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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E0801
|
P7214
|
2025-03-14
|
Trust
|
USD
| 2,001,881
| 7.1
| 1
| 54
|
Comm:18.9;Health:37.9;Energy:43.2
|
Value:20.2;Growth:8.4;Quality:20.3;Size:14.5;Momentum:19.7;LowVol:17.0
|
BRK.B:18.5;VOO:12.7;TLT:17.5;QQQ:11.8;IEF:39.4
| 2.5
| 222
| 11.3
|
Volatile
| 30.9
| 3.93
| 4
| 110
| 40
|
21:91
| 76
| 0.0199
| false
| true
|
MaxPos5%;MaxSector25%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 17
| -6
| 1
| null |
BrokerA
|
VWAP
| 91
| 6
| 12
| 44
| 180
| -25
| 17
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 109
| 2.4
| null | 2
|
Tax-aware sells next window
|
E0802
|
P5730
|
2024-11-27
|
IRA
|
USD
| 1,784,001
| 7
| 1
| 39.9
|
Comm:18.5;Materials:37.9;Utilities:43.6
|
Value:10.1;Growth:18.5;Quality:12.1;Size:22.2;Momentum:19.0;LowVol:18.1
|
GLD:34.9;MUB:36.1;IEF:28.9
| 4.2
| 218
| 24.4
|
Sideways
| 19.3
| 4.46
| 3.2
| 108
| 30
|
16:50
| 71
| 0.0071
| false
| true
|
MaxPos6%;MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 23
| 4
| 12
|
Delta:-0.23;Vega:0.04
|
BrokerB
|
LMT
| 90
| 2
| 10
| 7
| -25
| 3
| -13
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 117
| 3.5
|
Rejected
| 3
|
Tax-aware sells next window
|
E0803
|
P5905
|
2024-11-14
|
Trust
|
USD
| 678,852
| 7
| 1
| 44.7
|
Utilities:36.2;Tech:35.5;Financials:13.5;Consumer:14.7
|
Value:16.7;Growth:19.8;Quality:17.1;Size:12.6;Momentum:15.3;LowVol:18.5
|
VOO:29.7;HYG:40.8;MSFT:29.5
| 4.2
| 134
| 10.9
|
Bear
| 24.4
| 4.17
| 2.5
| 137
| -2
|
-14:25
| 61
| 0.017
| false
| false
|
MaxSector35%
| null | null |
Sell
|
Trim extended winner -1.0%
| 3
| -14
| 9
| null |
BrokerA
|
MKT
| 100
| 2
| 8
| 34
| 37
| -18
| -2
| null | null |
Normal monitoring
| 102
| 1.9
| null | 3
|
Increase defensive factor exposure
|
E0804
|
P0723
|
2025-05-14
|
Trust
|
USD
| 474,989
| 8.4
| 1
| 64.4
|
Health:24.5;Materials:21.5;RealEstate:11.6;Energy:12.1;Utilities:30.2
|
Value:11.5;Growth:17.6;Quality:24.1;Size:20.1;Momentum:11.9;LowVol:14.9
|
MUB:9.5;VNQ:20.1;GLD:24.0;HYG:7.4;TLT:25.4;VTI:13.6
| 3.2
| 154
| 8.4
|
Bull
| 14.2
| 4.05
| 3.5
| 92
| 92
|
72:132
| 95
| 0.0132
| false
| false
|
NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 35
| -27
| 10
| null |
BrokerD
|
LMT
| 100
| 7
| 10
| -19
| 110
| -15
| 35
| null | null |
Normal monitoring
| 152
| 2.1
|
Approved
| 5
|
Tighten stops on momentum names
|
E0805
|
P0209
|
2025-06-11
|
Trust
|
USD
| 1,368,075
| 8.4
| 1
| 38.2
|
Industrials:49.0;RealEstate:21.8;Utilities:29.2
|
Value:15.6;Growth:10.8;Quality:20.5;Size:24.4;Momentum:11.7;LowVol:16.9
|
AMZN:16.3;MSFT:24.9;GLD:22.9;TLT:18.9;AAPL:17.1
| 4.6
| 140
| 18.3
|
Bull
| 13.3
| 4.46
| 3.3
| 101
| 58
|
41:99
| 78
| 0.0131
| false
| false
|
MaxPos7%;MaxSector35%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 9
| 11
| 3
|
Delta:-0.18;Vega:0.05
|
BrokerD
|
MKT
| 91
| 12
| 15
| 18
| 25
| 10
| 34
| null | null |
Normal monitoring
| 186
| 2.8
|
Approved
| 4
|
Tighten stops on momentum names
|
E0806
|
P3281
|
2025-12-10
|
401k
|
USD
| 392,272
| 9.2
| 1
| 39.2
|
Tech:32.3;Comm:32.6;Utilities:15.6;Financials:19.5
|
Value:13.8;Growth:24.9;Quality:10.8;Size:22.4;Momentum:9.4;LowVol:18.6
|
MUB:37.2;VOO:21.8;AAPL:25.9;BRK.B:15.1
| 3.6
| 134
| 11.3
|
Volatile
| 25.6
| 3.68
| 2
| 142
| -10
|
-31:40
| 33
| 0.0105
| false
| false
|
MaxPos8%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 14
| 2
| 10
| null |
BrokerB
|
MKT
| 94
| 12
| 11
| 20
| 12
| 11
| -20
| null | null |
Normal monitoring
| 179
| 1.7
| null | 3
|
Within IPS guidelines
|
E0807
|
P6830
|
2025-06-30
|
IRA
|
USD
| 1,198,379
| 4.7
| 1
| 57.4
|
Industrials:32.2;Health:10.3;Consumer:24.7;Energy:32.7
|
Value:16.6;Growth:9.8;Quality:21.9;Size:16.6;Momentum:13.8;LowVol:21.4
|
QQQ:54.2;MUB:26.4;VOO:19.4
| 6.1
| 215
| 17.5
|
Volatile
| 24.4
| 5.49
| 2.2
| 180
| -18
|
-46:21
| 58
| 0.0061
| true
| true
|
MaxPos5%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 35
| -10
| 10
|
Delta:-0.18;Vega:0.08
|
BrokerD
|
LMT
| 99
| 5
| 13
| 99
| 179
| -37
| 28
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 105
| 3.5
|
SuggestedEdits
| 4
|
Increase defensive factor exposure
|
E0808
|
P3610
|
2024-12-02
|
IRA
|
USD
| 405,305
| 5.8
| 1
| 37
|
RealEstate:29.7;Financials:32.7;Materials:37.6
|
Value:17.7;Growth:17.3;Quality:15.0;Size:21.4;Momentum:9.7;LowVol:18.8
|
XLF:16.7;BND:12.3;TSLA:20.3;QQQ:21.5;BRK.B:20.4;VNQ:8.8
| 3.8
| 169
| 7.4
|
Volatile
| 31.8
| 4.43
| 2.1
| 144
| 4
|
-31:50
| 62
| 0.0035
| false
| false
|
ESGOnly;MaxPos6%;MaxSector35%;NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 20
| -27
| 3
| null |
BrokerA
|
LMT
| 88
| 12
| 11
| 41
| 60
| -46
| 3
| null | null |
Normal monitoring
| 173
| 2.8
|
Approved
| 4
|
Tighten stops on momentum names
|
E0809
|
P0754
|
2025-08-09
|
IRA
|
USD
| 2,069,973
| 6.2
| 1.09
| 62
|
RealEstate:20.6;Energy:20.6;Health:16.3;Financials:16.9;Industrials:25.6
|
Value:14.5;Growth:18.3;Quality:20.9;Size:21.8;Momentum:10.9;LowVol:13.6
|
AMZN:24.0;HYG:33.3;AAPL:42.7
| 4.2
| 170
| 17.9
|
Volatile
| 23.3
| 4.47
| 3.8
| 132
| 0
|
-28:30
| 41
| 0.0101
| false
| false
|
ESGOnly;MaxPos6%
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 15
| -14
| 6
| null |
BrokerA
|
MKT
| 0
| 0
| 0
| -18
| -47
| -10
| -16
| null | null |
Normal monitoring
| 195
| 2
| null | 4
|
Within IPS guidelines
|
E0810
|
P6699
|
2025-09-15
|
Roth
|
USD
| 289,390
| 16.1
| 1
| 37.9
|
Consumer:48.3;RealEstate:16.2;Utilities:35.5
|
Value:27.3;Growth:21.6;Quality:15.5;Size:16.5;Momentum:9.7;LowVol:9.5
|
VNQ:45.6;HYG:30.4;QQQ:24.0
| 1.5
| 148
| 7.4
|
Sideways
| 17.3
| 4.6
| 3.4
| 118
| 23
|
8:50
| 74
| 0.0148
| false
| false
|
MaxPos8%
| null | null |
NoAction
|
Within policy bands; defer
| 18
| -21
| 4
| null |
BrokerA
|
MKT
| 0
| 0
| 0
| 79
| 149
| 15
| 34
| null | null |
Normal monitoring
| 220
| 3.9
|
Approved
| 5
|
Tax-aware sells next window
|
E0811
|
P2454
|
2024-12-11
|
Roth
|
USD
| 964,971
| 5.3
| 1
| 66.5
|
Tech:29.7;Energy:27.9;Financials:42.3
|
Value:15.7;Growth:26.1;Quality:15.2;Size:13.0;Momentum:14.5;LowVol:15.6
|
BND:9.0;TSLA:36.3;MSFT:19.8;VTI:9.9;XLF:25.0
| 3.8
| 133
| 21.6
|
Bull
| 17.6
| 4.45
| 2.1
| 78
| 1
|
-15:35
| 64
| 0.0139
| false
| false
|
ESGOnly;MaxPos7%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 28
| -10
| 1
| null |
BrokerB
|
VWAP
| 94
| 8
| 9
| 53
| 184
| 16
| 20
| null | null |
Normal monitoring
| 201
| 1
|
Approved
| 4
|
Within IPS guidelines
|
E0812
|
P5384
|
2025-11-23
|
401k
|
USD
| 2,207,149
| 9.7
| 1
| 40.6
|
Utilities:32.8;Financials:22.5;Consumer:26.4;RealEstate:18.4
|
Value:20.4;Growth:20.1;Quality:16.5;Size:22.9;Momentum:9.2;LowVol:11.0
|
AAPL:47.6;IEF:13.3;TLT:39.1
| 5.3
| 130
| 13.9
|
Sideways
| 18.9
| 4.05
| 2.8
| 118
| 48
|
26:71
| 66
| 0.0185
| false
| false
|
MaxSector25%
| null |
DriftNear
|
NoAction
|
Within policy bands; defer
| 26
| 1
| 10
| null |
BrokerA
|
LMT
| 0
| 0
| 0
| -57
| -58
| -27
| -10
| null | null |
Normal monitoring
| 95
| 2.7
|
Approved
| 5
|
Increase defensive factor exposure
|
E0813
|
P3267
|
2024-10-15
|
Taxable
|
USD
| 603,965
| 8.5
| 1
| 73.3
|
Utilities:18.0;Consumer:23.8;Financials:15.8;Industrials:23.9;Comm:18.5
|
Value:16.5;Growth:18.1;Quality:15.4;Size:16.1;Momentum:19.0;LowVol:15.0
|
MUB:29.4;TSLA:7.5;XLF:26.2;QQQ:16.6;AMZN:20.3
| 4.1
| 143
| 8.7
