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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E0901
|
P9452
|
2025-07-05
|
Taxable
|
USD
| 1,970,855
| 5.2
| 1
| 73.7
|
Energy:11.6;Financials:11.9;Health:37.1;Tech:25.0;Comm:14.4
|
Value:16.0;Growth:13.8;Quality:23.1;Size:14.9;Momentum:15.7;LowVol:16.4
|
HYG:28.5;AMZN:42.0;BND:29.5
| 1.8
| 166
| 18.6
|
Volatile
| 23.7
| 4.89
| 4.3
| 153
| 6
|
-20:26
| 53
| 0.0116
| false
| false
|
MaxSector30%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| -12
| -32
| 5
| null |
BrokerA
|
MKT
| 94
| 12
| 15
| 103
| 102
| 20
| 38
| null | null |
Normal monitoring
| 102
| 3.4
|
Approved
| 4
|
Tax-aware sells next window
|
E0902
|
P5784
|
2024-10-06
|
Roth
|
USD
| 249,873
| 14.6
| 1
| 46.2
|
Financials:25.3;Materials:24.4;RealEstate:18.4;Comm:32.0
|
Value:14.2;Growth:22.8;Quality:18.0;Size:18.9;Momentum:14.3;LowVol:11.8
|
GLD:35.1;QQQ:40.1;VOO:24.8
| 3.7
| 129
| 12.8
|
Sideways
| 16.7
| 3.51
| 3.3
| 104
| 47
|
15:63
| 83
| 0.0058
| false
| false
|
ESGOnly;MaxPos6%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 2
| -34
| 11
| null |
BrokerC
|
VWAP
| 93
| 11
| 12
| 115
| 246
| 9
| 0
| null | null |
Normal monitoring
| 172
| 3.8
|
Approved
| 5
|
Tighten stops on momentum names
|
E0903
|
P3980
|
2025-12-12
|
Taxable
|
USD
| 1,127,007
| 8.5
| 1
| 42.6
|
Tech:22.7;Utilities:22.8;Comm:12.2;RealEstate:18.1;Health:24.2
|
Value:22.7;Growth:18.5;Quality:19.9;Size:7.4;Momentum:14.4;LowVol:17.2
|
MUB:30.7;XLF:17.1;VTI:26.1;AAPL:26.2
| 1.7
| 190
| 14.6
|
Volatile
| 31
| 4.17
| 3.2
| 167
| -52
|
-87:-17
| 37
| 0.011
| false
| true
|
MaxPos5%;MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 24
| -21
| 8
| null |
BrokerD
|
LMT
| 88
| 4
| 9
| 60
| 101
| 2
| 21
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 211
| 3.2
| null | 5
|
Tax-aware sells next window
|
E0904
|
P1560
|
2025-06-10
|
IRA
|
USD
| 986,582
| 5.3
| 1
| 67.1
|
RealEstate:25.2;Energy:21.1;Consumer:22.6;Industrials:31.1
|
Value:11.3;Growth:17.2;Quality:9.4;Size:21.7;Momentum:16.3;LowVol:24.0
|
AMZN:23.0;VTI:5.4;IEF:16.9;BND:20.7;BRK.B:17.1;QQQ:16.9
| 4.7
| 168
| 15.6
|
Bear
| 24.1
| 3.14
| 2.8
| 177
| -91
|
-123:-73
| 5
| 0.0184
| false
| false
|
ESGOnly
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 13
| -11
| 1
| null |
BrokerC
|
VWAP
| 94
| 4
| 9
| 87
| 220
| -23
| 33
| null | null |
Normal monitoring
| 91
| 2.5
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0905
|
P1165
|
2024-07-08
|
401k
|
USD
| 274,111
| 11.6
| 1
| 67.6
|
Comm:32.1;Materials:23.4;Energy:27.1;Industrials:17.4
|
Value:14.9;Growth:24.9;Quality:16.4;Size:11.8;Momentum:20.1;LowVol:11.9
|
VNQ:14.4;VOO:20.8;XLF:22.0;MSFT:22.5;GLD:20.3
| 1.5
| 126
| 12.8
|
Sideways
| 18.7
| 4.59
| 2.3
| 133
| 41
|
7:64
| 66
| 0.0176
| false
| false
|
MaxSector35%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 5
| -10
| 9
| null |
BrokerD
|
VWAP
| 91
| 7
| 14
| -1
| 49
| 12
| 38
| null | null |
Normal monitoring
| 154
| 1.4
|
Approved
| 3
|
Tighten stops on momentum names
|
E0906
|
P8928
|
2025-06-08
|
IRA
|
USD
| 1,321,332
| 7.9
| 1
| 35.7
|
Consumer:29.4;Health:29.2;Comm:31.6;Materials:9.7
|
Value:18.5;Growth:27.0;Quality:10.1;Size:20.3;Momentum:10.4;LowVol:13.8
|
VTI:14.7;BRK.B:18.3;VNQ:19.6;AMZN:16.6;QQQ:10.8;TSLA:20.0
| 3.2
| 126
| 19.1
|
Volatile
| 26
| 3.97
| 3
| 120
| -37
|
-51:-7
| 13
| 0.0185
| false
| false
| null | null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 3
| -37
| 3
| null |
BrokerD
|
LMT
| 95
| 5
| 7
| -39
| 57
| 1
| 23
| null | null |
Normal monitoring
| 160
| 1.4
| null | 3
|
Monitor dispersion and breadth
|
E0907
|
P0217
|
2025-10-30
|
Roth
|
USD
| 354,557
| 7.9
| 1
| 55.6
|
Materials:26.1;Energy:54.3;Utilities:19.6
|
Value:8.0;Growth:19.3;Quality:23.9;Size:23.3;Momentum:7.4;LowVol:18.2
|
BND:16.1;AAPL:13.2;VOO:22.1;MUB:48.6
| 1.9
| 113
| 10.6
|
Bull
| 16.3
| 3.77
| 3
| 71
| 104
|
87:132
| 100
| 0.0091
| false
| false
|
MaxPos5%
| null | null |
Sell
|
Trim extended winner -1.0%
| -9
| -2
| 7
| null |
BrokerA
|
MKT
| 88
| 2
| 9
| 12
| 70
| -38
| -3
| null | null |
Normal monitoring
| 207
| 2.1
|
Approved
| 3
|
Within IPS guidelines
|
E0908
|
P5032
|
2024-08-17
|
IRA
|
USD
| 673,826
| 5.4
| 1
| 56.6
|
Comm:18.6;Industrials:35.1;Tech:18.1;Materials:28.2
|
Value:22.3;Growth:9.0;Quality:10.4;Size:20.1;Momentum:25.7;LowVol:12.5
|
IEF:12.3;HYG:18.5;MUB:21.3;TLT:22.1;MSFT:18.8;XLF:6.9
| 1.7
| 223
| 13.2
|
Bull
| 15.3
| 4.05
| 2.1
| 101
| 3
|
-7:57
| 51
| 0.0045
| false
| true
|
ESGOnly;MaxPos6%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 23
| 11
| 11
|
Delta:-0.06;Vega:0.08
|
BrokerC
|
LMT
| 100
| 5
| 4
| 89
| 63
| 12
| 31
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 133
| 1.4
|
SuggestedEdits
| 4
|
Within IPS guidelines
|
E0909
|
P0747
|
2025-06-28
|
Taxable
|
USD
| 1,785,092
| 8.7
| 1
| 60.7
|
Tech:13.3;Materials:31.3;RealEstate:10.5;Comm:18.6;Health:26.2
|
Value:11.0;Growth:21.6;Quality:17.0;Size:17.2;Momentum:12.0;LowVol:21.2
|
VOO:25.1;BND:27.0;VTI:9.5;QQQ:11.7;MUB:26.7
| 3.5
| 266
| 26.9
|
Volatile
| 31
| 3.73
| 3.3
| 172
| -33
|
-65:21
| 32
| 0.0133
| false
| true
|
ESGOnly;MaxPos7%;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -5
| 6
| 3
| null |
BrokerA
|
VWAP
| 92
| 10
| 12
| -38
| 46
| -59
| 20
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 135
| 2.4
| null | 5
|
Increase defensive factor exposure
|
E0910
|
P4749
|
2025-09-08
|
401k
|
USD
| 320,067
| 16
| 1
| 46.3
|
Consumer:24.6;Financials:14.9;Comm:26.6;Industrials:10.7;Health:23.2
|
Value:23.5;Growth:13.4;Quality:11.6;Size:26.7;Momentum:16.4;LowVol:8.4
|
MSFT:47.0;BND:24.0;GLD:29.0
| 2.2
| 146
| 10.5
|
Bear
| 25.2
| 3.25
| 2.3
| 179
| 9
|
-22:61
| 63
| 0.0037
| false
| false
|
MaxPos8%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -35
| 9
| null |
BrokerA
|
VWAP
| 100
| 4
| 9
| 111
| 107
| -8
| 18
| null | null |
Normal monitoring
| 205
| 3.6
| null | 3
|
Monitor dispersion and breadth
|
E0911
|
P3297
|
2024-08-04
|
Roth
|
USD
| 1,055,498
| 7.1
| 1
| 65.1
|
Health:28.9;Utilities:20.8;Energy:29.1;Tech:21.2
|
Value:7.6;Growth:23.0;Quality:15.8;Size:15.6;Momentum:15.0;LowVol:23.1
|
TSLA:36.2;GLD:23.8;AAPL:40.0
| 5.9
| 199
| 20
|
Volatile
| 28.6
| 5.05
| 4.1
| 143
| 56
|
22:91
| 67
| 0.0035
| false
| true
|
MaxPos7%;MaxSector30%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| 9
| 7
| null |
BrokerD
|
VWAP
| 93
| 10
| 16
| 2
| 118
| 17
| 7
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 214
| 3.5
|
Approved
| 2
|
Tighten stops on momentum names
|
E0912
|
P8999
|
2024-07-25
|
Taxable
|
USD
| 1,963,058
| 6.6
| 1.23
| 55.4
|
Utilities:34.6;RealEstate:18.8;Health:16.5;Comm:30.0
|
Value:19.0;Growth:15.2;Quality:9.7;Size:9.4;Momentum:22.8;LowVol:24.0
|
TSLA:8.4;BND:12.5;AAPL:22.5;VNQ:28.0;VTI:28.7
| 4.2
| 214
| 10.3
|
Bull
| 16.9
| 3.96
| 3
| 78
| 7
|
-6:56
| 56
| 0.007
| false
| true
|
MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 13
| 1
| 5
|
Delta:-0.05;Vega:0.06
|
BrokerA
|
LMT
| 91
| 4
| 7
| 53
| 138
| -39
| 16
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 133
| 3.4
|
SuggestedEdits
| 5
|
Tighten stops on momentum names
|
E0913
|
P3194
|
2024-07-05
|
401k
|
USD
| 1,794,785
| 4.7
| 1
| 67.5
|
RealEstate:29.7;Industrials:33.6;Utilities:36.7
|
