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
E7801
P6395
2025-10-06
Roth
USD
2,042,984
9.9
1.14
59.5
Energy:33.1;Comm:19.0;Financials:32.2;Consumer:15.7
Value:9.2;Growth:16.3;Quality:16.5;Size:22.7;Momentum:15.1;LowVol:20.1
AMZN:27.7;MSFT:17.4;IEF:20.1;GLD:14.4;VOO:20.4
2.5
180
15.8
Sideways
16.3
3.89
3.4
124
-3
-25:16
38
0.0199
false
true
MaxPos8%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-13
-38
5
null
BrokerD
LMT
94
5
10
114
233
-24
22
RegimeShift
Hedge
Volatility spike and breadth deterioration
103
2.5
null
3
Tighten stops on momentum names
E7802
P9533
2024-11-18
Trust
USD
267,147
12.1
1
70.2
Financials:19.4;Tech:25.5;Industrials:30.7;Energy:11.0;Consumer:13.5
Value:9.4;Growth:21.8;Quality:23.6;Size:15.0;Momentum:9.3;LowVol:20.9
TSLA:18.9;AAPL:48.5;VNQ:32.6
4.2
168
7
Bull
15
4.16
2.7
82
27
4:70
52
0.0098
false
false
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
-34
12
Delta:-0.24;Vega:0.03
BrokerA
MKT
98
12
15
109
211
-22
13
null
null
Normal monitoring
214
3.1
Approved
4
Tax-aware sells next window
E7803
P2048
2025-12-06
Taxable
USD
235,256
16.3
1
36.3
RealEstate:29.8;Consumer:24.8;Financials:17.4;Materials:28.0
Value:18.8;Growth:16.3;Quality:16.5;Size:10.1;Momentum:25.3;LowVol:13.1
IEF:12.5;VOO:16.9;BND:16.7;QQQ:7.9;AAPL:31.8;VNQ:14.2
3.8
111
10.1
Bull
15.5
4.9
2.2
90
69
31:114
88
0.0038
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
33
-14
8
null
BrokerD
LMT
93
11
15
-13
-27
-59
-9
null
null
Normal monitoring
133
3.6
null
4
Within IPS guidelines
E7804
P0125
2025-07-11
Trust
USD
1,795,309
7.5
1.06
63.4
Financials:36.2;Utilities:31.6;Industrials:13.4;RealEstate:18.7
Value:9.4;Growth:24.0;Quality:13.5;Size:24.4;Momentum:21.2;LowVol:7.5
HYG:10.5;AAPL:24.5;MUB:29.4;TSLA:8.5;VOO:27.2
2.1
253
26.3
Volatile
21.8
4.71
2.4
117
53
31:80
84
0.013
false
true
ESGOnly;MaxPos7%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-8
-4
12
null
BrokerD
MKT
100
2
10
-41
37
18
-22
VAR>budget
Pause
Risk above budget threshold
155
1.9
Rejected
4
Monitor dispersion and breadth
E7805
P0010
2025-05-28
Trust
USD
1,191,129
5.1
1
42.7
Comm:32.4;RealEstate:23.6;Consumer:23.9;Industrials:20.0
Value:14.6;Growth:25.8;Quality:21.1;Size:10.1;Momentum:11.8;LowVol:16.5
AMZN:34.8;IEF:23.8;BND:10.8;AAPL:30.7
2.3
236
21.9
Bear
28.6
3.02
2.7
139
22
8:77
67
0.0073
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
15
12
Delta:-0.15;Vega:0.04
BrokerC
VWAP
90
8
16
95
62
-15
-9
RegimeShift
Reduce
Volatility spike and breadth deterioration
144
3.2
Approved
5
Tighten stops on momentum names
E7806
P9226
2025-10-21
IRA
USD
1,830,952
6.1
1
63.5
Consumer:37.3;Industrials:39.7;Utilities:23.0
Value:25.2;Growth:8.4;Quality:16.1;Size:8.7;Momentum:25.3;LowVol:16.2
MSFT:14.7;QQQ:14.5;MUB:33.0;XLF:37.8
4.1
183
11.2
Sideways
20.1
3.67
2.1
107
3
-32:39
59
0.0141
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
26
-4
11
null
BrokerB
LMT
89
12
14
66
137
-22
24
VAR>budget
Pause
Risk above budget threshold
180
0.9
Approved
5
Tax-aware sells next window
E7807
P5469
2024-12-01
IRA
USD
2,355,583
7.2
1
51.8
Financials:20.5;Utilities:22.8;RealEstate:25.6;Materials:31.2
Value:11.5;Growth:12.8;Quality:13.2;Size:21.8;Momentum:19.9;LowVol:20.8
HYG:7.9;TLT:15.8;MUB:16.5;BND:20.6;AAPL:18.0;XLF:21.2
2.8
148
18.9
Bull
15.5
3.89
2.9
85
40
7:85
87
0.008
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
10
3
5
null
BrokerD
LMT
93
1
6
100
69
-60
19
null
null
Normal monitoring
182
3.1
Approved
3
Increase defensive factor exposure
E7808
P4682
2024-07-28
Trust
USD
257,774
10.6
1
48.6
Comm:23.2;Financials:31.1;Consumer:45.7
Value:11.3;Growth:19.9;Quality:17.4;Size:21.0;Momentum:10.7;LowVol:19.7
GLD:35.4;AAPL:40.4;BND:24.2
2.9
153
13
Sideways
15.3
4.68
3.1
96
24
-4:70
58
0.0085
false
false
MaxPos7%;MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
16
-3
7
null
BrokerC
MKT
90
3
3
12
9
-25
-6
null
null
Normal monitoring
164
2
Approved
4
Increase defensive factor exposure
E7809
P5110
2025-03-21
Roth
USD
364,902
5.6
1
45.5
Industrials:24.8;Consumer:11.3;Energy:23.2;Tech:9.7;Health:31.1
Value:13.6;Growth:11.9;Quality:18.1;Size:24.0;Momentum:12.8;LowVol:19.5
AAPL:24.2;HYG:38.7;IEF:37.1
1.5
104
7
Volatile
21.4
4.6
4.4
178
59
34:106
78
0.0065
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
14
-2
5
null
BrokerC
MKT
95
11
18
18
54
-1
5
null
null
Normal monitoring
182
1.1
null
4
Increase defensive factor exposure
E7810
P9046
2024-12-26
Roth
USD
505,361
9.6
1
55.1
Industrials:15.7;Comm:36.9;Utilities:26.7;RealEstate:20.7
Value:9.8;Growth:10.2;Quality:16.4;Size:22.4;Momentum:21.2;LowVol:20.0
GLD:25.8;TSLA:39.4;XLF:34.8
3.1
142
7.7
Volatile
21.5
4.45
3
163
-56
-90:-13
8
0.0113
false
false
null
null
null
Buy
Add core equity +1.0% from cash
14
2
11
null
BrokerC
MKT
92
12
17
114
136
-57
-9
null
null
Normal monitoring
170
3.9
null
4
Tax-aware sells next window
E7811
P8116
2025-11-13
401k
USD
1,014,142
7
1
70.3
Consumer:32.7;Financials:25.5;Utilities:41.8
Value:15.3;Growth:28.5;Quality:17.4;Size:12.4;Momentum:13.8;LowVol:12.5
AAPL:23.0;QQQ:10.5;VOO:28.0;AMZN:23.8;MSFT:14.7
2
202
15.7
Bull
12.1
4.87
2.3
73
91
64:133
82
0.0096
false
true
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
-10
7
null
BrokerA
LMT
94
4
3
-5
124
-37
31
VAR>budget
Reduce
Risk above budget threshold
208
3.2
Approved
3
Tighten stops on momentum names
E7812
P1262
2025-06-10
Taxable
USD
1,627,701
9
1
73
Tech:12.9;Financials:12.8;Utilities:41.0;Energy:33.2
Value:19.5;Growth:14.3;Quality:15.4;Size:20.9;Momentum:21.6;LowVol:8.3
GLD:15.9;VNQ:10.6;BRK.B:19.2;HYG:6.4;XLF:27.0;MUB:20.8
1.7
146
18.5
Sideways
20.4
4.57
2.8
105
50
13:82
83
0.0109
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
26
-27
8
null
BrokerA
MKT
91
6
6
-30
-2
-6
-24
null
null
Normal monitoring
214
1.8
Approved
4
Increase defensive factor exposure
E7813
P0681
2024-12-26
Roth
USD
1,537,305
7.8
1
46.1
Utilities:34.9;Consumer:35.4;Industrials:29.7
Value:21.3;Growth:19.0;Quality:9.6;Size:22.4;Momentum:12.5;LowVol:15.2
BRK.B:15.3;BND:14.7;MSFT:33.9;HYG:36.1
5.5
143
15.1
Volatile
31.3
4.31
2.8
115
45
8:62
