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
E9401
P2196
2025-12-15
Taxable
USD
1,932,888
5.5
1
70.9
RealEstate:16.3;Financials:42.8;Tech:41.0
Value:21.8;Growth:15.5;Quality:14.8;Size:21.9;Momentum:8.5;LowVol:17.5
MSFT:28.6;AMZN:42.7;TLT:28.7
4.3
197
19.3
Bull
18
4.81
2.7
119
85
55:140
84
0.0178
false
true
MaxPos6%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
5
-3
1
Delta:-0.22;Vega:0.03
BrokerB
MKT
89
9
14
48
153
8
-12
VAR>budget
Hedge
Risk above budget threshold
134
2.1
SuggestedEdits
2
Increase defensive factor exposure
E9402
P8863
2025-07-15
401k
USD
1,630,870
6.2
1
67.1
Utilities:20.4;Financials:21.3;Materials:19.6;Consumer:12.7;Energy:25.9
Value:13.7;Growth:11.6;Quality:19.8;Size:22.5;Momentum:23.4;LowVol:9.0
VTI:21.3;QQQ:16.1;XLF:12.6;IEF:10.2;BND:13.5;MUB:26.3
4.3
189
20.1
Volatile
26.1
5.41
3.8
126
-23
-52:-3
33
0.015
false
false
MaxPos6%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-22
2
null
BrokerB
MKT
98
4
12
14
65
-26
0
null
null
Normal monitoring
177
1.4
null
4
Increase defensive factor exposure
E9403
P4862
2025-07-12
IRA
USD
598,636
6.8
1
65.2
Industrials:42.1;Financials:23.3;Consumer:19.2;Energy:15.4
Value:8.4;Growth:26.9;Quality:14.0;Size:24.6;Momentum:8.0;LowVol:18.1
VNQ:15.7;BND:41.3;BRK.B:43.0
2.8
115
10.3
Volatile
28.2
3.75
2.3
171
62
38:77
76
0.0127
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
18
-40
8
null
BrokerC
LMT
100
4
4
21
85
-2
13
null
null
Normal monitoring
147
1.8
Approved
5
Monitor dispersion and breadth
E9404
P4333
2025-01-27
IRA
USD
1,352,324
5.5
1
42.6
RealEstate:40.5;Tech:13.1;Consumer:35.1;Financials:11.2
Value:27.7;Growth:13.9;Quality:12.6;Size:19.2;Momentum:10.1;LowVol:16.6
AMZN:51.4;TSLA:30.7;HYG:17.9
4
164
18.6
Bear
27.4
3.86
2.4
187
-18
-30:28
47
0.0115
false
false
null
null
null
Sell
Trim extended winner -1.0%
15
-11
11
null
BrokerB
MKT
97
3
9
94
216
-1
-19
null
null
Normal monitoring
203
3.1
Approved
3
Tighten stops on momentum names
E9405
P0399
2025-03-08
Roth
USD
1,649,465
8.2
1
38.2
Consumer:15.4;Financials:31.2;Comm:53.4
Value:8.7;Growth:14.3;Quality:19.2;Size:15.1;Momentum:16.8;LowVol:25.9
AMZN:23.1;GLD:25.2;VNQ:36.5;TSLA:15.2
2
146
11.9
Sideways
19.4
3.94
2.4
92
39
5:92
85
0.0149
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
-8
-28
9
null
BrokerA
LMT
90
6
11
0
56
-2
24
null
null
Normal monitoring
170
2.3
null
5
Tighten stops on momentum names
E9406
P4566
2024-11-02
401k
USD
281,055
16.7
1
65.5
Consumer:14.7;Financials:19.3;RealEstate:26.8;Utilities:23.0;Industrials:16.3
Value:18.2;Growth:19.5;Quality:9.9;Size:24.6;Momentum:10.0;LowVol:17.8
VOO:8.4;MSFT:18.1;GLD:19.1;AAPL:27.5;VNQ:15.1;TLT:11.8
4.8
129
8.1
Volatile
31.5
5.16
4.3
174
60
39:104
90
0.0078
false
false
MaxPos5%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
4
5
11
null
BrokerA
LMT
91
9
10
-2
-21
-48
2
null
null
Normal monitoring
182
1.8
Approved
4
Tax-aware sells next window
E9407
P1808
2024-07-13
401k
USD
1,836,108
9.8
1
55.4
Materials:25.8;Tech:30.8;Financials:25.1;Utilities:18.4
Value:17.5;Growth:12.6;Quality:13.1;Size:23.8;Momentum:16.8;LowVol:16.3
HYG:34.7;QQQ:39.3;MUB:26.1
6
208
11.9
Bear
34.2
3.93
2.8
212
1
-13:27
35
0.0074
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
5
-23
6
null
BrokerD
LMT
99
8
14
-41
40
-41
-16
RegimeShift
Reduce
Volatility spike and breadth deterioration
154
3.3
SuggestedEdits
5
Tighten stops on momentum names
E9408
P0238
2025-07-29
Taxable
USD
772,388
7.2
1
72.6
Energy:32.2;Consumer:27.8;Health:15.5;Industrials:24.5
Value:10.9;Growth:16.1;Quality:20.1;Size:22.6;Momentum:20.4;LowVol:9.9
AMZN:26.3;HYG:16.4;IEF:20.0;MSFT:16.4;TSLA:20.9
1.3
150
14.6
Sideways
21.2
3.71
2.7
123
-12
-31:22
58
0.0072
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
25
-37
5
null
BrokerA
LMT
99
3
2
-29
4
3
26
null
null
Normal monitoring
148
1.7
null
3
Monitor dispersion and breadth
E9409
P8977
2024-10-05
Roth
USD
429,375
16
1
68.7
Comm:27.7;Health:27.2;Energy:22.1;Materials:13.9;Tech:9.1
Value:21.7;Growth:20.2;Quality:11.6;Size:14.4;Momentum:15.2;LowVol:16.9
AAPL:46.6;VNQ:21.5;TLT:16.8;AMZN:15.1
2.9
141
11
Sideways
21.3
4.28
2
119
9
-1:24
63
0.013
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Sell
Trim extended winner -1.0%
11
10
8
null
BrokerB
MKT
98
11
18
-15
16
-5
18
null
null
Normal monitoring
184
2.6
Approved
5
Tax-aware sells next window
E9410
P5411
2025-03-26
Taxable
USD
460,827
10.8
1
52.2
Tech:20.8;Energy:37.4;Comm:41.8
Value:14.8;Growth:22.2;Quality:11.3;Size:20.1;Momentum:11.2;LowVol:20.4
VNQ:33.5;AAPL:20.6;VTI:45.9
1.5
99
13.8
Bull
15
4.2
2.8
83
3
-22:36
53
0.0186
false
false
MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
0
-11
9
null
BrokerC
MKT
94
9
13
-41
40
6
3
null
null
Normal monitoring
146
2.8
Approved
3
Tax-aware sells next window
E9411
P4076
2025-10-22
IRA
USD
441,743
9
1
62
Materials:17.9;Health:23.4;Comm:37.1;Energy:21.6
Value:14.1;Growth:19.4;Quality:16.7;Size:13.6;Momentum:17.8;LowVol:18.4
AAPL:15.7;MUB:24.9;BND:14.4;BRK.B:17.4;XLF:11.0;VTI:16.7
4.5
122
13.8
Bear
29.2
3.67
1.6
132
14
-23:58
46
0.0091
false
false
MaxPos8%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
4
-14
1
null
BrokerC
VWAP
91
8
5
52
169
-32
11
null
null
Normal monitoring
137
2.2
Approved
3
Tighten stops on momentum names
E9412
P2118
2025-04-18
Trust
USD
1,711,477
9.5
1
64.1
Energy:31.0;Materials:22.0;Industrials:30.1;Comm:16.9
Value:18.9;Growth:18.9;Quality:15.7;Size:18.1;Momentum:19.2;LowVol:9.2
TSLA:26.3;BND:22.0;VNQ:22.9;AAPL:28.8
2.1
164
18
Sideways
17.5
4.33
2.1
136
-14
-24:15
33
0.0099
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-5
7
null
BrokerB
LMT
96
7
13
11
97
16
-12
null
null
Normal monitoring
122
3.3
null
3
Within IPS guidelines
E9413
P5711
2024-10-12
IRA
USD
1,662,606
8
1
68.3
Consumer:10.9;Comm:28.5;Health:17.2;Tech:31.5;RealEstate:12.0
Value:14.5;Growth:19.8;Quality:16.8;Size:17.6;Momentum:12.9;LowVol:18.5
AMZN:20.8;VTI:22.1;TLT:23.1;GLD:5.9;BRK.B:11.2;HYG:16.8
3.6
170
16.6
Bear
33.5
3.17
1.1
134
9
-19:41
57
0.0168
false
false
