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
E8901
P4867
2025-04-13
401k
USD
579,103
14.8
1
56
Energy:25.7;Materials:33.8;Consumer:40.6
Value:20.5;Growth:22.8;Quality:13.6;Size:7.7;Momentum:18.5;LowVol:17.0
AAPL:21.1;TSLA:25.1;BRK.B:28.3;XLF:15.3;VNQ:10.2
4.2
112
8.5
Sideways
17.3
3.95
2.7
127
-21
-34:9
37
0.0105
false
false
ESGOnly;MaxPos8%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
0
-1
12
null
BrokerB
LMT
100
10
11
-3
114
7
18
null
null
Normal monitoring
143
1
Approved
4
Tax-aware sells next window
E8902
P9311
2025-08-06
Taxable
USD
1,770,644
6.4
1.23
66.9
Energy:16.6;RealEstate:46.3;Health:37.0
Value:29.9;Growth:21.9;Quality:12.1;Size:11.8;Momentum:11.8;LowVol:12.5
HYG:29.9;BND:17.7;BRK.B:33.3;MSFT:19.1
2.4
280
21.8
Sideways
21.4
3.61
2.9
94
-3
-23:18
54
0.0109
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-27
4
null
BrokerC
VWAP
99
3
11
-51
-43
1
-22
RegimeShift
TightenStops
Volatility spike and breadth deterioration
187
1.5
Approved
2
Monitor dispersion and breadth
E8903
P6252
2025-02-06
401k
USD
2,437,103
8.1
1
47.6
Comm:30.0;Consumer:31.5;RealEstate:11.2;Financials:17.8;Energy:9.5
Value:23.4;Growth:15.2;Quality:12.2;Size:27.1;Momentum:10.3;LowVol:11.7
VNQ:21.1;TSLA:21.0;AAPL:22.1;HYG:20.5;BND:15.3
3.5
152
18
Bull
11.8
3.88
2.9
92
98
83:130
87
0.013
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
-10
-39
8
null
BrokerB
VWAP
94
11
17
72
179
-15
-5
null
null
Normal monitoring
204
1.8
null
4
Monitor dispersion and breadth
E8904
P7360
2024-12-25
IRA
USD
1,878,216
6.7
1
68
Consumer:23.2;Financials:41.2;Industrials:35.6
Value:18.1;Growth:20.9;Quality:8.1;Size:8.3;Momentum:20.9;LowVol:23.6
XLF:11.9;MSFT:22.1;MUB:12.9;TLT:22.8;VNQ:21.2;QQQ:9.1
2.2
230
20.3
Bull
12
4.54
3.3
100
110
74:153
100
0.0102
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
-8
3
Delta:-0.15;Vega:0.04
BrokerA
LMT
92
8
6
34
140
2
10
VAR>budget
Pause
Risk above budget threshold
198
1.2
Approved
4
Increase defensive factor exposure
E8905
P1099
2024-09-08
Taxable
USD
1,224,751
6.2
1
58.6
Comm:26.1;Consumer:27.7;RealEstate:9.4;Energy:11.7;Industrials:25.1
Value:25.3;Growth:14.5;Quality:10.9;Size:10.5;Momentum:18.4;LowVol:20.3
XLF:24.2;MSFT:26.9;TLT:25.9;IEF:23.0
4.9
242
27.7
Volatile
28.8
5.12
4.4
174
73
37:101
100
0.0078
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
18
15
3
null
BrokerD
VWAP
99
3
8
106
187
8
12
RegimeShift
Hedge
Volatility spike and breadth deterioration
122
1.4
null
5
Tax-aware sells next window
E8906
P5436
2025-02-11
401k
USD
949,069
4.8
1
55.4
Comm:27.6;RealEstate:38.7;Consumer:33.7
Value:19.3;Growth:15.5;Quality:20.5;Size:10.4;Momentum:19.2;LowVol:15.1
VTI:30.2;TSLA:8.2;GLD:15.6;BRK.B:24.2;XLF:21.7
2
177
18.2
Volatile
31.4
3.53
2.7
141
-41
-51:-13
44
0.0182
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-27
3
Delta:-0.23;Vega:0.04
BrokerA
LMT
96
5
7
45
150
-56
-6
VAR>budget
Reduce
Risk above budget threshold
151
2.6
Approved
2
Tighten stops on momentum names
E8907
P2386
2025-10-14
401k
USD
950,473
9
1
40
Energy:23.1;Comm:39.1;RealEstate:37.8
Value:26.3;Growth:11.3;Quality:15.0;Size:19.8;Momentum:11.0;LowVol:16.6
XLF:23.9;BRK.B:27.7;VNQ:48.4
3.5
202
23.9
Bull
17.5
4.31
2
79
89
54:134
77
0.0045
false
true
ESGOnly;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
1
1
Delta:-0.21;Vega:0.02
BrokerD
LMT
91
1
7
-7
71
-5
-25
VAR>budget
Reduce
Risk above budget threshold
119
3.3
SuggestedEdits
3
Monitor dispersion and breadth
E8908
P0906
2024-12-10
Trust
USD
1,291,423
8.2
1.22
56.9
Energy:22.2;Financials:41.1;Tech:36.7
Value:16.7;Growth:21.7;Quality:18.6;Size:9.1;Momentum:15.5;LowVol:18.4
VOO:13.2;BRK.B:34.4;MUB:20.3;TLT:32.1
1.9
200
15.5
Sideways
21.2
4.61
3.3
132
-5
-16:13
54
0.0118
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
8
1
null
BrokerD
MKT
92
6
9
27
116
-43
-22
VAR>budget
Hedge
Risk above budget threshold
174
3.4
null
2
Tax-aware sells next window
E8909
P5649
2025-08-10
Roth
USD
1,372,205
5.4
1
48.6
Industrials:26.3;Materials:30.0;Tech:15.6;Financials:28.1
Value:20.8;Growth:19.2;Quality:9.0;Size:21.4;Momentum:20.7;LowVol:8.9
XLF:25.5;TLT:31.4;HYG:14.7;BRK.B:28.4
5.8
142
10.5
Volatile
29.9
5.11
4
163
33
0:85
67
0.0166
false
false
MaxPos8%;MaxSector35%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
5
9
6
Delta:-0.18;Vega:0.04
BrokerD
MKT
95
12
10
-34
-61
-15
9
null
null
Normal monitoring
155
1.3
Approved
4
Monitor dispersion and breadth
E8910
P8928
2024-11-03
401k
USD
633,080
10.7
1
70.4
Industrials:40.6;Financials:40.5;Consumer:18.9
Value:13.2;Growth:11.5;Quality:20.1;Size:8.9;Momentum:20.1;LowVol:26.3
MSFT:26.8;BRK.B:8.4;HYG:26.2;IEF:24.2;QQQ:14.5
2
169
7.9
Bull
15.7
4.09
3.2
114
16
-14:58
42
0.0181
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-7
13
3
null
BrokerD
LMT
98
12
14
19
46
-7
-5
null
null
Normal monitoring
157
3.1
Approved
4
Tighten stops on momentum names
E8911
P0540
2025-01-26
IRA
USD
1,522,253
6
1
56.8
RealEstate:17.9;Comm:40.1;Health:18.9;Financials:23.1
Value:20.5;Growth:18.2;Quality:14.2;Size:15.0;Momentum:18.2;LowVol:13.8
MSFT:22.3;AMZN:28.8;XLF:17.8;VTI:31.2
5
217
11.8
Bull
13.7
4.9
2.8
108
85
55:122
100
0.0071
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
-12
1
null
BrokerB
MKT
90
7
5
112
77
9
20
VAR>budget
Hedge
Risk above budget threshold
111
3.2
Approved
3
Increase defensive factor exposure
E8912
P9961
2025-10-04
Taxable
USD
2,087,092
5.6
1.08
74.4
Financials:17.5;Utilities:23.6;Energy:15.2;Tech:18.2;RealEstate:25.5
Value:9.8;Growth:10.0;Quality:22.8;Size:8.0;Momentum:25.1;LowVol:24.3
MSFT:47.5;VTI:23.6;TSLA:28.8
2.5
191
11.7
Bull
15.9
4.14
2.6
106
12
-13:50
63
0.0159
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
15
6
Delta:-0.23;Vega:0.03
BrokerB
VWAP
88
5
4
-55
-59
-13
-18
RegimeShift
Reduce
Volatility spike and breadth deterioration
171
2.9
Approved
2
Tighten stops on momentum names
E8913
P7223
2025-11-15
IRA
USD
682,755
6.9
1
63.2
Materials:18.9;Consumer:21.2;Tech:14.0;Health:24.2;Utilities:21.6
