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
E9101
P8732
2025-05-19
Roth
USD
1,182,819
7.9
1
52.4
Consumer:15.0;Health:29.0;Financials:12.8;Materials:24.1;Industrials:19.1
Value:13.8;Growth:15.8;Quality:23.0;Size:17.9;Momentum:21.8;LowVol:7.8
MSFT:18.7;TSLA:15.8;VNQ:15.7;VTI:29.8;GLD:19.9
3.4
174
13.8
Sideways
18
4
2.4
101
10
-8:32
37
0.0106
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
-27
3
null
BrokerD
LMT
97
1
7
10
75
-7
-6
RegimeShift
Reduce
Volatility spike and breadth deterioration
125
2.4
null
4
Monitor dispersion and breadth
E9102
P8185
2024-07-18
IRA
USD
705,829
8.3
1
41.8
Health:12.4;Tech:23.0;Energy:29.9;RealEstate:22.7;Industrials:12.0
Value:18.8;Growth:17.8;Quality:19.0;Size:16.9;Momentum:15.4;LowVol:12.1
AMZN:33.7;TSLA:32.3;XLF:34.0
5.1
160
27.4
Sideways
19
3.92
2.9
136
10
-9:58
46
0.0042
false
false
ESGOnly
null
DriftNear
Buy
Add core equity +1.0% from cash
-9
-34
10
null
BrokerC
MKT
92
2
0
-51
-38
-35
40
null
null
Normal monitoring
188
1.1
Approved
4
Tighten stops on momentum names
E9103
P8008
2024-11-19
Roth
USD
797,298
5.8
1
40.4
Comm:40.9;Consumer:37.8;Tech:21.3
Value:12.3;Growth:17.6;Quality:15.4;Size:24.2;Momentum:22.3;LowVol:8.3
VTI:36.5;AAPL:46.1;MSFT:17.4
5.4
209
14.3
Bull
11
4.8
2.7
108
31
9:49
74
0.0072
false
true
ESGOnly;MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
17
-32
5
null
BrokerC
MKT
100
7
11
74
67
-54
40
VAR>budget
Reduce
Risk above budget threshold
200
1
SuggestedEdits
5
Tighten stops on momentum names
E9104
P1627
2025-09-02
Taxable
USD
633,947
9.4
1
43.1
RealEstate:18.1;Tech:44.9;Health:36.9
Value:20.8;Growth:18.0;Quality:21.1;Size:19.7;Momentum:9.6;LowVol:10.9
IEF:25.4;TLT:18.9;HYG:39.5;BND:16.1
4.7
205
14.4
Bull
14.3
4.38
2.1
85
68
42:120
93
0.0055
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
8
1
null
BrokerC
LMT
100
12
15
34
58
-35
-8
VAR>budget
Pause
Risk above budget threshold
220
2.5
SuggestedEdits
4
Tighten stops on momentum names
E9105
P5871
2024-11-24
Taxable
USD
684,200
15.4
1
55.1
Materials:28.1;Consumer:30.0;RealEstate:31.1;Health:10.8
Value:20.2;Growth:14.5;Quality:17.7;Size:16.0;Momentum:14.2;LowVol:17.4
BND:16.8;GLD:13.0;XLF:24.4;VNQ:27.3;AMZN:7.0;MUB:11.4
3
141
12.2
Bull
11.6
4.99
2.9
91
56
45:103
94
0.016
false
false
MaxPos6%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
-6
15
12
null
BrokerB
MKT
90
12
15
53
41
-30
-8
null
null
Normal monitoring
214
2.2
null
4
Within IPS guidelines
E9106
P6223
2024-12-15
IRA
USD
571,029
8.2
1
69.2
Tech:31.9;Comm:20.5;Industrials:20.7;Energy:26.9
Value:11.2;Growth:9.3;Quality:24.5;Size:15.3;Momentum:17.8;LowVol:21.8
BND:34.5;TSLA:34.6;VOO:30.9
1.7
123
9.7
Sideways
21.9
3.74
3.5
117
-21
-55:4
34
0.0079
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
-10
-35
4
null
BrokerA
MKT
97
12
13
108
209
-14
4
null
null
Normal monitoring
207
4
Approved
5
Tax-aware sells next window
E9107
P3370
2024-09-29
401k
USD
673,176
11
1
42.3
Tech:32.9;Industrials:29.2;Health:27.2;Consumer:10.8
Value:19.2;Growth:13.9;Quality:20.7;Size:16.0;Momentum:16.7;LowVol:13.5
VTI:27.1;MSFT:25.2;BRK.B:47.6
3
90
8.8
Bull
11
4.12
2.2
83
30
11:70
83
0.0044
false
false
MaxPos7%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-14
11
2
null
BrokerA
LMT
92
4
5
111
95
-33
-18
null
null
Normal monitoring
120
2
null
3
Increase defensive factor exposure
E9108
P2173
2025-06-03
Trust
USD
1,658,388
5.8
1
60.4
Utilities:21.6;Consumer:26.6;Comm:25.1;Tech:26.8
Value:24.3;Growth:13.3;Quality:13.4;Size:17.5;Momentum:20.1;LowVol:11.3
IEF:39.0;BRK.B:22.7;XLF:38.3
4
122
13.2
Bull
14.7
4.9
2.4
96
1
-33:25
45
0.0072
false
false
null
null
null
Buy
Add core equity +1.0% from cash
20
-2
8
null
BrokerA
MKT
97
6
4
-51
-42
-56
-9
null
null
Normal monitoring
187
1.9
null
3
Tax-aware sells next window
E9109
P4422
2025-03-05
Roth
USD
803,845
7.5
1
67.8
RealEstate:29.0;Utilities:34.8;Health:36.3
Value:20.7;Growth:16.1;Quality:20.9;Size:19.4;Momentum:11.5;LowVol:11.4
AAPL:26.8;TSLA:35.5;IEF:12.3;TLT:25.5
2.7
251
27.8
Bull
14.2
4.99
2.9
117
102
65:129
97
0.0037
false
true
ESGOnly;MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
10
5
null
BrokerB
MKT
98
8
13
-53
42
-7
11
RegimeShift
TightenStops
Volatility spike and breadth deterioration
179
2.2
null
3
Monitor dispersion and breadth
E9110
P4387
2025-04-29
Trust
USD
461,109
4.4
1
62.3
Energy:23.7;Utilities:11.9;Industrials:36.0;Consumer:28.4
Value:21.4;Growth:22.5;Quality:9.6;Size:13.2;Momentum:22.1;LowVol:11.2
BRK.B:9.7;MSFT:15.8;AMZN:22.5;VNQ:15.4;XLF:18.6;GLD:18.0
3.9
180
21.3
Volatile
20.6
5.45
2.2
125
-44
-84:9
35
0.0124
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-1
-4
10
null
BrokerA
LMT
92
8
8
118
247
-17
12
VAR>budget
Reduce
Risk above budget threshold
175
1.3
null
2
Tax-aware sells next window
E9111
P7025
2024-10-22
401k
USD
349,831
11.4
1
47.4
Industrials:48.1;Tech:18.7;Energy:33.1
Value:13.8;Growth:23.5;Quality:15.6;Size:23.5;Momentum:12.3;LowVol:11.3
MUB:22.3;IEF:17.1;VOO:8.4;VTI:9.9;TSLA:16.6;BRK.B:25.7
1.7
158
12.1
Bear
30.3
3.64
1.6
204
23
-1:44
76
0.007
false
false
ESGOnly;MaxSector30%
null
VarNear
NoAction
Within policy bands; defer
22
0
7
null
BrokerD
MKT
0
0
0
66
96
-49
-15
null
null
Normal monitoring
134
1.5
Approved
4
Tax-aware sells next window
E9112
P7117
2025-04-20
IRA
USD
745,871
8.9
1.19
46.8
Materials:11.7;RealEstate:16.4;Health:31.5;Comm:23.2;Utilities:17.3
Value:12.1;Growth:14.7;Quality:8.3;Size:23.9;Momentum:16.8;LowVol:24.2
TLT:15.7;AAPL:13.1;GLD:23.1;VNQ:17.2;TSLA:10.6;HYG:20.2
4
176
20.4
Bull
11.8
4.7
2.5
108
68
42:93
74
0.0066
false
true
ESGOnly;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-29
4
Delta:-0.09;Vega:0.05
BrokerD
MKT
94
8
13
66
170
-42
38
VAR>budget
Hedge
Risk above budget threshold
126
1.3
null
5
Tighten stops on momentum names
E9113
P6283
2025-09-04
Roth
USD
649,257
7.1
1
51.7
Energy:27.5;Tech:12.1;Financials:30.8;Materials:29.5
Value:13.1;Growth:13.1;Quality:20.0;Size:17.9;Momentum:17.8;LowVol:18.1
MUB:26.5;GLD:12.0;BRK.B:11.4;TSLA:31.0;MSFT:19.1
