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
E8101
P6636
2024-07-10
Trust
USD
358,232
8.4
1
72.5
Materials:18.0;Industrials:22.7;RealEstate:19.7;Consumer:18.6;Tech:21.0
Value:18.7;Growth:19.0;Quality:20.0;Size:8.0;Momentum:11.8;LowVol:22.5
VOO:15.4;GLD:19.8;HYG:16.0;XLF:15.8;IEF:13.9;AAPL:19.2
6.1
251
19
Bull
14.5
3.7
2.9
116
105
71:144
95
0.0177
true
true
ESGOnly;MaxPos5%;MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
-9
2
Delta:-0.18;Vega:0.06
BrokerB
LMT
100
1
0
67
171
-5
19
VAR>budget
Reduce
Risk above budget threshold
100
2.6
SuggestedEdits
3
Increase defensive factor exposure
E8102
P8167
2025-04-19
Trust
USD
200,290
9.1
1
62.6
Health:20.7;Tech:20.2;Utilities:20.0;Industrials:12.5;RealEstate:26.7
Value:22.7;Growth:11.7;Quality:8.5;Size:26.3;Momentum:10.4;LowVol:20.4
AMZN:17.6;BRK.B:6.8;MUB:19.8;AAPL:18.8;MSFT:15.5;BND:21.4
3.3
127
10.7
Bear
29.5
3.33
2.4
130
-96
-109:-65
16
0.0035
false
false
MaxPos7%;MaxSector25%
null
null
NoAction
Within policy bands; defer
29
-20
3
null
BrokerC
LMT
0
0
0
-53
-1
-8
26
null
null
Normal monitoring
204
2.4
Approved
5
Increase defensive factor exposure
E8103
P6347
2025-10-18
Trust
USD
729,259
6.6
1
53.1
Comm:14.9;Tech:12.8;Industrials:14.1;Financials:32.1;RealEstate:26.2
Value:7.7;Growth:17.5;Quality:15.9;Size:19.1;Momentum:19.8;LowVol:20.0
VTI:29.3;VNQ:23.2;VOO:47.5
2.5
214
17.5
Bull
13.9
3.72
3.4
74
49
25:71
79
0.0136
false
true
ESGOnly;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-20
8
null
BrokerB
MKT
97
12
15
-26
105
-28
-8
VAR>budget
Reduce
Risk above budget threshold
155
2.5
SuggestedEdits
2
Increase defensive factor exposure
E8104
P6775
2025-04-25
Taxable
USD
703,948
9.9
1
41
Utilities:41.2;Materials:35.2;Tech:23.6
Value:19.8;Growth:13.7;Quality:14.8;Size:10.2;Momentum:16.3;LowVol:25.1
HYG:14.8;AMZN:23.7;QQQ:39.4;VTI:22.2
4.6
162
15.2
Bear
24.8
3.29
2
212
25
1:75
76
0.0093
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
34
-37
2
null
BrokerD
LMT
98
7
5
-11
2
-26
34
null
null
Normal monitoring
192
1.4
null
4
Tax-aware sells next window
E8105
P9849
2025-11-10
Taxable
USD
498,945
6.7
1
37.2
Energy:27.6;Tech:24.8;Financials:29.1;Industrials:18.4
Value:15.9;Growth:13.8;Quality:21.9;Size:16.2;Momentum:8.9;LowVol:23.2
MUB:9.9;VOO:9.7;XLF:25.9;QQQ:14.3;IEF:20.4;TLT:19.8
2.2
199
18.1
Bear
33.9
4.38
2.3
197
-64
-93:-19
7
0.0138
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-7
-1
7
Delta:-0.15;Vega:0.07
BrokerC
MKT
90
1
7
-49
-31
17
27
VAR>budget
Reduce
Risk above budget threshold
104
2.4
Approved
5
Tax-aware sells next window
E8106
P0228
2025-05-31
IRA
USD
817,140
15.1
1
48.3
Consumer:25.5;RealEstate:9.0;Tech:17.3;Comm:25.5;Materials:22.6
Value:16.0;Growth:12.1;Quality:23.2;Size:15.7;Momentum:12.0;LowVol:21.0
QQQ:23.8;HYG:21.6;VNQ:7.5;AAPL:24.0;MSFT:9.2;TLT:13.8
2.5
136
11.9
Bear
29.3
3.75
2.3
182
-9
-21:12
32
0.0191
false
false
ESGOnly;MaxPos6%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-4
-31
8
null
BrokerB
VWAP
91
9
15
-47
82
12
5
null
null
Normal monitoring
198
3
Approved
5
Within IPS guidelines
E8107
P4651
2025-11-29
IRA
USD
859,871
14.8
1
63.2
Materials:10.8;Comm:22.9;Health:20.6;Tech:20.7;Consumer:24.9
Value:17.0;Growth:12.1;Quality:15.5;Size:18.5;Momentum:18.1;LowVol:18.8
AMZN:19.8;HYG:15.0;VTI:11.0;VNQ:18.9;XLF:15.2;AAPL:20.1
2.2
161
14.8
Bear
27.9
3.8
2.8
130
-78
-103:-45
11
0.0143
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
1
-32
4
null
BrokerD
MKT
94
3
10
70
187
-31
28
null
null
Normal monitoring
201
2
Approved
5
Increase defensive factor exposure
E8108
P4678
2025-10-16
Trust
USD
607,051
6.4
1
42.4
Health:21.1;RealEstate:33.2;Industrials:25.5;Consumer:20.2
Value:9.4;Growth:21.0;Quality:19.1;Size:18.8;Momentum:13.4;LowVol:18.3
BND:31.3;AMZN:50.2;VTI:18.5
1.6
160
9
Bull
15.2
4.58
2.8
95
20
-10:57
58
0.0131
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
-3
7
8
null
BrokerA
LMT
95
12
14
98
168
-54
-25
null
null
Normal monitoring
92
2.3
Approved
3
Monitor dispersion and breadth
E8109
P5799
2025-07-01
Trust
USD
1,753,606
8.9
1.22
69.6
Utilities:32.9;Consumer:34.1;Materials:33.0
Value:23.6;Growth:13.6;Quality:19.8;Size:15.6;Momentum:15.8;LowVol:11.6
TLT:17.8;MUB:16.5;MSFT:30.7;VTI:17.3;HYG:17.7
4
163
15.4
Bull
15
3.71
3.2
77
93
57:131
100
0.0036
false
false
ESGOnly
null
VarNear
NoAction
Within policy bands; defer
6
-17
8
null
BrokerA
MKT
0
0
0
-34
12
-56
0
null
null
Normal monitoring
202
2.9
Approved
4
Within IPS guidelines
E8110
P9412
2025-06-02
IRA
USD
1,305,955
5
1
71.1
Financials:27.7;Consumer:32.8;Industrials:39.5
Value:21.0;Growth:22.1;Quality:12.5;Size:12.1;Momentum:9.9;LowVol:22.5
AMZN:18.2;BND:20.1;QQQ:15.2;VNQ:15.6;VOO:11.3;HYG:19.6
4.1
179
17
Sideways
19.8
4.87
2.3
135
-29
-58:19
21
0.0173
false
false
ESGOnly;MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
13
-36
11
null
BrokerC
MKT
92
2
4
16
109
17
22
null
null
Normal monitoring
97
3.4
null
5
Tax-aware sells next window
E8111
P1330
2024-11-27
IRA
USD
1,082,836
5.6
1
73
Financials:15.7;Materials:30.3;Health:35.0;Consumer:19.1
Value:13.7;Growth:11.2;Quality:27.0;Size:14.7;Momentum:24.8;LowVol:8.6
GLD:9.2;TSLA:25.9;BRK.B:17.0;IEF:18.8;HYG:29.1
4.2
260
18.9
Sideways
20.1
4.67
3.5
95
34
16:84
84
0.0169
false
true
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-3
-33
4
null
BrokerA
MKT
100
10
15
-44
-26
-45
35
VAR>budget
Reduce
Risk above budget threshold
105
2.6
SuggestedEdits
4
Within IPS guidelines
E8112
P8149
2025-06-10
401k
USD
465,741
4.8
1
41.8
Tech:19.3;Utilities:36.2;Health:44.4
Value:25.3;Growth:12.1;Quality:14.5;Size:11.9;Momentum:21.9;LowVol:14.3
AMZN:18.4;BND:40.9;IEF:40.7
4.4
143
11.3
Sideways
15.9
3.98
2.6
119
32
16:80
61
0.0083
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
12
13
12
null
BrokerB
LMT
88
11
14
83
210
-37
-15
null
null
Normal monitoring
195
3.9
Approved
5
Tax-aware sells next window
E8113
P1297
2025-09-03
401k
USD
715,062
15.8
1
73.7
Consumer:32.4;Tech:28.4;Energy:39.2
Value:18.9;Growth:16.5;Quality:11.9;Size:19.7;Momentum:19.0;LowVol:14.1
