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
E8501
P0078
2024-09-11
Roth
USD
1,503,715
5.4
1.18
41
RealEstate:20.0;Industrials:10.8;Health:27.4;Utilities:19.4;Comm:22.4
Value:14.3;Growth:10.1;Quality:13.0;Size:21.9;Momentum:9.3;LowVol:31.3
GLD:33.4;QQQ:31.0;VTI:35.5
4.5
197
19.1
Volatile
26.5
5.29
2.1
177
51
40:101
81
0.0041
false
false
MaxPos5%
null
VarNear
Buy
Add core equity +1.0% from cash
17
9
5
null
BrokerD
LMT
100
9
8
23
10
-8
-13
null
null
Normal monitoring
130
3.9
Approved
3
Tighten stops on momentum names
E8502
P6997
2025-10-21
Roth
USD
1,186,494
4.5
1
50.1
Energy:34.7;Consumer:34.6;Tech:16.5;Industrials:14.2
Value:11.8;Growth:10.0;Quality:14.4;Size:24.4;Momentum:19.3;LowVol:20.1
BRK.B:22.5;AAPL:24.5;HYG:9.5;IEF:13.5;MSFT:8.9;BND:21.2
3.7
213
15
Bull
16
4.81
3.1
83
36
20:82
86
0.0147
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
0
-13
12
Delta:-0.25;Vega:0.09
BrokerB
MKT
91
3
0
-48
-43
-15
8
VAR>budget
Hedge
Risk above budget threshold
105
2.4
Approved
3
Monitor dispersion and breadth
E8503
P5099
2024-09-25
401k
USD
793,891
18
1
50.5
Comm:33.7;Energy:14.6;Health:21.6;Tech:30.0
Value:18.6;Growth:14.9;Quality:16.0;Size:19.3;Momentum:18.0;LowVol:13.2
MSFT:13.1;BRK.B:17.7;VOO:14.4;BND:18.5;MUB:20.2;TLT:16.1
4.1
125
8
Bull
13.1
3.66
2.4
70
71
36:115
95
0.0185
false
false
MaxPos6%;MaxSector35%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
14
0
7
null
BrokerB
LMT
89
3
3
20
154
5
0
null
null
Normal monitoring
177
3.3
Approved
5
Tax-aware sells next window
E8504
P3093
2025-04-19
Trust
USD
2,153,803
5.8
1
56.5
Energy:28.7;RealEstate:21.4;Materials:17.2;Comm:32.7
Value:16.7;Growth:21.7;Quality:18.8;Size:9.1;Momentum:14.5;LowVol:19.2
TLT:18.3;VNQ:16.7;BRK.B:32.1;MSFT:33.0
2.4
147
10.5
Bull
11.2
4.3
2.1
102
2
-10:33
46
0.0126
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
25
-16
3
null
BrokerD
LMT
93
5
7
-55
-62
-28
-21
null
null
Normal monitoring
94
2.1
Approved
3
Within IPS guidelines
E8505
P7021
2025-01-29
401k
USD
300,511
8
1
56.7
Comm:28.4;Industrials:14.0;Energy:14.3;Financials:18.8;Utilities:24.5
Value:11.2;Growth:18.0;Quality:12.0;Size:13.7;Momentum:22.4;LowVol:22.7
VTI:19.6;BRK.B:8.5;GLD:23.5;VOO:16.1;AAPL:15.5;MSFT:16.7
3.3
165
20.9
Sideways
17.6
4
2.1
112
52
40:75
68
0.0031
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
-5
-10
3
null
BrokerB
MKT
95
3
1
81
189
-43
4
null
null
Normal monitoring
90
2.6
null
5
Tighten stops on momentum names
E8506
P8090
2024-12-10
401k
USD
2,253,717
8.4
1
44.7
Materials:10.2;Financials:29.2;Energy:29.0;Consumer:31.6
Value:17.3;Growth:22.3;Quality:14.3;Size:10.3;Momentum:12.3;LowVol:23.4
MSFT:30.3;AMZN:11.9;IEF:33.3;BND:24.5
4.2
227
12.1
Volatile
23.2
5.48
3.9
142
66
42:100
69
0.0124
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-23
4
null
BrokerD
MKT
94
9
16
-46
0
-17
-7
RegimeShift
TightenStops
Volatility spike and breadth deterioration
188
3
null
5
Within IPS guidelines
E8507
P6475
2025-08-06
IRA
USD
1,478,620
7.6
1
37.7
Utilities:35.3;Health:39.3;Financials:25.4
Value:16.4;Growth:20.0;Quality:18.4;Size:14.3;Momentum:18.7;LowVol:12.2
XLF:13.9;VTI:23.0;VNQ:22.5;AMZN:14.7;TSLA:25.9
5.9
162
10.5
Bull
17.7
3.54
2.4
81
7
-14:23
45
0.019
false
false
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-3
9
null
BrokerC
VWAP
97
8
12
79
99
-10
-17
null
null
Normal monitoring
215
1.8
Approved
4
Within IPS guidelines
E8508
P3148
2024-09-25
Roth
USD
183,511
8.2
1
68.9
Energy:43.1;Consumer:25.0;Health:31.9
Value:18.7;Growth:20.3;Quality:7.9;Size:18.3;Momentum:20.2;LowVol:14.6
MUB:31.8;TSLA:32.2;BRK.B:36.0
1.9
149
10.2
Volatile
27.7
4.4
3.6
118
77
39:100
84
0.0172
false
false
MaxPos6%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
4
-15
2
null
BrokerB
MKT
92
11
12
63
93
-59
31
null
null
Normal monitoring
218
1.8
Approved
5
Within IPS guidelines
E8509
P6132
2024-11-15
401k
USD
2,044,826
8.1
1.06
55.7
Comm:8.2;Materials:28.9;Financials:12.7;Health:27.0;Utilities:23.2
Value:12.5;Growth:22.1;Quality:13.3;Size:19.4;Momentum:13.4;LowVol:19.3
TLT:20.1;GLD:24.8;AAPL:20.4;XLF:16.2;MSFT:18.5
2.9
142
21
Sideways
17.7
3.86
2.8
114
13
-9:60
64
0.0068
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-15
3
null
BrokerD
MKT
97
2
5
79
159
-39
17
null
null
Normal monitoring
169
3
null
3
Tax-aware sells next window
E8510
P1059
2024-09-16
Roth
USD
1,821,397
6.2
1
63
Health:23.1;Materials:31.2;Comm:16.8;Energy:28.9
Value:14.2;Growth:15.1;Quality:9.4;Size:11.8;Momentum:20.9;LowVol:28.7
IEF:8.7;MUB:12.5;TLT:26.3;AMZN:19.8;VNQ:11.4;BRK.B:21.2
2.6
226
20.2
Bull
13
4.92
2.3
83
74
55:97
100
0.0106
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-9
8
null
BrokerD
MKT
100
5
12
110
250
-5
19
VAR>budget
Reduce
Risk above budget threshold
170
1.2
Approved
2
Tighten stops on momentum names
E8511
P3041
2025-07-18
Trust
USD
1,697,440
7.4
1
40.8
Tech:28.5;Industrials:27.7;Utilities:18.9;Energy:24.9
Value:18.9;Growth:16.3;Quality:18.4;Size:15.6;Momentum:19.9;LowVol:10.8
AMZN:15.1;AAPL:32.9;HYG:10.3;XLF:14.6;QQQ:27.1
4.2
151
15
Bear
25.1
3.92
2
135
-38
-57:-2
41
0.0085
false
false
MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
29
-10
12
null
BrokerB
MKT
93
2
0
40
93
-29
-2
null
null
Normal monitoring
206
4
Approved
4
Monitor dispersion and breadth
E8512
P5633
2025-08-23
Taxable
USD
700,396
12.2
1
48.1
Tech:28.1;Materials:29.5;Health:20.6;Comm:21.8
Value:15.1;Growth:18.9;Quality:16.1;Size:20.6;Momentum:12.3;LowVol:17.0
TLT:34.6;GLD:44.4;VNQ:21.0
3.4
113
13.4
Volatile
27.8
4.83
2.5
156
-43
-71:-13
32
0.0165
false
false
MaxPos5%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-12
13
5
null
BrokerC
LMT
93
8
14
118
104
20
6
null
null
Normal monitoring
142
3.3
Approved
4
Increase defensive factor exposure
E8513
P7521
2024-08-06
Trust
USD
331,709
7
1
63.4
Materials:14.0;Financials:32.4;Industrials:30.7;Health:22.9
Value:18.5;Growth:19.0;Quality:14.8;Size:14.4;Momentum:11.7;LowVol:21.6
BND:20.4;VTI:15.3;VNQ:9.2;MUB:25.1;VOO:18.2;QQQ:11.8
3
157
12.8
Bull
