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
E7701
P0229
2025-04-19
Trust
USD
640,436
16.3
1
39.8
Health:25.3;Materials:19.8;RealEstate:26.0;Financials:10.3;Consumer:18.6
Value:17.3;Growth:11.4;Quality:15.8;Size:25.0;Momentum:22.3;LowVol:8.2
VTI:15.7;BRK.B:21.3;TLT:23.6;VOO:24.0;IEF:15.4
4.3
100
15.4
Volatile
28.1
5.18
2.9
158
24
-5:66
80
0.0049
false
false
MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
15
-1
5
null
BrokerD
LMT
95
3
7
19
24
-10
5
null
null
Normal monitoring
140
1.7
null
3
Tax-aware sells next window
E7702
P6586
2025-11-16
Trust
USD
2,045,947
5.6
1
66.3
Financials:21.4;Tech:34.9;RealEstate:24.6;Energy:19.1
Value:15.7;Growth:18.1;Quality:10.6;Size:13.6;Momentum:21.6;LowVol:20.3
QQQ:9.9;MUB:30.7;TSLA:10.4;MSFT:28.3;BRK.B:20.7
4
216
14.5
Bull
13
4.5
2.6
71
59
23:81
81
0.0031
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-14
12
Delta:-0.1;Vega:0.09
BrokerB
MKT
88
11
10
84
192
-23
6
RegimeShift
Reduce
Volatility spike and breadth deterioration
136
1.1
null
3
Tighten stops on momentum names
E7703
P5181
2025-03-03
Trust
USD
674,596
6.4
1
69.9
Financials:21.4;Industrials:34.3;Energy:18.3;RealEstate:25.9
Value:22.1;Growth:20.4;Quality:18.3;Size:13.8;Momentum:10.2;LowVol:15.1
TLT:32.9;MSFT:14.6;MUB:18.8;VTI:33.7
3
137
11.3
Bull
17.3
3.81
3.5
117
94
67:142
100
0.0168
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
16
-34
2
null
BrokerC
MKT
92
9
10
109
205
-18
40
null
null
Normal monitoring
113
1.9
null
5
Monitor dispersion and breadth
E7704
P4822
2025-03-27
401k
USD
669,445
5.8
1.17
54.4
Energy:20.9;Comm:13.3;Tech:16.2;Utilities:25.7;Industrials:24.0
Value:8.0;Growth:26.1;Quality:8.3;Size:20.2;Momentum:17.6;LowVol:19.8
GLD:14.2;IEF:24.0;BND:7.6;VNQ:23.8;TLT:18.3;AAPL:12.1
5.6
123
13.6
Bull
14
4.28
2.7
116
118
91:155
100
0.0163
false
false
ESGOnly;MaxPos6%;MaxSector35%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
26
-19
6
null
BrokerD
MKT
97
7
8
40
175
17
35
null
null
Normal monitoring
121
3.8
Approved
4
Increase defensive factor exposure
E7705
P5982
2025-06-17
Taxable
USD
727,311
8.6
1
60.8
Consumer:25.3;Health:17.3;Tech:22.2;RealEstate:13.8;Materials:21.3
Value:11.5;Growth:22.6;Quality:24.1;Size:9.9;Momentum:18.3;LowVol:13.5
AMZN:19.3;VNQ:19.7;TLT:23.1;IEF:22.1;XLF:15.8
3.1
106
12
Bear
31.5
3.42
2.3
141
-60
-96:-26
5
0.0142
false
false
ESGOnly;MaxPos5%
null
null
Sell
Trim extended winner -1.0%
18
-26
9
null
BrokerA
LMT
89
9
16
107
145
-29
-4
null
null
Normal monitoring
158
2
Approved
4
Tighten stops on momentum names
E7706
P7051
2025-10-12
Taxable
USD
728,322
7.4
1
59.8
RealEstate:37.8;Comm:26.9;Consumer:35.3
Value:17.3;Growth:25.6;Quality:19.3;Size:10.1;Momentum:16.0;LowVol:11.7
VNQ:10.0;BRK.B:25.6;TLT:11.8;BND:18.2;AAPL:21.3;MSFT:13.0
3.7
94
15.1
Sideways
18.9
4.66
2.2
93
28
-3:61
57
0.0048
false
false
MaxPos6%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
16
-40
6
null
BrokerC
MKT
93
10
8
19
72
13
31
null
null
Normal monitoring
161
3.4
null
5
Increase defensive factor exposure
E7707
P7406
2025-04-01
Roth
USD
607,573
9.7
1
52.5
Financials:29.0;Consumer:22.3;Comm:23.9;Utilities:9.2;Materials:15.7
Value:22.8;Growth:9.6;Quality:21.2;Size:10.5;Momentum:24.9;LowVol:11.0
QQQ:12.0;XLF:27.3;GLD:9.1;AAPL:29.4;BRK.B:7.9;VTI:14.2
4.7
106
9.3
Sideways
21.8
4.8
2.2
102
-27
-64:24
43
0.0094
false
false
MaxPos8%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
-14
-24
8
null
BrokerD
MKT
94
7
9
-18
73
-59
-9
null
null
Normal monitoring
144
2.5
Approved
3
Increase defensive factor exposure
E7708
P6157
2024-10-04
401k
USD
496,814
8.7
1
44.1
Industrials:41.4;Materials:18.1;Comm:16.8;Health:23.7
Value:17.3;Growth:12.1;Quality:13.6;Size:14.3;Momentum:28.3;LowVol:14.3
QQQ:12.4;MSFT:25.3;AAPL:23.6;TLT:13.2;HYG:19.0;AMZN:6.4
4.6
161
14.3
Bear
34.9
3.35
2.7
219
-13
-32:23
30
0.0049
false
false
ESGOnly;MaxPos5%;MaxSector35%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
28
-15
2
null
BrokerA
MKT
89
12
19
-24
-10
5
24
null
null
Normal monitoring
166
4
null
3
Monitor dispersion and breadth
E7709
P1220
2024-09-17
Roth
USD
821,811
7
1
45.7
Industrials:29.8;Comm:35.5;Health:34.7
Value:10.0;Growth:30.0;Quality:11.9;Size:14.6;Momentum:22.1;LowVol:11.5
AAPL:27.6;GLD:44.5;HYG:27.9
1
96
9.6
Bull
17.2
3.99
2.3
87
41
3:93
74
0.0162
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-5
-39
9
null
BrokerC
LMT
88
1
0
-48
73
4
-1
null
null
Normal monitoring
149
2.1
null
4
Tighten stops on momentum names
E7710
P4979
2025-06-05
Roth
USD
1,307,910
8.5
1
42
Industrials:30.3;Utilities:23.4;Materials:28.2;Financials:18.1
Value:15.5;Growth:21.4;Quality:20.4;Size:15.0;Momentum:18.3;LowVol:9.4
HYG:33.4;TLT:19.4;VOO:10.4;TSLA:27.5;XLF:9.3
2
202
15.9
Volatile
30.5
3.53
4.2
127
-20
-43:32
22
0.0086
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-8
11
null
BrokerB
MKT
93
5
2
68
140
-35
15
VAR>budget
TightenStops
Risk above budget threshold
188
2.4
Approved
4
Tax-aware sells next window
E7711
P3703
2025-10-18
401k
USD
898,168
5.1
1.14
66.3
Consumer:15.0;Comm:21.4;Health:22.2;Materials:23.2;Energy:18.3
Value:10.3;Growth:25.3;Quality:17.5;Size:22.4;Momentum:15.4;LowVol:9.2
GLD:30.9;TSLA:10.0;VTI:28.3;VNQ:19.4;XLF:11.4
2.3
145
15.4
Bull
14.2
3.99
3
117
58
47:109
89
0.0119
false
false
ESGOnly;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
-8
11
12
null
BrokerB
VWAP
96
3
7
71
45
-50
2
null
null
Normal monitoring
95
1.2
Approved
5
Tighten stops on momentum names
E7712
P9317
2024-09-14
Roth
USD
744,934
15
1
38.9
Energy:13.1;Comm:28.7;Materials:25.3;Health:20.9;Consumer:11.9
Value:19.1;Growth:10.7;Quality:11.1;Size:17.2;Momentum:24.3;LowVol:17.6
GLD:23.4;XLF:28.5;VNQ:12.4;AAPL:26.7;VTI:9.1
2.9
137
13.3
Bull
12.7
4.02
2.6
95
16
-2:61
58
0.0106
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
27
-16
4
null
BrokerC
MKT
93
11
8
65
92
-55
7
null
null
Normal monitoring
107
2.2
Approved
3
Tax-aware sells next window
E7713
P0134
2025-01-26
Roth
USD
523,469
6.1
1
61.1
Health:42.7;Consumer:36.6;Materials:20.7
