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
E0701
P0391
2025-01-03
401k
USD
413,271
5.1
1
71.9
Utilities:16.1;Financials:14.9;Consumer:29.7;Industrials:19.2;Health:20.2
Value:22.0;Growth:10.2;Quality:15.0;Size:20.3;Momentum:16.1;LowVol:16.4
GLD:10.4;XLF:27.2;TLT:29.5;BRK.B:10.6;IEF:11.8;VTI:10.4
2.7
159
20.1
Volatile
25.3
4.35
3.9
145
23
8:39
72
0.0047
false
false
MaxPos5%;MaxSector25%
null
VarNear
NoAction
Within policy bands; defer
-9
11
10
null
BrokerA
LMT
0
0
0
-45
-12
-5
-6
null
null
Normal monitoring
171
3.9
Approved
3
Monitor dispersion and breadth
E0702
P4872
2025-11-02
Roth
USD
635,445
14.5
1
72.3
Materials:25.1;Health:19.7;Tech:20.4;RealEstate:16.2;Consumer:18.6
Value:15.2;Growth:21.5;Quality:11.2;Size:19.7;Momentum:14.8;LowVol:17.6
HYG:30.4;IEF:35.2;BRK.B:34.4
3.3
159
9.7
Sideways
18.3
4.46
2.7
91
-18
-50:3
52
0.0088
false
false
ESGOnly;MaxPos8%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-6
-30
11
null
BrokerA
LMT
99
12
14
26
90
-14
-10
null
null
Normal monitoring
184
3.8
null
4
Within IPS guidelines
E0703
P0333
2025-01-26
401k
USD
621,442
6.6
1
55.4
Health:28.4;RealEstate:29.4;Financials:14.0;Utilities:12.6;Industrials:15.6
Value:15.3;Growth:11.5;Quality:18.7;Size:17.5;Momentum:16.7;LowVol:20.3
TSLA:16.8;MSFT:7.3;TLT:22.8;AAPL:26.6;XLF:15.7;VOO:10.9
4.9
242
24.2
Bull
14.1
4.63
2.8
98
93
56:141
94
0.0097
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
-20
10
Delta:-0.16;Vega:0.05
BrokerA
MKT
100
3
2
1
-9
-49
40
VAR>budget
Hedge
Risk above budget threshold
96
2.5
Rejected
5
Within IPS guidelines
E0704
P8345
2025-02-07
Trust
USD
791,906
9.3
1
51.5
Materials:12.3;Utilities:26.9;Health:13.1;Comm:20.0;Consumer:27.7
Value:18.4;Growth:18.6;Quality:18.9;Size:9.9;Momentum:17.3;LowVol:16.9
VOO:28.4;VTI:14.7;HYG:33.5;AAPL:23.5
2.4
152
10.2
Bull
14.6
4.85
2.5
81
37
18:88
82
0.0112
false
false
ESGOnly;MaxPos5%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
10
-2
2
null
BrokerA
LMT
0
0
0
107
229
-51
20
null
null
Normal monitoring
118
2.6
Approved
4
Increase defensive factor exposure
E0705
P8019
2025-06-21
IRA
USD
1,338,146
7.7
1
68.8
Materials:11.2;Industrials:30.9;Utilities:23.6;Consumer:14.0;RealEstate:20.3
Value:25.5;Growth:9.7;Quality:18.8;Size:21.1;Momentum:14.5;LowVol:10.4
BND:24.7;HYG:29.0;VTI:46.3
5.4
124
12.6
Sideways
17.4
4.69
2.5
120
47
12:74
71
0.0052
false
false
MaxPos6%;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
19
7
4
null
BrokerB
MKT
99
7
8
81
108
7
1
null
null
Normal monitoring
156
3.7
Approved
3
Within IPS guidelines
E0706
P2953
2025-10-31
Taxable
USD
566,717
8.7
1
70.2
RealEstate:23.5;Financials:28.0;Materials:11.3;Health:20.7;Energy:16.3
Value:20.3;Growth:18.4;Quality:19.9;Size:8.4;Momentum:9.7;LowVol:23.4
QQQ:22.4;MUB:16.0;IEF:33.7;AAPL:27.9
2.1
108
11.8
Sideways
15.5
4.14
2.5
120
-5
-27:22
42
0.0069
false
false
MaxPos7%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-3
1
7
Delta:-0.22;Vega:0.03
BrokerD
LMT
96
4
7
-48
33
-18
-21
null
null
Normal monitoring
95
1.2
Approved
5
Tighten stops on momentum names
E0707
P2153
2024-12-11
Roth
USD
450,853
11.2
1
72.3
Tech:34.5;RealEstate:46.1;Materials:19.4
Value:8.2;Growth:18.3;Quality:27.0;Size:23.0;Momentum:14.1;LowVol:9.4
HYG:34.1;BRK.B:28.7;MSFT:37.1
2.7
133
8
Sideways
14.9
3.68
3.4
105
19
-3:43
47
0.0138
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-13
6
4
null
BrokerB
MKT
99
9
7
30
82
-46
22
null
null
Normal monitoring
164
2.8
null
3
Increase defensive factor exposure
E0708
P9186
2025-08-18
IRA
USD
574,303
6.6
1
59.4
Consumer:20.2;Tech:32.9;RealEstate:34.7;Materials:12.2
Value:18.0;Growth:11.0;Quality:21.2;Size:25.6;Momentum:13.3;LowVol:10.9
QQQ:27.9;XLF:37.6;BRK.B:34.5
4.6
207
14.6
Volatile
22.6
3.7
2
177
6
-15:32
36
0.003
false
true
MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
12
-26
11
null
BrokerC
MKT
99
3
6
18
21
-57
-1
RegimeShift
TightenStops
Volatility spike and breadth deterioration
128
1.1
null
2
Tax-aware sells next window
E0709
P1403
2025-12-17
401k
USD
858,653
8
1
47.5
Consumer:26.3;Financials:14.2;Energy:22.3;Materials:16.3;Industrials:20.9
Value:13.5;Growth:14.6;Quality:25.5;Size:22.1;Momentum:10.0;LowVol:14.5
TSLA:23.3;HYG:28.1;AMZN:7.6;MUB:25.4;BND:15.6
4.5
160
7.8
Bull
14.2
4.53
3.2
116
43
24:63
72
0.012
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
5
-37
9
null
BrokerC
MKT
98
9
15
73
164
10
31
null
null
Normal monitoring
193
3.5
Approved
5
Monitor dispersion and breadth
E0710
P6465
2024-09-17
Roth
USD
1,762,006
8
1
62.9
Financials:23.3;Materials:26.6;Utilities:35.7;Energy:14.5
Value:9.1;Growth:24.9;Quality:21.3;Size:22.8;Momentum:11.8;LowVol:10.2
IEF:25.0;VOO:13.2;VTI:18.4;BRK.B:14.5;QQQ:8.1;AAPL:20.9
6.2
219
23.6
Bull
13.5
3.72
2.9
98
104
86:151
100
0.0056
true
true
MaxPos6%
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-32
6
Delta:-0.07;Vega:0.04
BrokerA
MKT
93
12
20
-50
-30
-5
6
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
96
2.1
Approved
2
Tighten stops on momentum names
E0711
P6061
2024-12-17
IRA
USD
759,404
8.1
1
46
Comm:17.9;Financials:34.4;Health:25.4;Industrials:22.4
Value:15.7;Growth:13.1;Quality:10.6;Size:17.3;Momentum:19.8;LowVol:23.5
AAPL:37.5;TLT:16.0;MSFT:11.6;AMZN:15.6;MUB:9.4;BRK.B:9.8
4.8
185
21.3
Bull
14.3
4.07
2.5
77
84
64:120
75
0.0078
false
false
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-13
-23
2
Delta:-0.17;Vega:0.08
BrokerA
MKT
89
3
3
41
6
-26
31
null
null
Normal monitoring
183
3.3
Approved
5
Within IPS guidelines
E0712
P9221
2025-09-28
Taxable
USD
163,259
14.9
1
35.8
Industrials:24.9;Materials:34.2;Financials:14.0;Energy:26.9
Value:22.0;Growth:8.7;Quality:17.9;Size:18.2;Momentum:18.4;LowVol:14.9
TLT:43.8;HYG:15.2;IEF:41.0
1.4
170
16
Bull
13.1
4.92
2
117
72
52:114
100
0.0056
false
false
MaxPos6%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
-17
2
Delta:-0.1;Vega:0.06
BrokerD
MKT
95
3
0
7
39
-24
13
null
null
Normal monitoring
169
3.6
null
5
Tax-aware sells next window
E0713
P3051
2025-10-01
Roth
USD
880,091
9.5
1
66.1
