 0.0107
| false
| false
|
ESGOnly;MaxPos5%
| null | null |
Sell
|
Trim extended winner -1.0%
| -9
| -19
| 10
| null |
BrokerD
|
LMT
| 98
| 2
| 5
| 79
| 176
| -2
| 8
| null | null |
Normal monitoring
| 112
| 1.9
| null | 4
|
Increase defensive factor exposure
|
E0561
|
P4714
|
2025-08-06
|
401k
|
USD
| 1,479,606
| 5.2
| 1.08
| 58.1
|
Utilities:12.9;RealEstate:27.8;Comm:33.0;Consumer:26.3
|
Value:11.0;Growth:21.8;Quality:19.7;Size:11.3;Momentum:15.3;LowVol:21.0
|
IEF:20.3;MUB:20.2;VNQ:16.4;AMZN:10.1;TLT:14.5;AAPL:18.5
| 7
| 170
| 24.3
|
Bear
| 28.1
| 3.77
| 1.9
| 201
| -40
|
-71:-22
| 27
| 0.0139
| true
| false
| null | null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 32
| -27
| 4
|
Delta:-0.16;Vega:0.06
|
BrokerD
|
MKT
| 92
| 7
| 11
| 14
| 45
| -41
| 10
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 172
| 2.6
| null | 2
|
Tighten stops on momentum names
|
E0562
|
P4927
|
2024-07-28
|
401k
|
USD
| 752,593
| 9.8
| 1
| 54.6
|
Health:10.8;Industrials:8.8;Utilities:23.4;Comm:25.9;Energy:31.2
|
Value:21.5;Growth:11.0;Quality:24.5;Size:8.5;Momentum:20.9;LowVol:13.6
|
TSLA:13.3;AAPL:39.4;IEF:13.4;BND:33.9
| 4
| 199
| 18.1
|
Sideways
| 18.7
| 4.45
| 3.2
| 134
| -28
|
-63:18
| 38
| 0.009
| false
| true
|
MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| -15
| 1
| null |
BrokerB
|
LMT
| 96
| 11
| 10
| -34
| 102
| -12
| -22
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 208
| 1.2
|
SuggestedEdits
| 2
|
Increase defensive factor exposure
|
E0563
|
P6278
|
2025-04-27
|
IRA
|
USD
| 950,874
| 4.2
| 1
| 70.8
|
Health:24.1;Energy:24.6;Tech:24.8;Consumer:26.5
|
Value:15.8;Growth:13.2;Quality:19.0;Size:14.1;Momentum:19.8;LowVol:18.0
|
AMZN:15.1;BND:23.4;XLF:17.5;VOO:20.5;TSLA:13.9;BRK.B:9.6
| 5.1
| 141
| 12.8
|
Volatile
| 30.1
| 3.81
| 2.4
| 176
| -60
|
-83:-19
| 20
| 0.0133
| false
| false
|
MaxPos5%
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 16
| 7
| 1
| null |
BrokerC
|
VWAP
| 88
| 3
| 6
| 74
| 78
| 20
| -25
| null | null |
Normal monitoring
| 93
| 2.8
|
Approved
| 5
|
Increase defensive factor exposure
|
E0564
|
P9988
|
2025-03-07
|
Taxable
|
USD
| 677,480
| 6.5
| 1
| 74
|
Health:27.9;Energy:39.5;Financials:32.6
|
Value:13.7;Growth:25.7;Quality:8.3;Size:25.9;Momentum:9.0;LowVol:17.5
|
VTI:16.8;XLF:18.2;MSFT:33.9;VNQ:31.2
| 3.6
| 99
| 11.5
|
Bear
| 28.3
| 4.44
| 1.2
| 154
| -13
|
-46:18
| 43
| 0.0101
| false
| false
|
ESGOnly;MaxPos5%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 21
| -37
| 8
|
Delta:-0.19;Vega:0.09
|
BrokerB
|
MKT
| 96
| 10
| 17
| -4
| -19
| 18
| 10
| null | null |
Normal monitoring
| 216
| 1.7
| null | 3
|
Increase defensive factor exposure
|
E0565
|
P1324
|
2025-05-27
|
Taxable
|
USD
| 1,214,209
| 9.8
| 1
| 70.1
|
Materials:14.5;Industrials:27.3;RealEstate:23.8;Consumer:17.4;Health:17.0
|
Value:19.5;Growth:10.6;Quality:11.5;Size:19.4;Momentum:21.7;LowVol:17.4
|
MUB:28.6;AAPL:19.0;MSFT:52.4
| 5.6
| 128
| 12.8
|
Volatile
| 22.6
| 4.24
| 4.1
| 120
| -5