ESGOnly
null
VarNear
NoAction
Within policy bands; defer
16
-29
3
null
BrokerA
LMT
0
0
0
-20
-39
10
27
null
null
Normal monitoring
210
1.1
null
3
Tighten stops on momentum names
E9414
P5224
2025-11-26
Roth
USD
493,471
16.2
1
46
Materials:36.8;Energy:29.8;Consumer:33.4
Value:28.7;Growth:22.2;Quality:12.2;Size:10.7;Momentum:9.4;LowVol:16.7
BND:8.4;QQQ:34.7;TLT:29.5;AAPL:27.5
3.3
124
10.4
Bull
13.4
3.5
2.2
88
115
102:157
100
0.0094
false
false
MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
35
-12
7
null
BrokerD
LMT
92
1
4
-18
56
6
15
null
null
Normal monitoring
131
2.9
Approved
3
Increase defensive factor exposure
E9415
P1854
2025-08-04
401k
USD
689,871
15.9
1
69
Financials:29.5;RealEstate:20.0;Energy:20.3;Materials:16.4;Health:13.8
Value:14.1;Growth:10.9;Quality:10.4;Size:23.0;Momentum:18.9;LowVol:22.7
HYG:38.7;VOO:37.2;XLF:24.1
3.8
170
12.5
Bull
15.5
4.01
2.7
100
103
69:137
92
0.0057
false
false
ESGOnly;MaxPos8%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
-37
8
Delta:-0.23;Vega:0.07
BrokerA
MKT
90
10
15
-59
-62
-40
-11
null
null
Normal monitoring
173
3.6
null
3
Monitor dispersion and breadth
E9416
P7159
2025-09-05
Taxable
USD
843,168
14
1
38.1
RealEstate:17.3;Financials:19.0;Materials:15.8;Health:20.7;Industrials:27.2
Value:11.8;Growth:10.1;Quality:21.0;Size:29.7;Momentum:12.2;LowVol:15.2
VTI:25.9;TSLA:6.8;AMZN:18.7;BRK.B:20.3;AAPL:28.3
1.5
95
10.6
Bull
12
4.81
2.3
75
92
82:115
91
0.005
false
false
ESGOnly;MaxPos5%;MaxSector25%;NoMargin
null
null
NoAction
Within policy bands; defer
33
6
12
null
BrokerC
MKT
0
0
0
78
176
-16
40
null
null
Normal monitoring
93
3.2
null
3
Increase defensive factor exposure
E9417
P8427
2025-02-15
Roth
USD
173,579
11.7
1
42.4
Health:29.4;Utilities:20.7;Energy:49.9
Value:7.4;Growth:13.0;Quality:15.0;Size:19.8;Momentum:24.9;LowVol:19.9
IEF:60.6;TLT:23.5;BND:15.9
4.4
112
10.7
Volatile
22.6
5.44
3.1
146
-17
-56:15
33
0.014
false
false
MaxPos6%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
28
-4
11
null
BrokerC
MKT
97
7
10
-13
82
-53
11
null
null
Normal monitoring
102
2.6
Approved
3
Tax-aware sells next window
E9418
P0727
2025-01-27
Taxable
USD
774,256
10
1
55.8
Industrials:9.7;Energy:14.3;Tech:31.1;Utilities:25.2;RealEstate:19.7
Value:8.0;Growth:23.9;Quality:20.0;Size:12.7;Momentum:20.3;LowVol:15.2
IEF:31.0;VTI:26.5;TLT:34.9;VNQ:7.6
2.5
218
18.9
Volatile
31.1
4.51
3
148
-12
-46:38
52
0.0054
false
true
MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
33
-22
6
null
BrokerB
MKT
89
10
10
-54
-42
-3
-21
RegimeShift
Hedge
Volatility spike and breadth deterioration
96
3
null
4
Within IPS guidelines
E9419
P1890
2024-11-20
Roth
USD
167,915
9.1
1
53.7
Energy:14.6;Consumer:25.9;Tech:19.5;Utilities:17.5;Materials:22.6
Value:7.5;Growth:15.4;Quality:20.8;Size:19.9;Momentum:16.3;LowVol:20.2
HYG:22.2;VOO:15.0;BRK.B:7.7;VTI:21.1;TSLA:26.6;XLF:7.4
2.4
122
14.8
Bull
12.4
4.53
2.1
84
11
-3:54
43
0.0164
false
false
NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
34
-27
11
Delta:-0.2;Vega:0.05
BrokerB
LMT
98
11
12
13
104
-43
15
null
null
Normal monitoring
173
3.4
null
5
Tax-aware sells next window
E9420
P2064
2025-11-05
Roth
USD
904,984
3.5
1
45.7
Industrials:38.1;Materials:33.0;Comm:29.0
Value:11.8;Growth:23.6;Quality:19.5;Size:16.3;Momentum:14.4;LowVol:14.3
VTI:30.3;AMZN:18.6;XLF:30.0;QQQ:21.1
6.8
168
19.3
Bull
13.7
3.91
3.2
98
107
84:130
100
0.0092
true
false
ESGOnly;MaxPos8%;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
34
1
1
null
BrokerB
MKT
97
4
5
83
147
-54
-7
Drift>tolerance
Hedge
Allocation drift beyond policy bands
139
2
null
4
Within IPS guidelines
E9421
P2583
2025-04-19
Taxable
USD
781,991
17.9
1
56.1
Industrials:27.3;Comm:47.7;Materials:25.0
Value:19.5;Growth:24.3;Quality:8.6;Size:24.4;Momentum:15.9;LowVol:7.4
MUB:24.7;BRK.B:32.5;AAPL:11.9;XLF:30.9
1.6
141
9.2
Bear
29.5
3.4
1.3
207
-68
-84:-29
5
0.01
false
false
MaxSector25%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-6
-18
2
Delta:-0.21;Vega:0.06
BrokerB
LMT
100
1
3
-4
134
-28
-3
null
null
Normal monitoring
114
1.2
Approved
3
Monitor dispersion and breadth
E9422
P8315
2025-02-08
IRA
USD
832,550
8.8
1
72.3
Utilities:23.7;Industrials:18.8;Health:40.0;Consumer:17.6
Value:13.5;Growth:18.6;Quality:9.0;Size:16.5;Momentum:19.8;LowVol:22.7
HYG:24.9;VOO:26.2;IEF:20.0;TLT:29.0
4.3
104
7
Volatile
30
5.35
3.8
123
-56
-71:-18
33
0.0065
false
false
MaxPos6%;MaxSector25%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-1
14
10
null
BrokerC
MKT
96
4
2
26
50
-3
1
null
null
Normal monitoring
107
2.4
Approved
4
Increase defensive factor exposure
E9423
P5250
2025-12-22
IRA
USD
750,007
9.1
1
53
Energy:30.5;Utilities:13.7;RealEstate:12.9;Industrials:25.2;Financials:17.7
Value:8.9;Growth:13.6;Quality:21.8;Size:22.6;Momentum:11.1;LowVol:22.1
VTI:29.7;MSFT:21.0;MUB:49.3
4.1
135
9.7
Sideways
14.4
3.96
3.2
103
10
-27:47
54
0.0084
false
false
MaxSector25%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
6
-11
9
null
BrokerB
LMT
90
5
12
47
127
-32
1
null
null
Normal monitoring
177
1.6
null
4
Within IPS guidelines
E9424
P2228
2024-10-01
IRA
USD
627,992
15.7
1
48.9
Utilities:24.6;Financials:22.0;Tech:53.4
Value:17.1;Growth:18.8;Quality:18.6;Size:8.7;Momentum:14.8;LowVol:22.0
TSLA:17.7;QQQ:23.0;HYG:17.6;VTI:24.8;BRK.B:16.8
2.6
94
7.9
Volatile
31.4
5.38
3.4
110
-2
-27:31
40
0.0159
false
false
MaxPos8%;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
30
-10
10
null
BrokerD
LMT
93
5
8
42
177
-2
14
null
null
Normal monitoring
210
3.3
Approved
5
Monitor dispersion and breadth
E9425
P0363
2025-08-26
401k
USD
594,027
4.6
1
37.9
Utilities:13.9;RealEstate:28.1;Comm:28.9;Materials:29.1
Value:11.2;Growth:12.9;Quality:22.5;Size:26.5;Momentum:17.0;LowVol:9.9
AAPL:24.7;BND:23.7;HYG:14.9;VOO:23.4;MUB:13.4
5.6
220
16.5
Bear
29.7
3.06
2.2
211
-96
-130:-68
5
0.0074
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
19
-32
5
null
BrokerA
MKT
88
6
5
54
110
-53
16
VAR>budget
Hedge
Risk above budget threshold
142
1.7
Approved
4
Monitor dispersion and breadth
E9426