QQQ:8.8;BND:15.3;TLT:12.7;GLD:15.6;VOO:19.0;MSFT:28.6
4.4
109
11.1
Volatile
27.5
5.22
2.7
137
-55
-88:0
40
0.0132
false
false
ESGOnly;MaxPos6%;MaxSector35%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
9
2
11
null
BrokerD
LMT
93
9
15
68
192
-59
-2
null
null
Normal monitoring
217
2.4
null
4
Within IPS guidelines
E8114
P9737
2025-10-21
401k
USD
155,312
14.4
1
44.6
Health:24.2;Tech:30.2;RealEstate:29.0;Comm:16.6
Value:23.2;Growth:27.4;Quality:13.7;Size:9.8;Momentum:9.9;LowVol:16.0
VOO:22.3;VTI:52.4;HYG:25.3
4.2
137
7.2
Sideways
17.5
3.87
3.2
119
8
-5:51
58
0.0107
false
false
MaxPos5%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
22
-29
1
null
BrokerB
MKT
90
6
11
66
175
-55
21
null
null
Normal monitoring
129
1.7
null
5
Monitor dispersion and breadth
E8115
P6497
2025-09-06
Roth
USD
1,345,329
5.1
1
70.6
Health:43.8;Financials:27.0;Comm:29.2
Value:19.2;Growth:9.4;Quality:11.8;Size:20.2;Momentum:17.6;LowVol:21.8
IEF:21.3;MSFT:21.8;AMZN:23.8;VTI:17.8;GLD:15.2
6.6
223
20.6
Bull
12
4.09
3.1
113
60
37:100
66
0.0107
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
25
5
12
null
BrokerD
MKT
96
1
0
-49
61
-28
36
VAR>budget
Reduce
Risk above budget threshold
92
3
Rejected
3
Tighten stops on momentum names
E8116
P0702
2025-06-24
Roth
USD
688,846
9.7
1
72.8
Comm:39.8;Tech:32.5;Health:27.7
Value:12.0;Growth:13.2;Quality:14.5;Size:26.6;Momentum:23.3;LowVol:10.3
HYG:9.2;AAPL:9.7;VNQ:24.1;BRK.B:12.0;QQQ:15.7;MSFT:29.2
3.5
161
11
Bull
12.8
4.16
3.3
94
46
14:65
88
0.0084
false
false
MaxPos7%;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
6
2
null
BrokerA
VWAP
92
10
8
115
183
-41
29
null
null
Normal monitoring
125
1.3
Approved
3
Monitor dispersion and breadth
E8117
P8267
2025-12-14
IRA
USD
516,303
4.9
1
51.3
Tech:45.9;Energy:26.9;Comm:27.1
Value:11.6;Growth:20.4;Quality:19.2;Size:17.6;Momentum:10.4;LowVol:20.8
AMZN:33.9;AAPL:10.0;GLD:17.5;BRK.B:10.5;BND:28.0
2.6
226
13
Sideways
14.8
4.21
3.1
132
-15
-33:31
32
0.0158
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-13
11
7
Delta:-0.22;Vega:0.05
BrokerC
LMT
94
5
13
63
157
-19
-20
RegimeShift
TightenStops
Volatility spike and breadth deterioration
157
3.2
Approved
4
Tax-aware sells next window
E8118
P0979
2024-11-10
Taxable
USD
207,205
14.1
1
63.7
Health:33.0;Consumer:11.0;Materials:17.3;Energy:28.0;Utilities:10.7
Value:17.5;Growth:24.8;Quality:15.6;Size:13.5;Momentum:14.2;LowVol:14.4
TLT:16.5;VTI:33.9;TSLA:24.4;QQQ:25.3
3.9
122
10.3
Sideways
19.8
4.54
2.7
98
-13
-44:20
25
0.0035
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
0
-5
4
null
BrokerD
LMT
100
8
11
27
14
-9
37
null
null
Normal monitoring
129
3.4
null
3
Within IPS guidelines
E8119
P7767
2025-09-22
Roth
USD
506,045
14.5
1
44.1
Financials:29.5;Utilities:36.5;RealEstate:34.0
Value:11.6;Growth:18.8;Quality:14.3;Size:16.7;Momentum:22.2;LowVol:16.4
BRK.B:45.2;GLD:21.3;HYG:33.4
3.2
99
14.6
Volatile
20.6
4.67
3.9
148
69
57:98
67
0.0142
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
17
-32
1
null
BrokerA
LMT
98
11
12
-7
65
-22
-12
null
null
Normal monitoring
215
3.8
Approved
5
Increase defensive factor exposure
E8120
P7927
2025-03-09
Trust
USD
391,249
12.9
1
50.3
Utilities:26.9;Materials:19.1;Consumer:18.1;Financials:35.9
Value:8.9;Growth:13.2;Quality:19.9;Size:15.9;Momentum:19.4;LowVol:22.7
VNQ:42.7;HYG:22.1;VTI:35.2
2.7
147
7.4
Volatile
20.3
4.16
4.5
118
-60
-70:-8
27
0.0191
false
false
ESGOnly
null
null
NoAction
Within policy bands; defer
13
-24
12
null
BrokerB
VWAP
0
0
0
-18
96
8
-7
null
null
Normal monitoring
103
2.9
Approved
5
Within IPS guidelines
E8121
P7497
2024-11-27
Taxable
USD
831,466
7.9
1
43.8
Health:31.4;Utilities:18.8;Industrials:24.2;Comm:25.7
Value:22.9;Growth:23.0;Quality:20.9;Size:11.0;Momentum:13.2;LowVol:9.0
VOO:18.9;VNQ:37.3;QQQ:14.7;TSLA:29.2
4.9
126
10
Bull
12.5
4.87
2.1
90
105
84:136
88
0.0135
false
false
MaxSector35%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
2
-7
4
null
BrokerA
MKT
98
3
10
-43
-61
18
17
null
null
Normal monitoring
91
1.4
Approved
3
Monitor dispersion and breadth
E8122
P6838
2024-10-07
Trust
USD
617,667
10.4
1
70.8
Energy:19.4;Materials:9.9;Health:26.6;Financials:22.6;Comm:21.6
Value:11.5;Growth:9.7;Quality:20.0;Size:10.6;Momentum:24.9;LowVol:23.3
BRK.B:16.2;BND:21.8;VNQ:20.6;VOO:41.4
4.1
151
11.4
Volatile
22.3
4.47
2.2
179
-33
-70:22
44
0.0123
false
false
MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
33
10
3
null
BrokerB
MKT
95
5
13
29
-9
-15
18
null
null
Normal monitoring
142
3.3
null
4
Tax-aware sells next window
E8123
P6201
2025-10-02
Roth
USD
961,642
4.7
1
61.6
Financials:29.5;Comm:18.9;Utilities:19.9;Energy:19.1;Industrials:12.5
Value:21.6;Growth:19.9;Quality:13.2;Size:12.7;Momentum:21.6;LowVol:11.0
BRK.B:16.5;GLD:29.6;VNQ:19.6;XLF:25.4;AMZN:8.9
6.1
175
14.3
Sideways
14.5
3.61
2.5
119
59
20:111
89
0.0043
true
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-3
13
11
null
BrokerB
LMT
95
2
3
40
69
-30
-5
Drift>tolerance
Reduce
Allocation drift beyond policy bands
183
1.4
Rejected
2
Increase defensive factor exposure
E8124
P0335
2025-06-09
IRA
USD
496,443
16.6
1
53.6
Utilities:19.2;Consumer:16.6;RealEstate:14.8;Tech:49.4
Value:14.2;Growth:18.5;Quality:25.3;Size:8.9;Momentum:23.4;LowVol:9.6
VNQ:16.3;GLD:18.0;MUB:11.1;BRK.B:8.2;TLT:21.8;XLF:24.6
3.5
149
10.1
Volatile
22.7
4.08
3.8
163
77
44:119
92
0.0086
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
-7
14
11
null
BrokerA
LMT
91
4
9
55
195
-7
-21
null
null
Normal monitoring
174
3.8
Approved
5
Tax-aware sells next window
E8125
P0560
2024-07-07
Roth
USD
2,087,364
9.6
1.25
57.1
Consumer:14.3;Financials:13.2;Utilities:35.5;Comm:37.0
Value:13.4;Growth:15.1;Quality:24.1;Size:23.8;Momentum:7.2;LowVol:16.5
XLF:21.4;TLT:13.5;MSFT:33.4;HYG:8.5;BRK.B:23.2
3.7
227
12.4
Bull
14.5
3.97
2.1
90
46
21:101
79
0.0161
false
true
ESGOnly;MaxPos8%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-18
8
null
BrokerB
MKT
98
12
16
42
7
15
19
VAR>budget
Pause
Risk above budget threshold
