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
E9301
P9721
2025-06-25
Taxable
USD
520,705
7.7
1
56.5
Utilities:23.8;Consumer:21.5;RealEstate:12.9;Health:26.0;Industrials:15.9
Value:23.8;Growth:20.9;Quality:11.8;Size:9.3;Momentum:10.1;LowVol:24.1
QQQ:37.8;VNQ:48.3;BRK.B:13.9
2.7
227
16.5
Volatile
31.5
5.19
3.1
156
31
-4:59
83
0.0117
false
true
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-4
1
null
BrokerC
VWAP
97
10
12
-49
-15
-13
22
VAR>budget
Reduce
Risk above budget threshold
113
2.6
Approved
4
Tighten stops on momentum names
E9302
P6055
2025-06-01
Taxable
USD
1,043,948
8.1
1
43.7
Comm:16.8;Materials:41.0;RealEstate:42.2
Value:8.7;Growth:18.1;Quality:21.4;Size:15.5;Momentum:13.3;LowVol:23.1
VTI:30.0;VOO:20.2;AMZN:22.9;MUB:15.5;TSLA:11.4
4.4
247
23.3
Volatile
21.2
3.68
4.3
120
47
36:81
79
0.0077
false
true
MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
17
-18
7
null
BrokerA
MKT
88
11
8
-28
-25
-41
34
VAR>budget
Hedge
Risk above budget threshold
213
2.3
null
2
Increase defensive factor exposure
E9303
P0656
2025-03-13
401k
USD
2,108,729
5.5
1
52
Energy:13.7;Financials:16.1;Consumer:16.7;Tech:22.8;Materials:30.7
Value:14.5;Growth:16.4;Quality:15.1;Size:18.8;Momentum:20.6;LowVol:14.6
HYG:13.8;TLT:7.4;GLD:20.4;BRK.B:20.1;MUB:17.7;MSFT:20.6
3.3
132
11.8
Bull
14.8
3.76
3.4
112
4
-20:26
39
0.0124
false
false
ESGOnly;MaxPos7%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
32
-26
9
null
BrokerB
LMT
100
5
8
-41
-20
-44
8
null
null
Normal monitoring
182
1.1
Approved
3
Monitor dispersion and breadth
E9304
P4594
2025-05-13
Taxable
USD
1,506,036
10
1
61.6
Health:19.6;Industrials:48.9;Consumer:31.5
Value:21.4;Growth:17.5;Quality:14.6;Size:16.4;Momentum:16.0;LowVol:14.2
BRK.B:19.4;IEF:31.7;AAPL:48.9
3.6
144
21.6
Bull
15.5
4.62
2.7
100
113
90:148
88
0.0045
false
false
MaxPos6%;MaxSector25%
null
null
NoAction
Within policy bands; defer
14
-29
11
null
BrokerD
MKT
0
0
0
-39
-52
-33
-25
null
null
Normal monitoring
97
3.2
Approved
3
Increase defensive factor exposure
E9305
P3497
2025-07-31
Taxable
USD
1,033,823
5.4
1
42.2
Financials:22.9;Energy:32.9;Materials:15.0;Comm:29.1
Value:11.6;Growth:25.5;Quality:17.3;Size:13.2;Momentum:16.0;LowVol:16.5
VTI:15.2;VNQ:24.0;MSFT:11.6;BND:39.5;QQQ:9.8
5.7
218
14.2
Sideways
14.5
4.09
2.8
115
-6
-46:16
31
0.0122
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
22
5
6
null
BrokerD
VWAP
100
6
14
118
101
16
18
VAR>budget
Hedge
Risk above budget threshold
173
3.3
null
5
Tax-aware sells next window
E9306
P7080
2025-10-26
Roth
USD
1,445,510
6.9
1.25
63.2
Materials:39.4;Tech:25.5;Industrials:15.6;Health:19.6
Value:11.9;Growth:20.0;Quality:10.1;Size:12.5;Momentum:25.2;LowVol:20.3
VTI:12.6;AMZN:36.9;VOO:35.0;AAPL:15.5
3.9
190
13.1
Bull
16.1
4.02
2.1
82
19
-10:56
77
0.0159
false
true
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-4
-1
8
Delta:-0.08;Vega:0.02
BrokerC
LMT
97
8
14
24
-10
-6
-2
RegimeShift
Reduce
Volatility spike and breadth deterioration
116
1.6
null
2
Increase defensive factor exposure
E9307
P4580
2025-02-12
Roth
USD
823,900
12.2
1
65.3
Materials:29.7;Consumer:16.5;Energy:15.3;Health:19.1;Tech:19.4
Value:23.4;Growth:17.4;Quality:25.6;Size:9.7;Momentum:7.7;LowVol:16.1
AMZN:33.5;TLT:32.2;VTI:24.3;IEF:10.1
2.8
132
10.8
Bull
13.6
4.79
2.3
93
83
65:99
93
0.0194
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-3
-22
12
Delta:-0.19;Vega:0.06
BrokerD
LMT
93
6
4
113
100
-37
0
null
null
Normal monitoring
153
3.8
Approved
5
Tax-aware sells next window
E9308
P0598
2024-09-27
Roth
USD
610,221
17.8
1
62.5
Financials:20.7;Energy:18.4;Industrials:20.4;Consumer:21.6;Tech:18.8
Value:23.4;Growth:16.6;Quality:11.3;Size:17.4;Momentum:23.4;LowVol:7.9
VOO:20.6;TLT:14.5;XLF:14.3;AMZN:20.3;MSFT:9.3;AAPL:20.9
2.7
124
12.2
Bull
15.5
3.75
2.5
96
19
-18:47
45
0.0137
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
-6
-7
9
null
BrokerB
LMT
88
3
6
61
135
1
-14
null
null
Normal monitoring
163
1.8
Approved
3
Increase defensive factor exposure
E9309
P5056
2025-12-12
Taxable
USD
776,219
7.6
1
58.5
Energy:18.3;Utilities:26.8;RealEstate:17.1;Comm:13.6;Materials:24.2
Value:24.8;Growth:14.3;Quality:15.7;Size:12.1;Momentum:15.1;LowVol:17.9
AAPL:10.1;BRK.B:10.4;TLT:15.9;XLF:23.0;VTI:22.1;GLD:18.5
1.7
116
12.6
Sideways
14.8
4.92
2.9
93
14
-12:35
69
0.0041
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
33
-12
7
null
BrokerD
MKT
99
7
7
57
129
-21
-20
null
null
Normal monitoring
112
2.5
Approved
4
Increase defensive factor exposure
E9310
P2106
2025-12-24
Roth
USD
2,249,867
7.2
1.25
65
Health:15.5;Consumer:30.8;Comm:32.4;Materials:21.3
Value:24.5;Growth:16.0;Quality:9.0;Size:16.3;Momentum:15.5;LowVol:18.7
AAPL:40.0;XLF:13.7;MUB:27.3;BRK.B:19.1
4.5
147
15.4
Volatile
30
5.34
3.4
160
-19
-43:32
24
0.0084
false
false
MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-13
-32
1
Delta:-0.21;Vega:0.08
BrokerA
MKT
100
7
11
113
186
10
30
null
null
Normal monitoring
122
3.9
null
4
Monitor dispersion and breadth
E9311
P3968
2025-12-05
Roth
USD
207,808
7.9
1
61.8
Materials:29.3;Tech:26.1;RealEstate:32.5;Utilities:12.1
Value:14.1;Growth:15.8;Quality:7.9;Size:18.1;Momentum:22.2;LowVol:21.9
XLF:28.3;BND:23.4;AMZN:32.5;AAPL:15.8
2.3
150
8.7
Bear
31.7
4.27
2.4
163
-14
-28:23
46
0.0195
false
false
MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
11
-16
11
null
BrokerB
MKT
92
10
12
78
77
11
36
null
null
Normal monitoring
109
3.4
null
5
Tax-aware sells next window
E9312
P9778
2025-01-18
Taxable
USD
1,179,435
7.5
1
36.6
Industrials:13.3;Comm:20.6;Health:15.7;Consumer:26.3;Energy:24.1
Value:21.3;Growth:15.9;Quality:20.1;Size:16.0;Momentum:17.1;LowVol:9.6
TLT:24.6;TSLA:10.0;IEF:9.2;AMZN:30.6;VNQ:25.6
6.3
274
16.3
Sideways
14.1
4.72
2.8
111
24
-1:76
74
0.018
true
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-21
1
Delta:-0.09;Vega:0.06
BrokerD
MKT
88
4
8
116
184
0
-16
VAR>budget
Hedge
Risk above budget threshold
220
2.7
Approved
3
Tighten stops on momentum names
E9313
P0628
2024-11-06
Taxable
USD
452,174
8.8
1
53
