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
E8001
P2668
2025-09-20
Taxable
USD
582,588
6.4
1
35.2
Materials:29.4;Financials:35.4;RealEstate:35.2
Value:17.0;Growth:16.5;Quality:16.0;Size:10.1;Momentum:18.3;LowVol:22.0
AAPL:47.0;AMZN:12.9;VNQ:20.5;GLD:19.6
1.1
101
13.1
Bull
16.5
3.65
2.4
115
75
61:103
91
0.012
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
31
5
1
null
BrokerD
LMT
90
10
14
70
127
-41
6
null
null
Normal monitoring
123
2
Approved
3
Monitor dispersion and breadth
E8002
P4702
2025-01-23
Trust
USD
1,719,953
5.8
1
37.6
Materials:56.3;Health:24.8;RealEstate:18.9
Value:18.0;Growth:23.0;Quality:9.8;Size:12.3;Momentum:13.6;LowVol:23.3
VNQ:14.0;MUB:21.5;BND:25.2;XLF:9.6;QQQ:29.7
4.2
128
19.4
Bear
35
3.92
2.6
143
-7
-43:42
43
0.0184
false
false
ESGOnly;MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
21
12
5
null
BrokerC
LMT
97
4
10
56
175
-32
7
null
null
Normal monitoring
131
1.9
Approved
5
Monitor dispersion and breadth
E8003
P9867
2025-10-17
Trust
USD
530,444
9.6
1
71.2
Energy:25.7;Consumer:20.2;Health:34.8;RealEstate:19.3
Value:12.6;Growth:27.9;Quality:13.4;Size:8.6;Momentum:17.0;LowVol:20.4
MSFT:44.9;VTI:38.1;TLT:17.0
4.7
112
7.7
Volatile
24.3
3.91
3.3
154
17
-9:70
51
0.0172
false
false
MaxPos7%;MaxSector30%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
23
-39
4
null
BrokerD
MKT
94
3
8
-50
-38
-23
13
null
null
Normal monitoring
175
2.7
null
3
Monitor dispersion and breadth
E8004
P7510
2025-04-04
IRA
USD
204,553
15
1
37
Comm:27.9;Consumer:17.1;Health:55.0
Value:16.9;Growth:13.5;Quality:13.9;Size:13.1;Momentum:23.2;LowVol:19.3
BND:9.2;MSFT:16.3;VNQ:24.3;HYG:29.7;TLT:20.6
4.4
121
13
Bear
35
4.1
1.5
182
-76
-103:-55
20
0.0056
false
false
MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
16
-39
4
null
BrokerB
MKT
96
12
19
47
141
12
36
null
null
Normal monitoring
115
1.5
Approved
5
Monitor dispersion and breadth
E8005
P4456
2025-01-01
Trust
USD
596,843
13.5
1
66.6
Tech:23.7;Health:9.8;Utilities:28.5;Comm:18.7;Consumer:19.3
Value:9.3;Growth:23.8;Quality:16.0;Size:14.8;Momentum:21.7;LowVol:14.4
IEF:28.9;BND:16.1;XLF:36.0;TLT:18.9
1.7
145
10.5
Bull
17.2
4.96
2
94
18
-13:42
49
0.0125
false
false
MaxPos6%
null
null
Sell
Trim extended winner -1.0%
0
-6
10
null
BrokerD
MKT
96
10
16
9
-10
-32
-7
null
null
Normal monitoring
215
1.7
Approved
5
Tax-aware sells next window
E8006
P5095
2025-06-10
Roth
USD
337,673
5.9
1
54.1
RealEstate:25.7;Tech:34.7;Consumer:39.6
Value:6.7;Growth:16.6;Quality:16.8;Size:20.0;Momentum:20.2;LowVol:19.7
GLD:14.2;MUB:11.6;QQQ:22.2;AAPL:21.4;TSLA:22.2;HYG:8.3
6.3
212
24.4
Bear
28.5
4.21
2.5
182
-27
-60:19
47
0.0105
true
true
MaxPos5%;MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
34
-32
7
Delta:-0.25;Vega:0.03
BrokerB
MKT
89
2
5
6
-16
-46
-12
VAR>budget
TightenStops
Risk above budget threshold
176
3.4
SuggestedEdits
2
Monitor dispersion and breadth
E8007
P4405
2025-04-04
Taxable
USD
940,103
3.2
1
38.8
Health:37.7;Financials:21.2;RealEstate:25.7;Comm:15.4
Value:9.9;Growth:12.2;Quality:17.5;Size:18.1;Momentum:13.5;LowVol:28.9
AAPL:40.0;QQQ:41.5;BND:18.5
6.1
274
21.3
Bear
34.1
3.46
1.9
198
8
-3:48
50
0.0123
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
34
-35
3
null
BrokerD
VWAP
92
3
9
-45
-48
-17
-21
VAR>budget
TightenStops
Risk above budget threshold
184
1.3
Approved
5
Tax-aware sells next window
E8008
P5833
2025-12-09
Trust
USD
1,358,426
6.2
1.05
52.5
Materials:14.8;Financials:25.2;Energy:26.8;RealEstate:33.3
Value:12.4;Growth:21.5;Quality:21.7;Size:12.8;Momentum:22.0;LowVol:9.6
AAPL:31.8;BND:25.1;AMZN:26.4;XLF:16.6
2
228
13.8
Sideways
14.7
4.14
3
137
21
-8:46
60
0.019
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
-26
3
null
BrokerA
MKT
97
9
16
-47
-31
-28
8
RegimeShift
Hedge
Volatility spike and breadth deterioration
219
2.3
null
4
Increase defensive factor exposure
E8009
P2494
2025-12-14
Taxable
USD
472,145
16.1
1
42.9
Health:8.5;Financials:22.6;RealEstate:30.2;Consumer:28.8;Tech:10.0
Value:21.7;Growth:16.8;Quality:20.1;Size:22.8;Momentum:7.1;LowVol:11.4
VNQ:29.1;VOO:24.8;MSFT:14.4;TSLA:13.7;AMZN:18.1
3.5
98
12.9
Bull
15.8
4.22
2.1
98
19
-6:42
56
0.015
false
false
MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-11
-40
12
null
BrokerD
LMT
96
10
16
105
165
7
-19
null
null
Normal monitoring
101
2.8
Approved
3
Increase defensive factor exposure
E8010
P6835
2025-08-02
401k
USD
1,187,428
9.8
1
72
Financials:22.6;RealEstate:27.4;Comm:26.1;Tech:13.5;Consumer:10.5
Value:13.3;Growth:18.3;Quality:20.4;Size:11.1;Momentum:17.8;LowVol:19.1
BRK.B:10.0;GLD:23.4;QQQ:21.4;VNQ:22.1;AMZN:23.0
2
172
15.4
Volatile
26
3.61
2.6
141
-15
-52:11
39
0.0062
false
true
MaxPos7%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-4
5
1
Delta:-0.24;Vega:0.03
BrokerB
MKT
96
1
6
12
-24
-52
30
RegimeShift
Hedge
Volatility spike and breadth deterioration
167
1.9
SuggestedEdits
2
Within IPS guidelines
E8011
P4479
2025-11-21
401k
USD
586,346
6.2
1
61.1
Health:11.9;Financials:28.0;RealEstate:23.5;Industrials:17.5;Utilities:19.0
Value:11.8;Growth:8.5;Quality:21.2;Size:16.1;Momentum:21.2;LowVol:21.2
MSFT:23.0;VNQ:19.5;IEF:14.5;TLT:22.9;MUB:9.9;AAPL:10.1
5.8
261
24.2
Volatile
30.2
4.48
2.9
137
-18
-58:4
37
0.0157
false
true
ESGOnly;MaxPos5%;MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
11
10
3
null
BrokerC
LMT
96
10
7
79
217
-6
-1
VAR>budget
Pause
Risk above budget threshold
117
2.3
null
2
Increase defensive factor exposure
E8012
P7916
2025-01-08
Trust
USD
2,146,722
9.2
1
39.3
Energy:35.9;Consumer:37.0;Industrials:12.9;Materials:14.2
Value:8.0;Growth:18.7;Quality:12.7;Size:20.1;Momentum:22.0;LowVol:18.5
VOO:17.8;BND:17.5;XLF:18.6;VTI:19.1;MUB:18.3;AMZN:8.7
2.1
127
16.5
Bear
22.5
4.47
2.3
140
6
-6:41
39
0.0086
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
23
15
5
null
BrokerD
LMT
90
10
14
-39
18
-7
-9
null
null
Normal monitoring
209
3.2
null
5
Monitor dispersion and breadth
E8013
P5006
2024-12-06
401k
USD
832,418
5.8
1
37.5