5.4
247
27.2
Bear
25.5
3.87
2.9
164
-119
-135:-91
7
0.0112
false
true
ESGOnly;MaxPos8%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
-18
12
Delta:-0.22;Vega:0.02
BrokerB
VWAP
93
10
17
84
111
-2
7
RegimeShift
Reduce
Volatility spike and breadth deterioration
131
3.4
null
4
Tax-aware sells next window
E9114
P8370
2025-10-29
Trust
USD
867,213
6.1
1
39.9
Energy:18.2;Comm:28.4;Health:18.8;Materials:34.6
Value:8.8;Growth:18.8;Quality:14.4;Size:10.6;Momentum:21.5;LowVol:25.9
TLT:26.8;AAPL:27.4;HYG:45.8
4.5
169
13.9
Sideways
20.1
3.88
3.4
127
18
-15:53
68
0.0038
false
false
ESGOnly;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
16
-13
8
null
BrokerA
LMT
88
7
13
106
107
14
14
null
null
Normal monitoring
202
1.8
null
5
Tighten stops on momentum names
E9115
P3174
2025-03-13
401k
USD
1,545,102
5.4
1
55.3
Tech:33.7;Energy:28.0;Comm:38.3
Value:13.2;Growth:20.6;Quality:19.0;Size:15.6;Momentum:9.0;LowVol:22.5
TSLA:12.0;IEF:14.1;XLF:24.8;BND:30.5;VTI:7.7;QQQ:10.9
5.9
264
20.5
Bear
28.1
4.45
1.7
195
-84
-99:-58
5
0.0077
false
true
MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-10
13
9
Delta:-0.23;Vega:0.06
BrokerC
LMT
95
5
4
73
58
1
8
VAR>budget
Hedge
Risk above budget threshold
104
2.6
Approved
4
Monitor dispersion and breadth
E9116
P7464
2025-06-11
401k
USD
1,283,331
9.4
1
61.4
Consumer:14.1;Health:25.6;Industrials:38.4;RealEstate:21.9
Value:14.5;Growth:16.5;Quality:21.5;Size:13.4;Momentum:20.3;LowVol:13.7
IEF:19.5;MUB:21.9;AAPL:13.7;TLT:12.8;MSFT:7.6;TSLA:24.4
2.3
161
14.7
Volatile
26.2
5.33
2.6
152
-10
-20:5
58
0.0154
false
false
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
-16
5
Delta:-0.15;Vega:0.07
BrokerC
VWAP
94
2
4
79
146
-29
30
null
null
Normal monitoring
194
2.8
null
5
Within IPS guidelines
E9117
P5368
2025-08-18
Taxable
USD
873,141
9.1
1
49.7
Consumer:30.5;Utilities:27.2;Financials:42.4
Value:20.2;Growth:12.5;Quality:18.9;Size:23.2;Momentum:17.4;LowVol:7.9
BND:12.7;MUB:24.2;HYG:19.4;BRK.B:7.7;TLT:17.7;VTI:18.3
6
147
10.9
Volatile
24.8
4.35
2.7
140
-22
-50:26
48
0.0174
false
false
null
null
DriftNear
Buy
Add core equity +1.0% from cash
32
-30
7
null
BrokerD
LMT
96
8
13
41
39
6
-11
null
null
Normal monitoring
112
2.6
null
3
Tighten stops on momentum names
E9118
P7074
2025-06-30
Taxable
USD
336,656
15
1
60.2
RealEstate:28.7;Tech:22.5;Comm:33.1;Consumer:15.7
Value:19.3;Growth:10.9;Quality:15.7;Size:16.5;Momentum:16.8;LowVol:21.0
GLD:47.0;AAPL:22.6;VNQ:30.4
3
113
11
Bull
12.9
4.4
3.2
88
89
63:136
78
0.0122
false
false
MaxPos7%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
13
-12
1
null
BrokerA
MKT
100
10
18
-52
13
-53
12
null
null
Normal monitoring
114
1.9
Approved
4
Tax-aware sells next window
E9119
P7844
2025-03-31
Roth
USD
880,716
7.4
1
45.2
Financials:29.8;Comm:37.2;Health:32.9
Value:20.1;Growth:15.2;Quality:16.6;Size:8.5;Momentum:20.6;LowVol:19.0
MSFT:35.4;AMZN:27.0;BRK.B:37.7
2.6
166
15.7
Bear
33.9
3.31
2.1
160
-16
-32:1
45
0.0183
false
false
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
0
8
null
BrokerA
LMT
96
1
0
1
103
-35
21
null
null
Normal monitoring
123
1.5
Approved
4
Increase defensive factor exposure
E9120
P6830
2025-08-05
Roth
USD
931,503
8.2
1
64.4
Health:33.7;Energy:12.2;RealEstate:27.1;Industrials:27.0
Value:9.9;Growth:21.8;Quality:10.2;Size:15.9;Momentum:22.0;LowVol:20.2
MUB:19.9;QQQ:21.5;HYG:15.6;IEF:28.6;TLT:14.5
2.1
175
14.7
Bull
16.3
4.75
2.3
89
54
38:75
75
0.0105
false
true
MaxPos5%;MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
-32
8
Delta:-0.23;Vega:0.05
BrokerD
LMT
98
9
11
-60
-40
10
13
RegimeShift
Hedge
Volatility spike and breadth deterioration
111
1
Rejected
2
Increase defensive factor exposure
E9121
P0148
2025-08-16
Trust
USD
465,690
12.9
1
48.7
Industrials:23.5;Tech:13.7;Comm:9.0;Utilities:23.5;Health:30.3
Value:25.4;Growth:21.5;Quality:14.7;Size:17.0;Momentum:8.5;LowVol:13.0
AAPL:38.4;MUB:19.8;VTI:41.8
2.1
164
7.4
Bull
13.5
4.59
3.3
98
45
30:63
83
0.0097
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
-3
-17
2
null
BrokerA
VWAP
91
2
4
-36
-55
12
-11
null
null
Normal monitoring
178
2.1
Approved
3
Increase defensive factor exposure
E9122
P9689
2025-04-14
IRA
USD
509,262
17.3
1
56.3
Comm:9.2;Health:28.6;Tech:9.0;Consumer:28.5;Financials:24.6
Value:18.9;Growth:9.0;Quality:7.5;Size:24.8;Momentum:14.2;LowVol:25.5
VTI:32.7;BRK.B:41.1;VOO:26.2
3
142
14.1
Bear
23.4
4.26
2.1
191
13
-8:59
54
0.0093
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
20
5
10
null
BrokerB
MKT
89
8
15
113
187
-51
1
null
null
Normal monitoring
92
3.6
Approved
3
Monitor dispersion and breadth
E9123
P8251
2025-09-30
Taxable
USD
2,103,748
6.5
1
55.7
Health:21.7;RealEstate:16.1;Industrials:31.7;Utilities:14.4;Tech:16.1
Value:21.6;Growth:15.1;Quality:13.4;Size:13.5;Momentum:22.2;LowVol:14.3
AAPL:13.7;VTI:14.8;HYG:34.4;MUB:37.1
1.6
128
18.7
Sideways
19.3
3.78
2.9
124
31
2:65
55
0.0043
false
false
ESGOnly;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
15
-29
3
null
BrokerD
LMT
100
9
11
28
135
-41
17
null
null
Normal monitoring
120
1.7
null
3
Tax-aware sells next window
E9124
P4814
2025-08-29
401k
USD
666,171
8.3
1
57.2
Financials:18.1;Comm:23.7;RealEstate:19.6;Energy:21.6;Industrials:17.1
Value:16.7;Growth:10.3;Quality:25.1;Size:25.2;Momentum:14.5;LowVol:8.3
AAPL:22.9;IEF:28.6;GLD:13.4;HYG:23.2;MSFT:11.9
4.3
102
10.7
Bull
17.8
4.39
2
90
62
35:77
65
0.0138
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
5
8
3
null
BrokerA
MKT
93
10
7
88
175
-55
9
null
null
Normal monitoring
174
3.7
Approved
3
Increase defensive factor exposure
E9125
P1359
2025-11-26
401k
USD
649,943
16.1
1
40.6
Industrials:21.3;Financials:42.0;Comm:36.7
Value:15.7;Growth:19.4;Quality:19.2;Size:16.3;Momentum:14.5;LowVol:14.9
AAPL:34.1;AMZN:14.5;MUB:36.5;MSFT:14.8
1.4
162
14.3
Bear
29.6
3.22
1.3
196
-114
-134:-94
5
0.0044
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
-5
-31
3
null
BrokerC
LMT
100
12
11
-49
53
-3
35
null
null
Normal monitoring
193
3
null
4
Monitor dispersion and breadth
E9126