RealEstate:14.1;Materials:30.0;Tech:9.8;Health:25.1;Financials:21.0
Value:10.1;Growth:13.3;Quality:21.3;Size:17.3;Momentum:12.2;LowVol:25.7
AAPL:9.8;HYG:28.2;VTI:34.2;VNQ:27.8
5
137
12.5
Bear
32.5
4.12
2.6
166
-56
-71:-4
38
0.0072
false
false
MaxSector30%
null
DriftNear
Sell
Trim extended winner -1.0%
-6
4
4
null
BrokerD
LMT
89
6
3
-13
6
-38
-16
null
null
Normal monitoring
164
3.8
Approved
4
Tighten stops on momentum names
E9314
P4145
2024-10-08
401k
USD
412,853
4.5
1
59.8
RealEstate:33.8;Materials:29.0;Industrials:19.2;Utilities:18.1
Value:12.9;Growth:17.4;Quality:21.4;Size:11.7;Momentum:22.3;LowVol:14.2
MSFT:20.1;AAPL:21.8;TSLA:8.4;VOO:20.3;VNQ:17.0;XLF:12.4
6.4
261
25.8
Bull
12.7
4.89
3.4
96
84
44:108
98
0.0053
true
true
MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
10
11
Delta:-0.18;Vega:0.05
BrokerC
LMT
92
11
12
42
76
-60
10
VAR>budget
Hedge
Risk above budget threshold
161
1
SuggestedEdits
5
Within IPS guidelines
E9315
P6131
2025-05-30
Roth
USD
1,437,916
9.6
1
39.6
Financials:29.0;Comm:27.9;Industrials:25.3;Health:17.8
Value:9.5;Growth:10.5;Quality:23.6;Size:18.2;Momentum:9.5;LowVol:28.7
VTI:31.4;MSFT:33.8;AAPL:34.8
3
179
10.8
Bull
12.4
3.98
2.9
85
40
2:83
58
0.016
false
true
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-6
-29
4
Delta:-0.06;Vega:0.03
BrokerA
MKT
94
4
3
83
140
-37
25
VAR>budget
Hedge
Risk above budget threshold
141
0.8
SuggestedEdits
2
Monitor dispersion and breadth
E9316
P4409
2025-01-15
IRA
USD
728,476
4.8
1
65.5
Consumer:25.6;Tech:12.4;Utilities:11.5;Financials:13.0;RealEstate:37.5
Value:14.2;Growth:7.3;Quality:20.9;Size:19.0;Momentum:20.6;LowVol:18.1
MSFT:26.4;TLT:25.8;VOO:17.9;HYG:22.9;VTI:7.0
1.9
176
10.1
Bull
12
4.89
3.3
73
93
80:133
100
0.0066
false
true
MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
19
-1
7
null
BrokerB
MKT
88
11
17
-22
91
10
15
VAR>budget
Hedge
Risk above budget threshold
129
3.2
null
3
Monitor dispersion and breadth
E9317
P3423
2025-10-26
IRA
USD
897,560
16.9
1
59.3
RealEstate:11.9;Tech:26.3;Consumer:29.8;Health:21.3;Financials:10.7
Value:19.7;Growth:21.1;Quality:20.4;Size:19.7;Momentum:10.8;LowVol:8.3
MUB:12.2;AAPL:16.7;TSLA:13.0;HYG:20.4;AMZN:10.9;MSFT:26.9
2.1
111
13.8
Sideways
16
4.23
3.1
129
16
-21:34
61
0.0144
false
false
MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-4
-37
10
null
BrokerC
LMT
89
2
1
-44
-40
7
-16
null
null
Normal monitoring
99
2.9
Approved
3
Increase defensive factor exposure
E9318
P8902
2024-08-23
Roth
USD
253,506
6.5
1
56.8
Consumer:11.8;Industrials:22.1;Comm:17.9;Energy:23.3;Materials:25.0
Value:9.4;Growth:24.2;Quality:22.9;Size:9.3;Momentum:12.3;LowVol:22.0
VOO:20.0;HYG:20.7;AMZN:19.3;GLD:9.9;TLT:14.6;QQQ:15.5
3.7
143
14.4
Volatile
23.7
3.63
3
164
63
45:81
80
0.0044
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
-1
7
10
null
BrokerD
VWAP
97
3
10
-9
-10
-44
26
null
null
Normal monitoring
93
1.6
null
3
Tax-aware sells next window
E9319
P3222
2025-08-03
IRA
USD
701,068
15.7
1
65.4
Tech:41.5;Utilities:38.4;Consumer:20.1
Value:18.1;Growth:11.1;Quality:18.3;Size:18.4;Momentum:15.7;LowVol:18.4
AAPL:9.4;GLD:33.0;BND:10.5;VOO:9.9;MUB:37.1
2.2
152
11.3
Bull
13.8
4.21
3.1
85
44
13:78
79
0.0039
false
false
MaxPos6%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
24
-20
4
null
BrokerC
LMT
90
3
4
92
56
-15
16
null
null
Normal monitoring
211
1.5
Approved
5
Within IPS guidelines
E9320
P2686
2025-05-19
IRA
USD
660,819
12
1
70.6
Comm:20.5;Consumer:25.1;Health:17.6;Financials:36.8
Value:12.1;Growth:11.3;Quality:23.0;Size:19.1;Momentum:24.9;LowVol:9.6
AAPL:22.9;MSFT:23.8;XLF:17.1;BRK.B:14.0;AMZN:22.2
4.1
143
15.5
Bull
15.6
3.98
2.7
85
99
75:154
100
0.0073
false
false
NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
26
-39
10
null
BrokerA
LMT
97
11
16
72
202
-27
-16
null
null
Normal monitoring
209
2.7
Approved
5
Monitor dispersion and breadth
E9321
P3400
2024-11-03
Roth
USD
422,371
14.1
1
71
Utilities:45.2;Financials:38.1;Health:16.7
Value:20.1;Growth:16.4;Quality:9.3;Size:10.2;Momentum:21.6;LowVol:22.4
AAPL:31.8;MUB:45.1;MSFT:23.2
1.7
92
15.4
Bull
11.1
4.31
3.2
107
108
81:151
89
0.0048
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
24
8
6
null
BrokerC
MKT
92
1
1
60
170
-54
-9
null
null
Normal monitoring
213
1.2
Approved
5
Increase defensive factor exposure
E9322
P8913
2024-12-20
Trust
USD
404,121
11.2
1
53.2
Industrials:31.8;Tech:23.9;Financials:14.3;Consumer:30.0
Value:23.6;Growth:12.4;Quality:16.4;Size:16.5;Momentum:17.4;LowVol:13.8
IEF:18.7;BRK.B:27.1;VNQ:28.8;TLT:9.1;AMZN:16.4
2.3
152
10.3
Bull
14
4.71
2.3
105
112
77:156
100
0.0103
false
false
ESGOnly;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
10
-31
12
null
BrokerD
MKT
96
9
12
114
166
-57
-9
null
null
Normal monitoring
190
3.6
Approved
4
Increase defensive factor exposure
E9323
P5035
2024-11-29
401k
USD
669,738
14.6
1
69.3
Comm:13.6;Health:14.0;Tech:29.0;RealEstate:17.6;Consumer:25.8
Value:20.5;Growth:12.2;Quality:25.4;Size:20.1;Momentum:11.2;LowVol:10.6
TLT:12.6;MUB:21.6;MSFT:5.8;GLD:19.3;BRK.B:15.4;VOO:25.4
3.2
159
15.8
Volatile
20.7
5.31
2.3
167
-53
-68:-15
14
0.0141
false
false
ESGOnly;MaxPos5%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
2
-28
5
null
BrokerA
VWAP
95
8
16
65
74
-23
30
null
null
Normal monitoring
197
1.5
Approved
3
Increase defensive factor exposure
E9324
P2326
2025-10-29
401k
USD
1,989,681
8.8
1.16
55.4
Energy:22.9;RealEstate:9.7;Comm:21.5;Consumer:16.4;Utilities:29.6
Value:11.8;Growth:16.4;Quality:21.2;Size:21.1;Momentum:21.8;LowVol:7.8
VOO:23.4;IEF:11.5;HYG:15.2;BRK.B:11.4;BND:18.4;QQQ:20.1
5.1
163
11.8
Bull
13.2
3.79
2.4
80
32
17:80
53
0.0042
false
false
ESGOnly;MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
14
-34
2
null
BrokerC
LMT
89
8
6
-34
-28
3
28
null
null
Normal monitoring
147
3.3
Approved
4
Increase defensive factor exposure
E9325
P0282
2024-11-01
Taxable
USD
825,536
16
1
35.7
Materials:22.0;Health:23.3;Tech:23.9;Financials:30.8
Value:15.5;Growth:15.7;Quality:11.2;Size:9.1;Momentum:26.7;LowVol:21.8
XLF:10.9;VNQ:22.3;VOO:31.2;MSFT:35.6
1.7
139
14.7
Sideways
21.1