60
0.0159
false
false
ESGOnly;MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
6
-27
1
null
BrokerB
LMT
100
5
11
10
133
0
-9
null
null
Normal monitoring
123
1.8
Approved
5
Monitor dispersion and breadth
E7814
P1629
2024-11-07
401k
USD
160,783
16
1
67.2
RealEstate:27.5;Materials:48.8;Utilities:23.7
Value:11.5;Growth:20.2;Quality:20.5;Size:12.2;Momentum:25.5;LowVol:10.0
TSLA:25.4;AAPL:17.3;VTI:20.3;TLT:16.7;IEF:20.3
4.9
160
10
Bull
13.4
4.92
2
78
96
79:114
82
0.0092
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
29
-21
7
null
BrokerA
MKT
98
4
11
41
93
-23
-17
null
null
Normal monitoring
136
1.3
null
5
Within IPS guidelines
E7815
P9187
2025-01-29
Taxable
USD
1,020,764
6.9
1
48.4
Utilities:25.0;Industrials:31.7;RealEstate:31.0;Financials:12.3
Value:12.5;Growth:18.8;Quality:22.6;Size:18.5;Momentum:12.1;LowVol:15.4
TLT:24.1;BND:13.9;VNQ:12.9;TSLA:9.8;AAPL:19.5;VTI:19.7
6.6
209
21.2
Sideways
14.8
4.79
2.2
129
36
3:55
62
0.0082
true
true
MaxPos8%
MaxPosExceeded
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-15
8
null
BrokerA
MKT
92
11
18
-55
55
-27
23
VAR>budget
Hedge
Risk above budget threshold
204
3.3
SuggestedEdits
5
Increase defensive factor exposure
E7816
P6859
2025-10-01
Trust
USD
180,645
5.1
1
37
Tech:12.4;Materials:17.3;Industrials:19.0;Financials:14.3;Comm:36.9
Value:9.7;Growth:14.6;Quality:29.3;Size:15.2;Momentum:16.3;LowVol:14.9
GLD:41.7;AMZN:41.0;MUB:17.3
3
94
11.4
Volatile
24.9
4.6
2.5
180
3
-9:22
57
0.0076
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
22
-36
10
null
BrokerB
VWAP
97
4
11
99
187
5
4
null
null
Normal monitoring
161
2.1
null
5
Tax-aware sells next window
E7817
P8051
2025-01-18
Trust
USD
2,136,916
5.3
1
68.3
Materials:37.9;Comm:22.6;Tech:11.7;Utilities:27.8
Value:8.0;Growth:22.7;Quality:22.4;Size:14.5;Momentum:17.3;LowVol:15.2
XLF:18.6;MUB:10.4;BRK.B:17.9;BND:11.9;GLD:20.8;HYG:20.3
4.6
174
13.4
Bear
24.6
3.32
1.3
138
18
-1:33
54
0.0124
false
true
ESGOnly;MaxPos6%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
19
5
11
null
BrokerB
LMT
95
9
16
43
174
-19
40
RegimeShift
Hedge
Volatility spike and breadth deterioration
140
3.1
Approved
4
Within IPS guidelines
E7818
P8415
2025-05-04
Trust
USD
1,040,886
8.6
1
46.1
RealEstate:18.9;Consumer:31.2;Comm:21.6;Energy:28.3
Value:12.7;Growth:12.5;Quality:19.1;Size:25.0;Momentum:18.5;LowVol:12.2
TLT:15.7;XLF:27.2;MSFT:7.5;MUB:27.6;VTI:21.9
5
193
10
Bull
11.8
4
2.1
81
109
98:128
100
0.0192
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
17
-23
11
Delta:-0.23;Vega:0.05
BrokerC
MKT
100
5
13
-20
91
-1
8
RegimeShift
Reduce
Volatility spike and breadth deterioration
186
2.3
Rejected
4
Tax-aware sells next window
E7819
P6849
2024-11-08
IRA
USD
372,517
7.1
1
60.9
Financials:36.9;Industrials:24.0;Energy:39.2
Value:27.4;Growth:9.9;Quality:14.3;Size:10.1;Momentum:11.6;LowVol:26.8
HYG:18.8;VNQ:30.8;VTI:50.4
3.2
169
12.9
Volatile
30.7
3.78
2.6
124
42
12:91
86
0.0129
false
false
MaxPos6%;MaxSector25%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
34
6
5
null
BrokerD
LMT
98
4
5
-32
11
-39
-4
null
null
Normal monitoring
91
1.1
null
5
Monitor dispersion and breadth
E7820
P8269
2025-11-14
IRA
USD
540,664
15
1
70
Utilities:40.8;Health:28.8;Tech:30.3
Value:22.7;Growth:22.3;Quality:20.9;Size:8.2;Momentum:10.2;LowVol:15.8
AMZN:27.5;VTI:11.8;AAPL:13.5;IEF:20.4;XLF:26.7
2.8
131
14.3
Bull
12.3
4.22
3.4
79
77
67:103
78
0.006
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-10
-13
2
null
BrokerA
LMT
91
7
4
23
-13
-13
-1
null
null
Normal monitoring
141
2.9
null
3
Tax-aware sells next window
E7821
P8729
2024-08-15
401k
USD
1,873,524
9.6
1
60.1
Utilities:55.7;Consumer:21.1;Energy:23.2
Value:20.7;Growth:15.2;Quality:8.3;Size:13.1;Momentum:17.9;LowVol:24.8
XLF:38.4;VOO:28.0;VTI:33.6
4.1
228
12.9
Sideways
14.5
4.39
3.2
112
13
-26:41
65
0.0157
false
true
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-1
12
null
BrokerD
LMT
97
5
13
3
134
14
-5
VAR>budget
Hedge
Risk above budget threshold
116
1.4
Rejected
3
Within IPS guidelines
E7822
P5387
2024-11-06
Taxable
USD
1,550,506
9.6
1
65.7
RealEstate:29.6;Comm:10.0;Materials:15.1;Tech:24.6;Utilities:20.6
Value:16.7;Growth:10.0;Quality:18.2;Size:11.9;Momentum:24.8;LowVol:18.4
MSFT:16.1;VTI:16.4;BRK.B:9.1;TSLA:19.3;VOO:8.3;TLT:30.8
4.1
131
14
Bear
34
3.17
1.8
139
18
3:37
57
0.0073
false
false
null
null
null
Buy
Add core equity +1.0% from cash
19
14
10
null
BrokerB
VWAP
96
9
7
-28
102
-15
19
null
null
Normal monitoring
183
1.3
null
4
Tax-aware sells next window
E7823
P0421
2025-08-06
Taxable
USD
2,419,317
9.4
1.21
57.1
Energy:26.1;Utilities:9.6;Financials:26.6;Comm:23.7;Industrials:14.0
Value:19.9;Growth:9.1;Quality:20.2;Size:8.1;Momentum:20.4;LowVol:22.2
TSLA:26.5;BND:29.3;VNQ:29.4;GLD:14.8
5
120
18.2
Bull
16
4.71
2.2
119
59
35:76
91
0.018
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
18
11
5
null
BrokerA
VWAP
99
7
6
36
146
-7
8
null
null
Normal monitoring
120
3.9
null
4
Tax-aware sells next window
E7824
P7197
2025-01-29
Taxable
USD
1,501,033
5.2
1
66.1
Health:33.7;Financials:32.9;Materials:33.3
Value:21.5;Growth:13.3;Quality:14.8;Size:8.0;Momentum:21.7;LowVol:20.6
TSLA:45.2;MSFT:39.1;BRK.B:15.7
3.5
121
11.2
Sideways
21.8
4.74
2.4
108
-28
-46:24
38
0.0107
false
false
ESGOnly;MaxPos7%
null
null
Hedge
Buy index puts 1.0% notional, 30d
34
-29
3
Delta:-0.05;Vega:0.09
BrokerD
LMT
92
4
2
-16
31
15
-25
null
null
Normal monitoring
103
1.7
Approved
4
Tax-aware sells next window
E7825
P4829
2025-09-29
401k
USD
1,625,679
3.1
1.23
46.3
Health:17.0;Utilities:38.3;Consumer:44.7
Value:21.0;Growth:17.4;Quality:20.9;Size:17.0;Momentum:11.1;LowVol:12.6
TSLA:28.8;VNQ:10.0;AMZN:6.5;GLD:28.6;XLF:13.6;HYG:12.4
3.4
165
24.2
Bull
12
3.77
2.7
80
27
11:53
73
0.0112
false
false
MaxPos8%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
27
6
6
null
BrokerB
LMT
98
3
2
39
28
-26
7
null
null
Normal monitoring
210
2.9
Approved
4
Within IPS guidelines
E7826
P2035
2025-09-29
IRA
USD
625,016
16.5
1
70.9
Industrials:13.5;Health:34.2;Energy:25.8;Financials:26.5
Value:21.3;Growth:20.2;Quality:14.9;Size:6.8;Momentum:19.5;LowVol:17.3