P0710
2025-11-08
Taxable
USD
1,134,661
6.8
1
63.4
RealEstate:27.0;Energy:24.9;Consumer:12.2;Utilities:36.0
Value:23.2;Growth:8.4;Quality:19.8;Size:22.9;Momentum:15.5;LowVol:10.2
VOO:24.1;MSFT:19.0;MUB:15.5;GLD:15.0;HYG:26.4
4.6
144
17.3
Bull
11.6
4.47
2.4
116
56
32:109
94
0.006
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
-9
15
8
null
BrokerC
VWAP
95
3
5
68
149
18
13
null
null
Normal monitoring
151
3.3
null
5
Tighten stops on momentum names
E9127
P9683
2024-11-01
IRA
USD
1,406,818
6.4
1
60.8
Utilities:48.0;Tech:35.8;Health:16.2
Value:20.7;Growth:23.7;Quality:10.5;Size:21.2;Momentum:10.8;LowVol:13.0
BND:26.6;HYG:27.9;AAPL:26.8;MSFT:18.7
4.6
181
12.1
Bear
28.3
3.14
1.5
214
7
-4:53
52
0.0178
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-5
9
Delta:-0.22;Vega:0.03
BrokerC
LMT
99
11
9
64
123
-58
-2
VAR>budget
Reduce
Risk above budget threshold
185
0.9
null
4
Monitor dispersion and breadth
E9128
P2952
2025-04-20
401k
USD
867,604
7
1
69.1
Comm:29.7;Utilities:21.1;Energy:35.3;Health:13.9
Value:26.6;Growth:14.8;Quality:10.9;Size:13.4;Momentum:15.7;LowVol:18.7
GLD:39.9;TSLA:29.4;XLF:11.7;VOO:18.9
3.1
157
15.4
Bull
11.6
3.81
3.4
106
64
29:119
83
0.0182
false
false
MaxPos6%;MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
9
6
2
null
BrokerB
LMT
91
3
6
56
182
-41
15
null
null
Normal monitoring
143
3.8
Approved
4
Tighten stops on momentum names
E9129
P4743
2024-08-26
IRA
USD
569,194
5.2
1
53.5
Industrials:41.3;Consumer:23.6;Energy:35.1
Value:16.1;Growth:19.7;Quality:17.0;Size:13.2;Momentum:13.6;LowVol:20.4
VTI:13.4;MUB:34.3;QQQ:23.0;IEF:11.3;BND:17.9
3.3
137
9
Bull
17.6
3.56
2.3
90
50
20:101
73
0.0057
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
-8
-19
10
null
BrokerB
MKT
94
7
8
94
125
18
33
null
null
Normal monitoring
204
2.9
Approved
4
Tax-aware sells next window
E9130
P4902
2025-01-31
Trust
USD
226,831
6.9
1
56.5
Materials:31.3;Energy:16.0;Utilities:34.2;Financials:18.6
Value:21.7;Growth:10.4;Quality:11.1;Size:26.8;Momentum:15.1;LowVol:14.9
VNQ:21.0;TLT:15.4;VOO:38.3;VTI:13.7;XLF:11.6
1.2
167
14.2
Bull
11.7
4.96
2.3
114
85
68:135
74
0.016
false
false
MaxSector35%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-35
12
null
BrokerC
MKT
97
7
14
-50
-79
-33
-21
null
null
Normal monitoring
93
3.9
Approved
3
Tax-aware sells next window
E9131
P7850
2025-07-01
401k
USD
644,111
3.3
1
54.1
RealEstate:51.3;Industrials:28.3;Energy:20.4
Value:8.2;Growth:25.3;Quality:8.8;Size:9.5;Momentum:23.2;LowVol:25.1
GLD:32.2;VTI:44.5;BND:23.3
4.4
250
21.8
Bull
17.9
4.08
3.4
93
94
72:121
83
0.0191
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
5
-21
7
Delta:-0.23;Vega:0.05
BrokerB
MKT
89
3
0
0
92
-48
29
VAR>budget
TightenStops
Risk above budget threshold
190
0.8
null
2
Monitor dispersion and breadth
E9132
P0112
2025-05-08
Roth
USD
397,485
15.8
1
67.3
Health:25.7;Materials:25.2;Industrials:23.9;Utilities:25.3
Value:18.7;Growth:22.3;Quality:17.6;Size:13.2;Momentum:17.9;LowVol:10.4
MUB:29.3;XLF:19.2;TLT:17.4;VOO:7.7;MSFT:26.4
1.1
167
10.9
Volatile
29.1
4.97
3.7
112
63
23:106
69
0.0146
false
false
MaxPos5%
null
VarNear
Sell
Trim extended winner -1.0%
6
-10
11
null
BrokerA
MKT
95
3
10
45
103
-59
-15
null
null
Normal monitoring
141
1.2
Approved
4
Monitor dispersion and breadth
E9133
P0576
2025-09-18
401k
USD
1,023,979
5.7
1
66.3
Health:21.2;Industrials:46.1;Financials:32.7
Value:19.6;Growth:13.4;Quality:9.8;Size:21.4;Momentum:21.9;LowVol:13.9
VOO:10.3;HYG:20.1;AAPL:22.0;GLD:17.2;VNQ:20.1;XLF:10.3
3.2
216
18.2
Bear
33.2
3.98
2.8
132
-28
-67:-2
35
0.005
false
true
ESGOnly;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-40
6
null
BrokerB
LMT
89
10
11
72
60
-49
30
VAR>budget
Hedge
Risk above budget threshold
191
0.9
Approved
2
Tighten stops on momentum names
E9134
P5708
2024-10-13
Roth
USD
396,201
8.4
1
58.3
Materials:24.6;Comm:25.1;Health:20.5;Utilities:16.0;Industrials:13.9
Value:22.5;Growth:12.0;Quality:24.3;Size:14.2;Momentum:15.7;LowVol:11.2
AMZN:15.5;BND:5.8;IEF:24.8;TSLA:26.4;MUB:9.4;TLT:18.1
2.1
94
16
Volatile
23.5
5.39
2.2
170
-8
-36:16
57
0.0144
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
31
-18
1
null
BrokerD
LMT
92
12
15
0
-21
20
-14
null
null
Normal monitoring
172
1
null
4
Within IPS guidelines
E9135
P2314
2025-02-24
Trust
USD
828,514
6
1.15
52.2
Comm:31.8;Utilities:31.6;Industrials:36.6
Value:13.5;Growth:12.3;Quality:16.5;Size:21.0;Momentum:23.4;LowVol:13.4
HYG:16.1;MUB:19.8;VTI:22.4;AMZN:29.9;QQQ:11.8
4
166
10.5
Volatile
30.7
5.33
3.3
121
1
-21:32
48
0.0139
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-23
1
null
BrokerD
LMT
93
6
12
-11
38
-9
22
null
null
Normal monitoring
122
2.6
Approved
3
Tax-aware sells next window
E9136
P2817
2025-08-24
Trust
USD
1,575,792
8.8
1.12
54
Financials:28.3;Consumer:30.7;Health:40.9
Value:27.2;Growth:16.0;Quality:8.7;Size:12.3;Momentum:15.4;LowVol:20.4
IEF:22.8;VNQ:27.3;VTI:36.8;TSLA:13.1
2.2
213
20.6
Bull
15
4.38
2
95
25
-9:49
71
0.0042
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
13
9
null
BrokerD
MKT
98
9
17
-23
15
-18
17
RegimeShift
TightenStops
Volatility spike and breadth deterioration
206
2.6
Approved
3
Tighten stops on momentum names
E9137
P1996
2025-11-17
Roth
USD
2,250,848
9
1
56.3
Comm:26.3;Materials:20.8;Tech:28.4;RealEstate:24.5
Value:20.0;Growth:22.5;Quality:7.4;Size:8.7;Momentum:19.0;LowVol:22.4
BND:14.4;BRK.B:21.8;VTI:63.8
1.8
165
19.8
Bear
31.3
3.26
1.5
196
-110
-120:-66
5
0.0166
false
false
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-13
7
null
BrokerD
VWAP
100
8
9
-57
-67
-21
-10
null
null
Normal monitoring
101
3.1
Approved
3
Tax-aware sells next window
E9138
P0724
2024-08-16
Roth
USD
1,160,988
5.6
1
59.4
Utilities:26.7;Materials:21.9;RealEstate:12.7;Health:13.4;Industrials:25.2
Value:12.2;Growth:20.4;Quality:12.2;Size:29.0;Momentum:16.1;LowVol:10.0
IEF:8.9;GLD:13.2;AAPL:13.7;HYG:27.9;VOO:21.5;MUB:14.9
4.7
271
21.6
Sideways
22
4.59
2.9
136
-13
-46:18
30
0.0049
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
26
-32
8
null