Tech:24.8;Comm:22.5;Materials:27.8;Energy:24.8
Value:27.4;Growth:17.0;Quality:11.5;Size:10.5;Momentum:23.0;LowVol:10.6
AAPL:27.4;AMZN:33.9;XLF:38.7
3.9
212
12.1
Sideways
15.3
3.79
2.4
99
49
9:84
78
0.0091
false
true
MaxPos6%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
14
5
Delta:-0.2;Vega:0.07
BrokerC
MKT
96
9
6
-42
65
1
-12
RegimeShift
Hedge
Volatility spike and breadth deterioration
158
3.1
Approved
4
Monitor dispersion and breadth
E8014
P6587
2025-08-29
IRA
USD
1,510,138
6.4
1.18
65.5
Tech:15.5;Comm:26.0;Financials:15.4;Health:20.7;Materials:22.4
Value:10.3;Growth:29.6;Quality:14.1;Size:20.0;Momentum:13.6;LowVol:12.6
BRK.B:19.5;XLF:10.8;VNQ:6.9;IEF:23.7;QQQ:20.1;AMZN:19.0
4.8
250
23.5
Sideways
19.3
4.7
3.1
97
43
31:87
71
0.0089
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
17
-30
6
null
BrokerC
MKT
90
8
7
81
88
-34
2
VAR>budget
Pause
Risk above budget threshold
208
0.8
SuggestedEdits
5
Tax-aware sells next window
E8015
P9618
2024-08-17
Taxable
USD
306,231
8
1
58.8
Energy:24.9;Health:20.9;Financials:38.5;Materials:15.6
Value:23.4;Growth:16.4;Quality:19.0;Size:22.2;Momentum:7.9;LowVol:11.2
VTI:13.3;QQQ:24.0;TSLA:17.8;AMZN:21.9;BND:13.6;XLF:9.5
4.2
95
15.9
Bull
17.5
4.99
2.8
107
89
62:127
91
0.0102
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
32
6
1
null
BrokerD
MKT
94
7
6
-10
103
-52
-5
null
null
Normal monitoring
128
3.8
Approved
3
Tax-aware sells next window
E8016
P3552
2025-01-21
Taxable
USD
1,782,259
8.9
1
48.1
RealEstate:26.7;Industrials:36.6;Materials:36.7
Value:15.1;Growth:17.5;Quality:11.6;Size:13.8;Momentum:18.7;LowVol:23.4
MUB:24.8;HYG:25.8;TSLA:6.3;GLD:29.8;QQQ:13.4
2.1
273
27.7
Volatile
29.6
4.67
4.4
147
16
3:44
46
0.004
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-15
5
null
BrokerA
VWAP
90
10
17
105
215
-34
11
RegimeShift
Reduce
Volatility spike and breadth deterioration
208
1.9
Approved
2
Tighten stops on momentum names
E8017
P1944
2025-09-29
401k
USD
317,481
8.6
1
50.9
Energy:30.2;Consumer:28.1;Comm:41.7
Value:15.3;Growth:20.3;Quality:18.2;Size:20.1;Momentum:14.0;LowVol:12.1
VOO:11.5;AMZN:10.5;AAPL:13.9;GLD:26.4;HYG:10.9;QQQ:26.8
3.9
262
19.9
Volatile
21.8
4.91
4.2
177
-8
-32:14
43
0.014
false
true
MaxPos5%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-12
6
null
BrokerD
MKT
96
6
7
111
212
-35
-19
VAR>budget
Hedge
Risk above budget threshold
140
2.9
null
2
Tighten stops on momentum names
E8018
P1023
2024-10-18
Taxable
USD
866,651
7
1
60.2
Energy:9.9;Industrials:22.3;Comm:12.5;Consumer:28.8;Materials:26.5
Value:9.3;Growth:16.4;Quality:18.0;Size:27.5;Momentum:18.7;LowVol:10.2
VNQ:39.1;BND:15.7;QQQ:45.2
4.7
177
18.3
Bull
17.1
4.38
2.8
113
111
84:145
100
0.0109
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
14
-32
8
null
BrokerB
MKT
92
10
11
40
95
6
1
VAR>budget
Reduce
Risk above budget threshold
165
3
null
4
Tighten stops on momentum names
E8019
P3028
2025-06-10
Taxable
USD
192,062
9.4
1
50.6
Energy:30.5;Consumer:22.0;Utilities:47.5
Value:13.9;Growth:22.5;Quality:10.5;Size:12.5;Momentum:16.7;LowVol:23.9
BND:36.5;BRK.B:27.3;HYG:36.2
3.8
143
7.5
Bull
12.2
4.45
2.2
102
46
6:98
60
0.011
false
false
MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
19
13
1
null
BrokerB
MKT
91
2
4
114
122
-29
22
null
null
Normal monitoring
155
1.6
Approved
5
Increase defensive factor exposure
E8020
P6322
2025-11-27
Trust
USD
656,913
6.3
1
39.6
Tech:13.5;Industrials:29.2;Utilities:31.1;Materials:10.5;RealEstate:15.7
Value:19.1;Growth:18.1;Quality:28.3;Size:10.4;Momentum:12.7;LowVol:11.3
VOO:31.8;BRK.B:11.3;TSLA:28.8;VNQ:9.6;AAPL:18.5
3.8
168
15.2
Bull
15.5
4.2
3.1
83
98
87:141
84
0.008
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-12
-14
9
null
BrokerB
LMT
89
4
1
-48
4
-33
-22
null
null
Normal monitoring
122
3.5
Approved
3
Monitor dispersion and breadth
E8021
P8335
2025-05-04
Roth
USD
314,081
8.8
1
35.5
RealEstate:21.1;Financials:38.4;Materials:40.5
Value:23.9;Growth:16.7;Quality:9.0;Size:18.1;Momentum:8.3;LowVol:24.1
BRK.B:18.9;IEF:21.2;BND:22.7;TLT:25.1;MSFT:12.1
3.2
90
15.9
Volatile
27.9
4.93
2.6
122
-27
-53:12
32
0.0054
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
19
-12
8
null
BrokerA
VWAP
97
6
12
46
131
-3
22
null
null
Normal monitoring
129
3
Approved
5
Tax-aware sells next window
E8022
P3537
2024-09-20
Taxable
USD
309,026
6.3
1
46.7
Utilities:17.9;Consumer:10.7;Tech:32.6;Industrials:38.8
Value:11.4;Growth:20.5;Quality:20.5;Size:14.4;Momentum:20.3;LowVol:12.8
VOO:17.4;AMZN:19.6;AAPL:20.0;TSLA:13.6;GLD:13.4;MUB:16.1
3.8
147
11.1
Sideways
18.4
4.59
3.1
95
-22
-62:9
56
0.0088
false
false
ESGOnly;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
14
-14
1
Delta:-0.23;Vega:0.05
BrokerD
LMT
91
8
8
9
104
-36
40
null
null
Normal monitoring
196
3.6
null
4
Within IPS guidelines
E8023
P1639
2025-09-29
Roth
USD
859,876
16.5
1
68.2
Health:20.9;Tech:26.9;Comm:52.2
Value:11.0;Growth:22.4;Quality:23.5;Size:12.7;Momentum:22.5;LowVol:7.9
AAPL:8.4;VOO:14.4;XLF:8.9;GLD:11.1;BRK.B:37.4;TLT:20.0
4.7
116
15.3
Volatile
30.2
3.88
4.4
121
-28
-68:12
54
0.011
false
false
ESGOnly;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
-15
-26
6
null
BrokerA
MKT
100
3
3
97
61
-54
28
null
null
Normal monitoring
219
2.2
Approved
5
Within IPS guidelines
E8024
P2085
2025-11-13
Trust
USD
782,126
4.3
1.21
46.9
Energy:36.2;Tech:46.9;Utilities:16.9
Value:10.3;Growth:26.8;Quality:19.2;Size:8.3;Momentum:24.3;LowVol:11.1
MSFT:18.7;AAPL:18.4;AMZN:26.3;VNQ:14.4;TLT:22.3
3.1
276
22.5
Volatile
31.6
5
2
144
-51
-84:-29
9
0.0155
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
12
12
Delta:-0.23;Vega:0.07
BrokerC
LMT
93
9
11
51
108
-36
0
RegimeShift
Pause
Volatility spike and breadth deterioration
91
1.2
Approved
5
Within IPS guidelines
E8025
P7613
2025-11-19
401k
USD
169,480
12.7
1
56.6
RealEstate:38.3;Energy:33.4;Tech:28.3
Value:16.1;Growth:18.8;Quality:18.6;Size:12.3;Momentum:17.0;LowVol:17.1
VOO:13.6;TLT:10.9;MSFT:12.1;QQQ:24.8;BND:38.6
1.6
117
15.9
Bull
13.4
3.79
2.8
72
66
51:96
75
0.0093
