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
E8601
P8821
2024-12-02
Taxable
USD
1,772,567
9.1
1
42.1
Materials:18.7;Financials:25.6;RealEstate:19.1;Industrials:22.1;Consumer:14.5
Value:7.0;Growth:19.9;Quality:21.4;Size:17.0;Momentum:19.7;LowVol:15.1
MUB:21.1;VNQ:23.6;TSLA:20.2;MSFT:18.9;GLD:16.2
3
209
10
Sideways
16.5
4.02
2.4
140
-8
-47:22
28
0.0167
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
13
6
null
BrokerB
LMT
95
11
16
104
76
-55
7
VAR>budget
TightenStops
Risk above budget threshold
90
2.8
SuggestedEdits
3
Tighten stops on momentum names
E8602
P4729
2025-10-11
IRA
USD
179,296
9.6
1
48
Tech:23.6;Industrials:12.7;Consumer:25.7;Utilities:19.0;Comm:18.9
Value:14.1;Growth:15.2;Quality:18.2;Size:13.2;Momentum:25.4;LowVol:13.8
MUB:15.9;XLF:20.8;TSLA:20.5;VOO:11.7;VNQ:16.4;HYG:14.6
1.8
123
11.4
Bull
14.4
4.97
3.3
93
90
54:142
95
0.015
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-6
-37
12
null
BrokerC
LMT
92
2
1
5
9
-41
30
null
null
Normal monitoring
109
3.5
Approved
4
Tighten stops on momentum names
E8603
P9194
2025-01-24
Taxable
USD
731,493
7.1
1
55.1
RealEstate:35.5;Financials:41.9;Industrials:22.6
Value:18.7;Growth:10.0;Quality:9.0;Size:19.0;Momentum:17.2;LowVol:26.1
AAPL:20.5;BRK.B:29.2;AMZN:21.4;TSLA:28.9
4.3
139
13.4
Volatile
22.3
5.29
2.9
162
80
52:98
82
0.0135
false
false
ESGOnly;MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
20
11
5
null
BrokerD
VWAP
90
6
8
-13
-27
-59
-18
null
null
Normal monitoring
128
3.4
Approved
5
Monitor dispersion and breadth
E8604
P5994
2025-06-25
Taxable
USD
326,823
15.7
1
48.5
Health:15.0;Comm:40.3;Utilities:20.0;RealEstate:24.6
Value:15.5;Growth:14.2;Quality:18.7;Size:9.0;Momentum:23.8;LowVol:18.8
VNQ:16.8;BND:7.3;QQQ:20.6;XLF:16.1;HYG:22.2;AMZN:17.0
3
151
15.7
Bull
17.9
4.89
2.4
76
63
43:89
91
0.0168
false
false
MaxSector35%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
-10
8
Delta:-0.12;Vega:0.06
BrokerD
LMT
97
9
11
34
87
5
12
null
null
Normal monitoring
183
1.4
Approved
4
Monitor dispersion and breadth
E8605
P8113
2024-08-14
IRA
USD
416,035
7.3
1
49.3
RealEstate:20.5;Consumer:47.8;Comm:31.7
Value:24.2;Growth:23.1;Quality:9.5;Size:21.7;Momentum:10.3;LowVol:11.1
VOO:15.4;XLF:60.4;VTI:24.2
5.1
201
23.4
Bull
17.1
3.61
2.9
74
91
78:123
86
0.0095
false
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
3
-10
9
Delta:-0.2;Vega:0.03
BrokerB
VWAP
91
5
7
68
126
13
13
RegimeShift
Hedge
Volatility spike and breadth deterioration
163
3.3
Approved
3
Within IPS guidelines
E8606
P8815
2025-12-05
Trust
USD
828,696
5.4
1
57.4
Utilities:20.4;Energy:20.8;Materials:11.7;Financials:24.9;Tech:22.1
Value:25.3;Growth:14.6;Quality:8.8;Size:17.0;Momentum:25.6;LowVol:8.6
AAPL:19.7;MSFT:24.1;TSLA:13.4;TLT:18.1;QQQ:24.7
4.4
189
21.1
Volatile
21.2
4.48
4.1
166
61
37:107
76
0.0099
false
false
MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
3
-11
3
null
BrokerA
VWAP
88
3
7
9
124
16
-13
null
null
Normal monitoring
199
3.7
Approved
4
Monitor dispersion and breadth
E8607
P8219
2025-05-24
IRA
USD
1,359,271
8.8
1
51.9
Consumer:10.4;Utilities:30.6;Financials:23.1;Industrials:13.7;Energy:22.2
Value:15.4;Growth:12.7;Quality:23.9;Size:10.0;Momentum:18.4;LowVol:19.5
VOO:13.1;GLD:30.3;MSFT:19.9;MUB:26.2;HYG:10.4
3.5
177
11.7
Volatile
27.8
5.08
3.3
125
24
2:48
62
0.0059
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-3
-3
3
Delta:-0.07;Vega:0.05
BrokerB
MKT
92
8
11
-2
41
-13
10
VAR>budget
Reduce
Risk above budget threshold
123
2.5
null
5
Monitor dispersion and breadth
E8608
P1793
2025-11-16
Taxable
USD
528,485
10.9
1
47.3
Comm:18.6;Tech:18.8;Industrials:20.6;Energy:41.9
Value:19.5;Growth:8.9;Quality:24.1;Size:16.6;Momentum:9.0;LowVol:21.9
TSLA:23.7;VOO:18.0;VNQ:27.2;VTI:17.6;HYG:13.5
4.8
101
14.5
Volatile
28.5
5.18
3.7
167
-8
-35:38
42
0.0036
false
false
MaxPos7%
null
DriftNear
Sell
Trim extended winner -1.0%
1
-26
12
null
BrokerC
MKT
96
6
9
88
108
-4
25
null
null
Normal monitoring
141
1.3
null
3
Increase defensive factor exposure
E8609
P0197
2024-07-13
401k
USD
1,001,006
9.8
1
67.4
Comm:20.8;Industrials:34.1;Consumer:34.4;Health:10.7
Value:19.9;Growth:12.3;Quality:26.6;Size:14.7;Momentum:10.8;LowVol:15.6
MSFT:12.0;MUB:26.0;VNQ:29.1;XLF:20.4;TSLA:12.5
5
156
13.8
Volatile
20.5
5.07
2.7
110
42
3:88
73
0.0192
false
false
MaxPos7%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
30
8
5
null
BrokerA
VWAP
97
3
4
75
97
2
-3
null
null
Normal monitoring
154
2.5
null
3
Within IPS guidelines
E8610
P6845
2025-04-24
Trust
USD
755,757
10
1
59.1
Industrials:39.3;Consumer:35.7;Utilities:25.0
Value:15.9;Growth:15.5;Quality:12.1;Size:14.6;Momentum:18.2;LowVol:23.7
VNQ:49.9;QQQ:22.0;HYG:28.1
5.1
192
10.5
Bear
22.1
3
2.9
143
-71
-103:-42
6
0.0096
false
true
ESGOnly;MaxPos6%;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
20
-21
3
null
BrokerC
VWAP
91
9
13
4
73
5
-10
VAR>budget
Pause
Risk above budget threshold
116
3
SuggestedEdits
2
Within IPS guidelines
E8611
P5658
2025-07-19
Taxable
USD
2,019,404
7.8
1.1
35.7
Health:25.0;Industrials:16.4;RealEstate:14.6;Comm:25.8;Consumer:18.3
Value:25.6;Growth:14.1;Quality:21.8;Size:17.2;Momentum:10.0;LowVol:11.4
QQQ:17.8;TLT:14.8;VTI:15.6;IEF:24.9;BRK.B:20.1;TSLA:6.8
2.2
139
20.1
Bull
14.9
4.52
2.6
106
65
41:86
85
0.0122
false
false
MaxPos5%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
29
-29
12
null
BrokerD
LMT
100
9
12
24
160
-26
32
null
null
Normal monitoring
173
1.2
Approved
4
Increase defensive factor exposure
E8612
P4192
2024-12-28
Trust
USD
239,866
5.2
1
49.3
RealEstate:22.9;Industrials:14.8;Materials:17.2;Health:19.4;Utilities:25.8
Value:15.5;Growth:28.7;Quality:8.4;Size:22.2;Momentum:9.8;LowVol:15.3
XLF:20.4;HYG:26.2;MUB:29.3;GLD:11.9;BRK.B:12.2
1.2
92
12.2
Bear
33.7
4.09
1.6
204
-11
-40:4
44
0.008
false
false
null
null
null
Sell
Trim extended winner -1.0%
-11
-25
6
null
BrokerB
MKT
90
6
3
-54
-12
-20
30
null
null
Normal monitoring
220
2.3
null
4
Tighten stops on momentum names
E8613
P5167
2025-02-23
Roth
USD
1,995,447
10
