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
E9501
P1180
2025-09-19
IRA
USD
1,759,554
6.5
1
36.2
Consumer:28.2;Utilities:41.3;Tech:30.5
Value:28.8;Growth:12.6;Quality:8.9;Size:15.9;Momentum:15.0;LowVol:18.7
HYG:22.5;AAPL:41.5;GLD:36.0
2.1
162
12.2
Sideways
19.4
4.28
2.2
136
13
-1:65
53
0.0119
false
false
ESGOnly
null
VarNear
NoAction
Within policy bands; defer
0
-13
1
null
BrokerD
MKT
0
0
0
37
30
-24
-2
null
null
Normal monitoring
176
2.8
null
4
Increase defensive factor exposure
E9502
P2808
2024-10-04
Taxable
USD
181,732
15.8
1
38
Materials:36.7;Comm:31.1;Energy:13.2;Tech:19.0
Value:11.5;Growth:17.8;Quality:24.1;Size:17.8;Momentum:17.9;LowVol:11.0
AMZN:28.4;BND:8.6;TLT:39.1;TSLA:23.9
1.7
127
15.6
Bear
29.8
3.26
1.3
220
-66
-92:-11
26
0.0135
false
false
MaxPos5%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
14
-28
3
null
BrokerD
MKT
95
1
0
22
60
-44
-11
null
null
Normal monitoring
90
2.2
null
5
Monitor dispersion and breadth
E9503
P2948
2024-12-31
Roth
USD
649,852
9.6
1
69.2
Energy:26.9;Health:50.7;Comm:22.4
Value:29.4;Growth:15.9;Quality:17.2;Size:15.5;Momentum:9.7;LowVol:12.3
VNQ:25.0;IEF:27.9;BRK.B:16.5;TLT:22.5;MUB:8.1
3
138
14.7
Volatile
26.1
3.66
3.5
114
-37
-69:5
15
0.0135
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
7
-24
10
Delta:-0.2;Vega:0.08
BrokerA
LMT
93
7
12
-10
6
17
11
null
null
Normal monitoring
209
2.3
Approved
3
Increase defensive factor exposure
E9504
P0079
2024-11-18
Roth
USD
650,387
15.8
1
57.9
Materials:12.0;Financials:18.7;Energy:33.8;Consumer:15.7;Health:19.9
Value:17.3;Growth:14.1;Quality:17.9;Size:21.4;Momentum:20.6;LowVol:8.8
GLD:6.8;MUB:20.0;MSFT:15.9;BND:11.0;QQQ:22.8;XLF:23.5
4.1
91
14.3
Bear
34.8
3.72
2.5
180
-50
-60:-15
40
0.0177
false
false
MaxSector30%;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
27
5
9
Delta:-0.21;Vega:0.07
BrokerB
MKT
100
8
9
-60
-3
-31
-11
null
null
Normal monitoring
127
3.1
Approved
4
Increase defensive factor exposure
E9505
P4310
2025-02-14
IRA
USD
625,428
9
1
63.1
RealEstate:34.0;Financials:35.5;Consumer:30.5
Value:11.0;Growth:21.5;Quality:27.8;Size:12.1;Momentum:18.4;LowVol:9.2
TSLA:15.9;VOO:21.9;BND:20.1;VTI:23.3;AMZN:12.0;TLT:6.8
1.9
113
15.8
Volatile
27.9
5.46
3.5
179
-32
-67:13
19
0.014
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
12
-34
3
null
BrokerB
MKT
99
8
15
20
40
-9
-7
null
null
Normal monitoring
120
3.4
Approved
4
Tighten stops on momentum names
E9506
P2228
2024-10-17
401k
USD
1,809,981
8.3
1
52.8
Utilities:31.9;Consumer:27.1;Industrials:41.0
Value:17.4;Growth:14.3;Quality:25.2;Size:10.5;Momentum:12.2;LowVol:20.3
QQQ:28.4;BRK.B:9.1;IEF:14.9;MUB:21.7;VTI:25.8
4.4
170
21
Sideways
19.2
4.69
3
98
49
14:93
