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
E9001
P8123
2025-09-28
IRA
USD
1,022,625
8.1
1
68.9
RealEstate:39.5;Utilities:15.8;Consumer:26.2;Energy:18.5
Value:19.3;Growth:23.7;Quality:8.7;Size:17.8;Momentum:23.1;LowVol:7.4
MUB:9.8;BRK.B:33.2;AMZN:31.3;HYG:6.9;XLF:9.0;IEF:9.8
3.4
248
24.9
Volatile
22.4
5.23
2.1
153
43
23:59
63
0.005
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
-14
8
null
BrokerB
VWAP
98
5
9
46
67
17
-11
RegimeShift
Reduce
Volatility spike and breadth deterioration
106
2.8
SuggestedEdits
3
Within IPS guidelines
E9002
P8743
2025-03-23
Taxable
USD
1,539,285
8.4
1
60.7
Energy:27.6;Health:55.3;Comm:17.0
Value:15.1;Growth:14.6;Quality:15.8;Size:16.1;Momentum:18.1;LowVol:20.3
HYG:25.5;XLF:18.1;BRK.B:8.1;BND:14.6;VOO:23.4;GLD:10.2
4.6
210
14.6
Bull
14
4.09
2
86
54
38:80
65
0.0103
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
-31
9
Delta:-0.11;Vega:0.06
BrokerC
MKT
97
4
4
114
167
-8
-1
VAR>budget
Reduce
Risk above budget threshold
171
2.8
Approved
2
Monitor dispersion and breadth
E9003
P8252
2025-01-01
401k
USD
679,028
13.4
1
52.2
Comm:29.5;Energy:11.9;Materials:27.1;Utilities:13.2;Health:18.3
Value:15.3;Growth:14.9;Quality:18.5;Size:14.8;Momentum:12.3;LowVol:24.2
IEF:21.8;HYG:19.4;GLD:9.5;BRK.B:21.0;AAPL:7.5;TSLA:20.9
1.2
166
12.6
Volatile
31.6
4.68
3.6
118
73
51:118
79
0.0056
false
false
NoMargin
null
VarNear
NoAction
Within policy bands; defer
-1
14
2
null
BrokerD
VWAP
0
0
0
69
76
-14
22
null
null
Normal monitoring
171
1.9
null
4
Within IPS guidelines
E9004
P6641
2025-01-13
Taxable
USD
866,829
7.5
1
48.4
Tech:33.8;Financials:13.6;Utilities:16.6;Health:36.0
Value:13.0;Growth:21.4;Quality:25.1;Size:8.7;Momentum:8.4;LowVol:23.4
XLF:29.2;MUB:35.7;QQQ:35.1
2.2
241
25
Bull
14.2
4.68
2.4
84
3
-9:19
53
0.0184
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
33
2
9
Delta:-0.17;Vega:0.04
BrokerD
LMT
100
12
17
-40
-19
-8
-19
VAR>budget
Pause
Risk above budget threshold
109
2.1
SuggestedEdits
4
Increase defensive factor exposure
E9005
P0989
2025-06-22
Trust
USD
290,054
6.5
1
49.9
Materials:15.9;Health:26.8;Consumer:16.4;Utilities:25.4;Industrials:15.5
Value:12.8;Growth:20.0;Quality:14.3;Size:22.9;Momentum:21.3;LowVol:8.6
BRK.B:18.1;MSFT:18.9;VOO:13.0;TLT:16.6;MUB:13.2;XLF:20.1
4.7
131
11.2
Bull
11.5
4.67
2.2
76
54
43:72
90
0.0125
false
false
MaxPos6%;MaxSector30%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
9
-22
2
null
BrokerA
VWAP
93
4
6
79
105
2
7
null
null
Normal monitoring
135
2.3
null
5
Monitor dispersion and breadth
E9006
P9739
2025-01-09
401k
USD
353,684
8
1
70.6
Health:24.9;RealEstate:41.4;Financials:33.8
Value:22.7;Growth:10.6;Quality:19.1;Size:21.1;Momentum:15.6;LowVol:10.9
IEF:33.1;TLT:16.6;BRK.B:17.6;HYG:15.7;AAPL:17.0
3.9
161
14.7
Bull
12.1
4.91
2.4
119
96
58:150
82
0.0169
false
false
MaxPos5%;MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
6
-33
5
null
BrokerB
MKT
93
10
14
34
126
17
28
null
null
Normal monitoring
104
2
null
4
Increase defensive factor exposure
E9007
P2370
2025-09-05
IRA
USD
2,302,210
7
1
46
Industrials:17.8;Utilities:18.2;Materials:18.6;Energy:22.0;Consumer:23.4
Value:23.9;Growth:10.6;Quality:28.4;Size:14.8;Momentum:12.5;LowVol:9.8
MUB:18.5;VNQ:6.6;AMZN:19.7;TLT:19.8;HYG:14.5;GLD:20.9
4.9
189
10.4
Bull
14.4
3.61
3.1
83
66
39:83
87
0.0072
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
0
0
7
Delta:-0.08;Vega:0.08
BrokerA
LMT
89
12
12
107
165
-11
-21
VAR>budget
Hedge
Risk above budget threshold
117
1.9
null
4
Monitor dispersion and breadth
E9008
P2775
2025-11-18
Taxable
USD
1,986,453
9.8
1
55.2
Industrials:35.5;Comm:32.2;Materials:18.5;Consumer:13.8
Value:12.6;Growth:22.1;Quality:21.1;Size:12.8;Momentum:12.7;LowVol:18.6
IEF:25.0;BND:28.9;GLD:13.7;VTI:12.9;VNQ:19.5
2.3
188
17.7
Volatile
28.1
5.07
3.9
180
24
14:47
56
0.0037
false
true
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
12
11
null
BrokerA
MKT
93
1
6
85
127
-28
15
VAR>budget
Hedge
Risk above budget threshold
122
2.6
Approved
2
Tax-aware sells next window
E9009
P0228
2025-11-26
Roth
USD
423,503
14.3
1
49.5
Tech:11.3;Utilities:25.5;Comm:25.8;RealEstate:24.1;Consumer:13.4
Value:19.4;Growth:10.9;Quality:10.7;Size:16.0;Momentum:25.7;LowVol:17.4
AMZN:32.4;GLD:14.5;QQQ:31.2;AAPL:21.9
2
157
14.4
Volatile
28.7
5.49
4.4
154
-38
-51:-11
23
0.0132
false
false
MaxSector35%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
23
-12
10
null
BrokerA
VWAP
94
2
0
70
46
-14
28
null
null
Normal monitoring
118
1.8
Approved
4
Increase defensive factor exposure
E9010
P8891
2024-08-06
Taxable
USD
537,016
9.8
1.18
71.2
Health:20.7;Financials:24.9;Comm:16.7;Materials:19.6;Consumer:18.0
Value:13.2;Growth:21.7;Quality:23.2;Size:7.3;Momentum:11.5;LowVol:23.1
AMZN:18.3;TLT:46.7;MSFT:35.0
4
135
20.1
Bear
34.5
3.09
2.2
150
-119
-133:-83
5
0.0162
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
26
-28
4
null
BrokerC
VWAP
99
2
9
-11
90
-57
33
null
null
Normal monitoring
157
1.9
null
5
Within IPS guidelines
E9011
P1446
2025-05-04
IRA
USD
796,130
17.1
1
67.7
Financials:19.2;Comm:20.7;Health:34.4;Tech:25.7
Value:11.1;Growth:18.5;Quality:22.2;Size:8.7;Momentum:13.7;LowVol:25.7
HYG:21.8;VOO:29.0;MSFT:27.5;GLD:12.8;XLF:9.0
3.3
167
14.8
Bull
17.2
3.57
3.2
72
38
4:80
52
0.014
false
false
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-15
4
null
BrokerA
VWAP
94
1
0
116
148
-9
-24
null
null
Normal monitoring
199
2
Approved
4
Within IPS guidelines
E9012
P0652
2025-04-17
IRA
USD
1,977,803
4.5
1
65.1
Utilities:14.9;Materials:27.1;Tech:32.5;Health:13.2;Comm:12.2
Value:12.3;Growth:15.1;Quality:11.8;Size:25.6;Momentum:11.8;LowVol:23.3
IEF:47.3;TLT:32.9;AMZN:19.8
3.4
188
14.2
Bull
16.8
3.71
2.5
104
94
58:139
99
0.0178
false
true
ESGOnly;MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-3
1
2
null
BrokerB
MKT
90
10
15
20
73
-5
9
VAR>budget
Hedge
Risk above budget threshold
214
2.1
null
2
Tax-aware sells next window
E9013
P0604
2024-09-07
401k
USD
992,416
6.9
1
54.3
RealEstate:28.1;Consumer:25.2;Tech:22.1;Industrials:24.6
