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
E8801
P3772
2024-09-17
Roth
USD
273,253
12.8
1
54.8
Consumer:15.5;Health:30.6;Materials:27.4;Energy:26.6
Value:14.6;Growth:24.4;Quality:11.4;Size:21.3;Momentum:17.0;LowVol:11.3
MSFT:32.2;BRK.B:13.1;BND:54.7
5
146
7.5
Bear
29.7
4.02
1.6
203
-116
-152:-92
5
0.0053
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
5
12
4
null
BrokerD
MKT
89
6
7
24
104
-14
-18
null
null
Normal monitoring
90
2.3
Approved
3
Monitor dispersion and breadth
E8802
P1738
2025-11-12
Roth
USD
2,217,900
6.6
1.07
53.4
Health:26.8;Comm:29.6;Financials:30.0;Materials:13.6
Value:22.3;Growth:20.0;Quality:13.9;Size:15.7;Momentum:11.5;LowVol:16.6
MUB:12.7;QQQ:20.7;TLT:20.3;BND:17.7;AAPL:18.1;TSLA:10.5
3.1
159
19.3
Sideways
17.3
3.94
2.4
102
32
-6:81
50
0.0128
false
false
MaxPos5%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
-25
2
null
BrokerC
MKT
94
12
15
37
77
-11
-24
null
null
Normal monitoring
118
1.4
Approved
4
Increase defensive factor exposure
E8803
P1204
2024-08-25
Trust
USD
799,274
5.4
1
57.2
RealEstate:35.6;Utilities:31.9;Materials:12.0;Comm:20.6
Value:14.2;Growth:17.1;Quality:22.6;Size:18.9;Momentum:18.8;LowVol:8.4
GLD:38.6;IEF:30.6;BND:14.9;TLT:15.9
3
156
12.1
Bull
13.3
4.8
2.9
70
55
23:92
81
0.0182
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
3
-13
2
null
BrokerA
MKT
98
9
13
47
97
8
3
null
null
Normal monitoring
118
4
Approved
5
Monitor dispersion and breadth
E8804
P4748
2024-11-27
Taxable
USD
1,555,208
7.6
1
71.1
Energy:34.2;Industrials:24.9;Financials:40.8
Value:21.0;Growth:24.1;Quality:15.1;Size:14.5;Momentum:11.8;LowVol:13.5
VOO:44.2;TSLA:14.5;BRK.B:41.3
5.5
198
20.1
Bull
14.8
4.91
2.7
91
48
31:83
68
0.0139
false
true
MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
33
-13
4
Delta:-0.15;Vega:0.02
BrokerA
MKT
98
2
4
-38
51
19
-17
RegimeShift
Reduce
Volatility spike and breadth deterioration
94
1.2
null
2
Tax-aware sells next window
E8805
P7416
2025-10-22
Roth
USD
151,468
9.7
1
37.1
Energy:27.3;Financials:33.2;Industrials:39.5
Value:9.1;Growth:20.9;Quality:13.3;Size:15.6;Momentum:18.7;LowVol:22.4
AAPL:15.1;GLD:31.8;IEF:53.1
4.7
160
12
Bull
12
3.52
2.6
93
92
74:142
92
0.005
false
false
MaxPos7%;MaxSector35%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
0
-8
5
null
BrokerB
LMT
93
7
8
-33
-26
-3
-16
null
null
Normal monitoring
100
1.8
Approved
5
Increase defensive factor exposure
E8806
P0976
2025-10-29
Trust
USD
694,196
9.2
1
45.4
Materials:44.0;Financials:36.5;Tech:19.6
Value:22.1;Growth:15.3;Quality:23.8;Size:12.5;Momentum:10.5;LowVol:15.7
VNQ:34.8;IEF:37.5;XLF:27.6
4.7
93
9.3
Bull
17.6
4.71
2.5
94
9
-16:41
44
0.0032
false
false
MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
12
-2
5
null
BrokerD
VWAP
99
7
9
28
73
-52
27
null
null
Normal monitoring
180
1.1
null
5
Within IPS guidelines
E8807
P2192
2025-12-17
Roth
USD
1,066,144
6.6
1
47.1
Comm:35.1;Industrials:18.7;Health:13.9;Materials:32.2
Value:14.2;Growth:18.8;Quality:10.9;Size:22.8;Momentum:19.6;LowVol:13.8
TLT:15.1;HYG:21.5;MUB:27.4;GLD:17.0;BRK.B:8.1;VTI:10.8
2.5
133
19.6
Volatile
27.7
4.65
2.5
113
-4
-23:23
62
0.0047
false
false
MaxPos8%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
21
4
1
null
BrokerB
MKT
100
5
11
17
90
-30
-8
null
null
Normal monitoring
112
3.3
null
5
Increase defensive factor exposure
E8808
P8100
2025-01-17
401k
USD
1,495,474
8.4
1.14
74.7
Materials:33.1;Energy:36.4;Utilities:16.8;RealEstate:13.7
Value:19.9;Growth:10.9;Quality:10.1;Size:13.9;Momentum:22.0;LowVol:23.2
TSLA:20.4;XLF:26.3;BND:6.9;MSFT:6.7;VOO:17.6;AAPL:22.0
2.3
179
16.7
Sideways
17.4
4.64
3.5
139
43
26:62
69
0.007
false
true
MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
13
-5
3
null
BrokerA
MKT
92
2
7
46
171
-56
4
VAR>budget
TightenStops
Risk above budget threshold
115
1.8
null
5
Within IPS guidelines
E8809
P1929
2025-01-12
401k
USD
1,731,634
6.9
1
45.2
Industrials:27.9;Financials:10.4;Utilities:30.8;RealEstate:19.9;Materials:10.9
Value:9.4;Growth:19.8;Quality:19.4;Size:11.0;Momentum:19.2;LowVol:21.2
MSFT:27.3;AMZN:21.7;BRK.B:16.8;MUB:25.3;HYG:9.0
4.8
138
20.3
Sideways
14.7
3.7
3.3
105
21
6:58
44
0.0185
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
18
11
3
null
BrokerA
LMT
96
11
11
-56
41
-46
-25
null
null
Normal monitoring
171
2.9
null
3
Within IPS guidelines
E8810
P9593
2025-06-07
Roth
USD
508,188
16.2
1
69.1
Consumer:17.8;Financials:21.1;Industrials:11.0;Utilities:20.9;Tech:29.2
Value:10.0;Growth:12.1;Quality:13.1;Size:17.3;Momentum:27.6;LowVol:19.9
BRK.B:16.5;IEF:14.5;AMZN:21.8;TSLA:30.5;QQQ:16.7
3.1
128
8
Bear
27.7
3.47
2.1
146
-113
-141:-61
5
0.0065
false
false
MaxPos7%;NoMargin
null
null
Sell
Trim extended winner -1.0%
5
-27
7
null
BrokerA
LMT
100
1
0
-1
132
-21
-16
null
null
Normal monitoring
101
2.6
Approved
4
Increase defensive factor exposure
E8811
P7956
2025-07-18
401k
USD
757,127
5.9
1
62
Utilities:17.0;RealEstate:43.6;Consumer:39.3
Value:16.3;Growth:11.6;Quality:26.3;Size:10.7;Momentum:11.7;LowVol:23.4
QQQ:18.6;HYG:20.3;BRK.B:14.9;MUB:17.3;TLT:6.9;BND:21.9
3.1
143
10.5
Volatile
23
4.69
3.3
167
-44
-59:0
11
0.0193
false
false
MaxPos7%;MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
2
-24
9
Delta:-0.16;Vega:0.09
BrokerA
LMT
97
1
8
44
142
11
-3
null
null
Normal monitoring
201
1.3
Approved
4
Monitor dispersion and breadth
E8812
P6832
2025-08-22
Taxable
USD
1,728,045
7.4
1
71.3
Comm:33.0;Energy:22.3;Health:16.7;Financials:27.9
Value:9.3;Growth:25.9;Quality:24.3;Size:15.0;Momentum:13.3;LowVol:12.3
XLF:8.7;VOO:17.8;MSFT:7.6;QQQ:25.5;TLT:12.1;GLD:28.2
5.2
160
17.8
Sideways
16.3
3.97
2.9
119
35
8:56
75
0.0095
false
false
MaxPos7%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
-10
-27
10
null
BrokerB
MKT
100
2
0
-9
-21
16
-11
null
null
Normal monitoring
169
3.4
Approved
5
Monitor dispersion and breadth
E8813
P9325
2024-09-23
401k
USD
521,209
4.6
1
66.7
Industrials:19.6;RealEstate:23.9;Consumer:26.9;Tech:29.5
Value:24.5;Growth:10.8;Quality:10.5;Size:26.7;Momentum:15.9;LowVol:11.7
BND:16.5;TSLA:18.9;VNQ:24.0;VTI:9.6;MSFT:13.1;VOO:17.9
