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
E8701
P9896
2025-08-31
Taxable
USD
201,477
17
1
63.5
Industrials:11.5;Energy:19.2;Comm:24.3;Tech:25.9;Materials:19.2
Value:18.9;Growth:20.6;Quality:10.3;Size:7.8;Momentum:22.0;LowVol:20.3
MUB:25.3;IEF:12.5;GLD:43.1;VOO:19.2
3.8
95
13.7
Bull
15.1
4.73
3.4
78
73
47:121
100
0.0196
false
false
MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-6
15
10
null
BrokerD
LMT
95
11
9
25
141
-7
-18
null
null
Normal monitoring
134
3.8
null
5
Within IPS guidelines
E8702
P7880
2025-02-19
401k
USD
476,495
11.6
1
70.1
Industrials:14.6;Consumer:14.4;Utilities:27.7;Comm:19.4;Energy:23.9
Value:13.1;Growth:17.4;Quality:21.6;Size:17.9;Momentum:13.9;LowVol:16.1
AMZN:15.1;MUB:23.5;HYG:22.2;AAPL:30.5;TLT:8.7
2.9
107
11
Volatile
25.6
4.32
3.9
162
-15
-37:2
30
0.0188
false
false
ESGOnly;MaxPos6%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
2
13
3
null
BrokerC
VWAP
96
6
14
97
115
4
-10
null
null
Normal monitoring
189
1.8
Approved
3
Tighten stops on momentum names
E8703
P2498
2024-09-18
Roth
USD
1,700,674
5.1
1
40
Health:19.9;Industrials:25.7;RealEstate:54.4
Value:22.7;Growth:18.3;Quality:22.2;Size:11.7;Momentum:17.3;LowVol:7.7
MUB:21.7;IEF:15.6;BRK.B:32.9;AMZN:14.2;XLF:15.7
4.8
142
17.8
Bear
23.3
3.75
1.1
142
-1
-18:25
50
0.0056
false
false
MaxPos6%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
23
-38
11
null
BrokerD
LMT
89
7
7
21
3
-59
13
null
null
Normal monitoring
188
2.5
Approved
5
Monitor dispersion and breadth
E8704
P6487
2025-07-13
401k
USD
614,612
13.6
1
63.1
RealEstate:23.5;Consumer:21.4;Materials:18.6;Utilities:17.1;Health:19.4
Value:21.7;Growth:17.8;Quality:9.7;Size:29.5;Momentum:10.9;LowVol:10.4
VNQ:21.2;MUB:33.2;QQQ:20.9;TSLA:7.4;IEF:17.4
4
100
15.3
Bull
15.5
4.23
2.2
103
101
73:139
95
0.0159
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-2
-32
2
Delta:-0.14;Vega:0.06
BrokerA
VWAP
95
4
4
-43
19
-10
9
null
null
Normal monitoring
114
1.3
null
3
Within IPS guidelines
E8705
P1432
2025-03-03
401k
USD
621,442
7.6
1.22
69.4
Energy:39.9;Consumer:27.5;Materials:32.6
Value:13.7;Growth:14.3;Quality:10.5;Size:20.1;Momentum:19.3;LowVol:22.1
TSLA:18.1;IEF:42.5;XLF:39.4
6.1
265
22.6
Bull
13
4
2.9
86
113
94:165
93
0.0126
true
true
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
19
-8
9
null
BrokerD
VWAP
97
2
0
-2
-21
-8
6
VAR>budget
Hedge
Risk above budget threshold
212
3.4
Rejected
3
Within IPS guidelines
E8706
P2775
2025-11-24
Taxable
USD
2,328,504
8.6
1.05
49.8
Financials:28.0;Utilities:25.4;Materials:10.1;Tech:19.2;RealEstate:17.4
Value:12.9;Growth:19.4;Quality:14.4;Size:13.4;Momentum:22.0;LowVol:17.9
AAPL:14.0;QQQ:10.9;VNQ:28.9;VTI:46.2
5.4
209
15.4
Bear
25.1
4.04
2.8
209
-90
-108:-73
5
0.0066
false
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
22
-18
11
null
BrokerD
LMT
94
2
0
24
42
7
-19
VAR>budget
Hedge
Risk above budget threshold
207
2.5
null
5
Monitor dispersion and breadth
E8707
P9042
2025-12-15
Taxable
USD
1,797,894
9.7
1
46.7
Utilities:23.3;Tech:29.2;Energy:31.8;Health:15.8
Value:22.7;Growth:12.2;Quality:23.7;Size:11.8;Momentum:10.5;LowVol:19.0
TLT:26.9;AAPL:12.4;IEF:21.7;QQQ:21.7;BRK.B:9.8;VNQ:7.5
4.5
162
21.9
Sideways
16.8
4.27
2.9
110
59
42:91
76
0.0187
false
false
MaxPos8%
null
VarNear
Sell
Trim extended winner -1.0%
30
-3
6
null
BrokerB
MKT
97
6
11
107
171
-41
-21
null
null
Normal monitoring
153
2.8
Approved
3
Tax-aware sells next window
E8708
P3167
2025-12-23
Taxable
USD
1,166,821
8.1
1
44.8
Energy:36.5;Materials:38.3;Utilities:25.2
Value:12.1;Growth:10.7;Quality:17.0;Size:18.4;Momentum:24.5;LowVol:17.2
TSLA:39.1;VOO:19.8;AMZN:41.1
3.3
211
21.4
Volatile
28.8
3.54
2.1
147
-31
-67:0
23
0.0142
false
true
ESGOnly;MaxPos7%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
-27
6
null
BrokerB
LMT
89
12
14
-19
107
-60
40
RegimeShift
Pause
Volatility spike and breadth deterioration
99
1.3
SuggestedEdits
4
Within IPS guidelines
E8709
P6688
2025-08-24
Roth
USD
650,318
10.3
1
38.1
Industrials:37.2;Utilities:34.1;Comm:28.8
Value:11.7;Growth:19.2;Quality:10.8;Size:25.1;Momentum:12.5;LowVol:20.6
QQQ:28.9;HYG:20.4;BND:8.7;TSLA:24.4;AMZN:9.4;BRK.B:8.2
4
109
8
Bull
14.9
4.28
2.7
84
73
48:110
100
0.0187
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
18
-15
3
null
BrokerB
LMT
100
3
1
68
158
-46
36
null
null
Normal monitoring
137
3.2
Approved
4
Monitor dispersion and breadth
E8710
P4244
2024-09-05
401k
USD
1,077,276
5.4
1
57.2
Health:40.4;Financials:26.7;Materials:32.9
Value:9.8;Growth:19.5;Quality:13.7;Size:22.8;Momentum:15.6;LowVol:18.6
MSFT:37.1;TLT:26.2;GLD:27.2;BND:9.5
5.2
158
21.8
Volatile
24.2
4.31
3.6
180
66
33:91
88
0.0058
false
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-34
3
null
BrokerC
MKT
97
12
19
73
89
11
19
null
null
Normal monitoring
132
3.2
null
5
Increase defensive factor exposure
E8711
P0835
2025-09-13
401k
USD
769,053
7
1
40.6
Materials:10.1;Health:31.2;Comm:31.3;Consumer:11.6;RealEstate:15.8
Value:18.1;Growth:21.7;Quality:10.0;Size:22.3;Momentum:7.8;LowVol:20.1
VTI:44.9;BRK.B:14.9;MSFT:40.2
1.1
133
12.6
Sideways
18.1
4.64
2.6
134
42
32:72
77
0.0169
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
14
-14
1
null
BrokerA
LMT
100
1
0
39
175
-33
-21
null
null
Normal monitoring
130
1.2
Approved
3
Increase defensive factor exposure
E8712
P3364
2024-08-09
Roth
USD
1,229,812
5.4
1
47.2
Financials:33.9;RealEstate:16.3;Utilities:24.9;Comm:24.9
Value:22.9;Growth:10.3;Quality:10.3;Size:16.4;Momentum:15.4;LowVol:24.7
TSLA:27.1;QQQ:20.5;AAPL:20.7;VTI:9.0;MUB:22.8
5.3
121
15.1
Volatile
28.8
4.75
2.3
124
-8
-37:39
63
0.0056
false
false
MaxPos6%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-9
-17
8
null
BrokerC
VWAP
88
2
1
58
59
13
1
null
null
Normal monitoring
202
1.9
Approved
5
Tax-aware sells next window
E8713
P2991
2025-02-02
IRA
USD
1,849,111
9.6
1
36.5
RealEstate:33.1;Health:35.0;Utilities:18.8;Comm:13.1
Value:17.3;Growth:12.6;Quality:18.6;Size:15.6;Momentum:18.4;LowVol:17.4
IEF:15.2;XLF:18.8;MUB:11.4;BND:28.8;VNQ:14.0;TLT:11.9
1.6
144
15.7
Volatile
21.1