P8361
2024-10-16
Roth
USD
714,149
16.5
1
36.7
Energy:25.6;Utilities:16.7;Health:28.4;Consumer:10.5;Industrials:18.8
Value:15.1;Growth:20.2;Quality:13.8;Size:16.8;Momentum:9.2;LowVol:24.9
BRK.B:29.7;TSLA:16.7;MUB:18.1;AAPL:18.3;GLD:17.3
2.1
129
7.3
Bear
25.2
4.43
2.9
207
-92
-119:-70
5
0.0075
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
19
-30
6
Delta:-0.14;Vega:0.07
BrokerA
MKT
97
2
2
63
163
-33
-11
null
null
Normal monitoring
118
3.1
Approved
5
Tighten stops on momentum names
E9427
P6926
2024-07-16
Roth
USD
1,732,506
5.5
1
54.6
Tech:23.3;Utilities:49.7;Materials:27.0
Value:16.9;Growth:20.4;Quality:20.2;Size:20.7;Momentum:11.3;LowVol:10.5
GLD:30.7;VNQ:34.4;XLF:34.9
2.2
170
25.9
Bull
16.1
3.75
2.8
93
120
100:162
100
0.0114
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
-9
-4
6
null
BrokerD
MKT
95
10
18
19
157
-20
-17
null
null
Normal monitoring
156
2.1
null
5
Within IPS guidelines
E9428
P0948
2025-05-14
401k
USD
833,071
5.4
1
68.7
Materials:37.2;Utilities:23.0;Health:39.7
Value:13.7;Growth:20.4;Quality:23.5;Size:16.9;Momentum:14.6;LowVol:10.9
GLD:16.2;VNQ:38.8;VTI:11.5;XLF:33.5
4.7
137
20.9
Bear
27.6
3.63
1.5
220
3
-27:40
65
0.0039
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
4
-31
10
null
BrokerA
MKT
100
10
15
-31
87
-33
36
null
null
Normal monitoring
174
2.7
null
3
Monitor dispersion and breadth
E9429
P5816
2025-07-21
Roth
USD
691,522
9.3
1
59.9
Energy:29.1;RealEstate:10.2;Consumer:21.4;Financials:16.2;Tech:23.2
Value:20.9;Growth:15.5;Quality:11.6;Size:14.1;Momentum:16.2;LowVol:21.7
TSLA:9.4;VTI:27.5;BRK.B:22.9;IEF:40.1
1.6
186
16.8
Bull
12.3
4.03
3.1
105
23
10:43
62
0.0063
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
6
1
Delta:-0.06;Vega:0.07
BrokerA
VWAP
89
5
2
61
74
18
9
VAR>budget
Hedge
Risk above budget threshold
181
2.9
Approved
3
Increase defensive factor exposure
E9430
P7852
2025-07-10
401k
USD
422,883
9.4
1
74.4
Tech:19.0;RealEstate:46.5;Health:34.5
Value:15.0;Growth:25.8;Quality:8.9;Size:12.4;Momentum:21.5;LowVol:16.4
QQQ:17.2;HYG:11.1;GLD:23.7;MUB:18.0;TSLA:30.0
3.8
96
8.4
Volatile
28.3
4.01
3.2
163
63
34:91
68
0.0169
false
false
MaxPos7%;MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-29
2
null
BrokerA
LMT
95
7
9
-18
107
-3
15
null
null
Normal monitoring
160
3.8
Approved
4
Monitor dispersion and breadth
E9431
P1654
2025-12-12
Trust
USD
503,874
7
1
37
RealEstate:34.7;Consumer:18.6;Comm:12.9;Tech:33.8
Value:22.8;Growth:10.4;Quality:18.1;Size:9.2;Momentum:28.1;LowVol:11.4
IEF:36.3;MSFT:21.7;BRK.B:42.0
5.8
137
14.3
Bear
32.2
3.62
2.7
162
-113
-124:-72
5
0.0033
false
false
MaxPos5%
null
DriftNear
Buy
Add core equity +1.0% from cash
-5
-1
9
null
BrokerB
MKT
96
3
3
75
211
-49
34
null
null
Normal monitoring
136
3.1
Approved
3
Monitor dispersion and breadth
E9432
P4815
2025-06-19
Trust
USD
595,881
13.1
1
67.8
Energy:14.9;Materials:24.9;Consumer:12.5;RealEstate:27.4;Financials:20.3
Value:10.1;Growth:18.4;Quality:10.1;Size:31.2;Momentum:13.5;LowVol:16.7
VNQ:22.8;MSFT:8.4;TLT:13.4;VTI:7.1;BND:26.4;VOO:22.0
1.3
143
7.8
Volatile
28.8
4.55
3.1
117
-49
-74:-28
43
0.0186
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
24
-37
1
null
BrokerD
MKT
97
11
16
-6
46
1
-21
null
null
Normal monitoring
165
1.4
Approved
3
Tax-aware sells next window
E9433
P3618
2024-12-17
Roth
USD
604,017
7.5
1
57.4
Energy:37.6;Industrials:21.0;Health:41.4
Value:20.5;Growth:14.7;Quality:19.0;Size:12.8;Momentum:20.5;LowVol:12.6
MSFT:22.5;GLD:27.0;BRK.B:11.1;BND:30.2;AAPL:9.3
4
101
10.6
Sideways
18.7
4.76
2.7
120
19
-9:64
68
0.0075
false
false
MaxPos5%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
22
-37
11
null
BrokerD
VWAP
96
3
11
57
93
11
-1
null
null
Normal monitoring
202
3
null
5
Tighten stops on momentum names
E9434
P6984
2025-10-03
Taxable
USD
813,566
6.1
1
38.1
Comm:37.5;Tech:23.4;RealEstate:21.5;Health:17.6
Value:21.4;Growth:16.0;Quality:12.8;Size:13.4;Momentum:25.0;LowVol:11.4
MSFT:29.9;TSLA:11.0;TLT:26.5;AMZN:6.7;BND:18.2;VTI:7.8
3.6
127
12.1
Volatile
29.8
5.13
3.3
149
-34
-48:20
40
0.0136
false
false
MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
15
-27
5
Delta:-0.12;Vega:0.05
BrokerD
MKT
89
5
10
16
-8
-47
-6
null
null
Normal monitoring
181
3.1
Approved
3
Tighten stops on momentum names
E9435
P0203
2025-05-30
IRA
USD
1,474,778
8.1
1
61.3
Financials:32.2;Industrials:19.8;RealEstate:48.0
Value:9.5;Growth:25.0;Quality:25.7;Size:21.4;Momentum:7.9;LowVol:10.4
BND:19.3;MUB:35.9;VTI:44.9
3.3
151
21.5
Bull
16.4
4.02
2.9
80
21
11:38
65
0.0032
false
false
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-33
4
null
BrokerD
MKT
95
12
18
27
141
-60
17
null
null
Normal monitoring
181
2.4
null
4
Tax-aware sells next window
E9436
P8494
2025-11-28
Roth
USD
658,976
8.5
1
69.8
Health:30.4;Tech:38.0;Utilities:31.6
Value:18.6;Growth:23.3;Quality:19.8;Size:10.6;Momentum:18.3;LowVol:9.4
VOO:24.8;QQQ:25.2;XLF:27.0;GLD:23.0
2
168
13.6
Bull
14.5
4.64
2.9
114
28
-4:47
74
0.0164
false
false
ESGOnly;MaxPos5%;MaxSector35%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
35
-38
4
null
BrokerB
MKT
0
0
0
-48
21
-31
31
null
null
Normal monitoring
96
2.4
null
5
Monitor dispersion and breadth
E9437
P3499
2024-08-24
Taxable
USD
960,564
3.8
1
55.1
Materials:18.1;RealEstate:23.7;Financials:27.9;Consumer:30.2
Value:14.2;Growth:12.0;Quality:8.8;Size:14.2;Momentum:25.6;LowVol:25.2
TLT:15.0;XLF:10.9;GLD:6.2;IEF:24.4;MUB:22.1;VOO:21.4
5.9
167
22.8
Volatile
31.1
4.99
2.3
162
-60
-98:-41
26
0.0067
false
false
MaxSector35%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
13
-11
4
null
BrokerC
VWAP
100
5
6
45
125
5
38
null
null
Normal monitoring
99
3.2
Approved
3
Within IPS guidelines
E9438
P4275
2025-07-17
IRA
USD
887,359
9.1
1
43.8
Health:24.5;Comm:44.4;Industrials:31.1
Value:21.6;Growth:11.7;Quality:13.0;Size:17.0;Momentum:15.3;LowVol:21.4
IEF:21.0;HYG:16.4;BND:14.4;VTI:17.5;XLF:7.9;GLD:22.8
1.5
162
14.7
Bull
11.6
4.47
3.5
88
60
49:110
67
0.0192
false
false
MaxPos7%
null
VarNear
NoAction
Within policy bands; defer
-9
-6
4
null
BrokerD
