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
E8401
P5838
2024-08-07
Trust
USD
214,152
17.6
1
45.3
Health:23.6;Consumer:45.1;Comm:31.3
Value:15.7;Growth:13.9;Quality:21.9;Size:10.1;Momentum:10.1;LowVol:28.3
GLD:29.9;VOO:36.8;HYG:12.6;MSFT:20.6
4.4
112
14.2
Bull
11.1
4.01
3.1
100
78
68:130
75
0.0176
false
false
ESGOnly;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
25
-38
2
null
BrokerC
LMT
91
12
18
65
35
-37
-9
null
null
Normal monitoring
128
3
Approved
3
Increase defensive factor exposure
E8402
P1605
2025-10-14
Taxable
USD
253,866
5.9
1
54.7
Energy:39.6;Comm:25.3;Financials:35.1
Value:18.4;Growth:19.9;Quality:20.5;Size:10.1;Momentum:18.4;LowVol:12.7
HYG:41.7;VOO:33.5;BRK.B:24.7
1.9
159
10.1
Bull
11.9
4.01
2.3
84
76
51:109
93
0.0086
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
7
3
null
BrokerC
MKT
88
3
8
-26
28
11
36
null
null
Normal monitoring
197
3.6
Approved
3
Monitor dispersion and breadth
E8403
P4357
2025-09-05
Roth
USD
499,332
6.7
1
61.3
Utilities:20.5;RealEstate:15.8;Industrials:27.5;Tech:19.3;Financials:16.9
Value:6.4;Growth:16.9;Quality:16.5;Size:21.8;Momentum:22.0;LowVol:16.4
VNQ:36.4;MUB:31.8;HYG:31.8
2.8
136
11.9
Sideways
18.5
4.31
2.9
113
20
-15:48
62
0.0075
false
false
ESGOnly;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-40
4
null
BrokerA
MKT
92
11
19
1
96
14
-3
null
null
Normal monitoring
210
2.5
null
4
Increase defensive factor exposure
E8404
P0659
2024-12-16
401k
USD
808,093
14.8
1
62.4
Industrials:51.5;RealEstate:17.1;Health:31.4
Value:7.6;Growth:13.7;Quality:23.5;Size:10.1;Momentum:22.3;LowVol:22.7
AMZN:29.4;VTI:24.3;AAPL:8.6;MSFT:37.7
4.3
168
7.8
Sideways
17.4
4.49
3.2
137
28
3:56
82
0.0057
false
false
MaxPos7%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-3
-11
5
null
BrokerC
LMT
92
2
3
51
79
-1
19
null
null
Normal monitoring
174
3.7
Approved
5
Monitor dispersion and breadth
E8405
P4420
2025-05-12
Taxable
USD
878,276
7
1
73
RealEstate:38.0;Materials:44.7;Tech:17.4
Value:12.3;Growth:20.9;Quality:16.3;Size:13.4;Momentum:15.3;LowVol:21.7
IEF:10.4;BRK.B:44.0;VNQ:31.2;TLT:14.4
4.1
92
9.1
Bear
34.4
3.23
2.3
141
-101
-118:-74
10
0.0166
false
false
MaxPos6%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-7
-20
8
null
BrokerA
VWAP
93
9
6
-38
70
-9
7
null
null
Normal monitoring
112
2.2
null
5
Tighten stops on momentum names
E8406
P5378
2024-08-22
401k
USD
502,016
15.2
1
59.1
Industrials:38.3;Comm:42.1;RealEstate:19.6
Value:16.1;Growth:21.5;Quality:10.7;Size:22.1;Momentum:17.0;LowVol:12.6
GLD:23.2;BND:13.4;QQQ:10.7;TLT:24.1;AAPL:20.7;XLF:7.9
4.5
119
10.1
Volatile
31.6
5.31
4
110
36
-1:53
54
0.0171
false
false
MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
32
-16
5
null
BrokerA
MKT
100
2
9
-57
64
-38
20
null
null
Normal monitoring
156
1.8
Approved
4
Within IPS guidelines
E8407
P2843
2025-09-16
Roth
USD
722,226
7.9
1
73.9
Health:53.2;Materials:19.1;Financials:27.8
Value:18.3;Growth:16.0;Quality:8.3;Size:25.2;Momentum:19.2;LowVol:13.0
HYG:34.0;QQQ:17.8;VNQ:48.2
6.5
174
17.6
Bull
13.2
4.05
3
101
15
-12:39
52
0.0158
true
false
ESGOnly;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-12
-38
6
null
BrokerC
LMT
91
8
12
95
92
0
-19
Drift>tolerance
Hedge
Allocation drift beyond policy bands
181
3.2
null
3
Within IPS guidelines
E8408
P1250
2025-11-03
Taxable
USD
2,190,980
7.9
1
55.9
Industrials:17.9;Tech:24.7;RealEstate:32.3;Health:25.1
Value:19.5;Growth:11.8;Quality:20.9;Size:10.7;Momentum:11.3;LowVol:25.9
VOO:28.8;IEF:19.7;TLT:51.4
2.9
190
15.6
Volatile
23.7
4.28
3.2
175
-17
-44:2
55
0.0143
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-4
7
Delta:-0.06;Vega:0.06
BrokerD
MKT
93
10
18
117
197
-34
4
RegimeShift
TightenStops
Volatility spike and breadth deterioration
162
1.1
Approved
3
Monitor dispersion and breadth
E8409
P4417
2024-08-24
Roth
USD
727,432
7.4
1
38.9
Industrials:26.6;Health:28.3;Utilities:21.1;RealEstate:23.9
Value:28.1;Growth:25.6;Quality:11.0;Size:11.9;Momentum:11.0;LowVol:12.4
IEF:22.2;VNQ:13.2;XLF:31.6;VOO:32.9
2.9
214
21.5
Bear
30
4.11
1.9
168
-70
-99:-15
5
0.0177
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
32
-22
7
null
BrokerB
MKT
100
2
8
-25
-62
-12
-14
RegimeShift
Pause
Volatility spike and breadth deterioration
102
2.5
null
2
Within IPS guidelines
E8410
P3008
2025-09-26
Taxable
USD
292,894
7.7
1
66.4
Energy:15.4;Comm:25.5;RealEstate:13.0;Materials:21.0;Financials:25.0
Value:15.3;Growth:27.1;Quality:12.1;Size:10.4;Momentum:21.3;LowVol:13.8
BND:34.3;AMZN:16.1;GLD:23.6;QQQ:8.5;IEF:17.5
4.3
162
12.1
Volatile
29.7
3.6
3
166
63
26:112
83
0.0108
false
false
MaxPos8%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
11
15
12
null
BrokerC
VWAP
88
9
10
-49
-88
-25
6
null
null
Normal monitoring
94
2.7
Approved
4
Monitor dispersion and breadth
E8411
P8180
2025-01-23
Trust
USD
856,405
16
1
54.7
Consumer:30.8;Materials:12.9;Utilities:13.5;Comm:9.4;Energy:33.4
Value:21.8;Growth:18.1;Quality:19.0;Size:12.0;Momentum:17.9;LowVol:11.3
TLT:26.6;MSFT:29.6;IEF:15.8;MUB:28.0
4
113
15.8
Bull
12.9
3.54
2.6
71
53
32:106
58
0.0081
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
14
-24
4
null
BrokerD
MKT
95
6
14
-31
24
-10
4
null
null
Normal monitoring
112
2.3
Approved
4
Tax-aware sells next window
E8412
P5349
2025-01-06
401k
USD
1,248,585
4.8
1
40.5
Tech:18.3;Consumer:35.4;Industrials:32.7;Financials:13.6
Value:27.3;Growth:9.4;Quality:9.8;Size:29.3;Momentum:8.8;LowVol:15.4
QQQ:40.7;TLT:14.3;MUB:45.1
2.7
177
12
Volatile
28
4.19
3.2
126
-13
-36:35
60
0.0171
false
true
ESGOnly;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
33
11
3
null
BrokerD
MKT
90
12
12
-29
9
-27
26
RegimeShift
Reduce
Volatility spike and breadth deterioration
212
3.4
Approved
3
Tighten stops on momentum names
E8413
P4474
2025-01-23
401k
USD
859,289
9.4
1
41.5
Industrials:17.3;Consumer:20.4;Energy:26.3;RealEstate:23.4;Comm:12.6
Value:11.1;Growth:13.3;Quality:17.4;Size:28.4;Momentum:18.1;LowVol:11.7
IEF:26.7;TLT:41.2;HYG:32.2
2.3
162
19