3.82
4.5
177
23
12:41
76
0.0174
false
false
ESGOnly;MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
6
-19
8
Delta:-0.09;Vega:0.02
BrokerD
MKT
90
1
0
100
106
-38
9
null
null
Normal monitoring
182
3.7
Approved
4
Monitor dispersion and breadth
E8714
P7456
2025-04-14
401k
USD
514,799
5.1
1
60.6
Utilities:16.0;Tech:14.3;Comm:26.5;RealEstate:18.6;Energy:24.5
Value:10.8;Growth:25.4;Quality:22.4;Size:10.5;Momentum:10.0;LowVol:21.0
VTI:12.9;AAPL:42.2;QQQ:29.0;IEF:15.9
5.3
189
19.4
Bull
15.3
4.34
2.5
116
40
15:72
68
0.0134
false
false
MaxPos6%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
11
4
Delta:-0.2;Vega:0.06
BrokerD
MKT
95
10
16
55
100
3
11
null
null
Normal monitoring
211
1.5
Approved
3
Increase defensive factor exposure
E8715
P4474
2024-12-03
Trust
USD
654,642
8.1
1
58.5
RealEstate:32.5;Utilities:20.5;Comm:29.8;Financials:17.2
Value:13.6;Growth:25.9;Quality:19.4;Size:21.7;Momentum:8.9;LowVol:10.5
IEF:49.1;VNQ:18.1;GLD:32.7
4.2
170
7.7
Volatile
30
5.16
2
114
-22
-53:0
22
0.0065
false
false
ESGOnly;MaxSector35%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
0
12
9
null
BrokerD
LMT
92
9
6
-43
-64
-11
25
null
null
Normal monitoring
118
2.3
null
4
Increase defensive factor exposure
E8716
P0805
2025-03-12
Taxable
USD
2,222,293
6.1
1.19
43.9
Comm:19.4;Energy:21.1;RealEstate:17.2;Materials:31.8;Industrials:10.6
Value:11.8;Growth:22.1;Quality:14.9;Size:10.0;Momentum:14.2;LowVol:27.0
MSFT:13.6;BRK.B:24.0;AMZN:17.3;VTI:21.1;VOO:24.0
3.9
122
17.2
Sideways
19.8
3.73
2.6
128
28
5:61
52
0.0125
false
false
MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
10
-29
7
Delta:-0.17;Vega:0.03
BrokerA
MKT
98
6
13
36
7
-39
-21
null
null
Normal monitoring
163
2.5
null
5
Within IPS guidelines
E8717
P0947
2024-12-22
Trust
USD
542,465
5.8
1
50.1
Comm:18.6;Utilities:10.3;Consumer:19.8;Industrials:18.2;Tech:33.2
Value:14.3;Growth:11.2;Quality:20.2;Size:11.6;Momentum:17.4;LowVol:25.3
BND:40.5;VOO:19.1;AMZN:20.7;VTI:19.7
3.1
141
10.8
Bull
15.7
4.75
2.4
85
99
72:131
94
0.006
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
16
-40
7
null
BrokerA
VWAP
99
5
3
113
126
-55
-19
null
null
Normal monitoring
173
2.1
Approved
3
Increase defensive factor exposure
E8718
P2784
2025-01-23
Taxable
USD
815,539
14.2
1
38.1
Energy:25.9;Financials:49.1;Utilities:25.0
Value:21.6;Growth:22.5;Quality:15.5;Size:8.8;Momentum:13.0;LowVol:18.6
IEF:23.3;HYG:20.1;BRK.B:17.8;GLD:18.4;AAPL:20.4
2.2
107
9.7
Bull
16
3.67
3
98
69
56:90
71
0.0143
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
7
-20
9
null
BrokerA
LMT
89
11
17
-10
38
-15
35
null
null
Normal monitoring
188
3.1
Approved
4
Tax-aware sells next window
E8719
P2555
2025-12-25
Roth
USD
2,184,867
7.4
1
67.4
RealEstate:18.0;Energy:21.9;Industrials:12.5;Financials:27.0;Tech:20.6
Value:10.3;Growth:15.9;Quality:22.8;Size:10.7;Momentum:16.2;LowVol:24.1
TLT:21.2;VTI:16.0;GLD:22.0;TSLA:18.7;XLF:22.1
5.2
181
17.1
Sideways
14.6
4.57
2.4
140
-7
-47:41
43
0.0192
false
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-10
1
null
BrokerD
VWAP
94
8
9
-13
-1
-53
0
VAR>budget
Hedge
Risk above budget threshold
213
2.5
SuggestedEdits
2
Within IPS guidelines
E8720
P9880
2024-10-02
IRA
USD
407,484
4.4
1
37.3
Health:28.6;Financials:24.1;Industrials:13.8;Energy:33.6
Value:22.1;Growth:14.5;Quality:15.1;Size:8.1;Momentum:19.9;LowVol:20.4
TLT:8.7;VOO:26.2;BRK.B:6.9;IEF:29.7;QQQ:28.5
5
218
12.1
Volatile
21.5
4.44
3.7
166
-29
-47:12
53
0.0143
false
true
ESGOnly;MaxPos5%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
-31
3
null
BrokerC
MKT
91
10
18
91
86
-43
-11
RegimeShift
Reduce
Volatility spike and breadth deterioration
194
2.6
SuggestedEdits
5
Increase defensive factor exposure
E8721
P1048
2025-07-19
IRA
USD
1,181,919
5.6
1
67.9
Financials:25.2;Materials:42.4;Consumer:32.4
Value:11.7;Growth:10.4;Quality:19.0;Size:24.9;Momentum:12.5;LowVol:21.5
GLD:31.4;HYG:39.8;AAPL:28.8
3.4
136
21
Bull
16.9
4.07
2.4
70
9
-11:29
70
0.0127
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
14
-34
1
Delta:-0.18;Vega:0.08
BrokerC
LMT
88
6
7
74
195
-53
-4
null
null
Normal monitoring
138
1.4
null
5
Tax-aware sells next window
E8722
P3438
2024-08-17
IRA
USD
440,238
6.2
1
45.8
Health:25.0;Comm:13.3;Tech:21.5;Energy:27.7;Financials:12.6
Value:20.1;Growth:21.5;Quality:24.4;Size:9.1;Momentum:14.0;LowVol:10.8
GLD:32.4;VTI:32.8;BRK.B:34.9
2.2
113
14
Bear
26.3
3.93
2.6
141
-25
-57:21
37
0.0037
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-32
8
null
BrokerD
LMT
92
1
1
-54
34
5
16
null
null
Normal monitoring
184
2.8
Approved
3
Increase defensive factor exposure
E8723
P8586
2025-09-14
IRA
USD
284,214
16.4
1
64.5
Industrials:28.4;Energy:37.5;Financials:34.1
Value:16.9;Growth:8.4;Quality:22.9;Size:15.7;Momentum:23.8;LowVol:12.2
TLT:21.3;HYG:23.6;QQQ:10.4;AAPL:16.8;TSLA:10.1;VOO:17.9
1.8
106
14.5
Bull
11.4
3.63
3.2
92
41
2:89
84
0.0046
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
5
-1
4
null
BrokerB
LMT
91
2
2
38
97
-36
1
null
null
Normal monitoring
220
2.6
null
4
Within IPS guidelines
E8724
P8821
2025-07-10
IRA
USD
222,464
11.1
1
68.4
Tech:41.7;Materials:37.6;Energy:20.6
Value:21.7;Growth:12.3;Quality:16.5;Size:13.3;Momentum:19.6;LowVol:16.5
MUB:20.1;VTI:27.2;VOO:25.0;TLT:27.6
1.1
108
14
Sideways
14.6
4.86
3.4
128
59
26:78
86
0.0051
false
false
MaxPos5%
null
null
Sell
Trim extended winner -1.0%
-13
8
3
null
BrokerC
MKT
89
5
3
102
133
7
37
null
null
Normal monitoring
105
1.5
null
3
Within IPS guidelines
E8725
P4070
2025-08-04
Roth
USD
799,915
5.3
1.13
38.6
Consumer:39.5;Energy:22.1;Materials:38.4
Value:16.0;Growth:17.2;Quality:20.1;Size:20.2;Momentum:15.0;LowVol:11.5
VOO:17.1;GLD:14.1;BND:51.1;XLF:17.7
5.5
189
18.4
Sideways
17.3
4.27
2.4
93
49
20:64
64
0.0051
false
true
MaxSector25%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-8
-25
3
null
BrokerC
LMT
92
6
13
56
31
-41
14
RegimeShift
Reduce
Volatility spike and breadth deterioration
155
3.1
null
5
Within IPS guidelines
E8726
P2075
2024-07-31
Taxable
USD
1,575,315
4.5
1
37.9