LMT
0
0
0
-3
19
-20
-22
null
null
Normal monitoring
192
1
Approved
3
Monitor dispersion and breadth
E9439
P1856
2025-03-29
Roth
USD
446,014
12.4
1
69.8
Industrials:32.0;Consumer:25.1;Tech:42.9
Value:9.3;Growth:24.8;Quality:9.8;Size:20.2;Momentum:8.4;LowVol:27.4
IEF:37.6;BND:37.6;TSLA:24.8
4.2
143
15.4
Sideways
18.5
4.5
2.7
117
-25
-62:-1
29
0.0108
false
false
NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
13
8
9
null
BrokerA
LMT
91
10
16
-13
8
5
2
null
null
Normal monitoring
123
2.1
Approved
5
Monitor dispersion and breadth
E9440
P4223
2025-10-10
IRA
USD
458,600
14.3
1
43.7
Health:31.1;RealEstate:12.3;Industrials:27.6;Utilities:28.9
Value:15.8;Growth:10.4;Quality:13.8;Size:19.3;Momentum:19.0;LowVol:21.7
MUB:29.1;XLF:16.6;IEF:21.4;VOO:10.6;TSLA:22.3
1.9
96
14.1
Volatile
31.1
5.08
3.6
147
47
37:89
90
0.008
false
false
MaxPos6%;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
11
-13
12
null
BrokerB
MKT
91
7
8
95
176
-34
29
null
null
Normal monitoring
113
4
null
5
Monitor dispersion and breadth
E9441
P3044
2025-02-18
Trust
USD
1,543,954
6.8
1
37.5
Energy:44.1;Consumer:16.8;Tech:22.3;Financials:16.8
Value:12.3;Growth:14.3;Quality:10.2;Size:23.4;Momentum:28.7;LowVol:11.0
HYG:43.1;IEF:32.6;BRK.B:24.3
3.4
179
21.3
Sideways
20.4
3.57
2.2
122
30
0:83
80
0.0058
false
true
MaxPos5%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
20
-8
9
null
BrokerD
VWAP
97
2
10
32
19
-12
29
RegimeShift
Hedge
Volatility spike and breadth deterioration
208
1
SuggestedEdits
5
Monitor dispersion and breadth
E9442
P2167
2025-03-21
Taxable
USD
1,251,056
6.9
1
62.3
RealEstate:10.4;Materials:18.1;Energy:10.6;Industrials:30.6;Health:30.4
Value:20.6;Growth:8.9;Quality:19.8;Size:9.7;Momentum:21.7;LowVol:19.3
IEF:40.6;GLD:33.3;XLF:26.1
3.1
183
12.4
Volatile
22.3
4.37
3.7
160
-27
-53:24
19
0.0122
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
24
2
8
Delta:-0.09;Vega:0.08
BrokerD
MKT
90
10
14
52
145
-1
23
RegimeShift
Hedge
Volatility spike and breadth deterioration
208
1.4
SuggestedEdits
2
Tighten stops on momentum names
E9443
P8217
2024-08-05
Trust
USD
1,425,694
9.8
1
74
Health:23.3;Comm:26.9;Energy:27.4;Utilities:22.4
Value:17.0;Growth:8.1;Quality:19.5;Size:21.1;Momentum:15.1;LowVol:19.3
BND:29.7;GLD:20.4;AAPL:30.5;MSFT:19.4
2.8
171
19.2
Bear
23.2
3.59
1.4
175
-2
-15:18
61
0.0071
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-10
-34
11
null
BrokerB
MKT
94
1
1
118
138
-40
17
VAR>budget
Hedge
Risk above budget threshold
217
1.4
SuggestedEdits
4
Tighten stops on momentum names
E9444
P7029
2024-11-04
IRA
USD
525,083
5.7
1
64.4
Consumer:47.4;Health:20.1;Materials:32.5
Value:21.6;Growth:11.8;Quality:19.7;Size:8.0;Momentum:20.1;LowVol:18.8
VOO:25.6;MSFT:52.9;AAPL:21.5
3.9
156
7.9
Bear
34.4
3.82
1.5
210
-84
-108:-39
5
0.0051
false
false
MaxPos7%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
7
14
3
null
BrokerA
MKT
96
2
0
-53
-56
-55
28
null
null
Normal monitoring
185
2.5
Approved
5
Increase defensive factor exposure
E9445
P9692
2025-06-02
401k
USD
861,755
9.2
1
53.9
Financials:32.5;Energy:30.4;Health:19.3;Materials:17.8
Value:19.8;Growth:21.4;Quality:11.6;Size:17.6;Momentum:14.7;LowVol:14.8
VOO:23.5;VNQ:10.4;TSLA:13.5;MSFT:27.4;AMZN:25.1
3.3
133
16.5
Sideways
17
4.36
2.4
135
-29
-39:-3
48
0.0036
false
false
null
null
null
Sell
Trim extended winner -1.0%
19
1
6
null
BrokerD
MKT
96
6
6
26
98
-13
-11
null
null
Normal monitoring
196
1.2
null
4
Within IPS guidelines
E9446
P1837
2025-02-03
401k
USD
194,007
5.2
1
39.5
Health:24.2;Materials:20.6;Industrials:29.8;Tech:25.4
Value:14.2;Growth:17.3;Quality:12.2;Size:23.6;Momentum:15.3;LowVol:17.5
VNQ:20.9;TSLA:18.7;XLF:10.3;TLT:26.0;IEF:6.1;HYG:17.9
2.2
149
7.9
Bull
14.4
4.73
2.4
73
11
-19:30
59
0.0073
false
false
MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
11
5
11
null
BrokerA
MKT
88
11
12
-10
43
-7
4
null
null
Normal monitoring
103
2
null
4
Tighten stops on momentum names
E9447
P1071
2024-10-16
Taxable
USD
557,078
6.6
1
71.9
Health:26.3;Utilities:34.7;Comm:39.0
Value:15.5;Growth:15.9;Quality:23.8;Size:11.4;Momentum:13.8;LowVol:19.5
HYG:21.7;BND:30.8;BRK.B:47.5
3.7
157
10.3
Bull
13.3
3.55
3.2
94
119
92:149
93
0.0122
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
-8
-11
4
null
BrokerA
VWAP
94
6
5
102
169
-49
-7
null
null
Normal monitoring
108
3.4
null
4
Tax-aware sells next window
E9448
P5557
2025-01-26
401k
USD
640,322
12
1
36.3
Health:21.9;Industrials:59.1;Tech:19.0
Value:17.3;Growth:23.9;Quality:12.3;Size:10.1;Momentum:24.0;LowVol:12.3
MUB:27.0;XLF:54.9;AAPL:18.1
4.2
156
12.8
Volatile
25.7
3.61
2
112
-31
-57:13
50
0.0173
false
false
ESGOnly;MaxSector25%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
4
-22
8
null
BrokerC
LMT
94
7
12
-16
46
-33
15
null
null
Normal monitoring
158
3.5
Approved
5
Within IPS guidelines
E9449
P0869
2025-02-18
Taxable
USD
1,332,359
9.2
1
51.8
RealEstate:12.0;Materials:30.2;Industrials:22.9;Comm:18.8;Tech:16.2
Value:22.3;Growth:8.8;Quality:11.6;Size:17.7;Momentum:10.5;LowVol:29.1
QQQ:30.3;MSFT:37.8;BRK.B:17.7;IEF:14.1
3.9
154
21
Bull
11.9
4.66
2.6
103
15
-12:52
56
0.0118
false
false
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-34
2
null
BrokerC
MKT
100
3
6
-45
-11
-7
37
null
null
Normal monitoring
191
2.2
Approved
4
Within IPS guidelines
E9450
P1459
2025-10-20
Taxable
USD
1,239,073
4
1
55
Industrials:25.3;Utilities:25.9;Tech:9.4;RealEstate:13.3;Comm:26.2
Value:22.1;Growth:20.8;Quality:14.7;Size:15.1;Momentum:11.7;LowVol:15.7
XLF:22.8;GLD:18.0;VOO:26.7;HYG:10.9;BRK.B:21.7
3.6
241
16.4
Sideways
18.3
3.77
3
96
41
27:76
86
0.0174
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
-13
6
null
BrokerC
LMT
94
3
9
33
149
-53
8
VAR>budget
Reduce
Risk above budget threshold
200
0.8
SuggestedEdits
5
Tighten stops on momentum names
E9451
P4460
2025-08-02
Roth
USD
1,654,787
8.6
1
63.6
Materials:35.7;RealEstate:47.1;Industrials:17.2
Value:11.6;Growth:21.8;Quality:10.1;Size:19.9;Momentum:17.0;LowVol:19.6
AAPL:14.4;IEF:8.6;AMZN:9.6;VOO:22.1;VNQ:22.0;MUB:23.2
3
194