1.22
46.2
Industrials:24.2;RealEstate:17.9;Financials:29.5;Tech:28.5
Value:16.2;Growth:10.0;Quality:11.9;Size:9.1;Momentum:26.6;LowVol:26.2
BRK.B:27.8;BND:12.5;MUB:23.8;GLD:26.1;MSFT:9.8
4.3
158
17.2
Bull
11.7
4.35
3.1
77
74
63:126
75
0.0103
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
5
6
10
null
BrokerD
LMT
91
12
10
70
64
-24
37
null
null
Normal monitoring
143
2.9
Approved
5
Tighten stops on momentum names
E8614
P0880
2024-10-20
Taxable
USD
1,929,412
9.3
1
64
Utilities:28.4;Health:28.6;Financials:43.0
Value:14.6;Growth:10.7;Quality:22.1;Size:14.1;Momentum:20.3;LowVol:18.3
TLT:42.0;VTI:46.4;VOO:11.6
5.8
132
18.5
Sideways
14
3.94
3.1
112
-25
-43:13
44
0.0179
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
-12
12
1
null
BrokerC
MKT
89
8
6
72
130
-41
-3
null
null
Normal monitoring
105
1.1
null
3
Monitor dispersion and breadth
E8615
P1159
2025-01-20
401k
USD
1,586,464
3.9
1
72.1
Comm:44.1;Utilities:28.7;Tech:27.2
Value:12.5;Growth:17.2;Quality:12.0;Size:14.8;Momentum:22.8;LowVol:20.6
MSFT:38.1;TSLA:33.8;AMZN:28.1
3
212
27.3
Bull
17.4
3.59
2.4
106
22
-17:40
57
0.0046
false
true
MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
18
-35
2
null
BrokerA
VWAP
94
2
6
-56
55
-58
31
RegimeShift
Reduce
Volatility spike and breadth deterioration
108
0.9
Approved
2
Tighten stops on momentum names
E8616
P2081
2024-09-28
Taxable
USD
240,493
14.9
1
53
Industrials:23.1;Tech:26.9;Health:25.2;Utilities:24.7
Value:13.9;Growth:15.9;Quality:21.6;Size:19.2;Momentum:19.0;LowVol:10.6
AMZN:8.1;HYG:10.4;MUB:27.5;IEF:29.6;AAPL:24.4
3
102
13.9
Volatile
20.1
4.96
3.8
176
-33
-58:-12
29
0.0127
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
6
-7
4
null
BrokerC
LMT
93
2
9
96
229
15
15
null
null
Normal monitoring
128
1.4
Approved
4
Tax-aware sells next window
E8617
P0865
2024-09-14
IRA
USD
1,240,166
7.3
1
61.1
Materials:32.3;Tech:14.1;Consumer:13.3;Comm:40.3
Value:16.8;Growth:20.9;Quality:18.0;Size:17.0;Momentum:14.1;LowVol:13.3
GLD:34.0;VNQ:37.5;TSLA:28.5
5.3
153
14.4
Bull
11.7
4.66
2.7
95
62
27:111
94
0.007
false
false
MaxPos7%
null
DriftNear;VarNear
NoAction
Within policy bands; defer
3
-25
12
null
BrokerC
MKT
0
0
0
4
57
18
-17
null
null
Normal monitoring
134
1.9
Approved
4
Monitor dispersion and breadth
E8618
P8408
2025-07-02
Trust
USD
863,353
7.2
1
47.3
Tech:30.3;Financials:40.3;Health:29.4
Value:8.8;Growth:11.8;Quality:13.8;Size:22.5;Momentum:22.6;LowVol:20.5
AAPL:16.7;VOO:23.2;IEF:22.9;MSFT:37.2
3.3
121
15.4
Bear
34.9
4.17
2.3
180
-33
-55:4
50
0.0156
false
false
null
null
null
Sell
Trim extended winner -1.0%
30
-31
2
null
BrokerB
MKT
93
8
8
4
87
1
6
null
null
Normal monitoring
126
2.9
null
3
Tax-aware sells next window
E8619
P1319
2024-07-27
Trust
USD
854,634
9.7
1
66.2
Health:38.9;Tech:32.8;Industrials:28.2
Value:20.2;Growth:25.6;Quality:11.1;Size:12.8;Momentum:20.9;LowVol:9.4
QQQ:13.8;HYG:19.1;XLF:11.7;GLD:20.1;VNQ:21.1;BRK.B:14.3
4.1
175
10.1
Sideways
15.7
4.89
3.2
96
-2
-32:18
48
0.0055
false
true
MaxPos7%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
1
12
Delta:-0.22;Vega:0.04
BrokerB
LMT
99
12
11
-54
-73
-31
19
VAR>budget
Reduce
Risk above budget threshold
195
2.3
null
3
Tighten stops on momentum names
E8620
P8098
2025-02-19
Taxable
USD
772,371
5
1
74.8
Comm:22.8;Utilities:41.4;Energy:14.5;Materials:21.2
Value:18.9;Growth:16.9;Quality:13.4;Size:15.0;Momentum:19.1;LowVol:16.8
AAPL:9.3;GLD:16.7;TLT:15.3;TSLA:23.0;HYG:15.6;VOO:20.1
5.7
186
18.2
Volatile
23.9
4.48
4.5
153
75
45:123
70
0.0181
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
14
-34
6
null
BrokerD
MKT
88
6
3
-12
-24
-18
9
VAR>budget
Reduce
Risk above budget threshold
161
3
null
3
Increase defensive factor exposure
E8621
P3115
2025-07-07
Taxable
USD
353,586
7.9
1.19
37.6
Utilities:45.4;Financials:23.2;Comm:31.3
Value:22.8;Growth:15.6;Quality:21.2;Size:8.4;Momentum:19.2;LowVol:12.7
QQQ:12.8;XLF:13.4;BRK.B:20.6;MSFT:24.4;HYG:7.1;BND:21.8
5.1
170
21.3
Bull
14.7
3.73
3
88
12
-22:60
71
0.0127
false
false
MaxPos6%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
9
13
7
null
BrokerB
MKT
96
12
11
-60
40
12
-23
null
null
Normal monitoring
116
2.3
Approved
3
Increase defensive factor exposure
E8622
P8252
2025-11-16
Trust
USD
893,771
17.4
1
68.6
Health:49.5;Energy:17.3;Consumer:33.2
Value:22.7;Growth:16.3;Quality:15.8;Size:12.4;Momentum:11.0;LowVol:21.7
QQQ:27.5;AAPL:49.4;TLT:23.1
2
156
7.6
Bull
17.1
4.74
3.1
104
19
9:57
42
0.0103
false
false
MaxPos5%;MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-6
-9
4
null
BrokerC
MKT
97
6
6
-45
-74
-43
23
null
null
Normal monitoring
147
2.3
null
5
Tax-aware sells next window
E8623
P7210
2025-01-31
IRA
USD
1,373,043
3.9
1
65.1
Health:16.8;Consumer:24.2;Energy:29.5;Utilities:29.6
Value:19.7;Growth:18.8;Quality:13.6;Size:17.0;Momentum:10.6;LowVol:20.3
HYG:13.0;IEF:22.6;AMZN:22.0;XLF:19.6;MUB:22.8
2.4
182
14.8
Bull
13.9
3.53
2.9
93
6
-25:40
53
0.0121
false
false
null
null
VarNear
NoAction
Within policy bands; defer
17
-22
8
null
BrokerB
LMT
0
0
0
18
-8
-40
-18
null
null
Normal monitoring
133
1
null
3
Tax-aware sells next window
E8624
P4987
2025-11-09
Trust
USD
1,369,305
9
1
57.5
Industrials:24.7;RealEstate:33.0;Consumer:42.3
Value:21.4;Growth:16.4;Quality:20.3;Size:12.7;Momentum:14.4;LowVol:14.8
MSFT:12.7;TLT:10.7;VOO:26.0;HYG:24.8;TSLA:8.0;AMZN:17.7
4.7
178
16.4
Volatile
26.6
5.1
3.6
162
49
22:83
86
0.0181
false
true
MaxPos8%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
21
12
4
Delta:-0.06;Vega:0.04
BrokerD
LMT
96
2
9
36
97
-9
-24
VAR>budget
Hedge
Risk above budget threshold
136
3.4
null
4
Tax-aware sells next window
E8625
P4264
2024-12-09
IRA
USD
486,963
16.6
1
44.9
RealEstate:32.5;Tech:29.4;Utilities:38.0
Value:23.1;Growth:15.2;Quality:12.7;Size:11.8;Momentum:21.0;LowVol:16.2
VNQ:49.8;HYG:30.6;MSFT:19.6
2.6
170
8.7
Volatile
21.7
4.17
2.9
180
73
35:120
72
0.0191
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
-7
-13
3
null
BrokerC
MKT
97
3
5
31
17
-21
15
null
null
Normal monitoring
184
2.5
Approved