Bull
11.6
4.21
3.1
94
61
29:99
88
0.01
false
false
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Sell
Trim extended winner -1.0%
6
-27
1
null
BrokerB
LMT
94
7
11
-31
-4
-13
-15
null
null
Normal monitoring
153
2.7
Approved
5
Tighten stops on momentum names
E8414
P1155
2024-12-16
Trust
USD
548,140
11
1
66.2
Consumer:18.4;Health:23.2;Industrials:14.9;Energy:23.2;Tech:20.3
Value:11.3;Growth:24.2;Quality:11.8;Size:16.3;Momentum:14.0;LowVol:22.4
VNQ:45.0;VTI:15.0;IEF:14.5;AAPL:25.5
3.4
143
9
Bull
18
4.65
3.1
92
3
-7:28
40
0.0117
false
false
ESGOnly;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
11
-8
10
null
BrokerC
LMT
99
1
4
-36
20
-5
22
null
null
Normal monitoring
148
3.1
Approved
3
Monitor dispersion and breadth
E8415
P4679
2025-10-30
401k
USD
1,555,061
8.7
1
61.1
RealEstate:22.0;Health:18.5;Comm:33.5;Industrials:26.0
Value:21.5;Growth:7.3;Quality:17.3;Size:18.9;Momentum:18.7;LowVol:16.3
AAPL:15.3;XLF:27.3;HYG:26.0;MSFT:25.3;TLT:6.0
5.7
120
19.6
Volatile
24.7
4.79
3.6
131
-56
-92:-20
6
0.0104
false
false
ESGOnly;MaxPos5%
null
DriftNear
Sell
Trim extended winner -1.0%
5
13
8
null
BrokerA
MKT
98
9
11
88
83
0
17
null
null
Normal monitoring
103
3.1
Approved
3
Increase defensive factor exposure
E8416
P6403
2025-09-02
Taxable
USD
1,197,004
5.5
1.2
66.6
Tech:15.4;Comm:23.5;RealEstate:26.6;Industrials:22.8;Health:11.7
Value:19.3;Growth:14.5;Quality:18.2;Size:24.0;Momentum:11.8;LowVol:12.1
BRK.B:17.0;MUB:19.6;AMZN:31.4;VNQ:7.9;VTI:24.1
2.9
262
19.5
Bull
12.5
4.25
2.5
77
24
0:74
71
0.0056
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-20
1
null
BrokerB
LMT
99
10
8
-52
-89
-7
11
RegimeShift
Reduce
Volatility spike and breadth deterioration
205
1.5
null
5
Monitor dispersion and breadth
E8417
P7806
2024-09-26
IRA
USD
437,858
8.5
1
35.1
Tech:16.3;Consumer:17.3;Utilities:16.9;RealEstate:23.4;Health:26.1
Value:8.5;Growth:18.2;Quality:10.4;Size:27.7;Momentum:16.0;LowVol:19.2
BRK.B:14.4;QQQ:31.2;XLF:43.4;VNQ:10.9
3.1
249
24.8
Bull
11.1
4.11
3.2
81
28
-11:68
53
0.0183
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
11
3
1
null
BrokerB
VWAP
96
8
10
61
143
-35
-5
RegimeShift
Reduce
Volatility spike and breadth deterioration
121
0.9
null
2
Monitor dispersion and breadth
E8418
P0430
2025-04-22
401k
USD
299,848
11.1
1
43.7
Materials:23.5;Health:46.2;Utilities:30.3
Value:18.5;Growth:26.3;Quality:18.6;Size:13.0;Momentum:15.2;LowVol:8.4
VOO:9.1;BRK.B:20.7;TLT:17.8;GLD:15.9;AMZN:36.5
3.9
110
9.2
Sideways
16
4.54
3.3
103
-13
-40:24
39
0.0141
false
false
ESGOnly;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-15
9
2
Delta:-0.23;Vega:0.02
BrokerD
LMT
96
6
10
84
67
18
38
null
null
Normal monitoring
208
1.2
Approved
5
Tighten stops on momentum names
E8419
P8531
2025-11-06
Trust
USD
826,636
6.5
1
49.9
RealEstate:49.0;Consumer:32.6;Utilities:18.4
Value:16.0;Growth:13.7;Quality:22.6;Size:12.5;Momentum:14.8;LowVol:20.5
MSFT:18.2;MUB:13.3;VOO:23.3;VTI:20.7;IEF:24.5
1.2
147
10.5
Volatile
28.8
4.3
2.4
174
-31
-44:-1
52
0.0148
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Sell
Trim extended winner -1.0%
11
5
6
null
BrokerA
MKT
95
1
1
-30
-51
-28
-3
null
null
Normal monitoring
96
3.5
null
5
Monitor dispersion and breadth
E8420
P1300
2024-11-22
401k
USD
568,002
7.5
1
70.7
Energy:27.5;Consumer:30.4;Industrials:12.2;Utilities:10.5;Tech:19.5
Value:20.5;Growth:18.5;Quality:17.2;Size:17.7;Momentum:9.9;LowVol:16.2
BRK.B:27.6;VOO:53.2;GLD:19.2
4.9
226
16.3
Volatile
31.6
5.14
2.8
165
57
18:107
85
0.0052
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
21
-12
3
null
BrokerB
LMT
97
9
16
62
66
-11
-3
RegimeShift
Reduce
Volatility spike and breadth deterioration
151
1
null
5
Tighten stops on momentum names
E8421
P5486
2024-10-10
401k
USD
451,725
14.6
1
48.2
Financials:37.2;Tech:23.8;Comm:24.4;Consumer:14.7
Value:22.4;Growth:18.2;Quality:6.9;Size:21.2;Momentum:22.8;LowVol:8.5
HYG:16.7;MSFT:26.7;IEF:16.3;VOO:40.3
2.7
165
7.5
Sideways
18.4
4.57
2.9
108
53
23:86
81
0.0158
false
false
ESGOnly;MaxPos8%;MaxSector30%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
21
10
3
null
BrokerD
LMT
89
11
10
78
44
15
-13
null
null
Normal monitoring
133
1.4
Approved
4
Tax-aware sells next window
E8422
P8488
2024-11-27
Trust
USD
614,891
7.6
1
45
Industrials:28.4;Financials:19.0;Utilities:36.0;Health:16.6
Value:14.6;Growth:25.5;Quality:20.3;Size:15.3;Momentum:16.4;LowVol:7.8
TLT:25.3;XLF:37.2;TSLA:37.5
3.2
110
10.5
Sideways
15
4.9
3.1
96
22
-18:71
66
0.0096
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
0
-27
5
null
BrokerD
MKT
93
8
6
14
-12
-37
-8
null
null
Normal monitoring
171
3.8
null
3
Tax-aware sells next window
E8423
P7443
2025-12-25
401k
USD
1,113,676
5.5
1
51.8
Consumer:37.9;Tech:36.2;Energy:25.8
Value:18.1;Growth:19.4;Quality:10.6;Size:25.9;Momentum:14.7;LowVol:11.2
AAPL:20.2;VTI:34.8;TSLA:15.6;XLF:29.4
1.6
152
12.3
Volatile
23.9
5.3
2.4
122
7
-19:33
71
0.0095
false
false
MaxPos6%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
6
-33
5
null
BrokerD
LMT
100
3
10
-29
-6
16
-1
null
null
Normal monitoring
211
3.9
null
4
Tighten stops on momentum names
E8424
P5898
2025-07-20
IRA
USD
673,486
10.8
1
56.3
RealEstate:24.3;Materials:27.4;Tech:27.9;Health:20.4
Value:18.5;Growth:20.8;Quality:13.2;Size:19.0;Momentum:12.9;LowVol:15.7
QQQ:33.4;XLF:32.1;MSFT:34.5
3.3
104
13
Volatile
31.1
5.28
4.2
174
71
60:113
80
0.006
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
34
5
11
Delta:-0.1;Vega:0.03
BrokerA
LMT
91
6
14
61
189
-44
-1
null
null
Normal monitoring
165
2
null
4
Increase defensive factor exposure
E8425
P0976
2025-09-19
IRA
USD
430,208
7.6
1
49.7
Health:40.1;Utilities:36.4;Tech:23.5
Value:22.8;Growth:22.3;Quality:16.5;Size:8.8;Momentum:12.8;LowVol:16.8
TLT:36.4;AMZN:25.5;MSFT:23.3;VNQ:14.7
2.6
101
10.2
Bull
12.6
4.99
3.2
96
2
-38:52
60
0.0156
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-8
0
4
null
BrokerA
MKT
97
4
7
100
70
-59
27
null
null
Normal monitoring
172
3.7
Approved
3