15.2
Bull
18
4.54
3.3
100
60
30:106
62
0.0139
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
15
1
Delta:-0.05;Vega:0.06
BrokerB
LMT
99
8
10
-46
-78
-45
-9
RegimeShift
TightenStops
Volatility spike and breadth deterioration
176
1.5
null
2
Increase defensive factor exposure
E9452
P9811
2025-10-15
Trust
USD
644,667
9.3
1
61
Tech:11.2;Financials:32.7;Health:11.7;Comm:13.5;Materials:30.8
Value:18.6;Growth:14.4;Quality:13.3;Size:19.3;Momentum:21.3;LowVol:13.1
VTI:11.9;AMZN:9.5;HYG:14.8;XLF:37.0;GLD:26.9
4.7
178
12.4
Bear
34.6
4.25
3
201
33
11:55
63
0.0093
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-2
-20
9
null
BrokerD
MKT
91
4
8
43
123
-23
7
VAR>budget
Hedge
Risk above budget threshold
184
3.4
Approved
4
Tax-aware sells next window
E9453
P6022
2025-12-14
Roth
USD
185,790
7.8
1
54.9
Tech:30.4;Industrials:49.7;Utilities:19.9
Value:8.7;Growth:22.1;Quality:20.8;Size:20.0;Momentum:18.0;LowVol:10.4
IEF:25.1;XLF:20.7;TSLA:11.0;MUB:9.3;VTI:21.8;AMZN:12.1
4.5
114
10
Volatile
30.8
4.58
2.8
170
-52
-80:0
41
0.0073
false
false
ESGOnly;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-4
-34
6
null
BrokerA
MKT
98
12
12
109
222
-55
-19
null
null
Normal monitoring
107
2.6
null
3
Tighten stops on momentum names
E9454
P4701
2025-12-25
Trust
USD
2,481,606
6.8
1
69.3
Materials:14.5;RealEstate:20.4;Comm:9.5;Tech:28.7;Consumer:27.0
Value:15.7;Growth:20.2;Quality:20.9;Size:21.1;Momentum:11.7;LowVol:10.4
MSFT:31.5;IEF:26.8;VOO:12.2;QQQ:7.3;HYG:11.0;VNQ:11.2
3.5
199
13.8
Sideways
22
4.74
3.4
109
21
8:43
65
0.0098
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-2
7
null
BrokerD
MKT
88
1
0
100
214
-2
1
VAR>budget
TightenStops
Risk above budget threshold
191
3.4
Approved
3
Monitor dispersion and breadth
E9455
P6681
2025-03-16
Trust
USD
323,786
14.6
1
59.8
Health:26.1;Consumer:22.0;Utilities:13.2;Materials:14.9;Energy:23.8
Value:9.0;Growth:14.7;Quality:25.8;Size:19.0;Momentum:12.0;LowVol:19.5
QQQ:38.8;MUB:11.5;AAPL:14.9;BRK.B:13.8;IEF:21.0
3.4
91
9
Bull
17.3
3.85
2.2
86
5
-34:33
70
0.0179
false
false
MaxPos5%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
15
-37
9
null
BrokerD
MKT
99
8
13
115
86
-20
-15
null
null
Normal monitoring
159
3.5
null
4
Tighten stops on momentum names
E9456
P7276
2025-05-29
IRA
USD
483,061
5.6
1
61.7
Health:43.7;Comm:29.8;Utilities:26.6
Value:18.6;Growth:16.5;Quality:12.1;Size:11.0;Momentum:21.7;LowVol:20.2
HYG:9.6;BND:36.8;TLT:19.7;MUB:33.9
3.7
170
19.5
Bull
16
4.56
2.5
105
119
89:140
100
0.0167
false
false
ESGOnly;MaxPos6%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
-10
-14
7
null
BrokerC
LMT
92
8
11
-13
-43
-51
-11
null
null
Normal monitoring
211
2
null
5
Within IPS guidelines
E9457
P1992
2025-05-28
Roth
USD
1,115,214
5
1.13
70.8
Consumer:11.1;Industrials:18.8;Tech:10.1;Health:25.0;Energy:35.1
Value:14.6;Growth:12.6;Quality:21.9;Size:13.2;Momentum:15.1;LowVol:22.6
IEF:12.1;MUB:10.7;GLD:12.1;XLF:25.9;AAPL:27.6;VTI:11.7
5.3
164
15.1
Sideways
21.7
4.51
3.2
136
-19
-44:8
27
0.0034
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
6
-7
10
null
BrokerD
MKT
97
12
9
23
9
-7
-19
null
null
Normal monitoring
181
3.9
null
4
Monitor dispersion and breadth
E9458
P5529
2024-08-25
Trust
USD
1,593,513
8.2
1
56.8
Industrials:24.5;RealEstate:7.9;Comm:18.8;Energy:23.9;Utilities:24.9
Value:19.5;Growth:22.3;Quality:13.4;Size:11.8;Momentum:20.6;LowVol:12.3
QQQ:10.8;BND:7.8;AAPL:33.7;VNQ:16.3;MUB:31.4
4.6
126
15.7
Bull
16.3
3.8
3
79
74
62:89
82
0.0174
false
false
ESGOnly;MaxPos5%
null
null
Sell
Trim extended winner -1.0%
21
12
7
null
BrokerA
VWAP
94
6
3
39
32
3
-21
null
null
Normal monitoring
219
3.3
Approved
5
Increase defensive factor exposure
E9459
P3828
2025-04-24
Taxable
USD
751,717
6.8
1.24
49.5
Industrials:27.5;Financials:24.6;Comm:15.1;Utilities:32.8
Value:20.2;Growth:24.1;Quality:14.1;Size:9.3;Momentum:15.1;LowVol:17.1
VNQ:8.3;IEF:10.5;XLF:30.1;AAPL:31.4;AMZN:8.1;TLT:11.8
5.3
163
18.3
Bull
11.2
4.19
2.8
111
61
40:88
75
0.0149
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-13
-35
8
null
BrokerD
LMT
97
10
10
-17
70
4
40
null
null
Normal monitoring
178
3.1
Approved
4
Increase defensive factor exposure
E9460
P6259
2024-07-17
401k
USD
755,423
6.7
1
58.2
Comm:25.0;Industrials:35.0;Health:17.0;Tech:10.6;Energy:12.4
Value:15.0;Growth:11.6;Quality:16.2;Size:18.5;Momentum:22.1;LowVol:16.5
GLD:14.7;MUB:18.3;BND:14.8;AMZN:9.5;VOO:42.8
2
128
10.6
Bull
14.5
3.8
2.8
107
105
82:147
93
0.0128
false
false
MaxPos6%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
33
8
2
null
BrokerC
MKT
94
1
6
-15
-3
2
26
null
null
Normal monitoring
124
3.5
null
3
Within IPS guidelines
E9461
P4635
2024-07-04
Trust
USD
309,653
14.2
1
35.1
Comm:38.0;Materials:30.7;Industrials:17.0;RealEstate:14.4
Value:13.1;Growth:13.3;Quality:11.6;Size:22.5;Momentum:21.4;LowVol:18.1
BRK.B:20.5;MSFT:51.9;QQQ:27.6
4.4
101
12.7
Bull
12.1
4.93
2.5
74
93
65:134
81
0.013
false
false
ESGOnly;MaxPos5%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
13
12
2
null
BrokerB
MKT
100
3
5
18
51
-60
5
null
null
Normal monitoring
116
1.3
Approved
3
Monitor dispersion and breadth
E9462
P9980
2025-05-21
401k
USD
880,490
12
1
59.9
Health:28.8;Consumer:18.4;Industrials:24.5;Materials:28.2
Value:14.5;Growth:21.7;Quality:13.8;Size:13.7;Momentum:14.6;LowVol:21.6
VTI:20.4;AMZN:13.2;AAPL:20.2;BRK.B:6.2;BND:23.4;TLT:16.5
1.2
134
12.7
Volatile
26.5
4.53
4
156
-32
-50:-17
28
0.0073
false
false
null
null
null
Buy
Add core equity +1.0% from cash
6
-17
4
null
BrokerA
VWAP
93
6
8
10
100
13
5
null
null
Normal monitoring
142
2
Approved
5
Increase defensive factor exposure
E9463
P7775
2025-02-28
Trust
USD
647,037
17.5
1
35.4
Industrials:20.8;Tech:32.0;Financials:23.4;Utilities:23.8
Value:10.5;Growth:20.2;Quality:20.7;Size:17.9;Momentum:8.8;LowVol:21.8
TLT:38.7;BND:13.9;IEF:25.7;TSLA:21.7
1.9
137
9.8
Bull
14.5
4.05
2.7
111
74
47:94
92
0.0141
false
false
MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
12
-8
3
Delta:-0.18;Vega:0.02
BrokerA
MKT
94
9
13
-26
14
18
38
null
null
Normal monitoring