14.9
3.67
3.3
119
65
34:103
74
0.0036
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
15
7
null
BrokerC
VWAP
91
2
2
46
42
-2
10
null
null
Normal monitoring
170
1.2
null
5
Within IPS guidelines
E8514
P4321
2025-09-30
IRA
USD
2,179,566
9.8
1
70.1
Tech:23.8;Materials:40.1;Industrials:36.1
Value:12.4;Growth:13.1;Quality:13.5;Size:13.1;Momentum:22.9;LowVol:25.0
VTI:9.7;XLF:16.7;BND:40.0;VNQ:18.4;TLT:15.1
2.9
130
11.1
Bull
15.4
3.55
2.4
86
57
18:84
72
0.0132
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
8
-26
10
null
BrokerC
LMT
100
1
9
56
97
-31
-14
null
null
Normal monitoring
133
1.1
Approved
4
Tighten stops on momentum names
E8515
P9363
2024-12-27
401k
USD
730,007
11.1
1
64.9
Comm:25.6;RealEstate:22.5;Health:24.9;Consumer:27.0
Value:14.0;Growth:11.2;Quality:22.8;Size:19.3;Momentum:22.3;LowVol:10.5
IEF:29.2;GLD:28.8;BRK.B:42.0
1.7
164
12.1
Bull
14
4.15
2.9
73
21
4:72
49
0.0084
false
false
MaxPos8%;MaxSector30%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-40
11
Delta:-0.18;Vega:0.04
BrokerB
LMT
89
9
16
95
132
1
39
null
null
Normal monitoring
171
4
Approved
3
Increase defensive factor exposure
E8516
P1056
2025-07-13
Roth
USD
248,194
13.2
1
68.1
Financials:15.7;Utilities:29.0;RealEstate:20.5;Consumer:34.8
Value:20.0;Growth:10.6;Quality:11.0;Size:21.7;Momentum:19.2;LowVol:17.5
BRK.B:34.0;BND:23.6;MUB:32.3;MSFT:10.1
3.9
100
11.4
Volatile
23.5
4.58
2.3
160
-54
-66:-26
39
0.0094
false
false
MaxPos7%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-12
-31
4
null
BrokerD
LMT
100
4
6
-8
121
3
39
null
null
Normal monitoring
106
1.7
null
3
Tax-aware sells next window
E8517
P7493
2025-06-10
Trust
USD
1,337,035
7.9
1.09
67.5
Industrials:30.7;Utilities:36.9;RealEstate:32.4
Value:23.2;Growth:19.7;Quality:9.8;Size:9.2;Momentum:18.7;LowVol:19.4
MUB:31.3;VTI:10.3;IEF:42.3;VNQ:16.2
3.1
243
23.9
Bear
30.2
3.77
2.8
213
-59
-75:-19
5
0.0184
false
true
MaxPos5%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-25
11
Delta:-0.16;Vega:0.04
BrokerC
VWAP
94
7
12
11
96
-47
2
VAR>budget
Hedge
Risk above budget threshold
186
2.2
null
4
Tighten stops on momentum names
E8518
P0812
2024-08-25
Taxable
USD
1,180,142
9.6
1
62.8
Comm:25.0;Consumer:44.2;Materials:30.9
Value:10.8;Growth:17.8;Quality:21.1;Size:14.5;Momentum:20.8;LowVol:15.0
VOO:53.0;XLF:27.9;HYG:19.1
5.5
213
13.7
Bull
15.1
3.75
3.3
120
113
85:160
100
0.0032
false
true
ESGOnly
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-13
-28
3
null
BrokerB
LMT
98
4
9
43
149
-3
-5
RegimeShift
Pause
Volatility spike and breadth deterioration
95
1.1
null
2
Within IPS guidelines
E8519
P2949
2025-05-05
401k
USD
317,339
5.2
1
43.7
Materials:30.8;Tech:28.9;Industrials:17.1;RealEstate:11.0;Energy:12.1
Value:17.5;Growth:16.3;Quality:15.8;Size:14.3;Momentum:12.9;LowVol:23.2
BND:15.0;AAPL:49.3;HYG:35.7
1.4
170
8.8
Bear
26
4.47
1.4
165
-2
-28:16
56
0.0156
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
-12
8
10
null
BrokerD
VWAP
98
4
3
91
132
-2
-11
null
null
Normal monitoring
111
3.3
Approved
4
Increase defensive factor exposure
E8520
P2297
2025-08-01
Taxable
USD
787,526
9.3
1
70.1
RealEstate:9.5;Utilities:19.0;Comm:30.2;Financials:12.7;Health:28.7
Value:14.0;Growth:19.3;Quality:23.9;Size:12.5;Momentum:14.9;LowVol:15.4
MSFT:24.5;TSLA:13.9;VOO:17.9;TLT:17.1;AAPL:26.7
2.6
96
7.3
Bull
16.3
4.18
3
106
40
1:93
55
0.0149
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-10
-11
8
null
BrokerA
MKT
88
6
13
67
55
-59
-25
null
null
Normal monitoring
194
2.8
Approved
4
Monitor dispersion and breadth
E8521
P4331
2024-07-31
Roth
USD
275,275
5.6
1
64.1
Financials:22.2;Tech:20.8;Industrials:21.1;Energy:15.7;RealEstate:20.2
Value:14.0;Growth:10.5;Quality:10.4;Size:16.0;Momentum:25.3;LowVol:23.8
GLD:15.6;QQQ:12.8;VTI:21.7;MUB:14.0;VNQ:19.4;IEF:16.5
3.1
117
8.1
Volatile
27.5
3.54
3.6
130
53
31:106
74
0.0182
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
3
-31
1
null
BrokerD
LMT
0
0
0
-39
-33
-38
-16
null
null
Normal monitoring
176
1.7
null
4
Tax-aware sells next window
E8522
P8735
2025-05-09
Taxable
USD
354,383
17.7
1
58.8
Comm:25.9;Energy:28.7;RealEstate:12.5;Industrials:22.7;Health:10.3
Value:23.0;Growth:8.4;Quality:9.0;Size:17.7;Momentum:21.3;LowVol:20.6
BRK.B:35.8;HYG:17.0;AMZN:11.7;IEF:15.2;XLF:20.4
1.3
103
11.2
Volatile
26.8
5.37
2.2
115
18
-13:64
70
0.0059
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
-12
-12
10
Delta:-0.22;Vega:0.05
BrokerA
VWAP
88
3
0
84
91
4
-2
null
null
Normal monitoring
92
1.2
Approved
3
Tighten stops on momentum names
E8523
P7570
2025-03-23
401k
USD
208,222
12.1
1
41.3
Health:23.6;Comm:44.3;Industrials:32.2
Value:20.3;Growth:12.6;Quality:26.7;Size:12.4;Momentum:16.0;LowVol:12.1
HYG:19.7;VOO:35.1;GLD:35.9;MSFT:9.3
2
97
9
Sideways
16.1
3.61
3.5
90
35
8:62
70
0.0197
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
9
4
5
null
BrokerA
LMT
90
9
9
-40
-43
-43
18
null
null
Normal monitoring
161
3.7
Approved
4
Within IPS guidelines
E8524
P5844
2025-03-01
Taxable
USD
818,844
6.4
1
57.5
Tech:13.4;Health:20.6;Energy:25.8;RealEstate:40.2
Value:12.1;Growth:15.2;Quality:23.4;Size:11.5;Momentum:19.0;LowVol:18.7
TLT:38.0;QQQ:9.7;BND:28.3;IEF:12.5;VOO:11.4
4.2
230
15.1
Bear
25.6
4.06
1.4
205
36
15:51
80
0.0191
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-12
15
6
null
BrokerC
LMT
95
12
20
56
56
-46
26
VAR>budget
Reduce
Risk above budget threshold
184
1.8
Rejected
4
Within IPS guidelines
E8525
P8001
2024-09-19
401k
USD
790,357
12.4
1
46.1
RealEstate:28.3;Energy:20.2;Utilities:20.4;Comm:12.1;Consumer:19.0
Value:10.5;Growth:13.0;Quality:9.8;Size:23.0;Momentum:20.3;LowVol:23.3
VTI:11.1;BND:7.3;GLD:19.5;AMZN:28.7;VNQ:25.8;TLT:7.6
4
92
12
Volatile
30.3
5
3.1
131
62
33:90
63
0.0061
false
false
MaxPos8%;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
14
-33
7
null
BrokerA
VWAP
98
2
6
58
139
-22
23
null
null
Normal monitoring
175
2.9
Approved
4
Monitor dispersion and breadth
E8526
P5510
2025-12-06
401k
USD
478,619
3.4
1
43.7
RealEstate:21.4;Energy:36.9;Financials:41.6