Value:13.3;Growth:18.6;Quality:17.7;Size:26.6;Momentum:11.6;LowVol:12.1
IEF:12.2;HYG:26.2;VOO:34.5;QQQ:27.1
2
165
14.5
Sideways
19.4
3.84
2.5
104
13
-5:66
39
0.0101
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
-5
-32
10
null
BrokerA
LMT
93
2
5
-13
111
-15
-2
null
null
Normal monitoring
210
2.5
Approved
4
Increase defensive factor exposure
E9014
P0109
2024-10-28
Roth
USD
1,659,941
3.7
1
61
RealEstate:42.0;Consumer:27.9;Financials:30.1
Value:16.7;Growth:12.8;Quality:19.9;Size:9.3;Momentum:21.8;LowVol:19.5
AMZN:9.4;MSFT:25.8;IEF:30.5;BRK.B:25.3;QQQ:9.0
5.7
218
24.2
Bear
29.8
3.7
1.7
161
-111
-140:-63
5
0.0102
false
true
MaxPos8%;MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-11
-8
2
Delta:-0.19;Vega:0.09
BrokerB
MKT
88
10
8
0
-15
11
-2
RegimeShift
TightenStops
Volatility spike and breadth deterioration
172
2.9
null
3
Tax-aware sells next window
E9015
P8010
2025-09-06
IRA
USD
493,585
8.7
1
58.3
Tech:22.3;Energy:22.3;Utilities:16.0;Comm:20.6;Industrials:18.8
Value:8.2;Growth:24.5;Quality:9.9;Size:23.9;Momentum:9.6;LowVol:23.8
VTI:19.0;IEF:18.8;TSLA:27.9;HYG:34.3
1.5
104
13.7
Bull
13.3
4.84
2
106
33
-3:59
79
0.0149
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
32
11
2
null
BrokerD
VWAP
96
10
16
79
136
-43
25
null
null
Normal monitoring
184
1.6
null
5
Monitor dispersion and breadth
E9016
P6821
2025-12-08
Taxable
USD
567,475
9.7
1
36
Consumer:19.6;Utilities:11.8;Energy:24.2;Materials:18.2;Financials:26.3
Value:11.5;Growth:24.9;Quality:15.8;Size:14.6;Momentum:9.9;LowVol:23.3
MUB:24.3;BND:18.6;IEF:57.1
4.6
202
21.1
Sideways
18
4.58
3.3
114
-20
-46:3
44
0.0156
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-19
6
Delta:-0.19;Vega:0.08
BrokerB
LMT
94
12
16
-22
40
-39
26
VAR>budget
Hedge
Risk above budget threshold
104
1.7
Approved
2
Tighten stops on momentum names
E9017
P3171
2025-01-17
IRA
USD
445,299
11.1
1
46.6
Consumer:39.7;Tech:28.9;Health:31.4
Value:22.9;Growth:8.6;Quality:21.4;Size:8.6;Momentum:19.3;LowVol:19.2
VOO:26.5;MUB:7.5;GLD:34.2;AMZN:31.8
3.3
138
10.5
Sideways
17
4.7
2.8
96
31
11:71
81
0.0127
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-12
4
4
null
BrokerC
MKT
92
11
10
-3
66
-36
13
null
null
Normal monitoring
124
2.5
Approved
4
Tax-aware sells next window
E9018
P4557
2024-10-10
Taxable
USD
762,449
11.3
1
42.7
Energy:35.8;Industrials:29.6;Consumer:34.5
Value:14.5;Growth:9.3;Quality:23.5;Size:16.4;Momentum:17.9;LowVol:18.4
AMZN:16.5;BRK.B:23.8;MUB:59.6
4.4
146
9.7
Sideways
21.8
4.98
2.4
128
-7
-47:11
40
0.0088
false
false
MaxSector35%
null
DriftNear
NoAction
Within policy bands; defer
26
-30
8
null
BrokerB
MKT
0
0
0
25
-11
9
17
null
null
Normal monitoring
96
1.9
Approved
4
Tax-aware sells next window
E9019
P7040
2025-12-04
Taxable
USD
1,604,762
8.7
1.22
36.1
Health:24.0;Consumer:24.5;Comm:18.7;Utilities:10.5;Energy:22.4
Value:17.7;Growth:11.0;Quality:9.7;Size:16.9;Momentum:13.8;LowVol:30.8
XLF:6.9;TSLA:14.8;QQQ:27.0;VNQ:15.6;MUB:21.6;AMZN:14.1
4.6
181
14.7
Volatile
28
5.48
4.2
144
16
-2:51
62
0.0092
false
true
ESGOnly;MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
0
8
9
Delta:-0.18;Vega:0.04
BrokerD
MKT
97
4
5
31
20
16
-2
RegimeShift
Hedge
Volatility spike and breadth deterioration
139
1.2
null
2
Tax-aware sells next window
E9020
P4586
2024-07-04
Trust
USD
1,279,741
8.9
1.13
42.1
Consumer:26.4;Financials:16.2;Health:32.9;Industrials:24.6
Value:20.1;Growth:18.8;Quality:13.2;Size:18.3;Momentum:15.3;LowVol:14.4
BRK.B:14.1;QQQ:22.9;AAPL:22.3;HYG:23.4;AMZN:17.3
2.8
235
25.6
Bull
11.7
4.35
3.2
109
74
58:105
72
0.0038
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-19
7
null
BrokerA
MKT
95
9
15
116
254
-58
-17
RegimeShift
Hedge
Volatility spike and breadth deterioration
149
2.3
null
5
Increase defensive factor exposure
E9021
P1554
2025-06-21
Trust
USD
447,262
16.8
1
54
Consumer:21.4;Industrials:21.3;RealEstate:14.0;Tech:19.9;Energy:23.4
Value:8.6;Growth:14.5;Quality:21.8;Size:17.8;Momentum:22.6;LowVol:14.7
AAPL:20.4;MUB:14.7;HYG:64.9
4.1
130
12.8
Bull
16
3.96
2.7
76
101
83:143
100
0.0086
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
8
-40
4
null
BrokerB
MKT
90
3
11
79
199
-7
19
null
null
Normal monitoring
97
1
Approved
5
Increase defensive factor exposure
E9022
P8251
2024-09-09
Roth
USD
1,818,541
9.2
1
61
Consumer:44.2;Financials:21.6;Health:34.3
Value:14.3;Growth:13.6;Quality:18.3;Size:17.2;Momentum:14.5;LowVol:22.0
IEF:23.3;HYG:8.2;TSLA:22.2;XLF:21.6;AMZN:12.8;TLT:11.8
3.8
225
10
Volatile
31.1
5.46
3.5
110
-8
-47:42
62
0.0093
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
28
9
10
Delta:-0.06;Vega:0.04
BrokerC
MKT
95
6
11
23
58
-3
26
VAR>budget
Hedge
Risk above budget threshold
149
2.3
null
5
Within IPS guidelines
E9023
P1073
2025-09-12
Trust
USD
325,411
9.2
1
62.5
Consumer:39.4;Health:24.9;RealEstate:35.7
Value:8.0;Growth:23.6;Quality:23.9;Size:10.1;Momentum:26.1;LowVol:8.3
QQQ:52.8;MUB:35.2;GLD:12.1
2.8
115
14.3
Bull
17.9
4.28
2.8
112
112
93:162
96
0.0114
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-1
-15
8
null
BrokerA
MKT
97
9
12
68
93
-48
17
null
null
Normal monitoring
179
1.7
Approved
4
Increase defensive factor exposure
E9024
P2884
2024-07-13
IRA
USD
1,368,268
8.4
1
46.7
Energy:17.1;Comm:23.6;Health:21.1;RealEstate:22.2;Financials:16.1
Value:12.7;Growth:16.5;Quality:13.9;Size:20.3;Momentum:20.3;LowVol:16.4
MSFT:24.8;VOO:25.6;XLF:10.0;AAPL:39.6
3
214
16.2
Bull
14.2
4.08
3
79
61
28:116
82
0.0091
false
true
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
-16
1
null
BrokerC
MKT
92
7
14
113
182
-15
5
VAR>budget
TightenStops
Risk above budget threshold
190
3.4
Approved
5
Tighten stops on momentum names
E9025
P7084
2024-07-20
Roth
USD
315,620
8.3
1
50.7
Tech:16.0;Comm:16.3;Energy:33.6;RealEstate:34.1
Value:8.8;Growth:17.8;Quality:11.6;Size:23.9;Momentum:23.6;LowVol:14.3
MSFT:41.8;AMZN:17.8;TLT:40.5
5.6
250
22.1
Volatile
26.6
4.8
3.4
163
49
28:90
88
0.0133
false
true
MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-1
-16
4
null
BrokerD