BRK.B:18.0;BND:31.1;QQQ:23.1;VOO:27.8
4.5
144
8.6
Volatile
28.5
4.72
4.4
170
23
4:48
76
0.0117
false
false
MaxSector25%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
29
5
5
null
BrokerA
VWAP
93
2
0
-5
-15
-46
-17
null
null
Normal monitoring
143
1.3
null
4
Tighten stops on momentum names
E7827
P2087
2025-08-19
Roth
USD
2,087,517
5.2
1
62.9
Financials:17.0;Energy:51.2;Comm:31.8
Value:21.5;Growth:12.7;Quality:9.3;Size:18.6;Momentum:12.5;LowVol:25.4
BRK.B:23.1;AAPL:25.3;TSLA:13.0;VNQ:10.8;HYG:11.2;VOO:16.7
1.5
211
13.6
Bear
25
3.7
2.8
198
-88
-116:-50
9
0.0183
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
3
-36
9
Delta:-0.19;Vega:0.03
BrokerC
MKT
89
7
9
118
88
3
38
VAR>budget
Pause
Risk above budget threshold
105
3.5
null
5
Within IPS guidelines
E7828
P3389
2024-08-13
401k
USD
807,922
6.9
1.16
71.5
Energy:45.1;Comm:19.6;Consumer:35.3
Value:15.6;Growth:9.7;Quality:17.7;Size:19.4;Momentum:16.2;LowVol:21.4
VOO:32.7;VNQ:29.4;BND:37.9
5
180
12.3
Bull
15.6
3.73
2.4
114
108
92:139
89
0.0153
false
true
MaxPos5%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
-6
4
null
BrokerA
MKT
96
9
13
40
125
-41
10
RegimeShift
Hedge
Volatility spike and breadth deterioration
95
1.3
null
3
Within IPS guidelines
E7829
P2650
2025-12-18
Roth
USD
1,972,108
7.6
1
70.5
Industrials:27.8;RealEstate:19.0;Energy:18.6;Utilities:34.6
Value:21.1;Growth:13.1;Quality:6.4;Size:21.4;Momentum:18.5;LowVol:19.6
BRK.B:36.2;QQQ:28.3;AMZN:16.1;GLD:19.4
3.5
159
20.2
Bull
13
4.51
3.4
95
30
16:45
74
0.0126
false
false
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
18
8
7
Delta:-0.2;Vega:0.04
BrokerA
MKT
96
2
8
117
177
-20
-8
null
null
Normal monitoring
205
2.2
Approved
4
Within IPS guidelines
E7830
P0878
2025-10-29
IRA
USD
653,713
5
1
63.4
Energy:21.8;Materials:31.7;Tech:25.2;Financials:21.3
Value:19.9;Growth:16.8;Quality:16.9;Size:20.0;Momentum:16.1;LowVol:10.3
IEF:17.4;AAPL:17.3;HYG:9.8;QQQ:25.6;TSLA:22.2;VOO:7.7
1.7
132
10.5
Volatile
20.8
4.77
3.5
132
31
-7:78
50
0.0145
false
false
MaxPos8%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-10
-29
5
null
BrokerD
LMT
90
7
7
21
84
4
25
null
null
Normal monitoring
211
1.9
Approved
4
Tighten stops on momentum names
E7831
P2367
2024-11-21
IRA
USD
1,270,536
6.3
1
46.9
Materials:19.6;Utilities:31.8;Financials:17.0;Comm:14.4;Consumer:17.1
Value:24.2;Growth:14.1;Quality:14.1;Size:11.1;Momentum:22.4;LowVol:14.1
TSLA:18.0;MUB:35.1;VOO:46.9
3.5
192
12.1
Volatile
27.8
4.71
3.1
130
63
45:104
83
0.0114
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
4
3
null
BrokerD
MKT
94
10
10
27
-3
-19
-8
RegimeShift
TightenStops
Volatility spike and breadth deterioration
111
2.9
null
4
Tighten stops on momentum names
E7832
P6132
2025-08-25
Taxable
USD
1,078,283
3.1
1
51.3
Energy:24.8;Utilities:26.4;Health:25.4;Materials:23.3
Value:9.6;Growth:14.0;Quality:17.2;Size:22.6;Momentum:18.2;LowVol:18.4
GLD:18.9;TSLA:20.1;MSFT:17.4;MUB:22.9;BRK.B:13.4;AAPL:7.2
3.9
247
25.7
Sideways
18.7
3.94
2.9
107
-21
-34:14
31
0.0101
false
true
MaxPos7%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
-30
10
Delta:-0.21;Vega:0.08
BrokerC
LMT
97
8
5
32
172
-22
25
RegimeShift
TightenStops
Volatility spike and breadth deterioration
144
1.4
null
5
Within IPS guidelines
E7833
P2499
2025-03-11
IRA
USD
1,174,166
7.7
1
63.1
Health:20.0;Industrials:23.1;Materials:15.3;RealEstate:21.3;Consumer:20.3
Value:21.2;Growth:12.5;Quality:21.6;Size:12.4;Momentum:15.2;LowVol:17.1
VNQ:42.6;VTI:30.2;HYG:27.2
5.7
149
15.9
Bear
34.8
3.55
2.9
137
-88
-115:-37
5
0.0059
false
false
MaxSector30%
null
DriftNear
NoAction
Within policy bands; defer
-4
-4
12
null
BrokerB
MKT
0
0
0
-47
35
19
38
null
null
Normal monitoring
185
1.8
Approved
5
Monitor dispersion and breadth
E7834
P9158
2024-12-03
Trust
USD
1,161,046
7.9
1
66.6
Tech:30.0;Energy:32.0;Utilities:14.8;Comm:9.5;Financials:13.7
Value:9.0;Growth:25.3;Quality:16.1;Size:18.7;Momentum:14.0;LowVol:16.9
AAPL:23.8;QQQ:18.8;BRK.B:36.7;GLD:20.7
4.2
155
15.9
Bull
16.8
4.47
3.2
117
31
15:77
73
0.0075
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
28
-32
8
null
BrokerA
VWAP
97
12
17
-18
50
16
31
null
null
Normal monitoring
214
1.6
null
3
Monitor dispersion and breadth
E7835
P5422
2025-06-25
Taxable
USD
510,084
10.3
1
58.4
Comm:14.4;Health:23.9;Consumer:20.0;Energy:20.6;RealEstate:21.2
Value:24.5;Growth:18.8;Quality:15.3;Size:20.5;Momentum:12.1;LowVol:8.8
HYG:10.7;TLT:19.9;VTI:15.0;MSFT:22.1;BRK.B:9.6;BND:22.8
2.9
112
15.6
Volatile
27.4
5.13
3.7
143
-24
-59:24
24
0.019
false
false
ESGOnly;NoMargin
null
null
Buy
Add core equity +1.0% from cash
0
-28
9
null
BrokerA
LMT
93
8
14
-42
-61
-31
-21
null
null
Normal monitoring
170
3.4
Approved
5
Tax-aware sells next window
E7836
P1731
2025-03-14
Trust
USD
1,362,251
8.2
1
44.8
RealEstate:28.6;Consumer:18.9;Industrials:21.5;Health:30.9
Value:25.9;Growth:17.7;Quality:10.7;Size:14.6;Momentum:16.1;LowVol:15.0
MSFT:9.3;VNQ:26.4;IEF:32.9;BND:31.4
5.9
272
27.3
Sideways
14.5
4.1
3.3
123
6
-14:37
54
0.0196
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
34
-27
6
Delta:-0.12;Vega:0.04
BrokerC
LMT
96
11
11
85
186
-31
23
RegimeShift
TightenStops
Volatility spike and breadth deterioration
216
3
Approved
2
Tighten stops on momentum names
E7837
P3068
2024-12-31
Taxable
USD
191,720
10
1
38.3
Health:30.4;Energy:31.3;Utilities:22.5;Comm:15.7
Value:24.5;Growth:19.2;Quality:18.4;Size:8.7;Momentum:17.1;LowVol:12.0
IEF:29.0;VOO:24.0;TLT:22.8;TSLA:24.2
2.4
106
14.1
Volatile
30.8
4.84
4.4
178
-20
-37:-4
50
0.0114
false
false
MaxPos7%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-13
-23
8
null
BrokerB
MKT
94
9
12
108
86
12
21
null
null
Normal monitoring
126
2.9
Approved
5
Monitor dispersion and breadth
E7838
P0143
2025-06-07
Trust
USD
980,262
5.7
1
61.4
Consumer:14.5;Health:15.2;Utilities:26.2;RealEstate:44.2
Value:24.6;Growth:12.9;Quality:8.9;Size:17.0;Momentum:11.9;LowVol:24.7
BRK.B:31.1;VNQ:35.6;AMZN:17.9;HYG:15.5
5.2
213
20.4
Bear
27.8
4.02
2.2
154
24
2:42
44
0.013
false
true
MaxSector35%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
29
