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
E8301
P0561
2024-09-05
Taxable
USD
438,368
7.1
1
71.5
Utilities:29.5;Financials:32.1;Materials:38.5
Value:22.1;Growth:23.6;Quality:21.4;Size:11.0;Momentum:10.9;LowVol:11.0
VTI:31.5;QQQ:42.1;BRK.B:26.4
3.5
93
14.1
Bull
15
4.71
2.5
103
32
22:83
56
0.0045
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
7
4
11
null
BrokerC
LMT
90
9
17
94
112
-24
0
null
null
Normal monitoring
92
3.4
Approved
3
Within IPS guidelines
E8302
P0878
2024-11-30
IRA
USD
911,244
8.6
1
45.3
Tech:38.2;RealEstate:26.4;Utilities:23.4;Consumer:12.0
Value:13.7;Growth:23.9;Quality:22.5;Size:13.1;Momentum:8.6;LowVol:18.1
MSFT:12.6;XLF:22.8;AAPL:6.9;TSLA:16.0;QQQ:26.6;MUB:15.2
5.5
275
27.4
Volatile
23.6
4.57
2
124
-33
-71:8
44
0.0078
false
true
ESGOnly;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
31
-35
6
null
BrokerA
MKT
91
10
18
11
23
10
-1
VAR>budget
TightenStops
Risk above budget threshold
198
2.8
Approved
4
Within IPS guidelines
E8303
P1049
2025-01-30
Taxable
USD
604,176
10
1
41.7
Consumer:26.6;Health:7.8;Tech:23.4;Industrials:28.1;Financials:14.1
Value:9.6;Growth:12.8;Quality:17.9;Size:20.9;Momentum:10.9;LowVol:28.0
BND:20.2;AAPL:27.0;GLD:31.1;HYG:21.7
2.5
147
10.7
Bear
22.1
3.2
2.6
168
-112
-137:-95
5
0.0081
false
false
null
null
null
NoAction
Within policy bands; defer
-11
7
11
null
BrokerA
MKT
0
0
0
11
6
2
11
null
null
Normal monitoring
135
2.8
Approved
4
Increase defensive factor exposure
E8304
P6386
2024-12-23
Roth
USD
822,140
7.1
1
36.3
Financials:28.5;Consumer:15.9;Health:24.8;Comm:18.7;Utilities:12.1
Value:18.5;Growth:12.9;Quality:15.5;Size:15.6;Momentum:24.5;LowVol:13.1
TLT:41.7;BND:27.0;HYG:31.3
5.9
179
14.9
Volatile
24.9
3.65
3.6
112
-54
-84:-3
27
0.0112
false
true
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-8
10
null
BrokerC
MKT
98
4
11
46
47
-30
17
VAR>budget
Reduce
Risk above budget threshold
194
1.4
Approved
3
Tax-aware sells next window
E8305
P2176
2025-07-15
Trust
USD
1,328,729
5.5
1
40.9
Industrials:17.6;Materials:23.7;Comm:31.0;Utilities:27.7
Value:23.3;Growth:18.3;Quality:14.0;Size:14.2;Momentum:18.7;LowVol:11.5
VOO:37.4;AAPL:28.7;HYG:33.9
3
190
15.3
Bull
12.7
4.62
2.1
98
16
5:56
76
0.0095
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
-9
6
null
BrokerC
LMT
97
1
7
58
45
-50
-3
null
null
Normal monitoring
163
1.8
Approved
5
Tax-aware sells next window
E8306
P5568
2025-04-09
Roth
USD
1,494,446
8
1
57.1
Health:15.5;Financials:26.3;Utilities:22.8;Industrials:23.9;Materials:11.5
Value:22.2;Growth:24.7;Quality:13.6;Size:12.9;Momentum:8.1;LowVol:18.5
AAPL:36.6;VTI:23.1;IEF:40.3
1.9
227
19.6
Bull
12.9
4.23
2.6
84
58
35:112
67
0.0043
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
7
-38
1
null
BrokerB
LMT
99
7
5
-19
61
-5
21
VAR>budget
Reduce
Risk above budget threshold
106
3.1
Approved
2
Increase defensive factor exposure
E8307
P6331
2025-04-23
Trust
USD
815,398
8.6
1
36.6
Financials:28.9;Energy:36.5;Health:34.7
Value:23.8;Growth:11.0;Quality:10.8;Size:28.6;Momentum:14.0;LowVol:11.8
BND:29.8;MSFT:34.2;MUB:10.2;AAPL:16.6;VOO:9.2
2.5
148
8.2
Bull
14.9
3.57
2.6
109
65
33:115
85
0.0103
false
false
MaxPos5%
null
null
Sell
Trim extended winner -1.0%
-15
-22
5
null
BrokerC
MKT
91
11
11
113
213
-40
9
null
null
Normal monitoring
145
3.8
Approved
4
Tighten stops on momentum names
E8308
P7104
2024-11-24
IRA
USD
1,614,804
4.5
1
65.3
Tech:25.9;Comm:46.3;Utilities:27.9
Value:16.9;Growth:16.9;Quality:12.4;Size:27.1;Momentum:17.0;LowVol:9.6
BND:12.6;AMZN:22.3;IEF:19.8;TSLA:6.9;XLF:21.7;GLD:16.6
5.6
202
15
Bull
16
4.24
2.7
113
81
59:126
100
0.0118
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
7
4
4
null
BrokerB
LMT
99
4
7
12
-15
7
-4
VAR>budget
Hedge
Risk above budget threshold
211
3
Rejected
5
Tax-aware sells next window
E8309
P0415
2024-08-23
401k
USD
1,303,852
8
1
74.7
Energy:13.1;Consumer:22.4;Utilities:12.9;Materials:30.0;Comm:21.7
Value:22.8;Growth:16.9;Quality:12.0;Size:10.9;Momentum:16.6;LowVol:20.8
GLD:20.1;AAPL:53.4;VOO:26.5
3.8
210
17.9
Bull
17.3
3.52
2.7
94
42
2:59
53
0.0086
false
true
ESGOnly;MaxPos8%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-4
-14
3
null
BrokerA
VWAP
100
7
11
-20
90
-52
-23
VAR>budget
Reduce
Risk above budget threshold
220
1.7
Approved
5
Tax-aware sells next window
E8310
P1767
2025-08-14
401k
USD
1,038,261
7.1
1
57.2
Consumer:20.9;Utilities:14.6;Industrials:20.9;Materials:22.3;Health:21.3
Value:19.6;Growth:20.4;Quality:7.6;Size:14.1;Momentum:21.9;LowVol:16.4
MUB:16.0;TSLA:13.5;AMZN:27.8;IEF:13.2;AAPL:29.6
2.1
201
13.1
Sideways
21.1
3.88
3.4
134
8
-2:50
66
0.0147
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-18
8
Delta:-0.06;Vega:0.06
BrokerB
LMT
100
6
7
2
28
-30
26
VAR>budget
Reduce
Risk above budget threshold
182
3
Approved
5
Monitor dispersion and breadth
E8311
P5331
2025-04-27
Roth
USD
408,279
11.7
1
69.1
Health:22.7;Industrials:29.9;RealEstate:10.5;Financials:15.9;Consumer:21.0
Value:19.6;Growth:12.2;Quality:20.6;Size:9.7;Momentum:19.9;LowVol:17.9
BRK.B:16.0;BND:24.8;VTI:26.9;MUB:32.4
3.8
100
11
Bull
17.2
4.32
2.6
75
10
-14:38
47
0.0158
false
false
MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-4
-8
2
null
BrokerC
LMT
100
10
18
38
32
-32
-20
null
null
Normal monitoring
179
2.1
Approved
5
Increase defensive factor exposure
E8312
P7028
2025-08-28
401k
USD
160,032
15.4
1
59.5
Health:34.5;Materials:14.2;RealEstate:29.1;Comm:12.5;Utilities:9.7
Value:21.0;Growth:19.7;Quality:25.3;Size:8.9;Momentum:15.1;LowVol:10.1
QQQ:9.2;MSFT:10.0;VTI:8.7;AAPL:40.5;MUB:31.5
1.8
157
9.9
Sideways
21.8
3.56
2.8
110
50
34:79
78
0.0046
false
false
ESGOnly;MaxPos5%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
12
-5
2
null
BrokerD
LMT
88
7
10
120
107
-1
19
null
null
Normal monitoring
137
3
Approved
5
Tax-aware sells next window
E8313
P7116
2025-08-09
Trust
USD
894,374
9.7
1
58.6
Comm:22.1;Industrials:24.9;RealEstate:26.7;Materials:10.4;Tech:16.0
Value:10.8;Growth:15.5;Quality:14.4;Size:15.3;Momentum:17.4;LowVol:26.7
IEF:28.1;AMZN:19.1;GLD:20.8;MUB:19.9;XLF:12.1
3.6
132
15
Bull
12.4