Value:21.8;Growth:9.1;Quality:21.8;Size:20.5;Momentum:12.2;LowVol:14.6
|
VTI:13.9;AAPL:10.9;VNQ:29.1;BND:24.5;TLT:21.6
| 2.7
| 197
| 25.6
|
Sideways
| 20.3
| 4.02
| 3.3
| 124
| 55
|
33:92
| 93
| 0.0042
| false
| false
| null | null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 24
| 14
| 12
| null |
BrokerC
|
MKT
| 99
| 12
| 14
| -26
| 32
| -2
| 25
| null | null |
Normal monitoring
| 154
| 1.9
|
Approved
| 4
|
Increase defensive factor exposure
|
E0914
|
P3515
|
2025-07-30
|
Roth
|
USD
| 832,936
| 9.2
| 1
| 71.9
|
Energy:16.8;Health:29.4;Industrials:22.5;Materials:31.3
|
Value:18.9;Growth:18.6;Quality:14.1;Size:15.8;Momentum:13.9;LowVol:18.6
|
MSFT:14.7;VNQ:17.8;MUB:21.3;BRK.B:13.5;QQQ:21.2;XLF:11.4
| 5.7
| 211
| 21.1
|
Volatile
| 28.4
| 5.11
| 3
| 146
| 74
|
36:122
| 100
| 0.0052
| false
| true
|
ESGOnly;MaxPos6%;MaxSector30%
| null |
DriftNear;VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 28
| 7
| 12
| null |
BrokerA
|
LMT
| 90
| 4
| 4
| 67
| 83
| -28
| -7
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 96
| 3.1
|
SuggestedEdits
| 5
|
Tighten stops on momentum names
|
E0915
|
P9142
|
2025-06-02
|
Trust
|
USD
| 732,829
| 17.1
| 1
| 55.3
|
Health:27.4;Utilities:26.3;Consumer:19.2;Industrials:27.2
|
Value:12.2;Growth:19.5;Quality:11.5;Size:14.1;Momentum:20.3;LowVol:22.3
|
BRK.B:10.2;XLF:23.9;IEF:25.6;GLD:28.8;HYG:11.6
| 2.9
| 149
| 8.1
|
Bull
| 15
| 4.94
| 2.7
| 118
| 79
|
51:130
| 81
| 0.0177
| false
| false
|
ESGOnly;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| -11
| -11
| 6
| null |
BrokerC
|
LMT
| 89
| 3
| 7
| -6
| 51
| 13
| -9
| null | null |
Normal monitoring
| 201
| 3
| null | 3
|
Increase defensive factor exposure
|
E0916
|
P7771
|
2025-07-23
|
Taxable
|
USD
| 1,114,349
| 5.1
| 1
| 35.4
|
Materials:21.9;Industrials:16.3;Utilities:29.3;RealEstate:32.5
|
Value:7.6;Growth:18.4;Quality:8.0;Size:23.0;Momentum:23.8;LowVol:19.3
|
BND:36.7;HYG:21.6;VTI:41.8
| 3.8
| 212
| 13.4
|
Bear
| 33
| 3.8
| 1.8
| 178
| -16
|
-43:24
| 57
| 0.0105
| false
| true
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -36
| 10
| null |
BrokerD
|
LMT
| 98
| 6
| 4
| 17
| 16
| -25
| -11
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 105
| 2.6
| null | 4
|
Within IPS guidelines
|
E0917
|
P4950
|
2024-08-28
|
Roth
|
USD
| 970,048
| 7.1
| 1
| 71.7
|
Utilities:20.8;Consumer:20.4;Comm:12.6;Tech:23.2;Financials:23.0
|
Value:20.1;Growth:18.9;Quality:18.3;Size:11.4;Momentum:13.7;LowVol:17.6
|
HYG:10.4;XLF:26.7;BND:10.8;AAPL:26.5;VOO:25.6
| 4.7
| 216
| 10.1
|
Bull
| 17.4
| 3.64
| 3.3
| 95
| 76
|
49:106
| 83
| 0.0156
| false
| true
|
ESGOnly
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 32
| -13
| 6
|
Delta:-0.2;Vega:0.08
|
BrokerA
|
LMT
| 94
| 12
| 9
| -49
| -14
| -31
| -25
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 119
| 1.7
|
Approved
| 2
|
Tax-aware sells next window
|
E0918
|
P2394
|
2025-04-08
|
IRA
|
USD
| 668,164
| 9.6
| 1
| 46.4
|
Utilities:12.3;RealEstate:16.0;Tech:11.6;Industrials:41.9;Comm:18.1
|
Value:17.1;Growth:25.1;Quality:10.8;Size:12.0;Momentum:11.9;LowVol:23.0
|
VOO:17.8;BND:22.0;AAPL:20.3;QQQ:10.3;TLT:9.8;BRK.B:19.8
| 3.5
| 138
| 16.2
|
Volatile
| 27.4
| 3.79
| 4.3
| 128
| -34
|
-58:-1
| 46
| 0.0046
| false
| false
|
ESGOnly;MaxPos7%;MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 18
| -26
| 10
| null |
BrokerA
|
LMT
| 98
| 5
| 11
| 23
| 108
| -27
| -8
| null | null |
Normal monitoring
| 143
| 3.1
| null | 5
|
Within IPS guidelines
|
E0919
|
P9971
|
2025-12-22
|
IRA
|
USD
| 2,329,040
| 7
| 1.23
| 36.8
|
Tech:32.4;Energy:35.4;Financials:32.2
|
Value:19.2;Growth:18.9;Quality:23.3;Size:15.4;Momentum:11.5;LowVol:11.7
|
HYG:41.8;GLD:17.4;VOO:40.8
| 3.4
| 133
| 13.3
|
Volatile
| 20.4
| 4.84
| 4.2
| 160
| 33
|
-1:86
| 78
| 0.0121
| false
| false
| null | null | null |
NoAction
|
Within policy bands; defer
| 31
| -19
| 5
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| 80
| 96
| 11
| 31
| null | null |
Normal monitoring
| 123
| 2.4
|
Approved
| 3
|
Tax-aware sells next window
|
E0920
|
P1526
|
2025-05-08
|
Roth
|
USD
| 1,148,991
| 9.1
| 1
| 55.4
|
Utilities:13.9;Comm:47.3;Health:21.8;Tech:17.0
|
Value:12.6;Growth:9.5;Quality:16.6;Size:12.0;Momentum:27.4;LowVol:22.0
|
QQQ:26.1;IEF:51.4;TLT:22.5
| 2.6
| 191
| 16.2
|
Bear
| 29.2
| 4.14
| 2.5
| 169
| -75
|
-114:-36
| 9
| 0.019
| false
| true
|
MaxPos8%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 25
| -7
| 4
| null |
BrokerD
|
MKT
| 97
| 4
| 6
| 14
| 141
| -53
| 0
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 186
| 2.1
|
SuggestedEdits
| 4
|
Increase defensive factor exposure
|
E0921
|
P8913
|
2025-01-04
|
Trust
|
USD
| 1,253,714
| 6.7
| 1.16
| 46
|
Energy:12.3;Health:28.2;Consumer:22.0;Industrials:37.5
|
Value:23.7;Growth:22.5;Quality:8.2;Size:20.7;Momentum:14.9;LowVol:10.1
|
QQQ:22.3;MUB:13.9;IEF:28.3;BRK.B:35.5
| 4.3
| 231
| 24.9
|
Bull
| 15.6
| 4.17
| 2.7
| 83
| 72
|
59:109
| 100
| 0.0137
| false
| true
|
ESGOnly;MaxPos7%;MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -8
| -5
| 4
|
Delta:-0.06;Vega:0.04
|
BrokerC
|
MKT
| 93
| 10
| 14
| 100
| 155
| -27
| 10
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 106
| 2.1
|
SuggestedEdits
| 5
|
Monitor dispersion and breadth
|
E0922
|
P2556
|
2025-05-28
|
Taxable
|
USD
| 526,364
| 7.2
| 1
| 40.7
|
Comm:10.8;Consumer:25.2;Energy:21.9;Financials:24.0;RealEstate:18.1
|
Value:23.5;Growth:14.5;Quality:14.1;Size:19.8;Momentum:13.3;LowVol:14.7
|
VNQ:43.0;VOO:16.8;QQQ:40.2
| 1.7
| 126
| 11.4
|
Sideways
| 20.3
| 4.02
| 3.4
| 98
| -27
|
-42:12
| 47
| 0.0058
| false
| false
|
ESGOnly
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 34
| 2
| 11
| null |
BrokerB
|
LMT
| 97
| 12
| 12
| -9
| -31
| 4
| 24
| null | null |
Normal monitoring
| 193
| 1.7
| null | 4
|
Within IPS guidelines
|
E0923
|
P8071
|
2025-01-23
|
Roth
|
USD
| 426,190
| 5.2
| 1
| 70.6
|
Comm:23.2;Materials:16.8;RealEstate:19.3;Utilities:20.5;Energy:20.2
|
Value:17.0;Growth:18.2;Quality:18.3;Size:14.7;Momentum:16.0;LowVol:15.8
|
HYG:26.9;BRK.B:27.6;BND:23.2;AAPL:9.5;MSFT:12.8
| 1.8
| 141
| 7
|
Volatile
| 24.8
| 4.29
| 2.5
| 120
| 60
|
34:95
| 64
| 0.0153
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -2
| -30
| 12
| null |
BrokerA
|
LMT
| 93
| 2
| 6
| 85
| 109
| -42
| 30
| null | null |
Normal monitoring
| 143
| 2.5
| null | 5
|
Tax-aware sells next window
|
E0924
|
P4731
|
2025-10-24
|
Taxable
|
USD
| 798,296
| 7.4
| 1
| 45.8
|
Health:26.0;Consumer:12.6;Financials:33.1;Industrials:17.8;Tech:10.5
|
Value:11.7;Growth:25.5;Quality:18.8;Size:7.5;Momentum:14.4;LowVol:22.1
|
IEF:29.8;GLD:17.3;VTI:23.9;HYG:29.0
| 1.3
| 125
| 11.2
|
Bear
| 26.2
| 4.27
| 1.2
| 206
| 32
|
22:65
| 71
| 0.0123
| false
| false
|
ESGOnly;MaxPos5%;MaxSector35%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 23
| -32
| 3
|
Delta:-0.08;Vega:0.05
|
BrokerC
|
LMT
| 93
| 11
| 18
| 114
| 146
| -8
| 18
| null | null |
Normal monitoring
| 174
| 2.9
| null | 4
|
Monitor dispersion and breadth
|
E0925
|
P5881
|
2025-01-01
|
401k
|
USD
| 1,273,768
| 6
| 1
| 59.2
|
Tech:30.8;Industrials:24.6;Consumer:15.5;Financials:29.1
|
Value:25.6;Growth:22.7;Quality:14.5;Size:11.5;Momentum:11.1;LowVol:14.6
|
AMZN:17.9;BRK.B:44.2;VNQ:13.0;AAPL:25.0
| 5.3
| 138
| 16.3
|
Bull
| 12.9
| 3.86
| 2.3
| 103