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
1
-21
1
null
BrokerD
MKT
96
10
18
61
194
-45
9
null
null
Normal monitoring
162
3.4
Approved
4
Within IPS guidelines
E8026
P5317
2025-07-04
IRA
USD
586,255
9.7
1
74.8
Financials:21.1;Comm:20.1;Utilities:24.1;Industrials:34.7
Value:26.5;Growth:15.4;Quality:14.9;Size:13.5;Momentum:13.0;LowVol:16.6
TLT:14.7;IEF:21.9;VNQ:12.7;GLD:50.7
3.8
148
10
Volatile
31.7
3.82
3.9
175
28
-10:49
63
0.0144
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
4
8
10
null
BrokerA
MKT
100
5
3
-39
-36
-7
24
null
null
Normal monitoring
201
3.5
Approved
4
Tax-aware sells next window
E8027
P9867
2025-04-29
Taxable
USD
1,495,704
5.2
1
35.8
Health:50.5;Industrials:22.4;Consumer:27.1
Value:23.7;Growth:23.6;Quality:13.3;Size:12.9;Momentum:18.0;LowVol:8.5
HYG:16.0;BND:14.4;MSFT:18.6;MUB:50.9
1.9
136
17.2
Volatile
29.8
4.64
3.8
179
43
19:83
57
0.0129
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
15
14
5
null
BrokerD
MKT
91
11
12
46
147
-4
-22
null
null
Normal monitoring
96
2.6
Approved
4
Increase defensive factor exposure
E8028
P3151
2025-04-21
Roth
USD
541,517
5.1
1
66
Consumer:31.2;Industrials:16.7;Comm:33.2;Health:18.9
Value:11.5;Growth:12.5;Quality:19.3;Size:14.6;Momentum:20.3;LowVol:21.8
BRK.B:19.5;XLF:54.9;AMZN:25.6
2.8
150
7.2
Bull
13.7
4.18
3
104
3
-23:49
68
0.0088
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-34
10
null
BrokerA
VWAP
92
2
0
91
73
-53
-23
null
null
Normal monitoring
205
2.1
Approved
3
Tax-aware sells next window
E8029
P7363
2024-10-07
Roth
USD
821,180
7.4
1
43.3
Industrials:18.1;Tech:22.8;RealEstate:27.9;Health:20.1;Comm:11.1
Value:7.9;Growth:22.6;Quality:8.1;Size:24.2;Momentum:16.3;LowVol:21.0
GLD:16.7;AAPL:61.0;XLF:22.3
1.8
113
9.8
Volatile
30.7
5.16
2.6
159
43
17:59
64
0.0131
false
false
MaxPos8%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
-9
-2
7
null
BrokerB
MKT
98
10
11
43
63
9
33
null
null
Normal monitoring
169
1.6
null
5
Monitor dispersion and breadth
E8030
P7644
2025-04-24
Trust
USD
1,904,677
9.8
1.16
66.5
RealEstate:37.2;Comm:17.4;Energy:15.0;Health:30.4
Value:10.9;Growth:18.2;Quality:22.6;Size:25.0;Momentum:12.5;LowVol:10.8
HYG:45.1;VOO:23.1;MUB:31.9
3.3
182
18.7
Volatile
22.9
4.36
2.1
123
1
-37:42
36
0.0183
false
true
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-20
3
null
BrokerD
MKT
89
8
8
110
85
20
24
RegimeShift
Reduce
Volatility spike and breadth deterioration
97
3
null
2
Tighten stops on momentum names
E8031
P0222
2024-09-29
Roth
USD
177,330
10.3
1
74.7
Comm:18.8;RealEstate:26.3;Industrials:54.9
Value:20.9;Growth:24.5;Quality:10.5;Size:21.3;Momentum:14.6;LowVol:8.3
VOO:6.3;AAPL:29.7;VTI:19.1;HYG:22.4;MUB:22.5
1.6
120
11.1
Bull
16.7
4.03
2.7
82
42
16:88
60
0.0165
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
11
-5
8
null
BrokerA
MKT
96
5
5
-58
-10
4
-2
null
null
Normal monitoring
91
3.7
Approved
3
Tax-aware sells next window
E8032
P8288
2025-02-08
Roth
USD
772,141
17.8
1
48.3
Industrials:29.8;RealEstate:37.1;Health:33.0
Value:16.7;Growth:11.5;Quality:20.4;Size:20.4;Momentum:18.9;LowVol:12.1
GLD:18.8;AMZN:14.0;MSFT:11.8;VOO:27.1;MUB:17.6;VTI:10.7
4.8
163
13.8
Bear
24.7
3.08
2.8
216
-108
-141:-84
5
0.0058
false
false
MaxPos7%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
33
8
1
null
BrokerA
LMT
93
2
9
37
148
-40
30
null
null
Normal monitoring
125
1.4
Approved
3
Monitor dispersion and breadth
E8033
P7394
2025-10-02
Taxable
USD
572,658
11.3
1
46.1
Industrials:30.9;RealEstate:17.7;Financials:23.3;Consumer:28.1
Value:11.6;Growth:22.9;Quality:19.6;Size:10.2;Momentum:16.8;LowVol:19.0
VOO:37.6;HYG:11.1;VTI:51.2
3.3
120
13.5
Volatile
22.8
4.18
3.2
143
67
41:98
100
0.0186
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
30
2
2
null
BrokerB
LMT
91
12
12
56
48
-2
-25
null
null
Normal monitoring
193
1.3
Approved
5
Within IPS guidelines
E8034
P0125
2024-07-22
Taxable
USD
479,588
7.5
1
36.1
Health:29.5;Comm:50.9;Consumer:19.7
Value:20.4;Growth:17.4;Quality:17.9;Size:14.8;Momentum:13.3;LowVol:16.2
VNQ:32.7;BRK.B:29.8;QQQ:37.5
2.2
129
8
Sideways
20.9
4.99
2.3
128
3
-8:43
60
0.0078
false
false
MaxPos6%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-5
-36
5
null
BrokerC
MKT
89
6
9
83
105
-8
-3
null
null
Normal monitoring
126
2.8
null
5
Tax-aware sells next window
E8035
P2284
2025-01-07
401k
USD
1,520,099
8.7
1.14
75
Consumer:25.4;Energy:15.3;Tech:13.7;Industrials:20.1;Financials:25.6
Value:8.7;Growth:11.9;Quality:26.5;Size:29.1;Momentum:13.0;LowVol:10.8
BRK.B:13.9;HYG:32.8;VOO:35.4;AMZN:17.9
5.6
188
23.3
Volatile
29.4
3.87
3.8
157
-32
-70:19
47
0.0152
false
false
MaxPos5%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
14
-32
11
null
BrokerA
LMT
98
12
12
-3
26
-6
40
null
null
Normal monitoring
105
3.1
Approved
5
Monitor dispersion and breadth
E8036
P6766
2024-11-06
IRA
USD
848,574
10.1
1
46.6
Comm:34.2;Industrials:30.7;Utilities:20.9;Health:14.1
Value:10.2;Growth:16.8;Quality:20.9;Size:13.3;Momentum:26.3;LowVol:12.6
BND:11.5;XLF:26.2;QQQ:35.8;TSLA:26.5
4.1
163
9
Bull
15.2
3.53
3
80
18
-1:56
41
0.0078
false
false
MaxPos7%;MaxSector25%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
26
-5
6
null
BrokerB
LMT
88
10
11
90
190
20
-2
null
null
Normal monitoring
94
3
null
3
Within IPS guidelines
E8037
P8024
2025-11-27
Roth
USD
874,313
7.9
1.21
60
Comm:24.7;RealEstate:41.3;Utilities:33.9
Value:20.7;Growth:11.0;Quality:11.0;Size:12.4;Momentum:25.2;LowVol:19.7
IEF:20.4;GLD:26.1;MUB:12.3;VNQ:26.9;VOO:14.3
4
134
21.4
Bear
27.4
3.43
2.6
190
31
20:64
61
0.0096
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
-9
-5
10
null
BrokerB
LMT
98
10
14
-59
30
-5
-6
null
null
Normal monitoring
196
3.2
Approved
3
Tighten stops on momentum names
E8038
P8962
2024-09-17
401k
USD
798,222
5
1
53.7
Tech:31.5;RealEstate:23.7;Comm:44.8
Value:23.7;Growth:11.6;Quality:9.9;Size:13.9;Momentum:28.4;LowVol:12.5
QQQ:23.9;HYG:20.7;BND:18.2;MUB:19.4;VOO:17.9
3.5
97
12.5
Bull
12
3.76
2.7
78
25
-7:66
69
0.0138
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
