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
E7901
P2381
2024-11-06
Trust
USD
1,523,266
7.6
1.2
63
Energy:30.7;RealEstate:23.3;Consumer:46.1
Value:8.2;Growth:13.0;Quality:17.8;Size:19.3;Momentum:19.7;LowVol:22.0
BRK.B:11.9;IEF:9.5;HYG:18.1;MSFT:24.0;AMZN:22.6;MUB:13.9
5.8
219
16.8
Volatile
21.6
3.8
3.9
162
30
1:82
76
0.0106
false
true
MaxPos7%;MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
-16
5
Delta:-0.15;Vega:0.03
BrokerC
MKT
97
12
13
94
85
13
40
RegimeShift
TightenStops
Volatility spike and breadth deterioration
123
2.3
Approved
4
Monitor dispersion and breadth
E7902
P7260
2024-09-04
Taxable
USD
544,480
8.4
1
65
Health:22.3;Utilities:19.0;RealEstate:28.1;Tech:14.9;Comm:15.6
Value:15.1;Growth:22.0;Quality:14.8;Size:17.4;Momentum:16.1;LowVol:14.6
XLF:39.2;VNQ:41.5;MSFT:19.2
1.2
104
7.9
Sideways
17.7
3.7
2.1
102
53
20:102
93
0.014
false
false
MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-11
7
6
null
BrokerC
MKT
93
6
14
10
122
-27
5
null
null
Normal monitoring
154
2.5
Approved
4
Tighten stops on momentum names
E7903
P2501
2025-02-15
Roth
USD
323,403
8.2
1
73.6
Utilities:18.1;Tech:27.8;Consumer:15.4;Energy:23.5;Financials:15.2
Value:22.5;Growth:11.0;Quality:16.0;Size:11.8;Momentum:23.9;LowVol:14.7
IEF:23.8;XLF:14.7;TSLA:16.5;GLD:23.6;AMZN:9.0;BRK.B:12.4
3.5
163
10.8
Sideways
15.4
4.38
3.3
109
30
-8:47
55
0.0079
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
33
10
12
null
BrokerA
MKT
90
7
14
4
17
2
20
null
null
Normal monitoring
140
2.9
null
3
Increase defensive factor exposure
E7904
P0910
2025-05-13
Roth
USD
617,899
15.3
1
43.6
Industrials:32.5;Utilities:34.8;Energy:32.6
Value:23.6;Growth:15.4;Quality:9.0;Size:17.6;Momentum:20.1;LowVol:14.3
QQQ:22.6;MSFT:7.3;BND:13.8;HYG:14.0;XLF:22.4;TLT:19.8
4.4
108
15.2
Sideways
14.1
3.87
2.5
137
-29
-41:10
24
0.0099
false
false
MaxPos7%;MaxSector30%
null
DriftNear
NoAction
Within policy bands; defer
15
-16
11
null
BrokerC
MKT
0
0
0
23
156
10
9
null
null
Normal monitoring
184
3.8
Approved
5
Increase defensive factor exposure
E7905
P2746
2025-08-29
401k
USD
1,259,348
7
1
53.4
RealEstate:21.9;Comm:18.6;Health:32.3;Tech:27.2
Value:19.8;Growth:14.5;Quality:11.8;Size:18.2;Momentum:16.0;LowVol:19.6
IEF:21.3;VOO:14.4;GLD:35.5;MSFT:28.8
4.9
176
24.6
Sideways
19.4
3.55
2.2
137
-1
-32:18
32
0.0057
false
false
ESGOnly;MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
33
-9
4
null
BrokerA
MKT
98
2
9
-19
-6
11
-12
null
null
Normal monitoring
215
3.4
Approved
5
Within IPS guidelines
E7906
P6847
2025-07-01
IRA
USD
693,329
9.2
1
74
Health:15.6;RealEstate:47.8;Comm:36.7
Value:25.6;Growth:17.1;Quality:17.8;Size:11.5;Momentum:9.2;LowVol:18.8
VOO:42.0;VNQ:40.5;VTI:17.5
5.2
176
12.7
Volatile
22.1
3.82
3.3
179
-11
-49:36
58
0.0158
false
true
MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
-18
11
Delta:-0.07;Vega:0.09
BrokerD
LMT
89
1
5
89
81
18
6
VAR>budget
Reduce
Risk above budget threshold
93
1.2
Approved
2
Monitor dispersion and breadth
E7907
P6433
2024-12-12
Roth
USD
2,125,414
5.6
1
56.3
Health:20.1;Materials:22.1;Consumer:11.3;Comm:20.4;Tech:26.2
Value:8.2;Growth:16.3;Quality:11.8;Size:23.0;Momentum:18.3;LowVol:22.3
TLT:10.4;MSFT:13.1;MUB:26.1;VNQ:22.4;VOO:28.0
2.4
229
15.8
Volatile
31.9
3.78
4.3
130
62
23:108
94
0.0112
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
25
-31
2
Delta:-0.16;Vega:0.04
BrokerB
LMT
89
11
18
-25
68
0
8
RegimeShift
Hedge
Volatility spike and breadth deterioration
202
2.3
Approved
2
Tighten stops on momentum names
E7908
P9497
2025-05-22
Roth
USD
1,695,906
4.6
1
49.8
Energy:24.3;Comm:19.9;Tech:25.2;Health:13.7;RealEstate:16.9
Value:11.6;Growth:18.4;Quality:7.6;Size:21.5;Momentum:19.9;LowVol:20.9
TLT:18.6;MSFT:17.1;HYG:14.3;AMZN:14.4;BND:19.4;VOO:16.1
5
176
13.4
Bull
16.7
4.77
2.1
89
93
68:123
100
0.0175
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
14
7
null
BrokerA
LMT
88
6
7
78
133
14
-21
RegimeShift
Reduce
Volatility spike and breadth deterioration
118
1
Approved
4
Tax-aware sells next window
E7909
P0535
2025-11-14
Taxable
USD
338,836
9.1
1
58.5
Industrials:20.6;Health:24.8;Utilities:54.7
Value:16.2;Growth:16.7;Quality:14.9;Size:18.4;Momentum:11.2;LowVol:22.6
QQQ:33.5;TSLA:50.7;VNQ:15.8
1.1
116
12.6
Bear
31.6
4.26
1.9
181
-40
-50:1
41
0.0133
false
false
null
null
null
Buy
Add core equity +1.0% from cash
19
-23
2
null
BrokerA
LMT
100
8
16
76
161
-29
-16
null
null
Normal monitoring
92
2.7
Approved
3
Tax-aware sells next window
E7910
P1509
2025-04-22
401k
USD
781,398
11.9
1
57.7
Health:24.9;Consumer:31.3;Comm:18.7;Tech:14.3;Financials:10.8
Value:14.3;Growth:27.5;Quality:13.2;Size:14.6;Momentum:14.5;LowVol:15.9
MSFT:23.8;BRK.B:25.3;AAPL:19.7;AMZN:31.2
4.3
136
10.5
Volatile
25.9
4.68
2.8
129
-30
-54:-9
33
0.0073
false
false
MaxPos8%
null
DriftNear
Buy
Add core equity +1.0% from cash
-3
-17
7
null
BrokerD
MKT
93
4
6
61
51
-19
21
null
null
Normal monitoring
163
1.9
null
4
Tax-aware sells next window
E7911
P1364
2024-09-18
Roth
USD
1,184,821
9.4
1
59.4
Materials:19.2;Industrials:34.6;Financials:13.0;Comm:33.2
Value:22.6;Growth:11.1;Quality:16.5;Size:20.9;Momentum:16.9;LowVol:12.0
HYG:21.8;VNQ:48.2;VTI:30.0
2.2
197
21.6
Bull
12
3.69
3.1
88
101
71:131
89
0.019
false
true
MaxPos5%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
33
-14
6
null
BrokerC
LMT
93
1
8
67
106
-48
39
RegimeShift
Reduce
Volatility spike and breadth deterioration
198
2.5
null
4
Within IPS guidelines
E7912
P2017
2025-09-03
Trust
USD
1,606,436
9.8
1
55
Health:26.8;RealEstate:29.7;Industrials:43.4
Value:20.1;Growth:11.6;Quality:20.7;Size:17.4;Momentum:8.4;LowVol:21.7
TLT:35.6;MSFT:38.4;HYG:12.6;VNQ:13.5
5
209
10.6
Bear
31.6
3.34
2.4
162
7
-31:53
55
0.0122
false
true
ESGOnly;MaxPos7%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
0
-25
8
null
BrokerC
LMT
90
8
13
70
142
-50
-7
VAR>budget
Hedge
Risk above budget threshold
172
3.4
null
2
Tighten stops on momentum names
E7913
P6558
2025-05-07
401k
USD
676,395
17.2
1
61