Value:16.3;Growth:17.4;Quality:12.9;Size:23.9;Momentum:21.5;LowVol:7.9
VOO:19.9;AAPL:18.4;GLD:35.0;TSLA:26.7
5
183
26.8
Bull
11.3
4.02
3.1
97
44
31:83
78
0.0131
false
false
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
2
-35
9
Delta:-0.23;Vega:0.06
BrokerD
MKT
93
6
6
-48
-9
-5
3
null
null
Normal monitoring
176
1.6
Approved
4
Within IPS guidelines
E8527
P3128
2025-05-21
IRA
USD
305,337
4.6
1
36.5
Industrials:24.9;Health:15.9;Consumer:34.4;Financials:24.8
Value:14.2;Growth:12.6;Quality:16.2;Size:19.1;Momentum:26.8;LowVol:11.0
VTI:29.8;QQQ:32.5;IEF:37.7
2.6
244
23.9
Bull
13
4.02
2.2
71
56
18:88
75
0.0169
false
true
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-34
4
null
BrokerB
VWAP
96
2
4
11
87
-58
-25
VAR>budget
Reduce
Risk above budget threshold
142
1.8
null
4
Monitor dispersion and breadth
E8528
P2325
2025-11-21
Trust
USD
1,115,165
9
1
52.9
Materials:36.9;Tech:34.9;RealEstate:28.2
Value:14.1;Growth:19.6;Quality:24.0;Size:15.8;Momentum:12.3;LowVol:14.3
TLT:25.7;HYG:22.9;XLF:22.1;MUB:20.0;VTI:9.3
6
147
15.4
Sideways
14.4
3.56
2.6
140
57
21:105
72
0.0171
false
false
ESGOnly
null
DriftNear
Buy
Add core equity +1.0% from cash
-12
-10
6
null
BrokerA
MKT
97
8
7
-58
-85
17
-16
null
null
Normal monitoring
100
1.1
Approved
3
Increase defensive factor exposure
E8529
P0116
2025-06-19
IRA
USD
436,425
13.1
1
44.4
RealEstate:39.2;Materials:31.3;Tech:29.6
Value:15.9;Growth:19.3;Quality:8.5;Size:20.5;Momentum:18.0;LowVol:17.8
VOO:40.8;QQQ:31.7;VNQ:27.4
3.9
145
14.9
Bear
23.4
4.12
2.1
142
-68
-83:-52
31
0.0067
false
false
MaxPos7%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
21
-38
2
null
BrokerA
MKT
96
6
9
49
137
-25
-5
null
null
Normal monitoring
101
1.6
Approved
5
Tighten stops on momentum names
E8530
P3716
2025-11-12
IRA
USD
615,504
16.8
1
57.3
Comm:21.6;RealEstate:33.9;Tech:19.8;Health:24.7
Value:7.6;Growth:20.1;Quality:18.9;Size:21.5;Momentum:7.9;LowVol:24.0
TLT:22.3;VOO:21.8;MUB:14.2;TSLA:32.8;GLD:8.8
4.1
120
15.7
Volatile
31.8
3.79
2.2
151
-41
-69:-18
42
0.0057
false
false
MaxSector25%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
20
-26
1
Delta:-0.09;Vega:0.02
BrokerC
MKT
93
10
9
-31
-47
20
1
null
null
Normal monitoring
114
3.8
Approved
4
Tax-aware sells next window
E8531
P8699
2025-09-07
IRA
USD
1,620,413
5.1
1
74.8
Consumer:19.8;Energy:27.6;Tech:27.1;RealEstate:25.5
Value:10.6;Growth:21.1;Quality:12.7;Size:19.7;Momentum:15.7;LowVol:20.2
TLT:19.6;BND:21.5;AAPL:25.4;GLD:33.5
3.9
179
19.7
Volatile
24.7
5.48
4.3
117
17
4:52
74
0.0172
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
11
-4
2
null
BrokerA
LMT
95
7
10
97
165
1
-1
RegimeShift
Hedge
Volatility spike and breadth deterioration
170
2
SuggestedEdits
5
Within IPS guidelines
E8532
P5994
2024-12-12
Trust
USD
690,804
6.6
1
49
Industrials:25.4;Health:23.7;Materials:22.3;Energy:10.2;Tech:18.4
Value:9.7;Growth:20.2;Quality:18.3;Size:22.0;Momentum:20.1;LowVol:9.6
QQQ:9.1;HYG:29.0;TSLA:24.7;AAPL:37.3
3.5
141
10.5
Bull
16.9
4.77
3.3
110
54
39:74
88
0.004
false
false
MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-15
4
3
null
BrokerC
MKT
89
4
10
8
115
14
7
null
null
Normal monitoring
148
3
null
5
Monitor dispersion and breadth
E8533
P3097
2024-10-22
Trust
USD
2,484,227
5.6
1.22
57.5
Comm:36.3;Utilities:16.9;Tech:31.3;Materials:15.5
Value:14.1;Growth:20.7;Quality:11.3;Size:15.7;Momentum:25.5;LowVol:12.7
XLF:21.0;IEF:41.7;TLT:37.3
5.4
167
22
Sideways
14.4
3.79
2.1
120
25
0:43
69
0.0127
false
false
MaxPos7%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
18
3
4
null
BrokerC
VWAP
98
10
13
82
69
-35
5
null
null
Normal monitoring
146
2.7
Approved
4
Tax-aware sells next window
E8534
P1655
2025-12-25
Roth
USD
1,942,943
8.2
1.2
59.6
Energy:17.7;Health:24.0;Comm:26.6;Utilities:31.7
Value:16.2;Growth:23.1;Quality:18.2;Size:19.3;Momentum:10.7;LowVol:12.5
AMZN:10.0;BND:28.7;TSLA:10.9;BRK.B:8.4;XLF:14.0;GLD:28.0
3.6
201
13.4
Bull
17.3
4.29
2
100
23
8:56
66
0.0189
false
true
MaxPos5%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
27
-31
12
null
BrokerA
MKT
99
1
7
52
188
-5
-23
RegimeShift
Reduce
Volatility spike and breadth deterioration
126
3
null
5
Monitor dispersion and breadth
E8535
P9548
2025-03-12
401k
USD
1,674,836
5.6
1
40.6
RealEstate:12.0;Health:21.1;Materials:17.7;Tech:27.4;Utilities:21.7
Value:19.8;Growth:12.6;Quality:10.3;Size:18.7;Momentum:17.5;LowVol:21.1
VOO:14.5;IEF:7.4;GLD:24.3;VNQ:22.0;MUB:18.7;TLT:13.1
2.1
148
13.4
Bull
13.4
3.78
3
70
6
-9:37
59
0.0105
false
false
ESGOnly
null
null
Hedge
Buy index puts 1.0% notional, 30d
24
-35
6
Delta:-0.21;Vega:0.08
BrokerA
MKT
94
8
8
112
185
-44
-20
null
null
Normal monitoring
90
3.3
Approved
4
Within IPS guidelines
E8536
P5452
2025-06-25
401k
USD
887,041
7
1
61.4
Health:13.4;RealEstate:24.5;Comm:39.1;Industrials:23.0
Value:14.8;Growth:20.3;Quality:14.6;Size:10.2;Momentum:13.7;LowVol:26.4
AAPL:45.3;VOO:31.0;MSFT:23.7
2.5
145
14.9
Bull
14.9
4.53
3.5
95
19
-15:62
42
0.0035
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
33
-18
5
null
BrokerD
LMT
94
5
13
11
114
-37
17
null
null
Normal monitoring
98
3.9
null
3
Tax-aware sells next window
E8537
P1812
2024-10-18
401k
USD
726,975
6
1
68.5
Comm:25.0;Health:20.0;Industrials:27.1;Consumer:27.9
Value:21.3;Growth:16.0;Quality:21.5;Size:18.6;Momentum:15.7;LowVol:6.9
BRK.B:32.9;IEF:28.2;TLT:24.5;MUB:14.4
2.1
104
7.2
Sideways
22
4.97
2.2
136
6
-16:46
52
0.0062
false
false
ESGOnly;NoMargin
null
null
NoAction
Within policy bands; defer
7
-16
10
null
BrokerD
MKT
0
0
0
-33
9
3
16
null
null
Normal monitoring
134
3.2
Approved
5
Within IPS guidelines
E8538
P6460
2025-08-25
Taxable
USD
1,537,207
7.1
1
52.5
Tech:15.2;Consumer:11.5;RealEstate:16.5;Energy:30.6;Utilities:26.1
Value:8.6;Growth:19.1;Quality:12.3;Size:26.1;Momentum:10.4;LowVol:23.5
VTI:24.2;GLD:27.7;XLF:20.6;QQQ:20.5;IEF:7.0
5.6
200
11.2
Bull
16
4.39
3
99
84
73:119
86
0.0045
false
true
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
0
1
Delta:-0.25;Vega:0.03