Monitor dispersion and breadth
E8426
P5084
2025-05-15
Trust
USD
213,077
17.4
1
55.9
Materials:28.0;Health:24.4;Industrials:12.6;Utilities:9.9;Consumer:25.2
Value:23.3;Growth:15.0;Quality:11.5;Size:14.2;Momentum:25.2;LowVol:10.8
MUB:19.3;VNQ:8.2;HYG:17.2;XLF:31.6;BND:23.7
2.2
143
12.1
Bear
24.7
4.31
2.4
140
-68
-107:-35
17
0.0138
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-8
-7
1
null
BrokerC
LMT
92
7
13
26
6
-2
-20
null
null
Normal monitoring
104
2.4
Approved
4
Tax-aware sells next window
E8427
P0196
2025-11-27
Roth
USD
1,459,766
9.5
1
43.1
Tech:25.7;Utilities:19.4;Comm:14.4;Industrials:15.7;Consumer:24.8
Value:24.5;Growth:24.0;Quality:10.3;Size:13.6;Momentum:8.3;LowVol:19.3
IEF:25.9;TSLA:13.3;BRK.B:19.2;BND:8.7;GLD:15.9;HYG:16.9
2.5
157
12.6
Bull
15.1
3.84
2
79
70
56:85
91
0.0119
false
false
ESGOnly;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
31
-4
4
null
BrokerB
LMT
92
1
7
6
69
-43
18
null
null
Normal monitoring
180
3.3
Approved
3
Tax-aware sells next window
E8428
P2154
2025-08-31
Trust
USD
1,604,581
8.9
1
46.8
RealEstate:27.8;Materials:34.9;Utilities:37.2
Value:18.7;Growth:19.8;Quality:8.4;Size:21.7;Momentum:15.1;LowVol:16.2
QQQ:31.0;BND:12.2;MUB:10.4;IEF:13.2;VTI:23.0;HYG:10.2
5.6
187
22.9
Sideways
16.9
4.64
2.6
100
12
-19:34
39
0.0063
false
false
MaxPos5%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
32
-14
4
null
BrokerC
LMT
89
5
12
8
60
-21
5
null
null
Normal monitoring
168
3.8
Approved
5
Tax-aware sells next window
E8429
P8350
2025-01-15
Roth
USD
318,112
12.9
1
56.3
Utilities:27.9;Consumer:32.2;Industrials:14.8;Tech:25.2
Value:21.5;Growth:11.4;Quality:12.8;Size:16.8;Momentum:12.5;LowVol:25.1
BRK.B:30.2;TLT:28.1;MUB:21.2;TSLA:20.5
3.1
160
14.9
Bull
14.7
4.29
2.8
91
35
9:73
55
0.0094
false
false
ESGOnly;MaxPos6%;MaxSector30%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
33
10
6
null
BrokerC
MKT
93
5
9
-36
102
6
35
null
null
Normal monitoring
134
2.3
Approved
5
Within IPS guidelines
E8430
P0705
2025-04-18
401k
USD
288,664
10.3
1
35.9
RealEstate:12.5;Health:12.8;Energy:16.3;Materials:34.1;Utilities:24.3
Value:10.8;Growth:26.1;Quality:15.6;Size:9.8;Momentum:27.9;LowVol:9.8
IEF:10.8;BND:17.9;XLF:23.3;VTI:48.0
3.5
126
10.6
Bull
17.7
4.17
3.1
107
112
101:167
100
0.01
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
33
8
6
null
BrokerA
VWAP
100
9
15
108
102
-54
-10
null
null
Normal monitoring
188
1.3
Approved
5
Tighten stops on momentum names
E8431
P5122
2025-12-04
Taxable
USD
1,507,381
7.4
1
51.2
Tech:33.0;RealEstate:26.1;Financials:26.0;Energy:14.9
Value:27.4;Growth:9.5;Quality:15.1;Size:15.7;Momentum:8.2;LowVol:24.1
TSLA:11.7;HYG:11.4;GLD:13.5;TLT:16.8;AAPL:22.3;VNQ:24.4
4.3
237
24.1
Bull
11.4
4.43
2
87
8
-23:46
36
0.0166
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
-16
8
null
BrokerB
LMT
98
5
13
100
118
5
27
RegimeShift
Reduce
Volatility spike and breadth deterioration
131
2.4
null
4
Tighten stops on momentum names
E8432
P1689
2024-08-18
Taxable
USD
1,179,708
9.5
1
70.4
Industrials:14.9;Materials:20.8;RealEstate:24.6;Tech:24.5;Consumer:15.3
Value:10.9;Growth:22.1;Quality:15.3;Size:11.5;Momentum:16.3;LowVol:23.9
HYG:17.3;GLD:36.5;BRK.B:46.2
3.4
170
18.8
Bull
15.3
4.14
2.2
120
72
49:97
90
0.0138
false
false
ESGOnly;MaxPos6%
null
VarNear
NoAction
Within policy bands; defer
35
-1
3
null
BrokerC
MKT
0
0
0
87
151
14
12
null
null
Normal monitoring
186
3.7
Approved
4
Tighten stops on momentum names
E8433
P3909
2024-07-31
Trust
USD
834,134
18
1
62
Energy:17.7;Health:39.8;Materials:14.7;Industrials:27.8
Value:27.5;Growth:14.3;Quality:13.3;Size:15.4;Momentum:18.4;LowVol:11.1
TLT:19.2;IEF:19.8;AMZN:16.3;MUB:26.1;QQQ:18.5
1.9
120
8.1
Bear
28.5
4.03
2.4
192
-72
-104:-24
15
0.0173
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
15
-6
7
null
BrokerB
MKT
92
9
9
70
145
3
-10
null
null
Normal monitoring
187
1.3
Approved
5
Tax-aware sells next window
E8434
P5175
2025-02-18
Taxable
USD
409,873
15.5
1
71.4
Energy:30.4;Utilities:25.5;Tech:25.7;Comm:18.3
Value:25.3;Growth:12.9;Quality:13.2;Size:20.6;Momentum:9.3;LowVol:18.7
BRK.B:23.8;MUB:11.7;GLD:9.1;IEF:16.5;AMZN:23.4;VNQ:15.5
4.7
143
13.8
Bull
11.7
3.6
2.3
96
3
-9:42
49
0.0168
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
6
-27
6
null
BrokerB
MKT
99
8
13
103
190
-12
-24
null
null
Normal monitoring
161
2.8
Approved
3
Tax-aware sells next window
E8435
P3986
2025-05-18
Taxable
USD
164,806
9.1
1
39.9
Materials:23.9;Comm:46.2;Financials:29.9
Value:16.4;Growth:12.7;Quality:19.8;Size:24.8;Momentum:16.1;LowVol:10.2
VNQ:16.0;AAPL:28.6;IEF:16.2;TLT:12.9;HYG:20.3;TSLA:5.9
4.4
114
7.2
Sideways
15.1
4.39
2.1
122
3
-33:48
60
0.008
false
false
MaxPos6%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-9
-3
12
null
BrokerD
VWAP
88
5
5
75
79
-21
-11
null
null
Normal monitoring
94
3.7
Approved
5
Monitor dispersion and breadth
E8436
P2023
2025-12-18
IRA
USD
552,989
17
1
35.1
Comm:14.9;Health:34.4;RealEstate:16.3;Consumer:34.4
Value:7.5;Growth:15.5;Quality:15.9;Size:22.8;Momentum:20.8;LowVol:17.6
QQQ:52.6;MSFT:22.1;IEF:25.4
1.6
123
8.3
Bull
13.9
3.78
2.1
118
5
-10:43
62
0.0105
false
false
MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
-3
-35
1
null
BrokerB
VWAP
91
4
11
20
62
19
6
null
null
Normal monitoring
158
3.8
Approved
4
Within IPS guidelines
E8437
P6236
2024-12-31
Taxable
USD
430,548
10.6
1
45.4
Materials:48.0;Energy:27.4;Tech:24.6
Value:17.2;Growth:15.3;Quality:10.4;Size:22.7;Momentum:21.7;LowVol:12.7
TSLA:26.6;BND:34.5;VNQ:38.9
4.2
161
9.6
Bull
14
4.3
2.3
102
64
39:103
84
0.0102
false
false
NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-20
5
null
BrokerA
LMT
95
9
6
-36
2
-54
-13
null
null
Normal monitoring
107
3.7
null
5
Tax-aware sells next window
E8438
P9894
2025-04-23
IRA
USD
1,269,232
9.7
1
54
Tech:26.6;Materials:24.8;Health:33.9;Comm:14.7
Value:19.2;Growth:14.6;Quality:21.0;Size:11.5;Momentum:19.7;LowVol:14.0
AAPL:21.0;MUB:25.9;BND:18.8;GLD:34.3
1.5
120
14.7
Sideways
17.6
3.96
3.5
92
-5
-19:34
61