Health:24.4;Consumer:31.8;Industrials:43.8
Value:7.9;Growth:8.9;Quality:22.1;Size:17.0;Momentum:22.4;LowVol:21.7
TLT:27.4;VOO:33.0;BND:39.7
3.4
161
13.3
Bear
28.8
3.85
2
134
-16
-35:21
50
0.0103
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
16
1
11
null
BrokerB
MKT
96
8
11
-10
125
-6
-17
null
null
Normal monitoring
126
2.6
Approved
4
Tax-aware sells next window
E7914
P2580
2025-08-31
Trust
USD
426,613
12.6
1
65.9
Consumer:15.3;RealEstate:34.1;Materials:18.5;Comm:9.3;Utilities:22.8
Value:22.1;Growth:10.5;Quality:10.2;Size:26.2;Momentum:19.7;LowVol:11.4
BND:38.4;TLT:36.9;AMZN:24.7
4.3
103
8.2
Volatile
28.6
5.42
2.8
131
20
-12:70
56
0.0149
false
false
MaxPos7%;MaxSector35%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
12
10
2
null
BrokerD
VWAP
93
12
14
-8
128
-43
23
null
null
Normal monitoring
180
3.2
Approved
4
Monitor dispersion and breadth
E7915
P8529
2025-12-08
401k
USD
628,045
9.9
1.14
64.3
Comm:18.8;Industrials:34.3;Consumer:18.6;Materials:28.4
Value:17.9;Growth:11.6;Quality:19.8;Size:8.1;Momentum:21.3;LowVol:21.3
BND:22.4;MSFT:35.6;GLD:19.9;QQQ:22.1
5.1
187
18
Bear
30.7
3.2
1.9
156
-71
-89:-24
14
0.0111
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
6
-32
3
null
BrokerD
LMT
95
7
6
19
79
-8
5
VAR>budget
Reduce
Risk above budget threshold
170
2
Approved
5
Monitor dispersion and breadth
E7916
P2173
2024-12-12
Roth
USD
798,199
9.6
1
68.4
Materials:25.6;RealEstate:24.8;Comm:13.1;Energy:21.0;Tech:15.5
Value:12.9;Growth:22.2;Quality:17.9;Size:15.1;Momentum:19.2;LowVol:12.7
VTI:33.6;HYG:12.7;TSLA:17.7;XLF:36.0
4.1
159
11.2
Sideways
14
3.76
3
139
-26
-43:8
20
0.0191
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
VarNear
Sell
Trim extended winner -1.0%
17
-33
4
null
BrokerD
LMT
99
8
12
-52
-13
5
-10
null
null
Normal monitoring
207
1.5
Approved
3
Monitor dispersion and breadth
E7917
P5805
2025-06-15
Roth
USD
763,729
7.7
1
53.1
RealEstate:15.2;Comm:26.4;Materials:12.0;Health:22.9;Tech:23.6
Value:19.0;Growth:14.6;Quality:16.2;Size:15.5;Momentum:18.9;LowVol:15.8
QQQ:9.7;BND:30.2;VOO:29.9;GLD:30.2
4.5
173
19.7
Bull
15.3
3.73
2.3
88
43
14:79
68
0.0193
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
19
-11
9
Delta:-0.2;Vega:0.05
BrokerA
MKT
100
6
11
98
223
16
5
RegimeShift
Hedge
Volatility spike and breadth deterioration
92
1.4
SuggestedEdits
5
Within IPS guidelines
E7918
P7131
2024-11-16
401k
USD
764,420
9
1
38.6
Comm:38.1;Health:13.6;Industrials:25.9;Utilities:22.4
Value:20.1;Growth:14.9;Quality:10.9;Size:22.3;Momentum:8.4;LowVol:23.5
AAPL:16.4;TLT:37.9;TSLA:31.3;BRK.B:14.4
5.2
187
12.2
Volatile
29.6
4.82
3.7
144
25
3:58
63
0.0077
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
9
-4
10
null
BrokerC
LMT
96
9
7
13
37
-19
14
VAR>budget
TightenStops
Risk above budget threshold
177
1.4
null
4
Increase defensive factor exposure
E7919
P6156
2024-11-24
Trust
USD
575,748
8.2
1
67.1
Industrials:33.9;Utilities:15.0;Materials:16.8;Consumer:34.4
Value:12.7;Growth:9.1;Quality:15.8;Size:27.2;Momentum:18.0;LowVol:17.2
BRK.B:26.5;AAPL:18.2;TSLA:10.3;TLT:14.6;XLF:30.3
4.2
223
17.4
Volatile
26.8
4.72
2.3
116
47
14:81
65
0.0092
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-12
-37
11
null
BrokerC
VWAP
97
10
9
72
199
0
30
RegimeShift
Reduce
Volatility spike and breadth deterioration
127
3.4
null
5
Within IPS guidelines
E7920
P4864
2024-11-09
IRA
USD
165,839
6.5
1
44.4
Consumer:30.3;Comm:36.1;Energy:33.6
Value:19.3;Growth:15.6;Quality:17.1;Size:19.0;Momentum:13.2;LowVol:15.8
GLD:19.8;MUB:12.9;BND:36.3;VNQ:31.1
1.4
105
8.7
Volatile
26.8
3.53
4.3
153
-25
-64:20
40
0.019
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
7
12
10
null
BrokerD
VWAP
0
0
0
14
133
-29
27
null
null
Normal monitoring
189
3.5
Approved
5
Tax-aware sells next window
E7921
P5531
2024-08-27
401k
USD
879,894
9
1
54.4
Comm:31.7;Materials:12.7;Financials:29.3;RealEstate:16.3;Utilities:10.1
Value:17.4;Growth:19.6;Quality:8.5;Size:22.0;Momentum:19.0;LowVol:13.5
BRK.B:21.2;QQQ:33.1;MUB:30.0;BND:15.6
5.9
158
13.3
Bull
14.4
4.9
3.3
71
19
-9:71
44
0.0151
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
20
4
9
null
BrokerA
MKT
100
2
10
-45
80
-33
11
null
null
Normal monitoring
206
1.9
Approved
4
Tax-aware sells next window
E7922
P9826
2024-10-18
Roth
USD
722,254
5.1
1
66.6
RealEstate:26.9;Utilities:26.6;Materials:16.0;Health:9.0;Consumer:21.5
Value:13.4;Growth:16.4;Quality:11.1;Size:18.4;Momentum:16.2;LowVol:24.5
TLT:25.4;MSFT:27.4;BRK.B:47.2
3.7
160
9.5
Bull
11.2
3.78
2.3
97
28
-6:66
80
0.0076
false
false
NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-14
-4
3
Delta:-0.15;Vega:0.07
BrokerC
LMT
100
2
10
-34
61
-25
17
null
null
Normal monitoring
175
2.1
Approved
5
Within IPS guidelines
E7923
P3665
2024-08-24
Roth
USD
521,845
8.1
1
62.5
Industrials:28.0;Energy:18.5;Tech:26.3;Materials:27.2
Value:15.6;Growth:14.3;Quality:11.2;Size:20.6;Momentum:13.6;LowVol:24.6
GLD:21.6;VNQ:34.1;MSFT:13.5;QQQ:17.6;VTI:13.1
3.1
215
25.9
Bull
16.3
4.67
2.7
110
90
79:118
99
0.0082
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
5
10
null
BrokerB
LMT
91
3
0
-4
3
-53
7
VAR>budget
Reduce
Risk above budget threshold
184
3.4
null
2
Tax-aware sells next window
E7924
P5128
2025-11-06
IRA
USD
1,108,789
5.7
1.21
63.9
Financials:46.6;Tech:25.0;Comm:28.4
Value:9.1;Growth:12.9;Quality:19.0;Size:14.8;Momentum:21.3;LowVol:23.0
TSLA:18.1;GLD:44.5;VOO:37.4
1.6
190
18.6
Bull
15.3
4.98
3.3
120
70
35:86
81
0.0133
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
17
-7
1
null
BrokerB
LMT
96
5
11
-25
115
15
5
RegimeShift
Hedge
Volatility spike and breadth deterioration
119
1.6
SuggestedEdits
3
Increase defensive factor exposure
E7925
P1518
2025-06-02
Taxable
USD
429,992
5.8
1
39.9
Health:15.3;Consumer:43.6;Industrials:17.2;Energy:23.9
Value:12.2;Growth:26.1;Quality:8.0;Size:17.6;Momentum:17.5;LowVol:18.6
TSLA:17.1;HYG:13.0;BRK.B:34.2;VOO:35.6
4.4
115
15.9
Bear
31.4
3.27
1.5
163
-117
-129:-93
5
0.0086
false
false
MaxPos6%;MaxSector30%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