Financials:28.4;Consumer:33.1;Industrials:38.5
Value:22.7;Growth:11.4;Quality:8.2;Size:19.0;Momentum:17.9;LowVol:20.7
HYG:15.7;TLT:29.4;MUB:17.7;VTI:37.2
1.6
114
7.2
Bear
22.3
3.67
1.2
157
23
-6:73
69
0.0142
false
false
MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-5
12
2
null
BrokerD
LMT
94
7
10
102
152
-5
-24
null
null
Normal monitoring
151
1.3
null
4
Within IPS guidelines
E0714
P1727
2025-05-19
Trust
USD
316,179
7.5
1
52.3
Energy:43.0;Health:12.7;Materials:44.3
Value:23.3;Growth:19.0;Quality:7.8;Size:8.5;Momentum:22.7;LowVol:18.8
VNQ:8.8;HYG:16.1;QQQ:27.6;IEF:23.4;AAPL:24.1
3.9
114
13.6
Bull
15.5
3.84
3.3
95
2
-37:33
49
0.0131
false
false
ESGOnly;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
21
-5
5
Delta:-0.1;Vega:0.07
BrokerB
LMT
96
1
8
0
9
-19
11
null
null
Normal monitoring
159
1.2
Approved
5
Tax-aware sells next window
E0715
P4308
2025-09-06
Taxable
USD
695,232
16.4
1
65.6
Consumer:39.9;Health:19.9;Utilities:40.3
Value:12.9;Growth:10.7;Quality:19.4;Size:23.4;Momentum:11.1;LowVol:22.6
BRK.B:40.4;MUB:17.7;GLD:41.9
4.3
120
7.2
Sideways
15.3
4.11
2
95
-9
-44:8
62
0.0109
false
false
MaxSector35%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
22
3
5
null
BrokerD
LMT
94
8
16
112
86
15
7
null
null
Normal monitoring
132
2.9
null
5
Monitor dispersion and breadth
E0716
P6230
2025-09-04
Taxable
USD
281,635
9.9
1
42.1
Utilities:32.4;Health:33.2;Energy:34.3
Value:15.2;Growth:13.3;Quality:12.8;Size:12.7;Momentum:25.7;LowVol:20.2
VOO:21.4;GLD:20.4;HYG:14.4;VTI:13.4;AAPL:20.7;TSLA:9.6
3.2
159
15.9
Volatile
28.4
4.51
4.4
133
-3
-40:22
65
0.0194
false
false
MaxPos7%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
33
-16
7
null
BrokerA
VWAP
95
4
7
99
100
-19
8
null
null
Normal monitoring
207
2.1
Approved
4
Monitor dispersion and breadth
E0717
P1607
2025-06-14
Taxable
USD
457,622
9
1
45.4
Financials:17.9;Energy:22.2;RealEstate:20.3;Utilities:16.2;Materials:23.4
Value:20.1;Growth:20.5;Quality:7.3;Size:16.9;Momentum:23.8;LowVol:11.4
BND:31.4;XLF:20.9;VNQ:10.6;IEF:20.4;MUB:16.7
4.3
116
8.7
Volatile
20.2
4.12
2.7
111
39
5:87
73
0.0104
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
6
-33
3
null
BrokerD
LMT
94
2
0
-19
13
-48
30
null
null
Normal monitoring
159
2.3
Approved
4
Monitor dispersion and breadth
E0718
P5945
2024-07-23
Trust
USD
700,734
7.5
1
43.8
Financials:35.1;RealEstate:18.4;Industrials:46.5
Value:23.1;Growth:9.2;Quality:12.7;Size:17.9;Momentum:18.5;LowVol:18.7
HYG:26.0;AMZN:42.4;BRK.B:31.6
2.9
128
15.1
Bull
13.3
4.22
2
111
106
74:135
90
0.0156
false
false
ESGOnly;MaxPos7%
null
null
NoAction
Within policy bands; defer
14
11
6
null
BrokerC
MKT
0
0
0
82
42
-27
-16
null
null
Normal monitoring
204
2.3
Approved
5
Increase defensive factor exposure
E0719
P0921
2025-08-30
IRA
USD
447,953
14.8
1
37.6
Energy:28.2;Consumer:16.7;Tech:31.7;Utilities:23.3
Value:13.3;Growth:11.2;Quality:26.0;Size:11.9;Momentum:27.5;LowVol:10.1
VOO:26.4;QQQ:8.1;BND:19.3;HYG:23.8;AAPL:12.1;TLT:10.3
3.9
98
8.5
Bull
12
3.83
3.5
74
118
82:167
100
0.0182
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
26
8
8
null
BrokerD
MKT
90
11
10
55
84
-17
1
null
null
Normal monitoring
104
3.7
null
5
Monitor dispersion and breadth
E0720
P5601
2025-09-05
Trust
USD
1,421,567
8
1
61.7
Utilities:28.2;Consumer:31.2;Comm:40.6
Value:13.8;Growth:10.0;Quality:28.4;Size:13.0;Momentum:10.6;LowVol:24.2
MUB:15.8;IEF:10.3;AAPL:19.6;QQQ:17.6;HYG:19.4;VOO:17.4
2.9
173
18.4
Sideways
14
3.76
3.4
126
58
42:93
90
0.006
false
true
MaxPos5%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
10
1
Delta:-0.09;Vega:0.06
BrokerD
MKT
95
12
16
24
-9
-60
-7
VAR>budget
Hedge
Risk above budget threshold
163
2.9
Approved
4
Within IPS guidelines
E0721
P9458
2025-04-04
Roth
USD
749,542
5.4
1
45.2
Materials:24.2;RealEstate:29.5;Consumer:20.4;Industrials:25.9
Value:13.8;Growth:17.6;Quality:18.4;Size:22.3;Momentum:9.4;LowVol:18.5
XLF:14.7;QQQ:32.0;IEF:28.6;VNQ:24.7
2.3
110
10.3
Bear
25.6
3.32
2.8
184
-16
-38:7
50
0.0168
false
false
null
null
null
Sell
Trim extended winner -1.0%
32
-13
9
null
BrokerB
LMT
97
3
3
-7
79
-4
-7
null
null
Normal monitoring
177
3.5
Approved
4
Monitor dispersion and breadth
E0722
P4114
2025-10-10
401k
USD
1,011,175
8.3
1
49.9
RealEstate:23.9;Consumer:16.6;Materials:23.4;Financials:23.6;Utilities:12.5
Value:20.3;Growth:13.1;Quality:18.4;Size:24.1;Momentum:9.5;LowVol:14.6
TSLA:23.8;VTI:24.0;VNQ:52.2
2.2
187
12.8
Bull
11.6
4.76
3.2
78
45
18:73
82
0.0059
false
true
ESGOnly;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
26
-22
8
null
BrokerD
MKT
89
8
8
30
94
-47
16
VAR>budget
Reduce
Risk above budget threshold
190
1.8
null
5
Tax-aware sells next window
E0723
P4448
2025-11-28
IRA
USD
182,501
17
1
46.2
Utilities:33.1;RealEstate:40.1;Tech:26.8
Value:19.1;Growth:24.0;Quality:26.5;Size:10.8;Momentum:8.9;LowVol:10.6
BND:37.9;VTI:39.0;IEF:23.2
2
105
9.7
Bull
14.3
4.04
3.5
116
60
41:99
84
0.0077
false
false
MaxPos5%;NoMargin
null
null
NoAction
Within policy bands; defer
-14
-12
1
null
BrokerB
LMT
0
0
0
51
90
-3
22
null
null
Normal monitoring
111
3.2
null
4
Monitor dispersion and breadth
E0724
P7879
2024-07-22
Roth
USD
1,601,152
6.1
1
60.6
Comm:34.4;Energy:38.9;Industrials:26.7
Value:19.4;Growth:15.0;Quality:20.3;Size:16.7;Momentum:20.5;LowVol:8.2
BND:21.2;VTI:24.5;HYG:5.9;GLD:15.5;MSFT:15.7;TLT:17.2
3.3
221
17.5
Bull
17.1
4.87
2.9
71
118
107:140
100
0.0198
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
18
6
7
Delta:-0.25;Vega:0.03
BrokerD
LMT
97
9
12
84
189
-50
0
VAR>budget
Reduce
Risk above budget threshold
149
2.8
Approved
2
Monitor dispersion and breadth
E0725
P0104
2024-08-09
Trust
USD
465,326
7.1
1
52.6
Consumer:31.1;Industrials:22.0;Health:20.5;Financials:15.3;Comm:11.2
Value:16.9;Growth:10.3;Quality:19.6;Size:25.1;Momentum:11.6;LowVol:16.5
TSLA:47.7;XLF:18.5;IEF:33.9
3.5
112
11.4
Volatile
25.6
4.32
3
140
22
7:65
66
0.0171
false
false
MaxPos6%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-9
-9
6
Delta:-0.06;Vega:0.02
BrokerB
MKT
100
6
10
51
172
-33