Value:25.3;Growth:19.4;Quality:20.1;Size:14.9;Momentum:8.8;LowVol:11.4
TLT:24.4;BND:41.0;VNQ:34.6
4
155
13.5
Bull
11.7
3.77
3
118
66
49:101
79
0.0126
false
false
MaxPos7%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
10
6
null
BrokerA
VWAP
93
6
8
-31
-46
-57
15
null
null
Normal monitoring
141
3.1
Approved
5
Within IPS guidelines
E8914
P6993
2025-08-16
Taxable
USD
1,991,960
7.1
1
37.3
Health:22.5;Utilities:18.5;Consumer:20.8;Financials:23.0;Comm:15.2
Value:19.9;Growth:18.4;Quality:11.2;Size:16.1;Momentum:11.6;LowVol:22.9
GLD:27.8;HYG:19.4;VTI:31.9;XLF:20.8
3.7
131
14.6
Bull
14
4.76
2.9
80
39
20:88
59
0.0038
false
false
null
null
null
NoAction
Within policy bands; defer
-11
-7
7
null
BrokerC
MKT
0
0
0
2
49
14
8
null
null
Normal monitoring
163
1.7
null
5
Tax-aware sells next window
E8915
P1695
2025-05-07
Trust
USD
816,080
6.3
1
39.1
Utilities:21.6;Health:27.9;Financials:14.9;RealEstate:17.7;Energy:18.0
Value:20.0;Growth:19.3;Quality:15.7;Size:20.3;Momentum:16.7;LowVol:8.0
AAPL:38.4;GLD:24.6;IEF:36.9
2.5
200
18.4
Volatile
24.5
4.99
2.3
162
-40
-79:15
15
0.0166
false
false
null
null
VarNear
NoAction
Within policy bands; defer
-12
6
4
null
BrokerC
MKT
0
0
0
-15
-29
14
23
null
null
Normal monitoring
168
2.2
Approved
4
Increase defensive factor exposure
E8916
P5873
2024-12-12
IRA
USD
407,215
8.9
1
43.2
Utilities:23.8;Materials:31.1;Tech:18.4;Consumer:26.8
Value:17.8;Growth:24.7;Quality:8.9;Size:22.6;Momentum:12.7;LowVol:13.2
XLF:17.2;GLD:18.0;MSFT:20.5;TSLA:6.2;HYG:12.5;BND:25.6
1.7
166
7.7
Bull
12.4
3.99
3.5
77
84
69:110
97
0.0034
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
8
-6
2
null
BrokerA
LMT
99
4
8
-23
-36
-16
8
null
null
Normal monitoring
156
2.5
null
3
Within IPS guidelines
E8917
P1733
2024-10-27
401k
USD
664,606
13.8
1
60.1
Comm:15.1;Materials:31.7;Utilities:19.0;Consumer:34.2
Value:19.2;Growth:12.6;Quality:11.6;Size:23.0;Momentum:13.0;LowVol:20.5
IEF:16.6;VNQ:22.8;AAPL:25.0;TLT:35.6
2.7
125
12.6
Bull
14.9
4.2
2.9
79
80
68:96
82
0.0159
false
false
MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
5
-27
6
Delta:-0.06;Vega:0.06
BrokerC
MKT
96
11
18
12
133
-57
-24
null
null
Normal monitoring
92
2.3
null
3
Tighten stops on momentum names
E8918
P3539
2025-11-24
Roth
USD
708,972
16.2
1
60.2
Utilities:24.6;RealEstate:29.5;Energy:22.0;Tech:23.9
Value:9.2;Growth:18.4;Quality:11.4;Size:16.1;Momentum:19.4;LowVol:25.4
BRK.B:49.8;TLT:15.6;GLD:34.5
4.2
127
11.5
Bear
30.5
4.5
2.7
218
-45
-71:-19
32
0.0071
false
false
MaxPos7%;MaxSector30%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
15
-18
11
Delta:-0.18;Vega:0.07
BrokerC
VWAP
88
9
14
23
30
-53
-11
null
null
Normal monitoring
135
2.4
null
5
Tighten stops on momentum names
E8919
P5058
2025-12-13
401k
USD
703,311
5.4
1
46.6
Energy:23.9;Consumer:15.2;Industrials:37.5;Utilities:23.5
Value:12.2;Growth:19.9;Quality:21.9;Size:8.8;Momentum:16.6;LowVol:20.5
TSLA:16.9;MSFT:22.1;BND:6.2;AMZN:18.2;VTI:10.0;IEF:26.6
1.4
135
11.2
Sideways
19.1
4.51
2.6
107
28
4:67
65
0.0118
false
false
ESGOnly;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-12
-15
10
null
BrokerD
LMT
92
10
8
-39
17
-5
37
null
null
Normal monitoring
108
3.8
null
4
Monitor dispersion and breadth
E8920
P2408
2025-06-04
401k
USD
512,990
8.3
1
54.2
RealEstate:25.4;Health:26.7;Utilities:32.7;Consumer:15.3
Value:23.6;Growth:22.8;Quality:8.2;Size:13.7;Momentum:8.6;LowVol:23.1
HYG:20.7;MSFT:21.4;TSLA:16.1;VTI:27.3;QQQ:14.4
4.9
90
14.2
Sideways
19.1
4.58
2.9
94
45
13:81
89
0.0167
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-6
-7
6
null
BrokerB
LMT
89
6
5
41
169
-7
-25
null
null
Normal monitoring
201
3.1
Approved
3
Tax-aware sells next window
E8921
P2354
2025-02-28
IRA
USD
1,370,062
5.3
1
66.4
Energy:37.5;Tech:36.0;Industrials:26.5
Value:19.0;Growth:13.0;Quality:22.5;Size:11.9;Momentum:17.8;LowVol:15.9
GLD:40.5;AMZN:23.3;BRK.B:36.2
3.4
160
11.1
Volatile
30.2
4.88
3.8
172
38
27:61
80
0.0059
false
false
ESGOnly;MaxPos5%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
-17
2
Delta:-0.06;Vega:0.07
BrokerC
LMT
93
1
3
25
44
-49
39
null
null
Normal monitoring
138
2.7
Approved
4
Increase defensive factor exposure
E8922
P1186
2025-11-06
IRA
USD
276,509
17
1
61.7
Industrials:19.5;Financials:13.0;RealEstate:23.9;Tech:20.2;Utilities:23.5
Value:12.1;Growth:19.3;Quality:21.1;Size:9.0;Momentum:24.8;LowVol:13.7
MSFT:27.6;TLT:26.2;HYG:7.3;IEF:6.5;BRK.B:18.8;GLD:13.6
3.8
148
12.9
Sideways
21.5
4.68
2.2
120
32
9:48
64
0.01
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
34
-11
3
null
BrokerB
LMT
89
4
5
84
49
-37
19
null
null
Normal monitoring
116
1.3
null
4
Increase defensive factor exposure
E8923
P1070
2025-04-10
Taxable
USD
2,487,189
8
1.23
58.9
Tech:17.6;Consumer:25.2;Materials:24.5;Utilities:24.9;Health:7.8
Value:14.6;Growth:17.9;Quality:22.5;Size:12.3;Momentum:11.2;LowVol:21.5
TLT:29.4;VNQ:25.4;MSFT:29.5;BND:15.6
1.9
208
14.7
Bull
11.6
4.15
2.7
77
36
4:77
65
0.0045
false
true
MaxPos8%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-3
-39
2
null
BrokerA
MKT
89
5
9
100
154
14
9
VAR>budget
Reduce
Risk above budget threshold
172
1.4
SuggestedEdits
3
Increase defensive factor exposure
E8924
P6538
2024-08-29
Taxable
USD
1,562,040
4.4
1
67.6
Energy:30.1;Comm:48.8;Materials:21.2
Value:20.0;Growth:12.5;Quality:14.0;Size:17.8;Momentum:20.6;LowVol:15.1
MUB:14.3;AAPL:16.1;VTI:24.5;HYG:24.0;AMZN:21.1
5.3
200
20.4
Bear
29.9
3.86
2.8
206
-72
-103:-21
19
0.0192
false
true
MaxPos8%;MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
13
8
Delta:-0.21;Vega:0.04
BrokerC
MKT
89
5
8
-20
86
-21
14
VAR>budget
Hedge
Risk above budget threshold
182
2.3
null
5
Increase defensive factor exposure
E8925
P2943
2025-12-19
IRA
USD
1,322,567
4.3
1
73.4
Energy:21.6;Financials:17.8;Industrials:26.1;Tech:20.2;RealEstate:14.3
Value:20.9;Growth:20.6;Quality:16.8;Size:20.8;Momentum:10.4;LowVol:10.5
MUB:12.6;GLD:39.4;IEF:22.8;VOO:16.4;TSLA:8.9
5.4
212
10.9
Sideways
16.3
3.56
3.2
114
48
27:71
90
0.0137