5
Increase defensive factor exposure
E8626
P9109
2025-08-22
IRA
USD
491,304
17.8
1
74.3
Consumer:19.8;Energy:16.6;Tech:37.2;Comm:26.5
Value:21.3;Growth:21.9;Quality:16.5;Size:17.0;Momentum:8.8;LowVol:14.6
GLD:13.7;AAPL:9.0;QQQ:12.8;VOO:30.6;TSLA:13.3;BRK.B:20.5
2.2
134
15.4
Bull
12.3
3.79
2.1
71
67
51:89
70
0.0058
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
26
-7
7
null
BrokerA
MKT
99
12
20
-40
-36
-51
16
null
null
Normal monitoring
208
1.7
null
4
Monitor dispersion and breadth
E8627
P8620
2024-12-02
Trust
USD
733,442
5.4
1
56.6
Utilities:19.3;Industrials:50.7;Energy:30.0
Value:13.5;Growth:11.4;Quality:16.9;Size:17.9;Momentum:17.7;LowVol:22.7
MUB:6.8;BND:16.3;MSFT:22.9;AMZN:19.9;XLF:18.0;QQQ:16.1
2.7
118
10.5
Bull
11.3
3.71
2.7
89
18
-17:62
52
0.0098
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-7
-30
5
null
BrokerD
MKT
94
11
19
-16
-5
5
-10
null
null
Normal monitoring
158
2.3
null
5
Within IPS guidelines
E8628
P1209
2025-08-01
401k
USD
411,740
3.3
1
55.6
Comm:34.0;Financials:31.7;Tech:24.3;Energy:10.0
Value:10.5;Growth:21.3;Quality:19.8;Size:21.2;Momentum:12.5;LowVol:14.8
BRK.B:34.0;VNQ:42.3;TSLA:23.7
2.4
213
23.1
Volatile
26.8
4.04
3.9
172
-42
-52:-14
39
0.0094
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-4
8
null
BrokerB
LMT
93
8
10
62
34
20
23
RegimeShift
Reduce
Volatility spike and breadth deterioration
209
2
Approved
3
Increase defensive factor exposure
E8629
P9923
2024-10-20
Trust
USD
220,954
9.5
1
37.9
Tech:22.6;RealEstate:19.3;Financials:12.5;Industrials:19.1;Health:26.6
Value:21.6;Growth:16.4;Quality:14.7;Size:15.8;Momentum:22.7;LowVol:8.8
BRK.B:25.6;AMZN:11.9;GLD:25.6;AAPL:19.9;IEF:17.1
3.3
95
8.3
Bull
12.8
3.53
2.5
76
0
-29:47
37
0.012
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
31
10
11
null
BrokerC
MKT
90
1
0
31
118
-26
25
null
null
Normal monitoring
116
2.4
null
3
Monitor dispersion and breadth
E8630
P3445
2025-06-22
Taxable
USD
750,499
8
1
54.9
Health:24.8;Utilities:21.7;Materials:15.8;Energy:17.6;Industrials:20.1
Value:22.8;Growth:23.8;Quality:20.1;Size:7.0;Momentum:10.4;LowVol:15.9
XLF:24.7;MUB:46.7;IEF:28.6
5.2
206
21.6
Sideways
19.5
3.67
2.8
105
-25
-36:16
19
0.0123
false
true
MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
10
-33
10
null
BrokerA
MKT
90
2
9
16
12
-30
28
VAR>budget
Hedge
Risk above budget threshold
220
2.1
SuggestedEdits
5
Increase defensive factor exposure
E8631
P0623
2025-02-01
401k
USD
405,293
11.6
1
35.1
Comm:28.7;Tech:30.1;Energy:22.7;Financials:18.4
Value:21.9;Growth:14.3;Quality:23.7;Size:12.1;Momentum:15.7;LowVol:12.4
MUB:25.8;VTI:18.8;GLD:29.3;VNQ:12.3;AAPL:13.8
4.1
144
14.7
Volatile
31
4.69
4.1
141
-2
-42:14
58
0.0106
false
false
MaxPos7%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
16
8
9
null
BrokerC
LMT
88
6
3
104
228
-37
-1
null
null
Normal monitoring
141
1.1
Approved
3
Within IPS guidelines
E8632
P3217
2024-07-08
IRA
USD
1,200,575
7.9
1
54.1
Consumer:19.8;Utilities:12.3;Materials:31.8;Financials:36.1
Value:12.5;Growth:29.0;Quality:10.6;Size:8.5;Momentum:12.2;LowVol:27.1
VOO:15.6;HYG:13.5;AAPL:22.4;TSLA:6.7;VTI:21.9;IEF:19.9
2.5
192
21.6
Bull
14.4
4.86
2.5
88
106
91:141
100
0.0107
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-12
-23
5
null
BrokerC
LMT
90
9
14
13
84
-43
23
RegimeShift
Reduce
Volatility spike and breadth deterioration
94
1.9
Approved
5
Monitor dispersion and breadth
E8633
P6897
2024-10-09
Trust
USD
661,589
6.6
1
71.8
Comm:13.1;Consumer:16.6;Utilities:26.5;Tech:28.8;Health:14.9
Value:8.6;Growth:22.9;Quality:19.0;Size:7.2;Momentum:20.1;LowVol:22.2
XLF:22.2;BND:28.3;HYG:14.7;VTI:34.8
3.3
160
9.6
Sideways
16.8
4.57
2.9
131
12
-20:49
64
0.0181
false
false
MaxPos6%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
8
-18
2
null
BrokerD
LMT
97
7
10
28
143
-35
22
null
null
Normal monitoring
206
1.5
Approved
5
Tax-aware sells next window
E8634
P3741
2025-08-08
Trust
USD
1,148,544
5.7
1
55
Industrials:10.8;Tech:19.5;Materials:16.5;Financials:28.6;Utilities:24.5
Value:14.5;Growth:19.3;Quality:22.2;Size:7.5;Momentum:24.0;LowVol:12.5
BRK.B:18.6;AMZN:17.3;TSLA:9.0;AAPL:18.9;XLF:17.0;MUB:19.3
5.5
129
14.7
Sideways
16.2
4.93
2.8
120
29
5:72
57
0.0196
false
false
MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
11
9
11
null
BrokerB
VWAP
92
6
10
117
146
5
-18
null
null
Normal monitoring
189
3.7
Approved
4
Tighten stops on momentum names
E8635
P0190
2025-05-21
Roth
USD
626,037
13.7
1
65.5
RealEstate:26.3;Utilities:40.5;Comm:18.2;Financials:15.0
Value:17.9;Growth:15.4;Quality:22.0;Size:9.4;Momentum:12.8;LowVol:22.4
MUB:39.1;AAPL:11.8;GLD:49.2
1.6
100
8
Bull
14.8
4.09
3.1
94
50
38:72
77
0.0078
false
false
ESGOnly;MaxPos7%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
13
-24
6
null
BrokerB
LMT
98
7
4
-21
-26
-60
4
null
null
Normal monitoring
212
1.4
null
3
Monitor dispersion and breadth
E8636
P3056
2024-12-27
Taxable
USD
836,604
9.9
1
62.8
Utilities:38.0;Consumer:24.9;Tech:22.9;Energy:14.2
Value:18.2;Growth:20.9;Quality:12.3;Size:8.0;Momentum:23.5;LowVol:17.0
IEF:19.9;MUB:14.9;TSLA:21.4;HYG:17.1;AMZN:17.9;VTI:8.9
5
171
20.6
Bull
13
4.42
2.3
104
84
68:113
83
0.017
false
true
ESGOnly;MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-14
-1
3
Delta:-0.14;Vega:0.03
BrokerA
LMT
97
4
8
18
95
-15
-5
VAR>budget
TightenStops
Risk above budget threshold
174
2
SuggestedEdits
5
Tax-aware sells next window
E8637
P9600
2025-08-16
401k
USD
843,808
7.5
1
63.2
RealEstate:17.1;Tech:25.7;Energy:25.8;Financials:31.4
Value:16.0;Growth:16.7;Quality:23.6;Size:7.9;Momentum:20.7;LowVol:15.0
BRK.B:33.2;XLF:42.3;AMZN:24.4
2.6
120
13.9
Volatile
26.7
5.36
3.9
155
-50
-88:-14
23
0.018
false
false
MaxPos5%
null
null
Sell
Trim extended winner -1.0%
19
14
9
null
BrokerB
LMT
98
2
9
80
202
-27
-12
null
null
Normal monitoring
208
3.5
Approved
3
Increase defensive factor exposure
E8638
P4659
2024-09-02
401k
USD
760,188
7
1
41.1
Health:22.1;Energy:31.3;Materials:15.7;Comm:13.7;Industrials:17.2
Value:20.6;Growth:21.0;Quality:9.6;Size:18.9;Momentum:10.7;LowVol:19.2