69
0.01
false
false
ESGOnly;MaxPos5%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
28
-14
11
null
BrokerD
LMT
88
9
17
94
160
-51
6
null
null
Normal monitoring
214
1.2
null
3
Within IPS guidelines
E9507
P5219
2025-07-18
Taxable
USD
1,467,322
4
1
70.1
Tech:18.3;RealEstate:44.6;Utilities:37.2
Value:19.9;Growth:21.9;Quality:10.3;Size:13.5;Momentum:15.0;LowVol:19.4
MUB:8.7;GLD:32.6;TLT:17.5;MSFT:22.7;AMZN:18.5
5.2
207
19.7
Sideways
21.2
4.83
2.2
121
-23
-55:17
22
0.0192
false
true
MaxSector25%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-12
-14
4
null
BrokerA
MKT
88
8
13
21
20
-3
22
RegimeShift
Hedge
Volatility spike and breadth deterioration
130
2.7
null
4
Tighten stops on momentum names
E9508
P1811
2025-03-28
401k
USD
1,852,076
5.1
1
56.8
Tech:28.5;Health:38.7;RealEstate:32.8
Value:8.5;Growth:18.6;Quality:14.5;Size:14.1;Momentum:22.3;LowVol:22.0
IEF:30.8;BND:33.6;TSLA:8.6;XLF:8.3;GLD:18.7
5.5
141
20.2
Bull
13.5
3.8
2.4
85
22
-12:75
43
0.0057
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-3
-37
7
null
BrokerA
VWAP
93
11
18
30
90
0
34
null
null
Normal monitoring
215
1.8
Approved
4
Tighten stops on momentum names
E9509
P1681
2025-09-11
Roth
USD
265,084
12.2
1
72.2
Consumer:15.3;Industrials:20.7;Tech:22.6;Health:24.3;Comm:17.0
Value:19.8;Growth:13.8;Quality:15.7;Size:20.2;Momentum:13.8;LowVol:16.5
VTI:17.8;HYG:26.5;VNQ:18.9;MSFT:18.9;BRK.B:17.9
2.9
99
7.7
Bear
24.3
4.26
2.8
175
-85
-103:-63
17
0.0108
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
8
-29
12
null
BrokerC
MKT
88
9
10
-57
-8
-2
-23
null
null
Normal monitoring
145
3.6
Approved
4
Tighten stops on momentum names
E9510
P9817
2024-11-19
Roth
USD
383,882
15.6
1
70.8
Industrials:41.5;RealEstate:37.2;Consumer:21.3
Value:16.7;Growth:25.4;Quality:17.9;Size:9.1;Momentum:18.7;LowVol:12.4
VOO:18.9;VNQ:23.9;MSFT:43.3;XLF:13.8
1.5
158
11.8
Bull
11.9
3.78
2.1
82
113
81:131
100
0.0177
false
false
ESGOnly;MaxSector25%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
23
6
2
null
BrokerB
MKT
90
9
16
82
187
-59
38
null
null
Normal monitoring
212
1.7
Approved
3
Tighten stops on momentum names
E9511
P3653
2024-12-21
IRA
USD
2,477,714
6.8
1
74.4
Health:30.9;Utilities:46.2;Financials:22.9
Value:9.8;Growth:32.0;Quality:16.4;Size:14.9;Momentum:16.9;LowVol:9.9
VTI:25.5;AAPL:21.9;VOO:16.2;MUB:12.1;GLD:24.2
2.2
193
14.9
Sideways
18.3
4.25
2.6
120
22
3:37
59
0.0161
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
-28
7
null
BrokerB
MKT
100
12
17
70
163
-2
-7
RegimeShift
Hedge
Volatility spike and breadth deterioration
220
2.5
Approved
5
Monitor dispersion and breadth
E9512
P1727
2025-04-08
Trust
USD
339,490
11.5
1
51
