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
E8201
P5051
2024-08-08
Trust
USD
682,731
5.4
1
49.1
RealEstate:19.3;Consumer:30.2;Utilities:17.7;Tech:16.4;Energy:16.4
Value:12.6;Growth:23.8;Quality:9.6;Size:15.7;Momentum:11.3;LowVol:26.8
VTI:15.3;VNQ:10.8;AAPL:31.0;QQQ:32.4;BRK.B:10.5
4.5
92
13.4
Volatile
31
5.48
2.7
174
80
45:97
99
0.0113
false
false
MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
9
-37
7
null
BrokerB
MKT
93
8
12
10
27
-38
17
null
null
Normal monitoring
104
3.3
null
4
Tax-aware sells next window
E8202
P8613
2024-08-06
Taxable
USD
220,054
7.4
1
37.7
Comm:31.5;Energy:9.8;Tech:27.1;Utilities:20.7;RealEstate:10.9
Value:7.9;Growth:17.6;Quality:25.1;Size:17.0;Momentum:14.9;LowVol:17.6
VTI:32.6;HYG:34.0;TSLA:33.4
3.1
135
14.6
Bear
34.5
4.03
1.2
163
-17
-46:18
46
0.0037
false
false
ESGOnly;MaxPos7%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-2
-4
8
null
BrokerA
LMT
90
11
13
68
169
-43
-25
null
null
Normal monitoring
205
2.8
Approved
5
Tax-aware sells next window
E8203
P1573
2025-08-17
IRA
USD
309,040
6.1
1
44.4
Utilities:28.2;Energy:21.9;Financials:23.4;Tech:26.5
Value:20.2;Growth:18.0;Quality:7.0;Size:14.1;Momentum:19.5;LowVol:21.2
MSFT:36.5;TSLA:26.2;QQQ:37.3
1.8
169
11.6
Volatile
29.5
5.38
3.2
135
-14
-28:5
37
0.0198
false
false
MaxPos7%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-24
2
Delta:-0.2;Vega:0.08
BrokerC
MKT
88
8
15
58
52
-14
3
null
null
Normal monitoring
175
3.8
Approved
4
Increase defensive factor exposure
E8204
P2471
2025-06-29
Trust
USD
468,476
15.3
1
39.4
Comm:24.4;Energy:42.3;Tech:33.3
Value:13.0;Growth:9.7;Quality:17.7;Size:22.2;Momentum:17.1;LowVol:20.3
TLT:17.4;IEF:29.3;GLD:14.7;QQQ:38.6
1.3
112
11.3
Bull
14.8
4.35
2.3
82
45
17:78
69
0.0047
false
false
ESGOnly;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
21
-34
12
null
BrokerB
LMT
99
8
14
9
108
-36
38
null
null
Normal monitoring
171
2.6
null
4
Monitor dispersion and breadth
E8205
P2575
2024-10-21
Trust
USD
1,477,922
3.4
1
56.9
Tech:34.1;Energy:24.8;Industrials:41.1
Value:22.3;Growth:15.7;Quality:14.0;Size:11.2;Momentum:20.4;LowVol:16.3
BRK.B:43.2;AAPL:12.4;AMZN:44.4
6.6
262
25.9
Volatile
21
4.25
2.5
158
-26
-65:12
34
0.0162
true
true
ESGOnly;MaxPos6%;MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
29
-15
7
null
BrokerD
LMT
97
7
11
-57
-30
-35
19
Drift>tolerance
Hedge
Allocation drift beyond policy bands
121
1.1
Approved
4
Tax-aware sells next window
E8206
P0063
2024-12-15
Trust
USD
1,134,870
8.5
1
46.6
Tech:17.7;Utilities:9.9;Industrials:32.7;Materials:17.9;Comm:21.8
Value:12.2;Growth:24.6;Quality:19.0;Size:21.0;Momentum:14.1;LowVol:9.1
VNQ:8.1;XLF:21.6;VOO:21.2;BND:16.5;QQQ:10.5;HYG:22.1
2.9
156
15.9
Bull
13.1
4.5
2.1
76
86
50:129
75
0.0142
false
false
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
31
7
12
Delta:-0.17;Vega:0.07
BrokerB
MKT
100
10
9
117
188
2
8
null
null
Normal monitoring
180
3.8
null
3
Monitor dispersion and breadth
E8207
P4712
2025-02-21
401k
USD
1,715,712
6.6
1.21
68
RealEstate:25.7;Industrials:15.5;Energy:28.0;Materials:30.8
Value:22.5;Growth:14.4;Quality:18.3;Size:20.9;Momentum:12.3;LowVol:11.7
HYG:26.2;AAPL:6.2;BND:24.2;VTI:23.4;MUB:20.0
5
223
20.2
Bull
11.4
4.18
2.2
120
3
-37:54
35
0.0086
false
true
ESGOnly;MaxPos5%;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
16
-9
6
null
BrokerA
LMT
97
7
14
-57
-59
-14
-14
RegimeShift
Reduce
Volatility spike and breadth deterioration
169
3.3
null
4
Increase defensive factor exposure
E8208
P6647
2025-11-09
401k
USD
501,774
8.5
1
46.1
Tech:29.6;Industrials:34.4;Energy:36.0
Value:14.5;Growth:8.9;Quality:19.5;Size:18.2;Momentum:17.5;LowVol:21.5
XLF:18.7;IEF:16.1;TSLA:18.6;MUB:9.6;MSFT:17.4;HYG:19.7
2.7
108
9.3
Volatile
22.6
4.77
3
170
-15
-35:21
34
0.0073
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
5
-3
3
null
BrokerA
MKT
95
2
1
107
193
-14
-10
null
null
Normal monitoring
132
1
null
3
Increase defensive factor exposure
E8209
P3223
2025-08-17
Roth
USD
876,520
5.6
1
63.7
RealEstate:50.5;Utilities:30.1;Tech:19.4
Value:13.5;Growth:23.6;Quality:25.9;Size:13.6;Momentum:12.4;LowVol:11.0
VNQ:16.7;HYG:21.8;VTI:20.5;IEF:12.4;TLT:28.6
4
109
11
Bull
15.6
4.3
2.7
94
23
-16:77
47
0.0172
false
false
ESGOnly;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
32
-22
12
Delta:-0.11;Vega:0.05
BrokerB
MKT
96
10
10
-29
109
-48
12
null
null
Normal monitoring
181
1.3
Approved
5
Within IPS guidelines
E8210
P7881
2025-03-11
Taxable
USD
1,175,015
8.3
1.19
71.1
Industrials:31.3;Consumer:26.4;Health:16.8;Materials:25.4
Value:11.0;Growth:21.7;Quality:14.0;Size:15.7;Momentum:12.9;LowVol:24.6
VNQ:23.2;XLF:18.9;VOO:17.6;MUB:25.2;VTI:15.1
3.1
204
20.7
Volatile
30.8
5
2.5
166
15
2:39
43
0.0126
false
true
MaxPos5%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-7
11
Delta:-0.06;Vega:0.05
BrokerA
MKT
91
3
1
-30
6
-40
-10
RegimeShift
Reduce
Volatility spike and breadth deterioration
155
2.7
null
4
Tax-aware sells next window
E8211
P2009
2025-02-15
401k
USD
438,572
7
1
53.2
Health:39.6;Financials:12.9;Tech:12.7;Utilities:34.8
Value:11.8;Growth:26.1;Quality:21.2;Size:18.2;Momentum:9.3;LowVol:13.4
BRK.B:29.1;AMZN:30.7;TLT:17.8;HYG:10.4;XLF:12.0
1.2
162
15
Bull
12.9
4.5
2.4
110
85
54:129
100
0.0099
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-21
4
null
BrokerD
VWAP
89
3
7
-43
8
5
25
null
null
Normal monitoring
211
3.9
null
4
Monitor dispersion and breadth
E8212
P8594
2024-12-01
Roth
USD
1,065,335
3.4
1
36
Materials:13.5;Industrials:16.6;Consumer:22.8;RealEstate:18.9;Energy:28.3
Value:19.4;Growth:16.6;Quality:13.0;Size:19.1;Momentum:15.0;LowVol:16.9
TSLA:15.0;BRK.B:22.1;VTI:40.2;QQQ:22.6
5.5
207
14.4
Bull
15.1
4.36
2.8
104
50
38:78
85
0.0068
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
28
-6
5
null
BrokerC
LMT
89
4
5
19
135
-55
21
VAR>budget
Pause
Risk above budget threshold
127
3.1
Approved
5
Within IPS guidelines
E8213
P6002
2025-03-02
401k
USD
197,848
17.8
1
46.4
Materials:38.0;RealEstate:17.0;Utilities:45.0
Value:13.0;Growth:14.2;Quality:23.2;Size:13.0;Momentum:16.9;LowVol:19.7