BrokerB
LMT
88
8
9
43
142
-41
9
VAR>budget
Hedge
Risk above budget threshold
219
2.6
Approved
5
Within IPS guidelines
E8539
P2155
2025-12-06
Trust
USD
693,447
17.1
1
36.7
Industrials:34.6;Comm:31.6;Utilities:33.8
Value:23.0;Growth:20.9;Quality:10.3;Size:16.4;Momentum:19.5;LowVol:9.8
VOO:28.5;VNQ:12.5;TLT:43.5;MUB:15.4
2.8
123
10.4
Bull
12.6
3.5
3.2
102
101
75:148
100
0.0085
false
false
MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
35
-1
8
Delta:-0.14;Vega:0.08
BrokerC
MKT
93
8
15
-16
-1
8
34
null
null
Normal monitoring
137
1.7
Approved
3
Tax-aware sells next window
E8540
P3155
2025-10-03
IRA
USD
716,129
14.9
1
74.1
Utilities:12.0;Health:27.6;Comm:22.1;RealEstate:10.5;Industrials:27.8
Value:22.2;Growth:22.5;Quality:10.7;Size:21.2;Momentum:7.7;LowVol:15.7
IEF:43.7;HYG:39.7;VOO:16.6
2.8
106
11.1
Bear
29.6
4.33
2.7
193
4
-33:27
44
0.0162
false
false
ESGOnly;MaxPos5%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
16
-40
10
null
BrokerB
MKT
91
11
13
25
145
14
31
null
null
Normal monitoring
120
1.3
null
4
Tax-aware sells next window
E8541
P0693
2025-05-10
IRA
USD
750,023
17.1
1
36.6
RealEstate:23.5;Materials:36.6;Consumer:39.9
Value:18.4;Growth:7.9;Quality:22.0;Size:20.7;Momentum:17.2;LowVol:13.8
HYG:21.6;GLD:19.4;TSLA:9.8;BND:20.5;MUB:9.1;VOO:19.5
1.6
141
14.4
Bull
11.2
3.95
2.3
110
50
15:92
90
0.0044
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-3
-10
2
null
BrokerA
MKT
89
8
6
67
185
-58
17
null
null
Normal monitoring
101
3.4
Approved
4
Tax-aware sells next window
E8542
P8722
2024-08-14
401k
USD
735,801
6.9
1
58.2
Health:18.7;Comm:23.0;RealEstate:20.3;Utilities:16.6;Tech:21.4
Value:10.3;Growth:10.2;Quality:24.9;Size:24.3;Momentum:16.9;LowVol:13.4
VOO:7.4;GLD:24.1;AMZN:24.2;VNQ:28.0;QQQ:7.6;MUB:8.7
1.3
165
15.8
Bull
12.5
3.88
3
109
101
87:121
100
0.0186
false
false
MaxPos5%
null
VarNear
NoAction
Within policy bands; defer
-8
14
2
null
BrokerB
VWAP
0
0
0
111
250
13
-10
null
null
Normal monitoring
148
1.6
null
4
Increase defensive factor exposure
E8543
P6881
2024-12-29
401k
USD
1,019,997
6.3
1
39.2
RealEstate:27.2;Energy:14.4;Tech:15.1;Financials:11.5;Industrials:31.8
Value:17.6;Growth:13.3;Quality:19.2;Size:24.0;Momentum:11.9;LowVol:14.0
HYG:49.8;QQQ:16.9;MUB:33.4
4.2
217
12.9
Bull
17.8
4.24
2.2
92
79
62:99
90
0.0067
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-6
4
12
null
BrokerD
MKT
93
1
0
6
79
-41
-2
VAR>budget
Reduce
Risk above budget threshold
154
2.7
SuggestedEdits
2
Monitor dispersion and breadth
E8544
P7079
2025-01-01
401k
USD
936,043
6
1
70.4
Industrials:12.6;Comm:21.0;Tech:24.2;Energy:27.3;Consumer:14.8
Value:17.8;Growth:18.9;Quality:11.8;Size:14.2;Momentum:14.9;LowVol:22.4
TSLA:31.7;VNQ:31.1;AMZN:15.7;MSFT:8.7;VTI:12.7
1.6
217
11.5
Volatile
21.4
3.71
2.2
178
46
7:82
66
0.0118
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
28
-27
5
Delta:-0.06;Vega:0.09
BrokerB
LMT
94
12
10
91
103
19
4
VAR>budget
TightenStops
Risk above budget threshold
185
0.9
Approved
5
Within IPS guidelines
E8545
P7681
2025-02-13
Trust
USD
1,405,568
6.4
1
39.2
RealEstate:27.8;Financials:19.1;Comm:26.1;Tech:14.0;Energy:13.0
Value:12.1;Growth:18.0;Quality:11.9;Size:19.2;Momentum:19.6;LowVol:19.2
TSLA:7.0;MSFT:18.6;VTI:15.2;XLF:28.0;GLD:21.5;HYG:9.7
2.4
246
25.6
Bull
16
4.03
2.3
111
101
91:118
100
0.0115
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-3
1
null
BrokerA
VWAP
94
3
2
39
151
2
2
VAR>budget
Hedge
Risk above budget threshold
124
2.4
SuggestedEdits
4
Monitor dispersion and breadth
E8546
P2248
2024-11-08
Trust
USD
823,075
11.1
1
39.8
Comm:26.9;Energy:57.5;Utilities:15.5
Value:18.8;Growth:6.9;Quality:20.3;Size:16.0;Momentum:16.5;LowVol:21.5
VOO:30.7;AAPL:33.5;BND:22.3;BRK.B:13.5
4.9
145
7.5
Sideways
18.3
4.47
3.4
96
10
-25:37
41
0.0165
false
false
ESGOnly
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-2
-4
10
Delta:-0.21;Vega:0.02
BrokerC
MKT
95
2
9
-31
62
-58
10
null
null
Normal monitoring
183
2.6
Approved
3
Increase defensive factor exposure
E8547
P3132
2025-05-05
401k
USD
963,734
3.9
1
51.9
Materials:25.8;Industrials:42.0;Tech:32.2
Value:10.8;Growth:23.7;Quality:20.7;Size:17.4;Momentum:10.5;LowVol:17.0
MSFT:13.1;BRK.B:27.1;TLT:25.4;MUB:18.4;AMZN:16.1
5.1
251
25.3
Volatile
26.2
5.41
2.9
125
35
-2:76
54
0.0127
false
true
ESGOnly;MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
7
-21
2
null
BrokerC
MKT
93
8
5
-9
-19
-47
27
RegimeShift
Pause
Volatility spike and breadth deterioration
185
3.1
null
2
Within IPS guidelines
E8548
P3754
2024-11-03
Roth
USD
1,488,317
4.2
1
50.5
Health:34.0;Tech:31.8;Consumer:34.2
Value:21.8;Growth:6.7;Quality:19.2;Size:18.7;Momentum:13.8;LowVol:19.9
QQQ:27.4;AAPL:13.0;TLT:14.4;VNQ:15.0;IEF:7.9;MSFT:22.2
2.5
174
21.8
Sideways
19.5
4.31
2.8
97
0
-33:50
42
0.0178
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
18
-34
1
null
BrokerC
MKT
92
11
19
19
27
-12
-2
RegimeShift
TightenStops
Volatility spike and breadth deterioration
169
2.6
Approved
5
Monitor dispersion and breadth
E8549
P5684
2025-01-07
Roth
USD
796,228
6.4
1
49.9
Industrials:10.8;Financials:32.5;Consumer:12.7;Energy:25.1;Utilities:18.9
Value:15.7;Growth:24.5;Quality:8.3;Size:24.0;Momentum:11.4;LowVol:16.0
AAPL:9.7;AMZN:16.8;VTI:23.4;VOO:22.0;HYG:13.4;BRK.B:14.7
1.3
146
14.1
Bull
13.9
4.83
2.5
119
11
-28:62
43
0.0157
false
false
null
null
null
Sell
Trim extended winner -1.0%
-8
8
8
null
BrokerA
MKT
100
10
14
-24
-19
-57
-11
null
null
Normal monitoring
174
2.6
Approved
3
Increase defensive factor exposure
E8550
P7894
2025-06-16
Roth
USD
1,560,110
4.4
1
73
Industrials:45.6;RealEstate:35.2;Financials:19.3
Value:18.1;Growth:19.4;Quality:16.0;Size:17.8;Momentum:16.3;LowVol:12.4
VNQ:38.1;QQQ:29.8;BRK.B:32.1
2.3
166
23.2
Bull
17
4.58
3.3
117
28
-12:83
47
0.0179
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
8
-39
1
null
BrokerB
LMT
88
12
19
113
83
20
3
null
null
Normal monitoring
95
3.4
null
3
Increase defensive factor exposure
E8551
P3224
2025-05-18
Trust
USD
1,653,747
8.9
1
70.6