| 15
|
-12:50
| 55
| 0.0157
| false
| false
| null | null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 30
| -30
| 5
| null |
BrokerA
|
MKT
| 89
| 2
| 3
| 24
| 60
| -17
| 22
| null | null |
Normal monitoring
| 159
| 3.9
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0926
|
P7909
|
2024-08-10
|
Taxable
|
USD
| 2,275,179
| 6.8
| 1
| 63.8
|
Energy:29.2;Materials:22.4;Health:48.4
|
Value:9.6;Growth:19.5;Quality:18.5;Size:13.3;Momentum:20.4;LowVol:18.7
|
QQQ:22.8;GLD:15.0;VTI:15.4;IEF:26.1;XLF:20.8
| 2.6
| 210
| 18
|
Bull
| 17.8
| 3.79
| 2.1
| 89
| 74
|
36:100
| 70
| 0.0075
| false
| true
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 35
| -16
| 8
|
Delta:-0.19;Vega:0.06
|
BrokerD
|
LMT
| 99
| 3
| 9
| 73
| 57
| -17
| -25
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 146
| 1.2
|
Approved
| 5
|
Monitor dispersion and breadth
|
E0927
|
P8135
|
2024-12-29
|
Trust
|
USD
| 1,576,941
| 8.6
| 1
| 70.3
|
Health:30.4;RealEstate:17.5;Tech:13.1;Financials:39.0
|
Value:10.9;Growth:16.9;Quality:21.2;Size:22.1;Momentum:12.4;LowVol:16.5
|
VNQ:32.8;GLD:34.8;AMZN:32.3
| 2.2
| 161
| 20.9
|
Bull
| 11.9
| 4.24
| 2.3
| 74
| 107
|
84:130
| 87
| 0.0126
| false
| false
|
ESGOnly
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 11
| -8
| 8
| null |
BrokerB
|
LMT
| 94
| 6
| 12
| 54
| 181
| 18
| 17
| null | null |
Normal monitoring
| 171
| 3.7
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0928
|
P3990
|
2025-01-28
|
IRA
|
USD
| 895,384
| 5.5
| 1
| 70.5
|
Health:34.0;Financials:17.1;Materials:17.0;Industrials:31.9
|
Value:19.1;Growth:19.4;Quality:15.7;Size:19.6;Momentum:12.7;LowVol:13.4
|
MSFT:33.0;MUB:39.4;BRK.B:27.6
| 4.7
| 127
| 19.9
|
Sideways
| 20.1
| 4.24
| 2.7
| 136
| 47
|
25:68
| 66
| 0.011
| false
| false
|
MaxPos8%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 13
| 1
| 7
| null |
BrokerC
|
LMT
| 99
| 2
| 9
| 23
| 114
| -33
| -11
| null | null |
Normal monitoring
| 185
| 1.3
| null | 4
|
Tighten stops on momentum names
|
E0929
|
P7226
|
2024-07-31
|
IRA
|
USD
| 526,889
| 8.5
| 1
| 71.8
|
Financials:20.7;Materials:24.5;RealEstate:27.6;Energy:27.1
|
Value:12.2;Growth:10.7;Quality:20.5;Size:20.8;Momentum:18.7;LowVol:17.2
|
VOO:47.4;AAPL:18.9;TSLA:33.8
| 2.8
| 208
| 17.4
|
Bear
| 24.6
| 3.61
| 1
| 169
| -36
|
-47:2
| 25
| 0.0056
| false
| true
|
MaxSector30%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 8
| 8
| 7
| null |
BrokerB
|
LMT
| 98
| 7
| 9
| 110
| 199
| -1
| 34
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 155
| 1.2
| null | 5
|
Monitor dispersion and breadth
|
E0930
|
P5784
|
2024-07-28
|
401k
|
USD
| 1,149,710
| 5.3
| 1
| 53
|
Comm:54.5;RealEstate:17.2;Industrials:28.4
|
Value:17.1;Growth:12.5;Quality:19.0;Size:18.2;Momentum:21.4;LowVol:11.7
|
MUB:48.3;VTI:19.6;TLT:32.1
| 5.5
| 197
| 15.5
|
Bull
| 17.4
| 4.09
| 3.2
| 104
| 64
|
38:104
| 96
| 0.0099
| false
| true
|
ESGOnly;MaxPos8%;MaxSector25%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 16
| -20
| 2
|
Delta:-0.07;Vega:0.03
|
BrokerB
|
LMT
| 99
| 11
| 14
| 82
| 146
| -36
| -21
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 217
| 1.7
| null | 5
|
Increase defensive factor exposure
|
E0931
|
P5399
|
2025-12-18
|
Roth
|
USD
| 1,540,099
| 9
| 1
| 68.5
|
Utilities:17.0;RealEstate:31.7;Consumer:27.2;Health:24.2
|
Value:10.7;Growth:21.7;Quality:20.4;Size:23.0;Momentum:14.5;LowVol:9.8
|
VTI:12.4;BRK.B:19.7;XLF:15.6;BND:36.3;AAPL:16.0
| 4.5
| 173
| 19.5
|
Sideways
| 16.8
| 4.92
| 2.1
| 117
| 32
|
-8:74
| 84
| 0.0049
| false
| true
|
MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -10
| -30
| 11
|
Delta:-0.07;Vega:0.05
|
BrokerB
|
MKT
| 88
| 1
| 9
| 37
| 109
| -30
| -16
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 196
| 2
|
Approved
| 3
|
Increase defensive factor exposure
|
E0932
|
P5842
|
2025-10-09
|
Roth
|
USD
| 627,587
| 13.5
| 1
| 57.5
|
Industrials:23.9;RealEstate:28.2;Health:8.6;Financials:26.3;Consumer:13.0
|
Value:10.0;Growth:19.7;Quality:24.7;Size:11.4;Momentum:15.0;LowVol:19.1
|
AMZN:25.3;BND:20.5;MUB:31.2;HYG:23.0
| 3.4
| 165
| 11.4
|
Bull
| 12.1
| 3.59
| 3.1
| 110
| 82
|
53:126
| 82
| 0.0186
| false
| false
|
ESGOnly;MaxSector25%
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 8
| 10
| 8
| null |
BrokerB
|
LMT
| 99
| 10
| 11
| -23
| 98
| -39
| -5
| null | null |
Normal monitoring
| 204
| 3.9
|
Approved
| 3
|
Within IPS guidelines
|
E0933
|
P9326
|
2024-10-07
|
Trust
|
USD
| 384,729
| 6.5
| 1
| 46.8
|
Health:16.1;RealEstate:31.0;Consumer:12.3;Utilities:19.2;Financials:21.4
|
Value:25.5;Growth:12.9;Quality:9.2;Size:20.7;Momentum:7.9;LowVol:23.8
|
AAPL:17.1;VTI:18.0;IEF:20.9;BND:17.6;TLT:6.7;GLD:19.7
| 2.8
| 104
| 8.5
|
Volatile
| 28.8
| 4.42
| 3.4
| 157
| 32
|
8:54
| 59
| 0.0086
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 15
| 1
| 1
| null |
BrokerB
|
MKT
| 88
| 12
| 10
| 10
| 129
| -7
| 26
| null | null |
Normal monitoring
| 134
| 3.4
| null | 3
|
Monitor dispersion and breadth
|
E0934
|
P5640
|
2024-10-10
|
Trust
|
USD
| 701,769
| 6.8
| 1
| 48.1
|
Health:29.2;Tech:48.8;Comm:22.0
|
Value:11.9;Growth:10.1;Quality:25.1;Size:11.9;Momentum:17.8;LowVol:23.2
|
BRK.B:11.2;XLF:26.5;AAPL:19.4;AMZN:10.9;VNQ:32.0
| 2.3
| 155
| 10.8
|
Bear
| 29.3
| 4.38
| 1.3
| 139
| -115
|
-139:-80
| 5
| 0.0053
| false
| false
|
NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 31
| 7
| 5
| null |
BrokerD
|
MKT
| 93
| 7
| 15
| -56
| 13
| -16
| 30
| null | null |
Normal monitoring
| 217
| 2.3
|
Approved
| 5
|
Tax-aware sells next window
|
E0935
|
P3808
|
2025-07-11
|
Trust
|
USD
| 1,312,068
| 7.4
| 1
| 68.7
|
Utilities:17.6;Comm:30.8;Industrials:36.7;Health:14.9
|
Value:11.0;Growth:24.2;Quality:13.5;Size:15.8;Momentum:17.9;LowVol:17.6
|
BND:29.3;IEF:38.3;QQQ:32.4
| 4.9
| 165
| 11.4
|
Sideways
| 17.9
| 4.63
| 3.2
| 106
| 23
|
-11:45
| 71
| 0.0185
| false
| false
| null | null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| -8
| -14
| 9
| null |
BrokerC
|
MKT
| 88
| 9
| 10
| -53
| 57
| 4
| -23
| null | null |
Normal monitoring
| 134
| 3.5
|
Approved
| 3
|
Tighten stops on momentum names
|
E0936
|
P6847
|
2025-08-30
|
Trust
|
USD
| 1,503,843
| 9.2
| 1
| 64.6
|
Industrials:22.4;Tech:22.8;Materials:20.2;Consumer:14.5;Utilities:20.1
|
Value:13.3;Growth:14.2;Quality:18.1;Size:24.9;Momentum:10.9;LowVol:18.5
|
QQQ:19.5;HYG:25.2;BRK.B:7.2;TLT:9.9;AMZN:17.7;VTI:20.4
| 3.7
| 224
| 19.7
|
Volatile
| 23.5
| 5.01
| 2.2
| 117
| -23
|
-42:15
| 55
| 0.0104
| false
| true
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -8
| 10
| null |
BrokerA
|
VWAP
| 90
| 2
| 0
| 54
| 25
| -13
| -1
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 123
| 2
|
Rejected
| 3
|
Within IPS guidelines
|
E0937
|
P5958
|
2025-04-19
|
Trust
|
USD
| 753,928
| 9.5
| 1
| 36.9
|
Utilities:14.4;Tech:24.9;Materials:19.9;Financials:40.8
|
Value:11.4;Growth:18.8;Quality:14.4;Size:15.8;Momentum:16.2;LowVol:23.3
|
BRK.B:22.3;AAPL:35.5;BND:17.6;IEF:24.7
| 4.3
| 122
| 17.3
|
Bull
| 16.9
| 3.99
| 2.3
| 104
| 75
|
61:118
| 98
| 0.0166
| false
| false
|
ESGOnly
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 26
| -25
| 4
| null |
BrokerA
|
MKT
| 89
| 7
| 9
| 104
| 244
| -17
| 34
| null | null |
Normal monitoring
| 205
| 1.4
|
Approved
| 5
|
Tighten stops on momentum names
|
E0938
|
P8657
|