LMT
88
3
3
77
194
-38
-1
VAR>budget
Reduce
Risk above budget threshold
173
2.2
null
2
Tax-aware sells next window
E9026
P1257
2025-05-05
IRA
USD
306,542
8.9
1
69.8
Financials:35.1;Energy:18.4;Utilities:25.4;Comm:21.2
Value:14.1;Growth:12.2;Quality:10.6;Size:21.8;Momentum:17.0;LowVol:24.3
AAPL:27.9;MSFT:32.7;VOO:20.8;VTI:18.6
4.9
134
15.3
Bull
12.8
4.58
2.2
77
95
56:136
82
0.0042
false
false
ESGOnly;MaxPos5%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-11
-32
12
null
BrokerA
LMT
90
6
14
43
136
-28
18
null
null
Normal monitoring
166
3.4
Approved
4
Increase defensive factor exposure
E9027
P9377
2025-11-25
Trust
USD
1,444,901
4
1
64.8
Energy:28.9;Tech:35.5;Utilities:22.4;RealEstate:13.2
Value:24.2;Growth:14.5;Quality:8.7;Size:9.6;Momentum:19.9;LowVol:23.1
MUB:10.9;VNQ:12.2;XLF:23.7;QQQ:23.8;GLD:8.4;BRK.B:21.0
5.1
262
17.4
Volatile
26.9
4.06
4
155
26
0:60
69
0.0195
false
true
MaxPos8%;MaxSector35%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
8
14
10
null
BrokerD
MKT
98
5
13
27
112
17
32
VAR>budget
Hedge
Risk above budget threshold
151
2.6
null
3
Within IPS guidelines
E9028
P9915
2025-11-08
Trust
USD
412,952
13
1
46.4
Utilities:25.2;Financials:32.9;Tech:41.9
Value:15.0;Growth:21.6;Quality:10.3;Size:19.8;Momentum:25.6;LowVol:7.7
AAPL:35.6;QQQ:24.3;VOO:40.1
3.7
139
10.9
Sideways
14.5
3.64
2.4
129
55
35:74
69
0.0165
false
false
null
null
null
NoAction
Within policy bands; defer
9
-17
12
null
BrokerB
MKT
0
0
0
-11
94
-22
-13
null
null
Normal monitoring
197
2.8
Approved
5
Increase defensive factor exposure
E9029
P5218
2025-06-08
Roth
USD
662,528
7.7
1
40.2
RealEstate:13.6;Tech:41.5;Financials:44.8
Value:17.1;Growth:19.9;Quality:20.2;Size:10.2;Momentum:8.8;LowVol:23.8
MUB:37.5;VOO:45.7;AAPL:16.8
4.1
109
9.3
Bear
22.3
3.61
2
179
26
3:42
67
0.0068
false
false
MaxPos7%
null
DriftNear
Buy
Add core equity +1.0% from cash
26
-1
9
null
BrokerC
MKT
95
1
3
-54
-49
-12
16
null
null
Normal monitoring
155
3.1
null
4
Tighten stops on momentum names
E9030
P7212
2025-10-27
Taxable
USD
795,464
9.4
1
46.4
Energy:24.5;Utilities:19.8;Financials:15.9;Tech:24.9;Comm:14.9
Value:14.2;Growth:20.7;Quality:20.5;Size:18.2;Momentum:9.2;LowVol:17.2
XLF:43.0;MUB:12.2;VTI:44.7
1.1
146
8.7
Bear
32.6
3.39
1.2
160
-75
-100:-37
8
0.0059
false
false
MaxPos5%;NoMargin
null
null
NoAction
Within policy bands; defer
35
-37
1
null
BrokerA
LMT
0
0
0
-8
-41
-26
-9
null
null
Normal monitoring
92
3.8
Approved
3
Tax-aware sells next window
E9031
P8883
2024-07-17
Taxable
USD
1,536,221
4.4
1
42.2
Consumer:34.7;Energy:25.0;Health:9.9;Financials:30.4
Value:11.6;Growth:18.6;Quality:10.8;Size:24.5;Momentum:10.1;LowVol:24.5
VOO:13.0;AMZN:38.9;AAPL:37.8;HYG:10.3
4.8
210
10.6
Bull
16
4.34
2.6
104
108
71:133
91
0.0034
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
5
4
Delta:-0.06;Vega:0.07
BrokerB
MKT
97
6
12
-56
84
9
-4
VAR>budget
Hedge
Risk above budget threshold
92
2.6
SuggestedEdits
2
Tighten stops on momentum names
E9032
P6508
2024-11-20
Taxable
USD
174,007
9.2
1
69.1
Tech:33.0;Utilities:25.1;Materials:15.1;Consumer:14.7;Comm:12.2
Value:20.0;Growth:7.7;Quality:7.7;Size:18.8;Momentum:22.9;LowVol:22.8
TLT:20.4;MSFT:8.1;AMZN:21.6;VNQ:36.4;QQQ:13.4
4.4
102
9.9
Volatile
29.7
4.07
3.6
174
-53
-64:-33
17
0.0032
false
false
ESGOnly;MaxPos8%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-11
-18
12
Delta:-0.17;Vega:0.08
BrokerA
MKT
89
2
5
104
179
-48
13
null
null
Normal monitoring
189
2.1
Approved
3
Tighten stops on momentum names
E9033
P8853
2025-05-22
Trust
USD
227,525
10.8
1
46.6
Industrials:33.3;Health:10.4;Financials:22.0;Utilities:34.3
Value:12.9;Growth:9.0;Quality:23.2;Size:22.4;Momentum:23.1;LowVol:9.3
GLD:52.6;BND:18.8;AMZN:28.7
2.3
121
12.1
Bull
15.7
3.53
2.2
82
26
-12:73
68
0.0064
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
2
-35
9
null
BrokerB
MKT
93
9
8
93
139
-58
9
null
null
Normal monitoring
142
2.4
null
5
Within IPS guidelines
E9034
P8008
2024-07-27
Taxable
USD
770,270
15.1
1
62.3
Materials:23.2;Health:28.0;Consumer:18.7;Industrials:30.1
Value:21.9;Growth:12.5;Quality:13.8;Size:24.7;Momentum:15.1;LowVol:12.0
MUB:53.0;TSLA:13.4;VOO:33.5
1.7
104
9.3
Sideways
16.1
3.91
3.3
123
5
-11:25
68
0.0039
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
6
-5
2
null
BrokerC
LMT
100
12
9
-5
19
-9
26
null
null
Normal monitoring
189
1.6
null
3
Within IPS guidelines
E9035
P2333
2025-02-13
Roth
USD
666,715
12.6
1
48.5
Industrials:23.7;Consumer:41.9;Comm:20.1;Financials:14.3
Value:26.2;Growth:8.8;Quality:8.6;Size:12.4;Momentum:19.1;LowVol:24.9
VTI:10.7;AMZN:41.5;QQQ:47.7
4.6
137
8.7
Volatile
24.4
4.76
2.5
127
0
-39:43
48
0.0069
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
DriftNear
Sell
Trim extended winner -1.0%
17
-24
10
null
BrokerD
LMT
89
5
2
-25
-4
-29
1
null
null
Normal monitoring
198
2.8
Approved
3
Tax-aware sells next window
E9036
P4632
2024-09-10
Roth
USD
1,144,311
9.9
1
53.3
Financials:17.0;Health:28.7;RealEstate:14.4;Comm:24.8;Consumer:15.2
Value:13.9;Growth:25.6;Quality:13.1;Size:23.8;Momentum:11.6;LowVol:12.2
AMZN:36.1;BND:33.9;VTI:29.9
4.7
121
16.4
Volatile
25.5
4.45
2.9
128
-12
-23:24
46
0.0139
false
false
ESGOnly;MaxPos6%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
17
-21
3
null
BrokerA
MKT
99
7
8
-22
-17
19
-2
null
null
Normal monitoring
108
3.4
Approved
5
Tax-aware sells next window
E9037
P0930
2025-07-21
IRA
USD
1,363,300
5.6
1.19
47.9
Tech:32.1;Financials:24.9;Health:13.4;Energy:29.6
Value:19.7;Growth:19.3;Quality:17.0;Size:23.0;Momentum:13.2;LowVol:7.7
VOO:23.0;AAPL:7.1;BND:6.6;AMZN:19.1;GLD:21.6;MUB:22.7
5.1
184
22.9
Sideways
18
4.67
2.3
117
-14
-41:14
34
0.0075
false
false
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
6
-29
8
null
BrokerB
LMT
90
6
13
96
84
-13
-13
null
null
Normal monitoring
150
3.2
null
5
Tighten stops on momentum names
E9038
P6387
2024-12-25
401k
USD
212,149
10.9
1
50.4
Health:10.2;Materials:15.8;Comm:18.7;Industrials:23.3;Consumer:32.0
Value:13.6;Growth:16.0;Quality:19.8;Size:16.2;Momentum:16.0;LowVol:18.5