21
-15
5
null
BrokerB
MKT
98
4
7
4
83
4
-5
null
null
Normal monitoring
199
3.6
Approved
4
Within IPS guidelines
E7926
P3861
2025-08-10
Trust
USD
572,998
9.3
1
52
Materials:38.2;Comm:33.9;RealEstate:27.9
Value:12.9;Growth:23.7;Quality:8.1;Size:14.0;Momentum:25.4;LowVol:15.8
TLT:13.6;TSLA:60.0;XLF:26.4
3.2
98
15.2
Volatile
22.4
5.38
3.5
122
68
45:111
72
0.0079
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
-4
-6
8
null
BrokerC
LMT
96
11
15
94
183
-20
21
null
null
Normal monitoring
173
2.2
Approved
4
Monitor dispersion and breadth
E7927
P0642
2025-06-16
Taxable
USD
750,520
8.6
1
68.6
Tech:27.5;Utilities:18.3;Industrials:33.6;RealEstate:20.6
Value:26.0;Growth:14.6;Quality:22.2;Size:10.6;Momentum:9.5;LowVol:17.0
TLT:18.5;BND:20.3;QQQ:29.9;VNQ:15.3;MUB:16.1
4.3
141
12.9
Volatile
31.1
5
4
143
25
11:80
63
0.0132
false
false
MaxPos8%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
27
-9
6
null
BrokerC
LMT
100
10
18
86
200
-26
-14
null
null
Normal monitoring
126
1.8
Approved
4
Tax-aware sells next window
E7928
P9726
2025-09-07
401k
USD
2,307,670
6.6
1
74.3
Tech:12.3;RealEstate:28.7;Energy:25.4;Health:33.5
Value:20.9;Growth:12.4;Quality:19.9;Size:7.5;Momentum:21.5;LowVol:17.9
VTI:35.7;TLT:37.7;QQQ:26.6
5.9
153
13.6
Volatile
23.5
4.12
3.8
176
32
19:55
76
0.0035
false
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-2
-21
8
null
BrokerC
LMT
93
4
4
52
65
-19
-2
null
null
Normal monitoring
138
1.2
Approved
4
Tax-aware sells next window
E7929
P9145
2025-05-09
401k
USD
1,288,028
9.1
1
43.5
Tech:52.8;Health:19.6;Materials:27.6
Value:19.2;Growth:12.0;Quality:21.2;Size:16.7;Momentum:13.4;LowVol:17.4
AAPL:10.5;QQQ:43.6;XLF:11.2;BND:34.6
3.5
147
17.7
Volatile
24
4.57
2.1
113
-41
-61:-22
27
0.0033
false
false
null
null
null
Sell
Trim extended winner -1.0%
-7
15
5
null
BrokerD
LMT
100
8
6
99
91
-33
6
null
null
Normal monitoring
183
2.2
Approved
3
Within IPS guidelines
E7930
P7819
2025-02-18
Trust
USD
233,355
10.6
1
73.3
Health:18.7;Industrials:27.8;Materials:20.5;Utilities:33.0
Value:22.0;Growth:24.8;Quality:13.3;Size:9.2;Momentum:12.1;LowVol:18.6
AAPL:25.5;VOO:34.2;VTI:40.3
3.2
92
14.5
Volatile
30
5.07
4
154
-18
-52:20
52
0.005
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
25
7
9
null
BrokerA
LMT
95
2
10
25
38
0
12
null
null
Normal monitoring
120
3.9
null
4
Tighten stops on momentum names
E7931
P1095
2024-11-14
401k
USD
773,552
6.9
1
41.6
RealEstate:31.6;Utilities:14.1;Energy:18.5;Tech:35.9
Value:12.0;Growth:17.6;Quality:18.2;Size:15.7;Momentum:18.5;LowVol:18.1
VNQ:31.0;QQQ:7.1;IEF:9.0;TLT:13.6;AMZN:17.3;GLD:22.0
4.3
148
12.3
Sideways
15.5
3.73
3.2
135
48
31:74
86
0.0157
false
false
MaxPos7%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
29
-3
6
null
BrokerB
LMT
97
3
4
105
146
-22
26
null
null
Normal monitoring
106
3.2
null
5
Within IPS guidelines
E7932
P9601
2025-12-11
Roth
USD
274,071
7.2
1
52.3
Consumer:26.7;Health:15.0;Energy:19.2;Materials:21.3;Industrials:17.8
Value:14.2;Growth:22.9;Quality:11.3;Size:8.1;Momentum:21.1;LowVol:22.4
VNQ:21.0;VTI:35.0;TLT:44.0
1.5
125
12.5
Bear
31.1
3.19
2
192
-106
-144:-66
10
0.0085
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-9
-32
9
null
BrokerD
MKT
99
9
14
-50
-82
15
7
null
null
Normal monitoring
213
2.8
Approved
3
Tax-aware sells next window
E7933
P4026
2024-10-23
Trust
USD
441,926
3.9
1.18
67.8
Utilities:21.4;Industrials:13.1;Health:29.3;Materials:36.3
Value:23.0;Growth:9.8;Quality:20.8;Size:8.1;Momentum:17.7;LowVol:20.6
IEF:22.3;AMZN:23.1;XLF:19.1;VNQ:35.5
4.7
250
27.7
Volatile
22
5.49
2.3
158
11
-15:63
53
0.0094
false
true
MaxPos5%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
-20
3
Delta:-0.13;Vega:0.08
BrokerD
MKT
94
3
3
22
160
-13
-24
VAR>budget
Hedge
Risk above budget threshold
207
2.7
null
2
Within IPS guidelines
E7934
P7679
2025-07-31
Roth
USD
1,258,572
6.5
1
65
Consumer:20.0;Industrials:32.8;RealEstate:30.1;Comm:17.1
Value:12.3;Growth:18.2;Quality:23.3;Size:21.4;Momentum:11.4;LowVol:13.4
AMZN:32.2;VNQ:11.7;TSLA:34.7;BRK.B:21.4
3.6
192
14
Bull
14.9
4.59
2.3
98
43
26:98
81
0.0104
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
30
-37
1
null
BrokerC
MKT
93
1
2
13
87
-16
4
null
null
Normal monitoring
129
1.5
Approved
3
Tax-aware sells next window
E7935
P6941
2025-08-15
Roth
USD
1,688,998
5.3
1.18
42.3
Consumer:10.5;Energy:28.5;Materials:28.0;Utilities:33.0
Value:19.5;Growth:18.1;Quality:23.1;Size:15.7;Momentum:8.9;LowVol:14.7
QQQ:17.6;VTI:10.2;MUB:38.0;AAPL:15.2;BRK.B:19.0
3.8
182
11.8
Volatile
23.7
3.62
4.2
133
-43
-76:-20
22
0.0144
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
2
-22
3
null
BrokerC
MKT
95
9
14
36
45
12
1
VAR>budget
Reduce
Risk above budget threshold
178
2.6
null
3
Monitor dispersion and breadth
E7936
P4164
2024-09-03
401k
USD
629,891
5.8
1.1
64.6
Energy:27.1;Financials:45.8;Health:27.1
Value:24.3;Growth:10.2;Quality:14.9;Size:13.2;Momentum:17.5;LowVol:19.9
XLF:55.4;MSFT:18.1;TLT:26.6
6.4
203
22.2
Bull
12.6
3.66
2.7
102
4
-19:45
57
0.0075
true
true
ESGOnly;MaxPos7%;MaxSector35%
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-28
8
Delta:-0.24;Vega:0.08
BrokerC
MKT
89
2
6
-58
34
-7
22
Drift>tolerance
Hedge
Allocation drift beyond policy bands
215
1.3
Approved
5
Tighten stops on momentum names
E7937
P8920
2024-08-24
Trust
USD
2,148,230
8.6
1.07
43.9
RealEstate:31.5;Consumer:14.4;Comm:29.8;Health:24.2
Value:13.2;Growth:18.6;Quality:26.0;Size:9.4;Momentum:10.0;LowVol:22.8
AAPL:33.7;VOO:19.7;HYG:35.5;MSFT:11.0
2.7
189
21.6
Volatile
24.9
5.29
4
139
-35
-50:-14
27
0.0036
false
true
ESGOnly;MaxPos5%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-13
-12
3
null
BrokerD
VWAP
90
11
9
13
1
7
5
RegimeShift
Hedge
Volatility spike and breadth deterioration
212
3.1
Approved
2
Monitor dispersion and breadth
E7938
P0610
2024-12-18
Roth
USD
413,994
8.2
1
69.7
Industrials:15.9;Comm:24.0;Materials:25.1;RealEstate:19.2;Financials:15.8
Value:18.8;Growth:25.6;Quality:10.4;Size:15.7;Momentum:20.4;LowVol:9.1