177
2
null
2
Tax-aware sells next window
E8126
P6270
2025-03-10
Roth
USD
648,778
8.7
1
37.7
Materials:14.7;Health:25.5;Energy:24.0;Consumer:22.9;Comm:12.9
Value:25.9;Growth:20.5;Quality:16.5;Size:15.2;Momentum:10.7;LowVol:11.2
MSFT:24.3;BRK.B:11.1;XLF:34.2;AMZN:30.4
2.8
164
11.2
Bull
12.8
4.67
3.5
77
10
-28:62
65
0.0102
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-5
2
null
BrokerA
MKT
98
6
11
59
87
-38
2
null
null
Normal monitoring
165
3
null
4
Tax-aware sells next window
E8127
P6775
2024-08-18
Roth
USD
1,075,404
8.4
1.18
72.9
Tech:46.3;RealEstate:30.8;Energy:22.9
Value:22.1;Growth:7.8;Quality:18.1;Size:22.8;Momentum:10.5;LowVol:18.7
HYG:22.8;VOO:24.5;BRK.B:9.8;BND:25.0;AMZN:17.9
3.8
158
15.7
Bull
17.6
3.62
3.4
82
43
32:97
62
0.0185
false
false
ESGOnly
null
VarNear
Sell
Trim extended winner -1.0%
16
-17
5
null
BrokerD
LMT
90
3
5
31
169
-15
13
null
null
Normal monitoring
153
3.6
Approved
5
Monitor dispersion and breadth
E8128
P1232
2025-03-20
Roth
USD
702,022
5.4
1
39.3
Health:41.5;Comm:23.5;Tech:15.3;Energy:19.7
Value:14.1;Growth:12.0;Quality:21.8;Size:20.4;Momentum:19.4;LowVol:12.3
VNQ:16.8;TLT:17.2;MSFT:35.7;TSLA:30.2
1.5
159
9
Sideways
17.1
4.57
3
128
-19
-48:7
31
0.0068
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-19
5
null
BrokerB
VWAP
92
5
4
50
61
-15
-4
null
null
Normal monitoring
132
3.1
null
3
Tax-aware sells next window
E8129
P8055
2024-10-25
401k
USD
1,841,592
6.2
1.19
73.8
Materials:37.4;Energy:29.9;Financials:17.7;Comm:15.0
Value:20.0;Growth:14.5;Quality:26.7;Size:11.2;Momentum:11.0;LowVol:16.5
MSFT:25.1;TSLA:40.0;VNQ:9.2;IEF:25.7
4.4
197
21.4
Volatile
21.7
4.87
2.2
119
-53
-84:1
9
0.0089
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
27
-6
1
null
BrokerD
MKT
92
11
14
31
-6
-30
-7
VAR>budget
Hedge
Risk above budget threshold
105
1.5
null
4
Tax-aware sells next window
E8130
P0254
2025-06-19
IRA
USD
2,286,440
5.2
1
63.4
Energy:25.8;RealEstate:20.7;Industrials:24.4;Financials:14.8;Utilities:14.3
Value:22.2;Growth:9.8;Quality:10.3;Size:33.0;Momentum:11.9;LowVol:12.8
VTI:16.8;VOO:14.2;BRK.B:36.6;GLD:32.5
5.8
186
15.4
Volatile
24.5
4.72
3.8
179
12
-20:63
69
0.0094
false
true
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-1
3
null
BrokerD
VWAP
88
10
14
-28
72
-42
-3
RegimeShift
Reduce
Volatility spike and breadth deterioration
123
1.4
Rejected
5
Within IPS guidelines
E8131
P1862
2025-10-21
IRA
USD
1,406,186
8.2
1.11
57.4
Energy:13.3;Comm:16.6;Utilities:16.3;Health:21.2;Industrials:32.6
Value:19.3;Growth:6.6;Quality:17.8;Size:21.8;Momentum:12.3;LowVol:22.0
VNQ:10.6;AAPL:23.8;BRK.B:21.9;HYG:15.5;IEF:28.2
2.7
240
27.5
Bull
16.4
4.65
2.7
87
18
6:43
61
0.0045
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
15
-33
6
null
BrokerB
MKT
91
9
9
-8
-31
-40
-15
VAR>budget
Hedge
Risk above budget threshold
176
1.1
SuggestedEdits
3
Tighten stops on momentum names
E8132
P8932
2024-12-22
Roth
USD
189,982
7.2
1
45.7
Financials:19.4;Materials:26.1;Comm:24.7;Energy:29.9
Value:27.6;Growth:10.4;Quality:15.9;Size:21.7;Momentum:11.1;LowVol:13.4
TLT:19.3;AAPL:16.3;MSFT:38.5;BND:25.9
2.5
130
14.6
Bear
24.4
3.39
1.8
131
-96
-127:-52
16
0.0131
false
false
MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-1
-27
3
null
BrokerB
LMT
91
3
1
103
88
-36
3
null
null
Normal monitoring
172
2.1
Approved
4
Tax-aware sells next window
E8133
P0824
2025-12-22
Trust
USD
2,141,877
9.3
1.1
35.3
RealEstate:44.5;Health:32.6;Utilities:22.9
Value:14.3;Growth:13.8;Quality:25.6;Size:15.5;Momentum:8.4;LowVol:22.5
QQQ:32.2;GLD:11.4;VTI:18.1;XLF:14.7;VNQ:23.6
1.8
159
18
Volatile
25.3
4.66
3.9
157
-31
-51:18
30
0.0124
false
false
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-12
8
null
BrokerC
MKT
88
9
7
113
133
-6
19
null
null
Normal monitoring
190
3.3
null
3
Tax-aware sells next window
E8134
P8482
2025-02-25
401k
USD
1,679,267
8.1
1
74.3
Utilities:34.9;Consumer:19.4;Financials:20.3;Energy:25.4
Value:15.1;Growth:10.9;Quality:16.1;Size:14.4;Momentum:20.8;LowVol:22.7
MUB:24.6;XLF:21.6;TLT:18.0;VOO:8.0;AMZN:11.6;HYG:16.2
3.9
202
14.5
Bull
13.8
4.56
2.2
87
17
-21:54
72
0.0044
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-6
11
null
BrokerD
LMT
88
4
7
-44
-75
5
-18
VAR>budget
Hedge
Risk above budget threshold
182
1.7
Approved
5
Tighten stops on momentum names
E8135
P9391
2025-09-23
Roth
USD
1,879,374
8.8
1
52
Tech:31.0;Materials:31.7;Health:11.4;Consumer:25.9
Value:22.8;Growth:14.8;Quality:8.6;Size:17.0;Momentum:27.2;LowVol:9.6
GLD:27.4;IEF:28.4;TLT:9.9;XLF:17.0;QQQ:17.3
3.6
173
14.5
Bull
13.4
4.15
2.3
84
23
9:51
57
0.0057
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
17
-21
1
null
BrokerC
LMT
95
2
9
-44
81
14
38
VAR>budget
TightenStops
Risk above budget threshold
120
1.4
null
4
Within IPS guidelines
E8136
P0712
2025-07-07
401k
USD
1,833,509
7.2
1
45.6
Materials:22.8;Tech:9.8;Energy:27.8;Comm:17.7;Utilities:21.8
Value:16.4;Growth:18.8;Quality:8.3;Size:19.4;Momentum:19.2;LowVol:18.0
MSFT:16.6;TSLA:13.5;AMZN:22.0;HYG:27.4;VOO:20.4
2.1
137
21.3
Bull
15.6
4.77
2.5
117
26
6:50
52
0.0115
false
false
MaxPos8%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
14
-21
1
null
BrokerC
LMT
98
9
10
111
136
-34
-14
null
null
Normal monitoring
207
2.5
Approved
5
Tighten stops on momentum names
E8137
P5616
2024-10-11
Roth
USD
577,504
8.6
1
47.2
Energy:16.6;Comm:30.7;Health:11.5;Materials:17.6;Utilities:23.7
Value:16.1;Growth:13.7;Quality:19.3;Size:9.6;Momentum:24.0;LowVol:17.4
HYG:21.8;TSLA:22.9;BRK.B:55.3
1.6
90
8.5
Volatile
23.8
5.22
3.2
137
17
-2:64
48
0.0046
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
9
-37
7
null
BrokerB
MKT
88
12
11
108
213
-7
24
null
null
Normal monitoring
154
2.9
null
3
Increase defensive factor exposure
E8138
P2629
2024-08-26
Trust
USD
900,627
6.9
1
69.8
Financials:14.1;Health:30.2;Materials:18.6;Industrials:37.2
Value:30.8;Growth:13.0;Quality:9.0;Size:13.8;Momentum:13.8;LowVol:19.6
HYG:31.4;QQQ:24.5;IEF:33.2;AAPL:10.8
3.3
189
14.7
Volatile
22.2
4.98
3.3
115
54
18:80
63
0.0117