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
17
-36
10
Delta:-0.2;Vega:0.02
BrokerD
MKT
91
11
18
-39
50
-18
18
VAR>budget
Hedge
Risk above budget threshold
151
2.7
null
4
Within IPS guidelines
E8926
P4631
2025-12-01
IRA
USD
1,930,647
7.7
1
62.1
RealEstate:27.1;Financials:14.6;Utilities:30.1;Comm:28.2
Value:27.8;Growth:13.7;Quality:11.4;Size:23.5;Momentum:14.2;LowVol:9.4
TLT:37.3;VOO:39.2;BND:23.5
4.1
187
12
Bull
13.5
3.67
2.6
102
101
89:128
85
0.0034
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
2
13
11
Delta:-0.08;Vega:0.08
BrokerD
VWAP
92
10
14
15
105
-25
-20
RegimeShift
Reduce
Volatility spike and breadth deterioration
160
2.8
null
4
Tax-aware sells next window
E8927
P1375
2024-10-08
401k
USD
573,690
7.3
1
38.9
Utilities:35.0;Consumer:17.8;Energy:47.2
Value:16.1;Growth:11.2;Quality:16.1;Size:18.6;Momentum:26.8;LowVol:11.2
TSLA:15.1;GLD:15.1;AMZN:33.4;VOO:36.3
1.2
102
10.3
Bear
22.1
3.86
1.9
163
-118
-129:-66
5
0.0052
false
false
ESGOnly;MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
17
3
11
Delta:-0.15;Vega:0.06
BrokerC
VWAP
95
3
9
41
85
-7
-10
null
null
Normal monitoring
105
1.7
null
5
Tax-aware sells next window
E8928
P8100
2025-04-01
401k
USD
1,480,165
6.6
1
52.3
Health:30.9;Comm:37.8;Materials:31.4
Value:18.3;Growth:10.6;Quality:19.8;Size:17.5;Momentum:17.7;LowVol:16.1
MSFT:17.3;VOO:25.8;GLD:9.4;BRK.B:22.1;MUB:8.2;AAPL:17.2
4.9
269
17.5
Volatile
21
3.59
3.5
149
-10
-38:41
34
0.0136
false
true
MaxPos8%;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
19
-2
3
null
BrokerB
LMT
98
11
19
-56
84
-32
-13
VAR>budget
TightenStops
Risk above budget threshold
155
3.4
null
2
Tighten stops on momentum names
E8929
P4403
2025-12-10
IRA
USD
270,051
6.8
1
62.9
Materials:26.0;Utilities:43.4;Energy:30.6
Value:19.1;Growth:18.2;Quality:15.9;Size:13.3;Momentum:10.9;LowVol:22.6
MUB:24.1;VTI:11.1;VOO:15.5;HYG:25.5;AMZN:10.5;BRK.B:13.3
1.4
117
8
Sideways
16
4.6
3
137
45
9:90
68
0.0198
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
20
-11
5
null
BrokerD
MKT
90
4
5
23
142
-32
-21
null
null
Normal monitoring
119
2.4
Approved
5
Within IPS guidelines
E8930
P9332
2025-07-27
IRA
USD
871,504
16.8
1
72
Materials:39.9;Utilities:37.4;Industrials:22.6
Value:16.0;Growth:14.8;Quality:19.0;Size:17.5;Momentum:16.3;LowVol:16.4
HYG:23.7;BRK.B:27.9;VTI:13.6;IEF:27.7;TSLA:7.2
2.1
99
10.1
Bull
16.3
5
2.8
107
8
-20:29
72
0.016
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-5
10
10
null
BrokerD
VWAP
94
3
0
61
134
-4
-14
null
null
Normal monitoring
160
3.6
null
4
Within IPS guidelines
E8931
P8719
2024-08-27
Roth
USD
828,621
7.2
1
73.1
Health:32.8;Financials:34.4;Comm:32.8
Value:18.6;Growth:11.9;Quality:19.2;Size:18.3;Momentum:15.4;LowVol:16.7
BND:24.8;MSFT:39.6;XLF:35.6
2.2
165
18.4
Bull
14.5
4.17
2.6
70
70
50:106
77
0.007
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
0
-28
2
null
BrokerB
VWAP
100
10
7
-10
37
-12
-20
null
null
Normal monitoring
186
3.4
Approved
3
Tighten stops on momentum names
E8932
P2763
2024-07-28
IRA
USD
185,098
6.3
1
45.9
Financials:29.2;Industrials:35.5;Energy:35.3
Value:20.9;Growth:10.1;Quality:20.5;Size:14.0;Momentum:15.2;LowVol:19.3
AMZN:18.7;QQQ:38.0;TLT:43.3
4.5
139
11.9
Sideways
19.6
4.44
3.2
97
7
-28:26
44
0.0197
false
false
MaxSector30%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
-8
-29
7
null
BrokerC
LMT
91
8
8
37
147
5
-6
null
null
Normal monitoring
179
1.5
null
5
Increase defensive factor exposure
E8933
P0981
2025-04-20
Roth
USD
179,460
5
1
53.9
Utilities:55.9;Health:21.0;Consumer:23.0
Value:15.3;Growth:20.0;Quality:22.0;Size:18.7;Momentum:13.9;LowVol:10.1
VNQ:27.7;VOO:28.9;TLT:14.3;AAPL:9.9;HYG:19.1
1.5
167
11.9
Volatile
31.5
3.79
2.6
141
9
-28:48
57
0.0165
false
false
ESGOnly;MaxPos8%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
26
15
5
null
BrokerB
MKT
0
0
0
-35
65
-52
6
null
null
Normal monitoring
138
1.7
null
5
Tighten stops on momentum names
E8934
P2404
2025-03-30
Trust
USD
354,775
9.9
1
49.2
Tech:22.4;Utilities:25.1;Consumer:20.3;Materials:32.2
Value:12.3;Growth:21.3;Quality:14.5;Size:23.9;Momentum:11.8;LowVol:16.1
MSFT:8.0;VTI:15.3;TSLA:19.8;IEF:16.9;AMZN:17.7;XLF:22.3
3.3
138
7.9
Bear
22.6
4.19
1.2
145
-24
-64:29
55
0.0174
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
33
-13
7
null
BrokerC
MKT
95
8
9
40
25
-1
-4
null
null
Normal monitoring
170
2
null
5
Tighten stops on momentum names
E8935
P3102
2025-05-04
Roth
USD
1,322,391
3.4
1.24
39.4
Utilities:29.5;Health:36.0;Industrials:16.7;Tech:17.8
Value:19.9;Growth:8.7;Quality:14.5;Size:18.1;Momentum:19.1;LowVol:19.7
XLF:20.6;GLD:20.3;VTI:24.2;HYG:23.0;BRK.B:11.9
3.2
160
19
Bull
11.1
4.2
3
83
92
54:134
100
0.0034
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
22
-15
3
null
BrokerD
VWAP
90
2
0
109
144
-23
-22
null
null
Normal monitoring
116
2.9
Approved
5
Tax-aware sells next window
E8936
P8016
2025-06-03
Taxable
USD
247,251
10.1
1
43.5
Energy:30.4;Comm:13.2;RealEstate:8.7;Materials:19.5;Consumer:28.2
Value:14.7;Growth:18.0;Quality:22.6;Size:14.6;Momentum:11.9;LowVol:18.2
HYG:30.8;GLD:39.9;BRK.B:29.3
1.3
104
10
Bull
16.5
4.88
2.3
99
49
20:84
57
0.0195
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
23
-28
6
Delta:-0.16;Vega:0.04
BrokerC
LMT
98
10
16
44
25
-57
-22
null
null
Normal monitoring
178
2.9
null
4
Increase defensive factor exposure
E8937
P8178
2025-01-29
IRA
USD
633,657
17.8
1
39.5
RealEstate:22.9;Materials:43.2;Industrials:33.8
Value:20.4;Growth:10.7;Quality:20.0;Size:11.6;Momentum:19.8;LowVol:17.5
XLF:21.1;VNQ:23.4;VOO:11.6;IEF:10.0;MUB:34.0
3.8
138
8.6
Volatile
29.4
5.01
3.4
162
-8
-37:17
55
0.0056
false
false
ESGOnly;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
6
-6
12
null
BrokerC
MKT
92
10
8
-21
100
-16
-22
null
null
Normal monitoring
135
1
null
3
Increase defensive factor exposure
E8938
P9364
2024-10-10
IRA
USD
516,167
8.9
1
55.4
Energy:15.9;Financials:24.4;Materials:25.9;RealEstate:8.9;Consumer:24.9
Value:11.8;Growth:24.7;Quality:9.8;Size:15.8;Momentum:19.3;LowVol:18.6