0.0115
false
false
MaxPos5%;MaxSector35%
null
null
NoAction
Within policy bands; defer
35
-32
10
null
BrokerD
MKT
0
0
0
-37
23
12
20
null
null
Normal monitoring
187
2.2
Approved
5
Increase defensive factor exposure
E8439
P8444
2025-11-14
IRA
USD
798,694
6.4
1
42.7
RealEstate:21.0;Consumer:26.2;Comm:14.0;Energy:18.0;Materials:20.8
Value:17.4;Growth:18.2;Quality:19.0;Size:10.1;Momentum:17.5;LowVol:17.8
TSLA:9.3;VOO:15.5;GLD:26.8;TLT:22.2;BRK.B:26.2
5.7
137
13.2
Volatile
20.9
4.19
4.4
146
23
7:49
52
0.0174
false
false
null
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-10
1
Delta:-0.07;Vega:0.08
BrokerD
VWAP
95
11
17
73
193
-42
20
null
null
Normal monitoring
91
2.1
Approved
3
Tighten stops on momentum names
E8440
P3592
2024-12-27
Roth
USD
665,576
7.8
1
61.6
Tech:44.1;Materials:13.8;Utilities:42.1
Value:12.6;Growth:18.6;Quality:14.7;Size:17.5;Momentum:17.9;LowVol:18.8
VOO:54.4;MUB:19.4;VNQ:26.2
4.1
133
12.5
Volatile
26.5
5.14
2.2
170
2
-38:44
59
0.0151
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
1
-17
10
null
BrokerD
LMT
95
7
10
-6
31
-57
34
null
null
Normal monitoring
109
1
null
5
Increase defensive factor exposure
E8441
P8843
2025-03-19
Taxable
USD
1,799,035
10
1
59
Utilities:43.6;Energy:29.7;Tech:26.7
Value:9.8;Growth:20.7;Quality:11.7;Size:15.6;Momentum:20.6;LowVol:21.7
TLT:15.6;TSLA:23.2;XLF:15.5;QQQ:24.4;BND:21.2
3.9
188
20.5
Bull
17.3
3.94
2.8
119
73
41:109
92
0.0141
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
17
6
5
null
BrokerA
LMT
94
5
13
3
29
-23
36
VAR>budget
Reduce
Risk above budget threshold
187
2.3
null
5
Monitor dispersion and breadth
E8442
P5599
2025-03-26
401k
USD
295,721
10.6
1
46.8
Financials:20.5;Utilities:21.3;RealEstate:16.8;Health:20.3;Comm:21.0
Value:19.4;Growth:20.5;Quality:8.3;Size:19.4;Momentum:17.6;LowVol:14.7
AAPL:9.6;MUB:19.4;BND:20.5;AMZN:24.4;BRK.B:8.9;VOO:17.2
4.3
148
13.6
Volatile
30.4
4.89
3.7
159
65
41:113
90
0.0155
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
0
-19
6
null
BrokerD
LMT
88
10
7
0
121
-12
-25
null
null
Normal monitoring
115
3.1
Approved
5
Tax-aware sells next window
E8443
P5470
2024-07-21
Roth
USD
1,351,647
8.1
1
72.3
Utilities:45.0;Materials:27.7;Industrials:27.3
Value:21.2;Growth:19.2;Quality:17.1;Size:16.1;Momentum:11.5;LowVol:14.9
GLD:19.6;IEF:30.4;XLF:25.9;HYG:24.1
4.7
158
21.1
Volatile
26.9
5.1
2.8
168
38
16:65
72
0.0103
false
false
ESGOnly;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
-17
1
null
BrokerD
MKT
100
2
7
-37
16
-36
-17
null
null
Normal monitoring
154
1.4
Approved
5
Within IPS guidelines
E8444
P2420
2024-07-05
IRA
USD
456,636
16.6
1
56.5
Energy:33.7;Financials:40.8;Health:25.5
Value:7.6;Growth:18.6;Quality:17.6;Size:15.5;Momentum:21.0;LowVol:19.6
VNQ:35.6;AAPL:9.0;TLT:14.2;MUB:25.4;TSLA:15.8
1.8
164
13.9
Volatile
25.5
4.43
4.3
125
22
11:50
63
0.016
false
false
MaxPos6%;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
-2
12
null
BrokerB
MKT
90
1
9
-60
51
-24
-23
null
null
Normal monitoring
206
1.7
null
4
Within IPS guidelines
E8445
P3075
2025-07-29
Roth
USD
155,306
7.1
1
53
Energy:12.9;Industrials:46.6;Comm:40.5
Value:20.3;Growth:11.0;Quality:12.8;Size:16.0;Momentum:24.0;LowVol:15.9
TSLA:52.5;HYG:30.9;MUB:16.6
3.6
130
15.7
Volatile
21.4
4.96
3
115
17
4:42
54
0.006
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-4
-37
10
null
BrokerB
VWAP
95
10
10
107
202
-20
18
null
null
Normal monitoring
126
3.9
null
3
Tighten stops on momentum names
E8446
P6036
2024-09-02
IRA
USD
1,181,733
4.1
1
67.1
Health:61.0;Financials:19.9;Comm:19.1
Value:25.0;Growth:23.6;Quality:13.4;Size:9.8;Momentum:17.7;LowVol:10.6
GLD:15.2;AAPL:14.3;TLT:26.4;BRK.B:24.1;VNQ:20.0
2
197
19.8
Bull
14.3
3.75
3.2
106
16
-19:69
52
0.018
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-22
3
null
BrokerB
MKT
88
2
5
42
84
6
30
RegimeShift
Reduce
Volatility spike and breadth deterioration
195
2.7
null
2
Tax-aware sells next window
E8447
P1002
2025-08-28
Trust
USD
2,285,603
6.7
1
62.1
RealEstate:24.3;Comm:9.6;Financials:29.7;Industrials:28.1;Energy:8.2
Value:13.5;Growth:20.9;Quality:15.6;Size:14.5;Momentum:22.5;LowVol:12.9
VNQ:32.7;VTI:29.3;GLD:37.9
3.4
158
13.2
Sideways
21.7
4.84
2.5
107
-7
-35:15
32
0.0088
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
13
-3
3
null
BrokerA
VWAP
99
8
9
-58
-32
0
28
null
null
Normal monitoring
141
3.9
Approved
3
Tighten stops on momentum names
E8448
P4236
2025-12-09
Taxable
USD
822,423
9.3
1
64.8
Comm:15.8;Tech:46.0;Health:38.1
Value:25.0;Growth:16.9;Quality:10.4;Size:12.5;Momentum:20.9;LowVol:14.3
VTI:12.4;HYG:23.0;XLF:19.3;BND:27.1;MUB:18.2
3.7
98
9.9
Bull
15.6
4.48
2.6
106
24
4:65
61
0.0068
false
false
MaxPos5%
null
null
Buy
Add core equity +1.0% from cash
-9
-33
8
null
BrokerA
MKT
92
1
1
6
-2
-31
-7
null
null
Normal monitoring
120
3.3
Approved
3
Tighten stops on momentum names
E8449
P9193
2025-10-31
IRA
USD
824,730
6
1
74.5
Energy:28.6;Health:29.1;Comm:14.5;Tech:27.8
Value:22.5;Growth:16.1;Quality:12.0;Size:14.1;Momentum:22.9;LowVol:12.4
TLT:44.6;VNQ:10.0;QQQ:45.4
4.1
146
10.6
Volatile
23.1
4.65
4.4
153
-13
-23:41
58
0.0064
false
false
ESGOnly;MaxPos5%
null
DriftNear
Buy
Add core equity +1.0% from cash
20
-30
9
null
BrokerD
MKT
99
11
15
-7
113
-26
38
null
null
Normal monitoring
104
1.4
null
3
Within IPS guidelines
E8450
P2878
2025-07-19
Taxable
USD
546,338
5.2
1
52.8
Financials:28.6;Health:10.6;Tech:34.2;Comm:26.6
Value:19.2;Growth:18.3;Quality:11.1;Size:14.9;Momentum:19.6;LowVol:17.0
VOO:23.3;TLT:16.8;HYG:32.0;VNQ:7.7;VTI:20.2
1.5
115
15.1
Bull
14.9
4.27
3.3
114
27
-3:47
49
0.0146
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-6
3
12
null
BrokerD
VWAP
88
12
11
18
126
-36
35
null
null
Normal monitoring
216
1.7
Approved
4
Within IPS guidelines
E8451
P7191
2025-01-30
Taxable
USD
473,024
12.7
1
63.2
Financials:51.1;Tech:18.7;Materials:30.2
Value:16.2;Growth:18.9;Quality:18.7;Size:13.7;Momentum:18.0;LowVol:14.5
QQQ:46.1;VTI:28.7;TSLA:25.3
3.8
156
9.3
Bull
14.1
4.86
2.9