|
-18:12
| 45
| 0.016
| false
| false
|
MaxPos8%
| null |
DriftNear
|
NoAction
|
Within policy bands; defer
| 6
| -34
| 1
| null |
BrokerA
|
VWAP
| 0
| 0
| 0
| -21
| 113
| -16
| 31
| null | null |
Normal monitoring
| 122
| 3.2
|
Approved
| 3
|
Tax-aware sells next window
|
E0566
|
P7293
|
2025-02-15
|
Taxable
|
USD
| 1,170,359
| 3.4
| 1
| 59.5
|
Utilities:37.9;Tech:24.5;Financials:37.5
|
Value:14.0;Growth:17.6;Quality:13.3;Size:17.0;Momentum:21.8;LowVol:16.3
|
MSFT:11.4;VNQ:19.2;VTI:20.3;AMZN:19.9;HYG:18.4;QQQ:10.8
| 6.4
| 245
| 17.3
|
Bull
| 12.5
| 4.53
| 3.3
| 94
| 117
|
97:167
| 100
| 0.0125
| true
| true
| null |
MaxPosExceeded
|
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 28
| 13
| 1
|
Delta:-0.12;Vega:0.02
|
BrokerA
|
MKT
| 96
| 12
| 14
| 9
| 33
| 13
| -2
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 171
| 2.3
| null | 4
|
Tighten stops on momentum names
|
E0567
|
P5795
|
2024-10-06
|
Trust
|
USD
| 397,309
| 8.9
| 1
| 54.1
|
Financials:51.3;RealEstate:23.1;Utilities:25.6
|
Value:22.0;Growth:8.5;Quality:9.4;Size:24.3;Momentum:24.6;LowVol:11.2
|
TSLA:6.8;MUB:31.0;BRK.B:9.2;BND:9.7;HYG:22.3;AAPL:21.0
| 4.5
| 136
| 11.1
|
Sideways
| 21.9
| 4.73
| 2.2
| 127
| -22
|
-33:29
| 25
| 0.0145
| false
| false
|
ESGOnly;MaxPos8%;MaxSector30%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -11
| -11
| 2
|
Delta:-0.15;Vega:0.08
|
BrokerD
|
MKT
| 97
| 5
| 12
| 78
| 127
| -39
| 14
| null | null |
Normal monitoring
| 158
| 3.2
| null | 3
|
Monitor dispersion and breadth
|
E0568
|
P3108
|
2024-07-26
|
Taxable
|
USD
| 607,461
| 8
| 1
| 63.5
|
Comm:23.2;Industrials:20.0;Consumer:35.3;Materials:21.6
|
Value:13.7;Growth:21.0;Quality:10.3;Size:21.2;Momentum:22.5;LowVol:11.2
|
MUB:24.9;VTI:17.7;BND:13.2;GLD:11.3;VOO:24.3;VNQ:8.6
| 1.3
| 150
| 13.6
|
Volatile
| 24.9
| 3.84
| 2.9
| 127
| -25
|
-37:-2
| 20
| 0.0101
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| -4
| -30
| 1
| null |
BrokerA
|
LMT
| 90
| 4
| 6
| 31
| 16
| 0
| 31
| null | null |
Normal monitoring
| 153
| 3.8
| null | 5
|
Tax-aware sells next window
|
E0569
|
P2119
|
2025-05-31
|
IRA
|
USD
| 261,815
| 17.8
| 1
| 43.7
|
Energy:17.0;RealEstate:29.7;Comm:28.5;Financials:24.8
|
Value:19.8;Growth:14.7;Quality:19.6;Size:19.4;Momentum:17.9;LowVol:8.5
|
IEF:40.9;XLF:44.1;VTI:15.0
| 4.7
| 120
| 13.3
|
Bull
| 14.8
| 3.59
| 3.3
| 105
| 18
|
1:73
| 50
| 0.0143
| false
| false
|
MaxSector35%;NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 32
| -12
| 11
| null |
BrokerA
|
LMT
| 92
| 3
| 1
| 119
| 215
| -26
| 6
| null | null |
Normal monitoring
| 204
| 2.2
| null | 4
|
Monitor dispersion and breadth
|
E0570
|
P3288
|
2025-12-24
|
Taxable
|
USD
| 919,105
| 8
| 1
| 48.8
|
Materials:26.1;Consumer:25.9;RealEstate:22.8;Tech:25.2
|
Value:8.4;Growth:23.3;Quality:22.5;Size:24.1;Momentum:7.5;LowVol:14.2
|
XLF:19.0;BND:19.3;VOO:19.8;VTI:22.3;MSFT:13.7;BRK.B:5.8
| 3.9
| 218
| 17.1
|
Sideways
| 20.3
| 3.87
| 2.9
| 119
| 11
|
-6:60
| 46
| 0.012