Value:12.3;Growth:16.3;Quality:20.5;Size:16.8;Momentum:18.1;LowVol:16.0
VNQ:25.6;BND:6.4;VTI:25.3;BRK.B:14.2;IEF:21.8;TLT:6.7
1.2
164
14.5
Sideways
20.9
4.01
2
124
31
10:62
62
0.0077
false
false
MaxPos6%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-2
2
2
null
BrokerB
LMT
89
1
0
-19
48
-13
-5
null
null
Normal monitoring
115
2
Approved
3
Tighten stops on momentum names
E7714
P2552
2025-07-04
Trust
USD
485,197
7.7
1.19
44.2
Comm:27.4;Health:15.6;Utilities:25.2;Tech:18.3;Industrials:13.5
Value:21.5;Growth:16.7;Quality:14.5;Size:12.4;Momentum:16.6;LowVol:18.3
XLF:17.0;VNQ:18.1;HYG:15.3;BRK.B:12.5;AMZN:15.9;IEF:21.2
5.3
259
24.5
Bull
13.3
4.47
2.7
112
35
-3:55
57
0.0034
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
8
1
6
null
BrokerC
MKT
98
5
4
72
162
-48
19
VAR>budget
Hedge
Risk above budget threshold
168
2.5
Approved
3
Tighten stops on momentum names
E7715
P4050
2025-04-09
Roth
USD
622,881
8.6
1
50.5
Materials:35.7;Comm:22.4;Consumer:31.8;Health:10.1
Value:10.3;Growth:15.5;Quality:20.0;Size:18.5;Momentum:12.2;LowVol:23.5
BRK.B:28.0;MUB:28.6;IEF:34.8;MSFT:8.7
2.4
138
13.8
Volatile
31.7
4.83
3.2
171
-34
-62:-1
30
0.0164
false
false
MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
18
4
10
null
BrokerC
VWAP
91
6
10
-39
-19
-30
35
null
null
Normal monitoring
213
2
Approved
5
Increase defensive factor exposure
E7716
P3181
2024-09-16
Taxable
USD
1,346,304
8.8
1
66.6
Health:19.2;RealEstate:22.0;Utilities:12.1;Energy:23.0;Materials:23.7
Value:8.3;Growth:19.4;Quality:27.7;Size:17.2;Momentum:11.6;LowVol:15.9
VTI:41.6;VOO:28.2;TLT:30.2
4.1
149
21.2
Sideways
19.7
4.88
2.2
108
49
28:104
57
0.0138
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-14
-14
4
null
BrokerB
MKT
99
6
9
88
86
-60
-17
null
null
Normal monitoring
194
2.5
Approved
4
Within IPS guidelines
E7717
P0259
2025-11-21
401k
USD
530,910
4.3
1.1
69.8
Tech:23.7;Energy:30.9;Comm:45.3
Value:15.5;Growth:9.9;Quality:21.1;Size:23.2;Momentum:15.8;LowVol:14.5
HYG:26.2;XLF:29.4;AMZN:17.1;BND:27.3
6.2
230
27.6
Bear
34
4.2
1.5
204
40
9:95
87
0.0167
true
true
null
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
-31
12
Delta:-0.17;Vega:0.08
BrokerC
MKT
99
1
8
-22
81
-15
29
Drift>tolerance
Reduce
Allocation drift beyond policy bands
124
2.7
Approved
5
Within IPS guidelines
E7718
P1362
2025-03-04
Roth
USD
337,364
8.7
1
61.2
Consumer:9.4;Materials:24.9;Utilities:24.3;Tech:21.2;Energy:20.3
Value:17.6;Growth:16.7;Quality:14.5;Size:15.1;Momentum:15.2;LowVol:20.9
MSFT:10.6;QQQ:9.2;BND:22.7;GLD:27.9;BRK.B:29.7
3.5
144
10.4
Volatile
29.3
5.25
4.5
178
-30
-45:-11
26
0.0196
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
-1
-15
11
null
BrokerA
VWAP
89
2
10
106
72
-40
-22
null
null
Normal monitoring
98
4
Approved
4
Increase defensive factor exposure
E7719
P0786
2024-08-12
Roth
USD
1,178,593
9.5
1
69.2
Health:19.5;Consumer:36.2;Industrials:44.3
Value:17.3;Growth:12.0;Quality:22.3;Size:22.2;Momentum:17.4;LowVol:8.9
MSFT:33.0;BND:32.2;TSLA:34.8
4.5
191
19.8
Volatile
30.7
5.11
4.1
161
25
0:73
74
0.0102
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
-28
12
null
BrokerB
LMT
96
11
18
-6
102
-49
-11
VAR>budget
Hedge
Risk above budget threshold
91
3.5
null
3
Within IPS guidelines
E7720
P3182
2025-01-29
Roth
USD
554,807
14.8
1
40.4
Industrials:29.5;Utilities:43.7;Health:26.9
Value:9.2;Growth:18.9;Quality:14.1;Size:14.1;Momentum:21.2;LowVol:22.5
VTI:18.3;HYG:33.2;GLD:48.4
3.4
145
14.5
Bull
16
4.68
2.6
89
49
31:72
59
0.0156
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-1
0
8
null
BrokerD
MKT
89
5
6
-24
26
-56
-11
null
null
Normal monitoring
95
1.2
Approved
5
Within IPS guidelines
E7721
P1423
2024-11-30
IRA
USD
2,142,638
10
1
63.8
Materials:31.3;Utilities:27.3;Tech:29.1;Energy:12.3
Value:17.4;Growth:27.2;Quality:17.2;Size:13.0;Momentum:12.7;LowVol:12.5
AMZN:16.0;VTI:39.8;BND:15.3;MUB:28.9
2.4
190
12.2
Bear
33.5
4.04
1.5
182
-34
-65:16
44
0.011
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
3
-15
1
null
BrokerA
MKT
89
1
9
26
31
14
22
VAR>budget
Reduce
Risk above budget threshold
103
3.1
Approved
3
Tax-aware sells next window
E7722
P8239
2025-12-26
401k
USD
577,992
4.9
1
67.1
Health:26.7;Industrials:19.2;Consumer:27.2;Materials:26.9
Value:14.2;Growth:20.7;Quality:14.1;Size:13.0;Momentum:24.8;LowVol:13.1
HYG:22.6;MUB:46.6;AMZN:30.8
3.3
212
13.8
Volatile
25.9
4.17
3.3
146
-55
-78:-37
16
0.0103
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
6
-24
2
Delta:-0.1;Vega:0.06
BrokerB
LMT
92
3
11
21
13
-21
16
VAR>budget
TightenStops
Risk above budget threshold
172
2.2
SuggestedEdits
5
Tax-aware sells next window
E7723
P0119
2025-04-07
IRA
USD
568,187
12.7
1
64
Tech:30.0;Comm:37.6;Consumer:32.4
Value:21.4;Growth:17.4;Quality:22.3;Size:17.0;Momentum:9.3;LowVol:12.6
VNQ:9.1;TSLA:14.9;AAPL:21.0;TLT:17.5;MSFT:16.4;MUB:21.1
2.9
104
9.2
Bear
22.5
4.32
1.6
143
35
0:76
74
0.0157
false
false
ESGOnly;MaxPos7%
null
null
Sell
Trim extended winner -1.0%
17
-8
12
null
BrokerB
LMT
99
6
4
-36
-13
-56
15
null
null
Normal monitoring
113
3.1
null
3
Tighten stops on momentum names
E7724
P6021
2024-12-14
Trust
USD
511,685
9.3
1
37.7
Industrials:12.0;Energy:21.0;Health:23.0;RealEstate:22.2;Consumer:21.8
Value:12.5;Growth:18.7;Quality:24.4;Size:18.3;Momentum:7.3;LowVol:18.9
MSFT:13.4;VOO:7.9;XLF:17.4;TSLA:31.9;VTI:8.9;AMZN:20.5
5.3
129
12.9
Bull
18
3.95
2.3
95
101
69:131
92
0.0184
false
false
MaxPos7%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
16
-36
7
null
BrokerC
LMT
92
10
13
-55
-50
16
24
null
null
Normal monitoring
195
2.8
Approved
5
Tighten stops on momentum names
E7725
P9628
2025-07-22
IRA
USD
1,169,475
6.2
1
44
Financials:22.5;Tech:19.3;RealEstate:15.2;Energy:20.6;Health:22.4
Value:21.6;Growth:17.7;Quality:18.3;Size:16.8;Momentum:16.7;LowVol:9.0
XLF:7.1;HYG:23.4;IEF:27.6;MSFT:21.8;TSLA:20.1
6
219
27.1
Bear
22.6
3.73
2.3
199
-85
-115:-59
5
0.0141
false
true
MaxPos7%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
34
5
12
null
BrokerA
LMT
97
10
7
-36
18