30
null
null
Normal monitoring
141
2
Approved
4
Increase defensive factor exposure
E0726
P8074
2024-12-05
Trust
USD
681,158
5.2
1
74.4
Industrials:22.3;Energy:28.7;Comm:15.9;Tech:15.0;Utilities:18.1
Value:9.8;Growth:24.4;Quality:9.5;Size:26.7;Momentum:15.8;LowVol:13.8
VTI:30.9;VOO:16.9;AAPL:52.2
6.4
273
21.5
Bull
13.8
3.56
2.4
71
58
31:85
61
0.0177
true
true
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-12
6
null
BrokerA
LMT
99
2
0
2
30
-6
6
VAR>budget
Reduce
Risk above budget threshold
91
2.5
Approved
4
Tighten stops on momentum names
E0727
P4250
2024-08-16
401k
USD
2,438,413
9.3
1
47.7
Materials:23.6;RealEstate:28.1;Consumer:17.5;Financials:10.0;Utilities:20.7
Value:26.8;Growth:24.0;Quality:12.4;Size:8.4;Momentum:16.7;LowVol:11.7
TLT:17.6;HYG:7.3;VNQ:11.2;VOO:12.0;TSLA:29.8;QQQ:22.1
2
135
11.5
Volatile
29.9
4.69
2.1
177
26
15:54
71
0.0089
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
19
2
12
null
BrokerB
LMT
99
6
5
-1
126
1
33
null
null
Normal monitoring
98
2.6
null
3
Tax-aware sells next window
E0728
P4393
2025-08-01
Roth
USD
1,598,634
3.2
1.11
44.5
Tech:26.6;Industrials:13.0;RealEstate:20.3;Energy:21.0;Utilities:19.1
Value:20.6;Growth:14.6;Quality:13.5;Size:15.3;Momentum:14.5;LowVol:21.5
TLT:30.9;XLF:37.3;BND:31.8
3.8
171
17.7
Bull
17.6
4.65
3
112
82
59:102
100
0.0041
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-14
-34
11
null
BrokerB
VWAP
93
8
5
112
73
-5
-1
null
null
Normal monitoring
210
1.3
Approved
4
Tighten stops on momentum names
E0729
P5536
2025-06-29
Roth
USD
827,041
7.9
1
67.7
Materials:14.6;RealEstate:14.2;Health:31.7;Industrials:39.5
Value:23.5;Growth:13.8;Quality:13.3;Size:10.7;Momentum:14.9;LowVol:23.8
HYG:27.7;BRK.B:51.6;BND:20.7
3
133
8.1
Volatile
25.7
3.58
2.6
147
7
-28:57
48
0.0053
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
11
-28
8
null
BrokerD
MKT
99
4
6
33
87
-49
0
null
null
Normal monitoring
132
4
Approved
4
Tax-aware sells next window
E0730
P9813
2024-12-03
Roth
USD
645,118
8.3
1
63.5
Industrials:9.2;Utilities:19.6;Energy:24.5;Financials:25.7;Materials:21.1
Value:8.9;Growth:14.3;Quality:13.8;Size:23.7;Momentum:17.0;LowVol:22.3
MSFT:19.8;GLD:7.2;HYG:21.1;BND:17.8;AAPL:9.2;VOO:24.9
4.5
127
11.8
Bull
15.9
4.7
2.7
81
52
27:71
62
0.0066
false
false
null
null
DriftNear
Buy
Add core equity +1.0% from cash
27
4
3
null
BrokerB
MKT
99
12
18
114
218
-7
14
null
null
Normal monitoring
203
2
null
4
Increase defensive factor exposure
E0731
P3995
2025-11-11
Taxable
USD
238,269
13.8
1
37.2
Industrials:55.0;Materials:18.6;Comm:26.4
Value:11.0;Growth:15.3;Quality:27.0;Size:13.3;Momentum:15.5;LowVol:18.0
BND:57.2;IEF:19.5;VTI:23.2
1.2
127
14.4
Volatile
20.1
4.82
2.3
176
40
24:79
62
0.0068
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-7
2
2
null
BrokerB
MKT
99
8
14
25
-11
19
11
null
null
Normal monitoring
139
3.2
Approved
5
Tighten stops on momentum names
E0732
P0631
2025-03-07
Taxable
USD
1,035,074
3.2
1
70.4
Consumer:27.9;Health:22.7;RealEstate:49.4
Value:10.6;Growth:20.6;Quality:14.9;Size:10.9;Momentum:10.5;LowVol:32.5
AMZN:16.4;TSLA:45.0;HYG:19.6;VOO:18.9
6.6
188
26.2
Bull
11.4
4.2
2.7
103
108
89:157
100
0.0061
true
false
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
5
-35
1
null
BrokerB
MKT
97
4
7
67
67
-42
6
Drift>tolerance
Reduce
Allocation drift beyond policy bands
190
2.4
Approved
5
Monitor dispersion and breadth
E0733
P6586
2025-06-14
IRA
USD
1,726,974
5.4
1
45.1
RealEstate:14.2;Industrials:14.1;Consumer:40.4;Materials:15.4;Tech:15.9
Value:22.9;Growth:9.5;Quality:19.7;Size:11.5;Momentum:18.0;LowVol:18.4
AAPL:37.3;AMZN:24.2;VOO:38.5
4.1
158
14.9
Sideways
18.1
4.18
2.2
98
-1
-34:44
63
0.0172
false
false
MaxPos8%
null
VarNear
Buy
Add core equity +1.0% from cash
12
-18
8
null
BrokerB
MKT
94
4
3
-56
80
-5
-8
null
null
Normal monitoring
159
3.8
Approved
4
Tighten stops on momentum names
E0734
P8900
2024-08-15
Trust
USD
714,129
8.2
1
49.7
Financials:26.5;Consumer:31.9;Utilities:14.0;Tech:27.7
Value:11.3;Growth:19.4;Quality:20.1;Size:20.3;Momentum:15.2;LowVol:13.6
TSLA:30.5;MUB:24.6;VOO:45.0
1.4
153
13.3
Bull
17.7
3.6
3.2
77
32
6:87
60
0.0107
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
5
6
null
BrokerD
LMT
90
4
7
78
168
14
-22
null
null
Normal monitoring
191
1
null
4
Within IPS guidelines
E0735
P0405
2025-11-25
Taxable
USD
1,799,441
8.1
1
46.5
Materials:33.1;RealEstate:48.5;Industrials:18.4
Value:21.3;Growth:8.3;Quality:15.0;Size:19.4;Momentum:22.1;LowVol:13.9
TLT:24.0;AAPL:24.3;VNQ:17.4;VTI:34.4
5.7
215
23.7
Volatile
25.2
4.22
2.7
174
-11
-48:7
47
0.0177
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-10
15
2
null
BrokerC
LMT
100
12
13
91
96
3
9
VAR>budget
Reduce
Risk above budget threshold
145
3.2
SuggestedEdits
2
Within IPS guidelines
E0736
P0639
2024-11-11
Roth
USD
196,712
12.2
1
52.2
Financials:24.4;Materials:12.6;Health:22.8;Consumer:40.1
Value:16.5;Growth:14.6;Quality:22.1;Size:20.6;Momentum:11.8;LowVol:14.3
VOO:35.1;BRK.B:53.4;IEF:11.5
3.9
94
15.4
Volatile
27.8
5.07
2.5
169
0
-36:38
58
0.0196
false
false
MaxPos8%;NoMargin
null
null
Sell
Trim extended winner -1.0%
32
-9
4
null
BrokerC
LMT
99
10
7
1
-4
-38
5
null
null
Normal monitoring
95
1.8
Approved
4
Tighten stops on momentum names
E0737
P9773
2024-10-17
IRA
USD
450,307
7.1
1
72.4
Consumer:40.7;Energy:30.6;Tech:28.7
Value:13.5;Growth:24.3;Quality:13.6;Size:19.5;Momentum:10.2;LowVol:18.8
MSFT:18.5;MUB:18.4;VTI:15.5;AMZN:21.2;VNQ:11.5;TSLA:15.0
4.8
115
13.7
Bull
12.6
4.91
2.5
97
42
13:87
66
0.01
false
false
ESGOnly;MaxPos8%
null
DriftNear
Sell
Trim extended winner -1.0%
15
-40
9
null
BrokerD
LMT
98
11
12
-40
-80
9
3
null
null
Normal monitoring
181
3.6
null
4
Tax-aware sells next window
E0738
P9860
2025-09-30
IRA
USD
514,301
15.7
1
37.9
Energy:32.8;Materials:22.9;Consumer:19.2;Health:12.3;Comm:12.9
Value:13.6;Growth:14.5;Quality:18.6;Size:23.7;Momentum:20.1;LowVol:9.5
BND:8.0;IEF:22.0;QQQ:15.1;VNQ:18.8;TSLA:14.1;BRK.B:22.1
3.9
134
11.9
Sideways
18.2
3.67
3.5
113
55
20:85
69
0.0194
false
false
null