| false
| true
|
MaxPos7%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -1
| 12
| 3
|
Delta:-0.13;Vega:0.05
|
BrokerC
|
LMT
| 91
| 5
| 13
| 11
| 139
| -31
| 19
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 132
| 2.8
| null | 4
|
Tax-aware sells next window
|
E0571
|
P3029
|
2025-01-15
|
Trust
|
USD
| 583,459
| 11.1
| 1
| 47.5
|
Tech:43.1;Health:26.4;RealEstate:30.5
|
Value:10.2;Growth:23.0;Quality:16.5;Size:24.3;Momentum:14.8;LowVol:11.2
|
VOO:17.0;BRK.B:33.4;AAPL:39.3;XLF:10.2
| 5
| 169
| 14.8
|
Bull
| 15.5
| 3.65
| 2.4
| 81
| 27
|
-1:56
| 63
| 0.0059
| false
| false
| null | null |
DriftNear;VarNear
|
NoAction
|
Within policy bands; defer
| -2
| -17
| 5
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| 47
| 129
| -8
| -7
| null | null |
Normal monitoring
| 154
| 1.3
| null | 4
|
Tighten stops on momentum names
|
E0572
|
P7215
|
2025-07-16
|
Roth
|
USD
| 810,941
| 12.4
| 1
| 51.4
|
Tech:19.8;Materials:40.2;Comm:40.0
|
Value:22.9;Growth:17.5;Quality:19.8;Size:9.3;Momentum:20.0;LowVol:10.5
|
HYG:21.3;AAPL:22.9;TLT:18.2;MUB:18.6;VNQ:14.0;VOO:4.9
| 4.6
| 160
| 15.9
|
Sideways
| 15.4
| 4.75
| 2
| 135
| 12
|
-2:41
| 56
| 0.0069
| false
| false
|
MaxSector35%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 24
| 7
| 3
| null |
BrokerB
|
VWAP
| 88
| 11
| 11
| -32
| 80
| -19
| -25
| null | null |
Normal monitoring
| 90
| 1.4
|
Approved
| 4
|
Tax-aware sells next window
|
E0573
|
P3571
|
2024-07-23
|
Taxable
|
USD
| 777,452
| 8.7
| 1
| 48.2
|
Energy:17.3;Materials:17.1;Financials:21.6;Consumer:20.8;Utilities:23.1
|
Value:20.0;Growth:14.2;Quality:15.6;Size:13.7;Momentum:15.0;LowVol:21.5
|
MSFT:8.3;HYG:22.0;VOO:28.1;TSLA:8.5;AAPL:8.5;XLF:24.5
| 4.3
| 196
| 15.3
|
Bull
| 14.6
| 4.25
| 2.4
| 80
| 24
|
-13:72
| 60
| 0.0081
| false
| false
| null | null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 14
| 11
| 1
| null |
BrokerC
|
LMT
| 90
| 10
| 17
| -8
| 13
| -15
| 36
| null | null |
Normal monitoring
| 190
| 1.3
| null | 5
|
Tighten stops on momentum names
|
E0574
|
P6787
|
2025-03-27
|
Taxable
|
USD
| 831,146
| 17.9
| 1
| 60.1
|
Energy:15.6;Materials:34.4;Industrials:35.5;Utilities:14.6
|
Value:19.7;Growth:21.1;Quality:14.8;Size:13.9;Momentum:14.6;LowVol:15.8
|
VNQ:24.7;VTI:20.5;MSFT:10.1;MUB:22.5;AMZN:22.3
| 1.9
| 159
| 15.5
|
Volatile
| 26.7
| 3.91
| 2.4
| 131
| -24
|
-54:3
| 51
| 0.0089
| false
| false
|
MaxPos6%;NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 17
| 13
| 5
| null |
BrokerA
|
MKT
| 91
| 4
| 7
| 57
| 35
| 2
| 37
| null | null |
Normal monitoring
| 191
| 2
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0575
|
P8528
|
2024-10-01
|
Trust
|
USD
| 666,362
| 15.9
| 1
| 67.9
|
Energy:15.1;Tech:26.8;Materials:22.3;RealEstate:35.8
|
Value:22.6;Growth:17.3;Quality:13.2;Size:18.7;Momentum:12.4;LowVol:15.8
|
VNQ:29.0;MUB:31.4;BRK.B:12.5;HYG:27.1
| 2.3
| 149
| 12.3
|
Bear
| 34.2
| 4.35
| 1.8
| 218
| 38
|
-2:66
| 51
| 0.0088
| false
| false
|
NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 10
| -30
| 4
| null |
BrokerD
|
LMT
| 0
| 0
| 0
| 61
| 184
| 12
| 9
| null | null |
Normal monitoring
| 169
| 3
| null | 3
|
Increase defensive factor exposure
|
E0576
|
P1295
|
2024-12-03
|
Trust
|
USD
| 1,660,179
| 7.4
| 1
| 44
|
Materials:33.1;Financials:19.9;Comm:31.0;RealEstate:16.1
|
Value:8.0;Growth:27.2;Quality:11.7;Size:10.8;Momentum:15.8;LowVol:26.5
|
VTI:36.7;XLF:46.3;HYG:17.0
| 4.6
| 207
| 16
|
Volatile
| 27.3
| 4.65
| 3.8
| 124
| 73
|
60:104
| 92
| 0.0113
| false
| true
|
MaxSector35%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 11
| 9
| 8
|
Delta:-0.24;Vega:0.08
|
BrokerA
|
LMT
| 96
| 6
| 14
| 52
| 70
| -17
| 34
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 134
| 3
|
Approved
| 2
|
Within IPS guidelines
|
E0577
|
P9358
|
2025-05-22
|
Trust
|
USD
| 982,375
| 7.1
| 1
| 71
|
RealEstate:18.9;Comm:32.1;Tech:26.2;Health:12.1;Consumer:10.7
|
Value:17.9;Growth:16.2;Quality:17.8;Size:18.6;Momentum:12.1;LowVol:17.4
|
VOO:18.5;XLF:25.6;HYG:55.9
| 4.4
| 221
| 21.6
|
Bear
| 33.1
| 3.35
| 1.1
| 209
| 9
|
-21:48
| 50
| 0.0089
| false
| true
|
MaxPos5%;MaxSector35%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 22
| -14
| 3
|
Delta:-0.06;Vega:0.04
|
BrokerB
|
MKT
| 99
| 10
| 13
| 26
| 103
| -39
| 26
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 105
| 2
|
Approved
| 3
|
Tax-aware sells next window
|
E0578
|
P6643
|
2025-09-28
|
Taxable
|
USD
| 1,541,561
| 4.2
| 1.22
| 43.3
|
Materials:40.1;Comm:29.1;Utilities:30.7
|
Value:17.1;Growth:18.9;Quality:16.8;Size:16.8;Momentum:14.5;LowVol:15.9
|
IEF:22.2;AMZN:17.7;BND:12.8;QQQ:22.9;VTI:5.7;TSLA:18.7
| 4.8
| 201
| 15.8
|
Bull
| 13.8
| 4.97
| 3
| 74
| 26
|
1:61
| 50
| 0.007
| false
| true
|
ESGOnly;MaxPos6%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -7
| -8
| 12
| null |
BrokerC
|
MKT
| 93
| 9
| 15
| -31
| 31
| -14
| -12
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 215
| 2.1
|
SuggestedEdits
| 5
|
Within IPS guidelines
|
E0579
|
P2367
|
2025-05-12
|
Taxable
|
USD
| 599,313
| 5.9
| 1
| 46
|
RealEstate:20.2;Tech:46.7;Energy:33.0
|
Value:25.2;Growth:10.2;Quality:21.3;Size:19.5;Momentum:12.0;LowVol:11.7
|
TSLA:30.3;MSFT:33.2;AAPL:28.5;HYG:8.0
| 2.2
| 127
| 15.6
|
Bull
| 14.8
| 4.65
| 3.3
| 120
| 44
|
22:68
| 79
| 0.0121
| false
| false
|
ESGOnly;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| -7
| -8
| 11
| null |
BrokerB
|
MKT
| 95
| 9
| 9
| 17
| 71
| 5
| -2
| null | null |
Normal monitoring
| 153
| 2.4
| null | 3
|
Increase defensive factor exposure
|
E0580
|
P3285
|
2024-09-05
|
Trust
|
USD
| 1,789,238
| 8.6
| 1
| 55.6
|
RealEstate:37.9;Utilities:15.1;Comm:14.5;Energy:32.5
|
Value:15.1;Growth:13.1;Quality:11.3;Size:23.4;Momentum:25.4;LowVol:11.5
|
TSLA:29.5;QQQ:27.2;VTI:14.8;BRK.B:28.5
| 1.6
| 209
| 17.8
|
Bull
| 11.8
| 3.72
| 2.6
| 102
| 7
|
-28:46
| 39
| 0.0118
| false
| true
|
ESGOnly
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 10
| -3
| 8
|
Delta:-0.23;Vega:0.08
|
