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
E7601
P0198
2025-08-23
Roth
USD
465,607
6.4
1
38.8
RealEstate:23.0;Industrials:19.6;Financials:20.1;Health:16.7;Consumer:20.7
Value:22.0;Growth:15.0;Quality:23.7;Size:8.6;Momentum:9.1;LowVol:21.6
BRK.B:20.2;HYG:30.3;AMZN:20.8;VOO:28.6
5.2
162
19.2
Bear
28.2
4.19
2
163
-96
-133:-79
5
0.0182
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
25
5
4
null
BrokerA
VWAP
100
2
4
86
169
-16
38
null
null
Normal monitoring
128
1.5
Approved
4
Monitor dispersion and breadth
E7602
P9575
2025-03-30
Roth
USD
893,877
7.1
1
51.1
Comm:18.9;Consumer:16.0;Tech:13.2;Energy:13.9;Materials:38.0
Value:21.3;Growth:14.8;Quality:8.7;Size:14.6;Momentum:21.6;LowVol:18.9
VOO:15.2;HYG:37.0;TLT:8.4;MUB:39.4
4.9
100
11
Sideways
15.6
3.81
3.5
112
58
25:89
74
0.0073
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
28
-19
6
null
BrokerB
LMT
90
11
13
-57
35
-59
19
null
null
Normal monitoring
200
1.6
null
5
Tax-aware sells next window
E7603
P0611
2025-08-16
401k
USD
1,525,819
5.7
1
58.1
Materials:24.2;Comm:34.6;Energy:16.4;Industrials:24.8
Value:21.1;Growth:31.0;Quality:9.1;Size:11.5;Momentum:11.3;LowVol:16.0
GLD:16.9;TLT:12.9;QQQ:25.7;TSLA:19.9;XLF:24.7
4.5
228
15.8
Volatile
21.5
4.49
4.4
163
9
-24:49
51
0.012
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-8
-11
8
null
BrokerA
VWAP
91
3
6
-12
81
1
-18
VAR>budget
Reduce
Risk above budget threshold
108
1.1
Approved
4
Within IPS guidelines
E7604
P4008
2025-02-24
IRA
USD
443,358
17.6
1
50.4
Consumer:14.3;RealEstate:18.0;Comm:36.1;Financials:31.7
Value:19.6;Growth:12.6;Quality:21.2;Size:11.0;Momentum:12.5;LowVol:23.0
VOO:18.7;MSFT:23.6;HYG:57.7
1.3
141
14.3
Sideways
20.6
4.33
2.1
140
-11
-44:13
26
0.019
false
false
MaxPos5%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
23
-23
10
null
BrokerD
VWAP
89
7
6
-9
70
17
21
null
null
Normal monitoring
121
1.6
null
4
Tax-aware sells next window
E7605
P2843
2025-08-20
Taxable
USD
267,862
9.1
1
61.8
Materials:10.8;Tech:15.3;Consumer:16.8;Energy:31.4;Financials:25.8
Value:16.4;Growth:13.9;Quality:11.5;Size:12.1;Momentum:19.7;LowVol:26.4
TSLA:12.7;VOO:17.5;QQQ:19.8;HYG:20.9;AMZN:5.8;BND:23.3
4.4
163
15.3
Bull
15.2
4.57
2.6
87
101
88:156
84
0.0151
false
false
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-8
-3
7
null
BrokerC
MKT
99
1
3
53
77
-37
19
null
null
Normal monitoring
109
3.9
Approved
3
Monitor dispersion and breadth
E7606
P1795
2024-07-24
Trust
USD
751,155
7.5
1
43
Health:22.0;Utilities:15.0;Materials:22.9;Industrials:21.4;Tech:18.6
Value:18.5;Growth:11.6;Quality:23.5;Size:17.7;Momentum:9.3;LowVol:19.5
BND:10.9;TSLA:48.1;VOO:20.0;MUB:20.9
3.1
124
14.4
Bull
17.1
4.65
2.8
79
110
85:138
100
0.0099
false
false
null
null
null
Sell
Trim extended winner -1.0%
13
-38
11
null
BrokerB
MKT
92
9
7
111
76
-35
-1
null
null
Normal monitoring
116
1.7
null
5
Within IPS guidelines
E7607
P9403
2025-05-07
IRA
USD
668,482
17.4
1
35.8
Health:30.4;Consumer:32.0;Industrials:37.6
Value:19.6;Growth:19.8;Quality:20.0;Size:13.2;Momentum:16.9;LowVol:10.5
TLT:19.2;AAPL:9.6;XLF:26.1;AMZN:6.8;HYG:10.4;GLD:27.9
2.8
122
9.2
Volatile
24
3.79
3
138
26
5:44
47
0.0123
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
24
9
7
null
BrokerA
MKT
89
3
8
46
149
-21
31
null
null
Normal monitoring
109
2.9
Approved
4
Tighten stops on momentum names
E7608
P0130
2025-05-21
Taxable
USD
544,911
4.2
1
40
Tech:14.2;Industrials:30.0;Energy:29.0;Materials:26.8
Value:20.3;Growth:27.7;Quality:8.3;Size:10.0;Momentum:13.4;LowVol:20.3
TSLA:11.8;VOO:25.4;BRK.B:34.9;VTI:28.0
3.9
261
27.9
Sideways
19.8
4.22
2.6
128
36
7:73
74
0.007
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
-35
5
Delta:-0.25;Vega:0.03
BrokerA
VWAP
90
5
2
79
78
-16
26
RegimeShift
Pause
Volatility spike and breadth deterioration
153
3.3
Approved
5
Tighten stops on momentum names
E7609
P9116
2025-08-29
Roth
USD
1,414,896
8.4
1
36.4
Materials:33.8;Health:29.2;Financials:37.0
Value:10.5;Growth:18.2;Quality:17.1;Size:22.4;Momentum:12.8;LowVol:19.0
IEF:19.2;GLD:15.6;HYG:16.6;TLT:22.7;XLF:25.8
4.2
266
17.9
Volatile
20.6
4.39
4.2
125
54
34:81
95
0.0166
false
true
ESGOnly;MaxPos6%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-35
4
Delta:-0.19;Vega:0.09
BrokerA
LMT
90
5
12
119
198
-2
-7
VAR>budget
Hedge
Risk above budget threshold
129
2.9
null
2
Monitor dispersion and breadth
E7610
P2358
2024-12-01
Roth
USD
365,869
5.3
1
37.5
Comm:16.7;Financials:18.2;Utilities:21.4;Energy:14.7;Industrials:29.1
Value:19.0;Growth:14.6;Quality:13.3;Size:23.2;Momentum:20.4;LowVol:9.4
HYG:22.2;VNQ:18.1;IEF:9.3;MSFT:25.4;XLF:11.1;MUB:13.8
1.1
161
12.9
Volatile
25.8
3.81
4.4
145
-13
-51:42
39
0.0175
false
false
ESGOnly
null
VarNear
Buy
Add core equity +1.0% from cash
-2
-34
6
null
BrokerA
MKT
93
9
13
114
177
-28
24
null
null
Normal monitoring
217
1.5
null
3
Within IPS guidelines
E7611
P9867
2025-12-24
Trust
USD
491,938
8.1
1
60.5
Materials:28.9;Health:44.9;RealEstate:26.2
Value:23.4;Growth:18.4;Quality:10.3;Size:13.7;Momentum:19.8;LowVol:14.5
IEF:9.5;AMZN:24.9;HYG:20.2;QQQ:20.4;MSFT:13.5;AAPL:11.6
3.8
167
14.4
Bull
15.2
3.75
2.4
77
75
41:105
95
0.0114
false
false
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-27
4
null
BrokerC
MKT
90
9
12
22
12
-25
12
null
null
Normal monitoring
158
1.1
Approved
3
Monitor dispersion and breadth
E7612
P5163
2025-12-23
IRA
USD
1,649,743
7.7
1
43.2
Industrials:17.4;Tech:15.3;Consumer:20.9;Comm:27.9;Health:18.5
Value:21.1;Growth:10.8;Quality:32.8;Size:10.8;Momentum:9.7;LowVol:14.9
AMZN:30.2;AAPL:6.6;TLT:8.6;BND:23.9;IEF:9.7;QQQ:21.0
2.7
213
10.6
Sideways
16.7
4.83
2.5
112
33
7:67
49
0.0051
false
true
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
24
6
5
null
BrokerD
LMT
91
7
14
-37
67
-58
27
VAR>budget
Pause
Risk above budget threshold
184
2.6
null
3
Increase defensive factor exposure
E7613
P5673
2025-05-03
Roth
USD
2,017,982
6.7
1
50.8
Comm:28.6;Materials:29.1;RealEstate:17.3;Tech:25.0
Value:10.9;Growth:14.2;Quality:17.9;Size:19.7;Momentum:9.4;LowVol:27.8