4.94
3
119
4
-21:32
43
0.0054
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
28
10
1
null
BrokerD
LMT
90
2
3
99
214
-23
6
null
null
Normal monitoring
141
1.6
Approved
3
Tax-aware sells next window
E8314
P6229
2025-12-10
IRA
USD
313,957
16.5
1
44.6
Health:11.5;Utilities:14.6;RealEstate:14.2;Industrials:24.0;Comm:35.8
Value:13.2;Growth:10.7;Quality:20.8;Size:16.8;Momentum:22.5;LowVol:16.0
GLD:30.3;VOO:31.4;TLT:38.4
1.8
98
15.7
Volatile
23.4
4.73
2.5
121
24
-8:64
66
0.0154
false
false
ESGOnly;MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
3
3
3
null
BrokerB
MKT
97
7
15
15
-14
-30
9
null
null
Normal monitoring
199
2.7
null
4
Tax-aware sells next window
E8315
P6525
2025-07-27
Trust
USD
1,935,727
8.1
1
70.4
Materials:12.7;Tech:24.4;Consumer:17.2;Industrials:17.5;Health:28.2
Value:13.0;Growth:9.0;Quality:20.8;Size:17.1;Momentum:15.8;LowVol:24.2
VOO:14.2;IEF:12.6;QQQ:46.8;MUB:26.4
4.9
200
18
Bull
14.1
3.96
3.3
96
30
16:66
78
0.0053
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
-11
12
null
BrokerC
MKT
93
12
12
107
159
-50
-1
RegimeShift
Reduce
Volatility spike and breadth deterioration
214
3.4
Approved
5
Increase defensive factor exposure
E8316
P9223
2025-07-21
401k
USD
875,564
13.6
1
38.3
Health:28.8;RealEstate:27.1;Consumer:44.1
Value:14.1;Growth:12.5;Quality:24.6;Size:19.1;Momentum:18.4;LowVol:11.2
VTI:24.2;AMZN:18.3;QQQ:12.7;IEF:19.4;MSFT:14.8;BRK.B:10.6
4.7
155
10
Bull
16.6
4.08
2.4
102
55
28:103
87
0.0099
false
false
MaxSector25%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
31
-18
12
null
BrokerB
MKT
90
4
9
25
50
-57
30
null
null
Normal monitoring
102
1.1
null
3
Increase defensive factor exposure
E8317
P0918
2025-03-25
IRA
USD
493,243
13.5
1
58.9
RealEstate:25.3;Consumer:19.9;Industrials:20.1;Tech:11.0;Materials:23.6
Value:22.9;Growth:21.7;Quality:9.8;Size:10.5;Momentum:19.8;LowVol:15.2
TLT:10.6;IEF:27.3;AAPL:23.9;XLF:6.9;MUB:21.1;GLD:10.2
3.7
158
10.3
Bull
15.4
3.56
2.1
114
52
41:92
91
0.0119
false
false
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
3
10
Delta:-0.24;Vega:0.03
BrokerD
MKT
97
10
16
-12
70
13
-14
null
null
Normal monitoring
118
3
Approved
5
Tax-aware sells next window
E8318
P9374
2025-06-26
Taxable
USD
321,784
11.8
1
39.5
Consumer:34.1;Energy:32.6;Materials:33.3
Value:9.8;Growth:12.1;Quality:19.7;Size:21.9;Momentum:17.6;LowVol:18.9
AAPL:36.9;MUB:25.6;IEF:22.8;BRK.B:14.7
4.7
147
13
Bull
14.2
3.85
3.5
73
29
0:58
55
0.014
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
29
-3
6
null
BrokerD
LMT
97
12
18
56
130
-9
-18
null
null
Normal monitoring
184
3.2
Approved
3
Within IPS guidelines
E8319
P2401
2024-08-24
401k
USD
506,118
7.6
1
66.1
Health:30.7;Comm:28.0;Financials:24.8;Tech:16.5
Value:8.2;Growth:16.2;Quality:17.2;Size:9.6;Momentum:23.2;LowVol:25.6
TSLA:28.1;XLF:34.3;VTI:9.0;TLT:28.6
1.9
215
10.7
Sideways
15.1
3.96
2.1
125
58
44:98
74
0.0167
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-28
10
null
BrokerB
VWAP
96
6
13
60
110
-39
27
VAR>budget
Pause
Risk above budget threshold
174
2.7
Rejected
5
Tax-aware sells next window
E8320
P7968
2025-09-11
Taxable
USD
153,496
15
1
42.4
Energy:20.4;Utilities:21.8;Materials:27.1;Consumer:20.8;Industrials:10.0
Value:16.1;Growth:12.4;Quality:14.9;Size:13.3;Momentum:25.5;LowVol:17.9
QQQ:31.3;VTI:27.5;GLD:19.6;VNQ:21.6
4.1
115
10.9
Bull
14.8
4.27
3.4
86
56
38:93
60
0.0147
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
17
-16
2
Delta:-0.07;Vega:0.07
BrokerB
MKT
93
6
7
-17
-53
20
39
null
null
Normal monitoring
217
3
Approved
4
Within IPS guidelines
E8321
P3238
2024-08-28
IRA
USD
1,507,955
5.5
1
72.3
Industrials:22.1;Tech:41.4;RealEstate:11.9;Utilities:24.7
Value:20.7;Growth:21.0;Quality:11.2;Size:15.9;Momentum:16.4;LowVol:14.8
QQQ:14.8;TSLA:8.3;VOO:29.6;BND:19.8;MUB:27.5
5
164
14.2
Sideways
16.7
4.07
2.5
103
-20
-44:31
52
0.0103
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
2
13
10
null
BrokerA
VWAP
99
5
11
29
85
20
31
null
null
Normal monitoring
112
3.5
Approved
3
Tighten stops on momentum names
E8322
P1366
2025-09-13
Trust
USD
1,233,219
8.1
1
42.7
Industrials:38.3;Materials:34.3;Energy:27.4
Value:11.8;Growth:16.9;Quality:12.6;Size:25.7;Momentum:20.2;LowVol:12.9
MSFT:14.9;IEF:34.0;BRK.B:20.4;VNQ:30.7
2.3
176
15.4
Volatile
25.6
5.39
3.6
178
29
-5:71
68
0.0182
false
true
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-22
2
null
BrokerA
MKT
97
3
11
15
66
-49
35
RegimeShift
Reduce
Volatility spike and breadth deterioration
201
3
null
5
Monitor dispersion and breadth
E8323
P7205
2025-08-04
Taxable
USD
502,804
3.6
1
55.4
Financials:17.0;Health:11.9;Materials:29.1;Industrials:42.0
Value:15.4;Growth:16.6;Quality:22.3;Size:14.3;Momentum:12.8;LowVol:18.6
QQQ:6.5;BND:8.7;XLF:24.3;MUB:18.4;TLT:27.9;MSFT:14.1
5.9
231
23.3
Volatile
23.7
4.32
2.2
123
-53
-65:0
10
0.0051
false
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
-4
8
Delta:-0.06;Vega:0.08
BrokerD
MKT
99
11
9
109
181
16
-11
RegimeShift
Reduce
Volatility spike and breadth deterioration
211
3.2
Approved
5
Increase defensive factor exposure
E8324
P7845
2024-11-21
Taxable
USD
1,934,327
6.1
1
46.3
Comm:15.8;Utilities:27.4;Materials:28.3;Financials:10.3;RealEstate:18.3
Value:16.6;Growth:17.3;Quality:7.9;Size:17.4;Momentum:19.7;LowVol:21.1
VTI:12.9;AMZN:48.8;BND:15.4;XLF:11.1;IEF:11.8
2
151
11.9
Volatile
21.1
3.51
2.9
172
69
44:118
78
0.0129
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
14
1
2
null
BrokerC
VWAP
94
9
10
-46
65
-54
2
null
null
Normal monitoring
210
2.9
Approved
5
Within IPS guidelines
E8325
P1660
2024-10-21
Trust
USD
1,918,341
4
1
63.4
RealEstate:12.9;Comm:19.3;Utilities:18.4;Energy:21.3;Industrials:28.2
Value:13.5;Growth:13.9;Quality:13.6;Size:13.6;Momentum:27.2;LowVol:18.2
VOO:7.5;IEF:16.1;QQQ:7.5;BRK.B:11.5;MSFT:33.4;TLT:24.0
1.6
192
21.8
Bear
31.6
3.62
3
150
-49
-78:-28
38
0.0123
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
24
3
5
null
BrokerC
MKT
97
8
7
112
215
-33
33
RegimeShift
Hedge
Volatility spike and breadth deterioration
193
2
Approved
4
Increase defensive factor exposure
E8326