BrokerD
|
MKT
| 95
| 12
| 17
| -56
| 1
| 0
| 8
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 99
| 0.8
|
SuggestedEdits
| 3
|
Tax-aware sells next window
|
E0581
|
P0662
|
2024-08-18
|
401k
|
USD
| 599,510
| 6.7
| 1
| 41.8
|
Utilities:31.2;Health:32.2;Industrials:36.6
|
Value:23.3;Growth:16.9;Quality:12.0;Size:13.4;Momentum:15.5;LowVol:18.9
|
MSFT:36.9;AAPL:43.2;VTI:19.9
| 3.3
| 153
| 11.2
|
Bull
| 17.5
| 3.64
| 2.7
| 95
| 6
|
-28:57
| 43
| 0.0109
| false
| false
|
ESGOnly;MaxSector30%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| -15
| -24
| 9
| null |
BrokerB
|
VWAP
| 96
| 12
| 17
| -35
| 66
| 7
| 1
| null | null |
Normal monitoring
| 148
| 3.9
|
Approved
| 4
|
Within IPS guidelines
|
E0582
|
P6576
|
2025-12-18
|
Taxable
|
USD
| 203,135
| 5.8
| 1
| 59.9
|
Industrials:25.8;Utilities:23.3;RealEstate:24.7;Tech:26.3
|
Value:21.6;Growth:22.7;Quality:14.8;Size:18.3;Momentum:10.2;LowVol:12.4
|
GLD:23.6;TSLA:32.8;BRK.B:18.6;TLT:25.0
| 4.8
| 110
| 7
|
Sideways
| 18.9
| 3.58
| 2.1
| 119
| 24
|
13:66
| 77
| 0.0174
| false
| false
|
ESGOnly;MaxPos6%
| null |
DriftNear
|
NoAction
|
Within policy bands; defer
| 1
| 6
| 6
| null |
BrokerB
|
LMT
| 0
| 0
| 0
| 10
| 49
| 20
| -25
| null | null |
Normal monitoring
| 137
| 3.6
| null | 5
|
Within IPS guidelines
|
E0583
|
P8866
|
2024-10-26
|
Trust
|
USD
| 1,780,826
| 5.7
| 1
| 68.4
|
Comm:19.0;Utilities:18.9;Financials:19.2;RealEstate:23.5;Consumer:19.5
|
Value:9.5;Growth:21.5;Quality:21.4;Size:16.3;Momentum:22.2;LowVol:9.1
|
TLT:32.8;QQQ:30.7;VTI:20.4;AMZN:16.1
| 4.9
| 259
| 20
|
Bull
| 11.8
| 4.41
| 3.1
| 119
| 6
|
-4:40
| 43
| 0.0085
| false
| true
|
ESGOnly;MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 35
| -36
| 12
|
Delta:-0.25;Vega:0.08
|
BrokerC
|
LMT
| 99
| 9
| 7
| 106
| 89
| -43
| 27
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 215
| 2.1
| null | 4
|
Within IPS guidelines
|
E0584
|
P5643
|
2025-05-21
|
Trust
|
USD
| 1,630,324
| 6.2
| 1
| 53.6
|
Health:17.9;Comm:14.2;Tech:21.4;Energy:29.8;Industrials:16.6
|
Value:13.6;Growth:8.6;Quality:23.0;Size:22.3;Momentum:18.5;LowVol:14.0
|
VNQ:32.3;MSFT:31.9;HYG:20.0;BRK.B:15.8
| 5.8
| 195
| 14.1
|
Bull
| 13.4
| 4.09
| 2.2
| 111
| 88
|
61:128
| 79
| 0.013
| false
| true
|
MaxPos6%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 31
| 11
| 6
| null |
BrokerA
|
LMT
| 96
| 12
| 9
| -38
| -75
| -24
| 8
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 138
| 2.6
| null | 4
|
Within IPS guidelines
|
E0585
|
P3877
|
2024-07-16
|
401k
|
USD
| 1,319,435
| 10
| 1
| 39.5
|
Tech:21.7;Health:24.2;Consumer:16.3;Financials:22.0;Comm:15.9
|
Value:16.9;Growth:20.9;Quality:23.6;Size:9.0;Momentum:9.4;LowVol:20.2
|
MSFT:16.3;BND:50.9;AMZN:32.8
| 1.8
| 144
| 16.1
|
Volatile
| 21.4
| 4.31
| 3.7
| 157
| -43
|
-73:-7
| 27
| 0.0046
| false
| false
|
MaxSector30%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 18
| -32
| 2
| null |
BrokerB
|
MKT
| 90
| 1
| 1
| 66
| 150
| -1
| 26
| null | null |