null
null
Buy
Add core equity +1.0% from cash
12
-26
4
null
BrokerD
MKT
88
11
15
8
97
-59
22
null
null
Normal monitoring
164
2.5
Approved
4
Tighten stops on momentum names
E0739
P3034
2025-07-29
IRA
USD
1,284,276
9.4
1
47.5
Utilities:32.1;Materials:22.6;Comm:24.6;Health:20.7
Value:16.8;Growth:23.1;Quality:16.4;Size:10.2;Momentum:18.9;LowVol:14.6
VTI:48.3;GLD:20.1;BND:31.7
3.5
202
17.1
Bear
27.7
3.82
3
153
36
16:52
78
0.0179
false
true
MaxPos7%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-12
-2
8
null
BrokerD
LMT
96
2
6
106
184
-21
30
RegimeShift
Hedge
Volatility spike and breadth deterioration
115
3.3
Approved
2
Monitor dispersion and breadth
E0740
P8227
2025-02-12
IRA
USD
435,854
9
1
44.2
Health:47.3;Utilities:27.3;Financials:25.5
Value:10.2;Growth:14.5;Quality:18.4;Size:21.2;Momentum:13.5;LowVol:22.0
GLD:8.2;VNQ:13.5;IEF:20.5;MUB:27.7;VOO:30.1
3.6
143
15.7
Bear
31.7
4.34
1.3
135
-5
-38:45
29
0.0055
false
false
MaxPos7%;NoMargin
null
null
Sell
Trim extended winner -1.0%
12
-34
3
null
BrokerC
LMT
88
6
11
16
145
-1
-25
null
null
Normal monitoring
125
3.7
null
4
Within IPS guidelines
E0741
P5524
2025-09-11
IRA
USD
1,198,178
9.4
1
65.5
Comm:16.7;Utilities:31.4;Consumer:30.1;Tech:21.8
Value:12.7;Growth:9.8;Quality:22.3;Size:20.9;Momentum:18.1;LowVol:16.2
BRK.B:35.7;IEF:28.9;MSFT:35.4
3.4
153
16.6
Bull
12.2
4.74
2.5
109
103
68:121
100
0.0187
false
false
MaxPos5%
null
VarNear
Sell
Trim extended winner -1.0%
18
-33
11
null
BrokerB
LMT
99
6
5
107
205
5
14
null
null
Normal monitoring
150
2.9
Approved
3
Tighten stops on momentum names
E0742
P0138
2025-03-20
Taxable
USD
1,568,330
4.4
1
63.4
Comm:37.2;Industrials:29.4;Financials:20.2;Materials:13.2
Value:20.5;Growth:17.5;Quality:19.7;Size:14.3;Momentum:17.5;LowVol:10.5
IEF:12.6;MSFT:25.3;GLD:9.2;VNQ:31.5;QQQ:13.7;AAPL:7.7
3.4
234
22
Volatile
30.6
5.21
3.6
119
4
-13:49
62
0.0146
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
2
5
Delta:-0.07;Vega:0.03
BrokerB
MKT
91
2
6
-9
-31
-49
-1
RegimeShift
Reduce
Volatility spike and breadth deterioration
168
2.4
null
4
Within IPS guidelines
E0743
P4057
2025-10-15
IRA
USD
663,520
5.8
1
52.7
Tech:16.2;Industrials:18.0;Health:19.3;Financials:27.2;Consumer:19.4
Value:14.6;Growth:22.5;Quality:15.6;Size:10.4;Momentum:17.6;LowVol:19.2
GLD:20.0;VOO:28.9;IEF:51.1
6
227
13.4
Bull
12.2
3.89
3.5
95
8
-6:38
66
0.016
false
true
ESGOnly;MaxPos5%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
17
-37
1
Delta:-0.13;Vega:0.06
BrokerA
LMT
99
4
8
-45
42
-25
35
VAR>budget
Pause
Risk above budget threshold
161
3.3
Rejected
2
Tax-aware sells next window
E0744
P1480
2024-11-01
401k
USD
1,439,559
8.1
1.09
45.9
Consumer:34.0;RealEstate:26.7;Comm:11.1;Utilities:28.2
Value:15.5;Growth:15.0;Quality:18.5;Size:17.8;Momentum:22.5;LowVol:10.7
TLT:22.3;QQQ:7.5;VTI:20.4;BRK.B:17.2;HYG:13.2;VNQ:19.4
4
157
12.5
Bear
32.8
4.39
2.8
143
-35
-59:15
33
0.0082
false
false
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
-30
9
null
BrokerB
LMT
91
4
1
111
161
15
36
null
null
Normal monitoring
158
3
Approved
4
Within IPS guidelines
E0745
P1455
2025-11-04
Roth
USD
738,103
6.9
1
45.3
Utilities:27.9;RealEstate:24.5;Health:27.9;Industrials:19.7
Value:15.4;Growth:19.1;Quality:10.0;Size:17.0;Momentum:13.4;LowVol:25.0
QQQ:22.3;VNQ:10.4;BRK.B:25.9;VTI:14.2;TLT:27.3
2.9
129
9.3
Volatile
27.7
4.73
2.9
171
79
57:130
71
0.0093
false
false
MaxPos8%;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-11
-3
11
null
BrokerD
LMT
98
8
9
-14
-10
7
16
null
null
Normal monitoring
123
2.9
Approved
4
Tax-aware sells next window
E0746
P8323
2025-07-02
401k
USD
885,839
9.2
1
49.6
Financials:13.2;Consumer:44.9;Industrials:41.9
Value:17.8;Growth:15.8;Quality:17.9;Size:17.4;Momentum:11.0;LowVol:20.1
MUB:39.5;QQQ:12.6;VNQ:33.5;TSLA:14.4
1.6
136
11.2
Volatile
25.9
4.25
4.1
112
-27
-46:18
52
0.0077
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
0
-27
5
null
BrokerA
LMT
88
7
7
16
138
-37
34
null
null
Normal monitoring
217
3.5
Approved
3
Tax-aware sells next window
E0747
P2525
2025-03-05
Taxable
USD
432,343
15.8
1
68.2
Health:30.8;Industrials:17.9;Utilities:22.0;Energy:29.3
Value:19.9;Growth:29.8;Quality:14.9;Size:12.7;Momentum:10.0;LowVol:12.6
MUB:26.5;IEF:39.4;QQQ:34.1
1.6
142
15.1
Volatile
30.9
3.63
3.6
148
-58
-69:-25
13
0.0187
false
false
MaxPos6%;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
26
9
12
null
BrokerD
MKT
97
8
12
-17
49
-49
11
null
null
Normal monitoring
212
3.7
Approved
3
Monitor dispersion and breadth
E0748
P5207
2024-12-03
401k
USD
535,636
6.5
1
48.4
Utilities:31.1;Materials:27.4;Consumer:41.5
Value:15.1;Growth:21.2;Quality:20.8;Size:16.6;Momentum:11.6;LowVol:14.6
XLF:11.3;IEF:29.8;QQQ:16.2;VOO:25.5;VNQ:17.1
2
158
7.1
Sideways
16.8
4.25
3.5
93
14
-20:33
43
0.0073
false
false
MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
25
1
1
null
BrokerD
MKT
90
1
5
-50
-83
12
17
null
null
Normal monitoring
187
2.5
Approved
3
Tax-aware sells next window
E0749
P4537
2024-08-31
Roth
USD
174,867
13.6
1
65.7
Health:27.3;Consumer:24.6;Comm:15.6;RealEstate:12.0;Energy:20.4
Value:14.6;Growth:20.8;Quality:18.0;Size:14.1;Momentum:14.4;LowVol:18.0
BRK.B:9.3;TLT:31.6;GLD:27.1;AMZN:32.0
3.1
159
7.6
Bear
28.7
3.61
1.4
141
-72
-111:-31
31
0.0194
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
24
14
10
null
BrokerA
LMT
98
11
8
120
136
-31
-6
null
null
Normal monitoring
107
3
Approved
3
Tax-aware sells next window
E0750
P2725
2025-04-10
Roth
USD
1,451,448
7.6
1.17
45.9
Utilities:47.7;Financials:13.2;Comm:39.1
Value:21.8;Growth:17.2;Quality:23.2;Size:8.5;Momentum:15.3;LowVol:13.9
QQQ:30.6;AAPL:37.5;HYG:31.9
6.2
203
26.2
Bull
17
3.86
2.2
78
2
-29:56
43
0.0185
true
true
ESGOnly;MaxSector30%
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
14
1
Delta:-0.07;Vega:0.03
BrokerC
MKT
97
2
9
105
236
-18
2
VAR>budget
Reduce
Risk above budget threshold
147
2.1
Rejected
3
Tax-aware sells next window
E0751
P6941
2024-11-25
401k
USD
659,103
7.2
1
45.3
RealEstate:28.1;Consumer:39.7;Comm:32.2