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-11
3
null
BrokerB
LMT
89
12
9
85
209
-30
18
VAR>budget
Hedge
Risk above budget threshold
206
1.7
Approved
2
Tighten stops on momentum names
E8139
P9522
2024-09-18
Taxable
USD
741,123
5.8
1
45.9
RealEstate:36.3;Utilities:25.7;Tech:21.1;Financials:16.9
Value:16.0;Growth:17.5;Quality:18.7;Size:18.4;Momentum:12.8;LowVol:16.6
BND:20.8;AAPL:35.7;GLD:15.8;QQQ:27.7
1.9
224
13.3
Sideways
16.9
4.32
3.5
109
29
8:80
71
0.0148
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
7
6
Delta:-0.05;Vega:0.07
BrokerB
MKT
98
11
12
-54
-6
17
-18
RegimeShift
TightenStops
Volatility spike and breadth deterioration
142
1.1
Approved
5
Tighten stops on momentum names
E8140
P9519
2025-06-28
Roth
USD
721,807
8.2
1
66.2
RealEstate:10.5;Energy:18.8;Comm:16.9;Health:25.7;Consumer:28.1
Value:18.2;Growth:21.5;Quality:19.9;Size:10.6;Momentum:12.0;LowVol:17.8
BND:11.0;XLF:19.6;TLT:19.5;MUB:20.3;HYG:9.5;GLD:20.2
5.1
167
19.9
Bull
16.1
3.81
2.9
106
90
64:133
79
0.0043
false
false
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
19
-30
7
null
BrokerD
MKT
100
12
16
-54
-11
-35
-24
null
null
Normal monitoring
123
2.9
null
3
Monitor dispersion and breadth
E8141
P4651
2025-02-19
Trust
USD
318,480
6
1
35.2
Financials:24.0;Tech:8.4;RealEstate:11.8;Utilities:27.6;Materials:28.2
Value:9.9;Growth:17.4;Quality:22.1;Size:13.2;Momentum:12.6;LowVol:24.7
GLD:19.7;HYG:21.5;XLF:36.0;VNQ:22.8
1.9
99
14.7
Bull
12
4.51
3.4
79
33
-2:70
52
0.0044
false
false
MaxPos7%;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
19
-19
1
Delta:-0.17;Vega:0.09
BrokerA
MKT
96
4
7
37
29
-33
18
null
null
Normal monitoring
195
2.2
null
5
Monitor dispersion and breadth
E8142
P2054
2024-09-30
IRA
USD
530,430
16.9
1
51.4
Energy:22.6;Industrials:24.4;Consumer:35.8;Comm:17.2
Value:10.8;Growth:24.6;Quality:15.3;Size:14.9;Momentum:14.6;LowVol:19.9
BND:41.0;VNQ:14.4;XLF:44.6
4.2
103
13.3
Bear
22.6
3.66
2
134
-119
-157:-77
5
0.0076
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
17
-24
6
null
BrokerA
VWAP
91
9
15
98
179
-44
13
null
null
Normal monitoring
119
2.4
null
3
Tax-aware sells next window
E8143
P6047
2025-09-27
Roth
USD
668,709
8.7
1
46.6
Comm:33.6;Financials:24.8;Tech:41.6
Value:9.8;Growth:17.4;Quality:28.2;Size:9.9;Momentum:15.0;LowVol:19.9
XLF:18.7;VTI:23.8;IEF:22.7;TSLA:12.9;QQQ:21.9
4.7
114
13.3
Bear
27.5
3.36
1.4
202
-119
-142:-75
5
0.0139
false
false
ESGOnly;MaxSector30%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
1
-40
2
null
BrokerA
MKT
99
5
4
18
-18
13
30
null
null
Normal monitoring
134
2.4
Approved
5
Monitor dispersion and breadth
E8144
P4080
2024-11-23
Trust
USD
170,784
6.9
1
48.8
Comm:19.6;Energy:48.7;Utilities:31.6
Value:13.1;Growth:10.8;Quality:27.2;Size:17.5;Momentum:15.4;LowVol:15.9
AAPL:21.4;AMZN:37.3;TSLA:41.3
4.9
166
15.6
Bull
15.7
4.21
2.7
79
3
-33:19
33
0.0111
false
false
MaxPos6%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
9
-27
7
null
BrokerB
MKT
91
1
0
-59
39
-21
-14
null
null
Normal monitoring
113
2.5
null
5
Within IPS guidelines
E8145
P4941
2025-01-16
Roth
USD
538,096
6.9
1
55.1
Utilities:49.8;Industrials:22.7;Financials:27.5
Value:15.8;Growth:9.4;Quality:25.7;Size:18.2;Momentum:22.1;LowVol:8.8
VTI:14.2;VNQ:49.6;MUB:36.2
4.8
130
15
Bull
15
4.05
2.6
120
72
53:97
88
0.0161
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
25
-21
8
null
BrokerA
MKT
92
2
3
-1
64
5
-6
null
null
Normal monitoring
118
1.7
null
5
Tighten stops on momentum names
E8146
P1510
2025-06-29
IRA
USD
785,454
14.7
1
67.1
RealEstate:27.6;Consumer:19.8;Financials:22.7;Industrials:30.0
Value:18.2;Growth:21.8;Quality:20.4;Size:13.8;Momentum:15.2;LowVol:10.6
IEF:40.4;VNQ:17.4;QQQ:17.2;AAPL:25.0
3.9
114
7.8
Bull
15.6
3.57
2.8
105
84
70:101
75
0.0124
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
23
-19
1
null
BrokerC
LMT
94
3
1
2
84
-21
10
null
null
Normal monitoring
91
4
null
4
Tighten stops on momentum names
E8147
P0542
2025-04-02
IRA
USD
1,280,334
5.7
1
43.4
Health:22.3;Consumer:10.9;Industrials:28.4;Comm:19.4;Utilities:19.1
Value:9.0;Growth:22.7;Quality:23.6;Size:8.3;Momentum:22.1;LowVol:14.2
VNQ:40.3;GLD:22.7;HYG:36.9
3.1
240
22.9
Bull
13.6
3.76
2.8
94
22
1:40
77
0.0094
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
2
6
Delta:-0.19;Vega:0.04
BrokerB
VWAP
92
9
11
46
81
-25
23
VAR>budget
Hedge
Risk above budget threshold
216
1.1
Approved
2
Increase defensive factor exposure
E8148
P2749
2025-01-19
IRA
USD
644,137
7.7
1
37.5
Energy:22.3;Industrials:15.3;Utilities:8.7;Consumer:26.0;Health:27.7
Value:11.5;Growth:19.1;Quality:14.1;Size:23.9;Momentum:14.1;LowVol:17.3
VNQ:8.6;BND:26.8;QQQ:11.0;TSLA:13.2;MSFT:22.5;IEF:17.9
3.8
196
17.7
Volatile
27.4
4.35
2.1
157
29
14:44
76
0.0075
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
-5
5
null
BrokerC
LMT
100
6
10
-37
83
-10
11
null
null
Normal monitoring
176
1.6
Approved
3
Tighten stops on momentum names
E8149
P2792
2025-10-31
IRA
USD
1,178,071
4.6
1
55.7
Financials:36.8;Materials:24.4;Tech:38.8
Value:17.1;Growth:18.5;Quality:15.2;Size:10.8;Momentum:12.6;LowVol:25.9
VTI:13.2;IEF:11.0;BRK.B:8.3;TSLA:27.2;AAPL:23.6;GLD:16.6
4.8
169
21.4
Volatile
31.7
5.46
4.2
112
-45
-66:-7
9
0.0105
false
false
ESGOnly;MaxPos5%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
-11
-5
12
null
BrokerA
LMT
91
3
8
110
222
-32
-14
null
null
Normal monitoring
193
2.1
Approved
4
Increase defensive factor exposure
E8150
P2376
2024-08-26
Trust
USD
800,056
17.9
1
48.7
Industrials:19.1;Consumer:22.1;RealEstate:20.9;Energy:16.4;Financials:21.5
Value:22.4;Growth:17.5;Quality:18.1;Size:14.6;Momentum:16.6;LowVol:10.9
XLF:17.7;BRK.B:18.2;MUB:17.4;MSFT:15.4;BND:16.0;GLD:15.3
1.4
127
11.5
Bull
14.4
3.84
2.3
105
20
-17:59
77
0.0067
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-3
-18
6
null
BrokerB
LMT
91
12
12
119
147
-37
33
null
null
Normal monitoring
190
2.5
Approved
4
Monitor dispersion and breadth
E8151
P9440
2025-06-14
401k
USD
1,992,343
9.9
1
47.4
Comm:30.3;Health:11.3;Consumer:20.4;Financials:17.5;Tech:20.6