VOO:11.9;TLT:19.8;GLD:25.9;AMZN:12.5;HYG:14.7;IEF:15.3
4.3
124
11.9
Bull
14.4
4.82
3
92
80
48:112
84
0.0174
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
18
-33
5
null
BrokerA
LMT
90
11
13
7
105
-45
-14
null
null
Normal monitoring
139
3.4
Approved
3
Increase defensive factor exposure
E8939
P6210
2025-08-27
401k
USD
587,180
8.4
1
55
Utilities:41.7;Health:44.2;Comm:14.1
Value:20.3;Growth:21.4;Quality:23.0;Size:15.7;Momentum:8.8;LowVol:10.6
QQQ:13.8;IEF:24.6;MUB:18.7;MSFT:20.1;TSLA:22.8
2.9
93
15.8
Sideways
18.5
4.63
2.3
105
12
-14:27
73
0.0174
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
34
-35
10
null
BrokerC
LMT
95
7
14
6
129
-42
-1
null
null
Normal monitoring
122
2.1
null
3
Tax-aware sells next window
E8940
P5522
2025-12-19
IRA
USD
682,080
7.3
1
45.5
Financials:35.4;Energy:27.7;Comm:36.9
Value:21.5;Growth:11.7;Quality:15.2;Size:17.2;Momentum:20.2;LowVol:14.2
AAPL:23.9;AMZN:8.7;MSFT:13.8;HYG:25.9;BRK.B:27.7
5.6
169
18.6
Sideways
16.2
4.7
2.9
101
55
29:95
63
0.0107
false
false
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
18
-17
9
null
BrokerD
VWAP
96
4
6
-42
71
-27
-7
null
null
Normal monitoring
172
3.2
null
4
Monitor dispersion and breadth
E8941
P1447
2024-10-27
IRA
USD
182,792
6
1
73.8
Industrials:30.9;Materials:29.7;Health:20.6;Tech:18.9
Value:25.9;Growth:10.2;Quality:13.1;Size:19.9;Momentum:11.8;LowVol:19.1
VNQ:28.0;BND:34.0;BRK.B:22.2;AAPL:15.8
3
110
14.8
Bull
16.2
4.54
2.4
77
66
44:93
78
0.0052
false
false
MaxPos5%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
11
-31
5
null
BrokerD
LMT
95
12
20
-57
-21
-39
18
null
null
Normal monitoring
113
3.9
Approved
5
Within IPS guidelines
E8942
P3723
2025-12-04
401k
USD
863,002
10.4
1
52.6
Energy:27.5;Utilities:35.7;RealEstate:19.7;Consumer:17.1
Value:14.3;Growth:24.0;Quality:13.1;Size:12.6;Momentum:27.5;LowVol:8.5
GLD:38.9;QQQ:12.8;AMZN:48.3
1.9
113
7.9
Sideways
21.8
3.63
2.9
120
2
-20:18
36
0.0143
false
false
MaxPos7%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-9
15
6
null
BrokerA
VWAP
92
8
15
-34
15
-9
20
null
null
Normal monitoring
204
1.2
null
5
Tighten stops on momentum names
E8943
P6362
2025-03-01
IRA
USD
389,780
8.8
1
53.3
Comm:21.6;Tech:31.2;Utilities:14.7;Energy:17.1;Materials:15.5
Value:20.8;Growth:12.2;Quality:16.0;Size:16.8;Momentum:24.4;LowVol:9.8
TLT:28.9;GLD:35.1;VTI:8.7;BND:15.1;BRK.B:12.1
4.7
91
9.2
Sideways
18.6
4.19
2.7
115
47
15:73
82
0.0116
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
24
12
8
null
BrokerA
VWAP
99
5
11
108
115
14
18
null
null
Normal monitoring
152
2.5
null
3
Tax-aware sells next window
E8944
P8269
2025-02-16
Trust
USD
462,982
14
1
63.1
Tech:33.3;Consumer:33.0;Industrials:33.8
Value:8.6;Growth:19.5;Quality:10.5;Size:26.2;Momentum:17.8;LowVol:17.4
BND:10.9;AMZN:23.8;HYG:5.6;IEF:12.9;BRK.B:24.9;TLT:21.9
3.8
141
8.9
Bear
30.7
3.88
1.3
192
14
-25:34
68
0.0115
false
false
MaxPos7%;NoMargin
null
null
NoAction
Within policy bands; defer
16
-17
1
null
BrokerD
MKT
0
0
0
88
166
-59
-10
null
null
Normal monitoring
196
1.3
null
3
Within IPS guidelines
E8945
P5239
2025-11-04
IRA
USD
253,158
6.8
1
70.5
RealEstate:21.9;Financials:14.9;Energy:11.5;Industrials:23.2;Comm:28.4
Value:12.0;Growth:15.8;Quality:17.2;Size:21.3;Momentum:19.0;LowVol:14.6
QQQ:29.2;HYG:13.5;MSFT:33.7;AAPL:15.5;TLT:8.1
4.9
115
9.7
Sideways
14.9
4.81
2.5
104
0
-36:35
33
0.0073
false
false
MaxPos7%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-13
6
9
Delta:-0.15;Vega:0.04
BrokerD
MKT
91
11
15
78
206
-54
12
null
null
Normal monitoring
119
3.2
Approved
4
Monitor dispersion and breadth
E8946
P8788
2024-12-27
IRA
USD
1,782,353
5.6
1.14
53.7
Health:23.4;Tech:23.6;Utilities:22.7;Industrials:8.5;RealEstate:21.8
Value:11.9;Growth:22.5;Quality:8.8;Size:27.5;Momentum:19.4;LowVol:9.8
TLT:26.2;MSFT:43.8;GLD:30.0
6.5
227
19.5
Volatile
28.3
4.11
2.3
156
26
0:68
63
0.0085
true
true
ESGOnly;MaxPos5%;MaxSector30%
MaxPosExceeded
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-11
5
null
BrokerA
MKT
100
7
8
25
153
-8
-25
Drift>tolerance
Hedge
Allocation drift beyond policy bands
182
1.5
null
5
Tighten stops on momentum names
E8947
P8601
2025-10-08
Taxable
USD
2,314,597
8.4
1
73.4
RealEstate:11.5;Financials:24.9;Health:17.0;Tech:20.8;Comm:25.8
Value:19.0;Growth:10.1;Quality:16.9;Size:17.9;Momentum:15.7;LowVol:20.4
VTI:21.2;HYG:6.1;TSLA:13.7;GLD:20.9;BND:11.6;VNQ:26.4
4.6
204
19.4
Bull
16.7
4.09
3
75
107
93:151
93
0.005
false
true
ESGOnly;MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
14
6
null
BrokerD
LMT
93
5
8
81
170
0
0
RegimeShift
Pause
Volatility spike and breadth deterioration
110
3.4
null
2
Monitor dispersion and breadth
E8948
P0323
2025-03-05
Trust
USD
861,147
9.7
1
60.4
Utilities:18.9;RealEstate:36.6;Industrials:14.0;Materials:30.5
Value:27.8;Growth:13.0;Quality:9.3;Size:22.2;Momentum:10.8;LowVol:17.0
TSLA:15.0;TLT:10.6;VNQ:19.3;GLD:25.5;MSFT:18.8;VTI:10.7
5
221
17.1
Bull
13.9
4.44
2.7
85
22
-7:56
73
0.0131
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-10
5
null
BrokerA
MKT
88
9
14
91
166
-37
-3
VAR>budget
TightenStops
Risk above budget threshold
133
1.7
Approved
3
Monitor dispersion and breadth
E8949
P3835
2024-08-11
Taxable
USD
742,885
6.8
1
35.2
Energy:46.3;Consumer:37.4;Health:16.3
Value:18.0;Growth:21.1;Quality:15.1;Size:12.8;Momentum:15.0;LowVol:18.0
XLF:14.2;AAPL:10.0;VOO:29.9;VTI:24.9;GLD:21.0
2.1
181
15.1
Sideways
15.6
4.8
3.3
135
0
-32:42
65
0.0052
false
false
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-5
4
null
BrokerD
MKT
88
3
11
7
-33
-39
-12
null
null
Normal monitoring
207
2.7
null
3
Tighten stops on momentum names
E8950
P2303
2025-01-06
Taxable
USD
153,396
8
1
51.2
Consumer:14.9;Tech:30.9;Health:13.6;Comm:18.7;Materials:21.8
Value:9.2;Growth:23.9;Quality:21.4;Size:14.0;Momentum:11.7;LowVol:19.7
IEF:12.5;AMZN:25.7;HYG:26.8;TSLA:34.9
2
118
8.3
Bull
16.2
4.93
2.3
114
46
33:76
62
0.0082
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
30
-26
2
null
BrokerC
MKT
99
11
12
110