Normal monitoring
| 149
| 2.9
| null | 4
|
Tax-aware sells next window
|
E0586
|
P8961
|
2025-05-27
|
401k
|
USD
| 1,403,202
| 7.6
| 1
| 38.3
|
Comm:29.1;Utilities:19.7;Tech:24.2;RealEstate:27.1
|
Value:19.3;Growth:12.1;Quality:19.6;Size:16.4;Momentum:10.0;LowVol:22.5
|
AAPL:26.5;QQQ:38.8;VTI:34.6
| 6.4
| 160
| 20.9
|
Sideways
| 15.3
| 4.16
| 2.2
| 96
| -14
|
-39:39
| 59
| 0.0037
| true
| false
|
MaxPos5%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 4
| -21
| 3
| null |
BrokerA
|
MKT
| 91
| 4
| 11
| 76
| 194
| -52
| 36
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 162
| 2
| null | 4
|
Tighten stops on momentum names
|
E0587
|
P2573
|
2025-12-17
|
Taxable
|
USD
| 1,082,920
| 9.3
| 1
| 43.8
|
Materials:37.3;Energy:29.8;Health:32.9
|
Value:23.8;Growth:24.0;Quality:9.7;Size:12.9;Momentum:10.0;LowVol:19.6
|
BND:29.1;XLF:20.7;TLT:9.1;AAPL:12.6;HYG:22.1;VOO:6.4
| 2.8
| 214
| 10.4
|
Bear
| 30.3
| 3.56
| 1.3
| 158
| 2
|
-36:57
| 38
| 0.0148
| false
| true
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 6
| -27
| 6
| null |
BrokerD
|
LMT
| 95
| 9
| 17
| 80
| 161
| -58
| 11
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 110
| 2.9
|
SuggestedEdits
| 2
|
Monitor dispersion and breadth
|
E0588
|
P5191
|
2025-03-15
|
Trust
|
USD
| 1,656,649
| 3.6
| 1.15
| 68.4
|
Financials:33.4;Industrials:13.9;Energy:36.6;Health:16.1
|
Value:21.0;Growth:9.0;Quality:20.4;Size:17.9;Momentum:13.4;LowVol:18.3
|
AMZN:22.8;BRK.B:17.7;QQQ:26.2;XLF:21.8;IEF:11.5
| 4.3
| 196
| 18.1
|
Volatile
| 25.7
| 5.07
| 3.3
| 112
| -58
|
-82:-33
| 33
| 0.0071
| false
| false
|
ESGOnly
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 5
| 13
| 7
| null |
BrokerA
|
LMT
| 92
| 9
| 8
| -22
| -5
| -40
| 39
| null | null |
Normal monitoring
| 170
| 2.4
|
Approved
| 3
|
Tighten stops on momentum names
|
E0589
|
P9462
|
2024-11-03
|
Roth
|
USD
| 453,908
| 13.6
| 1
| 39
|
Energy:12.6;Financials:28.9;Consumer:31.6;Industrials:12.7;Health:14.1
|
Value:12.1;Growth:14.1;Quality:23.3;Size:26.5;Momentum:9.8;LowVol:14.2
|
MUB:35.6;QQQ:17.0;VNQ:12.5;GLD:22.5;BND:12.4
| 1.3
| 143
| 14
|
Bull
| 11.2
| 4.22
| 3.2
| 102
| 22
|
1:64
| 65
| 0.0196
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Sell
|
Trim extended winner -1.0%
| 23
| -40
| 3
| null |
BrokerA
|
LMT
| 90
| 1
| 5
| 82
| 204
| 15
| 8
| null | null |
Normal monitoring
| 116
| 1.3
|
Approved
| 3
|
Within IPS guidelines
|
E0590
|
P6518
|
2024-10-15
|
Trust
|
USD
| 629,041
| 7.7
| 1
| 69.6
|
Materials:24.1;Industrials:25.7;Tech:14.8;Utilities:10.2;Energy:25.1
|
Value:12.1;Growth:15.0;Quality:18.1;Size:17.3;Momentum:10.8;LowVol:26.6
|
TSLA:21.6;IEF:13.4;VNQ:16.3;TLT:8.1;AMZN:15.4;HYG:25.1
| 4.6
| 224
| 10.7
|
Sideways
| 18.4
| 4.42
| 2.4
| 122
| 2
|
-20:26
| 68
| 0.0176
| false
| true
|
MaxPos7%;MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| -36
| 4
|
Delta:-0.23;Vega:0.03
|
BrokerA
|
VWAP
| 93
| 12
| 9
| 29
| 76
| 11
| 36
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 107