|
Volatile
| 23.1
| 3.88
| 3.8
| 150
| 37
|
1:83
| 80
| 0.0148
| false
| false
|
ESGOnly;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| -3
| -26
| 6
| null |
BrokerD
|
LMT
| 97
| 10
| 17
| -9
| 100
| 7
| 28
| null | null |
Normal monitoring
| 143
| 2.9
| null | 5
|
Tax-aware sells next window
|
E0814
|
P9644
|
2025-05-08
|
IRA
|
USD
| 882,858
| 9.4
| 1
| 59.3
|
Utilities:27.0;Health:21.9;Comm:20.8;Tech:17.6;Industrials:12.7
|
Value:20.3;Growth:23.3;Quality:11.7;Size:8.9;Momentum:17.6;LowVol:18.2
|
MUB:26.1;VTI:25.8;QQQ:7.0;BND:14.0;BRK.B:20.3;VNQ:6.8
| 2.1
| 133
| 12.1
|
Volatile
| 30.8
| 5
| 2.5
| 130
| -27
|
-62:-6
| 51
| 0.0058
| false
| false
|
MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| 16
| 1
| 12
| null |
BrokerA
|
LMT
| 95
| 11
| 16
| 74
| 79
| 10
| 38
| null | null |
Normal monitoring
| 188
| 2.7
| null | 3
|
Monitor dispersion and breadth
|
E0815
|
P2269
|
2025-03-11
|
Taxable
|
USD
| 1,125,710
| 3.3
| 1.12
| 44.3
|
Consumer:17.4;Materials:8.1;Health:24.4;Utilities:25.8;Energy:24.2
|
Value:16.9;Growth:23.8;Quality:18.8;Size:7.4;Momentum:17.2;LowVol:15.9
|
GLD:13.5;MUB:31.8;TSLA:14.6;VNQ:12.2;VTI:27.9
| 4.9
| 242
| 21.5
|
Volatile
| 31.2
| 3.93
| 2.3
| 170
| -17
|
-53:0
| 27
| 0.0178
| false
| true
|
MaxPos7%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -10
| 14
| 3
|
Delta:-0.06;Vega:0.06
|
BrokerB
|
MKT
| 96
| 11
| 19
| 42
| 173
| -11
| 24
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 189
| 2.7
| null | 3
|
Monitor dispersion and breadth
|
E0816
|
P8013
|
2025-08-05
|
Trust
|
USD
| 709,311
| 7.8
| 1
| 72.9
|
Consumer:17.6;Comm:21.4;Industrials:26.1;Health:34.9
|
Value:13.3;Growth:14.1;Quality:19.9;Size:24.0;Momentum:20.1;LowVol:8.6
|
VTI:24.5;QQQ:21.9;VOO:14.6;AMZN:24.5;MUB:6.5;BRK.B:8.0
| 2.7
| 145
| 14.7
|
Volatile
| 27.3
| 5.24
| 4.4
| 135
| 8
|
-8:55
| 58
| 0.0124
| false
| false
|
MaxPos6%;MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| -4
| -4
| 10
| null |
BrokerC
|
MKT
| 89
| 11
| 13
| 44
| 156
| -45
| 20
| null | null |
Normal monitoring
| 114
| 2.6
|
Approved
| 4
|
Within IPS guidelines
|
E0817
|
P8060
|
2024-08-15
|
Roth
|
USD
| 447,950
| 10
| 1
| 66.1
|
Financials:20.8;Energy:45.8;Health:33.4
|
Value:23.3;Growth:21.3;Quality:12.1;Size:20.0;Momentum:11.4;LowVol:11.9
|
GLD:42.2;AAPL:24.0;IEF:33.8
| 1.2
| 94
| 10.5
|
Sideways
| 21.8
| 4.74
| 3
| 129
| 14
|
-8:54
| 53
| 0.0047
| false
| false
|
MaxPos7%;MaxSector35%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 15
| -36
| 10
| null |
BrokerA
|
LMT
| 96
| 5
| 5
| -36
| 88
| -31
| 35
| null | null |
Normal monitoring
| 104
| 3.2
| null | 3
|
Within IPS guidelines
|
E0818
|
P2351
|
2025-08-20
|
Trust
|
USD
| 306,788
| 8.2
| 1
| 52.2
|
Industrials:27.3;Comm:11.6;Financials:11.2;Utilities:19.5;Tech:30.3
|
Value:21.0;Growth:10.6;Quality:25.1;Size:8.3;Momentum:20.1;LowVol:14.9
|
VOO:20.2;VTI:55.6;TLT:24.1
| 2.6
| 135
| 13.1
|
Bear
| 30
| 3.76
| 1.4
| 152
| -26
|
-61:17
| 52
| 0.0128
| false
| false
|
MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -7
| -28
| 6
| null |
BrokerA
|
LMT
| 92
| 10
| 12
| 24
| 106
| 20
| -3
| null | null |
Normal monitoring
| 218
| 1.6
|
Approved
| 4
|
Increase defensive factor exposure
|
E0819
|
P7714
|
2025-12-11
|
Taxable
|
USD
| 162,217
| 16.5
| 1
| 68.7
|
Utilities:12.4;Energy:31.9;Comm:30.8;Materials:14.4;Industrials:10.4
|
Value:19.9;Growth:22.0;Quality:10.7;Size:9.5;Momentum:11.9;LowVol:26.0
|
HYG:8.8;XLF:27.7;IEF:25.3;BRK.B:10.1;AAPL:28.2
| 2.7
| 146
| 11.8
|
Bear
| 29.6
| 3.56
| 1.8
| 175
| -15
|
-35:33
| 47
| 0.0136
| false
| false
|
ESGOnly;MaxPos5%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -14
| 4
| null |
BrokerA
|
MKT
| 96
| 10
| 10
| 39
| 7
| -16
| 31
| null | null |
Normal monitoring
| 199
| 2.1
|
Approved
| 3
|
Within IPS guidelines
|
E0820
|
P0004
|
2024-11-29
|
Roth
|
USD
| 2,208,626
| 6.9
| 1
| 38.2
|
Financials:16.4;RealEstate:12.1;Health:21.4;Materials:27.3;Tech:22.8
|
Value:8.2;Growth:19.6;Quality:18.9;Size:11.3;Momentum:19.0;LowVol:23.1
|
AMZN:19.5;GLD:29.0;AAPL:16.6;VNQ:34.9
| 2.8
| 169
| 20.4
|
Bull
| 14.6
| 3.94
| 3.3
| 82
| 76
|
36:99
| 76
| 0.0052
| false
| false
|
ESGOnly;MaxSector30%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 31
| -14
| 12
| null |
BrokerC
|
LMT
| 97
| 12
| 18
| -21
| 81
| 5
| 2
| null | null |
Normal monitoring
| 143
| 1.8
|
Approved
| 3
|
Within IPS guidelines
|
E0821
|
P2333
|
2025-04-11
|
Taxable
|
USD
| 669,364
| 8.6
| 1
| 52.6
|
Energy:19.2;Industrials:18.3;Utilities:19.1;Health:25.1;Comm:18.3
|
Value:21.7;Growth:21.3;Quality:11.2;Size:22.1;Momentum:9.6;LowVol:14.0
|
HYG:30.6;MSFT:33.3;BRK.B:36.1
| 2.6
| 98
| 8.8
|
Volatile
| 28.8
| 4.25
| 4.2
| 159
| 67
|
51:88
| 66
| 0.0188
| false
| false
|
ESGOnly
| null | null |
Buy
|
Add core equity +1.0% from cash
| -1
| -8
| 4
| null |
BrokerA
|
LMT
| 88
| 8
| 15
| 77
| 68
| 12
| 14
| null | null |
Normal monitoring
| 146
| 2
| null | 4
|
Tighten stops on momentum names
|
E0822
|
P4542
|
2024-09-24
|
Taxable
|
USD
| 1,900,576
| 5.8
| 1
| 51.1
|
RealEstate:19.1;Consumer:34.1;Energy:36.9;Industrials:10.0
|
Value:22.0;Growth:14.7;Quality:22.0;Size:16.8;Momentum:17.7;LowVol:6.7
|
GLD:10.9;BRK.B:13.0;BND:17.0;XLF:16.0;VNQ:35.8;VTI:7.4
| 1.9
| 154
| 18.8
|
Bull
| 14.2
| 4.82
| 3.1
| 71
| 1
|
-36:24
| 40
| 0.0106
| false
| false
|
MaxPos7%;MaxSector35%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 14
| 4
| 8
| null |
BrokerB
|
LMT
| 92
| 2
| 7
| -24
| -25
| -53
| 10
| null | null |
Normal monitoring
| 190
| 3.2
|
Approved
| 5
|
Increase defensive factor exposure
|
E0823
|
P8105
|
2025-05-06
|
IRA
|
USD
| 2,272,874
| 8.1
| 1
| 71.7
|
Comm:45.9;RealEstate:27.2;Consumer:27.0
|
Value:15.9;Growth:17.4;Quality:17.6;Size:18.0;Momentum:12.7;LowVol:18.4
|
XLF:19.9;AAPL:12.7;QQQ:27.7;VOO:16.0;BND:23.7
| 2.6
| 209
| 21
|
Bear
| 27.3
| 3.86
| 1.3
| 188
| 12
|
-25:49
| 66
| 0.0175
| false
| true
|
ESGOnly;MaxPos6%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 13
| -30
| 12
| null |
BrokerC
|
VWAP
| 92
| 5
| 3
| 47
| 27
| 11
| -21
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 135
| 2.8
|
Rejected
| 5
|
Tax-aware sells next window
|
E0824
|
P6905
|
2025-12-08
|
IRA
|
USD
| 238,560
| 17
| 1
| 60.8
|
Utilities:25.2;Materials:11.3;RealEstate:29.1;Energy:8.7;Comm:25.7
|
Value:21.2;Growth:19.4;Quality:9.4;Size:12.3;Momentum:23.7;LowVol:13.9
|
VOO:15.3;MSFT:15.8;AMZN:19.6;TLT:21.4;QQQ:27.9
| 1.4
| 100
| 14.2
|
Bear
| 27.1
| 3.17
| 2.1
| 209
| -112
|
-124:-70
| 5
| 0.0108
| false
| false
|
MaxSector30%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 30
| -25
| 2
| null |
BrokerD
|
VWAP
| 88
| 10
| 14
| 91
| 150
| -60
| 8
| null | null |
Normal monitoring
| 95
| 2
|
Approved
| 3
|
Tax-aware sells next window
|
E0825
|
P8981
|
2024-08-20
|
Taxable
|
USD
| 639,655
| 17.2
| 1
| 73.7
|
Tech:22.2;Utilities:29.7;Consumer:27.0;Materials:21.1
|
Value:12.4;Growth:17.5;Quality:11.2;Size:24.4;Momentum:25.9;LowVol:8.6
|
BND:36.1;HYG:28.6;AMZN:16.3;XLF:19.0
| 4.7
| 135
| 9.2
|
Bull
| 16.9
| 4.39
| 2.4
| 79
| 31
|
15:54
| 73
| 0.005
| false
| false
|
MaxPos7%;MaxSector25%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 8
| -11
| 5
| null |
BrokerC
|
MKT
| 95
| 11
| 10
| 74
| 66
| 9
| 11
| null | null |
Normal monitoring
| 157
| 1.2
| null | 4
|
Within IPS guidelines
|
E0826
|
P1421
|
2025-09-20