MSFT:22.3;IEF:26.6;GLD:22.4;XLF:10.4;HYG:18.3
2.7
124
15.1
Bull
11.8
4.83
2.7
77
33
7:50
68
0.0196
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
14
-39
1
null
BrokerA
MKT
92
5
4
108
139
-8
3
null
null
Normal monitoring
116
3.5
Approved
5
Increase defensive factor exposure
E8214
P5583
2024-09-15
Trust
USD
1,585,648
3.5
1
46.7
Utilities:36.9;Financials:16.2;RealEstate:24.1;Comm:22.8
Value:21.8;Growth:18.6;Quality:20.8;Size:14.1;Momentum:12.0;LowVol:12.7
AMZN:10.0;XLF:33.0;VOO:21.1;VTI:35.9
4.9
214
23.8
Bull
13.1
4.8
3.4
79
61
47:115
73
0.0117
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-9
5
null
BrokerA
LMT
95
10
15
-30
56
-36
-24
VAR>budget
Reduce
Risk above budget threshold
176
1.2
null
3
Tighten stops on momentum names
E8215
P0284
2025-03-09
Roth
USD
605,089
14.3
1
55.2
Health:23.7;Tech:25.8;Comm:11.7;Consumer:38.8
Value:21.9;Growth:17.1;Quality:23.4;Size:10.4;Momentum:18.8;LowVol:8.4
XLF:39.4;TSLA:14.0;GLD:20.9;MSFT:25.7
2.3
166
14.3
Volatile
27.3
3.7
4.3
139
-34
-48:-19
18
0.0067
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
-1
8
4
null
BrokerB
LMT
98
8
5
4
23
-55
12
null
null
Normal monitoring
182
2.9
null
4
Tighten stops on momentum names
E8216
P0578
2025-04-30
Roth
USD
198,844
6.1
1
38.7
Health:15.3;Financials:16.8;Tech:40.5;Utilities:27.4
Value:15.9;Growth:11.2;Quality:19.3;Size:20.2;Momentum:16.9;LowVol:16.5
AAPL:19.9;AMZN:25.0;TSLA:19.3;GLD:14.7;MUB:21.0
1.2
116
8.6
Bull
15.9
5
3.2
95
1
-22:44
67
0.0065
false
false
MaxPos5%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-11
6
6
null
BrokerC
MKT
91
5
6
-48
80
15
39
null
null
Normal monitoring
209
4
Approved
4
Tax-aware sells next window
E8217
P6131
2025-03-19
Taxable
USD
632,890
13.7
1
56.1
Comm:29.1;RealEstate:10.4;Materials:21.5;Utilities:19.3;Tech:19.7
Value:20.0;Growth:17.7;Quality:16.6;Size:21.3;Momentum:7.8;LowVol:16.5
VOO:16.8;BRK.B:61.8;VNQ:21.4
1.7
120
7.2
Volatile
25
4.07
3.8
158
75
37:96
96
0.0129
false
false
ESGOnly;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-4
-12
11
null
BrokerD
LMT
90
3
7
-20
31
-4
15
null
null
Normal monitoring
152
3.9
Approved
5
Tighten stops on momentum names
E8218
P9581
2025-11-22
Trust
USD
1,118,563
6.6
1.08
61.8
Health:25.0;Financials:14.4;Materials:12.6;RealEstate:24.0;Energy:23.9
Value:15.4;Growth:9.5;Quality:20.6;Size:21.4;Momentum:10.4;LowVol:22.6
VOO:39.6;MSFT:24.6;HYG:35.8
4.4
201
27.6
Bull
11.3
4.28
2.7
86
92
71:121
80
0.004
false
true
MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-5
-35
7
null
BrokerA
MKT
97
10
10
-22
-30
6
-2
RegimeShift
Hedge
Volatility spike and breadth deterioration
159
2.7
Approved
3
Monitor dispersion and breadth
E8219
P1224
2025-11-07
Trust
USD
1,080,015
6
1
64.3
Tech:15.1;Comm:11.6;Financials:35.2;RealEstate:12.4;Utilities:25.7
Value:20.1;Growth:20.5;Quality:13.4;Size:18.7;Momentum:7.3;LowVol:20.1
VTI:5.9;MUB:21.5;TSLA:6.0;BRK.B:27.8;AMZN:26.3;HYG:12.5
3.1
181
16.2
Bull
11.2
3.85
2
82
61
28:77
80
0.0168
false
false
MaxPos7%
null
VarNear
Sell
Trim extended winner -1.0%
22
-12
5
null
BrokerB
MKT
97
4
9
-43
48
-41
18
null
null
Normal monitoring
207
2.5
null
5
Increase defensive factor exposure
E8220
P6413
2024-12-13
401k
USD
751,293
7.2
1
57.6
RealEstate:21.9;Financials:34.9;Industrials:18.5;Energy:24.7
Value:15.7;Growth:13.6;Quality:9.2;Size:18.0;Momentum:18.8;LowVol:24.8
MSFT:39.6;TLT:26.7;AMZN:33.8
1.9
99
8.8
Volatile
26
4.03
2.1
120
17
-10:56
60
0.0145
false
false
MaxPos6%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-9
-29
7
null
BrokerD
MKT
97
10
11
10
-11
-7
-6
null
null
Normal monitoring
164
3
Approved
3
Within IPS guidelines
E8221
P3438
2024-08-31
Taxable
USD
1,427,463
7.4
1
54.9
Consumer:27.3;Comm:16.9;Financials:22.5;Tech:18.1;Utilities:15.2
Value:10.5;Growth:7.2;Quality:20.1;Size:18.0;Momentum:21.4;LowVol:22.9
VOO:10.3;BRK.B:21.4;VTI:22.1;QQQ:17.4;AMZN:21.4;TLT:7.3
4.7
120
17.6
Bear
30.2
3.12
2.8
147
-102
-138:-71
5
0.0101
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-2
-12
9
null
BrokerB
MKT
99
1
0
56
156
-30
22
null
null
Normal monitoring
154
1.3
null
4
Within IPS guidelines
E8222
P1176
2024-09-19
Taxable
USD
739,670
6.5
1
72.3
Comm:19.0;Utilities:27.0;Financials:33.8;Consumer:20.2
Value:19.0;Growth:24.5;Quality:12.3;Size:12.0;Momentum:10.3;LowVol:21.8
GLD:13.9;QQQ:48.9;HYG:37.2
3.4
185
15.1
Bull
17.5
3.73
3.3
106
16
-24:55
44
0.0073
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
26
-30
8
null
BrokerC
LMT
91
8
9
3
131
-31
24
RegimeShift
Reduce
Volatility spike and breadth deterioration
94
2.1
Approved
5
Tax-aware sells next window
E8223
P5504
2025-11-10
Trust
USD
1,597,745
6.3
1
69.6
Consumer:27.6;Tech:51.8;Industrials:20.6
Value:20.3;Growth:19.9;Quality:10.9;Size:21.0;Momentum:20.4;LowVol:7.5
MUB:7.5;VNQ:29.4;AMZN:8.7;HYG:18.1;XLF:9.9;TSLA:26.3
5.6
158
21.6
Bear
24
4.19
1.5
158
-52
-91:-21
13
0.0114
false
false
null
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
22
-17
2
null
BrokerD
LMT
89
12
12
-54
-81
0
12
null
null
Normal monitoring
202
2.1
null
3
Monitor dispersion and breadth
E8224
P9240
2025-11-12
Taxable
USD
504,274
7.9
1
38.2
Health:23.3;Industrials:14.4;Energy:20.5;Comm:20.3;RealEstate:21.5
Value:21.2;Growth:14.5;Quality:17.2;Size:15.9;Momentum:9.2;LowVol:22.0
VTI:27.8;TLT:38.5;BRK.B:33.7
3.5
188
17.1
Bull
12.8
4.77
3.3
86
32
17:52
76
0.011
false
true
MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-19
10
null
BrokerC
MKT
99
7
12
-39
34
-9
33
VAR>budget
Hedge
Risk above budget threshold
180
1.6
Approved
5
Monitor dispersion and breadth
E8225
P8998
2025-07-27
401k
USD
488,672
4.2
1
57.2
Utilities:44.1;RealEstate:17.4;Comm:38.5
Value:9.4;Growth:18.5;Quality:20.5;Size:16.0;Momentum:19.5;LowVol:16.1
AMZN:42.7;QQQ:14.4;VOO:42.8
3.1
125
13
Bull
13.5
3.81
3.3
95
110
97:140
100
0.0053
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
20
-9
5
null
BrokerA
MKT
96
10
18
16
101
9
-19
null
null
Normal monitoring
128
2.8
Approved
4
Within IPS guidelines
E8226
P9902
2025-02-22
Taxable
USD