BND:31.3;IEF:44.6;GLD:24.2
5.8
156
11
Volatile
31.4
4.32
3.7
156
9
-14:28
61
0.0133
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-1
8
7
null
BrokerB
LMT
95
3
7
51
152
-54
-20
null
null
Normal monitoring
142
3.4
Approved
3
Within IPS guidelines
E7614
P6381
2025-03-07
Taxable
USD
695,118
8.9
1
61.6
Industrials:44.6;Financials:18.5;Comm:36.9
Value:19.9;Growth:12.7;Quality:20.0;Size:17.9;Momentum:17.1;LowVol:12.5
MUB:22.3;IEF:24.8;QQQ:26.0;BRK.B:13.4;BND:13.5
2
141
13.9
Sideways
15.3
4.74
3.3
118
12
-2:56
72
0.0182
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
16
12
6
Delta:-0.22;Vega:0.03
BrokerD
LMT
93
1
6
114
149
-10
9
null
null
Normal monitoring
149
3.8
null
5
Monitor dispersion and breadth
E7615
P9754
2025-06-18
Trust
USD
1,878,401
6.6
1
74.7
RealEstate:36.5;Financials:39.1;Consumer:24.4
Value:17.2;Growth:17.3;Quality:23.1;Size:23.3;Momentum:10.0;LowVol:9.0
BND:30.0;VOO:45.9;XLF:24.1
4.7
131
13.8
Bear
25.3
3.29
2.8
139
-11
-26:31
61
0.0095
false
false
null
null
null
Sell
Trim extended winner -1.0%
16
-13
12
null
BrokerB
MKT
95
10
15
-41
29
20
40
null
null
Normal monitoring
176
1.7
Approved
5
Within IPS guidelines
E7616
P9638
2025-01-18
Roth
USD
479,991
8
1.09
41.1
Materials:33.9;Utilities:29.6;Health:36.5
Value:10.7;Growth:15.6;Quality:19.5;Size:20.4;Momentum:17.8;LowVol:16.0
QQQ:7.3;MSFT:23.2;HYG:18.1;BRK.B:20.7;VNQ:18.2;TSLA:12.5
3.2
190
22.8
Sideways
19.1
3.55
3.4
110
39
24:92
74
0.017
false
false
MaxPos5%
null
VarNear
Sell
Trim extended winner -1.0%
8
-30
11
null
BrokerA
MKT
100
2
3
9
44
-7
9
null
null
Normal monitoring
128
1.5
null
3
Tighten stops on momentum names
E7617
P4490
2024-11-18
IRA
USD
1,981,223
8.4
1
67.7
Tech:34.3;Materials:12.5;Utilities:19.3;Health:33.9
Value:23.6;Growth:9.9;Quality:15.0;Size:10.7;Momentum:24.7;LowVol:16.1
QQQ:29.9;AMZN:32.1;XLF:25.0;VOO:13.0
5.8
160
19.6
Sideways
16.3
4.06
3.5
114
56
42:102
86
0.0125
false
false
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
34
-35
3
null
BrokerD
VWAP
94
1
8
-14
44
-5
36
null
null
Normal monitoring
153
2.3
Approved
5
Within IPS guidelines
E7618
P2918
2025-07-09
Trust
USD
157,654
11.5
1
51.4
Materials:11.4;Energy:28.5;RealEstate:28.9;Utilities:18.0;Industrials:13.2
Value:8.8;Growth:21.7;Quality:19.6;Size:17.2;Momentum:13.8;LowVol:18.9
VNQ:21.7;BRK.B:24.6;HYG:11.0;VOO:21.6;TSLA:21.1
2.6
166
12
Bull
14.1
4.42
3.1
101
63
33:103
97
0.0106
false
false
MaxPos6%;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
-12
10
null
BrokerC
MKT
90
4
6
78
167
15
15
null
null
Normal monitoring
105
3.7
null
4
Increase defensive factor exposure
E7619
P8154
2024-07-08
Taxable
USD
213,368
16.5
1
42.6
Industrials:33.5;Consumer:37.1;Materials:29.4
Value:10.4;Growth:24.5;Quality:21.1;Size:18.5;Momentum:7.2;LowVol:18.2
VTI:26.0;BRK.B:48.7;VOO:25.3
1.7
167
12.9
Volatile
26.3
5.13
2.9
116
-46
-71:-12
34
0.0137
false
false
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-9
5
null
BrokerD
MKT
92
12
15
-23
91
-14
34
null
null
Normal monitoring
198
1.2
null
5
Tighten stops on momentum names
E7620
P9540
2025-03-28
IRA
USD
1,781,962
8.5
1
71.3
RealEstate:9.5;Energy:25.1;Consumer:21.0;Materials:21.3;Utilities:23.0
Value:16.9;Growth:9.5;Quality:18.9;Size:14.3;Momentum:21.9;LowVol:18.6
TSLA:38.8;VOO:22.2;TLT:12.7;BRK.B:26.4
2
167
17.9
Bear
24.5
4.18
1.2
174
39
29:82
81
0.0102
false
false
MaxPos5%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
28
-20
12
Delta:-0.13;Vega:0.05
BrokerB
MKT
96
3
2
100
195
5
25
null
null
Normal monitoring
153
1.7
Approved
3
Tighten stops on momentum names
E7621
P1428
2024-12-20
Roth
USD
1,365,676
6
1
63.7
RealEstate:37.6;Utilities:24.5;Financials:37.9
Value:10.9;Growth:23.1;Quality:18.4;Size:16.5;Momentum:8.7;LowVol:22.4
VOO:27.9;AMZN:32.2;TSLA:39.9
5.7
188
25.2
Bull
16.7
3.53
2.4
87
47
22:69
87
0.0177
false
false
ESGOnly;MaxSector30%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-9
-33
4
null
BrokerB
MKT
95
11
16
95
122
-22
31
null
null
Normal monitoring
166
2.7
Approved
4
Increase defensive factor exposure
E7622
P3008
2024-07-19
Taxable
USD
655,601
5.6
1
50.9
Industrials:26.1;Materials:18.7;Comm:19.6;RealEstate:35.6
Value:12.1;Growth:15.2;Quality:9.9;Size:29.0;Momentum:16.6;LowVol:17.2
XLF:21.2;VOO:24.1;QQQ:11.0;TLT:23.0;HYG:20.7
3.5
201
21.1
Volatile
30.6
4.75
3.7
157
73
39:103
91
0.0163
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-7
-21
3
Delta:-0.09;Vega:0.07
BrokerD
MKT
95
12
10
17
16
-20
-10
VAR>budget
Pause
Risk above budget threshold
104
2.7
null
3
Within IPS guidelines
E7623
P9615
2024-07-20
IRA
USD
1,479,775
3.3
1
47
Financials:30.4;RealEstate:38.8;Tech:30.8
Value:23.0;Growth:22.1;Quality:9.9;Size:20.2;Momentum:15.1;LowVol:9.7
QQQ:18.3;IEF:24.6;MSFT:8.8;VTI:22.7;VNQ:25.7
4.3
246
23.5
Volatile
22.7
4.69
3.9
168
-16
-31:0
44
0.0179
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
5
10
null
BrokerB
VWAP
93
3
9
63
193
6
-2
RegimeShift
Reduce
Volatility spike and breadth deterioration
133
1.7
SuggestedEdits
4
Tighten stops on momentum names
E7624
P9307
2025-06-11
Roth
USD
531,195
10.5
1
43.4
Utilities:20.4;Energy:19.4;Materials:13.1;Health:22.5;Comm:24.6
Value:18.1;Growth:8.9;Quality:25.9;Size:12.7;Momentum:21.7;LowVol:12.7
XLF:25.0;MUB:11.8;VOO:22.7;GLD:21.0;BND:19.5
4.6
157
15.1
Sideways
19.5
4.24
3.4
136
60
30:107
71
0.0121
false
false
MaxPos8%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
7
-7
11
null
BrokerD
MKT
96
7
4
62
74
1
6
null
null
Normal monitoring
215
2.3
Approved
4
Increase defensive factor exposure
E7625
P5767
2024-08-11
Trust
USD
491,133
11.7
1
41.1
Financials:12.8;Industrials:20.6;RealEstate:38.1;Utilities:28.6
Value:19.1;Growth:18.0;Quality:17.8;Size:17.4;Momentum:10.3;LowVol:17.4
VOO:37.1;VTI:28.5;HYG:19.5;TSLA:15.0
5
104
8.2
Volatile
29.9
4.86
3.1
122
29
-10:51
74
0.0045
false
false
MaxPos7%;MaxSector35%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
2
6
3
null
BrokerA
VWAP
92
9
13
94
138
-58
19
null
null
Normal monitoring
107
1.7