BND:33.6;GLD:21.8;VNQ:24.5;XLF:20.2
6.1
235
17.4
Bear
28.2
3.02
2.3
207
6
-20:54
36
0.0065
true
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
18
10
11
null
BrokerA
MKT
89
10
16
59
166
14
1
VAR>budget
TightenStops
Risk above budget threshold
139
2.7
SuggestedEdits
2
Increase defensive factor exposure
E8639
P5452
2024-10-31
IRA
USD
234,315
16.7
1
40.2
Tech:31.8;Materials:20.0;Industrials:21.3;Consumer:26.8
Value:8.8;Growth:15.5;Quality:22.4;Size:17.9;Momentum:18.6;LowVol:16.8
XLF:8.7;TSLA:26.7;AAPL:26.3;MSFT:30.3;QQQ:8.1
2.3
94
14.4
Volatile
25.6
5
3.7
150
64
31:94
73
0.0165
false
false
ESGOnly;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
14
-22
10
null
BrokerA
LMT
89
5
5
32
9
1
14
null
null
Normal monitoring
212
2.2
Approved
5
Monitor dispersion and breadth
E8640
P6926
2025-09-02
401k
USD
786,652
8.5
1.17
58.1
Energy:20.1;RealEstate:24.1;Tech:13.7;Materials:29.2;Utilities:12.9
Value:19.1;Growth:10.8;Quality:21.4;Size:11.6;Momentum:27.0;LowVol:10.2
VOO:12.5;VNQ:18.5;TSLA:10.1;BND:17.4;AMZN:22.6;IEF:18.9
6.7
169
25.7
Bull
12.8
4.44
2.1
79
116
96:143
97
0.0144
true
false
null
MaxPosExceeded
DriftNear
Rebalance
Shift +1.0% bonds from equity
-4
-8
3
null
BrokerD
VWAP
89
1
0
18
158
-50
38
Drift>tolerance
Hedge
Allocation drift beyond policy bands
123
2.5
SuggestedEdits
3
Tighten stops on momentum names
E8641
P0004
2024-11-17
Roth
USD
871,456
5.2
1
66.3
Utilities:20.0;Financials:28.1;Health:27.0;Consumer:25.0
Value:10.3;Growth:16.4;Quality:19.1;Size:21.3;Momentum:16.7;LowVol:16.1
AAPL:18.4;XLF:55.4;TLT:26.1
2.3
112
9.9
Sideways
21.3
3.64
2.8
128
51
21:83
86
0.0038
false
false
ESGOnly;MaxPos5%;MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-9
-13
4
Delta:-0.2;Vega:0.04
BrokerA
VWAP
89
4
10
98
137
-12
40
null
null
Normal monitoring
220
2.1
Approved
3
Monitor dispersion and breadth
E8642
P3518
2025-10-07
401k
USD
458,891
7
1
44.3
Energy:29.9;Comm:18.2;RealEstate:36.1;Health:15.7
Value:19.5;Growth:25.3;Quality:8.4;Size:12.5;Momentum:23.1;LowVol:11.3
BND:23.6;GLD:22.5;TLT:26.0;AMZN:27.9
1.6
91
7.4
Bull
16.3
3.94
2.9
77
57
19:87
86
0.009
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
29
7
10
null
BrokerC
LMT
93
6
13
-39
80
-19
5
null
null
Normal monitoring
125
1.3
Approved
4
Tax-aware sells next window
E8643
P2841
2025-11-20
Trust
USD
290,063
6.2
1
60.3
Utilities:25.9;Financials:20.6;Tech:25.8;Comm:27.7
Value:12.3;Growth:23.1;Quality:13.4;Size:18.3;Momentum:15.6;LowVol:17.4
VOO:14.2;AMZN:16.5;XLF:41.4;TLT:27.9
1.5
123
13.9
Sideways
16.5
4.42
2.9
118
14
-20:52
49
0.0187
false
false
MaxSector35%;NoMargin
null
null
NoAction
Within policy bands; defer
-4
-29
1
null
BrokerC
MKT
0
0
0
116
171
-13
26
null
null
Normal monitoring
161
1.6
null
5
Monitor dispersion and breadth
E8644
P9913
2024-10-25
401k
USD
574,097
13.4
1
67.3
Utilities:11.9;Financials:26.7;Comm:33.4;Energy:28.0
Value:19.8;Growth:17.6;Quality:7.5;Size:14.6;Momentum:21.7;LowVol:18.8
TSLA:29.6;QQQ:15.1;BND:15.1;TLT:26.5;BRK.B:13.7
1.9
98
11.3
Bull
17.2
3.95
2.3
76
78
68:125
84
0.0097
false
false
ESGOnly;MaxPos8%
null
null
Sell
Trim extended winner -1.0%
35
7
10
null
BrokerA
LMT
100
1
0
1
97
10
12
null
null
Normal monitoring
165
1.1
Approved
4
Increase defensive factor exposure
E8645
P7865
2025-06-29
IRA
USD
638,415
5.7
1
72.7
Industrials:41.7;Energy:28.3;Tech:30.1
Value:20.1;Growth:18.2;Quality:21.0;Size:12.9;Momentum:10.6;LowVol:17.2
QQQ:11.7;TSLA:30.9;MUB:23.3;HYG:34.0
2
157
14.4
Volatile
31.9
5.48
2.1
150
64
32:89
94
0.0197
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-4
-2
8
null
BrokerA
LMT
89
11
16
-10
108
-46
-8
null
null
Normal monitoring
117
2.7
Approved
4
Increase defensive factor exposure
E8646
P7039
2024-08-22
IRA
USD
599,776
8.1
1
36.2
Tech:16.4;Financials:15.5;Energy:33.5;Materials:34.5
Value:12.8;Growth:24.0;Quality:11.2;Size:21.1;Momentum:11.9;LowVol:19.0
GLD:17.4;AMZN:16.4;IEF:18.9;AAPL:47.3
3.5
182
20.6
Bear
23.5
4.42
1.5
171
-43
-80:3
45
0.0194
false
true
MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
24
-5
10
null
BrokerD
LMT
99
8
12
-56
-80
-2
-24
VAR>budget
Hedge
Risk above budget threshold
149
2.9
SuggestedEdits
4
Increase defensive factor exposure
E8647
P1849
2024-07-16
401k
USD
247,101
14.7
1
62.5
Tech:20.3;Utilities:18.2;RealEstate:26.1;Financials:23.2;Comm:12.2
Value:18.8;Growth:26.3;Quality:11.6;Size:22.2;Momentum:9.2;LowVol:11.9
BRK.B:27.6;BND:16.1;TSLA:7.5;VOO:10.4;XLF:27.1;VTI:11.4
4.8
137
15.5
Bear
24.6
4.07
2.5
148
-91
-102:-41
5
0.0083
false
false
ESGOnly;MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
14
-24
3
null
BrokerC
VWAP
91
2
5
-30
-33
-16
24
null
null
Normal monitoring
94
3.7
null
4
Tax-aware sells next window
E8648
P1717
2025-06-06
Taxable
USD
344,020
7.9
1
39.1
Health:30.4;Utilities:27.4;Financials:20.4;Tech:21.7
Value:10.5;Growth:15.9;Quality:16.3;Size:15.5;Momentum:26.0;LowVol:15.8
VOO:42.1;TLT:37.9;GLD:20.1
3.9
156
7.4
Volatile
20.5
3.99
3.2
143
35
10:67
68
0.0071
false
false
MaxPos7%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
35
-3
8
null
BrokerD
MKT
99
2
8
-1
-40
-49
-23
null
null
Normal monitoring
188
3.1
null
3
Within IPS guidelines
E8649
P1435
2025-01-16
Roth
USD
345,887
13.5
1
35.5
Industrials:30.5;RealEstate:26.2;Utilities:13.9;Materials:29.4
Value:21.9;Growth:21.3;Quality:17.3;Size:15.7;Momentum:9.1;LowVol:14.8
BRK.B:11.9;IEF:42.0;QQQ:46.2
4.4
148
14
Bull
14.6
4.92
3.2
83
93
61:126
84
0.0154
false
false
MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
11
4
6
null
BrokerC
LMT
88
1
0
30
29
14
8
null
null
Normal monitoring
189
1.8
Approved
5
Tax-aware sells next window
E8650
P8212
2024-12-17
Taxable
USD
747,851
9.8
1
35.7
RealEstate:25.7;Industrials:26.1;Health:20.0;Consumer:28.2
Value:15.8;Growth:14.6;Quality:8.9;Size:19.0;Momentum:20.7;LowVol:21.1
MUB:32.1;HYG:12.9;TSLA:15.7;IEF:39.3
3
135
11.4
Bear
25.6
3.46
2.2
146
-16
-49:6
51
0.0133
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
35
14
8
null
BrokerD
LMT
89
5
4