Value:21.2;Growth:27.5;Quality:13.8;Size:8.5;Momentum:14.5;LowVol:14.5
TLT:14.9;TSLA:18.4;HYG:21.0;MUB:18.4;QQQ:10.3;BRK.B:17.0
1.4
118
7.1
Sideways
16.9
4.51
2.4
134
49
34:75
65
0.016
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
11
-27
5
null
BrokerA
MKT
96
2
0
119
218
8
14
null
null
Normal monitoring
175
1
Approved
4
Increase defensive factor exposure
E0752
P6513
2025-09-05
401k
USD
572,743
6.3
1
63.5
Industrials:16.2;Health:34.3;Tech:11.3;Utilities:38.2
Value:11.4;Growth:22.3;Quality:8.8;Size:11.0;Momentum:21.8;LowVol:24.7
MSFT:19.5;XLF:11.9;HYG:17.4;TLT:19.2;AMZN:10.1;BRK.B:21.9
3.9
144
11.4
Sideways
19
4.8
3.5
131
3
-22:29
35
0.0095
false
false
MaxPos6%
null
null
Sell
Trim extended winner -1.0%
-6
-30
4
null
BrokerD
VWAP
97
4
2
-54
-53
-33
-8
null
null
Normal monitoring
147
2
null
4
Within IPS guidelines
E0753
P0905
2025-08-25
Taxable
USD
263,685
5.2
1
60.7
Tech:15.4;Consumer:24.0;Industrials:19.2;Utilities:23.8;Health:17.6
Value:21.7;Growth:9.2;Quality:17.9;Size:18.7;Momentum:8.8;LowVol:23.8
MUB:20.2;HYG:16.4;BND:19.6;AMZN:14.5;XLF:5.6;GLD:23.6
2.5
139
9.2
Sideways
17.6
3.78
3.2
94
24
-5:58
74
0.0056
false
false
MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-7
-33
10
null
BrokerB
MKT
94
5
10
104
120
-44
-2
null
null
Normal monitoring
158
1.9
Approved
5
Tighten stops on momentum names
E0754
P4194
2025-03-16
Roth
USD
488,515
12
1
64.6
Comm:36.6;Tech:24.5;Materials:16.5;Energy:22.4
Value:12.9;Growth:21.2;Quality:8.3;Size:21.1;Momentum:15.9;LowVol:20.5
AAPL:27.7;MUB:18.6;HYG:13.7;VNQ:25.1;IEF:14.9
1.8
101
12.6
Volatile
22.4
4.08
3.2
180
59
40:91
80
0.0199
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
32
-18
8
Delta:-0.23;Vega:0.06
BrokerB
MKT
92
5
5
96
156
-26
-2
null
null
Normal monitoring
151
1.1
Approved
3
Monitor dispersion and breadth
E0755
P3846
2025-05-10
IRA
USD
752,583
6.3
1
74.8
RealEstate:37.9;Industrials:28.5;Materials:17.0;Health:16.6
Value:19.0;Growth:14.4;Quality:20.1;Size:21.8;Momentum:14.3;LowVol:10.2
VTI:6.1;AAPL:16.4;MSFT:16.3;QQQ:25.5;AMZN:14.8;IEF:21.0
3.2
138
11.1
Bull
11.4
4.34
2.9
92
42
19:86
59
0.015
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
-3
13
5
null
BrokerC
LMT
95
1
6
71
207
-3
19
null
null
Normal monitoring
209
1
null
4
Tighten stops on momentum names
E0756
P6809
2025-01-19
Trust
USD
832,216
16.3
1
48.4
RealEstate:27.0;Tech:16.2;Utilities:26.7;Financials:14.4;Consumer:15.7
Value:17.0;Growth:16.9;Quality:16.5;Size:19.8;Momentum:13.5;LowVol:16.2
TLT:33.1;MSFT:37.9;VNQ:29.0
4.9
138
8.7
Volatile
30.6
5.4
2.7
169
-40
-75:2
43
0.0064
false
false
MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
15
-29
11
null
BrokerC
LMT
98
1
0
68
95
-42
-24
null
null
Normal monitoring
218
2.7
Approved
4
Tighten stops on momentum names
E0757
P0851
2025-03-23
401k
USD
1,422,805
6.4
1
69.1
Health:21.6;Energy:14.3;Consumer:29.9;RealEstate:22.3;Financials:11.8
Value:12.8;Growth:13.6;Quality:22.4;Size:22.2;Momentum:16.2;LowVol:12.9
TSLA:8.2;BRK.B:27.6;XLF:11.9;MSFT:18.2;HYG:34.2
2.3
131
20.8
Volatile
21.6
4.66
2.6
125
-49
-65:-11
25
0.0198
false
false
null
null
null
Buy
Add core equity +1.0% from cash
15
-12
7
null
BrokerD
MKT
95
3
10
70
101
-5
17
null
null
Normal monitoring
156
2.6
null
4
Monitor dispersion and breadth
E0758
P9901
2025-01-18
401k
USD
609,633
9.8
1
57.5
Materials:46.1;Industrials:29.8;Consumer:24.2
Value:16.0;Growth:27.2;Quality:28.5;Size:8.6;Momentum:10.5;LowVol:9.1
TSLA:17.0;MSFT:17.0;IEF:34.7;AAPL:31.3
2.5
175
16.4
Bull
13.5
3.94
3.4
105
22
1:76
52
0.0049
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
15
7
Delta:-0.09;Vega:0.08
BrokerB
LMT
100
10
14
109
81
-9
10
RegimeShift
Hedge
Volatility spike and breadth deterioration
132
2
null
3
Within IPS guidelines
E0759
P8940
2024-09-30
Taxable
USD
238,249
10
1
49
Industrials:47.0;Financials:38.2;RealEstate:14.9
Value:24.5;Growth:11.7;Quality:22.9;Size:11.1;Momentum:18.5;LowVol:11.3
BND:13.2;GLD:9.4;IEF:31.4;HYG:10.7;VTI:35.3
3.9
109
15.3
Bull
15.6
4.1
2.3
102
86
64:132
87
0.0146
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-12
-33
9
null
BrokerB
LMT
93
4
9
90
136
-42
6
null
null
Normal monitoring
145
1.6
Approved
4
Tighten stops on momentum names
E0760
P5719
2025-10-12
Taxable
USD
355,998
9.2
1
45
Industrials:21.7;Tech:17.2;Financials:27.2;Consumer:33.9
Value:25.9;Growth:12.2;Quality:16.1;Size:10.2;Momentum:24.0;LowVol:11.6
BRK.B:26.3;BND:20.9;XLF:7.3;QQQ:18.9;HYG:20.0;VOO:6.7
4.3
149
14.3
Bull
12.7
4.17
2.8
98
43
6:97
59
0.0156
false
false
MaxPos7%
null
DriftNear
Sell
Trim extended winner -1.0%
32
-27
4
null
BrokerB
LMT
94
1
0
106
168
-14
21
null
null
Normal monitoring
103
2
null
4
Tighten stops on momentum names
E0761
P6200
2024-07-16
Roth
USD
633,243
8.2
1
63
Consumer:25.2;Health:28.0;Comm:14.3;Energy:17.4;Industrials:15.1
Value:25.3;Growth:15.0;Quality:13.8;Size:15.5;Momentum:14.1;LowVol:16.3
BND:34.2;HYG:22.0;VNQ:27.4;VOO:16.3
4.3
123
12
Volatile
23.6
4.11
2.5
126
18
-17:70
47
0.0142
false
false
NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-20
5
Delta:-0.24;Vega:0.06
BrokerA
VWAP
92
2
3
-42
-15
-41
0
null
null
Normal monitoring
111
2.7
Approved
3
Monitor dispersion and breadth
E0762
P5680
2024-10-03
Trust
USD
1,860,921
8.6
1
40.5
Comm:13.7;Industrials:20.3;Materials:26.5;Energy:39.6
Value:20.9;Growth:13.6;Quality:20.8;Size:22.2;Momentum:6.8;LowVol:15.8
HYG:13.6;MUB:6.6;VOO:12.1;TSLA:21.1;BRK.B:20.8;TLT:25.7
5.2
149
14
Sideways
14.7
4.13
2.9
106
39
0:90
87
0.0091
false
false
MaxPos7%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
15
-11
2
null
BrokerA
LMT
95
5
13
19
121
-42
31
null
null
Normal monitoring
198
1.3
Approved
3
Tighten stops on momentum names
E0763
P9197
2024-08-11
Trust
USD
443,831
16.1
1
57
Financials:22.1;Materials:22.1;Comm:22.0;RealEstate:19.0;Industrials:14.9
Value:15.5;Growth:25.2;Quality:10.2;Size:19.4;Momentum:16.4;LowVol:13.3
IEF:61.9;VTI:18.7;AMZN:19.4
4.3
162
13.3
Bear
29.9
3.08
1.4
163
-58
-80:-41
11
0.0174
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
16
15
11
null