15
-21
11
null
BrokerB
LMT
99
1
9
75
76
15
-5
null
null
Normal monitoring
104
3.7
null
4
Tax-aware sells next window
E8039
P9430
2024-10-14
Roth
USD
1,612,177
6.5
1
59.5
Comm:23.0;Consumer:19.4;RealEstate:23.4;Health:17.3;Materials:17.0
Value:11.9;Growth:22.6;Quality:20.8;Size:16.6;Momentum:7.3;LowVol:20.8
AMZN:20.5;MUB:24.4;AAPL:17.7;VNQ:18.4;VOO:19.0
6.7
279
16.2
Volatile
29.4
4.97
2.1
119
-38
-72:-11
20
0.0152
true
true
MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
-14
6
Delta:-0.13;Vega:0.05
BrokerC
MKT
92
12
13
-5
-35
-27
-10
Drift>tolerance
Reduce
Allocation drift beyond policy bands
139
2.4
Approved
2
Tax-aware sells next window
E8040
P7001
2024-08-25
Trust
USD
771,272
4.5
1.17
40.4
RealEstate:40.2;Consumer:41.3;Materials:18.4
Value:15.0;Growth:7.4;Quality:16.8;Size:19.7;Momentum:23.5;LowVol:17.6
TLT:23.6;MUB:58.7;AMZN:17.7
3.5
275
14
Volatile
31.4
4.67
4.3
141
-39
-70:-13
15
0.0095
false
true
MaxPos5%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
11
5
6
null
BrokerA
LMT
90
5
4
19
73
-32
20
RegimeShift
Reduce
Volatility spike and breadth deterioration
109
3
Approved
2
Tighten stops on momentum names
E8041
P6893
2025-04-13
Trust
USD
1,246,083
9.6
1
71
Energy:28.8;Health:33.6;Comm:12.9;Consumer:24.7
Value:12.7;Growth:18.3;Quality:9.2;Size:17.1;Momentum:20.1;LowVol:22.6
MUB:15.6;TLT:36.9;XLF:14.3;TSLA:33.3
1.9
217
17.7
Volatile
24.4
4.52
4.2
159
-10
-20:9
52
0.0057
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-31
9
Delta:-0.21;Vega:0.02
BrokerD
LMT
94
12
16
-14
53
-49
39
VAR>budget
Hedge
Risk above budget threshold
180
3.4
null
2
Tax-aware sells next window
E8042
P1490
2025-08-29
Taxable
USD
769,128
16.6
1
54.5
Materials:43.1;Energy:24.0;Financials:32.8
Value:19.0;Growth:16.9;Quality:17.2;Size:27.4;Momentum:9.4;LowVol:10.0
VOO:11.7;QQQ:20.5;AAPL:15.2;MUB:24.5;TLT:8.2;MSFT:20.0
1
108
10.6
Bull
16.3
4.55
2.2
77
82
53:137
86
0.0128
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
15
-7
6
null
BrokerA
LMT
0
0
0
-48
18
-25
9
null
null
Normal monitoring
170
3.1
null
4
Tax-aware sells next window
E8043
P2978
2024-12-27
Roth
USD
1,216,023
7.7
1
43.3
Industrials:10.0;Comm:15.7;Energy:31.6;Health:25.3;Financials:17.4
Value:16.7;Growth:8.4;Quality:21.7;Size:17.0;Momentum:13.6;LowVol:22.6
BRK.B:11.9;MUB:35.5;VTI:10.3;GLD:42.3
2.9
127
15.7
Bear
27.1
3.87
1.3
142
-36
-65:-9
40
0.0114
false
false
null
null
null
NoAction
Within policy bands; defer
-13
-23
3
null
BrokerC
LMT
0
0
0
-37
3
-22
23
null
null
Normal monitoring
92
2.9
Approved
4
Within IPS guidelines
E8044
P9400
2025-10-31
Taxable
USD
177,490
16.7
1
35.8
Health:21.4;RealEstate:34.8;Consumer:43.7
Value:20.9;Growth:9.2;Quality:13.7;Size:22.4;Momentum:11.5;LowVol:22.2
AMZN:19.9;HYG:12.0;TLT:17.9;MSFT:14.5;VOO:9.3;VNQ:26.4
3.4
100
9.7
Sideways
20.9
4.19
2.2
119
5
-6:29
38
0.0132
false
false
null
null
null
NoAction
Within policy bands; defer
-11
-5
1
null
BrokerD
LMT
0
0
0
7
-26
-23
-16
null
null
Normal monitoring
171
2.1
Approved
5
Increase defensive factor exposure
E8045
P1894
2025-08-30
Trust
USD
732,510
11.6
1
74.6
Materials:27.0;RealEstate:25.6;Utilities:27.6;Comm:9.8;Energy:10.0
Value:9.2;Growth:18.9;Quality:16.1;Size:11.8;Momentum:28.5;LowVol:15.4
MUB:8.4;AMZN:39.6;IEF:13.9;XLF:38.2
3.5
154
8.3
Bull
16.2
4.28
3.1
75
72
59:97
100
0.0124
false
false
MaxPos5%;MaxSector35%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
5
-21
1
null
BrokerA
MKT
97
9
14
12
133
-6
-23
null
null
Normal monitoring
167
2.9
Approved
4
Tax-aware sells next window
E8046
P7061
2025-10-24
Trust
USD
580,739
5.6
1
36.5
Consumer:18.7;Materials:21.2;Utilities:19.7;Energy:26.9;RealEstate:13.4
Value:20.8;Growth:9.7;Quality:17.4;Size:9.5;Momentum:24.1;LowVol:18.5
QQQ:14.4;VTI:13.1;MSFT:13.3;TLT:17.6;MUB:18.5;BND:23.0
1.9
161
12.8
Bull
12.9
4.15
2.3
111
2
-31:28
35
0.015
false
false
MaxPos6%;MaxSector30%
null
VarNear
NoAction
Within policy bands; defer
34
-6
10
null
BrokerA
MKT
0
0
0
81
104
-9
-17
null
null
Normal monitoring
117
3.4
Approved
5
Monitor dispersion and breadth
E8047
P3027
2025-11-25
Taxable
USD
788,628
7.6
1.15
54.3
Consumer:16.4;Energy:17.0;Tech:17.8;Comm:48.8
Value:13.8;Growth:12.7;Quality:27.2;Size:14.9;Momentum:16.5;LowVol:14.9
IEF:13.0;TLT:11.2;GLD:21.8;VTI:22.7;MUB:31.3
5.3
229
17.4
Volatile
23.5
4.82
4.1
140
43
28:95
64
0.0074
false
true
MaxPos5%;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-30
3
null
BrokerA
MKT
100
8
6
34
10
-27
-9
RegimeShift
Reduce
Volatility spike and breadth deterioration
186
2.5
null
5
Tighten stops on momentum names
E8048
P5216
2025-08-02
401k
USD
493,397
8.8
1
44.2
Health:40.1;Energy:44.3;Financials:15.7
Value:11.3;Growth:33.0;Quality:18.8;Size:11.2;Momentum:12.1;LowVol:13.6
AAPL:28.1;AMZN:6.7;XLF:19.4;HYG:6.1;VTI:18.5;BRK.B:21.2
4.8
127
11.8
Bear
24.5
3.68
2.8
165
-85
-123:-30
5
0.0193
false
false
MaxPos8%;MaxSector25%
null
DriftNear
Sell
Trim extended winner -1.0%
25
13
10
null
BrokerA
MKT
97
1
0
23
100
-45
-25
null
null
Normal monitoring
122
3.4
null
5
Increase defensive factor exposure
E8049
P7306
2025-11-19
401k
USD
1,030,196
5.1
1.16
43
Health:44.0;RealEstate:37.9;Utilities:18.0
Value:22.4;Growth:13.6;Quality:16.4;Size:21.9;Momentum:9.6;LowVol:16.0
HYG:13.3;MUB:20.9;VNQ:19.3;MSFT:8.6;TSLA:21.0;IEF:17.0
5.9
190
17.5
Volatile
23.1
5.14
4.1
146
17
-1:49
44
0.006
false
true
MaxPos5%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
31
7
9
null
BrokerA
LMT
99
7
9
4
21
-47
-18
VAR>budget
Hedge
Risk above budget threshold
151
2
Approved
4
Tighten stops on momentum names
E8050
P0460
2025-12-15
Taxable
USD
734,391
15.9
1
46.1
Utilities:29.5;Consumer:34.3;Comm:36.2
Value:10.8;Growth:12.6;Quality:25.8;Size:21.2;Momentum:17.9;LowVol:11.8
BRK.B:30.9;VTI:29.6;IEF:39.5
3.4
111
9.2
Bull
17.7
3.72
2.3
93
120
84:175
100
0.0062
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
NoAction
Within policy bands; defer
-5
5
9
null
BrokerD
LMT
0
0
0
78
126
-53
-21
null
null
Normal monitoring
167