| 1.6
|
SuggestedEdits
| 5
|
Increase defensive factor exposure
|
E0591
|
P2547
|
2025-01-23
|
IRA
|
USD
| 392,767
| 13.2
| 1
| 48.5
|
Financials:19.1;Comm:17.5;Industrials:21.7;Health:19.0;Consumer:22.8
|
Value:19.5;Growth:12.6;Quality:16.8;Size:14.3;Momentum:20.4;LowVol:16.3
|
HYG:8.1;MSFT:34.5;IEF:24.8;MUB:32.6
| 2.9
| 134
| 15.7
|
Volatile
| 30.2
| 4.18
| 3.5
| 124
| -3
|
-14:27
| 31
| 0.0047
| false
| false
|
ESGOnly;MaxPos7%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 30
| -34
| 1
| null |
BrokerC
|
MKT
| 89
| 11
| 15
| 51
| 111
| -50
| 35
| null | null |
Normal monitoring
| 209
| 3.3
|
Approved
| 4
|
Tighten stops on momentum names
|
E0592
|
P2468
|
2025-07-19
|
Taxable
|
USD
| 657,248
| 14.9
| 1
| 67.1
|
Comm:21.4;Tech:12.3;RealEstate:21.1;Energy:17.1;Health:28.2
|
Value:12.7;Growth:26.2;Quality:10.8;Size:10.0;Momentum:13.9;LowVol:26.4
|
GLD:27.3;VNQ:27.2;HYG:10.4;BND:18.1;MUB:16.9
| 1.1
| 100
| 8.5
|
Volatile
| 22.8
| 4.3
| 3.7
| 127
| 49
|
31:93
| 86
| 0.016
| false
| false
|
MaxPos8%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| -8
| 5
| 7
| null |
BrokerD
|
VWAP
| 0
| 0
| 0
| 68
| 135
| -50
| -20
| null | null |
Normal monitoring
| 94
| 3.3
| null | 4
|
Monitor dispersion and breadth
|
E0593
|
P5049
|
2024-10-06
|
IRA
|
USD
| 666,733
| 3.7
| 1
| 51.7
|
Industrials:21.6;Materials:13.3;Financials:19.2;Comm:19.9;RealEstate:26.1
|
Value:17.6;Growth:14.4;Quality:17.7;Size:23.3;Momentum:17.4;LowVol:9.6
|
MSFT:23.8;AAPL:20.9;BND:15.5;VOO:9.0;TLT:17.3;HYG:13.5
| 5.9
| 257
| 18.6
|
Volatile
| 26.9
| 3.6
| 2.5
| 167
| 75
|
40:101
| 82
| 0.0199
| false
| true
|
ESGOnly;MaxSector30%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 6
| -34
| 2
|
Delta:-0.15;Vega:0.07
|
BrokerB
|
LMT
| 93
| 3
| 11
| 22
| 140
| -33
| 22
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 134
| 3.3
|
SuggestedEdits
| 3
|
Tax-aware sells next window
|
E0594
|
P8752
|
2025-05-01
|
Trust
|
USD
| 546,613
| 6.9
| 1
| 39.6
|
Financials:50.6;Industrials:21.9;Energy:27.5
|
Value:9.2;Growth:17.8;Quality:16.2;Size:27.6;Momentum:11.3;LowVol:17.9
|
VTI:8.1;XLF:18.9;TSLA:12.5;VOO:12.9;BND:25.8;BRK.B:21.8
| 3.8
| 113
| 13.4
|
Bear
| 28.7
| 3.34
| 1
| 156
| -105
|
-140:-78
| 5
| 0.006
| false
| false
|
NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 1
| -4
| 11
| null |
BrokerA
|
MKT
| 99
| 11
| 19
| 113
| 173
| -56
| -17
| null | null |
Normal monitoring
| 155
| 2
| null | 4
|
Within IPS guidelines
|
E0595
|
P4404
|
2025-02-15
|
Trust
|
USD
| 351,189
| 17.3
| 1
| 51.3
|
Health:47.3;Financials:28.6;Energy:24.2
|
Value:12.3;Growth:20.3;Quality:20.3;Size:12.6;Momentum:17.4;LowVol:17.1
|
MUB:26.9;XLF:11.5;BND:22.0;BRK.B:39.6
| 2
| 108
| 11.8
|
Bull
| 15.4
| 3.67
| 2.2
| 110
| 1
|
-31:21
| 50
| 0.0101
| false
| false
|
MaxPos5%;MaxSector35%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 35
| 0
| 4
| null |
BrokerD
|
VWAP
| 91
| 9
| 16
| 38
| 154
| -41
| -5
| null | null |
Normal monitoring