Tech:30.6;Comm:16.4;Consumer:12.9;Financials:20.2;Utilities:20.0
Value:30.3;Growth:10.8;Quality:12.1;Size:22.7;Momentum:11.2;LowVol:12.9
BRK.B:25.0;TLT:39.4;XLF:35.6
3.4
208
17.5
Volatile
22.1
4.16
3.5
148
-24
-49:15
41
0.0057
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-34
7
null
BrokerC
MKT
100
8
9
14
43
-4
11
VAR>budget
Reduce
Risk above budget threshold
211
1.5
SuggestedEdits
5
Tax-aware sells next window
E8552
P9893
2024-07-25
401k
USD
169,952
6.7
1
74
Consumer:18.6;Tech:23.7;Financials:21.0;RealEstate:23.1;Materials:13.5
Value:21.1;Growth:10.8;Quality:22.4;Size:24.6;Momentum:12.6;LowVol:8.5
BND:28.2;IEF:27.4;QQQ:44.4
2.5
167
10.7
Volatile
25.9
4.41
4.2
159
-41
-75:3
20
0.0067
false
false
MaxPos5%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-4
-1
12
null
BrokerD
LMT
95
8
7
14
105
-55
8
null
null
Normal monitoring
153
1.9
Approved
3
Tax-aware sells next window
E8553
P4835
2025-02-20
Taxable
USD
632,406
13.8
1
55.2
Financials:19.0;Industrials:18.9;Consumer:21.6;Tech:20.9;Energy:19.6
Value:23.8;Growth:19.5;Quality:10.4;Size:10.6;Momentum:22.5;LowVol:13.2
TLT:12.6;VOO:11.5;MSFT:7.0;QQQ:29.1;TSLA:22.4;MUB:17.3
3.1
112
9.6
Bear
22.1
4.44
2.6
177
-95
-120:-60
6
0.0035
false
false
null
null
null
Sell
Trim extended winner -1.0%
-4
9
12
null
BrokerB
LMT
88
10
12
-28
-9
-13
26
null
null
Normal monitoring
164
1.3
Approved
4
Increase defensive factor exposure
E8554
P3203
2025-10-06
401k
USD
1,787,571
5.4
1
40.8
Utilities:51.4;Materials:16.5;Industrials:32.1
Value:22.9;Growth:17.7;Quality:17.1;Size:18.5;Momentum:12.0;LowVol:11.9
MSFT:21.8;VOO:22.0;HYG:4.6;VNQ:21.7;VTI:19.8;TLT:10.1
5
155
14.3
Bear
32.4
3.35
2.6
180
-85
-96:-33
6
0.0058
false
false
MaxPos8%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
31
-37
1
null
BrokerD
MKT
89
9
6
105
168
-19
-13
null
null
Normal monitoring
189
2.6
Approved
4
Tighten stops on momentum names
E8555
P7673
2025-01-21
Taxable
USD
1,268,293
4.2
1
65.3
Comm:22.3;Financials:9.6;RealEstate:19.6;Consumer:25.6;Health:22.9
Value:26.6;Growth:11.9;Quality:16.9;Size:15.6;Momentum:11.0;LowVol:17.8
MUB:36.0;HYG:32.4;QQQ:31.6
5
177
16.6
Sideways
14.8
4.9
2.3
95
47
15:65
89
0.0035
false
false
MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
31
-40
7
null
BrokerD
LMT
97
10
17
100
197
-27
12
null
null
Normal monitoring
137
2.2
null
5
Tighten stops on momentum names
E8556
P0872
2025-11-20
Roth
USD
1,565,190
4.1
1.11
37.5
RealEstate:42.5;Financials:38.4;Health:19.1
Value:24.4;Growth:12.7;Quality:9.8;Size:16.5;Momentum:18.0;LowVol:18.6
TSLA:13.2;IEF:12.6;AAPL:19.6;XLF:16.4;MUB:18.3;HYG:19.9
6.6
270
16.7
Sideways
19.5
4.85
2.2
108
4
-22:24
65
0.0115
true
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-35
3
Delta:-0.25;Vega:0.04
BrokerD
LMT
94
10
7
61
46
-59
-7
Drift>tolerance
Reduce
Allocation drift beyond policy bands
205
1.9
null
2
Tighten stops on momentum names
E8557
P6107
2025-08-29
Taxable
USD
681,185
13.5
1
40
Energy:25.1;Utilities:16.0;Comm:21.5;RealEstate:37.3
Value:20.7;Growth:21.0;Quality:17.0;Size:12.1;Momentum:14.4;LowVol:14.9
BRK.B:11.4;XLF:31.8;TSLA:32.8;IEF:24.0
4.7
136
8.4
Sideways
21.8
3.88
2.1
94
6
-27:33
65
0.0117
false
false
ESGOnly;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-13
-15
10
null
BrokerA
LMT
98
5
13
-36
4
-21
-17
null
null
Normal monitoring
190
1.9
Approved
4
Within IPS guidelines
E8558
P7188
2025-12-24
Taxable
USD
392,265
13.5
1
42.6
Consumer:15.0;Comm:16.4;Financials:29.8;RealEstate:11.8;Energy:27.1
Value:19.6;Growth:26.3;Quality:20.9;Size:10.9;Momentum:11.6;LowVol:10.8
VNQ:23.9;IEF:25.5;TLT:14.4;VTI:19.5;BRK.B:8.3;XLF:8.4
4.8
136
11.6
Bull
15.9
4.75
3.3
113
13
-3:53
48
0.0034
false
false
ESGOnly;MaxPos6%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
29
-16
2
null
BrokerA
MKT
88
9
16
22
45
11
-15
null
null
Normal monitoring
119
2.7
Approved
3
Within IPS guidelines
E8559
P4862
2024-12-21
IRA
USD
220,281
8.7
1
35.1
Utilities:15.8;Consumer:29.9;Comm:37.3;Tech:17.0
Value:10.1;Growth:23.2;Quality:19.0;Size:19.7;Momentum:19.7;LowVol:8.3
IEF:29.4;MUB:24.4;VOO:13.5;HYG:32.7
2
106
13.1
Sideways
16.7
4.42
2.1
107
47
28:102
60
0.0102
false
false
ESGOnly;MaxPos6%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
15
-28
3
Delta:-0.22;Vega:0.03
BrokerD
LMT
97
9
16
65
64
-4
7
null
null
Normal monitoring
205
2
null
4
Tax-aware sells next window
E8560
P9173
2024-10-15
IRA
USD
542,066
7.2
1
70.2
Industrials:23.1;RealEstate:26.6;Health:22.0;Consumer:28.3
Value:10.7;Growth:18.6;Quality:14.5;Size:13.8;Momentum:21.0;LowVol:21.5
MSFT:30.6;QQQ:35.8;TSLA:33.6
1.3
167
14.2
Bear
33
3.82
3
146
23
0:65
63
0.0188
false
false
MaxPos6%
null
VarNear
Sell
Trim extended winner -1.0%
27
6
3
null
BrokerB
VWAP
91
9
16
40
18
-56
1
null
null
Normal monitoring
102
3.4
null
3
Monitor dispersion and breadth
E8561
P8268
2025-01-06
Taxable
USD
889,122
7.5
1
58.9
Tech:20.8;Financials:16.1;Materials:32.5;Comm:17.2;RealEstate:13.3
Value:22.0;Growth:19.3;Quality:10.3;Size:20.8;Momentum:15.0;LowVol:12.6
BRK.B:21.4;AMZN:32.6;AAPL:36.3;VOO:9.6
2.2
204
26.7
Sideways
16.2
3.97
2.9
139
-21
-34:33
27
0.0196
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-4
8
null
BrokerC
LMT
91
7
10
40
160
-24
20
VAR>budget
Hedge
Risk above budget threshold
173
2.9
SuggestedEdits
2
Tighten stops on momentum names
E8562
P9603
2024-08-04
401k
USD
1,326,041
4.3
1
38.6
Health:20.3;Comm:37.1;Materials:42.6
Value:18.5;Growth:19.5;Quality:16.7;Size:7.0;Momentum:19.2;LowVol:19.1
IEF:16.9;BRK.B:19.3;VOO:19.1;VTI:13.2;AAPL:12.8;XLF:18.6
1.8
220
17.7
Sideways
14.5
3.9
2.3
106
-28
-65:-12
50
0.0172
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
18
-34
2
Delta:-0.13;Vega:0.05
BrokerD
LMT
97
5
10
-14
-20
-15
-1
RegimeShift
Hedge
Volatility spike and breadth deterioration
162
1.1
Approved
5
Monitor dispersion and breadth
E8563
P1112
2024-09-04
Roth
USD
679,709
5.4
1
40
Tech:10.5;Health:34.3;Financials:21.1;Consumer:34.1
Value:22.2;Growth:18.2;Quality:15.1;Size:19.6;Momentum:10.8;LowVol:14.0