AAPL:46.3;HYG:19.0;VNQ:34.7
3
185
13.2
Volatile
23.6
5.45
4.1
147
-47
-79:-24
20
0.0183
false
true
MaxPos5%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
35
3
6
Delta:-0.23;Vega:0.07
BrokerB
MKT
95
12
20
117
125
-42
35
RegimeShift
TightenStops
Volatility spike and breadth deterioration
139
1.7
SuggestedEdits
4
Tighten stops on momentum names
E7939
P5469
2024-07-27
Roth
USD
386,166
9.6
1
45.1
Health:31.6;Comm:18.7;Energy:16.5;Consumer:12.4;Tech:20.7
Value:12.0;Growth:19.9;Quality:11.1;Size:15.3;Momentum:24.6;LowVol:17.1
VNQ:25.6;BND:33.4;BRK.B:41.0
2.3
134
13
Bull
15.9
3.54
2.9
81
55
15:95
95
0.0049
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
13
-1
8
null
BrokerC
MKT
96
5
6
118
233
0
7
null
null
Normal monitoring
210
2.8
Approved
3
Monitor dispersion and breadth
E7940
P6349
2025-01-28
Roth
USD
658,105
8.4
1
74.5
Consumer:40.4;Health:25.9;Industrials:33.7
Value:11.4;Growth:20.9;Quality:12.9;Size:25.1;Momentum:20.2;LowVol:9.5
MUB:24.1;TSLA:37.4;VNQ:38.5
2.7
159
17.1
Bull
13.6
4
2.3
94
22
0:40
71
0.0148
false
false
ESGOnly;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
-4
15
9
null
BrokerC
MKT
96
2
0
-22
16
20
21
null
null
Normal monitoring
185
3.5
Approved
4
Within IPS guidelines
E7941
P5944
2025-01-05
IRA
USD
1,712,457
5
1
44.8
Tech:27.2;Financials:52.3;Industrials:20.5
Value:8.8;Growth:19.5;Quality:20.6;Size:24.1;Momentum:9.4;LowVol:17.5
MUB:17.2;TLT:33.2;TSLA:49.6
4.1
174
21.3
Bull
17
4.8
2.2
92
3
-19:38
46
0.0033
false
false
MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
-1
-38
4
null
BrokerB
LMT
97
7
8
66
85
-5
-16
null
null
Normal monitoring
145
1.4
Approved
4
Tighten stops on momentum names
E7942
P0938
2025-01-02
401k
USD
853,512
11.1
1
35.7
Materials:26.3;Industrials:23.6;RealEstate:50.1
Value:11.2;Growth:22.4;Quality:20.7;Size:12.0;Momentum:10.0;LowVol:23.7
MSFT:11.9;VNQ:8.0;VTI:8.8;MUB:26.9;QQQ:22.8;XLF:21.6
4.1
137
12.4
Sideways
14.8
4.76
2.9
103
-28
-59:-3
36
0.0162
false
false
ESGOnly;MaxPos7%;MaxSector30%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
3
-7
9
null
BrokerD
LMT
96
1
1
7
78
-47
-1
null
null
Normal monitoring
130
1.9
null
3
Increase defensive factor exposure
E7943
P0739
2025-11-30
401k
USD
851,443
5.9
1
37.2
Materials:12.4;Consumer:26.0;Energy:33.0;Utilities:28.7
Value:17.4;Growth:20.8;Quality:12.8;Size:11.1;Momentum:18.3;LowVol:19.6
VOO:30.0;XLF:12.9;QQQ:18.3;TLT:13.5;HYG:25.3
4.8
99
13.9
Volatile
27.7
5.21
2.3
180
53
25:106
85
0.0182
false
false
ESGOnly;MaxPos6%;NoMargin
null
DriftNear
NoAction
Within policy bands; defer
27
-33
12
null
BrokerC
LMT
0
0
0
112
74
-20
4
null
null
Normal monitoring
179
1.4
Approved
3
Tighten stops on momentum names
E7944
P7082
2024-07-30
IRA
USD
816,472
13.9
1
49.9
RealEstate:14.1;Utilities:24.1;Tech:22.6;Comm:23.1;Financials:16.2
Value:19.9;Growth:17.6;Quality:19.2;Size:19.8;Momentum:11.0;LowVol:12.5
IEF:12.6;TLT:26.5;GLD:6.9;TSLA:16.1;MSFT:30.6;VNQ:7.3
3.9
160
7.2
Bull
16.5
3.88
2.5
80
8
-12:30
43
0.0034
false
false
MaxPos6%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
29
15
5
null
BrokerC
MKT
88
1
4
85
85
-19
32
null
null
Normal monitoring
135
2
null
4
Tax-aware sells next window
E7945
P8636
2025-12-02
Trust
USD
669,697
3.7
1
53
Consumer:32.4;Energy:38.5;Materials:29.1
Value:19.7;Growth:24.0;Quality:12.0;Size:18.1;Momentum:7.1;LowVol:19.0
AAPL:11.3;BRK.B:26.1;MSFT:40.1;VNQ:22.5
6.7
280
23.2
Volatile
25
3.66
4
151
9
-19:62
41
0.0096
true
true
ESGOnly
MaxPosExceeded
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
24
-40
2
null
BrokerD
LMT
95
6
13
-16
118
12
40
VAR>budget
Pause
Risk above budget threshold
95
3.4
SuggestedEdits
5
Within IPS guidelines
E7946
P4912
2025-04-26
Taxable
USD
1,209,406
8.9
1
70.7
Consumer:34.8;Comm:16.2;Financials:29.5;Industrials:19.5
Value:15.6;Growth:15.9;Quality:15.7;Size:13.7;Momentum:20.5;LowVol:18.6
VTI:13.6;BRK.B:33.1;TSLA:15.4;IEF:37.9
3
120
11.1
Bull
13.6
4.83
3.1
92
89
79:124
100
0.012
false
false
null
null
null
NoAction
Within policy bands; defer
22
-17
5
null
BrokerD
LMT
0
0
0
103
128
-33
12
null
null
Normal monitoring
210
3.8
null
4
Increase defensive factor exposure
E7947
P8597
2024-11-04
401k
USD
427,482
9
1
55.9
Consumer:23.8;Energy:24.5;Financials:17.0;Comm:34.7
Value:20.0;Growth:16.8;Quality:18.3;Size:22.9;Momentum:9.5;LowVol:12.5
GLD:17.7;QQQ:24.6;HYG:30.8;VOO:27.0
1.1
123
9.9
Bull
11.8
4.46
3.3
106
12
-27:42
42
0.0169
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
7
-7
2
null
BrokerD
MKT
93
2
1
-29
102
13
-11
null
null
Normal monitoring
90
2.9
null
4
Tax-aware sells next window
E7948
P3445
2025-08-06
IRA
USD
669,828
12.4
1
68.6
Industrials:25.0;Comm:21.1;RealEstate:20.5;Health:33.4
Value:19.1;Growth:15.7;Quality:17.6;Size:20.8;Momentum:12.7;LowVol:14.2
TLT:10.8;BRK.B:17.8;MSFT:18.4;HYG:16.7;BND:16.8;QQQ:19.5
2.4
147
12.1
Bull
13.7
4.36
2.6
89
91
73:112
100
0.0064
false
false
MaxPos8%;MaxSector25%
null
null
NoAction
Within policy bands; defer
-4
-25
11
null
BrokerC
LMT
0
0
0
-31
29
-1
39
null
null
Normal monitoring
219
1.2
null
4
Within IPS guidelines
E7949
P4998
2024-10-28
Taxable
USD
2,125,231
6
1
38.8
Financials:26.8;Materials:11.2;RealEstate:18.1;Industrials:12.7;Tech:31.2
Value:17.3;Growth:19.5;Quality:19.5;Size:19.3;Momentum:10.8;LowVol:13.7
AAPL:6.9;TSLA:31.9;IEF:15.4;XLF:16.7;MUB:29.2
1.6
214
12.7
Volatile
25.5
4.82
3.8
166
4
-26:44
47
0.0145
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
-14
2
null
BrokerB
LMT
88
5
10
88
207
-53
15
VAR>budget
TightenStops
Risk above budget threshold
208
1.8
Approved
5
Tighten stops on momentum names
E7950
P6058
2024-07-04
IRA
USD
639,145
13
1
55.6
Health:23.5;Utilities:29.1;Energy:47.4
Value:9.3;Growth:17.3;Quality:27.7;Size:22.9;Momentum:13.5;LowVol:9.2
AMZN:25.1;VOO:12.4;VTI:8.0;BRK.B:34.7;BND:19.7
2.9
117
10.8
Volatile
23.8
3.71
2.2
152
34
1:60
50
0.0034
false
false
MaxPos5%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-11
11
4
null
BrokerC
MKT
91
11
17
-56
-32
16
36
null
null
Normal monitoring