BrokerB
MKT
98
5
5
-58
-83
-59
40
VAR>budget
Hedge
Risk above budget threshold
191
1.4
null
5
Monitor dispersion and breadth
E9139
P1608
2025-05-30
401k
USD
774,778
9.4
1
71.4
Industrials:13.9;Health:19.8;Comm:37.0;Utilities:29.3
Value:22.5;Growth:25.9;Quality:14.3;Size:12.2;Momentum:9.5;LowVol:15.6
TSLA:19.7;GLD:6.0;VTI:26.8;AMZN:23.1;IEF:24.4
1.1
152
14.8
Bear
25.9
3.89
2.1
164
37
9:70
74
0.0094
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
35
12
4
null
BrokerD
MKT
94
7
14
105
125
-49
-4
null
null
Normal monitoring
154
1
Approved
5
Tax-aware sells next window
E9140
P1027
2025-06-05
Trust
USD
1,270,425
9.5
1
69.4
Energy:27.8;Utilities:27.3;Industrials:32.5;Financials:12.5
Value:8.9;Growth:14.9;Quality:18.1;Size:27.3;Momentum:20.5;LowVol:10.3
IEF:20.2;AMZN:15.5;XLF:8.1;QQQ:20.0;MUB:9.3;BRK.B:26.9
4.4
135
19.4
Bear
32.6
3.51
2.3
145
-106
-146:-85
10
0.0035
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
24
-20
11
null
BrokerD
LMT
89
6
7
6
110
17
-16
null
null
Normal monitoring
124
1.2
Approved
5
Increase defensive factor exposure
E9141
P9598
2025-11-13
Roth
USD
1,308,495
4
1
67.6
Financials:14.7;Industrials:19.0;Utilities:12.2;Materials:27.2;RealEstate:26.9
Value:9.1;Growth:11.4;Quality:19.7;Size:12.1;Momentum:28.1;LowVol:19.6
GLD:15.8;VOO:25.3;IEF:33.6;BND:25.3
3.8
279
20.3
Volatile
29.5
4
2.5
136
-32
-69:-3
17
0.0091
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-30
4
null
BrokerB
VWAP
89
5
11
104
168
1
31
VAR>budget
Hedge
Risk above budget threshold
172
1.4
SuggestedEdits
2
Tax-aware sells next window
E9142
P3693
2025-03-20
Trust
USD
1,243,084
5.2
1
49.8
Industrials:51.0;Comm:22.6;Health:26.4
Value:8.8;Growth:26.3;Quality:23.6;Size:13.9;Momentum:8.3;LowVol:19.1
GLD:17.2;MUB:23.3;TLT:19.4;XLF:15.2;BND:7.8;AAPL:17.0
2.2
167
19.6
Bull
14.4
4.99
2.5
89
8
-13:45
69
0.0038
false
false
null
null
null
Sell
Trim extended winner -1.0%
30
14
9
null
BrokerC
MKT
99
3
1
43
150
-23
-4
null
null
Normal monitoring
129
2.1
Approved
3
Tax-aware sells next window
E9143
P3297
2025-08-05
Roth
USD
449,238
8.7
1
58.5
Health:15.5;Comm:22.8;Financials:12.5;Tech:27.9;Industrials:21.4
Value:6.8;Growth:12.5;Quality:22.4;Size:18.4;Momentum:21.9;LowVol:18.0
TLT:18.3;VTI:16.7;HYG:21.7;TSLA:11.7;QQQ:31.5
1.6
118
15.4
Sideways
16.5
3.84
2.7
115
-22
-55:21
56
0.0111
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
19
-21
9
null
BrokerB
LMT
100
2
4
3
23
-23
26
null
null
Normal monitoring
194
3.8
Approved
3
Within IPS guidelines
E9144
P2964
2024-08-16
Roth
USD
732,806
11.5
1
46.6
RealEstate:28.9;Financials:14.0;Materials:24.5;Utilities:23.0;Energy:9.7
Value:22.3;Growth:9.9;Quality:19.3;Size:10.7;Momentum:15.0;LowVol:22.8
GLD:11.4;VOO:19.2;TLT:14.8;TSLA:27.8;MSFT:26.7
4.2
107
13.4
Bull
11.5
3.96
2.3
99
96
85:133
100
0.0078
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
19
-28
7
null
BrokerA
VWAP
93
3
11
14
-24
-33
-16
null
null
Normal monitoring
143
2.8
Approved
4
Increase defensive factor exposure
E9145
P9235
2024-08-05
IRA
USD
1,664,895
8.9
1
44.1
Materials:18.5;Health:42.0;Industrials:20.3;Comm:19.2
Value:16.6;Growth:14.4;Quality:17.2;Size:22.0;Momentum:7.6;LowVol:22.2
IEF:55.9;MUB:19.1;QQQ:25.0
4.3
235
22.3
Sideways
16.3
4.83
3.4
119
-25
-63:4
36
0.0048
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-30
9
null
BrokerC
MKT
94
2
2
96
105
-21
-5
VAR>budget
Reduce
Risk above budget threshold
158
1.5
Approved
3
Tighten stops on momentum names
E9146
P5419
2024-11-29
Roth
USD
564,052
7.7
1
45.6
Utilities:29.0;Comm:31.1;Energy:39.8
Value:12.9;Growth:17.6;Quality:25.3;Size:19.2;Momentum:11.7;LowVol:13.2
BRK.B:19.4;IEF:11.9;VTI:29.0;AAPL:10.1;VNQ:29.7
4.9
171
21.6
Bull
12.3
3.77
2.3
81
95
81:110
100
0.0136
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-28
7
null
BrokerD
LMT
96
3
2
117
135
-57
38
VAR>budget
Reduce
Risk above budget threshold
105
1.7
Approved
4
Tighten stops on momentum names
E9147
P4929
2025-01-23
Roth
USD
399,985
12.8
1
36.3
Industrials:20.7;Utilities:24.5;Tech:23.5;Health:8.2;Financials:23.0
Value:29.1;Growth:13.0;Quality:11.7;Size:17.0;Momentum:11.6;LowVol:17.7
VOO:26.7;VTI:24.3;TLT:19.8;MUB:10.1;XLF:9.0;HYG:10.1
2.1
127
14.5
Bull
14.3
4.05
3
105
101
64:131
94
0.0045
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
23
6
5
null
BrokerD
LMT
98
1
0
2
91
-24
14
null
null
Normal monitoring
195
3.2
Approved
4
Tighten stops on momentum names
E9148
P4066
2024-10-09
Trust
USD
553,793
12.1
1
40.8
Comm:19.1;Consumer:23.7;Utilities:24.7;RealEstate:13.6;Energy:19.0
Value:19.4;Growth:26.9;Quality:10.8;Size:14.9;Momentum:15.0;LowVol:13.0
VNQ:31.8;BND:26.0;MSFT:13.0;AAPL:29.2
2.8
126
14.9
Bull
12.7
4.74
2.8
106
1
-37:29
44
0.0159
false
false
MaxPos5%
null
null
Hedge
Buy index puts 1.0% notional, 30d
31
-14
5
Delta:-0.17;Vega:0.03
BrokerC
MKT
98
4
8
-52
81
-10
28
null
null
Normal monitoring
169
1.9
Approved
5
Tax-aware sells next window
E9149
P6080
2025-05-30
401k
USD
676,019
11.3
1
48.7
RealEstate:27.9;Financials:32.9;Materials:39.3
Value:25.9;Growth:12.1;Quality:12.8;Size:9.9;Momentum:26.9;LowVol:12.4
BRK.B:19.3;QQQ:18.7;VNQ:28.5;GLD:22.7;MSFT:10.8
4.6
163
8.5
Sideways
17.2
4.78
3.4
134
-3
-24:25
44
0.0047
false
false
MaxSector30%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
28
14
4
null
BrokerD
MKT
95
9
7
25
121
2
-5
null
null
Normal monitoring
207
3
null
4
Monitor dispersion and breadth
E9150
P4812
2024-12-24
Roth
USD
347,843
15.2
1
39.2
Financials:30.6;Health:20.7;Tech:14.7;Energy:34.0
Value:16.8;Growth:22.3;Quality:16.2;Size:18.8;Momentum:13.8;LowVol:12.1
IEF:18.6;TLT:11.9;MSFT:13.7;XLF:12.1;BND:22.9;AAPL:20.7
4.1
118
12.9
Bear
26.2
3.67
1.8
211
15
-1:46
49
0.0179
false
false
MaxPos5%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
3
2
4
Delta:-0.09;Vega:0.06
BrokerC
MKT
95
5
2
5
115
-29
26
null
null
Normal monitoring
204
1.7
null
3
Within IPS guidelines
E9151
P7175
2024-07-10
Taxable
USD
1,907,095
8.6
1
65.9
Industrials:12.8;Financials:38.3;Materials:32.0;RealEstate:16.9