|
Roth
|
USD
| 638,552
| 12.9
| 1
| 49.4
|
Energy:41.4;Consumer:32.1;Comm:26.5
|
Value:23.8;Growth:15.2;Quality:9.2;Size:14.2;Momentum:21.0;LowVol:16.4
|
AMZN:44.7;IEF:26.7;VNQ:28.6
| 4.7
| 90
| 9.1
|
Volatile
| 23.2
| 4.22
| 4.4
| 130
| 1
|
-31:46
| 51
| 0.0088
| false
| false
| null | null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 10
| -1
| 12
| null |
BrokerB
|
VWAP
| 94
| 7
| 8
| -10
| 38
| 6
| 9
| null | null |
Normal monitoring
| 99
| 2.4
| null | 3
|
Tax-aware sells next window
|
E0827
|
P6964
|
2025-01-16
|
Taxable
|
USD
| 292,302
| 10.4
| 1
| 52.2
|
Industrials:26.1;Materials:12.6;Tech:31.0;Comm:12.1;RealEstate:18.2
|
Value:15.2;Growth:17.6;Quality:24.2;Size:9.9;Momentum:14.1;LowVol:19.1
|
XLF:25.6;TSLA:40.2;GLD:34.2
| 4.5
| 165
| 9.8
|
Bull
| 11.7
| 3.76
| 2.8
| 115
| 84
|
62:107
| 96
| 0.0129
| false
| false
|
MaxPos5%;NoMargin
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -12
| -36
| 11
|
Delta:-0.1;Vega:0.05
|
BrokerB
|
LMT
| 97
| 4
| 12
| -45
| -14
| -57
| 6
| null | null |
Normal monitoring
| 159
| 2.1
|
Approved
| 3
|
Tax-aware sells next window
|
E0828
|
P0692
|
2025-10-25
|
401k
|
USD
| 219,304
| 9.9
| 1
| 43.3
|
Materials:17.3;Consumer:25.5;Industrials:38.8;Tech:18.4
|
Value:8.4;Growth:8.0;Quality:23.9;Size:16.1;Momentum:24.7;LowVol:18.9
|
HYG:20.6;XLF:22.1;IEF:9.1;BND:17.5;VOO:18.1;MUB:12.6
| 1.3
| 96
| 12.8
|
Bull
| 12.2
| 4.4
| 3.3
| 95
| 64
|
52:92
| 88
| 0.0101
| false
| false
|
MaxSector35%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 13
| -12
| 3
| null |
BrokerD
|
LMT
| 88
| 1
| 4
| 76
| 76
| -1
| -24
| null | null |
Normal monitoring
| 159
| 1.7
|
Approved
| 5
|
Within IPS guidelines
|
E0829
|
P0268
|
2025-07-31
|
Taxable
|
USD
| 2,355,901
| 5.1
| 1
| 71.5
|
Tech:21.1;Financials:38.1;Materials:40.9
|
Value:18.7;Growth:12.5;Quality:12.4;Size:14.2;Momentum:14.1;LowVol:28.1
|
XLF:31.4;VOO:23.0;TSLA:22.9;BND:22.6
| 3.6
| 167
| 21.2
|
Bear
| 24.9
| 3.1
| 1.4
| 217
| -66
|
-81:-37
| 9
| 0.0071
| false
| false
|
ESGOnly;MaxPos8%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 12
| -28
| 4
| null |
BrokerA
|
VWAP
| 93
| 4
| 8
| 59
| 184
| 9
| 0
| null | null |
Normal monitoring
| 157
| 4
| null | 3
|
Tighten stops on momentum names
|
E0830
|
P7183
|
2024-09-02
|
IRA
|
USD
| 662,391
| 9.2
| 1
| 68.4
|
Materials:45.9;Tech:15.5;Energy:38.7
|
Value:8.0;Growth:9.7;Quality:19.0;Size:21.9;Momentum:19.2;LowVol:22.2
|
GLD:46.7;MSFT:35.0;AAPL:18.3
| 5.1
| 136
| 20.8
|
Bear
| 30.7
| 4.17
| 2.4
| 205
| -48
|
-87:-28
| 8
| 0.0157
| false
| false
| null | null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| -5
| 10
| 8
| null |
BrokerA
|
MKT
| 93
| 11
| 16
| 28
| 63
| -24
| -10
| null | null |
Normal monitoring
| 155
| 3.6
| null | 4
|
Monitor dispersion and breadth
|
E0831
|
P7480
|
2024-10-03
|
Taxable
|
USD
| 1,404,229
| 9
| 1.1
| 41.8
|
Utilities:26.5;Comm:13.2;Financials:29.2;Industrials:21.4;Consumer:9.7
|
Value:16.1;Growth:13.9;Quality:21.2;Size:11.2;Momentum:27.3;LowVol:10.3
|
IEF:28.7;GLD:30.3;MUB:41.0
| 3.7
| 190
| 13.8
|
Bull
| 13
| 4.23
| 2.5
| 102
| 99
|
74:145
| 84
| 0.0134
| false
| true
|
MaxPos7%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -13
| 15
| 11
| null |
BrokerB
|
LMT
| 95
| 7
| 12
| 12
| 19
| -51
| 13
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 163
| 0.8
| null | 3
|
Within IPS guidelines
|
E0832
|
P4109
|
2025-03-19
|
Taxable
|
USD
| 416,555
| 4
| 1
| 39.8
|
Industrials:17.3;Health:43.3;Financials:19.7;Consumer:19.7
|
Value:19.2;Growth:6.5;Quality:21.2;Size:12.5;Momentum:22.5;LowVol:18.0
|
AMZN:24.3;QQQ:22.8;XLF:14.2;AAPL:7.3;HYG:10.9;TLT:20.4
| 4.1
| 168
| 18.6
|
Bull
| 15.9
| 3.82
| 3.1
| 118
| 110
|
87:125
| 99
| 0.013
| false
| false
|
ESGOnly;MaxPos5%;MaxSector30%
| null | null |
Sell
|
Trim extended winner -1.0%
| 30
| -12
| 7
| null |
BrokerC
|
MKT
| 88
| 2
| 4
| -6
| 89
| -27
| 39
| null | null |
Normal monitoring
| 209
| 2.6
|
Approved
| 3
|
Increase defensive factor exposure
|
E0833
|
P0595
|
2025-01-15
|
IRA
|
USD
| 234,063
| 11.1
| 1
| 40.7
|
Comm:33.4;Materials:49.1;Energy:17.4
|
Value:16.8;Growth:13.1;Quality:23.1;Size:14.9;Momentum:14.4;LowVol:17.6
|
MSFT:37.9;BND:15.7;QQQ:23.8;TLT:9.7;GLD:12.8
| 3.7
| 147
| 11.1
|
Bull
| 14.1
| 4.77
| 2.3
| 97
| 64
|
34:104
| 66
| 0.0053
| false
| false
|
MaxPos5%;MaxSector25%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -3
| 4
| 7
| null |
BrokerB
|
VWAP
| 94
| 3
| 3
| 34
| 45
| -50
| 23
| null | null |
Normal monitoring
| 124
| 3.3
| null | 5
|
Within IPS guidelines
|
E0834
|
P9584
|
2025-03-02
|
Roth
|
USD
| 919,578
| 4.7
| 1.14
| 54.5
|
Comm:19.6;Health:26.2;Industrials:27.5;Financials:18.2;Energy:8.5
|
Value:11.9;Growth:10.6;Quality:22.6;Size:13.2;Momentum:18.6;LowVol:23.0
|
AMZN:23.2;VNQ:16.7;QQQ:26.1;MUB:7.5;MSFT:26.5
| 5.9
| 272
| 20.7
|
Bull
| 16.9
| 3.6
| 2.9
| 98
| 107
|
88:122
| 91
| 0.0189
| false
| true
|
ESGOnly;MaxPos8%;MaxSector30%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -8
| -22
| 10
| null |
BrokerC
|
VWAP
| 97
| 11
| 19
| -39
| 47
| -26
| 9
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 191
| 1.9
| null | 3
|
Monitor dispersion and breadth
|
E0835
|
P3401
|
2024-11-28
|
Trust
|
USD
| 1,201,429
| 8.2
| 1
| 63.5
|
Comm:27.5;Industrials:37.2;Energy:11.2;Utilities:24.1
|
Value:15.9;Growth:17.3;Quality:17.7;Size:11.8;Momentum:21.7;LowVol:15.6
|
TSLA:32.7;VTI:29.7;MUB:19.8;HYG:17.8
| 4.9
| 211
| 20.4
|
Sideways
| 21.6
| 4.82
| 2.5
| 133
| 38
|
12:53
| 52
| 0.0108
| false
| true
|
MaxSector35%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 20
| -11
| 6
|
Delta:-0.24;Vega:0.04
|
BrokerC
|
LMT
| 91
| 8
| 9
| 9
| 98
| 5
| 9
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 219
| 2.1
|
SuggestedEdits
| 5
|
Increase defensive factor exposure
|
E0836
|
P1025
|
2025-12-11
|
Roth
|
USD
| 275,455
| 9.3
| 1
| 66.4
|
Consumer:40.1;Materials:16.7;RealEstate:19.9;Comm:23.3
|
Value:9.6;Growth:16.3;Quality:22.4;Size:7.4;Momentum:20.5;LowVol:23.9
|
VTI:53.1;VOO:18.2;TSLA:28.7
| 4.7
| 103
| 10
|
Volatile
| 24.4
| 5.03
| 2.4
| 130
| 29
|
10:57
| 54
| 0.0063
| false
| false
|
NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 9
| -36
| 11
| null |
BrokerA
|
MKT
| 99
| 7
| 13
| 78
| 126
| -17
| 25
| null | null |
Normal monitoring
| 185
| 1.9
| null | 4
|
Increase defensive factor exposure
|
E0837
|
P6238
|
2025-11-26
|
Roth
|
USD
| 402,697
| 8.6
| 1
| 59.9
|
Tech:34.6;Industrials:45.1;Consumer:20.3
|
Value:11.1;Growth:15.4;Quality:20.2;Size:21.3;Momentum:8.1;LowVol:23.9
|
QQQ:44.8;VOO:41.7;TSLA:13.5
| 4
| 258
| 24.7
|
Volatile
| 25.8
| 5.04
| 2.4
| 161
| 13
|
-27:60
| 58
| 0.0135
| false
| true
|
MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -9
| -5
| 3
|
Delta:-0.19;Vega:0.05
|
BrokerD
|
LMT
| 96
| 1
| 9
| 15
| 48
| -6
| 40
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 92
| 2.2
| null | 3
|
Within IPS guidelines
|
E0838
|
P1731
|
2024-08-29
|
Trust
|
USD
| 154,251
| 14.1
| 1
| 47.5
|
Energy:16.2;Financials:52.4;Utilities:31.5
|
Value:19.7;Growth:20.7;Quality:13.1;Size:10.7;Momentum:13.8;LowVol:22.0
|
TLT:19.2;BND:17.1;QQQ:8.2;XLF:18.5;HYG:17.9;TSLA:19.1
| 1.2
| 161
| 7.9
|
Sideways
| 20.9
| 4.91
| 2.7
| 103
| 49
|
14:97
| 56
| 0.0128
| false
| false
|
ESGOnly;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 32
| 3
| 2
| null |
BrokerD
|
MKT
| 95
| 11