4.62
3.3
113
29
-4:82
79
0.0098
false
false
MaxSector35%
null
null
Sell
Trim extended winner -1.0%
32
-11
12
null
BrokerA
MKT
88
11
10
79
191
-25
-15
null
null
Normal monitoring
138
1.3
null
3
Increase defensive factor exposure
E9326
P3770
2024-11-02
IRA
USD
539,575
7.3
1
54.9
Consumer:30.2;Materials:36.0;Energy:33.8
Value:18.0;Growth:18.7;Quality:14.7;Size:19.4;Momentum:12.3;LowVol:16.8
TLT:25.1;XLF:10.9;VOO:19.0;GLD:25.7;IEF:13.7;BND:5.7
4
113
10.1
Bear
31.9
3.99
1.8
131
-86
-109:-31
5
0.0077
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
35
-32
12
null
BrokerA
MKT
95
1
2
-50
-22
-40
3
null
null
Normal monitoring
194
2.2
Approved
4
Within IPS guidelines
E9327
P8621
2025-10-19
Trust
USD
296,614
8.3
1
66.9
Consumer:36.4;Tech:23.3;Materials:40.3
Value:11.3;Growth:14.7;Quality:28.9;Size:14.3;Momentum:12.7;LowVol:18.1
HYG:16.0;VTI:28.3;TSLA:7.0;AMZN:26.2;QQQ:22.4
2.6
169
12.3
Bear
27.1
3.16
1.2
205
1
-36:16
38
0.0133
false
false
NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
0
3
null
BrokerA
LMT
97
10
12
15
-15
-54
13
null
null
Normal monitoring
141
4
null
5
Within IPS guidelines
E9328
P1339
2025-06-20
Taxable
USD
1,224,878
9.8
1
65.4
Tech:21.8;Materials:47.0;Utilities:31.2
Value:20.7;Growth:9.3;Quality:17.4;Size:18.8;Momentum:11.2;LowVol:22.6
XLF:20.3;MUB:50.4;AMZN:29.2
5.6
192
15
Bull
17.7
4.75
3
89
16
-18:43
45
0.0041
false
true
ESGOnly
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
16
-20
5
null
BrokerA
MKT
96
8
16
-2
4
-41
24
RegimeShift
Pause
Volatility spike and breadth deterioration
156
1.7
SuggestedEdits
3
Tighten stops on momentum names
E9329
P1485
2024-11-26
Roth
USD
1,202,908
8.5
1
47.2
Materials:33.5;Comm:23.0;Financials:28.0;Industrials:15.5
Value:24.0;Growth:22.1;Quality:14.4;Size:11.2;Momentum:15.7;LowVol:12.6
AMZN:30.9;GLD:48.4;AAPL:20.7
1.9
179
11.6
Bull
12.7
4.26
2.3
91
74
34:105
100
0.005
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
29
-25
9
Delta:-0.08;Vega:0.04
BrokerB
LMT
99
11
13
44
157
-37
18
VAR>budget
Hedge
Risk above budget threshold
191
1.4
null
4
Increase defensive factor exposure
E9330
P8581
2025-01-18
401k
USD
332,833
17.6
1
46.9
Consumer:24.2;Tech:27.2;Health:23.4;Utilities:14.1;RealEstate:11.1
Value:9.9;Growth:11.0;Quality:20.3;Size:20.6;Momentum:22.4;LowVol:15.8
XLF:30.7;TLT:28.7;QQQ:12.1;HYG:28.6
4.2
121
13.6
Bull
16.4
4.28
2.4
102
29
-6:45
51
0.0045
false
false
MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
24
-9
9
null
BrokerA
MKT
95
1
7
74
36
-59
26
null
null
Normal monitoring
149
2.7
Approved
5
Tighten stops on momentum names
E9331
P0015
2025-11-07
IRA
USD
272,263
6
1
58.3
Industrials:29.8;Energy:45.8;RealEstate:24.4
Value:17.6;Growth:14.8;Quality:19.4;Size:10.8;Momentum:21.0;LowVol:16.3
BND:18.3;VTI:14.6;TLT:17.4;HYG:22.1;AMZN:27.6
4.4
118
9.2
Volatile
22.7
4.86
2.2
117
-37
-70:-20
25
0.0171
false
false
NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
2
-35
7
Delta:-0.18;Vega:0.07
BrokerC
MKT
96
2
6
-15
1
-18
-23
null
null
Normal monitoring
170
2.9
Approved
4
Monitor dispersion and breadth
E9332
P6729
2024-09-15
IRA
USD
210,698
8.7
1
68.1
Utilities:22.8;Materials:13.8;Energy:28.1;RealEstate:9.5;Tech:25.8
Value:16.4;Growth:25.7;Quality:13.2;Size:12.9;Momentum:15.4;LowVol:16.4
QQQ:20.2;MUB:15.1;AMZN:14.5;XLF:22.2;VOO:10.8;TLT:17.3
4.7
151
10.6
Volatile
25.6
4.35
3.6
156
-45
-58:-4
29
0.0057
false
false
MaxPos7%;MaxSector25%
null
DriftNear;VarNear
NoAction
Within policy bands; defer
32
-6
5
null
BrokerD
MKT
0
0
0
-13
6
-16
-22
null
null
Normal monitoring
220
3.3
null
5
Monitor dispersion and breadth
E9333
P2614
2025-05-29
Taxable
USD
163,982
11.7
1
69.1
Consumer:17.0;Tech:32.7;Financials:9.8;RealEstate:12.2;Health:28.3
Value:11.5;Growth:20.2;Quality:11.2;Size:18.1;Momentum:16.7;LowVol:22.2
XLF:25.1;TSLA:30.4;AAPL:44.5
4.7
150
14.1
Bear
27.9
4.03
1.5
181
-95
-110:-78
5
0.0053
false
false
ESGOnly;MaxPos8%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
7
-25
3
null
BrokerB
VWAP
88
10
18
99
231
-53
27
null
null
Normal monitoring
201
1.1
Approved
3
Increase defensive factor exposure
E9334
P5698
2025-01-13
Taxable
USD
970,923
7.1
1
63.6
Financials:21.8;Utilities:15.8;Materials:12.3;Comm:37.6;Tech:12.5
Value:19.3;Growth:20.9;Quality:24.7;Size:14.8;Momentum:10.1;LowVol:10.2
BRK.B:20.8;VNQ:11.9;AAPL:34.3;MSFT:13.7;GLD:19.3
1.8
226
11.1
Bear
23.6
3.66
1.4
162
-90
-126:-65
9
0.015
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-25
12
null
BrokerB
LMT
97
8
13
-6
-19
-7
14
VAR>budget
Hedge
Risk above budget threshold
169
2.4
Approved
2
Increase defensive factor exposure
E9335
P9060
2025-01-22
401k
USD
864,043
6.7
1.2
69.5
Tech:24.0;Comm:31.3;Financials:17.1;Materials:15.9;RealEstate:11.7
Value:13.3;Growth:16.5;Quality:21.7;Size:22.3;Momentum:16.6;LowVol:9.5
BRK.B:13.2;BND:15.0;TLT:11.7;QQQ:17.6;VTI:21.2;MUB:21.4
5.1
168
14
Bull
11.9
4.54
2.1
79
27
-5:43
77
0.0099
false
false
ESGOnly;MaxPos8%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
7
-3
9
null
BrokerD
MKT
91
11
11
-48
68
-51
6
null
null
Normal monitoring
125
3.6
Approved
3
Increase defensive factor exposure
E9336
P0429
2025-10-25
Trust
USD
582,969
13.6
1
59.4
Energy:25.5;Health:31.0;Utilities:21.3;Industrials:10.1;Consumer:12.1
Value:18.7;Growth:8.5;Quality:20.2;Size:13.3;Momentum:20.0;LowVol:19.4
AAPL:23.1;VOO:18.5;VTI:21.0;HYG:18.9;TLT:7.7;BND:10.9
3.7
123
13.9
Bull
14.6
4.67
3.1
87
25
5:76
52
0.0145
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
4
-2
6
null
BrokerD
VWAP
93
3
9
-53
87
4
-20
null
null
Normal monitoring
194
2.6
null
3
Monitor dispersion and breadth
E9337
P8421
2025-04-27
Trust
USD
1,087,339
7.7
1
67.6
Energy:13.1;Consumer:20.1;RealEstate:24.1;Financials:16.8;Utilities:25.9
Value:26.0;Growth:18.7;Quality:9.7;Size:18.8;Momentum:10.4;LowVol:16.4
TSLA:31.6;VOO:28.6;BRK.B:39.8
3.1
201
22.8
Bull
12
4.59
2.4
100
14
-19:51
47
0.0071
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-16
8
null
BrokerA
LMT
89
12
11
103
75
-45
-25
RegimeShift
Hedge
Volatility spike and breadth deterioration
91
1.1
SuggestedEdits