BrokerA
LMT
98
5
8
-14
80
-41
-2
null
null
Normal monitoring
121
3.8
Approved
3
Tax-aware sells next window
E0764
P1810
2024-10-26
401k
USD
1,057,150
6.4
1
58.6
Materials:26.2;RealEstate:9.3;Health:19.2;Utilities:18.9;Energy:26.5
Value:26.4;Growth:13.2;Quality:20.5;Size:12.9;Momentum:12.0;LowVol:15.0
VNQ:17.7;BRK.B:28.4;HYG:25.6;IEF:28.3
6.4
185
16.6
Bear
23.5
3.3
2.1
166
-23
-49:18
54
0.0191
true
false
MaxSector25%
MaxPosExceeded
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
27
-30
6
null
BrokerD
MKT
95
9
7
-10
-40
-47
0
Drift>tolerance
Hedge
Allocation drift beyond policy bands
102
2.8
null
5
Increase defensive factor exposure
E0765
P1747
2024-11-29
IRA
USD
960,213
9.5
1.24
44.4
Health:51.1;Comm:16.7;Energy:32.2
Value:10.4;Growth:15.1;Quality:20.8;Size:13.4;Momentum:19.7;LowVol:20.6
GLD:17.1;VOO:15.5;AAPL:22.2;HYG:26.0;XLF:19.2
5.6
196
13.2
Bull
16.7
4.39
2.4
71
77
50:97
100
0.0157
false
true
MaxPos7%;MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-11
-23
10
null
BrokerB
MKT
96
10
18
95
192
4
7
RegimeShift
Reduce
Volatility spike and breadth deterioration
131
2.3
Approved
3
Increase defensive factor exposure
E0766
P8395
2025-05-03
Taxable
USD
1,768,132
7.8
1
52
Materials:16.6;Health:47.4;Financials:15.5;Comm:20.6
Value:15.4;Growth:9.7;Quality:17.5;Size:20.5;Momentum:19.4;LowVol:17.6
TSLA:24.3;IEF:23.7;VTI:22.2;MSFT:5.9;AMZN:17.2;XLF:6.6
6.3
254
27.2
Sideways
16.8
4.31
2.9
106
-30
-41:2
48
0.0118
true
true
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
14
3
2
null
BrokerD
LMT
92
3
5
71
81
11
-21
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
120
2.4
Approved
2
Within IPS guidelines
E0767
P1790
2025-02-08
Roth
USD
453,436
7.6
1.18
69.8
RealEstate:31.2;Tech:14.9;Financials:14.5;Energy:9.8;Industrials:29.6
Value:19.8;Growth:16.9;Quality:23.4;Size:19.4;Momentum:7.7;LowVol:12.8
MSFT:8.5;VOO:22.3;TLT:33.3;VNQ:15.0;AMZN:20.9
2.4
253
20.6
Volatile
28.6
4.27
4.1
120
54
40:106
76
0.011
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-3
-35
3
Delta:-0.07;Vega:0.04
BrokerC
VWAP
91
8
15
-5
107
-12
37
VAR>budget
Pause
Risk above budget threshold
150
2
null
5
Within IPS guidelines
E0768
P7246
2025-06-04
Taxable
USD
626,485
4.4
1
72.1
Comm:26.5;Materials:15.5;Consumer:18.8;RealEstate:24.9;Health:14.3
Value:19.2;Growth:13.7;Quality:23.6;Size:10.0;Momentum:20.1;LowVol:13.4
MUB:34.7;AMZN:28.6;TSLA:36.7
5.1
149
17.2
Bull
15
4.94
3.2
78
76
45:119
84
0.005
false
false
MaxSector25%
null
DriftNear
Buy
Add core equity +1.0% from cash
0
-36
6
null
BrokerA
LMT
93
7
13
17
9
2
14
null
null
Normal monitoring
214
2.3
Approved
4
Increase defensive factor exposure
E0769
P4214
2024-11-02
Trust
USD
156,871
7.7
1
36
Health:28.3;Financials:8.0;Energy:27.7;Materials:27.8;RealEstate:8.1
Value:8.9;Growth:24.2;Quality:13.3;Size:17.9;Momentum:11.1;LowVol:24.5
BRK.B:19.9;VOO:20.7;QQQ:24.2;HYG:16.3;BND:18.9
4.8
145
13.5
Sideways
17.3
4.46
2.1
130
32
13:82
76
0.0108
false
false
ESGOnly;MaxSector25%
null
DriftNear
Sell
Trim extended winner -1.0%
-8
-37
12
null
BrokerA
MKT
89
5
3
20
3
-29
14
null
null
Normal monitoring
153
2.9
null
3
Monitor dispersion and breadth
E0770
P6010
2025-12-14
Taxable
USD
482,987
17.9
1
41.9
Materials:17.4;Utilities:28.2;Financials:25.9;Comm:18.4;RealEstate:10.2
Value:26.4;Growth:18.8;Quality:11.8;Size:10.0;Momentum:11.3;LowVol:21.7
QQQ:20.6;TSLA:22.8;TLT:8.2;AMZN:23.5;BND:24.9
2.1
93
10.7
Volatile
21.7
3.85
3.5
153
20
6:67
66
0.0184
false
false
ESGOnly;MaxPos5%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-1
-15
12
null
BrokerA
VWAP
89
9
6
-8
72
-13
12
null
null
Normal monitoring
198
3.9
null
3
Within IPS guidelines
E0771
P5168
2025-04-25
Taxable
USD
452,854
9.9
1
40.5
Industrials:31.6;Comm:29.2;Consumer:11.6;Health:27.7
Value:15.4;Growth:16.3;Quality:14.8;Size:19.4;Momentum:16.9;LowVol:17.3
AAPL:11.4;QQQ:24.9;IEF:24.4;VNQ:11.8;TLT:10.8;GLD:16.6
2.6
90
9.1
Volatile
25.7
5.37
3.4
158
51
23:71
68
0.0116
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
26
-1
12
null
BrokerA
LMT
0
0
0
-34
23
-1
17
null
null
Normal monitoring
181
2.2
Approved
5
Tax-aware sells next window
E0772
P3873
2025-06-15
Roth
USD
1,449,132
7.4
1
57.5
RealEstate:19.2;Consumer:23.3;Health:26.1;Utilities:10.1;Energy:21.4
Value:12.2;Growth:26.5;Quality:10.7;Size:16.7;Momentum:17.0;LowVol:16.8
MSFT:38.6;VNQ:22.7;GLD:38.7
2.7
228
15.4
Bull
17.8
4.35
2.6
111
35
-3:84
62
0.0113
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
5
4
null
BrokerA
LMT
96
7
12
24
106
11
-11
VAR>budget
Reduce
Risk above budget threshold
171
3.3
Approved
5
Tax-aware sells next window
E0773
P9458
2025-01-01
Taxable
USD
1,789,419
7.9
1.25
69.6
Tech:51.6;Materials:30.6;Comm:17.8
Value:17.5;Growth:12.0;Quality:20.1;Size:17.0;Momentum:16.7;LowVol:16.6
XLF:25.8;BND:18.0;IEF:18.8;VOO:37.3
2.1
169
19.7
Volatile
30.4
4.51
2.1
158
36
20:55
59
0.0164
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
19
8
9
null
BrokerA
MKT
89
8
15
-59
53
-52
-10
null
null
Normal monitoring
198
1.5
Approved
5
Within IPS guidelines
E0774
P9926
2024-12-06
Trust
USD
1,035,388
9.1
1
71.4
Financials:17.9;Consumer:25.5;Energy:25.9;Comm:9.5;RealEstate:21.2
Value:12.1;Growth:27.3;Quality:13.1;Size:13.6;Momentum:24.2;LowVol:9.7
HYG:11.6;AAPL:18.2;BND:23.0;TLT:14.8;QQQ:12.0;MUB:20.5
4.6
125
15.7
Volatile
20.5
5.29
2.9
167
26
7:64
48
0.006
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
null
NoAction
Within policy bands; defer
-13
15
7
null
BrokerA
LMT
0
0
0
63
125
-1
-21
null
null
Normal monitoring
144
2.6
null
3
Tighten stops on momentum names
E0775
P3960
2024-08-06
Roth
USD
406,739
10
1
37.4
Utilities:23.6;Tech:23.8;Materials:26.5;Financials:26.2
Value:20.0;Growth:18.3;Quality:18.0;Size:19.9;Momentum:15.2;LowVol:8.6
XLF:21.0;AMZN:27.2;QQQ:24.4;VOO:27.5
2.2
158
9.3
Volatile
26.1
3.77
3.1
159
-54
-74:-12
37
0.0044
false
false
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-29
12
Delta:-0.24;Vega:0.06
BrokerB
LMT
95
10
13
-10
72
-12
40
null
null
Normal monitoring
167
3.6
null
4