6
131
-17
22
null
null
Normal monitoring
98
3
null
3
Monitor dispersion and breadth
E8651
P4297
2024-08-30
Taxable
USD
1,949,489
7.5
1.11
56.9
Industrials:42.3;Materials:23.4;Tech:34.3
Value:20.7;Growth:11.0;Quality:9.4;Size:21.0;Momentum:22.8;LowVol:15.1
QQQ:6.6;VTI:12.8;TSLA:14.1;AMZN:22.1;TLT:25.7;XLF:18.7
3.1
124
17.1
Sideways
19.5
4.4
2.1
120
9
-17:40
60
0.0191
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
28
-35
12
null
BrokerC
MKT
90
12
20
12
-5
-26
8
null
null
Normal monitoring
217
2.9
Approved
5
Within IPS guidelines
E8652
P8364
2024-09-21
Taxable
USD
793,375
11.9
1
49.8
Health:38.4;Consumer:32.6;Financials:18.5;Tech:10.5
Value:19.6;Growth:22.3;Quality:17.7;Size:14.6;Momentum:10.0;LowVol:15.8
IEF:20.7;BND:13.7;QQQ:22.8;HYG:19.0;AMZN:23.8
1.1
142
7.9
Volatile
25.1
3.95
4
150
-43
-77:3
29
0.0053
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
23
-40
9
null
BrokerA
LMT
88
9
9
68
141
-42
10
null
null
Normal monitoring
120
1.2
Approved
4
Increase defensive factor exposure
E8653
P2042
2025-03-11
Roth
USD
1,337,134
7.9
1
62.3
RealEstate:21.9;Comm:8.1;Health:27.5;Utilities:22.0;Energy:20.5
Value:12.6;Growth:24.1;Quality:11.0;Size:14.1;Momentum:26.4;LowVol:11.7
VTI:42.7;XLF:14.2;GLD:43.1
3
258
16.7
Sideways
15
3.81
2.4
109
13
-26:42
64
0.012
false
true
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-31
10
Delta:-0.18;Vega:0.03
BrokerD
LMT
94
6
3
-17
69
-52
7
VAR>budget
Hedge
Risk above budget threshold
150
2.5
Approved
3
Monitor dispersion and breadth
E8654
P3767
2025-05-09
Roth
USD
2,296,030
5.9
1
43.5
Utilities:19.9;Tech:20.7;Financials:40.2;Energy:19.1
Value:11.6;Growth:20.5;Quality:17.1;Size:24.4;Momentum:11.6;LowVol:14.9
BND:31.1;MUB:34.6;BRK.B:34.3
5.3
126
15.5
Volatile
21.4
5.25
4.5
142
11
-14:39
73
0.0155
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
19
-39
10
null
BrokerA
LMT
96
5
6
107
188
-7
-21
null
null
Normal monitoring
205
2.2
null
4
Increase defensive factor exposure
E8655
P3113
2024-08-22
Taxable
USD
834,067
16.7
1
60.6
Comm:15.6;Financials:44.7;Consumer:39.7
Value:10.4;Growth:17.2;Quality:19.1;Size:22.8;Momentum:21.5;LowVol:8.9
VOO:31.6;BND:26.0;AAPL:42.4
2.9
121
12.8
Sideways
16.8
4.89
3
133
-24
-60:3
33
0.0138
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Sell
Trim extended winner -1.0%
8
-35
9
null
BrokerA
LMT
94
11
14
113
241
-29
39
null
null
Normal monitoring
188
2.5
Approved
3
Tighten stops on momentum names
E8656
P6010
2025-04-18
IRA
USD
622,903
14.1
1
63.5
Comm:26.4;Industrials:25.9;Tech:47.7
Value:17.3;Growth:12.8;Quality:21.5;Size:25.4;Momentum:14.0;LowVol:9.0
XLF:25.6;TLT:17.9;AAPL:42.6;BRK.B:13.8
1
169
8.9
Volatile
25.4
4.36
2
151
45
21:71
71
0.0098
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
4
2
null
BrokerA
MKT
88
12
18
16
73
0
-2
null
null
Normal monitoring
216
1.1
null
4
Monitor dispersion and breadth
E8657
P2426
2025-11-27
IRA
USD
465,439
8.2
1
35.4
Industrials:33.9;Consumer:30.6;Energy:35.5
Value:23.4;Growth:15.5;Quality:12.8;Size:20.2;Momentum:14.7;LowVol:13.5
IEF:17.9;QQQ:10.8;TLT:17.2;GLD:16.5;VTI:14.9;BND:22.6
2.5
92
9
Sideways
16.8
3.85
3.1
103
-12
-49:22
33
0.0038
false
false
MaxPos7%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-3
-39
4
null
BrokerC
MKT
94
11
19
50
125
16
32
null
null
Normal monitoring
136
1.9
Approved
3
Tax-aware sells next window
E8658
P0734
2025-05-12
IRA
USD
322,634
3.7
1
51.4
Industrials:10.9;Materials:17.5;Financials:24.3;Tech:23.9;Utilities:23.5
Value:20.6;Growth:19.9;Quality:13.1;Size:9.1;Momentum:18.3;LowVol:18.9
HYG:26.1;QQQ:15.0;TLT:22.3;GLD:6.4;BND:17.8;IEF:12.4
4
245
14
Bull
16.8
3.77
2.1
89
107
90:152
92
0.005
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
20
-19
2
null
BrokerC
MKT
92
4
9
-60
-66
-11
-17
VAR>budget
Reduce
Risk above budget threshold
138
0.9
Approved
3
Tighten stops on momentum names
E8659
P8269
2024-11-18
401k
USD
313,660
14.4
1
61.1
Energy:35.3;Utilities:21.3;Materials:25.8;Tech:17.5
Value:11.2;Growth:13.3;Quality:16.9;Size:18.8;Momentum:18.2;LowVol:21.6
BND:15.5;AMZN:9.8;VOO:25.1;VTI:10.8;GLD:19.9;TLT:18.9
1.8
107
15.1
Volatile
31.1
4.06
2
134
57
33:111
91
0.0048
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-14
-6
6
null
BrokerD
MKT
95
9
12
35
173
12
21
null
null
Normal monitoring
113
2.5
null
3
Tax-aware sells next window
E8660
P5722
2025-09-16
Taxable
USD
1,292,739
5.8
1
71.7
RealEstate:16.5;Health:26.1;Industrials:22.8;Comm:22.4;Tech:12.3
Value:9.4;Growth:12.3;Quality:22.9;Size:25.2;Momentum:21.5;LowVol:8.6
XLF:18.6;QQQ:35.1;VTI:13.7;TLT:32.6
2.6
229
27.4
Bull
13.7
4.58
2.2
80
71
32:114
81
0.019
false
true
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-11
4
null
BrokerC
MKT
97
7
12
-59
-47
-36
-16
RegimeShift
Reduce
Volatility spike and breadth deterioration
212
3.3
null
4
Within IPS guidelines
E8661
P7061
2024-12-22
Taxable
USD
298,488
17.5
1
61.8
Financials:17.8;Comm:45.5;Utilities:36.7
Value:8.7;Growth:23.2;Quality:21.9;Size:12.2;Momentum:22.6;LowVol:11.3
VTI:30.9;QQQ:24.5;TLT:44.5
3.6
167
10
Volatile
29.6
4.93
4.1
157
-7
-31:16
29
0.0109
false
false
ESGOnly;MaxPos6%
null
VarNear
Sell
Trim extended winner -1.0%
10
6
7
null
BrokerA
VWAP
96
12
19
101
234
-12
0
null
null
Normal monitoring
216
3.6
Approved
5
Within IPS guidelines
E8662
P5039
2024-11-20
Trust
USD
760,530
16.3
1
40.1
RealEstate:18.3;Materials:14.7;Consumer:18.4;Health:11.6;Utilities:37.0
Value:21.3;Growth:8.1;Quality:16.2;Size:18.8;Momentum:19.7;LowVol:16.0
MUB:15.3;VOO:32.9;BND:17.2;IEF:34.7
4.5
90
9.7
Volatile
26.5
5.05
3.6
137
45
21:77
79
0.0195
false
false
MaxSector35%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-4
7
3
Delta:-0.2;Vega:0.02
BrokerC
LMT
100
4
2
81
105
18
9
null
null
Normal monitoring
146
1.2
Approved
4
Within IPS guidelines
E8663
P8677
2025-09-22
IRA
USD
192,951
6.7
1
65.8
Financials:18.6;Consumer:26.9;RealEstate:14.5;Utilities:21.3;Comm:18.7
Value:15.8;Growth:21.6;Quality:8.1;Size:17.7;Momentum:17.0;LowVol:19.8
TLT:26.1;BRK.B:22.3;AMZN:31.5;VTI:20.1
1.2
131