-23
10
null
BrokerC
MKT
92
7
9
40
114
-41
-23
VAR>budget
TightenStops
Risk above budget threshold
146
2.4
null
5
Increase defensive factor exposure
E7839
P0322
2025-11-30
IRA
USD
811,180
9
1
71.9
Comm:26.5;Industrials:31.1;Consumer:9.6;Utilities:32.7
Value:13.4;Growth:10.2;Quality:18.6;Size:24.9;Momentum:9.3;LowVol:23.6
BND:20.6;XLF:20.0;MSFT:11.5;HYG:14.0;MUB:17.8;AMZN:16.2
4.5
161
11
Volatile
23.2
5.4
3.5
146
6
-7:46
35
0.0041
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-14
9
8
null
BrokerD
LMT
89
8
9
-12
63
7
15
null
null
Normal monitoring
186
2.2
Approved
3
Tighten stops on momentum names
E7840
P0996
2024-10-18
Roth
USD
582,889
16.8
1
48.2
Consumer:21.8;Comm:14.5;RealEstate:37.2;Tech:26.6
Value:16.6;Growth:11.2;Quality:15.5;Size:23.5;Momentum:18.1;LowVol:15.0
BND:20.8;XLF:10.0;MSFT:8.0;TLT:18.2;BRK.B:22.4;GLD:20.5
3.3
94
9.3
Volatile
31.1
5.2
3.6
173
-14
-48:41
30
0.0185
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
0
-20
3
null
BrokerA
VWAP
96
4
9
-33
-36
-32
-19
null
null
Normal monitoring
178
4
null
3
Monitor dispersion and breadth
E7841
P6749
2025-06-16
Roth
USD
2,315,957
9.1
1
52.9
Materials:23.6;Comm:38.5;Consumer:37.9
Value:13.6;Growth:20.5;Quality:19.3;Size:10.0;Momentum:21.0;LowVol:15.7
TSLA:19.0;BRK.B:23.2;HYG:31.0;TLT:26.8
3.1
127
20.4
Sideways
15.9
3.85
3.2
131
35
11:74
80
0.0152
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-10
-10
4
null
BrokerD
MKT
100
9
11
1
22
-17
-6
null
null
Normal monitoring
95
2.1
Approved
3
Increase defensive factor exposure
E7842
P3490
2025-10-26
IRA
USD
665,445
5.7
1
49.1
Consumer:17.2;Materials:22.0;Energy:17.7;Industrials:23.8;Health:19.2
Value:16.3;Growth:21.5;Quality:12.4;Size:15.7;Momentum:16.4;LowVol:17.8
HYG:20.7;AAPL:16.9;TSLA:12.7;QQQ:16.3;VOO:33.4
1.7
129
8.5
Bull
11.1
4.36
3.3
114
53
31:71
59
0.0155
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
16
-27
3
null
BrokerC
LMT
99
4
2
-10
37
-41
-22
null
null
Normal monitoring
106
4
null
5
Within IPS guidelines
E7843
P6211
2025-11-07
401k
USD
1,913,336
7.4
1
59.9
Utilities:13.8;Materials:22.4;RealEstate:21.2;Energy:28.1;Tech:14.6
Value:16.0;Growth:15.4;Quality:23.5;Size:11.6;Momentum:22.4;LowVol:11.0
MSFT:31.3;TSLA:38.9;IEF:29.9
3.6
157
11.2
Sideways
16.1
4.15
2.3
103
-14
-49:15
40
0.0081
false
false
ESGOnly;MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
10
-1
12
null
BrokerD
MKT
97
5
7
-2
69
19
15
null
null
Normal monitoring
136
2.3
null
4
Tighten stops on momentum names
E7844
P1283
2024-11-12
Roth
USD
1,996,009
6.8
1
35
Comm:26.8;RealEstate:20.0;Consumer:27.2;Industrials:26.0
Value:13.2;Growth:25.5;Quality:10.7;Size:10.5;Momentum:23.3;LowVol:16.7
TSLA:20.8;XLF:8.1;VTI:17.9;BRK.B:13.3;HYG:12.8;GLD:27.1
2.3
200
14.5
Sideways
16.2
3.57
2.3
115
-27
-66:1
20
0.0076
false
true
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-16
12
null
BrokerB
VWAP
98
12
20
102
107
-52
-15
VAR>budget
TightenStops
Risk above budget threshold
209
2.8
Approved
4
Tighten stops on momentum names
E7845
P0723
2025-09-17
IRA
USD
874,456
6.6
1
49.2
Consumer:13.7;Utilities:24.4;Tech:25.2;Financials:20.9;Industrials:15.8
Value:11.1;Growth:21.4;Quality:18.2;Size:21.3;Momentum:19.6;LowVol:8.3
IEF:36.2;BND:21.8;BRK.B:9.8;AAPL:32.1
5.1
141
19.6
Volatile
23.5
4.78
4.2
155
-9
-30:40
33
0.0103
false
false
null
null
DriftNear
NoAction
Within policy bands; defer
8
11
5
null
BrokerC
LMT
0
0
0
51
170
-49
-7
null
null
Normal monitoring
102
3.6
null
4
Within IPS guidelines
E7846
P3418
2024-07-15
IRA
USD
721,772
12.5
1
70.6
Comm:34.0;Materials:30.2;RealEstate:35.9
Value:17.8;Growth:13.1;Quality:13.7;Size:23.6;Momentum:13.7;LowVol:18.1
XLF:11.5;VTI:22.8;MSFT:18.1;VNQ:23.5;VOO:16.6;BRK.B:7.4
2.4
104
13
Volatile
26.7
3.67
4.5
151
34
11:59
54
0.005
false
false
ESGOnly;MaxPos5%
null
null
NoAction
Within policy bands; defer
4
-7
2
null
BrokerC
MKT
0
0
0
-52
34
9
39
null
null
Normal monitoring
172
1.2
null
5
Increase defensive factor exposure
E7847
P3094
2025-06-11
Roth
USD
514,146
12.8
1
48.1
Health:24.8;Industrials:32.4;Consumer:27.4;Comm:15.4
Value:21.9;Growth:24.5;Quality:9.5;Size:8.0;Momentum:25.3;LowVol:10.7
QQQ:9.2;TSLA:27.7;VTI:13.1;XLF:9.1;MUB:16.8;GLD:24.2
1.9
117
7.1
Sideways
18.3
3.7
3
96
54
44:108
70
0.0194
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
27
6
12
null
BrokerC
MKT
92
2
0
33
103
-50
14
null
null
Normal monitoring
155
1.1
Approved
3
Increase defensive factor exposure
E7848
P9056
2025-09-27
401k
USD
375,662
9.9
1
42
Energy:26.1;Financials:9.9;Industrials:25.7;Health:10.3;Consumer:28.0
Value:20.8;Growth:12.5;Quality:15.4;Size:13.3;Momentum:15.4;LowVol:22.6
VOO:38.2;HYG:21.2;TLT:40.6
4
113
15.7
Bear
22.4
3.56
1.7
173
-16
-30:28
53
0.0044
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
0
6
3
null
BrokerB
LMT
90
7
15
7
44
19
-7
null
null
Normal monitoring
186
2.6
null
5
Tighten stops on momentum names
E7849
P3087
2025-01-16
Trust
USD
354,562
8.2
1.14
68.1
Comm:9.1;Consumer:20.5;Materials:15.8;Financials:30.9;Industrials:23.6
Value:16.5;Growth:20.6;Quality:23.1;Size:16.3;Momentum:11.8;LowVol:11.7
MUB:17.3;TLT:12.6;HYG:11.4;XLF:22.0;MSFT:28.9;AAPL:7.8
6.8
185
26.6
Volatile
24.7
5.24
2.9
162
-36
-48:-3
43
0.008
true
false
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
3
-39
9
null
BrokerA
MKT
98
3
9
8
64
-2
-17
Drift>tolerance
Reduce
Allocation drift beyond policy bands
177
2.7
Approved
4
Increase defensive factor exposure
E7850
P8486
2025-11-08
Trust
USD
1,449,706
4.1
1
38.9
Consumer:25.0;RealEstate:30.5;Utilities:12.5;Financials:31.9
Value:11.6;Growth:15.6;Quality:10.9;Size:25.2;Momentum:28.0;LowVol:8.7
BND:20.5;VNQ:7.2;GLD:11.9;IEF:17.5;AAPL:21.1;BRK.B:21.8
4.9
227
14.5
Bull
12.7
3.8
2.1
90
105
89:147
88
0.0064
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-5
4
6
null
BrokerB
MKT
97
6
3
13
49
-27
23
RegimeShift
TightenStops
Volatility spike and breadth deterioration
203
1.8
Approved
3
Tax-aware sells next window
E7851
P6183
2025-03-04
401k
USD
197,718
12.6
1
39.4
Financials:14.0;Materials:33.2;Tech:16.8;Comm:12.4;Utilities:23.6
Value:9.6;Growth:18.1;Quality:22.8;Size:9.4;Momentum:16.3;LowVol:23.8