Energy:27.4;Industrials:20.3;RealEstate:10.9;Tech:15.3;Consumer:26.1
Value:20.9;Growth:14.9;Quality:19.5;Size:15.9;Momentum:14.0;LowVol:14.8
MUB:32.7;MSFT:32.3;IEF:34.9
4.8
261
27.6
Bull
15.2
4.74
2.4
120
3
-27:41
54
0.0069
false
true
ESGOnly;MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-12
5
12
null
BrokerB
MKT
92
6
4
-43
46
-35
-23
VAR>budget
Reduce
Risk above budget threshold
91
1.9
SuggestedEdits
3
Tax-aware sells next window
E8727
P4982
2025-07-01
IRA
USD
211,391
12.6
1
64.3
RealEstate:34.1;Materials:22.6;Tech:12.5;Financials:15.3;Comm:15.4
Value:18.7;Growth:7.0;Quality:20.7;Size:15.1;Momentum:18.8;LowVol:19.7
AAPL:33.9;VTI:44.7;MSFT:21.3
3.1
91
12.9
Bull
15.4
4.5
2.2
96
109
76:138
100
0.0152
false
false
MaxPos5%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
32
-1
9
null
BrokerA
LMT
98
2
8
114
126
5
20
null
null
Normal monitoring
105
1.1
null
4
Within IPS guidelines
E8728
P4515
2024-07-20
Trust
USD
2,484,216
5.5
1
47.6
Utilities:23.1;Comm:26.9;Consumer:50.0
Value:22.6;Growth:8.9;Quality:22.3;Size:12.4;Momentum:12.1;LowVol:21.7
QQQ:23.1;GLD:5.1;VOO:12.3;BND:20.6;IEF:21.7;HYG:17.2
3.9
220
13
Bear
26.4
4.12
1.7
135
30
6:54
61
0.0063
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
1
-21
5
null
BrokerC
MKT
99
5
10
103
141
-59
-25
VAR>budget
Pause
Risk above budget threshold
139
1.8
Approved
4
Monitor dispersion and breadth
E8729
P2009
2025-11-30
401k
USD
689,504
6.8
1
68.7
Materials:33.7;RealEstate:47.7;Tech:18.6
Value:20.8;Growth:17.3;Quality:9.9;Size:18.7;Momentum:18.3;LowVol:15.0
MSFT:24.8;VOO:23.9;HYG:15.5;XLF:35.8
5
146
20.9
Volatile
29.9
3.64
3.8
175
5
-13:47
51
0.0155
false
false
MaxPos7%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
33
-24
5
null
BrokerC
MKT
100
9
15
110
216
10
36
null
null
Normal monitoring
154
2.1
null
3
Increase defensive factor exposure
E8730
P4129
2024-09-28
Roth
USD
1,032,789
9.3
1
52.2
Utilities:11.6;Industrials:31.7;Financials:20.4;Energy:23.6;Consumer:12.8
Value:9.3;Growth:10.1;Quality:21.6;Size:20.7;Momentum:22.9;LowVol:15.4
AMZN:8.3;IEF:32.7;TLT:38.9;VTI:20.1
4.9
177
14.9
Volatile
31.8
5.13
2.8
160
-52
-90:-33
37
0.0076
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
22
2
11
Delta:-0.12;Vega:0.06
BrokerB
LMT
95
11
9
52
60
20
-16
VAR>budget
TightenStops
Risk above budget threshold
119
3.2
SuggestedEdits
5
Tighten stops on momentum names
E8731
P1890
2024-10-15
IRA
USD
490,149
9.6
1
52.1
Comm:15.1;Consumer:31.6;Tech:53.3
Value:18.6;Growth:15.8;Quality:16.1;Size:19.0;Momentum:17.8;LowVol:12.8
VTI:19.0;TSLA:20.6;VOO:15.3;AMZN:19.3;XLF:18.8;BND:6.9
4.8
90
15.1
Volatile
29.7
3.81
3.5
118
37
6:73
74
0.0194
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-13
9
7
null
BrokerA
VWAP
88
9
16
96
76
-15
18
null
null
Normal monitoring
181
3.8
Approved
3
Tighten stops on momentum names
E8732
P6250
2025-07-16
Trust
USD
244,190
10.2
1
68.3
RealEstate:12.5;Financials:17.2;Consumer:11.6;Utilities:39.7;Materials:19.0
Value:13.5;Growth:8.3;Quality:22.8;Size:8.3;Momentum:21.0;LowVol:26.0
VTI:37.5;HYG:24.4;VOO:38.1
3.4
154
10.2
Bull
16
4.43
2.5
76
17
-6:33
49
0.0093
false
false
null
null
VarNear
NoAction
Within policy bands; defer
-4
-14
1
null
BrokerB
MKT
0
0
0
-3
-21
18
-23
null
null
Normal monitoring
110
2.5
Approved
3
Within IPS guidelines
E8733
P1106
2025-02-10
401k
USD
304,796
8
1.16
39.9
Industrials:21.5;Tech:17.5;Comm:28.7;Consumer:8.5;Health:23.9
Value:14.2;Growth:14.6;Quality:11.0;Size:23.4;Momentum:13.3;LowVol:23.5
QQQ:28.6;TLT:26.4;AMZN:16.2;VNQ:28.7
6.9
224
26
Sideways
14.3
4.01
2.2
131
-17
-37:38
38
0.008
true
true
MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-12
5
null
BrokerC
LMT
97
10
17
38
171
-45
7
Drift>tolerance
Reduce
Allocation drift beyond policy bands
160
3
Approved
2
Tighten stops on momentum names
E8734
P4341
2024-11-27
401k
USD
1,370,901
4.3
1
46.2
Comm:42.7;Health:22.9;Energy:18.4;Materials:16.0
Value:21.2;Growth:20.0;Quality:13.4;Size:13.4;Momentum:20.2;LowVol:11.8
AMZN:22.0;QQQ:8.1;BRK.B:16.3;GLD:32.6;HYG:12.3;MSFT:8.8
2.7
229
12
Volatile
20.9
4.02
2.8
145
-1
-22:15
56
0.0176
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
-38
5
Delta:-0.22;Vega:0.09
BrokerC
LMT
91
10
12
-21
-49
6
-3
VAR>budget
Hedge
Risk above budget threshold
178
1.3
SuggestedEdits
5
Tax-aware sells next window
E8735
P4111
2024-08-22
Trust
USD
1,217,089
7
1
58.7
Comm:12.5;Tech:19.0;Financials:33.6;Health:9.4;Utilities:25.6
Value:10.3;Growth:14.0;Quality:16.7;Size:15.4;Momentum:15.5;LowVol:28.0
HYG:6.9;BND:6.4;VTI:20.5;VOO:26.3;XLF:26.3;AAPL:13.7
2.7
145
21.7
Bull
17
3.64
3.4
72
5
-35:34
41
0.0087
false
false
ESGOnly;MaxSector25%
null
null
NoAction
Within policy bands; defer
-6
-5
4
null
BrokerA
MKT
0
0
0
-41
-32
-56
31
null
null
Normal monitoring
144
3
Approved
5
Monitor dispersion and breadth
E8736
P8493
2024-12-16
Trust
USD
559,054
8.9
1
68.5
Financials:25.3;Comm:16.1;Industrials:43.2;Utilities:15.5
Value:10.3;Growth:20.3;Quality:16.5;Size:20.8;Momentum:18.8;LowVol:13.3
HYG:21.0;QQQ:19.7;MUB:29.7;BND:13.7;TLT:15.9
3.7
198
16.3
Bull
17
3.97
3
112
67
28:103
81
0.0169
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-9
8
null
BrokerB
VWAP
96
2
2
-42
-69
-50
29
VAR>budget
TightenStops
Risk above budget threshold
133
3.4
null
3
Tax-aware sells next window
E8737
P8674
2025-10-27
Taxable
USD
997,173
6.4
1
45.9
Tech:14.7;Materials:29.4;Financials:16.8;Health:16.3;Industrials:22.8
Value:17.0;Growth:20.8;Quality:17.2;Size:9.9;Momentum:19.4;LowVol:15.8
VNQ:19.4;BND:12.1;VTI:8.3;BRK.B:9.3;TLT:25.6;XLF:25.4
5.7
151
11.4
Bear
33.2
3.64
1.5
138
15
-5:54
40
0.0107
false
false
ESGOnly;MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-18
5
null
BrokerB
LMT
97
2
6
59
127
-49
38
null
null
Normal monitoring
205
1.8
Approved
3
Within IPS guidelines
E8738
P7370
2024-08-14
Trust
USD
618,117
9.3
1
36.4
Health:38.2;Consumer:14.5;Materials:47.4
Value:8.4;Growth:15.1;Quality:24.2;Size:9.5;Momentum:24.7;LowVol:18.0
AAPL:38.1;TLT:26.8;MSFT:35.1
3
154
11.9
Sideways
20.4
4.11
2.9
104
24
3:79
62
0.0117
false
false