1.8
164
17.5
Volatile
27.1
4.4
2.9
161
-57
-79:-26
8
0.0134
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
12
5
9
null
BrokerD
MKT
100
10
10
-53
7
-3
-18
null
null
Normal monitoring
108
3.3
Approved
4
Monitor dispersion and breadth
E8814
P0748
2025-06-13
Roth
USD
1,191,304
7.9
1
52.6
Utilities:37.3;Health:12.2;Industrials:22.9;RealEstate:27.6
Value:11.3;Growth:26.5;Quality:22.3;Size:10.8;Momentum:19.6;LowVol:9.4
AAPL:14.7;TSLA:17.7;MUB:19.0;IEF:20.3;VOO:19.5;QQQ:8.7
5.4
199
12.1
Volatile
27.5
3.81
3.3
159
7
-10:46
47
0.0078
false
true
MaxPos7%;MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-27
9
Delta:-0.12;Vega:0.06
BrokerD
MKT
93
7
14
118
252
11
35
VAR>budget
Reduce
Risk above budget threshold
130
2
Approved
5
Tighten stops on momentum names
E8815
P9477
2025-03-20
Trust
USD
788,207
10.5
1
61
Tech:21.9;Comm:24.1;RealEstate:54.1
Value:15.7;Growth:8.0;Quality:23.1;Size:24.5;Momentum:12.3;LowVol:16.3
IEF:26.2;XLF:27.0;VNQ:13.3;BND:33.4
1.1
166
9.6
Bull
17.5
3.97
2.7
70
116
98:151
100
0.0118
false
false
ESGOnly;MaxSector35%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
15
-16
9
null
BrokerB
LMT
98
10
11
-23
-23
-21
-16
null
null
Normal monitoring
173
1.9
Approved
3
Monitor dispersion and breadth
E8816
P4640
2024-10-02
IRA
USD
1,908,022
6.6
1
40.6
Financials:13.1;Health:26.5;Industrials:25.0;Tech:14.0;Comm:21.4
Value:24.2;Growth:14.0;Quality:14.3;Size:18.4;Momentum:18.4;LowVol:10.8
BND:26.0;XLF:22.6;TSLA:16.2;MUB:35.1
5.9
184
18.3
Bull
16.7
3.67
2.5
112
72
52:105
100
0.0048
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
0
-1
3
Delta:-0.12;Vega:0.03
BrokerB
MKT
88
3
9
37
57
-8
-6
RegimeShift
Hedge
Volatility spike and breadth deterioration
134
3.1
Approved
5
Tax-aware sells next window
E8817
P3253
2025-05-25
Trust
USD
835,803
3.7
1
73.3
Tech:24.7;Health:26.4;Materials:26.9;Industrials:22.0
Value:21.1;Growth:14.8;Quality:23.3;Size:9.4;Momentum:9.7;LowVol:21.7
MSFT:10.7;AMZN:33.4;TSLA:10.4;TLT:22.8;BND:22.6
4.9
279
16.4
Bear
23.6
3.31
3
216
-45
-74:-1
16
0.0124
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
4
12
9
Delta:-0.13;Vega:0.04
BrokerB
MKT
91
4
3
-41
98
-39
14
RegimeShift
Reduce
Volatility spike and breadth deterioration
200
2
null
5
Tighten stops on momentum names
E8818
P1530
2024-12-02
Roth
USD
1,998,131
6.2
1
41.3
Health:35.6;Materials:33.5;Consumer:30.8
Value:24.9;Growth:14.0;Quality:13.4;Size:19.9;Momentum:14.3;LowVol:13.4
QQQ:29.4;TLT:28.7;VOO:42.0
3.6
203
18.1
Sideways
16.6
4.98
2.7
98
60
28:103
85
0.0098
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
5
7
null
BrokerD
VWAP
100
6
7
59
99
-56
40
RegimeShift
Hedge
Volatility spike and breadth deterioration
176
1.2
Approved
3
Increase defensive factor exposure
E8819
P2874
2025-12-08
401k
USD
342,987
14.4
1
47
Utilities:22.2;Materials:27.4;Health:18.0;Financials:32.3
Value:16.5;Growth:21.2;Quality:20.6;Size:7.1;Momentum:12.9;LowVol:21.8
QQQ:36.2;VOO:46.3;AMZN:17.6
2
166
11.9
Sideways
21.2
4.08
2.8
103
1
-25:40
68
0.0182
false
false
MaxPos8%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
11
2
null
BrokerD
MKT
89
3
1
-9
-16
-55
-2
null
null
Normal monitoring
164
2.1
Approved
4
Increase defensive factor exposure
E8820
P9192
2025-05-20
IRA
USD
229,908
14.2
1
72.3
Comm:18.9;Consumer:23.7;Health:57.4
Value:16.5;Growth:19.7;Quality:20.2;Size:11.7;Momentum:17.0;LowVol:14.9
VNQ:31.2;QQQ:23.9;GLD:44.9
4.2
169
11.2
Bear
25.4
4.31
1.7
138
16
-11:57
43
0.0171
false
false
ESGOnly;MaxSector30%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
1
-24
3
null
BrokerC
LMT
98
1
6
108
233
-42
16
null
null
Normal monitoring
215
3
Approved
4
Within IPS guidelines
E8821
P1879
2024-08-02
Taxable
USD
898,755
7
1
72.6
Utilities:13.5;Energy:22.3;Health:17.2;Industrials:17.7;Tech:29.4
Value:17.8;Growth:10.1;Quality:20.7;Size:24.0;Momentum:20.2;LowVol:7.2
XLF:46.0;QQQ:13.1;MSFT:40.8
2.5
169
16.4
Bear
28.5
4.25
2.8
184
-84
-98:-46
5
0.0108
false
false
MaxPos5%
null
VarNear
NoAction
Within policy bands; defer
26
-14
10
null
BrokerB
VWAP
0
0
0
94
97
-26
-7
null
null
Normal monitoring
140
3.2
null
4
Tighten stops on momentum names
E8822
P3571
2025-06-25
Trust
USD
1,588,613
9.2
1
48.9
Comm:42.6;Tech:26.7;RealEstate:30.7
Value:21.5;Growth:13.3;Quality:23.6;Size:9.6;Momentum:19.1;LowVol:12.9
VTI:27.6;TSLA:18.5;VOO:32.3;HYG:21.7
4.3
214
18.7
Sideways
22
3.91
2.8
103
-9
-31:35
27
0.0042
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
18
-22
7
null
BrokerD
VWAP
92
6
3
23
-9
14
37
RegimeShift
Hedge
Volatility spike and breadth deterioration
138
2.2
null
5
Increase defensive factor exposure
E8823
P9919
2025-09-20
Trust
USD
439,595
16.6
1
74
Health:31.8;Materials:16.7;Utilities:26.9;Tech:24.7
Value:20.0;Growth:12.3;Quality:8.6;Size:16.7;Momentum:22.4;LowVol:19.9
TLT:48.6;GLD:18.3;VNQ:33.1
2.4
108
7.3
Bear
25.7
3.01
1.6
194
-37
-76:8
18
0.0132
false
false
MaxPos7%;MaxSector35%
null
null
Hedge
Buy index puts 1.0% notional, 30d
5
3
11
Delta:-0.13;Vega:0.03
BrokerA
LMT
92
12
17
-35
-24
12
-8
null
null
Normal monitoring
101
2.5
Approved
5
Tighten stops on momentum names
E8824
P8680
2025-06-02
Trust
USD
592,705
8.5
1
51.2
Energy:25.1;Industrials:16.8;Utilities:17.3;Comm:20.6;Consumer:20.2
Value:14.1;Growth:11.5;Quality:25.3;Size:8.0;Momentum:23.6;LowVol:17.5
QQQ:22.9;VOO:10.5;AMZN:12.6;BRK.B:24.6;MUB:29.4
4.2
130
15.5
Bull
11.5
4.62
3
106
30
13:77
64
0.0048
false
false
MaxPos5%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-6
0
2
Delta:-0.07;Vega:0.09
BrokerB
MKT
91
6
9
118
172
-6
-13
null
null
Normal monitoring
197
1.5
null
3
Monitor dispersion and breadth
E8825
P0768
2024-09-22
IRA
USD
223,764
9.3
1
56.6
Health:12.8;Industrials:22.2;Materials:25.1;Comm:39.9
Value:26.4;Growth:13.9;Quality:14.1;Size:9.0;Momentum:12.6;LowVol:24.1
XLF:16.0;VNQ:28.3;BRK.B:38.6;AAPL:17.1
2.4
132
10.8
Volatile
28
4.06
3.6
153
20
-15:69
75
0.006
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
25
-17
6
null
BrokerB
LMT
94
6
13
-42
-31
10
-14
null
null
Normal monitoring
196
2.6
null
3
Within IPS guidelines