Approved
4
Tighten stops on momentum names
E7626
P0043
2025-03-05
401k
USD
343,755
8.1
1
60.6
Comm:22.1;RealEstate:21.9;Consumer:14.2;Materials:26.5;Health:15.2
Value:20.6;Growth:10.9;Quality:17.1;Size:21.8;Momentum:13.7;LowVol:15.9
VNQ:27.5;BND:20.7;VOO:31.9;GLD:19.9
4.1
169
22.9
Bear
24.2
4.23
2.9
185
-31
-61:3
20
0.0169
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
9
-15
10
null
BrokerC
LMT
100
10
11
98
65
-51
8
null
null
Normal monitoring
169
3
null
3
Monitor dispersion and breadth
E7627
P8265
2024-08-07
Roth
USD
449,636
7.8
1
50.5
Health:17.5;Industrials:21.0;Consumer:14.8;Energy:23.1;Comm:23.8
Value:8.5;Growth:23.0;Quality:18.3;Size:18.2;Momentum:21.2;LowVol:10.9
GLD:7.8;MSFT:6.9;TSLA:18.6;AMZN:13.5;MUB:27.2;BRK.B:26.1
2.8
144
7.7
Sideways
17.9
4.36
3.3
93
17
2:65
43
0.0142
false
false
ESGOnly;MaxPos5%;MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
23
-14
4
null
BrokerB
LMT
0
0
0
3
98
-11
11
null
null
Normal monitoring
170
1.9
Approved
5
Monitor dispersion and breadth
E7628
P8346
2025-10-15
Trust
USD
1,187,172
5.8
1
56.8
Comm:31.4;RealEstate:9.3;Financials:27.9;Tech:31.3
Value:17.5;Growth:18.4;Quality:19.7;Size:9.5;Momentum:16.8;LowVol:18.1
QQQ:34.0;VTI:21.2;AMZN:25.3;VOO:19.5
3.8
232
21.4
Volatile
22.6
5.32
3.3
147
-3
-28:12
43
0.0126
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
14
12
Delta:-0.23;Vega:0.04
BrokerB
VWAP
100
10
15
-6
11
-5
-14
VAR>budget
Reduce
Risk above budget threshold
139
1.2
Approved
4
Monitor dispersion and breadth
E7629
P0945
2025-03-31
Trust
USD
646,050
17.2
1
53.2
Tech:21.6;Industrials:20.5;Materials:23.1;Health:11.2;Consumer:23.7
Value:14.1;Growth:19.4;Quality:12.9;Size:24.9;Momentum:16.5;LowVol:12.2
TSLA:17.5;GLD:19.4;QQQ:6.9;VNQ:21.4;BRK.B:15.4;AAPL:19.3
3
95
13.9
Bear
25.5
3.03
2.9
151
-116
-127:-96
5
0.0164
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
8
-35
6
null
BrokerB
LMT
95
11
12
104
136
-47
22
null
null
Normal monitoring
194
2.2
Approved
4
Within IPS guidelines
E7630
P7546
2025-01-14
Roth
USD
638,765
9.9
1
38.5
Energy:10.1;Utilities:29.3;Tech:11.3;Health:17.4;Consumer:31.8
Value:20.6;Growth:8.3;Quality:20.8;Size:16.6;Momentum:15.8;LowVol:18.0
BRK.B:38.8;MUB:35.5;AAPL:25.6
4
146
7.7
Volatile
29.6
5.25
4.5
166
-34
-72:5
26
0.0064
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
34
-4
5
null
BrokerA
VWAP
95
7
7
-60
59
-3
-1
null
null
Normal monitoring
179
1.2
Approved
3
Increase defensive factor exposure
E7631
P2740
2024-12-26
IRA
USD
858,757
3.3
1
52.7
Industrials:19.0;Comm:33.7;Energy:13.9;RealEstate:18.6;Utilities:14.7
Value:19.0;Growth:19.4;Quality:20.9;Size:10.2;Momentum:18.4;LowVol:12.1
VTI:23.0;MUB:37.4;IEF:39.6
2.5
228
15.9
Sideways
20.8
4.07
2.8
136
-4
-26:39
44
0.0159
false
true
MaxPos5%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
9
9
null
BrokerD
LMT
99
2
2
-18
14
-13
-23
VAR>budget
Hedge
Risk above budget threshold
207
2.9
null
5
Monitor dispersion and breadth
E7632
P3766
2025-07-16
IRA
USD
519,206
7.5
1
35.9
Financials:15.5;RealEstate:40.3;Energy:30.0;Consumer:14.2
Value:11.2;Growth:12.2;Quality:26.5;Size:16.7;Momentum:18.8;LowVol:14.7
MSFT:27.2;GLD:19.2;TSLA:26.2;VNQ:27.5
4.2
203
10.3
Bear
34.7
3.38
1.4
205
-119
-130:-67
5
0.006
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-20
4
null
BrokerA
LMT
100
11
14
107
119
18
-11
RegimeShift
Reduce
Volatility spike and breadth deterioration
95
1.4
Approved
3
Tax-aware sells next window
E7633
P1624
2024-10-18
Roth
USD
901,784
4.4
1
55.9
RealEstate:32.5;Health:34.3;Tech:33.1
Value:18.9;Growth:15.4;Quality:10.0;Size:21.9;Momentum:15.5;LowVol:18.3
TLT:15.1;MUB:61.0;TSLA:23.9
2.9
188
14.8
Bull
11.9
4.32
2.7
95
117
98:163
100
0.0115
false
true
ESGOnly;MaxPos5%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
11
10
Delta:-0.21;Vega:0.07
BrokerC
LMT
97
12
20
-9
85
-27
1
RegimeShift
TightenStops
Volatility spike and breadth deterioration
205
1.8
Approved
3
Tax-aware sells next window
E7634
P2594
2025-05-26
Roth
USD
459,351
8.7
1
65.1
Consumer:21.1;Utilities:40.0;Health:38.9
Value:13.9;Growth:23.4;Quality:19.4;Size:18.8;Momentum:13.8;LowVol:10.7
IEF:28.4;AMZN:25.7;BND:23.1;TLT:22.8
3.1
127
8.6
Sideways
14.4
4.27
2.8
122
-21
-36:21
46
0.0183
false
false
MaxPos6%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
12
-17
11
null
BrokerC
LMT
88
2
6
79
130
-50
19
null
null
Normal monitoring
212
3.2
null
5
Increase defensive factor exposure
E7635
P1557
2025-10-11
IRA
USD
2,335,222
5.7
1
67.5
Tech:38.9;Industrials:15.5;Financials:34.5;Health:11.1
Value:15.7;Growth:11.1;Quality:17.1;Size:17.3;Momentum:15.5;LowVol:23.2
QQQ:20.7;GLD:36.7;TLT:42.6
4.4
183
12.8
Sideways
21.4
4.09
2.4
135
43
4:59
55
0.0063
false
true
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
16
-11
8
null
BrokerB
MKT
99
9
14
70
128
16
37
VAR>budget
Hedge
Risk above budget threshold
147
1.7
null
4
Tighten stops on momentum names
E7636
P9319
2025-02-07
Trust
USD
351,155
9.8
1
51.1
Consumer:40.1;Tech:22.1;Industrials:37.8
Value:12.8;Growth:18.3;Quality:12.8;Size:22.1;Momentum:9.0;LowVol:25.0
VOO:20.4;IEF:13.1;TSLA:27.5;AAPL:16.6;VTI:22.4
1.2
115
12.3
Sideways
18.7
4.91
3.5
136
10
-18:45
68
0.0162
false
false
MaxSector35%
null
null
Hedge
Buy index puts 1.0% notional, 30d
12
-28
7
Delta:-0.22;Vega:0.04
BrokerD
MKT
100
1
1
-20
21
-4
6
null
null
Normal monitoring
114
1.1
Approved
4
Tax-aware sells next window
E7637
P1835
2025-02-11
Roth
USD
1,449,852
4.4
1
50.5
Health:20.3;Industrials:23.1;Materials:32.9;Energy:23.8
Value:18.3;Growth:18.5;Quality:20.7;Size:13.1;Momentum:19.8;LowVol:9.6
BND:20.6;XLF:14.6;TLT:9.3;VOO:22.0;HYG:33.6
1.9
146
14.5
Bear
27.8
4.37
2.3
148
-27
-54:-5
29
0.0182
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
18
-16
10
null
BrokerD
MKT
100
6
9
-46
87
13
0
null
null
Normal monitoring
164
2.7
Approved
3
Tighten stops on momentum names
E7638
P5542
2025-02-12
Roth
USD
1,837,313
8
1
38.3
Tech:42.0;Consumer:43.0;Health:15.0
Value:8.7;Growth:14.2;Quality:20.8;Size:21.8;Momentum:15.7;LowVol:18.6