VOO:15.7;XLF:13.1;VNQ:21.0;VTI:18.8;HYG:13.9;AAPL:17.6
3.7
144
7.8
Bear
29.9
4.03
2
181
-45
-73:-10
23
0.0136
false
false
MaxPos7%
null
null
Sell
Trim extended winner -1.0%
13
2
3
null
BrokerC
LMT
94
6
10
-40
96
-36
-20
null
null
Normal monitoring
165
2.6
Approved
3
Tax-aware sells next window
E9039
P9021
2025-08-04
401k
USD
2,325,706
9.9
1
60.1
RealEstate:37.1;Materials:15.1;Tech:26.6;Comm:21.2
Value:18.9;Growth:12.4;Quality:15.5;Size:12.6;Momentum:20.2;LowVol:20.3
BRK.B:26.3;TSLA:38.1;AMZN:35.6
1.7
146
17.9
Bear
31.1
3.15
1.5
200
35
16:68
73
0.0135
false
false
MaxPos7%
null
null
NoAction
Within policy bands; defer
-3
-18
9
null
BrokerB
LMT
0
0
0
82
175
-39
-15
null
null
Normal monitoring
110
1.1
Approved
3
Tighten stops on momentum names
E9040
P5004
2025-12-19
IRA
USD
427,344
13.8
1
62.4
Industrials:20.1;Utilities:32.5;Tech:12.9;RealEstate:34.5
Value:27.8;Growth:13.3;Quality:18.4;Size:13.3;Momentum:11.5;LowVol:15.8
IEF:12.6;BND:27.7;VOO:19.7;GLD:23.6;QQQ:16.4
1.8
142
14.7
Sideways
20.2
3.86
2.3
128
3
-21:58
47
0.0044
false
false
MaxPos8%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
35
-5
7
null
BrokerB
LMT
91
2
4
37
48
-59
-10
null
null
Normal monitoring
214
1.6
null
3
Increase defensive factor exposure
E9041
P7443
2025-01-12
Taxable
USD
720,143
7.6
1
48.8
Industrials:24.5;Financials:28.1;Tech:11.4;Utilities:11.1;Comm:24.9
Value:11.8;Growth:20.9;Quality:19.4;Size:17.8;Momentum:7.7;LowVol:22.4
AMZN:35.5;BND:25.5;TSLA:39.0
4.4
143
19.9
Sideways
14.5
3.87
2.9
139
34
19:60
68
0.0075
false
false
ESGOnly;MaxPos7%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
-4
13
6
null
BrokerD
LMT
98
12
10
65
124
10
-25
null
null
Normal monitoring
166
3.9
Approved
5
Increase defensive factor exposure
E9042
P4828
2025-06-12
Trust
USD
1,945,334
5.8
1
49.6
Energy:16.1;Tech:24.6;Materials:24.5;Financials:34.8
Value:19.7;Growth:20.6;Quality:19.1;Size:12.0;Momentum:15.0;LowVol:13.7
GLD:37.6;AMZN:31.4;BND:31.0
2
127
18.7
Bear
29.2
4.34
2
205
-117
-139:-69
5
0.0161
false
false
MaxSector35%
null
null
Sell
Trim extended winner -1.0%
21
-7
6
null
BrokerB
LMT
95
5
10
65
154
-45
-18
null
null
Normal monitoring
139
1.6
null
5
Within IPS guidelines
E9043
P3575
2025-02-21
Roth
USD
2,302,367
6.1
1
73
Health:38.0;Materials:45.9;Tech:16.1
Value:12.1;Growth:16.9;Quality:18.3;Size:13.9;Momentum:15.8;LowVol:23.0
VNQ:30.6;TLT:28.3;TSLA:41.1
4.4
136
12.3
Volatile
23.4
5.5
2.8
161
43
6:69
60
0.0127
false
false
MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
-11
-12
2
null
BrokerA
MKT
90
12
10
101
125
20
34
null
null
Normal monitoring
108
1.2
null
5
Tax-aware sells next window
E9044
P0106
2025-06-19
Roth
USD
414,989
5.2
1
45.5
Tech:58.2;RealEstate:23.6;Materials:18.2
Value:16.9;Growth:18.4;Quality:18.9;Size:10.7;Momentum:18.5;LowVol:16.7
AAPL:7.7;TLT:24.0;VOO:18.5;QQQ:12.3;AMZN:17.3;VNQ:20.2
3.9
113
12.6
Bull
12.9
3.53
2.2
103
34
11:77
81
0.0125
false
false
MaxSector30%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-6
7
7
Delta:-0.08;Vega:0.08
BrokerA
LMT
91
6
6
-59
40
-22
-21
null
null
Normal monitoring
211
2.6
Approved
3
Increase defensive factor exposure
E9045
P3929
2024-09-02
Trust
USD
511,567
6.7
1
71.7
Financials:22.8;Industrials:18.0;Consumer:9.3;Utilities:22.7;Comm:27.3
Value:16.2;Growth:11.7;Quality:23.8;Size:8.8;Momentum:24.5;LowVol:15.0
IEF:19.2;MSFT:59.5;BND:21.3
3.1
168
7.2
Sideways
21.6
4.03
2.9
139
-15
-46:31
31
0.0117
false
false
MaxPos6%;MaxSector25%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
6
-33
4
null
BrokerC
LMT
0
0
0
18
1
9
35
null
null
Normal monitoring
181
1.5
Approved
3
Tax-aware sells next window
E9046
P7259
2025-02-28
Trust
USD
308,660
11.6
1
63.3
Materials:18.3;Health:29.8;Consumer:29.2;Tech:22.6
Value:17.4;Growth:20.2;Quality:22.5;Size:6.9;Momentum:20.9;LowVol:12.1
TLT:24.6;QQQ:26.5;MSFT:9.0;GLD:14.4;TSLA:25.5
2
107
9.6
Bull
15.9
4.85
3.1
103
109
82:153
100
0.0113
false
false
MaxPos7%;NoMargin
null
null
NoAction
Within policy bands; defer
11
-24
7
null
BrokerD
LMT
0
0
0
79
142
16
-2
null
null
Normal monitoring
185
1.1
null
3
Monitor dispersion and breadth
E9047
P3865
2025-11-27
Trust
USD
636,013
5.9
1
55.8
Tech:30.4;Energy:42.6;Utilities:27.0
Value:9.8;Growth:15.5;Quality:19.3;Size:19.4;Momentum:26.3;LowVol:9.8
QQQ:22.1;VNQ:34.2;VOO:31.3;TLT:12.4
4.7
201
13.2
Volatile
31.8
4.09
2.4
168
7
-8:51
58
0.0158
false
true
ESGOnly;MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
-28
12
Delta:-0.18;Vega:0.06
BrokerB
MKT
94
6
3
-51
-36
17
-25
VAR>budget
TightenStops
Risk above budget threshold
208
3.2
SuggestedEdits
2
Monitor dispersion and breadth
E9048
P9451
2024-12-18
Taxable
USD
710,445
5
1
55.7
Consumer:18.9;Industrials:17.9;Financials:26.2;Energy:36.9
Value:10.3;Growth:25.6;Quality:21.6;Size:23.0;Momentum:11.5;LowVol:7.9
AMZN:10.8;GLD:25.5;QQQ:12.1;VTI:19.3;VOO:5.7;IEF:26.6
1.9
131
7.8
Volatile
29
3.56
2.4
127
-3
-36:44
61
0.0117
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-14
-13
12
null
BrokerD
LMT
89
3
5
119
97
-14
-24
null
null
Normal monitoring
157
3.7
Approved
5
Monitor dispersion and breadth
E9049
P3405
2025-11-28
Trust
USD
580,018
6.5
1
70.4
Utilities:13.4;Materials:18.2;Consumer:22.9;Health:23.7;Tech:21.9
Value:23.6;Growth:12.2;Quality:21.8;Size:14.6;Momentum:12.8;LowVol:15.0
VOO:44.4;TSLA:25.6;TLT:30.1
2.4
170
15.5
Volatile
32
4.57
3.3
158
40
0:87
74
0.0046
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
4
5
null
BrokerA
VWAP
89
3
2
-44
25
-13
-1
null
null
Normal monitoring
138
3.3
null
5
Tighten stops on momentum names
E9050
P9082
2025-10-05
Trust
USD
557,635
16.3
1
70
Comm:29.0;Financials:39.2;RealEstate:31.8
Value:10.5;Growth:19.1;Quality:13.6;Size:20.8;Momentum:19.8;LowVol:16.3
VOO:25.8;BND:28.6;MUB:11.2;HYG:9.6;BRK.B:24.7
2.1
93
14.9
Bull
16.3
4.88
3.2
74
54
40:72
77
0.0133
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
10
5
9
null
BrokerA
MKT
98
1
7
30
142
13
39
null
null
Normal monitoring
102
4
Approved
3
Within IPS guidelines
E9051
P0960