78
62
39:96
83
0.0063
false
false
MaxPos6%;MaxSector30%
null
VarNear
NoAction
Within policy bands; defer
33
-22
3
null
BrokerB
LMT
0
0
0
108
161
9
25
null
null
Normal monitoring
202
1
null
3
Increase defensive factor exposure
E8452
P6515
2025-05-10
Trust
USD
854,628
15.5
1
72.8
Tech:19.8;Energy:25.7;Utilities:33.4;Financials:21.1
Value:7.5;Growth:23.3;Quality:17.2;Size:21.4;Momentum:22.6;LowVol:8.1
TLT:13.7;AAPL:27.1;HYG:13.9;GLD:20.8;MUB:11.6;IEF:13.0
1
109
10.9
Sideways
18.6
3.71
3.4
115
56
43:82
87
0.0049
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
31
-36
8
null
BrokerB
LMT
89
12
20
27
-7
-23
10
null
null
Normal monitoring
203
3.1
null
3
Within IPS guidelines
E8453
P6122
2024-09-03
Trust
USD
1,233,566
5.5
1
42
RealEstate:23.1;Utilities:14.5;Tech:33.2;Industrials:29.2
Value:8.3;Growth:10.5;Quality:22.0;Size:24.7;Momentum:24.3;LowVol:10.3
QQQ:16.5;IEF:27.2;VOO:25.3;VTI:15.5;HYG:15.5
2.9
209
17.8
Sideways
14.7
3.54
3.2
140
7
-15:45
40
0.0094
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
34
-4
4
null
BrokerB
MKT
96
9
7
14
29
-52
39
VAR>budget
Pause
Risk above budget threshold
161
3.3
SuggestedEdits
3
Increase defensive factor exposure
E8454
P3498
2025-04-13
Trust
USD
1,676,189
5.1
1
55.2
Comm:36.7;Financials:24.5;Tech:26.4;Energy:12.5
Value:20.3;Growth:22.3;Quality:15.6;Size:8.6;Momentum:17.2;LowVol:16.0
VNQ:21.0;BRK.B:25.0;BND:22.3;XLF:11.2;IEF:20.5
2.2
123
11.1
Volatile
31.9
5.31
2.8
145
-46
-78:-7
10
0.011
false
false
ESGOnly;MaxPos7%
null
null
Hedge
Buy index puts 1.0% notional, 30d
22
-25
8
Delta:-0.2;Vega:0.07
BrokerB
LMT
89
6
4
-1
67
-2
-15
null
null
Normal monitoring
168
1.6
null
3
Tighten stops on momentum names
E8455
P8928
2025-09-27
401k
USD
1,246,647
5.7
1
58.6
Materials:36.8;Comm:15.2;Health:48.0
Value:14.6;Growth:13.8;Quality:11.4;Size:11.1;Momentum:25.0;LowVol:24.1
XLF:17.2;AAPL:19.3;TSLA:23.1;BRK.B:40.3
2.3
266
16.3
Bull
14.4
4.76
3.3
108
118
90:157
97
0.0145
false
true
MaxPos7%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
32
9
1
Delta:-0.07;Vega:0.06
BrokerA
MKT
90
7
9
-36
82
-57
-17
VAR>budget
Reduce
Risk above budget threshold
171
1.4
null
3
Monitor dispersion and breadth
E8456
P8931
2024-09-26
401k
USD
1,460,719
7.2
1
50.4
Energy:30.7;Materials:14.5;Financials:33.1;Utilities:21.7
Value:18.1;Growth:15.0;Quality:15.5;Size:20.6;Momentum:8.2;LowVol:22.7
MUB:21.8;MSFT:19.7;TLT:22.0;BRK.B:18.2;TSLA:11.3;VTI:7.0
3.5
186
11.4
Bull
14
3.97
3.1
93
4
-28:43
65
0.0139
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
4
1
null
BrokerC
MKT
93
1
2
24
126
-55
10
VAR>budget
Reduce
Risk above budget threshold
138
2.7
Approved
5
Within IPS guidelines
E8457
P7368
2025-06-20
Taxable
USD
1,440,575
3.2
1
64.1
Materials:20.4;Utilities:44.4;Comm:35.3
Value:14.1;Growth:22.2;Quality:15.4;Size:20.1;Momentum:16.5;LowVol:11.6
BRK.B:21.5;MUB:18.6;VOO:17.1;QQQ:19.2;BND:13.1;MSFT:10.5
6
228
19.8
Bear
28.6
3.81
1.6
207
-20
-30:4
35
0.01
false
true
MaxSector35%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
3
-30
3
null
BrokerB
LMT
98
2
6
57
149
3
13
VAR>budget
Hedge
Risk above budget threshold
158
2.7
Approved
3
Tighten stops on momentum names
E8458
P9202
2025-07-03
Roth
USD
861,179
17.2
1
51.7
Consumer:30.1;Financials:42.5;RealEstate:27.3
Value:13.0;Growth:17.5;Quality:25.9;Size:22.9;Momentum:10.9;LowVol:9.8
XLF:18.8;QQQ:29.8;AMZN:22.8;TSLA:28.7
3
143
8.9
Volatile
27.6
5.21
3.1
147
-49
-78:-14
36
0.0172
false
false
MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
15
-17
6
null
BrokerA
MKT
94
9
16
-8
118
-22
20
null
null
Normal monitoring
100
1.2
null
4
Tax-aware sells next window
E8459
P1910
2025-08-13
401k
USD
856,083
16.4
1
64.7
Financials:29.8;Comm:45.0;Health:25.1
Value:17.6;Growth:19.0;Quality:9.7;Size:18.7;Momentum:16.9;LowVol:18.2
MSFT:29.9;AAPL:37.5;HYG:9.6;AMZN:9.5;TLT:13.4
4.2
153
9
Volatile
25.9
5
4
160
-36
-73:0
24
0.0153
false
false
ESGOnly;MaxPos6%;MaxSector35%;NoMargin
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
-3
10
Delta:-0.1;Vega:0.05
BrokerD
MKT
95
12
18
118
116
16
-16
null
null
Normal monitoring
164
2.7
null
5
Monitor dispersion and breadth
E8460
P9759
2024-09-21
401k
USD
270,645
11.9
1
47.9
Consumer:26.3;Industrials:13.3;Utilities:18.2;Financials:20.4;RealEstate:21.8
Value:22.4;Growth:22.0;Quality:19.1;Size:13.5;Momentum:10.0;LowVol:13.0
QQQ:31.6;TLT:40.8;VOO:27.6
2.1
145
10.4
Volatile
21.5
4.44
3.9
118
50
19:84
60
0.0064
false
false
ESGOnly;MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
28
-3
3
null
BrokerD
MKT
93
6
7
93
215
-17
-12
null
null
Normal monitoring
165
1.1
null
4
Tighten stops on momentum names
E8461
P8516
2025-08-31
Taxable
USD
524,442
7.5
1
54.8
Tech:21.3;Consumer:12.1;Industrials:28.8;Materials:23.3;RealEstate:14.5
Value:15.1;Growth:10.6;Quality:26.1;Size:21.7;Momentum:13.0;LowVol:13.5
MUB:10.0;VOO:26.3;TLT:34.9;VNQ:28.8
4.2
130
7.8
Bear
32.1
4.12
2
200
-109
-122:-81
5
0.0099
false
false
ESGOnly;MaxPos8%;MaxSector30%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
31
-34
12
null
BrokerC
MKT
96
10
14
68
94
-47
-14
null
null
Normal monitoring
204
3
Approved
4
Tax-aware sells next window
E8462
P0042
2025-09-04
401k
USD
531,283
6.4
1
43.6
Utilities:28.3;Industrials:33.6;Energy:20.2;Consumer:17.9
Value:11.4;Growth:15.4;Quality:11.0;Size:22.3;Momentum:18.3;LowVol:21.5
MSFT:24.6;VTI:46.2;TSLA:29.2
4.8
133
11.7
Sideways
17.9
3.92
2.4
119
-18
-57:0
50
0.0057
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
2
8
1
null
BrokerD
MKT
91
2
5
-16
25
-52
-23
null
null
Normal monitoring
166
2.3
null
4
Tighten stops on momentum names
E8463
P0973
2025-02-07
Roth
USD
888,515
7.8
1
59.3
RealEstate:10.0;Consumer:18.8;Industrials:15.9;Financials:19.2;Materials:36.0
Value:12.1;Growth:12.5;Quality:10.5;Size:28.4;Momentum:9.7;LowVol:27.0
IEF:33.9;VTI:33.3;VOO:18.7;GLD:14.1
1.6
98
10
Bull
16.3
4.82
3
87
98
67:137
87
0.0189
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
21
-2
1
Delta:-0.23;Vega:0.06
BrokerD
LMT
91
3