2025-09-15
|
Trust
|
USD
| 982,684
| 5.2
| 1
| 50.4
|
Materials:34.9;Financials:36.3;Consumer:28.7
|
Value:18.9;Growth:15.3;Quality:17.0;Size:18.0;Momentum:13.9;LowVol:16.8
|
XLF:29.8;HYG:37.4;TLT:19.3;VNQ:13.5
| 2.8
| 200
| 18.6
|
Sideways
| 17.2
| 4.62
| 3.2
| 93
| 31
|
19:67
| 59
| 0.0093
| false
| false
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -11
| -34
| 4
|
Delta:-0.05;Vega:0.06
|
BrokerC
|
VWAP
| 92
| 1
| 5
| 33
| -1
| 19
| 21
| null | null |
Normal monitoring
| 168
| 3.6
|
Approved
| 5
|
Tighten stops on momentum names
|
E0939
|
P3068
|
2025-02-12
|
Trust
|
USD
| 1,382,332
| 8.1
| 1.15
| 51.1
|
Health:16.0;Industrials:11.7;Tech:32.5;Utilities:13.5;Comm:26.3
|
Value:15.7;Growth:24.1;Quality:9.2;Size:21.9;Momentum:21.1;LowVol:8.0
|
MSFT:11.3;VOO:31.1;XLF:20.8;VNQ:12.6;HYG:24.2
| 6.4
| 160
| 20.7
|
Sideways
| 16.1
| 3.59
| 3.2
| 131
| -6
|
-41:31
| 47
| 0.0169
| true
| false
|
MaxPos7%
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 7
| -26
| 2
|
Delta:-0.17;Vega:0.06
|
BrokerA
|
MKT
| 90
| 11
| 13
| 86
| 72
| -4
| 8
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 202
| 3.4
|
Approved
| 4
|
Within IPS guidelines
|
E0940
|
P7675
|
2024-11-25
|
IRA
|
USD
| 613,550
| 9.3
| 1
| 69.5
|
Comm:30.2;Financials:15.6;Tech:54.2
|
Value:10.9;Growth:13.9;Quality:23.6;Size:20.4;Momentum:12.9;LowVol:18.3
|
GLD:27.9;TLT:8.1;AMZN:22.8;IEF:22.7;MSFT:18.5
| 2.4
| 99
| 7.9
|
Bull
| 12.1
| 4.85
| 3.5
| 115
| 7
|
-7:54
| 53
| 0.011
| false
| false
|
ESGOnly;MaxSector35%
| null | null |
Sell
|
Trim extended winner -1.0%
| -12
| -12
| 2
| null |
BrokerA
|
MKT
| 90
| 2
| 9
| -43
| 45
| -44
| 20
| null | null |
Normal monitoring
| 135
| 3.7
| null | 3
|
Monitor dispersion and breadth
|
E0941
|
P7567
|
2024-10-04
|
401k
|
USD
| 1,743,414
| 8.4
| 1
| 74
|
Comm:43.6;Health:15.3;Industrials:41.2
|
Value:13.0;Growth:22.4;Quality:15.8;Size:27.8;Momentum:11.4;LowVol:9.6
|
TLT:36.0;MSFT:32.6;TSLA:31.4
| 3.1
| 206
| 20.8
|
Bull
| 11.4
| 4.47
| 2.4
| 105
| 37
|
21:69
| 74
| 0.0102
| false
| true
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -9
| -11
| 7
| null |
BrokerB
|
LMT
| 91
| 9
| 6
| 45
| 92
| 9
| 29
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 112
| 1.7
| null | 3
|
Tax-aware sells next window
|
E0942
|
P5684
|
2024-08-19
|
Trust
|
USD
| 1,485,712
| 6.6
| 1
| 72.3
|
Tech:28.6;Financials:36.5;Consumer:35.0
|
Value:15.2;Growth:15.2;Quality:13.5;Size:19.9;Momentum:16.9;LowVol:19.3
|
XLF:13.0;MSFT:37.1;HYG:49.9
| 2
| 132
| 11.6
|
Volatile
| 26.6
| 4.48
| 3
| 158
| 18
|
-4:51
| 62
| 0.007
| false
| false
|
MaxPos7%
| null | null |
NoAction
|
Within policy bands; defer
| 5
| -19
| 5
| null |
BrokerB
|
LMT
| 0
| 0
| 0
| 107
| 101
| -32
| 33
| null | null |
Normal monitoring
| 124
| 3.1
|
Approved
| 5
|
Tax-aware sells next window
|
E0943
|
P8016
|
2025-04-12
|
Trust
|
USD
| 910,535
| 6.2
| 1
| 61.5
|
Health:43.2;Consumer:27.6;Industrials:17.0;Comm:12.2
|
Value:23.1;Growth:20.5;Quality:17.6;Size:12.5;Momentum:9.1;LowVol:17.2
|
AAPL:25.3;QQQ:18.3;MSFT:13.4;VOO:6.0;TSLA:17.2;VTI:19.8
| 5.5
| 167
| 17.5
|
Bear
| 33.5
| 3.8
| 2.1
| 152
| 3
|
-31:40
| 56
| 0.0148
| false
| false
| null | null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -6
| -20
| 8
|
Delta:-0.13;Vega:0.06
|
BrokerA
|
MKT
| 89
| 11
| 19
| -1
| 132
| -46
| 33
| null | null |
Normal monitoring
| 143
| 4
| null | 5
|
Tighten stops on momentum names
|
E0944
|
P5598
|
2024-11-24
|
IRA
|
USD
| 411,940
| 4.4
| 1.07
| 54.6
|
Financials:26.6;RealEstate:16.0;Consumer:26.3;Industrials:20.0;Health:11.1
|
Value:11.2;Growth:9.9;Quality:24.7;Size:7.7;Momentum:25.0;LowVol:21.5
|
TLT:36.3;IEF:17.4;BRK.B:26.5;VOO:19.8
| 3.1
| 168
| 26.1
|
Bull
| 13.6
| 3.79
| 3.1
| 119
| 78
|
54:133
| 96
| 0.0163
| false
| false
|
MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| -10
| 8
| 12
| null |
BrokerC
|
LMT
| 95
| 3
| 8
| -42
| -7
| -55
| 19
| null | null |
Normal monitoring
| 207
| 3.1
| null | 3
|
Monitor dispersion and breadth
|
E0945
|
P7637
|
2025-06-15
|
IRA
|
USD
| 563,130
| 13.6
| 1
| 63.5
|
Health:25.7;Comm:38.8;RealEstate:35.5
|
Value:13.9;Growth:9.1;Quality:28.4;Size:13.6;Momentum:9.7;LowVol:25.3
|
MUB:25.6;VNQ:15.1;TSLA:21.7;BND:14.7;QQQ:23.0
| 2.9
| 143
| 12.1
|
Bear
| 25.7
| 4.41
| 2.1
| 145
| -36
|
-53:3
| 36
| 0.0143
| false
| false
|
MaxPos7%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| -12
| -10
| 12
| null |
BrokerB
|
MKT
| 97
| 4
| 10
| 113
| 129
| -54
| 5
| null | null |
Normal monitoring
| 129
| 2.6
|
Approved
| 5
|
Within IPS guidelines
|
E0946
|
P7588
|
2025-05-18
|
Trust
|
USD
| 352,245
| 5.1
| 1
| 37.4
|
Industrials:46.3;Energy:32.7;Consumer:21.0
|
Value:18.2;Growth:20.0;Quality:22.5;Size:14.1;Momentum:8.8;LowVol:16.4
|
VOO:47.2;VNQ:10.6;VTI:13.7;TSLA:28.5
| 3.1
| 90
| 10.3
|
Bull
| 15.5
| 3.86
| 3.1
| 76
| 31
|
-4:79
| 47
| 0.0171
| false
| false
| null | null | null |
Sell
|
Trim extended winner -1.0%
| 2
| -26
| 3
| null |
BrokerD
|
LMT
| 97
| 9
| 16
| -52
| 17
| -29
| -9
| null | null |
Normal monitoring
| 194
| 2.8
| null | 3
|
Within IPS guidelines
|
E0947
|
P9959
|
2025-12-15
|
401k
|
USD
| 560,690
| 15.3
| 1
| 38.5
|
Consumer:49.7;Energy:24.1;RealEstate:26.3
|
Value:17.5;Growth:13.5;Quality:12.6;Size:19.4;Momentum:17.2;LowVol:19.8
|
QQQ:23.5;TLT:30.5;GLD:24.6;AAPL:21.4
| 2.9
| 126
| 9.6
|
Volatile
| 30.9
| 4.79
| 2.8
| 176
| -35
|
-71:-9
| 18
| 0.0087
| false
| false
|
ESGOnly
| null | null |
Sell
|
Trim extended winner -1.0%
| 32
| -32
| 2
| null |
BrokerD
|
MKT
| 91
| 9
| 7
| 30
| 14
| -44
| -22
| null | null |
Normal monitoring
| 219
| 3.5
|
Approved
| 3
|
Tighten stops on momentum names
|
E0948
|
P9340
|
2025-01-06
|
Trust
|
USD
| 782,242
| 8.8
| 1
| 64.9
|
Health:27.9;Materials:38.7;Industrials:33.4
|
Value:23.2;Growth:15.7;Quality:11.6;Size:26.1;Momentum:14.0;LowVol:9.4
|
BRK.B:15.3;VTI:12.6;QQQ:14.7;BND:23.0;IEF:22.2;TSLA:12.3
| 3.2
| 138
| 10.7
|
Volatile
| 27.1
| 4.44
| 3.6
| 165
| -2
|
-14:22
| 54
| 0.0055
| false
| false
|
MaxSector35%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 25
| 5
| 1
| null |
BrokerC
|
LMT
| 98
| 12
| 16
| 49
| 168
| -12
| 19
| null | null |
Normal monitoring
| 218
| 3
|
Approved
| 3
|
Tax-aware sells next window
|
E0949
|
P8634
|
2025-10-12
|
Taxable
|
USD
| 253,732
| 17.6
| 1
| 64.7
|
Financials:25.6;Energy:22.3;Health:52.1
|
Value:22.1;Growth:15.0;Quality:13.2;Size:16.6;Momentum:23.0;LowVol:10.1
|
VOO:26.8;TLT:30.2;HYG:18.2;GLD:24.8
| 3.8
| 149
| 10.6
|
Sideways
| 16.5
| 4.83
| 2.5
| 129
| 47
|
32:69
| 80
| 0.0146
| false
| false
|
MaxPos7%
| null | null |
Sell
|
Trim extended winner -1.0%
| 0
| -13
| 10
| null |
BrokerC
|
LMT
| 91
| 2
| 9
| 94
| 217
| -15
| -22
| null | null |
Normal monitoring
| 162
| 1.7
|
Approved
| 3
|
Increase defensive factor exposure
|
E0950
|
P2941
|
2025-06-24
|
Taxable
|
USD
| 432,299
| 6.3
| 1
| 38.8
|
Tech:37.9;Industrials:16.5;Energy:19.1;Comm:26.4
|
Value:8.3;Growth:10.4;Quality:10.3;Size:23.9;Momentum:19.8;LowVol:27.4
|
HYG:18.7;MUB:20.9;AMZN:13.0;AAPL:47.4
| 4.7
| 146
| 12.3
|
Bear
| 25.6
| 3.39
| 2.8
| 216
| -82
|
-118:-66
| 5
| 0.0095
| false
| false
|
MaxSector25%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -14
| -3
| 8
| null |
BrokerA
|
MKT
| 99
| 2
| 0
| 68
| 50
| -16
| -22
| null | null |