-57
-25
RegimeShift
TightenStops
Volatility spike and breadth deterioration
219
1.1
null
5
Within IPS guidelines
E7726
P9890
2025-01-08
Trust
USD
309,591
8.3
1
72.3
RealEstate:11.5;Energy:24.1;Materials:13.8;Consumer:31.7;Health:18.9
Value:22.3;Growth:17.5;Quality:19.3;Size:14.6;Momentum:16.0;LowVol:10.3
AMZN:18.2;MUB:12.9;TLT:24.1;AAPL:20.6;BND:24.2
3.5
97
7.4
Bull
12.2
3.97
2.7
113
92
62:133
93
0.0187
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
34
8
1
null
BrokerC
MKT
97
9
14
-50
-90
-58
-24
null
null
Normal monitoring
123
1.6
Approved
4
Tighten stops on momentum names
E7727
P9854
2024-09-28
Trust
USD
551,816
4.8
1
71.4
Industrials:32.6;RealEstate:30.4;Health:37.0
Value:12.7;Growth:25.3;Quality:21.3;Size:15.8;Momentum:11.1;LowVol:13.8
VTI:12.8;BRK.B:35.9;AAPL:14.0;QQQ:37.2
5.6
190
14.8
Sideways
20.7
4.16
2.7
140
16
-21:48
70
0.0168
false
false
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-5
10
Delta:-0.11;Vega:0.02
BrokerB
LMT
99
9
12
15
135
12
22
null
null
Normal monitoring
169
3.3
Approved
4
Tax-aware sells next window
E7728
P0933
2025-10-09
IRA
USD
695,500
12.4
1
42.2
Energy:37.3;Industrials:34.5;Materials:28.2
Value:17.6;Growth:13.6;Quality:11.0;Size:17.7;Momentum:25.8;LowVol:14.2
VOO:18.0;IEF:18.8;BRK.B:18.5;AAPL:20.4;VTI:24.3
2.5
106
12
Bull
14.6
5
2.3
87
6
-21:33
37
0.0182
false
false
MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-8
7
9
null
BrokerD
LMT
96
1
2
0
21
12
6
null
null
Normal monitoring
156
3.2
Approved
5
Tax-aware sells next window
E7729
P2077
2025-10-18
Taxable
USD
1,137,898
8.3
1
48.7
Utilities:17.3;Industrials:16.4;Comm:16.5;Materials:30.9;Tech:19.0
Value:20.0;Growth:24.4;Quality:8.2;Size:13.1;Momentum:19.9;LowVol:14.4
BRK.B:13.5;VNQ:21.2;TSLA:27.4;MUB:11.5;GLD:26.4
2.1
132
10.2
Bull
13.9
4.85
3.4
89
113
82:165
97
0.0198
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
6
3
7
null
BrokerB
VWAP
89
3
10
-33
34
-49
2
null
null
Normal monitoring
124
2.2
Approved
4
Tighten stops on momentum names
E7730
P3527
2025-09-07
Roth
USD
779,134
6.5
1
74.3
Consumer:10.5;RealEstate:25.7;Energy:29.3;Utilities:15.6;Industrials:18.8
Value:24.2;Growth:9.7;Quality:11.0;Size:20.4;Momentum:23.3;LowVol:11.5
QQQ:19.3;IEF:21.9;GLD:22.3;TSLA:8.3;TLT:14.8;AMZN:13.5
4
149
22
Bull
15.3
3.89
2.6
107
107
78:162
97
0.011
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
-8
6
10
null
BrokerC
MKT
96
9
13
-3
121
14
-12
null
null
Normal monitoring
95
3
null
5
Tighten stops on momentum names
E7731
P0445
2024-08-16
Taxable
USD
777,115
7.1
1
36.4
Energy:16.7;Industrials:11.7;Utilities:38.0;Materials:33.6
Value:16.5;Growth:14.2;Quality:10.5;Size:18.7;Momentum:20.1;LowVol:20.0
HYG:42.4;VNQ:20.6;QQQ:24.6;BND:12.5
3.6
155
10.5
Volatile
27
4.97
2.5
137
-17
-52:10
47
0.0185
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
8
-5
3
null
BrokerB
LMT
95
4
2
-54
76
5
-16
null
null
Normal monitoring
141
2.3
null
3
Within IPS guidelines
E7732
P7697
2024-10-22
Taxable
USD
353,668
15.7
1
48.8
Health:23.0;Tech:16.4;Industrials:10.3;Utilities:38.2;RealEstate:12.1
Value:11.2;Growth:16.7;Quality:27.8;Size:13.0;Momentum:13.7;LowVol:17.5
BRK.B:26.9;MSFT:43.5;AAPL:17.0;IEF:12.7
4.8
136
15.9
Volatile
24.9
3.52
2.9
154
30
-7:75
80
0.0054
false
false
MaxPos7%;MaxSector25%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
26
6
3
null
BrokerC
MKT
93
4
5
30
143
12
3
null
null
Normal monitoring
116
2.8
Approved
4
Increase defensive factor exposure
E7733
P2508
2025-08-29
Trust
USD
868,739
6.4
1
43
RealEstate:8.0;Utilities:13.0;Financials:28.0;Tech:23.7;Comm:27.3
Value:14.8;Growth:15.0;Quality:17.2;Size:20.3;Momentum:17.2;LowVol:15.7
TSLA:19.1;MUB:7.5;VNQ:20.8;VOO:19.9;AMZN:17.5;MSFT:15.3
3.9
155
13.6
Volatile
21.3
4.49
2
135
34
-4:77
67
0.02
false
false
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
-29
3
null
BrokerC
MKT
92
7
12
53
129
-9
-10
null
null
Normal monitoring
98
3
null
4
Within IPS guidelines
E7734
P3470
2025-01-10
IRA
USD
460,376
6.8
1
54.6
Comm:13.1;RealEstate:23.2;Consumer:25.6;Industrials:12.8;Health:25.4
Value:29.2;Growth:11.9;Quality:24.6;Size:12.6;Momentum:11.9;LowVol:9.7
VOO:30.1;HYG:11.1;GLD:22.6;AAPL:26.0;BND:10.2
1.9
129
10.5
Sideways
19.6
4.72
2.6
138
12
-24:52
58
0.0045
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
NoAction
Within policy bands; defer
-6
-35
3
null
BrokerB
MKT
0
0
0
-39
97
-53
14
null
null
Normal monitoring
128
4
Approved
3
Monitor dispersion and breadth
E7735
P0932
2025-02-15
IRA
USD
1,233,076
9.4
1
64
Tech:31.4;Financials:32.9;Industrials:35.7
Value:18.2;Growth:8.5;Quality:12.9;Size:14.7;Momentum:20.1;LowVol:25.6
VNQ:27.4;HYG:11.3;VOO:10.9;XLF:9.3;AMZN:14.9;TLT:26.1
3.5
135
21.2
Volatile
21.5
4.16
2
150
65
51:102
87
0.0192
false
false
MaxPos7%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
-14
-2
5
null
BrokerB
MKT
99
8
13
40
129
4
37
null
null
Normal monitoring
91
3.4
null
3
Monitor dispersion and breadth
E7736
P3153
2025-08-03
IRA
USD
1,606,729
5.9
1.06
42.6
Materials:27.5;Financials:19.0;Consumer:21.6;Health:22.4;Comm:9.5
Value:8.4;Growth:14.6;Quality:18.0;Size:23.6;Momentum:18.7;LowVol:16.7
BND:21.8;XLF:7.3;VTI:31.4;VOO:27.0;AMZN:12.5
2.2
167
11.5
Bear
30.4
3.37
1.2
213
-66
-91:-33
28
0.0045
false
false
MaxPos5%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-39
10
null
BrokerD
MKT
95
1
4
106
208
-34
12
null
null
Normal monitoring
147
1.6
Approved
3
Monitor dispersion and breadth
E7737
P6630
2025-01-03
401k
USD
514,862
6.7
1
46
Utilities:31.7;Materials:13.1;Financials:20.0;Comm:20.8;RealEstate:14.3
Value:19.1;Growth:15.5;Quality:22.8;Size:21.9;Momentum:9.3;LowVol:11.3
TSLA:26.7;BND:22.8;TLT:8.4;MSFT:7.8;BRK.B:11.5;GLD:22.9
4.6
156
9.1
Bear
33.6
4.29
2.4
175
-118
-150:-102
5
0.0198
false
false
NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
11
-26
6
null
BrokerA
MKT
88
6
12
-40
51
-50
40
null
null
Normal monitoring
200
1.3
null
3
Within IPS guidelines
E7738
P3034
2025-03-06
IRA
USD
1,772,064
8.4
1
55.7
Utilities:48.0;RealEstate:21.8;Materials:30.2