Value:25.2;Growth:14.9;Quality:10.6;Size:22.5;Momentum:16.8;LowVol:10.0
MUB:33.1;MSFT:16.5;AAPL:32.2;VTI:18.2
5.8
145
21.9
Sideways
15.8
4.48
3.5
130
54
37:109
65
0.0124
false
false
ESGOnly
null
DriftNear
Sell
Trim extended winner -1.0%
34
-7
6
null
BrokerA
VWAP
92
3
10
-41
-11
4
-10
null
null
Normal monitoring
108
1.4
Approved
5
Monitor dispersion and breadth
E9152
P2787
2024-10-03
Taxable
USD
1,419,386
8.7
1
65.6
Materials:22.9;Utilities:32.6;Health:25.2;Tech:19.3
Value:18.0;Growth:20.3;Quality:7.6;Size:19.2;Momentum:19.5;LowVol:15.4
MSFT:10.4;AMZN:26.4;XLF:24.7;VTI:24.4;MUB:14.1
2.4
161
10.9
Bull
16.7
4.96
2.7
109
8
-9:23
61
0.0141
false
false
ESGOnly;MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-1
2
null
BrokerB
MKT
92
2
4
88
202
-7
-6
null
null
Normal monitoring
165
1.2
null
4
Monitor dispersion and breadth
E9153
P4936
2025-03-24
401k
USD
408,641
10
1
48.8
Consumer:36.7;Materials:31.4;Tech:31.9
Value:20.4;Growth:16.3;Quality:17.5;Size:18.0;Momentum:11.9;LowVol:15.9
GLD:23.6;VOO:8.8;QQQ:16.8;XLF:25.9;AAPL:24.9
3.6
180
13.5
Bear
23.1
4.15
1.6
132
-37
-74:-15
33
0.0076
false
true
MaxPos5%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
5
8
null
BrokerC
LMT
91
2
6
118
209
-34
22
RegimeShift
Reduce
Volatility spike and breadth deterioration
101
2.3
null
5
Tax-aware sells next window
E9154
P9863
2024-08-27
Trust
USD
562,498
13
1
53.4
Industrials:27.3;Energy:26.3;Materials:46.4
Value:23.5;Growth:10.1;Quality:19.8;Size:15.6;Momentum:12.3;LowVol:18.7
VOO:9.6;XLF:17.9;GLD:8.7;QQQ:37.7;AAPL:26.1
1.6
128
10.6
Volatile
23
4.49
4
165
5
-20:34
38
0.0134
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
19
-8
3
null
BrokerB
MKT
95
2
1
34
84
-8
21
null
null
Normal monitoring
217
1.9
Approved
4
Tax-aware sells next window
E9155
P6586
2025-05-03
401k
USD
1,603,061
7.2
1.06
66.7
Utilities:34.6;Tech:37.2;Industrials:28.1
Value:8.8;Growth:19.5;Quality:13.7;Size:20.2;Momentum:18.8;LowVol:19.0
MUB:23.0;HYG:14.8;AMZN:20.5;GLD:14.2;QQQ:12.9;XLF:14.7
2.2
163
16.6
Bull
15.3
3.99
2.8
108
23
-2:67
43
0.0108
false
false
ESGOnly
null
VarNear
Sell
Trim extended winner -1.0%
14
-36
1
null
BrokerC
MKT
98
2
3
112
114
-50
0
null
null
Normal monitoring
126
1.4
Approved
3
Monitor dispersion and breadth
E9156
P0701
2025-01-31
Trust
USD
559,260
8.4
1
66.8
Financials:17.3;Health:31.1;Materials:51.7
Value:19.5;Growth:11.0;Quality:23.6;Size:25.5;Momentum:8.9;LowVol:11.5
BRK.B:21.2;VTI:20.2;VNQ:10.7;TLT:20.6;IEF:15.9;AAPL:11.5
4.6
161
15.6
Bull
15.7
4.21
2.9
76
76
50:110
84
0.0138
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
-1
-4
9
null
BrokerA
VWAP
89
10
12
-12
-20
15
38
null
null
Normal monitoring
114
1.9
Approved
5
Increase defensive factor exposure
E9157
P6462
2024-07-07
IRA
USD
160,525
11.6
1
36.4
Financials:13.9;Tech:29.6;Comm:13.1;Consumer:14.8;RealEstate:28.6
Value:13.2;Growth:22.2;Quality:9.0;Size:19.6;Momentum:18.7;LowVol:17.3
VNQ:19.1;BND:24.2;MUB:19.6;AAPL:17.9;TSLA:19.2
4
156
10.3
Sideways
20.5
3.84
3.2
90
-26
-57:3
51
0.0045
false
false
MaxPos5%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-12
-11
5
null
BrokerD
VWAP
95
4
2
-28
5
-59
-25
null
null
Normal monitoring
178
2.3
Approved
4
Monitor dispersion and breadth
E9158
P8370
2025-12-26
Taxable
USD
1,863,275
8.5
1
58.8
Industrials:45.1;Utilities:21.7;RealEstate:33.2
Value:15.2;Growth:11.9;Quality:23.7;Size:15.7;Momentum:23.0;LowVol:10.4
VTI:21.0;AAPL:16.5;GLD:18.5;TSLA:21.7;AMZN:22.3
2.2
213
21.9
Volatile
28
4.68
3.4
130
76
62:109
100
0.0094
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
0
6
null
BrokerD
VWAP
94
10
17
51
57
-57
2
VAR>budget
Hedge
Risk above budget threshold
96
1.9
null
4
Tighten stops on momentum names
E9159
P9721
2025-07-20
Trust
USD
797,873
12
1
37.9
Materials:25.9;Health:10.0;Utilities:30.4;Financials:33.7
Value:20.1;Growth:7.6;Quality:21.4;Size:16.7;Momentum:16.2;LowVol:18.1
VTI:13.2;QQQ:19.2;AAPL:26.8;BND:24.0;GLD:16.8
4.3
156
13
Bull
16.6
4.95
3.2
84
23
-2:75
68
0.0178
false
false
MaxPos8%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
11
-33
1
null
BrokerC
MKT
96
5
11
-13
10
-13
15
null
null
Normal monitoring
123
1.5
Approved
4
Within IPS guidelines
E9160
P8247
2024-10-17
Trust
USD
1,357,819
6.7
1.18
46.2
Tech:22.3;Industrials:20.7;Health:25.5;Financials:23.1;RealEstate:8.4
Value:15.7;Growth:19.0;Quality:20.5;Size:19.8;Momentum:9.5;LowVol:15.6
AMZN:38.5;BND:9.5;VTI:17.1;AAPL:34.9
3.2
177
14.5
Volatile
21.9
4.94
3.4
118
3
-11:21
41
0.019
false
false
MaxPos7%
null
null
Hedge
Buy index puts 1.0% notional, 30d
33
7
6
Delta:-0.09;Vega:0.06
BrokerB
MKT
95
9
8
114
144
-42
-22
null
null
Normal monitoring
158
1.9
Approved
4
Tax-aware sells next window
E9161
P5509
2024-09-14
Taxable
USD
1,187,630
5.1
1
46.6
Industrials:31.2;Utilities:31.7;Financials:37.1
Value:10.6;Growth:12.3;Quality:18.9;Size:27.1;Momentum:12.5;LowVol:18.5
GLD:40.5;QQQ:32.0;TLT:27.4
6.4
245
14.1
Bear
28.3
3.44
1.1
194
28
18:65
82
0.0093
true
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
-25
12
Delta:-0.21;Vega:0.03
BrokerC
LMT
92
3
7
-38
39
-38
31
VAR>budget
Hedge
Risk above budget threshold
183
1.4
SuggestedEdits
4
Tighten stops on momentum names
E9162
P3901
2025-07-23
401k
USD
1,900,691
6.3
1
58.1
Consumer:15.8;Tech:12.7;Energy:24.2;Health:19.9;Industrials:27.4
Value:21.4;Growth:21.1;Quality:9.1;Size:20.8;Momentum:6.9;LowVol:20.6
QQQ:26.4;AMZN:14.0;IEF:28.1;HYG:31.5
4.3
208
20.5
Bear
22.8
3.51
2.6
145
-59
-70:-33
34
0.0058
false
true
ESGOnly;MaxPos6%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
-37
1
Delta:-0.2;Vega:0.05
BrokerA
MKT
92
5
5
-32
-11
-28
6
VAR>budget
Hedge
Risk above budget threshold
146
2.8
null
2
Tax-aware sells next window
E9163
P9861
2025-11-20
Taxable
USD
1,277,053
5.4
1
35.8
Health:36.9;Utilities:22.6;Materials:40.5
Value:13.9;Growth:18.2;Quality:16.8;Size:15.1;Momentum:9.1;LowVol:26.9
VOO:47.9;TLT:13.7;XLF:38.5
5.5
188
14.2
Sideways
16.9
3.52
3.2
115
22
-7:59
50
0.0127
false
true
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
3
-23
12
null
BrokerC
MKT
96
1
4