1.1
null
4
Tighten stops on momentum names
E8051
P8436
2025-06-09
Roth
USD
1,120,866
5.5
1
52.3
Tech:26.3;Energy:43.5;Financials:30.3
Value:21.7;Growth:14.9;Quality:10.5;Size:19.7;Momentum:18.3;LowVol:14.9
GLD:16.1;MUB:37.4;VTI:15.1;VOO:31.3
3
191
13.7
Bear
23.6
3.44
1.8
214
-83
-115:-65
25
0.0082
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
9
5
null
BrokerB
LMT
93
11
14
43
20
12
-19
RegimeShift
TightenStops
Volatility spike and breadth deterioration
196
3.2
SuggestedEdits
5
Tax-aware sells next window
E8052
P5362
2025-10-16
IRA
USD
630,457
7.3
1
42.9
Tech:24.6;Consumer:17.3;Materials:28.5;Industrials:18.9;RealEstate:10.7
Value:20.6;Growth:20.0;Quality:14.3;Size:19.5;Momentum:16.3;LowVol:9.2
MUB:27.5;IEF:33.4;BRK.B:39.1
1.8
131
20.3
Bear
34.7
3.68
2.5
131
-29
-40:24
40
0.0159
false
false
ESGOnly;MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
11
-35
3
null
BrokerB
MKT
97
5
7
-38
74
-12
-20
null
null
Normal monitoring
115
2
Approved
3
Tax-aware sells next window
E8053
P3884
2025-09-26
401k
USD
719,705
7.3
1
52.3
Energy:29.2;Materials:15.7;Tech:18.5;Health:36.7
Value:16.3;Growth:22.0;Quality:13.9;Size:9.2;Momentum:22.3;LowVol:16.3
MSFT:37.4;VTI:42.8;MUB:19.9
3.7
132
14.1
Volatile
23.1
3.96
4.1
127
-45
-72:1
15
0.0132
false
false
MaxPos6%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
20
14
7
null
BrokerA
MKT
93
9
10
-22
45
-21
14
null
null
Normal monitoring
116
3.8
Approved
4
Increase defensive factor exposure
E8054
P3036
2025-09-06
Trust
USD
665,410
16.8
1
44.1
Tech:16.8;Materials:9.8;Consumer:22.0;Health:26.8;RealEstate:24.7
Value:27.5;Growth:20.7;Quality:9.7;Size:8.6;Momentum:9.4;LowVol:24.2
VTI:11.4;AMZN:47.4;BRK.B:41.2
3.4
163
9.2
Bull
13.8
4.26
2.4
79
24
-10:54
44
0.0199
false
false
ESGOnly
null
VarNear
NoAction
Within policy bands; defer
2
6
11
null
BrokerC
MKT
0
0
0
82
72
-5
3
null
null
Normal monitoring
93
1.3
Approved
4
Tax-aware sells next window
E8055
P8618
2025-06-30
Trust
USD
1,284,586
7.3
1
55.6
Financials:32.3;Health:27.0;Tech:40.7
Value:20.5;Growth:17.9;Quality:8.5;Size:18.6;Momentum:19.7;LowVol:14.8
VOO:36.5;BND:30.9;HYG:32.5
2.8
217
21.9
Bull
14.7
3.51
2.9
105
119
85:160
97
0.0052
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
2
-15
3
Delta:-0.09;Vega:0.02
BrokerA
LMT
92
10
17
-47
-31
-57
-14
VAR>budget
Reduce
Risk above budget threshold
153
1.3
SuggestedEdits
5
Monitor dispersion and breadth
E8056
P3547
2025-08-10
IRA
USD
237,028
7.6
1
56
Consumer:20.0;Utilities:17.6;Financials:25.4;RealEstate:18.9;Health:18.1
Value:7.2;Growth:22.1;Quality:13.2;Size:23.4;Momentum:17.7;LowVol:16.5
BRK.B:14.2;XLF:8.5;TSLA:26.1;BND:32.7;MUB:18.6
4.2
93
8.1
Volatile
24.1
4.07
2
176
74
40:122
77
0.0117
false
false
MaxPos5%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-3
-11
1
null
BrokerB
LMT
90
9
13
-45
-75
-23
9
null
null
Normal monitoring
105
2.6
Approved
4
Tighten stops on momentum names
E8057
P5838
2025-04-03
Trust
USD
1,905,773
7.9
1.08
54.5
Consumer:11.5;Financials:32.3;Utilities:33.9;Energy:22.3
Value:17.6;Growth:8.9;Quality:21.5;Size:17.4;Momentum:11.2;LowVol:23.5
BND:37.8;HYG:13.6;QQQ:48.6
3.2
140
16.9
Volatile
23.4
5.2
3.1
111
-18
-29:33
34
0.0162
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
1
-38
6
Delta:-0.1;Vega:0.03
BrokerA
MKT
100
5
10
68
36
-22
40
null
null
Normal monitoring
190
2
null
3
Increase defensive factor exposure
E8058
P9813
2025-06-23
IRA
USD
1,603,255
5.8
1.12
37.7
Comm:33.0;Energy:18.5;Tech:25.3;Health:23.2
Value:21.6;Growth:12.5;Quality:16.3;Size:23.0;Momentum:13.9;LowVol:12.8
VNQ:9.9;HYG:20.4;VTI:23.3;TLT:8.8;TSLA:20.6;MUB:17.0
2.9
163
17.3
Bull
12.2
4.98
2.1
115
6
-11:42
69
0.0053
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-4
2
null
BrokerD
MKT
92
2
6
-50
-18
12
-1
null
null
Normal monitoring
208
1.5
null
5
Monitor dispersion and breadth
E8059
P6839
2025-11-18
Roth
USD
455,138
15.4
1
49.2
Comm:28.1;Consumer:38.1;RealEstate:33.7
Value:16.4;Growth:13.0;Quality:21.9;Size:18.6;Momentum:11.1;LowVol:19.0
VTI:26.1;QQQ:8.5;MUB:10.7;AMZN:20.0;VNQ:26.5;MSFT:8.2
4.6
154
9.1
Bull
16.6
3.62
3.4
71
58
24:74
78
0.0197
false
false
MaxPos7%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
1
-14
12
null
BrokerA
LMT
93
2
7
-33
55
-12
-25
null
null
Normal monitoring
93
2.3
Approved
4
Tax-aware sells next window
E8060
P0527
2025-10-21
IRA
USD
777,261
5.1
1
66.2
Financials:22.2;RealEstate:25.9;Consumer:25.5;Energy:13.5;Comm:12.9
Value:19.0;Growth:18.4;Quality:9.2;Size:22.9;Momentum:11.7;LowVol:18.7
VTI:21.8;AMZN:41.2;QQQ:37.0
4.4
154
20.3
Volatile
31
5.39
3.3
173
-46
-70:-16
19
0.0169
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
17
-29
12
null
BrokerA
MKT
89
8
6
1
-7
3
13
null
null
Normal monitoring
185
2
null
3
Tax-aware sells next window
E8061
P8493
2025-09-10
IRA
USD
765,728
11.8
1
56.4
Tech:19.5;Health:28.5;Utilities:9.0;Financials:15.8;Comm:27.3
Value:15.7;Growth:10.9;Quality:23.5;Size:18.4;Momentum:14.8;LowVol:16.6
XLF:40.4;QQQ:38.1;MUB:21.4
3.5
135
10.4
Volatile
31
4.32
3.7
122
39
6:77
51
0.0089
false
false
MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
20
12
3
null
BrokerD
MKT
89
8
5
24
25
5
21
null
null
Normal monitoring
113
1.4
null
3
Monitor dispersion and breadth
E8062
P3431
2025-03-20
Trust
USD
1,245,977
5.6
1
35.8
Energy:21.9;Tech:25.1;RealEstate:16.4;Financials:15.9;Industrials:20.7
Value:13.6;Growth:15.9;Quality:18.5;Size:9.8;Momentum:21.7;LowVol:20.5
QQQ:53.8;IEF:16.2;TSLA:30.0
2.7
241
18
Volatile
23.6
4.04
2.3
166
-21
-44:28
26
0.0192
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-26
8
null
BrokerB
MKT
94
9
14
-35
101
9
5
RegimeShift
TightenStops
Volatility spike and breadth deterioration
120
0.9
Approved
4
Tax-aware sells next window
E8063
P2706
2025-11-25
Taxable
USD
836,995
8.7
1
57.6
Utilities:34.8;Materials:30.8;Financials:34.5
Value:18.2;Growth:11.3;Quality:21.3;Size:10.7;Momentum:21.3;LowVol:17.0
AAPL:22.9;HYG:41.8;GLD:35.3
4.6
151
8.5
Volatile
23.2
5.47
4
161
4
-16:51
44
0.0164
false
false