Normal monitoring
| 122
| 1.4
| null | 4
|
Increase defensive factor exposure
|
E0951
|
P1607
|
2024-12-18
|
Roth
|
USD
| 784,440
| 7.3
| 1
| 69.5
|
Materials:35.8;Health:14.8;Industrials:19.0;Comm:17.5;Utilities:12.9
|
Value:15.2;Growth:17.0;Quality:20.4;Size:17.3;Momentum:10.9;LowVol:19.2
|
AMZN:18.1;IEF:24.5;TSLA:9.5;HYG:5.8;MSFT:16.8;BRK.B:25.2
| 5
| 149
| 11.8
|
Volatile
| 31.7
| 3.75
| 3.6
| 147
| 6
|
-14:49
| 38
| 0.0035
| false
| false
|
MaxPos8%;MaxSector25%;NoMargin
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 14
| -32
| 4
|
Delta:-0.09;Vega:0.05
|
BrokerB
|
MKT
| 92
| 2
| 0
| 100
| 240
| -28
| 34
| null | null |
Normal monitoring
| 116
| 2.4
| null | 5
|
Tighten stops on momentum names
|
E0952
|
P0122
|
2025-04-18
|
Trust
|
USD
| 2,395,441
| 6.7
| 1
| 58.9
|
RealEstate:27.9;Tech:19.3;Consumer:31.0;Financials:21.8
|
Value:22.4;Growth:19.0;Quality:15.8;Size:13.5;Momentum:10.3;LowVol:18.9
|
QQQ:10.0;XLF:23.5;VNQ:7.4;GLD:21.0;TSLA:18.7;TLT:19.5
| 2.8
| 222
| 14.9
|
Bear
| 27.4
| 4.02
| 1.5
| 188
| 36
|
14:58
| 67
| 0.0102
| false
| true
|
MaxPos6%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 4
| -19
| 2
|
Delta:-0.23;Vega:0.04
|
BrokerA
|
MKT
| 89
| 9
| 7
| 55
| 108
| 20
| -20
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 131
| 3
|
Approved
| 5
|
Within IPS guidelines
|
E0953
|
P0609
|
2025-01-08
|
401k
|
USD
| 832,956
| 5.6
| 1
| 49.4
|
Utilities:28.1;Industrials:27.3;Tech:18.1;Consumer:26.5
|
Value:15.0;Growth:12.5;Quality:18.2;Size:16.1;Momentum:18.5;LowVol:19.8
|
TLT:23.5;QQQ:21.8;BND:6.4;VNQ:12.8;IEF:20.2;MSFT:15.2
| 1.9
| 157
| 9
|
Volatile
| 30.7
| 3.85
| 2.5
| 170
| 58
|
43:110
| 70
| 0.0105
| false
| false
|
MaxPos8%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 23
| -9
| 5
| null |
BrokerA
|
MKT
| 99
| 1
| 6
| 78
| 71
| -36
| -19
| null | null |
Normal monitoring
| 150
| 3.5
|
Approved
| 4
|
Tax-aware sells next window
|
E0954
|
P7264
|
2024-10-20
|
Trust
|
USD
| 186,886
| 13.4
| 1
| 45.5
|
Utilities:26.2;RealEstate:37.0;Tech:21.7;Comm:15.1
|
Value:28.1;Growth:23.9;Quality:9.1;Size:17.8;Momentum:8.9;LowVol:12.3
|
QQQ:34.9;MUB:48.3;AMZN:16.8
| 1.1
| 163
| 15.1
|
Volatile
| 25.6
| 4.2
| 4.1
| 143
| 16
|
5:34
| 64
| 0.0145
| false
| false
|
NoMargin
| null |
VarNear
|
Sell
|
Trim extended winner -1.0%
| 18
| 1
| 10
| null |
BrokerC
|
LMT
| 88
| 1
| 4
| 109
| 173
| -7
| -16
| null | null |
Normal monitoring
| 105
| 1
| null | 5
|
Increase defensive factor exposure
|
E0955
|
P4415
|
2024-10-02
|
Trust
|
USD
| 539,597
| 5.4
| 1
| 51.2
|
Utilities:22.5;RealEstate:35.9;Industrials:14.2;Comm:27.4
|
Value:8.1;Growth:12.5;Quality:12.7;Size:24.2;Momentum:21.1;LowVol:21.4
|
GLD:21.2;AAPL:22.8;QQQ:17.0;TLT:10.5;VTI:14.5;MSFT:13.9
| 2.8
| 130
| 16.2
|
Volatile
| 20.3
| 5
| 2.3
| 129
| -40
|
-65:-13
| 46
| 0.0091
| false
| false
|
ESGOnly
| null | null |
Buy
|
Add core equity +1.0% from cash
| -15
| -1
| 6
| null |
BrokerC
|
MKT
| 88
| 1
| 2
| 105
| 97
| -24
| 22
| null | null |
Normal monitoring
| 216
| 3.2
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0956
|
P4278
|
2025-12-14
|
401k
|
USD
| 769,763
| 13.5
| 1
| 69.3
|
Tech:39.6;Materials:22.8;Utilities:22.6;Industrials:15.0
|
Value:15.4;Growth:18.9;Quality:8.9;Size:19.6;Momentum:19.3;LowVol:17.9
|
VTI:7.4;AMZN:8.3;VOO:31.7;VNQ:19.7;IEF:32.8
| 2.3
| 109
| 9
|
Volatile
| 27.6
| 5.04
| 2.5
| 118
| -35
|
-63:-2
| 22
| 0.0191
| false
| false
|
ESGOnly;MaxPos7%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 21
| 2
| 5
| null |
BrokerB
|
MKT
| 89
| 11
| 11
| 64
| 162
| 15
| -8
| null | null |
Normal monitoring
| 188
| 2.8
|
Approved
| 3
|
Tighten stops on momentum names
|
E0957
|
P5359
|
2025-04-26
|
Roth
|
USD
| 721,207
| 8.8
| 1
| 45.3
|
Comm:19.0;Tech:28.4;Consumer:19.2;Financials:33.4
|
Value:15.9;Growth:20.3;Quality:20.4;Size:16.8;Momentum:12.6;LowVol:13.9
|
AAPL:15.8;TSLA:21.3;VOO:20.6;VTI:15.8;GLD:26.5
| 5.3
| 135
| 13.2
|
Bull
| 15.4
| 3.55
| 3.3
| 70
| 12
|
-23:28
| 53
| 0.0161
| false
| false
|
MaxPos8%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 21
| -27
| 4
| null |
BrokerA
|
LMT
| 95
| 5
| 5
| 6
| 115
| -1
| 3
| null | null |
Normal monitoring
| 145
| 1.6
| null | 5
|
Tighten stops on momentum names
|
E0958
|
P2478
|
2025-04-17
|
Taxable
|
USD
| 682,284
| 15.7
| 1
| 72.8
|
Industrials:27.1;Tech:29.5;Consumer:18.6;Materials:24.8
|
Value:16.9;Growth:22.4;Quality:13.6;Size:22.1;Momentum:16.8;LowVol:8.2
|
VOO:9.6;HYG:25.2;TSLA:20.7;TLT:29.8;XLF:14.7
| 2.8
| 104
| 12.2
|
Bear
| 33.8
| 4.11
| 1.4
| 163
| -99
|
-137:-54
| 11
| 0.0056
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 1
| -15
| 5
| null |
BrokerA
|
VWAP
| 89
| 4
| 10
| -3
| 56
| -9
| 24
| null | null |
Normal monitoring
| 198
| 1.5
| null | 3
|
Increase defensive factor exposure
|
E0959
|
P6775
|
2025-04-04
|
Trust
|
USD
| 827,611
| 16.4
| 1
| 40.3
|
Utilities:33.0;Financials:34.2;Materials:32.8
|
Value:18.6;Growth:15.7;Quality:19.9;Size:16.2;Momentum:15.4;LowVol:14.3
|
MSFT:48.4;AMZN:19.7;TLT:17.1;TSLA:14.8
| 4
| 126
| 10.7
|
Bear
| 29
| 4.04
| 1.4
| 203
| -18
|
-30:32
| 30
| 0.018
| false
| false
|
MaxSector35%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 15
| -28
| 9
| null |
BrokerD
|
LMT
| 93
| 9
| 7
| -18
| 63
| -48
| -2
| null | null |
Normal monitoring
| 193
| 2.4
|
Approved
| 4
|
Within IPS guidelines
|
E0960
|
P5875
|
2025-06-03
|
Trust
|
USD
| 279,825
| 6.9
| 1
| 54.9
|
Comm:29.3;Tech:36.1;Utilities:34.7
|
Value:15.0;Growth:25.7;Quality:13.8;Size:11.0;Momentum:9.6;LowVol:25.0
|
TLT:21.4;BND:26.4;AMZN:52.3
| 1.5
| 142
| 13.9
|
Volatile
| 21.4
| 5.23
| 3.4
| 133
| -36
|
-67:15
| 15
| 0.0175
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -13
| -38
| 8
| null |
BrokerC
|
MKT
| 91
| 4
| 7
| -9
| -27
| -3
| -17
| null | null |
Normal monitoring
| 127
| 2.1
|
Approved
| 5
|
Within IPS guidelines
|
E0961
|
P2966
|
2025-08-05
|
Trust
|
USD
| 428,002
| 9.5
| 1
| 40.4
|
RealEstate:22.2;Materials:14.2;Comm:30.9;Energy:19.2;Utilities:13.5
|
Value:14.6;Growth:20.5;Quality:9.9;Size:18.6;Momentum:11.0;LowVol:25.4
|
IEF:30.7;VTI:13.9;MUB:18.9;TLT:36.5
| 2.8
| 97
| 8.3
|
Bear
| 31.1
| 3.8
| 2.7
| 177
| 11
|
-29:47
| 68
| 0.0129
| false
| false
|
MaxPos7%;MaxSector30%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 24
| 10
| 12
| null |
BrokerD
|
LMT
| 92
| 2
| 3
| 2
| 56
| -25
| -17
| null | null |
Normal monitoring
| 109
| 1
|
Approved
| 4
|
Tax-aware sells next window
|
E0962
|
P0081
|
2025-09-12
|
IRA
|
USD
| 258,784
| 9.9
| 1
| 61.2
|
Consumer:30.4;RealEstate:16.2;Industrials:29.9;Tech:23.5
|
Value:19.6;Growth:16.1;Quality:21.0;Size:17.3;Momentum:12.3;LowVol:13.6
|
MSFT:45.1;XLF:31.5;AMZN:23.4
| 2.5
| 104
| 7.1
|
Sideways
| 18.2
| 4.07
| 2.4
| 100
| -17
|
-49:2
| 38
| 0.0114
| false
| false
|
MaxSector35%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 33
| -7
| 4
| null |
BrokerD
|
LMT
| 0
| 0
| 0
| 13
| 58
| -38
| 3
| null | null |
Normal monitoring
| 96
| 2.2
|
Approved
| 3
|
Tighten stops on momentum names
|
E0963
|
P6650
|
2024-11-16
|
Taxable
|
USD
| 1,739,739
| 6.5
| 1.07
| 53.3
|
Tech:23.4;Comm:11.3;RealEstate:23.6;Materials:21.4;Health:20.4
|
Value:11.3;Growth:19.4;Quality:19.0;Size:19.9;Momentum:20.3;LowVol:10.1
|
TLT:5.4;MSFT:21.4;VNQ:24.9;XLF:20.4;TSLA:10.0;IEF:18.0