ESGOnly;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
17
5
1
null
BrokerB
LMT
90
11
13
-33
-69
-15
29
null
null
Normal monitoring
176
2
Approved
3
Tax-aware sells next window
E8739
P5142
2025-09-01
Taxable
USD
452,890
8.8
1
74.2
Industrials:9.9;Comm:36.3;Materials:18.8;Tech:35.0
Value:9.7;Growth:24.1;Quality:9.0;Size:18.9;Momentum:12.0;LowVol:26.4
AAPL:14.7;XLF:19.5;TLT:12.4;MSFT:21.1;MUB:25.1;VTI:7.3
2.8
277
25.2
Bull
12.5
3.95
3.1
112
82
49:111
94
0.0192
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-35
4
null
BrokerA
VWAP
99
3
7
58
175
9
5
RegimeShift
Hedge
Volatility spike and breadth deterioration
181
2.3
null
3
Increase defensive factor exposure
E8740
P9735
2024-08-28
Trust
USD
1,569,612
8.1
1
66
Utilities:19.7;Energy:28.6;Industrials:20.1;Financials:31.6
Value:14.6;Growth:15.4;Quality:21.3;Size:17.6;Momentum:8.2;LowVol:22.9
HYG:19.6;VTI:34.4;VOO:31.6;AAPL:14.4
4.7
249
25
Volatile
21.7
4.72
2.4
163
-48
-70:-6
33
0.0072
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-18
11
null
BrokerC
MKT
99
7
11
26
91
-16
14
VAR>budget
Pause
Risk above budget threshold
217
1.4
null
5
Within IPS guidelines
E8741
P1052
2025-02-12
Taxable
USD
538,973
9.5
1
66.8
Utilities:19.5;Industrials:18.1;Financials:8.2;Energy:26.8;Consumer:27.4
Value:9.1;Growth:18.1;Quality:9.7;Size:18.8;Momentum:21.8;LowVol:22.5
GLD:11.6;BRK.B:18.1;VOO:21.7;VNQ:17.1;MUB:9.7;AAPL:21.7
2.9
166
7.9
Volatile
27
4.99
2.5
160
28
18:55
61
0.0078
false
false
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
-3
10
Delta:-0.06;Vega:0.09
BrokerB
MKT
93
6
5
-39
15
-17
-16
null
null
Normal monitoring
163
3.5
Approved
5
Increase defensive factor exposure
E8742
P3077
2025-07-10
401k
USD
331,801
12
1
48.3
Industrials:47.7;Energy:17.8;Consumer:34.4
Value:18.9;Growth:17.8;Quality:8.9;Size:20.6;Momentum:15.9;LowVol:17.9
XLF:52.3;BRK.B:20.5;VOO:27.1
3.2
123
12.2
Sideways
21.7
3.82
2.9
104
-7
-28:12
61
0.012
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
27
-12
3
null
BrokerB
MKT
93
3
5
112
90
-32
5
null
null
Normal monitoring
134
3.2
Approved
5
Tax-aware sells next window
E8743
P8293
2025-01-12
IRA
USD
447,900
8.7
1
38.1
Industrials:32.2;Tech:17.1;Consumer:22.1;Comm:28.6
Value:23.5;Growth:12.7;Quality:14.0;Size:23.6;Momentum:14.4;LowVol:11.8
IEF:11.3;AMZN:21.9;TSLA:17.8;TLT:23.7;MUB:25.3
4.1
129
10.7
Bull
15.3
4.51
3.2
95
24
10:76
79
0.011
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
22
-37
10
null
BrokerB
MKT
92
6
9
12
83
-6
28
null
null
Normal monitoring
168
2.6
null
4
Within IPS guidelines
E8744
P6644
2025-04-24
Trust
USD
579,056
6.4
1
38.3
Consumer:34.0;RealEstate:41.6;Utilities:24.4
Value:7.7;Growth:16.5;Quality:22.5;Size:21.8;Momentum:23.2;LowVol:8.3
AMZN:23.3;VNQ:18.4;MSFT:13.8;BRK.B:20.0;IEF:24.6
5.7
175
17.4
Bull
12
4.21
3.2
116
33
10:73
75
0.0166
false
false
MaxPos5%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
8
11
11
null
BrokerB
LMT
96
11
13
-22
61
-32
-7
null
null
Normal monitoring
137
3.7
null
4
Monitor dispersion and breadth
E8745
P7319
2025-07-09
Taxable
USD
493,436
7.4
1
66.9
Utilities:16.1;Tech:20.8;RealEstate:17.8;Materials:21.0;Industrials:24.2
Value:21.0;Growth:15.5;Quality:21.2;Size:14.0;Momentum:13.4;LowVol:14.9
HYG:17.4;BRK.B:20.3;XLF:22.1;QQQ:7.3;BND:21.7;VOO:11.2
3.1
174
17.7
Volatile
21.4
5.42
3.2
162
54
37:77
81
0.0126
false
true
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
15
1
null
BrokerB
LMT
89
8
14
-4
131
14
32
VAR>budget
Hedge
Risk above budget threshold
191
2.4
SuggestedEdits
4
Tighten stops on momentum names
E8746
P6362
2025-02-20
Trust
USD
660,143
6.8
1
72.3
Tech:14.3;Materials:41.2;Health:44.5
Value:20.8;Growth:17.6;Quality:10.0;Size:24.6;Momentum:8.5;LowVol:18.5
VOO:28.0;VTI:17.9;QQQ:54.1
4.8
178
11.7
Bull
15.6
3.61
2.1
116
105
74:121
97
0.0129
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
-28
5
null
BrokerD
MKT
100
1
1
102
163
3
31
VAR>budget
Hedge
Risk above budget threshold
90
2.9
Approved
4
Monitor dispersion and breadth
E8747
P4918
2024-12-21
Taxable
USD
1,813,780
6.8
1
48.7
Consumer:26.9;Tech:50.2;Industrials:22.9
Value:21.3;Growth:12.1;Quality:19.2;Size:17.2;Momentum:15.1;LowVol:15.1
GLD:25.5;VTI:24.0;BRK.B:21.7;AAPL:14.3;AMZN:14.4
3
175
15.5
Bull
14.2
4.42
2.3
96
42
19:63
67
0.0184
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
13
8
Delta:-0.22;Vega:0.03
BrokerA
MKT
97
9
8
81
88
-12
39
VAR>budget
Hedge
Risk above budget threshold
154
0.9
Approved
2
Increase defensive factor exposure
E8748
P5458
2025-02-05
Taxable
USD
1,460,503
7.2
1.12
44.6
Energy:17.1;Consumer:25.1;Tech:12.4;Comm:23.8;Health:21.6
Value:14.6;Growth:19.4;Quality:19.9;Size:21.0;Momentum:15.9;LowVol:9.2
VOO:24.4;TLT:20.1;IEF:26.3;AMZN:29.1
2.7
145
14.5
Volatile
26.6
3.58
2.5
128
10
-25:41
50
0.0162
false
false
null
null
null
Sell
Trim extended winner -1.0%
11
-28
5
null
BrokerC
LMT
97
4
5
109
97
-53
-22
null
null
Normal monitoring
174
2
null
5
Within IPS guidelines
E8749
P7316
2025-12-26
Roth
USD
438,797
8.9
1
68.6
Health:23.5;Comm:8.8;Consumer:19.5;Financials:26.1;Industrials:22.1
Value:19.2;Growth:23.3;Quality:17.7;Size:10.6;Momentum:22.3;LowVol:6.9
IEF:11.0;AMZN:11.9;MSFT:14.6;VOO:16.6;HYG:45.8
3.5
114
10.2
Bull
17.5
4.34
2.9
77
62
44:80
67
0.0134
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
14
4
5
null
BrokerC
MKT
93
11
19
58
66
-12
-25
null
null
Normal monitoring
120
1.6
Approved
4
Tax-aware sells next window
E8750
P3518
2025-03-07
Trust
USD
1,692,735
9.5
1
41.7
Consumer:14.1;Utilities:20.8;Materials:28.6;Tech:11.4;Energy:25.1
Value:24.3;Growth:20.0;Quality:9.2;Size:20.3;Momentum:10.0;LowVol:16.3
BND:20.7;IEF:36.7;BRK.B:21.8;VNQ:20.9
1.7
141
13.5
Sideways
17.9
3.75
2.6
135
39
12:85
79
0.0066
false
false
MaxPos8%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-3
-39
11
null
BrokerD
VWAP
99
9
10
45
98
-10
-14
null
null
Normal monitoring
105
2
null
3
Increase defensive factor exposure
E8751
P3651
2025-02-01
Trust
USD
933,365
4.8
1
35.7
Energy:24.1;Materials:12.8;Industrials:27.3;Health:35.8
Value:23.4;Growth:11.9;Quality:20.3;Size:9.2;Momentum:12.3;LowVol:22.8