Tighten stops on momentum names
E0776
P7174
2025-03-11
Roth
USD
1,647,493
8.6
1
53.1
Utilities:10.5;Energy:23.2;RealEstate:17.3;Industrials:25.4;Consumer:23.6
Value:21.4;Growth:18.1;Quality:11.6;Size:18.2;Momentum:17.4;LowVol:13.3
AMZN:20.2;IEF:36.1;BRK.B:19.8;HYG:23.9
3.1
167
18
Bear
23.2
3.21
2.3
186
-53
-76:-26
14
0.0165
false
false
MaxPos5%;MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
20
-15
4
null
BrokerD
LMT
91
7
13
-20
90
7
26
null
null
Normal monitoring
138
2.3
Approved
4
Tighten stops on momentum names
E0777
P8251
2025-06-17
IRA
USD
303,613
9.1
1
58.6
Utilities:12.4;Consumer:18.4;Tech:29.7;Financials:13.9;RealEstate:25.6
Value:19.7;Growth:17.0;Quality:11.5;Size:23.5;Momentum:8.8;LowVol:19.5
VNQ:11.2;GLD:22.0;MSFT:8.4;HYG:18.5;AAPL:21.6;QQQ:18.3
3.3
104
9.7
Volatile
28.8
4.05
4.2
178
72
46:110
72
0.0149
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-10
-1
11
null
BrokerD
LMT
92
5
11
-24
38
-35
-19
null
null
Normal monitoring
94
1.6
null
5
Increase defensive factor exposure
E0778
P8097
2025-09-20
Roth
USD
1,087,559
5.4
1
55
Energy:38.5;Materials:17.2;Financials:44.3
Value:15.6;Growth:19.3;Quality:14.9;Size:13.9;Momentum:25.3;LowVol:11.1
AMZN:10.5;IEF:29.6;MUB:27.7;MSFT:9.0;BND:23.3
1.8
145
17.6
Sideways
21.5
4.04
2.9
96
-9
-33:36
63
0.0169
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-8
3
11
null
BrokerB
LMT
99
6
11
14
34
-51
-14
null
null
Normal monitoring
152
3.4
Approved
5
Tax-aware sells next window
E0779
P5680
2024-08-28
IRA
USD
247,535
8.5
1
41.3
Energy:31.7;Consumer:21.8;Industrials:9.9;Health:25.7;Tech:10.9
Value:20.4;Growth:13.3;Quality:9.9;Size:17.9;Momentum:20.6;LowVol:17.8
AMZN:20.9;MSFT:29.5;TLT:23.7;VNQ:25.9
4.3
112
15.4
Bear
24.1
3.2
1.7
130
0
-28:54
34
0.0058
false
false
NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
32
-16
12
null
BrokerB
LMT
100
10
14
85
134
2
-25
null
null
Normal monitoring
99
3.8
null
3
Tax-aware sells next window
E0780
P6732
2025-07-11
Roth
USD
1,015,399
4.5
1
40.5
Consumer:22.7;Energy:17.1;Health:22.8;Tech:16.5;Materials:20.9
Value:13.0;Growth:13.8;Quality:32.7;Size:12.8;Momentum:12.4;LowVol:15.3
QQQ:26.7;TLT:12.1;BND:13.8;XLF:21.3;MUB:6.8;VOO:19.4
6.7
175
19.5
Bull
11.7
4.25
2.5
108
38
0:53
66
0.0084
true
false
MaxPos5%;MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
34
0
10
null
BrokerA
VWAP
99
7
13
65
200
-46
32
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
154
2.2
Approved
4
Tax-aware sells next window
E0781
P9877
2025-10-18
Roth
USD
455,290
12.7
1
35.9
Tech:20.2;Materials:29.5;Industrials:24.8;Comm:25.5
Value:19.7;Growth:26.0;Quality:18.9;Size:12.0;Momentum:14.6;LowVol:8.8
VTI:5.7;TSLA:26.5;TLT:11.0;QQQ:9.1;MSFT:19.5;HYG:28.1
4.9
119
11.9
Bear
28.6
3.22
2.4
177
-53
-67:-2
39
0.0123
false
false
ESGOnly;MaxSector30%
null
DriftNear
NoAction
Within policy bands; defer
22
-27
7
null
BrokerB
LMT
0
0
0
-10
91
-53
-20
null
null
Normal monitoring
150
3.6
null
5
Monitor dispersion and breadth
E0782
P7647
2025-09-14
IRA
USD
221,151
17.2
1
56.1
Industrials:20.4;RealEstate:35.0;Tech:25.0;Energy:19.6
Value:16.7;Growth:18.6;Quality:12.8;Size:7.4;Momentum:22.7;LowVol:21.8
AMZN:37.0;TLT:35.5;XLF:27.6
2.7
133
10.6
Sideways
21.5
3.67
2.4
93
-20
-31:2
29
0.012
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-9
-15
9
null
BrokerA
LMT
96
5
2
11
41
-55
38
null
null
Normal monitoring
128
1.9
Approved
4
Within IPS guidelines
E0783
P2620
2025-03-02
Roth
USD
215,788
11.9
1
73.4
Health:40.0;Consumer:20.1;Materials:39.9
Value:9.3;Growth:9.3;Quality:9.7;Size:29.7;Momentum:31.1;LowVol:10.8
TSLA:10.1;GLD:10.2;MUB:18.8;MSFT:23.6;HYG:13.8;BND:23.5
1
99
12.4
Sideways
17.1
4.1
2.8
91
21
9:48
42
0.015
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
-4
-14
12
Delta:-0.09;Vega:0.08
BrokerC
LMT
90
11
18
34
81
18
-4
null
null
Normal monitoring
197
1.6
Approved
3
Tax-aware sells next window
E0784
P1505
2025-11-04
IRA
USD
442,795
10.3
1
37.9
Materials:21.9;Financials:18.7;Comm:15.1;Health:23.3;Tech:21.1
Value:17.8;Growth:10.4;Quality:11.0;Size:23.7;Momentum:11.5;LowVol:25.5
TLT:22.4;BRK.B:22.9;TSLA:9.7;QQQ:10.4;AMZN:14.3;VOO:20.4
4.2
99
9.6
Sideways
16.8
3.88
2.1
133
16
-4:59
57
0.006
false
false
MaxPos6%;MaxSector30%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
13
12
8
null
BrokerB
LMT
95
12
10
-23
53
-43
36
null
null
Normal monitoring
193
3.4
Approved
4
Monitor dispersion and breadth
E0785
P1844
2025-07-18
401k
USD
2,489,077
5.1
1.05
37.4
Energy:35.5;Industrials:16.1;RealEstate:12.1;Financials:36.3
Value:17.4;Growth:19.8;Quality:9.3;Size:17.4;Momentum:18.7;LowVol:17.4
AAPL:36.0;QQQ:16.5;HYG:33.3;VTI:14.2
5.9
170
21.7
Bull
11.8
3.75
2.5
81
83
61:99
90
0.0128
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
4
-35
8
null
BrokerA
MKT
91
5
5
83
72
-49
23
null
null
Normal monitoring
122
3.8
null
4
Monitor dispersion and breadth
E0786
P2869
2025-03-21
Taxable
USD
766,764
12.3
1
48.6
Health:20.3;Materials:28.1;RealEstate:31.4;Tech:20.1
Value:17.7;Growth:17.0;Quality:15.4;Size:16.4;Momentum:15.9;LowVol:17.6
XLF:18.8;QQQ:34.5;BND:46.7
1.5
91
8.6
Bull
11.3
3.52
2.4
96
95
65:124
88
0.0104
false
false
MaxPos5%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
32
8
12
null
BrokerC
LMT
90
11
16
69
203
-43
1
null
null
Normal monitoring
90
3.4
Approved
5
Increase defensive factor exposure
E0787
P0987
2025-07-29
Roth
USD
1,476,788
6.7
1
66
Consumer:29.2;Energy:18.7;Comm:21.9;Materials:9.8;Tech:20.4
Value:22.4;Growth:22.4;Quality:18.1;Size:16.0;Momentum:12.1;LowVol:9.0
XLF:33.7;AMZN:29.4;VOO:36.9
6.5
273
26.5
Sideways
14.3
4.93
2.7
123
4
-18:41
70
0.0099
true
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
31
-34
12
null
BrokerB
MKT
98
8
11
33
69
-40
-8
VAR>budget
Hedge
Risk above budget threshold
150
1
Approved
5
Within IPS guidelines
E0788
P0171
2025-06-25
Taxable
USD
1,387,321
7.4
1
41.7
Financials:30.6;Utilities:27.7;Industrials:41.7
Value:16.5;Growth:13.1;Quality:20.6;Size:17.9;Momentum:21.1;LowVol:10.9
VOO:29.5;MUB:22.6;MSFT:30.0;VNQ:10.5;IEF:7.4
2.7
237
26.1
Bear