175
7
25
null
null
Normal monitoring
91
1.8
null
5
Tighten stops on momentum names
E8951
P9023
2024-12-04
Taxable
USD
157,871
5.9
1
37.5
RealEstate:22.1;Financials:36.7;Comm:15.6;Health:25.6
Value:16.8;Growth:8.3;Quality:13.1;Size:21.8;Momentum:16.6;LowVol:23.4
XLF:22.3;GLD:10.4;TLT:10.1;TSLA:8.9;HYG:25.5;MUB:22.9
1.7
130
7.5
Bull
11.5
4.41
2.2
112
75
40:127
94
0.0183
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-8
5
2
null
BrokerB
LMT
100
9
14
31
144
-41
17
null
null
Normal monitoring
214
2.3
Approved
5
Tighten stops on momentum names
E8952
P1402
2024-12-02
Taxable
USD
616,079
16.9
1
39.9
Financials:20.3;Energy:15.2;Materials:11.8;RealEstate:28.4;Health:24.2
Value:11.5;Growth:13.9;Quality:13.0;Size:20.1;Momentum:18.9;LowVol:22.7
MUB:30.8;HYG:25.9;VTI:16.0;XLF:27.4
4.4
136
8.4
Sideways
19
3.91
2.4
121
24
8:64
74
0.0155
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
15
12
4
null
BrokerC
MKT
95
6
10
99
191
-58
25
null
null
Normal monitoring
194
2.1
Approved
4
Tax-aware sells next window
E8953
P6185
2025-07-25
IRA
USD
735,866
8.9
1
55.7
Industrials:18.0;Energy:23.9;RealEstate:13.1;Consumer:24.7;Financials:20.3
Value:15.5;Growth:8.5;Quality:29.0;Size:14.5;Momentum:20.9;LowVol:11.5
VNQ:26.9;BND:15.4;XLF:23.3;AMZN:20.3;IEF:14.1
4.5
147
14.2
Volatile
20.8
5.33
2.1
152
36
17:59
72
0.0046
false
false
MaxPos6%;MaxSector35%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-1
-30
1
null
BrokerB
MKT
97
8
7
-22
-16
15
11
null
null
Normal monitoring
110
3.2
Approved
3
Increase defensive factor exposure
E8954
P1650
2025-06-05
Trust
USD
1,781,777
6.7
1.12
49.9
Financials:11.2;Utilities:12.3;Consumer:28.1;Comm:27.4;Industrials:21.1
Value:19.9;Growth:20.6;Quality:7.9;Size:21.1;Momentum:21.2;LowVol:9.4
MSFT:42.1;XLF:34.5;MUB:23.4
2.7
196
22.4
Bull
13.8
4.03
2
111
29
13:65
57
0.0194
false
false
MaxPos5%
null
VarNear
Buy
Add core equity +1.0% from cash
26
-18
6
null
BrokerB
LMT
94
4
6
55
125
-32
30
null
null
Normal monitoring
201
3.4
null
5
Within IPS guidelines
E8955
P3447
2025-08-21
IRA
USD
685,198
8.9
1.12
62.7
Health:21.4;Tech:28.1;Materials:24.8;Energy:25.7
Value:18.0;Growth:21.2;Quality:13.7;Size:14.1;Momentum:19.2;LowVol:13.8
MSFT:7.8;BND:32.5;HYG:23.8;TLT:25.6;GLD:10.3
2.6
248
14.4
Bull
13
3.57
2.1
92
88
61:139
96
0.0121
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-12
4
null
BrokerC
MKT
100
1
4
82
219
-37
-8
VAR>budget
Hedge
Risk above budget threshold
103
3.1
SuggestedEdits
3
Within IPS guidelines
E8956
P5946
2025-04-21
Roth
USD
876,755
5
1
36.4
Tech:18.8;Health:18.7;Comm:22.4;Industrials:40.1
Value:16.8;Growth:11.8;Quality:15.0;Size:12.6;Momentum:24.7;LowVol:19.0
GLD:37.6;AAPL:32.4;BND:30.1
3.7
109
15.8
Volatile
31
3.52
3.9
177
22
-16:39
51
0.0122
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-12
-3
12
null
BrokerB
MKT
89
2
10
27
60
-41
7
null
null
Normal monitoring
135
3
null
4
Tax-aware sells next window
E8957
P8443
2024-07-31
Roth
USD
319,074
6.3
1
36.7
Industrials:33.6;RealEstate:20.7;Consumer:16.5;Tech:29.2
Value:14.7;Growth:17.9;Quality:12.0;Size:27.6;Momentum:11.2;LowVol:16.7
TLT:10.1;QQQ:22.6;GLD:21.8;XLF:25.4;BND:20.1
2.3
122
9.3
Bull
15.4
4.18
3.4
96
99
82:132
90
0.006
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
35
-27
1
null
BrokerA
LMT
95
11
16
-2
26
15
13
null
null
Normal monitoring
92
3.1
Approved
3
Tax-aware sells next window
E8958
P4773
2024-08-11
Trust
USD
186,607
9.5
1
56.3
Financials:39.8;Consumer:20.5;Materials:39.7
Value:17.0;Growth:19.4;Quality:9.6;Size:16.3;Momentum:18.7;LowVol:19.0
BND:24.5;MSFT:18.6;MUB:21.4;GLD:35.5
1.9
170
12.7
Sideways
18.8
4.57
2.4
98
-23
-46:22
50
0.0184
false
false
ESGOnly;MaxPos8%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
25
14
5
Delta:-0.22;Vega:0.02
BrokerD
LMT
93
8
12
118
241
-38
-22
null
null
Normal monitoring
109
1.7
Approved
4
Tighten stops on momentum names
E8959
P3875
2024-12-02
IRA
USD
1,781,641
8.8
1
54.5
Tech:15.2;Industrials:14.2;Utilities:21.0;Health:22.1;Comm:27.5
Value:22.0;Growth:10.7;Quality:23.6;Size:17.4;Momentum:8.5;LowVol:17.8
VOO:23.3;MSFT:6.8;TLT:20.6;BND:16.3;XLF:33.1
4.1
122
21.9
Bull
11.6
4.82
3.3
105
115
80:159
100
0.0098
false
false
null
null
null
Sell
Trim extended winner -1.0%
27
4
5
null
BrokerD
VWAP
100
9
11
-4
119
-30
6
null
null
Normal monitoring
143
1.6
Approved
4
Increase defensive factor exposure
E8960
P0291
2024-07-19
Trust
USD
1,332,808
4
1
47.6
Health:13.1;RealEstate:16.9;Materials:23.9;Tech:31.0;Comm:15.1
Value:20.0;Growth:18.7;Quality:11.9;Size:17.4;Momentum:20.9;LowVol:11.2
VTI:29.6;IEF:36.0;AAPL:17.2;VOO:17.1
2.2
226
18
Bear
26.6
4.32
1.3
174
-6
-25:11
49
0.0192
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-10
8
null
BrokerC
LMT
91
5
5
80
48
-1
-12
RegimeShift
Hedge
Volatility spike and breadth deterioration
209
3.1
null
2
Tighten stops on momentum names
E8961
P5745
2025-07-22
Trust
USD
1,042,978
8
1.05
68.5
Comm:25.0;RealEstate:37.1;Consumer:37.9
Value:12.0;Growth:21.7;Quality:19.6;Size:10.5;Momentum:14.4;LowVol:21.8
VTI:29.0;TSLA:33.0;VOO:24.6;QQQ:13.4
5
129
21.1
Bull
11.5
3.53
2.4
79
92
64:119
99
0.0173
false
false
null
null
null
Sell
Trim extended winner -1.0%
-5
-26
5
null
BrokerC
MKT
94
5
12
-31
88
-44
4
null
null
Normal monitoring
103
2.2
null
3
Increase defensive factor exposure
E8962
P1015
2025-05-17
Roth
USD
565,542
7.9
1
43.5
Financials:29.0;RealEstate:17.5;Energy:31.9;Materials:21.6
Value:21.8;Growth:11.2;Quality:19.7;Size:18.0;Momentum:10.0;LowVol:19.2
IEF:49.3;AMZN:28.6;QQQ:22.2
2.5
158
10.8
Sideways
16.2
4.59
3
135
4
-14:57
35
0.0079
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
19
-3
11
null
BrokerB
LMT
98
8
13
74
146
-15
-10
null
null
Normal monitoring
94
1.6
Approved
3
Increase defensive factor exposure
E8963
P4477
2025-05-23
Trust
USD
821,021
9.2
1
71.9
Tech:14.7;Materials:16.2;Financials:13.4;Utilities:34.3;RealEstate:21.5
Value:14.9;Growth:19.8;Quality:9.0;Size:18.4;Momentum:17.2;LowVol:20.8
TSLA:17.5;TLT:23.1;QQQ:11.4;HYG:25.5;VOO:13.0;GLD:9.6