P4895
2025-06-16
Roth
USD
1,507,071
6.9
1
66.3
Consumer:13.9;RealEstate:21.0;Utilities:25.3;Health:24.4;Materials:15.3
Value:21.3;Growth:21.3;Quality:12.1;Size:9.0;Momentum:23.8;LowVol:12.5
VNQ:22.5;MUB:8.2;HYG:26.0;GLD:24.9;AAPL:18.4
4
261
19.6
Bear
26.9
3.73
1.6
187
-72
-100:-55
5
0.0181
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
22
-31
12
null
BrokerC
VWAP
99
4
8
19
-8
-8
16
RegimeShift
Pause
Volatility spike and breadth deterioration
203
2.8
Rejected
4
Increase defensive factor exposure
E8327
P4658
2025-09-24
Trust
USD
531,734
10.1
1
41.3
Comm:36.9;Utilities:35.5;Consumer:27.6
Value:20.1;Growth:8.4;Quality:23.5;Size:8.5;Momentum:13.2;LowVol:26.3
XLF:37.1;VTI:40.8;IEF:22.1
4
136
12.2
Volatile
20.6
5.38
2.6
180
11
-2:62
71
0.0175
false
false
MaxPos7%;MaxSector30%
null
null
Sell
Trim extended winner -1.0%
15
-9
5
null
BrokerC
MKT
93
8
16
18
148
-21
25
null
null
Normal monitoring
179
1.3
Approved
5
Tax-aware sells next window
E8328
P9803
2025-03-01
401k
USD
1,708,354
5.5
1.06
57.7
Consumer:23.4;Health:17.5;Tech:11.8;Industrials:25.2;Energy:22.1
Value:20.5;Growth:21.8;Quality:13.5;Size:21.5;Momentum:10.7;LowVol:11.9
QQQ:24.5;IEF:21.0;AAPL:54.6
5.3
167
24.2
Bull
16.7
4.67
2.4
78
82
64:109
98
0.0139
false
false
ESGOnly;MaxPos8%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-2
15
10
Delta:-0.16;Vega:0.06
BrokerB
MKT
88
11
19
-4
136
-42
40
null
null
Normal monitoring
148
1.7
Approved
4
Tighten stops on momentum names
E8329
P2583
2024-07-08
401k
USD
846,274
7.3
1.06
61.3
Materials:15.8;RealEstate:22.4;Health:35.3;Industrials:26.5
Value:13.8;Growth:16.8;Quality:10.8;Size:19.8;Momentum:17.5;LowVol:21.4
HYG:20.4;VOO:13.2;BRK.B:18.6;XLF:22.1;IEF:5.9;VTI:19.7
5.9
198
17.2
Bear
26.7
3.77
1
171
-31
-48:-15
42
0.0068
false
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
15
7
10
null
BrokerA
MKT
93
9
14
51
109
-11
-18
RegimeShift
Reduce
Volatility spike and breadth deterioration
195
3.5
null
4
Tighten stops on momentum names
E8330
P7289
2025-08-07
Trust
USD
377,371
9.5
1
64.4
Energy:19.6;Materials:26.2;RealEstate:13.1;Comm:26.4;Health:14.6
Value:20.1;Growth:8.9;Quality:21.9;Size:10.5;Momentum:16.1;LowVol:22.5
AMZN:20.8;IEF:7.2;MUB:30.4;VOO:23.0;GLD:18.5
2.5
147
10
Bull
12.4
3.63
2.9
108
88
60:125
100
0.0188
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
30
-23
10
null
BrokerD
LMT
89
5
9
81
165
-7
35
null
null
Normal monitoring
176
1.2
null
5
Within IPS guidelines
E8331
P4967
2024-11-16
401k
USD
1,037,836
8.6
1
59.2
Energy:23.5;Financials:26.6;Comm:8.7;Materials:14.8;Tech:26.3
Value:19.8;Growth:19.5;Quality:15.1;Size:14.5;Momentum:12.5;LowVol:18.5
XLF:35.6;GLD:30.6;VNQ:33.8
2.4
171
16.1
Bear
34.8
3.33
1.7
147
-31
-54:-1
27
0.0117
false
true
MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-2
6
null
BrokerD
MKT
92
8
6
6
-28
-28
-5
VAR>budget
TightenStops
Risk above budget threshold
181
3.1
SuggestedEdits
5
Increase defensive factor exposure
E8332
P3777
2024-08-13
Roth
USD
174,982
7.8
1
35.7
Industrials:23.5;Financials:13.5;Tech:35.4;Materials:27.5
Value:10.2;Growth:19.0;Quality:18.5;Size:21.6;Momentum:21.3;LowVol:9.4
VTI:33.7;MUB:28.7;AAPL:37.6
2.1
104
10.7
Volatile
27.2
5.03
2.5
163
-9
-21:14
36
0.0181
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
NoAction
Within policy bands; defer
7
10
3
null
BrokerA
MKT
0
0
0
-39
88
-14
35
null
null
Normal monitoring
106
3
null
5
Tax-aware sells next window
E8333
P6944
2024-11-28
IRA
USD
661,955
9.1
1
58.2
Utilities:30.5;Materials:25.3;Financials:13.6;Industrials:30.6
Value:24.0;Growth:8.5;Quality:23.7;Size:17.1;Momentum:8.3;LowVol:18.4
XLF:30.4;MUB:24.2;GLD:29.4;BRK.B:16.1
1.9
138
15.3
Volatile
24.5
5.21
2.3
167
41
23:95
61
0.0179
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
-4
15
3
null
BrokerA
LMT
89
3
0
119
215
1
29
null
null
Normal monitoring
161
2.1
null
4
Tighten stops on momentum names
E8334
P2770
2025-04-23
401k
USD
1,090,115
4
1
58.1
RealEstate:36.8;Consumer:36.8;Tech:26.4
Value:21.4;Growth:21.1;Quality:20.7;Size:13.5;Momentum:15.6;LowVol:7.7
AAPL:32.2;BRK.B:32.9;XLF:34.9
6.7
198
22.6
Volatile
30.9
4.98
3.9
141
19
-20:59
56
0.0091
true
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
5
-2
2
null
BrokerD
LMT
88
5
10
61
132
-3
36
Drift>tolerance
Reduce
Allocation drift beyond policy bands
122
3.4
SuggestedEdits
2
Increase defensive factor exposure
E8335
P7593
2025-08-08
Taxable
USD
686,834
8.5
1
52.7
Materials:10.5;Tech:18.3;Financials:32.6;RealEstate:27.4;Consumer:11.2
Value:8.2;Growth:20.0;Quality:20.4;Size:27.2;Momentum:9.8;LowVol:14.4
BRK.B:19.1;AMZN:36.8;IEF:13.8;VNQ:30.3
4.4
255
27
Sideways
14
4.51
2.7
108
13
-5:34
38
0.0043
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
24
3
10
null
BrokerA
MKT
95
3
3
-35
13
-2
-19
VAR>budget
Hedge
Risk above budget threshold
200
1
Approved
2
Within IPS guidelines
E8336
P7058
2025-05-09
401k
USD
1,533,578
6.4
1
45.3
Energy:29.4;RealEstate:17.4;Tech:26.9;Industrials:26.3
Value:12.4;Growth:17.5;Quality:12.5;Size:16.1;Momentum:20.1;LowVol:21.2
MUB:29.7;MSFT:20.8;AMZN:16.1;BND:33.4
3.4
228
21.8
Volatile
25.9
3.89
3.5
132
56
23:97
94
0.0109
false
true
MaxPos5%;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
2
-39
11
null
BrokerA
VWAP
95
11
11
13
135
-35
37
RegimeShift
Reduce
Volatility spike and breadth deterioration
109
2.4
SuggestedEdits
2
Tax-aware sells next window
E8337
P1423
2024-08-13
Trust
USD
1,146,062
8.6
1
37.5
Utilities:17.2;Energy:20.5;Materials:18.6;Financials:24.6;RealEstate:19.3
Value:10.7;Growth:21.9;Quality:13.4;Size:19.0;Momentum:15.3;LowVol:19.6
AAPL:10.3;AMZN:21.2;TSLA:29.5;HYG:15.5;VNQ:6.2;VOO:17.3
3
221
18.9
Volatile
20.8
5.04
3.9
139
-49
-83:-17
36
0.012
false
true
MaxPos5%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
5
10
null
BrokerA
MKT
88
8
5
67
109
-41
15
VAR>budget
Hedge
Risk above budget threshold
100
3
Rejected
3
Increase defensive factor exposure
E8338
P6282
2025-08-06
Taxable
USD
259,389
6.4
1
51
Health:17.5;Comm:18.7;Tech:22.1;Industrials:18.2;Financials:23.5
Value:16.0;Growth:10.4;Quality:16.4;Size:17.6;Momentum:17.0;LowVol:22.6