136
2
Approved
5
Tighten stops on momentum names
E7951
P5837
2025-10-14
401k
USD
839,765
12.7
1
74.9
Energy:15.7;Consumer:24.0;RealEstate:15.5;Industrials:18.9;Comm:25.9
Value:16.4;Growth:19.5;Quality:22.3;Size:13.8;Momentum:18.3;LowVol:9.7
IEF:32.6;HYG:30.1;TLT:24.0;AMZN:13.3
3.7
120
7.9
Volatile
28.4
5.42
3.2
163
-11
-38:29
42
0.0051
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
1
0
9
null
BrokerB
LMT
90
11
12
120
237
-1
21
null
null
Normal monitoring
92
1.2
Approved
3
Increase defensive factor exposure
E7952
P4914
2024-07-06
IRA
USD
770,160
8
1
70.7
Health:50.3;RealEstate:14.5;Industrials:35.2
Value:22.0;Growth:21.1;Quality:11.6;Size:10.0;Momentum:19.9;LowVol:15.4
VNQ:23.1;AAPL:28.2;AMZN:15.1;BRK.B:19.0;VOO:14.6
4.2
156
11.6
Bull
12.2
4.26
2.4
74
57
43:101
81
0.0056
false
false
MaxSector30%;NoMargin
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
-23
6
Delta:-0.11;Vega:0.05
BrokerD
MKT
98
2
9
111
179
-15
18
null
null
Normal monitoring
162
2.3
null
3
Within IPS guidelines
E7953
P1040
2025-02-07
Trust
USD
1,685,774
6.6
1
50.8
Comm:31.1;Financials:17.7;Tech:28.3;Industrials:22.9
Value:8.3;Growth:20.3;Quality:21.9;Size:21.6;Momentum:15.0;LowVol:12.9
VTI:11.2;BRK.B:26.9;BND:32.8;IEF:9.4;TSLA:19.7
4.6
223
22
Bull
13.1
3.6
2.2
106
85
63:114
96
0.0169
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
8
9
null
BrokerB
LMT
96
1
2
49
21
-22
-17
RegimeShift
Reduce
Volatility spike and breadth deterioration
154
1.1
Approved
5
Monitor dispersion and breadth
E7954
P8738
2025-01-31
Trust
USD
625,028
9.6
1
73.8
Health:14.0;Consumer:45.8;Financials:40.3
Value:16.0;Growth:20.1;Quality:9.6;Size:14.6;Momentum:20.0;LowVol:19.7
TSLA:20.3;XLF:23.9;IEF:55.8
3.7
129
17.7
Volatile
25.8
4.5
2.4
152
-8
-26:41
34
0.0123
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
10
-27
4
null
BrokerD
MKT
91
1
6
76
157
11
38
null
null
Normal monitoring
91
3.5
Approved
3
Increase defensive factor exposure
E7955
P0368
2025-03-25
Roth
USD
186,767
5.8
1
65.5
Financials:35.0;Utilities:22.1;RealEstate:42.9
Value:20.2;Growth:21.9;Quality:12.6;Size:19.8;Momentum:16.3;LowVol:9.2
HYG:6.6;AAPL:25.4;MSFT:7.2;BND:32.5;QQQ:28.3
1.4
119
14.4
Bull
17
3.66
2.6
111
25
-14:65
60
0.0091
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-14
-24
11
null
BrokerD
LMT
88
4
10
15
102
-3
26
null
null
Normal monitoring
129
3.5
Approved
4
Within IPS guidelines
E7956
P2004
2025-06-28
Taxable
USD
916,582
6.5
1.23
68.5
Utilities:21.1;RealEstate:27.4;Industrials:23.4;Energy:16.7;Health:11.4
Value:13.1;Growth:12.2;Quality:23.0;Size:17.0;Momentum:12.4;LowVol:22.3
VOO:49.1;XLF:27.1;IEF:23.8
3.4
154
13.2
Bull
15.9
4.88
2.4
106
106
82:125
100
0.0052
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
9
10
null
BrokerA
MKT
88
5
12
67
32
-41
21
null
null
Normal monitoring
101
1.6
null
3
Tighten stops on momentum names
E7957
P0118
2025-05-23
Trust
USD
1,446,605
8.9
1
46.9
Consumer:15.1;Energy:25.3;Materials:30.0;RealEstate:29.6
Value:19.2;Growth:10.2;Quality:19.5;Size:19.8;Momentum:16.4;LowVol:14.9
VNQ:17.8;MSFT:26.7;VTI:16.3;BND:10.7;HYG:28.5
2.4
176
19.8
Bull
16.3
4.98
3.5
95
80
55:116
79
0.0031
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-6
-14
10
null
BrokerA
MKT
95
8
7
77
89
-31
12
VAR>budget
Hedge
Risk above budget threshold
113
1.4
Approved
5
Increase defensive factor exposure
E7958
P1045
2024-10-27
IRA
USD
872,423
8.3
1
40.7
Energy:18.5;Materials:23.4;Financials:12.2;Comm:25.5;Utilities:20.4
Value:11.5;Growth:20.1;Quality:10.6;Size:21.7;Momentum:22.9;LowVol:13.2
AMZN:20.6;TLT:24.9;GLD:24.2;HYG:30.2
5.1
129
19.7
Volatile
21.8
4.22
4.3
136
-52
-84:-24
27
0.0142
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
-13
-33
3
null
BrokerB
VWAP
92
6
6
-38
-41
-49
1
null
null
Normal monitoring
177
2.1
Approved
5
Tighten stops on momentum names
E7959
P3305
2024-10-29
Taxable
USD
341,472
6.5
1
44.6
Financials:22.8;Energy:24.8;Industrials:17.7;Tech:18.6;RealEstate:16.1
Value:10.2;Growth:17.5;Quality:25.8;Size:22.0;Momentum:15.1;LowVol:9.3
AAPL:14.3;AMZN:12.7;HYG:22.2;MUB:15.9;XLF:34.7
3.1
104
15.2
Bull
11.8
4.39
3.4
119
27
11:78
75
0.0102
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
10
2
8
null
BrokerA
MKT
92
2
10
-54
-79
-45
-24
null
null
Normal monitoring
143
1.9
Approved
4
Increase defensive factor exposure
E7960
P8398
2024-07-10
Trust
USD
429,724
8.4
1
56.3
Materials:41.5;Tech:13.3;Industrials:45.2
Value:9.6;Growth:17.1;Quality:12.8;Size:29.0;Momentum:12.1;LowVol:19.5
BND:25.3;VOO:22.7;XLF:51.9
4.2
149
9.4
Bear
25.7
3.07
2.9
158
-33
-63:20
47
0.018
false
false
null
null
DriftNear
NoAction
Within policy bands; defer
9
15
5
null
BrokerA
LMT
0
0
0
-9
33
-49
-3
null
null
Normal monitoring
131
1.5
null
3
Within IPS guidelines
E7961
P0520
2025-05-14
Taxable
USD
792,676
5.9
1
65.1
Materials:15.2;Tech:31.2;Utilities:14.4;Consumer:15.6;Energy:23.6
Value:6.6;Growth:13.5;Quality:21.2;Size:16.7;Momentum:22.0;LowVol:20.0
TSLA:34.7;AAPL:8.1;VNQ:16.7;TLT:13.6;VOO:26.9
5.4
127
18.5
Volatile
21.9
4.86
3.9
176
-33
-62:4
23
0.0107
false
false
MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
28
-37
11
null
BrokerA
LMT
89
8
16
94
160
-25
-4
null
null
Normal monitoring
196
2.5
Approved
5
Increase defensive factor exposure
E7962
P6730
2025-09-03
IRA
USD
838,737
6.5
1
45.8
Tech:13.2;Financials:23.4;Industrials:21.1;Comm:16.6;Materials:25.7
Value:10.3;Growth:12.0;Quality:8.3;Size:20.6;Momentum:25.2;LowVol:23.5
VNQ:24.2;AMZN:39.0;GLD:36.9
2.6
141
12.8
Bull
12.5
4.22
3.4
96
5
-5:43
66
0.0154
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
33
-24
7
Delta:-0.14;Vega:0.03
BrokerD
MKT
94
3
3
30
39
-26
25
null
null
Normal monitoring
113
2.5
Approved
5
Tax-aware sells next window
E7963
P9045
2024-08-17
Taxable
USD
354,793
17.9
1
59.4
Health:31.0;Consumer:35.9;RealEstate:33.1
Value:12.9;Growth:22.6;Quality:12.8;Size:7.2;Momentum:20.5;LowVol:24.0
AAPL:18.7;TLT:7.0;VTI:28.2;TSLA:15.9;BND:8.5;MSFT:21.8
4.5
108
8.4
Volatile
22.5
4.01
3.3
131
-55
-86:-36
22