| 190
| 3.9
|
Approved
| 3
|
Within IPS guidelines
|
E0596
|
P7676
|
2024-12-09
|
IRA
|
USD
| 419,999
| 15.7
| 1
| 63.3
|
Comm:49.7;Industrials:31.4;Consumer:18.9
|
Value:20.5;Growth:8.2;Quality:12.6;Size:23.8;Momentum:19.5;LowVol:15.4
|
VOO:28.8;BRK.B:54.0;QQQ:17.1
| 3.3
| 122
| 10
|
Sideways
| 14.8
| 3.57
| 2.1
| 123
| 46
|
17:87
| 83
| 0.0113
| false
| false
| null | null | null |
Buy
|
Add core equity +1.0% from cash
| 18
| -11
| 4
| null |
BrokerB
|
LMT
| 98
| 4
| 8
| -10
| 30
| -10
| -7
| null | null |
Normal monitoring
| 110
| 2.1
|
Approved
| 3
|
Tighten stops on momentum names
|
E0597
|
P3342
|
2025-04-28
|
Roth
|
USD
| 1,368,129
| 9
| 1.2
| 37.7
|
Tech:31.2;Financials:46.6;Industrials:22.2
|
Value:22.2;Growth:17.1;Quality:24.9;Size:16.0;Momentum:9.1;LowVol:10.7
|
XLF:32.9;BRK.B:19.5;IEF:32.8;MSFT:14.8
| 5.8
| 221
| 10.9
|
Bull
| 13.6
| 3.87
| 3.4
| 97
| 24
|
-8:64
| 55
| 0.0108
| false
| true
| null | null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -14
| -18
| 8
| null |
BrokerB
|
MKT
| 89
| 1
| 1
| -50
| -68
| 0
| 13
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 177
| 0.9
|
Approved
| 3
|
Within IPS guidelines
|
E0598
|
P4041
|
2025-10-15
|
401k
|
USD
| 1,059,449
| 7.1
| 1
| 72.5
|
Materials:27.6;Comm:24.3;RealEstate:19.6;Utilities:28.6
|
Value:10.7;Growth:16.5;Quality:16.7;Size:17.5;Momentum:14.6;LowVol:24.1
|
BRK.B:22.3;VTI:24.1;QQQ:25.1;IEF:28.5
| 5.1
| 187
| 21.8
|
Volatile
| 27.1
| 4.24
| 2.5
| 163
| 0
|
-18:32
| 62
| 0.0116
| false
| false
| null | null |
DriftNear;VarNear
|
NoAction
|
Within policy bands; defer
| -12
| -35
| 8
| null |
BrokerA
|
MKT
| 0
| 0
| 0
| 28
| 72
| -16
| -24
| null | null |
Normal monitoring
| 161
| 3.2
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0599
|
P6677
|
2025-07-24
|
Taxable
|
USD
| 463,086
| 16.6
| 1
| 38.7
|
Health:33.0;Comm:21.5;Energy:20.3;Industrials:25.2
|
Value:20.1;Growth:20.6;Quality:19.4;Size:17.5;Momentum:14.5;LowVol:7.9
|
TSLA:10.6;XLF:10.1;TLT:43.5;HYG:35.8
| 2.3
| 104
| 15.2
|
Bull
| 11.7
| 4.94
| 3.4
| 116
| 17
|
-6:42
| 60
| 0.0157
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| -2
| -38
| 11
| null |
BrokerB
|
LMT
| 91
| 10
| 10
| 87
| 66
| -55
| -8
| null | null |
Normal monitoring
| 213
| 2.3
|
Approved
| 3
|
Tax-aware sells next window
|
E0600
|
P9353
|
2024-08-17
|
Trust
|
USD
| 1,540,863
| 6.5
| 1
| 60.4
|
Utilities:19.0;Comm:13.5;Health:18.3;Materials:26.0;Financials:23.3
|
Value:15.5;Growth:14.7;Quality:16.2;Size:18.4;Momentum:23.8;LowVol:11.3
|
QQQ:19.1;XLF:21.0;VOO:5.4;AAPL:23.1;IEF:19.6;VNQ:11.9
| 3.3
| 270
| 17.9
|
Bear
| 26.5
| 4.33
| 1.3
| 141
| -109
|
-127:-74
| 10
| 0.0076
| false
| true
| null | null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 30
| 9
| 6
| null |
BrokerD
|
LMT
| 96
| 9
| 15
| 39
| 90
| -18
| -5
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 194
| 1.7
|
SuggestedEdits
| 3
|
Tax-aware sells next window
|
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