E8826
P8426
2025-06-12
401k
USD
991,330
10
1
46.7
Consumer:31.8;RealEstate:29.9;Comm:38.3
Value:8.4;Growth:21.6;Quality:18.6;Size:18.5;Momentum:19.7;LowVol:13.3
VNQ:34.7;HYG:23.9;MUB:11.6;VTI:29.8
5.4
217
17.5
Bear
25.9
3.91
1.7
169
-95
-128:-42
5
0.0082
false
true
MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
7
5
Delta:-0.14;Vega:0.06
BrokerB
MKT
95
12
11
88
204
-13
1
RegimeShift
Reduce
Volatility spike and breadth deterioration
142
1.1
null
4
Tax-aware sells next window
E8827
P6746
2025-06-19
Roth
USD
762,064
9
1
36.7
Financials:17.9;Health:22.6;Energy:19.0;Tech:12.6;Materials:27.8
Value:12.7;Growth:15.0;Quality:31.0;Size:9.6;Momentum:17.8;LowVol:13.9
QQQ:20.2;XLF:39.4;TLT:25.3;BRK.B:15.2
2.9
272
16.9
Bull
11.4
4.93
3.5
112
76
38:122
100
0.0168
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
6
13
5
Delta:-0.07;Vega:0.08
BrokerD
LMT
99
7
12
57
122
-33
25
RegimeShift
Hedge
Volatility spike and breadth deterioration
150
3.2
SuggestedEdits
5
Monitor dispersion and breadth
E8828
P4354
2025-09-03
Taxable
USD
872,050
8.6
1
37.4
Tech:41.8;Comm:23.1;Health:17.2;Energy:17.9
Value:15.7;Growth:17.4;Quality:12.1;Size:12.5;Momentum:20.4;LowVol:21.9
GLD:7.4;MSFT:11.4;IEF:27.0;TSLA:26.7;HYG:13.4;BND:14.3
6.3
164
14.2
Volatile
31.9
4.87
3.2
177
24
-16:77
50
0.011
true
false
MaxSector30%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
0
-14
11
Delta:-0.24;Vega:0.06
BrokerA
MKT
95
12
9
3
89
-47
11
Drift>tolerance
Reduce
Allocation drift beyond policy bands
101
3.4
Approved
5
Tighten stops on momentum names
E8829
P1066
2025-07-20
401k
USD
1,585,497
7.2
1
40.2
Utilities:35.9;Financials:24.3;Comm:12.5;Industrials:11.8;RealEstate:15.5
Value:19.1;Growth:17.6;Quality:14.7;Size:9.5;Momentum:15.1;LowVol:24.0
XLF:20.4;TLT:23.5;QQQ:5.9;VNQ:24.3;TSLA:12.0;MSFT:13.9
4.6
128
18.1
Volatile
21.4
4.21
2.6
110
-24
-46:22
20
0.0094
false
false
MaxPos6%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
7
-25
7
null
BrokerA
MKT
94
5
5
109
171
-15
31
null
null
Normal monitoring
97
3.1
null
4
Monitor dispersion and breadth
E8830
P4122
2024-11-01
Trust
USD
374,649
5.9
1
50
Utilities:17.8;Industrials:40.0;Materials:42.2
Value:21.2;Growth:22.5;Quality:23.2;Size:12.0;Momentum:11.2;LowVol:9.8
HYG:40.1;MUB:23.6;TLT:17.8;MSFT:18.6
3.8
131
12.9
Bear
23.2
3.49
2.4
170
-31
-52:-16
33
0.0079
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-14
-30
11
null
BrokerA
LMT
93
12
11
89
141
-24
-21
null
null
Normal monitoring
116
2.9
null
3
Tax-aware sells next window
E8831
P3212
2025-04-01
IRA
USD
647,449
8.9
1
49.8
Health:22.1;Tech:29.0;RealEstate:15.6;Utilities:12.0;Consumer:21.3
Value:9.5;Growth:17.0;Quality:15.7;Size:23.8;Momentum:9.0;LowVol:25.1
MSFT:14.6;AMZN:46.1;TLT:39.3
2.3
227
19.9
Volatile
23.8
4.48
3
135
76
55:131
98
0.0117
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-33
3
null
BrokerB
MKT
97
4
3
112
194
-60
32
RegimeShift
Reduce
Volatility spike and breadth deterioration
163
2.5
SuggestedEdits
2
Monitor dispersion and breadth
E8832
P9473
2025-11-04
Taxable
USD
1,016,671
8.2
1.13
60.8
Utilities:26.1;Consumer:18.6;RealEstate:36.4;Tech:18.8
Value:23.5;Growth:17.9;Quality:20.2;Size:11.5;Momentum:15.5;LowVol:11.5
BND:17.3;AAPL:11.6;VTI:21.9;QQQ:16.8;IEF:20.9;AMZN:11.5
3.8
215
20.8
Bull
15.3
4.86
2.2
78
77
64:100
83
0.0085
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
32
-25
8
null
BrokerC
MKT
94
4
8
46
70
-29
-11
RegimeShift
Hedge
Volatility spike and breadth deterioration
195
1.1
Approved
3
Within IPS guidelines
E8833
P4331
2024-09-02
Taxable
USD
391,421
8.2
1
71.1
Health:24.2;Industrials:10.5;Consumer:34.3;Comm:18.0;Utilities:13.0
Value:14.9;Growth:10.1;Quality:17.0;Size:23.2;Momentum:12.5;LowVol:22.3
TLT:18.4;MUB:29.8;MSFT:11.9;AMZN:39.9
4.5
105
14.1
Bull
14.4
4.53
2.1
89
3
-35:33
33
0.0194
false
false
MaxPos8%;MaxSector25%;NoMargin
null
DriftNear
NoAction
Within policy bands; defer
26
8
8
null
BrokerB
LMT
0
0
0
109
107
-57
29
null
null
Normal monitoring
148
2.8
Approved
4
Tighten stops on momentum names
E8834
P8046
2024-10-13
401k
USD
1,004,065
3.3
1
55.2
Tech:35.2;Materials:20.2;Utilities:44.6
Value:20.5;Growth:18.5;Quality:18.1;Size:14.7;Momentum:10.9;LowVol:17.3
AMZN:33.5;VTI:33.0;TSLA:33.5
3.6
250
28
Volatile
31.7
4.92
2.6
151
0
-33:36
35
0.0155
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
4
-36
4
null
BrokerD
LMT
89
3
7
-30
-22
2
-8
VAR>budget
Pause
Risk above budget threshold
171
2.9
Approved
5
Tax-aware sells next window
E8835
P9427
2025-06-20
Trust
USD
551,134
12.4
1
55.7
Tech:14.9;Consumer:28.3;Industrials:26.5;Financials:30.3
Value:13.6;Growth:21.6;Quality:18.9;Size:12.2;Momentum:19.8;LowVol:13.9
AMZN:12.7;MSFT:9.3;VNQ:19.3;TLT:19.5;VTI:17.8;IEF:21.3
3.5
141
8.2
Volatile
20.9
4.87
2.8
118
3
-28:28
48
0.0034
false
false
MaxPos6%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
-10
-15
3
null
BrokerD
VWAP
93
2
6
24
101
17
-10
null
null
Normal monitoring
153
3.5
Approved
4
Tighten stops on momentum names
E8836
P8877
2025-01-10
Taxable
USD
793,476
16.2
1
37.7
Tech:17.2;Utilities:26.0;Consumer:22.9;Energy:24.8;Comm:9.2
Value:26.3;Growth:11.7;Quality:10.1;Size:19.5;Momentum:9.0;LowVol:23.4
TLT:9.0;BND:26.6;GLD:25.1;XLF:13.0;MSFT:8.8;BRK.B:17.6
3.9
90
15.1
Volatile
30.9
5.02
4
137
-1
-26:33
55
0.016
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
-7
9
1
null
BrokerB
LMT
91
7
5
-6
99
-22
36
null
null
Normal monitoring
200
1.1
Approved
5
Monitor dispersion and breadth
E8837
P7381
2025-02-24
Taxable
USD
584,944
10.3
1
48.3
Consumer:18.8;Materials:20.9;Health:19.3;Tech:28.7;RealEstate:12.3
Value:11.0;Growth:8.8;Quality:23.5;Size:16.4;Momentum:26.7;LowVol:13.6
IEF:9.7;MUB:18.7;HYG:8.9;TLT:32.8;VNQ:29.9
2.2
128
14.3
Bear
34.2
3.22
1.2
205
-110
-145:-85
5
0.0039
false
false
MaxPos5%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
32
-7
3
null
BrokerB
MKT
96
11
10
44
141
19
2
null
null
Normal monitoring
218
2
Approved
3
Tax-aware sells next window
E8838
P0824
2025-04-10
Taxable
USD
400,862
4.9
1
69.9
Financials:12.1;Comm:28.7;Health:11.3;Utilities:26.6;Energy:21.4