| 15
| 66
| 53
| -13
| 14
| null | null |
Normal monitoring
| 175
| 3.7
| null | 3
|
Tax-aware sells next window
|
E0839
|
P2930
|
2025-01-03
|
Trust
|
USD
| 2,442,935
| 9.2
| 1
| 39.9
|
RealEstate:40.6;Tech:20.5;Health:38.9
|
Value:16.0;Growth:10.3;Quality:25.6;Size:23.0;Momentum:11.5;LowVol:13.6
|
GLD:17.0;BND:17.9;IEF:16.7;VTI:13.4;TSLA:19.1;XLF:15.8
| 5.6
| 219
| 16.2
|
Bull
| 14.1
| 4.79
| 2.4
| 78
| 64
|
26:93
| 75
| 0.0186
| false
| true
|
MaxSector35%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -2
| -17
| 11
| null |
BrokerC
|
MKT
| 95
| 6
| 5
| -43
| -34
| -58
| -12
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 204
| 1.6
|
Approved
| 4
|
Increase defensive factor exposure
|
E0840
|
P2017
|
2025-07-21
|
401k
|
USD
| 822,434
| 14.2
| 1
| 63
|
Utilities:22.3;Energy:37.3;Financials:40.4
|
Value:15.3;Growth:18.1;Quality:18.5;Size:17.4;Momentum:11.2;LowVol:19.4
|
VOO:22.5;XLF:19.3;TLT:18.7;BND:6.7;HYG:22.6;MSFT:10.2
| 2.9
| 120
| 14
|
Volatile
| 27.1
| 3.89
| 2
| 169
| 54
|
36:87
| 63
| 0.0118
| false
| false
|
MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 17
| 14
| 6
| null |
BrokerC
|
LMT
| 99
| 2
| 4
| -13
| 121
| -6
| 28
| null | null |
Normal monitoring
| 219
| 2
| null | 5
|
Tighten stops on momentum names
|
E0841
|
P5771
|
2025-09-08
|
IRA
|
USD
| 1,510,833
| 4.4
| 1
| 74
|
Tech:32.0;Comm:16.8;RealEstate:12.7;Health:38.5
|
Value:14.1;Growth:10.3;Quality:21.3;Size:21.3;Momentum:16.0;LowVol:16.9
|
AAPL:17.5;MUB:31.9;BRK.B:27.7;TLT:9.4;GLD:13.4
| 3
| 216
| 26
|
Bull
| 16.2
| 4.48
| 3.4
| 92
| 12
|
-8:30
| 64
| 0.0123
| false
| true
|
ESGOnly;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -3
| 2
| 4
| null |
BrokerB
|
VWAP
| 93
| 4
| 9
| -26
| 47
| -55
| 12
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 119
| 2
|
SuggestedEdits
| 5
|
Increase defensive factor exposure
|
E0842
|
P9119
|
2025-06-24
|
Trust
|
USD
| 214,892
| 6.1
| 1
| 59.6
|
Materials:36.2;Comm:41.9;RealEstate:21.8
|
Value:13.4;Growth:13.0;Quality:16.1;Size:18.9;Momentum:16.5;LowVol:21.9
|
VTI:17.8;TLT:38.3;GLD:43.9
| 3
| 113
| 9.3
|
Volatile
| 27.8
| 3.51
| 2.9
| 166
| 10
|
-10:36
| 60
| 0.0079
| false
| false
| null | null | null |
NoAction
|
Within policy bands; defer
| 14
| -4
| 7
| null |
BrokerD
|
MKT
| 0
| 0
| 0
| 31
| 162
| -34
| -17
| null | null |
Normal monitoring
| 113
| 2.6
|
Approved
| 3
|
Tighten stops on momentum names
|
E0843
|
P7426
|
2025-05-05
|
Trust
|
USD
| 600,832
| 9.3
| 1
| 44.3
|
Consumer:8.8;Utilities:26.3;Energy:9.6;Industrials:27.8;Tech:27.4
|
Value:14.9;Growth:15.9;Quality:25.0;Size:11.6;Momentum:9.6;LowVol:23.0
|
VOO:26.5;IEF:57.5;AMZN:16.0
| 3.2
| 172
| 14.5
|
Volatile
| 21.6
| 4.67
| 2.1
| 129
| 67
|
57:121
| 76
| 0.0152
| false
| true
|
ESGOnly;MaxPos8%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 12
| -10
| 12
| null |
BrokerC
|
VWAP
| 95
| 12
| 19
| -23
| 7
| -50
| 21
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 199
| 1
|
Approved
| 3
|
Within IPS guidelines
|
E0844
|
P5704
|
2025-09-27
|
Roth
|
USD
| 655,620
| 17.1
| 1
| 42
|
Financials:23.8;Utilities:15.5;Health:23.2;Industrials:14.5;RealEstate:23.0
|
Value:22.0;Growth:23.0;Quality:9.9;Size:16.8;Momentum:12.1;LowVol:16.1
|
GLD:18.6;BND:11.7;TLT:17.9;XLF:6.4;MSFT:26.9;VTI:18.5
| 2.2
| 123
| 13.4
|
Volatile
| 21.1
| 5.37
| 3.2
| 171
| -44
|
-69:-5
| 39
| 0.0126
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 8
| -12
| 9
| null |
BrokerC
|
LMT
| 91
| 2
| 10
| 108
| 119
| 17
| -17
| null | null |
Normal monitoring
| 153
| 2.1
| null | 5
|
Increase defensive factor exposure
|
E0845
|
P7102
|
2024-07-24
|
Taxable
|
USD
| 1,682,569
| 3.7
| 1
| 69.7
|
Energy:26.4;RealEstate:15.3;Comm:10.8;Utilities:27.5;Tech:20.0
|
Value:19.5;Growth:9.8;Quality:15.6;Size:17.2;Momentum:20.6;LowVol:17.3
|
VNQ:34.5;VTI:24.4;GLD:22.8;BRK.B:18.3
| 2.3
| 219
| 16.7
|
Volatile
| 26.7
| 5.2
| 4.3
| 156
| -5
|
-24:40
| 55
| 0.0126
| false
| true
|
MaxPos8%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 32
| -23
| 2
| null |
BrokerD
|
VWAP
| 92
| 6
| 7
| 62
| 198
| -47
| -23
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 140
| 2.3
| null | 3
|
Tighten stops on momentum names
|
E0846
|
P6859
|
2024-09-30
|
Trust
|
USD
| 1,736,778
| 8.4
| 1
| 63.8
|
Utilities:17.2;Tech:30.1;Energy:13.6;Industrials:20.0;Financials:19.0
|
Value:20.9;Growth:19.9;Quality:17.4;Size:9.5;Momentum:11.4;LowVol:21.0
|
TLT:21.3;MUB:25.9;XLF:18.9;BND:23.0;VOO:10.9
| 4.4
| 172
| 14.3
|
Bull
| 12.8
| 4.74
| 2.5
| 90
| 78
|
41:93
| 97
| 0.0119
| false
| true
|
ESGOnly;MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -4
| -19
| 4
|
Delta:-0.25;Vega:0.06
|
BrokerD
|
MKT
| 97
| 10
| 9
| 116
| 181
| 12
| 7
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 174
| 3
|
SuggestedEdits
| 5
|
Monitor dispersion and breadth
|
E0847
|
P7772
|
2024-10-20
|
IRA
|
USD
| 545,873
| 9.3
| 1
| 39
|
Energy:30.6;Comm:31.3;RealEstate:13.4;Industrials:15.6;Materials:9.1
|
Value:7.7;Growth:13.3;Quality:16.9;Size:20.9;Momentum:17.6;LowVol:23.5
|
VNQ:31.1;AMZN:33.4;AAPL:10.4;QQQ:12.1;BND:13.0
| 4.2
| 153
| 8.2
|
Bull
| 11.5
| 3.89
| 2.8
| 81
| 52
|
37:96
| 79
| 0.0096
| false
| false
|
ESGOnly;NoMargin
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 20
| -3
| 1
| null |
BrokerB
|
VWAP
| 90
| 7
| 10
| -4
| -16
| -20
| -21
| null | null |
Normal monitoring
| 169
| 2.8
|
Approved
| 3
|
Tighten stops on momentum names
|
E0848
|
P8192
|
2024-08-26
|
IRA
|
USD
| 561,385
| 7.6
| 1
| 60.8
|
Consumer:37.2;Tech:40.8;RealEstate:22.0
|
Value:18.2;Growth:17.7;Quality:20.3;Size:6.4;Momentum:17.0;LowVol:20.5
|
GLD:21.1;QQQ:27.9;HYG:27.1;BRK.B:16.4;XLF:7.5
| 3.8
| 120
| 9.4
|
Bull
| 13.3
| 4.54
| 2.5
| 100
| 53
|
19:104
| 91
| 0.0065
| false
| false
| null | null | null |
NoAction
|
Within policy bands; defer
| -11
| 1
| 4
| null |
BrokerA
|
MKT
| 0
| 0
| 0
| 40
| 75
| -19
| 16
| null | null |
Normal monitoring
| 185
| 2.5
| null | 5
|
Within IPS guidelines
|
E0849
|
P6900
|
2024-08-15
|
IRA
|
USD
| 731,787
| 14.7
| 1
| 69.1
|
Materials:19.5;Comm:28.4;Health:33.7;Energy:18.4
|
Value:25.0;Growth:22.2;Quality:9.0;Size:15.9;Momentum:14.9;LowVol:13.1
|
GLD:32.8;AMZN:15.6;VTI:51.6
| 2.9
| 124
| 7.9
|
Sideways
| 19.2
| 4.96
| 2.2
| 124
| -28
|
-41:18
| 29
| 0.0072
| false
| false
|
MaxPos8%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 34
| -33
| 2
| null |
BrokerB
|
MKT
| 89
| 5
| 10
| 29
| -8
| -29
| -10
| null | null |
Normal monitoring
| 151
| 3.6
|
Approved
| 4
|
Tighten stops on momentum names
|
E0850
|
P6323
|
2024-10-08
|
401k
|
USD
| 814,816
| 8.5
| 1.24
| 67.6
|
Comm:16.2;Materials:21.6;Industrials:22.8;Energy:20.8;Financials:18.5
|
Value:16.7;Growth:15.9;Quality:14.3;Size:19.7;Momentum:12.4;LowVol:21.1
|
BRK.B:37.9;AMZN:13.7;VNQ:37.7;BND:10.6
| 5.5
| 218
| 14.5
|
Bull
| 16.4
| 4.13
| 2.9
| 85
| 71
|
49:110
| 70
| 0.0096
| false
| true
|
ESGOnly;MaxPos5%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 17
| -29
| 3
|
Delta:-0.2;Vega:0.03
|
BrokerD
|
MKT
| 100
| 10
| 17
| -39
| -75
| -1
| -22
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 199
| 2.5
| null | 2
|
Monitor dispersion and breadth
|
E0851
|
P8029
|
2024-10-25
|
401k
|
USD
| 823,554
| 5.9
| 1
| 72.4
|
Utilities:27.9;Comm:18.1;Health:32.9;Materials:21.1
|
Value:15.7;Growth:11.7;Quality:15.2;Size:16.7;Momentum:20.3;LowVol:20.4