Value:20.5;Growth:16.7;Quality:12.1;Size:18.4;Momentum:10.5;LowVol:21.8
BRK.B:23.0;BND:6.0;GLD:24.3;XLF:26.0;AMZN:11.1;QQQ:9.6
3.3
120
17.9
Volatile
29.3
5.34
3.6
120
40
28:70
81
0.0164
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-9
-37
1
null
BrokerD
MKT
91
5
7
88
180
-11
18
null
null
Normal monitoring
123
3.8
null
3
Tighten stops on momentum names
E7739
P9472
2025-02-13
401k
USD
721,697
14.3
1
40.1
Utilities:27.4;Tech:27.9;RealEstate:15.9;Consumer:28.7
Value:19.3;Growth:17.6;Quality:20.4;Size:8.2;Momentum:21.2;LowVol:13.3
MUB:27.2;VOO:21.9;GLD:26.8;TSLA:24.1
1.8
142
7.4
Bull
16.6
3.59
3.4
85
14
-26:35
42
0.0187
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
33
-30
12
null
BrokerD
VWAP
94
3
2
-1
70
-44
21
null
null
Normal monitoring
151
3.3
null
4
Within IPS guidelines
E7740
P4816
2025-09-21
Roth
USD
897,630
5.8
1
54.2
Consumer:19.4;Materials:18.2;Financials:29.1;RealEstate:33.3
Value:14.8;Growth:22.3;Quality:8.4;Size:17.3;Momentum:20.7;LowVol:16.6
TSLA:39.6;VTI:23.5;MSFT:36.9
5.3
129
11.8
Bull
15.8
3.71
2.4
101
81
57:103
88
0.0066
false
false
MaxPos7%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-5
-7
8
null
BrokerD
LMT
99
10
10
-58
-35
-19
26
null
null
Normal monitoring
197
2.9
null
5
Monitor dispersion and breadth
E7741
P2350
2024-08-17
Taxable
USD
1,645,649
8.8
1
58.2
Materials:17.5;RealEstate:36.8;Industrials:45.7
Value:14.6;Growth:18.6;Quality:11.8;Size:17.4;Momentum:20.9;LowVol:16.7
TSLA:25.1;MUB:21.4;VTI:17.4;BRK.B:36.1
4.6
152
19.8
Volatile
22.5
5.13
2.9
124
4
-27:59
69
0.0035
false
false
ESGOnly;MaxPos8%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
11
-18
11
null
BrokerC
VWAP
88
1
1
-51
45
10
11
null
null
Normal monitoring
139
1.5
Approved
4
Tax-aware sells next window
E7742
P5684
2024-12-08
IRA
USD
1,753,696
7.9
1
54.6
Utilities:28.0;Materials:31.8;Tech:30.2;Energy:10.0
Value:11.5;Growth:10.3;Quality:15.4;Size:19.0;Momentum:23.8;LowVol:20.0
QQQ:11.1;AMZN:41.7;AAPL:47.2
2.9
198
13.6
Bear
22.3
3.47
1.8
162
21
-6:53
58
0.0189
false
true
MaxPos8%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-24
1
null
BrokerA
VWAP
92
4
10
18
-15
13
-24
RegimeShift
TightenStops
Volatility spike and breadth deterioration
215
2.4
null
4
Within IPS guidelines
E7743
P2544
2024-08-29
IRA
USD
433,949
9.3
1
52.2
Comm:15.0;Industrials:24.1;Financials:23.3;Consumer:22.9;Energy:14.7
Value:15.4;Growth:18.5;Quality:16.8;Size:9.0;Momentum:17.8;LowVol:22.5
QQQ:23.1;BND:26.5;TSLA:18.3;VNQ:32.0
1.6
159
12.2
Volatile
20.8
3.75
2.5
175
-3
-29:50
44
0.008
false
false
ESGOnly;MaxPos7%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
1
-5
5
null
BrokerB
LMT
90
2
0
-7
72
-36
-10
null
null
Normal monitoring
199
1.1
Approved
3
Monitor dispersion and breadth
E7744
P3911
2025-01-27
401k
USD
2,164,879
5.5
1
62.3
Tech:25.5;Industrials:29.1;Consumer:23.5;Utilities:21.9
Value:22.4;Growth:23.1;Quality:9.2;Size:12.7;Momentum:18.8;LowVol:13.8
MSFT:18.7;AMZN:10.8;TLT:15.6;XLF:21.7;VOO:17.1;GLD:16.1
5.6
140
20.4
Bear
23
3.06
1.3
175
-84
-101:-67
26
0.0038
false
false
MaxPos7%;MaxSector25%
null
DriftNear
Buy
Add core equity +1.0% from cash
-14
-18
7
null
BrokerC
MKT
88
9
8
-47
-70
-5
34
null
null
Normal monitoring
95
3.7
Approved
3
Increase defensive factor exposure
E7745
P3515
2025-03-03
Roth
USD
613,251
6.3
1
39
Comm:34.9;Consumer:31.2;Tech:12.0;Financials:21.9
Value:13.5;Growth:8.9;Quality:28.1;Size:13.1;Momentum:21.0;LowVol:15.4
BRK.B:25.3;AAPL:38.2;QQQ:36.6
4.7
95
15.8
Sideways
21.9
4.19
3.4
129
55
29:90
84
0.0035
false
false
MaxPos7%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
3
14
10
null
BrokerC
VWAP
96
9
14
-41
55
0
27
null
null
Normal monitoring
120
3.5
null
5
Tighten stops on momentum names
E7746
P4759
2024-08-16
401k
USD
164,167
13.9
1
70.1
Financials:44.6;Energy:25.2;Consumer:30.2
Value:23.3;Growth:8.3;Quality:25.9;Size:12.6;Momentum:21.0;LowVol:8.8
MUB:15.1;BND:49.9;AMZN:35.0
2.5
130
10.5
Volatile
23.9
3.81
3.9
122
-21
-50:22
29
0.0194
false
false
NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-8
-22
3
Delta:-0.12;Vega:0.06
BrokerB
VWAP
88
6
13
-6
55
-10
-17
null
null
Normal monitoring
219
1.8
null
3
Monitor dispersion and breadth
E7747
P0429
2024-08-17
Trust
USD
1,813,135
5
1
45
Financials:24.4;Materials:31.0;Utilities:18.5;RealEstate:12.6;Comm:13.5
Value:12.0;Growth:17.5;Quality:19.4;Size:21.8;Momentum:7.8;LowVol:21.7
TLT:44.5;VTI:17.4;XLF:38.1
5.2
144
13
Sideways
17.9
4.88
2.3
126
30
-10:52
70
0.0066
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
33
-32
11
null
BrokerD
MKT
90
5
6
20
150
-1
9
null
null
Normal monitoring
203
3.8
Approved
3
Tax-aware sells next window
E7748
P2705
2025-11-17
Trust
USD
773,413
15.9
1
53
Comm:10.6;Consumer:28.2;Materials:29.4;RealEstate:21.8;Financials:9.9
Value:14.1;Growth:13.8;Quality:17.2;Size:14.8;Momentum:22.2;LowVol:17.9
TLT:17.4;VNQ:30.0;IEF:24.9;VTI:27.7
1.5
162
7.5
Sideways
15.7
3.65
2.5
92
12
-10:46
48
0.0099
false
false
MaxPos5%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
32
1
5
null
BrokerB
MKT
91
10
13
7
44
-44
12
null
null
Normal monitoring
190
1.2
null
4
Monitor dispersion and breadth
E7749
P9874
2025-05-23
401k
USD
779,261
8.8
1
43.7
Tech:24.2;Materials:34.2;Financials:17.6;Industrials:24.1
Value:19.1;Growth:17.8;Quality:14.2;Size:22.6;Momentum:17.1;LowVol:9.3
BRK.B:15.8;AMZN:37.6;TSLA:46.6
2.6
204
21.9
Bull
12.5
3.6
2.9
109
70
34:123
68
0.0072
false
true
MaxPos6%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-19
12
Delta:-0.09;Vega:0.08
BrokerA
MKT
99
2
0
-33
22
-51
-8
VAR>budget
Pause
Risk above budget threshold
165
2.4
Approved
2
Tax-aware sells next window
E7750
P0492
2025-09-14
401k
USD
1,095,804
6.7
1
70.3
RealEstate:36.4;Financials:23.9;Comm:39.7
Value:10.9;Growth:21.1;Quality:10.1;Size:22.8;Momentum:12.0;LowVol:23.1
AMZN:15.2;MUB:14.5;BND:22.4;VOO:15.1;VNQ:13.5;VTI:19.3
6.9
203
22.4
Bear
30.1
4.01
1.5
214
30
5:62
75
0.0162
true
true
MaxPos8%;MaxSector25%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