Value:16.9;Growth:13.7;Quality:16.6;Size:17.4;Momentum:19.4;LowVol:15.9
MUB:17.7;VTI:16.6;HYG:28.3;IEF:29.2;VNQ:8.1
4.4
205
23.4
Volatile
31
5.32
2.1
128
-25
-35:0
36
0.006
false
true
MaxPos7%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
26
-31
11
Delta:-0.08;Vega:0.08
BrokerA
MKT
89
10
13
119
219
-47
8
VAR>budget
Hedge
Risk above budget threshold
123
0.9
SuggestedEdits
3
Tax-aware sells next window
E8839
P1807
2025-06-07
401k
USD
2,237,263
7.1
1.13
67.9
Health:28.6;Materials:11.5;RealEstate:19.9;Financials:15.3;Industrials:24.7
Value:20.0;Growth:11.7;Quality:11.0;Size:13.5;Momentum:22.2;LowVol:21.5
MUB:19.1;VTI:7.4;TSLA:27.0;QQQ:8.3;GLD:9.4;TLT:28.7
4
128
19.5
Bull
14.2
4.79
2.7
104
76
55:130
81
0.0181
false
false
ESGOnly;MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
1
2
7
null
BrokerD
MKT
93
2
0
79
57
17
9
null
null
Normal monitoring
175
2.3
null
5
Monitor dispersion and breadth
E8840
P7667
2024-11-08
401k
USD
1,511,174
7.9
1
45.3
Tech:30.2;Energy:34.0;Consumer:11.2;Comm:24.6
Value:18.3;Growth:14.9;Quality:16.5;Size:20.5;Momentum:8.8;LowVol:21.0
QQQ:12.1;BRK.B:24.4;TLT:23.2;VNQ:11.9;IEF:10.2;VTI:18.2
2.5
165
19.4
Sideways
17.7
3.73
3.3
105
28
2:76
60
0.0048
false
false
MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
30
-19
6
null
BrokerC
LMT
91
4
1
13
104
-5
19
null
null
Normal monitoring
171
1.7
Approved
4
Within IPS guidelines
E8841
P5698
2025-05-04
IRA
USD
559,360
9.1
1
35.8
Health:18.1;Tech:20.4;Industrials:24.6;Financials:37.0
Value:17.4;Growth:26.8;Quality:11.4;Size:8.0;Momentum:24.3;LowVol:12.0
TSLA:44.2;VOO:29.3;BRK.B:26.5
3.1
128
21.2
Bull
14.5
4.92
2.2
114
38
4:84
77
0.0111
false
false
MaxPos5%
null
null
Buy
Add core equity +1.0% from cash
24
-39
2
null
BrokerD
MKT
95
7
7
61
111
-43
-2
null
null
Normal monitoring
139
2.1
Approved
4
Tighten stops on momentum names
E8842
P4311
2025-07-24
Roth
USD
537,616
12.7
1
64.4
Health:20.2;Tech:28.0;Industrials:51.8
Value:18.2;Growth:7.8;Quality:12.9;Size:19.4;Momentum:19.2;LowVol:22.4
MUB:28.6;QQQ:13.2;XLF:26.4;TLT:18.4;VNQ:13.4
3.8
144
8.2
Bear
34.3
4.12
2.4
143
-115
-128:-80
5
0.0105
false
false
MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-5
12
7
null
BrokerC
LMT
95
6
10
25
127
-29
-7
null
null
Normal monitoring
101
2.7
Approved
3
Within IPS guidelines
E8843
P0184
2024-08-08
Trust
USD
1,969,232
7.9
1
58.9
Tech:40.6;Financials:31.2;RealEstate:28.2
Value:13.7;Growth:18.4;Quality:16.0;Size:8.6;Momentum:24.1;LowVol:19.2
AAPL:9.2;MUB:29.5;IEF:26.9;VTI:34.4
4.1
129
13.9
Volatile
22.4
4.97
2.7
150
-38
-49:-21
39
0.0088
false
false
ESGOnly;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-12
4
10
null
BrokerB
MKT
99
4
5
-31
57
8
24
null
null
Normal monitoring
161
3.1
Approved
5
Monitor dispersion and breadth
E8844
P0327
2025-01-24
Roth
USD
936,649
7.8
1
45.7
Health:10.3;Tech:29.6;Utilities:12.0;Financials:20.9;Comm:27.2
Value:25.5;Growth:14.7;Quality:10.0;Size:26.6;Momentum:13.9;LowVol:9.2
VNQ:24.9;TLT:38.1;IEF:11.8;VTI:25.2
5.4
213
20.1
Volatile
21
3.69
2.6
132
-37
-51:-5
28
0.0148
false
true
MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-6
-20
12
Delta:-0.17;Vega:0.08
BrokerB
LMT
99
9
16
-53
-4
-27
-1
VAR>budget
TightenStops
Risk above budget threshold
99
3.1
SuggestedEdits
5
Tighten stops on momentum names
E8845
P4882
2024-07-06
401k
USD
1,640,391
5.7
1
70.1
Materials:10.4;RealEstate:24.1;Consumer:15.4;Health:20.1;Utilities:30.0
Value:18.8;Growth:17.1;Quality:22.5;Size:10.2;Momentum:8.5;LowVol:23.0
BRK.B:12.0;HYG:13.5;TLT:23.0;VNQ:23.6;XLF:10.7;QQQ:17.1
4.6
204
22.6
Bull
12.7
4.72
2.5
83
81
41:113
84
0.0184
false
true
MaxPos5%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-36
1
null
BrokerA
LMT
91
6
9
-45
76
0
5
VAR>budget
Hedge
Risk above budget threshold
153
2.2
null
3
Tax-aware sells next window
E8846
P0323
2025-11-27
Trust
USD
1,581,002
9.6
1
54.2
Financials:25.0;Health:16.5;Energy:24.4;Industrials:19.1;Consumer:15.1
Value:16.5;Growth:14.5;Quality:20.4;Size:12.4;Momentum:19.9;LowVol:16.3
MSFT:35.5;BND:31.4;MUB:33.2
2.7
203
11.6
Bull
12.8
4.42
2.3
111
111
96:166
96
0.0173
false
true
MaxPos8%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
9
6
Delta:-0.17;Vega:0.03
BrokerD
LMT
88
10
15
65
137
-39
-3
VAR>budget
Hedge
Risk above budget threshold
148
1.6
null
5
Tighten stops on momentum names
E8847
P9557
2025-03-10
Roth
USD
895,812
13.7
1
69.7
Industrials:17.3;RealEstate:17.5;Health:17.5;Materials:20.8;Utilities:26.9
Value:20.6;Growth:14.6;Quality:13.0;Size:24.6;Momentum:10.7;LowVol:16.5
TSLA:33.9;MSFT:24.6;IEF:12.7;VOO:21.0;BND:7.7
2.8
104
10.9
Bull
12.5
3.6
3
71
81
55:127
100
0.0171
false
false
MaxPos7%;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
2
-22
6
null
BrokerC
MKT
90
9
13
-30
-4
-57
21
null
null
Normal monitoring
139
2.7
Approved
3
Increase defensive factor exposure
E8848
P3359
2024-10-14
401k
USD
2,470,636
7.5
1
62.4
Consumer:33.6;Utilities:31.5;Comm:34.9
Value:22.3;Growth:8.5;Quality:17.5;Size:22.1;Momentum:19.6;LowVol:10.1
TSLA:10.2;GLD:11.1;XLF:11.0;BRK.B:15.4;HYG:33.1;AAPL:19.2
2.6
205
19.6
Bear
34.8
4.33
2.3
200
-89
-125:-68
19
0.0165
false
true
MaxPos8%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
-34
2
Delta:-0.22;Vega:0.08
BrokerA
MKT
92
2
1
12
1
5
14
VAR>budget
Pause
Risk above budget threshold
162
1.6
null
4
Tighten stops on momentum names
E8849
P2017
2025-06-23
401k
USD
774,779
6.2
1
53.9
Utilities:24.9;Materials:14.5;Energy:10.7;Comm:21.6;Consumer:28.3
Value:17.2;Growth:21.5;Quality:8.9;Size:19.2;Momentum:17.6;LowVol:15.5
MSFT:10.4;QQQ:28.8;XLF:26.1;AAPL:19.6;VTI:15.0
6
197
23.3
Bear
27.1
3.36
1.4
174
-1
-18:25
31
0.0109
false
false
null
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
10
3
3
null
BrokerC
VWAP
99
11
17
53
163
-10
-4
null
null
Normal monitoring
119
1.2
Approved
3
Within IPS guidelines
E8850
P4420
2025-07-17
IRA
USD
1,364,804
7.1
1
73.6
Tech:26.1;Materials:37.5;Financials:15.3;Utilities:21.1
Value:17.1;Growth:12.0;Quality:8.0;Size:23.4;Momentum:19.8;LowVol:19.7