HYG:9.1;XLF:22.6;VNQ:21.4;AMZN:17.4;BND:29.5
4
174
21.9
Sideways
17.5
4.19
3.2
112
10
-5:65
67
0.0039
false
true
MaxPos7%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
-1
5
Delta:-0.06;Vega:0.02
BrokerA
MKT
92
3
5
18
-13
-34
-1
VAR>budget
Hedge
Risk above budget threshold
218
2.6
null
3
Tax-aware sells next window
E7639
P0703
2025-08-06
Roth
USD
1,634,624
8.3
1
38.5
Tech:19.9;Industrials:23.2;Utilities:12.3;RealEstate:22.9;Health:21.7
Value:14.5;Growth:23.3;Quality:8.6;Size:22.6;Momentum:9.0;LowVol:22.0
VTI:18.4;TLT:20.2;XLF:14.3;MUB:22.6;HYG:24.5
2.6
136
20.9
Bull
12.7
4.51
3.3
120
35
19:84
64
0.0053
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-7
-16
9
null
BrokerA
LMT
96
2
0
26
17
-51
-22
null
null
Normal monitoring
209
2.5
Approved
3
Within IPS guidelines
E7640
P7653
2024-07-11
Roth
USD
474,112
14.7
1
64.3
Health:25.3;Utilities:15.2;Comm:10.4;Financials:27.0;Industrials:22.0
Value:16.2;Growth:20.7;Quality:7.7;Size:21.4;Momentum:13.6;LowVol:20.5
XLF:23.5;GLD:22.8;IEF:11.2;VTI:13.1;VNQ:21.1;HYG:8.3
3.9
170
14.5
Bull
17.4
3.97
2.4
111
27
17:65
54
0.0054
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
-9
-39
5
null
BrokerC
MKT
99
4
11
16
134
9
15
null
null
Normal monitoring
215
2.5
Approved
5
Increase defensive factor exposure
E7641
P8570
2025-11-14
IRA
USD
1,136,033
3.9
1
71.9
Energy:35.5;Utilities:31.6;Industrials:32.9
Value:23.3;Growth:11.7;Quality:23.5;Size:11.4;Momentum:14.6;LowVol:15.4
TSLA:21.9;BRK.B:25.3;AMZN:8.5;AAPL:21.3;VTI:22.9
3.4
266
16.6
Bear
23
3.54
1.8
183
-88
-116:-58
21
0.0105
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
-33
1
null
BrokerA
LMT
93
4
8
29
153
-25
-23
VAR>budget
Reduce
Risk above budget threshold
154
1.4
Approved
3
Tighten stops on momentum names
E7642
P7148
2025-02-09
Taxable
USD
305,137
10.5
1
38.4
Comm:19.7;Financials:22.9;Energy:31.1;Utilities:10.9;Consumer:15.3
Value:21.8;Growth:22.5;Quality:12.7;Size:11.5;Momentum:23.9;LowVol:7.8
MUB:30.7;BND:7.6;VNQ:26.2;IEF:35.5
1.6
151
10.5
Bull
15.4
3.65
2.5
99
117
78:133
100
0.0132
false
false
ESGOnly;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-1
2
null
BrokerB
MKT
100
9
6
-15
3
4
29
null
null
Normal monitoring
173
3.7
null
3
Monitor dispersion and breadth
E7643
P4040
2025-10-31
Roth
USD
548,320
6.4
1
47.8
RealEstate:34.7;Health:33.4;Materials:17.6;Comm:14.3
Value:13.4;Growth:21.2;Quality:12.8;Size:8.7;Momentum:26.1;LowVol:17.7
BND:10.3;IEF:11.4;GLD:31.2;VTI:23.7;QQQ:9.5;AMZN:13.9
3.2
178
14.8
Bull
14.8
3.71
3
95
84
66:99
82
0.0043
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-19
11
null
BrokerA
MKT
93
6
12
-16
67
-42
-4
VAR>budget
Hedge
Risk above budget threshold
181
3
Approved
2
Within IPS guidelines
E7644
P1275
2024-11-29
Roth
USD
1,968,876
7.5
1
57.1
Financials:14.3;Health:22.5;Industrials:24.2;RealEstate:9.1;Materials:30.0
Value:15.5;Growth:11.8;Quality:19.5;Size:21.9;Momentum:14.3;LowVol:16.9
HYG:27.1;TSLA:42.1;AAPL:30.8
5.7
141
10
Bull
16.5
4.23
2.2
75
83
70:108
75
0.0105
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
1
-14
9
null
BrokerA
LMT
95
6
13
99
180
3
31
null
null
Normal monitoring
157
3.9
Approved
4
Within IPS guidelines
E7645
P8290
2024-10-29
401k
USD
1,251,048
5.4
1.22
51.5
Industrials:16.7;Utilities:30.6;Energy:18.4;Tech:34.3
Value:22.8;Growth:12.8;Quality:11.8;Size:11.9;Momentum:20.1;LowVol:20.6
VNQ:21.9;GLD:17.3;TSLA:5.4;XLF:13.6;MUB:19.3;AMZN:22.4
3.7
276
22.2
Volatile
30.1
4.56
2.6
159
-17
-33:12
54
0.0048
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
10
1
null
BrokerB
LMT
97
5
8
-44
-53
11
30
VAR>budget
Reduce
Risk above budget threshold
219
3
Approved
3
Within IPS guidelines
E7646
P6871
2025-06-13
401k
USD
449,715
8.3
1
61.7
Materials:34.6;Consumer:31.8;Health:12.7;Utilities:21.0
Value:17.6;Growth:26.7;Quality:12.9;Size:17.9;Momentum:11.9;LowVol:13.0
MSFT:20.4;VNQ:27.2;GLD:13.6;IEF:17.4;XLF:21.4
2.2
138
9.6
Bear
34.2
3.1
2.1
180
-74
-89:-35
24
0.0071
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
25
-24
2
null
BrokerA
LMT
94
4
10
36
79
-31
-15
null
null
Normal monitoring
110
1
null
3
Within IPS guidelines
E7647
P9990
2025-09-17
IRA
USD
893,106
17.1
1
46.4
Utilities:14.6;Industrials:27.2;Energy:15.8;Financials:16.4;Tech:26.0
Value:14.7;Growth:8.5;Quality:20.8;Size:15.7;Momentum:18.5;LowVol:21.8
VTI:23.8;TLT:14.7;AMZN:24.5;MSFT:12.8;AAPL:24.1
1.2
152
9.9
Bull
14.8
4.57
3.4
95
83
68:123
90
0.0184
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-40
12
null
BrokerA
MKT
96
12
9
-59
46
-52
14
null
null
Normal monitoring
152
2.9
Approved
5
Tax-aware sells next window
E7648
P7604
2025-09-24
401k
USD
783,481
9.4
1
74.2
Industrials:30.4;Comm:24.2;Health:14.3;RealEstate:17.0;Tech:14.1
Value:24.2;Growth:9.5;Quality:21.0;Size:9.1;Momentum:24.9;LowVol:11.2
HYG:56.1;IEF:16.4;MUB:27.5
4.6
143
8.9
Volatile
31.2
5.33
3.9
160
33
6:59
66
0.0079
false
false
ESGOnly;MaxPos7%;MaxSector30%
null
DriftNear
Sell
Trim extended winner -1.0%
8
-15
6
null
BrokerB
MKT
91
6
4
-17
23
4
20
null
null
Normal monitoring
177
3.6
Approved
5
Tighten stops on momentum names
E7649
P6405
2024-12-14
IRA
USD
1,351,774
8
1
43.4
Industrials:34.5;Financials:19.6;Consumer:45.9
Value:10.1;Growth:24.0;Quality:8.5;Size:11.7;Momentum:20.7;LowVol:25.2
VTI:16.7;AMZN:25.2;AAPL:32.6;QQQ:25.5
1.5
139
13.4
Volatile
24.1
4.56
3.8
156
-6
-20:16
38
0.0173
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-19
9
null
BrokerA
LMT
89
11
8
-3
-27
2
-14
null
null
Normal monitoring
101
1.4
Approved
5
Tighten stops on momentum names
E7650
P1809
2025-10-27
IRA
USD
1,676,625
6
1
63.4
Energy:27.1;Industrials:40.5;Health:32.4
Value:11.4;Growth:21.3;Quality:28.8;Size:14.5;Momentum:11.5;LowVol:12.5
XLF:12.5;VOO:20.6;VNQ:25.7;HYG:14.8;GLD:7.5;BRK.B:18.9
3.3
202
20.1
Bull
13.3
4.4
2.2
119
16
6:46
54
0.0122
false
true
ESGOnly;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
-14
11
Delta:-0.23;Vega:0.04
BrokerB
MKT
91
5
7
-31
-44
-21
-25
VAR>budget
Hedge
Risk above budget threshold
193
1.5