115
87
4
7
RegimeShift
Hedge
Volatility spike and breadth deterioration
153
3.2
Approved
5
Tighten stops on momentum names
E9164
P4983
2025-12-09
Taxable
USD
1,296,120
3
1
50.8
RealEstate:41.0;Materials:29.6;Industrials:29.4
Value:9.1;Growth:17.9;Quality:16.0;Size:21.5;Momentum:11.1;LowVol:24.4
TLT:17.8;VOO:22.3;QQQ:11.0;AMZN:17.4;MUB:17.5;BRK.B:13.9
4.8
176
18.2
Volatile
25.9
4.48
3.7
139
-23
-61:22
52
0.0185
false
false
MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
20
-7
3
Delta:-0.14;Vega:0.03
BrokerC
MKT
89
8
6
104
168
-41
-3
null
null
Normal monitoring
219
2.3
Approved
5
Monitor dispersion and breadth
E9165
P2299
2024-11-22
IRA
USD
876,654
8
1
74.5
RealEstate:34.1;Industrials:31.9;Financials:34.0
Value:21.1;Growth:13.0;Quality:18.2;Size:18.0;Momentum:19.0;LowVol:10.6
BRK.B:34.6;XLF:9.8;GLD:30.7;VTI:15.1;AAPL:9.8
3.4
90
8.7
Bear
27.9
4.31
2
133
-8
-19:7
28
0.0107
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
12
6
6
null
BrokerA
VWAP
0
0
0
84
204
-59
-7
null
null
Normal monitoring
114
3.7
Approved
5
Within IPS guidelines
E9166
P6810
2025-12-11
Roth
USD
1,610,494
7.7
1.19
37.2
Health:20.1;Financials:22.5;Utilities:31.2;Consumer:11.0;Energy:15.2
Value:20.3;Growth:7.6;Quality:16.0;Size:21.7;Momentum:16.2;LowVol:18.2
XLF:9.1;VTI:13.0;GLD:30.1;VOO:16.1;IEF:8.8;HYG:22.8
3.6
222
18.2
Bull
12.9
4.5
2.6
118
120
103:135
100
0.0181
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
13
-10
5
Delta:-0.19;Vega:0.07
BrokerB
VWAP
96
11
12
82
205
-50
39
VAR>budget
Reduce
Risk above budget threshold
138
3.5
SuggestedEdits
4
Tax-aware sells next window
E9167
P8676
2025-06-05
IRA
USD
777,868
4.7
1
62.6
RealEstate:41.6;Health:43.0;Financials:15.4
Value:10.9;Growth:19.1;Quality:24.3;Size:14.2;Momentum:16.9;LowVol:14.6
BND:14.4;AMZN:22.0;XLF:32.1;IEF:23.5;TLT:8.0
5.1
255
16.3
Bull
15
4.62
2.7
84
118
103:173
100
0.0129
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
2
-8
3
Delta:-0.08;Vega:0.05
BrokerB
MKT
95
11
17
119
132
-57
-4
RegimeShift
TightenStops
Volatility spike and breadth deterioration
171
2.3
SuggestedEdits
2
Monitor dispersion and breadth
E9168
P6084
2025-05-04
Roth
USD
278,830
5.7
1
61.7
Tech:26.6;Materials:29.2;Consumer:15.5;Health:19.1;Energy:9.6
Value:18.3;Growth:19.8;Quality:7.0;Size:21.8;Momentum:15.8;LowVol:17.4
XLF:33.8;BRK.B:32.6;VOO:33.6
3.6
99
15.1
Bear
23.3
3.01
1.5
208
-98
-127:-66
5
0.0102
false
false
null
null
null
Buy
Add core equity +1.0% from cash
2
5
3
null
BrokerA
LMT
89
12
14
-44
-76
-60
-13
null
null
Normal monitoring
92
1.7
Approved
4
Monitor dispersion and breadth
E9169
P8079
2024-12-03
Taxable
USD
524,978
8.4
1
67.1
Financials:11.1;Energy:31.3;Materials:13.7;Utilities:25.1;Industrials:18.8
Value:21.2;Growth:15.9;Quality:14.1;Size:17.3;Momentum:13.1;LowVol:18.4
TLT:14.4;VOO:12.5;BND:23.1;AAPL:24.5;GLD:5.6;QQQ:19.9
4.9
141
10.3
Bear
22.4
3.9
1.6
140
15
-21:49
45
0.0138
false
false
MaxSector25%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
9
8
1
null
BrokerB
LMT
92
12
17
1
16
1
4
null
null
Normal monitoring
120
1.3
Approved
5
Monitor dispersion and breadth
E9170
P5877
2024-08-13
IRA
USD
165,308
16.1
1
47.8
Industrials:16.3;Comm:34.6;Materials:31.2;Consumer:17.9
Value:8.1;Growth:18.4;Quality:21.6;Size:21.1;Momentum:9.7;LowVol:21.1
MUB:17.4;AMZN:27.7;IEF:28.5;TSLA:26.4
1.6
141
14.5
Bull
15.3
4.31
2.6
95
27
-11:75
62
0.0192
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
29
-31
5
null
BrokerC
LMT
94
11
17
-50
-74
-44
15
null
null
Normal monitoring
218
1.8
Approved
3
Monitor dispersion and breadth
E9171
P3490
2024-12-18
Taxable
USD
1,015,285
7.7
1
54.9
Materials:22.2;Comm:35.2;Financials:42.7
Value:21.7;Growth:17.9;Quality:18.8;Size:7.7;Momentum:18.8;LowVol:15.1
BND:41.7;IEF:25.7;XLF:32.6
3.8
206
15.8
Volatile
26.9
4.94
2
131
14
-10:39
63
0.0194
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-7
-20
9
Delta:-0.22;Vega:0.08
BrokerD
MKT
96
6
8
-22
67
-5
-22
RegimeShift
Pause
Volatility spike and breadth deterioration
150
1.6
Approved
5
Monitor dispersion and breadth
E9172
P4006
2025-08-02
Trust
USD
601,962
13.1
1
52.5
Materials:19.1;Comm:24.6;Energy:20.8;Financials:35.6
Value:19.1;Growth:10.4;Quality:13.7;Size:16.2;Momentum:23.0;LowVol:17.6
MUB:6.2;BND:29.4;GLD:15.5;VOO:23.6;BRK.B:25.3
1.6
134
14.8
Volatile
31.6
3.67
3.3
115
-36
-60:17
32
0.012
false
false
MaxSector35%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
13
-29
11
Delta:-0.2;Vega:0.05
BrokerD
VWAP
100
9
10
100
107
7
32
null
null
Normal monitoring
176
2.6
Approved
5
Tighten stops on momentum names
E9173
P3219
2025-02-17
IRA
USD
1,942,215
5.1
1
58.4
Consumer:18.7;Health:43.1;Industrials:38.2
Value:16.0;Growth:15.8;Quality:20.5;Size:24.4;Momentum:13.4;LowVol:9.8
TLT:9.3;MSFT:20.2;AMZN:34.5;GLD:24.2;VNQ:11.7
4.9
166
21.9
Bear
27.9
3.29
2.8
153
-72
-84:-32
13
0.011
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
-8
-24
3
null
BrokerD
VWAP
90
3
2
31
10
-4
32
null
null
Normal monitoring
164
1.1
Approved
5
Tighten stops on momentum names
E9174
P6817
2025-07-04
IRA
USD
871,517
7.4
1
41.6
Energy:25.2;Utilities:11.8;Financials:16.0;Industrials:24.1;Health:22.9
Value:19.1;Growth:11.3;Quality:25.9;Size:13.9;Momentum:19.1;LowVol:10.6
BRK.B:22.8;QQQ:8.0;BND:22.5;TLT:14.0;XLF:32.8
1.9
110
7
Sideways
15.4
3.68
2
119
-18
-52:32
44
0.0169
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-8
-14
7
null
BrokerD
MKT
88
12
17
83
128
-9
13
null
null
Normal monitoring
154
1.9
null
5
Tighten stops on momentum names
E9175
P3908
2024-10-01
Taxable
USD
371,573
14.3
1
68.8
Financials:23.2;RealEstate:17.5;Industrials:21.5;Utilities:22.8;Consumer:15.0
Value:18.5;Growth:7.6;Quality:20.0;Size:13.9;Momentum:20.2;LowVol:19.8
MUB:17.3;TSLA:28.2;QQQ:16.3;VNQ:18.0;XLF:13.3;VTI:7.0
2.8
98
7.2
Bull
11.3
3.98
2.3
112
59
27:83
76
0.0139
false
false
null
null
null
Buy
Add core equity +1.0% from cash
-11
-20
10
null
BrokerD
LMT
91
4
2
40
25
-20
27
null
null
Normal monitoring
116
3.6
Approved
3
Increase defensive factor exposure
E9176
P5943
2025-07-22