AMZN:27.2;HYG:32.1;TSLA:40.7
3.8
226
13.2
Bull
13.3
4.45
2.9
108
63
46:109
91
0.0111
false
true
ESGOnly;MaxPos7%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-6
0
2
Delta:-0.12;Vega:0.07
BrokerA
MKT
90
6
5
-55
64
0
5
VAR>budget
Hedge
Risk above budget threshold
156
2.9
Approved
3
Monitor dispersion and breadth
E8851
P5828
2025-05-04
Taxable
USD
2,429,639
6.7
1
65.8
Utilities:35.8;Industrials:32.5;Consumer:31.8
Value:12.2;Growth:27.9;Quality:14.9;Size:22.7;Momentum:9.7;LowVol:12.6
GLD:21.4;TLT:38.2;AAPL:40.4
4.5
219
17.6
Volatile
23
3.88
3.1
162
15
-13:33
69
0.0155
false
true
MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-13
-38
4
null
BrokerB
VWAP
98
2
10
95
219
-50
20
RegimeShift
Reduce
Volatility spike and breadth deterioration
200
1.7
null
3
Monitor dispersion and breadth
E8852
P0463
2025-08-17
IRA
USD
963,888
5.2
1
49.5
Energy:49.8;Industrials:28.6;Consumer:21.6
Value:11.7;Growth:15.5;Quality:28.0;Size:10.0;Momentum:26.2;LowVol:8.7
TSLA:15.0;IEF:8.4;MSFT:29.0;TLT:14.0;AMZN:33.6
5
161
12.9
Volatile
31.9
4.16
3.2
117
28
5:52
79
0.0067
false
false
MaxPos7%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
3
-40
10
null
BrokerD
MKT
95
10
18
75
104
14
-12
null
null
Normal monitoring
187
2.6
null
3
Increase defensive factor exposure
E8853
P6614
2025-03-01
Trust
USD
369,385
8.3
1
38.1
RealEstate:20.2;Energy:47.8;Materials:32.0
Value:21.4;Growth:9.1;Quality:20.1;Size:18.4;Momentum:19.1;LowVol:11.9
VOO:29.1;MUB:24.1;VTI:12.8;AMZN:34.0
1.8
116
12.4
Bull
13.3
4.49
2.4
116
29
16:73
71
0.0195
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-3
-37
11
null
BrokerD
MKT
97
8
8
42
131
-40
7
null
null
Normal monitoring
141
2
Approved
4
Monitor dispersion and breadth
E8854
P7972
2025-06-16
401k
USD
446,899
16.1
1
73.4
Financials:34.0;Consumer:22.6;Health:43.5
Value:10.8;Growth:13.5;Quality:20.1;Size:22.1;Momentum:10.4;LowVol:23.1
VTI:7.3;TSLA:21.7;GLD:18.8;AAPL:18.0;AMZN:15.1;MSFT:19.2
4.7
146
7.9
Bull
12.3
3.83
2.4
119
46
29:68
90
0.005
false
false
MaxPos8%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
14
8
7
Delta:-0.06;Vega:0.07
BrokerD
MKT
89
5
4
38
0
-38
-15
null
null
Normal monitoring
146
3.6
Approved
4
Increase defensive factor exposure
E8855
P7917
2025-10-03
Roth
USD
1,264,924
6.2
1.2
47
Materials:25.3;Consumer:22.7;Utilities:20.0;Financials:11.5;Tech:20.5
Value:11.6;Growth:18.4;Quality:22.4;Size:16.5;Momentum:13.5;LowVol:17.5
VNQ:15.4;VTI:37.9;TSLA:25.5;VOO:21.2
3.3
139
10.1
Bear
33.7
3.3
1.2
141
4
-30:22
66
0.0142
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-10
-31
8
null
BrokerB
MKT
91
5
5
80
45
-35
-5
null
null
Normal monitoring
215
2.2
null
3
Tax-aware sells next window
E8856
P2102
2024-09-28
IRA
USD
362,785
9.7
1
46.8
Utilities:15.0;RealEstate:49.7;Tech:35.3
Value:24.3;Growth:10.9;Quality:20.8;Size:14.2;Momentum:15.4;LowVol:14.5
XLF:24.9;AAPL:18.5;MSFT:17.8;GLD:27.3;VOO:11.5
4
162
15.9
Bull
13.2
4.48
2.6
115
87
54:122
90
0.0177
false
false
MaxSector25%
null
VarNear
NoAction
Within policy bands; defer
22
-29
2
null
BrokerD
LMT
0
0
0
90
192
-16
-6
null
null
Normal monitoring
111
2.5
Approved
3
Tighten stops on momentum names
E8857
P3087
2025-04-15
Taxable
USD
601,339
5.7
1
40.8
Comm:15.3;Financials:22.9;Health:32.3;Tech:29.6
Value:20.3;Growth:8.8;Quality:17.1;Size:15.2;Momentum:23.1;LowVol:15.5
GLD:6.9;VTI:21.2;AAPL:13.7;QQQ:17.4;BRK.B:19.6;XLF:21.1
5
161
10.8
Bear
28.1
4.08
1.8
144
-76
-107:-59
16
0.0145
false
false
MaxPos8%;MaxSector25%;NoMargin
null
DriftNear;VarNear
NoAction
Within policy bands; defer
-2
4
10
null
BrokerA
MKT
0
0
0
14
48
-16
-2
null
null
Normal monitoring
148
2.6
Approved
5
Tighten stops on momentum names
E8858
P2264
2025-12-05
Roth
USD
1,924,586
9.2
1.07
71.4
Comm:30.3;Industrials:34.2;Materials:35.5
Value:15.0;Growth:11.3;Quality:10.5;Size:16.1;Momentum:20.0;LowVol:27.1
TSLA:24.4;HYG:33.0;MSFT:17.7;VTI:24.8
2.6
132
14.1
Sideways
15.6
3.69
2.5
123
45
9:84
88
0.0185
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-2
6
5
null
BrokerD
VWAP
90
1
0
51
86
1
29
null
null
Normal monitoring
184
1.2
Approved
3
Tighten stops on momentum names
E8859
P0087
2025-10-17
Trust
USD
177,791
8.3
1
54.1
Materials:38.9;Health:30.1;Financials:31.1
Value:9.3;Growth:13.5;Quality:10.3;Size:25.3;Momentum:14.3;LowVol:27.3
MSFT:25.5;AMZN:36.7;XLF:37.9
1.5
167
8.4
Bull
11
3.84
2.5
76
67
41:114
76
0.0156
false
false
MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-9
-4
1
null
BrokerC
MKT
89
7
4
-6
96
-42
28
null
null
Normal monitoring
138
2.7
null
3
Tax-aware sells next window
E8860
P4035
2025-02-24
401k
USD
506,488
10
1
56.3
Energy:12.5;Health:31.7;Industrials:32.5;Materials:23.2
Value:10.8;Growth:22.0;Quality:15.6;Size:25.1;Momentum:9.4;LowVol:17.1
GLD:27.3;QQQ:23.0;VTI:14.8;TSLA:23.4;MUB:11.5
3.2
109
12.2
Bear
25.2
3.45
2.6
157
-107
-137:-90
5
0.019
false
false
MaxPos8%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
6
12
1
Delta:-0.09;Vega:0.04
BrokerD
LMT
99
12
20
27
71
7
-9
null
null
Normal monitoring
104
3.3
Approved
3
Monitor dispersion and breadth
E8861
P3481
2025-11-30
Roth
USD
1,217,829
6.8
1
55
Energy:26.7;Utilities:14.4;Health:26.7;Financials:32.2
Value:14.4;Growth:16.6;Quality:21.3;Size:14.9;Momentum:15.3;LowVol:17.5
AAPL:6.2;VOO:21.9;BRK.B:24.8;MSFT:18.5;HYG:20.5;VTI:8.1
2.5
160
18.5
Bull
14
3.89
2.6
97
44
21:88
67
0.0189
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
35
-10
11
null
BrokerC
VWAP
88
6
8
67
53
-45
12
null
null
Normal monitoring
208
3.4
Approved
4
Tax-aware sells next window
E8862
P7361
2024-07-15
Roth
USD
794,843
7.8
1
63.8
Comm:36.1;Materials:20.3;Financials:43.6
Value:15.0;Growth:21.2;Quality:9.7;Size:21.3;Momentum:19.1;LowVol:13.7
XLF:10.4;MSFT:15.7;AAPL:25.6;MUB:12.2;BRK.B:24.5;AMZN:11.5
2.3
113
11.6
Bull
13.1
4.87
3.3
77
29
-11:72
57
0.0095
false
false
ESGOnly;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
6
-3
6
Delta:-0.14;Vega:0.05
BrokerC
VWAP
93
2
0
84
135
-33
13
null
null
Normal monitoring
155
2.9
Approved
5
Tighten stops on momentum names
E8863
P5654
2025-02-21
IRA
USD
626,498
4.5