|
HYG:41.9;BRK.B:18.0;QQQ:40.1
| 5.6
| 192
| 20.7
|
Sideways
| 18
| 4.59
| 2.5
| 90
| -23
|
-42:13
| 56
| 0.015
| false
| true
|
ESGOnly;MaxPos5%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -11
| -2
| 10
|
Delta:-0.14;Vega:0.04
|
BrokerC
|
VWAP
| 100
| 12
| 14
| 84
| 132
| -47
| 17
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 218
| 1.3
|
SuggestedEdits
| 5
|
Tax-aware sells next window
|
E0852
|
P8825
|
2024-09-27
|
Taxable
|
USD
| 1,408,949
| 8.3
| 1
| 41.6
|
Industrials:26.0;Consumer:11.3;Utilities:9.8;Energy:32.7;Comm:20.2
|
Value:21.1;Growth:20.3;Quality:13.4;Size:19.5;Momentum:17.2;LowVol:8.5
|
VNQ:23.8;VTI:16.2;AMZN:17.4;BRK.B:7.5;IEF:17.1;TLT:18.0
| 5
| 262
| 27.1
|
Bull
| 16.7
| 3.7
| 2.3
| 84
| 71
|
38:88
| 84
| 0.012
| false
| true
|
ESGOnly;MaxPos6%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 30
| -10
| 3
| null |
BrokerC
|
LMT
| 99
| 5
| 9
| 21
| 0
| -52
| 33
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 108
| 3.4
|
SuggestedEdits
| 2
|
Tighten stops on momentum names
|
E0853
|
P3580
|
2024-11-28
|
401k
|
USD
| 921,510
| 7.1
| 1
| 67.9
|
Financials:23.9;RealEstate:25.5;Health:14.6;Comm:14.2;Consumer:21.8
|
Value:12.1;Growth:22.9;Quality:13.6;Size:14.6;Momentum:23.7;LowVol:12.9
|
MUB:20.5;VNQ:38.8;TSLA:40.8
| 6.5
| 236
| 26.8
|
Sideways
| 17.1
| 4.5
| 2.4
| 93
| 39
|
22:74
| 76
| 0.0134
| true
| true
|
ESGOnly;MaxSector25%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -5
| -25
| 11
| null |
BrokerC
|
LMT
| 88
| 7
| 13
| 41
| 135
| -28
| 37
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 131
| 1.8
|
SuggestedEdits
| 3
|
Tax-aware sells next window
|
E0854
|
P7502
|
2025-07-22
|
Trust
|
USD
| 711,206
| 16.2
| 1
| 57.5
|
Industrials:33.1;Comm:27.0;Materials:12.0;Financials:27.9
|
Value:16.0;Growth:10.5;Quality:17.9;Size:20.5;Momentum:17.8;LowVol:17.3
|
AMZN:13.1;IEF:37.3;GLD:38.4;AAPL:11.2
| 3.5
| 145
| 7
|
Bull
| 16.5
| 4.12
| 2.2
| 110
| 30
|
-4:46
| 74
| 0.0047
| false
| false
|
MaxPos8%;MaxSector30%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 0
| -25
| 6
| null |
BrokerD
|
LMT
| 0
| 0
| 0
| -10
| 66
| -45
| 39
| null | null |
Normal monitoring
| 137
| 3
|
Approved
| 4
|
Within IPS guidelines
|
E0855
|
P0829
|
2024-11-18
|
401k
|
USD
| 2,415,397
| 7
| 1
| 38
|
Tech:29.0;Financials:26.0;Comm:16.1;Industrials:29.0
|
Value:20.9;Growth:12.2;Quality:14.9;Size:16.9;Momentum:16.3;LowVol:18.8
|
MSFT:34.8;QQQ:23.1;TSLA:42.1
| 4.4
| 158
| 15.2
|
Bear
| 23.3
| 3.13
| 1.7
| 205
| -52
|
-86:-30
| 7
| 0.005
| false
| false
|
ESGOnly;MaxPos6%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 23
| -21
| 12
| null |
BrokerC
|
MKT
| 90
| 7
| 6
| 71
| 209
| -46
| 34
| null | null |
Normal monitoring
| 208
| 1.4
|
Approved
| 3
|
Increase defensive factor exposure
|
E0856
|
P1039
|
2025-08-01
|
Trust
|
USD
| 1,288,788
| 4.8
| 1
| 60.9
|
Comm:42.3;Health:19.4;RealEstate:38.3
|
Value:15.9;Growth:13.2;Quality:20.8;Size:16.1;Momentum:10.5;LowVol:23.5
|
GLD:41.7;MSFT:14.5;MUB:43.8
| 5.1
| 132
| 11.1
|
Sideways
| 18.2
| 4.4
| 2.2
| 126
| -9
|
-31:34
| 27
| 0.0176
| false
| false
|
ESGOnly;MaxSector25%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -12
| -15
| 6
|
Delta:-0.11;Vega:0.03
|
BrokerB
|
LMT
| 94
| 12
| 17
| 27
| 3
| -13
| 32
| null | null |
Normal monitoring
| 187
| 3.4
| null | 3
|
Monitor dispersion and breadth
|
E0857
|
P1993
|
2025-05-08
|
Roth
|
USD
| 2,176,414
| 7.4
| 1
| 64
|
Energy:30.8;Financials:35.0;Comm:34.2
|
Value:9.1;Growth:23.9;Quality:18.3;Size:10.1;Momentum:21.2;LowVol:17.3
|
VNQ:32.7;VTI:38.9;TLT:28.4
| 3.4
| 202
| 20.1
|
Bull
| 11.6
| 4.55
| 2.7
| 93
| 97
|
77:140
| 100
| 0.0197
| false
| true
|
MaxPos8%;MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -4
| -13
| 9
|
Delta:-0.19;Vega:0.04
|
BrokerA
|
LMT
| 99
| 11
| 17
| -10
| 8
| 1
| -13
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 216
| 2.2
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0858
|
P7982
|
2024-08-07
|
Roth
|
USD
| 1,640,260
| 9.1
| 1
| 35.2
|
Tech:28.3;Industrials:22.2;Energy:25.8;RealEstate:23.7
|
Value:13.5;Growth:18.0;Quality:15.4;Size:14.5;Momentum:18.6;LowVol:20.0
|
AMZN:41.5;MSFT:37.0;BRK.B:21.6
| 5.8
| 204
| 17.4
|
Volatile
| 27.9
| 4.77
| 3
| 116
| -47
|
-57:-26
| 16
| 0.0141
| false
| true
|
MaxPos7%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 8
| -7
| 12
|
Delta:-0.21;Vega:0.05
|
BrokerC
|
LMT
| 94
| 2
| 4
| -57
| 29
| 0
| -21
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 220
| 1.8
| null | 3
|
Increase defensive factor exposure
|
E0859
|
P8570
|
2025-05-20
|
Trust
|
USD
| 823,433
| 14.6
| 1
| 70.2
|
Industrials:24.8;Comm:22.2;Materials:23.7;RealEstate:10.5;Financials:18.9
|
Value:28.8;Growth:10.1;Quality:11.9;Size:9.4;Momentum:10.8;LowVol:28.9
|
QQQ:38.9;IEF:9.4;VNQ:20.8;XLF:18.2;BRK.B:12.8
| 2.4
| 154
| 9.2
|
Bull
| 13.1
| 4.38
| 2.1
| 78
| 99
|
82:147
| 97
| 0.0178
| false
| false
|
ESGOnly
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| -9
| -34
| 9
| null |
BrokerD
|
MKT
| 99
| 10
| 13
| 113
| 136
| 10
| 37
| null | null |
Normal monitoring
| 105
| 1.8
| null | 5
|
Tighten stops on momentum names
|
E0860
|
P8390
|
2025-03-21
|
Trust
|
USD
| 2,452,695
| 6.1
| 1
| 68.5
|
Health:31.0;Consumer:16.1;Tech:10.7;Financials:13.9;Comm:28.3
|
Value:13.4;Growth:24.1;Quality:22.2;Size:12.7;Momentum:11.8;LowVol:15.7
|
XLF:33.2;VOO:43.3;IEF:23.5
| 3.1
| 138
| 10.9
|
Volatile
| 26.9
| 5.37
| 3.6
| 147
| 65
|
42:81
| 71
| 0.0133
| false
| false
| null | null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -2
| 0
| 12
| null |
BrokerA
|
MKT
| 100
| 7
| 5
| -49
| -73
| -28
| -4
| null | null |
Normal monitoring
| 104
| 2.7
| null | 5
|
Increase defensive factor exposure
|
E0861
|
P9850
|
2024-08-01
|
401k
|
USD
| 1,787,685
| 7.8
| 1
| 39.2
|
Utilities:30.0;Tech:24.9;Materials:30.4;Industrials:14.8
|
Value:15.3;Growth:19.0;Quality:18.1;Size:13.3;Momentum:21.3;LowVol:13.0
|
BND:45.5;TLT:28.8;AAPL:25.6
| 2.4
| 161
| 14
|
Volatile
| 29.1
| 4.75
| 3.2
| 153
| -2
|
-25:37
| 56
| 0.0085
| false
| false
|
MaxPos8%;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 25
| 9
| 5
| null |
BrokerA
|
MKT
| 92
| 1
| 5
| -33
| -3
| -11
| 36
| null | null |
Normal monitoring
| 103
| 1.7
| null | 5
|
Within IPS guidelines
|
E0862
|
P8026
|
2025-03-21
|
Taxable
|
USD
| 744,105
| 7.1
| 1
| 37.3
|
Tech:34.7;Health:10.6;Energy:10.5;Comm:21.2;Materials:23.0
|
Value:18.5;Growth:20.1;Quality:12.9;Size:20.5;Momentum:14.5;LowVol:13.4
|
AAPL:14.6;TSLA:22.2;MSFT:19.2;BND:16.2;VNQ:7.5;GLD:20.3
| 3.2
| 157
| 8.1
|
Volatile
| 28.6
| 4.77
| 2.5
| 164
| 61
|
38:96
| 69
| 0.0149
| false
| false
|
ESGOnly;MaxPos6%;NoMargin
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 21
| -1
| 6
| null |
BrokerC
|
LMT
| 0
| 0
| 0
| 116
| 125
| 2
| 24
| null | null |
Normal monitoring
| 112
| 2.8
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0863
|
P0681
|
2025-07-17
|
Roth
|
USD
| 498,063
| 9.3
| 1
| 56.1
|
Industrials:20.4;Financials:46.3;Tech:33.3
|
Value:24.6;Growth:14.0;Quality:9.5;Size:23.8;Momentum:14.8;LowVol:13.4
|
XLF:17.8;BRK.B:25.8;HYG:14.3;BND:23.5;IEF:18.6
| 2.1
| 102
| 7.5
|
Sideways
| 14.1
| 3.63
| 3.4
| 134
| 59
|
38:77
| 69
| 0.0154
| false
| false
|
MaxSector35%
| null | null |
Sell
|
Trim extended winner -1.0%
| 15
| 4
| 10
| null |
BrokerB
|
LMT
| 95
| 10
| 18
| 118
| 235