SuggestedEdits
4
Increase defensive factor exposure
E7651
P1981
2025-03-18
Trust
USD
1,945,585
9.9
1
74.4
Utilities:49.0;Energy:23.1;Health:27.9
Value:11.4;Growth:14.9;Quality:17.0;Size:22.5;Momentum:18.8;LowVol:15.4
AMZN:39.8;QQQ:12.6;IEF:35.4;AAPL:12.3
2.5
193
12.5
Bull
17.6
4.45
2.4
71
18
-13:71
60
0.0174
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-17
2
Delta:-0.11;Vega:0.05
BrokerA
VWAP
89
1
3
-30
87
20
26
VAR>budget
Hedge
Risk above budget threshold
111
1
null
3
Monitor dispersion and breadth
E7652
P7731
2025-05-05
Taxable
USD
744,443
7.2
1
53.5
Energy:22.0;Materials:32.7;Financials:45.3
Value:22.4;Growth:12.5;Quality:14.1;Size:24.5;Momentum:15.5;LowVol:10.9
MSFT:14.0;BRK.B:21.1;VNQ:9.9;HYG:11.3;AAPL:19.1;IEF:24.6
1.3
118
13.8
Bull
11.2
4.44
2.2
114
68
48:115
98
0.01
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
29
-35
2
null
BrokerD
MKT
88
10
8
68
159
-10
35
null
null
Normal monitoring
171
1.4
null
5
Monitor dispersion and breadth
E7653
P2993
2025-04-05
IRA
USD
533,856
7.2
1
65
Consumer:30.9;Materials:26.0;RealEstate:15.3;Financials:27.8
Value:20.9;Growth:16.6;Quality:16.5;Size:17.2;Momentum:19.4;LowVol:9.3
XLF:26.8;VTI:9.4;BND:21.3;GLD:17.0;HYG:25.5
2.6
249
26.3
Volatile
28.2
4.75
2.2
129
-40
-68:11
40
0.0096
false
true
MaxPos5%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-14
4
Delta:-0.1;Vega:0.08
BrokerA
MKT
94
6
5
-53
69
-1
39
RegimeShift
Reduce
Volatility spike and breadth deterioration
136
2.7
null
2
Tighten stops on momentum names
E7654
P7551
2024-07-13
Taxable
USD
1,710,754
6.6
1.25
59.2
Comm:23.6;Industrials:27.6;Health:22.4;Materials:26.4
Value:23.8;Growth:13.3;Quality:13.4;Size:22.5;Momentum:17.4;LowVol:9.5
MSFT:12.3;BND:9.9;AAPL:13.6;TSLA:40.3;VTI:24.0
3.2
193
27.6
Bull
12.1
4.86
3.5
91
73
42:127
77
0.0053
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
-22
10
null
BrokerC
MKT
96
4
1
-30
66
-16
20
null
null
Normal monitoring
102
2.4
Approved
5
Tighten stops on momentum names
E7655
P2935
2024-07-16
Trust
USD
1,904,639
6.1
1
52.8
Materials:31.9;Financials:34.8;Comm:33.3
Value:10.2;Growth:26.7;Quality:14.4;Size:20.5;Momentum:12.9;LowVol:15.4
AMZN:12.3;TSLA:13.6;VOO:29.8;MUB:28.3;MSFT:16.1
2.6
180
18.9
Volatile
25.6
3.61
3.8
122
23
2:49
71
0.0168
false
true
MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-36
3
null
BrokerD
LMT
88
5
2
1
13
13
10
RegimeShift
Reduce
Volatility spike and breadth deterioration
128
2.5
null
2
Increase defensive factor exposure
E7656
P3203
2025-08-03
Trust
USD
1,326,522
8.6
1
71.8
Utilities:20.7;Materials:43.8;Comm:35.4
Value:16.1;Growth:15.1;Quality:11.4;Size:27.5;Momentum:9.8;LowVol:20.1
HYG:44.7;BRK.B:19.3;AMZN:36.0
3
183
20
Bull
16.1
4.8
2.2
85
76
64:119
72
0.0037
false
false
MaxPos7%
null
VarNear
NoAction
Within policy bands; defer
-6
-27
4
null
BrokerB
LMT
0
0
0
11
47
2
-21
null
null
Normal monitoring
159
1.4
Approved
3
Tighten stops on momentum names
E7657
P4473
2025-02-22
Taxable
USD
1,466,117
6
1
71.1
Tech:18.9;Materials:37.7;RealEstate:43.4
Value:10.7;Growth:13.2;Quality:15.3;Size:20.8;Momentum:15.8;LowVol:24.1
XLF:33.5;MSFT:26.2;AMZN:15.7;BND:24.5
4.5
140
17.8
Volatile
28.9
4.21
3
166
-34
-49:-3
34
0.0096
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
22
13
10
null
BrokerC
MKT
96
6
9
40
69
-30
17
null
null
Normal monitoring
215
1.7
null
5
Tax-aware sells next window
E7658
P7295
2025-08-02
401k
USD
1,068,179
5
1
43.6
Industrials:18.4;Tech:38.0;Comm:43.6
Value:12.6;Growth:14.5;Quality:21.0;Size:27.8;Momentum:10.4;LowVol:13.7
QQQ:13.6;HYG:23.7;AAPL:40.5;VNQ:11.5;IEF:10.9
4.9
149
17.1
Volatile
27.5
4.93
2.2
152
-41
-61:-3
18
0.0183
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-16
12
null
BrokerB
LMT
97
10
17
-57
-4
2
-2
null
null
Normal monitoring
99
3.9
Approved
5
Within IPS guidelines
E7659
P0518
2025-03-27
IRA
USD
163,081
14.7
1
66.7
Consumer:30.5;Tech:12.2;Utilities:19.5;Financials:23.1;Energy:14.7
Value:12.6;Growth:20.1;Quality:26.9;Size:15.6;Momentum:9.3;LowVol:15.6
AAPL:23.7;QQQ:25.4;GLD:23.9;XLF:27.0
4.8
127
8.8
Bull
17.4
3.84
3.5
89
34
5:56
74
0.0121
false
false
null
null
DriftNear
NoAction
Within policy bands; defer
30
-15
9
null
BrokerC
MKT
0
0
0
90
67
-25
-13
null
null
Normal monitoring
98
2.3
Approved
4
Increase defensive factor exposure
E7660
P3551
2025-05-19
401k
USD
927,059
8
1
52.5
Utilities:26.6;Consumer:25.4;Health:12.9;Materials:20.3;Financials:14.8
Value:16.0;Growth:10.4;Quality:11.9;Size:25.7;Momentum:17.8;LowVol:18.3
QQQ:60.8;MSFT:18.1;BND:21.0
2.9
163
21.6
Sideways
17.6
3.7
2.9
137
30
3:80
59
0.0081
false
false
ESGOnly;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-4
2
null
BrokerB
MKT
99
12
16
59
124
0
38
null
null
Normal monitoring
174
1.9
Approved
5
Monitor dispersion and breadth
E7661
P1004
2025-11-17
Roth
USD
265,858
8.5
1
43.4
Consumer:15.9;Industrials:47.1;Financials:23.7;Energy:13.3
Value:20.3;Growth:21.5;Quality:6.6;Size:17.5;Momentum:12.5;LowVol:21.6
MUB:25.3;AMZN:21.5;BRK.B:27.6;IEF:25.6
4.1
121
14.3
Volatile
25.7
4.7
3.9
147
28
-4:80
80
0.0075
false
false
MaxSector35%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-6
15
4
Delta:-0.18;Vega:0.07
BrokerC
MKT
90
7
10
18
105
-56
-21
null
null
Normal monitoring
206
1.8
Approved
3
Tax-aware sells next window
E7662
P0807
2025-02-14
Roth
USD
523,631
9
1
68.9
Tech:31.5;Comm:24.4;Energy:14.2;Financials:29.9
Value:21.7;Growth:20.0;Quality:10.8;Size:16.7;Momentum:9.1;LowVol:21.7
IEF:11.3;VNQ:18.9;BRK.B:18.7;XLF:20.3;HYG:9.9;QQQ:21.0
4.1
128
15.2
Volatile
30.9
3.52
2.4
129
-51
-65:-23
10
0.0089
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
0
8
3
null
BrokerD
LMT
93
4
4
120
171
-36
-8
null
null
Normal monitoring
118
3.9
null
4
Increase defensive factor exposure
E7663
P1578
2025-03-09
Trust
USD
455,088
15.6
1
43.6
Tech:39.9;Energy:17.6;Utilities:18.1;RealEstate:24.3
Value:13.1;Growth:8.9;Quality:19.1;Size:20.8;Momentum:15.8;LowVol:22.4
BRK.B:23.8;MSFT:24.6;MUB:34.1;HYG:17.5
1.5
146
8.4
Volatile
23.7
5.38
2.4
139
-35
-62:15