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-6
6
12
null
BrokerA
MKT
91
4
3
-50
61
-28
-10
null
null
Normal monitoring
183
2.8
Approved
4
Tax-aware sells next window
E8064
P9298
2024-11-02
Taxable
USD
555,060
9.1
1
53.9
RealEstate:29.3;Energy:44.4;Comm:26.3
Value:27.0;Growth:8.8;Quality:11.2;Size:24.4;Momentum:17.5;LowVol:11.1
MUB:25.5;MSFT:21.0;IEF:22.9;BND:30.6
5.1
191
14
Volatile
24.2
3.8
2.5
129
23
10:67
70
0.0098
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
21
-23
2
Delta:-0.09;Vega:0.04
BrokerB
VWAP
99
10
13
96
100
5
2
RegimeShift
Pause
Volatility spike and breadth deterioration
161
3.4
SuggestedEdits
4
Monitor dispersion and breadth
E8065
P1729
2025-08-29
401k
USD
205,747
6.8
1
71
RealEstate:17.7;Financials:46.6;Materials:21.9;Energy:13.8
Value:15.8;Growth:18.2;Quality:14.6;Size:12.8;Momentum:21.4;LowVol:17.3
MUB:20.5;AMZN:13.3;AAPL:21.9;BND:14.0;TSLA:7.9;BRK.B:22.3
3.3
127
10.7
Bull
11.2
3.74
2.3
98
14
-14:64
59
0.0091
false
false
MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
14
-22
1
null
BrokerB
MKT
99
5
3
-44
-45
-18
30
null
null
Normal monitoring
161
3.1
null
3
Tax-aware sells next window
E8066
P4745
2025-03-11
401k
USD
171,349
7.3
1
51.6
Materials:27.8;Financials:37.0;Utilities:35.2
Value:24.0;Growth:15.6;Quality:21.4;Size:8.8;Momentum:8.9;LowVol:21.3
MSFT:37.1;MUB:32.2;BND:30.7
1.5
169
11.9
Bull
15.4
4.89
2.1
94
84
69:112
87
0.0166
false
false
MaxPos6%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
5
3
Delta:-0.11;Vega:0.03
BrokerB
MKT
97
11
16
5
36
-21
33
null
null
Normal monitoring
150
2.5
Approved
3
Monitor dispersion and breadth
E8067
P2573
2025-11-28
Taxable
USD
647,025
7.7
1
57.7
Comm:36.0;Materials:33.0;Consumer:31.0
Value:24.8;Growth:14.1;Quality:20.2;Size:10.2;Momentum:14.0;LowVol:16.8
IEF:24.7;MUB:14.9;AMZN:30.2;BRK.B:21.9;VTI:8.3
2.6
196
23.8
Volatile
26.5
4.93
3.4
131
53
27:69
62
0.0061
false
false
MaxPos8%;MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
15
-11
9
null
BrokerB
MKT
93
6
11
119
154
-16
-23
null
null
Normal monitoring
133
1.9
Approved
5
Within IPS guidelines
E8068
P4614
2025-07-22
401k
USD
476,163
10.9
1
41.5
Health:10.2;RealEstate:12.5;Industrials:28.7;Comm:17.7;Tech:30.9
Value:20.9;Growth:12.5;Quality:18.8;Size:13.5;Momentum:18.7;LowVol:15.7
MSFT:25.7;HYG:15.6;VTI:12.0;VOO:29.2;IEF:17.5
2.2
164
8.6
Volatile
22.1
3.56
3.2
165
34
5:62
71
0.0182
false
false
MaxPos5%
null
VarNear
NoAction
Within policy bands; defer
30
-35
8
null
BrokerB
MKT
0
0
0
99
217
-22
-22
null
null
Normal monitoring
166
2.3
Approved
4
Tighten stops on momentum names
E8069
P8919
2025-03-05
401k
USD
391,222
5.7
1
50.2
Energy:40.2;Comm:17.7;Financials:17.7;Health:24.4
Value:18.3;Growth:18.6;Quality:17.1;Size:15.8;Momentum:21.1;LowVol:9.2
AMZN:17.0;VNQ:41.9;IEF:24.9;GLD:16.2
2.6
142
10.1
Volatile
25.3
4.01
4.1
140
61
46:77
63
0.0085
false
false
MaxPos8%;MaxSector35%
null
null
NoAction
Within policy bands; defer
-15
7
1
null
BrokerA
VWAP
0
0
0
101
101
-18
36
null
null
Normal monitoring
160
1.3
Approved
5
Tighten stops on momentum names
E8070
P0614
2025-06-10
Roth
USD
326,604
10.9
1
40.1
Financials:24.2;Comm:24.0;Consumer:15.8;Industrials:17.0;Utilities:18.9
Value:14.4;Growth:20.4;Quality:13.9;Size:15.8;Momentum:17.9;LowVol:17.7
VOO:20.9;AMZN:21.6;BND:32.6;VNQ:24.9
4.6
135
7.7
Volatile
21.5
4.53
2.9
143
10
-12:52
71
0.0121
false
false
MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
-15
-28
9
null
BrokerD
LMT
96
9
11
-13
76
-20
29
null
null
Normal monitoring
107
1.8
Approved
3
Increase defensive factor exposure
E8071
P9445
2025-02-28
Taxable
USD
623,460
8.3
1
59.8
Utilities:32.0;Industrials:27.7;Comm:40.3
Value:7.7;Growth:22.5;Quality:13.9;Size:24.5;Momentum:19.2;LowVol:12.1
MSFT:14.6;QQQ:16.1;VNQ:10.6;VTI:18.0;IEF:20.7;MUB:19.9
3.3
139
8.7
Volatile
29.6
4.58
3.5
122
18
-16:46
45
0.0085
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-12
12
null
BrokerD
MKT
98
12
19
18
134
-39
3
null
null
Normal monitoring
214
2.2
Approved
4
Tax-aware sells next window
E8072
P8878
2025-10-10
Roth
USD
799,733
6.9
1.13
71
Materials:28.4;Comm:17.7;RealEstate:19.4;Industrials:14.1;Tech:20.4
Value:18.8;Growth:12.4;Quality:13.8;Size:23.0;Momentum:21.6;LowVol:10.4
AMZN:23.8;TLT:56.3;BND:19.9
6.2
222
15.7
Volatile
21.5
3.86
3.8
164
-19
-39:33
54
0.0033
true
true
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
21
-26
1
null
BrokerD
LMT
89
8
5
-28
88
-54
0
VAR>budget
Hedge
Risk above budget threshold
196
1.1
SuggestedEdits
3
Monitor dispersion and breadth
E8073
P3077
2024-11-04
Roth
USD
788,595
8.8
1
54.8
Financials:37.1;Health:36.0;RealEstate:13.5;Industrials:13.4
Value:14.5;Growth:19.8;Quality:14.9;Size:15.8;Momentum:24.5;LowVol:10.6
MUB:18.1;QQQ:23.0;XLF:43.6;AMZN:15.3
4.4
153
12.5
Volatile
28.6
3.55
3.8
178
-60
-87:-14
37
0.0179
false
false
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-2
4
null
BrokerC
LMT
97
1
3
-22
51
-58
30
null
null
Normal monitoring
103
1.4
Approved
4
Tighten stops on momentum names
E8074
P0830
2024-09-22
401k
USD
1,622,068
3.1
1.14
40.4
Materials:47.3;Consumer:15.5;Health:37.2
Value:18.9;Growth:15.8;Quality:21.1;Size:16.1;Momentum:13.7;LowVol:14.3
VOO:8.5;VTI:14.0;BRK.B:11.2;BND:31.8;VNQ:34.5
5.1
277
18.8
Bull
17.3
3.67
2
116
83
71:137
100
0.0034
false
true
MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
32
10
2
null
BrokerB
MKT
90
9
6
110
201
11
28
VAR>budget
Pause
Risk above budget threshold
186
1.8
SuggestedEdits
2
Monitor dispersion and breadth
E8075
P9385
2025-08-05
IRA
USD
869,701
5.7
1
70.4
Consumer:18.4;RealEstate:40.6;Industrials:40.9
Value:12.7;Growth:17.5;Quality:9.6;Size:11.8;Momentum:17.3;LowVol:31.1
GLD:29.2;HYG:11.3;VNQ:22.3;TLT:25.7;VOO:11.5
3.2
179
27.8
Bear
24.1
4.28
1.4
148
-51
-85:-18
29
0.0113
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
5
15
10
null
BrokerB
VWAP
100
12
14
88
72
-49
4
null
null
Normal monitoring
155
2
Approved
5
Within IPS guidelines
E8076
P0443
2025-09-22
Trust
USD
2,324,330
5.8
1
53.6