2
Monitor dispersion and breadth
E9338
P3085
2025-10-09
Roth
USD
548,196
3.4
1
61.5
Consumer:24.0;Materials:20.6;Industrials:26.6;Energy:13.2;Tech:15.6
Value:16.6;Growth:12.1;Quality:15.7;Size:19.9;Momentum:16.2;LowVol:19.5
BRK.B:20.1;MUB:13.0;VOO:26.4;TSLA:25.0;BND:15.5
4.8
243
19.4
Bull
12.9
4.25
2.8
120
101
89:150
84
0.0076
false
true
MaxSector25%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
19
4
10
Delta:-0.22;Vega:0.03
BrokerD
MKT
94
9
10
48
137
-60
23
VAR>budget
Reduce
Risk above budget threshold
166
1.1
Approved
2
Within IPS guidelines
E9339
P5841
2024-07-18
401k
USD
637,227
14.6
1
43.7
Comm:10.6;RealEstate:17.3;Industrials:22.8;Financials:33.8;Materials:15.4
Value:20.7;Growth:8.4;Quality:17.8;Size:21.3;Momentum:10.2;LowVol:21.6
BND:24.2;VNQ:26.4;BRK.B:21.9;QQQ:27.4
3.5
111
14.5
Bull
14.6
4.48
3.3
86
51
31:73
59
0.0171
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
29
-26
12
null
BrokerA
LMT
93
10
10
52
70
-9
40
null
null
Normal monitoring
170
1.1
Approved
4
Within IPS guidelines
E9340
P5273
2025-03-09
IRA
USD
594,586
8.1
1
57.6
Energy:32.4;Industrials:14.4;Health:29.6;Utilities:23.6
Value:10.1;Growth:24.9;Quality:20.4;Size:14.3;Momentum:8.5;LowVol:21.8
MUB:12.2;AAPL:24.7;IEF:17.5;TLT:9.1;VNQ:11.0;HYG:25.5
1.5
102
15.1
Bull
17.4
4.23
3
102
82
61:130
79
0.0117
false
false
null
null
null
Buy
Add core equity +1.0% from cash
25
-23
9
null
BrokerD
LMT
94
11
16
107
100
15
-9
null
null
Normal monitoring
107
3.2
Approved
4
Increase defensive factor exposure
E9341
P3232
2025-03-30
401k
USD
316,608
8.6
1
66.9
Materials:13.7;Comm:25.5;Consumer:22.5;Tech:9.3;Health:29.0
Value:22.8;Growth:14.9;Quality:14.7;Size:10.5;Momentum:10.4;LowVol:26.6
MSFT:49.3;MUB:29.0;AMZN:21.7
2.4
152
14.2
Bull
17.8
3.98
3.3
76
61
27:95
93
0.0142
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
28
-37
5
null
BrokerC
MKT
94
1
5
84
92
-31
-20
null
null
Normal monitoring
205
2.8
null
3
Within IPS guidelines
E9342
P7599
2025-03-15
Taxable
USD
1,278,917
8.6
1
35.3
Materials:29.1;Consumer:31.7;Utilities:15.0;Health:24.2
Value:13.5;Growth:29.6;Quality:12.4;Size:21.9;Momentum:12.8;LowVol:9.9
QQQ:35.8;BRK.B:34.4;HYG:29.8
2.3
245
24.8
Bull
13.8
3.86
2.7
120
39
-1:61
57
0.0184
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
6
9
null
BrokerB
MKT
90
4
12
-15
-40
-16
-14
RegimeShift
Hedge
Volatility spike and breadth deterioration
142
1.7
SuggestedEdits
4
Increase defensive factor exposure
E9343
P8045
2025-08-08
401k
USD
1,455,247
8.1
1
39.9
Comm:18.5;Materials:58.1;RealEstate:23.5
Value:14.9;Growth:10.7;Quality:19.7;Size:21.4;Momentum:24.9;LowVol:8.4
HYG:22.7;AAPL:21.1;IEF:16.6;BND:25.5;TSLA:14.1
2.9
211
13.9
Bull
17.8
4.3
2.1
99
106
74:140
100
0.0132
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
8
5
null
BrokerC
LMT
99
11
12
88
203
8
13
RegimeShift
Reduce
Volatility spike and breadth deterioration
112
1.9
Rejected
5
Monitor dispersion and breadth
E9344
P4956
2024-10-20
Trust
USD
894,574
6.6
1
74.8
Financials:22.7;Industrials:34.4;Comm:43.0
Value:9.7;Growth:30.8;Quality:9.3;Size:10.5;Momentum:28.0;LowVol:11.7
TLT:16.4;QQQ:12.2;AMZN:33.7;TSLA:21.9;XLF:15.8
2.5
191
22.3
Volatile
28.1
3.52
3.3
135
55
18:105
66
0.0065
false
false
null
null
VarNear
NoAction
Within policy bands; defer
3
4
11
null
BrokerB
LMT
0
0
0
71
40
12
27
null
null
Normal monitoring
139
2.4
null
4
Tighten stops on momentum names
E9345
P3358
2024-07-04
Taxable
USD
530,884
4.1
1.05
61.3
Materials:23.0;Utilities:31.7;RealEstate:26.5;Consumer:18.8
Value:21.0;Growth:15.5;Quality:16.5;Size:9.9;Momentum:17.4;LowVol:19.6
VOO:18.8;BND:41.9;HYG:25.9;MUB:13.4
4.9
237
22.2
Bear
31.8
3.71
2.5
171
-54
-81:-34
36
0.0185
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
5
10
Delta:-0.21;Vega:0.06
BrokerD
VWAP
93
9
16
-54
-21
0
-8
VAR>budget
Hedge
Risk above budget threshold
188
3.2
SuggestedEdits
3
Within IPS guidelines
E9346
P7313
2025-04-07
Taxable
USD
1,786,734
4.6
1
69.7
Financials:12.5;Energy:25.7;Tech:25.5;Health:23.0;RealEstate:13.3
Value:16.9;Growth:23.4;Quality:14.0;Size:15.5;Momentum:13.7;LowVol:16.6
VNQ:17.3;HYG:19.5;BND:37.2;MSFT:25.9
3.3
208
17.9
Bull
13.2
4.96
2.3
92
114
91:160
89
0.0144
false
true
MaxPos5%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
31
-3
5
Delta:-0.17;Vega:0.09
BrokerD
VWAP
89
7
12
120
149
-30
6
VAR>budget
Reduce
Risk above budget threshold
117
1.1
Approved
2
Tighten stops on momentum names
E9347
P3388
2025-08-14
Taxable
USD
1,840,663
6.7
1
36.3
Industrials:34.1;Health:15.2;Consumer:15.4;RealEstate:35.4
Value:23.2;Growth:21.1;Quality:11.2;Size:22.9;Momentum:10.9;LowVol:10.7
VNQ:13.3;AMZN:35.4;TLT:26.9;IEF:24.4
5.8
191
11.9
Bull
11.4
3.72
3.3
73
68
56:86
70
0.0196
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
5
8
10
null
BrokerA
LMT
99
9
9
101
238
-4
34
RegimeShift
Hedge
Volatility spike and breadth deterioration
180
1.5
SuggestedEdits
2
Increase defensive factor exposure
E9348
P0952
2025-09-29
Taxable
USD
362,216
13.1
1
56.2
Industrials:44.4;RealEstate:32.4;Materials:23.1
Value:9.9;Growth:10.2;Quality:24.4;Size:22.7;Momentum:16.8;LowVol:15.9
HYG:42.7;TSLA:15.6;AAPL:14.3;XLF:27.5
3.5
145
15.1
Bull
16.2
4.86
2.3
83
8
-12:47
52
0.0138
false
false
ESGOnly;NoMargin
null
null
Buy
Add core equity +1.0% from cash
4
-11
8
null
BrokerB
MKT
99
11
9
-13
-7
-12
-23
null
null
Normal monitoring
165
3.5
Approved
5
Monitor dispersion and breadth
E9349
P0101
2025-09-21
Roth
USD
915,015
6.8
1
49.1
Tech:15.1;Comm:24.1;Materials:26.4;Energy:34.4
Value:16.5;Growth:12.6;Quality:15.6;Size:23.0;Momentum:18.3;LowVol:13.9
AMZN:42.0;TSLA:23.1;VTI:34.9
3.8
185
19
Bull
17
4.93
2.4
70
51
13:85
68
0.0072
false
true
MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
20
-11
7
null
BrokerC
LMT
96
12
12
35
142
-52
-3
VAR>budget
Reduce
Risk above budget threshold
168
2.1
null
5
Tax-aware sells next window
E9350
P1905
2025-10-22
Trust
USD
1,147,757
7
1.23
66.3
Industrials:45.9;Comm:13.3;Tech:40.8
Value:14.2;Growth:21.9;Quality:21.7;Size:8.6;Momentum:12.0;LowVol:21.7
HYG:29.7;QQQ:35.1;IEF:35.2
5.7