1
41.8
Comm:12.6;Industrials:22.5;Utilities:22.1;Health:26.3;Tech:16.4
Value:15.7;Growth:16.6;Quality:18.5;Size:17.3;Momentum:15.9;LowVol:16.0
QQQ:17.2;AMZN:12.5;AAPL:44.6;MSFT:25.6
6.8
177
16.1
Bull
15
4.44
2.2
90
35
9:82
59
0.0136
true
false
MaxPos8%;MaxSector35%
null
DriftNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
35
15
4
null
BrokerB
VWAP
89
10
9
31
30
-9
8
Drift>tolerance
Pause
Allocation drift beyond policy bands
117
1.3
null
2
Tighten stops on momentum names
E8864
P8766
2025-10-28
IRA
USD
160,327
8.6
1
40.4
RealEstate:18.2;Consumer:37.2;Comm:11.9;Health:16.4;Tech:16.3
Value:16.4;Growth:16.2;Quality:25.5;Size:8.2;Momentum:22.9;LowVol:10.9
TSLA:22.1;IEF:20.0;AAPL:10.5;VTI:8.7;VOO:16.4;GLD:22.3
3.4
144
8.5
Bear
32.5
3.26
1.2
131
-9
-34:9
45
0.0191
false
false
MaxPos8%;MaxSector30%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
13
-26
2
Delta:-0.06;Vega:0.03
BrokerD
MKT
89
3
1
80
124
-34
29
null
null
Normal monitoring
152
1.4
null
4
Increase defensive factor exposure
E8865
P0805
2025-11-28
401k
USD
816,913
7.3
1
42.6
Energy:20.5;Consumer:33.7;Tech:45.8
Value:7.1;Growth:21.9;Quality:20.7;Size:11.0;Momentum:22.4;LowVol:16.9
VTI:13.2;XLF:25.2;BND:36.1;QQQ:25.6
1.4
158
14
Bull
14.6
4.37
2.9
117
116
95:138
100
0.0154
false
false
MaxPos8%;MaxSector25%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
20
4
9
null
BrokerC
LMT
93
9
16
-24
100
-59
26
null
null
Normal monitoring
122
1.2
Approved
3
Tax-aware sells next window
E8866
P7552
2024-09-29
Roth
USD
2,185,630
5.4
1
41.9
Industrials:26.4;Health:24.3;RealEstate:22.0;Energy:27.3
Value:25.6;Growth:14.4;Quality:24.7;Size:8.7;Momentum:13.3;LowVol:13.3
BND:23.8;MSFT:17.2;TLT:14.5;AAPL:14.2;XLF:20.6;VNQ:9.9
5.4
150
17.3
Bull
16.1
4.46
3.4
75
38
18:66
58
0.0051
false
false
ESGOnly;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
32
-3
4
null
BrokerD
LMT
92
6
3
100
114
-36
27
null
null
Normal monitoring
217
1.9
Approved
3
Tighten stops on momentum names
E8867
P0383
2024-12-12
Trust
USD
200,709
12.8
1
55.9
RealEstate:35.0;Utilities:18.1;Industrials:47.0
Value:12.1;Growth:16.2;Quality:18.4;Size:24.3;Momentum:9.2;LowVol:19.9
QQQ:28.6;XLF:14.2;VOO:57.2
4.1
127
11.2
Volatile
20.2
5.2
3.8
149
2
-37:24
45
0.0139
false
false
MaxSector30%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
9
-26
9
null
BrokerB
MKT
96
9
8
120
243
-25
-6
null
null
Normal monitoring
216
2.2
Approved
4
Within IPS guidelines
E8868
P5556
2024-09-28
IRA
USD
554,082
5.8
1
63
Materials:13.2;Industrials:23.9;Utilities:31.0;Financials:12.4;Health:19.4
Value:18.9;Growth:12.8;Quality:21.3;Size:21.4;Momentum:12.2;LowVol:13.3
XLF:23.5;MUB:28.7;VTI:13.8;TLT:13.9;VOO:20.2
1.6
169
14
Volatile
25.4
5.31
4.2
161
-16
-37:0
51
0.0156
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
28
-28
12
null
BrokerD
LMT
92
1
7
114
223
-49
20
null
null
Normal monitoring
136
3
Approved
5
Tighten stops on momentum names
E8869
P7390
2025-07-02
401k
USD
1,306,147
5.3
1
40.7
Utilities:36.7;Consumer:36.5;Comm:26.8
Value:13.5;Growth:20.5;Quality:11.1;Size:20.0;Momentum:12.9;LowVol:21.9
QQQ:29.8;AAPL:31.6;VNQ:14.2;VTI:24.4
5.6
152
12.3
Volatile
22.9
3.62
3.9
178
70
47:124
93
0.0185
false
false
ESGOnly
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
29
11
6
null
BrokerA
VWAP
93
1
0
-28
-4
-55
-23
null
null
Normal monitoring
169
1.9
null
3
Monitor dispersion and breadth
E8870
P4344
2024-11-25
Trust
USD
948,121
6.4
1.2
53.8
Tech:25.5;Comm:30.1;Consumer:21.4;Industrials:22.9
Value:13.7;Growth:11.0;Quality:16.4;Size:16.1;Momentum:29.7;LowVol:13.1
XLF:20.9;AAPL:29.4;VOO:30.7;HYG:19.0
6.5
242
25.8
Sideways
19.8
3.77
2.2
138
32
11:67
70
0.0059
true
true
null
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
-13
6
Delta:-0.19;Vega:0.04
BrokerC
MKT
96
1
6
-10
80
-6
23
VAR>budget
Hedge
Risk above budget threshold
172
0.9
null
5
Tighten stops on momentum names
E8871
P6781
2024-08-02
401k
USD
331,736
15.2
1
52.2
Financials:40.7;Materials:40.2;Tech:19.1
Value:18.8;Growth:23.8;Quality:10.4;Size:8.3;Momentum:25.2;LowVol:13.6
BND:37.0;XLF:28.5;VOO:12.5;HYG:22.1
2.5
150
9
Volatile
29.3
5.22
2.5
116
-28
-60:19
28
0.0177
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
-8
-21
10
null
BrokerA
VWAP
0
0
0
45
55
-2
-25
null
null
Normal monitoring
140
1.3
null
5
Increase defensive factor exposure
E8872
P0638
2025-03-31
Taxable
USD
186,092
8.4
1
44.1
Comm:21.5;RealEstate:29.3;Health:49.2
Value:20.8;Growth:16.4;Quality:20.6;Size:11.3;Momentum:14.0;LowVol:16.9
MSFT:45.8;BND:27.7;HYG:26.5
2.8
106
12.4
Bull
14.2
3.98
3.4
102
93
80:110
99
0.0159
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
5
-28
7
null
BrokerC
LMT
91
12
9
-58
-34
19
-23
null
null
Normal monitoring
136
3.1
null
4
Within IPS guidelines
E8873
P6338
2025-12-19
Trust
USD
2,197,751
6
1.14
73.6
Comm:19.4;Energy:32.0;Tech:28.2;Industrials:20.4
Value:22.3;Growth:16.8;Quality:8.7;Size:20.8;Momentum:14.6;LowVol:16.7
BND:38.5;XLF:10.3;HYG:9.6;AMZN:9.2;MUB:32.4
4.7
129
13.1
Bull
13.6
4.85
2.7
88
82
71:107
74
0.0124
false
false
MaxPos5%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
3
8
9
null
BrokerB
LMT
89
3
3
-59
-71
-40
28
null
null
Normal monitoring
145
3.7
null
5
Tighten stops on momentum names
E8874
P9553
2024-12-14
401k
USD
1,830,293
7
1
48.8
RealEstate:22.3;Consumer:36.4;Comm:41.3
Value:19.5;Growth:9.0;Quality:20.7;Size:22.1;Momentum:15.3;LowVol:13.3
TSLA:33.5;VTI:40.0;BND:12.8;XLF:13.7
3.2
168
20.2
Bull
16.5
4.17
2.9
74
44
10:70
76
0.0077
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-6
7
null
BrokerC
MKT
99
7
14
2
64
-4
9
null
null
Normal monitoring
168
2.3
Approved
5
Tighten stops on momentum names
E8875
P8982
2025-12-16
401k
USD
713,229
6.6
1
38.4
Comm:36.0;Tech:28.2;Materials:35.9
Value:20.2;Growth:11.0;Quality:11.4;Size:16.4;Momentum:22.9;LowVol:18.0
XLF:19.4;IEF:36.1;VNQ:20.9;TSLA:23.6
2.2
252
16.1
Bull
13.7
3.6
2.1
118
77
53:120
90
0.0126
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-32
8
null
BrokerA
MKT
94
11
12
88
171
-28
28
RegimeShift
TightenStops
Volatility spike and breadth deterioration