VTI:18.5;AAPL:9.2;TSLA:8.5;MUB:25.3;AMZN:8.4;VNQ:30.1
4.9
104
7.5
Bull
17.4
4.06
3.4
73
99
85:133
82
0.0153
false
false
MaxPos7%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
6
-10
12
null
BrokerB
LMT
92
10
15
93
109
-3
-5
null
null
Normal monitoring
127
1.6
Approved
4
Tax-aware sells next window
E8339
P0252
2024-12-20
Trust
USD
633,684
6
1
54
RealEstate:26.0;Health:16.6;Materials:17.1;Consumer:23.8;Tech:16.6
Value:12.3;Growth:12.4;Quality:9.3;Size:27.6;Momentum:11.9;LowVol:26.4
IEF:18.4;BRK.B:21.6;GLD:8.6;VTI:18.3;AMZN:16.0;MUB:17.1
3.6
139
12
Bear
28
3.16
1.4
210
40
0:65
74
0.0128
false
false
MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
26
3
7
null
BrokerA
MKT
91
1
3
79
44
9
31
null
null
Normal monitoring
96
1.5
Approved
5
Increase defensive factor exposure
E8340
P4070
2025-12-26
401k
USD
719,345
7.1
1
71.3
Consumer:49.3;Financials:21.3;Tech:29.3
Value:23.2;Growth:14.2;Quality:12.1;Size:16.9;Momentum:17.9;LowVol:15.6
VNQ:22.3;VOO:10.0;BRK.B:21.2;AMZN:20.4;QQQ:11.1;IEF:15.0
1.5
161
16.3
Volatile
31.5
3.61
4.4
131
34
4:70
59
0.0041
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
24
-28
7
null
BrokerA
MKT
93
5
2
48
8
-39
-10
null
null
Normal monitoring
175
2.7
Approved
4
Tighten stops on momentum names
E8341
P4152
2024-12-28
IRA
USD
947,719
6.9
1
55.4
Utilities:21.9;Materials:32.5;Comm:29.3;Energy:16.3
Value:19.7;Growth:13.8;Quality:16.3;Size:17.5;Momentum:14.2;LowVol:18.4
HYG:22.8;GLD:17.5;AAPL:8.7;VOO:24.2;VTI:26.8
2.4
123
18.3
Bull
17.9
4.49
2.7
74
41
12:69
72
0.0132
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
23
15
1
null
BrokerC
LMT
98
7
5
23
-14
-18
19
null
null
Normal monitoring
140
1.6
null
5
Increase defensive factor exposure
E8342
P4693
2024-08-19
401k
USD
207,389
10.7
1
49.6
Energy:34.3;Tech:28.8;Health:19.9;RealEstate:16.9
Value:17.8;Growth:12.1;Quality:17.8;Size:19.8;Momentum:19.9;LowVol:12.5
MSFT:24.4;VNQ:8.6;HYG:23.0;BND:17.1;VOO:9.5;AMZN:17.5
4.4
135
13.1
Bull
14.5
4.16
2.4
84
11
-18:36
46
0.0185
false
false
MaxPos7%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
-14
-6
7
null
BrokerD
MKT
97
11
16
118
163
17
36
null
null
Normal monitoring
212
3.7
Approved
5
Increase defensive factor exposure
E8343
P5867
2025-11-24
401k
USD
1,220,376
9.9
1.12
59.5
Comm:33.7;Industrials:27.0;Energy:39.3
Value:10.7;Growth:16.4;Quality:13.7;Size:22.3;Momentum:21.3;LowVol:15.6
BND:35.5;VNQ:34.3;GLD:30.2
4.4
190
14.9
Sideways
16.5
4.56
3.3
91
-21
-42:9
42
0.0162
false
true
MaxPos6%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
6
9
Delta:-0.1;Vega:0.06
BrokerB
MKT
94
8
7
100
103
14
23
VAR>budget
Reduce
Risk above budget threshold
162
0.9
Rejected
3
Tax-aware sells next window
E8344
P5368
2024-12-17
Trust
USD
152,845
7.7
1
65.5
Utilities:26.3;Consumer:17.8;Industrials:15.2;Health:26.4;RealEstate:14.3
Value:7.9;Growth:20.7;Quality:19.2;Size:11.2;Momentum:16.8;LowVol:24.1
VTI:13.8;MUB:17.5;TLT:17.7;IEF:51.1
1.6
98
10.4
Sideways
21
4.05
2.9
98
26
-3:67
78
0.018
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-10
12
4
null
BrokerD
MKT
88
2
9
43
72
1
22
null
null
Normal monitoring
160
2.9
null
4
Increase defensive factor exposure
E8345
P8789
2025-12-26
Trust
USD
1,437,789
6
1
48.1
RealEstate:37.0;Financials:23.4;Industrials:17.7;Materials:21.9
Value:9.5;Growth:20.1;Quality:15.4;Size:19.1;Momentum:12.5;LowVol:23.4
HYG:24.3;VNQ:11.5;VTI:23.3;AAPL:27.3;TSLA:13.6
3
218
18.3
Bull
15.8
3.52
2.1
109
33
-3:70
61
0.0103
false
true
ESGOnly;MaxPos8%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
32
-19
12
Delta:-0.08;Vega:0.08
BrokerB
LMT
96
6
14
31
58
-6
35
VAR>budget
TightenStops
Risk above budget threshold
104
2.8
SuggestedEdits
5
Monitor dispersion and breadth
E8346
P3383
2025-08-21
IRA
USD
875,509
5.6
1
44.7
Consumer:20.0;Materials:26.2;Financials:18.3;Utilities:21.9;RealEstate:13.6
Value:23.1;Growth:10.2;Quality:14.5;Size:21.7;Momentum:13.4;LowVol:17.1
BRK.B:16.9;BND:10.0;HYG:19.2;MUB:26.1;TLT:14.4;IEF:13.5
1.8
123
15.2
Bull
17.7
4.6
2.9
115
14
-16:52
42
0.012
false
false
MaxPos7%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-27
10
null
BrokerB
LMT
89
10
7
-12
97
-30
5
null
null
Normal monitoring
103
2.2
Approved
4
Tighten stops on momentum names
E8347
P7382
2025-02-24
Taxable
USD
2,012,581
5.7
1
42.4
Tech:36.6;Utilities:19.7;Materials:16.5;Financials:27.2
Value:22.4;Growth:18.7;Quality:9.0;Size:19.4;Momentum:10.5;LowVol:20.0
BRK.B:18.2;MUB:21.9;QQQ:24.9;AAPL:11.3;TSLA:23.7
4.3
204
16.6
Bull
11.3
4.18
3.4
89
54
40:100
64
0.0066
false
true
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-10
9
null
BrokerB
VWAP
97
11
10
65
36
-50
-8
VAR>budget
Hedge
Risk above budget threshold
219
2.7
null
4
Tighten stops on momentum names
E8348
P0981
2025-08-05
Trust
USD
2,233,038
8.7
1
46.3
RealEstate:15.2;Financials:22.6;Utilities:24.6;Health:26.3;Industrials:11.4
Value:16.3;Growth:13.6;Quality:21.1;Size:21.8;Momentum:13.8;LowVol:13.4
AAPL:14.4;HYG:24.5;BRK.B:24.5;VNQ:14.9;IEF:13.6;BND:8.1
2.5
148
12.6
Bull
12.6
4.52
2.9
101
29
13:65
66
0.0035
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-7
3
4
null
BrokerB
LMT
92
8
16
84
132
-9
2
null
null
Normal monitoring
96
3.6
null
5
Increase defensive factor exposure
E8349
P2107
2025-11-16
Taxable
USD
420,583
5.7
1
69.6
RealEstate:28.1;Utilities:26.8;Health:20.4;Financials:24.7
Value:8.2;Growth:12.1;Quality:22.1;Size:24.3;Momentum:10.1;LowVol:23.2
VOO:24.8;MUB:26.2;XLF:12.9;VTI:36.0
6.3
220
18.3
Bull
17.8
4.82
2.8
95
18
-4:48
69
0.0035
true
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-11
-19
4
null
BrokerC
VWAP
89
3
6
-58
61
-8
27
VAR>budget
Reduce
Risk above budget threshold
136
2.1
Approved
2
Increase defensive factor exposure
E8350
P9984
2024-11-01
IRA
USD
1,834,965
7
1
52
Financials:23.7;Comm:23.6;Energy:16.3;Health:17.4;Tech:19.0
Value:8.6;Growth:17.0;Quality:27.5;Size:11.7;Momentum:13.6;LowVol:21.6
BND:22.6;AMZN:20.0;GLD:17.9;VOO:28.5;VNQ:11.0
5.6
176
17.7
Bull
12.2
4.6
2.9
88
62
45:94
73
0.0141
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-5
3
Delta:-0.22;Vega:0.07