223
10.8
Bull
11.5
4.4
3
99
40
2:67
60
0.0037
false
true
MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-23
2
Delta:-0.07;Vega:0.05
BrokerA
LMT
90
1
0
1
-5
15
-12
RegimeShift
Hedge
Volatility spike and breadth deterioration
106
1.1
Approved
3
Within IPS guidelines
E9351
P3086
2025-08-01
IRA
USD
850,014
9.3
1
38
Tech:31.7;Industrials:22.8;Financials:20.5;Materials:25.0
Value:10.6;Growth:20.1;Quality:20.6;Size:15.7;Momentum:22.2;LowVol:10.8
BND:16.2;MSFT:16.7;GLD:23.1;TSLA:24.1;AAPL:19.9
4.2
166
10.2
Bull
12.7
4.24
2.5
97
57
25:93
62
0.0109
false
false
MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
10
-15
3
null
BrokerA
LMT
95
7
4
72
102
-29
-10
null
null
Normal monitoring
214
2
null
4
Tax-aware sells next window
E9352
P2914
2025-03-25
Roth
USD
248,531
7.4
1
71.6
RealEstate:20.3;Energy:35.5;Tech:29.4;Comm:14.8
Value:14.0;Growth:22.3;Quality:11.0;Size:22.9;Momentum:7.2;LowVol:22.5
VOO:15.3;GLD:41.4;BND:43.3
4
164
7.5
Sideways
21.8
4.12
2.9
140
-19
-53:31
50
0.012
false
false
MaxPos7%;MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
31
-8
11
null
BrokerC
LMT
98
7
9
52
134
-15
-5
null
null
Normal monitoring
154
1.4
null
3
Tighten stops on momentum names
E9353
P8765
2025-04-06
IRA
USD
599,065
6.1
1
36.8
Financials:13.1;Energy:11.4;RealEstate:24.1;Utilities:22.8;Comm:28.6
Value:11.0;Growth:19.8;Quality:22.4;Size:14.0;Momentum:10.9;LowVol:21.9
TSLA:36.0;MSFT:13.9;BND:24.4;VOO:25.7
3.8
151
15.9
Sideways
19.3
3.79
2.2
100
53
37:76
58
0.0124
false
false
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-13
-14
12
Delta:-0.16;Vega:0.09
BrokerA
LMT
99
12
10
41
1
15
15
null
null
Normal monitoring
214
2.8
Approved
5
Increase defensive factor exposure
E9354
P5804
2024-10-20
401k
USD
1,552,086
9.3
1
43.6
Energy:20.6;Industrials:21.2;Tech:31.7;Health:26.5
Value:8.1;Growth:22.2;Quality:12.8;Size:15.7;Momentum:18.0;LowVol:23.2
TLT:24.3;VTI:54.9;VNQ:20.8
3.3
134
20.1
Sideways
19.3
4.41
2.2
134
-9
-44:13
57
0.0036
false
false
MaxPos6%;MaxSector30%
null
null
NoAction
Within policy bands; defer
-13
9
5
null
BrokerD
LMT
0
0
0
26
140
-39
38
null
null
Normal monitoring
140
2.7
null
4
Increase defensive factor exposure
E9355
P4690
2025-10-20
Trust
USD
1,220,797
4.9
1.18
55.4
RealEstate:29.0;Financials:30.6;Utilities:40.4
Value:7.0;Growth:21.5;Quality:22.6;Size:12.4;Momentum:22.3;LowVol:14.2
VOO:16.7;HYG:38.4;AAPL:18.2;QQQ:26.8
2.5
193
19.5
Bull
16.9
4.52
3.3
72
98
73:142
96
0.0126
false
false
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-31
3
null
BrokerA
LMT
89
6
11
33
110
8
26
null
null
Normal monitoring
111
3.9
Approved
5
Within IPS guidelines
E9356
P1860
2025-06-28
Roth
USD
1,637,806
7.3
1
65.3
Tech:18.7;Financials:30.7;Consumer:30.3;Energy:20.3
Value:24.3;Growth:11.4;Quality:21.1;Size:12.6;Momentum:9.2;LowVol:21.3
AMZN:20.8;VNQ:26.0;VOO:15.3;VTI:9.0;HYG:18.4;MSFT:10.5
3.8
134
18.3
Bull
13.4
4.97
2
72
70
49:108
96
0.0127
false
false
MaxPos7%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
29
-29
5
null
BrokerA
MKT
100
4
4
9
73
-47
16
null
null
Normal monitoring
208
1.1
null
5
Tax-aware sells next window
E9357
P8213
2025-10-31
IRA
USD
955,056
9.3
1
66.9
RealEstate:25.0;Comm:30.7;Energy:44.3
Value:15.1;Growth:10.8;Quality:21.1;Size:21.4;Momentum:20.9;LowVol:10.6
AMZN:20.4;MSFT:12.2;AAPL:9.7;MUB:25.8;TLT:18.4;TSLA:13.4
3.1
182
20.6
Volatile
23.5
4.11
2.4
123
-28
-55:27
35
0.0073
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
8
5
null
BrokerB
VWAP
98
1
7
94
144
-15
-9
RegimeShift
TightenStops
Volatility spike and breadth deterioration
120
3.5
Approved
4
Tax-aware sells next window
E9358
P2604
2025-02-15
Trust
USD
897,020
7.5
1
60
Financials:36.3;Consumer:26.0;Comm:20.7;Utilities:17.0
Value:24.1;Growth:13.5;Quality:18.6;Size:11.3;Momentum:16.7;LowVol:15.7
HYG:52.9;AAPL:27.3;QQQ:19.8
6.2
174
22.1
Bear
27
3.59
2.1
188
10
-12:36
54
0.0187
true
false
MaxPos6%
MaxPosExceeded
DriftNear
Rebalance
Shift +1.0% bonds from equity
17
7
6
null
BrokerD
MKT
93
11
8
64
31
7
18
Drift>tolerance
Pause
Allocation drift beyond policy bands
90
1.7
null
5
Increase defensive factor exposure
E9359
P0847
2024-11-03
Trust
USD
1,798,664
5.3
1.21
72.2
Tech:26.5;Financials:21.5;RealEstate:22.1;Industrials:29.9
Value:21.6;Growth:19.3;Quality:9.6;Size:20.7;Momentum:11.4;LowVol:17.4
VOO:24.6;BND:6.2;BRK.B:19.0;AAPL:18.5;TSLA:23.1;HYG:8.5
1.7
221
20.7
Bull
17
4.69
3.2
91
63
51:113
99
0.0159
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
-35
11
null
BrokerA
VWAP
93
8
12
-48
-73
-54
-8
RegimeShift
Pause
Volatility spike and breadth deterioration
116
2
Approved
3
Within IPS guidelines
E9360
P9159
2025-02-28
401k
USD
576,653
13
1
47.7
Industrials:29.3;RealEstate:17.9;Financials:52.8
Value:23.3;Growth:13.0;Quality:17.1;Size:17.8;Momentum:20.8;LowVol:8.1
AAPL:21.6;MSFT:37.1;BRK.B:41.3
2.6
146
10.3
Sideways
20.5
4.75
3.4
120
14
-5:35
59
0.007
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
-12
11
4
null
BrokerA
LMT
94
2
0
106
79
-56
-8
null
null
Normal monitoring
113
2.3
Approved
4
Increase defensive factor exposure
E9361
P7339
2024-11-24
IRA
USD
1,092,218
4
1
40.4
Materials:19.6;Utilities:16.1;Financials:36.3;RealEstate:28.0
Value:14.2;Growth:23.7;Quality:18.5;Size:13.0;Momentum:21.7;LowVol:8.9
BRK.B:27.5;XLF:20.8;TSLA:30.7;AAPL:9.1;HYG:11.8
3.8
210
19.9
Volatile
24.9
4.34
3
113
-13
-25:9
59
0.0054
false
true
MaxPos6%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
22
7
10
Delta:-0.09;Vega:0.02
BrokerA
MKT
88
12
12
-7
129
-7
-21
RegimeShift
Reduce
Volatility spike and breadth deterioration
219
1.7
null
3
Within IPS guidelines
E9362
P6610
2025-08-30
Trust
USD
458,817
12.9
1
44
Materials:27.8;Consumer:36.8;Comm:35.3
Value:9.6;Growth:12.3;Quality:16.9;Size:17.2;Momentum:24.2;LowVol:19.9
QQQ:32.8;XLF:33.1;IEF:12.3;MSFT:21.8
2.9
156
12.4
Bull
15.7
4.33
2.4
86
55
40:109
83
0.0197
false
false
ESGOnly;MaxPos6%
null
VarNear
Sell
Trim extended winner -1.0%
-10
-33
9
null
BrokerA
MKT
91
10
11
101
99
-13
10
null
null
Normal monitoring
120
3.9
null
3
Monitor dispersion and breadth