132
1.9
Approved
4
Tax-aware sells next window
E9464
P8146
2024-07-16
401k
USD
849,528
6
1
65.5
RealEstate:33.8;Consumer:17.9;Energy:30.6;Financials:17.7
Value:23.1;Growth:17.4;Quality:14.1;Size:14.7;Momentum:11.0;LowVol:19.8
IEF:20.7;BND:16.2;VOO:18.4;TSLA:17.9;VTI:13.1;MUB:13.7
1.6
143
12.5
Bear
22.8
3.05
1.9
215
-44
-57:-26
40
0.0121
false
false
ESGOnly;MaxPos6%
null
null
Sell
Trim extended winner -1.0%
10
-20
5
null
BrokerC
MKT
96
4
7
-29
22
-2
13
null
null
Normal monitoring
197
2.6
null
4
Tax-aware sells next window
E9465
P9831
2025-07-22
401k
USD
899,723
5.2
1
64.5
Energy:23.0;Tech:34.2;Health:27.6;Financials:15.2
Value:8.8;Growth:16.5;Quality:10.0;Size:27.2;Momentum:26.8;LowVol:10.8
HYG:42.6;MUB:14.7;BRK.B:42.7
2.4
153
7.2
Volatile
22.8
4.72
4.2
110
66
47:112
68
0.0058
false
false
MaxPos6%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
24
-4
9
null
BrokerA
MKT
97
5
12
31
110
-25
-23
null
null
Normal monitoring
152
1
Approved
5
Tax-aware sells next window
E9466
P4052
2025-03-31
Trust
USD
954,835
5.5
1
71.2
Materials:20.8;Energy:18.4;Consumer:32.3;RealEstate:28.5
Value:20.9;Growth:22.5;Quality:22.8;Size:9.3;Momentum:9.1;LowVol:15.4
TLT:21.2;VNQ:8.7;QQQ:21.7;IEF:25.3;AMZN:23.1
4.4
221
22.2
Bull
13.9
4.68
2.9
93
12
-12:46
58
0.0165
false
true
ESGOnly;MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
-1
7
Delta:-0.11;Vega:0.08
BrokerA
LMT
93
7
10
-35
-59
-44
20
RegimeShift
TightenStops
Volatility spike and breadth deterioration
188
2
Approved
3
Tighten stops on momentum names
E9467
P7221
2025-03-23
IRA
USD
641,863
6.8
1
63.6
Utilities:27.2;Consumer:39.1;Financials:33.7
Value:14.5;Growth:19.5;Quality:15.9;Size:18.8;Momentum:10.0;LowVol:21.3
MSFT:25.1;AAPL:35.6;GLD:19.3;TSLA:20.0
3
156
11.5
Bull
16.8
4.37
2.9
115
77
37:101
100
0.0153
false
false
MaxPos6%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-5
7
Delta:-0.21;Vega:0.03
BrokerD
LMT
95
7
13
5
75
-48
-22
null
null
Normal monitoring
197
3.3
Approved
3
Monitor dispersion and breadth
E9468
P1795
2025-09-02
Trust
USD
1,152,508
7.2
1.16
66.6
Materials:30.0;Tech:16.0;RealEstate:24.1;Industrials:29.9
Value:9.4;Growth:21.4;Quality:10.7;Size:24.0;Momentum:15.2;LowVol:19.4
VOO:5.2;GLD:20.0;BRK.B:17.0;AAPL:14.8;TLT:18.0;XLF:25.0
5.6
143
13.3
Volatile
29.9
4
4.4
159
21
-10:50
54
0.012
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
3
-37
1
null
BrokerB
LMT
96
5
11
29
15
17
13
null
null
Normal monitoring
121
2.1
null
5
Tax-aware sells next window
E9469
P3545
2025-09-10
Taxable
USD
1,578,874
8.7
1.16
60.3
Industrials:28.4;Health:43.9;Materials:27.6
Value:21.1;Growth:22.6;Quality:17.4;Size:8.4;Momentum:20.6;LowVol:10.0
VTI:31.1;BND:13.8;TLT:32.9;HYG:22.2
4.1
164
18.3
Bull
14.2
4.83
3.3
71
12
-16:52
71
0.0086
false
false
ESGOnly;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-30
1
null
BrokerC
MKT
89
3
0
13
-15
-20
13
null
null
Normal monitoring
105
2.5
Approved
4
Tighten stops on momentum names
E9470
P9017
2025-05-03
Taxable
USD
869,897
10
1
65.8
Consumer:22.8;Utilities:22.0;Tech:18.2;RealEstate:21.7;Energy:15.2
Value:14.3;Growth:20.6;Quality:16.7;Size:16.7;Momentum:21.0;LowVol:10.8
VOO:24.7;TLT:24.2;IEF:7.7;BRK.B:9.2;AMZN:11.2;VNQ:23.1
2.8
101
14.6
Bull
16.2
4.7
2.8
111
29
8:57
49
0.0149
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-10
-21
10
null
BrokerB
MKT
90
12
17
19
41
-15
-17
null
null
Normal monitoring
134
3
null
4
Increase defensive factor exposure
E9471
P0097
2025-10-21
IRA
USD
841,822
8.1
1
65.6
Energy:25.9;Industrials:38.2;RealEstate:35.9
Value:8.0;Growth:18.3;Quality:22.5;Size:19.9;Momentum:12.0;LowVol:19.3
GLD:9.5;VOO:26.8;BRK.B:25.4;MUB:8.2;VTI:30.1
3.2
151
7.4
Sideways
15.8
4.53
3.1
92
52
27:105
65
0.0133
false
false
NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
-10
6
7
null
BrokerA
MKT
88
4
2
17
-3
16
-5
null
null
Normal monitoring
142
3
null
4
Increase defensive factor exposure
E9472
P6303
2025-10-02
Taxable
USD
194,323
6.2
1
37.3
Tech:23.8;Industrials:18.7;Comm:20.7;RealEstate:28.2;Financials:8.7
Value:17.5;Growth:16.5;Quality:23.7;Size:8.8;Momentum:9.6;LowVol:23.9
AAPL:12.2;VNQ:37.7;TLT:19.1;VTI:31.0
3.1
100
10
Bull
14.2
3.59
2.4
88
15
-18:46
67
0.0071
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
31
-30
4
null
BrokerB
VWAP
95
5
3
-28
17
-18
-20
null
null
Normal monitoring
201
2.1
Approved
4
Tax-aware sells next window
E9473
P1150
2025-07-10
Trust
USD
1,920,358
8.2
1
66.5
Materials:19.3;Industrials:16.6;Health:21.3;Financials:26.5;RealEstate:16.2
Value:9.2;Growth:16.0;Quality:13.8;Size:20.9;Momentum:16.3;LowVol:23.8
HYG:32.0;QQQ:30.1;BND:37.9
5.1
151
12.9
Volatile
22
4.67
4.2
157
71
48:99
75
0.0062
false
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
5
6
4
null
BrokerD
MKT
94
6
5
84
169
14
26
null
null
Normal monitoring
157
2.7
Approved
4
Within IPS guidelines
E9474
P0703
2024-10-14
Roth
USD
697,981
9.7
1
72.2
Tech:20.2;Industrials:30.4;Financials:25.3;Utilities:24.1
Value:20.4;Growth:13.8;Quality:17.2;Size:11.6;Momentum:17.5;LowVol:19.5
HYG:12.8;IEF:6.8;QQQ:23.6;MSFT:7.7;VNQ:28.9;BRK.B:20.2
3.4
113
13.8
Volatile
22.7
4.83
2.4
168
-59
-99:-8
17
0.009
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
-10
-8
6
null
BrokerB
LMT
94
4
3
27
132
-43
33
null
null
Normal monitoring
168
2.2
Approved
4
Increase defensive factor exposure
E9475
P0675
2025-10-19
Trust
USD
1,312,370
6.2
1
58.6
Comm:15.7;Industrials:22.5;RealEstate:25.9;Materials:36.0
Value:18.7;Growth:10.4;Quality:17.4;Size:16.2;Momentum:14.4;LowVol:23.0
AMZN:11.6;BND:27.1;HYG:30.6;QQQ:9.7;BRK.B:21.1
2.4
195
13
Bull
15.9
4.25
3.4
75
19
-18:72
44
0.0073
false
true
MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
9
6
Delta:-0.13;Vega:0.07
BrokerD
MKT
97
6
5
118
217
-55
11
VAR>budget
TightenStops
Risk above budget threshold
94
3.2
null
2
Within IPS guidelines
E9476
P7312
2024-10-02
Trust
USD
2,460,095
5.2
1
46.7
Materials:10.4;Comm:27.9;Health:19.3;Consumer:25.2;Energy:17.2
Value:25.4;Growth:10.6;Quality:17.7;Size:24.6;Momentum:13.2;LowVol:8.6
HYG:22.2;XLF:22.1;TLT:55.7