0.0171
false
false
MaxPos8%
null
DriftNear
Sell
Trim extended winner -1.0%
-13
-16
4
null
BrokerB
LMT
92
6
11
62
89
19
-9
null
null
Normal monitoring
217
1.7
null
5
Within IPS guidelines
E7964
P5637
2024-08-04
IRA
USD
1,544,849
6
1
52.6
Health:14.0;Energy:23.5;Comm:28.7;Industrials:15.8;Materials:18.0
Value:14.1;Growth:9.8;Quality:23.1;Size:27.1;Momentum:10.3;LowVol:15.7
GLD:18.8;IEF:31.8;BND:21.5;VTI:27.9
4.5
182
16
Bull
14.4
4.81
3.5
89
55
36:79
85
0.0063
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-8
8
Delta:-0.18;Vega:0.08
BrokerB
VWAP
99
4
8
-24
-8
-31
17
RegimeShift
TightenStops
Volatility spike and breadth deterioration
220
2.9
null
2
Tax-aware sells next window
E7965
P8509
2025-03-18
Taxable
USD
2,316,094
7.5
1
68.7
Tech:24.6;Comm:17.5;RealEstate:18.4;Energy:18.1;Materials:21.5
Value:18.7;Growth:19.0;Quality:15.9;Size:17.7;Momentum:13.4;LowVol:15.3
VTI:9.3;QQQ:29.7;XLF:13.1;IEF:15.8;TSLA:32.2
4.9
143
17.7
Volatile
30.9
4.27
3.4
164
20
10:67
56
0.0106
false
false
MaxPos7%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
10
-24
6
null
BrokerC
MKT
98
4
2
97
218
-49
34
null
null
Normal monitoring
193
3.6
Approved
5
Within IPS guidelines
E7966
P8218
2024-09-12
Roth
USD
1,014,242
7.6
1
65.6
RealEstate:28.0;Materials:29.8;Comm:42.2
Value:20.7;Growth:19.2;Quality:18.3;Size:16.5;Momentum:11.5;LowVol:13.8
BND:15.7;VNQ:32.7;XLF:24.5;QQQ:27.0
3.5
212
19.3
Volatile
22.3
4.23
2.3
155
-42
-77:-16
25
0.0064
false
true
MaxPos6%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
4
7
Delta:-0.12;Vega:0.03
BrokerB
MKT
96
4
8
84
76
-45
11
VAR>budget
Reduce
Risk above budget threshold
166
1.9
Approved
5
Monitor dispersion and breadth
E7967
P7688
2025-03-15
Taxable
USD
365,534
7.7
1
46.2
Consumer:26.3;Materials:13.5;Energy:33.5;RealEstate:26.7
Value:19.9;Growth:7.8;Quality:23.9;Size:9.4;Momentum:20.0;LowVol:19.0
VOO:8.5;AMZN:7.7;TSLA:30.4;GLD:30.9;XLF:22.5
2.7
161
14.6
Volatile
20.5
3.58
4.3
118
62
28:100
93
0.012
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-6
8
null
BrokerA
LMT
88
1
8
92
212
17
-11
null
null
Normal monitoring
132
2.9
null
3
Tax-aware sells next window
E7968
P6976
2025-11-16
401k
USD
996,725
3.6
1
56.9
Industrials:36.9;Utilities:38.6;Consumer:24.5
Value:11.4;Growth:19.0;Quality:12.0;Size:19.4;Momentum:17.2;LowVol:21.1
IEF:24.7;BND:22.4;TLT:25.5;TSLA:12.4;XLF:15.0
6.9
197
19.3
Volatile
28.6
4.17
3.2
156
-21
-53:7
41
0.0143
true
false
MaxPos5%;MaxSector35%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-1
-13
11
null
BrokerB
MKT
99
6
14
49
137
-54
-20
Drift>tolerance
Reduce
Allocation drift beyond policy bands
123
1.8
null
2
Tax-aware sells next window
E7969
P8162
2025-11-21
401k
USD
549,122
15.7
1
40.4
Industrials:33.3;Materials:30.3;Consumer:9.6;Utilities:26.9
Value:19.7;Growth:11.3;Quality:11.3;Size:22.3;Momentum:21.0;LowVol:14.4
BND:29.9;VNQ:32.0;GLD:38.1
4.9
147
10.8
Bear
30
3.04
1.1
174
-88
-116:-36
18
0.0189
false
false
MaxPos7%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
23
-40
2
null
BrokerC
LMT
94
3
3
70
118
-41
-10
null
null
Normal monitoring
130
1.3
null
5
Tax-aware sells next window
E7970
P4836
2024-12-15
IRA
USD
500,793
9.6
1
70.3
Materials:20.5;Energy:23.0;Consumer:37.5;Industrials:19.0
Value:15.7;Growth:17.0;Quality:21.4;Size:17.2;Momentum:8.5;LowVol:20.3
TSLA:47.1;VOO:27.1;HYG:25.8
2
160
8.1
Volatile
22
4.75
3.1
165
-4
-39:33
31
0.0036
false
false
MaxPos5%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
8
-27
9
null
BrokerB
LMT
97
4
9
-38
-78
11
3
null
null
Normal monitoring
93
3.9
Approved
4
Increase defensive factor exposure
E7971
P4521
2025-01-23
Taxable
USD
637,575
7.9
1
40.5
Consumer:23.2;Materials:33.2;Financials:43.7
Value:20.1;Growth:21.5;Quality:11.2;Size:18.6;Momentum:21.2;LowVol:7.4
AAPL:24.1;TSLA:31.5;HYG:15.8;BND:28.7
2.5
147
12.6
Sideways
20.7
3.99
2.5
103
25
6:79
65
0.0077
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-15
13
12
null
BrokerC
LMT
95
9
15
18
29
-2
24
null
null
Normal monitoring
213
1.2
null
5
Tax-aware sells next window
E7972
P4646
2025-02-21
IRA
USD
782,434
14
1
70.3
Materials:32.5;Health:47.4;Utilities:20.1
Value:16.9;Growth:18.4;Quality:16.3;Size:12.3;Momentum:11.4;LowVol:24.8
TLT:8.1;MSFT:6.0;BRK.B:21.6;BND:15.4;AAPL:27.6;IEF:21.3
3.2
120
8.8
Bear
30.2
4.37
1.8
178
-114
-132:-80
5
0.0102
false
false
MaxPos5%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-1
14
2
null
BrokerB
MKT
88
3
8
-19
98
-42
-15
null
null
Normal monitoring
135
1.4
null
5
Tax-aware sells next window
E7973
P6086
2025-12-04
Roth
USD
1,789,434
7.4
1
63
Utilities:19.0;Comm:30.9;Tech:16.9;Consumer:33.2
Value:21.6;Growth:8.0;Quality:23.5;Size:11.2;Momentum:12.9;LowVol:22.9
VTI:16.2;MSFT:31.1;QQQ:10.5;TSLA:25.1;AMZN:17.0
2.9
228
19.9
Volatile
24.2
5.38
4.5
159
33
-1:77
77
0.0095
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
-7
11
null
BrokerA
LMT
90
10
8
-17
-9
-36
23
VAR>budget
Reduce
Risk above budget threshold
134
1.9
Approved
3
Increase defensive factor exposure
E7974
P1853
2025-02-28
Trust
USD
1,939,941
7.9
1
72.3
Consumer:15.2;Health:31.4;Financials:21.9;RealEstate:12.1;Materials:19.4
Value:9.5;Growth:18.7;Quality:11.7;Size:26.0;Momentum:15.0;LowVol:19.0
TSLA:25.6;BND:8.1;HYG:8.9;IEF:9.7;VNQ:14.1;MUB:33.6
3.2
143
12.7
Sideways
16.4
3.5
2.2
104
43
21:78
60
0.0191
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
8
-9
8
null
BrokerC
MKT
98
10
12
-14
-39
-4
19
null
null
Normal monitoring
195
1.3
Approved
3
Tax-aware sells next window
E7975
P2576
2024-11-06
Taxable
USD
1,348,522
7.2
1
51.9
Tech:34.2;Health:31.0;Consumer:34.8
Value:19.3;Growth:17.3;Quality:18.8;Size:13.6;Momentum:16.1;LowVol:14.9
GLD:23.6;VNQ:37.5;VOO:38.9
3.8
225
11.4
Sideways
15.1
4.42
2.4
117
-24
-43:14
29
0.0186
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
5
9
null
BrokerD
LMT
93
1
0
-47
50
20
31
RegimeShift
TightenStops
Volatility spike and breadth deterioration
153
3.1
Approved
4
Monitor dispersion and breadth
E7976
P8733
2025-10-13
Trust
USD
498,383