E9363
P2334
2024-09-09
IRA
USD
1,634,347
8.2
1
58.8
Energy:27.6;Consumer:30.5;Materials:41.9
Value:14.7;Growth:11.1;Quality:16.3;Size:15.5;Momentum:19.5;LowVol:22.8
MUB:22.4;XLF:9.0;AAPL:22.6;GLD:12.2;QQQ:6.9;VNQ:26.9
5.3
182
10.1
Bull
15.3
4.37
2.9
83
107
82:129
86
0.0088
false
true
MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-2
-8
3
null
BrokerC
LMT
96
11
18
86
224
-36
-19
RegimeShift
Hedge
Volatility spike and breadth deterioration
159
1.4
null
3
Increase defensive factor exposure
E9364
P2970
2024-11-04
Taxable
USD
1,852,191
9.8
1
62.8
RealEstate:36.5;Industrials:32.7;Materials:30.8
Value:17.1;Growth:21.2;Quality:18.1;Size:16.1;Momentum:19.0;LowVol:8.5
TLT:9.8;BRK.B:23.1;XLF:12.7;VOO:22.5;QQQ:31.9
3
180
15.6
Bull
17.5
4.72
3.4
116
44
11:70
67
0.0057
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-5
3
1
null
BrokerA
LMT
88
6
7
31
159
19
38
VAR>budget
TightenStops
Risk above budget threshold
95
2.1
null
4
Tax-aware sells next window
E9365
P7935
2025-12-13
IRA
USD
1,725,848
8.7
1
75
Health:23.6;Industrials:16.8;Comm:34.3;Utilities:13.1;Materials:12.3
Value:22.3;Growth:19.5;Quality:24.1;Size:11.7;Momentum:11.2;LowVol:11.2
BRK.B:21.3;TSLA:41.9;BND:36.8
3.7
226
21.6
Sideways
17.4
4.93
3
135
14
-6:55
59
0.0142
false
true
ESGOnly;MaxPos8%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
30
-16
7
null
BrokerC
MKT
97
3
1
-51
87
-8
-7
RegimeShift
TightenStops
Volatility spike and breadth deterioration
158
1.6
Approved
2
Tighten stops on momentum names
E9366
P6634
2024-09-11
401k
USD
897,104
5.3
1
37.7
Health:30.8;Tech:40.6;RealEstate:28.6
Value:15.7;Growth:20.2;Quality:13.5;Size:10.9;Momentum:29.6;LowVol:10.0
VNQ:11.5;BRK.B:35.5;VTI:52.9
2.7
112
11.3
Bull
12.5
3.64
3.1
77
55
23:72
78
0.0035
false
false
ESGOnly;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-6
12
12
Delta:-0.11;Vega:0.05
BrokerB
LMT
89
6
6
2
67
-21
37
null
null
Normal monitoring
129
3
Approved
5
Monitor dispersion and breadth
E9367
P6657
2024-11-12
Roth
USD
1,920,594
9
1
71.9
RealEstate:32.9;Industrials:30.4;Utilities:36.8
Value:13.4;Growth:17.4;Quality:21.8;Size:17.9;Momentum:20.6;LowVol:8.8
GLD:23.2;QQQ:23.6;AAPL:13.5;IEF:7.8;TSLA:13.8;VNQ:18.1
2.7
169
14.9
Sideways
17.1
4.1
3.3
99
-21
-35:-5
51
0.009
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
6
6
2
null
BrokerB
LMT
92
5
2
12
48
-1
9
null
null
Normal monitoring
92
2.6
Approved
3
Within IPS guidelines
E9368
P8617
2025-10-25
Roth
USD
836,892
4.7
1
40.7
Consumer:29.0;Energy:39.9;Materials:31.2
Value:18.6;Growth:17.2;Quality:17.2;Size:17.2;Momentum:11.8;LowVol:18.0
MSFT:20.0;VNQ:58.8;TLT:21.3
4.2
136
17.7
Volatile
31.2
5.43
3
151
37
14:85
73
0.01
false
false
MaxPos5%
null
null
Buy
Add core equity +1.0% from cash
23
-11
12
null
BrokerD
LMT
91
12
10
61
61
-53
23
null
null
Normal monitoring
104
1.4
Approved
3
Increase defensive factor exposure
E9369
P9222
2025-02-23
Roth
USD
630,375
5.4
1
36.6
RealEstate:22.9;Industrials:55.8;Consumer:21.3
Value:20.9;Growth:13.8;Quality:14.4;Size:20.5;Momentum:12.1;LowVol:18.3
GLD:20.4;QQQ:9.8;HYG:11.1;MSFT:27.9;BRK.B:18.3;TLT:12.5
2.4
94
12.4
Volatile
30.2
5.36
3.8
140
-22
-44:-1
37
0.0131
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-7
-21
11
null
BrokerD
MKT
88
10
13
6
23
-60
26
null
null
Normal monitoring
102
2.6
Approved
3
Monitor dispersion and breadth
E9370
P9000
2025-05-12
401k
USD
589,440
9.4
1
63.2
Energy:33.9;Tech:46.0;Materials:20.0
Value:25.3;Growth:9.9;Quality:11.0;Size:13.9;Momentum:13.4;LowVol:26.4
TLT:25.5;VNQ:19.7;QQQ:33.3;GLD:21.5
2
133
16.6
Volatile
22.8
5.31
3.5
133
1
-18:42
53
0.0119
false
false
null
null
null
Sell
Trim extended winner -1.0%
-4
8
4
null
BrokerD
MKT
91
3
2
16
26
-52
5
null
null
Normal monitoring
124
1
Approved
5
Tax-aware sells next window
E9371
P1302
2025-09-07
Taxable
USD
1,544,148
4.5
1
53.6
Financials:40.9;Industrials:26.5;Energy:32.6
Value:22.9;Growth:23.2;Quality:8.1;Size:9.3;Momentum:16.6;LowVol:19.9
XLF:9.4;HYG:27.1;AMZN:25.4;IEF:8.3;VTI:29.7
2.9
194
10.4
Volatile
30.6
5.19
2.1
138
-9
-46:21
44
0.0042
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
20
7
2
Delta:-0.13;Vega:0.08
BrokerD
MKT
90
6
5
8
41
10
-24
VAR>budget
Reduce
Risk above budget threshold
187
1.9
Rejected
2
Tighten stops on momentum names
E9372
P1599
2025-06-05
Taxable
USD
2,031,778
8.9
1.25
71.3
Energy:25.7;Financials:30.3;RealEstate:15.5;Consumer:28.5
Value:21.1;Growth:24.1;Quality:14.0;Size:9.2;Momentum:19.0;LowVol:12.6
VNQ:21.2;BND:19.5;GLD:27.7;AMZN:31.6
6
147
21
Volatile
30.2
3.89
4.3
171
54
18:103
91
0.0051
false
false
MaxPos8%
null
DriftNear
NoAction
Within policy bands; defer
-10
15
7
null
BrokerA
VWAP
0
0
0
-10
21
3
14
null
null
Normal monitoring
185
3.1
null
4
Monitor dispersion and breadth
E9373
P3202
2025-01-21
Roth
USD
842,910
5.8
1
53.5
Energy:21.4;RealEstate:15.8;Health:21.8;Consumer:23.4;Tech:17.6
Value:20.2;Growth:12.4;Quality:18.5;Size:10.8;Momentum:18.6;LowVol:19.4
MUB:22.6;TLT:14.8;TSLA:10.1;BRK.B:12.6;VOO:20.6;AAPL:19.3
1.4
104
9
Volatile
23.1
3.7
2.6
178
15
0:52
49
0.0179
false
false
MaxPos6%;NoMargin
null
null
NoAction
Within policy bands; defer
-4
-17
3
null
BrokerB
MKT
0
0
0
103
202
-57
24
null
null
Normal monitoring
211
3.7
null
3
Monitor dispersion and breadth
E9374
P4089
2025-01-18
Trust
USD
1,901,990
5.9
1
40.9
Materials:37.6;Energy:31.0;Utilities:31.4
Value:22.5;Growth:11.8;Quality:13.1;Size:16.7;Momentum:24.0;LowVol:11.8
BND:25.2;GLD:15.5;TLT:28.8;MUB:16.2;HYG:14.3
4.2
169
21.4
Bull
12.7
4.13
2.2
75
66
40:109
66
0.0095
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
-14
-35
12
null
BrokerC
LMT
90
3
4
106
79
14
18
null
null
Normal monitoring
160
1.1
null
5
Tax-aware sells next window
E9375
P3754
2025-08-25
401k
USD
295,602
17.8
1
70.5
RealEstate:8.7;Materials:24.2;Consumer:17.2;Utilities:28.3;Comm:21.5
Value:25.3;Growth:10.5;Quality:12.6;Size:21.7;Momentum:18.1;LowVol:11.8
QQQ:17.8;MUB:22.7;TSLA:28.0;VOO:9.1;XLF:22.5
3.4
140
11
Sideways
18.6
4.22
2.9
104
-25
-50:7
54
0.0125
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
25
14