AAPL:19.2;QQQ:24.4;GLD:56.3
3.8
157
15.2
Bull
14.2
3.67
2.3
92
40
0:67
81
0.0196
false
false
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-25
1
null
BrokerA
VWAP
93
11
10
21
94
-59
16
null
null
Normal monitoring
122
3.8
Approved
3
Increase defensive factor exposure
E8564
P9147
2024-12-10
401k
USD
476,475
4.8
1
42.7
Health:25.2;Consumer:25.5;Materials:24.0;Tech:25.3
Value:11.8;Growth:26.2;Quality:14.6;Size:9.9;Momentum:11.9;LowVol:25.5
BND:25.3;BRK.B:26.7;MUB:13.6;IEF:9.8;AMZN:24.6
2.7
255
27.8
Volatile
21
4.73
3
171
31
15:59
63
0.0075
false
true
MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-11
10
8
null
BrokerD
LMT
94
1
5
102
222
1
30
VAR>budget
Hedge
Risk above budget threshold
111
3.3
Approved
5
Monitor dispersion and breadth
E8565
P9569
2024-07-13
Taxable
USD
1,662,444
5.9
1
69.7
Financials:39.4;Industrials:20.8;Energy:24.6;Comm:15.2
Value:10.9;Growth:14.4;Quality:19.7;Size:19.2;Momentum:16.8;LowVol:18.9
VNQ:11.2;HYG:10.2;BND:12.5;VTI:23.2;TLT:24.8;TSLA:18.2
2.4
162
17.5
Sideways
19.6
4.24
2.4
117
-16
-27:28
28
0.0056
false
false
ESGOnly;MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
5
13
1
null
BrokerD
LMT
93
9
11
1
-10
-55
23
null
null
Normal monitoring
141
2.2
Approved
5
Monitor dispersion and breadth
E8566
P0906
2025-06-28
Trust
USD
297,450
9.3
1
48.3
Consumer:40.7;Health:25.0;Tech:34.3
Value:27.1;Growth:14.3;Quality:14.5;Size:9.3;Momentum:19.4;LowVol:15.3
AMZN:24.5;BRK.B:12.1;GLD:15.2;VNQ:19.6;AAPL:12.2;IEF:16.4
1.2
92
10.8
Volatile
22.5
4.9
3.7
119
39
13:60
80
0.019
false
false
ESGOnly;MaxPos5%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
27
6
7
null
BrokerB
MKT
89
12
16
89
180
-29
6
null
null
Normal monitoring
212
3.6
null
3
Tighten stops on momentum names
E8567
P1069
2025-02-12
Taxable
USD
852,415
12.5
1
66.2
RealEstate:20.9;Industrials:35.3;Tech:15.4;Energy:14.9;Comm:13.6
Value:16.3;Growth:16.5;Quality:18.3;Size:17.6;Momentum:12.7;LowVol:18.6
VNQ:34.3;AMZN:26.5;VTI:39.2
2.7
132
15.6
Sideways
17.7
3.93
2.4
126
-12
-41:33
38
0.0037
false
false
MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
11
6
11
null
BrokerA
MKT
88
4
11
12
47
-34
0
null
null
Normal monitoring
217
3.9
null
5
Tax-aware sells next window
E8568
P8802
2025-08-24
Taxable
USD
394,303
11.3
1
62.8
Consumer:35.9;Energy:26.7;Financials:37.4
Value:20.7;Growth:22.3;Quality:21.9;Size:9.1;Momentum:9.7;LowVol:16.3
VNQ:27.8;BRK.B:31.8;AMZN:28.6;TLT:11.7
4.7
133
9.6
Sideways
14.7
4.96
3.5
115
34
9:85
49
0.0097
false
false
null
null
DriftNear
Buy
Add core equity +1.0% from cash
26
-5
7
null
BrokerB
MKT
91
4
12
90
102
0
10
null
null
Normal monitoring
147
1.7
Approved
4
Increase defensive factor exposure
E8569
P1252
2025-01-29
Roth
USD
464,586
10.7
1
46.7
RealEstate:22.9;Financials:45.5;Industrials:31.6
Value:17.1;Growth:23.7;Quality:19.8;Size:18.9;Momentum:12.3;LowVol:8.2
VOO:26.3;IEF:21.7;AMZN:14.7;BRK.B:22.2;XLF:15.1
3.1
105
10.4
Volatile
20.6
4.91
2.9
115
34
22:49
55
0.0097
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
16
2
1
null
BrokerB
MKT
99
10
15
-55
-54
-56
3
null
null
Normal monitoring
92
1.1
null
5
Tighten stops on momentum names
E8570
P5275
2025-11-25
Roth
USD
610,703
6.9
1
58
Utilities:30.5;RealEstate:24.5;Industrials:30.2;Consumer:14.8
Value:20.4;Growth:14.7;Quality:9.4;Size:19.2;Momentum:17.0;LowVol:19.2
BND:34.5;MUB:18.9;VNQ:46.6
5.8
199
16.1
Volatile
29.4
4.2
2.3
156
30
15:80
82
0.0069
false
true
MaxPos6%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-18
10
Delta:-0.09;Vega:0.02
BrokerC
VWAP
88
5
9
10
-23
-26
1
RegimeShift
TightenStops
Volatility spike and breadth deterioration
207
2
null
3
Tighten stops on momentum names
E8571
P2198
2025-10-13
401k
USD
2,129,092
7.9
1
50.2
Utilities:33.6;Financials:23.0;Materials:43.4
Value:17.4;Growth:14.6;Quality:22.2;Size:12.1;Momentum:13.3;LowVol:20.4
AAPL:26.0;VOO:19.9;MUB:28.6;QQQ:25.5
4
198
21.6
Bear
24.9
4.07
1.4
209
-5
-27:14
65
0.0122
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
10
12
null
BrokerB
LMT
92
7
6
-32
20
-12
-7
VAR>budget
Reduce
Risk above budget threshold
98
3.1
null
4
Tax-aware sells next window
E8572
P5276
2025-09-09
Roth
USD
903,807
3.5
1
70.7
Energy:30.2;Tech:27.2;Comm:42.6
Value:15.7;Growth:17.0;Quality:15.2;Size:23.4;Momentum:20.5;LowVol:8.2
AMZN:36.7;IEF:28.5;VNQ:34.8
6.6
214
26.6
Volatile
27.6
5.28
4.3
145
-34
-72:-17
29
0.0054
true
true
ESGOnly;MaxPos7%;MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
2
-29
9
null
BrokerB
LMT
91
7
8
-35
17
10
20
VAR>budget
Hedge
Risk above budget threshold
190
1.7
Approved
4
Tax-aware sells next window
E8573
P5156
2024-09-24
Trust
USD
430,993
10.2
1
58.7
Comm:34.4;Materials:30.5;Utilities:35.1
Value:8.5;Growth:16.3;Quality:18.2;Size:19.3;Momentum:18.5;LowVol:19.2
GLD:14.5;XLF:19.7;TLT:10.8;MUB:20.7;VTI:8.5;MSFT:25.8
3.9
129
7.3
Bull
17.5
3.94
2.2
71
11
-1:50
43
0.0091
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
19
15
2
null
BrokerD
LMT
96
3
11
34
106
-41
33
null
null
Normal monitoring
94
2.5
null
3
Tighten stops on momentum names
E8574
P7010
2025-06-24
401k
USD
560,086
14.1
1
45
Consumer:19.0;RealEstate:35.7;Financials:45.3
Value:16.8;Growth:16.5;Quality:9.6;Size:22.5;Momentum:18.0;LowVol:16.6
TLT:13.4;GLD:28.5;BRK.B:30.0;VTI:28.1
1.1
125
12.7
Volatile
27.3
3.81
2.7
123
74
62:92
80
0.0057
false
false
MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-7
-33
3
null
BrokerB
MKT
97
11
13
102
151
-18
-12
null
null
Normal monitoring
168
1.4
Approved
3
Tax-aware sells next window
E8575
P0962
2024-11-06
401k
USD
673,279
5.2
1
38.6
Industrials:16.7;Comm:21.4;Materials:17.2;Consumer:21.3;Financials:23.4
Value:18.4;Growth:21.3;Quality:14.6;Size:7.3;Momentum:14.3;LowVol:24.0
MUB:26.2;GLD:17.4;VTI:29.6;TSLA:13.5;AMZN:13.3
3.7
151
8.2
Bull
17.6
3.98
2.9
118
18
-3:63
71
0.0175
false
false
ESGOnly;MaxSector35%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
17
-8
1
null
BrokerC
MKT
88
5
13
83
147
-51
39
null
null
Normal monitoring
112
2.4
Approved
3
Monitor dispersion and breadth