2025-11-28
Trust
USD
1,538,287
6.3
1
45.8
Comm:28.4;Financials:30.2;Materials:24.2;Tech:17.2
Value:11.7;Growth:17.9;Quality:20.1;Size:21.1;Momentum:17.6;LowVol:11.5
AMZN:26.2;BND:16.3;MUB:22.0;IEF:35.5
6.2
200
15
Bull
17.7
3.8
3.1
101
120
91:148
96
0.0036
true
false
MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
-28
6
Delta:-0.18;Vega:0.04
BrokerB
MKT
99
5
7
81
168
-52
33
Drift>tolerance
Reduce
Allocation drift beyond policy bands
115
0.8
SuggestedEdits
2
Tighten stops on momentum names
E9052
P0943
2025-07-21
IRA
USD
695,761
6.6
1
69.3
Materials:18.2;Health:50.0;Financials:31.8
Value:18.6;Growth:10.4;Quality:20.2;Size:22.9;Momentum:10.9;LowVol:17.1
BND:18.1;IEF:11.2;QQQ:28.0;HYG:29.5;TLT:13.2
6.9
261
19.7
Sideways
16.6
4.59
3
106
58
21:83
80
0.0105
true
true
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
32
1
8
Delta:-0.06;Vega:0.07
BrokerB
LMT
95
5
6
66
68
-58
26
Drift>tolerance
Hedge
Allocation drift beyond policy bands
109
1.9
Rejected
3
Monitor dispersion and breadth
E9053
P1004
2024-07-28
Taxable
USD
1,211,739
5.6
1
40.1
Energy:44.3;Utilities:28.5;Financials:27.3
Value:13.2;Growth:7.9;Quality:17.5;Size:18.3;Momentum:21.0;LowVol:22.2
TLT:13.5;VOO:7.7;AMZN:20.8;VTI:8.8;AAPL:20.7;HYG:28.6
3
202
23
Bull
15.2
4.41
2.7
86
13
-15:43
56
0.0164
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
32
-40
11
null
BrokerB
MKT
93
8
10
73
182
20
-23
RegimeShift
Hedge
Volatility spike and breadth deterioration
90
1.9
null
4
Tighten stops on momentum names
E9054
P0365
2025-08-29
Roth
USD
500,675
10.5
1
60.7
Energy:29.7;Materials:17.3;RealEstate:27.8;Comm:25.2
Value:18.2;Growth:16.3;Quality:18.8;Size:16.4;Momentum:16.6;LowVol:13.7
VTI:32.7;TLT:47.1;BRK.B:20.2
4.5
150
9.3
Volatile
25.5
3.59
2.2
177
-41
-72:14
34
0.0194
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
31
-7
7
null
BrokerA
MKT
92
9
12
-45
-29
-56
11
null
null
Normal monitoring
166
2
Approved
5
Increase defensive factor exposure
E9055
P8548
2025-01-17
Trust
USD
337,138
5
1.06
41
Industrials:24.4;Materials:25.5;Health:31.3;Financials:18.8
Value:12.2;Growth:15.6;Quality:22.5;Size:18.6;Momentum:20.5;LowVol:10.6
VOO:24.1;GLD:18.9;AAPL:20.1;BND:10.8;MUB:14.7;AMZN:11.4
5.7
268
22.7
Volatile
29.3
5
3.2
143
78
67:117
73
0.0092
false
true
MaxPos5%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
25
-36
6
Delta:-0.09;Vega:0.06
BrokerB
VWAP
97
11
12
-26
7
9
20
RegimeShift
Reduce
Volatility spike and breadth deterioration
102
2
null
3
Within IPS guidelines
E9056
P9505
2025-07-17
Trust
USD
639,642
13.6
1
42.2
Financials:19.4;RealEstate:16.8;Utilities:29.3;Energy:18.6;Comm:15.9
Value:22.9;Growth:24.5;Quality:16.1;Size:10.3;Momentum:14.4;LowVol:11.8
MSFT:31.8;VTI:23.7;GLD:30.2;BRK.B:14.4
4.7
98
10.5
Volatile
24.6
4.6
2.1
172
-19
-35:-3
28
0.0069
false
false
MaxSector30%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
2
-14
9
null
BrokerD
LMT
95
12
13
99
88
-58
-15
null
null
Normal monitoring
182
2.8
Approved
4
Tax-aware sells next window
E9057
P9338
2025-05-11
Trust
USD
302,977
9
1
61.7
Materials:15.2;Consumer:20.3;Utilities:16.5;Financials:25.0;Tech:23.1
Value:23.1;Growth:17.4;Quality:13.2;Size:14.8;Momentum:18.6;LowVol:12.8
VOO:31.0;QQQ:8.6;XLF:10.3;AAPL:18.7;TLT:31.5
1.3
118
11.8
Bear
25.6
4.15
2.5
177
20
5:38
54
0.0192
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
13
11
12
null
BrokerD
MKT
90
5
11
48
123
-7
-15
null
null
Normal monitoring
183
2.7
Approved
5
Within IPS guidelines
E9058
P2881
2025-10-31
Roth
USD
380,287
6.7
1
47.2
Health:33.2;Industrials:10.9;Utilities:30.1;Comm:25.8
Value:7.4;Growth:20.6;Quality:20.5;Size:7.8;Momentum:21.3;LowVol:22.4
TSLA:33.2;VOO:46.6;MUB:20.2
2.4
98
11.4
Volatile
27.1
3.56
4.2
139
70
48:102
78
0.0045
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
10
-2
3
null
BrokerB
VWAP
88
4
9
-23
98
-2
-6
null
null
Normal monitoring
210
1.3
Approved
3
Tax-aware sells next window
E9059
P8283
2024-10-27
Taxable
USD
876,911
8.1
1
67.7
Industrials:29.1;Financials:13.9;Utilities:19.1;Tech:20.4;Energy:17.5
Value:14.0;Growth:13.5;Quality:17.6;Size:25.9;Momentum:11.9;LowVol:16.9
VNQ:20.3;BND:26.3;VOO:31.3;TSLA:22.1
1.6
132
15.4
Volatile
28.4
5.45
4.2
172
17
-13:36
61
0.0063
false
false
MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-1
-34
6
null
BrokerC
MKT
94
7
12
115
211
-60
37
null
null
Normal monitoring
130
2.4
null
3
Within IPS guidelines
E9060
P9251
2025-04-15
Taxable
USD
1,807,374
9.8
1
48.1
Energy:23.4;RealEstate:39.6;Industrials:37.0
Value:19.9;Growth:8.6;Quality:14.3;Size:26.5;Momentum:19.0;LowVol:11.8
MSFT:29.1;IEF:27.4;VNQ:22.6;AAPL:20.9
4.8
220
17.7
Bull
16.2
4.05
2.1
111
55
43:104
88
0.0053
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
13
-16
3
null
BrokerB
MKT
99
6
13
-34
-40
-45
11
VAR>budget
Reduce
Risk above budget threshold
208
1
null
3
Monitor dispersion and breadth
E9061
P9187
2024-09-27
IRA
USD
478,894
9.1
1
48.1
Consumer:36.2;Health:18.7;Tech:45.1
Value:16.7;Growth:20.5;Quality:14.5;Size:14.6;Momentum:15.6;LowVol:18.2
VNQ:19.7;HYG:44.3;TLT:36.0
2.6
127
11.6
Bull
12.7
3.65
3
104
21
-12:62
76
0.0169
false
false
MaxPos8%;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
14
12
5
null
BrokerC
LMT
88
12
15
31
158
-48
30
null
null
Normal monitoring
91
3.4
null
3
Monitor dispersion and breadth
E9062
P7158
2025-04-11
Trust
USD
2,311,078
5.8
1
38.3
Industrials:37.6;Materials:27.0;Financials:35.5
Value:19.4;Growth:10.9;Quality:15.1;Size:17.0;Momentum:19.0;LowVol:18.7
MUB:16.6;TSLA:30.5;XLF:34.6;TLT:18.3
1.9
131
16.3
Bull
14.7
3.87
2.4
75
106
78:152
98
0.0193
false
false
MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
19
-2
12
null
BrokerB
MKT
100
10
8
72
184
-38
-3
null
null
Normal monitoring
158
2.6
Approved
4
Tighten stops on momentum names
E9063
P6402
2025-12-13
Taxable
USD
226,101
6.2
1
65.5
Tech:49.9;Comm:31.6;Health:18.4
Value:21.0;Growth:16.1;Quality:19.5;Size:18.7;Momentum:8.6;LowVol:16.0
VNQ:9.8;AMZN:21.9;XLF:29.8;VOO:23.6;BND:15.0
1.2
100
13.9
Bear
33.2
3.88
2.4
137
-42
-81:-27
25