TLT:15.2;VOO:9.3;QQQ:22.3;GLD:18.5;BRK.B:19.8;AMZN:15.0
5.9
211
17.8
Bear
22.6
3.14
2.7
200
-71
-92:-45
12
0.0046
false
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-3
-8
1
Delta:-0.1;Vega:0.07
BrokerB
LMT
99
3
5
103
177
-35
29
VAR>budget
Hedge
Risk above budget threshold
118
1.3
SuggestedEdits
2
Within IPS guidelines
E8752
P5332
2025-07-22
Taxable
USD
614,160
3.2
1
50.3
RealEstate:41.7;Health:14.5;Consumer:30.5;Utilities:13.3
Value:23.2;Growth:12.7;Quality:20.7;Size:20.9;Momentum:7.5;LowVol:15.1
MUB:13.9;AAPL:22.7;AMZN:14.4;MSFT:9.8;TLT:26.9;VTI:12.3
4.6
166
18.4
Bull
14.2
4.13
3.1
71
50
34:81
89
0.0149
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
31
-10
5
null
BrokerB
MKT
99
3
11
115
112
-38
-10
null
null
Normal monitoring
98
4
null
4
Within IPS guidelines
E8753
P9124
2025-07-01
Taxable
USD
208,493
8.3
1
68.9
Utilities:22.7;Tech:13.2;Consumer:39.2;Comm:24.9
Value:13.9;Growth:12.1;Quality:8.1;Size:20.6;Momentum:23.9;LowVol:21.4
VOO:29.4;GLD:20.7;VNQ:31.0;QQQ:19.0
3.9
168
13.5
Bull
16.4
4.79
2.9
106
34
3:56
73
0.0112
false
false
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-1
-8
1
null
BrokerA
LMT
98
2
10
3
-31
13
35
null
null
Normal monitoring
198
3.5
Approved
3
Within IPS guidelines
E8754
P9597
2025-02-05
401k
USD
663,852
6.2
1
70.1
Comm:25.0;Industrials:27.2;RealEstate:12.7;Consumer:25.9;Energy:9.2
Value:18.0;Growth:22.5;Quality:9.5;Size:22.1;Momentum:18.7;LowVol:9.2
BND:42.7;MUB:25.1;AMZN:32.2
2.8
187
12.8
Bull
13.1
4.04
2.7
90
113
80:162
100
0.0146
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-14
2
10
null
BrokerA
MKT
97
2
2
98
90
15
34
VAR>budget
Reduce
Risk above budget threshold
138
0.8
null
3
Within IPS guidelines
E8755
P3538
2025-08-02
Trust
USD
475,076
12.4
1
73.8
Energy:22.2;Health:13.8;Utilities:28.0;Consumer:24.7;Materials:11.3
Value:16.6;Growth:17.7;Quality:16.4;Size:19.2;Momentum:12.9;LowVol:17.2
TSLA:28.1;VOO:29.2;VTI:42.7
1.3
137
12.3
Bull
13.5
3.55
2.3
118
4
-26:29
40
0.0126
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-7
-3
1
Delta:-0.12;Vega:0.04
BrokerC
LMT
99
4
5
0
-12
-24
15
null
null
Normal monitoring
160
3.7
Approved
4
Tax-aware sells next window
E8756
P3259
2025-02-07
Trust
USD
751,754
6.7
1
41.3
Comm:21.4;Tech:17.7;Consumer:19.1;Health:41.8
Value:15.1;Growth:20.8;Quality:21.1;Size:10.5;Momentum:15.3;LowVol:17.2
AAPL:30.4;GLD:35.1;QQQ:34.5
6.8
226
14.1
Bull
14.1
4.76
2.8
80
118
95:143
100
0.0118
true
true
MaxPos5%;MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
27
-15
3
null
BrokerC
MKT
88
11
13
10
13
-10
9
VAR>budget
Reduce
Risk above budget threshold
103
1.1
null
5
Monitor dispersion and breadth
E8757
P7678
2024-12-18
401k
USD
963,121
9.9
1
73.1
Industrials:7.8;Utilities:24.9;Materials:25.3;Comm:23.6;Tech:18.4
Value:16.3;Growth:18.5;Quality:11.9;Size:10.8;Momentum:21.4;LowVol:21.1
AAPL:31.4;VOO:48.7;MSFT:19.9
5.4
227
13.6
Bear
26.8
3.39
1.5
160
-46
-65:-29
36
0.0169
false
true
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-10
1
9
null
BrokerD
LMT
100
2
0
48
125
15
-7
VAR>budget
Reduce
Risk above budget threshold
157
1
null
2
Tax-aware sells next window
E8758
P1437
2025-09-05
Trust
USD
202,919
8.4
1
68.7
Energy:23.4;Health:20.6;Comm:23.5;Financials:19.0;Materials:13.5
Value:15.1;Growth:22.5;Quality:8.6;Size:23.0;Momentum:11.1;LowVol:19.6
BRK.B:54.9;HYG:15.8;VOO:29.3
4.3
125
14.2
Sideways
21.8
5
2.9
134
-12
-37:35
34
0.0131
false
false
MaxPos5%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-14
-31
10
null
BrokerC
LMT
89
8
15
33
141
-15
-8
null
null
Normal monitoring
121
1
Approved
5
Within IPS guidelines
E8759
P2108
2024-12-19
Roth
USD
1,745,572
8.6
1
57
Health:16.1;Tech:24.1;Consumer:30.9;Comm:28.9
Value:15.9;Growth:14.5;Quality:19.6;Size:9.9;Momentum:17.8;LowVol:22.4
MSFT:21.1;IEF:15.5;XLF:21.1;TSLA:19.1;AMZN:23.1
2.6
198
17.2
Volatile
27.3
3.53
2.2
143
2
-22:49
56
0.0155
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
2
-32
1
null
BrokerC
LMT
88
6
8
15
75
-47
-17
RegimeShift
Reduce
Volatility spike and breadth deterioration
102
2.7
Approved
4
Monitor dispersion and breadth
E8760
P7157
2025-09-18
401k
USD
645,169
4.4
1
51.9
Comm:12.0;Consumer:21.0;Utilities:34.6;Health:15.2;Energy:17.2
Value:11.5;Growth:11.3;Quality:27.4;Size:10.6;Momentum:11.9;LowVol:27.4
TLT:34.7;MSFT:33.9;VNQ:31.4
5.6
193
18.9
Sideways
20.7
3.84
2.7
119
7
-12:40
58
0.0101
false
true
MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-26
1
Delta:-0.11;Vega:0.07
BrokerA
MKT
100
9
6
29
162
-24
20
RegimeShift
Hedge
Volatility spike and breadth deterioration
171
3.5
SuggestedEdits
3
Tax-aware sells next window
E8761
P2038
2025-06-21
Taxable
USD
1,578,571
3.4
1
35.1
Industrials:47.5;RealEstate:33.0;Health:19.5
Value:14.0;Growth:8.3;Quality:21.7;Size:18.5;Momentum:24.7;LowVol:12.9
AAPL:35.0;GLD:30.7;AMZN:34.3
2.2
256
27.7
Bear
22
4.31
2.2
196
-10
-37:24
52
0.0135
false
true
ESGOnly;MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
29
4
7
Delta:-0.23;Vega:0.04
BrokerA
LMT
91
8
6
20
-7
-38
39
RegimeShift
Hedge
Volatility spike and breadth deterioration
185
3.3
null
4
Increase defensive factor exposure
E8762
P6820
2024-11-25
IRA
USD
1,761,364
3.6
1
58
Industrials:20.9;Comm:9.6;RealEstate:26.7;Consumer:19.1;Health:23.7
Value:9.6;Growth:8.9;Quality:22.9;Size:24.5;Momentum:22.0;LowVol:12.0
IEF:7.2;VOO:25.6;TLT:23.3;TSLA:26.4;VTI:17.6
3.1
203
24.4
Volatile
20.6
4.08
4.2
134
34
5:63
79
0.0114
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
10
6
11
null
BrokerD
LMT
90
4
8
74
163
5
-8
RegimeShift
Reduce
Volatility spike and breadth deterioration
103
3
null
5
Within IPS guidelines
E8763
P0665
2025-07-26
Taxable
USD
1,643,795
5.3
1
53.6
Comm:29.8;Materials:20.2;RealEstate:30.3;Tech:19.7
Value:9.0;Growth:22.7;Quality:18.4;Size:22.9;Momentum:14.3;LowVol:12.7
VNQ:24.4;BND:25.4;MUB:25.3;TLT:8.8;AMZN:16.1
2.9
217
12.3
Bear
31.8
4.45
1.6
169
-108
-134:-71
5
0.0104
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
5
-22
7
Delta:-0.19;Vega:0.02
BrokerD
LMT
100
12
11
-12