1.3
96
13.6
Volatile
30.9
3.83
3
145
28
-2:59
54
0.0043
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
19
0
5
null
BrokerD
MKT
96
9
16
9
29
-59
16
null
null
Normal monitoring
131
2
Approved
4
Monitor dispersion and breadth
E8964
P7536
2025-03-17
IRA
USD
545,095
14.3
1
72.8
Energy:16.0;Industrials:32.7;Comm:27.2;Financials:24.1
Value:11.6;Growth:20.7;Quality:14.9;Size:9.6;Momentum:21.7;LowVol:21.4
TLT:14.4;MUB:26.4;GLD:12.4;BND:29.1;TSLA:17.7
1.8
130
15.3
Volatile
30.7
4.82
2.7
131
-41
-64:-7
13
0.0094
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
13
-5
10
null
BrokerB
LMT
0
0
0
51
175
-4
34
null
null
Normal monitoring
188
4
Approved
5
Increase defensive factor exposure
E8965
P1850
2025-02-23
Trust
USD
937,904
6.8
1
63.5
Energy:31.0;Consumer:9.7;Materials:13.8;RealEstate:16.8;Utilities:28.8
Value:23.9;Growth:20.8;Quality:8.2;Size:14.7;Momentum:21.9;LowVol:10.4
MSFT:17.8;VNQ:15.0;TSLA:9.3;IEF:19.5;GLD:10.3;AAPL:28.1
3.8
131
10.2
Bull
17.6
4.68
2.8
112
116
83:147
100
0.0159
false
false
ESGOnly;MaxPos8%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
3
-31
11
null
BrokerA
VWAP
99
10
15
80
159
-13
-18
null
null
Normal monitoring
98
2.8
null
4
Monitor dispersion and breadth
E8966
P4657
2025-03-22
Taxable
USD
712,584
5.4
1
44.7
Materials:33.5;Financials:20.2;Comm:15.4;Industrials:12.7;Health:18.2
Value:21.1;Growth:10.7;Quality:19.0;Size:15.7;Momentum:14.0;LowVol:19.5
HYG:16.5;VTI:10.3;TLT:15.9;QQQ:21.4;IEF:15.5;AAPL:20.3
3
135
8.2
Volatile
24.3
5.07
2
124
40
12:66
85
0.0039
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
NoAction
Within policy bands; defer
26
-8
1
null
BrokerB
VWAP
0
0
0
36
137
13
38
null
null
Normal monitoring
206
3
Approved
4
Tighten stops on momentum names
E8967
P7461
2025-01-27
IRA
USD
831,784
8.1
1
43.4
Materials:18.4;Utilities:12.6;Industrials:24.3;Comm:24.5;RealEstate:20.2
Value:23.0;Growth:11.5;Quality:9.6;Size:11.1;Momentum:25.5;LowVol:19.3
VNQ:18.1;MUB:20.3;VTI:11.5;GLD:29.0;VOO:21.0
4.6
165
19.5
Volatile
27.9
4.95
4.3
115
3
-10:47
35
0.0098
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
-5
-19
9
null
BrokerA
MKT
97
6
12
83
221
7
23
null
null
Normal monitoring
144
1.9
null
4
Within IPS guidelines
E8968
P4758
2025-05-20
Trust
USD
448,210
6.8
1
47.1
Tech:18.5;RealEstate:42.2;Energy:39.3
Value:24.1;Growth:17.0;Quality:11.7;Size:16.5;Momentum:14.1;LowVol:16.7
XLF:29.4;AAPL:24.0;BRK.B:9.1;HYG:12.3;AMZN:25.2
5
153
9.6
Sideways
14
4.52
3.1
119
45
13:95
70
0.0117
false
false
ESGOnly;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
3
9
null
BrokerD
LMT
94
1
0
-32
14
-36
-24
null
null
Normal monitoring
195
1.2
null
5
Tax-aware sells next window
E8969
P0401
2025-02-10
Trust
USD
971,375
8.5
1
38.3
Materials:29.1;Utilities:17.3;Consumer:23.2;RealEstate:16.2;Industrials:14.2
Value:20.9;Growth:18.7;Quality:11.3;Size:10.5;Momentum:17.8;LowVol:20.8
MUB:15.7;IEF:28.4;VOO:36.6;VNQ:19.3
4
269
23.9
Volatile
25.2
5.39
3.1
113
-13
-46:14
32
0.016
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-3
12
Delta:-0.23;Vega:0.07
BrokerB
MKT
89
7
13
16
36
13
-10
VAR>budget
Hedge
Risk above budget threshold
99
3.2
null
5
Increase defensive factor exposure
E8970
P9702
2024-10-27
IRA
USD
643,344
8.3
1
44.7
Consumer:13.4;Utilities:13.4;Materials:25.1;Health:26.5;RealEstate:21.6
Value:23.5;Growth:14.5;Quality:19.0;Size:22.5;Momentum:10.1;LowVol:10.5
AMZN:44.4;VOO:14.7;HYG:40.9
4.7
123
15.1
Volatile
28.9
4.34
3.5
141
46
9:69
61
0.0107
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
28
15
7
null
BrokerA
MKT
88
10
14
55
30
-30
-22
null
null
Normal monitoring
106
1.4
null
3
Increase defensive factor exposure
E8971
P2532
2025-02-13
Roth
USD
1,175,751
4.3
1
68
Energy:15.1;Consumer:22.3;Utilities:19.4;Materials:43.3
Value:21.3;Growth:18.0;Quality:8.4;Size:16.4;Momentum:22.9;LowVol:13.0
IEF:26.3;TSLA:18.8;XLF:19.7;VOO:35.3
5.2
170
13.8
Bull
11.3
3.75
2.6
80
119
108:153
100
0.0038
false
false
ESGOnly;MaxPos8%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-18
7
Delta:-0.18;Vega:0.04
BrokerB
LMT
96
10
11
17
34
-51
-13
null
null
Normal monitoring
201
1.2
null
3
Monitor dispersion and breadth
E8972
P7162
2024-09-26
IRA
USD
573,472
5.1
1.12
57.7
Industrials:21.7;Materials:11.5;Financials:29.1;Health:13.1;Utilities:24.6
Value:16.0;Growth:23.4;Quality:9.0;Size:8.8;Momentum:18.7;LowVol:24.1
VOO:21.8;TSLA:8.1;VNQ:27.1;XLF:21.8;VTI:21.2
5.8
268
26.4
Sideways
21.6
4.3
2.9
90
-21
-39:31
41
0.0125
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-38
2
null
BrokerB
MKT
92
12
20
40
80
-42
35
VAR>budget
Reduce
Risk above budget threshold
145
2.3
Approved
5
Tax-aware sells next window
E8973
P3404
2025-08-18
IRA
USD
1,617,358
8.1
1
73.4
Industrials:10.6;Utilities:30.4;RealEstate:27.7;Health:31.3
Value:17.4;Growth:26.3;Quality:16.1;Size:10.5;Momentum:17.0;LowVol:12.8
VNQ:42.6;HYG:26.7;GLD:30.7
4.2
209
13
Sideways
19.9
4.04
2.9
104
-14
-43:7
36
0.0076
false
true
MaxPos8%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
28
-5
3
null
BrokerA
LMT
99
1
0
37
97
-54
32
RegimeShift
Hedge
Volatility spike and breadth deterioration
109
1.1
null
3
Increase defensive factor exposure
E8974
P5836
2025-01-19
Trust
USD
1,523,302
6.9
1
52.2
Industrials:33.7;Consumer:31.5;Materials:34.7
Value:18.6;Growth:15.0;Quality:20.6;Size:14.1;Momentum:13.9;LowVol:17.8
HYG:25.9;MSFT:34.0;BRK.B:29.4;AMZN:10.7
2.4
224
10.7
Volatile
30.4
5.08
2.3
150
71
59:123
71
0.0077
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-22
1
Delta:-0.23;Vega:0.09
BrokerB
MKT
94
8
15
40
155
17
6
VAR>budget
Pause
Risk above budget threshold
216
0.8
null
2
Increase defensive factor exposure
E8975
P5919
2025-06-04
Taxable
USD
1,543,560
7.7
1
61.3
RealEstate:34.5;Industrials:42.2;Utilities:23.3
Value:19.6;Growth:17.4;Quality:11.7;Size:16.4;Momentum:23.9;LowVol:11.0
MUB:25.1;TSLA:23.7;GLD:51.1
6.9
214
15.8
Volatile
30.4
4.49
3.7
165
32
16:73
59
0.009
true
true
MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-2
7
12
null