Value:26.7;Growth:14.5;Quality:16.0;Size:11.8;Momentum:11.3;LowVol:19.6
TSLA:13.6;XLF:30.1;VTI:7.6;AAPL:23.2;GLD:10.9;IEF:14.6
2
210
21.4
Bear
30.9
4.38
2
197
-118
-131:-73
5
0.0165
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
18
3
10
null
BrokerB
MKT
99
7
4
41
82
0
18
VAR>budget
Hedge
Risk above budget threshold
137
2.8
null
4
Monitor dispersion and breadth
E8152
P3787
2024-08-03
Taxable
USD
259,921
6.5
1
55.1
RealEstate:30.6;Materials:11.0;Tech:23.3;Comm:35.1
Value:10.1;Growth:10.2;Quality:17.7;Size:18.9;Momentum:26.8;LowVol:16.3
BRK.B:7.3;VTI:22.0;VNQ:18.8;VOO:15.3;BND:18.9;GLD:17.7
2.9
145
13.2
Bear
26.9
3.11
2.9
166
-113
-150:-71
5
0.0108
false
false
MaxPos7%;MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
23
-16
8
Delta:-0.05;Vega:0.08
BrokerD
MKT
93
5
8
67
110
-59
17
null
null
Normal monitoring
148
1.8
null
3
Monitor dispersion and breadth
E8153
P8394
2025-09-05
Taxable
USD
1,142,599
8.2
1
38
Consumer:22.7;Tech:9.8;Energy:17.8;Utilities:24.6;Materials:25.1
Value:20.3;Growth:17.3;Quality:10.7;Size:18.8;Momentum:17.0;LowVol:16.0
BND:12.5;GLD:39.7;VTI:47.9
5.9
190
17.7
Bull
15.3
4.38
3.1
111
7
-21:58
56
0.0113
false
true
MaxPos6%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
4
10
8
Delta:-0.12;Vega:0.06
BrokerD
MKT
97
10
9
-14
6
-48
-16
RegimeShift
Pause
Volatility spike and breadth deterioration
166
2.2
SuggestedEdits
5
Increase defensive factor exposure
E8154
P7894
2025-10-22
Trust
USD
807,061
11.4
1
58
Financials:26.7;RealEstate:29.8;Energy:43.5
Value:22.4;Growth:16.3;Quality:11.9;Size:16.3;Momentum:21.5;LowVol:11.5
MSFT:5.9;VTI:25.2;TLT:20.8;MUB:24.4;BND:5.7;XLF:18.1
4.8
160
10.1
Volatile
22.1
4.32
2.1
173
-7
-43:19
37
0.0068
false
false
MaxSector30%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
12
-30
3
null
BrokerA
LMT
88
4
6
106
160
18
27
null
null
Normal monitoring
93
1.4
null
3
Monitor dispersion and breadth
E8155
P3550
2025-08-06
Roth
USD
225,513
7.1
1
43.8
Energy:17.2;Consumer:24.1;Utilities:21.3;Tech:16.9;Industrials:20.5
Value:18.5;Growth:20.3;Quality:20.1;Size:11.8;Momentum:13.3;LowVol:16.0
MUB:32.8;QQQ:28.3;HYG:38.9
2.3
121
11
Sideways
22
4.65
2.6
125
-30
-68:-9
35
0.0139
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-1
9
8
null
BrokerC
LMT
99
10
16
94
224
11
-7
null
null
Normal monitoring
218
1.3
null
4
Monitor dispersion and breadth
E8156
P2407
2024-08-29
Taxable
USD
368,301
10.6
1
58.9
Tech:51.5;RealEstate:27.3;Utilities:21.1
Value:22.1;Growth:11.9;Quality:21.2;Size:14.4;Momentum:8.1;LowVol:22.4
AAPL:12.3;VOO:21.5;QQQ:16.7;HYG:24.6;TLT:6.9;AMZN:18.1
2.1
126
15.6
Volatile
32
4.68
4.5
126
16
-9:54
76
0.0166
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
30
-14
3
null
BrokerB
LMT
96
11
18
-17
-8
-46
30
null
null
Normal monitoring
185
2.5
Approved
4
Within IPS guidelines
E8157
P1705
2024-08-14
401k
USD
751,923
7.9
1
54.4
Utilities:33.3;Consumer:14.4;Health:30.6;Industrials:21.7
Value:13.1;Growth:14.6;Quality:26.3;Size:20.3;Momentum:10.7;LowVol:15.0
GLD:22.1;QQQ:37.3;VOO:13.1;TLT:27.5
3
172
15.5
Bull
11.1
3.83
2.9
119
29
0:73
50
0.0109
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-23
10
Delta:-0.2;Vega:0.04
BrokerD
LMT
96
3
6
116
197
-23
-3
VAR>budget
Reduce
Risk above budget threshold
121
3
null
3
Tax-aware sells next window
E8158
P8197
2025-02-01
Roth
USD
168,388
8.5
1
67.1
Materials:29.4;Tech:52.3;Health:18.2
Value:16.9;Growth:26.5;Quality:16.3;Size:13.9;Momentum:10.0;LowVol:16.5
MSFT:26.1;HYG:19.2;BND:16.5;IEF:15.3;TLT:15.0;VOO:7.8
4.9
137
10.9
Sideways
18.7
4.51
3.5
93
23
-14:57
68
0.0176
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
-4
-20
10
null
BrokerA
MKT
97
1
9
-51
11
-42
32
null
null
Normal monitoring
151
3.6
null
5
Tax-aware sells next window
E8159
P3476
2024-12-16
Taxable
USD
522,488
10.9
1
74.4
Utilities:26.3;Health:53.7;Consumer:20.0
Value:12.3;Growth:12.6;Quality:26.5;Size:9.8;Momentum:20.6;LowVol:18.3
BND:27.5;MUB:9.6;GLD:30.3;QQQ:12.7;IEF:19.9
2.3
106
13.6
Volatile
26.5
4.19
3
127
-34
-65:-10
42
0.0157
false
false
MaxPos8%;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
1
2
6
null
BrokerA
LMT
99
12
13
-31
9
-24
-21
null
null
Normal monitoring
115
1.4
Approved
4
Tax-aware sells next window
E8160
P1098
2024-07-19
Trust
USD
211,619
8.1
1
70.3
Utilities:11.8;Materials:32.4;Energy:17.4;Industrials:17.6;Health:20.8
Value:10.8;Growth:18.8;Quality:15.0;Size:20.1;Momentum:15.4;LowVol:19.9
MSFT:33.3;AAPL:21.9;MUB:44.8
2.5
142
9.5
Sideways
19.5
3.88
3.1
114
60
47:90
64
0.0059
false
false
MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-13
15
2
null
BrokerD
LMT
93
9
15
68
76
-40
-12
null
null
Normal monitoring
158
2.5
null
5
Tax-aware sells next window
E8161
P9955
2025-01-17
401k
USD
1,053,540
8.4
1.06
62.8
Financials:13.5;Health:22.3;Energy:12.0;Utilities:23.4;Comm:28.7
Value:12.5;Growth:17.2;Quality:13.7;Size:21.1;Momentum:12.9;LowVol:22.6
MUB:26.4;QQQ:43.8;TSLA:29.9
5.9
250
22.8
Bull
14.6
4.37
3.1
81
22
-18:37
54
0.0178
false
true
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-4
-33
11
null
BrokerB
LMT
94
8
13
55
122
8
19
VAR>budget
Reduce
Risk above budget threshold
169
1.4
SuggestedEdits
2
Monitor dispersion and breadth
E8162
P9285
2025-11-11
Roth
USD
440,825
5
1
70.7
Tech:40.8;RealEstate:32.3;Financials:26.9
Value:21.5;Growth:19.8;Quality:13.2;Size:16.4;Momentum:8.2;LowVol:20.9
IEF:8.4;AAPL:25.2;QQQ:23.7;MUB:24.1;MSFT:18.5
6.3
183
14.2
Bear
30.4
3.09
2.9
204
-44
-64:5
40
0.0164
true
false
MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
29
15
5
null
BrokerD
VWAP
92
5
8
41
115
-31
-13
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
147
1.6
null
5
Within IPS guidelines
E8163
P1089
2025-08-05
IRA
USD
620,046
11
1
67.1
Utilities:15.0;Financials:29.4;Energy:26.0;Health:29.6
Value:12.8;Growth:8.4;Quality:16.4;Size:22.5;Momentum:17.3;LowVol:22.6
VTI:11.9;QQQ:12.0;TSLA:27.2;HYG:29.8;BRK.B:19.1
2.5
154
12.4
Bear
32.3
3.14
1.4
140
-3
-23:31
40
0.0063
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