| 2.5
| 227
| 18.5
|
Volatile
| 22.7
| 4.96
| 2.3
| 170
| 36
|
13:53
| 79
| 0.0097
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -7
| 5
| 1
|
Delta:-0.14;Vega:0.04
|
BrokerA
|
LMT
| 91
| 11
| 9
| 113
| 173
| 2
| 18
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 93
| 2.6
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0964
|
P3527
|
2024-08-28
|
IRA
|
USD
| 781,039
| 10.8
| 1
| 62.2
|
Health:33.9;Energy:28.8;Materials:37.3
|
Value:17.9;Growth:22.5;Quality:9.5;Size:20.1;Momentum:8.8;LowVol:21.2
|
TSLA:27.1;MUB:17.3;AMZN:6.9;QQQ:7.4;MSFT:29.9;VNQ:11.5
| 3.7
| 121
| 13.3
|
Volatile
| 23.7
| 4.21
| 4.5
| 115
| 13
|
-25:59
| 70
| 0.0091
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 21
| -30
| 10
| null |
BrokerB
|
VWAP
| 91
| 8
| 6
| 63
| 60
| -47
| 20
| null | null |
Normal monitoring
| 103
| 2.6
| null | 5
|
Within IPS guidelines
|
E0965
|
P7610
|
2025-01-19
|
Taxable
|
USD
| 524,716
| 9
| 1
| 73.3
|
Utilities:19.6;Consumer:45.2;Energy:35.2
|
Value:10.7;Growth:25.0;Quality:25.7;Size:12.9;Momentum:14.7;LowVol:10.9
|
VNQ:21.2;VTI:21.3;IEF:20.0;HYG:5.6;TSLA:10.4;XLF:21.5
| 4
| 109
| 12.5
|
Bull
| 16.8
| 4.58
| 3.3
| 99
| 14
|
-2:55
| 75
| 0.0064
| false
| false
|
ESGOnly;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 10
| -37
| 1
| null |
BrokerC
|
LMT
| 92
| 1
| 0
| 80
| 183
| -15
| 21
| null | null |
Normal monitoring
| 220
| 2.7
|
Approved
| 5
|
Within IPS guidelines
|
E0966
|
P4398
|
2025-06-16
|
Trust
|
USD
| 495,238
| 9.6
| 1
| 52.6
|
Energy:32.9;RealEstate:20.4;Health:30.7;Utilities:16.0
|
Value:14.3;Growth:15.7;Quality:8.5;Size:20.0;Momentum:27.2;LowVol:14.3
|
BND:25.1;MUB:22.8;TSLA:7.7;VOO:30.4;HYG:14.0
| 4.1
| 108
| 13.5
|
Bull
| 16.7
| 4.99
| 3.3
| 79
| 30
|
-9:45
| 61
| 0.0043
| false
| false
|
MaxPos5%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -10
| -13
| 9
| null |
BrokerC
|
LMT
| 91
| 1
| 0
| -17
| 104
| -17
| 6
| null | null |
Normal monitoring
| 172
| 2.9
|
Approved
| 3
|
Increase defensive factor exposure
|
E0967
|
P6845
|
2025-02-28
|
Roth
|
USD
| 977,474
| 6.4
| 1.2
| 50.8
|
Industrials:34.1;Comm:37.4;Health:15.9;Materials:12.6
|
Value:17.7;Growth:12.9;Quality:8.3;Size:18.4;Momentum:19.4;LowVol:23.3
|
VOO:10.7;IEF:12.6;BND:13.9;MUB:13.5;TLT:31.1;QQQ:18.2
| 2.5
| 167
| 17.6
|
Sideways
| 20.5
| 4.97
| 3
| 103
| -30
|
-64:14
| 35
| 0.0126
| false
| false
|
ESGOnly;MaxSector25%
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 12
| -28
| 3
| null |
BrokerD
|
VWAP
| 0
| 0
| 0
| 7
| 55
| -56
| -19
| null | null |
Normal monitoring
| 132
| 2.8
|
Approved
| 3
|
Tax-aware sells next window
|
E0968
|
P5067
|
2025-07-16
|
Trust
|
USD
| 1,345,850
| 4.7
| 1.23
| 42.2
|
Consumer:17.2;Materials:35.6;RealEstate:32.2;Utilities:14.9
|
Value:15.1;Growth:11.3;Quality:20.0;Size:18.2;Momentum:14.3;LowVol:21.1
|
VTI:13.9;MSFT:25.3;XLF:7.7;AAPL:24.3;BND:28.8
| 6.6
| 206
| 26.4
|
Volatile
| 25.6
| 4.56
| 3
| 121
| 70
|
52:104
| 71
| 0.0105
| true
| true
| null | null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 12
| 5
| 10
| null |
BrokerD
|
MKT
| 93
| 7
| 9
| -39
| 50
| -28
| 4
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 128
| 2.3
|
Rejected
| 4
|
Monitor dispersion and breadth
|
E0969
|
P8537
|
2024-12-06
|
Trust
|
USD
| 1,278,918
| 6.5
| 1
| 61.4
|
Utilities:20.9;Tech:15.1;Industrials:23.9;Consumer:24.7;RealEstate:15.4
|
Value:19.5;Growth:12.0;Quality:17.9;Size:21.7;Momentum:13.9;LowVol:15.0
|
MSFT:29.6;GLD:40.2;QQQ:30.2
| 4.9
| 191
| 16.9
|
Sideways
| 21.7
| 4.57
| 2.6
| 90
| -3
|
-15:25
| 54
| 0.0097
| false
| true
|
MaxPos6%;MaxSector35%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 3
| -16
| 11
| null |
BrokerB
|
VWAP
| 94
| 3
| 9
| -21
| 79
| -41
| -21
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 195
| 1
|
SuggestedEdits
| 5
|
Tighten stops on momentum names
|
E0970
|
P4043
|
2025-08-11
|
401k
|
USD
| 1,435,595
| 6.3
| 1
| 64
|
Materials:40.2;RealEstate:20.9;Industrials:38.9
|
Value:15.5;Growth:9.4;Quality:26.0;Size:15.8;Momentum:10.9;LowVol:22.5
|
BND:18.6;AMZN:18.8;AAPL:31.2;HYG:12.2;GLD:19.2
| 3.7
| 195
| 15.7
|
Volatile
| 29.9
| 4.85
| 3
| 126
| 28
|
-3:61
| 69
| 0.0187
| false
| true
|
ESGOnly;MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -12
| -5
| 1
| null |
BrokerC
|
MKT
| 94
| 7
| 8
| -53
| -11
| -14
| 9
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 102
| 1.8
| null | 5
|
Increase defensive factor exposure
|
E0971
|
P8586
|
2025-01-15
|
Trust
|
USD
| 1,794,469
| 8.1
| 1
| 63.1
|
Industrials:15.2;Tech:12.4;Materials:31.0;Financials:30.5;Comm:11.0
|
Value:8.0;Growth:8.1;Quality:18.6;Size:19.1;Momentum:20.4;LowVol:25.8
|
XLF:23.9;IEF:20.2;VOO:11.8;GLD:9.7;BRK.B:20.1;TSLA:14.2
| 3.4
| 171
| 21.8
|
Volatile
| 28.6
| 4.61
| 3.5
| 127
| 19
|
7:50
| 61
| 0.0119
| false
| false
|
MaxPos6%;MaxSector30%
| null | null |
NoAction
|
Within policy bands; defer
| 17
| -7
| 6
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| -48
| -26
| -38
| 1
| null | null |
Normal monitoring
| 194
| 1.2
| null | 3
|
Within IPS guidelines
|
E0972
|
P7475
|
2024-12-27
|
Roth
|
USD
| 452,359
| 7.6
| 1
| 74.4
|
Industrials:22.3;Utilities:21.7;Tech:56.0
|
Value:12.0;Growth:24.9;Quality:12.9;Size:13.1;Momentum:16.7;LowVol:20.5
|
XLF:26.4;HYG:16.0;TSLA:13.2;TLT:44.4
| 2
| 114
| 7.5
|
Bear
| 30.3
| 3.47
| 2.7
| 139
| -59
|
-71:-4
| 29
| 0.0082
| false
| false
|
ESGOnly
| null | null |
NoAction
|
Within policy bands; defer
| 4
| -22
| 5
| null |
BrokerA
|
MKT
| 0
| 0
| 0
| 25
| 110
| -11
| 24
| null | null |
Normal monitoring
| 135
| 2.6
|
Approved
| 5
|
Increase defensive factor exposure
|
E0973
|
P8984
|
2025-12-17
|
Roth
|
USD
| 548,608
| 4.5
| 1.17
| 53.1
|
Utilities:15.2;Materials:45.0;Financials:17.8;Energy:21.9
|
Value:16.1;Growth:32.1;Quality:16.8;Size:11.4;Momentum:11.1;LowVol:12.4
|
AMZN:27.8;VOO:18.3;QQQ:25.1;BND:28.8
| 3.5
| 205
| 18.6
|
Bull
| 11.7
| 4.92
| 3
| 88
| 87
|
58:122
| 100
| 0.0087
| false
| true
|
MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| -14
| 1
| null |
BrokerC
|
MKT
| 100
| 1
| 9
| -19
| 82
| 8
| -4
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 216
| 0.9
| null | 3
|
Monitor dispersion and breadth
|
E0974
|
P2062
|
2025-07-04
|
Roth
|
USD
| 1,718,992
| 5
| 1
| 45.6
|
Industrials:38.2;Tech:12.7;Consumer:37.6;Health:11.5
|
Value:14.4;Growth:24.2;Quality:23.1;Size:18.6;Momentum:9.8;LowVol:9.9
|
VNQ:42.9;AMZN:30.3;VOO:26.9
| 5.4
| 267
| 14.8
|
Bull
| 12.7
| 4.42
| 3.4
| 72
| 120
|
95:154
| 97
| 0.0093
| false
| true
|
ESGOnly;MaxPos6%;MaxSector30%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 3
| -12
| 7
| null |
BrokerC
|
LMT
| 94
| 11
| 17
| 117
| 119
| -46
| -7
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 175
| 1.6
| null | 3
|
Within IPS guidelines
|
E0975
|
P2342
|
2025-01-18
|
Trust
|
USD
| 785,292
| 5.1
| 1
| 50.8
|
Industrials:43.0;Utilities:35.2;Consumer:21.8
|
Value:18.0;Growth:16.2;Quality:21.0;Size:13.8;Momentum:18.6;LowVol:12.4
|
IEF:32.9;TSLA:21.7;TLT:45.5
| 3.8
| 205
| 25.8
|
Sideways
| 17.2
| 4.44
| 2.7
| 109
| -1
|
-33:16
| 63
| 0.0101
| false
| true
|
ESGOnly;MaxPos8%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 16
| -3
| 9
|
Delta:-0.12;Vega:0.03
|
BrokerA
|
MKT
| 93
| 10
| 10
| -27
| 111
| -22
| 40
|
VAR>budget