181
2.1
Approved
3
Tighten stops on momentum names
E8876
P2306
2025-09-08
IRA
USD
1,643,822
5.7
1.24
44.8
Industrials:24.9;Tech:20.8;Health:18.1;Materials:17.2;Utilities:19.0
Value:19.0;Growth:10.3;Quality:19.3;Size:14.0;Momentum:23.2;LowVol:14.3
VNQ:18.1;XLF:15.2;AMZN:14.9;BND:9.8;VOO:25.4;QQQ:16.6
3.9
222
15.1
Sideways
19.3
3.93
2.9
114
-23
-41:-6
26
0.0032
false
true
ESGOnly;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
-10
3
Delta:-0.11;Vega:0.02
BrokerC
LMT
95
6
8
61
101
-39
-16
VAR>budget
Hedge
Risk above budget threshold
137
3.2
SuggestedEdits
2
Monitor dispersion and breadth
E8877
P2892
2025-02-03
IRA
USD
1,126,841
9.2
1.12
59.6
RealEstate:27.5;Utilities:13.1;Consumer:31.4;Health:27.9
Value:21.2;Growth:12.5;Quality:17.9;Size:15.4;Momentum:21.4;LowVol:11.6
GLD:24.9;BND:38.7;TSLA:36.4
2.1
210
11.2
Bull
14.4
4.18
2.4
89
80
41:123
89
0.0134
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
-33
10
Delta:-0.21;Vega:0.04
BrokerC
MKT
89
8
5
-30
102
-45
23
VAR>budget
Hedge
Risk above budget threshold
119
2.2
Rejected
3
Monitor dispersion and breadth
E8878
P6993
2024-11-28
IRA
USD
1,115,762
8.8
1.17
49.4
Industrials:24.6;Financials:38.8;Utilities:14.1;Comm:22.5
Value:12.4;Growth:14.4;Quality:15.5;Size:19.4;Momentum:20.2;LowVol:18.1
BRK.B:12.9;BND:37.9;MSFT:12.1;XLF:37.0
4.5
225
15.7
Bull
13.8
3.74
2.4
105
44
33:80
65
0.0082
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
5
-28
12
Delta:-0.1;Vega:0.09
BrokerB
MKT
97
2
6
-7
4
7
9
RegimeShift
Hedge
Volatility spike and breadth deterioration
115
0.9
Approved
3
Tighten stops on momentum names
E8879
P5966
2025-08-07
401k
USD
601,993
5.7
1
68.8
Financials:30.3;Energy:34.9;Utilities:34.8
Value:22.9;Growth:16.7;Quality:7.8;Size:16.4;Momentum:21.1;LowVol:15.1
BRK.B:20.5;MUB:26.2;QQQ:10.6;BND:12.8;VOO:5.6;AAPL:24.4
3.9
95
12
Volatile
24.7
4.57
2.5
175
35
6:88
73
0.0164
false
false
MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
31
-16
4
null
BrokerA
LMT
89
10
9
-23
29
-48
-18
null
null
Normal monitoring
133
2.2
Approved
4
Tighten stops on momentum names
E8880
P9268
2025-10-20
IRA
USD
538,520
7.4
1
56.8
Comm:14.6;Energy:16.5;Consumer:28.6;Utilities:40.3
Value:23.0;Growth:18.4;Quality:8.3;Size:18.3;Momentum:22.6;LowVol:9.5
XLF:50.4;VOO:14.1;VNQ:35.5
2.1
144
18.3
Bull
15.3
4.48
3.5
76
111
81:155
100
0.0168
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
29
-34
6
null
BrokerA
LMT
97
4
8
-14
-23
-35
8
null
null
Normal monitoring
218
3.3
null
3
Monitor dispersion and breadth
E8881
P0308
2024-08-21
Taxable
USD
1,367,567
6.8
1
37.7
Financials:19.7;Consumer:17.5;Industrials:35.4;Tech:27.3
Value:14.5;Growth:13.7;Quality:8.8;Size:21.3;Momentum:18.9;LowVol:22.8
VTI:26.3;AAPL:21.3;HYG:17.6;QQQ:9.0;BND:25.8
2.5
225
10.6
Volatile
22.4
5.39
4
175
63
48:105
71
0.0088
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-12
-18
8
Delta:-0.08;Vega:0.07
BrokerB
MKT
99
7
8
2
42
-13
16
RegimeShift
TightenStops
Volatility spike and breadth deterioration
184
2.4
SuggestedEdits
2
Tighten stops on momentum names
E8882
P3511
2025-01-06
Roth
USD
299,208
17.4
1
72.9
Health:9.0;Utilities:24.4;RealEstate:21.1;Financials:20.2;Industrials:25.3
Value:12.9;Growth:20.0;Quality:21.4;Size:21.0;Momentum:17.6;LowVol:7.0
GLD:17.3;BRK.B:16.4;VTI:35.1;MSFT:31.2
4.4
150
13.4
Volatile
24.8
4.95
3.1
144
-14
-25:16
45
0.0177
false
false
ESGOnly;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
15
-3
11
null
BrokerA
VWAP
100
6
5
114
178
-45
6
null
null
Normal monitoring
137
3.9
null
5
Within IPS guidelines
E8883
P5905
2024-08-17
Roth
USD
801,482
16.5
1
54.1
Consumer:28.2;Health:25.2;Energy:46.6
Value:18.1;Growth:14.0;Quality:21.0;Size:24.6;Momentum:12.4;LowVol:9.9
TSLA:27.4;MSFT:13.3;HYG:25.0;VOO:26.0;IEF:8.3
2.8
145
10.8
Bull
11.6
4.08
3.4
75
92
67:140
83
0.0087
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-9
-15
11
null
BrokerB
MKT
95
4
1
57
44
5
9
null
null
Normal monitoring
220
1.7
null
5
Within IPS guidelines
E8884
P0469
2025-07-20
Trust
USD
868,734
8
1
54.2
Utilities:18.5;Industrials:30.3;Financials:51.2
Value:11.9;Growth:21.6;Quality:17.1;Size:27.5;Momentum:13.4;LowVol:8.5
TSLA:34.5;VOO:8.8;TLT:23.9;VNQ:19.0;XLF:13.8
3.1
160
20.3
Volatile
26
4.03
2.5
136
27
14:43
69
0.014
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
14
3
null
BrokerC
LMT
94
11
15
30
20
9
34
null
null
Normal monitoring
102
2.5
Approved
5
Tighten stops on momentum names
E8885
P7792
2024-07-10
Taxable
USD
777,243
15.5
1
49.3
Health:28.7;Tech:13.4;Industrials:30.5;Comm:27.4
Value:17.1;Growth:19.7;Quality:17.6;Size:15.3;Momentum:15.8;LowVol:14.4
TLT:16.1;IEF:17.3;MUB:28.3;VNQ:18.9;QQQ:19.4
1.8
129
8
Sideways
18.8
4.81
3.2
118
1
-17:35
34
0.0044
false
false
MaxPos6%;NoMargin
null
null
Sell
Trim extended winner -1.0%
22
-8
12
null
BrokerD
LMT
97
2
5
-42
16
3
-18
null
null
Normal monitoring
184
2
Approved
5
Increase defensive factor exposure
E8886
P1709
2025-10-27
Taxable
USD
541,088
6.9
1
51.8
Comm:20.3;Tech:22.9;Energy:30.5;Financials:26.3
Value:19.7;Growth:16.1;Quality:27.8;Size:9.9;Momentum:9.4;LowVol:17.1
AAPL:39.3;TLT:17.4;XLF:43.3
2.5
193
19.6
Sideways
20.2
4.29
2.2
109
-3
-18:17
53
0.0032
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
16
-38
12
Delta:-0.08;Vega:0.05
BrokerB
LMT
99
3
8
-30
-5
-17
-16
RegimeShift
Hedge
Volatility spike and breadth deterioration
171
0.8
Approved
4
Tighten stops on momentum names
E8887
P5711
2025-06-18
Taxable
USD
604,278
9.3
1
61
Comm:35.5;RealEstate:29.1;Consumer:35.4
Value:14.8;Growth:24.8;Quality:19.6;Size:14.6;Momentum:13.0;LowVol:13.3
QQQ:15.5;BRK.B:51.1;BND:33.5
1.3
103
13.9
Bear
22.8
4.4
1.8
205
6
-26:55
39
0.0052
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-6
-26
1
null
BrokerD
LMT
91
4
2
58
130
11
-24
null
null
Normal monitoring
185
3.1
Approved
5
Increase defensive factor exposure
E8888
P2510
2025-02-18
IRA
USD
812,160
8.3
1
36.3
RealEstate:20.9;Tech:9.1;Energy:30.9;Industrials:9.6;Consumer:29.4
Value:24.7;Growth:20.5;Quality:14.3;Size:12.3;Momentum:16.3;LowVol:11.9