RealEstate:17.5;Utilities:36.8;Materials:45.7
Value:18.6;Growth:21.9;Quality:20.1;Size:8.5;Momentum:16.3;LowVol:14.5
BND:31.1;VOO:51.2;GLD:17.7
2.9
201
20.3
Volatile
22.7
5.46
3.5
160
17
-1:57
60
0.0143
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
6
11
null
BrokerD
LMT
97
9
12
-31
32
-2
-13
VAR>budget
Pause
Risk above budget threshold
98
1.4
Approved
4
Within IPS guidelines
E8077
P8397
2024-08-19
IRA
USD
837,504
9.9
1
53.9
Tech:9.0;Comm:21.0;RealEstate:22.3;Financials:28.4;Consumer:19.3
Value:9.0;Growth:8.8;Quality:20.3;Size:8.7;Momentum:26.1;LowVol:27.1
IEF:24.4;HYG:27.8;TSLA:10.1;BND:17.4;VOO:20.2
3.6
182
15.4
Bull
13.8
4.48
2.3
116
113
93:146
97
0.0161
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
3
-32
8
null
BrokerD
LMT
95
11
8
-18
-45
-23
14
RegimeShift
Hedge
Volatility spike and breadth deterioration
199
2.6
SuggestedEdits
5
Increase defensive factor exposure
E8078
P9620
2025-02-09
401k
USD
1,378,942
7.2
1
54.4
Industrials:9.7;Consumer:30.1;Energy:13.6;Comm:19.9;Tech:26.7
Value:14.9;Growth:13.8;Quality:20.4;Size:15.4;Momentum:14.4;LowVol:21.2
IEF:33.2;VOO:20.6;XLF:30.4;MUB:15.8
3.9
204
17.6
Bull
15.8
4.97
2.2
98
102
88:117
95
0.0184
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
11
4
Delta:-0.15;Vega:0.08
BrokerC
MKT
97
9
17
79
49
-9
6
VAR>budget
Hedge
Risk above budget threshold
165
3
Approved
3
Tighten stops on momentum names
E8079
P8391
2025-08-07
Trust
USD
418,446
10.6
1
72.1
RealEstate:34.5;Comm:21.7;Materials:21.9;Energy:22.0
Value:17.9;Growth:14.0;Quality:16.1;Size:23.9;Momentum:10.0;LowVol:18.0
AAPL:16.5;MSFT:19.0;TSLA:31.4;XLF:33.1
4.1
91
8.2
Bear
29.7
3.4
1.4
165
16
2:55
61
0.0152
false
false
NoMargin
null
DriftNear
NoAction
Within policy bands; defer
21
-40
10
null
BrokerA
VWAP
0
0
0
-54
-1
-10
-14
null
null
Normal monitoring
97
1.7
null
3
Within IPS guidelines
E8080
P4001
2025-03-17
401k
USD
707,322
14.8
1
70
Financials:24.4;Tech:19.4;Health:23.0;Comm:12.9;Industrials:20.3
Value:27.4;Growth:11.4;Quality:26.5;Size:9.0;Momentum:13.6;LowVol:12.2
VNQ:19.7;AMZN:24.4;XLF:24.5;BND:16.1;IEF:15.2
1.7
113
14.5
Volatile
25.9
4.58
2.4
155
-15
-45:35
51
0.0198
false
false
MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
35
-2
6
Delta:-0.08;Vega:0.09
BrokerC
LMT
88
4
1
-14
29
0
26
null
null
Normal monitoring
219
1.6
Approved
4
Within IPS guidelines
E8081
P5706
2024-07-14
IRA
USD
409,024
6.2
1
42.2
Financials:23.5;Energy:25.1;Utilities:31.6;Industrials:19.8
Value:22.8;Growth:16.2;Quality:9.2;Size:21.2;Momentum:19.0;LowVol:11.5
AMZN:26.2;VNQ:40.7;XLF:33.1
1.2
122
8.2
Volatile
26.4
4.64
4.3
154
-13
-23:27
27
0.0066
false
false
MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
29
-24
4
null
BrokerC
VWAP
88
11
11
-56
65
-48
24
null
null
Normal monitoring
168
1.1
Approved
4
Tighten stops on momentum names
E8082
P8113
2025-11-23
Roth
USD
542,135
5.9
1
70.8
Financials:35.6;Health:18.8;Tech:31.2;Materials:14.3
Value:25.8;Growth:18.6;Quality:12.8;Size:17.4;Momentum:9.2;LowVol:16.1
VNQ:31.5;AMZN:11.7;MSFT:20.0;IEF:29.7;TLT:7.2
5.9
178
18.2
Bull
13.2
3.67
3
88
58
38:93
83
0.0052
false
false
MaxPos6%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
20
-4
8
null
BrokerA
VWAP
93
8
14
-21
34
-16
1
null
null
Normal monitoring
205
1.6
Approved
5
Tax-aware sells next window
E8083
P1540
2024-12-17
Roth
USD
435,973
5.2
1
42.8
Health:12.7;Tech:32.6;Consumer:33.4;RealEstate:21.3
Value:15.0;Growth:13.5;Quality:14.3;Size:19.3;Momentum:20.1;LowVol:17.8
QQQ:27.1;AMZN:13.0;AAPL:28.9;IEF:31.1
4.2
162
10.3
Sideways
20.8
4.66
2.5
123
43
26:67
79
0.0043
false
false
NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
13
-38
9
null
BrokerC
LMT
98
1
2
-59
-95
-26
31
null
null
Normal monitoring
162
2.4
Approved
4
Tax-aware sells next window
E8084
P7235
2024-08-11
IRA
USD
1,277,066
8.8
1
36.1
Utilities:13.7;Financials:24.3;Energy:10.2;Materials:23.5;Industrials:28.3
Value:22.0;Growth:14.4;Quality:9.2;Size:24.2;Momentum:19.1;LowVol:11.0
TSLA:23.5;BRK.B:28.0;VNQ:23.4;VOO:13.5;QQQ:11.6
4.5
194
17
Bull
17.9
4
3.3
112
69
44:117
92
0.0052
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
-19
8
Delta:-0.13;Vega:0.07
BrokerB
MKT
97
7
13
23
44
-60
-2
RegimeShift
Hedge
Volatility spike and breadth deterioration
201
3.1
Approved
2
Monitor dispersion and breadth
E8085
P8607
2025-07-02
Roth
USD
574,094
8.7
1
60.5
Industrials:26.0;RealEstate:24.6;Energy:18.3;Materials:31.2
Value:19.9;Growth:12.8;Quality:14.9;Size:15.1;Momentum:20.8;LowVol:16.5
TSLA:7.8;QQQ:6.8;MSFT:24.9;HYG:22.1;XLF:22.8;VTI:15.6
3.2
116
10.4
Volatile
29.6
4.56
4.5
143
41
8:91
87
0.0161
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
32
-12
2
null
BrokerB
VWAP
98
4
11
-43
53
-29
40
null
null
Normal monitoring
208
2.4
null
4
Monitor dispersion and breadth
E8086
P0907
2025-03-31
Trust
USD
663,736
15.7
1
40.5
Tech:18.4;RealEstate:17.5;Utilities:41.0;Energy:23.0
Value:20.6;Growth:8.6;Quality:10.5;Size:16.2;Momentum:23.3;LowVol:20.7
QQQ:26.8;IEF:24.3;TLT:48.9
2.6
170
8.5
Bear
23
4.11
1.5
172
-100
-126:-47
5
0.0192
false
false
MaxSector30%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
17
10
11
null
BrokerA
MKT
96
10
11
3
-27
16
29
null
null
Normal monitoring
160
1.2
Approved
3
Monitor dispersion and breadth
E8087
P8630
2024-08-22
Trust
USD
823,166
4.3
1
35.2
Health:38.8;RealEstate:41.7;Comm:19.5
Value:22.1;Growth:21.7;Quality:15.2;Size:7.8;Momentum:13.7;LowVol:19.4
MUB:26.2;VOO:18.1;IEF:13.5;MSFT:20.0;GLD:8.3;TLT:13.9
4.3
277
25.1
Bear
27.9
4.02
1.2
216
-52
-82:-10
22
0.0062
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
13
8
null
BrokerA
LMT
93
10
18
58
130
17
-13
VAR>budget
Reduce
Risk above budget threshold
90
1.9
null
2
Tighten stops on momentum names
E8088
P9883
2025-07-17
Roth
USD
522,674
14.9
1
62.7
RealEstate:29.3;Energy:24.0;Industrials:11.0;Financials:35.8
Value:14.8;Growth:19.2;Quality:13.3;Size:17.7;Momentum:14.0;LowVol:21.0
MUB:13.3;QQQ:35.6;AAPL:15.3;TLT:20.8;MSFT:15.0
2.6
160
14.5
Bull
14.5
4.11
2.9
85
111