12
-1
2
null
BrokerC
LMT
92
5
5
-31
39
-21
24
Drift>tolerance
Hedge
Allocation drift beyond policy bands
162
1.6
null
4
Tax-aware sells next window
E7751
P8646
2024-08-28
Roth
USD
1,117,710
8.6
1.12
70.4
Consumer:15.4;Health:36.0;Tech:12.2;Financials:36.4
Value:18.2;Growth:14.7;Quality:16.3;Size:9.5;Momentum:13.8;LowVol:27.4
BRK.B:20.3;AAPL:32.0;BND:14.7;TSLA:33.0
2.6
270
14.7
Bear
29.1
3.71
2.5
165
-96
-127:-47
5
0.0076
false
true
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-37
11
null
BrokerC
MKT
97
9
10
79
142
-38
6
VAR>budget
Hedge
Risk above budget threshold
155
2.3
SuggestedEdits
3
Monitor dispersion and breadth
E7752
P7430
2025-12-09
Roth
USD
798,075
4.9
1
51.6
Financials:29.0;Industrials:18.0;Consumer:15.1;Utilities:16.3;Comm:21.6
Value:14.3;Growth:20.7;Quality:9.0;Size:25.2;Momentum:13.8;LowVol:17.0
BRK.B:35.2;AMZN:15.2;TLT:19.2;HYG:30.3
3
161
22.9
Volatile
21.7
4.89
2.6
129
-37
-57:17
22
0.0125
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
35
-12
10
null
BrokerD
MKT
90
10
18
73
179
-42
32
null
null
Normal monitoring
167
2.5
Approved
4
Within IPS guidelines
E7753
P8732
2025-05-10
IRA
USD
188,746
7
1
38.8
Consumer:15.5;Materials:16.8;Comm:34.5;RealEstate:33.3
Value:11.4;Growth:15.9;Quality:20.0;Size:11.1;Momentum:20.3;LowVol:21.3
MUB:25.5;IEF:15.5;XLF:12.9;VNQ:32.1;MSFT:14.1
1.2
159
9.3
Bull
12.1
4.6
2.1
77
71
60:108
99
0.0141
false
false
ESGOnly;MaxPos6%
null
VarNear
NoAction
Within policy bands; defer
31
12
6
null
BrokerB
VWAP
0
0
0
-47
-1
1
28
null
null
Normal monitoring
116
2.5
null
5
Monitor dispersion and breadth
E7754
P9525
2025-03-24
Roth
USD
548,398
16.7
1
40
Comm:29.6;Industrials:32.2;Financials:28.5;Materials:9.8
Value:24.2;Growth:21.2;Quality:8.0;Size:18.6;Momentum:9.2;LowVol:18.8
GLD:39.5;AMZN:20.8;HYG:9.4;XLF:30.3
2
155
12.4
Bull
17.1
3.93
3.1
72
50
32:72
58
0.018
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
2
-2
12
null
BrokerB
LMT
88
1
0
31
137
-53
-5
null
null
Normal monitoring
114
1.6
null
5
Increase defensive factor exposure
E7755
P5819
2025-11-17
Taxable
USD
1,932,773
7.4
1
38.6
Comm:19.6;Health:19.7;Financials:14.8;Tech:20.6;Materials:25.3
Value:10.2;Growth:14.0;Quality:21.9;Size:22.4;Momentum:16.8;LowVol:14.7
QQQ:37.6;VNQ:41.6;GLD:20.8
4.4
170
20.2
Bull
17.8
3.91
3
99
16
-3:46
41
0.0087
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
8
13
12
null
BrokerA
VWAP
90
1
8
-44
73
-58
-6
null
null
Normal monitoring
206
1.6
Approved
5
Increase defensive factor exposure
E7756
P5451
2025-11-28
Trust
USD
811,626
9.9
1
57.7
Financials:19.7;Tech:10.2;Industrials:29.6;Energy:23.3;Health:17.2
Value:9.2;Growth:19.7;Quality:20.1;Size:23.8;Momentum:16.7;LowVol:10.5
VNQ:34.0;VTI:29.3;TSLA:24.8;IEF:12.0
3.1
160
7.4
Bear
32
3.12
2.9
156
-4
-43:24
44
0.0052
false
false
MaxPos7%;MaxSector30%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
9
-24
5
null
BrokerD
LMT
0
0
0
88
86
-18
-25
null
null
Normal monitoring
132
3.3
null
4
Tax-aware sells next window
E7757
P3428
2025-06-23
Taxable
USD
795,295
9.6
1.2
54
Materials:21.1;Financials:18.9;Comm:16.9;Health:21.6;Industrials:21.5
Value:23.5;Growth:15.1;Quality:10.0;Size:18.7;Momentum:22.1;LowVol:10.7
TLT:33.7;BND:20.2;IEF:46.1
5.5
165
18.6
Volatile
20.1
4.57
2.2
162
-46
-67:-13
28
0.0164
false
false
MaxSector35%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
15
-30
2
null
BrokerC
LMT
97
5
10
47
157
-12
18
null
null
Normal monitoring
196
2.6
Approved
5
Within IPS guidelines
E7758
P3757
2024-11-02
401k
USD
1,225,760
6.2
1
69.7
Utilities:17.9;RealEstate:12.4;Tech:21.3;Comm:14.2;Energy:34.3
Value:18.7;Growth:13.3;Quality:14.7;Size:19.1;Momentum:20.4;LowVol:13.9
VTI:15.8;GLD:14.5;BND:21.5;IEF:24.6;VNQ:23.7
2.4
185
24.6
Volatile
29.9
4.98
4.4
134
23
-1:73
47
0.0126
false
false
MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
-5
-20
4
null
BrokerB
MKT
97
6
4
57
78
6
-20
null
null
Normal monitoring
143
3
Approved
5
Monitor dispersion and breadth
E7759
P6020
2024-09-22
Taxable
USD
265,431
5.9
1
58.7
Financials:34.1;RealEstate:32.3;Consumer:18.2;Industrials:15.4
Value:9.4;Growth:21.2;Quality:12.6;Size:22.7;Momentum:14.5;LowVol:19.5
BND:12.8;GLD:27.6;BRK.B:43.3;QQQ:16.3
1.2
170
13.1
Sideways
16.3
4.1
2.7
135
16
-9:61
43
0.0089
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-14
5
8
null
BrokerC
LMT
91
7
8
31
139
-29
15
null
null
Normal monitoring
175
3
Approved
5
Monitor dispersion and breadth
E7760
P1824
2024-10-06
Trust
USD
1,900,349
7.8
1
38.5
Consumer:15.4;Energy:26.5;RealEstate:31.2;Health:26.8
Value:13.4;Growth:11.9;Quality:15.6;Size:21.5;Momentum:21.2;LowVol:16.3
TSLA:36.5;TLT:39.2;VTI:24.3
2.8
151
11.6
Volatile
22.1
4.84
4.2
140
-40
-59:-21
33
0.0145
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-2
10
null
BrokerB
MKT
90
7
15
99
126
-36
7
null
null
Normal monitoring
212
1.9
null
3
Tax-aware sells next window
E7761
P4093
2025-02-03
Taxable
USD
933,959
6.9
1
51.7
Industrials:26.0;Utilities:15.5;Financials:15.0;Materials:12.6;Health:31.0
Value:12.1;Growth:22.9;Quality:17.5;Size:17.0;Momentum:18.7;LowVol:11.8
AAPL:16.6;AMZN:19.0;IEF:20.7;GLD:16.0;TLT:27.7
3.2
253
27.1
Sideways
17.2
3.52
3.4
98
23
-12:60
63
0.0072
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
2
1
Delta:-0.12;Vega:0.07
BrokerB
MKT
92
7
4
98
128
-18
-20
RegimeShift
Reduce
Volatility spike and breadth deterioration
90
3.1
Approved
2
Within IPS guidelines
E7762
P8481
2024-09-19
IRA
USD
358,953
7
1
42.3
Energy:11.0;Tech:32.5;Financials:25.5;Industrials:31.0
Value:17.1;Growth:26.3;Quality:15.2;Size:19.5;Momentum:9.7;LowVol:12.2
BRK.B:24.4;HYG:40.9;VTI:34.6
4.2
94
12.2
Volatile
22.1
3.97
2.4
110
-55
-95:-29
18
0.0042
false
false
ESGOnly;MaxPos8%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
4
-32
6
null
BrokerC
LMT
94
3
10
58
24
-60
-9
null
null
Normal monitoring
145
1.3
null
3
Tax-aware sells next window
E7763
P5646
2025-09-17
Roth
USD
1,216,206
6.2
1.11
71.1
Industrials:11.3;Materials:35.3;Energy:33.1;RealEstate:20.2