BrokerC
MKT
99
10
12
86
177
11
16
RegimeShift
Hedge
Volatility spike and breadth deterioration
199
2.5
Approved
4
Increase defensive factor exposure
E8351
P6335
2025-07-05
Roth
USD
446,192
6.2
1
46.3
RealEstate:34.1;Materials:24.3;Tech:11.1;Comm:30.6
Value:11.9;Growth:15.9;Quality:16.3;Size:14.4;Momentum:21.8;LowVol:19.7
XLF:30.9;TSLA:55.6;AAPL:13.4
3.3
116
11.2
Sideways
20.8
4.09
2.4
136
-10
-21:35
38
0.0048
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-8
6
8
null
BrokerA
LMT
92
4
3
-24
107
-21
27
null
null
Normal monitoring
187
2.3
Approved
5
Tax-aware sells next window
E8352
P7450
2024-10-02
IRA
USD
1,780,423
6
1
60.2
Utilities:29.3;Industrials:35.1;Tech:25.1;Energy:10.5
Value:17.9;Growth:14.7;Quality:21.5;Size:13.7;Momentum:14.6;LowVol:17.6
BND:35.1;TLT:16.0;VOO:48.9
6.7
280
23.5
Bear
28.4
3.66
1.1
194
-24
-35:18
37
0.004
true
true
MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-1
4
8
null
BrokerB
LMT
100
1
1
113
128
-25
24
VAR>budget
Reduce
Risk above budget threshold
91
1.9
Approved
5
Tax-aware sells next window
E8353
P9549
2025-09-28
Taxable
USD
516,955
5.5
1.24
70.3
Utilities:23.0;Comm:20.4;Energy:11.8;Consumer:26.0;Financials:18.8
Value:9.3;Growth:19.6;Quality:24.3;Size:16.1;Momentum:11.8;LowVol:18.9
VNQ:25.5;TSLA:16.7;AAPL:13.0;IEF:29.9;GLD:14.9
4
202
17.2
Bull
16.7
4.27
2.7
97
8
-6:35
37
0.0184
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-12
2
Delta:-0.05;Vega:0.03
BrokerD
MKT
91
2
6
49
120
-59
6
RegimeShift
TightenStops
Volatility spike and breadth deterioration
101
2.8
Approved
3
Tighten stops on momentum names
E8354
P7866
2024-08-29
Trust
USD
649,202
6.7
1
51.7
RealEstate:30.8;Financials:44.9;Comm:24.4
Value:16.9;Growth:21.2;Quality:20.1;Size:16.2;Momentum:12.5;LowVol:13.2
MSFT:32.5;BRK.B:40.5;VNQ:27.0
6.4
229
16.4
Bull
16.6
4.05
2.1
114
93
83:133
100
0.018
true
true
MaxPos8%
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-13
10
Delta:-0.1;Vega:0.04
BrokerC
LMT
93
11
11
116
118
7
17
VAR>budget
Hedge
Risk above budget threshold
175
3.1
SuggestedEdits
2
Tax-aware sells next window
E8355
P3433
2024-11-19
401k
USD
582,490
9.5
1
72.8
Utilities:26.5;Health:25.4;RealEstate:25.1;Materials:23.0
Value:11.6;Growth:24.2;Quality:21.3;Size:15.8;Momentum:10.5;LowVol:16.5
HYG:36.7;IEF:40.2;AMZN:23.1
3.8
169
12
Bear
23.3
3.68
1.7
195
31
-8:82
56
0.0162
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
4
-9
5
null
BrokerD
LMT
91
3
4
-34
48
16
19
null
null
Normal monitoring
99
2.9
null
4
Tighten stops on momentum names
E8356
P2364
2025-09-27
401k
USD
165,407
9.6
1
69.5
Health:18.8;Consumer:30.7;Comm:18.5;Materials:9.5;Financials:22.4
Value:10.3;Growth:20.2;Quality:20.9;Size:28.9;Momentum:9.8;LowVol:10.0
BRK.B:35.9;VOO:33.2;QQQ:30.9
4.7
119
14.9
Bull
14.4
4.47
2.2
102
32
16:60
79
0.0197
false
false
MaxPos5%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
15
-15
5
null
BrokerB
MKT
92
7
7
51
27
15
7
null
null
Normal monitoring
136
2.9
null
3
Monitor dispersion and breadth
E8357
P9750
2025-05-18
Trust
USD
566,873
14.9
1
39.6
RealEstate:23.9;Financials:17.5;Materials:22.8;Health:35.8
Value:20.7;Growth:19.7;Quality:17.1;Size:17.7;Momentum:14.0;LowVol:10.8
TSLA:29.6;MSFT:29.1;VNQ:20.3;MUB:21.0
3.1
137
9
Bull
15.4
3.73
2.3
120
48
13:65
75
0.0115
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
-2
-35
9
null
BrokerA
MKT
98
10
10
-50
-12
-36
23
null
null
Normal monitoring
122
1.1
Approved
3
Tax-aware sells next window
E8358
P3186
2025-09-23
Trust
USD
563,762
9.4
1.1
65.3
RealEstate:21.9;Energy:24.6;Consumer:21.2;Financials:20.2;Comm:12.1
Value:24.1;Growth:20.0;Quality:17.2;Size:8.2;Momentum:7.2;LowVol:23.4
VNQ:31.6;MUB:38.2;GLD:30.1
3.3
170
21.9
Sideways
18.4
4.23
2.3
121
55
22:93
90
0.0109
false
false
ESGOnly;MaxPos8%;MaxSector35%
null
VarNear
NoAction
Within policy bands; defer
-9
-10
2
null
BrokerB
LMT
0
0
0
67
132
-38
40
null
null
Normal monitoring
174
4
Approved
4
Tax-aware sells next window
E8359
P0963
2025-09-17
Roth
USD
355,012
8.9
1
38.1
Health:17.3;Industrials:38.2;Comm:44.5
Value:8.4;Growth:16.9;Quality:19.6;Size:20.6;Momentum:21.0;LowVol:13.4
VTI:12.0;TLT:28.4;MUB:20.4;GLD:19.0;VOO:20.1
2.4
166
14.2
Volatile
21.3
4.52
3.3
176
25
-2:44
79
0.0058
false
false
ESGOnly;MaxSector35%
null
VarNear
Sell
Trim extended winner -1.0%
6
-35
7
null
BrokerD
MKT
93
8
5
9
-16
-42
22
null
null
Normal monitoring
127
1.9
null
5
Tighten stops on momentum names
E8360
P0791
2025-11-28
Roth
USD
836,105
8.6
1
48.5
Utilities:18.1;Tech:18.0;Energy:22.7;Materials:27.8;Comm:13.4
Value:19.7;Growth:19.9;Quality:17.2;Size:10.0;Momentum:20.9;LowVol:12.3
TSLA:14.6;IEF:6.2;MSFT:28.7;QQQ:12.5;VOO:10.3;HYG:27.8
5.9
135
12
Volatile
27.9
3.58
2
121
80
47:116
98
0.0159
false
false
MaxPos8%
null
DriftNear
NoAction
Within policy bands; defer
-9
-5
2
null
BrokerB
LMT
0
0
0
86
199
14
6
null
null
Normal monitoring
130
3
null
5
Within IPS guidelines
E8361
P2493
2025-05-18
IRA
USD
1,709,846
6.4
1
69.5
Tech:58.3;Energy:23.4;RealEstate:18.2
Value:11.9;Growth:16.1;Quality:13.0;Size:22.7;Momentum:18.6;LowVol:17.7
VOO:23.3;VTI:13.1;IEF:26.1;XLF:11.6;QQQ:25.9
3.6
240
18.8
Bull
11.4
4.99
2.6
75
117
98:140
100
0.004
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
2
11
8
null
BrokerA
LMT
90
6
10
109
109
12
29
VAR>budget
Reduce
Risk above budget threshold
204
1
null
2
Tighten stops on momentum names
E8362
P2274
2024-08-26
Roth
USD
588,920
11.5
1
69.7
Energy:25.5;Comm:27.3;Consumer:15.8;Utilities:11.2;RealEstate:20.1
Value:18.6;Growth:15.0;Quality:21.9;Size:24.5;Momentum:10.4;LowVol:9.7
IEF:20.9;QQQ:14.2;MSFT:16.3;TSLA:23.0;TLT:7.2;GLD:18.4
4.6
101
13.8
Bear
28.7
3.2
2.5
140
-41
-60:-25
25
0.0145
false
false
ESGOnly;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
11
6
4
Delta:-0.12;Vega:0.02
BrokerB
VWAP
96
4
11
41
134
-35
-20
null
null
Normal monitoring
205
2.8
null
5
Tax-aware sells next window
E8363
P0037
2024-08-07
Taxable
USD
801,858
6
1.17
70
Comm:24.0;Health:31.9;Tech:15.8;Financials:13.0;Materials:15.3
Value:20.9;Growth:20.9;Quality:9.0;Size:15.2;Momentum:18.0;LowVol:15.9