IRA
USD
882,893
7.1
1
69.5
Consumer:23.6;Industrials:30.0;Health:26.2;Tech:20.3
Value:12.0;Growth:21.0;Quality:10.5;Size:19.8;Momentum:18.2;LowVol:18.5
AMZN:20.6;VOO:36.7;VNQ:23.7;TLT:18.9
2.5
150
13.4
Bull
11.8
4.57
3.1
71
27
-12:46
47
0.0187
false
false
MaxSector25%
null
null
NoAction
Within policy bands; defer
-3
-12
1
null
BrokerD
VWAP
0
0
0
77
50
-47
28
null
null
Normal monitoring
102
3.1
null
4
Tax-aware sells next window
E9177
P6040
2025-09-02
Roth
USD
2,195,873
6.6
1.2
40.3
Energy:27.1;RealEstate:45.5;Financials:27.4
Value:9.5;Growth:19.2;Quality:21.7;Size:23.1;Momentum:12.1;LowVol:14.6
TSLA:9.6;BND:18.2;VNQ:16.1;MSFT:18.1;TLT:26.2;BRK.B:11.8
2.4
128
19.5
Bull
17.5
4.7
2.1
80
95
79:136
100
0.0144
false
false
ESGOnly;MaxPos6%;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
24
-10
2
Delta:-0.23;Vega:0.08
BrokerC
LMT
93
11
13
-2
5
15
26
null
null
Normal monitoring
194
2.1
null
3
Increase defensive factor exposure
E9178
P1204
2025-01-26
Trust
USD
790,360
7.8
1
35
Financials:35.5;Health:18.4;Energy:46.0
Value:8.3;Growth:21.2;Quality:16.5;Size:17.0;Momentum:18.3;LowVol:18.8
AAPL:26.5;BRK.B:22.2;TSLA:22.8;VTI:28.5
4.7
180
14.2
Volatile
30.8
4.35
3
169
59
39:75
80
0.0164
false
true
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
13
3
null
BrokerB
LMT
92
6
6
109
79
-28
30
VAR>budget
Reduce
Risk above budget threshold
153
1
Approved
5
Increase defensive factor exposure
E9179
P1934
2025-12-20
Trust
USD
703,093
16.1
1
38.8
Consumer:14.2;Health:32.1;Tech:20.3;Energy:10.2;Materials:23.2
Value:15.1;Growth:18.1;Quality:17.0;Size:11.6;Momentum:19.4;LowVol:18.8
TSLA:35.3;MSFT:27.4;TLT:37.3
4.9
147
15.8
Volatile
27.3
3.56
3.9
150
-49
-75:-3
30
0.0108
false
false
MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
15
-27
6
null
BrokerA
LMT
97
7
7
-14
56
-18
7
null
null
Normal monitoring
188
1.6
Approved
5
Tighten stops on momentum names
E9180
P4057
2025-08-27
IRA
USD
885,988
14.7
1
58.4
Comm:30.8;Industrials:22.4;Financials:28.2;Energy:18.6
Value:13.0;Growth:17.2;Quality:19.2;Size:23.8;Momentum:8.7;LowVol:18.2
MUB:18.9;BND:22.1;TSLA:24.8;AAPL:17.4;GLD:16.8
3.4
141
8.1
Volatile
31.8
4.31
2.3
118
-19
-47:26
56
0.0088
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
31
2
5
null
BrokerA
LMT
97
12
12
42
103
-11
36
null
null
Normal monitoring
217
3.5
Approved
3
Monitor dispersion and breadth
E9181
P3054
2024-10-31
Trust
USD
845,852
14.4
1
47.2
Comm:17.6;Financials:19.6;Tech:22.7;Health:18.4;Utilities:21.7
Value:17.6;Growth:17.2;Quality:19.1;Size:17.4;Momentum:13.1;LowVol:15.6
GLD:11.3;IEF:17.3;BRK.B:28.6;VOO:18.8;TLT:24.0
2.8
97
15.2
Volatile
30.9
5.49
3.6
133
-12
-45:8
26
0.0163
false
false
MaxPos5%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
12
-34
11
null
BrokerD
LMT
88
4
4
-52
-42
-16
-19
null
null
Normal monitoring
220
1.5
null
5
Tighten stops on momentum names
E9182
P3690
2024-07-24
Taxable
USD
2,411,732
7.1
1
51.4
Materials:33.0;Financials:18.9;Energy:17.8;Utilities:30.3
Value:14.1;Growth:17.8;Quality:12.3;Size:17.1;Momentum:14.6;LowVol:24.2
GLD:26.4;IEF:17.8;AMZN:36.8;AAPL:19.0
5.6
163
10.2
Sideways
21.8
4.23
2.7
99
16
-15:52
61
0.006
false
false
ESGOnly;MaxPos8%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
-10
-30
3
null
BrokerB
LMT
100
1
2
55
164
2
33
null
null
Normal monitoring
194
1.5
Approved
5
Monitor dispersion and breadth
E9183
P4306
2025-02-15
Trust
USD
509,687
9.7
1
49.3
Financials:9.7;Tech:29.4;RealEstate:10.1;Consumer:26.5;Industrials:24.2
Value:16.3;Growth:12.2;Quality:21.5;Size:21.5;Momentum:7.8;LowVol:20.7
TLT:8.4;VTI:18.1;VOO:21.1;HYG:16.8;AMZN:23.1;AAPL:12.5
3.9
167
8.1
Volatile
21.8
3.69
2.7
154
-13
-23:6
42
0.0099
false
false
MaxPos5%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
-2
11
null
BrokerB
MKT
98
6
13
-38
-60
0
-20
null
null
Normal monitoring
97
1.4
null
4
Within IPS guidelines
E9184
P7046
2025-08-15
Trust
USD
835,325
5.1
1
39
Comm:15.9;Consumer:20.4;Energy:26.1;RealEstate:9.5;Materials:28.0
Value:10.9;Growth:19.4;Quality:18.8;Size:7.1;Momentum:22.3;LowVol:21.5
MUB:10.7;HYG:18.4;GLD:14.0;TSLA:18.3;XLF:16.7;IEF:21.9
3.8
160
15.1
Bull
11.4
3.65
2.3
115
26
-6:73
50
0.0057
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
25
-4
5
null
BrokerC
MKT
89
8
7
-50
31
19
34
null
null
Normal monitoring
194
3.4
Approved
5
Tax-aware sells next window
E9185
P1112
2025-06-03
401k
USD
743,215
14.3
1
59.6
Consumer:15.8;Energy:31.7;Tech:14.6;RealEstate:20.0;Utilities:17.9
Value:18.6;Growth:23.2;Quality:10.4;Size:14.6;Momentum:9.9;LowVol:23.2
HYG:11.2;VTI:22.5;TLT:23.1;BRK.B:12.8;TSLA:9.2;AMZN:21.3
1.8
112
9.4
Bull
16.7
4.47
3.1
82
67
52:115
99
0.0166
false
false
MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-6
9
9
null
BrokerD
LMT
97
6
6
102
90
-12
29
null
null
Normal monitoring
121
2
null
4
Tax-aware sells next window
E9186
P9470
2024-08-31
Trust
USD
1,709,994
8.5
1
56.5
Utilities:16.0;Tech:26.3;Materials:15.2;Financials:22.9;Health:19.6
Value:14.2;Growth:18.7;Quality:12.4;Size:15.9;Momentum:21.1;LowVol:17.6
IEF:20.5;MSFT:13.6;TSLA:18.1;BRK.B:15.7;QQQ:22.8;BND:9.3
2.1
128
19
Sideways
21.2
3.5
3.4
128
15
-1:59
71
0.0147
false
false
MaxPos6%;MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-3
8
5
null
BrokerD
VWAP
95
10
10
1
76
-25
-11
null
null
Normal monitoring
111
1.5
null
5
Tighten stops on momentum names
E9187
P2381
2025-01-15
401k
USD
1,564,350
6.8
1.05
60.3
Financials:43.8;Energy:21.4;Consumer:34.9
Value:11.6;Growth:22.0;Quality:20.4;Size:19.3;Momentum:13.0;LowVol:13.7
TSLA:12.0;MUB:7.6;AMZN:15.4;QQQ:24.9;BND:20.9;BRK.B:19.2
6.6
174
15.3
Bear
30.5
4.35
2.9
133
-53
-70:-5
39
0.0104
true
false
MaxSector35%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
20
1
8
Delta:-0.08;Vega:0.06
BrokerD
LMT
88
12
17
0
-33
-51
36
Drift>tolerance
Hedge
Allocation drift beyond policy bands
219
0.8
null
4
Tax-aware sells next window
E9188
P8146
2025-05-24
Roth
USD
881,850
15.8
1
42.9
Utilities:22.5;Materials:15.3;RealEstate:31.9;Energy:14.2;Consumer:16.1