46
0.0057
false
false
MaxPos8%
null
null
Hedge
Buy index puts 1.0% notional, 30d
16
-35
1
Delta:-0.14;Vega:0.04
BrokerA
MKT
94
1
2
44
11
-33
1
null
null
Normal monitoring
125
3.2
null
4
Increase defensive factor exposure
E7664
P0729
2024-11-11
Trust
USD
1,172,571
5.6
1
46.4
Materials:9.0;RealEstate:24.7;Utilities:28.9;Consumer:14.6;Industrials:22.8
Value:11.2;Growth:17.1;Quality:19.4;Size:17.2;Momentum:9.5;LowVol:25.5
HYG:25.1;TSLA:58.6;GLD:16.3
4.2
162
20.2
Sideways
16.6
3.87
2.5
108
19
-16:61
43
0.0175
false
false
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-33
6
null
BrokerC
VWAP
93
9
14
-40
39
0
30
null
null
Normal monitoring
168
2.7
null
5
Monitor dispersion and breadth
E7665
P7150
2025-02-07
Taxable
USD
848,433
9
1
44.8
Consumer:28.0;Industrials:24.7;Materials:20.4;Utilities:13.0;Comm:13.9
Value:24.3;Growth:10.9;Quality:13.3;Size:13.6;Momentum:15.2;LowVol:22.8
MSFT:31.4;GLD:33.1;TSLA:35.6
4.7
157
10.5
Sideways
20.1
3.9
2.6
92
-3
-28:36
60
0.0199
false
false
MaxPos5%;MaxSector30%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
22
-7
7
null
BrokerD
LMT
99
12
19
88
61
-44
3
null
null
Normal monitoring
144
3.3
null
5
Tax-aware sells next window
E7666
P3531
2024-07-10
401k
USD
1,333,139
7.3
1
69.7
Comm:34.6;RealEstate:41.0;Financials:24.4
Value:15.7;Growth:10.6;Quality:25.9;Size:13.9;Momentum:22.4;LowVol:11.4
AMZN:20.6;TLT:8.7;BRK.B:12.4;MSFT:30.3;AAPL:28.0
1.9
138
18.3
Bull
11.8
4.39
2.8
105
68
49:121
91
0.0114
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
11
-25
11
null
BrokerD
MKT
89
2
6
-20
-41
-19
-21
null
null
Normal monitoring
186
3.5
Approved
5
Tax-aware sells next window
E7667
P5285
2025-08-12
Roth
USD
533,682
9.7
1
48.5
Consumer:39.3;Tech:17.1;Materials:43.7
Value:19.2;Growth:14.8;Quality:13.3;Size:21.0;Momentum:18.7;LowVol:13.0
TLT:18.0;AAPL:42.5;XLF:39.5
1.3
118
13
Bear
22.3
3.95
2.4
164
-92
-111:-39
5
0.0138
false
false
MaxPos6%;NoMargin
null
null
NoAction
Within policy bands; defer
28
-10
7
null
BrokerC
VWAP
0
0
0
25
34
-53
6
null
null
Normal monitoring
98
2.4
null
5
Tax-aware sells next window
E7668
P9117
2025-08-02
Roth
USD
978,911
6.3
1
52
Industrials:17.9;Tech:26.1;Energy:32.6;Comm:23.3
Value:18.7;Growth:22.9;Quality:8.6;Size:22.7;Momentum:7.8;LowVol:19.4
IEF:22.5;AAPL:19.3;VOO:6.6;TLT:21.4;BRK.B:19.4;XLF:10.8
2.2
209
21
Bear
34.8
3.42
1.2
149
-39
-53:-3
31
0.0125
false
true
MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
32
-33
11
null
BrokerD
LMT
99
4
1
29
98
-3
-21
RegimeShift
TightenStops
Volatility spike and breadth deterioration
177
2.6
null
4
Tax-aware sells next window
E7669
P3680
2025-12-06
401k
USD
766,440
7.5
1
39.6
Comm:24.7;RealEstate:31.9;Materials:28.3;Industrials:15.1
Value:11.3;Growth:25.8;Quality:10.9;Size:16.3;Momentum:14.8;LowVol:21.0
AAPL:12.3;MSFT:28.1;QQQ:21.3;VNQ:19.2;AMZN:19.2
4.9
170
9.2
Bull
17.8
3.94
2
109
60
21:88
77
0.0064
false
false
MaxPos8%;MaxSector25%;NoMargin
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
-10
-40
1
null
BrokerC
VWAP
100
10
18
80
179
5
-4
null
null
Normal monitoring
177
1.6
Approved
3
Tax-aware sells next window
E7670
P8437
2025-12-17
Trust
USD
371,860
8.2
1
53.8
Tech:21.5;Consumer:53.9;RealEstate:24.6
Value:19.1;Growth:10.8;Quality:19.2;Size:18.6;Momentum:18.9;LowVol:13.4
VOO:44.3;QQQ:18.8;GLD:19.4;IEF:17.5
4.1
174
19.4
Bull
15.5
4.44
2.2
96
112
79:157
100
0.0096
false
false
MaxSector35%
null
null
NoAction
Within policy bands; defer
-7
8
12
null
BrokerA
LMT
0
0
0
47
37
-4
22
null
null
Normal monitoring
173
1.6
Approved
4
Monitor dispersion and breadth
E7671
P8025
2025-03-28
401k
USD
809,021
8.3
1.06
36.4
Consumer:26.3;Materials:29.5;Financials:16.8;Comm:27.4
Value:10.7;Growth:13.7;Quality:16.3;Size:20.8;Momentum:29.5;LowVol:9.1
TLT:26.9;AAPL:12.1;MUB:39.1;QQQ:12.3;VOO:9.6
4.6
181
19.8
Bull
12.7
4
3.3
106
31
20:55
60
0.0125
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
21
-7
9
null
BrokerA
LMT
100
1
6
111
233
-60
-2
VAR>budget
Hedge
Risk above budget threshold
97
2.7
null
2
Tighten stops on momentum names
E7672
P8171
2025-10-23
Taxable
USD
972,149
7.8
1
66.7
Materials:16.6;Industrials:37.8;Financials:16.8;Tech:13.8;Comm:15.0
Value:19.6;Growth:9.7;Quality:19.6;Size:21.9;Momentum:19.8;LowVol:9.4
QQQ:18.3;VTI:28.1;MUB:27.6;XLF:25.9
4.2
135
18.5
Bull
11.6
4.95
2.1
70
58
44:77
88
0.0037
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
26
-26
9
null
BrokerC
LMT
90
12
9
14
123
15
0
null
null
Normal monitoring
182
3.7
null
3
Within IPS guidelines
E7673
P3717
2024-12-19
Roth
USD
1,905,358
6.8
1
38.8
Health:21.4;RealEstate:23.8;Financials:24.0;Energy:12.1;Utilities:18.7
Value:19.2;Growth:9.7;Quality:21.2;Size:21.3;Momentum:11.5;LowVol:17.2
AMZN:15.3;IEF:30.1;TSLA:29.7;MSFT:13.1;AAPL:11.8
3.3
141
16.9
Volatile
26.4
5.43
2.6
167
-48
-72:-11
33
0.0167
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-18
7
null
BrokerD
VWAP
97
3
9
53
176
-2
1
null
null
Normal monitoring
151
3.6
null
3
Within IPS guidelines
E7674
P9380
2024-11-17
Roth
USD
1,611,621
6.7
1
45
Consumer:29.7;Health:36.2;Energy:34.0
Value:24.4;Growth:14.8;Quality:24.7;Size:15.5;Momentum:10.6;LowVol:10.0
VOO:24.4;VTI:27.2;QQQ:20.8;HYG:18.6;AMZN:9.0
5.7
220
17
Bull
14.1
3.59
2.2
94
34
-6:71
81
0.0097
false
true
MaxPos8%;MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
-2
7
Delta:-0.21;Vega:0.03
BrokerC
LMT
94
2
10
47
124
-41
-14
VAR>budget
Reduce
Risk above budget threshold
171
1.4
null
5
Tax-aware sells next window
E7675
P9663
2025-11-25
Taxable
USD
1,182,306
4.8
1
50.7
Utilities:9.1;RealEstate:31.1;Tech:23.3;Comm:21.8;Financials:14.7
Value:10.6;Growth:17.0;Quality:14.4;Size:17.2;Momentum:15.2;LowVol:25.6
BRK.B:49.7;GLD:20.5;QQQ:29.8
5.8
153
14.8
Volatile
31.5
4.38
4.3
139
-15
-41:31
58
0.0138
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
22
-25
2
null
BrokerA
VWAP
99
10
10
-15
88
-4
0
null
null
Normal monitoring
204
2.7
null
3
Increase defensive factor exposure
E7676
P7324
2025-07-18
Trust
USD
1,604,059
4.2
1.18
68.2