Value:9.6;Growth:20.4;Quality:14.0;Size:25.0;Momentum:20.5;LowVol:10.5
BND:44.6;VTI:41.3;MSFT:14.1
2.4
188
15.4
Bear
29.4
3.43
3
195
11
-13:58
38
0.0154
false
false
MaxPos5%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
35
-39
9
null
BrokerC
MKT
97
12
14
34
-4
8
25
null
null
Normal monitoring
219
2.4
Approved
3
Tax-aware sells next window
E7764
P5975
2025-12-11
401k
USD
738,572
9.6
1
41
Utilities:25.2;Financials:12.5;RealEstate:14.8;Comm:30.1;Materials:17.4
Value:15.9;Growth:16.3;Quality:13.9;Size:13.7;Momentum:19.1;LowVol:21.2
AMZN:14.4;VTI:35.5;BND:36.0;VNQ:14.2
5.4
197
16.6
Bull
17.1
4.7
2.1
98
24
-1:52
79
0.0107
false
true
MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
30
-15
11
null
BrokerD
MKT
95
9
7
20
142
-1
26
VAR>budget
Hedge
Risk above budget threshold
217
1.7
Approved
2
Within IPS guidelines
E7765
P3824
2024-08-06
Trust
USD
886,243
11
1
72.9
Consumer:36.1;Energy:13.4;RealEstate:10.5;Tech:26.6;Materials:13.4
Value:21.8;Growth:10.1;Quality:14.7;Size:18.0;Momentum:19.1;LowVol:16.3
BND:20.9;TLT:20.8;XLF:34.5;HYG:23.8
4.9
140
8
Sideways
17.8
3.68
2.5
134
-21
-35:20
34
0.0046
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
12
-36
4
null
BrokerB
MKT
100
7
13
107
195
12
-18
null
null
Normal monitoring
160
2.9
Approved
3
Within IPS guidelines
E7766
P6249
2025-01-21
401k
USD
540,117
14.9
1
37.3
Comm:28.7;RealEstate:27.6;Energy:14.0;Consumer:29.7
Value:9.3;Growth:9.8;Quality:18.6;Size:16.6;Momentum:21.5;LowVol:24.3
TSLA:12.4;AMZN:13.1;MSFT:11.4;TLT:11.9;VNQ:23.8;BRK.B:27.3
3.4
112
8
Sideways
20.3
4.26
3.4
109
-9
-42:37
42
0.0145
false
false
null
null
null
Sell
Trim extended winner -1.0%
30
-40
11
null
BrokerB
MKT
91
7
14
117
141
-49
-11
null
null
Normal monitoring
110
3.5
null
3
Increase defensive factor exposure
E7767
P4837
2025-11-20
Roth
USD
648,077
7.7
1
65.4
Utilities:12.2;Financials:26.7;Tech:20.4;Consumer:19.3;RealEstate:21.5
Value:16.4;Growth:15.9;Quality:19.2;Size:17.6;Momentum:21.1;LowVol:9.8
HYG:13.3;VTI:25.4;VOO:27.6;IEF:24.1;TLT:9.7
1.4
134
15.8
Bull
15.2
4.56
3.4
89
64
46:114
96
0.0069
false
false
ESGOnly;MaxPos6%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-5
-30
8
null
BrokerC
LMT
95
7
10
36
22
-9
23
null
null
Normal monitoring
209
3.1
Approved
3
Monitor dispersion and breadth
E7768
P5476
2024-09-01
Trust
USD
1,254,962
9.1
1.24
70.7
Utilities:35.2;Consumer:15.7;Industrials:26.6;RealEstate:22.6
Value:10.0;Growth:24.8;Quality:23.4;Size:11.0;Momentum:13.0;LowVol:17.8
BND:11.8;VNQ:36.6;QQQ:41.4;TLT:10.2
6
216
14.9
Bull
16.8
4.36
3
111
39
11:82
79
0.0055
false
true
MaxPos8%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-4
-14
11
null
BrokerA
MKT
88
1
6
-41
-63
11
2
RegimeShift
Pause
Volatility spike and breadth deterioration
138
3.3
SuggestedEdits
4
Increase defensive factor exposure
E7769
P0451
2025-09-17
Roth
USD
1,012,301
3.6
1
56
Consumer:33.1;Energy:32.2;Materials:22.2;Health:12.5
Value:14.5;Growth:10.8;Quality:28.0;Size:11.6;Momentum:17.3;LowVol:17.7
GLD:22.0;TLT:19.4;BND:15.8;VTI:9.0;AAPL:20.3;IEF:13.5
2.6
216
15.4
Volatile
28.3
4.87
3.9
118
-45
-78:8
41
0.0078
false
true
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
7
12
Delta:-0.13;Vega:0.05
BrokerA
MKT
89
4
8
59
189
18
-4
VAR>budget
Pause
Risk above budget threshold
110
2.1
null
3
Increase defensive factor exposure
E7770
P6067
2025-01-09
Taxable
USD
318,469
13.9
1
74.5
Industrials:18.6;Utilities:62.3;Health:19.1
Value:23.5;Growth:17.5;Quality:14.8;Size:10.2;Momentum:16.0;LowVol:18.1
IEF:18.3;MUB:39.8;HYG:25.4;BRK.B:16.5
3.5
154
14.2
Sideways
17.4
4.46
2.5
106
23
0:39
65
0.0198
false
false
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
9
8
null
BrokerC
MKT
97
5
2
-24
82
13
30
null
null
Normal monitoring
157
3.7
null
3
Within IPS guidelines
E7771
P8329
2025-11-08
Trust
USD
346,160
6.9
1
70.6
RealEstate:26.9;Materials:15.6;Utilities:23.4;Tech:34.1
Value:11.0;Growth:14.2;Quality:17.0;Size:19.4;Momentum:22.2;LowVol:16.2
IEF:16.7;AAPL:14.7;MSFT:40.3;QQQ:28.3
1.2
150
13.5
Bull
17.4
4.73
2.8
95
25
13:48
57
0.0193
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
31
-19
6
null
BrokerB
MKT
99
12
13
-51
64
-1
40
null
null
Normal monitoring
195
1.1
Approved
3
Within IPS guidelines
E7772
P2940
2024-10-08
Roth
USD
642,543
8.7
1
67.5
Consumer:22.6;Utilities:32.5;Health:16.6;Energy:28.3
Value:7.5;Growth:18.2;Quality:21.3;Size:16.6;Momentum:12.8;LowVol:23.7
TSLA:23.8;MSFT:9.6;VOO:21.9;TLT:32.1;GLD:12.6
4.8
133
12.9
Volatile
28.4
5.24
2.6
122
-47
-64:3
8
0.0101
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
26
12
5
null
BrokerD
MKT
97
7
11
68
90
-11
1
null
null
Normal monitoring
124
1.6
Approved
4
Tighten stops on momentum names
E7773
P9853
2025-07-12
Roth
USD
1,353,138
7.3
1
36.3
Consumer:35.0;Health:21.7;Tech:23.6;Financials:19.7
Value:24.6;Growth:17.8;Quality:13.3;Size:8.5;Momentum:22.0;LowVol:13.8
VOO:33.3;QQQ:29.4;BND:19.2;VNQ:18.2
4
204
20
Volatile
23.2
5.11
3.9
155
-46
-67:0
21
0.0152
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
12
5
Delta:-0.15;Vega:0.04
BrokerD
MKT
91
3
9
120
184
12
35
RegimeShift
Reduce
Volatility spike and breadth deterioration
125
1.8
Approved
4
Monitor dispersion and breadth
E7774
P7406
2025-11-10
IRA
USD
830,773
6.3
1
70.4
Consumer:26.3;Financials:43.2;Comm:30.5
Value:22.0;Growth:15.2;Quality:13.1;Size:25.5;Momentum:12.0;LowVol:12.1
VNQ:14.0;IEF:8.4;XLF:12.8;MUB:25.7;MSFT:10.6;HYG:28.5
3.8
168
23.1
Bear
23.8
4.22
2.7
147
-59
-86:-43
15
0.0039
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
26
-12
10
Delta:-0.06;Vega:0.04
BrokerA
MKT
95
10
13
-17
-7
-29
28
null
null
Normal monitoring
102
2.1
Approved
3
Tighten stops on momentum names
E7775
P3081
2025-05-25
Taxable
USD
502,758
11.5
1
51.1
RealEstate:21.3;Energy:33.0;Consumer:20.9;Materials:24.8
Value:10.8;Growth:8.8;Quality:17.1;Size:17.4;Momentum:28.0;LowVol:17.9
AMZN:8.3;VOO:8.6;BND:27.4;BRK.B:25.3;GLD:13.5;MUB:17.0
1.9
109
14.1
Bull
13.7
3.78
3.5
104
75
57:120
94
0.0178
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