| -40
| 29
| null | null |
Normal monitoring
| 133
| 2.3
| null | 5
|
Tighten stops on momentum names
|
E0864
|
P6692
|
2025-04-04
|
401k
|
USD
| 661,386
| 8.4
| 1
| 63
|
Utilities:15.9;Materials:22.1;Consumer:29.6;Comm:20.2;Tech:12.2
|
Value:13.2;Growth:24.3;Quality:12.7;Size:20.5;Momentum:10.0;LowVol:19.4
|
VNQ:18.0;TSLA:11.6;VOO:19.9;XLF:6.9;MUB:15.1;AAPL:28.5
| 1.7
| 168
| 15.2
|
Sideways
| 14.5
| 5
| 2.4
| 115
| -30
|
-66:-14
| 18
| 0.0076
| false
| false
|
MaxPos8%;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -7
| -15
| 6
| null |
BrokerB
|
LMT
| 98
| 8
| 10
| 36
| 91
| 8
| 13
| null | null |
Normal monitoring
| 129
| 2
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0865
|
P6726
|
2025-07-20
|
IRA
|
USD
| 1,798,703
| 6.8
| 1
| 67.3
|
Industrials:29.3;Consumer:26.9;Utilities:43.9
|
Value:22.2;Growth:16.9;Quality:12.8;Size:7.8;Momentum:23.2;LowVol:17.0
|
HYG:7.6;TSLA:26.5;IEF:15.3;MSFT:15.4;XLF:25.4;TLT:9.8
| 5.7
| 152
| 19.1
|
Bear
| 25.1
| 3.77
| 2.2
| 201
| -107
|
-142:-74
| 5
| 0.0098
| false
| false
|
MaxSector35%
| null |
DriftNear;VarNear
|
NoAction
|
Within policy bands; defer
| -13
| -16
| 5
| null |
BrokerB
|
MKT
| 0
| 0
| 0
| -54
| -52
| -3
| 36
| null | null |
Normal monitoring
| 125
| 2.5
|
Approved
| 4
|
Tax-aware sells next window
|
E0866
|
P5997
|
2025-01-11
|
Taxable
|
USD
| 1,296,718
| 6.4
| 1
| 74.8
|
Comm:24.8;Utilities:15.5;Health:14.9;RealEstate:29.1;Materials:15.7
|
Value:24.6;Growth:11.6;Quality:18.8;Size:16.1;Momentum:20.3;LowVol:8.7
|
GLD:12.8;VTI:19.3;MUB:20.8;HYG:16.5;XLF:24.7;AAPL:6.0
| 5.8
| 169
| 18.5
|
Bear
| 30.6
| 3.87
| 1.4
| 205
| -1
|
-36:52
| 50
| 0.0113
| false
| false
|
MaxPos7%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 30
| 8
| 1
| null |
BrokerD
|
MKT
| 98
| 10
| 14
| 15
| -7
| 17
| 8
| null | null |
Normal monitoring
| 132
| 3.7
|
Approved
| 5
|
Within IPS guidelines
|
E0867
|
P0096
|
2025-09-11
|
Trust
|
USD
| 1,363,722
| 7.8
| 1.19
| 48.4
|
Comm:12.3;Materials:20.0;Financials:25.9;RealEstate:12.7;Industrials:29.1
|
Value:23.6;Growth:23.5;Quality:9.5;Size:19.7;Momentum:11.1;LowVol:12.6
|
GLD:21.3;QQQ:16.7;BND:23.2;TLT:17.2;VNQ:21.5
| 2.3
| 230
| 27.3
|
Sideways
| 20.2
| 4.48
| 2.6
| 104
| -23
|
-53:-5
| 30
| 0.0091
| false
| true
|
MaxPos5%;MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 1
| -37
| 2
|
Delta:-0.14;Vega:0.06
|
BrokerB
|
LMT
| 94
| 7
| 7
| 84
| 166
| -9
| 32
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 176
| 3.5
|
SuggestedEdits
| 2
|
Tax-aware sells next window
|
E0868
|
P9713
|
2024-10-01
|
IRA
|
USD
| 869,386
| 5.9
| 1
| 67.4
|
Financials:22.6;Consumer:26.6;Materials:28.6;Tech:22.2
|
Value:9.1;Growth:20.0;Quality:8.9;Size:20.1;Momentum:24.1;LowVol:17.8
|
VNQ:14.4;HYG:25.8;MUB:21.4;VOO:8.5;TSLA:12.7;AAPL:17.2
| 4.2
| 144
| 7.4
|
Bull
| 16.3
| 4.09
| 3.3
| 113
| 33
|
17:67
| 77
| 0.0046
| false
| false
|
MaxPos5%;MaxSector25%
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 5
| -33
| 4
| null |
BrokerC
|
MKT
| 96
| 6
| 7
| -43
| -63
| 16
| -1
| null | null |
Normal monitoring
| 217
| 2.3
|
Approved
| 4
|
Increase defensive factor exposure
|
E0869
|
P1418
|
2024-12-11
|
401k
|
USD
| 893,550
| 13.8
| 1
| 39.6
|
Utilities:32.6;Energy:31.5;Materials:35.8
|
Value:15.7;Growth:13.1;Quality:21.2;Size:16.3;Momentum:16.3;LowVol:17.4
|
QQQ:7.4;MUB:19.9;BND:24.6;TSLA:24.4;IEF:14.6;XLF:9.0
| 3.2
| 114
| 13.9
|
Volatile
| 22.2
| 5.37
| 2.9
| 157
| -44
|
-84:-22
| 35
| 0.0062
| false
| false
|
NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 19
| -38
| 6
| null |
BrokerC
|
LMT
| 99
| 3
| 3
| -56
| -43
| 13
| 20
| null | null |
Normal monitoring
| 194
| 1.9
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0870
|
P6653
|
2025-10-25
|
IRA
|
USD
| 239,998
| 8.7
| 1
| 38.4
|
Materials:15.8;Tech:15.7;Utilities:24.8;Industrials:27.7;Financials:16.0
|
Value:24.0;Growth:18.2;Quality:12.0;Size:14.9;Momentum:8.7;LowVol:22.2
|
MSFT:7.1;MUB:12.9;HYG:20.4;QQQ:18.8;BND:22.2;AMZN:18.5
| 2.1
| 95
| 12
|
Bull
| 16
| 4.89
| 2.3
| 92
| 109
|
98:139
| 100
| 0.006
| false
| false
|
MaxSector35%
| null | null |
Buy
|
Add core equity +1.0% from cash
| -8
| -39
| 12
| null |
BrokerC
|
LMT
| 94
| 10
| 17
| -59
| -9
| 4
| -8
| null | null |
Normal monitoring
| 143
| 2.8
|
Approved
| 4
|
Tighten stops on momentum names
|
E0871
|
P6873
|
2025-07-11
|
Roth
|
USD
| 336,274
| 13.2
| 1
| 41.2
|
Energy:21.7;Financials:20.7;Health:14.4;Comm:23.1;Materials:20.0
|
Value:14.2;Growth:18.4;Quality:15.1;Size:23.3;Momentum:14.3;LowVol:14.8
|
HYG:35.8;IEF:11.0;VNQ:18.0;GLD:35.2
| 3.6
| 119
| 14.6
|
Bear
| 24.7
| 3.06
| 2.7
| 198
| -54
|
-80:-15
| 30
| 0.0097
| false
| false
|
MaxPos6%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 35
| -13
| 9
| null |
BrokerA
|
MKT
| 98
| 9
| 10
| 0
| 66
| -19
| 12
| null | null |
Normal monitoring
| 109
| 2.3
| null | 4
|
Tighten stops on momentum names
|
E0872
|
P9165
|
2024-08-10
|
Roth
|
USD
| 1,665,549
| 8.4
| 1
| 38.1
|
Industrials:27.3;Energy:26.4;Utilities:28.1;Consumer:18.3
|
Value:18.1;Growth:12.8;Quality:21.1;Size:15.3;Momentum:15.3;LowVol:17.4
|
TLT:24.7;VOO:38.6;QQQ:25.7;IEF:11.0
| 6.7
| 161
| 15.3
|
Volatile
| 31.4
| 5.11
| 2.2
| 156
| -29
|
-42:4
| 42
| 0.0064
| true
| false
|
MaxPos5%
|
MaxPosExceeded
|
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 35
| -26
| 10
|
Delta:-0.07;Vega:0.08
|
BrokerC
|
MKT
| 97
| 4
| 9
| 88
| 71
| 2
| 19
|
Drift>tolerance
|
Pause
|
Allocation drift beyond policy bands
| 135
| 1.4
|
Approved
| 5
|
Tax-aware sells next window
|
E0873
|
P6142
|
2025-07-29
|
IRA
|
USD
| 915,463
| 7.5
| 1
| 47.2
|
Energy:18.6;Health:26.8;Consumer:54.6
|
Value:13.4;Growth:23.4;Quality:10.5;Size:28.7;Momentum:12.5;LowVol:11.4
|
TLT:17.0;XLF:16.3;VTI:14.5;AMZN:13.6;BRK.B:25.0;AAPL:13.7
| 2.6
| 211
| 13.9
|
Bull
| 13.9
| 3.87
| 2.1
| 103
| 97
|
57:152
| 84
| 0.0177
| false
| true
|
MaxPos5%;MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 30
| -26
| 12
|
Delta:-0.14;Vega:0.05
|
BrokerB
|
MKT
| 91
| 2
| 0
| -17
| -3
| -34
| -20
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 160
| 3.4
|
Approved
| 5
|
Tighten stops on momentum names
|
E0874
|
P6051
|
2025-01-07
|
IRA
|
USD
| 2,001,693
| 9.9
| 1
| 67
|
Industrials:28.3;RealEstate:34.5;Utilities:17.9;Materials:19.3
|
Value:20.4;Growth:11.4;Quality:20.0;Size:9.0;Momentum:15.6;LowVol:23.6
|
TLT:13.6;MSFT:32.8;VNQ:16.2;HYG:37.4
| 5.4
| 172
| 21.8
|
Volatile
| 23.1
| 5.05
| 3.6
| 169
| 33
|
-3:60
| 62
| 0.0038
| false
| true
|
MaxSector25%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 33
| 11
| 7
| null |
BrokerA
|
LMT
| 88
| 3
| 3
| 117
| 93
| -36
| 33
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 220
| 2.1
|
SuggestedEdits
| 5
|
Tax-aware sells next window
|
E0875
|
P5100
|
2025-11-18
|
IRA
|
USD
| 946,193
| 5.2
| 1
| 60.6
|
Materials:16.3;RealEstate:38.8;Energy:13.9;Industrials:31.0
|
Value:17.1;Growth:14.7;Quality:13.4;Size:8.6;Momentum:21.8;LowVol:24.4
|
VNQ:28.6;GLD:9.0;BRK.B:16.0;TLT:24.7;BND:21.6
| 5.5
| 193
| 22
|
Bear
| 28.2
| 4.48
| 1.5
| 134
| -64
|
-91:-31
| 10
| 0.0117
| false
| true
|
ESGOnly
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 20
| 9
| 7
|
Delta:-0.08;Vega:0.03
|
BrokerB
|
VWAP
| 95
| 12
| 17
| 117
| 90
| -1
| 5
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 100
| 2.8
| null | 5
|
Monitor dispersion and breadth