BND:21.6;HYG:34.6;VNQ:20.4;QQQ:23.4
6.8
169
18.4
Bull
16.3
4.27
2.3
84
108
71:139
100
0.0149
true
false
ESGOnly;MaxPos8%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
24
-8
5
Delta:-0.1;Vega:0.05
BrokerB
VWAP
92
3
10
69
116
-48
38
Drift>tolerance
Hedge
Allocation drift beyond policy bands
185
2.2
Approved
5
Monitor dispersion and breadth
E8364
P0047
2025-04-24
Taxable
USD
649,812
11.2
1
58.5
Industrials:32.8;Utilities:22.9;Materials:44.3
Value:9.6;Growth:25.1;Quality:13.1;Size:9.5;Momentum:21.1;LowVol:21.6
TSLA:18.1;MSFT:59.8;TLT:22.1
2.6
136
11.9
Bull
17.5
4.1
2.8
113
9
-9:62
54
0.0047
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
1
7
12
null
BrokerD
MKT
100
3
9
-13
81
-30
-22
null
null
Normal monitoring
95
2.1
Approved
5
Monitor dispersion and breadth
E8365
P3108
2025-02-17
IRA
USD
370,011
8
1
60.3
Financials:34.6;Health:12.8;Utilities:35.2;Tech:17.4
Value:17.8;Growth:22.7;Quality:14.2;Size:17.3;Momentum:13.1;LowVol:15.0
VOO:13.0;AMZN:14.0;GLD:29.5;XLF:9.3;QQQ:15.6;TLT:18.5
4.9
128
7.2
Bull
14.3
3.6
2.2
88
5
-22:32
62
0.0179
false
false
MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
17
-31
5
null
BrokerA
MKT
99
7
10
103
72
-30
-17
null
null
Normal monitoring
177
3.8
Approved
4
Tighten stops on momentum names
E8366
P1316
2024-11-26
IRA
USD
1,080,620
9.7
1
73.8
Tech:11.7;Comm:30.7;Energy:25.6;Utilities:32.0
Value:12.1;Growth:14.6;Quality:15.9;Size:14.0;Momentum:25.5;LowVol:17.9
AMZN:26.9;VTI:16.5;BRK.B:6.0;VNQ:25.4;BND:25.2
2.7
154
19.1
Bull
11.3
4.94
2.6
109
7
-24:25
35
0.0185
false
false
ESGOnly;MaxPos5%;MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
-7
-38
4
null
BrokerC
LMT
88
12
12
101
226
-45
22
null
null
Normal monitoring
176
2.7
null
3
Increase defensive factor exposure
E8367
P5518
2025-09-21
Taxable
USD
1,524,181
5.2
1
49.2
Health:32.0;Industrials:25.5;Financials:18.3;Consumer:24.3
Value:14.0;Growth:20.8;Quality:14.8;Size:17.3;Momentum:19.0;LowVol:14.2
BRK.B:26.6;QQQ:21.3;VOO:14.5;HYG:15.6;XLF:21.9
2.9
253
21.7
Volatile
27.2
4.65
3.5
149
37
16:70
85
0.0171
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-18
4
null
BrokerA
LMT
100
4
1
38
46
0
-6
RegimeShift
Hedge
Volatility spike and breadth deterioration
115
3
Approved
3
Increase defensive factor exposure
E8368
P5654
2025-09-25
IRA
USD
1,063,999
7.6
1
35.6
Health:33.9;Industrials:32.0;Comm:34.2
Value:17.4;Growth:20.9;Quality:19.7;Size:18.4;Momentum:10.0;LowVol:13.7
BRK.B:15.2;HYG:49.2;VTI:35.6
5.1
213
13.8
Volatile
31.4
5.05
4
138
34
9:66
72
0.0093
false
true
MaxPos5%;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
22
4
1
null
BrokerB
LMT
93
1
2
-24
38
-37
3
RegimeShift
Hedge
Volatility spike and breadth deterioration
203
1.6
null
3
Tighten stops on momentum names
E8369
P7722
2024-12-10
Trust
USD
548,898
7.7
1
63.3
RealEstate:25.4;Energy:15.1;Tech:18.2;Industrials:16.1;Health:25.2
Value:20.5;Growth:23.7;Quality:8.4;Size:22.3;Momentum:12.4;LowVol:12.6
MSFT:13.5;MUB:24.6;HYG:20.1;VTI:17.9;QQQ:6.8;VNQ:17.0
3
225
14.2
Volatile
20.5
3.71
4.5
137
40
0:55
68
0.0124
false
true
MaxPos7%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
0
12
null
BrokerB
MKT
92
10
16
46
21
-45
34
VAR>budget
Hedge
Risk above budget threshold
201
1.3
null
5
Increase defensive factor exposure
E8370
P0242
2025-02-10
Taxable
USD
686,224
9.4
1
45.4
RealEstate:48.3;Utilities:20.9;Industrials:30.7
Value:27.4;Growth:18.4;Quality:15.3;Size:7.9;Momentum:21.3;LowVol:9.7
MSFT:31.0;MUB:31.4;GLD:37.6
5.4
229
19.6
Bear
26.2
3.08
3
195
-3
-39:27
37
0.009
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
9
11
Delta:-0.16;Vega:0.04
BrokerA
MKT
98
9
16
96
172
-33
5
VAR>budget
Reduce
Risk above budget threshold
93
1.4
null
5
Within IPS guidelines
E8371
P3382
2025-11-18
Taxable
USD
517,607
13.6
1
44.9
Energy:23.1;Tech:26.5;Financials:16.0;Utilities:34.3
Value:16.8;Growth:26.1;Quality:10.4;Size:18.7;Momentum:12.7;LowVol:15.3
MUB:8.7;AMZN:26.6;VOO:30.3;HYG:34.4
1.9
127
9.1
Sideways
14.7
4.57
2.2
134
-8
-40:29
58
0.007
false
false
ESGOnly;MaxSector30%
null
null
Sell
Trim extended winner -1.0%
13
-11
10
null
BrokerB
MKT
95
4
11
-8
112
-40
-1
null
null
Normal monitoring
192
1.6
null
3
Tax-aware sells next window
E8372
P6764
2025-06-11
Trust
USD
746,883
8.1
1
60.4
Materials:20.6;Industrials:24.8;Tech:15.1;Utilities:23.4;Financials:16.1
Value:21.8;Growth:19.3;Quality:24.9;Size:9.0;Momentum:14.8;LowVol:10.1
HYG:10.2;VOO:24.1;AAPL:30.3;MSFT:13.1;MUB:22.3
3.8
112
13.7
Bull
15.6
3.77
2.7
83
4
-27:59
48
0.0089
false
false
MaxPos7%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-6
3
6
null
BrokerA
LMT
96
5
10
-39
-77
-41
-3
null
null
Normal monitoring
173
3.2
null
5
Tax-aware sells next window
E8373
P4941
2025-02-19
Roth
USD
766,161
3.8
1.24
50.8
Utilities:16.4;Materials:48.2;Consumer:35.4
Value:17.7;Growth:8.7;Quality:24.7;Size:14.4;Momentum:14.3;LowVol:20.3
AMZN:36.2;MSFT:17.6;IEF:25.2;QQQ:21.0
2.6
165
26.8
Volatile
31.2
4.77
2.9
140
50
27:96
58
0.0119
false
false
ESGOnly;MaxPos6%
null
null
Hedge
Buy index puts 1.0% notional, 30d
17
-20
3
Delta:-0.13;Vega:0.05
BrokerB
MKT
99
4
1
3
12
-26
-3
null
null
Normal monitoring
143
1.3
Approved
3
Tax-aware sells next window
E8374
P3563
2025-03-17
Taxable
USD
883,233
7.4
1
62.7
Comm:18.5;Financials:38.1;Energy:43.5
Value:21.0;Growth:16.5;Quality:22.3;Size:13.1;Momentum:17.7;LowVol:9.4
AAPL:13.2;VOO:38.6;HYG:27.4;BRK.B:20.8
4
161
8.1
Sideways
16.1
4.13
3.3
139
-3
-41:24
50
0.0153
false
false
MaxPos7%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
-3
10
Delta:-0.06;Vega:0.08
BrokerC
LMT
97
3
4
45
82
-48
-10
null
null
Normal monitoring
195
1.9
null
5
Tighten stops on momentum names
E8375
P5434
2025-09-25
IRA
USD
383,807
16.8
1
59.3
Energy:30.8;Materials:33.4;RealEstate:35.8
Value:20.2;Growth:9.1;Quality:12.3;Size:25.4;Momentum:11.4;LowVol:21.6
GLD:12.7;QQQ:37.6;AMZN:15.1;IEF:34.6
4
117
7.1
Bull
13.3
4.23
2.1
101
103
93:129
100
0.0162
false
false
ESGOnly;MaxPos7%
null
null
Sell
Trim extended winner -1.0%
-14
-2
2
null
BrokerD
LMT
98
6
10
-42
83
1
-12
null
null
Normal monitoring
173
1.7