0.0112
false
false
MaxPos5%
null
null
Buy
Add core equity +1.0% from cash
-10
-30
2
null
BrokerC
MKT
92
1
8
72
159
-16
-22
null
null
Normal monitoring
190
3.8
Approved
4
Tighten stops on momentum names
E9064
P8959
2024-11-26
401k
USD
1,143,452
5.3
1
49.9
Energy:15.9;Industrials:24.4;Consumer:22.6;RealEstate:25.7;Health:11.4
Value:17.2;Growth:15.0;Quality:9.3;Size:18.7;Momentum:21.0;LowVol:18.7
VNQ:14.9;AMZN:60.5;XLF:24.6
4.4
257
18.2
Volatile
25.2
4.97
4.3
127
-50
-66:-18
41
0.0097
false
true
ESGOnly;MaxPos8%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
18
-31
9
Delta:-0.06;Vega:0.07
BrokerA
LMT
89
10
7
94
224
-6
23
VAR>budget
Hedge
Risk above budget threshold
199
1.9
null
3
Tax-aware sells next window
E9065
P3462
2025-05-07
401k
USD
1,303,407
8
1
49.4
Tech:26.8;Financials:19.9;Utilities:20.7;Energy:32.5
Value:13.1;Growth:20.6;Quality:11.8;Size:20.9;Momentum:20.5;LowVol:13.0
AAPL:24.5;AMZN:23.3;GLD:18.4;MSFT:24.5;BND:9.4
5.5
252
25.9
Volatile
25.9
5.38
3.5
152
-54
-72:-16
35
0.0136
false
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-6
7
2
null
BrokerB
LMT
95
2
0
12
-4
-10
-17
RegimeShift
Reduce
Volatility spike and breadth deterioration
152
3.4
SuggestedEdits
3
Tighten stops on momentum names
E9066
P4663
2025-06-05
401k
USD
596,672
4.8
1
66.9
RealEstate:30.7;Materials:40.3;Financials:29.0
Value:11.9;Growth:10.8;Quality:8.8;Size:23.4;Momentum:24.4;LowVol:20.8
VNQ:20.3;QQQ:8.1;BND:15.2;VOO:20.8;GLD:13.4;AMZN:22.2
2
127
11.2
Bear
28.6
3.22
2.9
174
-34
-44:13
43
0.0191
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
19
-33
6
null
BrokerB
LMT
93
8
15
-31
6
-28
-11
null
null
Normal monitoring
154
2.5
Approved
4
Monitor dispersion and breadth
E9067
P1562
2025-11-21
401k
USD
2,311,674
6
1
53
Tech:35.9;Materials:34.6;Health:29.5
Value:25.1;Growth:21.2;Quality:17.3;Size:16.0;Momentum:7.9;LowVol:12.6
BND:33.0;GLD:19.1;TSLA:35.2;HYG:12.7
1.5
145
16
Volatile
29.4
4.68
4.2
143
27
8:43
81
0.0167
false
false
MaxPos6%
null
null
Hedge
Buy index puts 1.0% notional, 30d
35
-4
5
Delta:-0.25;Vega:0.03
BrokerA
MKT
94
3
11
12
-20
-60
-8
null
null
Normal monitoring
118
2.9
null
4
Tax-aware sells next window
E9068
P7114
2025-01-13
Taxable
USD
618,496
8.5
1
74.1
Tech:21.2;Materials:30.2;Health:22.3;Comm:26.3
Value:19.4;Growth:11.9;Quality:23.3;Size:22.2;Momentum:9.7;LowVol:13.6
TSLA:11.7;MSFT:47.2;MUB:41.1
3.9
97
12.3
Bull
12.6
4.23
2.2
102
106
75:128
92
0.0188
false
false
ESGOnly;MaxPos7%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
28
-25
8
null
BrokerC
LMT
97
1
3
0
43
-44
-8
null
null
Normal monitoring
197
1.5
null
4
Within IPS guidelines
E9069
P4334
2025-09-01
IRA
USD
2,458,297
9
1
74.1
Health:34.6;RealEstate:24.1;Materials:41.3
Value:23.3;Growth:15.3;Quality:8.6;Size:9.2;Momentum:22.1;LowVol:21.4
XLF:27.9;VNQ:32.0;TSLA:40.2
3
141
11.3
Volatile
28.5
4.83
3.6
136
19
-7:52
64
0.0062
false
false
MaxPos7%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
23
-38
6
null
BrokerC
VWAP
100
10
15
-20
17
-19
36
null
null
Normal monitoring
114
1.2
Approved
4
Monitor dispersion and breadth
E9070
P4433
2025-12-24
401k
USD
886,985
7.4
1
40.4
Materials:31.8;Consumer:16.1;Tech:14.3;Comm:17.7;Utilities:20.2
Value:22.7;Growth:18.4;Quality:15.5;Size:19.4;Momentum:8.4;LowVol:15.6
MSFT:29.5;BND:10.3;GLD:29.6;MUB:19.8;BRK.B:10.9
5.9
212
16.3
Volatile
24.4
5.12
3.3
174
-52
-75:-34
27
0.0031
false
true
MaxPos5%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
31
-31
4
null
BrokerB
VWAP
98
6
8
28
25
-53
25
RegimeShift
TightenStops
Volatility spike and breadth deterioration
114
1.3
Approved
2
Tighten stops on momentum names
E9071
P4104
2024-12-03
Taxable
USD
1,364,356
5
1
50.6
Health:31.4;Financials:10.5;RealEstate:26.3;Consumer:18.7;Industrials:13.1
Value:15.4;Growth:18.2;Quality:16.8;Size:11.5;Momentum:18.6;LowVol:19.5
TLT:32.2;QQQ:30.6;AMZN:37.2
1.5
133
18.6
Bear
26.7
4.34
1.5
168
-19
-35:13
34
0.0152
false
false
MaxPos7%
null
null
Sell
Trim extended winner -1.0%
-5
7
8
null
BrokerB
MKT
89
9
12
-56
34
-29
13
null
null
Normal monitoring
138
2
null
4
Monitor dispersion and breadth
E9072
P3944
2025-11-25
IRA
USD
1,411,751
5.9
1
55.9
Financials:20.3;Industrials:27.5;Utilities:29.2;Tech:22.9
Value:9.3;Growth:21.3;Quality:17.1;Size:18.9;Momentum:18.4;LowVol:15.0
VTI:28.6;HYG:10.0;MUB:22.9;TSLA:24.8;BND:13.7
3.2
147
17.4
Bull
13.1
4.01
2
78
61
22:96
70
0.0059
false
false
MaxSector30%
null
null
NoAction
Within policy bands; defer
29
-39
11
null
BrokerC
MKT
0
0
0
13
18
-11
28
null
null
Normal monitoring
183
3.9
Approved
5
Tighten stops on momentum names
E9073
P6294
2024-11-18
Taxable
USD
577,932
10.1
1
68.8
Utilities:32.1;Industrials:39.9;Comm:28.0
Value:11.7;Growth:19.2;Quality:23.9;Size:7.4;Momentum:21.9;LowVol:15.9
BND:17.6;TSLA:22.9;AAPL:10.8;VTI:32.6;QQQ:16.0
2.8
119
10.9
Volatile
27.5
3.52
3.6
136
-15
-40:30
37
0.0067
false
false
MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
4
-38
12
null
BrokerB
MKT
99
8
5
105
167
-50
39
null
null
Normal monitoring
152
2.5
null
4
Tighten stops on momentum names
E9074
P3835
2025-11-01
Trust
USD
524,522
8.7
1
42.2
Energy:12.8;RealEstate:31.1;Health:26.6;Materials:29.5
Value:16.0;Growth:10.6;Quality:17.1;Size:14.3;Momentum:22.1;LowVol:19.9
QQQ:17.8;VTI:15.3;VNQ:9.0;IEF:29.1;TLT:28.8
4.3
154
10.7
Bear
25.7
3.56
1.1
213
-6
-30:33
53
0.0142
false
false
MaxPos8%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-19
4
null
BrokerA
MKT
97
12
13
5
84
11
-9
null
null
Normal monitoring
151
2
null
3
Tighten stops on momentum names
E9075
P6465
2025-04-15
Trust
USD
1,421,224
6.6
1
64.8
Health:36.1;Utilities:15.9;Comm:20.1;Tech:27.9
Value:13.2;Growth:15.9;Quality:19.3;Size:22.1;Momentum:11.8;LowVol:17.7
VNQ:19.8;IEF:19.6;QQQ:17.6;AAPL:12.4;VOO:30.7
3.1
155
14.8
Sideways
20.8
4.85
2.7
126
-14
-27:18
38
0.0048
false
false
MaxPos5%
null
VarNear
Sell
Trim extended winner -1.0%
-3
-9
3
null
BrokerB
VWAP
99
7
9
108
204
1
8
null
null
Normal monitoring
183
1.4
Approved
3
Increase defensive factor exposure
E9076
P6472