E8576
P4469
2025-01-19
Trust
USD
463,826
5.7
1
41.1
Health:23.6;Comm:18.9;Utilities:18.5;Consumer:20.0;Tech:19.0
Value:13.9;Growth:23.2;Quality:14.3;Size:21.4;Momentum:11.0;LowVol:16.3
MUB:17.3;BRK.B:6.5;MSFT:11.2;BND:10.6;TLT:26.4;IEF:28.0
5.6
161
21.2
Bear
34.7
3.77
2.8
197
36
15:86
72
0.0063
false
false
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
35
-31
10
null
BrokerD
LMT
93
7
4
-12
83
-57
-3
null
null
Normal monitoring
152
1.6
Approved
4
Tax-aware sells next window
E8577
P2087
2025-06-13
Taxable
USD
1,224,125
9.5
1.09
35.5
Energy:16.9;Utilities:35.3;Tech:47.9
Value:18.3;Growth:22.1;Quality:18.1;Size:9.5;Momentum:13.2;LowVol:18.8
VNQ:18.0;IEF:25.7;TSLA:21.0;AMZN:35.3
4.1
225
10.1
Bull
16.7
4.23
2.4
72
42
29:84
63
0.0189
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
-14
3
null
BrokerA
LMT
94
4
8
38
119
-25
29
VAR>budget
Hedge
Risk above budget threshold
181
2.1
null
2
Monitor dispersion and breadth
E8578
P2920
2024-08-01
Roth
USD
834,940
8.5
1
39.8
RealEstate:30.0;Industrials:14.5;Materials:34.1;Utilities:21.3
Value:23.6;Growth:22.3;Quality:12.7;Size:22.1;Momentum:10.9;LowVol:8.4
BRK.B:14.6;TLT:24.3;VNQ:14.9;HYG:17.4;XLF:12.6;AAPL:16.3
6
264
24.1
Volatile
28.1
4.36
2.2
168
-16
-32:12
31
0.0155
false
true
ESGOnly;MaxPos5%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-21
9
Delta:-0.18;Vega:0.06
BrokerA
MKT
90
2
10
63
59
6
-21
RegimeShift
Reduce
Volatility spike and breadth deterioration
211
2.5
null
2
Tax-aware sells next window
E8579
P3768
2025-08-07
Taxable
USD
1,796,167
9.4
1
45.1
Comm:32.8;Energy:35.1;Health:32.1
Value:20.2;Growth:24.5;Quality:20.7;Size:10.4;Momentum:16.0;LowVol:8.2
AMZN:7.3;AAPL:14.3;TLT:17.6;GLD:20.0;MSFT:19.5;XLF:21.3
3.2
156
20.7
Volatile
24.7
4.85
2.7
137
66
55:108
73
0.0133
false
false
ESGOnly
null
VarNear
Sell
Trim extended winner -1.0%
15
-16
2
null
BrokerD
MKT
95
2
10
-7
-19
-30
-12
null
null
Normal monitoring
107
2.8
Approved
3
Tighten stops on momentum names
E8580
P2647
2025-05-19
IRA
USD
748,351
16.5
1
60.4
Energy:25.2;RealEstate:19.9;Industrials:25.3;Comm:29.6
Value:8.1;Growth:16.0;Quality:22.1;Size:21.7;Momentum:12.4;LowVol:19.6
GLD:17.5;VTI:22.7;VNQ:12.3;QQQ:16.8;VOO:24.6;AMZN:6.1
1.6
168
7.4
Volatile
24
4.17
3.4
135
50
21:73
83
0.0142
false
false
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
-4
2
null
BrokerC
LMT
100
3
3
74
204
-49
22
null
null
Normal monitoring
174
3.3
null
3
Monitor dispersion and breadth
E8581
P8170
2024-11-10
IRA
USD
1,423,719
6.7
1.24
36.4
Energy:19.1;Utilities:30.3;Comm:22.4;Tech:28.2
Value:11.1;Growth:16.0;Quality:18.0;Size:20.3;Momentum:14.3;LowVol:20.4
BRK.B:49.7;QQQ:12.9;VOO:37.4
6.9
184
20.3
Sideways
19.2
4.15
2.2
104
8
-3:44
69
0.0042
true
false
MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
15
-19
11
null
BrokerB
LMT
99
6
12
74
76
-40
27
Drift>tolerance
Reduce
Allocation drift beyond policy bands
122
3.4
null
3
Within IPS guidelines
E8582
P0221
2024-12-23
IRA
USD
191,467
17.4
1
68.1
Industrials:18.4;RealEstate:27.0;Comm:54.6
Value:17.2;Growth:12.3;Quality:17.3;Size:21.4;Momentum:15.2;LowVol:16.7
VNQ:19.8;MSFT:49.9;IEF:30.3
1.5
151
13.8
Sideways
19.4
4.08
2.1
104
46
19:68
79
0.0066
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
-15
8
null
BrokerC
VWAP
93
4
1
10
49
-41
19
null
null
Normal monitoring
118
1.6
Approved
5
Increase defensive factor exposure
E8583
P0934
2025-05-18
Taxable
USD
776,638
9.9
1
65
Comm:17.7;Consumer:36.0;Utilities:26.8;Tech:19.5
Value:13.3;Growth:20.4;Quality:23.3;Size:16.1;Momentum:18.2;LowVol:8.8
HYG:15.9;VOO:25.6;TLT:10.8;AAPL:14.6;QQQ:21.8;MSFT:11.4
1
115
12.5
Bear
32.4
3.54
1.3
161
-39
-63:4
12
0.0123
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
9
-16
6
null
BrokerB
LMT
94
11
16
51
24
6
-11
null
null
Normal monitoring
207
2.3
Approved
3
Within IPS guidelines
E8584
P4154
2025-01-11
Roth
USD
296,898
9.2
1
52.2
Health:36.1;Consumer:33.8;Materials:30.1
Value:25.9;Growth:16.2;Quality:25.5;Size:9.7;Momentum:11.8;LowVol:11.0
BND:28.5;TSLA:26.7;MUB:14.5;VTI:19.3;XLF:11.0
2.5
119
10.9
Bull
11.6
4.56
2.8
111
22
-10:40
73
0.0119
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
29
9
5
null
BrokerA
LMT
99
6
8
-38
76
-34
25
null
null
Normal monitoring
145
2.2
Approved
5
Within IPS guidelines
E8585
P8561
2024-11-06
Roth
USD
1,610,272
7.9
1
47.5
Materials:29.9;Industrials:19.5;Tech:27.4;RealEstate:23.1
Value:9.8;Growth:23.8;Quality:8.5;Size:17.0;Momentum:21.5;LowVol:19.3
GLD:59.4;AAPL:24.7;TLT:15.9
6.3
169
15.2
Bear
29.2
3.29
1.3
162
-95
-129:-40
5
0.0172
true
false
MaxPos6%;MaxSector35%
null
DriftNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-4
-23
9
null
BrokerA
MKT
96
4
11
72
141
-14
-2
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
157
2.9
SuggestedEdits
3
Tax-aware sells next window
E8586
P9607
2025-05-13
IRA
USD
179,653
17.8
1
36.8
Consumer:20.6;Comm:22.6;Industrials:16.6;Energy:24.0;Materials:16.2
Value:12.0;Growth:21.2;Quality:8.8;Size:13.6;Momentum:23.9;LowVol:20.6
AAPL:34.4;TLT:24.9;AMZN:40.6
1.4
108
15
Bull
14
3.59
2.1
110
77
62:103
74
0.0083
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
27
-17
5
null
BrokerA
MKT
94
5
11
100
147
-34
24
null
null
Normal monitoring
149
3.3
Approved
3
Within IPS guidelines
E8587
P6264
2025-02-11
Roth
USD
1,432,550
5.7
1
45.3
Materials:16.4;Financials:29.9;Utilities:24.7;Industrials:8.4;Tech:20.7
Value:15.7;Growth:12.2;Quality:21.6;Size:17.2;Momentum:16.6;LowVol:16.8
VNQ:28.9;AAPL:37.9;MUB:22.0;TLT:11.2
2.1
280
16.5
Volatile
23.6
4.07
4.2
115
68
39:104
75
0.0077
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
28
-22
12
Delta:-0.05;Vega:0.07
BrokerB
LMT
90
3
6
-15
105
2
-5
VAR>budget
Hedge
Risk above budget threshold
207
1
Approved
4
Increase defensive factor exposure
E8588
P3510
2024-11-16
Roth
USD
1,115,794
6.3
1
68.5
Financials:41.1;Tech:24.2;Utilities:13.8;RealEstate:20.9
Value:23.0;Growth:20.2;Quality:14.9;Size:12.0;Momentum:8.2;LowVol:21.6
VNQ:32.5;BRK.B:29.4;HYG:38.2
5.3
124
10.6