2,375,396
9.9
1
53
Tech:26.6;Utilities:26.3;Consumer:27.4;Industrials:19.7
Value:9.0;Growth:20.7;Quality:26.0;Size:9.5;Momentum:20.7;LowVol:14.0
VNQ:33.3;TLT:13.2;TSLA:42.8;IEF:10.7
4.8
207
12.5
Bull
17.4
4.8
2.6
85
41
13:61
83
0.0101
false
true
MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-12
10
null
BrokerC
VWAP
99
6
10
101
236
-19
-7
VAR>budget
TightenStops
Risk above budget threshold
147
2.2
Approved
3
Tighten stops on momentum names
E8227
P0612
2024-08-01
IRA
USD
468,160
8.6
1
63
Comm:25.4;Financials:30.7;Health:27.1;Materials:16.8
Value:17.5;Growth:17.4;Quality:16.3;Size:14.2;Momentum:19.8;LowVol:14.8
GLD:8.1;VNQ:24.4;BRK.B:8.9;MSFT:30.3;TLT:8.3;BND:20.0
3.6
141
13.4
Volatile
24.4
4.77
4
114
65
32:101
77
0.0192
false
false
MaxPos5%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
15
-35
4
null
BrokerC
MKT
98
12
15
64
111
-31
-10
null
null
Normal monitoring
203
3.8
Approved
4
Monitor dispersion and breadth
E8228
P0807
2024-10-14
Trust
USD
436,976
6
1
42.2
Tech:13.5;Comm:24.0;RealEstate:21.8;Financials:13.0;Energy:27.6
Value:19.6;Growth:15.7;Quality:14.7;Size:17.9;Momentum:19.7;LowVol:12.5
GLD:25.4;VOO:36.9;VNQ:37.7
3.4
149
11.5
Bear
29.1
3.17
2.7
132
-78
-99:-54
21
0.0141
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-3
-20
8
null
BrokerB
LMT
93
8
14
0
12
-16
6
null
null
Normal monitoring
167
2.7
Approved
3
Tax-aware sells next window
E8229
P6460
2025-04-28
401k
USD
1,033,727
8.8
1
65.9
Energy:12.8;Comm:13.5;Health:34.1;Materials:28.6;Consumer:11.1
Value:24.3;Growth:9.3;Quality:12.4;Size:14.3;Momentum:19.8;LowVol:19.9
VOO:17.4;BND:44.2;VTI:38.4
3.4
273
19.1
Bull
16.1
3.67
2.1
76
20
-17:37
45
0.01
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
26
-17
6
Delta:-0.07;Vega:0.07
BrokerD
MKT
92
5
5
-2
-5
-49
38
VAR>budget
Pause
Risk above budget threshold
195
3.2
Approved
2
Monitor dispersion and breadth
E8230
P4751
2025-08-28
401k
USD
740,993
4.5
1
42.9
Energy:32.7;Health:16.9;Materials:50.4
Value:12.2;Growth:21.7;Quality:21.8;Size:15.9;Momentum:18.3;LowVol:10.1
TLT:14.5;MUB:20.7;VOO:40.3;IEF:24.5
4.1
160
25.1
Volatile
29.3
4.9
2.9
146
-38
-72:7
15
0.0172
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
-9
5
6
null
BrokerC
LMT
100
12
10
67
113
-7
30
null
null
Normal monitoring
214
1.4
Approved
3
Tighten stops on momentum names
E8231
P7011
2025-07-15
Taxable
USD
869,889
12
1
50.2
Industrials:23.2;Tech:17.6;Consumer:22.7;Health:36.5
Value:16.1;Growth:17.4;Quality:13.5;Size:17.9;Momentum:15.6;LowVol:19.7
BRK.B:22.8;XLF:25.1;HYG:20.9;GLD:31.2
2.2
170
15.8
Bear
33.7
4.48
1.6
210
-49
-60:-3
42
0.0126
false
false
NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
-24
6
Delta:-0.08;Vega:0.02
BrokerA
LMT
88
1
1
-13
81
5
37
null
null
Normal monitoring
156
1.3
null
4
Tax-aware sells next window
E8232
P3183
2025-08-20
IRA
USD
1,450,953
8.8
1.17
50.9
Energy:14.4;Financials:19.0;Consumer:37.1;Materials:29.5
Value:23.7;Growth:18.6;Quality:9.5;Size:7.9;Momentum:17.4;LowVol:22.9
VNQ:23.9;HYG:24.8;MUB:26.0;AAPL:7.1;BND:7.7;TLT:10.5
2
177
16.1
Bull
17.5
4.84
2.8
81
69
50:107
88
0.0129
false
false
MaxPos6%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
16
-10
6
null
BrokerC
LMT
94
1
8
83
60
-22
-19
null
null
Normal monitoring
197
1.2
Approved
3
Increase defensive factor exposure
E8233
P4540
2025-09-10
Trust
USD
1,530,377
3.5
1
55.3
Comm:27.5;Financials:32.8;Utilities:39.6
Value:10.1;Growth:11.0;Quality:19.5;Size:18.2;Momentum:17.6;LowVol:23.8
AMZN:36.4;IEF:8.4;MSFT:29.3;GLD:25.8
5.6
229
20.6
Volatile
23.2
5.07
2.7
150
-46
-72:-28
25
0.0033
false
true
MaxSector25%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-1
-6
2
null
BrokerD
MKT
88
3
8
34
169
-5
29
VAR>budget
Reduce
Risk above budget threshold
184
2.8
SuggestedEdits
4
Monitor dispersion and breadth
E8234
P0088
2025-08-23
IRA
USD
1,368,447
6.4
1
57.9
Industrials:17.7;Comm:24.1;Tech:13.6;Materials:22.5;Energy:22.2
Value:12.2;Growth:14.5;Quality:16.1;Size:28.4;Momentum:9.9;LowVol:18.9
GLD:27.4;MSFT:7.8;XLF:18.4;VOO:14.1;VTI:23.5;TSLA:8.8
1.7
227
18.6
Bear
34.5
4.01
3
171
-92
-118:-50
5
0.0133
false
true
ESGOnly;MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-36
2
Delta:-0.23;Vega:0.09
BrokerC
LMT
88
5
13
86
71
-58
-10
RegimeShift
Reduce
Volatility spike and breadth deterioration
141
1.3
Approved
4
Tax-aware sells next window
E8235
P8905
2025-01-12
Taxable
USD
1,162,358
8.2
1
52.1
Financials:51.3;Utilities:18.8;Tech:29.9
Value:21.8;Growth:15.3;Quality:21.1;Size:14.5;Momentum:15.2;LowVol:12.1
TLT:18.5;VOO:13.0;BND:26.7;QQQ:41.8
2.4
183
16.7
Sideways
19.1
4.22
2.4
130
5
-15:37
68
0.0039
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-23
5
null
BrokerC
MKT
90
3
11
-28
-6
4
-15
RegimeShift
Reduce
Volatility spike and breadth deterioration
117
1.4
Rejected
2
Within IPS guidelines
E8236
P4726
2025-06-03
Trust
USD
270,080
5.7
1
72.6
Energy:31.3;Utilities:42.8;Health:25.9
Value:22.9;Growth:14.9;Quality:20.2;Size:10.7;Momentum:19.0;LowVol:12.3
MUB:10.1;MSFT:19.9;QQQ:26.9;VOO:16.8;VTI:26.3
1.2
101
10
Sideways
17.5
4.45
2.9
118
35
13:70
68
0.0186
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-22
3
null
BrokerA
LMT
89
1
8
102
133
-10
13
null
null
Normal monitoring
169
3
Approved
5
Increase defensive factor exposure
E8237
P6334
2024-10-27
IRA
USD
525,972
9.8
1
39.7
Financials:21.8;Consumer:14.9;Materials:25.2;Utilities:11.0;Health:27.2
Value:14.8;Growth:8.9;Quality:25.5;Size:11.6;Momentum:15.8;LowVol:23.4
BRK.B:14.8;GLD:24.7;TSLA:33.3;TLT:27.2
5.6
198
20.2
Bull
13.2
4.04
2.7
114
101
76:127
100
0.0084
false
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
20
-20
3
null
BrokerC
MKT
97
7
14
-55
34
-5
3
VAR>budget
Hedge
Risk above budget threshold
95
1.8
SuggestedEdits
2
Tighten stops on momentum names
E8238
P2296
2025-09-22
401k
USD
420,307
8.1
1
45.7
Comm:42.1;Consumer:29.2;Tech:28.7
Value:17.9;Growth:13.1;Quality:15.0;Size:16.9;Momentum:18.6;LowVol:18.6
MUB:22.4;QQQ:21.1;HYG:13.1;VNQ:20.9;VOO:22.4
3.2
147
10.4
Bear
31.6
4.3
2.4
162
18
0:53
75
0.0199
false