Value:6.9;Growth:22.2;Quality:18.9;Size:21.6;Momentum:15.6;LowVol:14.8
IEF:22.5;MUB:23.2;AMZN:23.9;MSFT:23.3;QQQ:7.1
3.2
159
10.9
Sideways
16.7
4.84
2.8
125
59
30:83
75
0.007
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
25
-4
1
null
BrokerC
LMT
97
12
18
0
-5
-32
25
null
null
Normal monitoring
191
3.9
Approved
5
Within IPS guidelines
E9189
P7889
2025-06-14
Taxable
USD
1,020,905
6.7
1
67.8
Financials:28.8;Materials:31.3;Consumer:12.9;Industrials:27.0
Value:13.1;Growth:13.9;Quality:15.9;Size:22.9;Momentum:25.1;LowVol:9.1
AMZN:11.7;TLT:32.9;BRK.B:27.2;MSFT:28.1
4.2
122
20.2
Bull
13.2
4.33
2.6
111
76
43:116
100
0.0088
false
false
ESGOnly;MaxPos8%
null
null
Hedge
Buy index puts 1.0% notional, 30d
10
-8
2
Delta:-0.24;Vega:0.02
BrokerD
LMT
91
9
15
-51
-7
-46
-23
null
null
Normal monitoring
152
3
Approved
3
Tax-aware sells next window
E9190
P1852
2024-08-23
IRA
USD
395,822
7.5
1
58.9
Materials:20.7;Consumer:19.6;Energy:59.7
Value:16.7;Growth:18.7;Quality:9.3;Size:17.6;Momentum:17.2;LowVol:20.5
GLD:17.1;TLT:14.0;MUB:15.1;HYG:24.9;BND:29.0
4
160
14.6
Volatile
30
3.77
2.4
120
-50
-90:-5
18
0.0175
false
false
ESGOnly;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
25
-3
7
null
BrokerB
VWAP
97
7
5
-22
-8
-25
39
null
null
Normal monitoring
159
1.4
null
5
Tighten stops on momentum names
E9191
P1802
2025-12-08
IRA
USD
643,652
6.1
1
41.6
Materials:12.3;Tech:21.5;Health:15.3;Energy:14.2;Utilities:36.7
Value:28.7;Growth:10.7;Quality:14.9;Size:13.3;Momentum:14.1;LowVol:18.3
VOO:11.9;VTI:27.0;MSFT:36.3;BND:12.2;BRK.B:12.6
1.9
148
7.6
Sideways
18.4
4.53
2.1
95
-27
-43:4
52
0.0102
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
2
-7
7
null
BrokerB
LMT
98
10
18
14
129
-19
34
null
null
Normal monitoring
170
1.5
null
4
Tax-aware sells next window
E9192
P3503
2025-10-31
401k
USD
550,494
8.5
1.23
39.3
Industrials:18.2;Comm:37.1;Utilities:44.7
Value:15.7;Growth:21.2;Quality:12.0;Size:15.8;Momentum:19.7;LowVol:15.6
TSLA:24.8;VTI:37.9;VNQ:37.4
3.7
210
18.1
Volatile
21.1
4.86
2.3
133
-15
-26:37
55
0.0064
false
true
MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
11
-40
9
null
BrokerA
MKT
90
4
2
-51
41
-53
28
VAR>budget
Reduce
Risk above budget threshold
214
2.2
SuggestedEdits
2
Tax-aware sells next window
E9193
P0370
2024-11-17
401k
USD
1,358,199
8.5
1
49
RealEstate:27.7;Consumer:18.2;Industrials:18.6;Utilities:35.5
Value:13.5;Growth:15.0;Quality:16.5;Size:16.0;Momentum:16.3;LowVol:22.7
VNQ:21.8;AMZN:17.6;MSFT:14.8;BRK.B:21.7;BND:13.1;TLT:10.9
6.4
273
15.6
Bull
13.8
4.31
3.3
102
89
62:112
78
0.0164
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
3
-21
2
null
BrokerC
LMT
95
8
16
32
60
-28
-6
Drift>tolerance
Hedge
Allocation drift beyond policy bands
189
1.2
Approved
4
Tax-aware sells next window
E9194
P8792
2025-07-24
Trust
USD
249,187
8.5
1
70.2
Health:21.8;Utilities:26.9;Tech:13.4;Materials:17.4;Energy:20.5
Value:20.3;Growth:14.9;Quality:9.7;Size:16.4;Momentum:18.7;LowVol:20.0
BRK.B:27.0;VNQ:31.9;MSFT:21.8;TLT:19.4
1.8
170
12.7
Volatile
22.2
5.37
4.4
179
-54
-90:-18
15
0.0094
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
-28
6
null
BrokerD
LMT
89
12
20
85
190
17
5
null
null
Normal monitoring
132
2.3
null
5
Monitor dispersion and breadth
E9195
P2962
2024-09-16
Trust
USD
674,071
15.9
1
42.8
RealEstate:10.5;Tech:31.5;Comm:31.1;Utilities:26.9
Value:21.3;Growth:19.6;Quality:14.8;Size:22.0;Momentum:9.4;LowVol:12.8
AAPL:33.1;TSLA:27.1;IEF:39.8
4.5
139
9.4
Bull
17.5
4.59
2.5
93
33
14:76
71
0.0128
false
false
MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
22
-37
5
null
BrokerC
LMT
93
3
9
-35
43
-20
31
null
null
Normal monitoring
166
3.7
null
5
Increase defensive factor exposure
E9196
P3446
2025-09-07
Roth
USD
578,374
13.3
1
72.8
Industrials:24.3;Utilities:21.5;RealEstate:37.3;Consumer:16.9
Value:6.9;Growth:18.4;Quality:11.3;Size:21.6;Momentum:19.7;LowVol:22.2
QQQ:29.9;IEF:30.0;BND:40.1
3.6
100
14.3
Volatile
31.4
5.16
4
174
18
-6:64
73
0.0101
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
21
-25
1
null
BrokerB
LMT
95
1
1
53
19
-34
-5
null
null
Normal monitoring
207
2.8
null
5
Within IPS guidelines
E9197
P3332
2025-12-04
Roth
USD
629,654
12.7
1
47.4
Energy:32.8;Consumer:19.4;Industrials:15.3;RealEstate:32.5
Value:21.7;Growth:19.6;Quality:22.1;Size:10.3;Momentum:10.3;LowVol:16.1
TSLA:21.5;TLT:37.8;AMZN:40.7
2.3
104
9.6
Bear
23.6
3.68
1
183
-75
-99:-35
17
0.0095
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
11
15
5
null
BrokerB
LMT
92
5
11
58
37
-59
13
null
null
Normal monitoring
168
2.3
Approved
4
Increase defensive factor exposure
E9198
P3117
2025-10-07
401k
USD
1,526,041
7.5
1
75
Health:15.5;Materials:39.7;Comm:31.7;Financials:13.1
Value:14.5;Growth:18.2;Quality:16.6;Size:22.0;Momentum:17.7;LowVol:10.9
QQQ:32.2;MUB:21.5;AMZN:25.2;HYG:21.1
5
257
16.2
Bear
22.9
3.96
1.6
200
-42
-70:-3
11
0.019
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-16
6
Delta:-0.2;Vega:0.03
BrokerD
LMT
89
6
12
-18
-11
15
-23
VAR>budget
Hedge
Risk above budget threshold
134
2.7
null
4
Monitor dispersion and breadth
E9199
P4823
2024-07-14
Taxable
USD
257,837
14.6
1
57
Consumer:35.0;Financials:30.5;Industrials:20.6;Energy:13.9
Value:19.4;Growth:17.9;Quality:8.0;Size:18.8;Momentum:15.4;LowVol:20.5
QQQ:9.3;VOO:22.7;HYG:19.4;IEF:18.5;VNQ:30.1
4.4
92
15.6
Bull
17.8
4.99
2
77
110
97:147
100
0.0186
false
false
NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
26
5
5
null
BrokerC
LMT
96
1
9
-15
62
-37
12
null
null
Normal monitoring
140
1.5
Approved
3
Monitor dispersion and breadth
E9200
P4094
2025-08-28
Trust
USD
1,634,591
5.9
1
42.7
Utilities:27.2;Energy:18.6;Health:54.2
Value:14.3;Growth:21.0;Quality:24.2;Size:16.5;Momentum:11.3;LowVol:12.7
VNQ:43.9;GLD:18.4;XLF:37.7
2.7
221
12.1
Sideways
15.5
4.75
3.1
116
50
35:70
72
0.0197
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-3
-35
4
Delta:-0.24;Vega:0.03
BrokerD
MKT
89
9
10
-17
119
2
-7
RegimeShift
Reduce
Volatility spike and breadth deterioration
158
2.1
Approved
2
Monitor dispersion and breadth