TLT:28.1;VTI:20.0;MUB:35.2;AMZN:16.7
3.7
105
15.8
Volatile
20.2
5.31
3.8
126
67
48:89
96
0.0031
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
27
-31
5
null
BrokerD
LMT
88
4
4
114
123
20
-3
null
null
Normal monitoring
117
3.9
null
5
Increase defensive factor exposure
E7852
P2216
2025-01-31
IRA
USD
780,843
12.2
1
40.3
Health:34.6;Financials:19.9;Consumer:21.3;Utilities:24.2
Value:9.6;Growth:10.7;Quality:21.3;Size:15.2;Momentum:23.4;LowVol:19.8
BND:20.7;AAPL:17.7;BRK.B:16.5;XLF:14.8;TLT:14.5;HYG:15.7
2.7
99
9.9
Bull
13.6
4.7
2.2
114
54
23:91
59
0.0185
false
false
MaxPos8%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
-14
-2
9
null
BrokerA
MKT
90
9
12
76
175
12
-15
null
null
Normal monitoring
180
4
null
4
Tighten stops on momentum names
E7853
P2944
2024-10-10
Taxable
USD
1,587,035
8.8
1
47.6
RealEstate:28.6;Financials:25.9;Industrials:23.7;Consumer:21.7
Value:23.4;Growth:6.9;Quality:8.4;Size:22.9;Momentum:17.9;LowVol:20.4
VNQ:21.7;VTI:19.1;TSLA:14.0;QQQ:15.8;MSFT:8.6;XLF:20.8
2.8
137
14.6
Sideways
16.3
3.77
2.9
126
16
-18:47
47
0.0179
false
false
ESGOnly;MaxPos6%
null
null
Sell
Trim extended winner -1.0%
34
-32
3
null
BrokerC
MKT
94
4
5
81
100
-10
7
null
null
Normal monitoring
164
1.5
Approved
5
Tighten stops on momentum names
E7854
P2217
2025-03-18
Roth
USD
822,333
7.2
1
69
Tech:21.0;Materials:37.1;Financials:15.9;Energy:26.0
Value:12.6;Growth:22.8;Quality:20.3;Size:25.0;Momentum:8.5;LowVol:10.7
VOO:19.3;HYG:24.5;MUB:17.2;MSFT:16.7;BND:22.4
2.7
203
27.8
Volatile
30
4.51
3.3
164
69
49:88
93
0.0057
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
13
2
Delta:-0.18;Vega:0.06
BrokerB
VWAP
100
2
3
50
58
-33
18
RegimeShift
Reduce
Volatility spike and breadth deterioration
118
1.2
null
4
Tax-aware sells next window
E7855
P5387
2024-08-30
Trust
USD
1,059,865
4.5
1
63.4
RealEstate:28.8;Industrials:16.1;Utilities:13.2;Financials:23.8;Consumer:18.2
Value:10.7;Growth:22.1;Quality:15.4;Size:17.7;Momentum:20.8;LowVol:13.3
HYG:21.5;MUB:13.8;MSFT:17.3;GLD:22.5;XLF:14.8;IEF:10.1
2.4
174
20.8
Bear
34.1
3.07
2.5
167
-98
-111:-44
5
0.0125
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
-36
3
null
BrokerC
LMT
88
7
10
-43
27
-18
-7
VAR>budget
Hedge
Risk above budget threshold
183
2.6
null
5
Within IPS guidelines
E7856
P8362
2024-08-28
401k
USD
1,956,888
6.7
1
62.5
Comm:22.8;Utilities:16.0;Tech:14.4;Financials:29.1;Industrials:17.7
Value:19.8;Growth:21.7;Quality:12.9;Size:11.7;Momentum:21.0;LowVol:13.0
HYG:36.8;MSFT:22.7;AAPL:14.8;GLD:25.8
2.2
191
16.2
Volatile
27.5
3.72
3.9
142
41
6:92
81
0.0134
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
10
-30
1
null
BrokerA
MKT
92
1
9
46
156
-19
-8
RegimeShift
Hedge
Volatility spike and breadth deterioration
114
0.8
Approved
3
Tax-aware sells next window
E7857
P1437
2024-08-21
IRA
USD
2,117,162
6.2
1
71.2
Health:14.9;Energy:25.0;Comm:10.6;Materials:21.9;Tech:27.6
Value:15.1;Growth:8.3;Quality:26.1;Size:14.9;Momentum:25.1;LowVol:10.6
VTI:25.9;MUB:13.7;AAPL:60.4
3.3
184
10.1
Volatile
21.4
4.77
3.2
169
-52
-78:-31
31
0.0195
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
34
-27
5
null
BrokerA
MKT
91
12
11
40
3
-29
-7
RegimeShift
TightenStops
Volatility spike and breadth deterioration
189
2.3
Approved
4
Tax-aware sells next window
E7858
P5898
2025-06-13
IRA
USD
562,539
10.9
1
72.1
Comm:23.3;Tech:13.1;Consumer:20.9;Industrials:23.2;Utilities:19.4
Value:17.5;Growth:18.4;Quality:18.9;Size:18.7;Momentum:15.6;LowVol:10.9
VOO:34.0;QQQ:19.7;TSLA:23.8;BRK.B:22.5
1.9
151
13.2
Volatile
30.2
5.06
3.9
159
-38
-53:-22
16
0.0151
false
false
MaxPos7%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
12
-23
4
null
BrokerA
MKT
90
8
5
19
139
-60
24
null
null
Normal monitoring
128
3.2
Approved
5
Increase defensive factor exposure
E7859
P8974
2024-12-11
Roth
USD
1,347,556
6.2
1
36.7
Industrials:31.8;Energy:14.2;Consumer:11.5;Materials:22.9;Utilities:19.5
Value:12.6;Growth:19.0;Quality:16.2;Size:19.3;Momentum:20.9;LowVol:12.0
VTI:21.6;VNQ:30.3;TSLA:10.5;HYG:12.9;VOO:24.7
5.7
175
21.8
Sideways
14.4
4.24
3
119
39
22:85
63
0.012
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
-38
3
Delta:-0.24;Vega:0.04
BrokerB
MKT
97
5
8
54
190
19
-9
RegimeShift
TightenStops
Volatility spike and breadth deterioration
173
1.4
SuggestedEdits
5
Increase defensive factor exposure
E7860
P6820
2025-12-01
Trust
USD
638,909
5.4
1
50.7
RealEstate:34.1;Energy:45.4;Tech:20.5
Value:18.1;Growth:16.8;Quality:9.9;Size:11.1;Momentum:21.6;LowVol:22.7
AMZN:16.9;BND:21.0;MUB:14.1;VTI:9.9;IEF:38.1
1
100
10.4
Volatile
29.9
3.55
3.3
110
-5
-35:40
47
0.0036
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
3
5
3
null
BrokerB
LMT
95
11
8
104
209
18
36
null
null
Normal monitoring
150
1.6
Approved
5
Tighten stops on momentum names
E7861
P8381
2025-06-10
Taxable
USD
611,679
15.3
1
52.3
Consumer:25.4;Financials:43.7;Industrials:31.0
Value:15.3;Growth:22.7;Quality:16.8;Size:18.5;Momentum:11.3;LowVol:15.4
XLF:23.1;MUB:58.2;MSFT:18.7
2.5
127
15.1
Bull
17.9
4.57
2.6
83
13
-12:62
69
0.0187
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
5
-24
9
null
BrokerA
MKT
89
12
13
83
76
-2
27
null
null
Normal monitoring
129
3.3
null
3
Increase defensive factor exposure
E7862
P3740
2024-10-28
Roth
USD
1,719,424
3.7
1
67.2
Health:25.1;Materials:27.0;Utilities:27.8;Industrials:20.1
Value:20.0;Growth:11.5;Quality:18.7;Size:8.9;Momentum:21.5;LowVol:19.3
QQQ:8.8;VNQ:9.4;IEF:20.4;TLT:16.3;MUB:35.4;GLD:9.8
6.7
162
14.7
Sideways
17.8
4.21
2.1
140
22
-10:46
75
0.0091
true
false
ESGOnly;MaxPos7%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
19
-5
4
null
BrokerB
MKT
89
6
5
66
195
-17
-22
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
174
3.3
Approved
5
Tax-aware sells next window
E7863
P2932
2025-03-23
401k
USD
1,090,771
4.7
1
73.9
Consumer:21.9;Materials:21.9;Financials:24.6;Health:16.5;Energy:15.0
Value:20.2;Growth:14.8;Quality:13.9;Size:18.6;Momentum:13.2;LowVol:19.4
MUB:31.9;IEF:30.7;MSFT:37.4
5.1
267
17.7
Bull
11.9
3.53
2.6
110
92
73:129
100
0.0154
false
true