BrokerB
LMT
94
4
8
-32
-59
-24
18
VAR>budget
TightenStops
Risk above budget threshold
169
1.1
Approved
3
Tax-aware sells next window
E8976
P8610
2024-07-10
Roth
USD
600,206
8
1.13
56.5
Energy:15.4;Utilities:30.7;RealEstate:21.0;Consumer:32.9
Value:9.0;Growth:10.8;Quality:23.0;Size:16.2;Momentum:15.0;LowVol:25.9
TSLA:9.3;BND:19.2;VOO:9.9;IEF:23.8;QQQ:11.3;TLT:26.5
5.9
143
16.5
Bull
17.6
4.25
2.6
109
72
34:113
91
0.0151
false
false
MaxSector35%
null
DriftNear
Buy
Add core equity +1.0% from cash
10
-26
2
null
BrokerA
LMT
96
5
11
36
67
-32
-1
null
null
Normal monitoring
154
1.5
Approved
4
Within IPS guidelines
E8977
P9621
2025-07-23
Trust
USD
763,402
14.4
1
48.5
Utilities:30.8;Tech:43.3;RealEstate:25.9
Value:13.2;Growth:11.5;Quality:33.6;Size:11.1;Momentum:18.1;LowVol:12.5
TSLA:38.4;BRK.B:23.5;QQQ:38.1
3.1
135
15.4
Volatile
31.3
3.95
4.3
168
73
49:110
83
0.0134
false
false
MaxSector25%
null
null
Sell
Trim extended winner -1.0%
23
9
2
null
BrokerC
MKT
99
11
8
-51
7
-32
8
null
null
Normal monitoring
198
2.5
Approved
4
Within IPS guidelines
E8978
P0312
2025-09-17
Trust
USD
795,921
5.5
1
45.4
Materials:33.7;Industrials:13.0;Energy:28.5;RealEstate:24.8
Value:20.1;Growth:21.0;Quality:7.6;Size:21.4;Momentum:20.2;LowVol:9.7
TLT:8.4;VOO:22.1;MUB:15.0;AMZN:29.5;QQQ:25.0
2.1
129
18.9
Bull
11.2
4.74
2.7
118
118
83:172
100
0.0135
false
false
ESGOnly;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
35
-22
4
null
BrokerA
LMT
93
1
3
26
138
2
35
null
null
Normal monitoring
132
3.9
Approved
3
Monitor dispersion and breadth
E8979
P0697
2025-07-13
Taxable
USD
379,951
10.2
1
35.6
RealEstate:34.6;Utilities:37.9;Energy:27.5
Value:18.4;Growth:19.2;Quality:10.3;Size:21.4;Momentum:16.4;LowVol:14.3
GLD:12.6;BND:30.2;AAPL:14.0;XLF:21.3;VTI:22.0
2.3
151
14.1
Bull
16
3.93
3.1
104
96
86:125
82
0.0064
false
false
MaxPos6%;MaxSector25%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-29
12
null
BrokerB
MKT
98
6
9
119
197
11
7
null
null
Normal monitoring
120
1.3
Approved
4
Increase defensive factor exposure
E8980
P3658
2025-09-12
Trust
USD
965,174
4.5
1
57.6
Tech:15.7;Health:40.5;RealEstate:43.8
Value:21.4;Growth:19.0;Quality:8.2;Size:12.0;Momentum:17.8;LowVol:21.6
AAPL:28.1;VTI:23.0;IEF:28.3;TLT:20.6
4.8
204
11.7
Bull
11.5
3.82
2.9
109
104
83:151
86
0.0192
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-31
2
Delta:-0.24;Vega:0.07
BrokerD
MKT
91
2
9
13
106
5
16
VAR>budget
Reduce
Risk above budget threshold
127
2.9
null
4
Within IPS guidelines
E8981
P2956
2025-10-30
Taxable
USD
603,096
7
1
63.7
Industrials:12.7;RealEstate:11.7;Consumer:34.5;Comm:11.6;Financials:29.4
Value:16.2;Growth:18.0;Quality:12.3;Size:18.5;Momentum:18.1;LowVol:16.9
HYG:30.9;MSFT:21.6;VNQ:19.2;TLT:28.2
5.1
143
15.5
Volatile
27.9
5.14
3.8
147
-40
-72:-17
31
0.0151
false
false
MaxSector35%
null
DriftNear
Buy
Add core equity +1.0% from cash
32
14
8
null
BrokerD
LMT
98
2
0
-34
74
-18
1
null
null
Normal monitoring
111
2.8
null
5
Within IPS guidelines
E8982
P3763
2025-06-14
Trust
USD
1,092,041
6.1
1
73.3
Financials:42.8;Utilities:22.5;RealEstate:34.7
Value:11.1;Growth:13.1;Quality:23.1;Size:27.7;Momentum:9.2;LowVol:15.9
VNQ:24.8;AAPL:16.6;MSFT:14.9;HYG:20.8;QQQ:7.3;TLT:15.6
3.8
128
18.1
Bear
32.2
3.54
1.6
209
-72
-111:-50
9
0.0149
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
25
-22
8
null
BrokerA
MKT
95
3
2
86
46
-37
6
null
null
Normal monitoring
96
2.4
Approved
5
Within IPS guidelines
E8983
P0412
2025-10-09
401k
USD
1,704,904
6.6
1
63.6
Utilities:30.2;Energy:31.7;Health:13.4;Industrials:15.7;Consumer:9.0
Value:13.2;Growth:24.1;Quality:19.4;Size:8.4;Momentum:13.9;LowVol:21.0
QQQ:14.6;GLD:16.0;MSFT:17.5;BND:35.1;VOO:16.8
1.6
121
19.2
Sideways
21.9
4.88
2.2
108
13
-22:35
40
0.0161
false
false
MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
-1
-21
3
null
BrokerD
LMT
93
5
11
80
214
16
28
null
null
Normal monitoring
129
3.8
null
3
Within IPS guidelines
E8984
P9245
2025-07-20
Taxable
USD
367,898
8.2
1
70.9
Consumer:22.9;Energy:23.8;RealEstate:53.3
Value:25.9;Growth:9.1;Quality:10.7;Size:11.9;Momentum:20.8;LowVol:21.6
TSLA:14.5;MSFT:22.5;BRK.B:31.2;QQQ:31.8
2.8
95
12.3
Bull
11.1
4.29
3
87
35
15:87
64
0.0069
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
33
15
12
null
BrokerD
LMT
89
5
4
-12
37
15
24
null
null
Normal monitoring
185
2.3
null
3
Monitor dispersion and breadth
E8985
P8274
2024-07-31
IRA
USD
503,308
8.6
1
55.4
Comm:32.1;Utilities:29.5;Materials:21.8;Energy:16.6
Value:14.4;Growth:17.7;Quality:26.8;Size:9.1;Momentum:18.8;LowVol:13.2
MUB:20.2;TLT:12.6;HYG:11.1;QQQ:14.6;GLD:17.5;BRK.B:24.0
1.7
102
15.4
Bear
25.9
4.1
2.6
167
-61
-72:-11
19
0.0127
false
false
ESGOnly;MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
6
5
10
null
BrokerC
MKT
88
3
5
49
68
5
-25
null
null
Normal monitoring
187
3.3
Approved
5
Monitor dispersion and breadth
E8986
P7791
2024-09-22
Taxable
USD
699,345
13.4
1
40.4
Comm:14.9;Energy:19.9;Industrials:31.6;Tech:33.6
Value:20.3;Growth:12.4;Quality:18.1;Size:10.3;Momentum:26.6;LowVol:12.3
QQQ:16.8;AMZN:10.5;VNQ:13.7;BND:22.3;TLT:15.4;TSLA:21.3
2.2
146
8.6
Bull
12
4.88
3.4
103
97
75:143
100
0.0037
false
false
MaxPos7%;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
10
10
10
null
BrokerD
MKT
99
6
9
-38
54
-57
24
null
null
Normal monitoring
126
2.2
Approved
5
Tighten stops on momentum names
E8987
P0637
2025-06-18
IRA
USD
1,313,840
3.3
1
64.2
Industrials:42.6;Comm:19.9;RealEstate:37.5
Value:13.7;Growth:11.0;Quality:28.4;Size:15.9;Momentum:14.8;LowVol:16.3
BND:27.0;QQQ:24.3;IEF:34.9;GLD:13.8
6.3
222
25
Bull
14
3.52
3.3
120
15
-9:44
69
0.0059
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
18
-16
4
null
BrokerB
LMT
99
5
11
7
49
-33
6
Drift>tolerance
Hedge
Allocation drift beyond policy bands
214
1.5
null
5
Tax-aware sells next window
E8988
P4315
2025-04-05
Trust
USD
150,502
17.9
1
47.1
Consumer:29.4;Energy:23.0;Tech:22.9;Financials:9.6;Industrials:15.1
Value:23.9;Growth:15.5;Quality:19.6;Size:11.2;Momentum:15.1;LowVol:14.7