28.4
3.09
2.5
218
-101
-136:-77
5
0.0189
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
9
1
Delta:-0.13;Vega:0.09
BrokerA
LMT
93
9
7
-31
-27
-21
24
VAR>budget
Hedge
Risk above budget threshold
168
3
SuggestedEdits
3
Monitor dispersion and breadth
E0789
P9723
2025-05-30
IRA
USD
412,228
9.5
1
36.5
Health:25.1;Energy:28.6;Utilities:15.9;Financials:30.4
Value:15.3;Growth:20.3;Quality:19.8;Size:12.6;Momentum:10.8;LowVol:21.2
VNQ:22.9;GLD:30.1;AMZN:9.6;TLT:16.2;HYG:21.2
4
141
12
Volatile
23
4.09
2.6
136
27
-6:67
53
0.0041
false
false
ESGOnly;MaxPos5%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
33
-31
5
null
BrokerA
MKT
95
5
4
59
163
-43
-9
null
null
Normal monitoring
118
1.8
null
5
Increase defensive factor exposure
E0790
P3497
2025-05-08
Taxable
USD
742,039
6.6
1.19
59
RealEstate:19.4;Energy:12.4;Materials:24.5;Industrials:25.2;Utilities:18.4
Value:15.8;Growth:20.9;Quality:17.1;Size:15.4;Momentum:12.6;LowVol:18.2
MUB:18.9;TSLA:38.4;AAPL:30.7;AMZN:12.0
3.6
202
21.6
Sideways
22
4.79
2.9
98
32
22:82
76
0.0161
false
true
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
4
8
null
BrokerD
MKT
92
3
9
-18
44
-13
36
RegimeShift
Reduce
Volatility spike and breadth deterioration
185
2.4
Approved
3
Tighten stops on momentum names
E0791
P2606
2025-03-25
401k
USD
314,084
9.4
1
43.8
Tech:24.9;Industrials:9.0;Financials:25.5;Health:24.0;Energy:16.6
Value:20.7;Growth:9.3;Quality:8.4;Size:19.5;Momentum:20.0;LowVol:22.0
VOO:13.4;HYG:45.4;IEF:28.6;AMZN:12.6
5
160
15
Bull
15.8
4.39
2.2
97
112
92:136
97
0.0108
false
false
ESGOnly;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-11
-14
3
null
BrokerD
MKT
95
10
17
46
67
-47
17
null
null
Normal monitoring
122
1.5
null
3
Tighten stops on momentum names
E0792
P5612
2025-12-08
401k
USD
654,717
13.4
1
70.3
Health:20.2;Materials:26.9;Industrials:15.4;Tech:12.6;Consumer:24.9
Value:23.6;Growth:13.0;Quality:15.3;Size:21.2;Momentum:18.3;LowVol:8.6
TSLA:31.6;BRK.B:30.5;QQQ:37.9
3
95
14.3
Bull
12.8
4.12
2
81
55
44:94
74
0.0117
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
26
10
2
null
BrokerB
LMT
96
5
12
-10
96
-47
17
null
null
Normal monitoring
149
2.7
Approved
3
Tax-aware sells next window
E0793
P4382
2025-08-19
Taxable
USD
850,392
9.6
1
51.2
Health:10.8;Energy:36.8;Tech:21.3;Consumer:31.1
Value:21.6;Growth:20.3;Quality:20.5;Size:14.6;Momentum:9.6;LowVol:13.4
AMZN:12.3;BRK.B:14.9;HYG:22.3;VNQ:13.0;VTI:26.3;MSFT:11.3
2.2
104
7.2
Sideways
17.7
4.36
3
131
35
19:67
77
0.0143
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
6
-9
6
null
BrokerC
MKT
89
5
11
-38
18
-51
-17
null
null
Normal monitoring
144
3.5
Approved
4
Increase defensive factor exposure
E0794
P5082
2025-01-02
Roth
USD
1,024,832
4.9
1
58.2
Health:19.5;Tech:23.9;Utilities:10.5;Materials:22.2;RealEstate:23.9
Value:11.2;Growth:20.8;Quality:19.5;Size:15.3;Momentum:18.1;LowVol:15.0
TSLA:11.6;XLF:20.5;AMZN:33.8;BND:34.2
3.6
212
22.1
Sideways
19.8
3.73
2.5
101
4
-7:51
56
0.0106
false
true
MaxPos5%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-9
4
null
BrokerB
MKT
100
10
18
36
-4
-52
0
VAR>budget
Pause
Risk above budget threshold
98
2.7
Approved
3
Increase defensive factor exposure
E0795
P2401
2025-10-12
Roth
USD
239,821
8.8
1
71
RealEstate:10.4;Materials:29.0;Consumer:27.8;Energy:22.9;Financials:9.9
Value:16.9;Growth:20.2;Quality:8.3;Size:21.1;Momentum:12.5;LowVol:21.0
BRK.B:26.9;AAPL:8.3;VOO:18.8;QQQ:20.6;AMZN:17.6;GLD:7.8
2.6
143
7.4
Volatile
22.3
4.27
2.1
168
-19
-38:29
57
0.0156
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-15
-13
9
null
BrokerC
MKT
94
10
8
-6
8
5
10
null
null
Normal monitoring
183
2.9
null
5
Tighten stops on momentum names
E0796
P2901
2024-12-13
Roth
USD
873,798
3.5
1
60.1
Tech:28.5;Financials:23.2;Health:28.5;Materials:19.8
Value:15.2;Growth:20.2;Quality:20.1;Size:9.0;Momentum:19.0;LowVol:16.5
XLF:39.6;AMZN:44.1;IEF:16.2
4.6
247
22.1
Bull
11.6
3.74
2.2
80
62
52:116
78
0.0067
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-18
12
null
BrokerD
MKT
91
10
9
-44
17
-4
25
VAR>budget
Reduce
Risk above budget threshold
126
3.4
Approved
4
Within IPS guidelines
E0797
P3882
2025-04-02
Taxable
USD
421,529
9.6
1
72.4
Utilities:12.6;Health:16.9;Industrials:21.4;Tech:24.8;Comm:24.3
Value:14.5;Growth:26.1;Quality:22.9;Size:13.3;Momentum:10.0;LowVol:13.2
VOO:17.1;TLT:24.7;XLF:30.6;QQQ:14.3;AMZN:13.4
1.9
118
15.9
Volatile
30.1
5.4
2.2
168
-14
-54:40
44
0.0141
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
17
-19
8
null
BrokerB
MKT
99
4
4
32
41
9
14
null
null
Normal monitoring
109
2.1
null
3
Within IPS guidelines
E0798
P4434
2025-07-08
Taxable
USD
1,660,886
9.9
1
67.5
Consumer:30.0;Industrials:16.3;Tech:13.9;Energy:16.5;Health:23.3
Value:22.9;Growth:15.7;Quality:22.2;Size:14.6;Momentum:8.0;LowVol:16.5
XLF:15.5;MUB:10.6;BRK.B:11.6;GLD:29.3;QQQ:32.9
5.6
186
19.8
Sideways
17.1
4.18
3
108
-3
-33:43
63
0.0083
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
1
9
6
null
BrokerB
LMT
97
7
12
-13
69
-22
40
VAR>budget
Reduce
Risk above budget threshold
101
1
SuggestedEdits
2
Monitor dispersion and breadth
E0799
P6232
2024-07-17
401k
USD
698,584
8.5
1
61
Financials:27.0;Consumer:23.7;Health:20.3;Comm:29.0
Value:14.2;Growth:22.2;Quality:22.4;Size:24.2;Momentum:8.6;LowVol:8.4
BRK.B:16.2;VOO:22.5;VTI:9.4;IEF:8.1;QQQ:16.1;MSFT:27.8
3.9
144
10.7
Bear
34.7
4
1.6
176
26
5:67
68
0.0113
false
false
null
null
null
Buy
Add core equity +1.0% from cash
2
-30
4
null
BrokerB
MKT
99
7
15
-26
54
-58
3
null
null
Normal monitoring
94
2.4
null
4
Tax-aware sells next window
E0800
P3424
2025-06-02
IRA
USD
2,310,403
7.6
1
57
Industrials:13.0;Utilities:32.0;Materials:25.6;Comm:29.3
Value:23.6;Growth:18.0;Quality:8.0;Size:22.6;Momentum:20.0;LowVol:7.7
MUB:25.1;BND:23.3;VNQ:18.2;MSFT:7.8;TLT:25.6
4.6
139
12.3
Sideways
21.6
4.92
3
111
50
35:92
91
0.0062
false
false
MaxPos6%
null
null
NoAction
Within policy bands; defer
35
2
3
null
BrokerC
MKT
0
0
0
10
24
-19
-23
null
null
Normal monitoring
107
1.1
null
5
Tighten stops on momentum names