|
Pause
|
Risk above budget threshold
| 159
| 1.8
| null | 3
|
Within IPS guidelines
|
E0976
|
P5660
|
2025-03-19
|
401k
|
USD
| 406,130
| 13.7
| 1
| 53.5
|
Industrials:42.0;Energy:30.3;Comm:13.6;Financials:14.1
|
Value:22.8;Growth:20.6;Quality:12.1;Size:18.9;Momentum:9.9;LowVol:15.7
|
MSFT:46.5;IEF:20.0;BRK.B:33.5
| 5
| 106
| 11.2
|
Bull
| 16.5
| 4.68
| 2.9
| 78
| 17
|
-6:64
| 52
| 0.0093
| false
| false
|
MaxPos8%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| -16
| 11
| null |
BrokerC
|
MKT
| 98
| 11
| 14
| -59
| -34
| -5
| 22
| null | null |
Normal monitoring
| 186
| 3.8
| null | 3
|
Tax-aware sells next window
|
E0977
|
P5435
|
2025-08-31
|
IRA
|
USD
| 347,526
| 6.9
| 1
| 59.4
|
Consumer:21.0;Health:27.2;Materials:21.5;Utilities:13.2;Tech:17.2
|
Value:11.7;Growth:21.9;Quality:23.5;Size:16.5;Momentum:10.0;LowVol:16.4
|
BND:13.7;QQQ:60.8;AAPL:25.5
| 1.8
| 130
| 7.8
|
Bull
| 13
| 3.55
| 3.1
| 112
| 81
|
70:125
| 90
| 0.0165
| false
| false
|
MaxPos6%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 8
| 5
| 6
| null |
BrokerA
|
LMT
| 96
| 2
| 9
| 72
| 132
| -20
| -10
| null | null |
Normal monitoring
| 185
| 1.4
|
Approved
| 5
|
Tighten stops on momentum names
|
E0978
|
P0752
|
2025-05-03
|
IRA
|
USD
| 175,246
| 5.6
| 1
| 74.4
|
Materials:27.4;RealEstate:27.8;Comm:28.3;Industrials:16.4
|
Value:21.5;Growth:15.1;Quality:22.8;Size:17.5;Momentum:12.8;LowVol:10.4
|
MUB:16.9;VTI:17.9;TLT:24.8;VOO:14.8;QQQ:25.7
| 3.3
| 159
| 8.4
|
Bull
| 15
| 4.54
| 3
| 116
| 0
|
-23:16
| 55
| 0.0044
| false
| false
|
MaxSector25%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -27
| 5
| null |
BrokerC
|
LMT
| 93
| 6
| 5
| 60
| 45
| -25
| 21
| null | null |
Normal monitoring
| 132
| 2.4
|
Approved
| 5
|
Tax-aware sells next window
|
E0979
|
P6671
|
2025-05-21
|
Trust
|
USD
| 1,486,682
| 7.2
| 1
| 68.6
|
Financials:31.4;Consumer:45.1;Health:23.5
|
Value:9.1;Growth:11.6;Quality:22.7;Size:19.0;Momentum:16.5;LowVol:21.0
|
TLT:7.9;VNQ:12.7;MUB:9.3;BND:11.4;TSLA:29.8;VOO:28.9
| 2.8
| 130
| 21
|
Bull
| 15.1
| 4.67
| 2.4
| 81
| 60
|
50:114
| 98
| 0.0191
| false
| false
|
MaxPos6%;MaxSector35%
| null | null |
Sell
|
Trim extended winner -1.0%
| 3
| -32
| 2
| null |
BrokerC
|
LMT
| 90
| 1
| 2
| -4
| 47
| -12
| 12
| null | null |
Normal monitoring
| 177
| 3.2
| null | 3
|
Within IPS guidelines
|
E0980
|
P2984
|
2025-04-14
|
Roth
|
USD
| 870,882
| 9
| 1
| 47.2
|
Comm:42.2;Consumer:13.8;Energy:44.0
|
Value:12.5;Growth:9.1;Quality:16.7;Size:16.4;Momentum:18.6;LowVol:26.8
|
AMZN:12.7;AAPL:16.6;MUB:19.5;MSFT:17.7;QQQ:15.9;TLT:17.6
| 4.6
| 110
| 9.6
|
Bear
| 35
| 4
| 2
| 154
| -11
|
-26:17
| 37
| 0.0073
| false
| false
|
MaxPos5%;MaxSector25%
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 8
| -34
| 4
| null |
BrokerB
|
LMT
| 92
| 2
| 2
| 76
| 184
| -57
| -14
| null | null |
Normal monitoring
| 184
| 2.1
|
Approved
| 5
|
Tax-aware sells next window
|
E0981
|
P1574
|
2025-02-24
|
401k
|
USD
| 614,268
| 16.6
| 1
| 69.3
|
Materials:46.5;Tech:28.4;Consumer:25.2
|
Value:8.2;Growth:8.9;Quality:18.3;Size:25.8;Momentum:16.1;LowVol:22.8
|
IEF:28.2;GLD:28.4;TLT:19.7;AAPL:23.7
| 3
| 139
| 8.1
|
Bull
| 17.2
| 3.68
| 3.1
| 99
| 120
|
108:138
| 100
| 0.0157
| false
| false
|
MaxSector35%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 16
| -9
| 2
| null |
BrokerC
|
MKT
| 91
| 6
| 11
| 44
| 21
| -14
| 12
| null | null |
Normal monitoring
| 183
| 3
|
Approved
| 4
|
Tax-aware sells next window
|
E0982
|
P5789
|
2025-02-01
|
401k
|
USD
| 519,640
| 7.1
| 1
| 56.2
|
Industrials:31.9;Energy:40.3;RealEstate:27.9
|
Value:11.8;Growth:17.3;Quality:23.9;Size:23.0;Momentum:11.9;LowVol:12.2
|
HYG:9.8;BRK.B:28.3;QQQ:23.2;VNQ:11.6;AAPL:27.1
| 2.5
| 144
| 13.6
|
Bull
| 13.7
| 3.91
| 2.9
| 110
| 15
|
-19:45
| 43
| 0.0104
| false
| false
|
ESGOnly;MaxPos6%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 35
| -5
| 9
| null |
BrokerB
|
LMT
| 92
| 3
| 2
| 34
| 72
| -57
| 1
| null | null |
Normal monitoring
| 140
| 2.3
|
Approved
| 3
|
Increase defensive factor exposure
|
E0983
|
P1684
|
2025-09-03
|
Taxable
|
USD
| 462,467
| 9.1
| 1
| 48.8
|
Tech:55.1;Comm:24.4;Consumer:20.5
|
Value:12.5;Growth:9.6;Quality:21.2;Size:23.3;Momentum:12.2;LowVol:21.2
|
AMZN:33.9;AAPL:10.3;IEF:35.0;VOO:20.8
| 1.1
| 110
| 11.5
|
Volatile
| 30.6
| 4.95
| 3.5
| 146
| 2
|
-13:45
| 64
| 0.0125
| false
| false
|
MaxSector30%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 16
| -1
| 2
| null |
BrokerD
|
MKT
| 90
| 1
| 6
| -51
| -6
| -51
| 22
| null | null |
Normal monitoring
| 204
| 2.3
|
Approved
| 4
|
Tax-aware sells next window
|
E0984
|
P8361
|
2024-10-03
|
401k
|
USD
| 237,503
| 6.8
| 1
| 60
|
Consumer:36.4;RealEstate:16.6;Health:47.0
|
Value:21.9;Growth:20.8;Quality:22.7;Size:9.6;Momentum:11.2;LowVol:13.9
|
QQQ:12.3;VNQ:21.7;VOO:30.3;HYG:35.8
| 4.6
| 154
| 11.1
|
Volatile
| 28.8
| 3.96
| 3.9
| 174
| -58
|
-94:-28
| 23
| 0.008
| false
| false
|
NoMargin
| null |
DriftNear;VarNear
|
NoAction
|
Within policy bands; defer
| -9
| -11
| 3
| null |
BrokerB
|
LMT
| 0
| 0
| 0
| 9
| -22
| -45
| 12
| null | null |
Normal monitoring
| 197
| 3.5
|
Approved
| 5
|
Tax-aware sells next window
|
E0985
|
P6739
|
2024-08-11
|
401k
|
USD
| 1,956,153
| 4.8
| 1
| 73
|
Health:32.6;Comm:26.9;Utilities:24.4;Energy:16.2
|
Value:11.9;Growth:10.3;Quality:26.6;Size:23.9;Momentum:11.0;LowVol:16.3
|
TLT:17.7;QQQ:17.1;VOO:26.9;VTI:14.0;MUB:13.8;IEF:10.5
| 4
| 230
| 11.8
|
Bull
| 13.7
| 3.85
| 2.8
| 72
| 94
|
83:133
| 81
| 0.012
| false
| true
|
MaxPos7%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 11
| -4
| 8
| null |
BrokerB
|
LMT
| 88
| 11
| 15
| 33
| 147
| -18
| 36
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 104
| 1.6
|
Approved
| 3
|
Within IPS guidelines
|
E0986
|
P2125
|
2025-12-09
|
Trust
|
USD
| 516,571
| 6.2
| 1
| 63.5
|
Financials:37.3;Consumer:15.3;Utilities:47.5
|
Value:12.2;Growth:18.7;Quality:26.0;Size:11.7;Momentum:11.8;LowVol:19.5
|
VTI:16.6;IEF:15.2;MSFT:14.6;BRK.B:20.9;VNQ:15.0;BND:17.7
| 5.4
| 184
| 14.2
|
Volatile
| 24.6
| 5.37
| 3.2
| 147
| -21
|
-33:10
| 38
| 0.0127
| false
| true
|
MaxPos5%;MaxSector30%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 0
| -14
| 6
| null |
BrokerB
|
VWAP
| 97
| 11
| 13
| -6
| -40
| -37
| 9
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 162
| 1.8
| null | 5
|
Within IPS guidelines
|
E0987
|
P9202
|
2025-11-30
|
IRA
|
USD
| 1,661,485
| 7.7
| 1
| 40.7
|
Materials:43.3;Comm:31.2;Financials:25.5
|
Value:22.3;Growth:11.2;Quality:9.1;Size:17.5;Momentum:15.4;LowVol:24.5
|
AMZN:20.7;MSFT:26.4;HYG:52.9
| 5.2
| 211
| 17.4
|
Bull
| 12
| 4.44
| 3.4
| 117
| 30
|
5:60
| 77
| 0.0069
| false
| true
|
MaxSector30%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 27
| 8
| 8
|
Delta:-0.07;Vega:0.03
|
BrokerB
|
LMT
| 89
| 2
| 5
| 91
| 82
| -31
| -3
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 220
| 1.4
|
Approved
| 2
|
Tax-aware sells next window
|
E0988
|
P7887
|
2025-04-25
|
IRA
|
USD
| 881,476
| 6.4
| 1
| 42.2
|
Health:20.2;Utilities:56.1;Energy:23.7
|
Value:26.6;Growth:26.5;Quality:9.0;Size:11.0;Momentum:13.9;LowVol:13.1
|
TLT:13.0;MUB:36.3;IEF:29.6;BND:21.1
| 3.3
| 234
| 16.4
|
Bull
| 17.5
| 3.87
| 2.6
| 89
| 83
|
48:116
| 86
| 0.0115
| false
| true
|