102
-39
30
VAR>budget
Hedge
Risk above budget threshold
196
2.1
null
2
Within IPS guidelines
E8764
P7860
2025-11-25
Taxable
USD
679,038
8.1
1
35.7
Health:50.8;Consumer:23.0;RealEstate:26.2
Value:21.3;Growth:17.8;Quality:8.1;Size:21.9;Momentum:19.3;LowVol:11.7
MUB:22.3;XLF:20.5;VNQ:15.4;BRK.B:15.8;VOO:9.2;QQQ:16.9
6.8
258
16.4
Volatile
21.1
4.63
2.1
148
23
-15:65
46
0.0042
true
true
MaxPos7%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
-18
2
Delta:-0.16;Vega:0.05
BrokerC
MKT
99
9
13
67
187
-14
33
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
206
1
null
5
Within IPS guidelines
E8765
P4932
2025-10-04
Trust
USD
1,419,897
6
1.18
58.5
RealEstate:39.6;Consumer:27.9;Tech:32.4
Value:22.8;Growth:9.7;Quality:16.4;Size:16.2;Momentum:15.4;LowVol:19.5
IEF:11.9;BND:22.6;TSLA:19.8;MSFT:18.7;BRK.B:9.1;HYG:17.8
4.1
211
19.4
Volatile
24.5
3.56
3.6
123
-42
-59:-13
43
0.0035
false
true
ESGOnly;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
15
3
null
BrokerD
MKT
93
9
16
95
64
12
21
RegimeShift
Hedge
Volatility spike and breadth deterioration
175
3.1
Approved
2
Monitor dispersion and breadth
E8766
P8092
2025-11-04
401k
USD
1,996,357
9.7
1
39.3
Consumer:35.2;Utilities:29.1;RealEstate:35.7
Value:19.6;Growth:11.1;Quality:17.1;Size:9.4;Momentum:17.6;LowVol:25.0
AAPL:18.6;QQQ:7.0;AMZN:10.8;TLT:16.4;VOO:20.4;GLD:26.9
1.6
161
21.1
Bull
16.4
4.31
2.9
82
82
42:98
84
0.0198
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
1
0
12
null
BrokerA
LMT
96
5
7
42
46
-17
3
null
null
Normal monitoring
119
2.8
null
3
Tax-aware sells next window
E8767
P4372
2025-03-11
Taxable
USD
666,262
17.9
1
47.7
Utilities:24.8;RealEstate:25.1;Materials:18.4;Consumer:31.7
Value:10.4;Growth:23.6;Quality:15.5;Size:12.1;Momentum:23.4;LowVol:15.1
MUB:35.7;TSLA:18.9;HYG:28.8;AAPL:16.7
1.5
150
11
Sideways
17.1
3.68
2.2
131
5
-33:60
66
0.0139
false
false
NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
20
6
6
Delta:-0.2;Vega:0.07
BrokerA
MKT
88
10
8
5
108
10
23
null
null
Normal monitoring
197
3.2
null
4
Tax-aware sells next window
E8768
P1133
2025-05-29
Roth
USD
366,116
5.8
1
48
Tech:13.6;Financials:12.7;RealEstate:17.2;Energy:27.6;Consumer:28.9
Value:19.4;Growth:16.4;Quality:21.9;Size:14.9;Momentum:8.9;LowVol:18.5
VTI:8.2;IEF:33.6;VNQ:14.7;MUB:27.0;VOO:16.6
2.3
137
12
Bull
16.9
4.33
2.1
111
102
83:117
89
0.0179
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
-12
-31
6
null
BrokerD
MKT
95
2
7
-30
2
-9
-24
null
null
Normal monitoring
174
1.5
Approved
4
Tax-aware sells next window
E8769
P9214
2025-11-04
Taxable
USD
867,673
5.1
1
51.8
Health:29.1;RealEstate:19.8;Materials:51.1
Value:21.9;Growth:12.1;Quality:11.8;Size:23.2;Momentum:9.2;LowVol:21.7
TLT:58.5;BND:23.6;TSLA:17.9
5.5
184
16.8
Bull
17.5
4.34
2.9
83
86
68:118
77
0.0099
false
true
ESGOnly;MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
6
-2
9
null
BrokerD
MKT
94
6
9
100
170
-40
32
VAR>budget
Hedge
Risk above budget threshold
134
3
SuggestedEdits
2
Increase defensive factor exposure
E8770
P1092
2024-12-29
Taxable
USD
1,008,907
5.5
1
39.5
Financials:31.8;Comm:37.1;Utilities:31.1
Value:19.4;Growth:12.1;Quality:17.3;Size:22.0;Momentum:12.2;LowVol:16.9
MSFT:36.0;VNQ:33.3;MUB:30.8
3.3
172
18.9
Bull
14.7
4.31
2.4
74
95
61:120
100
0.0083
false
true
MaxPos5%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
34
-35
11
null
BrokerB
LMT
92
7
13
89
118
-57
13
VAR>budget
Hedge
Risk above budget threshold
167
3.1
null
5
Within IPS guidelines
E8771
P0678
2024-08-25
IRA
USD
1,506,937
5.3
1
71
Comm:14.0;Energy:30.4;Materials:26.0;RealEstate:29.6
Value:15.7;Growth:12.2;Quality:17.3;Size:19.1;Momentum:14.9;LowVol:20.8
AAPL:22.0;VOO:13.1;BND:24.5;AMZN:24.2;MUB:7.7;TLT:8.4
4
230
17.5
Bull
17.4
4.97
2.7
80
52
32:69
73
0.0186
false
true
MaxPos5%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
-5
12
Delta:-0.1;Vega:0.05
BrokerB
MKT
93
8
16
64
50
-41
-2
VAR>budget
Reduce
Risk above budget threshold
162
2.8
null
5
Tax-aware sells next window
E8772
P7499
2024-09-10
401k
USD
255,194
17.7
1
53
Consumer:30.6;Industrials:41.0;Comm:28.4
Value:24.6;Growth:10.1;Quality:10.2;Size:20.2;Momentum:23.1;LowVol:11.9
BND:24.0;VNQ:26.3;BRK.B:22.3;AAPL:8.9;HYG:18.6
3.1
151
13.6
Sideways
21
4.69
2.4
91
-21
-31:10
56
0.0105
false
false
ESGOnly;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-14
7
2
null
BrokerA
MKT
92
6
4
48
19
-40
8
null
null
Normal monitoring
151
3
Approved
4
Tax-aware sells next window
E8773
P0869
2025-07-20
401k
USD
632,665
8.3
1
67.4
Tech:29.0;Industrials:50.9;Materials:20.2
Value:13.5;Growth:21.0;Quality:20.8;Size:12.5;Momentum:11.8;LowVol:20.4
MUB:30.2;AMZN:33.4;VNQ:36.4
2.9
167
10.8
Bull
16.3
4.54
2.2
102
82
51:120
74
0.0197
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
16
7
10
null
BrokerD
LMT
97
6
9
-52
-19
-20
4
null
null
Normal monitoring
201
2.2
null
3
Tighten stops on momentum names
E8774
P4634
2024-09-01
Taxable
USD
903,052
4.3
1.1
45
Materials:35.3;RealEstate:34.9;Comm:29.8
Value:14.8;Growth:19.7;Quality:19.6;Size:19.9;Momentum:16.1;LowVol:9.8
IEF:42.6;QQQ:20.0;MSFT:37.4
3.1
211
17.2
Sideways
15
4.79
2.4
140
54
16:72
84
0.0171
false
true
MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
19
-32
8
null
BrokerB
MKT
98
11
10
47
108
-8
28
RegimeShift
Hedge
Volatility spike and breadth deterioration
219
2.2
Rejected
5
Increase defensive factor exposure
E8775
P4634
2025-05-03
Taxable
USD
203,851
7.1
1
53.3
Utilities:18.7;Financials:19.7;RealEstate:15.1;Tech:16.9;Health:29.6
Value:10.3;Growth:20.7;Quality:21.5;Size:10.7;Momentum:12.4;LowVol:24.3
TSLA:13.3;GLD:20.8;VOO:22.6;MUB:24.0;BND:19.2
4.2
122
14.1
Sideways
18.8
4.27
3.4
128
-16
-49:29
50
0.0138
false
false
NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
2
-20
3
null
BrokerB
LMT
95
2
7
-44
75
-43
26
null
null
Normal monitoring
199
2.5
Approved
4
Tax-aware sells next window
E8776
P5462
2025-02-18
Trust
USD
816,376
9.6
1
73.8
Financials:27.6;Industrials:10.8;RealEstate:29.9;Materials:31.7
Value:21.9;Growth:14.9;Quality:21.5;Size:13.1;Momentum:10.8;LowVol:17.7