MaxPos8%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
13
9
Delta:-0.09;Vega:0.04
BrokerA
VWAP
92
10
16
86
71
-42
0
RegimeShift
TightenStops
Volatility spike and breadth deterioration
108
2.1
Approved
3
Tax-aware sells next window
E7864
P9602
2024-09-22
Trust
USD
274,699
8.9
1
52.1
Tech:22.4;Industrials:22.6;Utilities:23.0;RealEstate:31.9
Value:22.6;Growth:12.0;Quality:23.1;Size:13.3;Momentum:21.5;LowVol:7.6
MUB:54.0;VNQ:19.6;AMZN:26.4
3.3
121
11.9
Sideways
20.4
4.28
3.3
96
35
-4:77
75
0.0095
false
false
MaxPos8%;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
17
-39
6
null
BrokerA
MKT
95
4
3
-17
85
-18
-10
null
null
Normal monitoring
184
3.2
Approved
4
Monitor dispersion and breadth
E7865
P5244
2024-09-01
IRA
USD
828,644
9.6
1
65.4
Materials:22.5;RealEstate:35.2;Financials:16.6;Utilities:25.7
Value:22.5;Growth:17.8;Quality:10.2;Size:14.6;Momentum:14.3;LowVol:20.8
QQQ:37.7;BND:38.8;AMZN:12.8;VOO:10.7
4.8
156
10.9
Sideways
19.3
3.79
3.4
128
-26
-62:4
35
0.0074
false
false
MaxPos7%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-12
4
10
null
BrokerA
LMT
97
11
9
30
103
-60
-22
null
null
Normal monitoring
177
1.2
Approved
3
Tighten stops on momentum names
E7866
P4269
2025-05-13
Trust
USD
327,149
4.9
1
45.1
RealEstate:30.5;Energy:36.1;Financials:20.6;Tech:12.8
Value:15.0;Growth:11.1;Quality:16.1;Size:10.2;Momentum:30.8;LowVol:16.8
BND:20.4;GLD:22.1;MSFT:13.4;AAPL:9.6;XLF:23.7;HYG:10.9
4.1
183
24.5
Bull
14.3
4.83
3
92
93
57:142
94
0.0146
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-3
13
3
null
BrokerC
MKT
99
4
9
39
51
-53
4
null
null
Normal monitoring
178
1.1
Approved
4
Monitor dispersion and breadth
E7867
P9290
2024-09-18
Trust
USD
1,194,704
9.9
1
42
Financials:28.3;Tech:26.1;RealEstate:8.8;Health:10.6;Energy:26.2
Value:6.8;Growth:21.8;Quality:21.3;Size:19.4;Momentum:13.0;LowVol:17.7
AMZN:38.3;AAPL:32.6;XLF:29.1
5.8
150
14.5
Bull
11
4.35
2.6
86
54
24:79
91
0.0179
false
false
MaxPos6%;MaxSector35%
null
DriftNear
NoAction
Within policy bands; defer
5
-7
9
null
BrokerD
LMT
0
0
0
-54
-31
-42
12
null
null
Normal monitoring
180
2.1
Approved
3
Tighten stops on momentum names
E7868
P3859
2025-06-18
401k
USD
1,081,735
4.6
1.23
47.3
Utilities:21.5;Consumer:21.8;RealEstate:14.8;Health:21.1;Materials:20.8
Value:16.7;Growth:13.0;Quality:13.1;Size:25.9;Momentum:20.5;LowVol:10.8
QQQ:17.4;HYG:13.5;GLD:11.0;BRK.B:28.2;MSFT:10.7;TSLA:19.1
2.2
274
23.6
Sideways
20
4.22
2.7
118
8
-19:25
62
0.0121
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
17
5
4
null
BrokerD
MKT
96
11
9
-7
-35
-36
-23
VAR>budget
Pause
Risk above budget threshold
218
1.2
Approved
4
Tighten stops on momentum names
E7869
P4224
2025-07-21
IRA
USD
431,441
6.1
1
36.6
Financials:16.6;Industrials:15.1;Consumer:19.2;Health:25.3;Comm:23.8
Value:19.8;Growth:18.1;Quality:14.9;Size:9.8;Momentum:20.2;LowVol:17.3
TLT:35.1;MSFT:36.2;AMZN:28.6
3.9
261
24.8
Volatile
31
5.19
2.1
123
-45
-62:-16
23
0.0162
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
12
12
Delta:-0.19;Vega:0.07
BrokerC
MKT
98
11
15
57
92
3
-11
VAR>budget
TightenStops
Risk above budget threshold
142
1.4
Approved
3
Tax-aware sells next window
E7870
P6876
2025-01-22
Roth
USD
220,839
8.3
1
39.4
Consumer:24.3;Comm:10.3;Industrials:23.9;Tech:21.0;Materials:20.4
Value:16.8;Growth:22.3;Quality:7.7;Size:17.9;Momentum:18.8;LowVol:16.5
VTI:33.0;TLT:32.3;MSFT:34.7
2.2
103
8.2
Volatile
24.8
5.26
4.2
118
-26
-40:21
36
0.0187
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
22
-25
2
null
BrokerD
MKT
93
12
15
61
109
-13
-1
null
null
Normal monitoring
193
3.1
null
4
Increase defensive factor exposure
E7871
P1958
2025-04-01
401k
USD
412,052
17
1
63.7
Comm:15.2;Industrials:31.2;Financials:17.3;Energy:36.3
Value:15.2;Growth:12.3;Quality:20.2;Size:20.2;Momentum:17.3;LowVol:14.9
AMZN:18.0;IEF:12.8;HYG:26.7;TSLA:11.1;BRK.B:31.4
3.6
116
12.1
Volatile
29.6
3.57
3.4
117
28
7:44
76
0.0164
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
26
-37
2
null
BrokerD
MKT
99
3
2
-31
70
-15
4
null
null
Normal monitoring
213
3.8
Approved
5
Tighten stops on momentum names
E7872
P9174
2025-01-15
IRA
USD
1,437,726
5.2
1
67.9
Industrials:12.3;Energy:11.7;RealEstate:30.6;Health:13.8;Utilities:31.6
Value:13.5;Growth:11.9;Quality:24.3;Size:16.2;Momentum:23.3;LowVol:10.7
MUB:33.4;TLT:14.8;GLD:12.5;VNQ:17.2;AAPL:22.1
3.7
181
19.5
Volatile
26
3.92
2.1
145
-25
-53:-1
29
0.0055
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
-30
3
Delta:-0.19;Vega:0.02
BrokerD
MKT
99
10
13
101
182
-11
-23
VAR>budget
Hedge
Risk above budget threshold
103
3
null
4
Tighten stops on momentum names
E7873
P7240
2025-11-28
Roth
USD
1,104,303
5
1.12
65.2
Consumer:29.5;Energy:31.6;RealEstate:12.8;Comm:26.0
Value:22.0;Growth:18.6;Quality:14.7;Size:12.8;Momentum:13.9;LowVol:18.1
HYG:11.0;TSLA:11.0;MSFT:11.6;IEF:26.3;BRK.B:26.2;BND:14.0
2.1
172
11.1
Bull
13.4
4.83
2.9
98
76
53:107
87
0.014
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
28
8
12
Delta:-0.11;Vega:0.04
BrokerA
LMT
93
7
13
-57
69
-33
-15
RegimeShift
Hedge
Volatility spike and breadth deterioration
206
2.7
Approved
4
Tax-aware sells next window
E7874
P1208
2024-12-07
401k
USD
517,440
5.9
1
69.7
Tech:29.5;Comm:17.5;Consumer:29.5;RealEstate:23.5
Value:13.7;Growth:20.8;Quality:16.2;Size:11.6;Momentum:20.7;LowVol:17.1
BRK.B:16.7;VTI:10.1;XLF:7.0;TLT:24.9;TSLA:18.0;IEF:23.2
4.2
218
14.9
Bull
14.1
4.66
2.2
92
64
25:87
99
0.0105
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-34
1
null
BrokerB
MKT
97
9
12
101
115
-34
14
VAR>budget
Reduce
Risk above budget threshold
91
1.8
Approved
2
Within IPS guidelines
E7875
P7059
2024-07-30
401k
USD
603,014
9.5
1
71.9
Comm:25.7;Energy:32.1;Financials:16.2;Industrials:11.5;Materials:14.6
Value:14.2;Growth:13.3;Quality:19.9;Size:16.6;Momentum:23.9;LowVol:12.0
AMZN:24.6;BRK.B:25.8;MUB:26.2;QQQ:23.4
1.9
140
13.2
Volatile
30.8
4.86
2.8
159
-52
-63:-30
26
0.0052
false
false
ESGOnly;MaxPos5%;MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-13
-24
12
Delta:-0.22;Vega:0.07
BrokerD
MKT
100
10
8
105
215
-49
26
null
null
Normal monitoring
163
2.4
Approved