7.9
1
61.3
Tech:15.1;Consumer:11.1;Energy:13.2;Comm:37.5;Utilities:23.1
Value:8.1;Growth:11.2;Quality:16.5;Size:23.9;Momentum:13.8;LowVol:26.6
GLD:30.0;VNQ:18.2;AMZN:32.9;AAPL:18.9
4
172
13.2
Bull
15.9
4.02
2.1
118
54
27:95
75
0.0153
false
true
ESGOnly;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
4
-29
4
null
BrokerD
LMT
99
2
6
-27
70
4
32
VAR>budget
Reduce
Risk above budget threshold
99
1.6
null
3
Increase defensive factor exposure
E7977
P1489
2024-07-26
Taxable
USD
1,108,719
4.4
1
48.9
Comm:26.6;Consumer:17.8;Health:28.4;Financials:14.6;Materials:12.7
Value:19.9;Growth:16.6;Quality:11.2;Size:19.6;Momentum:14.9;LowVol:17.9
QQQ:14.0;AMZN:36.1;TLT:30.3;VNQ:19.6
2.2
143
13.6
Bull
13.1
4.28
3.1
79
11
-24:49
72
0.0171
false
false
MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
26
-39
1
null
BrokerA
MKT
94
4
10
68
142
-22
30
null
null
Normal monitoring
155
2.8
null
5
Tax-aware sells next window
E7978
P6639
2025-08-16
Roth
USD
1,076,442
5.5
1
66.3
Consumer:16.9;Utilities:26.4;Energy:56.6
Value:14.8;Growth:13.8;Quality:13.3;Size:11.5;Momentum:28.1;LowVol:18.5
AMZN:25.6;TSLA:23.5;BND:26.4;VOO:24.5
4.6
215
17
Bull
14.1
3.63
2.8
115
42
30:82
78
0.0079
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
31
-18
2
null
BrokerC
MKT
98
10
15
57
178
-9
11
VAR>budget
Pause
Risk above budget threshold
150
2.8
SuggestedEdits
2
Increase defensive factor exposure
E7979
P2588
2024-09-07
Roth
USD
1,118,285
5.9
1
63.7
Consumer:32.8;Energy:33.9;Utilities:33.2
Value:9.9;Growth:16.9;Quality:22.5;Size:11.7;Momentum:19.5;LowVol:19.5
BRK.B:46.2;HYG:22.7;AAPL:31.1
2.3
272
27.2
Bull
15.9
4.2
2.8
74
13
3:40
58
0.0091
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
-8
3
Delta:-0.22;Vega:0.04
BrokerD
VWAP
93
3
0
45
20
-11
-18
VAR>budget
TightenStops
Risk above budget threshold
105
1.8
null
2
Tighten stops on momentum names
E7980
P1549
2025-05-11
Trust
USD
1,958,694
6.3
1
55.1
Materials:26.9;RealEstate:34.6;Energy:38.5
Value:15.1;Growth:17.7;Quality:21.3;Size:9.6;Momentum:18.8;LowVol:17.6
XLF:27.9;VNQ:32.3;VOO:39.9
4.5
159
10.5
Bear
25.8
3.95
1.2
156
25
-2:67
67
0.0156
false
false
ESGOnly;MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-24
7
Delta:-0.16;Vega:0.03
BrokerD
LMT
95
8
5
85
169
-58
12
null
null
Normal monitoring
187
1.7
Approved
3
Increase defensive factor exposure
E7981
P2724
2025-03-03
Roth
USD
1,410,988
9.1
1
48.3
Materials:28.4;Health:20.7;Industrials:38.3;Consumer:12.6
Value:16.0;Growth:8.1;Quality:27.4;Size:13.3;Momentum:23.0;LowVol:12.3
IEF:20.0;XLF:37.6;VNQ:42.4
2.1
148
13.7
Bull
16.2
4.19
3
106
111
100:145
100
0.0049
false
false
MaxPos7%
null
null
Sell
Trim extended winner -1.0%
-4
-1
11
null
BrokerD
MKT
90
1
0
65
53
2
27
null
null
Normal monitoring
128
1.6
Approved
4
Increase defensive factor exposure
E7982
P4689
2025-06-26
401k
USD
1,069,035
7.3
1
37.6
Utilities:25.6;Health:35.5;Industrials:38.9
Value:15.1;Growth:11.9;Quality:12.8;Size:21.3;Momentum:20.9;LowVol:18.1
TLT:23.8;QQQ:38.3;VNQ:37.9
2.9
211
19.5
Volatile
31.3
3.73
2.5
118
68
28:90
97
0.0179
false
true
ESGOnly;MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
31
-17
6
null
BrokerA
LMT
95
7
10
41
40
-51
-23
VAR>budget
Reduce
Risk above budget threshold
136
2.7
Approved
4
Increase defensive factor exposure
E7983
P1287
2025-12-26
Trust
USD
2,357,539
5.9
1
51.6
RealEstate:27.6;Industrials:11.4;Health:14.4;Materials:14.7;Utilities:32.0
Value:16.2;Growth:19.0;Quality:15.3;Size:21.6;Momentum:18.1;LowVol:9.8
VNQ:23.0;MSFT:13.5;MUB:17.1;GLD:16.0;AMZN:15.1;TSLA:15.2
2.6
214
22
Bear
25.8
3.36
1.7
163
-106
-123:-87
5
0.0055
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
12
2
Delta:-0.1;Vega:0.04
BrokerC
LMT
92
5
13
67
180
-43
19
VAR>budget
Reduce
Risk above budget threshold
90
1.6
Approved
4
Tax-aware sells next window
E7984
P2778
2024-08-13
Roth
USD
2,292,875
5.8
1.18
36.8
Materials:25.4;Consumer:21.4;Utilities:15.6;Financials:24.7;Energy:12.9
Value:11.1;Growth:24.8;Quality:14.2;Size:16.6;Momentum:15.9;LowVol:17.4
BRK.B:22.3;QQQ:16.6;HYG:17.8;AAPL:8.7;XLF:17.0;VTI:17.5
3.2
199
14.8
Bull
16.6
4.61
3.3
115
46
30:71
63
0.0079
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
-18
1
Delta:-0.22;Vega:0.05
BrokerD
LMT
98
12
11
-2
80
-31
-13
VAR>budget
Reduce
Risk above budget threshold
118
3.3
Approved
3
Within IPS guidelines
E7985
P6235
2025-10-29
IRA
USD
2,173,212
6
1
48.2
Utilities:34.0;Comm:37.5;Tech:13.9;Financials:14.7
Value:23.8;Growth:23.5;Quality:7.8;Size:22.0;Momentum:13.8;LowVol:9.1
BRK.B:18.2;VOO:18.7;VTI:11.8;HYG:18.4;AAPL:14.5;VNQ:18.4
2.1
159
12.7
Bear
34.7
3.67
2.2
161
28
10:77
54
0.0032
false
false
ESGOnly;MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
-4
-7
3
null
BrokerC
LMT
94
5
7
60
38
-6
5
null
null
Normal monitoring
214
1.6
null
4
Tax-aware sells next window
E7986
P1937
2025-01-26
IRA
USD
331,727
8.9
1
44.9
Consumer:32.0;Utilities:37.3;Materials:30.7
Value:12.6;Growth:21.0;Quality:18.8;Size:20.6;Momentum:8.4;LowVol:18.6
MSFT:27.0;AMZN:27.0;GLD:46.0
4.4
138
13.1
Sideways
15.9
4.02
2.4
124
-20
-36:30
41
0.008
false
false
ESGOnly;MaxPos6%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
1
-34
10
Delta:-0.15;Vega:0.08
BrokerA
VWAP
90
3
9
68
200
13
40
null
null
Normal monitoring
168
2.8
null
5
Increase defensive factor exposure
E7987
P9632
2025-08-19
Taxable
USD
981,097
9.2
1
47
Industrials:19.1;Financials:36.7;Energy:16.6;RealEstate:27.6
Value:23.4;Growth:19.7;Quality:14.6;Size:20.8;Momentum:12.2;LowVol:9.2
VNQ:14.3;QQQ:27.0;AMZN:31.8;HYG:26.9
4.5
135
19.5
Sideways
17
3.86
2.3
96
9
-24:52
62
0.0114
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-3
-21
7
null
BrokerB
VWAP
99
2
4
-55
-25
-4
18
null
null
Normal monitoring
145
1.5
Approved
3
Increase defensive factor exposure
E7988
P8294
2024-11-08
Taxable
USD
360,120
16.1
1
65.6
Tech:25.3;Health:27.6;Comm:16.0;Financials:16.5;Industrials:14.6
Value:17.1;Growth:17.9;Quality:8.2;Size:14.4;Momentum:16.5;LowVol:25.9
VNQ:35.6;XLF:36.0;MUB:17.6;GLD:10.7