2024-08-13
Roth
USD
521,439
8.2
1
72.2
Materials:28.4;RealEstate:50.0;Tech:21.6
Value:24.6;Growth:19.6;Quality:16.6;Size:10.7;Momentum:7.5;LowVol:21.0
BND:44.5;VTI:10.1;MSFT:45.4
3.1
163
8.5
Sideways
15
4.17
2.3
127
-23
-33:27
42
0.0058
false
false
MaxPos7%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
25
-36
8
null
BrokerB
MKT
91
5
7
49
108
-36
-9
null
null
Normal monitoring
101
3.6
null
4
Tighten stops on momentum names
E9077
P4234
2025-01-20
Trust
USD
583,119
9.1
1
49
Tech:29.8;Comm:29.5;Financials:27.0;Consumer:13.7
Value:24.5;Growth:18.8;Quality:21.2;Size:12.2;Momentum:14.6;LowVol:8.7
BND:11.0;VOO:17.5;VNQ:28.6;VTI:14.3;GLD:28.6
3.6
224
18.1
Volatile
20.7
4.37
4.3
121
53
43:85
60
0.0041
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
11
10
7
null
BrokerD
LMT
93
7
9
33
4
-33
-9
RegimeShift
Hedge
Volatility spike and breadth deterioration
96
1.9
Approved
3
Monitor dispersion and breadth
E9078
P5892
2025-04-23
Trust
USD
1,328,695
9
1
56.5
Energy:19.0;Tech:16.1;Financials:33.6;Materials:14.0;Consumer:17.3
Value:19.1;Growth:13.3;Quality:21.1;Size:26.7;Momentum:9.4;LowVol:10.4
HYG:24.0;GLD:33.4;BRK.B:42.6
3.9
222
14
Bull
16.1
3.86
2.4
104
23
2:43
67
0.018
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
1
11
null
BrokerA
LMT
89
12
12
103
207
-42
3
RegimeShift
Hedge
Volatility spike and breadth deterioration
182
1.3
Approved
3
Increase defensive factor exposure
E9079
P4518
2025-02-14
Roth
USD
467,876
7.3
1
51.6
Industrials:20.8;Comm:26.3;RealEstate:30.5;Utilities:22.4
Value:16.5;Growth:17.4;Quality:26.8;Size:17.9;Momentum:10.1;LowVol:11.2
HYG:18.5;QQQ:20.2;VNQ:11.9;XLF:14.8;MUB:34.7
2.3
164
13
Sideways
21.6
4.96
2.1
136
-11
-47:14
61
0.0158
false
false
NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
3
-13
3
Delta:-0.22;Vega:0.05
BrokerB
MKT
92
3
7
-16
-44
-39
35
null
null
Normal monitoring
168
1.9
Approved
3
Within IPS guidelines
E9080
P3917
2025-11-10
IRA
USD
171,738
8.2
1
44.8
Tech:25.0;Comm:32.1;Consumer:11.8;Financials:31.1
Value:21.2;Growth:28.3;Quality:10.1;Size:11.1;Momentum:16.6;LowVol:12.8
BRK.B:13.5;TSLA:11.8;MSFT:22.4;AMZN:15.0;MUB:24.0;BND:13.2
2.2
133
13.2
Volatile
28.5
4.54
3.4
142
-41
-58:-25
45
0.0124
false
false
null
null
null
Buy
Add core equity +1.0% from cash
7
-22
9
null
BrokerA
MKT
91
1
5
35
90
-24
30
null
null
Normal monitoring
123
1.3
null
4
Tighten stops on momentum names
E9081
P0429
2025-12-12
IRA
USD
577,356
5.5
1
72.8
Comm:11.7;RealEstate:31.3;Tech:24.5;Industrials:32.5
Value:21.3;Growth:10.1;Quality:19.1;Size:21.1;Momentum:16.9;LowVol:11.5
GLD:19.8;VNQ:7.8;IEF:20.3;TLT:5.5;AAPL:22.6;XLF:23.9
3.1
184
21.1
Sideways
16
4.97
2.9
133
4
-28:29
50
0.0193
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
14
-28
3
null
BrokerC
MKT
97
1
9
90
156
-2
24
null
null
Normal monitoring
126
3.4
Approved
3
Tax-aware sells next window
E9082
P0424
2025-09-15
Trust
USD
646,219
9.2
1
58.6
Tech:20.1;Energy:13.7;Comm:27.9;Health:14.4;Materials:23.9
Value:18.8;Growth:19.1;Quality:11.4;Size:11.0;Momentum:21.4;LowVol:18.3
MUB:25.3;TLT:13.8;BND:15.0;MSFT:28.0;XLF:17.8
2.8
100
7.8
Bull
13.6
3.68
3.2
90
104
75:147
100
0.009
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
9
2
3
null
BrokerC
LMT
88
9
14
-23
33
11
35
null
null
Normal monitoring
124
2.5
null
4
Monitor dispersion and breadth
E9083
P8002
2024-09-07
401k
USD
703,287
9.1
1.06
38.8
Financials:11.9;Materials:38.7;Industrials:25.9;Health:23.5
Value:17.4;Growth:25.4;Quality:16.6;Size:8.7;Momentum:23.5;LowVol:8.4
TSLA:25.1;MUB:10.2;BND:19.6;VNQ:12.0;BRK.B:18.4;QQQ:14.7
2.4
163
14.7
Sideways
18.6
4.71
3.4
116
-29
-47:1
53
0.0146
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
0
-28
12
null
BrokerA
LMT
96
6
8
-54
-61
-52
27
null
null
Normal monitoring
128
3.1
Approved
4
Tax-aware sells next window
E9084
P7378
2024-09-05
Taxable
USD
1,258,909
9.8
1
42.3
Utilities:17.4;Comm:17.0;Energy:31.0;Consumer:34.5
Value:22.2;Growth:11.8;Quality:20.0;Size:11.7;Momentum:10.1;LowVol:24.2
QQQ:36.8;VTI:48.4;VOO:14.8
5.3
213
19.7
Sideways
21.1
4.57
2.4
140
-29
-44:-4
38
0.0184
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
31
-23
1
null
BrokerD
LMT
91
8
16
21
50
18
16
VAR>budget
Reduce
Risk above budget threshold
106
1.9
Approved
3
Within IPS guidelines
E9085
P3761
2025-04-22
Trust
USD
1,327,649
8.8
1
56.8
Energy:23.0;Materials:36.6;Industrials:40.4
Value:14.5;Growth:16.4;Quality:23.7;Size:9.7;Momentum:14.1;LowVol:21.6
MUB:15.8;VNQ:23.1;AMZN:23.0;BND:16.8;XLF:21.4
5.5
272
24.5
Volatile
20.3
4.03
2.3
164
-36
-57:5
30
0.0036
false
true
MaxSector25%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
23
-25
4
null
BrokerB
MKT
97
3
0
2
21
-31
20
VAR>budget
Hedge
Risk above budget threshold
215
2.3
null
2
Tighten stops on momentum names
E9086
P7686
2025-09-24
401k
USD
1,956,411
9.2
1.09
65.6
Industrials:28.3;Materials:19.8;Consumer:15.6;Health:13.4;RealEstate:23.0
Value:16.5;Growth:17.0;Quality:12.4;Size:17.8;Momentum:18.3;LowVol:18.0
HYG:11.6;TSLA:29.2;BND:25.6;QQQ:24.3;VOO:9.4
5.2
222
21.8
Sideways
18.1
3.85
2.5
128
-23
-51:22
26
0.0194
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
0
7
Delta:-0.17;Vega:0.08
BrokerD
LMT
96
4
8
-38
47
-58
19
VAR>budget
Reduce
Risk above budget threshold
99
3.2
null
3
Tax-aware sells next window
E9087
P3458
2024-08-16
Taxable
USD
328,458
15.4
1
68.7
Industrials:12.0;Materials:19.5;Financials:17.4;RealEstate:22.3;Utilities:28.8
Value:22.2;Growth:18.1;Quality:15.3;Size:7.9;Momentum:20.5;LowVol:15.9
AMZN:14.3;AAPL:19.9;VNQ:20.2;VTI:9.2;BRK.B:22.7;BND:13.7
2.3
162
8.7
Sideways
20
3.56
3
136
10
0:28
72
0.0155
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-20
3
null
BrokerA
VWAP
90
1
0
-50
65
-12
33
null
null
Normal monitoring
185
1.3
Approved
4
Increase defensive factor exposure
E9088
P1761
2025-09-17
IRA
USD
518,027
7.5
1
40.6
Energy:20.6;RealEstate:30.9;Utilities:15.0;Tech:33.5
Value:12.0;Growth:21.7;Quality:23.1;Size:22.1;Momentum:12.1;LowVol:8.9
VOO:12.6;TLT:30.7;TSLA:8.6;AAPL:22.0;MUB:26.2
2.5
140
10.9