Materials:29.6;Consumer:21.9;Tech:12.0;Financials:22.1;Utilities:14.4
Value:12.9;Growth:11.9;Quality:13.3;Size:18.8;Momentum:27.6;LowVol:15.5
QQQ:28.6;AMZN:24.5;HYG:29.2;VNQ:17.7
3
140
8.9
Bear
22.2
4.4
2.7
158
-29
-67:3
50
0.0116
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
9
-33
4
null
BrokerA
MKT
96
8
13
-50
-19
-53
15
null
null
Normal monitoring
158
1.9
Approved
3
Within IPS guidelines
E9513
P2405
2025-08-06
Taxable
USD
1,861,819
8.6
1
59.4
Energy:19.0;Utilities:35.6;Health:28.4;Materials:17.0
Value:14.4;Growth:17.4;Quality:10.3;Size:21.6;Momentum:19.5;LowVol:16.7
MUB:21.2;QQQ:26.9;VTI:34.4;IEF:17.5
2
143
15.6
Volatile
24
5.26
2.6
175
49
26:69
56
0.0047
false
false
null
null
null
Sell
Trim extended winner -1.0%
24
6
5
null
BrokerB
LMT
97
7
13
55
26
-13
28
null
null
Normal monitoring
171
2.4
Approved
4
Within IPS guidelines
E9514
P1369
2024-09-09
Taxable
USD
2,314,355
8.5
1
49.3
RealEstate:25.0;Financials:42.9;Energy:15.6;Comm:16.5
Value:13.5;Growth:8.5;Quality:19.3;Size:19.5;Momentum:16.8;LowVol:22.4
MUB:16.2;IEF:42.0;AAPL:25.2;TSLA:16.5
3
180
10.4
Sideways
15.9
4.77
3.5
136
10
-21:43
39
0.0157
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-21
10
null
BrokerA
LMT
98
8
8
91
194
-16
37
RegimeShift
Hedge
Volatility spike and breadth deterioration
132
2.7
SuggestedEdits
5
Tighten stops on momentum names
E9515
P4675
2024-10-25
Trust
USD
1,351,584
9.9
1
68.1
Health:22.6;Consumer:26.7;Utilities:27.1;Materials:23.6
Value:20.3;Growth:16.7;Quality:17.8;Size:13.5;Momentum:17.9;LowVol:13.7
MSFT:42.3;BRK.B:13.8;VOO:32.8;XLF:11.1
4.6
124
20.4
Bear
32.4
3.63
1.3
160
-3
-26:36
41
0.016
false
false
ESGOnly;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
31
11
9
null
BrokerD
MKT
95
12
9
-35
-13
-25
10
null
null
Normal monitoring
150
1.7
null
3
Within IPS guidelines
E9516
P5787
2024-07-25
IRA
USD
1,891,411
8.1
1
61.1
Financials:26.7;RealEstate:26.0;Utilities:10.8;Comm:19.1;Tech:17.4
Value:19.2;Growth:12.9;Quality:16.0;Size:14.6;Momentum:23.1;LowVol:14.2
VOO:20.0;AAPL:24.8;TLT:18.3;BND:7.3;TSLA:21.9;QQQ:7.7
3.9
151
19.5
Bull
14.4
4.59
2.2
114
120
94:151
94
0.0194
false
false
ESGOnly;MaxSector25%
null
VarNear
Sell
Trim extended winner -1.0%
5
-13
11
null
BrokerD
MKT
97
6
11
116
219
-48
-19
null
null
Normal monitoring
173
2.7
Approved
5
Monitor dispersion and breadth
E9517
P2120
2025-06-02
Roth
USD
699,005
6.5
1
73.4
Comm:37.1;Tech:26.6;Materials:36.3
Value:10.8;Growth:10.6;Quality:20.1;Size:13.7;Momentum:23.5;LowVol:21.4
HYG:28.7;QQQ:23.2;MUB:13.0;IEF:22.2;GLD:12.9
1.2
103
10
Bull
17
3.51
2.9
94
100
89:140
100
0.0195
false
false
ESGOnly;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
3
-9
1
null
BrokerA
MKT
96
10
16
75
101
-11
32
null