Health:29.0;Financials:19.1;Energy:23.8;RealEstate:28.0
Value:10.0;Growth:25.9;Quality:10.5;Size:19.5;Momentum:19.9;LowVol:14.2
XLF:15.9;TSLA:13.5;QQQ:24.9;VNQ:24.6;HYG:21.0
6.9
223
25.3
Volatile
26.1
5.39
2.5
172
-56
-78:-41
17
0.0083
true
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-11
-6
12
Delta:-0.21;Vega:0.05
BrokerA
VWAP
94
1
4
-37
12
-9
-9
VAR>budget
Reduce
Risk above budget threshold
216
3.4
Approved
3
Increase defensive factor exposure
E7677
P4262
2025-12-19
401k
USD
177,797
8.3
1
56.4
Health:33.6;Materials:38.9;Financials:27.4
Value:11.0;Growth:8.9;Quality:24.7;Size:19.1;Momentum:15.2;LowVol:21.0
VNQ:6.7;BRK.B:20.6;TSLA:23.7;IEF:19.3;TLT:23.8;GLD:5.9
4.5
96
14.2
Volatile
28
4.52
4.2
156
49
10:76
59
0.0187
false
false
MaxPos8%;MaxSector35%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
12
-37
6
Delta:-0.08;Vega:0.04
BrokerD
MKT
100
9
10
54
37
-39
37
null
null
Normal monitoring
125
3.6
Approved
4
Tax-aware sells next window
E7678
P7471
2025-02-14
IRA
USD
425,893
6.4
1
58.5
Tech:23.2;Utilities:31.1;Financials:23.3;Consumer:22.4
Value:19.2;Growth:10.4;Quality:23.5;Size:21.3;Momentum:17.4;LowVol:8.2
AMZN:8.5;XLF:18.9;QQQ:6.6;MUB:15.9;VOO:27.4;HYG:22.7
2.4
193
10.4
Volatile
27.5
4.75
2.4
148
32
11:68
83
0.0102
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
16
-40
7
null
BrokerB
MKT
97
1
5
-6
18
-16
13
RegimeShift
Reduce
Volatility spike and breadth deterioration
149
3.4
SuggestedEdits
2
Within IPS guidelines
E7679
P5861
2025-05-24
401k
USD
260,865
9.5
1
72
Health:47.2;RealEstate:28.0;Materials:24.8
Value:11.7;Growth:14.9;Quality:15.5;Size:10.5;Momentum:26.0;LowVol:21.4
IEF:12.6;MSFT:6.7;TLT:19.0;VTI:16.5;AAPL:22.5;VOO:22.7
3.1
133
11.5
Bull
16.8
4.75
3.3
112
5
-17:24
65
0.0136
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-2
-11
8
null
BrokerC
LMT
99
9
9
-41
-28
-6
21
null
null
Normal monitoring
92
2.2
Approved
3
Tax-aware sells next window
E7680
P4966
2025-03-26
Taxable
USD
501,098
15.2
1
74.5
Utilities:39.7;Materials:33.3;Tech:27.0
Value:22.4;Growth:15.2;Quality:15.3;Size:11.4;Momentum:20.5;LowVol:15.3
AMZN:21.4;HYG:26.3;GLD:52.3
4.4
126
9.3
Bull
13.1
3.5
3.1
117
100
64:141
95
0.0076
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
9
-11
10
null
BrokerB
MKT
90
10
17
39
175
-19
-24
null
null
Normal monitoring
152
2
null
3
Increase defensive factor exposure
E7681
P3485
2024-09-09
Taxable
USD
1,901,998
4.5
1
60.9
Tech:32.0;Health:20.6;Utilities:31.4;Financials:15.9
Value:17.8;Growth:13.1;Quality:19.9;Size:14.5;Momentum:12.0;LowVol:22.7
VNQ:18.7;AAPL:15.1;BRK.B:22.6;TLT:17.0;HYG:20.7;QQQ:6.0
5
148
10.8
Bear
33
3.81
2.7
179
-18
-34:24
57
0.0111
false
false
ESGOnly;MaxPos8%
null
null
NoAction
Within policy bands; defer
-14
-17
6
null
BrokerA
LMT
0
0
0
118
94
-48
10
null
null
Normal monitoring
215
1.1
Approved
3
Monitor dispersion and breadth
E7682
P0369
2025-09-17
IRA
USD
1,485,997
6.3
1
74.8
Comm:34.4;Health:26.9;Financials:38.8
Value:30.7;Growth:19.4;Quality:9.8;Size:13.3;Momentum:10.4;LowVol:16.5
GLD:15.3;IEF:32.1;QQQ:20.1;BND:16.4;AAPL:16.2
4.5
160
17.4
Volatile
23.8
3.99
4.2
131
79
57:109
77
0.0141
false
false
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-17
7
null
BrokerA
LMT
97
4
9
59
196
-55
-22
null
null
Normal monitoring
201
1.8
null
3
Increase defensive factor exposure
E7683
P4400
2025-07-05
IRA
USD
687,254
17.3
1
40.8
Materials:26.6;Consumer:9.8;Energy:18.7;Comm:30.3;Health:14.6
Value:13.0;Growth:16.4;Quality:16.3;Size:15.5;Momentum:19.8;LowVol:18.9
GLD:45.5;IEF:26.9;MSFT:27.6
1.9
101
10.8
Volatile
29.4
4
2.1
159
49
38:86
82
0.0065
false
false
MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
33
-22
8
null
BrokerB
MKT
95
11
11
-48
50
16
18
null
null
Normal monitoring
116
2.4
Approved
3
Tax-aware sells next window
E7684
P2791
2025-09-15
Roth
USD
502,557
13.4
1
52.8
Energy:17.9;Comm:33.6;Consumer:14.7;Utilities:19.5;Health:14.4
Value:10.9;Growth:16.0;Quality:13.3;Size:15.6;Momentum:27.7;LowVol:16.4
VNQ:28.0;TLT:43.2;BRK.B:28.8
4.2
142
7.7
Bull
13.5
3.79
2.4
88
105
88:137
100
0.0113
false
false
ESGOnly;MaxSector25%
null
DriftNear
Buy
Add core equity +1.0% from cash
-10
-5
4
null
BrokerD
LMT
90
1
5
5
-25
-24
40
null
null
Normal monitoring
115
2.3
null
5
Increase defensive factor exposure
E7685
P3182
2025-04-22
401k
USD
1,310,682
6.1
1
70.4
Financials:20.9;Materials:23.7;Industrials:14.0;Comm:27.1;RealEstate:14.3
Value:28.8;Growth:16.8;Quality:18.5;Size:11.6;Momentum:11.7;LowVol:12.5
QQQ:38.6;XLF:30.1;VTI:31.3
2.1
167
18.7
Bull
13.4
4.65
3
98
111
87:135
93
0.0089
false
false
ESGOnly;MaxPos8%
null
VarNear
Buy
Add core equity +1.0% from cash
10
-22
4
null
BrokerC
MKT
89
5
8
-48
84
-33
21
null
null
Normal monitoring
140
3.8
Approved
4
Tax-aware sells next window
E7686
P1999
2025-09-23
Taxable
USD
765,665
9.2
1
68
RealEstate:20.5;Health:22.7;Utilities:14.0;Comm:22.3;Industrials:20.4
Value:23.4;Growth:12.7;Quality:18.0;Size:12.7;Momentum:23.0;LowVol:10.2
XLF:11.8;QQQ:10.6;AAPL:37.4;MSFT:40.3
2
132
12.1
Sideways
15.6
3.91
3.2
103
26
3:67
56
0.0149
false
false
MaxSector35%
null
null
NoAction
Within policy bands; defer
15
-22
4
null
BrokerA
MKT
0
0
0
44
24
-29
-10
null
null
Normal monitoring
214
2
Approved
3
Tax-aware sells next window
E7687
P3286
2024-08-18
Taxable
USD
524,758
12.4
1
35.9
Consumer:39.5;Tech:27.7;RealEstate:32.9
Value:26.1;Growth:14.7;Quality:11.0;Size:19.4;Momentum:10.1;LowVol:18.7
VNQ:24.8;AAPL:23.5;VTI:18.4;VOO:22.5;TLT:10.8
2.7
149
15
Bull
13
4.93
2.2
83
9
-15:27
47
0.0124
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-12
1
1
null
BrokerD
VWAP
96
10
15
91
75
-19
-7
null
null
Normal monitoring
135
1.2
Approved
3
Tighten stops on momentum names
E7688
P5516
2024-10-13
Taxable
USD
976,665
5.1
1.16
49
Materials:24.2;Industrials:21.1;RealEstate:24.5;Comm:30.2
Value:10.5;Growth:17.6;Quality:13.4;Size:20.6;Momentum:23.4;LowVol:14.5
MSFT:8.0;BND:26.4;GLD:13.6;VOO:9.1;XLF:21.1;TSLA:21.9
4.6
168
17.4
Bear
25.1
3.05
2.5
177
-60
-100:-40
9
0.0118