false
ESGOnly;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
29
-26
7
null
BrokerC
MKT
91
2
5
57
49
-24
14
null
null
Normal monitoring
182
3.7
Approved
3
Monitor dispersion and breadth
E8239
P3758
2025-08-31
401k
USD
618,917
8.9
1
49.3
Financials:23.5;RealEstate:35.0;Health:23.2;Industrials:18.3
Value:11.9;Growth:20.1;Quality:14.6;Size:21.0;Momentum:21.1;LowVol:11.3
AAPL:44.0;QQQ:24.9;BRK.B:31.1
2
111
9.3
Volatile
30.8
3.84
4.4
125
-10
-33:45
34
0.0168
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
14
6
6
null
BrokerB
LMT
97
6
13
-33
-35
4
-20
null
null
Normal monitoring
123
1.7
Approved
5
Tax-aware sells next window
E8240
P6721
2025-04-08
Trust
USD
2,316,395
8.8
1
56.1
Energy:12.1;Consumer:20.5;Comm:24.6;Tech:22.7;Health:20.1
Value:18.1;Growth:10.5;Quality:11.4;Size:15.4;Momentum:25.0;LowVol:19.6
BND:22.4;VNQ:10.5;IEF:32.8;VTI:34.4
3.1
219
15.5
Bull
13.5
4.15
3.2
87
41
18:81
82
0.0191
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-13
10
null
BrokerB
LMT
89
9
6
92
58
3
2
VAR>budget
TightenStops
Risk above budget threshold
120
3.3
null
2
Tighten stops on momentum names
E8241
P0401
2025-12-14
Trust
USD
546,017
14.5
1
44.1
Industrials:32.0;Tech:13.0;Financials:35.7;Materials:19.3
Value:14.1;Growth:15.9;Quality:24.5;Size:23.7;Momentum:13.1;LowVol:8.8
TSLA:35.7;AAPL:18.6;QQQ:15.0;VTI:19.5;BND:11.2
2.2
159
13
Volatile
26.1
5.3
2.4
162
41
13:75
78
0.0128
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-29
10
null
BrokerA
MKT
99
5
2
-44
91
13
-22
null
null
Normal monitoring
183
3.9
Approved
3
Increase defensive factor exposure
E8242
P3350
2024-10-13
401k
USD
427,565
7.1
1
45.8
Industrials:29.3;Consumer:27.9;Utilities:16.5;RealEstate:10.0;Materials:16.3
Value:14.9;Growth:20.2;Quality:18.2;Size:16.5;Momentum:17.4;LowVol:12.8
AAPL:15.4;IEF:7.4;VOO:22.2;VNQ:24.1;QQQ:31.0
5.2
133
14.3
Volatile
25.4
5.2
2.1
169
57
20:96
91
0.0154
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
15
-1
12
null
BrokerD
MKT
97
10
13
72
148
-44
7
null
null
Normal monitoring
103
3.6
Approved
5
Tax-aware sells next window
E8243
P9649
2025-03-13
Taxable
USD
521,906
7.8
1
37
Tech:20.8;Materials:18.5;Utilities:25.7;Financials:14.5;Energy:20.5
Value:19.8;Growth:20.4;Quality:6.4;Size:14.3;Momentum:20.5;LowVol:18.6
AMZN:29.2;TLT:32.4;AAPL:17.8;VOO:7.5;MSFT:13.1
5.8
205
22.8
Volatile
26.7
4.21
4.1
153
35
10:64
62
0.0108
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
6
4
Delta:-0.2;Vega:0.06
BrokerC
MKT
92
5
6
-32
12
8
37
VAR>budget
Reduce
Risk above budget threshold
155
1
null
2
Within IPS guidelines
E8244
P0065
2025-03-18
Roth
USD
1,522,060
4.3
1
69.8
Tech:34.8;RealEstate:35.6;Comm:29.5
Value:16.5;Growth:23.7;Quality:17.0;Size:14.0;Momentum:16.8;LowVol:12.0
TSLA:27.5;AAPL:19.8;XLF:28.0;GLD:24.6
1.8
229
20.4
Bull
14.2
3.92
2.9
108
30
20:75
55
0.0129
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
-39
10
null
BrokerC
MKT
93
7
8
109
98
-12
26
VAR>budget
Hedge
Risk above budget threshold
220
1.3
null
4
Monitor dispersion and breadth
E8245
P3193
2025-02-28
401k
USD
1,620,221
4.9
1.17
36
Materials:50.2;Consumer:29.0;Tech:20.8
Value:20.9;Growth:16.3;Quality:18.1;Size:15.4;Momentum:12.9;LowVol:16.3
IEF:12.2;TSLA:16.5;GLD:18.1;MSFT:16.2;TLT:23.2;XLF:13.8
2.1
180
19.2
Bear
26.5
4.27
2.8
166
16
-19:45
74
0.0182
false
false
ESGOnly;MaxPos8%
null
null
Sell
Trim extended winner -1.0%
16
-17
10
null
BrokerC
LMT
93
3
0
17
25
-57
23
null
null
Normal monitoring
183
3.9
Approved
4
Within IPS guidelines
E8246
P4717
2025-11-20
Taxable
USD
423,690
8.6
1
68.7
Consumer:24.4;Energy:40.9;RealEstate:34.7
Value:13.4;Growth:20.4;Quality:10.1;Size:17.3;Momentum:15.5;LowVol:23.4
AMZN:14.1;QQQ:29.1;VOO:16.9;BRK.B:7.5;TSLA:32.4
1.6
115
12.8
Bear
30.4
4.01
2.7
218
31
-7:51
54
0.0134
false
false
MaxPos5%;MaxSector25%
null
null
NoAction
Within policy bands; defer
20
-35
7
null
BrokerA
LMT
0
0
0
49
92
-2
-3
null
null
Normal monitoring
160
3
null
3
Within IPS guidelines
E8247
P2076
2025-07-25
Roth
USD
1,953,686
6.1
1
74.7
Utilities:20.2;Financials:14.3;Consumer:25.7;Industrials:15.1;Comm:24.6
Value:15.1;Growth:25.6;Quality:28.6;Size:9.2;Momentum:10.1;LowVol:11.5
VOO:27.9;AMZN:42.9;BND:29.2
2.1
130
16.1
Bear
24
4.19
2.2
199
-76
-91:-31
5
0.0106
false
false
ESGOnly;MaxPos8%;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
6
4
6
null
BrokerC
VWAP
92
1
2
47
11
-25
40
null
null
Normal monitoring
148
1.3
Approved
3
Tax-aware sells next window
E8248
P8175
2024-09-19
401k
USD
562,383
7.4
1
55.7
Materials:38.2;Industrials:33.2;Health:28.6
Value:16.3;Growth:19.0;Quality:17.8;Size:19.2;Momentum:21.1;LowVol:6.6
QQQ:20.3;AMZN:16.5;IEF:27.0;BRK.B:10.0;VTI:26.3
5.9
174
22.3
Bull
16.6
4.47
2
91
0
-31:55
65
0.018
false
false
MaxPos6%;MaxSector35%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-23
1
Delta:-0.1;Vega:0.05
BrokerC
LMT
99
11
10
77
61
-51
20
null
null
Normal monitoring
199
3.8
Approved
4
Tighten stops on momentum names
E8249
P5541
2025-09-15
Taxable
USD
808,939
5.7
1
73.4
Consumer:47.8;Financials:21.3;Utilities:30.9
Value:11.0;Growth:15.2;Quality:16.0;Size:20.0;Momentum:21.1;LowVol:16.8
HYG:17.9;BND:16.0;XLF:14.1;TSLA:19.2;AAPL:15.1;MUB:17.7
4
166
10.7
Sideways
17.4
3.72
2.3
120
12
-12:52
54
0.0198
false
false
MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
15
9
null
BrokerD
LMT
89
3
0
-24
13
-20
-15
null
null
Normal monitoring
101
1.5
Approved
5
Monitor dispersion and breadth
E8250
P9989
2024-09-24
IRA
USD
914,944
7.4
1
47.9
RealEstate:18.4;Materials:18.8;Tech:24.3;Financials:22.3;Industrials:16.2
Value:17.1;Growth:21.8;Quality:13.6;Size:19.1;Momentum:10.1;LowVol:18.2
TSLA:20.2;XLF:12.1;VTI:8.4;BRK.B:22.1;QQQ:13.1;IEF:24.1
3.4
199
17.7
Bull
15.7
4.18
3.4
93
98
79:140
94
0.0198
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
-9
1
null
BrokerA
VWAP
88
8
13
-13
24
-19
-24
VAR>budget
Hedge
Risk above budget threshold
102
1.7
null
4
Tighten stops on momentum names
E8251
P6833
2024-09-02
Taxable
USD
368,715
12
1
65
RealEstate:12.6;Consumer:38.7;Utilities:13.3;Tech:35.4