87:163
93
0.0127
false
false
MaxPos6%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
-13
-20
7
null
BrokerA
MKT
0
0
0
89
60
-51
-12
null
null
Normal monitoring
162
2.4
Approved
3
Tighten stops on momentum names
E8089
P3631
2024-12-16
IRA
USD
923,175
4
1
61
Energy:13.0;Materials:17.6;RealEstate:39.8;Utilities:29.6
Value:12.1;Growth:25.6;Quality:15.2;Size:21.4;Momentum:12.5;LowVol:13.2
TSLA:10.8;MUB:27.6;BRK.B:24.2;VNQ:20.2;HYG:17.3
2.2
120
13.1
Bull
13.3
4.44
2.5
91
17
-3:38
64
0.015
false
false
ESGOnly
null
null
NoAction
Within policy bands; defer
0
-9
9
null
BrokerB
VWAP
0
0
0
0
69
-27
23
null
null
Normal monitoring
111
3.3
Approved
4
Tighten stops on momentum names
E8090
P5872
2024-12-28
Trust
USD
252,892
13.8
1
52.6
RealEstate:25.1;Financials:38.6;Health:36.2
Value:18.4;Growth:22.7;Quality:8.3;Size:15.6;Momentum:23.4;LowVol:11.6
MUB:29.1;MSFT:37.8;AMZN:33.1
1.1
126
12.2
Bull
14.9
4.84
3.3
117
3
-28:51
59
0.0058
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
15
-4
2
null
BrokerA
MKT
100
7
14
-19
19
-28
-15
null
null
Normal monitoring
91
1.6
Approved
4
Tighten stops on momentum names
E8091
P2782
2025-11-18
Trust
USD
229,523
5.4
1
35.1
Utilities:36.7;Health:30.9;Industrials:32.4
Value:17.7;Growth:12.3;Quality:20.2;Size:24.6;Momentum:12.8;LowVol:12.4
GLD:10.7;AMZN:15.8;HYG:16.9;TLT:21.9;AAPL:20.1;VOO:14.7
2.2
91
13.9
Bull
14.6
3.82
2.1
76
5
-23:48
51
0.0108
false
false
ESGOnly;NoMargin
null
null
NoAction
Within policy bands; defer
5
-14
8
null
BrokerA
MKT
0
0
0
-36
58
9
-12
null
null
Normal monitoring
129
2
Approved
3
Increase defensive factor exposure
E8092
P3591
2025-06-18
401k
USD
438,163
13
1
69.5
Health:18.3;Energy:21.8;Industrials:30.6;Materials:29.3
Value:26.0;Growth:14.9;Quality:13.7;Size:9.0;Momentum:13.1;LowVol:23.2
TLT:17.9;GLD:15.5;BND:23.0;XLF:43.6
2.1
96
8.5
Bear
34.8
4.22
2.2
154
-55
-80:-24
34
0.0059
false
false
ESGOnly;MaxPos5%;MaxSector35%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
31
-19
7
Delta:-0.11;Vega:0.05
BrokerA
LMT
89
2
1
-17
53
-60
5
null
null
Normal monitoring
173
1.3
null
5
Tax-aware sells next window
E8093
P8262
2025-05-06
401k
USD
871,680
6.2
1
37.5
Health:23.6;Financials:26.9;Materials:49.5
Value:16.5;Growth:12.6;Quality:17.5;Size:17.5;Momentum:10.0;LowVol:25.9
MUB:25.5;HYG:32.8;BND:10.5;GLD:31.2
5.3
198
19.1
Bear
30.2
3.06
2.5
169
-20
-31:18
39
0.0142
false
true
MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
29
-30
10
null
BrokerA
LMT
91
4
12
-33
89
9
-7
RegimeShift
Reduce
Volatility spike and breadth deterioration
113
2.4
SuggestedEdits
2
Monitor dispersion and breadth
E8094
P9789
2024-11-23
Taxable
USD
1,403,987
7.8
1.15
70.2
Consumer:38.7;Energy:38.6;Materials:22.7
Value:15.5;Growth:16.4;Quality:11.7;Size:19.1;Momentum:26.8;LowVol:10.4
BRK.B:24.1;MUB:32.2;VNQ:24.5;QQQ:19.2
3.6
222
14.3
Bull
13.6
4.07
2.5
114
110
74:139
100
0.0063
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-3
-27
11
null
BrokerB
VWAP
100
11
13
-44
63
-15
3
RegimeShift
Hedge
Volatility spike and breadth deterioration
136
2.6
null
2
Within IPS guidelines
E8095
P6292
2024-09-12
IRA
USD
802,580
6.1
1
49.6
Consumer:18.5;RealEstate:18.4;Comm:19.0;Materials:20.7;Industrials:23.4
Value:15.2;Growth:17.4;Quality:12.8;Size:8.7;Momentum:17.2;LowVol:28.6
HYG:27.0;IEF:24.0;TSLA:27.9;AMZN:13.5;BRK.B:7.6
4
118
10.3
Bull
15.9
4.96
2.7
82
29
-9:65
62
0.0111
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Sell
Trim extended winner -1.0%
25
-36
10
null
BrokerB
VWAP
89
7
10
70
74
-22
22
null
null
Normal monitoring
156
1.4
Approved
5
Increase defensive factor exposure
E8096
P5887
2025-09-28
IRA
USD
984,365
6.2
1.15
38.7
Industrials:31.6;Energy:36.6;RealEstate:31.8
Value:11.8;Growth:20.5;Quality:21.8;Size:16.3;Momentum:12.3;LowVol:17.3
AAPL:6.8;VNQ:32.3;MSFT:9.9;QQQ:21.9;XLF:29.0
3.9
260
19
Bull
12.5
3.83
2.4
78
13
-9:47
55
0.0183
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
21
-37
7
Delta:-0.12;Vega:0.05
BrokerD
MKT
91
9
10
37
53
15
-11
VAR>budget
Hedge
Risk above budget threshold
143
1.2
SuggestedEdits
2
Tax-aware sells next window
E8097
P5239
2025-09-25
401k
USD
1,407,920
7.1
1.11
55.7
Industrials:20.9;Health:24.6;Financials:20.4;Energy:18.7;Materials:15.5
Value:22.5;Growth:22.3;Quality:9.6;Size:13.0;Momentum:15.0;LowVol:17.6
GLD:19.2;TLT:36.5;BRK.B:24.3;VTI:20.1
4.1
140
20.9
Bear
32.5
3.15
2.6
152
-58
-76:-31
30
0.0181
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
null
NoAction
Within policy bands; defer
-12
11
3
null
BrokerD
LMT
0
0
0
-11
93
-9
25
null
null
Normal monitoring
175
2.5
null
3
Increase defensive factor exposure
E8098
P5801
2024-07-18
Trust
USD
355,368
8.5
1
61.5
Materials:20.4;Comm:21.4;Consumer:12.7;Financials:27.7;RealEstate:17.8
Value:22.3;Growth:20.5;Quality:10.1;Size:9.2;Momentum:23.3;LowVol:14.7
VNQ:59.5;VTI:18.7;HYG:21.8
3.1
104
11.8
Sideways
14.4
3.83
3.2
119
35
20:87
62
0.0156
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
12
-1
3
null
BrokerC
MKT
92
5
7
26
78
4
-22
null
null
Normal monitoring
196
1.7
Approved
4
Tighten stops on momentum names
E8099
P3411
2024-08-01
401k
USD
801,239
12
1
38.3
Financials:30.7;Energy:33.2;Comm:36.1
Value:20.9;Growth:17.4;Quality:20.6;Size:12.2;Momentum:10.5;LowVol:18.5
TSLA:28.1;GLD:26.4;TLT:8.1;AMZN:10.9;VOO:26.5
4.6
163
11.5
Volatile
30.4
4.42
2.1
126
27
5:74
57
0.0111
false
false
MaxPos8%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
24
-3
3
null
BrokerC
LMT
91
12
9
41
136
5
-12
null
null
Normal monitoring
140
3.2
Approved
3
Monitor dispersion and breadth
E8100
P3606
2025-11-04
Trust
USD
408,509
8
1
53.5
Materials:41.0;Consumer:45.8;Comm:13.2
Value:17.5;Growth:19.2;Quality:11.7;Size:14.7;Momentum:24.6;LowVol:12.2
XLF:36.9;HYG:9.3;MUB:33.4;BND:20.3
4.2
96
7.5
Bear
28.9
4.04
1.4
141
37
27:52
54
0.0107
false
false
MaxPos5%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
23
-20
8
null
BrokerA
LMT
88
7
8
91
58
-1
8
null
null
Normal monitoring
150
2.6
Approved
4
Monitor dispersion and breadth