15.1
Bull
16
4.83
2.5
115
85
74:134
87
0.0153
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
11
-3
11
null
BrokerB
MKT
88
12
18
70
38
-34
-23
null
null
Normal monitoring
141
1.4
null
3
Increase defensive factor exposure
E8664
P9591
2024-10-26
IRA
USD
464,538
16.9
1
59.7
Materials:28.8;Financials:14.2;Consumer:12.9;Industrials:14.1;Health:29.9
Value:27.7;Growth:13.9;Quality:16.3;Size:13.1;Momentum:18.8;LowVol:10.3
VNQ:25.3;MUB:8.7;VTI:39.1;MSFT:26.9
2.7
116
14.3
Volatile
20.6
4.41
2.1
112
-59
-96:-22
12
0.0039
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
22
-28
8
null
BrokerC
LMT
95
10
11
118
89
-13
24
null
null
Normal monitoring
144
3.8
null
5
Tax-aware sells next window
E8665
P6589
2024-11-27
401k
USD
892,852
7.2
1
47.1
Consumer:27.6;Health:25.7;Industrials:20.3;Comm:26.4
Value:14.6;Growth:24.6;Quality:11.9;Size:24.0;Momentum:17.1;LowVol:7.9
IEF:23.7;MUB:15.9;HYG:25.5;XLF:13.9;VNQ:21.1
3.7
124
12
Volatile
23.4
3.65
3.4
149
-56
-83:-31
27
0.0158
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
35
-40
4
null
BrokerC
VWAP
99
1
1
90
75
1
20
null
null
Normal monitoring
220
4
null
4
Tighten stops on momentum names
E8666
P6104
2024-08-09
Roth
USD
307,833
15.4
1
71.8
RealEstate:23.3;Health:21.6;Utilities:30.2;Consumer:24.9
Value:15.0;Growth:13.5;Quality:22.4;Size:19.6;Momentum:10.0;LowVol:19.7
QQQ:28.0;BND:14.9;XLF:15.8;TSLA:22.1;MUB:19.2
4.5
151
12.7
Bull
12
4.43
2.7
113
71
54:110
73
0.0187
false
false
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-28
12
null
BrokerA
MKT
96
1
1
10
61
-2
38
null
null
Normal monitoring
212
3.7
Approved
5
Tighten stops on momentum names
E8667
P3780
2024-08-31
401k
USD
560,601
12.4
1
57.4
Health:47.7;Energy:30.8;Financials:21.5
Value:10.4;Growth:22.6;Quality:24.3;Size:23.4;Momentum:9.3;LowVol:10.0
VOO:30.5;HYG:22.8;IEF:17.9;BRK.B:28.8
4.4
91
14.5
Sideways
15.4
4.89
3.1
111
11
-29:62
40
0.0052
false
false
MaxPos5%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
8
-39
7
null
BrokerD
LMT
100
9
16
91
173
-2
39
null
null
Normal monitoring
168
2.2
null
3
Tax-aware sells next window
E8668
P2821
2025-08-21
Trust
USD
892,915
9.1
1
36.2
Consumer:29.2;Industrials:16.2;Comm:25.5;RealEstate:29.0
Value:18.5;Growth:19.6;Quality:11.3;Size:20.8;Momentum:17.2;LowVol:12.6
VOO:26.8;XLF:10.0;AAPL:31.2;QQQ:32.1
3.1
160
8.4
Bull
13.2
4.47
3.1
105
113
93:135
98
0.0183
false
false
MaxPos6%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
26
-15
10
null
BrokerC
LMT
96
11
8
21
100
-5
-21
null
null
Normal monitoring
159
3
Approved
4
Monitor dispersion and breadth
E8669
P2110
2025-01-21
IRA
USD
446,749
8.5
1
55.2
Materials:18.4;Health:20.2;Consumer:25.4;Energy:35.9
Value:12.0;Growth:24.7;Quality:17.4;Size:16.7;Momentum:21.1;LowVol:8.1
QQQ:12.9;HYG:25.4;BND:39.1;XLF:22.6
4.6
141
9.1
Bear
32.5
3.05
1.9
206
-33
-44:-5
19
0.0169
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
28
2
7
null
BrokerD
LMT
98
2
7
0
48
18
-1
null
null
Normal monitoring
136
2.2
Approved
4
Increase defensive factor exposure
E8670
P3829
2025-01-06
IRA
USD
723,567
10.3
1
63.6
Financials:32.5;RealEstate:23.9;Health:23.2;Industrials:20.4
Value:24.1;Growth:14.4;Quality:17.9;Size:8.3;Momentum:23.4;LowVol:11.8
BRK.B:24.6;TLT:18.9;VTI:26.8;AAPL:29.7
1.7
92
15.9
Sideways
17
4.41
3.3
97
39
18:71
59
0.013
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
14
-1
7
null
BrokerC
VWAP
94
6
7
36
149
-10
30
null
null
Normal monitoring
106
1.3
Approved
5
Monitor dispersion and breadth
E8671
P3343
2025-01-26
Taxable
USD
283,944
9.4
1
36.3
Materials:32.8;Industrials:18.6;Comm:34.4;Utilities:14.3
Value:12.4;Growth:26.4;Quality:23.8;Size:10.9;Momentum:9.3;LowVol:17.2
QQQ:16.2;TLT:18.4;AAPL:32.8;TSLA:32.6
4.6
154
15.2
Volatile
28
5.25
2.8
171
-40
-70:-19
37
0.0196
false
false
MaxSector35%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
0
-15
8
null
BrokerC
MKT
89
2
9
55
74
-27
7
null
null
Normal monitoring
102
2
null
4
Tighten stops on momentum names
E8672
P3755
2025-04-27
Taxable
USD
1,687,224
8.3
1
63.3
Energy:26.9;Health:22.0;RealEstate:51.1
Value:7.7;Growth:15.0;Quality:23.6;Size:23.9;Momentum:21.8;LowVol:8.0
TSLA:14.2;GLD:36.5;MSFT:49.3
2
168
11.6
Volatile
23.5
5.13
3.1
146
15
-21:47
50
0.0103
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
0
11
null
BrokerA
LMT
96
9
10
-58
-97
-8
-14
null
null
Normal monitoring
219
2.2
Approved
3
Increase defensive factor exposure
E8673
P7642
2025-12-08
IRA
USD
892,443
7.5
1.16
43.8
Health:33.0;Energy:21.6;Materials:16.5;Consumer:13.0;Comm:15.8
Value:14.6;Growth:21.3;Quality:19.0;Size:7.9;Momentum:16.2;LowVol:21.1
TSLA:9.8;MSFT:30.3;TLT:13.1;HYG:14.5;AMZN:19.3;VOO:12.9
5.1
191
17.9
Bull
17.9
4.93
3.5
108
89
79:118
81
0.0149
false
true
MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
-22
6
Delta:-0.17;Vega:0.04
BrokerD
MKT
94
5
4
-50
10
-3
31
VAR>budget
Reduce
Risk above budget threshold
132
1.3
Approved
5
Tax-aware sells next window
E8674
P4285
2025-02-28
Trust
USD
2,084,774
9.2
1
73.9
RealEstate:15.2;Industrials:25.8;Health:35.0;Energy:24.0
Value:20.7;Growth:9.9;Quality:21.8;Size:11.9;Momentum:23.0;LowVol:12.6
HYG:31.8;AAPL:34.6;QQQ:33.6
3.2
161
18.5
Bull
16.4
3.56
2.7
76
4
-19:41
55
0.0154
false
false
ESGOnly;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
21
15
1
null
BrokerD
MKT
89
11
19
72
157
-24
40
null
null
Normal monitoring
172
1.3
null
4
Within IPS guidelines
E8675
P8593
2025-12-09
IRA
USD
1,310,746
8.2
1
69.4
Utilities:17.1;Health:41.0;RealEstate:21.5;Consumer:20.3
Value:10.3;Growth:24.6;Quality:8.5;Size:20.9;Momentum:22.7;LowVol:12.9
MUB:31.1;VOO:15.9;AAPL:38.5;HYG:14.5
5
144
18.6
Bull
17.6
3.58
2.9
96
108
89:130
100
0.015
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
34
7
11
null
BrokerA
MKT
89
11
18
-16
68
-43
17
null
null
Normal monitoring
133
1.3
Approved
4
Increase defensive factor exposure
E8676
P7091
2025-05-23
IRA
USD
566,697
9
1
71
Comm:13.2;Tech:37.3;RealEstate:34.9;Health:14.6
Value:9.3;Growth:25.6;Quality:13.2;Size:25.6;Momentum:15.2;LowVol:11.2