|
E0876
|
P9893
|
2025-07-29
|
IRA
|
USD
| 824,053
| 9.2
| 1
| 53.7
|
RealEstate:20.1;Financials:19.0;Comm:14.1;Tech:19.1;Energy:27.7
|
Value:15.1;Growth:25.4;Quality:16.4;Size:9.5;Momentum:19.0;LowVol:14.6
|
AAPL:22.3;VTI:29.0;MSFT:26.7;IEF:21.9
| 2.6
| 170
| 11.3
|
Volatile
| 23.4
| 5.4
| 2.8
| 164
| -18
|
-45:18
| 32
| 0.0154
| false
| false
|
ESGOnly;MaxPos7%;NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 8
| -30
| 6
| null |
BrokerA
|
LMT
| 97
| 5
| 12
| 42
| 96
| -50
| 23
| null | null |
Normal monitoring
| 218
| 1.7
|
Approved
| 5
|
Tax-aware sells next window
|
E0877
|
P1647
|
2025-04-30
|
Taxable
|
USD
| 1,760,322
| 9.3
| 1
| 66.2
|
Tech:24.4;Financials:16.1;Utilities:28.0;Materials:19.2;Comm:12.2
|
Value:19.5;Growth:24.3;Quality:10.8;Size:10.7;Momentum:16.9;LowVol:17.7
|
GLD:26.4;HYG:15.5;IEF:15.8;VTI:27.3;QQQ:15.0
| 2.8
| 166
| 18.2
|
Bull
| 11.9
| 3.94
| 3.4
| 77
| 97
|
79:118
| 99
| 0.0168
| false
| false
|
MaxSector35%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 27
| -35
| 10
| null |
BrokerB
|
VWAP
| 91
| 8
| 10
| 24
| -10
| 8
| 7
| null | null |
Normal monitoring
| 185
| 2.7
| null | 4
|
Tax-aware sells next window
|
E0878
|
P7990
|
2025-03-22
|
Taxable
|
USD
| 441,498
| 8
| 1.2
| 57.8
|
Health:40.6;Comm:42.6;RealEstate:16.8
|
Value:16.9;Growth:13.1;Quality:17.3;Size:17.4;Momentum:14.9;LowVol:20.3
|
VTI:27.0;IEF:23.9;QQQ:26.3;HYG:22.8
| 3.2
| 267
| 19.3
|
Bull
| 11.1
| 3.76
| 2.3
| 89
| 4
|
-25:25
| 39
| 0.0189
| false
| true
|
MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 9
| -39
| 12
|
Delta:-0.14;Vega:0.08
|
BrokerA
|
LMT
| 99
| 11
| 9
| 28
| 95
| -45
| -17
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 119
| 2.2
|
SuggestedEdits
| 2
|
Tighten stops on momentum names
|
E0879
|
P9852
|
2025-01-08
|
Roth
|
USD
| 550,493
| 8
| 1
| 38.6
|
Health:20.8;Consumer:31.3;Materials:47.9
|
Value:9.0;Growth:24.5;Quality:21.9;Size:17.7;Momentum:14.6;LowVol:12.2
|
BRK.B:22.2;TLT:11.0;QQQ:10.9;HYG:19.4;AAPL:18.5;BND:18.0
| 1.6
| 150
| 18
|
Bull
| 16.6
| 4.9
| 2.8
| 92
| 110
|
87:146
| 99
| 0.0041
| false
| false
|
ESGOnly;MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -13
| -31
| 8
| null |
BrokerB
|
MKT
| 94
| 6
| 13
| 38
| 62
| -58
| -16
| null | null |
Normal monitoring
| 215
| 2
| null | 5
|
Tax-aware sells next window
|
E0880
|
P3838
|
2024-08-22
|
401k
|
USD
| 1,400,581
| 5.6
| 1
| 38.2
|
Materials:16.5;Comm:23.3;Financials:14.8;Consumer:26.8;Health:18.5
|
Value:13.4;Growth:18.8;Quality:29.1;Size:19.2;Momentum:10.9;LowVol:8.6
|
QQQ:19.6;HYG:18.8;VTI:12.8;BND:11.5;BRK.B:37.3
| 4.3
| 225
| 21.9
|
Bull
| 16.4
| 4.6
| 3.2
| 102
| 69
|
34:91
| 95
| 0.0094
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -5
| -33
| 12
|
Delta:-0.24;Vega:0.06
|
BrokerA
|
MKT
| 90
| 5
| 5
| -12
| -7
| -41
| 5
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 194
| 2.3
|
Approved
| 3
|
Increase defensive factor exposure
|
E0881
|
P3367
|
2024-07-08
|
401k
|
USD
| 275,927
| 11.7
| 1
| 61.1
|
Financials:26.8;Tech:19.7;Consumer:21.1;Health:32.4
|
Value:29.1;Growth:12.1;Quality:11.7;Size:12.2;Momentum:15.7;LowVol:19.2
|
VTI:20.5;BRK.B:16.0;IEF:29.0;VNQ:23.8;TSLA:10.7
| 1
| 112
| 11.3
|
Sideways
| 20.6
| 4.22
| 3.2
| 108
| 36
|
2:84
| 85
| 0.0134
| false
| false
| null | null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -15
| 2
| null |
BrokerB
|
VWAP
| 90
| 7
| 4
| 4
| 32
| -49
| -25
| null | null |
Normal monitoring
| 92
| 1.8
| null | 4
|
Within IPS guidelines
|
E0882
|
P2959
|
2025-03-19
|
Taxable
|
USD
| 680,308
| 6.5
| 1
| 67.1
|
Utilities:33.0;Health:21.4;Consumer:17.6;Financials:28.0
|
Value:17.6;Growth:15.4;Quality:14.5;Size:18.6;Momentum:20.6;LowVol:13.2
|
HYG:17.3;TSLA:11.1;VOO:15.5;TLT:28.6;AAPL:27.6
| 1.7
| 133
| 7.5
|
Volatile
| 30.9
| 5.27
| 2.5
| 144
| 7
|
-27:61
| 69
| 0.0199
| false
| false
|
MaxPos7%;MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 26
| -36
| 4
| null |
BrokerA
|
MKT
| 92
| 8
| 8
| -35
| 48
| -60
| -23
| null | null |
Normal monitoring
| 171
| 3.9
|
Approved
| 4
|
Increase defensive factor exposure
|
E0883
|
P5733
|
2024-10-01
|
Roth
|
USD
| 503,736
| 4.3
| 1
| 58.4
|
Utilities:30.4;Energy:12.7;Comm:14.3;Tech:29.5;RealEstate:13.1
|
Value:11.5;Growth:22.6;Quality:12.4;Size:21.8;Momentum:14.2;LowVol:17.4
|
XLF:28.5;VNQ:46.4;VTI:25.1
| 2.6
| 258
| 19.8
|
Volatile
| 30
| 3.52
| 3.6
| 120
| -48
|
-73:-9
| 11
| 0.0115
| false
| true
|
MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -15
| -8
| 7
| null |
BrokerA
|
LMT
| 99
| 6
| 5
| -15
| 116
| -52
| 25
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 184
| 1.4
|
Approved
| 5
|
Tighten stops on momentum names
|
E0884
|
P6104
|
2025-10-30
|
Roth
|
USD
| 594,544
| 6.3
| 1
| 64.4
|
RealEstate:15.2;Industrials:16.3;Energy:46.8;Consumer:21.7
|
Value:14.9;Growth:19.0;Quality:21.5;Size:13.4;Momentum:20.9;LowVol:10.3
|
VTI:56.2;VNQ:22.5;HYG:21.3
| 1.6
| 140
| 9.8
|
Bull
| 11.5
| 4.72
| 3
| 79
| 44
|
32:99
| 70
| 0.008
| false
| false
|
MaxPos8%;MaxSector25%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 0
| 0
| 9
| null |
BrokerB
|
LMT
| 98
| 6
| 7
| -15
| -48
| 14
| 11
| null | null |
Normal monitoring
| 208
| 2.4
|
Approved
| 3
|
Tighten stops on momentum names
|
E0885
|
P8948
|
2025-02-26
|
IRA
|
USD
| 1,582,168
| 8.9
| 1
| 53.9
|
Financials:24.6;Utilities:28.2;Materials:18.3;Industrials:29.0
|
Value:20.9;Growth:11.6;Quality:24.5;Size:14.0;Momentum:19.8;LowVol:9.2
|
VNQ:12.7;IEF:24.4;HYG:11.4;AAPL:22.4;TLT:9.3;MUB:19.8
| 3.3
| 183
| 10.1
|
Sideways
| 16
| 3.93
| 3.5
| 127
| 39
|
-1:85
| 52
| 0.014
| false
| true
|
MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -4
| -35
| 4
|
Delta:-0.08;Vega:0.02
|
BrokerD
|
VWAP
| 98
| 4
| 1
| 1
| 117
| -2
| 30
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 183
| 2.2
|
SuggestedEdits
| 3
|
Tax-aware sells next window
|
E0886
|
P5447
|
2025-09-06
|
IRA
|
USD
| 783,232
| 9.3
| 1
| 38.2
|
Materials:22.3;Comm:21.6;Utilities:20.7;Energy:12.8;RealEstate:22.5
|
Value:13.4;Growth:8.9;Quality:24.0;Size:21.0;Momentum:22.7;LowVol:10.0
|
QQQ:34.6;IEF:21.6;MUB:18.4;TSLA:25.5
| 4.6
| 101
| 12.4
|
Volatile
| 31.9
| 4.09
| 4
| 176
| -43
|
-68:-23
| 27
| 0.0146
| false
| false
|
MaxPos6%;MaxSector35%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 7
| -16
| 3
| null |
BrokerA
|
LMT
| 90
| 9
| 8
| -6
| -44
| -6
| -22
| null | null |
Normal monitoring
| 176
| 1.2
|
Approved
| 3
|
Monitor dispersion and breadth
|
E0887
|
P1263
|
2024-11-21
|
Trust
|
USD
| 672,932
| 5.1
| 1
| 65.7
|
Utilities:23.2;Materials:45.6;Financials:31.2
|
Value:10.8;Growth:9.9;Quality:26.9;Size:17.2;Momentum:24.6;LowVol:10.7
|
BRK.B:8.1;BND:36.1;VNQ:21.1;GLD:34.6
| 5
| 97
| 12.1
|
Bull
| 15.6
| 4.29
| 2.7
| 89
| 15
|
-4:69
| 53
| 0.0189
| false
| false
|
ESGOnly;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 14
| 12
| 7
| null |
BrokerA
|
MKT
| 93
| 3
| 9
| 39
| 165
| -55
| 37
| null | null |
Normal monitoring
| 180
| 3.3
| null | 3
|
Within IPS guidelines
|
E0888
|
P7608
|
2024-12-12
|
401k
|
USD
| 2,129,435
| 5.7
| 1
| 65.2
|
Utilities:17.4;Tech:22.8;Comm:29.1;Financials:9.9;Materials:20.8
|
Value:17.6;Growth:11.5;Quality:19.3;Size:23.3;Momentum:19.8;LowVol:8.5
|
VOO:11.2;GLD:25.1;QQQ:14.0;XLF:29.5;VNQ:20.2
| 5.8
| 135
| 15
|
Bear
| 23.7
| 3.64
| 1.4
| 180
| -16
|
-29:0
| 29
| 0.0153
| false