BRK.B:30.2;VOO:27.4;IEF:18.0;QQQ:14.6;AMZN:9.8
3.1
103
12.1
Bull
16.4
4.4
2.9
78
75
49:100
88
0.0088
false
false
ESGOnly;MaxPos8%
null
null
NoAction
Within policy bands; defer
-7
4
7
null
BrokerC
VWAP
0
0
0
63
165
14
36
null
null
Normal monitoring
208
1.4
null
4
Monitor dispersion and breadth
E8777
P4774
2025-01-08
401k
USD
1,483,109
8.1
1
62.3
Energy:25.8;Financials:29.5;Utilities:44.7
Value:8.7;Growth:10.6;Quality:28.5;Size:18.9;Momentum:11.9;LowVol:21.5
VNQ:17.6;MSFT:24.1;TSLA:41.4;QQQ:16.8
5.3
206
20.5
Bull
14
4.57
3.3
79
84
63:138
95
0.0115
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
11
4
Delta:-0.07;Vega:0.07
BrokerA
LMT
94
9
12
-5
71
-51
17
RegimeShift
TightenStops
Volatility spike and breadth deterioration
202
2.5
Approved
5
Tighten stops on momentum names
E8778
P7737
2025-01-08
401k
USD
1,207,834
3.2
1
72.4
Financials:52.6;Industrials:21.8;Consumer:25.6
Value:24.5;Growth:16.1;Quality:11.8;Size:20.3;Momentum:16.6;LowVol:10.7
XLF:25.9;HYG:23.8;TLT:21.0;TSLA:6.6;BRK.B:22.7
6.4
175
15.1
Sideways
14.9
4.38
2.6
118
8
-28:32
50
0.0095
true
false
MaxPos8%;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
18
-29
12
null
BrokerC
MKT
97
8
16
-14
107
-11
-13
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
183
2.7
null
2
Within IPS guidelines
E8779
P1175
2024-11-26
Trust
USD
1,224,169
4.5
1.12
64.2
Consumer:16.8;Industrials:16.9;Financials:19.4;Materials:26.8;Comm:20.1
Value:15.6;Growth:18.7;Quality:9.0;Size:28.7;Momentum:12.2;LowVol:15.8
QQQ:17.9;GLD:21.2;VOO:21.1;AAPL:11.2;VNQ:14.0;MSFT:14.6
6.5
160
27.6
Volatile
21.1
4.14
4.4
162
-37
-63:-15
22
0.0099
true
false
ESGOnly;MaxPos5%;MaxSector25%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
6
-38
9
Delta:-0.16;Vega:0.03
BrokerD
LMT
98
4
10
-5
108
-48
10
Drift>tolerance
Reduce
Allocation drift beyond policy bands
145
3
SuggestedEdits
3
Increase defensive factor exposure
E8780
P9525
2025-02-14
Trust
USD
628,575
5.9
1
44.5
Energy:11.8;RealEstate:22.7;Tech:21.1;Comm:23.9;Health:20.4
Value:8.9;Growth:15.3;Quality:12.2;Size:27.2;Momentum:26.9;LowVol:9.5
TSLA:11.3;MUB:19.8;VOO:32.9;VTI:22.7;BRK.B:13.3
2.7
116
8.8
Bull
12.2
4.54
3
112
48
10:84
65
0.0077
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
25
-16
3
null
BrokerB
LMT
97
4
4
15
140
13
-5
null
null
Normal monitoring
185
2.7
Approved
5
Tax-aware sells next window
E8781
P9522
2024-10-30
Trust
USD
270,498
6.1
1
65.6
Energy:30.9;Financials:12.0;RealEstate:11.9;Utilities:21.6;Health:23.5
Value:10.6;Growth:22.6;Quality:15.7;Size:18.7;Momentum:21.3;LowVol:11.1
TSLA:20.3;VNQ:11.9;MSFT:24.2;BRK.B:21.1;GLD:22.5
2.5
147
15.6
Bull
12
4.41
2.7
92
40
13:59
62
0.0157
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Sell
Trim extended winner -1.0%
6
-28
12
null
BrokerD
MKT
98
2
10
33
133
-46
35
null
null
Normal monitoring
100
3.2
null
5
Tighten stops on momentum names
E8782
P3221
2025-12-18
401k
USD
291,808
15.2
1
66.9
Consumer:17.7;Health:14.6;Comm:28.5;Financials:28.2;Utilities:11.0
Value:13.9;Growth:16.6;Quality:7.2;Size:21.4;Momentum:22.9;LowVol:18.0
IEF:25.1;TLT:7.3;MUB:24.8;AMZN:18.7;BND:8.9;VOO:15.2
4.5
113
13.2
Bear
26.1
3.3
1.7
199
32
19:75
70
0.0193
false
false
MaxPos6%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
11
-16
7
null
BrokerC
MKT
92
6
5
-27
-31
0
11
null
null
Normal monitoring
110
3.3
Approved
5
Within IPS guidelines
E8783
P4192
2025-06-25
Roth
USD
687,623
15.6
1
50.2
Tech:29.2;Consumer:14.6;Financials:18.0;RealEstate:12.7;Health:25.6
Value:16.6;Growth:22.2;Quality:7.4;Size:18.7;Momentum:15.8;LowVol:19.3
AMZN:15.5;MSFT:19.1;IEF:16.1;VTI:20.4;HYG:9.3;XLF:19.5
1.6
161
10
Sideways
18.8
4.95
2.2
131
14
-8:37
63
0.011
false
false
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-13
10
null
BrokerD
LMT
95
9
11
11
101
-3
-2
null
null
Normal monitoring
162
3.2
Approved
3
Increase defensive factor exposure
E8784
P3733
2025-07-24
Taxable
USD
2,281,389
5.8
1
70.5
Materials:17.2;Consumer:15.0;Comm:12.0;Tech:21.2;Utilities:34.6
Value:21.7;Growth:10.2;Quality:19.4;Size:12.1;Momentum:10.7;LowVol:25.9
AMZN:11.9;QQQ:23.5;TLT:30.2;MSFT:21.8;AAPL:12.6
2.2
121
14.6
Sideways
18.5
4.68
2.7
138
-21
-54:15
33
0.0108
false
false
MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-15
-10
12
Delta:-0.18;Vega:0.03
BrokerA
LMT
98
6
7
41
172
-27
36
null
null
Normal monitoring
101
2.9
null
4
Tighten stops on momentum names
E8785
P8412
2025-10-01
Taxable
USD
672,338
7.7
1
52
Materials:28.6;Energy:9.7;Health:11.6;Comm:28.5;Industrials:21.7
Value:19.7;Growth:18.4;Quality:16.1;Size:16.6;Momentum:14.2;LowVol:15.1
MSFT:8.4;XLF:10.9;TSLA:19.7;QQQ:8.0;BRK.B:18.2;GLD:34.7
3.1
178
21.8
Sideways
17.5
3.79
2.4
101
15
-2:65
73
0.004
false
false
MaxSector35%
null
null
Sell
Trim extended winner -1.0%
4
-14
8
null
BrokerA
LMT
88
4
10
-25
-3
-41
9
null
null
Normal monitoring
125
3.3
Approved
3
Tighten stops on momentum names
E8786
P2763
2025-08-08
Roth
USD
1,186,319
6.1
1
42.4
Tech:32.4;Industrials:13.1;Energy:16.6;Utilities:14.9;Health:23.0
Value:17.8;Growth:26.0;Quality:12.0;Size:17.9;Momentum:12.7;LowVol:13.6
XLF:23.6;TLT:9.4;MSFT:9.0;MUB:14.9;VOO:14.7;VNQ:28.3
5.6
162
26.3
Sideways
15.4
4.14
2.3
90
-26
-57:24
34
0.0112
false
false
MaxSector25%
null
DriftNear
NoAction
Within policy bands; defer
2
-6
3
null
BrokerA
MKT
0
0
0
57
161
-9
18
null
null
Normal monitoring
131
1.8
Approved
5
Tighten stops on momentum names
E8787
P9512
2024-08-23
IRA
USD
1,282,076
5.1
1
65.6
Financials:26.3;Comm:29.5;Health:22.6;Consumer:21.7
Value:23.7;Growth:8.2;Quality:23.4;Size:22.8;Momentum:11.3;LowVol:10.5
IEF:50.2;VNQ:27.5;TSLA:22.4
3.6
149
18.2
Sideways
21.7
3.73
2.1
120
56
27:96
67
0.0169
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
-3
-38
4
null
BrokerA
VWAP
92
10
11
68
175
-35
17
null
null
Normal monitoring
144
2.7
Approved
5
Tighten stops on momentum names
E8788
P4809
2025-11-04
Trust
USD
1,613,981
7.6
1
56.8
Financials:25.9;RealEstate:53.6;Energy:20.5
Value:16.5;Growth:21.7;Quality:15.3;Size:10.0;Momentum:11.9;LowVol:24.6
TSLA:19.0;HYG:41.4;BRK.B:27.9;MSFT:11.7