VNQ:13.5;AMZN:6.8;HYG:25.6;BRK.B:24.4;TSLA:19.2;MSFT:10.4
4.5
91
9.3
Volatile
29.8
4.75
2.3
162
32
3:51
73
0.0099
false
false
ESGOnly;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-13
-11
3
null
BrokerA
LMT
98
4
1
62
89
-58
32
null
null
Normal monitoring
186
3.6
null
3
Within IPS guidelines
E8989
P7954
2024-11-26
401k
USD
471,103
16.4
1
58.6
Utilities:29.1;Energy:36.6;Financials:34.3
Value:17.1;Growth:21.2;Quality:21.5;Size:9.9;Momentum:11.1;LowVol:19.1
IEF:48.1;VNQ:32.7;MUB:19.2
2.5
143
15.9
Sideways
15.8
4.99
2.6
119
46
34:95
84
0.0165
false
false
MaxPos5%;MaxSector30%
null
null
Sell
Trim extended winner -1.0%
5
2
11
null
BrokerA
LMT
90
2
7
38
51
-27
-15
null
null
Normal monitoring
211
2.5
null
4
Increase defensive factor exposure
E8990
P3722
2025-08-19
Trust
USD
2,232,057
6.1
1
44.3
Materials:20.3;Utilities:17.3;Health:18.8;Financials:19.6;Consumer:24.0
Value:20.0;Growth:14.0;Quality:13.2;Size:27.0;Momentum:16.7;LowVol:9.1
TSLA:28.8;HYG:20.8;QQQ:9.1;BND:13.8;VTI:27.5
5.1
202
20.4
Sideways
14.3
4.45
2.7
107
-13
-28:29
50
0.0184
false
true
MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-13
-34
3
Delta:-0.14;Vega:0.07
BrokerC
MKT
97
6
12
49
148
17
36
VAR>budget
Reduce
Risk above budget threshold
217
2.1
SuggestedEdits
2
Within IPS guidelines
E8991
P3714
2024-11-04
401k
USD
1,167,571
7.2
1.18
69
Industrials:16.0;Financials:23.9;Energy:21.6;Tech:14.2;RealEstate:24.3
Value:14.6;Growth:20.4;Quality:18.4;Size:17.5;Momentum:10.6;LowVol:18.4
IEF:9.3;MSFT:26.9;QQQ:30.9;VOO:32.9
5.3
198
12
Bull
17.3
4.14
3.2
72
113
100:130
100
0.0114
false
true
MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-5
-39
6
Delta:-0.16;Vega:0.07
BrokerC
MKT
99
9
11
-50
-50
-21
36
VAR>budget
Hedge
Risk above budget threshold
175
3.4
Approved
4
Within IPS guidelines
E8992
P8347
2024-08-21
Trust
USD
716,388
17.7
1
38.9
Utilities:21.6;Financials:47.4;Comm:31.0
Value:22.4;Growth:17.1;Quality:14.1;Size:24.7;Momentum:13.1;LowVol:8.6
MSFT:33.0;HYG:37.5;GLD:29.5
3
168
7.5
Bull
16.1
4.18
3
113
8
-11:38
38
0.0072
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
5
3
null
BrokerB
LMT
94
8
11
16
27
-29
-18
null
null
Normal monitoring
98
1.4
null
3
Within IPS guidelines
E8993
P1572
2025-05-01
Trust
USD
623,804
11.8
1
55.5
RealEstate:57.1;Utilities:22.6;Consumer:20.3
Value:15.8;Growth:19.1;Quality:19.6;Size:9.7;Momentum:15.4;LowVol:20.3
MSFT:28.3;VTI:37.2;AAPL:34.5
4.2
164
9.7
Bear
33
4.18
1.2
219
-6
-37:32
65
0.0127
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
27
0
11
null
BrokerB
LMT
100
10
17
51
33
-38
37
null
null
Normal monitoring
119
3.3
null
5
Tighten stops on momentum names
E8994
P1478
2025-06-19
401k
USD
721,466
14.6
1
64.3
Comm:32.1;Consumer:37.7;Energy:30.2
Value:18.7;Growth:14.8;Quality:18.6;Size:20.0;Momentum:6.9;LowVol:21.1
TSLA:15.7;BND:23.0;AAPL:23.3;BRK.B:9.9;IEF:28.1
1.6
120
10.2
Bull
13.7
4.03
2.2
70
113
103:161
95
0.0105
false
false
MaxPos7%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
4
7
11
null
BrokerD
MKT
99
4
8
-23
90
-24
36
null
null
Normal monitoring
215
1.2
null
3
Monitor dispersion and breadth
E8995
P8429
2024-08-18
IRA
USD
748,642
9.6
1
37.1
Tech:31.7;Health:41.4;RealEstate:26.9
Value:14.3;Growth:18.3;Quality:9.4;Size:8.5;Momentum:24.2;LowVol:25.3
MSFT:19.1;IEF:21.9;VTI:17.9;XLF:15.5;BND:13.8;AMZN:11.8
3.5
169
11.6
Bull
15.8
3.9
3.3
83
77
39:126
100
0.0062
false
false
MaxPos6%;MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
9
-9
3
null
BrokerB
MKT
98
4
11
-31
-11
16
31
null
null
Normal monitoring
159
1.8
null
3
Monitor dispersion and breadth
E8996
P1280
2024-08-19
Roth
USD
567,773
8.9
1
51.9
Materials:34.0;Financials:47.3;Tech:18.7
Value:9.6;Growth:15.7;Quality:20.4;Size:11.0;Momentum:20.9;LowVol:22.5
MUB:23.9;QQQ:11.4;HYG:17.6;TLT:24.5;BND:22.6
5
170
12.8
Bull
14.1
4.05
3.2
75
58
20:103
68
0.0103
false
false
ESGOnly;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
-17
7
null
BrokerC
MKT
90
3
4
62
73
-55
-4
null
null
Normal monitoring
162
1.7
Approved
3
Within IPS guidelines
E8997
P7812
2025-04-20
Taxable
USD
1,395,462
6.3
1
57.4
Materials:26.9;Industrials:23.2;Comm:18.0;Health:31.9
Value:10.8;Growth:17.3;Quality:17.3;Size:21.4;Momentum:20.8;LowVol:12.4
AAPL:32.3;MUB:30.5;IEF:10.5;GLD:17.5;TSLA:9.1
5.1
241
17.9
Bull
14
4.63
3
110
21
6:42
61
0.0061
false
true
MaxPos5%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-7
-11
9
Delta:-0.18;Vega:0.07
BrokerC
VWAP
97
11
19
108
183
2
23
VAR>budget
Hedge
Risk above budget threshold
208
3.2
Approved
2
Within IPS guidelines
E8998
P6240
2025-12-03
401k
USD
686,890
11.4
1
36.7
RealEstate:19.8;Utilities:19.8;Tech:24.6;Industrials:15.6;Energy:20.2
Value:11.7;Growth:22.0;Quality:23.2;Size:14.6;Momentum:18.2;LowVol:10.4
TLT:27.4;GLD:13.3;BRK.B:28.4;MSFT:30.9
3.4
148
9.9
Bear
30.6
4.21
1.6
219
34
1:69
54
0.017
false
false
MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
-13
13
4
null
BrokerC
LMT
99
12
11
11
125
-15
31
null
null
Normal monitoring
184
1.9
Approved
4
Tax-aware sells next window
E8999
P2686
2025-07-17
Taxable
USD
2,463,076
6.5
1
66.1
Utilities:24.4;Industrials:24.1;RealEstate:15.1;Health:12.5;Comm:23.8
Value:18.5;Growth:15.5;Quality:11.9;Size:13.4;Momentum:20.5;LowVol:20.2
IEF:27.5;HYG:12.2;VNQ:22.2;XLF:15.3;TLT:22.8
3
144
16.3
Volatile
23.2
4.53
2.1
160
16
-2:61
72
0.0102
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
26
14
6
null
BrokerD
LMT
93
8
12
66
159
-27
30
null
null
Normal monitoring
145
2.8
null
4
Monitor dispersion and breadth
E9000
P1269
2025-03-06
401k
USD
1,441,091
8.2
1
61.1
Materials:20.4;Tech:10.4;Industrials:34.3;Comm:34.9
Value:12.8;Growth:7.7;Quality:17.7;Size:10.3;Momentum:26.2;LowVol:25.4
BRK.B:40.4;MSFT:37.0;MUB:22.6
2.6
172
14.6
Volatile
26.7
5.45
2.4
173
28
-2:74
53
0.0166
false
true
MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-11
-27
8
null
BrokerA
MKT
99
7
11
2
-18
-14
18
VAR>budget
Hedge
Risk above budget threshold
161
2.6
Approved
3
Tighten stops on momentum names