null
5
Within IPS guidelines
E8376
P0295
2025-05-19
Taxable
USD
434,247
12
1
48.2
Health:21.4;Financials:18.1;Tech:15.0;Industrials:11.1;Materials:34.5
Value:18.5;Growth:21.8;Quality:11.7;Size:17.4;Momentum:16.1;LowVol:14.5
IEF:13.1;BRK.B:36.3;HYG:34.2;QQQ:16.4
4.7
162
14.2
Volatile
21
4.61
2.1
126
-54
-88:-26
31
0.016
false
false
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-5
5
12
null
BrokerA
VWAP
88
12
19
96
193
-59
25
null
null
Normal monitoring
94
1.6
Approved
3
Tax-aware sells next window
E8377
P4089
2025-01-23
Roth
USD
961,845
6.5
1.17
41.6
Comm:24.8;Industrials:20.9;RealEstate:21.5;Energy:32.7
Value:19.0;Growth:12.8;Quality:13.4;Size:20.0;Momentum:13.2;LowVol:21.6
AMZN:17.0;VTI:38.7;TLT:18.9;HYG:25.4
5.7
152
21.3
Volatile
22.2
4.56
3.8
174
45
16:60
74
0.0191
false
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
27
5
1
null
BrokerA
MKT
92
8
10
-30
53
16
10
null
null
Normal monitoring
215
2.1
Approved
4
Within IPS guidelines
E8378
P6958
2024-07-31
Roth
USD
212,927
9
1
48.4
Tech:23.0;Energy:24.7;Health:26.8;Comm:8.0;Consumer:17.5
Value:19.8;Growth:13.3;Quality:21.8;Size:19.4;Momentum:13.8;LowVol:12.0
MUB:19.1;VTI:19.9;VNQ:19.6;QQQ:11.0;TSLA:6.5;TLT:23.8
1
109
15.5
Volatile
25.9
4.93
2.9
112
-60
-75:-40
11
0.0195
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-5
8
6
Delta:-0.25;Vega:0.04
BrokerB
MKT
91
6
8
47
31
-54
16
null
null
Normal monitoring
113
1.2
Approved
5
Within IPS guidelines
E8379
P9307
2024-12-25
IRA
USD
445,070
13.5
1
55.6
Industrials:36.1;Financials:18.5;Materials:11.6;Comm:17.0;RealEstate:16.7
Value:21.1;Growth:18.8;Quality:18.6;Size:11.4;Momentum:18.0;LowVol:12.1
MSFT:15.6;VTI:25.6;VOO:19.1;TSLA:24.0;HYG:15.8
1.2
160
9.1
Bull
13.7
4.7
2.2
103
97
59:118
100
0.0075
false
false
MaxPos5%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
-1
-11
12
null
BrokerB
LMT
93
7
12
-16
32
-10
-17
null
null
Normal monitoring
99
2.9
Approved
4
Increase defensive factor exposure
E8380
P7506
2024-11-06
401k
USD
660,531
4.1
1
67.1
Tech:19.5;Health:38.3;Industrials:42.2
Value:14.5;Growth:17.2;Quality:27.1;Size:8.8;Momentum:17.3;LowVol:15.1
BRK.B:8.8;VNQ:32.1;AAPL:27.2;XLF:31.9
5.9
151
12.6
Sideways
18.3
4.84
3.2
102
18
7:36
70
0.0051
false
false
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
20
-6
9
null
BrokerD
MKT
92
8
13
-23
97
16
21
null
null
Normal monitoring
210
2.5
Approved
4
Tighten stops on momentum names
E8381
P0422
2025-07-17
Trust
USD
730,332
12.7
1
71.7
Industrials:39.1;Tech:25.7;Materials:35.2
Value:18.5;Growth:20.1;Quality:11.2;Size:20.7;Momentum:17.6;LowVol:12.0
AAPL:33.3;VTI:11.5;IEF:33.7;GLD:21.5
1.3
125
10.3
Sideways
16.3
4.15
2
136
59
44:102
64
0.0168
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-12
9
null
BrokerB
VWAP
89
2
7
19
122
-38
35
null
null
Normal monitoring
123
2.6
Approved
4
Increase defensive factor exposure
E8382
P9407
2025-09-28
401k
USD
1,467,330
5
1
45.6
Financials:37.7;Health:27.6;Tech:12.8;Consumer:21.9
Value:17.2;Growth:21.2;Quality:10.1;Size:22.7;Momentum:17.3;LowVol:11.5
VTI:14.9;GLD:22.1;BRK.B:34.9;IEF:28.1
4.6
136
17.6
Bull
13.9
3.86
2
71
54
35:104
76
0.0195
false
false
ESGOnly;MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
-15
-29
2
null
BrokerA
LMT
92
10
16
116
184
-26
-21
null
null
Normal monitoring
217
1.3
Approved
4
Within IPS guidelines
E8383
P1430
2025-03-05
IRA
USD
844,873
11.8
1
37.1
Consumer:31.7;Financials:37.9;Health:30.4
Value:18.2;Growth:18.4;Quality:10.4;Size:16.5;Momentum:17.4;LowVol:19.0
IEF:15.8;VOO:9.4;TLT:27.8;AMZN:14.3;GLD:32.7
4.3
125
9.8
Volatile
23.8
5.07
3
170
7
-14:39
48
0.005
false
false
ESGOnly;MaxPos8%
null
DriftNear
NoAction
Within policy bands; defer
29
6
11
null
BrokerA
LMT
0
0
0
63
135
15
34
null
null
Normal monitoring
136
2.9
null
3
Increase defensive factor exposure
E8384
P0429
2025-01-09
Trust
USD
853,136
10.1
1
41.9
Health:21.9;RealEstate:23.9;Financials:13.8;Energy:23.5;Materials:16.9
Value:17.9;Growth:19.0;Quality:14.6;Size:15.0;Momentum:21.3;LowVol:12.2
QQQ:25.8;MUB:34.1;BND:40.1
1.7
92
8.9
Bull
12.3
4.8
3
77
87
47:111
86
0.0116
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
19
2
11
null
BrokerD
MKT
88
12
19
-28
-33
-45
35
null
null
Normal monitoring
134
3.8
Approved
5
Tax-aware sells next window
E8385
P3600
2025-05-31
IRA
USD
521,935
7.3
1
67.6
Comm:13.0;Utilities:13.6;Tech:29.7;Industrials:25.3;Financials:18.4
Value:26.3;Growth:20.0;Quality:17.5;Size:16.9;Momentum:11.1;LowVol:8.3
MSFT:24.0;TLT:19.1;GLD:18.4;XLF:25.0;BND:6.9;TSLA:6.6
3.5
170
13.6
Bull
16.2
4.74
3
100
87
64:117
82
0.0036
false
false
ESGOnly;MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
35
0
9
null
BrokerD
VWAP
95
5
9
-34
-73
-25
-19
null
null
Normal monitoring
177
3.4
null
4
Monitor dispersion and breadth
E8386
P7267
2024-07-07
Roth
USD
182,977
5.7
1
67.9
Financials:29.1;Tech:15.9;RealEstate:30.6;Energy:24.3
Value:21.3;Growth:7.7;Quality:10.9;Size:16.9;Momentum:16.8;LowVol:26.3
AMZN:28.3;XLF:19.5;TSLA:23.5;VNQ:28.7
4.8
143
9.8
Bull
15.8
4.38
2.2
115
54
24:106
92
0.0108
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
15
-4
2
null
BrokerB
LMT
97
4
5
21
6
-49
-18
null
null
Normal monitoring
169
1.7
Approved
4
Tax-aware sells next window
E8387
P0778
2025-01-27
IRA
USD
708,269
17.1
1
37.7
Industrials:22.1;Consumer:11.7;Tech:25.2;Financials:11.4;Health:29.6
Value:20.5;Growth:8.2;Quality:12.4;Size:20.4;Momentum:20.6;LowVol:17.9
MUB:25.6;VNQ:34.9;QQQ:30.1;TSLA:9.4
2.9
125
14.4
Volatile
26.1
4.09
2.9
115
-27
-65:-6
25
0.0183
false
false
MaxSector30%
null
null
NoAction
Within policy bands; defer
11
10
11
null
BrokerC
MKT
0
0
0
35
-5
-55
-21
null
null
Normal monitoring
140
2.7
Approved
4
Tax-aware sells next window
E8388
P2062
2025-06-17
401k
USD
569,778
7.6
1
38.3
Tech:11.7;Comm:28.7;RealEstate:28.6;Industrials:10.6;Consumer:20.4
Value:20.2;Growth:12.3;Quality:22.1;Size:18.4;Momentum:11.3;LowVol:15.8
AMZN:44.4;BND:14.8;MUB:40.8
4.8
168
11.8
Volatile
22.2
4.35
3.6
131
-10
-20:13
62
0.0189
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
-34
9
null
BrokerC
VWAP
99
6
12
52