8
null
BrokerD
VWAP
93
7
5
110
170
-58
-11
null
null
Normal monitoring
128
1.4
Approved
4
Tighten stops on momentum names
E9376
P3917
2025-02-17
Taxable
USD
331,945
9.2
1
38.9
Utilities:16.4;Energy:18.5;Industrials:31.4;Financials:12.2;Materials:21.6
Value:21.0;Growth:13.8;Quality:11.0;Size:11.1;Momentum:21.2;LowVol:21.8
GLD:10.7;VTI:23.7;VNQ:39.8;IEF:25.8
4.6
157
7.9
Bull
16.6
4.97
2.2
117
41
4:90
53
0.0147
false
false
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
0
8
4
null
BrokerD
LMT
89
9
6
8
30
19
-2
null
null
Normal monitoring
203
3.2
Approved
4
Tighten stops on momentum names
E9377
P5946
2025-11-29
401k
USD
1,848,956
4.7
1
47.7
Tech:25.3;Industrials:33.2;Energy:24.6;RealEstate:16.9
Value:14.1;Growth:13.6;Quality:25.0;Size:10.8;Momentum:9.7;LowVol:26.9
AMZN:29.1;IEF:15.1;TLT:13.6;BRK.B:13.6;BND:28.6
2.8
123
21.2
Volatile
29.2
4.45
2.3
140
-31
-57:24
43
0.0192
false
false
MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
19
8
2
null
BrokerA
LMT
96
6
3
-6
-25
-6
-17
null
null
Normal monitoring
216
2.4
Approved
5
Tax-aware sells next window
E9378
P7238
2025-06-04
IRA
USD
230,566
5.4
1
68.1
Industrials:17.6;Health:35.3;Energy:19.1;RealEstate:28.1
Value:11.7;Growth:25.4;Quality:12.6;Size:13.5;Momentum:11.2;LowVol:25.6
AAPL:35.2;AMZN:29.4;XLF:35.4
2.1
94
9.9
Bear
22
3.35
2.4
174
17
-16:69
46
0.0115
false
false
NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
0
-12
11
Delta:-0.17;Vega:0.07
BrokerA
VWAP
92
6
4
-30
92
-15
-17
null
null
Normal monitoring
191
2.6
null
3
Tax-aware sells next window
E9379
P7054
2025-08-19
Taxable
USD
328,859
5.6
1
41
Industrials:9.9;Financials:28.2;Consumer:30.1;Energy:16.5;Comm:15.2
Value:21.5;Growth:14.4;Quality:21.6;Size:20.3;Momentum:11.6;LowVol:10.6
MUB:18.1;BRK.B:20.3;VTI:20.2;AAPL:18.3;MSFT:23.1
4.8
169
14.2
Volatile
27.9
3.94
3.4
112
20
4:63
46
0.0104
false
false
ESGOnly;MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-6
-3
8
Delta:-0.13;Vega:0.04
BrokerD
MKT
98
9
17
-1
22
-25
-12
null
null
Normal monitoring
120
1.6
null
3
Within IPS guidelines
E9380
P9495
2025-03-09
401k
USD
273,180
7.6
1
62.7
Industrials:18.8;Tech:12.0;Comm:30.4;Financials:12.3;Consumer:26.6
Value:7.9;Growth:15.8;Quality:24.9;Size:25.1;Momentum:8.6;LowVol:17.7
TSLA:31.2;MSFT:31.7;TLT:10.1;BND:27.0
4.8
155
12.8
Bull
12.7
4.43
3.4
95
20
-8:71
52
0.0188
false
false
MaxPos6%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
19
-40
2
Delta:-0.18;Vega:0.04
BrokerC
LMT
91
6
5
-20
72
-9
25
null
null
Normal monitoring
163
3.7
null
3
Tighten stops on momentum names
E9381
P8589
2025-05-02
Trust
USD
426,403
5.9
1
67.6
Energy:26.1;Utilities:15.3;Financials:14.4;RealEstate:26.1;Tech:18.1
Value:24.7;Growth:12.7;Quality:20.7;Size:12.9;Momentum:7.8;LowVol:21.2
MUB:23.1;TLT:23.7;AAPL:12.4;BRK.B:21.9;BND:19.0
3.2
120
12.9
Sideways
15.8
4.49
3.5
103
33
6:65
53
0.0067
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
22
9
2
null
BrokerD
LMT
96
3
10
-50
-36
14
31
null
null
Normal monitoring
115
1.3
null
4
Tax-aware sells next window
E9382
P4051
2025-06-01
Roth
USD
845,437
6
1
71.2
Materials:29.0;Financials:30.9;RealEstate:10.1;Health:30.0
Value:8.9;Growth:13.4;Quality:21.5;Size:18.0;Momentum:9.4;LowVol:28.8
BND:22.8;HYG:11.9;AAPL:33.6;XLF:18.8;VTI:12.8
3.3
132
8
Volatile
28.5
5.3
3
122
75
65:102
100
0.0067
false
false
null
null
null
Buy
Add core equity +1.0% from cash
17
-36
10
null
BrokerC
MKT
91
2
5
-40
-27
-21
12
null
null
Normal monitoring
175
2.2
Approved
4
Monitor dispersion and breadth
E9383
P7359
2025-06-25
Roth
USD
392,485
8.4
1
63.7
RealEstate:21.3;Comm:25.1;Consumer:9.2;Utilities:24.0;Health:20.3
Value:11.7;Growth:16.9;Quality:23.1;Size:9.2;Momentum:21.6;LowVol:17.5
MSFT:15.4;VOO:17.8;GLD:23.3;MUB:28.1;XLF:15.3
3.1
128
8.7
Volatile
25.6
3.89
4.3
114
11
-25:42
52
0.0059
false
false
MaxPos7%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-6
-1
9
null
BrokerD
MKT
95
11
14
-17
122
19
9
null
null
Normal monitoring
102
2.1
null
4
Monitor dispersion and breadth
E9384
P2055
2025-12-01
Taxable
USD
425,031
9.9
1
63.4
Consumer:15.5;Materials:24.2;Industrials:25.3;Utilities:20.3;Energy:14.7
Value:10.4;Growth:21.5;Quality:17.4;Size:14.9;Momentum:20.1;LowVol:15.7
AMZN:26.4;TSLA:18.2;MSFT:7.9;GLD:13.6;TLT:13.3;BND:20.5
1.8
156
12.2
Bear
28.1
3.54
2.1
173
-16
-28:29
48
0.0059
false
false
MaxSector35%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-19
10
null
BrokerD
VWAP
95
3
11
-50
-64
1
0
null
null
Normal monitoring
190
2
Approved
4
Monitor dispersion and breadth
E9385
P3676
2024-10-31
Taxable
USD
376,415
14.7
1
41.3
Utilities:31.9;Health:49.4;RealEstate:18.7
Value:19.0;Growth:23.0;Quality:20.4;Size:9.3;Momentum:9.6;LowVol:18.6
XLF:19.1;TSLA:27.9;VNQ:11.0;TLT:28.4;GLD:13.6
1.6
129
8.2
Volatile
31.1
4.71
2.2
116
19
-14:68
43
0.0193
false
false
MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-14
-36
12
null
BrokerC
VWAP
100
2
5
-21
42
-23
10
null
null
Normal monitoring
182
1.4
Approved
5
Increase defensive factor exposure
E9386
P8065
2024-08-14
IRA
USD
2,299,975
8.7
1.17
67.7
Industrials:13.6;Consumer:24.4;Tech:20.5;Health:23.7;RealEstate:17.9
Value:10.0;Growth:21.9;Quality:12.5;Size:22.8;Momentum:12.6;LowVol:20.2
XLF:14.4;BND:26.2;MSFT:25.5;HYG:34.0
5.1
141
19.5
Sideways
14.7
3.51
3.5
118
46
27:76
56
0.0166
false
false
ESGOnly;MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
0
-38
2
null
BrokerC
LMT
90
9
11
55
148
-19
-5
null
null
Normal monitoring
196
1
Approved
5
Tighten stops on momentum names
E9387
P3762
2024-08-07
Roth
USD
1,714,819
8.6
1
42
Energy:22.8;RealEstate:35.3;Tech:13.6;Health:15.1;Financials:13.1
Value:9.4;Growth:17.7;Quality:16.4;Size:8.1;Momentum:24.3;LowVol:24.1
TSLA:30.0;MUB:12.5;TLT:22.0;BRK.B:35.5
2.6
149
16.4
Sideways
21.6
3.99
3.4
113
-17
-57:26
59
0.0171
false
false
MaxPos7%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
18
-27
7
null
BrokerB
LMT
96
3
4
-22
20
-47
11
null
null
Normal monitoring
164
2.2
Approved
5
Within IPS guidelines
E9388
P8876
2024-10-21
IRA
USD
259,223
14.2
1
63.2