VTI:29.0;VNQ:40.3;AMZN:30.8
5
168
9.8
Bear
23
3.28
2.3
138
-111
-128:-84
5
0.0076
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-5
-39
1
null
BrokerA
LMT
94
6
6
65
107
6
-8
null
null
Normal monitoring
159
2.5
Approved
3
Tighten stops on momentum names
E8677
P3160
2025-11-09
401k
USD
317,646
16.7
1
59.2
Consumer:15.3;Health:25.9;Tech:17.1;Energy:22.8;RealEstate:18.9
Value:15.1;Growth:9.2;Quality:17.6;Size:21.6;Momentum:14.4;LowVol:22.1
GLD:37.3;TSLA:20.4;VNQ:42.2
1.9
125
8
Volatile
23.6
3.85
3
149
-27
-63:-5
43
0.0123
false
false
MaxPos7%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
21
5
8
Delta:-0.24;Vega:0.03
BrokerC
LMT
96
8
15
-58
46
-2
-17
null
null
Normal monitoring
216
1
Approved
4
Increase defensive factor exposure
E8678
P5973
2025-03-29
IRA
USD
941,483
5.7
1
46.9
Consumer:24.1;RealEstate:30.1;Financials:17.8;Energy:8.5;Materials:19.4
Value:21.8;Growth:13.3;Quality:18.2;Size:16.6;Momentum:13.3;LowVol:16.7
MUB:20.0;VNQ:24.7;BND:24.0;BRK.B:12.5;GLD:18.8
6.5
210
25.5
Volatile
22.4
4.65
4.2
177
20
-4:47
53
0.0141
true
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
12
-38
8
null
BrokerA
MKT
97
11
9
80
198
-1
-10
VAR>budget
Hedge
Risk above budget threshold
143
2.6
Approved
5
Within IPS guidelines
E8679
P1108
2024-09-25
Roth
USD
965,945
5.1
1
57.3
Utilities:35.9;Consumer:30.2;Financials:19.9;Materials:14.0
Value:14.1;Growth:17.5;Quality:22.0;Size:9.5;Momentum:27.1;LowVol:9.8
MSFT:57.8;TLT:16.6;VNQ:25.7
6.7
261
20.8
Bull
13.5
4.26
2.8
120
72
51:112
77
0.0085
true
true
MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
9
10
10
null
BrokerA
MKT
89
7
6
17
56
-27
-19
Drift>tolerance
Reduce
Allocation drift beyond policy bands
154
2.3
Approved
5
Monitor dispersion and breadth
E8680
P4216
2024-08-27
Roth
USD
2,123,440
5.2
1
36.4
Tech:27.7;Energy:11.0;Comm:17.7;RealEstate:27.6;Materials:15.9
Value:27.4;Growth:10.6;Quality:19.9;Size:10.8;Momentum:19.9;LowVol:11.3
VNQ:8.3;TSLA:13.9;VOO:27.2;HYG:23.7;IEF:26.9
2.9
177
11.3
Volatile
20.1
3.94
4.2
147
-47
-78:-27
15
0.0094
false
true
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-11
6
null
BrokerB
LMT
92
3
11
24
116
-36
33
RegimeShift
TightenStops
Volatility spike and breadth deterioration
103
3.1
SuggestedEdits
2
Within IPS guidelines
E8681
P0859
2025-10-09
401k
USD
910,689
9.6
1
54.3
Materials:34.9;Energy:32.7;Financials:32.4
Value:22.6;Growth:11.1;Quality:13.4;Size:21.5;Momentum:8.7;LowVol:22.7
BRK.B:17.0;MUB:7.2;MSFT:23.7;GLD:15.1;IEF:14.1;VTI:23.0
2.2
174
13.7
Volatile
22
3.97
2.1
117
19
3:53
45
0.0061
false
true
MaxPos8%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
7
2
null
BrokerD
LMT
97
10
17
54
93
9
-14
RegimeShift
Hedge
Volatility spike and breadth deterioration
180
3
SuggestedEdits
3
Monitor dispersion and breadth
E8682
P7549
2024-08-22
Roth
USD
820,972
6.2
1
60
Tech:13.5;Financials:35.7;Utilities:20.2;Health:30.6
Value:18.7;Growth:22.7;Quality:18.2;Size:17.8;Momentum:14.0;LowVol:8.6
TSLA:27.2;HYG:18.1;IEF:19.7;MSFT:19.7;MUB:15.3
4.9
121
21.8
Sideways
21.8
3.6
2.2
91
46
16:83
74
0.0129
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
3
-2
7
Delta:-0.18;Vega:0.03
BrokerC
LMT
99
11
9
56
80
-51
21
null
null
Normal monitoring
155
2
null
3
Tax-aware sells next window
E8683
P3017
2025-09-17
401k
USD
1,392,805
8.7
1
52.4
Energy:10.2;Comm:29.0;Financials:31.0;Tech:14.7;Industrials:15.1
Value:14.2;Growth:22.4;Quality:15.8;Size:28.4;Momentum:9.1;LowVol:10.1
MSFT:38.7;AAPL:17.8;TLT:43.5
5.2
205
17.3
Volatile
26.9
4.39
4.1
110
70
60:104
68
0.0038
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
-3
9
Delta:-0.12;Vega:0.06
BrokerD
LMT
92
4
3
17
51
-40
-8
RegimeShift
Reduce
Volatility spike and breadth deterioration
161
2.7
SuggestedEdits
4
Tighten stops on momentum names
E8684
P0013
2024-10-12
IRA
USD
590,307
6.5
1
67
Utilities:17.1;Health:44.2;RealEstate:38.7
Value:16.8;Growth:23.2;Quality:26.5;Size:9.3;Momentum:11.1;LowVol:12.9
XLF:36.7;MUB:36.9;VOO:16.6;BRK.B:9.8
4.9
154
14.2
Sideways
20.9
3.74
3.2
115
29
-8:61
81
0.0101
false
false
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-35
10
null
BrokerB
MKT
96
7
13
95
233
-26
-21
null
null
Normal monitoring
203
3.4
null
5
Tax-aware sells next window
E8685
P3503
2025-09-07
401k
USD
859,815
4.5
1
36.8
Utilities:28.2;Comm:29.8;Financials:12.6;Energy:15.0;Consumer:14.3
Value:25.3;Growth:13.4;Quality:17.7;Size:9.9;Momentum:16.9;LowVol:16.8
HYG:32.4;AAPL:16.8;GLD:9.3;XLF:21.2;QQQ:20.3
4.6
266
17.5
Sideways
21.1
4.22
2.7
128
-29
-42:-11
20
0.0159
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-37
4
null
BrokerD
MKT
91
11
10
-16
84
-47
29
RegimeShift
TightenStops
Volatility spike and breadth deterioration
179
3.3
null
4
Within IPS guidelines
E8686
P0993
2024-10-15
Trust
USD
980,909
7.5
1
70.3
Health:38.0;Consumer:37.3;Financials:12.5;Materials:12.2
Value:21.3;Growth:23.9;Quality:16.3;Size:11.8;Momentum:18.8;LowVol:7.9
MUB:16.5;QQQ:17.2;AAPL:23.4;BRK.B:20.8;HYG:6.5;XLF:15.6
4.3
226
13.5
Volatile
25.8
3.65
3.4
112
-25
-46:-1
25
0.0189
false
true
MaxPos7%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-10
6
Delta:-0.11;Vega:0.09
BrokerD
MKT
97
9
10
-22
-42
-7
28
RegimeShift
Pause
Volatility spike and breadth deterioration
159
2.8
SuggestedEdits
2
Tighten stops on momentum names
E8687
P5041
2025-06-19
401k
USD
1,051,327
6.3
1.06
43.8
Health:38.5;Industrials:31.8;Energy:29.7
Value:11.3;Growth:23.5;Quality:11.4;Size:12.0;Momentum:19.2;LowVol:22.7
VOO:21.2;VNQ:28.2;BRK.B:20.6;AAPL:14.4;QQQ:15.6
3.9
206
15
Volatile
24.8
3.8
3.3
150
-16
-53:21
49
0.0127
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-39
12
null
BrokerC
LMT
96
4
4
-50
52
-11
0
VAR>budget
Reduce
Risk above budget threshold
177
1.2
SuggestedEdits
3
Increase defensive factor exposure
E8688
P4417
2025-12-21
Taxable
USD
889,811
6.6
1.17
49.6
RealEstate:20.8;Energy:15.1;Industrials:27.8;Consumer:14.8;Financials:21.5
Value:14.1;Growth:10.0;Quality:21.8;Size:27.4;Momentum:17.0;LowVol:9.7
VNQ:22.4;TLT:57.8;MSFT:19.8