Bull
15.7
4.25
3.5
86
56
20:111
92
0.0131
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
-2
5
6
null
BrokerB
MKT
98
3
9
-29
-21
-25
-14
null
null
Normal monitoring
124
3.7
Approved
3
Tighten stops on momentum names
E8589
P1530
2024-10-03
IRA
USD
237,539
9.2
1
44
Tech:27.6;RealEstate:17.5;Consumer:39.1;Health:15.8
Value:15.4;Growth:18.0;Quality:16.8;Size:17.5;Momentum:22.8;LowVol:9.5
HYG:16.4;BND:18.0;QQQ:20.2;BRK.B:17.7;TSLA:9.5;GLD:18.3
3.7
97
15.5
Bull
12.6
3.77
2.9
98
9
-1:36
44
0.006
false
false
MaxPos5%;NoMargin
null
null
NoAction
Within policy bands; defer
6
-1
9
null
BrokerB
MKT
0
0
0
-51
-73
-58
-24
null
null
Normal monitoring
151
3.1
null
5
Tax-aware sells next window
E8590
P2809
2024-07-22
401k
USD
1,624,627
8.1
1
40.7
Financials:32.4;Consumer:13.0;Utilities:29.7;Comm:24.9
Value:22.9;Growth:12.5;Quality:10.6;Size:21.5;Momentum:7.9;LowVol:24.6
BND:12.0;MUB:19.6;VNQ:8.8;VTI:14.7;GLD:29.6;QQQ:15.3
3.3
162
19.1
Volatile
30.3
3.75
3.2
149
2
-15:41
47
0.0183
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
-1
-37
4
null
BrokerD
MKT
98
2
8
-37
84
13
2
null
null
Normal monitoring
176
3.7
null
4
Monitor dispersion and breadth
E8591
P1152
2024-07-20
IRA
USD
1,135,976
5.1
1
60.9
Materials:40.2;Consumer:41.4;Utilities:18.4
Value:22.7;Growth:17.9;Quality:21.0;Size:12.2;Momentum:19.4;LowVol:6.7
BRK.B:7.9;VNQ:20.0;HYG:23.6;TLT:25.8;VOO:22.7
5.8
125
18.6
Bear
25.7
4.47
1.9
162
30
1:58
74
0.0171
false
false
MaxPos5%
null
DriftNear
NoAction
Within policy bands; defer
-10
-33
12
null
BrokerA
LMT
0
0
0
60
194
-11
33
null
null
Normal monitoring
118
2.9
null
5
Monitor dispersion and breadth
E8592
P4860
2024-07-31
Trust
USD
1,305,864
6.8
1.07
66.5
Energy:28.3;Tech:15.8;Financials:16.6;Consumer:27.6;RealEstate:11.7
Value:26.4;Growth:10.4;Quality:13.2;Size:17.8;Momentum:23.5;LowVol:8.7
XLF:21.7;HYG:25.4;VNQ:8.4;MUB:23.5;BRK.B:11.3;TSLA:9.8
3.9
163
25.5
Sideways
21.8
4.94
2.4
108
12
-8:65
55
0.013
false
false
ESGOnly;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
16
-1
2
null
BrokerB
LMT
91
11
10
-7
86
-27
5
null
null
Normal monitoring
199
1.3
null
4
Within IPS guidelines
E8593
P0511
2025-02-28
Trust
USD
1,518,733
6.6
1
74.5
Financials:40.0;Utilities:25.3;Industrials:34.7
Value:13.2;Growth:24.5;Quality:11.1;Size:21.3;Momentum:21.7;LowVol:8.2
TLT:38.7;VTI:12.8;QQQ:13.4;AAPL:21.9;GLD:13.1
3.9
199
17.1
Volatile
21.6
3.62
2.6
171
39
13:94
55
0.009
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
3
-21
9
null
BrokerD
VWAP
98
2
9
-14
88
-26
39
VAR>budget
Reduce
Risk above budget threshold
161
2.6
Approved
3
Increase defensive factor exposure
E8594
P7829
2025-08-01
IRA
USD
544,506
9.7
1
55.9
Consumer:15.7;Utilities:30.8;Comm:16.6;Materials:36.9
Value:18.5;Growth:20.0;Quality:22.9;Size:9.5;Momentum:10.3;LowVol:18.9
MUB:24.3;QQQ:24.0;AMZN:28.7;AAPL:23.1
4
100
12
Bull
16.9
4.43
3.1
89
90
71:109
95
0.0089
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
1
-1
4
null
BrokerB
MKT
0
0
0
98
229
-5
-21
null
null
Normal monitoring
212
3.7
null
4
Increase defensive factor exposure
E8595
P6222
2025-04-15
Trust
USD
782,427
9.3
1
62.2
RealEstate:15.0;Consumer:14.4;Health:23.4;Financials:35.3;Utilities:11.9
Value:19.2;Growth:9.3;Quality:17.2;Size:17.8;Momentum:20.2;LowVol:16.5
IEF:29.9;VNQ:9.6;VTI:30.4;HYG:30.1
3.6
141
14.8
Sideways
19.4
4.68
2.3
129
47
37:76
56
0.0062
false
false
MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
35
-19
11
null
BrokerD
MKT
93
4
1
46
140
-54
31
null
null
Normal monitoring
118
2.8
null
4
Tighten stops on momentum names
E8596
P9961
2025-02-23
IRA
USD
1,106,858
3.4
1
40.5
Comm:28.8;Materials:10.5;RealEstate:31.5;Consumer:29.2
Value:9.1;Growth:20.7;Quality:14.3;Size:18.5;Momentum:17.3;LowVol:20.1
IEF:20.0;VTI:18.5;TLT:21.9;TSLA:15.5;VOO:24.1
4.9
211
17.3
Bull
13.7
4
3.1
112
7
-7:40
37
0.0098
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
-24
12
null
BrokerA
LMT
88
5
7
21
110
-34
32
RegimeShift
Pause
Volatility spike and breadth deterioration
207
2.6
Approved
4
Monitor dispersion and breadth
E8597
P0593
2024-07-25
Roth
USD
1,924,367
7.2
1
70.2
Materials:14.3;Tech:15.9;Industrials:18.0;Utilities:24.7;Health:27.1
Value:23.4;Growth:23.2;Quality:10.7;Size:11.3;Momentum:22.9;LowVol:8.5
VNQ:8.9;IEF:14.9;TSLA:38.4;MUB:37.8
2.9
147
11.6
Bear
26.8
4.47
1.6
177
19
-12:35
77
0.0067
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-11
11
null
BrokerB
VWAP
97
5
6
-12
91
-14
16
null
null
Normal monitoring
118
2.4
Approved
5
Tighten stops on momentum names
E8598
P0957
2025-11-04
Roth
USD
708,206
5.2
1
67.9
Comm:15.2;Consumer:10.7;Industrials:16.6;Financials:30.6;Tech:26.9
Value:9.9;Growth:13.9;Quality:15.0;Size:21.0;Momentum:20.5;LowVol:19.6
BND:27.4;TSLA:18.8;AAPL:28.2;QQQ:11.8;MSFT:13.8
1.9
104
15.3
Sideways
17.8
4.99
2.7
95
10
-29:30
47
0.0195
false
false
MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-15
11
8
null
BrokerD
MKT
91
11
16
-23
94
8
-2
null
null
Normal monitoring
96
2.9
null
5
Monitor dispersion and breadth
E8599
P1888
2025-01-07
401k
USD
392,027
6.3
1
56.4
Financials:38.5;Industrials:18.8;Consumer:42.7
Value:17.8;Growth:17.9;Quality:19.7;Size:21.9;Momentum:8.4;LowVol:14.5
TSLA:10.3;AAPL:24.1;GLD:9.9;BND:29.6;BRK.B:26.1
1.9
113
14.9
Volatile
29.5
4.85
3.8
124
-15
-28:37
42
0.0122
false
false
MaxSector30%
null
null
NoAction
Within policy bands; defer
21
-34
2
null
BrokerB
LMT
0
0
0
-32
40
-18
-22
null
null
Normal monitoring
208
1.5
Approved
3
Within IPS guidelines
E8600
P2265
2025-02-24
401k
USD
1,650,439
5.7
1
53.4
Industrials:28.7;Comm:10.5;Health:24.9;Utilities:11.4;RealEstate:24.4
Value:7.3;Growth:18.8;Quality:9.0;Size:18.6;Momentum:21.9;LowVol:24.4
AAPL:6.5;VTI:29.9;MSFT:7.6;VOO:20.7;BRK.B:18.7;GLD:16.6
5.6
279
14.1
Bear
31.7
3.87
2.3
181
-77
-89:-29
5
0.0123
false
true
MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-25
9
null
BrokerA
MKT
88
1
6
-42
-14
-17
36
VAR>budget
Hedge
Risk above budget threshold
183
0.8
SuggestedEdits
2
Monitor dispersion and breadth