Value:24.4;Growth:15.8;Quality:9.9;Size:12.1;Momentum:13.3;LowVol:24.5
QQQ:21.6;TSLA:26.3;GLD:19.9;VNQ:32.1
2.9
169
11.4
Sideways
18.3
4.62
2.2
102
36
15:52
61
0.0145
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
16
7
12
null
BrokerC
MKT
97
9
7
103
92
17
-15
null
null
Normal monitoring
91
3.3
Approved
5
Increase defensive factor exposure
E8252
P1869
2024-11-02
Roth
USD
1,825,586
8.6
1
38.2
Industrials:32.2;Financials:17.8;Comm:20.7;Consumer:29.4
Value:18.8;Growth:12.8;Quality:16.8;Size:20.7;Momentum:16.9;LowVol:14.0
TSLA:9.2;GLD:35.5;QQQ:40.3;AMZN:15.0
4.3
211
12.5
Bull
17.9
3.67
2.8
96
51
14:67
87
0.0154
false
true
ESGOnly;MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
1
12
Delta:-0.13;Vega:0.06
BrokerA
LMT
95
1
5
50
90
-44
-23
RegimeShift
Hedge
Volatility spike and breadth deterioration
187
3.2
null
4
Tax-aware sells next window
E8253
P5082
2025-07-05
Taxable
USD
443,522
10.5
1
52.4
Health:34.4;RealEstate:20.4;Materials:45.2
Value:14.7;Growth:22.1;Quality:17.1;Size:14.4;Momentum:22.6;LowVol:9.2
AMZN:20.5;TLT:22.3;IEF:22.9;MSFT:19.2;BND:15.0
5
165
13
Bear
31.5
3.63
2.7
218
36
8:89
61
0.0095
false
false
NoMargin
null
DriftNear;VarNear
NoAction
Within policy bands; defer
16
-5
6
null
BrokerA
MKT
0
0
0
-42
-21
-19
32
null
null
Normal monitoring
168
3
Approved
5
Increase defensive factor exposure
E8254
P5734
2025-07-23
401k
USD
1,585,797
5.9
1
70.5
Materials:37.1;Industrials:27.7;RealEstate:35.2
Value:12.1;Growth:19.5;Quality:11.9;Size:20.1;Momentum:20.7;LowVol:15.6
HYG:19.1;AAPL:7.5;GLD:6.6;VOO:24.9;TSLA:15.9;VNQ:26.0
3.4
175
18.6
Bear
32.5
3.77
1.7
210
-4
-42:32
63
0.0057
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
18
-11
2
null
BrokerD
MKT
97
10
11
97
58
-59
-7
VAR>budget
Hedge
Risk above budget threshold
157
2.2
Approved
5
Tax-aware sells next window
E8255
P6470
2024-12-13
Trust
USD
667,085
9.2
1
50.3
Materials:16.6;Comm:23.4;Industrials:22.8;Tech:15.3;Utilities:21.9
Value:22.1;Growth:6.8;Quality:19.8;Size:13.0;Momentum:17.4;LowVol:20.8
BRK.B:40.5;VOO:11.3;VNQ:8.2;IEF:40.1
4.3
100
8.4
Volatile
23.4
4.41
3.3
145
-27
-40:12
50
0.0127
false
false
MaxPos6%;MaxSector25%
null
DriftNear
Buy
Add core equity +1.0% from cash
11
-15
6
null
BrokerA
LMT
100
1
9
52
167
-57
16
null
null
Normal monitoring
123
3.2
Approved
4
Tax-aware sells next window
E8256
P1167
2025-07-10
IRA
USD
1,937,209
6
1
37.5
Financials:26.9;Industrials:16.9;Health:18.6;RealEstate:15.1;Tech:22.5
Value:11.1;Growth:11.1;Quality:21.6;Size:22.6;Momentum:10.9;LowVol:22.6
IEF:28.5;TSLA:34.9;MSFT:36.5
1.7
202
19.3
Bull
13
4.05
3.4
119
13
-11:68
67
0.0093
false
true
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-33
3
null
BrokerB
LMT
94
6
9
35
75
-33
17
VAR>budget
Hedge
Risk above budget threshold
139
2.1
Approved
2
Tax-aware sells next window
E8257
P2023
2025-10-26
IRA
USD
452,850
7.9
1
46
Materials:35.9;Tech:11.7;Comm:19.6;Industrials:15.4;Energy:17.4
Value:22.5;Growth:24.0;Quality:14.2;Size:9.8;Momentum:10.2;LowVol:19.3
TLT:13.9;AMZN:12.2;BND:21.4;IEF:7.3;AAPL:25.0;QQQ:20.1
3.7
208
15.9
Volatile
23.9
3.53
2.7
116
-35
-74:-14
50
0.0093
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
1
-6
5
null
BrokerD
MKT
97
10
17
-52
81
-3
0
RegimeShift
Reduce
Volatility spike and breadth deterioration
219
1
SuggestedEdits
2
Tax-aware sells next window
E8258
P3745
2025-05-17
IRA
USD
2,302,840
5.8
1
37.6
Energy:23.3;Materials:31.6;Financials:27.9;Utilities:17.2
Value:18.2;Growth:16.2;Quality:7.7;Size:20.8;Momentum:17.4;LowVol:19.7
IEF:18.7;VOO:11.3;XLF:8.9;TLT:21.7;MUB:18.4;BRK.B:20.9
3
192
16.2
Bull
13.2
3.5
3.4
76
80
52:105
100
0.0072
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
32
-15
4
Delta:-0.14;Vega:0.03
BrokerD
LMT
93
9
11
13
-3
-47
7
RegimeShift
Hedge
Volatility spike and breadth deterioration
211
1.1
null
2
Monitor dispersion and breadth
E8259
P8451
2025-08-10
Trust
USD
819,983
9.7
1.19
74.5
Comm:12.0;Health:30.9;Industrials:25.9;Materials:31.2
Value:23.3;Growth:6.9;Quality:22.1;Size:12.4;Momentum:15.0;LowVol:20.2
MUB:7.3;HYG:10.8;AMZN:22.3;VTI:9.7;IEF:22.6;TSLA:27.2
4.3
152
14.8
Sideways
17.3
4.96
3.2
114
22
3:65
49
0.011
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
0
6
3
null
BrokerC
LMT
93
6
4
-22
3
1
37
null
null
Normal monitoring
212
3.1
null
5
Tax-aware sells next window
E8260
P7742
2025-04-30
Roth
USD
427,337
4
1
69.2
Materials:16.4;Utilities:28.3;Financials:17.1;Consumer:18.5;Comm:19.7
Value:12.3;Growth:10.6;Quality:16.2;Size:17.9;Momentum:19.0;LowVol:24.0
VNQ:24.4;AMZN:36.3;VTI:39.3
5.1
229
21.8
Volatile
21.7
4.7
3.8
159
-30
-43:-15
19
0.0177
false
true
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
6
7
10
null
BrokerC
MKT
93
8
5
-60
-50
-53
-22
RegimeShift
Hedge
Volatility spike and breadth deterioration
130
2.8
Approved
2
Tighten stops on momentum names
E8261
P2690
2024-09-10
IRA
USD
1,605,539
7.6
1
61.2
Consumer:19.8;Tech:24.8;Utilities:30.4;Health:25.0
Value:14.2;Growth:21.4;Quality:22.2;Size:14.2;Momentum:9.0;LowVol:19.1
TSLA:31.6;AMZN:15.7;TLT:26.0;XLF:26.7
4.3
163
20.6
Bull
14.4
3.8
2.1
79
77
54:96
78
0.003
false
false
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
9
12
null
BrokerB
VWAP
90
12
11
84
52
-33
-6
null
null
Normal monitoring
211
2.9
null
5
Tighten stops on momentum names
E8262
P2376
2024-08-25
401k
USD
215,127
14.1
1
59.2
Industrials:18.3;Materials:11.3;Financials:37.5;Comm:32.9
Value:17.4;Growth:21.7;Quality:8.8;Size:14.0;Momentum:14.5;LowVol:23.6
MSFT:16.3;AAPL:21.5;IEF:8.3;AMZN:26.7;BRK.B:27.2
2.1
151
7.4
Bull
12.6
4.5
3.3
76
19
-19:34
76
0.0115
false
false
ESGOnly;MaxPos5%;MaxSector30%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
24
-27
8
null
BrokerA
VWAP
0
0
0
73
58
-44
32
null
null
Normal monitoring
144
1.3
Approved
3
Tax-aware sells next window
E8263
P2231
2024-07-26
401k
USD
687,464
17.7
1
44.1
Health:23.0;Energy:35.7;Industrials:41.4
Value:16.9;Growth:22.2;Quality:17.4;Size:14.5;Momentum:9.2;LowVol:19.8
AMZN:17.6;VOO:21.6;VTI:26.1;QQQ:34.8
3.4
114
7.2
Sideways
16.4
3.65
2.7