2.2
204
14.6
Bear
28.9
4.34
2.8
173
-40
-58:-20
33
0.0154
false
true
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
1
10
Delta:-0.21;Vega:0.08
BrokerB
LMT
98
2
0
-50
5
-6
-4
VAR>budget
Pause
Risk above budget threshold
104
2.3
SuggestedEdits
3
Increase defensive factor exposure
E8689
P3833
2025-09-20
401k
USD
959,366
5.3
1.23
52.3
Consumer:19.2;Industrials:15.4;Tech:23.0;Energy:16.5;RealEstate:25.9
Value:19.2;Growth:10.1;Quality:10.2;Size:10.5;Momentum:24.3;LowVol:25.7
HYG:12.6;AMZN:29.8;BRK.B:12.4;TSLA:34.6;GLD:10.7
6.6
237
17.6
Volatile
26.2
5.22
2
111
6
-29:43
70
0.0124
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
35
-7
5
null
BrokerB
MKT
95
11
12
-45
-80
0
5
VAR>budget
Reduce
Risk above budget threshold
109
1.9
SuggestedEdits
3
Increase defensive factor exposure
E8690
P0448
2025-04-01
Roth
USD
1,409,116
6.1
1
38.9
Health:35.6;Tech:49.1;Materials:15.3
Value:20.1;Growth:11.3;Quality:9.9;Size:22.7;Momentum:11.9;LowVol:24.1
AAPL:25.4;TLT:40.6;MSFT:34.0
4.2
150
13.1
Bull
17.2
3.92
2.1
99
31
-2:85
72
0.014
false
false
MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
4
8
11
Delta:-0.13;Vega:0.05
BrokerC
MKT
90
4
5
-43
-46
-19
-22
null
null
Normal monitoring
164
3.4
Approved
3
Tighten stops on momentum names
E8691
P0638
2025-01-27
IRA
USD
1,387,385
5.4
1
67
Utilities:9.8;Health:9.7;Comm:28.0;Consumer:22.1;Financials:30.4
Value:25.3;Growth:11.5;Quality:13.8;Size:8.6;Momentum:18.5;LowVol:22.3
MUB:13.3;VOO:22.1;TSLA:40.3;HYG:24.3
5.4
139
21
Bull
14.1
3.63
3.4
97
32
21:83
63
0.0091
false
false
MaxSector25%
null
DriftNear
Buy
Add core equity +1.0% from cash
34
-37
12
null
BrokerB
VWAP
98
10
11
34
22
8
18
null
null
Normal monitoring
137
1.8
null
4
Tighten stops on momentum names
E8692
P6245
2024-08-30
401k
USD
750,104
13.5
1
63.1
Materials:30.6;Utilities:13.0;Industrials:10.9;Financials:25.5;RealEstate:20.1
Value:16.1;Growth:18.6;Quality:12.2;Size:12.9;Momentum:29.8;LowVol:10.3
BRK.B:17.8;IEF:34.1;VTI:22.5;TSLA:25.6
4.1
114
9.9
Sideways
14.8
4.84
3.4
115
48
10:72
92
0.0107
false
false
ESGOnly;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-3
-28
5
null
BrokerC
VWAP
97
9
9
60
90
-60
28
null
null
Normal monitoring
182
3.7
null
4
Increase defensive factor exposure
E8693
P5421
2025-01-11
IRA
USD
225,781
9.6
1
55
Consumer:31.9;Health:46.7;Energy:21.4
Value:14.7;Growth:19.4;Quality:8.3;Size:18.9;Momentum:15.1;LowVol:23.6
MUB:44.4;VTI:24.8;TSLA:30.9
2.3
135
12.6
Bull
13.5
4.11
2.4
84
89
56:112
100
0.0053
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
3
-3
10
null
BrokerC
LMT
91
10
14
78
127
-53
6
null
null
Normal monitoring
207
1.8
Approved
3
Tax-aware sells next window
E8694
P6082
2025-08-24
Roth
USD
2,202,183
5
1
63.3
Energy:34.7;Utilities:11.6;Industrials:15.9;Consumer:18.7;Health:19.1
Value:21.3;Growth:15.7;Quality:8.9;Size:27.0;Momentum:15.9;LowVol:11.3
AMZN:17.7;QQQ:23.1;GLD:24.0;HYG:9.4;BND:18.1;MUB:7.6
4.1
203
17
Sideways
17.9
4.35
2.5
118
21
-3:59
49
0.0066
false
true
MaxPos8%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
19
10
3
null
BrokerC
LMT
91
8
14
20
8
-54
-21
VAR>budget
Reduce
Risk above budget threshold
219
3
null
4
Tighten stops on momentum names
E8695
P1008
2025-12-05
Roth
USD
344,695
9.6
1
67
RealEstate:10.8;Tech:19.8;Energy:23.0;Comm:18.4;Financials:28.1
Value:15.0;Growth:14.1;Quality:21.5;Size:26.2;Momentum:13.2;LowVol:9.9
HYG:22.1;QQQ:20.1;VNQ:9.1;BND:28.3;VOO:20.5
2.1
150
15.3
Bull
13.7
4.92
2.6
92
21
11:75
63
0.0065
false
false
ESGOnly;MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-8
9
null
BrokerB
LMT
96
11
16
16
100
-41
23
null
null
Normal monitoring
109
1.1
Approved
3
Increase defensive factor exposure
E8696
P7749
2025-02-03
Trust
USD
1,750,258
5.6
1.2
70.5
Comm:46.1;Consumer:18.2;Financials:35.7
Value:10.5;Growth:14.4;Quality:16.9;Size:11.0;Momentum:23.3;LowVol:23.9
VOO:14.2;AMZN:46.7;AAPL:18.3;HYG:20.8
4.6
215
19.7
Volatile
21.1
4.17
3.2
179
67
44:88
89
0.0166
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
12
4
null
BrokerC
VWAP
88
10
12
61
95
-53
8
VAR>budget
Pause
Risk above budget threshold
181
2.8
Rejected
5
Increase defensive factor exposure
E8697
P9035
2024-07-05
Taxable
USD
791,833
9.5
1
74.9
Comm:23.7;Health:24.8;Tech:15.0;Energy:17.8;Utilities:18.7
Value:12.5;Growth:24.9;Quality:12.1;Size:12.8;Momentum:26.6;LowVol:11.2
BND:21.0;HYG:24.5;IEF:25.2;BRK.B:13.2;TLT:16.0
2.6
101
13.2
Bull
13.5
3.78
3.4
84
67
54:83
67
0.0186
false
false
MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
29
-39
12
null
BrokerD
LMT
95
9
16
-25
-56
-55
-14
null
null
Normal monitoring
141
3.7
Approved
3
Tighten stops on momentum names
E8698
P7838
2024-07-19
Trust
USD
2,328,754
8.1
1
64.1
Health:19.2;Consumer:31.2;Tech:33.9;Financials:15.7
Value:22.9;Growth:21.2;Quality:9.8;Size:10.8;Momentum:13.2;LowVol:22.1
VNQ:27.2;TSLA:17.6;BRK.B:17.4;VOO:12.6;GLD:25.2
1.6
194
16.6
Bull
16
4.91
3.4
74
103
66:153
93
0.0181
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
4
8
null
BrokerA
LMT
92
4
7
103
235
12
-25
RegimeShift
Hedge
Volatility spike and breadth deterioration
125
2.5
null
5
Tax-aware sells next window
E8699
P4105
2024-07-06
Taxable
USD
1,970,410
9.1
1
65.9
Health:26.7;Materials:25.5;Comm:47.8
Value:19.0;Growth:10.7;Quality:10.0;Size:20.6;Momentum:17.1;LowVol:22.6
AMZN:28.2;VTI:29.7;HYG:42.1
3.2
161
15.8
Volatile
22.5
3.64
3.1
167
12
-3:63
52
0.0083
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
34
-34
11
null
BrokerB
LMT
95
8
5
52
184
-5
-3
null
null
Normal monitoring
187
1.2
null
5
Tax-aware sells next window
E8700
P5969
2024-09-18
401k
USD
467,609
12.6
1
56.3
Utilities:20.0;RealEstate:32.3;Financials:23.3;Tech:24.3
Value:19.4;Growth:20.8;Quality:11.6;Size:13.1;Momentum:19.0;LowVol:16.1
VTI:17.2;GLD:44.3;XLF:28.6;MSFT:9.8
2
165
15
Volatile
29
4.72
2.1
121
34
2:61
49
0.0051
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
29
8
9
null
BrokerA
VWAP
99
7
11
-26
72
-11
-25
null
null
Normal monitoring
177
1.8
null
3
Increase defensive factor exposure