4
Increase defensive factor exposure
E7876
P1870
2025-05-12
Taxable
USD
872,906
8.8
1.2
39.1
Industrials:24.2;Energy:21.8;Consumer:24.5;Health:22.7;Tech:6.8
Value:16.0;Growth:14.3;Quality:19.3;Size:21.5;Momentum:18.9;LowVol:10.0
MUB:39.4;VNQ:10.9;IEF:38.9;GLD:10.9
3.3
160
25.4
Bull
14.3
3.63
2
86
106
84:130
89
0.0153
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
30
8
4
Delta:-0.18;Vega:0.03
BrokerB
VWAP
100
6
4
-25
-40
-17
-22
null
null
Normal monitoring
102
1.2
Approved
5
Tax-aware sells next window
E7877
P2024
2025-01-04
Trust
USD
182,118
12.6
1
47
Materials:28.0;Health:20.5;Comm:23.0;RealEstate:28.5
Value:27.2;Growth:10.9;Quality:10.2;Size:14.9;Momentum:27.6;LowVol:9.2
VTI:36.8;MUB:30.6;AAPL:32.7
1.2
115
8.1
Volatile
26.6
5.32
3.3
122
55
22:84
71
0.0107
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-9
-37
4
null
BrokerC
LMT
90
12
17
70
90
-5
35
null
null
Normal monitoring
215
2.7
Approved
4
Tax-aware sells next window
E7878
P5073
2025-11-06
401k
USD
585,708
9.9
1
45
Utilities:28.7;Comm:22.9;Materials:22.9;Tech:9.8;Health:15.7
Value:12.5;Growth:18.1;Quality:11.9;Size:20.2;Momentum:22.4;LowVol:15.0
IEF:9.6;AAPL:12.1;XLF:20.5;GLD:15.9;QQQ:20.6;TSLA:21.3
1.2
111
9.7
Volatile
20.1
3.88
2.3
139
4
-36:48
58
0.0155
false
false
ESGOnly;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
31
10
1
Delta:-0.22;Vega:0.07
BrokerC
LMT
94
4
8
75
94
-14
26
null
null
Normal monitoring
147
1.8
null
4
Tighten stops on momentum names
E7879
P0573
2024-08-27
Trust
USD
475,903
8.1
1
70.7
Industrials:34.7;Materials:15.4;Health:15.0;RealEstate:34.8
Value:15.1;Growth:19.1;Quality:17.9;Size:16.8;Momentum:10.0;LowVol:21.1
HYG:30.5;XLF:25.3;VOO:44.2
3.9
106
8.4
Volatile
31.3
4.26
4.2
126
46
14:64
70
0.0105
false
false
MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
-2
-21
7
null
BrokerA
MKT
88
9
16
60
112
-55
40
null
null
Normal monitoring
92
2.1
Approved
5
Increase defensive factor exposure
E7880
P7062
2025-11-01
401k
USD
2,046,348
8
1.23
71
Comm:33.6;RealEstate:25.6;Industrials:40.8
Value:16.4;Growth:19.9;Quality:18.2;Size:13.9;Momentum:12.1;LowVol:19.5
QQQ:11.5;GLD:23.3;TSLA:24.8;BND:20.6;AAPL:19.8
4.6
160
16.9
Volatile
24.6
5.17
4.2
165
-7
-44:37
44
0.0163
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
9
11
null
BrokerD
MKT
92
11
15
-14
16
-42
-14
null
null
Normal monitoring
215
2.4
Approved
5
Increase defensive factor exposure
E7881
P7943
2025-04-26
Trust
USD
585,108
9.6
1
48.6
Consumer:24.5;Financials:51.0;Materials:24.4
Value:19.5;Growth:14.7;Quality:8.8;Size:23.6;Momentum:18.4;LowVol:15.0
VTI:7.0;AMZN:31.7;XLF:16.6;MUB:10.1;TLT:7.4;VOO:27.3
2.8
179
12.4
Bear
32
3.67
2.4
179
37
14:74
65
0.0123
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
-37
2
null
BrokerD
LMT
88
10
11
51
69
-45
38
RegimeShift
Reduce
Volatility spike and breadth deterioration
128
1.7
Approved
2
Tax-aware sells next window
E7882
P4030
2025-10-18
Roth
USD
1,461,288
3.6
1
48.1
RealEstate:35.2;Financials:29.4;Utilities:15.7;Industrials:19.7
Value:21.6;Growth:20.6;Quality:13.7;Size:11.9;Momentum:23.8;LowVol:8.3
VTI:32.6;MUB:35.5;BND:13.7;MSFT:9.8;VOO:8.4
3.3
237
14.5
Bear
30.7
3.09
1.3
163
-78
-89:-32
5
0.0107
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
4
4
null
BrokerC
LMT
88
7
8
44
107
-28
21
RegimeShift
Reduce
Volatility spike and breadth deterioration
121
1.5
null
4
Tax-aware sells next window
E7883
P9798
2024-07-16
IRA
USD
1,722,314
8.1
1.11
69.3
Industrials:14.9;Health:12.6;Consumer:36.0;Energy:36.5
Value:12.4;Growth:17.7;Quality:19.1;Size:21.4;Momentum:16.8;LowVol:12.5
GLD:21.5;HYG:7.9;MSFT:22.9;IEF:23.9;VNQ:23.8
2.5
238
19.4
Sideways
16.3
4.67
2.1
128
-3
-19:25
55
0.0099
false
true
ESGOnly;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
27
-34
10
null
BrokerA
MKT
89
12
11
-26
104
-17
37
RegimeShift
TightenStops
Volatility spike and breadth deterioration
217
2.8
SuggestedEdits
3
Increase defensive factor exposure
E7884
P4795
2024-11-18
Trust
USD
1,753,508
8
1
52.7
Comm:46.4;Financials:31.2;Tech:22.4
Value:14.9;Growth:12.6;Quality:8.7;Size:26.5;Momentum:9.9;LowVol:27.4
QQQ:10.0;TLT:35.1;MUB:29.3;VTI:25.6
2.2
218
14.6
Bull
16.1
3.61
2.3
76
68
31:96
76
0.0115
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
22
-30
8
Delta:-0.18;Vega:0.05
BrokerD
LMT
93
1
0
-24
-17
-8
19
VAR>budget
TightenStops
Risk above budget threshold
93
2.7
null
5
Increase defensive factor exposure
E7885
P5646
2025-03-15
IRA
USD
639,884
8.4
1
62
Comm:20.7;Tech:22.7;Materials:25.8;Health:8.1;Consumer:22.7
Value:8.1;Growth:18.2;Quality:22.6;Size:20.4;Momentum:11.5;LowVol:19.3
AMZN:44.7;IEF:20.6;MSFT:34.7
3.2
124
12.2
Volatile
22.5
5.36
3.2
119
-7
-36:29
29
0.0108
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
8
-9
11
null
BrokerB
MKT
93
9
16
62
93
-40
-4
null
null
Normal monitoring
212
2.5
Approved
5
Tax-aware sells next window
E7886
P5476
2025-08-04
401k
USD
507,241
8.2
1
42.9
Materials:20.6;Tech:28.5;Health:21.8;Energy:29.1
Value:19.4;Growth:18.2;Quality:17.2;Size:14.7;Momentum:22.5;LowVol:8.0
TLT:12.5;GLD:41.1;BRK.B:11.5;MSFT:34.9
1.5
130
15.2
Sideways
16.6
3.63
2.8
112
-22
-53:18
37
0.0113
false
false
MaxPos7%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
18
-14
5
null
BrokerA
MKT
100
12
19
2
128
13
39
null
null
Normal monitoring
167
3.6
Approved
5
Tighten stops on momentum names
E7887
P6493
2024-12-30
IRA
USD
343,318
6.1
1
40.4
Consumer:25.6;Energy:25.1;Comm:19.1;Financials:20.2;Utilities:9.9
Value:22.6;Growth:19.4;Quality:13.9;Size:12.7;Momentum:13.1;LowVol:18.4
BRK.B:21.7;MSFT:48.5;BND:29.8
4.5
160
11.4
Bull
17.8
3.77
2.6
71
81
58:97
95
0.0051
false
false
ESGOnly;MaxPos8%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
31
-16
9
null
BrokerD
VWAP
92
9
14
71
166
-20
21
null
null
Normal monitoring
204
3.8
Approved
5
Increase defensive factor exposure
E7888
P8230
2025-04-05
Taxable
USD
301,379
5.5
1
62.5
Energy:27.3;Industrials:18.5;Financials:13.7;Health:22.4;Utilities:18.0
Value:8.7;Growth:16.5;Quality:26.4;Size:12.8;Momentum:15.6;LowVol:19.9
VOO:40.7;AAPL:19.9;VNQ:39.4
1.6
96
12.6
Bull
15
4.17
2.6
82
73