135
13
-14:31
51
0.0128
false
false
null
null
null
Buy
Add core equity +1.0% from cash
34
-1
1
null
BrokerA
LMT
88
1
2
-1
29
-42
15
null
null
Normal monitoring
139
3.7
Approved
5
Monitor dispersion and breadth
E8264
P8079
2024-07-15
Taxable
USD
1,629,917
5
1
57.8
Energy:30.9;Industrials:41.6;Health:27.5
Value:22.1;Growth:22.1;Quality:14.6;Size:9.3;Momentum:17.2;LowVol:14.8
VTI:6.5;BND:19.4;GLD:10.4;VOO:11.9;TSLA:25.7;VNQ:26.2
2.8
197
17.4
Sideways
18.9
3.58
2.1
90
57
21:94
81
0.0151
false
false
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
-35
3
null
BrokerC
MKT
98
6
3
35
124
-9
-5
null
null
Normal monitoring
139
1.6
Approved
5
Monitor dispersion and breadth
E8265
P5272
2025-05-11
IRA
USD
1,647,274
9.4
1
35.5
Utilities:61.5;Energy:18.0;Health:20.4
Value:20.3;Growth:23.6;Quality:8.3;Size:11.0;Momentum:26.9;LowVol:9.9
VNQ:41.5;MUB:9.2;TLT:18.5;GLD:30.8
3.5
178
15.3
Bull
14.8
3.55
3.3
115
82
65:121
76
0.0153
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-1
-29
1
null
BrokerD
MKT
92
5
13
56
46
5
6
VAR>budget
Hedge
Risk above budget threshold
215
1.9
SuggestedEdits
3
Tighten stops on momentum names
E8266
P0336
2025-06-18
Roth
USD
2,417,127
8.3
1
48.7
RealEstate:30.6;Consumer:13.5;Tech:22.5;Materials:18.4;Financials:14.9
Value:20.6;Growth:9.7;Quality:23.6;Size:7.6;Momentum:16.7;LowVol:21.7
MSFT:27.3;BRK.B:22.2;QQQ:17.5;TSLA:21.4;GLD:11.6
2.1
223
20.4
Volatile
24.7
5.32
3.5
129
3
-16:42
58
0.0043
false
true
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-23
9
null
BrokerC
LMT
98
1
9
-13
67
-43
-21
RegimeShift
Hedge
Volatility spike and breadth deterioration
210
2.3
null
2
Monitor dispersion and breadth
E8267
P1825
2025-01-25
Taxable
USD
460,041
8.6
1
62.4
Utilities:29.8;Tech:23.9;Energy:13.8;Comm:32.5
Value:28.9;Growth:18.3;Quality:10.1;Size:14.2;Momentum:10.5;LowVol:18.0
AMZN:20.9;XLF:13.0;QQQ:18.9;VTI:19.1;MUB:28.0
3.6
114
13.3
Volatile
25.5
4
3.2
113
-32
-64:-3
33
0.0166
false
false
MaxPos8%;MaxSector30%;NoMargin
null
null
NoAction
Within policy bands; defer
9
14
10
null
BrokerD
LMT
0
0
0
112
198
-20
34
null
null
Normal monitoring
157
1.6
null
5
Monitor dispersion and breadth
E8268
P5400
2024-07-27
401k
USD
957,309
7.9
1
42
Consumer:20.9;Tech:23.3;Materials:26.2;RealEstate:29.6
Value:10.3;Growth:26.4;Quality:13.1;Size:9.2;Momentum:15.6;LowVol:25.5
MSFT:27.4;IEF:12.1;QQQ:26.5;VNQ:34.0
4.5
206
21.3
Bear
29.3
4.15
1.4
153
0
-28:23
49
0.0037
false
true
MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
28
4
11
null
BrokerD
VWAP
99
6
7
-35
21
-27
32
RegimeShift
Hedge
Volatility spike and breadth deterioration
97
1.6
SuggestedEdits
4
Increase defensive factor exposure
E8269
P9369
2025-11-11
Taxable
USD
661,746
11
1
49.9
RealEstate:16.6;Financials:31.1;Comm:33.3;Materials:19.0
Value:25.8;Growth:13.0;Quality:8.8;Size:24.9;Momentum:18.5;LowVol:9.0
BRK.B:25.8;HYG:24.7;VOO:49.6
1.9
127
8.5
Volatile
23.5
3.63
4
111
70
31:102
97
0.0055
false
false
ESGOnly;MaxPos5%;MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
0
-27
9
null
BrokerB
MKT
0
0
0
-22
18
4
25
null
null
Normal monitoring
164
2.8
null
3
Within IPS guidelines
E8270
P6094
2025-02-01
Taxable
USD
681,886
6.5
1.14
55.9
Comm:31.4;Materials:14.2;Consumer:9.6;RealEstate:20.7;Utilities:24.2
Value:8.8;Growth:22.7;Quality:20.0;Size:26.0;Momentum:9.5;LowVol:13.0
VOO:37.8;VTI:26.2;BND:36.1
6.3
271
21.7
Bear
29.4
3.28
1.1
161
13
-8:28
39
0.0035
true
true
MaxSector30%
MaxPosExceeded
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
34
-35
7
null
BrokerC
MKT
90
2
0
45
181
-6
16
Drift>tolerance
Hedge
Allocation drift beyond policy bands
94
2.8
Approved
5
Tax-aware sells next window
E8271
P2505
2025-02-15
IRA
USD
322,705
8.2
1
71
Industrials:27.8;Energy:54.5;Financials:17.6
Value:14.6;Growth:20.2;Quality:14.7;Size:16.9;Momentum:17.6;LowVol:15.9
XLF:17.2;VTI:15.8;BRK.B:9.8;MUB:25.8;HYG:11.9;VOO:19.6
2.9
146
15.8
Sideways
18.4
3.87
3.1
98
38
6:60
55
0.0056
false
false
MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
26
-21
4
null
BrokerC
MKT
96
11
18
106
196
-20
10
null
null
Normal monitoring
171
1.7
null
3
Within IPS guidelines
E8272
P9621
2025-10-07
Taxable
USD
499,727
8.4
1
39.7
Consumer:20.9;Materials:29.3;Tech:24.5;Energy:25.3
Value:14.2;Growth:16.6;Quality:24.0;Size:18.3;Momentum:10.3;LowVol:16.5
AMZN:18.8;VTI:31.6;QQQ:37.5;TLT:12.0
4.1
163
14.6
Volatile
24
4.58
4.4
129
-55
-76:-35
8
0.013
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
31
5
3
null
BrokerA
LMT
89
12
14
43
115
-4
26
null
null
Normal monitoring
126
3.9
Approved
3
Increase defensive factor exposure
E8273
P5922
2025-04-10
Taxable
USD
267,562
7.2
1
63.8
Tech:23.3;Energy:14.3;Health:15.7;Materials:15.8;Industrials:30.9
Value:26.0;Growth:9.8;Quality:11.0;Size:10.7;Momentum:20.1;LowVol:22.4
IEF:17.2;AMZN:7.5;VNQ:13.8;BRK.B:18.1;VOO:21.3;VTI:22.0
4.2
137
13.8
Bull
17.6
3.69
3
84
6
-23:52
48
0.0038
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
12
2
7
null
BrokerA
LMT
97
5
10
99
163
-20
14
null
null
Normal monitoring
110
2.1
Approved
5
Tighten stops on momentum names
E8274
P2324
2025-10-08
401k
USD
767,425
5.7
1
60
Tech:31.5;Utilities:26.8;Energy:23.7;Consumer:18.0
Value:24.9;Growth:9.2;Quality:18.3;Size:20.3;Momentum:18.0;LowVol:9.4
BRK.B:25.5;TSLA:22.0;GLD:41.5;BND:11.0
4.4
166
11.5
Bull
15.9
4.17
3.3
95
92
75:139
82
0.0154
false
false
MaxSector25%
null
VarNear
NoAction
Within policy bands; defer
-3
1
5
null
BrokerD
LMT
0
0
0
-45
95
-44
19
null
null
Normal monitoring
124
2.7
Approved
3
Monitor dispersion and breadth
E8275
P1112
2024-09-16
Trust
USD
765,360
7.3
1
48.8
Energy:18.1;Materials:35.1;Consumer:28.1;Utilities:18.8
Value:20.6;Growth:16.7;Quality:19.9;Size:11.6;Momentum:18.8;LowVol:12.4
GLD:27.8;BRK.B:13.0;MSFT:19.5;VOO:16.7;QQQ:23.0
3.6
124
12.9
Bull
11
4.72
3.4
117
65
31:111
68
0.0124
false
false
MaxPos6%;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
14
-32
12
null
BrokerA
MKT
96
7
4
-29
20
-6
20
null
null
Normal monitoring
206
3.8
Approved
4
Tighten stops on momentum names
E8276
P0384