4
-58
-70
-37
-8
null
null
Normal monitoring
193
1.8
Approved
4
Within IPS guidelines
E8464
P1531
2025-12-02
Taxable
USD
226,964
15.4
1
54.9
Energy:33.2;Comm:38.2;Industrials:28.7
Value:11.8;Growth:22.5;Quality:13.5;Size:16.6;Momentum:13.8;LowVol:21.8
XLF:10.2;VNQ:30.9;TLT:38.6;MSFT:20.3
2.7
115
11.8
Bear
29.1
4.34
2.4
150
14
-3:54
44
0.0097
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
34
-26
5
Delta:-0.12;Vega:0.04
BrokerD
LMT
94
5
12
20
143
5
31
null
null
Normal monitoring
98
2.6
Approved
3
Increase defensive factor exposure
E8465
P5005
2025-02-05
Roth
USD
214,537
6.3
1
73.2
Tech:17.7;Consumer:45.8;Health:36.5
Value:9.9;Growth:29.3;Quality:8.9;Size:21.9;Momentum:15.2;LowVol:14.7
VOO:33.1;MUB:46.8;BND:20.1
4.4
135
12
Sideways
19.9
4.83
3.4
105
5
-18:56
55
0.0101
false
false
ESGOnly;MaxSector35%
null
DriftNear
Buy
Add core equity +1.0% from cash
-15
-1
7
null
BrokerD
MKT
100
5
5
67
29
-28
33
null
null
Normal monitoring
206
1.2
Approved
5
Within IPS guidelines
E8466
P8411
2024-12-09
Trust
USD
2,323,802
5.6
1.21
65.3
Health:27.4;Consumer:25.3;Tech:19.2;Comm:28.2
Value:23.1;Growth:19.5;Quality:13.0;Size:17.8;Momentum:14.1;LowVol:12.4
VTI:19.9;TLT:10.3;BND:24.7;AAPL:22.3;GLD:22.8
5.7
177
16.5
Volatile
27.6
3.75
2.3
123
-56
-79:-19
34
0.0078
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
2
-35
8
null
BrokerD
MKT
94
4
2
120
192
1
23
RegimeShift
Hedge
Volatility spike and breadth deterioration
94
1.8
Approved
5
Within IPS guidelines
E8467
P8728
2025-05-14
401k
USD
168,389
7.7
1
41.8
Utilities:19.5;Health:44.4;Consumer:36.1
Value:16.9;Growth:21.8;Quality:7.1;Size:19.0;Momentum:16.9;LowVol:18.3
GLD:16.7;VOO:36.9;VTI:46.4
3.9
160
12.1
Bear
24
3.65
1.7
216
-4
-34:17
57
0.0088
false
false
ESGOnly;MaxSector30%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
10
5
Delta:-0.14;Vega:0.07
BrokerD
MKT
100
8
5
-35
26
-14
-22
null
null
Normal monitoring
134
1
Approved
4
Increase defensive factor exposure
E8468
P5336
2025-12-23
Taxable
USD
1,408,835
3.4
1
44.6
Industrials:23.5;Materials:9.9;Comm:9.2;Utilities:29.9;Tech:27.6
Value:12.5;Growth:15.8;Quality:12.9;Size:20.2;Momentum:18.4;LowVol:20.2
HYG:7.9;VNQ:20.0;BND:21.2;QQQ:21.2;AMZN:29.7
2.2
263
24.5
Bull
16.1
4.87
2.2
112
46
25:64
58
0.014
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
0
12
null
BrokerD
LMT
100
12
19
98
106
-7
-23
RegimeShift
Pause
Volatility spike and breadth deterioration
109
2.8
null
3
Increase defensive factor exposure
E8469
P3947
2024-09-27
Trust
USD
637,196
16.6
1
75
Comm:26.8;Tech:17.6;Health:55.6
Value:22.8;Growth:9.6;Quality:17.3;Size:26.6;Momentum:12.2;LowVol:11.5
MSFT:35.1;VNQ:43.2;QQQ:21.7
2.3
109
11.4
Bull
15.4
4.25
3.3
114
113
94:164
100
0.0043
false
false
MaxPos7%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
26
-27
2
null
BrokerD
MKT
95
2
2
-32
102
-42
34
null
null
Normal monitoring
161
1.6
Approved
5
Tax-aware sells next window
E8470
P7175
2025-11-14
Trust
USD
572,822
10
1
56.7
Tech:24.5;Energy:11.5;Utilities:26.6;Materials:19.0;Comm:18.4
Value:9.9;Growth:22.0;Quality:23.4;Size:19.0;Momentum:11.4;LowVol:14.3
HYG:29.9;MSFT:12.3;TLT:24.8;QQQ:16.8;AMZN:16.2
3.1
206
10.7
Bull
14.5
4.87
2.9
76
60
38:91
92
0.0146
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-4
6
Delta:-0.13;Vega:0.09
BrokerC
VWAP
89
9
8
26
64
2
-24
RegimeShift
Pause
Volatility spike and breadth deterioration
102
1.6
null
3
Tighten stops on momentum names
E8471
P4717
2025-08-15
Taxable
USD
1,585,178
6.1
1
51.2
RealEstate:9.6;Utilities:21.0;Comm:33.9;Materials:35.5
Value:17.3;Growth:10.4;Quality:21.9;Size:17.6;Momentum:20.0;LowVol:12.8
VNQ:38.2;HYG:37.4;MUB:24.4
5.3
126
12.1
Volatile
25
4.81
3.4
158
57
43:101
68
0.0161
false
false
MaxPos8%
null
DriftNear
Sell
Trim extended winner -1.0%
-1
-8
8
null
BrokerD
MKT
89
6
11
84
162
5
23
null
null
Normal monitoring
119
3.5
Approved
3
Tax-aware sells next window
E8472
P8205
2025-02-05
401k
USD
267,141
13
1
66.8
Industrials:16.7;Consumer:21.1;Energy:9.8;RealEstate:22.2;Tech:30.1
Value:27.0;Growth:17.2;Quality:8.9;Size:11.3;Momentum:20.7;LowVol:14.9
HYG:18.9;QQQ:28.8;XLF:19.9;TSLA:11.9;VNQ:20.4
1.5
100
15.9
Volatile
21.7
5.01
4.2
157
72
36:119
68
0.0173
false
false
ESGOnly;MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
26
-26
6
null
BrokerB
MKT
92
4
9
-40
21
-9
-22
null
null
Normal monitoring
213
2.4
null
4
Tax-aware sells next window
E8473
P3490
2024-09-15
401k
USD
275,895
6.1
1
41
Utilities:26.1;Energy:56.9;Materials:17.1
Value:21.0;Growth:11.6;Quality:19.9;Size:8.5;Momentum:10.4;LowVol:28.5
AAPL:10.0;MSFT:18.6;QQQ:19.3;VTI:27.7;AMZN:6.1;BND:18.4
3.1
152
9.4
Bull
11.9
4.28
2.3
74
74
38:95
83
0.0079
false
false
NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
5
11
Delta:-0.14;Vega:0.08
BrokerB
LMT
98
7
15
84
104
-28
8
null
null
Normal monitoring
201
3.5
null
3
Monitor dispersion and breadth
E8474
P0429
2024-08-05
401k
USD
714,091
14.1
1
67.7
Materials:31.8;Health:17.6;Industrials:35.3;Tech:15.3
Value:11.2;Growth:23.4;Quality:18.9;Size:10.0;Momentum:20.3;LowVol:16.2
AAPL:27.4;VNQ:16.5;IEF:45.6;BRK.B:10.5
4.5
167
12.2
Volatile
26.5
5.2
2.9
126
71
50:112
97
0.0107
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
32
-15
1
null
BrokerD
VWAP
97
4
3
20
82
-38
24
null
null
Normal monitoring
113
4
null
4
Within IPS guidelines
E8475
P2307
2024-12-10
Trust
USD
576,504
6.6
1
67.3
Utilities:20.2;Energy:9.0;Comm:27.7;Tech:14.5;Materials:28.6
Value:19.7;Growth:19.2;Quality:16.0;Size:23.7;Momentum:10.0;LowVol:11.4
GLD:14.0;VTI:19.5;AAPL:33.7;MSFT:19.4;TSLA:13.4
4.7
119
15.7
Bull
13.9
3.61
2
113
1
-21:51
61
0.0097
false
false
MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
6
-31
11
null
BrokerB
MKT
94
12
10
8
3
-38
-22
null
null
Normal monitoring
94
1.4
null
5
Tighten stops on momentum names
E8476
P4556
2025-08-23
IRA
USD
637,783
6.5
1
39.2
Utilities:28.0;Tech:38.2;Materials:33.7
Value:14.3;Growth:9.1;Quality:23.7;Size:15.1;Momentum:23.8;LowVol:14.0
BRK.B:46.3;GLD:23.0;XLF:17.0;TLT:13.7