Bull
14.2
4.92
3
73
2
-37:45
38
0.0169
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
8
-26
5
null
BrokerC
MKT
99
6
11
99
100
-2
-3
null
null
Normal monitoring
120
2.6
null
4
Within IPS guidelines
E9089
P6464
2024-11-30
Trust
USD
532,474
5.8
1
49
Financials:42.5;Comm:33.1;Materials:24.4
Value:13.1;Growth:16.8;Quality:15.7;Size:21.8;Momentum:16.9;LowVol:15.7
BRK.B:32.4;GLD:30.6;AMZN:37.0
3.8
133
13.9
Bull
17.2
4.32
2.3
105
44
6:82
76
0.0116
false
false
null
null
null
Buy
Add core equity +1.0% from cash
33
0
4
null
BrokerB
LMT
97
4
10
-2
-26
-49
20
null
null
Normal monitoring
153
2.8
null
4
Tax-aware sells next window
E9090
P9494
2025-05-22
401k
USD
876,393
5
1
52.4
Materials:15.1;RealEstate:37.0;Financials:13.5;Health:34.4
Value:23.4;Growth:10.9;Quality:17.4;Size:16.9;Momentum:9.6;LowVol:21.9
QQQ:10.6;TLT:19.8;AMZN:16.4;MSFT:15.7;VTI:15.3;XLF:22.1
4.6
139
15.5
Sideways
17.1
4.35
2.2
138
-10
-38:19
32
0.0161
false
false
ESGOnly;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-8
10
2
null
BrokerC
MKT
97
11
11
41
17
-21
-23
null
null
Normal monitoring
167
3.2
Approved
3
Monitor dispersion and breadth
E9091
P2024
2025-01-22
IRA
USD
484,587
17.2
1
71.3
Financials:31.3;Comm:16.9;Industrials:28.1;Tech:23.6
Value:24.5;Growth:21.4;Quality:7.8;Size:11.5;Momentum:13.8;LowVol:21.1
MSFT:22.6;BND:25.2;AMZN:12.2;MUB:19.8;VOO:20.1
2.8
125
7.9
Bull
16.2
4.32
2.9
89
44
19:96
80
0.0161
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
19
-34
7
null
BrokerB
MKT
92
7
12
44
59
-22
-23
null
null
Normal monitoring
141
3.1
Approved
4
Tighten stops on momentum names
E9092
P8692
2024-11-01
Roth
USD
1,009,431
8.8
1
48.5
RealEstate:29.3;Financials:17.2;Utilities:22.9;Comm:19.5;Health:11.0
Value:11.4;Growth:22.9;Quality:22.3;Size:9.8;Momentum:16.0;LowVol:17.5
HYG:9.3;TSLA:23.8;VTI:8.3;TLT:27.1;QQQ:22.5;XLF:8.9
3.5
208
15.3
Volatile
20.2
4.14
4.1
119
-6
-23:19
57
0.008
false
true
MaxPos8%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-13
8
Delta:-0.24;Vega:0.08
BrokerD
MKT
91
10
11
57
21
4
-4
RegimeShift
Hedge
Volatility spike and breadth deterioration
207
1.3
null
3
Tax-aware sells next window
E9093
P9659
2025-11-06
Taxable
USD
636,678
16.4
1
36.7
RealEstate:15.1;Utilities:35.2;Industrials:24.7;Energy:25.0
Value:22.6;Growth:23.8;Quality:17.7;Size:9.6;Momentum:8.8;LowVol:17.6
HYG:5.1;GLD:14.8;TLT:14.0;QQQ:24.8;VTI:17.5;MUB:23.9
1.1
143
7.9
Bull
11.5
3.77
3.2
75
7
-33:53
42
0.0117
false
false
ESGOnly;MaxPos8%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
35
-40
4
null
BrokerC
LMT
95
4
1
118
168
-45
11
null
null
Normal monitoring
172
1.2
Approved
5
Monitor dispersion and breadth
E9094
P3736
2024-09-24
Trust
USD
1,607,275
5.6
1
59.8
Energy:35.9;Health:32.8;Materials:31.3
Value:17.6;Growth:12.0;Quality:17.5;Size:16.4;Momentum:18.3;LowVol:18.3
TLT:20.6;BRK.B:22.5;AAPL:10.7;IEF:23.0;VOO:23.2
4.6
178
25.8
Bear
24.5
4.23
1
211
13
-27:41
39
0.0189
false
false
MaxPos5%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
8
5
9
null
BrokerB
MKT
98
11
16
68
97
-32
-8
null
null
Normal monitoring
106
1.2
null
4
Monitor dispersion and breadth
E9095
P4879
2025-04-01
401k
USD
862,469
12.3
1
64
Materials:38.2;Consumer:32.0;Utilities:11.7;Tech:18.2
Value:9.3;Growth:26.2;Quality:9.2;Size:10.2;Momentum:19.0;LowVol:26.1
MUB:43.5;VTI:26.9;AMZN:14.6;HYG:15.0
4.4
130
12
Sideways
19.2
4.77
2.8
134
59
41:74
80
0.0194
false
false
MaxSector35%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
4
-1
12
null
BrokerD
LMT
89
11
14
-60
-31
-53
-22
null
null
Normal monitoring
133
1.6
Approved
4
Within IPS guidelines
E9096
P1920
2025-09-06
401k
USD
416,328
7.6
1
69
Consumer:18.6;Industrials:30.6;Materials:15.5;RealEstate:15.5;Utilities:19.7
Value:12.8;Growth:14.4;Quality:13.6;Size:22.7;Momentum:16.4;LowVol:20.0
AMZN:25.3;VTI:7.3;XLF:11.2;VNQ:21.6;MSFT:19.1;QQQ:15.6
1.6
148
15.3
Sideways
21
3.61
2.3
140
2
-35:41
56
0.0191
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
2
-7
5
null
BrokerC
MKT
97
6
8
18
74
-24
-21
null
null
Normal monitoring
182
2.1
null
3
Monitor dispersion and breadth
E9097
P2851
2024-10-03
IRA
USD
2,434,752
8.9
1.11
70.2
Health:29.0;Utilities:24.7;Energy:8.8;Tech:9.6;Industrials:27.9
Value:22.1;Growth:8.6;Quality:22.3;Size:14.3;Momentum:14.6;LowVol:18.2
VTI:35.8;GLD:44.1;AAPL:20.1
5.2
193
21.3
Bear
34.9
3.32
1.8
206
-95
-134:-40
5
0.0041
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-4
-23
6
Delta:-0.17;Vega:0.06
BrokerC
MKT
97
3
1
90
78
-5
-23
VAR>budget
Hedge
Risk above budget threshold
117
1.2
Approved
2
Increase defensive factor exposure
E9098
P3299
2025-11-30
401k
USD
1,819,506
4.9
1
55.3
Energy:24.9;Materials:25.3;Tech:30.4;Consumer:19.5
Value:20.8;Growth:12.5;Quality:12.8;Size:19.6;Momentum:17.8;LowVol:16.5
IEF:15.3;BRK.B:21.4;TLT:12.4;MSFT:22.9;AMZN:12.8;MUB:15.2
5.3
190
15.9
Bull
13.6
4.61
3.1
75
81
57:99
99
0.0059
false
true
ESGOnly
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-40
11
Delta:-0.24;Vega:0.08
BrokerC
LMT
99
6
10
-42
4
10
1
VAR>budget
Pause
Risk above budget threshold
205
3.1
null
2
Within IPS guidelines
E9099
P7903
2025-07-11
IRA
USD
459,395
17.8
1
45.3
Comm:15.9;RealEstate:43.4;Materials:40.8
Value:9.0;Growth:22.0;Quality:24.2;Size:8.1;Momentum:13.7;LowVol:23.0
AAPL:19.7;HYG:20.4;AMZN:20.1;TLT:11.1;BND:28.7
3.6
107
13.6
Volatile
24.9
4.06
4.2
176
21
7:45
64
0.0194
false
false
MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
6
12
9
null
BrokerC
LMT
97
5
12
-31
-37
-44
2
null
null
Normal monitoring
124
1.1
Approved
3
Tax-aware sells next window
E9100
P0706
2024-12-25
401k
USD
423,096
9.2
1
58.8
Industrials:30.1;Materials:39.1;Comm:15.7;Utilities:15.2
Value:17.8;Growth:14.5;Quality:17.7;Size:20.8;Momentum:16.1;LowVol:13.1
QQQ:19.8;AMZN:12.1;XLF:12.2;HYG:16.8;MSFT:22.0;BND:17.0
2.5
96
12.5
Bull
11.5
4.3
2.2
101
19
-2:41
61
0.009
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
17
-28
2
null
BrokerA
MKT
88
8
16
-14
-44
-40
9
null
null
Normal monitoring
138
3.5
Approved
3
Within IPS guidelines