2024-07-05
Trust
USD
985,859
7.2
1
58.9
Utilities:30.3;Financials:33.4;RealEstate:20.6;Tech:15.7
Value:22.6;Growth:14.5;Quality:15.5;Size:16.6;Momentum:14.4;LowVol:16.4
AAPL:38.2;MUB:23.4;QQQ:30.2;VOO:8.2
4.7
267
22.3
Volatile
27.9
5.3
2.6
124
37
2:86
86
0.0068
false
true
MaxPos5%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
4
3
11
null
BrokerA
VWAP
100
10
11
21
65
-25
36
VAR>budget
Hedge
Risk above budget threshold
175
1.8
Approved
3
Increase defensive factor exposure
E8277
P7425
2024-10-15
Roth
USD
599,810
7.8
1
50.5
Energy:35.4;Health:31.7;Industrials:21.1;Materials:11.7
Value:17.2;Growth:21.6;Quality:18.5;Size:10.3;Momentum:13.7;LowVol:18.7
TLT:23.4;IEF:34.5;XLF:19.9;QQQ:22.2
1.8
229
21.8
Bull
11.9
4.01
2.2
74
89
77:110
96
0.0108
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
-10
11
Delta:-0.23;Vega:0.03
BrokerA
MKT
95
11
18
-15
77
-38
-5
VAR>budget
Reduce
Risk above budget threshold
151
3
SuggestedEdits
2
Tax-aware sells next window
E8278
P1559
2025-09-06
Taxable
USD
666,003
11.9
1
54.2
Tech:17.8;RealEstate:26.3;Comm:21.6;Materials:34.3
Value:18.5;Growth:25.7;Quality:8.6;Size:12.7;Momentum:19.7;LowVol:14.9
XLF:14.6;VOO:18.9;MUB:15.8;HYG:11.4;AMZN:23.6;MSFT:15.8
3.2
112
11.9
Bull
15.4
4.65
2
110
107
67:140
100
0.0092
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
7
6
9
null
BrokerB
MKT
97
6
5
51
85
-45
29
null
null
Normal monitoring
202
3.2
Approved
5
Within IPS guidelines
E8279
P5497
2025-01-13
401k
USD
1,081,762
5.9
1
68.2
Utilities:27.1;Tech:37.6;Industrials:35.3
Value:11.6;Growth:18.0;Quality:21.3;Size:24.4;Momentum:9.2;LowVol:15.4
IEF:13.4;VTI:6.7;AMZN:18.8;VNQ:23.3;GLD:18.2;TLT:19.5
5.1
205
21.9
Volatile
26.3
4.05
3.7
138
59
47:79
73
0.0057
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
-25
1
Delta:-0.14;Vega:0.06
BrokerA
LMT
98
12
17
29
16
-27
-18
RegimeShift
Reduce
Volatility spike and breadth deterioration
97
2.7
Approved
4
Increase defensive factor exposure
E8280
P0660
2025-08-16
Taxable
USD
435,136
11.3
1
67.7
Consumer:20.2;Industrials:26.3;Comm:16.3;RealEstate:37.2
Value:8.6;Growth:23.5;Quality:20.7;Size:22.9;Momentum:11.8;LowVol:12.5
IEF:13.3;XLF:26.3;HYG:17.4;AMZN:17.1;TSLA:26.0
5
134
10.7
Bull
13.1
4.9
2.6
100
118
97:158
100
0.0155
false
false
MaxPos8%;NoMargin
null
DriftNear
NoAction
Within policy bands; defer
5
10
1
null
BrokerC
LMT
0
0
0
-48
-10
-45
38
null
null
Normal monitoring
119
1.5
null
4
Increase defensive factor exposure
E8281
P8845
2024-11-25
Roth
USD
1,460,743
9.4
1
37.4
Industrials:46.9;Utilities:16.4;Financials:36.7
Value:16.6;Growth:17.1;Quality:8.0;Size:24.1;Momentum:20.0;LowVol:14.2
BRK.B:19.7;TLT:33.0;GLD:22.8;TSLA:24.5
2.2
179
10.3
Sideways
16.1
4.92
2.5
123
2
-24:34
65
0.0189
false
true
MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-14
-20
1
null
BrokerC
LMT
98
5
9
24
157
-22
36
VAR>budget
TightenStops
Risk above budget threshold
191
2.8
Approved
4
Monitor dispersion and breadth
E8282
P6890
2025-09-12
Taxable
USD
2,289,622
8.4
1
47.5
Energy:16.0;Comm:24.1;Utilities:19.0;Consumer:25.8;Industrials:15.2
Value:10.1;Growth:23.9;Quality:22.3;Size:12.4;Momentum:8.9;LowVol:22.4
TLT:34.3;VOO:38.5;IEF:27.2
2.9
172
15.5
Bear
33.5
4.19
2.2
205
-34
-63:-5
33
0.0121
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
12
2
null
BrokerB
VWAP
89
6
13
-48
27
3
8
VAR>budget
TightenStops
Risk above budget threshold
169
1.3
Approved
4
Increase defensive factor exposure
E8283
P9391
2024-11-20
Taxable
USD
739,175
12.2
1
63.9
Financials:26.8;Comm:18.6;Health:26.1;Consumer:16.8;RealEstate:11.6
Value:9.7;Growth:14.6;Quality:20.6;Size:22.3;Momentum:11.3;LowVol:21.5
AAPL:12.9;VOO:34.7;BND:52.3
2.4
160
12.9
Volatile
22.8
4.18
3.5
133
-17
-45:1
53
0.0166
false
false
MaxPos5%;MaxSector35%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
13
-9
9
null
BrokerC
MKT
0
0
0
44
24
-45
27
null
null
Normal monitoring
143
2.4
Approved
4
Monitor dispersion and breadth
E8284
P3909
2024-08-23
IRA
USD
329,755
14.7
1
73.5
Tech:10.2;Health:35.7;Utilities:11.8;Materials:10.1;Industrials:32.3
Value:22.8;Growth:9.7;Quality:18.1;Size:17.0;Momentum:9.8;LowVol:22.6
VTI:9.0;AAPL:19.5;TSLA:29.0;XLF:25.5;QQQ:17.0
1.2
155
14.9
Bear
33.8
4.33
1.9
138
-15
-30:13
37
0.0092
false
false
MaxPos8%;MaxSector30%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-9
1
9
null
BrokerC
MKT
100
11
10
-35
36
12
36
null
null
Normal monitoring
174
3.4
Approved
3
Increase defensive factor exposure
E8285
P5445
2025-08-16
Roth
USD
832,115
9.4
1
71.8
Energy:37.7;Financials:31.4;Health:14.8;Utilities:16.1
Value:16.9;Growth:9.0;Quality:17.9;Size:12.3;Momentum:21.2;LowVol:22.7
TSLA:18.3;AAPL:17.3;BND:29.4;VOO:35.0
2.6
169
11.8
Bull
14.9
4.55
2.1
115
84
44:127
90
0.0158
false
false
MaxPos8%;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
-11
4
null
BrokerA
LMT
93
5
11
-51
12
-23
-18
null
null
Normal monitoring
132
2.9
null
4
Tax-aware sells next window
E8286
P8813
2025-04-25
Trust
USD
510,414
7.4
1.19
66.6
Consumer:15.3;Utilities:27.1;Materials:30.1;Energy:27.5
Value:19.3;Growth:20.7;Quality:11.0;Size:12.3;Momentum:20.8;LowVol:15.9
GLD:29.4;AMZN:24.5;VTI:33.5;BRK.B:12.6
6.7
209
27.4
Bull
17.2
3.79
2.8
115
31
17:60
82
0.0034
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-12
8
null
BrokerC
VWAP
88
8
10
81
100
-34
4
VAR>budget
TightenStops
Risk above budget threshold
188
2.7
null
5
Tax-aware sells next window
E8287
P7881
2024-08-28
Trust
USD
774,460
10.2
1
51.2
Tech:36.8;Financials:27.9;Comm:35.3
Value:25.8;Growth:18.5;Quality:8.8;Size:10.9;Momentum:20.1;LowVol:15.9
MSFT:20.3;AMZN:20.0;VNQ:23.2;TSLA:9.8;MUB:18.8;BRK.B:7.8
3.4
112
7.9
Volatile
24.6
4.52
2.8
180
0
-12:53
36
0.0047
false
false
MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
18
-28
12
null
BrokerA
MKT
89
10
16
23
88
-30
23
null
null
Normal monitoring
140
1.7
Approved
3
Within IPS guidelines
E8288
P3876
2025-07-23
Trust
USD
1,270,049
4.4
1
43.5
Comm:33.1;Tech:27.7;Materials:39.2
Value:22.1;Growth:6.7;Quality:19.8;Size:20.6;Momentum:12.3;LowVol:18.6