9
10
null
BrokerC
VWAP
96
10
15
18
110
-56
-18
null
null
Normal monitoring
137
2.1
Approved
3
Tax-aware sells next window
E8164
P5762
2024-10-17
Roth
USD
1,353,198
9.4
1
57.6
Comm:37.6;Consumer:18.0;Health:44.4
Value:9.6;Growth:16.6;Quality:24.6;Size:15.1;Momentum:24.8;LowVol:9.4
XLF:28.4;QQQ:27.8;TLT:43.9
1.8
221
22
Bull
14.4
3.72
2.1
113
48
32:74
85
0.0076
false
true
ESGOnly;MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
10
-7
3
null
BrokerA
LMT
99
2
3
120
154
16
-7
VAR>budget
Reduce
Risk above budget threshold
207
0.9
SuggestedEdits
5
Tighten stops on momentum names
E8165
P5220
2025-02-24
IRA
USD
1,720,012
3.3
1
53.7
Consumer:27.6;RealEstate:17.7;Health:41.5;Materials:13.2
Value:10.1;Growth:31.7;Quality:10.9;Size:15.3;Momentum:12.0;LowVol:20.1
XLF:22.2;VTI:24.1;GLD:13.7;MSFT:11.1;TLT:28.9
4.6
243
23.6
Bear
22.8
3.56
2.6
157
-60
-73:-30
9
0.0185
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
9
2
null
BrokerB
VWAP
89
2
3
88
193
5
26
RegimeShift
Hedge
Volatility spike and breadth deterioration
183
3.5
SuggestedEdits
3
Tighten stops on momentum names
E8166
P0438
2024-10-23
Taxable
USD
468,042
13.8
1
48.8
Financials:28.0;Energy:40.5;Industrials:18.9;Comm:12.6
Value:24.2;Growth:8.9;Quality:16.1;Size:26.7;Momentum:9.9;LowVol:14.2
VNQ:22.7;BRK.B:31.8;BND:32.6;VTI:12.9
2
96
8
Bear
26.1
3.55
2.6
148
-55
-72:-20
37
0.0076
false
false
MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
13
-14
1
null
BrokerA
LMT
94
1
1
15
140
-40
11
null
null
Normal monitoring
122
2.2
null
5
Monitor dispersion and breadth
E8167
P7517
2025-12-12
Taxable
USD
1,390,131
9.2
1
45.7
Tech:11.7;Industrials:23.3;Energy:18.9;RealEstate:23.5;Consumer:22.7
Value:23.5;Growth:13.5;Quality:8.5;Size:25.4;Momentum:14.1;LowVol:15.0
BRK.B:21.5;MUB:12.4;MSFT:33.2;TSLA:33.0
3.7
160
14.2
Bull
13
4.46
3
106
51
36:83
93
0.0051
false
false
MaxPos6%
null
VarNear
Sell
Trim extended winner -1.0%
3
-33
12
null
BrokerA
LMT
89
5
3
33
49
-10
-22
null
null
Normal monitoring
108
1.8
Approved
3
Increase defensive factor exposure
E8168
P4938
2024-09-23
401k
USD
683,551
6.1
1
65
Consumer:25.1;Materials:29.0;Financials:30.2;RealEstate:15.7
Value:19.5;Growth:22.3;Quality:17.4;Size:14.5;Momentum:16.6;LowVol:9.8
AMZN:21.9;MUB:13.7;BND:5.3;VNQ:22.0;AAPL:20.0;XLF:17.0
4.3
132
14
Bull
17.1
3.94
2.1
106
85
58:124
100
0.0123
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
8
15
10
null
BrokerB
VWAP
100
1
5
15
151
-31
4
null
null
Normal monitoring
142
1.8
Approved
4
Tighten stops on momentum names
E8169
P9689
2024-12-14
401k
USD
2,295,028
6.4
1
62.6
Tech:25.4;Health:21.1;Utilities:18.1;Financials:35.4
Value:17.8;Growth:15.2;Quality:16.8;Size:7.8;Momentum:19.9;LowVol:22.5
BRK.B:21.7;QQQ:27.6;VNQ:19.9;BND:30.7
5
158
15.7
Sideways
17.3
3.84
2.3
134
56
22:91
68
0.0049
false
false
ESGOnly;MaxPos5%;MaxSector35%
null
VarNear
Sell
Trim extended winner -1.0%
30
-10
9
null
BrokerC
LMT
93
1
6
-13
-35
20
4
null
null
Normal monitoring
101
3.7
Approved
5
Increase defensive factor exposure
E8170
P5452
2024-09-08
401k
USD
645,421
6.7
1
74.8
Utilities:17.4;Health:14.7;RealEstate:13.1;Tech:30.6;Financials:24.2
Value:15.2;Growth:10.4;Quality:24.2;Size:19.6;Momentum:15.0;LowVol:15.5
AMZN:14.6;VNQ:10.4;TLT:29.5;IEF:20.7;GLD:8.4;BND:16.3
2.3
99
14.1
Volatile
23.8
3.9
2.1
142
0
-30:31
63
0.0035
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-5
-38
5
null
BrokerA
MKT
88
12
17
25
41
-59
10
null
null
Normal monitoring
116
3.9
null
5
Tighten stops on momentum names
E8171
P9236
2025-07-12
Taxable
USD
586,709
6
1
49.5
Materials:17.2;Industrials:13.1;Comm:18.5;Energy:31.6;Tech:19.6
Value:21.8;Growth:17.3;Quality:17.6;Size:10.2;Momentum:23.5;LowVol:9.6
TSLA:22.5;GLD:23.6;BRK.B:33.7;MSFT:20.3
2.3
134
7.4
Bull
17.4
4.55
3.2
116
83
43:126
98
0.0054
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
-15
-1
5
null
BrokerD
VWAP
88
2
8
120
249
16
19
null
null
Normal monitoring
138
2.7
Approved
5
Increase defensive factor exposure
E8172
P0552
2025-03-16
IRA
USD
2,185,097
6.9
1
52.7
Comm:38.4;Utilities:38.6;Health:23.0
Value:14.3;Growth:17.5;Quality:23.3;Size:17.0;Momentum:19.9;LowVol:7.9
XLF:22.8;TLT:9.5;AAPL:19.9;BRK.B:8.5;VTI:20.5;GLD:18.7
5.9
222
13.2
Bull
13.7
4.47
2.6
93
119
82:139
100
0.0114
false
true
MaxPos6%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
34
-5
4
null
BrokerB
MKT
99
9
8
96
97
-3
-5
VAR>budget
Pause
Risk above budget threshold
187
3.3
Approved
2
Monitor dispersion and breadth
E8173
P5979
2025-02-09
Roth
USD
791,358
17.8
1
61.5
Materials:32.8;Utilities:33.9;Tech:21.4;Health:12.0
Value:19.9;Growth:13.2;Quality:26.5;Size:8.8;Momentum:17.8;LowVol:13.8
TSLA:12.2;QQQ:16.2;XLF:18.1;TLT:17.7;AAPL:21.1;MSFT:14.7
3.6
157
8.5
Volatile
24.4
4.3
3.1
114
-29
-60:25
37
0.006
false
false
ESGOnly;MaxPos8%;MaxSector35%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
-4
-35
7
null
BrokerA
VWAP
100
9
12
45
173
-50
-14
null
null
Normal monitoring
136
2.2
Approved
5
Tax-aware sells next window
E8174
P7618
2024-08-22
Taxable
USD
2,191,015
9.5
1
59.5
Utilities:37.5;Energy:32.0;Materials:15.0;Health:15.5
Value:14.7;Growth:17.3;Quality:12.6;Size:13.7;Momentum:26.8;LowVol:14.8
VTI:15.5;BRK.B:6.4;TLT:30.3;BND:13.4;VNQ:16.1;MSFT:18.2
4.5
140
14.2
Sideways
19
3.61
2.1
120
23
-3:66
48
0.0062
false
false
ESGOnly;MaxPos8%;MaxSector35%
null
null
Hedge
Buy index puts 1.0% notional, 30d
28
4
9
Delta:-0.12;Vega:0.04
BrokerA
VWAP
93
1
6
-60
-14
-40
12
null
null
Normal monitoring
203
1.3
Approved
3
Tighten stops on momentum names
E8175
P1468
2024-08-25
Roth
USD
524,388
6.1
1
64.6
Industrials:15.1;Consumer:22.2;Health:18.8;Financials:20.3;Materials:23.6
Value:21.3;Growth:20.2;Quality:9.1;Size:27.7;Momentum:8.2;LowVol:13.5
HYG:12.5;BND:14.2;XLF:17.8;VTI:25.0;VOO:17.4;MUB:13.0
6.5
194
25.4
Bull
12.3
4.97
2.2
83
71
49:118
99
0.0067
true
false
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
35
4
8
null
BrokerA
VWAP
92
9
10
-23
113
10
0
Drift>tolerance
Pause
Allocation drift beyond policy bands