5.8
164
12.9
Volatile
26.6
5.1
4.3
121
-44
-66:-13
26
0.0128
false
false
MaxPos7%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-7
-5
12
Delta:-0.22;Vega:0.04
BrokerA
MKT
93
10
12
18
39
-45
17
null
null
Normal monitoring
188
3.2
null
5
Tighten stops on momentum names
E9477
P0128
2024-12-18
Roth
USD
467,332
9.6
1
62.1
Health:30.1;Financials:16.7;Energy:33.4;Comm:19.8
Value:18.0;Growth:24.5;Quality:12.0;Size:11.5;Momentum:19.6;LowVol:14.5
AMZN:33.0;XLF:16.4;VOO:22.2;VNQ:20.1;HYG:8.4
5.8
163
18.2
Volatile
27.2
3.58
2.5
160
-52
-68:-3
32
0.0194
false
false
null
null
DriftNear;VarNear
NoAction
Within policy bands; defer
27
-31
7
null
BrokerD
LMT
0
0
0
-5
4
14
36
null
null
Normal monitoring
190
2.7
null
5
Tighten stops on momentum names
E9478
P6400
2025-11-14
IRA
USD
373,274
6.2
1
47.6
Industrials:19.5;Consumer:27.0;Tech:21.7;RealEstate:11.5;Financials:20.3
Value:21.8;Growth:15.7;Quality:8.8;Size:20.2;Momentum:17.9;LowVol:15.6
AAPL:9.6;VNQ:20.9;VTI:27.7;GLD:13.6;MUB:28.2
3
231
23.4
Bear
23.7
3.25
1.8
176
14
-18:50
44
0.0133
false
true
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
14
8
null
BrokerD
VWAP
89
11
18
23
77
13
-19
VAR>budget
Reduce
Risk above budget threshold
139
3.4
Approved
3
Tighten stops on momentum names
E9479
P8425
2025-11-03
Roth
USD
198,715
17
1
60.8
Industrials:21.4;Health:29.4;RealEstate:25.7;Consumer:23.4
Value:12.8;Growth:16.8;Quality:21.6;Size:15.7;Momentum:11.2;LowVol:21.8
VNQ:31.6;IEF:26.0;GLD:7.8;VTI:34.6
2.1
111
9.1
Bull
11.1
3.6
3.1
91
50
16:104
85
0.0082
false
false
ESGOnly;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
10
9
10
null
BrokerA
MKT
96
10
10
45
45
-21
33
null
null
Normal monitoring
99
3.8
Approved
4
Tighten stops on momentum names
E9480
P9867
2024-07-19
Taxable
USD
740,368
8
1
51
Consumer:37.5;Health:39.4;Comm:23.1
Value:18.7;Growth:9.2;Quality:19.9;Size:16.9;Momentum:24.9;LowVol:10.4
HYG:26.4;XLF:35.5;QQQ:22.8;MSFT:15.3
5.1
265
16.9
Volatile
24.8
5
3.1
155
-56
-80:-16
5
0.0164
false
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
-29
10
Delta:-0.12;Vega:0.03
BrokerA
LMT
95
1
9
-35
73
-30
23
RegimeShift
Hedge
Volatility spike and breadth deterioration
213
3.3
null
3
Tax-aware sells next window
E9481
P6987
2025-05-20
Trust
USD
390,528
4.3
1
42.1
Utilities:15.7;Consumer:15.0;Health:33.9;Materials:35.4
Value:11.4;Growth:19.1;Quality:14.9;Size:31.3;Momentum:11.2;LowVol:12.1
VOO:32.6;XLF:51.2;MSFT:16.3
6.6
219
20.3
Sideways
16.2
4.98
2.6
119
9
-16:40
65
0.0095
true
true
ESGOnly;MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
10
-19
2
null
BrokerB
LMT
99
4
3
114
210
-53
21
VAR>budget
Hedge
Risk above budget threshold
119
1.1
Approved
5
Monitor dispersion and breadth
E9482
P4325
2025-04-10
Taxable
USD
508,755
6.9
1
74.1
Consumer:32.0;Energy:9.3;RealEstate:17.7;Tech:9.9;Industrials:31.1
Value:11.9;Growth:23.0;Quality:17.6;Size:20.6;Momentum:18.5;LowVol:8.5
HYG:22.3;BRK.B:46.0;TLT:31.7
2.6
277
26
Sideways
14.2
3.57
2.2
129
12
-5:61
67
0.0173
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-29
6
Delta:-0.08;Vega:0.07
BrokerD
LMT
99
9
12
87
216
-30
21
VAR>budget
Reduce
Risk above budget threshold
129
1.3
Approved
3
Monitor dispersion and breadth
E9483
P3676
2025-03-01
Roth
USD
382,879
16.3
1
36.1
Industrials:24.6;Utilities:18.3;Energy:20.9;RealEstate:26.0;Comm:10.2
Value:17.3;Growth:17.1;Quality:21.8;Size:10.3;Momentum:21.5;LowVol:12.0
MSFT:32.4;BND:15.5;VNQ:32.2;XLF:12.2;TSLA:7.7
2.9
117
14.8
Bull
15.6
4.52
3.4
86
63
33:86
85
0.0039
false
false
ESGOnly;MaxPos7%
null
null
Buy
Add core equity +1.0% from cash
22
-12
11
null
BrokerB
VWAP
96
9
14
103
144
-49
5
null
null
Normal monitoring
207
2
Approved
4
Tax-aware sells next window
E9484
P8999
2024-12-19
IRA
USD
2,092,379
9
1
47.9
Industrials:14.6;Consumer:19.6;Health:14.1;Utilities:25.4;Financials:26.3
Value:25.3;Growth:20.9;Quality:10.5;Size:9.4;Momentum:15.6;LowVol:18.3
VOO:29.0;QQQ:12.5;TLT:12.7;BND:12.7;GLD:33.1
3.5
159
10.9
Sideways
19.4
4.83
2.7
111
42
20:67
89
0.0108
false
false
MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
28
-3
9
null
BrokerB
VWAP
91
5
3
89
56
-2
-4
null
null
Normal monitoring
154
3.6
null
3
Within IPS guidelines
E9485
P2787
2025-07-02
Roth
USD
441,892
5.1
1
45
Energy:16.5;Materials:19.7;Consumer:23.8;RealEstate:15.0;Industrials:24.9
Value:18.6;Growth:16.1;Quality:8.8;Size:22.4;Momentum:10.9;LowVol:23.1
BND:15.3;MSFT:19.3;XLF:24.2;QQQ:16.7;IEF:11.8;TSLA:12.7
3
121
7.7
Volatile
27.9
4.03
4.1
121
-37
-61:-10
47
0.0165
false
false
ESGOnly;NoMargin
null
null
Buy
Add core equity +1.0% from cash
7
0
8
null
BrokerA
MKT
95
3
1
-32
51
17
21
null
null
Normal monitoring
185
3.2
null
4
Increase defensive factor exposure
E9486
P3645
2024-12-09
Trust
USD
498,102
6
1
58.7
Financials:35.3;Health:15.8;Energy:15.2;Comm:33.7
Value:14.9;Growth:19.0;Quality:16.1;Size:11.2;Momentum:19.5;LowVol:19.2
TLT:24.2;VOO:12.9;MUB:25.5;BND:23.2;BRK.B:14.1
4.9
149
10.3
Bull
16.4
4.67
3
94
91
64:111
100
0.0031
false
false
ESGOnly
null
null
NoAction
Within policy bands; defer
6
-25
1
null
BrokerA
VWAP
0
0
0
90
109
-30
-8
null
null
Normal monitoring
192
1.8
null
4
Increase defensive factor exposure
E9487
P5318
2025-09-07
Trust
USD
512,242
5.4
1
48.6
Industrials:34.0;Materials:37.8;Comm:13.4;Utilities:14.8
Value:11.4;Growth:16.5;Quality:23.1;Size:9.6;Momentum:17.8;LowVol:21.5
MUB:39.4;TSLA:15.7;AAPL:10.1;BND:34.9
4.3
166
13.7
Volatile
30.8
4.89
2.2
163
80
52:105
100
0.0032
false
false
NoMargin
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
10
10
Delta:-0.17;Vega:0.08
BrokerA
LMT
88
4
8
-12
3
-48
0
null
null
Normal monitoring
219
2.2
Approved
5
Within IPS guidelines
E9488
P9768
2025-12-16
IRA
USD
1,916,741
9.2
1
51.9
Financials:37.0;Comm:12.4;Materials:18.4;Utilities:32.2
Value:9.5;Growth:14.9;Quality:25.1;Size:15.9;Momentum:15.9;LowVol:18.6
BRK.B:19.2;QQQ:52.7;AAPL:13.9;BND:14.3
1.6
226
10.5
Volatile
24.1
5.15
3.6
113
23
-14:43
57
0.0164
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
9
1
Delta:-0.21;Vega:0.09