VOO:23.3;VTI:8.2;MSFT:18.0;GLD:16.6;XLF:10.1;HYG:23.7
3.1
257
25
Bull
15.4
4.13
2.6
81
32
0:53
67
0.0103
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
7
1
11
null
BrokerC
LMT
94
6
12
-47
-12
-51
21
RegimeShift
TightenStops
Volatility spike and breadth deterioration
172
1.1
SuggestedEdits
3
Within IPS guidelines
E8289
P8287
2024-11-12
Trust
USD
1,020,890
5.8
1
73.1
Energy:16.1;Consumer:33.2;Financials:14.3;Materials:36.4
Value:13.6;Growth:11.6;Quality:13.0;Size:17.7;Momentum:18.1;LowVol:26.0
QQQ:15.6;TSLA:13.2;XLF:21.9;MSFT:18.5;AAPL:10.6;IEF:20.2
5.2
162
10.6
Sideways
18.3
4.31
3
116
10
-1:41
44
0.011
false
false
MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
2
11
null
BrokerB
LMT
97
11
8
-19
80
-4
-6
null
null
Normal monitoring
205
1.4
Approved
5
Within IPS guidelines
E8290
P7347
2024-11-06
Trust
USD
475,826
8.2
1
46.7
Materials:29.6;Financials:37.5;RealEstate:32.9
Value:12.1;Growth:16.1;Quality:14.1;Size:12.1;Momentum:25.6;LowVol:20.1
VOO:27.7;MUB:18.8;BND:14.3;AMZN:39.2
5.2
161
22.9
Bull
13.7
4.48
3.2
115
74
40:94
75
0.0128
false
false
ESGOnly;MaxPos5%
null
DriftNear
Sell
Trim extended winner -1.0%
8
-25
3
null
BrokerC
LMT
90
11
10
-36
2
-21
2
null
null
Normal monitoring
92
1.1
null
5
Tax-aware sells next window
E8291
P9725
2025-06-08
Taxable
USD
1,613,402
7.4
1
55
Consumer:15.8;RealEstate:42.4;Utilities:41.8
Value:9.4;Growth:21.2;Quality:10.6;Size:23.7;Momentum:26.7;LowVol:8.5
BND:50.7;GLD:19.2;MUB:30.1
3
170
17.8
Bull
16.3
3.54
2.3
101
112
86:143
100
0.0101
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
26
-38
8
Delta:-0.06;Vega:0.06
BrokerA
MKT
94
8
12
-23
87
18
6
null
null
Normal monitoring
118
1.9
null
4
Tighten stops on momentum names
E8292
P4465
2025-07-02
Trust
USD
2,033,154
6.5
1
68.2
Industrials:24.9;Tech:17.3;Health:13.5;Comm:24.5;Materials:19.7
Value:13.1;Growth:20.0;Quality:24.6;Size:19.0;Momentum:12.8;LowVol:10.5
BND:12.6;XLF:16.8;TLT:37.2;HYG:33.5
5.1
190
21.6
Bull
14
4.18
3.3
101
2
-27:43
39
0.0034
false
true
MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
14
-4
4
null
BrokerB
MKT
90
1
3
110
201
-52
8
RegimeShift
Reduce
Volatility spike and breadth deterioration
131
1.3
Approved
4
Tighten stops on momentum names
E8293
P6043
2025-02-16
Taxable
USD
1,792,848
5.1
1
66.2
Industrials:26.3;Materials:26.2;Utilities:26.5;Health:7.7;RealEstate:13.4
Value:8.3;Growth:22.7;Quality:10.8;Size:16.6;Momentum:21.9;LowVol:19.7
TSLA:39.1;BND:24.3;IEF:36.6
5.7
223
17.4
Bull
16.2
3.56
3.4
91
20
-3:56
61
0.0111
false
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
3
-28
10
null
BrokerB
MKT
99
2
0
-43
-57
-56
38
VAR>budget
Reduce
Risk above budget threshold
156
1.6
null
5
Tighten stops on momentum names
E8294
P2505
2025-06-17
Trust
USD
2,428,114
8.7
1
50.4
RealEstate:22.8;Consumer:14.4;Energy:36.9;Industrials:25.9
Value:14.1;Growth:10.9;Quality:9.9;Size:22.8;Momentum:19.9;LowVol:22.5
BRK.B:25.6;TLT:13.8;HYG:15.0;XLF:23.9;AAPL:21.7
2.6
135
20.9
Bull
15.2
4.09
2.8
98
3
-25:48
50
0.0087
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
7
-9
12
null
BrokerD
MKT
96
7
10
71
38
18
21
null
null
Normal monitoring
141
2.8
null
5
Within IPS guidelines
E8295
P6903
2025-05-28
Trust
USD
894,517
11.7
1
62.6
Materials:37.2;Comm:29.1;Health:33.7
Value:19.7;Growth:11.5;Quality:20.0;Size:19.6;Momentum:14.9;LowVol:14.2
GLD:58.7;HYG:23.7;IEF:17.6
2.9
108
7.5
Bull
11.4
4.21
2.8
85
3
-30:42
34
0.0199
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-15
-9
2
null
BrokerA
MKT
93
8
12
59
189
-47
-6
null
null
Normal monitoring
95
4
Approved
5
Tax-aware sells next window
E8296
P7184
2025-03-06
Trust
USD
1,724,122
5.2
1
71.1
Health:30.8;Financials:33.2;Energy:36.0
Value:22.7;Growth:8.0;Quality:19.6;Size:15.3;Momentum:22.8;LowVol:11.7
MSFT:15.8;VTI:17.5;BND:19.3;VNQ:10.5;QQQ:17.6;BRK.B:19.2
6.5
207
26.3
Bull
17.5
4.81
3.1
113
83
69:103
100
0.0141
true
true
ESGOnly
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
-20
3
Delta:-0.17;Vega:0.03
BrokerB
LMT
98
5
13
-17
23
-7
32
VAR>budget
Hedge
Risk above budget threshold
146
2.3
SuggestedEdits
3
Within IPS guidelines
E8297
P0482
2025-03-27
IRA
USD
511,375
11
1
48.7
Tech:14.9;Utilities:26.7;Health:19.3;Consumer:18.9;Energy:20.3
Value:23.0;Growth:18.4;Quality:14.0;Size:15.7;Momentum:19.4;LowVol:9.5
TLT:50.8;XLF:22.8;BND:26.5
4.7
146
8.6
Volatile
23.9
4.34
2.8
159
24
11:62
57
0.0163
false
false
MaxSector35%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
34
-17
1
null
BrokerC
LMT
96
4
9
-22
-44
-50
15
null
null
Normal monitoring
124
2.3
Approved
3
Tighten stops on momentum names
E8298
P3666
2025-07-01
IRA
USD
2,360,964
9.2
1
43.8
Industrials:13.6;RealEstate:32.2;Comm:24.3;Financials:29.9
Value:21.6;Growth:7.9;Quality:12.2;Size:20.1;Momentum:18.2;LowVol:20.1
GLD:30.0;AMZN:44.2;TLT:25.8
3.3
152
14.8
Bear
23.1
4.13
1.5
161
-53
-90:-27
18
0.0144
false
false
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-19
8
null
BrokerB
VWAP
96
3
2
-39
-66
-41
28
null
null
Normal monitoring
101
1.6
Approved
4
Increase defensive factor exposure
E8299
P4650
2025-12-03
Trust
USD
615,613
14.2
1
58.8
Tech:16.6;Industrials:17.0;Health:44.0;RealEstate:22.4
Value:14.1;Growth:22.9;Quality:20.0;Size:18.7;Momentum:11.9;LowVol:12.4
MUB:15.7;MSFT:21.4;AAPL:19.2;HYG:21.5;VTI:5.4;TLT:16.8
1.6
156
13.8
Sideways
16.1
4.39
3.5
98
14
-11:63
50
0.0097
false
false
NoMargin
null
VarNear
NoAction
Within policy bands; defer
-1
-16
3
null
BrokerD
MKT
0
0
0
-41
71
-23
-6
null
null
Normal monitoring
200
2.8
null
4
Monitor dispersion and breadth
E8300
P5619
2025-07-04
IRA
USD
592,117
6
1
63.3
Energy:16.2;Materials:35.8;Health:20.1;Financials:27.9
Value:17.3;Growth:15.5;Quality:13.0;Size:17.9;Momentum:22.3;LowVol:14.1
TSLA:22.7;XLF:38.0;AAPL:11.8;VOO:16.2;BRK.B:11.4
4.9
152
8.6
Sideways
21.1
4.19
2.4
94
29
12:50
81
0.0101
false
false
MaxSector25%;NoMargin
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
4
-22
8
null
BrokerC
LMT
88
9
6
-41
-26
-29
-3
null
null
Normal monitoring
187
1.9
Approved
3
Increase defensive factor exposure