2.9
141
15.9
Volatile
23.5
4.15
3.8
153
-32
-55:20
22
0.007
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
23
-4
10
Delta:-0.22;Vega:0.04
BrokerB
MKT
97
9
6
77
133
-15
-12
null
null
Normal monitoring
212
1.4
Approved
5
Tax-aware sells next window
E7989
P8229
2025-02-21
Taxable
USD
1,843,259
6
1.12
48.4
Energy:20.3;Industrials:38.1;Tech:41.7
Value:13.3;Growth:16.5;Quality:15.0;Size:24.2;Momentum:18.6;LowVol:12.4
AAPL:29.3;BND:49.4;HYG:21.3
1.8
168
19.2
Volatile
24.7
3.87
4
162
-37
-65:-15
32
0.0173
false
false
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
-15
2
Delta:-0.06;Vega:0.08
BrokerC
MKT
97
3
6
67
199
-2
11
null
null
Normal monitoring
143
1.9
Approved
5
Increase defensive factor exposure
E7990
P3631
2024-10-08
Trust
USD
224,293
9.9
1
36
Health:24.9;RealEstate:19.9;Consumer:55.2
Value:9.7;Growth:10.6;Quality:18.3;Size:21.6;Momentum:18.9;LowVol:20.9
HYG:38.4;VOO:11.7;VNQ:40.5;QQQ:9.4
1.1
126
7.1
Bull
13.2
3.72
3.1
97
115
80:164
100
0.0053
false
false
MaxSector30%
null
null
NoAction
Within policy bands; defer
18
-23
6
null
BrokerC
LMT
0
0
0
48
178
-33
28
null
null
Normal monitoring
138
3.9
Approved
3
Tighten stops on momentum names
E7991
P8921
2025-06-22
Trust
USD
652,184
13.4
1
60.4
RealEstate:23.7;Energy:24.2;Comm:17.1;Financials:20.4;Health:14.6
Value:22.8;Growth:16.9;Quality:24.5;Size:9.2;Momentum:14.1;LowVol:12.4
BRK.B:12.4;TLT:21.3;VOO:35.4;HYG:30.9
4.4
168
8.4
Bull
17.5
4.51
3.4
71
14
2:40
46
0.0153
false
false
ESGOnly;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-31
11
null
BrokerD
VWAP
100
1
1
27
1
-4
1
null
null
Normal monitoring
147
2.6
Approved
4
Within IPS guidelines
E7992
P2006
2025-01-15
Roth
USD
585,759
7.4
1
50.5
Financials:25.1;Utilities:28.0;Energy:27.2;Materials:19.6
Value:14.5;Growth:10.5;Quality:21.4;Size:10.4;Momentum:20.6;LowVol:22.6
XLF:17.3;BRK.B:18.4;TSLA:34.4;QQQ:29.9
1.7
144
11.4
Bear
22.4
4.18
1.4
209
-109
-127:-77
5
0.0051
false
false
MaxPos7%;MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-13
-21
1
Delta:-0.06;Vega:0.04
BrokerD
MKT
89
5
9
73
177
9
-14
null
null
Normal monitoring
97
3.7
null
4
Within IPS guidelines
E7993
P9638
2024-08-21
401k
USD
1,416,930
4.9
1
54
Consumer:33.2;Health:30.5;RealEstate:36.3
Value:14.6;Growth:19.3;Quality:17.5;Size:29.7;Momentum:9.8;LowVol:9.1
VOO:12.9;IEF:15.0;TLT:10.3;AMZN:23.1;BRK.B:18.3;QQQ:20.4
2.6
218
20.9
Volatile
30.1
4.96
3.2
116
70
57:100
76
0.0151
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-31
4
null
BrokerD
LMT
97
4
8
84
176
-47
34
RegimeShift
Hedge
Volatility spike and breadth deterioration
180
2.8
SuggestedEdits
3
Increase defensive factor exposure
E7994
P9750
2025-09-20
Taxable
USD
591,639
9.7
1
52.5
Comm:53.9;Financials:15.9;Consumer:30.1
Value:18.0;Growth:23.5;Quality:14.7;Size:13.6;Momentum:9.6;LowVol:20.7
XLF:24.2;VNQ:16.7;QQQ:16.9;TLT:14.0;BRK.B:12.7;VTI:15.4
2.3
181
13.4
Bull
15.4
4.22
3.5
103
114
96:132
94
0.0058
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-24
1
null
BrokerB
LMT
91
12
11
-9
46
6
7
RegimeShift
Hedge
Volatility spike and breadth deterioration
131
2
null
2
Within IPS guidelines
E7995
P3104
2025-12-10
IRA
USD
1,019,645
4.2
1
69
Financials:30.0;Comm:26.3;Utilities:43.8
Value:15.5;Growth:26.8;Quality:11.4;Size:17.1;Momentum:14.5;LowVol:14.7
TLT:14.9;IEF:49.0;TSLA:36.1
6
220
27.6
Volatile
25.6
3.81
3.6
147
-28
-47:5
29
0.0162
false
true
MaxPos8%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
2
10
5
null
BrokerB
MKT
93
8
16
103
185
-48
26
RegimeShift
Hedge
Volatility spike and breadth deterioration
126
2.3
null
4
Tighten stops on momentum names
E7996
P1912
2024-07-15
401k
USD
238,463
6.8
1
66.1
Comm:22.7;Consumer:27.4;Materials:17.2;Industrials:32.7
Value:18.7;Growth:19.2;Quality:19.5;Size:11.9;Momentum:19.3;LowVol:11.3
VOO:28.7;GLD:15.5;AMZN:33.7;TLT:22.0
3.3
118
10.1
Bear
34.6
4.29
1.4
197
34
15:78
81
0.0167
false
false
MaxPos7%;NoMargin
null
null
NoAction
Within policy bands; defer
17
-36
12
null
BrokerB
LMT
0
0
0
29
83
-30
-20
null
null
Normal monitoring
101
2.7
Approved
5
Tax-aware sells next window
E7997
P3962
2025-10-17
Taxable
USD
183,257
16.8
1
53.4
Comm:21.2;RealEstate:29.5;Materials:49.4
Value:18.6;Growth:12.6;Quality:13.8;Size:9.4;Momentum:19.1;LowVol:26.4
IEF:21.8;BND:28.1;MUB:31.9;BRK.B:18.2
3.2
115
13.8
Bull
17
3.94
3.1
74
67
50:110
93
0.0058
false
false
MaxPos5%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-15
-8
9
null
BrokerC
LMT
90
9
13
23
85
-42
13
null
null
Normal monitoring
137
2.7
Approved
5
Monitor dispersion and breadth
E7998
P2520
2024-07-11
401k
USD
1,364,711
4.8
1
48.2
Industrials:32.7;Tech:29.1;RealEstate:38.2
Value:17.2;Growth:9.4;Quality:15.5;Size:13.3;Momentum:22.9;LowVol:21.7
IEF:15.4;MUB:24.7;VTI:14.5;MSFT:7.7;BND:24.5;VOO:13.3
5.9
220
18
Bull
14.8
3.97
2.7
86
90
64:136
89
0.0176
false
true
MaxPos8%;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
4
2
8
null
BrokerC
VWAP
89
7
6
88
218
-41
23
VAR>budget
Reduce
Risk above budget threshold
188
1.7
null
2
Within IPS guidelines
E7999
P6372
2025-09-05
Trust
USD
697,379
9.8
1
46.8
Consumer:19.0;Utilities:46.5;Comm:34.5
Value:17.0;Growth:18.9;Quality:13.5;Size:13.8;Momentum:22.8;LowVol:13.9
XLF:23.8;IEF:45.4;MUB:30.8
4.2
123
15.2
Volatile
27.3
4.62
3.3
138
27
11:69
48
0.0192
false
false
MaxPos5%;NoMargin
null
DriftNear
NoAction
Within policy bands; defer
22
12
11
null
BrokerB
MKT
0
0
0
70
181
-34
5
null
null
Normal monitoring
103
3.6
Approved
5
Tighten stops on momentum names
E8000
P0096
2024-10-09
Taxable
USD
829,535
5.7
1
36.4
Utilities:24.1;RealEstate:27.8;Tech:9.3;Materials:23.2;Comm:15.5
Value:8.6;Growth:22.9;Quality:20.4;Size:25.3;Momentum:8.2;LowVol:14.6
BND:41.6;XLF:10.4;AAPL:12.1;VOO:15.7;BRK.B:20.3
2.3
228
16.2
Sideways
16.9
3.95
2.9
131
-13
-26:21
31
0.0045
false
true
MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
6
10
null
BrokerD
LMT
93
5
10
56
137
-17
-18
VAR>budget
Pause
Risk above budget threshold
136
1
Approved
2
Increase defensive factor exposure