| false
|
MaxPos8%
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| -13
| 8
| 1
| null |
BrokerD
|
VWAP
| 95
| 1
| 0
| 67
| 191
| -49
| 12
| null | null |
Normal monitoring
| 171
| 1.9
|
Approved
| 3
|
Tax-aware sells next window
|
E0889
|
P9469
|
2025-10-21
|
Taxable
|
USD
| 233,232
| 15.4
| 1
| 74.2
|
Comm:25.8;Industrials:16.7;Consumer:26.5;Tech:7.6;Health:23.4
|
Value:9.4;Growth:8.9;Quality:25.7;Size:19.4;Momentum:13.2;LowVol:23.5
|
IEF:21.4;VOO:13.7;AAPL:19.5;VNQ:10.6;HYG:22.9;GLD:11.9
| 2.5
| 128
| 12.8
|
Volatile
| 28
| 4.14
| 4
| 169
| 69
|
34:103
| 77
| 0.0115
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 28
| -5
| 2
| null |
BrokerB
|
MKT
| 93
| 8
| 13
| -32
| 29
| 19
| 5
| null | null |
Normal monitoring
| 166
| 3.8
|
Approved
| 5
|
Tighten stops on momentum names
|
E0890
|
P5745
|
2024-09-06
|
IRA
|
USD
| 486,135
| 9.2
| 1
| 55.3
|
Health:20.3;Financials:29.2;Energy:20.2;Industrials:30.3
|
Value:11.1;Growth:19.2;Quality:26.1;Size:22.4;Momentum:9.1;LowVol:12.1
|
AMZN:36.9;MSFT:20.9;VTI:11.0;GLD:12.1;XLF:19.1
| 3.3
| 163
| 15.3
|
Sideways
| 18.5
| 4.31
| 2.9
| 133
| -4
|
-43:35
| 51
| 0.01
| false
| false
|
ESGOnly;NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 7
| -32
| 10
| null |
BrokerC
|
LMT
| 99
| 11
| 13
| -57
| -85
| -8
| -8
| null | null |
Normal monitoring
| 217
| 3
|
Approved
| 4
|
Increase defensive factor exposure
|
E0891
|
P0227
|
2024-08-27
|
Roth
|
USD
| 163,111
| 9.6
| 1
| 69.7
|
Materials:35.9;Consumer:34.4;Utilities:29.7
|
Value:19.1;Growth:27.6;Quality:11.1;Size:13.2;Momentum:19.6;LowVol:9.4
|
XLF:24.6;HYG:42.6;MUB:19.1;TLT:13.7
| 4.7
| 126
| 12.6
|
Volatile
| 25.3
| 4.24
| 4.2
| 142
| 30
|
18:75
| 77
| 0.0033
| false
| false
|
MaxPos6%;NoMargin
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 23
| 2
| 1
| null |
BrokerA
|
MKT
| 94
| 6
| 3
| 34
| 149
| -27
| 1
| null | null |
Normal monitoring
| 161
| 2.9
|
Approved
| 3
|
Increase defensive factor exposure
|
E0892
|
P3093
|
2025-11-25
|
Roth
|
USD
| 411,407
| 10.9
| 1
| 56.5
|
Comm:28.1;Materials:18.8;Financials:53.1
|
Value:11.5;Growth:20.1;Quality:19.5;Size:17.5;Momentum:17.5;LowVol:13.9
|
XLF:26.2;QQQ:20.7;IEF:16.9;VNQ:19.9;TSLA:16.3
| 2.7
| 136
| 15.7
|
Bear
| 33.9
| 4.47
| 2.8
| 156
| -70
|
-103:-18
| 10
| 0.0173
| false
| false
|
ESGOnly;MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -11
| 1
| null |
BrokerC
|
LMT
| 97
| 10
| 15
| 67
| 164
| -24
| -19
| null | null |
Normal monitoring
| 163
| 3.8
| null | 4
|
Tighten stops on momentum names
|
E0893
|
P8367
|
2024-08-17
|
401k
|
USD
| 159,014
| 10.1
| 1
| 50.5
|
Consumer:25.9;Comm:23.6;Health:25.8;Energy:24.7
|
Value:13.6;Growth:11.5;Quality:22.7;Size:20.2;Momentum:14.5;LowVol:17.4
|
TLT:17.3;TSLA:21.2;VOO:19.8;MUB:17.8;IEF:23.9
| 4.8
| 167
| 14.7
|
Volatile
| 27.3
| 4.24
| 3.5
| 170
| -22
|
-54:22
| 37
| 0.0158
| false
| false
|
ESGOnly;MaxPos8%;NoMargin
| null |
DriftNear;VarNear
|
NoAction
|
Within policy bands; defer
| 26
| -1
| 1
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| 32
| 52
| -9
| 37
| null | null |
Normal monitoring
| 115
| 2.6
| null | 3
|
Tighten stops on momentum names
|
E0894
|
P1251
|
2025-09-30
|
Roth
|
USD
| 761,851
| 16
| 1
| 57.9
|
Tech:17.6;Utilities:40.1;Health:18.7;RealEstate:23.6
|
Value:14.8;Growth:23.6;Quality:16.3;Size:23.7;Momentum:8.1;LowVol:13.5
|
XLF:9.6;GLD:23.7;VOO:29.8;VNQ:13.1;TSLA:23.8
| 2
| 107
| 15.9
|
Volatile
| 31.7
| 5.37
| 2.3
| 142
| -8
|
-24:25
| 56
| 0.0119
| false
| false
|
MaxPos7%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 19
| 13
| 6
| null |
BrokerA
|
LMT
| 0
| 0
| 0
| 56
| 47
| -28
| 40
| null | null |
Normal monitoring
| 131
| 2.2
| null | 4
|
Increase defensive factor exposure
|
E0895
|
P9157
|
2025-05-08
|
Taxable
|
USD
| 557,551
| 15
| 1
| 48.3
|
Utilities:23.1;Comm:19.2;RealEstate:18.5;Industrials:22.3;Tech:16.9
|
Value:11.2;Growth:17.7;Quality:11.2;Size:19.5;Momentum:26.0;LowVol:14.5
|
IEF:36.6;VOO:10.5;AMZN:16.3;HYG:36.6
| 3.7
| 158
| 9.4
|
Bear
| 26.6
| 3.83
| 2.2
| 218
| -73
|
-84:-51
| 29
| 0.0179
| false
| false
|
MaxPos6%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 31
| 13
| 1
| null |
BrokerC
|
LMT
| 94
| 2
| 8
| 20
| 32
| 18
| 26
| null | null |
Normal monitoring
| 136
| 1.7
| null | 3
|
Tax-aware sells next window
|
E0896
|
P1082
|
2025-12-11
|
Trust
|
USD
| 604,604
| 8.4
| 1
| 41.8
|
Materials:13.4;Energy:20.5;Industrials:11.4;Utilities:20.1;Financials:34.6
|
Value:19.6;Growth:7.8;Quality:12.5;Size:24.3;Momentum:14.2;LowVol:21.6
|
TLT:20.6;QQQ:17.6;IEF:8.7;HYG:29.6;TSLA:9.2;BRK.B:14.3
| 4.1
| 197
| 14.8
|
Volatile
| 26
| 3.61
| 3.7
| 164
| -12
|
-48:8
| 40
| 0.0197
| false
| false
|
ESGOnly;MaxPos7%;MaxSector35%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 6
| -35
| 1
| null |
BrokerB
|
LMT
| 97
| 10
| 17
| 16
| 138
| -56
| -6
| null | null |
Normal monitoring
| 168
| 2.2
| null | 4
|
Within IPS guidelines
|
E0897
|
P8645
|
2024-10-26
|
Roth
|
USD
| 445,087
| 16.2
| 1
| 71.9
|
Consumer:12.8;Health:37.3;Utilities:22.7;Comm:27.2
|
Value:19.2;Growth:15.5;Quality:13.2;Size:10.4;Momentum:18.5;LowVol:23.3
|
QQQ:23.6;MUB:20.5;VNQ:9.7;XLF:30.0;MSFT:16.2
| 1.9
| 140
| 11
|
Bull
| 17.4
| 4.91
| 2.2
| 111
| 48
|
13:87
| 84
| 0.003
| false
| false
|
MaxPos8%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -2
| 8
| 8
|
Delta:-0.22;Vega:0.06
|
BrokerC
|
LMT
| 100
| 5
| 10
| -46
| -66
| -25
| 25
| null | null |
Normal monitoring
| 140
| 3.5
|
Approved
| 5
|
Increase defensive factor exposure
|
E0898
|
P2477
|
2024-07-05
|
401k
|
USD
| 2,271,367
| 8.5
| 1
| 38
|
Energy:17.1;Financials:12.8;Utilities:29.5;Industrials:18.7;Comm:21.9
|
Value:12.1;Growth:29.5;Quality:13.4;Size:16.9;Momentum:13.8;LowVol:14.3
|
XLF:33.6;IEF:37.6;BRK.B:28.8
| 2.6
| 193
| 19.1
|
Bull
| 14.1
| 3.98
| 2.6
| 77
| 73
|
52:125
| 79
| 0.0144
| false
| true
|
ESGOnly;MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 4
| -37
| 1
| null |
BrokerB
|
LMT
| 89
| 7
| 10
| -1
| 107
| -38
| 12
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 105
| 2.9
|
Approved
| 3
|
Tighten stops on momentum names
|
E0899
|
P2591
|
2024-10-18
|
IRA
|
USD
| 654,009
| 5.4
| 1
| 62.2
|
Consumer:15.8;Energy:33.0;Tech:35.1;Industrials:16.2
|
Value:8.3;Growth:19.0;Quality:18.6;Size:11.1;Momentum:19.9;LowVol:23.1
|
QQQ:10.4;VTI:16.1;MUB:30.1;VOO:22.3;BND:21.0
| 5.6
| 184
| 14
|
Bull
| 17.2
| 3.6
| 2.7
| 100
| 80
|
57:133
| 100
| 0.0118
| false
| true
|
MaxPos6%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 28
| -31
| 3
|
Delta:-0.14;Vega:0.07
|
BrokerA
|
LMT
| 98
| 7
| 7
| 94
| 67
| 0
| 5
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 127
| 2.7
|
SuggestedEdits
| 2
|
Tax-aware sells next window
|
E0900
|
P1689
|
2025-01-10
|
Roth
|
USD
| 332,611
| 12.6
| 1
| 40.3
|
Energy:27.8;Tech:13.3;Financials:36.4;RealEstate:22.5
|
Value:22.7;Growth:25.6;Quality:14.2;Size:13.3;Momentum:15.3;LowVol:8.9
|
GLD:21.8;VOO:13.3;MUB:24.4;TLT:23.5;AMZN:9.3;XLF:7.8
| 1.1
| 116
| 13.8
|
Sideways
| 14.3
| 4.17
| 3.3
| 108
| 53
|
30:93
| 89
| 0.0141
| false
| false
|
MaxSector25%
| null | null |
Sell
|
Trim extended winner -1.0%
| -4
| -27
| 9
| null |
BrokerC
|
LMT
| 98
| 9
| 14
| 7
| 7
| 5
| 9
| null | null |
Normal monitoring
| 168
| 1.1
|
Approved
| 5
|
Tighten stops on momentum names
|
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