4.7
218
14.5
Bull
11.3
4.93
3.2
88
95
61:136
100
0.0131
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
18
-26
5
null
BrokerB
MKT
96
4
1
-47
29
-7
38
VAR>budget
Reduce
Risk above budget threshold
134
1.6
SuggestedEdits
5
Increase defensive factor exposure
E8477
P3937
2024-12-08
Roth
USD
1,796,687
6.8
1
45.7
Industrials:14.5;Financials:12.8;Tech:30.7;Energy:42.1
Value:19.6;Growth:11.3;Quality:16.4;Size:17.2;Momentum:19.5;LowVol:15.9
VNQ:25.7;MSFT:20.4;VOO:13.6;AAPL:32.8;BRK.B:7.6
5.4
180
10.7
Bull
15.1
4.81
2.7
86
81
63:104
93
0.0036
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
19
4
5
Delta:-0.06;Vega:0.06
BrokerA
LMT
90
11
18
-20
-2
-2
37
RegimeShift
Hedge
Volatility spike and breadth deterioration
102
1.6
SuggestedEdits
4
Increase defensive factor exposure
E8478
P7700
2024-10-18
IRA
USD
576,589
13.8
1
58.5
Utilities:38.8;Financials:23.1;Health:38.2
Value:23.6;Growth:23.1;Quality:13.2;Size:16.9;Momentum:13.9;LowVol:9.2
TLT:7.9;VNQ:33.5;AMZN:29.8;VOO:28.8
2.5
131
10.4
Sideways
21
4.47
2.2
113
33
16:84
69
0.0033
false
false
MaxPos6%
null
null
NoAction
Within policy bands; defer
-2
-31
7
null
BrokerC
LMT
0
0
0
105
203
-28
-20
null
null
Normal monitoring
189
3.3
null
4
Increase defensive factor exposure
E8479
P6009
2025-12-11
401k
USD
598,148
7.5
1
48.1
Health:38.8;Industrials:28.7;RealEstate:32.6
Value:16.3;Growth:8.8;Quality:16.3;Size:17.1;Momentum:28.6;LowVol:12.9
MUB:23.2;QQQ:18.3;AAPL:21.7;MSFT:17.7;AMZN:6.2;VOO:13.0
1.9
127
15.2
Volatile
25.4
4.84
2.3
161
44
24:59
61
0.0067
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
13
-10
2
null
BrokerA
LMT
0
0
0
12
31
-39
20
null
null
Normal monitoring
176
1.8
null
5
Increase defensive factor exposure
E8480
P5291
2025-10-24
Roth
USD
1,206,412
6.1
1.19
64.5
Industrials:11.9;Health:33.8;Materials:11.0;Comm:10.2;Financials:33.2
Value:18.5;Growth:13.6;Quality:9.6;Size:20.4;Momentum:14.1;LowVol:23.8
HYG:17.1;TSLA:12.8;MUB:5.4;VOO:23.2;AMZN:21.8;MSFT:19.7
2.9
200
18.9
Sideways
15.1
4.93
3.1
119
-11
-26:35
48
0.0154
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
24
1
8
null
BrokerD
MKT
91
2
0
117
113
11
-19
null
null
Normal monitoring
150
3.2
null
4
Monitor dispersion and breadth
E8481
P8740
2025-07-21
IRA
USD
1,033,453
8.1
1.2
52.3
Health:31.2;Financials:20.6;Industrials:17.9;Materials:30.3
Value:22.0;Growth:23.6;Quality:12.5;Size:18.0;Momentum:9.3;LowVol:14.6
MSFT:13.0;VOO:48.2;XLF:38.8
2.7
237
16.7
Bull
16.5
4.94
2.1
119
119
106:161
100
0.0101
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-10
1
9
null
BrokerB
LMT
94
7
5
-40
-21
-10
39
VAR>budget
Hedge
Risk above budget threshold
108
1.7
Approved
5
Tax-aware sells next window
E8482
P2760
2024-08-23
IRA
USD
541,017
7.6
1
62.4
Materials:32.0;Consumer:14.5;Comm:28.1;Tech:25.4
Value:18.1;Growth:19.0;Quality:16.5;Size:16.7;Momentum:19.6;LowVol:10.2
MUB:22.2;TSLA:17.4;XLF:20.0;VTI:8.0;AMZN:19.7;AAPL:12.6
4.1
97
10.1
Volatile
27.6
4.27
3.4
138
20
-10:50
51
0.0091
false
false
ESGOnly;MaxPos8%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
25
-33
12
null
BrokerA
MKT
97
11
12
-26
-22
19
-22
null
null
Normal monitoring
210
1.9
Approved
4
Monitor dispersion and breadth
E8483
P0594
2024-09-28
Trust
USD
1,275,133
7.9
1
42.4
Materials:30.8;Utilities:19.0;Comm:16.2;Financials:34.0
Value:12.1;Growth:27.4;Quality:19.2;Size:17.5;Momentum:11.4;LowVol:12.4
MSFT:33.5;AMZN:32.6;VOO:33.8
4
279
15.9
Bull
14.3
4.24
3.4
92
104
76:119
94
0.0045
false
true
ESGOnly;MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
23
12
3
null
BrokerC
MKT
90
4
7
-19
-6
-11
0
VAR>budget
Hedge
Risk above budget threshold
175
2
Approved
3
Increase defensive factor exposure
E8484
P7937
2025-04-03
Roth
USD
1,218,065
7.7
1
51.9
Tech:30.8;RealEstate:42.7;Energy:26.5
Value:11.2;Growth:12.8;Quality:25.6;Size:9.8;Momentum:17.0;LowVol:23.6
MSFT:11.9;AMZN:15.8;TSLA:10.1;VTI:9.5;BND:27.9;XLF:24.6
3.2
174
10.8
Volatile
27.8
4.46
3.9
168
-50
-90:-12
31
0.0092
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
-29
8
Delta:-0.06;Vega:0.04
BrokerA
VWAP
100
1
2
0
-39
-28
18
RegimeShift
Reduce
Volatility spike and breadth deterioration
97
3.5
null
3
Tighten stops on momentum names
E8485
P3320
2025-09-08
IRA
USD
971,989
6.8
1
66.4
Industrials:21.8;Tech:28.1;Health:50.1
Value:12.4;Growth:19.8;Quality:13.5;Size:18.9;Momentum:20.7;LowVol:14.7
HYG:29.9;MSFT:10.3;BRK.B:14.1;VOO:19.2;MUB:11.0;GLD:15.4
4.5
231
22
Sideways
19.8
3.7
3.1
140
-10
-26:31
61
0.0134
false
true
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-29
2
null
BrokerA
LMT
88
10
9
103
66
14
-14
VAR>budget
Pause
Risk above budget threshold
105
2.6
Rejected
5
Increase defensive factor exposure
E8486
P1398
2025-02-21
Trust
USD
749,823
6.9
1
67.6
Consumer:16.7;Materials:16.3;Industrials:33.9;Financials:33.0
Value:20.7;Growth:19.6;Quality:14.8;Size:7.2;Momentum:17.9;LowVol:19.8
VOO:16.3;AAPL:34.0;HYG:49.8
4.8
197
21.4
Bull
15
3.72
3.5
105
105
94:122
96
0.0087
false
false
MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-35
9
null
BrokerC
VWAP
90
8
15
13
30
-23
-15
null
null
Normal monitoring
209
1.8
Approved
4
Increase defensive factor exposure
E8487
P1143
2025-12-22
Trust
USD
349,275
8.2
1
35.2
Energy:17.3;Utilities:25.7;Tech:22.9;Consumer:23.0;RealEstate:11.0
Value:22.4;Growth:18.3;Quality:10.5;Size:24.0;Momentum:12.2;LowVol:12.5
HYG:11.7;TSLA:16.2;BND:12.1;XLF:15.6;MSFT:21.7;QQQ:22.8
2.1
92
9
Bull
11.4
4.94
3.1
116
24
-3:78
67
0.0057
false
false
null
null
null
Buy
Add core equity +1.0% from cash
30
5
12
null
BrokerC
MKT
98
3
6
9
85
-58
7
null
null
Normal monitoring
134
2.6
Approved
5
Tax-aware sells next window
E8488
P1556
2024-07-09
Trust
USD
506,718
10
1
38.3
Energy:13.6;Utilities:24.8;RealEstate:25.4;Consumer:22.8;Materials:13.3
Value:13.3;Growth:13.7;Quality:16.6;Size:19.3;Momentum:19.6;LowVol:17.4
VTI:26.9;HYG:28.4;VNQ:17.1;VOO:18.3;AMZN:9.4
4.2
92
10.6
Sideways
14.1
3.73
2.5
91
-9
-27:29
27
0.0093
false
false