108
2.7
null
4
Tighten stops on momentum names
E8176
P0105
2025-08-16
Roth
USD
683,759
17.7
1
56.6
Industrials:30.6;Tech:13.9;Materials:20.2;Consumer:35.2
Value:25.1;Growth:9.2;Quality:11.9;Size:20.7;Momentum:21.3;LowVol:11.8
VTI:23.1;QQQ:32.3;AAPL:24.4;TLT:20.2
4
112
12.4
Bull
15.5
4.94
3.1
99
117
93:144
100
0.0074
false
false
ESGOnly;MaxPos6%;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
19
-7
10
null
BrokerB
MKT
90
6
11
53
85
-33
19
null
null
Normal monitoring
208
2.5
null
5
Tax-aware sells next window
E8177
P9014
2025-01-05
IRA
USD
1,041,654
4.5
1
54.7
Industrials:10.4;Energy:15.2;RealEstate:22.8;Comm:35.5;Consumer:16.1
Value:10.7;Growth:14.4;Quality:23.1;Size:11.3;Momentum:21.6;LowVol:18.8
VNQ:50.7;VOO:13.7;MSFT:35.6
6.7
230
22.6
Bull
12.6
4.03
2.3
93
9
-26:48
46
0.0144
true
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
1
-14
2
null
BrokerA
LMT
96
4
2
112
126
-37
14
VAR>budget
Hedge
Risk above budget threshold
217
2.1
null
3
Tax-aware sells next window
E8178
P7544
2024-11-28
IRA
USD
765,279
17.9
1
49.9
Tech:15.6;Health:23.0;Materials:18.6;Utilities:21.6;RealEstate:21.2
Value:16.5;Growth:19.3;Quality:15.8;Size:9.8;Momentum:25.0;LowVol:13.7
MSFT:32.6;BRK.B:8.5;TLT:18.3;GLD:25.3;QQQ:15.4
3
113
10.3
Bull
11.5
3.88
2.9
107
82
48:108
87
0.0069
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
19
-26
9
null
BrokerA
MKT
95
5
5
8
12
9
23
null
null
Normal monitoring
188
1.3
Approved
4
Increase defensive factor exposure
E8179
P3984
2025-06-20
Trust
USD
272,351
15.1
1
61.4
Utilities:18.4;Materials:13.7;Comm:29.3;Health:38.7
Value:13.7;Growth:10.1;Quality:15.2;Size:26.7;Momentum:15.8;LowVol:18.6
AMZN:22.8;AAPL:53.4;MSFT:23.8
1
111
15.8
Bear
30.6
3.71
2.7
174
-6
-25:22
59
0.019
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
27
-11
2
null
BrokerD
LMT
89
7
6
-23
59
-31
-15
null
null
Normal monitoring
176
3
null
5
Within IPS guidelines
E8180
P2368
2025-09-14
IRA
USD
853,444
12.3
1
44.1
Health:21.6;Tech:28.0;Consumer:22.0;Utilities:15.0;RealEstate:13.3
Value:8.7;Growth:12.6;Quality:11.7;Size:20.1;Momentum:23.9;LowVol:23.0
VNQ:28.7;BRK.B:17.0;QQQ:54.2
1.3
126
11.2
Volatile
24
3.98
3
135
54
28:103
70
0.0063
false
false
ESGOnly;MaxPos6%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
35
-21
12
Delta:-0.12;Vega:0.08
BrokerD
MKT
98
7
6
-27
-44
-18
25
null
null
Normal monitoring
166
1.5
Approved
4
Within IPS guidelines
E8181
P7981
2025-07-30
401k
USD
480,912
7.1
1
61.5
Materials:13.1;Health:15.1;Consumer:31.5;RealEstate:40.4
Value:25.1;Growth:14.5;Quality:19.1;Size:13.4;Momentum:12.2;LowVol:15.7
VOO:7.1;VNQ:22.6;AMZN:20.0;XLF:24.7;TLT:16.6;GLD:8.9
6.5
227
15.8
Bull
12.2
4.37
2.5
83
77
63:104
91
0.0065
true
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-17
5
Delta:-0.16;Vega:0.04
BrokerA
LMT
93
5
4
-26
41
-17
15
Drift>tolerance
Pause
Allocation drift beyond policy bands
220
2.2
null
3
Tighten stops on momentum names
E8182
P3040
2025-01-18
Trust
USD
1,053,349
5.3
1
44.6
RealEstate:31.5;Health:32.7;Energy:35.7
Value:18.0;Growth:19.3;Quality:10.8;Size:16.6;Momentum:17.4;LowVol:17.9
VTI:10.7;IEF:27.6;XLF:18.6;BRK.B:22.9;VNQ:20.2
3.3
269
15.8
Sideways
16.4
3.72
2.2
140
15
0:60
51
0.0158
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-39
8
null
BrokerC
VWAP
96
6
3
64
157
-14
17
RegimeShift
Hedge
Volatility spike and breadth deterioration
189
3
null
3
Tax-aware sells next window
E8183
P2811
2025-04-18
IRA
USD
153,917
11.6
1
41.6
RealEstate:47.0;Consumer:15.7;Energy:37.4
Value:23.9;Growth:10.0;Quality:17.3;Size:21.7;Momentum:9.3;LowVol:17.8
TLT:29.3;BRK.B:17.3;TSLA:26.1;BND:27.3
2.1
165
15.6
Bear
27.5
3.74
2.1
191
-48
-85:-12
19
0.0106
false
false
ESGOnly;MaxPos6%
null
VarNear
Sell
Trim extended winner -1.0%
-7
-10
11
null
BrokerA
LMT
91
10
9
-49
7
-27
-10
null
null
Normal monitoring
195
2.5
Approved
4
Within IPS guidelines
E8184
P7943
2024-10-31
Taxable
USD
564,776
12.9
1
54.3
Tech:16.8;Industrials:34.0;Health:32.7;Energy:16.4
Value:17.8;Growth:8.5;Quality:20.8;Size:21.1;Momentum:19.5;LowVol:12.3
HYG:21.9;IEF:23.0;BND:21.8;VOO:11.0;BRK.B:22.4
5
134
10.2
Volatile
22
4.9
4
140
72
45:126
96
0.0088
false
false
MaxPos8%
null
DriftNear
NoAction
Within policy bands; defer
35
6
6
null
BrokerA
LMT
0
0
0
83
104
-43
16
null
null
Normal monitoring
143
3.7
Approved
5
Within IPS guidelines
E8185
P9630
2025-06-25
Trust
USD
638,055
11.6
1
48.8
Energy:34.6;Financials:33.6;Health:31.8
Value:19.6;Growth:19.4;Quality:19.3;Size:21.9;Momentum:11.5;LowVol:8.2
VTI:21.9;XLF:28.0;MSFT:17.3;HYG:8.3;BND:24.6
2.9
133
9.4
Volatile
24.3
5.35
3.5
140
14
-24:55
57
0.0163
false
false
MaxPos5%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
26
-30
10
null
BrokerA
MKT
100
2
0
13
-15
-49
25
null
null
Normal monitoring
168
2.8
Approved
4
Within IPS guidelines
E8186
P3857
2025-09-07
IRA
USD
224,219
17.1
1
47.9
Tech:39.3;Comm:22.7;Materials:38.0
Value:18.5;Growth:11.1;Quality:15.7;Size:21.0;Momentum:19.0;LowVol:14.6
TSLA:8.7;BND:10.1;TLT:17.7;AMZN:8.2;VOO:17.7;VTI:37.7
2.6
162
12.9
Bull
15
4.12
2.4
83
111
97:145
93
0.0153
false
false
MaxPos5%;MaxSector25%
null
VarNear
Sell
Trim extended winner -1.0%
22
-18
3
null
BrokerD
LMT
92
9
14
96
135
19
-2
null
null
Normal monitoring
96
2.3
null
3
Increase defensive factor exposure
E8187
P9183
2025-11-25
Taxable
USD
771,264
10.7
1
40.6
Energy:19.0;Utilities:36.1;Comm:44.9
Value:21.9;Growth:8.9;Quality:20.7;Size:11.7;Momentum:24.9;LowVol:11.9
HYG:27.4;VNQ:13.2;TLT:33.9;TSLA:25.4
2.1
114
9
Volatile
26.6
3.74
2.1
124
-47
-82:5
19
0.0189
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
24
-20
12
null
BrokerC
MKT
96
1
0
-4
-12
-7
-19
null
null
Normal monitoring
105
2.8
Approved
4
Tax-aware sells next window
E8188
P6948
2025-01-20
Taxable
USD
786,978
5.9
1
71.7
Financials:32.6;Utilities:21.1;Energy:27.7;Consumer:18.6
Value:11.7;Growth:16.1;Quality:20.3;Size:23.2;Momentum:15.8;LowVol:12.9
HYG:53.9;IEF:12.8;XLF:19.8;MUB:13.5
4.5
158
14.7
Volatile
20.7
3.72
4.4
167
-32
-54:22
19
0.0083