Consumer:26.4;Industrials:27.3;Materials:24.0;Energy:22.2
Value:13.5;Growth:9.9;Quality:22.8;Size:18.8;Momentum:14.0;LowVol:21.0
HYG:51.4;IEF:14.5;BRK.B:34.1
3
122
11.2
Bull
11.8
4.11
2.2
106
105
82:131
100
0.0163
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
33
-31
6
null
BrokerB
LMT
91
7
9
-18
3
13
20
null
null
Normal monitoring
138
1.1
null
5
Increase defensive factor exposure
E9389
P5378
2025-01-28
Trust
USD
1,375,012
8.6
1
65.8
Utilities:32.8;Consumer:22.6;Materials:11.4;Energy:20.1;Financials:13.2
Value:17.8;Growth:30.6;Quality:15.5;Size:12.5;Momentum:9.4;LowVol:14.2
BRK.B:26.4;BND:22.3;MUB:27.1;TSLA:13.2;VTI:11.0
5.4
175
20.3
Sideways
15.6
4.74
2.1
123
-21
-58:27
40
0.0051
false
true
ESGOnly;MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
-3
11
Delta:-0.18;Vega:0.04
BrokerB
LMT
98
11
10
10
130
-46
23
RegimeShift
Reduce
Volatility spike and breadth deterioration
94
2.9
null
5
Monitor dispersion and breadth
E9390
P8520
2025-06-19
IRA
USD
805,906
4.1
1
69.9
Energy:26.0;Comm:50.4;Consumer:23.6
Value:15.3;Growth:12.8;Quality:13.7;Size:18.6;Momentum:23.9;LowVol:15.7
BND:14.8;BRK.B:22.9;VTI:14.2;MSFT:24.0;VNQ:24.0
2.6
238
21.1
Bull
12.6
4.45
2.1
83
68
33:95
68
0.006
false
true
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-11
5
null
BrokerB
MKT
93
5
2
-15
29
13
-8
VAR>budget
Reduce
Risk above budget threshold
141
2
SuggestedEdits
2
Monitor dispersion and breadth
E9391
P2061
2025-10-11
IRA
USD
843,288
7.5
1
64.1
Materials:23.2;Consumer:20.1;Comm:23.8;RealEstate:33.0
Value:23.6;Growth:24.9;Quality:9.4;Size:16.3;Momentum:17.4;LowVol:8.5
VNQ:17.3;IEF:27.2;TLT:22.1;GLD:23.0;AAPL:10.4
4.4
160
10.5
Bull
13.2
4.84
2.5
75
104
67:121
100
0.0181
false
false
ESGOnly;MaxPos5%;MaxSector30%
null
DriftNear;VarNear
Sell
Trim extended winner -1.0%
12
-21
3
null
BrokerD
LMT
99
7
14
65
97
-24
9
null
null
Normal monitoring
158
1.7
Approved
4
Within IPS guidelines
E9392
P3630
2024-07-29
Roth
USD
1,385,683
5
1
40.9
RealEstate:24.9;Tech:41.3;Energy:33.9
Value:14.1;Growth:11.6;Quality:19.5;Size:18.0;Momentum:12.3;LowVol:24.5
VOO:13.2;TLT:28.8;MSFT:19.1;VTI:9.5;MUB:13.8;IEF:15.6
4.4
203
27.6
Bull
14.6
4.45
2.9
93
38
11:82
78
0.0136
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-19
3
Delta:-0.05;Vega:0.05
BrokerB
LMT
90
1
0
-33
-44
8
21
VAR>budget
Hedge
Risk above budget threshold
207
0.9
null
3
Tighten stops on momentum names
E9393
P2172
2025-07-13
Taxable
USD
837,293
8.6
1
60
Industrials:38.4;Tech:37.2;Health:24.3
Value:19.6;Growth:25.0;Quality:8.2;Size:14.0;Momentum:14.7;LowVol:18.6
VNQ:12.4;VTI:37.7;AMZN:19.5;VOO:17.4;BND:12.9
4
93
11.2
Volatile
23.6
4.78
2.6
156
-5
-30:12
32
0.0086
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
27
10
2
null
BrokerA
LMT
91
6
10
35
152
-13
-5
null
null
Normal monitoring
156
2.3
null
5
Within IPS guidelines
E9394
P7543
2024-10-07
Trust
USD
1,688,248
5.1
1.18
52.6
Tech:23.8;Energy:31.7;RealEstate:44.5
Value:13.6;Growth:16.5;Quality:22.6;Size:16.1;Momentum:8.6;LowVol:22.5
QQQ:49.7;BND:15.7;AMZN:34.6
4.1
176
13.1
Volatile
30.4
4.08
3.6
119
-44
-81:-25
38
0.012
false
true
MaxPos6%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
35
-23
7
null
BrokerA
MKT
91
9
10
26
117
7
30
VAR>budget
TightenStops
Risk above budget threshold
203
3.3
Approved
2
Tighten stops on momentum names
E9395
P9905
2024-09-11
Roth
USD
769,449
6.9
1
72
Health:44.1;Consumer:22.7;Comm:33.2
Value:13.9;Growth:11.0;Quality:17.9;Size:25.5;Momentum:18.4;LowVol:13.3
BRK.B:24.1;AMZN:7.1;QQQ:25.7;GLD:27.4;TSLA:15.7
4.7
192
20.5
Sideways
16.5
4.12
2.6
100
-6
-41:21
50
0.0064
false
false
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
14
1
null
BrokerC
LMT
90
11
14
-1
84
-8
0
null
null
Normal monitoring
152
1.2
null
3
Increase defensive factor exposure
E9396
P1072
2025-08-02
401k
USD
381,919
13.9
1
45.1
Materials:37.7;Comm:26.4;Tech:35.9
Value:12.4;Growth:20.6;Quality:17.9;Size:20.5;Momentum:21.5;LowVol:7.2
BRK.B:21.3;IEF:30.9;GLD:47.8
4.3
94
11.5
Bull
12.9
3.52
2.4
90
1
-11:54
60
0.0144
false
false
null
null
DriftNear
NoAction
Within policy bands; defer
1
-8
3
null
BrokerD
MKT
0
0
0
8
-24
15
37
null
null
Normal monitoring
107
3.8
Approved
5
Monitor dispersion and breadth
E9397
P3542
2024-08-06
Trust
USD
841,060
13.8
1
39
RealEstate:22.8;Health:28.4;Industrials:48.8
Value:20.6;Growth:18.4;Quality:11.8;Size:10.7;Momentum:18.5;LowVol:20.2
TLT:27.2;VTI:8.3;AMZN:25.3;TSLA:39.2
3.3
94
10
Bear
34.9
3.36
2
134
25
-1:67
67
0.0135
false
false
MaxPos7%
null
null
NoAction
Within policy bands; defer
8
-17
1
null
BrokerD
MKT
0
0
0
19
103
19
30
null
null
Normal monitoring
152
1.3
Approved
3
Tighten stops on momentum names
E9398
P0812
2024-08-28
IRA
USD
978,939
3.7
1
51
Financials:44.5;Health:19.2;Materials:36.3
Value:16.8;Growth:21.2;Quality:19.6;Size:9.8;Momentum:13.6;LowVol:19.0
VOO:6.7;QQQ:21.0;TLT:20.0;VTI:32.5;XLF:19.8
6.2
211
24.3
Bull
16.2
4.62
2.3
120
31
-5:47
47
0.0059
true
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
15
8
8
null
BrokerA
MKT
92
3
1
63
130
-30
-25
Drift>tolerance
Hedge
Allocation drift beyond policy bands
162
3.1
null
4
Tax-aware sells next window
E9399
P4489
2025-12-07
Taxable
USD
1,908,502
6.7
1
74.3
RealEstate:30.7;Materials:37.5;Health:31.8
Value:9.5;Growth:15.0;Quality:23.7;Size:18.1;Momentum:17.5;LowVol:16.2
MUB:18.2;BND:15.8;XLF:18.3;VNQ:17.8;AMZN:12.0;IEF:17.8
4.6
192
21.1
Bull
12.6
5
2.8
74
10
-27:33
58
0.0094
false
true
MaxPos7%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-19
12
null
BrokerD
LMT
88
1
8
-58
-69
-36
23
VAR>budget
Reduce
Risk above budget threshold
199
1.6
null
5
Tighten stops on momentum names
E9400
P2734
2025-05-08
Roth
USD
823,085
6
1.1
67.7
Energy:38.1;Health:18.5;Comm:31.7;Materials:11.8
Value:12.1;Growth:20.9;Quality:11.9;Size:27.3;Momentum:14.7;LowVol:13.0
VNQ:14.4;VTI:7.7;MSFT:33.1;XLF:32.2;GLD:12.6
3.8
184
14.9
Volatile
21.2
5.19
3
121
79
40:105
100
0.019
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
5
4
null
BrokerA
LMT
93
8
13
-7
47
15
33
null
null
Normal monitoring
192
2.8
null
3
Within IPS guidelines