57:120
100
0.0129
false
false
MaxPos6%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
27
-20
10
null
BrokerB
LMT
94
1
3
28
73
10
-4
null
null
Normal monitoring
192
2.2
null
3
Within IPS guidelines
E7889
P0639
2024-10-21
IRA
USD
858,121
5.5
1
65.5
Materials:21.5;Utilities:13.7;Industrials:22.3;Consumer:22.0;Health:20.5
Value:17.1;Growth:20.7;Quality:20.0;Size:14.7;Momentum:13.8;LowVol:13.6
TSLA:20.7;MSFT:27.5;VNQ:10.8;IEF:18.1;TLT:9.8;GLD:13.2
2.2
161
9.4
Volatile
27.3
4.9
3.9
160
60
21:103
65
0.0081
false
false
MaxPos8%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
33
-38
11
Delta:-0.14;Vega:0.07
BrokerC
VWAP
98
10
12
-17
48
-15
12
null
null
Normal monitoring
109
1.9
Approved
5
Increase defensive factor exposure
E7890
P6854
2024-11-16
401k
USD
1,294,255
6.3
1
55.7
Industrials:35.9;Consumer:23.7;Comm:28.9;RealEstate:11.6
Value:20.9;Growth:10.6;Quality:27.6;Size:15.9;Momentum:10.1;LowVol:15.0
TLT:20.8;QQQ:38.2;HYG:41.0
5.1
223
11.5
Bull
11.5
4.99
2.7
81
89
65:140
88
0.0197
false
true
MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
34
-23
11
null
BrokerC
LMT
89
3
9
1
110
-27
-25
VAR>budget
Hedge
Risk above budget threshold
159
2.1
null
4
Within IPS guidelines
E7891
P5395
2025-11-07
401k
USD
524,991
12.1
1
39.4
Financials:22.6;Consumer:27.0;Materials:19.2;Tech:31.2
Value:22.4;Growth:13.3;Quality:21.3;Size:10.1;Momentum:7.9;LowVol:25.1
VOO:23.4;TSLA:24.8;AMZN:16.9;BRK.B:14.9;AAPL:20.1
4.9
130
11.6
Volatile
29.7
4.79
2.3
143
52
25:79
61
0.0066
false
false
MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
25
2
8
null
BrokerC
MKT
95
9
8
-13
-28
-34
40
null
null
Normal monitoring
122
2.9
null
5
Tax-aware sells next window
E7892
P5031
2025-05-06
401k
USD
591,346
9.7
1
42
Comm:42.8;Financials:32.1;Utilities:25.0
Value:9.1;Growth:15.1;Quality:14.3;Size:23.2;Momentum:22.4;LowVol:16.0
AAPL:54.3;XLF:23.1;MSFT:22.6
2.4
137
11
Bull
17.4
4.83
2.7
108
98
84:151
85
0.0116
false
false
MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
-3
-33
5
null
BrokerC
MKT
94
3
3
32
91
-16
-8
null
null
Normal monitoring
139
2.5
null
5
Monitor dispersion and breadth
E7893
P2455
2025-12-06
Trust
USD
888,534
8.3
1
63.3
Consumer:9.6;Energy:21.8;Financials:27.2;Materials:26.6;Industrials:14.8
Value:11.5;Growth:17.5;Quality:11.3;Size:14.0;Momentum:19.3;LowVol:26.4
AMZN:20.8;MUB:20.5;IEF:9.1;QQQ:18.4;AAPL:7.6;BND:23.5
4.2
154
14.3
Bull
15.2
4.08
3.4
118
82
72:122
95
0.0085
false
false
NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-25
6
null
BrokerC
LMT
92
12
11
-14
81
15
-4
null
null
Normal monitoring
175
3
null
5
Tighten stops on momentum names
E7894
P1407
2025-08-16
IRA
USD
409,711
7.6
1
63.1
Health:29.0;Financials:10.6;Industrials:27.4;RealEstate:22.0;Materials:11.1
Value:12.2;Growth:11.2;Quality:22.4;Size:21.0;Momentum:10.0;LowVol:23.2
VTI:14.9;MUB:22.9;AMZN:13.4;TSLA:21.5;TLT:14.7;MSFT:12.6
4.8
210
26.6
Bull
17.6
4.63
3
73
18
6:39
75
0.0116
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-40
7
Delta:-0.2;Vega:0.08
BrokerB
MKT
100
4
10
62
130
-15
-4
VAR>budget
TightenStops
Risk above budget threshold
161
2.7
null
2
Increase defensive factor exposure
E7895
P2705
2025-08-25
IRA
USD
1,639,008
6.7
1
57
Tech:25.4;Comm:14.0;Health:30.1;RealEstate:30.5
Value:16.6;Growth:17.9;Quality:19.8;Size:21.0;Momentum:13.7;LowVol:11.1
QQQ:17.6;VTI:17.0;HYG:16.9;AMZN:19.4;BND:20.1;GLD:8.9
4.7
184
18.7
Bull
16.5
3.51
2.2
88
69
40:92
99
0.0048
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-13
9
Delta:-0.19;Vega:0.03
BrokerD
LMT
89
8
5
-53
-77
-3
-23
VAR>budget
Reduce
Risk above budget threshold
188
2.3
null
3
Increase defensive factor exposure
E7896
P8768
2024-12-13
Taxable
USD
653,995
15.1
1
73.6
Industrials:9.2;Energy:28.8;Comm:31.7;Consumer:30.3
Value:19.6;Growth:9.3;Quality:17.4;Size:17.8;Momentum:23.3;LowVol:12.7
BND:20.9;VNQ:24.2;AAPL:14.1;AMZN:16.9;MSFT:24.0
2.6
113
8.8
Bull
14
4.54
2.6
72
35
7:84
84
0.0053
false
false
MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
29
6
6
null
BrokerB
MKT
0
0
0
120
106
13
0
null
null
Normal monitoring
184
2.9
Approved
3
Tax-aware sells next window
E7897
P0472
2024-12-13
Trust
USD
807,283
12
1
55
RealEstate:32.8;Tech:28.2;Utilities:17.9;Energy:21.2
Value:10.5;Growth:19.2;Quality:16.3;Size:22.5;Momentum:12.0;LowVol:19.5
HYG:35.2;MUB:23.8;TSLA:41.0
3.1
109
11.7
Volatile
25
5.01
2.1
132
-4
-31:30
30
0.0138
false
false
MaxPos5%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-7
8
2
null
BrokerC
MKT
97
3
4
3
111
-38
28
null
null
Normal monitoring
99
3.7
Approved
5
Monitor dispersion and breadth
E7898
P8048
2025-08-01
Taxable
USD
744,507
8
1
45.9
Utilities:24.9;Financials:23.7;Energy:17.4;Health:34.0
Value:21.5;Growth:11.2;Quality:20.9;Size:16.3;Momentum:18.1;LowVol:12.0
TLT:12.8;VOO:26.3;VTI:26.6;XLF:17.7;AMZN:16.7
5.1
272
17.3
Sideways
20.7
3.95
2.5
120
8
-21:49
50
0.0074
false
true
MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-39
8
Delta:-0.13;Vega:0.06
BrokerC
LMT
93
5
13
-59
-42
-39
-14
RegimeShift
Pause
Volatility spike and breadth deterioration
195
2.7
null
2
Increase defensive factor exposure
E7899
P5024
2025-02-24
Roth
USD
195,907
7.3
1
44.4
Consumer:28.9;Financials:15.1;Utilities:11.5;RealEstate:23.2;Comm:21.3
Value:21.4;Growth:26.9;Quality:12.4;Size:15.4;Momentum:10.4;LowVol:13.5
HYG:5.3;MSFT:6.6;MUB:19.1;TSLA:25.1;BND:19.6;QQQ:24.3
3.4
157
15
Sideways
14.2
4.4
3.4
112
37
-1:77
63
0.0152
false
false
MaxPos5%;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-31
7
null
BrokerC
LMT
93
11
19
-14
42
-19
26
null
null
Normal monitoring
147
2.1
Approved
4
Within IPS guidelines
E7900
P0281
2025-03-25
401k
USD
849,937
9.6
1
73.6
Comm:27.4;Health:37.0;Financials:18.5;Energy:17.1
Value:22.6;Growth:18.0;Quality:20.2;Size:8.9;Momentum:17.7;LowVol:12.6
MUB:20.5;HYG:27.6;AAPL:10.7;VOO:9.6;VTI:14.4;MSFT:17.0
1.3
107
7.8
Volatile
24.4
4.61
4.4
171
-5
-21:31
39
0.0143
false
false
MaxPos8%;NoMargin
null
null
NoAction
Within policy bands; defer
15
-17
11
null
BrokerD
LMT
0
0
0
7
90
3
-4
null
null
Normal monitoring
186
2.2
Approved
4
Monitor dispersion and breadth