false
false
MaxPos8%
null
VarNear
Sell
Trim extended winner -1.0%
0
-21
10
null
BrokerD
VWAP
98
9
12
-32
93
7
30
null
null
Normal monitoring
92
2.2
Approved
5
Tax-aware sells next window
E7689
P1895
2025-01-31
Trust
USD
678,177
4
1
35
Health:11.1;Industrials:12.0;Energy:26.4;Utilities:25.1;Tech:25.5
Value:12.3;Growth:10.0;Quality:20.0;Size:13.3;Momentum:20.1;LowVol:24.4
TSLA:39.0;TLT:45.7;BND:15.3
4.7
229
21
Sideways
16.4
4.25
3.4
114
54
33:76
88
0.0048
false
true
ESGOnly;MaxPos5%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
30
6
2
null
BrokerC
MKT
91
10
9
112
160
-31
29
VAR>budget
TightenStops
Risk above budget threshold
181
2
Approved
4
Tighten stops on momentum names
E7690
P0071
2025-08-08
Trust
USD
1,662,733
3.1
1
65.5
Consumer:30.9;Tech:16.3;Health:15.2;RealEstate:17.8;Industrials:19.7
Value:20.4;Growth:15.0;Quality:14.3;Size:17.0;Momentum:24.6;LowVol:8.8
GLD:8.3;VTI:15.0;XLF:13.6;BRK.B:31.0;VOO:32.2
6
203
14.8
Volatile
20.4
5.27
4.1
179
-33
-73:15
28
0.0146
false
true
ESGOnly;MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-38
7
Delta:-0.13;Vega:0.02
BrokerA
VWAP
88
3
6
27
34
-17
-17
VAR>budget
Reduce
Risk above budget threshold
93
1.7
null
5
Tax-aware sells next window
E7691
P8597
2025-06-19
401k
USD
514,805
10
1
66
Industrials:34.6;Energy:35.9;Tech:29.5
Value:12.7;Growth:20.6;Quality:22.6;Size:11.8;Momentum:9.0;LowVol:23.4
BND:22.8;MUB:17.7;VOO:34.4;AAPL:25.1
1.7
129
9.8
Bull
16.4
3.58
2.2
83
54
17:86
85
0.0142
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
19
-29
12
null
BrokerB
MKT
89
2
5
111
100
-2
16
null
null
Normal monitoring
101
3.9
null
5
Within IPS guidelines
E7692
P9197
2025-12-08
IRA
USD
825,344
5
1
44.9
Utilities:20.9;Financials:26.6;Tech:13.2;Materials:20.6;Health:18.8
Value:15.4;Growth:19.3;Quality:18.2;Size:18.3;Momentum:8.2;LowVol:20.6
AMZN:19.3;TLT:19.9;VNQ:29.4;BRK.B:31.4
2.3
265
22.6
Bull
11.6
4.45
2.8
94
4
-18:28
43
0.0114
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
-5
2
Delta:-0.09;Vega:0.06
BrokerA
LMT
98
2
7
63
158
12
-21
VAR>budget
Reduce
Risk above budget threshold
112
2.5
SuggestedEdits
2
Monitor dispersion and breadth
E7693
P8829
2024-11-27
IRA
USD
497,723
10.7
1
49.6
Health:12.1;Utilities:30.4;Energy:33.5;RealEstate:24.0
Value:21.5;Growth:27.8;Quality:9.1;Size:16.8;Momentum:11.5;LowVol:13.4
QQQ:52.6;AMZN:18.2;VOO:29.2
3.9
120
8.6
Volatile
28.5
3.79
4.4
137
48
12:102
90
0.0111
false
false
MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
2
-12
8
null
BrokerB
MKT
97
11
17
-36
7
-37
22
null
null
Normal monitoring
95
2.3
Approved
3
Increase defensive factor exposure
E7694
P9371
2025-10-08
Trust
USD
1,092,384
5.1
1.19
51.4
Materials:48.1;Consumer:21.0;Industrials:30.9
Value:13.4;Growth:21.4;Quality:24.6;Size:9.6;Momentum:12.8;LowVol:18.2
TSLA:17.3;IEF:26.3;VOO:56.4
3.5
163
18
Bull
14.8
4.45
3.4
107
94
65:142
100
0.0056
false
false
MaxPos5%
null
VarNear
Buy
Add core equity +1.0% from cash
-6
-26
5
null
BrokerB
LMT
91
5
11
45
179
-40
16
null
null
Normal monitoring
150
2.2
null
3
Tax-aware sells next window
E7695
P9334
2025-01-13
Trust
USD
781,698
4.9
1
40.8
Materials:16.0;Utilities:42.7;Comm:41.4
Value:8.9;Growth:21.2;Quality:27.0;Size:11.9;Momentum:10.1;LowVol:20.9
MUB:11.2;QQQ:9.4;AAPL:27.0;GLD:24.8;VNQ:12.9;MSFT:14.7
4.7
226
14.8
Sideways
14.1
3.98
2.9
114
7
-24:31
63
0.0156
false
true
ESGOnly;MaxPos6%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
-6
8
null
BrokerB
LMT
88
11
16
28
95
6
6
RegimeShift
Hedge
Volatility spike and breadth deterioration
159
1.5
SuggestedEdits
5
Within IPS guidelines
E7696
P3127
2024-10-15
Taxable
USD
1,171,257
5.4
1
57.9
Industrials:28.5;Consumer:17.2;Tech:24.4;Energy:29.9
Value:11.3;Growth:16.9;Quality:12.2;Size:15.8;Momentum:22.4;LowVol:21.5
AAPL:13.6;TSLA:27.9;HYG:28.7;VTI:12.6;BRK.B:17.2
3.7
144
13.5
Volatile
21.7
3.75
2.3
122
-48
-81:-14
20
0.0081
false
false
null
null
null
Buy
Add core equity +1.0% from cash
16
-39
10
null
BrokerC
LMT
99
4
7
-47
-82
-10
40
null
null
Normal monitoring
172
1.7
Approved
5
Tighten stops on momentum names
E7697
P8857
2025-06-16
Trust
USD
471,295
7.1
1
43.6
Financials:28.4;Consumer:46.5;Utilities:25.0
Value:14.2;Growth:15.4;Quality:13.8;Size:19.0;Momentum:19.4;LowVol:18.3
VNQ:10.7;MUB:23.5;VOO:8.9;TSLA:16.5;QQQ:24.3;HYG:16.0
2
170
14.7
Bull
14.7
4.9
2.2
73
59
28:107
68
0.0141
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
13
-16
3
null
BrokerC
MKT
97
3
1
92
202
-44
-23
null
null
Normal monitoring
122
1.8
Approved
4
Within IPS guidelines
E7698
P9640
2025-02-26
IRA
USD
811,098
8.2
1
44.4
Comm:31.4;Health:32.4;RealEstate:36.2
Value:11.2;Growth:19.7;Quality:23.2;Size:13.2;Momentum:8.9;LowVol:23.8
TLT:15.9;VNQ:33.5;XLF:15.6;BND:35.0
3.1
183
20
Sideways
16.1
4.78
2.6
112
52
17:87
67
0.0178
false
true
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
24
13
5
null
BrokerA
LMT
91
11
9
-7
-17
-48
27
VAR>budget
Hedge
Risk above budget threshold
212
2.7
Approved
2
Tighten stops on momentum names
E7699
P0958
2024-09-14
Trust
USD
2,206,123
7.9
1
74.9
Tech:25.9;Consumer:46.2;RealEstate:27.9
Value:11.4;Growth:29.3;Quality:19.0;Size:11.3;Momentum:14.7;LowVol:14.2
VTI:15.4;VNQ:8.7;TSLA:26.9;MUB:12.5;QQQ:16.4;XLF:20.2
5.8
155
20.3
Volatile
30
4.65
3.9
165
43
7:65
61
0.0151
false
false
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
14
-30
9
null
BrokerD
VWAP
100
11
16
-40
-1
-15
-3
null
null
Normal monitoring
183
2.5
null
3
Increase defensive factor exposure
E7700
P1113
2024-11-21
Taxable
USD
1,292,896
4.4
1
74.9
Health:8.0;RealEstate:28.1;Materials:13.3;Consumer:22.6;Utilities:28.1
Value:8.8;Growth:27.2;Quality:21.0;Size:15.5;Momentum:17.8;LowVol:9.7
VOO:27.5;MUB:20.1;TLT:13.4;XLF:24.7;VTI:14.4
3.2
213
10.5
Bear
26.1
3.82
1.3
211
-74
-108:-52
25
0.0041
false
true
MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-1
-17
4
null
BrokerC
MKT
93
8
8
105
240
-57
40
RegimeShift
Reduce
Volatility spike and breadth deterioration
163
1.1
Approved
2
Increase defensive factor exposure