MUB:14.4;MSFT:40.1;BND:45.5
4.4
166
15.5
Volatile
24
4.7
3.4
125
42
20:74
55
0.0039
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-31
6
null
BrokerC
MKT
90
11
13
-51
64
-31
2
null
null
Normal monitoring
187
2.8
Approved
5
Monitor dispersion and breadth
E8889
P7887
2024-11-15
Roth
USD
1,697,344
6.4
1
56.6
Industrials:19.8;Energy:27.5;Utilities:31.4;Financials:21.3
Value:22.7;Growth:23.2;Quality:12.1;Size:11.1;Momentum:23.6;LowVol:7.3
TLT:14.6;TSLA:20.9;GLD:25.7;VTI:8.7;HYG:17.6;AAPL:12.5
7
196
18.5
Bear
28.8
3.69
2.9
186
17
4:46
60
0.0047
true
false
ESGOnly
MaxPosExceeded
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
20
-18
3
null
BrokerB
LMT
100
9
8
-20
87
-8
9
Drift>tolerance
Pause
Allocation drift beyond policy bands
137
2.7
null
5
Increase defensive factor exposure
E8890
P4404
2025-08-02
Taxable
USD
1,083,360
3.3
1
63.5
Health:32.7;Tech:23.0;Industrials:15.4;Consumer:19.2;Comm:9.7
Value:15.6;Growth:24.2;Quality:9.9;Size:8.4;Momentum:19.5;LowVol:22.5
IEF:26.4;QQQ:28.6;AMZN:13.0;GLD:32.0
2.4
219
17.4
Bull
12.1
3.88
2.4
98
6
-27:60
53
0.0047
false
true
MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
5
2
2
null
BrokerC
MKT
100
12
14
39
93
-44
27
RegimeShift
Reduce
Volatility spike and breadth deterioration
158
2.2
null
2
Tighten stops on momentum names
E8891
P1714
2024-08-05
Roth
USD
1,967,823
7.3
1
53.7
Health:28.4;Energy:38.8;RealEstate:32.8
Value:13.7;Growth:19.8;Quality:13.9;Size:24.0;Momentum:17.3;LowVol:11.3
AMZN:19.4;HYG:23.3;MUB:16.8;TSLA:23.0;MSFT:17.5
3.6
198
13
Bull
16.7
4.84
3.4
84
43
23:83
58
0.0134
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
10
8
Delta:-0.17;Vega:0.07
BrokerC
VWAP
91
12
17
-9
103
9
-8
VAR>budget
Reduce
Risk above budget threshold
135
3.3
SuggestedEdits
3
Increase defensive factor exposure
E8892
P5883
2025-02-26
Trust
USD
696,215
9
1
35.3
Materials:28.9;Comm:44.5;Utilities:26.6
Value:24.8;Growth:16.5;Quality:18.0;Size:11.4;Momentum:8.7;LowVol:20.5
AMZN:19.5;VNQ:12.3;MSFT:16.1;HYG:26.1;TLT:26.0
5.3
172
13.5
Volatile
26.3
5.07
3.9
176
41
7:73
63
0.0127
false
true
MaxPos5%;MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
6
3
8
Delta:-0.16;Vega:0.02
BrokerB
LMT
98
4
3
27
77
-32
30
VAR>budget
Reduce
Risk above budget threshold
167
1.3
SuggestedEdits
4
Tighten stops on momentum names
E8893
P8660
2025-01-24
Taxable
USD
760,661
6.5
1
65.9
Health:32.1;Industrials:36.5;Consumer:31.5
Value:10.4;Growth:20.3;Quality:15.9;Size:23.4;Momentum:16.0;LowVol:13.9
GLD:31.0;BRK.B:24.0;TLT:13.4;TSLA:31.5
2.3
182
12.9
Volatile
25.2
4.12
2.9
139
19
-21:60
66
0.0055
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
22
-35
3
null
BrokerB
LMT
97
12
14
70
41
13
39
RegimeShift
Reduce
Volatility spike and breadth deterioration
146
2.5
SuggestedEdits
2
Tax-aware sells next window
E8894
P2478
2024-12-21
Roth
USD
159,026
8.3
1
53.7
Utilities:31.9;Health:20.0;RealEstate:11.9;Tech:21.4;Financials:14.8
Value:22.9;Growth:8.5;Quality:18.0;Size:19.7;Momentum:10.2;LowVol:20.6
TSLA:26.7;IEF:12.4;HYG:13.5;AAPL:14.7;AMZN:32.8
3.8
128
12.6
Bear
22.3
4.33
1.7
208
-39
-61:-6
26
0.015
false
false
MaxPos6%
null
null
Sell
Trim extended winner -1.0%
1
-17
3
null
BrokerD
MKT
96
8
8
57
80
-58
-24
null
null
Normal monitoring
94
2.5
Approved
4
Tighten stops on momentum names
E8895
P0347
2025-06-19
401k
USD
839,749
6.3
1
58.3
Materials:36.8;Energy:42.3;RealEstate:20.9
Value:17.7;Growth:16.9;Quality:20.2;Size:12.7;Momentum:17.5;LowVol:14.9
GLD:30.0;VTI:20.5;VOO:23.1;QQQ:26.4
3.3
144
15.6
Bull
11.8
4.56
3.1
85
30
12:58
70
0.0134
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
35
-3
3
null
BrokerA
MKT
0
0
0
12
60
-4
-23
null
null
Normal monitoring
104
1.7
null
3
Within IPS guidelines
E8896
P0873
2025-07-27
IRA
USD
197,262
9.9
1
39.9
Materials:19.9;Consumer:14.7;Financials:23.3;Comm:26.7;Energy:15.5
Value:25.1;Growth:11.4;Quality:14.8;Size:26.4;Momentum:11.0;LowVol:11.3
MSFT:22.2;HYG:8.4;TLT:28.3;TSLA:28.7;AAPL:12.4
1.9
143
11.3
Volatile
22.7
5.22
2.4
112
-52
-81:-4
15
0.0127
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
35
-39
5
null
BrokerC
LMT
91
12
9
58
136
-36
14
null
null
Normal monitoring
127
1.5
null
5
Tax-aware sells next window
E8897
P9036
2025-05-11
IRA
USD
515,696
6.9
1
64.1
Materials:25.6;Tech:22.9;Financials:35.3;Utilities:16.3
Value:28.3;Growth:26.5;Quality:17.3;Size:10.2;Momentum:9.4;LowVol:8.2
BND:21.0;TSLA:18.3;VTI:12.2;AMZN:25.3;VOO:23.2
3.7
98
16
Sideways
20.2
4.55
3
116
-3
-21:18
32
0.0194
false
false
MaxPos5%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-6
15
10
null
BrokerB
LMT
90
6
9
53
102
-3
-7
null
null
Normal monitoring
165
2
null
5
Within IPS guidelines
E8898
P1088
2025-07-01
401k
USD
434,154
16.4
1
61.6
Tech:30.7;Energy:37.0;Comm:32.3
Value:10.7;Growth:12.9;Quality:20.8;Size:18.3;Momentum:14.3;LowVol:22.9
GLD:22.1;QQQ:17.4;AAPL:27.8;XLF:11.3;TSLA:21.3
1.1
142
9.2
Bear
31
3.07
2
159
-37
-53:-12
25
0.0116
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
23
-18
10
Delta:-0.15;Vega:0.05
BrokerA
MKT
94
1
4
67
35
-2
10
null
null
Normal monitoring
119
2
null
5
Tighten stops on momentum names
E8899
P2832
2025-09-10
Taxable
USD
685,920
7.6
1
52.4
RealEstate:19.1;Tech:18.5;Consumer:43.7;Energy:18.7
Value:19.3;Growth:11.7;Quality:15.0;Size:16.4;Momentum:18.4;LowVol:19.3
TLT:17.5;VOO:22.4;AMZN:10.3;QQQ:27.4;TSLA:22.4
2.7
173
16.5
Volatile
28.3
5.44
2.4
127
64
47:81
71
0.0048
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
3
14
6
null
BrokerB
MKT
95
2
10
68
135
-16
-23
VAR>budget
Hedge
Risk above budget threshold
180
1
null
4
Within IPS guidelines
E8900
P2305
2024-10-19
Roth
USD
479,726
8.7
1
55.7
Industrials:17.0;Health:22.9;RealEstate:18.9;Comm:27.4;Materials:13.8
Value:8.3;Growth:19.4;Quality:10.8;Size:19.4;Momentum:19.1;LowVol:22.9
TSLA:11.6;QQQ:24.1;MUB:30.2;TLT:17.6;HYG:16.5
3.7
132
14.9
Volatile
28.8
5.41
2.7
129
-14
-38:3
40
0.0144
false
false
MaxPos5%
null
null
Sell
Trim extended winner -1.0%
10
-9
4
null
BrokerC
MKT
95
5
9
84
167
4
17
null
null
Normal monitoring
204
3.1
Approved
5
Within IPS guidelines