19
-35
11
null
BrokerB
MKT
94
6
5
38
7
-7
-24
null
null
Normal monitoring
191
1.2
null
4
Monitor dispersion and breadth
E7776
P2940
2025-06-02
Trust
USD
1,187,610
5.8
1
70.2
Tech:34.0;Industrials:19.8;Utilities:46.2
Value:18.4;Growth:13.1;Quality:19.4;Size:16.4;Momentum:12.8;LowVol:19.9
HYG:28.5;MUB:27.7;BRK.B:22.9;MSFT:20.9
2.5
222
10.8
Sideways
16.9
3.72
3.2
129
-3
-42:16
49
0.0197
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
8
5
Delta:-0.14;Vega:0.07
BrokerD
MKT
96
11
12
-58
-37
-56
40
VAR>budget
Reduce
Risk above budget threshold
127
1.6
Approved
3
Tighten stops on momentum names
E7777
P3104
2024-09-23
401k
USD
581,722
3.1
1.15
66.6
Consumer:33.6;Materials:25.4;Utilities:14.0;Health:27.0
Value:13.1;Growth:23.5;Quality:22.1;Size:10.8;Momentum:19.6;LowVol:10.7
MUB:10.9;QQQ:7.5;IEF:6.1;GLD:25.7;BRK.B:25.3;AMZN:24.5
5.7
218
26.4
Volatile
30.8
4.57
2.3
162
80
47:111
77
0.0113
false
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-11
2
null
BrokerD
LMT
89
8
16
48
142
-14
25
VAR>budget
Pause
Risk above budget threshold
153
2.3
SuggestedEdits
4
Monitor dispersion and breadth
E7778
P6379
2024-08-07
Taxable
USD
317,143
8.4
1
47.3
Tech:13.2;Energy:30.6;RealEstate:22.5;Industrials:16.0;Consumer:17.7
Value:17.5;Growth:16.7;Quality:19.0;Size:17.9;Momentum:13.9;LowVol:14.9
AAPL:17.9;HYG:13.4;BND:30.0;MSFT:22.9;IEF:15.7
2.6
124
14.9
Bull
14.7
4.24
2.3
114
17
-21:43
72
0.0185
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
22
-10
7
null
BrokerC
LMT
94
2
6
-4
86
-60
7
null
null
Normal monitoring
149
3
Approved
3
Tighten stops on momentum names
E7779
P7455
2025-03-14
Taxable
USD
822,420
6.7
1
40.1
Health:35.0;Energy:31.6;Utilities:33.4
Value:15.0;Growth:21.9;Quality:19.1;Size:13.6;Momentum:12.2;LowVol:18.2
QQQ:36.1;VNQ:14.4;VOO:23.2;GLD:26.4
3.5
178
18.4
Volatile
29.4
4.23
3.1
175
12
-10:36
38
0.0102
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
1
-8
2
null
BrokerD
VWAP
93
3
6
5
-31
15
-2
null
null
Normal monitoring
178
2.2
Approved
4
Within IPS guidelines
E7780
P6050
2024-09-29
Roth
USD
1,237,801
7.1
1
42.8
Materials:32.2;Financials:20.6;Industrials:47.2
Value:9.6;Growth:26.1;Quality:18.2;Size:24.2;Momentum:13.6;LowVol:8.3
BND:14.1;HYG:13.8;VTI:40.3;TLT:31.8
1.7
158
16.6
Volatile
30.3
5.37
2.2
138
3
-28:38
59
0.0037
false
false
MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
34
-40
9
null
BrokerC
MKT
98
5
5
27
-8
2
-15
null
null
Normal monitoring
202
2.8
Approved
4
Tighten stops on momentum names
E7781
P4659
2025-04-18
Taxable
USD
1,288,251
5.6
1
58
Financials:29.7;Energy:13.7;Tech:32.5;RealEstate:24.0
Value:19.8;Growth:20.4;Quality:10.1;Size:17.4;Momentum:19.9;LowVol:12.4
HYG:39.0;VTI:15.5;AAPL:13.2;GLD:32.3
3.2
187
10.9
Volatile
20.2
4.26
2.1
113
-56
-93:-41
35
0.0134
false
true
ESGOnly;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
14
-21
5
null
BrokerC
LMT
100
7
10
-49
86
-41
8
RegimeShift
TightenStops
Volatility spike and breadth deterioration
192
2.9
null
5
Increase defensive factor exposure
E7782
P6151
2024-07-13
Roth
USD
441,499
8.8
1
68
Financials:36.9;Industrials:25.1;Health:38.0
Value:21.7;Growth:13.6;Quality:18.3;Size:19.7;Momentum:15.8;LowVol:10.9
TSLA:21.3;QQQ:9.5;MUB:24.3;XLF:28.5;AAPL:16.4
2.4
157
14.6
Bull
17.6
3.66
3.4
118
56
27:73
84
0.013
false
false
MaxPos6%;MaxSector35%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
27
-35
12
null
BrokerC
MKT
95
4
11
88
70
16
-23
null
null
Normal monitoring
199
2.1
Approved
3
Tax-aware sells next window
E7783
P6842
2025-02-20
Trust
USD
517,407
8.7
1
57.8
Industrials:37.4;Tech:23.5;Materials:39.1
Value:10.6;Growth:17.9;Quality:11.8;Size:24.7;Momentum:9.6;LowVol:25.4
IEF:19.1;GLD:48.4;AAPL:32.5
2.2
226
21.5
Volatile
22.7
4.14
2.6
154
25
-8:68
55
0.0128
false
true
MaxPos7%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
4
7
5
null
BrokerA
MKT
98
2
8
-38
-50
-53
-1
VAR>budget
Hedge
Risk above budget threshold
98
3.1
null
5
Monitor dispersion and breadth
E7784
P5840
2025-09-07
Roth
USD
454,265
14.7
1
49.1
Health:18.3;Materials:31.4;Tech:28.8;Energy:21.4
Value:23.6;Growth:20.5;Quality:22.0;Size:8.5;Momentum:11.2;LowVol:14.2
HYG:7.6;QQQ:14.1;BND:7.3;VOO:29.6;AAPL:29.3;AMZN:12.2
2.7
131
14.2
Volatile
21.2
3.53
2
117
12
-23:34
55
0.0179
false
false
MaxPos5%
null
null
Buy
Add core equity +1.0% from cash
28
-19
3
null
BrokerA
MKT
93
1
9
24
76
-31
-1
null
null
Normal monitoring
210
3
null
3
Monitor dispersion and breadth
E7785
P6783
2024-10-28
Roth
USD
1,323,199
6.1
1
36.3
Financials:12.0;Health:17.0;Materials:25.0;Comm:36.1;Utilities:9.8
Value:8.5;Growth:24.6;Quality:16.6;Size:21.4;Momentum:19.3;LowVol:9.6
BND:27.5;TSLA:17.8;AAPL:19.8;BRK.B:34.9
3.8
226
14.8
Volatile
30.6
4.05
3.6
126
47
26:77
58
0.0143
false
true
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
1
6
null
BrokerB
VWAP
93
6
5
-50
-85
-13
-15
VAR>budget
TightenStops
Risk above budget threshold
169
2.2
SuggestedEdits
3
Tax-aware sells next window
E7786
P4671
2024-08-11
IRA
USD
553,777
16.3
1
42.9
Utilities:31.8;Energy:16.9;RealEstate:15.7;Industrials:10.9;Materials:24.7
Value:17.5;Growth:18.0;Quality:10.2;Size:12.7;Momentum:14.2;LowVol:27.4
MSFT:26.3;VOO:56.1;AAPL:17.7
2.9
90
15.5
Bear
31.7
3.57
1.7
131
-103
-137:-48
11
0.0193
false
false
MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
20
-13
12
null
BrokerC
LMT
96
12
17
32
103
-45
-22
null
null
Normal monitoring
148
2.9
null
5
Within IPS guidelines
E7787
P0780
2024-08-31
Roth
USD
1,165,810
9
1
50
Consumer:13.8;Energy:50.5;Materials:35.7
Value:20.1;Growth:8.8;Quality:22.1;Size:13.1;Momentum:18.6;LowVol:17.3
HYG:10.0;TLT:25.4;MUB:32.9;TSLA:14.9;IEF:16.8
5.4
181
14
Bull
11.9
3.84
3.2
88
84
70:129
100
0.0041
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
4
11
9
null
BrokerB
MKT
96
8
7
-52
-31
-45
25
VAR>budget
Hedge
Risk above budget threshold
111
1
Approved
4
Tighten stops on momentum names
E7788
P8141
2024-09-24
Trust
USD
877,299
14.3
1
53.7
Materials:22.7;Financials:27.2;Comm:28.2;RealEstate:21.8