false
false
ESGOnly
null
VarNear
NoAction
Within policy bands; defer
-3
-14
6
null
BrokerD
LMT
0
0
0
25
-15
-16
-23
null
null
Normal monitoring
112
2.8
Approved
3
Within IPS guidelines
E8189
P9120
2024-07-08
IRA
USD
1,472,916
8.6
1
45.2
Energy:28.9;Consumer:27.3;Tech:30.8;RealEstate:12.9
Value:15.8;Growth:13.5;Quality:24.4;Size:22.2;Momentum:11.9;LowVol:12.3
AMZN:12.3;VNQ:28.7;BND:20.0;MSFT:12.1;BRK.B:10.3;TSLA:16.6
3.8
124
20
Bull
16.1
4.56
2.8
114
68
36:87
91
0.0059
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
-14
-14
3
null
BrokerA
LMT
90
10
18
-25
109
16
23
null
null
Normal monitoring
157
3
null
3
Increase defensive factor exposure
E8190
P5128
2025-04-17
401k
USD
921,111
5.9
1
36.5
Materials:25.3;Utilities:9.6;Consumer:31.5;RealEstate:15.3;Energy:18.4
Value:15.4;Growth:19.2;Quality:15.8;Size:13.7;Momentum:18.3;LowVol:17.5
VNQ:16.5;GLD:22.2;VOO:14.2;TSLA:31.8;BND:15.3
2.6
121
16.7
Sideways
19.3
4.47
3.1
115
30
18:74
65
0.0059
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
33
-6
5
null
BrokerA
VWAP
97
6
5
-3
16
-43
9
null
null
Normal monitoring
103
2.4
Approved
4
Tax-aware sells next window
E8191
P6568
2024-12-01
IRA
USD
873,460
14.6
1
55.7
Energy:47.8;Financials:33.2;Utilities:19.0
Value:15.4;Growth:19.7;Quality:14.3;Size:21.1;Momentum:10.8;LowVol:18.7
HYG:15.6;AMZN:30.3;VOO:9.8;TSLA:24.5;VNQ:19.8
1.1
157
12.8
Bear
31.4
4.11
1.5
176
-78
-109:-29
17
0.0163
false
false
MaxPos8%;MaxSector30%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-10
2
Delta:-0.17;Vega:0.05
BrokerA
MKT
100
5
5
99
125
-14
12
null
null
Normal monitoring
203
1.2
Approved
4
Within IPS guidelines
E8192
P8587
2024-11-21
Trust
USD
1,110,358
5.9
1
41.9
Comm:12.2;Industrials:26.7;Health:43.1;RealEstate:18.1
Value:21.5;Growth:12.5;Quality:18.4;Size:13.5;Momentum:16.1;LowVol:18.0
HYG:20.3;MUB:21.2;BRK.B:8.5;TLT:22.5;IEF:21.1;QQQ:6.3
1.7
227
16.8
Bull
13.8
3.92
3.1
78
28
3:79
65
0.0135
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
10
12
null
BrokerA
MKT
98
2
9
-50
-69
20
35
VAR>budget
TightenStops
Risk above budget threshold
163
2.8
SuggestedEdits
4
Tax-aware sells next window
E8193
P1188
2024-08-02
401k
USD
1,184,034
6.3
1
69.4
Consumer:31.2;Industrials:20.5;Comm:48.3
Value:16.4;Growth:19.9;Quality:15.7;Size:9.4;Momentum:18.8;LowVol:19.8
MSFT:21.5;MUB:32.0;BRK.B:32.5;TSLA:14.0
5.8
143
11.7
Volatile
23.4
4.51
2.9
140
51
40:74
77
0.0167
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
DriftNear
Sell
Trim extended winner -1.0%
4
-8
11
null
BrokerC
MKT
98
10
17
0
-15
-6
36
null
null
Normal monitoring
112
2
Approved
3
Monitor dispersion and breadth
E8194
P6328
2025-06-13
401k
USD
1,078,741
4.2
1
39.2
Energy:28.2;Industrials:27.7;Tech:20.3;Health:23.7
Value:18.3;Growth:12.1;Quality:19.9;Size:20.1;Momentum:12.6;LowVol:17.0
QQQ:26.8;GLD:25.8;XLF:13.7;VOO:15.5;BRK.B:18.2
5.9
134
12.3
Bull
14.9
4.35
2.1
95
85
73:140
97
0.0124
false
false
ESGOnly
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-14
-28
12
Delta:-0.14;Vega:0.03
BrokerD
LMT
100
2
6
-59
60
7
-10
null
null
Normal monitoring
166
3.6
null
5
Tighten stops on momentum names
E8195
P6307
2024-09-04
Trust
USD
503,720
6.6
1
49.9
RealEstate:15.3;Materials:14.5;Industrials:37.0;Financials:33.2
Value:15.0;Growth:18.4;Quality:19.8;Size:20.4;Momentum:10.2;LowVol:16.1
VOO:9.8;HYG:17.0;XLF:24.0;BND:10.0;GLD:16.1;IEF:23.1
3.3
141
16.3
Bear
25
3.21
2.4
183
-18
-45:28
37
0.0191
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
12
-6
5
null
BrokerA
VWAP
95
6
6
-57
-12
-11
26
null
null
Normal monitoring
118
2.9
Approved
4
Within IPS guidelines
E8196
P3896
2025-01-11
IRA
USD
676,808
15
1
43.5
Comm:43.2;Health:28.4;Industrials:28.4
Value:18.4;Growth:8.8;Quality:22.4;Size:9.2;Momentum:20.1;LowVol:21.1
VNQ:25.0;QQQ:17.5;MUB:17.1;BND:14.8;AMZN:25.6
4.6
137
12.8
Volatile
24.6
3.74
4.1
113
61
42:91
85
0.0138
false
false
NoMargin
null
DriftNear
NoAction
Within policy bands; defer
-4
-4
8
null
BrokerA
LMT
0
0
0
-31
10
-1
33
null
null
Normal monitoring
210
3.5
Approved
5
Monitor dispersion and breadth
E8197
P0205
2025-12-21
Taxable
USD
763,138
12.7
1
65.4
Health:27.4;Utilities:22.1;Consumer:12.0;Tech:12.4;Energy:26.1
Value:11.4;Growth:13.3;Quality:16.3;Size:12.4;Momentum:23.7;LowVol:22.9
MSFT:7.6;XLF:9.1;MUB:19.9;BRK.B:29.5;IEF:33.8
3.8
95
14.3
Volatile
28
5.35
3.7
150
-15
-36:32
31
0.0086
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
17
-37
5
null
BrokerA
LMT
93
11
16
-10
111
16
-18
null
null
Normal monitoring
94
1.3
null
3
Tighten stops on momentum names
E8198
P9609
2025-01-15
Trust
USD
2,386,125
5.7
1
59.2
Consumer:25.7;Health:11.7;Comm:28.9;Utilities:33.7
Value:13.9;Growth:18.9;Quality:15.1;Size:23.1;Momentum:19.4;LowVol:9.6
TLT:7.3;QQQ:30.4;GLD:15.7;MSFT:7.4;AMZN:27.2;VTI:12.0
4.5
174
13.6
Volatile
27.4
3.87
2.8
144
16
-12:51
45
0.008
false
true
ESGOnly;MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
26
10
10
Delta:-0.25;Vega:0.05
BrokerC
MKT
89
3
5
-44
94
-19
-10
VAR>budget
Hedge
Risk above budget threshold
220
1.9
SuggestedEdits
2
Tax-aware sells next window
E8199
P5679
2025-02-03
Trust
USD
1,753,613
3.2
1
40.7
Materials:18.3;Tech:8.5;Energy:16.2;Utilities:29.0;Health:28.0
Value:11.9;Growth:17.4;Quality:18.9;Size:15.7;Momentum:14.9;LowVol:21.1
VNQ:10.7;BND:15.1;AAPL:28.2;GLD:30.7;HYG:15.3
4.1
161
25.3
Bull
15.5
4.09
3.3
82
10
-16:60
57
0.0151
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
null
NoAction
Within policy bands; defer
24
-13
6
null
BrokerC
VWAP
0
0
0
67
193
-17
-22
null
null
Normal monitoring
101
2.3
null
5
Within IPS guidelines
E8200
P2071
2024-10-24
401k
USD
578,657
11.6
1
74
Energy:14.8;Consumer:25.6;Industrials:32.4;Financials:27.2
Value:18.5;Growth:13.3;Quality:22.2;Size:14.6;Momentum:17.1;LowVol:14.4
VOO:26.8;TSLA:27.2;HYG:46.0
1.5
100
14.7
Volatile
30.7
3.81
2.3
152
53
26:92
81
0.0086
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
16
-24
1
null
BrokerA
VWAP
90
12
14
-34
51
-2
36
null
null
Normal monitoring
123
2.5
null
3
Within IPS guidelines