161
5
14
null
null
Normal monitoring
106
3.2
null
3
Tighten stops on momentum names
E8389
P4695
2025-12-16
Roth
USD
153,863
8.5
1
68.8
Industrials:24.4;Health:40.9;Tech:34.7
Value:10.7;Growth:17.6;Quality:15.4;Size:18.3;Momentum:20.3;LowVol:17.7
VTI:45.8;BRK.B:14.4;VOO:39.8
2.8
105
9.7
Sideways
20.5
4.62
3.5
114
39
6:94
66
0.0169
false
false
ESGOnly;MaxPos8%;MaxSector35%
null
null
Hedge
Buy index puts 1.0% notional, 30d
33
-37
6
Delta:-0.11;Vega:0.04
BrokerD
MKT
94
7
8
80
177
10
31
null
null
Normal monitoring
186
1.1
Approved
4
Increase defensive factor exposure
E8390
P6074
2024-09-21
IRA
USD
558,733
8
1
57
Tech:12.3;Utilities:13.1;Industrials:29.1;Energy:19.1;RealEstate:26.5
Value:10.0;Growth:17.5;Quality:21.2;Size:15.7;Momentum:18.7;LowVol:16.9
BRK.B:36.1;XLF:41.3;AMZN:22.6
1.4
105
8.4
Volatile
29.2
5.21
2.1
135
8
-12:34
60
0.0119
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
11
14
1
null
BrokerD
LMT
90
2
1
117
183
-59
19
null
null
Normal monitoring
120
1.5
Approved
3
Within IPS guidelines
E8391
P1363
2024-07-19
Taxable
USD
450,291
7
1
54.6
Comm:17.1;Energy:15.3;Utilities:23.5;Financials:44.1
Value:17.4;Growth:12.4;Quality:15.6;Size:16.5;Momentum:20.9;LowVol:17.1
VOO:7.2;AMZN:12.1;AAPL:22.1;BRK.B:21.3;QQQ:24.9;TSLA:12.3
4.7
184
19.7
Bull
14.4
4.14
3.1
101
39
10:90
62
0.015
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-35
4
null
BrokerA
LMT
96
1
3
-2
97
13
16
VAR>budget
Reduce
Risk above budget threshold
113
1
null
4
Increase defensive factor exposure
E8392
P3428
2025-11-22
IRA
USD
1,936,836
6.3
1
46.7
Health:25.8;Financials:16.7;Materials:21.1;Tech:23.5;Utilities:12.8
Value:25.6;Growth:13.2;Quality:10.7;Size:9.3;Momentum:18.0;LowVol:23.1
BRK.B:11.6;MUB:19.1;BND:26.5;TLT:33.4;VTI:9.3
4.1
171
13.9
Volatile
29.3
5.28
3.1
142
32
2:49
75
0.0082
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
-27
5
null
BrokerC
LMT
96
8
8
47
117
-52
-11
VAR>budget
Reduce
Risk above budget threshold
173
2.8
SuggestedEdits
4
Monitor dispersion and breadth
E8393
P1559
2025-03-01
401k
USD
1,737,048
6.9
1
49.9
Industrials:37.0;Energy:37.4;Materials:25.6
Value:22.1;Growth:14.1;Quality:24.2;Size:12.2;Momentum:19.0;LowVol:8.4
BND:28.6;HYG:27.0;AAPL:14.3;BRK.B:30.1
5
165
17
Volatile
27.3
4.56
3.6
162
53
30:69
60
0.0151
false
false
MaxSector35%
null
null
Sell
Trim extended winner -1.0%
23
-4
3
null
BrokerC
MKT
88
8
11
-8
38
-60
25
null
null
Normal monitoring
183
3.9
Approved
4
Tighten stops on momentum names
E8394
P3331
2024-11-19
Taxable
USD
2,303,226
7.8
1
41.5
Consumer:13.7;Energy:30.6;RealEstate:10.2;Financials:17.5;Tech:28.1
Value:12.4;Growth:8.5;Quality:14.6;Size:23.2;Momentum:18.0;LowVol:23.4
AMZN:28.6;HYG:37.0;MUB:34.4
5.8
173
18.9
Bull
16.8
4.64
3.2
82
111
95:166
98
0.0148
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
10
8
Delta:-0.2;Vega:0.03
BrokerC
MKT
96
3
2
-19
-56
-43
22
RegimeShift
Reduce
Volatility spike and breadth deterioration
168
3
SuggestedEdits
3
Within IPS guidelines
E8395
P1136
2025-10-03
Taxable
USD
1,127,352
5.9
1
67.9
Comm:17.4;Consumer:21.9;Energy:19.2;Industrials:22.5;Tech:19.0
Value:15.6;Growth:20.2;Quality:11.1;Size:12.6;Momentum:20.4;LowVol:20.1
IEF:8.9;BRK.B:15.2;MSFT:26.3;BND:6.8;AAPL:17.9;VOO:25.0
4.9
214
14.9
Volatile
25.2
5.29
2.7
135
-2
-24:27
55
0.0125
false
true
ESGOnly;MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
31
-12
4
Delta:-0.13;Vega:0.08
BrokerA
LMT
100
4
6
-55
26
5
-3
RegimeShift
Hedge
Volatility spike and breadth deterioration
141
1.7
Rejected
5
Tighten stops on momentum names
E8396
P1149
2024-08-15
401k
USD
421,959
14.1
1
58.3
Utilities:19.8;Industrials:30.9;Financials:21.2;RealEstate:28.1
Value:30.9;Growth:22.7;Quality:10.4;Size:11.6;Momentum:10.2;LowVol:14.1
AAPL:6.3;VNQ:21.3;AMZN:21.8;XLF:20.0;BRK.B:14.8;BND:15.9
3.3
146
15.9
Volatile
28.8
4.17
2.3
138
-20
-30:19
33
0.0077
false
false
ESGOnly;NoMargin
null
null
Buy
Add core equity +1.0% from cash
22
-34
8
null
BrokerC
LMT
98
3
3
54
86
-32
38
null
null
Normal monitoring
103
2.1
Approved
4
Monitor dispersion and breadth
E8397
P3032
2025-05-18
Roth
USD
992,035
7.5
1
44.3
Tech:40.3;Utilities:35.9;Industrials:23.9
Value:20.2;Growth:12.7;Quality:23.3;Size:17.0;Momentum:17.5;LowVol:9.3
HYG:18.4;BRK.B:15.8;QQQ:5.7;MUB:24.1;AAPL:17.9;AMZN:18.1
2.8
211
19.1
Bull
17
4
3.2
101
20
-5:45
52
0.0077
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
5
11
null
BrokerB
MKT
89
2
3
73
125
-31
26
VAR>budget
Reduce
Risk above budget threshold
163
1.4
SuggestedEdits
3
Monitor dispersion and breadth
E8398
P0247
2025-03-01
Taxable
USD
1,390,873
7.6
1.18
49.1
Health:29.2;Financials:21.1;Consumer:20.9;Utilities:28.8
Value:23.2;Growth:14.0;Quality:20.3;Size:7.6;Momentum:13.5;LowVol:21.5
MSFT:15.5;AMZN:30.6;IEF:12.4;QQQ:41.5
5.7
272
27.6
Volatile
27.2
4.22
2.2
174
51
34:104
74
0.0054
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
32
6
1
Delta:-0.09;Vega:0.04
BrokerB
LMT
94
6
14
-39
-40
-16
15
RegimeShift
Pause
Volatility spike and breadth deterioration
156
1.3
Approved
3
Tighten stops on momentum names
E8399
P9760
2025-07-13
Trust
USD
1,727,785
7.3
1
53.9
Comm:19.5;Health:14.4;Financials:25.4;Industrials:40.7
Value:25.3;Growth:14.3;Quality:8.7;Size:11.6;Momentum:12.2;LowVol:28.0
IEF:20.5;VTI:22.4;VOO:5.3;BND:22.4;VNQ:9.5;XLF:19.8
4.4
224
10.4
Bear
30.3
4.18
2.3
220
-41
-53:12
22
0.0199
false
true
MaxPos7%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
21
-39
9
Delta:-0.17;Vega:0.08
BrokerC
LMT
94
1
3
76
165
-49
-20
VAR>budget
Hedge
Risk above budget threshold
205
3
SuggestedEdits
5
Tighten stops on momentum names
E8400
P7999
2025-05-11
Taxable
USD
1,011,509
4.5
1
55.3
Materials:17.2;Comm:16.9;RealEstate:31.1;Utilities:34.8
Value:10.4;Growth:26.3;Quality:19.2;Size:14.9;Momentum:17.3;LowVol:11.9
MUB:15.0;VTI:26.7;TLT:9.2;XLF:18.0;TSLA:13.5;QQQ:17.7
4.6
169
14.9
Volatile
29.6
4.18
2.2
176
-36
-61:3
34
0.017
false
false
MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
14
-2
4
null
BrokerD
MKT
89
5
6
-21
-47
-53
5
null
null
Normal monitoring
145
3.1
Approved
4
Within IPS guidelines