Value:14.4;Growth:16.5;Quality:20.3;Size:15.7;Momentum:19.8;LowVol:13.3
TLT:32.5;QQQ:9.6;VTI:14.1;BRK.B:8.4;TSLA:35.4
4
123
13.3
Sideways
14.5
4.97
2.3
122
-7
-43:35
64
0.0078
false
false
NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
35
-7
6
Delta:-0.16;Vega:0.05
BrokerB
LMT
89
1
9
-12
25
-51
3
null
null
Normal monitoring
112
2.7
Approved
4
Tax-aware sells next window
E7789
P4155
2024-09-10
Roth
USD
410,250
7.5
1
73.7
Utilities:26.4;Energy:19.1;RealEstate:18.1;Materials:22.1;Comm:14.3
Value:10.5;Growth:19.8;Quality:20.2;Size:18.9;Momentum:9.8;LowVol:20.8
MSFT:42.3;MUB:16.9;XLF:40.8
1.8
131
12.9
Bull
15.9
3.92
3.3
116
109
79:136
100
0.014
false
false
MaxPos7%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
30
-5
11
null
BrokerB
VWAP
96
2
9
77
170
-1
-5
null
null
Normal monitoring
113
3
null
5
Monitor dispersion and breadth
E7790
P7048
2024-07-09
Roth
USD
672,008
8.6
1
53.1
Financials:37.3;Industrials:40.7;Tech:22.0
Value:12.0;Growth:25.3;Quality:18.2;Size:19.9;Momentum:12.5;LowVol:12.1
BND:34.0;TSLA:16.6;VTI:49.3
3.2
161
20
Bull
12.9
4.44
3.3
82
105
75:149
85
0.0187
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-21
3
null
BrokerC
MKT
90
3
8
105
174
-7
9
null
null
Normal monitoring
115
3.7
null
5
Monitor dispersion and breadth
E7791
P0776
2025-09-16
401k
USD
788,048
6.7
1
48.3
Comm:26.7;Utilities:23.7;Materials:12.9;Consumer:26.4;Industrials:10.3
Value:23.7;Growth:23.3;Quality:17.6;Size:17.5;Momentum:10.7;LowVol:7.2
MSFT:19.3;BND:10.6;VOO:14.1;QQQ:7.6;MUB:22.8;GLD:25.5
2.1
149
12.9
Bull
13.3
4.87
2.8
115
73
58:93
78
0.0103
false
false
MaxPos6%;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
9
-4
11
null
BrokerD
MKT
94
11
12
110
214
-9
8
null
null
Normal monitoring
132
3.7
null
5
Tighten stops on momentum names
E7792
P9370
2025-02-23
401k
USD
629,715
8.7
1
57.7
Tech:41.3;Industrials:30.2;Utilities:28.6
Value:16.1;Growth:15.3;Quality:20.2;Size:18.0;Momentum:14.1;LowVol:16.3
QQQ:22.8;VOO:37.8;HYG:11.2;TSLA:10.7;BRK.B:17.4
7
252
16.5
Volatile
24.2
4.94
2.5
124
17
-17:45
61
0.0149
true
true
MaxPos8%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
22
-19
12
null
BrokerB
MKT
97
5
9
91
98
-58
27
VAR>budget
Hedge
Risk above budget threshold
206
1.4
Rejected
3
Tighten stops on momentum names
E7793
P5161
2025-07-09
IRA
USD
830,108
17.9
1
53.8
Utilities:20.1;Materials:40.8;Health:19.8;Industrials:19.3
Value:10.7;Growth:24.5;Quality:21.7;Size:10.2;Momentum:14.1;LowVol:18.7
VOO:17.1;QQQ:24.6;GLD:19.1;BND:21.3;BRK.B:17.9
1.4
115
12.6
Bull
16.9
3.99
2.7
79
20
-1:60
64
0.008
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
9
-40
4
null
BrokerB
MKT
91
9
6
-6
110
-41
38
null
null
Normal monitoring
112
3
Approved
4
Increase defensive factor exposure
E7794
P8021
2025-05-05
IRA
USD
316,129
7.1
1
46.2
Financials:16.9;Utilities:22.4;Health:32.7;Materials:28.0
Value:21.4;Growth:13.0;Quality:13.8;Size:14.7;Momentum:26.1;LowVol:10.9
VNQ:22.4;VOO:40.9;GLD:15.6;MUB:21.1
3
107
12.2
Volatile
22.7
5.25
2.1
165
23
7:72
72
0.0193
false
false
ESGOnly;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-13
8
3
null
BrokerB
LMT
96
7
14
103
142
-38
-14
null
null
Normal monitoring
150
2.9
Approved
3
Tax-aware sells next window
E7795
P9717
2025-05-18
IRA
USD
1,016,792
6.6
1.21
68.1
Materials:25.5;Industrials:29.6;Health:20.6;Financials:24.3
Value:22.5;Growth:16.2;Quality:19.7;Size:10.7;Momentum:20.4;LowVol:10.5
HYG:19.2;BRK.B:7.9;XLF:25.5;VNQ:20.6;MUB:18.0;VTI:8.9
4.2
154
12
Bull
11.8
3.76
2.3
82
65
32:91
91
0.0088
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
9
1
4
null
BrokerB
LMT
100
5
10
83
157
-11
17
null
null
Normal monitoring
180
3.6
Approved
4
Within IPS guidelines
E7796
P0683
2025-06-14
Taxable
USD
397,195
8.1
1
57.8
Materials:20.7;Health:15.1;RealEstate:34.8;Industrials:29.3
Value:25.1;Growth:19.4;Quality:14.2;Size:9.5;Momentum:10.2;LowVol:21.6
BRK.B:45.0;AMZN:23.0;BND:32.0
4.3
98
15.9
Sideways
19.6
3.7
3.4
116
-19
-37:11
26
0.0055
false
false
MaxPos5%
null
DriftNear
Buy
Add core equity +1.0% from cash
5
-27
9
null
BrokerD
VWAP
96
4
8
21
128
-26
14
null
null
Normal monitoring
145
3.3
null
5
Tax-aware sells next window
E7797
P7192
2025-09-13
401k
USD
1,335,460
3.4
1
61.7
Tech:10.5;Materials:28.7;Health:33.5;Comm:27.3
Value:22.5;Growth:10.0;Quality:13.7;Size:23.0;Momentum:21.7;LowVol:9.2
AAPL:24.3;MUB:37.6;QQQ:38.1
4.4
196
19.8
Volatile
27.1
3.96
3.5
131
-32
-43:-12
29
0.0053
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
2
-39
2
null
BrokerC
MKT
98
12
12
-42
88
-55
-7
null
null
Normal monitoring
167
3.4
null
4
Increase defensive factor exposure
E7798
P0459
2025-06-18
Trust
USD
1,358,954
5.8
1
54.6
Health:28.4;Consumer:48.1;RealEstate:23.4
Value:16.6;Growth:15.5;Quality:19.0;Size:10.4;Momentum:16.4;LowVol:22.2
GLD:10.3;AAPL:12.2;QQQ:6.9;VTI:24.9;TLT:24.0;AMZN:21.6
1.8
128
21
Sideways
19.6
4.34
3.2
90
-20
-34:16
22
0.0101
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
22
-24
11
Delta:-0.21;Vega:0.03
BrokerA
MKT
97
10
12
89
208
-57
34
null
null
Normal monitoring
149
3.2
Approved
3
Increase defensive factor exposure
E7799
P6973
2025-04-29
Trust
USD
792,619
5.3
1
37.3
Health:41.9;Financials:20.9;Industrials:37.2
Value:18.3;Growth:17.6;Quality:11.0;Size:17.6;Momentum:16.2;LowVol:19.4
VTI:17.5;TSLA:41.7;AAPL:27.8;AMZN:13.0
2.5
128
11.6
Volatile
29.2
5.48
4
132
-49
-70:-28
14
0.0151
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
10
-25
7
null
BrokerD
MKT
100
4
4
107
126
-14
38
null
null
Normal monitoring
182
2.5
null
5
Monitor dispersion and breadth
E7800
P5641
2024-11-29
Trust
USD
555,624
6.1
1
45.8
Energy:46.0;RealEstate:39.1;Industrials:14.9
Value:24.1;Growth:9.6;Quality:24.5;Size:11.5;Momentum:20.4;LowVol:9.8
IEF:16.7;MSFT:26.3;GLD:24.8;TLT:32.2
2.1
147
9
Bull
14
4.43
3.2
87
69
43:107
88
0.0177
false
false
MaxPos5%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
12
-22
2
null
BrokerD
LMT
94
4
1
-12
16
-53
34
null
null
Normal monitoring
139
3.3
null
3
Increase defensive factor exposure