ESGOnly;MaxPos6%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
12
4
8
null
BrokerC
LMT
90
2
7
92
131
-33
-10
null
null
Normal monitoring
90
2.2
Approved
4
Tax-aware sells next window
E8489
P9803
2024-09-27
Taxable
USD
1,390,888
7.7
1.07
43.1
RealEstate:31.5;Energy:13.4;Tech:17.6;Industrials:26.8;Comm:10.7
Value:14.8;Growth:17.7;Quality:13.7;Size:17.4;Momentum:20.1;LowVol:16.3
VTI:6.7;MUB:14.9;GLD:22.5;AMZN:14.9;MSFT:27.8;BND:13.2
3.4
216
19.1
Volatile
20.4
4.66
2.7
146
9
-18:36
71
0.0061
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
23
5
11
null
BrokerC
LMT
96
7
9
-56
-7
-51
20
VAR>budget
Hedge
Risk above budget threshold
212
1.4
null
3
Tighten stops on momentum names
E8490
P9846
2025-10-18
Taxable
USD
1,657,797
5.5
1.11
53.5
Comm:28.2;Consumer:19.8;Tech:23.1;RealEstate:29.0
Value:22.9;Growth:24.7;Quality:10.4;Size:17.3;Momentum:10.0;LowVol:14.8
TLT:16.6;AMZN:21.6;HYG:17.7;TSLA:22.8;QQQ:21.4
4
196
11.9
Bull
14.1
4.62
2.5
77
40
27:63
65
0.008
false
true
ESGOnly;MaxPos7%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
-12
5
null
BrokerB
LMT
96
6
3
-9
-45
-33
-25
RegimeShift
Hedge
Volatility spike and breadth deterioration
122
1.3
null
4
Increase defensive factor exposure
E8491
P0265
2025-08-28
IRA
USD
288,398
6.5
1
47.4
Materials:25.9;Consumer:32.4;Comm:27.4;RealEstate:14.3
Value:15.0;Growth:20.7;Quality:12.4;Size:20.9;Momentum:21.3;LowVol:9.8
MUB:18.8;HYG:17.6;AAPL:19.8;AMZN:24.1;VNQ:8.7;VOO:11.0
4.1
102
8.9
Bear
24.4
4.04
1.7
191
4
-21:47
36
0.0179
false
false
MaxPos6%;MaxSector25%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
20
15
2
null
BrokerD
MKT
91
1
0
73
182
7
36
null
null
Normal monitoring
181
2.6
Approved
5
Monitor dispersion and breadth
E8492
P0873
2025-04-19
401k
USD
318,788
11.9
1
47.8
Comm:20.3;Health:22.0;Energy:36.8;Materials:20.8
Value:17.0;Growth:17.5;Quality:11.7;Size:18.2;Momentum:16.2;LowVol:19.4
XLF:26.0;IEF:22.6;BND:27.0;TSLA:24.4
2
106
9.2
Bull
15.4
3.83
2.1
73
40
14:64
69
0.0161
false
false
MaxPos7%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-13
-27
8
null
BrokerB
VWAP
97
3
9
63
96
-13
-15
null
null
Normal monitoring
140
3.9
Approved
3
Increase defensive factor exposure
E8493
P1442
2025-02-12
Taxable
USD
1,212,535
8.2
1
72.3
RealEstate:34.0;Utilities:36.4;Financials:29.7
Value:22.0;Growth:10.5;Quality:26.7;Size:12.4;Momentum:19.9;LowVol:8.5
GLD:30.4;QQQ:29.6;BND:20.4;XLF:19.6
4.7
152
18.8
Bull
17.8
4.72
2.5
112
93
66:123
79
0.005
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-3
7
null
BrokerD
LMT
91
10
18
-58
57
-17
22
null
null
Normal monitoring
220
3.3
Approved
4
Tighten stops on momentum names
E8494
P1133
2025-03-28
Taxable
USD
1,498,320
6.5
1
62.6
Utilities:32.8;Health:14.1;Tech:21.3;Comm:17.9;Materials:13.9
Value:16.3;Growth:25.0;Quality:19.5;Size:10.5;Momentum:14.6;LowVol:14.0
TLT:28.0;XLF:17.0;BND:20.6;GLD:34.4
4.3
138
19.1
Bull
12.9
4.69
3.3
100
110
70:132
100
0.0043
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-7
-8
4
null
BrokerD
MKT
91
10
17
23
-7
6
33
null
null
Normal monitoring
155
2.4
Approved
5
Tighten stops on momentum names
E8495
P9937
2025-03-21
Taxable
USD
856,580
9.3
1
47.6
Comm:31.6;Consumer:15.3;Financials:15.5;Tech:21.3;RealEstate:16.4
Value:15.1;Growth:18.4;Quality:13.9;Size:15.3;Momentum:18.2;LowVol:19.0
MUB:18.8;BND:22.6;QQQ:25.4;XLF:11.1;HYG:22.1
4.6
100
13.1
Volatile
27.7
5.37
3.5
173
-32
-56:15
44
0.0171
false
false
ESGOnly;MaxPos5%;MaxSector25%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-6
3
12
null
BrokerB
MKT
94
11
19
-26
25
-5
-12
null
null
Normal monitoring
216
3.4
Approved
4
Increase defensive factor exposure
E8496
P7378
2024-09-19
Roth
USD
1,878,858
7.5
1
74.6
Utilities:25.4;Tech:14.9;Materials:35.6;Consumer:24.1
Value:21.4;Growth:24.1;Quality:9.1;Size:7.8;Momentum:23.7;LowVol:13.9
HYG:36.1;TSLA:20.1;VNQ:43.8
3.6
135
18.9
Bull
12.3
4.71
3.4
70
40
13:91
77
0.014
false
false
ESGOnly;MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
2
-16
5
null
BrokerA
MKT
96
11
11
-21
-2
-19
39
null
null
Normal monitoring
167
1.8
Approved
4
Tighten stops on momentum names
E8497
P8962
2024-11-04
Roth
USD
605,478
17.1
1
69.4
Industrials:25.4;Energy:12.5;Tech:37.1;Comm:25.0
Value:24.3;Growth:10.9;Quality:22.4;Size:11.1;Momentum:20.0;LowVol:11.2
XLF:24.2;GLD:34.7;MUB:41.1
1.7
124
15.2
Bear
22.1
3.07
1.8
189
25
-12:48
47
0.0178
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
8
-25
12
null
BrokerB
MKT
92
2
0
-7
60
16
18
null
null
Normal monitoring
212
3.5
Approved
3
Tax-aware sells next window
E8498
P3581
2025-06-27
401k
USD
641,287
5.3
1
52.6
Industrials:21.2;Health:25.5;Energy:14.0;Financials:29.0;RealEstate:10.2
Value:14.9;Growth:20.3;Quality:24.5;Size:14.3;Momentum:10.7;LowVol:15.4
BRK.B:18.2;GLD:12.7;HYG:53.1;TLT:16.0
3.6
217
14.9
Sideways
15.4
4.31
2.9
127
37
25:55
50
0.0093
false
true
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
4
5
null
BrokerC
MKT
95
9
15
-22
13
-12
-13
VAR>budget
Reduce
Risk above budget threshold
146
2.5
Approved
3
Within IPS guidelines
E8499
P5409
2024-07-04
401k
USD
810,654
14.7
1
38.1
Energy:37.5;Tech:38.5;Comm:24.0
Value:6.9;Growth:16.0;Quality:16.8;Size:17.4;Momentum:21.7;LowVol:21.3
VNQ:24.3;TSLA:14.3;AAPL:15.6;TLT:16.5;HYG:14.5;BND:14.8
2.8
144
12.3
Volatile
28.1
5.47
3.9
118
5
-31:47
34
0.0184
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
20
-1
2
null
BrokerD
MKT
91
6
8
112
184
-12
35
null
null
Normal monitoring
155
2.4
Approved
5
Tighten stops on momentum names
E8500
P5554
2025-08-20
401k
USD
1,071,344
9.3
1
47
Materials:20.4;Financials:23.7;Comm:23.8;Utilities:19.8;RealEstate:12.3
Value:12.6;Growth:11.8;Quality:11.0;Size:21.4;Momentum:10.3;LowVol:33.0
VTI:6.7;BND:19.3;HYG:16.5;VNQ:22.6;TSLA:18.8;TLT:16.2
4.2
142
15.1
Bear
30.5
3.72
1.1
137
-46
-76:-9
42
0.0122
false
false
ESGOnly;MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
-9
-18
3
null
BrokerA
LMT
100
1
0
39
125
-19
-25
null
null
Normal monitoring
183
3.6
null
4
Tax-aware sells next window