3.6
264
14.3
Volatile
27.6
4.18
3.1
175
61
49:92
91
0.0054
false
true
ESGOnly;MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-30
7
null
BrokerC
LMT
97
5
2
-2
28
-53
-8
VAR>budget
Reduce
Risk above budget threshold
145
3.2
null
5
Tax-aware sells next window
E8789
P1607
2024-10-14
Taxable
USD
1,889,847
7.1
1
56.2
Industrials:18.0;Tech:37.1;Materials:32.7;Financials:12.2
Value:22.1;Growth:12.1;Quality:23.6;Size:15.6;Momentum:12.1;LowVol:14.6
TSLA:29.5;AAPL:29.3;AMZN:11.9;TLT:29.4
3.7
181
20.9
Volatile
25.3
5.31
2.1
124
62
24:103
90
0.0167
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-37
4
null
BrokerC
MKT
93
2
0
94
105
-44
-15
VAR>budget
Reduce
Risk above budget threshold
164
3.1
null
5
Monitor dispersion and breadth
E8790
P6969
2025-05-22
Taxable
USD
509,228
5.6
1
65.7
RealEstate:28.8;Consumer:15.6;Health:14.8;Energy:40.8
Value:20.7;Growth:11.0;Quality:20.0;Size:8.0;Momentum:15.8;LowVol:24.4
GLD:19.8;VTI:12.0;BND:16.8;AMZN:20.7;AAPL:12.3;TLT:18.4
3.4
117
8.1
Bull
11.9
3.67
2.3
113
29
9:56
58
0.0086
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
0
-28
11
null
BrokerA
VWAP
92
12
14
83
127
-12
40
null
null
Normal monitoring
114
1.3
null
3
Tax-aware sells next window
E8791
P5140
2025-08-18
Taxable
USD
397,842
11.8
1
38.5
Consumer:16.2;Industrials:26.3;Comm:19.8;Health:19.8;Financials:17.9
Value:26.3;Growth:19.9;Quality:8.8;Size:24.6;Momentum:11.9;LowVol:8.5
MUB:25.0;GLD:27.2;TLT:35.9;VTI:11.8
3
144
9.9
Bull
15.6
3.75
3.5
99
35
21:80
59
0.016
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
-9
-3
10
null
BrokerB
MKT
98
5
3
80
52
9
11
null
null
Normal monitoring
176
2.3
null
4
Tighten stops on momentum names
E8792
P7266
2025-07-12
Trust
USD
821,925
3.3
1
51.4
Materials:20.4;Tech:28.5;Health:22.1;Consumer:13.0;Utilities:15.9
Value:16.1;Growth:26.2;Quality:9.7;Size:25.8;Momentum:12.6;LowVol:9.7
VNQ:21.0;IEF:27.1;BRK.B:22.1;VTI:14.3;HYG:15.5
3.4
210
16.3
Sideways
17.4
4.99
2.8
133
-18
-37:3
55
0.0179
false
true
MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
-19
3
null
BrokerD
VWAP
93
11
18
78
44
20
30
RegimeShift
Reduce
Volatility spike and breadth deterioration
111
1.7
Approved
4
Within IPS guidelines
E8793
P4467
2025-01-15
Trust
USD
328,325
10.2
1
49.8
Industrials:19.0;RealEstate:23.8;Energy:20.6;Health:25.6;Utilities:11.1
Value:19.3;Growth:18.9;Quality:21.1;Size:15.8;Momentum:12.2;LowVol:12.7
AMZN:34.9;GLD:23.5;TLT:16.1;VTI:25.4
1.3
138
7.2
Sideways
18
4.25
2.8
106
15
-13:38
63
0.0199
false
false
ESGOnly;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-6
-20
11
null
BrokerB
VWAP
94
6
5
59
192
11
-7
null
null
Normal monitoring
201
2.7
null
4
Tighten stops on momentum names
E8794
P0059
2025-02-14
IRA
USD
1,147,177
4.9
1
72.4
Health:52.2;Financials:21.5;Tech:26.3
Value:20.9;Growth:15.9;Quality:6.5;Size:19.9;Momentum:18.2;LowVol:18.7
AAPL:11.3;AMZN:17.5;IEF:14.7;VOO:16.4;BND:29.5;TLT:10.6
3.3
159
12.3
Sideways
16.6
4.33
2.8
121
2
-21:31
45
0.0075
false
false
ESGOnly;MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
18
-2
12
null
BrokerA
LMT
94
8
13
-3
108
-44
-14
null
null
Normal monitoring
99
2.8
Approved
5
Monitor dispersion and breadth
E8795
P3445
2024-08-22
Trust
USD
283,693
13.7
1
49.4
Comm:13.1;Industrials:31.3;Tech:30.6;Energy:25.0
Value:14.2;Growth:16.1;Quality:18.0;Size:26.0;Momentum:9.7;LowVol:16.1
VOO:16.6;MSFT:25.7;GLD:16.7;IEF:22.9;BRK.B:18.1
4.6
156
12.8
Bull
15.9
4.43
3.3
98
24
6:72
45
0.0126
false
false
ESGOnly
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-2
1
Delta:-0.23;Vega:0.07
BrokerD
MKT
96
4
10
83
99
-30
12
null
null
Normal monitoring
179
3.2
Approved
5
Tax-aware sells next window
E8796
P0594
2024-08-25
Roth
USD
1,543,678
7
1
57.1
Energy:27.4;Tech:43.0;Utilities:14.1;Materials:15.6
Value:16.5;Growth:20.3;Quality:12.3;Size:15.6;Momentum:16.1;LowVol:19.2
BRK.B:14.5;MUB:17.0;VOO:42.2;GLD:26.2
4
120
19
Sideways
17.6
4.56
2.7
94
-13
-43:17
50
0.0097
false
false
MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
-11
-8
3
null
BrokerC
LMT
89
8
14
-18
74
-5
34
null
null
Normal monitoring
170
3
null
5
Increase defensive factor exposure
E8797
P0313
2025-11-11
Taxable
USD
825,202
5.3
1
62.3
RealEstate:32.1;Health:20.1;Financials:20.6;Utilities:27.2
Value:17.3;Growth:12.2;Quality:14.1;Size:19.8;Momentum:18.1;LowVol:18.5
VTI:19.4;TLT:18.5;XLF:21.6;QQQ:27.0;MSFT:13.6
4.3
94
13.6
Volatile
24.9
4.94
3.9
174
56
37:91
89
0.0167
false
false
null
null
DriftNear
Buy
Add core equity +1.0% from cash
28
-3
1
null
BrokerD
LMT
97
1
3
-44
-40
11
30
null
null
Normal monitoring
102
1.2
Approved
3
Tighten stops on momentum names
E8798
P3879
2025-10-27
401k
USD
861,093
6.4
1
65.7
Comm:42.5;Energy:33.3;Consumer:24.2
Value:19.6;Growth:12.4;Quality:24.0;Size:9.8;Momentum:14.2;LowVol:20.0
MUB:40.0;VNQ:8.4;IEF:10.5;BRK.B:41.0
2.2
134
18.8
Bull
15.6
4.47
3
71
16
-14:39
52
0.0151
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-15
-23
11
null
BrokerD
VWAP
91
10
7
-50
-50
-19
-20
null
null
Normal monitoring
115
1.1
null
3
Increase defensive factor exposure
E8799
P9746
2025-08-09
IRA
USD
469,015
11
1
64.8
Industrials:8.2;Consumer:24.3;Energy:24.9;Financials:28.0;RealEstate:14.7
Value:23.3;Growth:15.7;Quality:14.6;Size:8.5;Momentum:22.5;LowVol:15.4
VTI:22.5;TSLA:15.8;HYG:18.5;VNQ:22.1;AMZN:21.1
3.4
96
11.3
Bull
13
4.12
3
107
40
15:87
84
0.0113
false
false
MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
10
-37
6
null
BrokerC
LMT
99
5
2
85
89
-10
23
null
null
Normal monitoring
175
3.2
Approved
3
Increase defensive factor exposure
E8800
P2040
2025-07-22
IRA
USD
2,284,534
5.5
1
70.4
Materials:20.4;Industrials:12.4;Health:38.8;Consumer:28.5
Value:12.1;Growth:16.9;Quality:18.4;Size:21.3;Momentum:24.0;LowVol:7.3
TSLA:12.3;IEF:25.5;AAPL:23.3;BRK.B:16.1;MSFT:22.7
4
218
19.8
Bull
15.9
4.09
3.5
103
84
46:130
100
0.0046
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-4
-1
9
null
BrokerC
VWAP
93
9
11
-55
-67
15
7
VAR>budget
Hedge
Risk above budget threshold
137
1.6
Approved
5
Monitor dispersion and breadth