BrokerB
VWAP
99
3
0
47
174
20
-21
RegimeShift
Pause
Volatility spike and breadth deterioration
146
1.3
Approved
4
Increase defensive factor exposure
E9489
P5235
2025-08-06
Taxable
USD
1,813,756
8.4
1
73.1
RealEstate:30.2;Energy:17.1;Health:18.3;Financials:21.2;Comm:13.1
Value:13.7;Growth:15.4;Quality:19.6;Size:23.1;Momentum:13.2;LowVol:15.0
TSLA:62.2;GLD:21.5;BND:16.3
4.8
125
19.9
Bull
12.5
3.72
2.4
81
33
14:86
49
0.0118
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
34
6
5
null
BrokerB
VWAP
88
2
3
35
100
3
6
null
null
Normal monitoring
177
1.6
Approved
3
Tighten stops on momentum names
E9490
P7308
2025-04-21
Roth
USD
1,701,711
4.5
1
35.1
Materials:31.8;Industrials:25.1;RealEstate:15.7;Comm:14.7;Financials:12.7
Value:18.5;Growth:17.8;Quality:22.6;Size:19.7;Momentum:13.2;LowVol:8.3
BND:20.8;IEF:21.1;XLF:36.8;AAPL:21.2
4.9
168
10.8
Bull
11.2
4.79
2.7
74
9
-29:54
43
0.0031
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-23
4
null
BrokerA
MKT
93
6
12
-27
79
-19
-3
null
null
Normal monitoring
113
1.5
Approved
3
Monitor dispersion and breadth
E9491
P3872
2024-11-23
Roth
USD
849,126
9.5
1
66.1
Materials:21.5;Comm:53.4;Utilities:25.2
Value:16.7;Growth:23.0;Quality:7.8;Size:17.4;Momentum:20.0;LowVol:15.0
HYG:21.9;BRK.B:10.0;AMZN:29.3;VOO:11.2;TSLA:27.6
3.4
94
15.4
Sideways
18.5
3.63
2.7
93
48
26:83
60
0.0035
false
false
ESGOnly;MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-19
10
null
BrokerA
LMT
92
10
16
30
65
12
4
null
null
Normal monitoring
184
1.2
null
5
Tighten stops on momentum names
E9492
P3729
2025-02-19
401k
USD
1,112,639
5.9
1
69.8
Tech:43.4;Financials:38.8;Materials:17.8
Value:15.1;Growth:16.6;Quality:18.6;Size:25.7;Momentum:16.2;LowVol:7.8
BRK.B:7.1;QQQ:16.6;AAPL:7.8;TSLA:21.5;MUB:28.3;VOO:18.7
4.2
158
11.2
Volatile
30.3
4.75
4.3
156
-20
-35:14
31
0.018
false
false
ESGOnly;MaxPos7%;MaxSector30%
null
VarNear
NoAction
Within policy bands; defer
-10
-7
11
null
BrokerD
VWAP
0
0
0
107
229
-1
31
null
null
Normal monitoring
132
1.8
Approved
3
Within IPS guidelines
E9493
P9078
2025-09-29
Roth
USD
216,692
7.1
1
63.6
Tech:10.6;Energy:26.9;Materials:20.6;Utilities:24.5;Consumer:17.4
Value:10.9;Growth:15.8;Quality:11.6;Size:19.7;Momentum:24.7;LowVol:17.2
BND:28.3;AAPL:39.8;VNQ:31.8
2.3
113
7.5
Sideways
18.7
4.66
2.1
139
-2
-25:25
50
0.0133
false
false
NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
25
13
1
Delta:-0.11;Vega:0.08
BrokerC
MKT
89
7
15
45
73
4
17
null
null
Normal monitoring
158
1.2
Approved
3
Monitor dispersion and breadth
E9494
P9220
2025-12-01
Roth
USD
1,966,212
5.8
1
47.8
Industrials:22.4;Energy:14.7;Health:33.6;Materials:29.3
Value:23.8;Growth:14.0;Quality:22.8;Size:11.3;Momentum:19.5;LowVol:8.7
MUB:21.2;TLT:20.7;VTI:9.9;AAPL:19.8;VNQ:18.9;XLF:9.5
5
208
19.3
Bear
33.3
4.04
2.1
158
-76
-110:-30
16
0.0032
false
true
MaxPos5%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
-32
4
null
BrokerD
LMT
92
2
6
12
130
-34
-4
RegimeShift
Hedge
Volatility spike and breadth deterioration
218
0.9
Approved
2
Increase defensive factor exposure
E9495
P8494
2025-11-15
Roth
USD
1,861,211
8.3
1
63.2
Materials:22.9;Financials:18.5;Utilities:30.2;Energy:28.4
Value:22.7;Growth:21.7;Quality:7.0;Size:15.0;Momentum:16.9;LowVol:16.6
VTI:19.5;VOO:19.1;AMZN:10.2;TLT:22.3;IEF:17.8;HYG:11.1
2.7
199
12.4
Sideways
19.9
4.21
2.2
137
36
10:64
54
0.0091
false
true
MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-14
-38
9
Delta:-0.14;Vega:0.04
BrokerA
MKT
94
12
13
110
140
-47
17
VAR>budget
Reduce
Risk above budget threshold
166
3.2
Approved
4
Tighten stops on momentum names
E9496
P9673
2025-09-16
IRA
USD
469,795
3.3
1
72.3
Utilities:36.8;Energy:22.2;Industrials:41.0
Value:13.2;Growth:10.0;Quality:22.5;Size:23.8;Momentum:15.0;LowVol:15.6
AMZN:7.1;VTI:30.1;TLT:19.6;BRK.B:21.0;VNQ:8.5;GLD:13.8
6.7
257
20.7
Volatile
24.1
3.99
2.7
166
-44
-75:-22
14
0.0182
true
true
MaxPos6%
MaxPosExceeded
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
-6
9
Delta:-0.1;Vega:0.02
BrokerD
MKT
91
10
8
93
202
-50
11
VAR>budget
Pause
Risk above budget threshold
183
2.3
null
4
Increase defensive factor exposure
E9497
P3775
2025-07-01
Taxable
USD
1,571,396
6.6
1
54.7
Energy:36.9;RealEstate:37.8;Industrials:25.2
Value:8.7;Growth:27.9;Quality:15.5;Size:13.0;Momentum:14.4;LowVol:20.6
MUB:12.0;XLF:29.9;BRK.B:13.9;AMZN:27.4;TSLA:16.8
2
145
17.6
Bull
15.2
3.58
2
90
120
90:136
100
0.0075
false
false
ESGOnly;MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
13
10
10
null
BrokerD
MKT
88
3
11
-24
-23
-10
34
null
null
Normal monitoring
207
1.6
null
3
Tighten stops on momentum names
E9498
P7154
2025-08-06
IRA
USD
607,669
16.1
1
42.5
Comm:22.3;Materials:30.0;Tech:35.2;Utilities:12.4
Value:17.3;Growth:20.4;Quality:25.1;Size:11.9;Momentum:7.7;LowVol:17.7
AMZN:36.4;HYG:40.6;XLF:23.0
3.3
109
9
Volatile
24.4
4.83
2
163
-42
-82:3
39
0.0066
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
7
-12
12
null
BrokerC
MKT
93
11
13
60
59
-3
-21
null
null
Normal monitoring
119
3.8
Approved
4
Tighten stops on momentum names
E9499
P4286
2025-07-01
Roth
USD
311,907
5.2
1
53.4
Comm:26.1;Financials:26.3;RealEstate:12.0;Industrials:23.7;Health:12.0
Value:19.8;Growth:19.6;Quality:8.7;Size:18.4;Momentum:22.8;LowVol:10.7
HYG:43.2;AAPL:15.1;MSFT:21.0;BRK.B:20.7
3.4
147
9.4
Bull
17.8
4.4
3.1
78
112
100:162
100
0.0095
false
false
ESGOnly;MaxPos6%
null
null
NoAction
Within policy bands; defer
32
-32
11
null
BrokerD
VWAP
0
0
0
-60
-66
-11
0
null
null
Normal monitoring
142
2.1
Approved
3
Increase defensive factor exposure
E9500
P6161
2025-12-01
Taxable
USD
1,694,553
4.4
1
36.4
RealEstate:11.1;Financials:36.0;Utilities:26.9;Tech:26.0
Value:22.0;Growth:17.8;Quality:14.3;Size:14.9;Momentum:14.7;LowVol:16.2
QQQ:11.0;AMZN:30.8;MSFT:38.8;VNQ:19.4
3.1
222
20.6
Bull
12.1
4.66
3
76
69
51:114
78
0.0088
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
7
-28
8
null
BrokerD
LMT
97
1
8
41
173
-24
-8
RegimeShift
TightenStops
Volatility spike and breadth deterioration
150
2
Approved
5
Within IPS guidelines