ESGOnly;MaxPos5%;MaxSector30%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 1
| -3
| 5
|
Delta:-0.16;Vega:0.04
|
BrokerB
|
MKT
| 91
| 3
| 11
| 9
| 84
| -56
| 24
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 93
| 3.2
|
Approved
| 5
|
Tighten stops on momentum names
|
E0989
|
P3868
|
2025-02-07
|
401k
|
USD
| 1,731,133
| 5
| 1
| 57.8
|
Utilities:14.2;Materials:14.4;Health:17.9;Tech:34.5;RealEstate:19.0
|
Value:19.6;Growth:7.7;Quality:19.4;Size:20.8;Momentum:16.3;LowVol:16.2
|
TSLA:17.1;AAPL:21.3;VTI:34.9;GLD:26.8
| 2.4
| 146
| 21
|
Sideways
| 16.8
| 4.43
| 2.7
| 113
| 2
|
-16:22
| 65
| 0.0069
| false
| false
| null | null | null |
Sell
|
Trim extended winner -1.0%
| 1
| -29
| 1
| null |
BrokerA
|
MKT
| 92
| 2
| 4
| 9
| -7
| -18
| 23
| null | null |
Normal monitoring
| 190
| 1.2
| null | 3
|
Within IPS guidelines
|
E0990
|
P9344
|
2024-11-21
|
Trust
|
USD
| 577,409
| 7.6
| 1
| 62.4
|
Financials:13.7;Industrials:23.6;Comm:27.0;Energy:21.7;RealEstate:14.0
|
Value:22.4;Growth:19.7;Quality:16.2;Size:16.7;Momentum:17.1;LowVol:7.9
|
QQQ:27.6;TLT:38.5;VNQ:13.9;GLD:20.0
| 2.5
| 110
| 12.7
|
Bull
| 17.1
| 4.07
| 2.5
| 101
| 114
|
90:146
| 97
| 0.0078
| false
| false
|
MaxPos6%;MaxSector30%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 3
| 13
| 4
| null |
BrokerC
|
LMT
| 97
| 7
| 6
| -47
| 11
| 4
| 30
| null | null |
Normal monitoring
| 179
| 3.2
|
Approved
| 4
|
Tighten stops on momentum names
|
E0991
|
P7541
|
2024-12-09
|
IRA
|
USD
| 1,591,445
| 4.9
| 1.14
| 59.1
|
Comm:50.4;Utilities:18.8;Energy:30.9
|
Value:24.2;Growth:17.3;Quality:16.5;Size:24.5;Momentum:8.4;LowVol:9.2
|
QQQ:12.1;TSLA:13.2;VOO:16.3;BND:16.7;IEF:30.4;MSFT:11.3
| 5.6
| 238
| 20.3
|
Bear
| 30.7
| 3.14
| 2.2
| 212
| -47
|
-76:-11
| 26
| 0.0051
| false
| true
|
MaxSector30%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 20
| -25
| 1
|
Delta:-0.15;Vega:0.09
|
BrokerB
|
LMT
| 90
| 2
| 5
| 81
| 88
| 12
| -12
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 106
| 2.6
|
Approved
| 2
|
Increase defensive factor exposure
|
E0992
|
P5316
|
2025-04-16
|
Roth
|
USD
| 788,043
| 5.6
| 1
| 49.4
|
Financials:42.3;Materials:40.8;Energy:16.9
|
Value:18.2;Growth:10.7;Quality:9.3;Size:16.8;Momentum:23.2;LowVol:21.9
|
TSLA:20.8;VNQ:16.4;XLF:20.3;MSFT:20.1;HYG:22.4
| 4.4
| 141
| 10.3
|
Bear
| 30.3
| 3.12
| 2.6
| 210
| -46
|
-72:-4
| 31
| 0.0182
| false
| false
|
MaxPos5%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -13
| -3
| 12
| null |
BrokerC
|
VWAP
| 99
| 4
| 1
| 27
| 10
| -42
| -11
| null | null |
Normal monitoring
| 203
| 2.8
| null | 5
|
Within IPS guidelines
|
E0993
|
P1294
|
2024-11-11
|
401k
|
USD
| 654,054
| 8.1
| 1
| 57
|
Industrials:29.1;Materials:19.6;Utilities:22.4;Health:28.9
|
Value:12.0;Growth:14.4;Quality:15.0;Size:19.6;Momentum:22.0;LowVol:17.0
|
VOO:42.8;BRK.B:14.8;AMZN:42.5
| 4.5
| 154
| 10.4
|
Volatile
| 23.4
| 4.14
| 3.8
| 116
| -32
|
-53:-6
| 35
| 0.0054
| false
| false
|
MaxPos8%;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 27
| -22
| 5
| null |
BrokerC
|
LMT
| 100
| 9
| 13
| 94
| 222
| 1
| 29
| null | null |
Normal monitoring
| 184
| 3.5
|
Approved
| 4
|
Monitor dispersion and breadth
|
E0994
|
P6191
|
2024-07-12
|
IRA
|
USD
| 569,741
| 8.1
| 1
| 65.4
|
Utilities:27.6;RealEstate:39.5;Energy:32.9
|
Value:16.3;Growth:16.8;Quality:9.5;Size:16.5;Momentum:16.0;LowVol:24.8
|
VNQ:28.7;IEF:34.9;BND:36.4
| 5.8
| 262
| 27.4
|
Sideways
| 20.9
| 4.93
| 3.4
| 120
| 55
|
35:87
| 94
| 0.0086
| false
| true
|
MaxSector25%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 21
| 15
| 2
|
Delta:-0.05;Vega:0.02
|
BrokerA
|
VWAP
| 90
| 6
| 9
| -49
| -76
| 5
| -9
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 213
| 1.7
|
Approved
| 2
|
Monitor dispersion and breadth
|
E0995
|
P3172
|
2025-05-20
|
Roth
|
USD
| 317,072
| 17.2
| 1
| 66.5
|
Tech:44.2;RealEstate:17.3;Energy:38.4
|
Value:9.5;Growth:23.1;Quality:20.2;Size:19.4;Momentum:15.7;LowVol:12.2
|
VTI:22.2;MSFT:48.6;GLD:16.4;TLT:12.8
| 1.3
| 143
| 9
|
Bull
| 15.9
| 4.82
| 3.5
| 89
| 84
|
48:105
| 86
| 0.0167
| false
| false
|
MaxPos5%
| null | null |
Sell
|
Trim extended winner -1.0%
| -15
| -33
| 8
| null |
BrokerA
|
MKT
| 93
| 4
| 4
| 45
| 90
| -60
| 11
| null | null |
Normal monitoring
| 177
| 1.1
| null | 5
|
Increase defensive factor exposure
|
E0996
|
P9922
|
2024-07-23
|
Taxable
|
USD
| 857,699
| 5.4
| 1
| 50.4
|
Consumer:28.7;Industrials:18.2;Tech:11.0;Materials:15.6;Utilities:26.4
|
Value:15.9;Growth:20.4;Quality:15.7;Size:21.0;Momentum:10.8;LowVol:16.2
|
GLD:15.2;TSLA:14.2;HYG:20.7;BRK.B:18.2;AAPL:12.4;VNQ:19.3
| 2
| 172
| 14.5
|
Sideways
| 20.7
| 4.17
| 3.3
| 102
| 12
|
-5:29
| 38
| 0.0072
| false
| true
|
MaxPos8%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -2
| -18
| 10
| null |
BrokerB
|
VWAP
| 89
| 2
| 0
| 77
| 66
| 12
| 9
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 208
| 2.2
| null | 3
|
Monitor dispersion and breadth
|
E0997
|
P1081
|
2025-07-14
|
Roth
|
USD
| 825,740
| 6
| 1
| 44.1
|
Utilities:14.8;Comm:12.7;Industrials:26.1;Tech:31.0;RealEstate:15.4
|
Value:10.0;Growth:17.8;Quality:25.1;Size:13.1;Momentum:11.1;LowVol:22.8
|
AAPL:27.9;MSFT:22.2;QQQ:50.0
| 4.2
| 170
| 7.1
|
Sideways
| 17.6
| 4.08
| 3
| 90
| 12
|
2:31
| 68
| 0.0146
| false
| false
|
MaxPos8%;NoMargin
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 25
| -31
| 1
|
Delta:-0.07;Vega:0.05
|
BrokerC
|
LMT
| 88
| 2
| 4
| 98
| 138
| 18
| 27
| null | null |
Normal monitoring
| 201
| 2.2
|
Approved
| 3
|
Within IPS guidelines
|
E0998
|
P9400
|
2025-08-27
|
Taxable
|
USD
| 254,753
| 11.1
| 1
| 73.1
|
Materials:28.0;Tech:31.5;Energy:26.1;Health:14.4
|
Value:19.9;Growth:11.5;Quality:22.1;Size:15.6;Momentum:15.8;LowVol:15.1
|
MUB:29.3;GLD:21.5;VOO:24.9;BRK.B:24.4
| 4.9
| 91
| 7.5
|
Bull
| 16.8
| 4.54
| 2.8
| 83
| 64
|
42:99
| 76
| 0.0138
| false
| false
|
MaxPos8%;NoMargin
| null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 6
| 13
| 1
|
Delta:-0.19;Vega:0.05
|
BrokerB
|
MKT
| 91
| 2
| 0
| 1
| 133
| -35
| 4
| null | null |
Normal monitoring
| 137
| 3.2
| null | 3
|
Tax-aware sells next window
|
E0999
|
P2292
|
2025-11-18
|
IRA
|
USD
| 783,989
| 8
| 1
| 74.3
|
Financials:29.0;Comm:17.3;Energy:12.9;Materials:14.5;Consumer:26.2
|
Value:21.9;Growth:14.7;Quality:10.5;Size:14.1;Momentum:19.9;LowVol:18.9
|
TSLA:34.8;MUB:27.5;XLF:11.2;VNQ:26.5
| 3.9
| 160
| 13.2
|
Volatile
| 21.5
| 5.39
| 2.2
| 114
| -23
|
-42:-8
| 37
| 0.0112
| false
| false
|
MaxPos6%
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 8
| 9
| 11
| null |
BrokerD
|
LMT
| 0
| 0
| 0
| 114
| 232
| 13
| -25
| null | null |
Normal monitoring
| 144
| 1.9
|
Approved
| 3
|
Tax-aware sells next window
|
E1000
|
P2005
|
2024-10-14
|
IRA
|
USD
| 572,624
| 7.1
| 1.08
| 74.4
|
RealEstate:18.4;Health:21.2;Utilities:36.2;Consumer:24.2
|
Value:15.2;Growth:11.0;Quality:15.0;Size:17.3;Momentum:18.7;LowVol:22.8
|
VOO:33.4;HYG:27.3;XLF:39.3
| 1.9
| 164
| 12.8
|
Sideways
| 17.5
| 4.7
| 3
| 101
| -13
|
-36:8
| 61
| 0.004
| false
| false
|
MaxSector30%
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| -2
| -26
| 2
| null |
BrokerD
|
LMT
| 99
| 7
| 9
| 63
| 82
| 4
| 28
| null | null |
Normal monitoring
| 93
| 1.2
|
Approved
| 3
|
Tighten stops on momentum names
|
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