null
Normal monitoring
195
3.7
Approved
5
Tax-aware sells next window
E9518
P0396
2025-08-02
IRA
USD
879,689
7.2
1
69.4
Industrials:18.8;Utilities:32.7;Energy:48.6
Value:12.6;Growth:26.8;Quality:23.8;Size:8.1;Momentum:13.0;LowVol:15.7
QQQ:28.9;MUB:7.2;VTI:15.1;HYG:18.7;MSFT:30.1
4.3
168
12.5
Bear
25.6
4.36
2.9
194
-116
-145:-97
5
0.0155
false
false
MaxSector25%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
27
-5
1
null
BrokerD
LMT
93
7
11
95
232
-16
13
null
null
Normal monitoring
107
2.5
null
5
Tighten stops on momentum names
E9519
P7550
2024-12-26
IRA
USD
1,916,167
6.3
1.21
56.9
Health:35.3;Utilities:25.4;Tech:39.2
Value:8.6;Growth:11.7;Quality:13.7;Size:25.2;Momentum:12.9;LowVol:27.9
TLT:23.9;GLD:28.9;MUB:10.9;VOO:14.1;BRK.B:22.2
2.6
229
11.7
Bull
13.3
3.81
2.2
118
37
3:83
71
0.017
false
true
ESGOnly;MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-4
3
8
null
BrokerA
MKT
100
10
17
15
-22
-20
-24
RegimeShift
Hedge
Volatility spike and breadth deterioration
115
2.4
SuggestedEdits
5
Within IPS guidelines
E9520
P6071
2025-01-06
Trust
USD
965,786
3.9
1
48.9
Materials:27.5;Consumer:25.1;Utilities:9.4;Industrials:16.9;Financials:21.0
Value:19.6;Growth:11.7;Quality:9.6;Size:16.9;Momentum:21.8;LowVol:20.5
MSFT:17.6;TLT:49.8;BND:32.6
4.2
258
20
Volatile
22.6
3.81
2.8
179
-51
-78:-22
32
0.0108
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
-22
3
null
BrokerC
MKT
93
6
6
-5
61
12
33
RegimeShift
Hedge
Volatility spike and breadth deterioration
140
3
null
4
Increase defensive factor exposure
E9521
P7675
2025-01-02
Roth
USD
892,717
7.4
1
65.3
Consumer:15.0;RealEstate:19.6;Comm:15.5;Health:27.9;Financials:22.0
Value:12.9;Growth:23.0;Quality:27.0;Size:14.1;Momentum:9.2;LowVol:13.8
GLD:10.1;MSFT:20.6;XLF:17.9;VOO:10.8;TLT:14.3;VNQ:26.3
4.7
106
14.9
Sideways
17.8
3.57
2.1
124
22
11:77
74
0.0155
false
false
NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
35
1
8
Delta:-0.21;Vega:0.03
BrokerD
LMT
96
9
9
-20
1
11
36
null
null
Normal monitoring
130
2.8
Approved
5
Monitor dispersion and breadth
E9522
P3417
2024-10-09
Taxable
USD
832,486
9.4
1
55.4
Consumer:36.7;Industrials:45.1;Financials:18.2
Value:29.3;Growth:16.5;Quality:18.7;Size:11.8;Momentum:10.6;LowVol:13.2
BRK.B:12.3;VNQ:18.7;VOO:15.5;MUB:43.6;AAPL:9.9
4.3
92
15.8
Sideways
20.2
3.87
2.9
109
44
20:97
66
0.0092
false
false
MaxPos6%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
18
3
3
null
BrokerC
MKT
95
8
9
107
206
-37
-14
null
null
Normal monitoring
168
2.6
Approved
4
Monitor dispersion and breadth
E9523
P6713
2025-12-13
Trust
USD
181,369
15.4
1
67.8
Comm:12.8;Health:13.9;Utilities:17.7;Consumer:28.7;RealEstate:27.0
Value:12.9;Growth:22.2;Quality:16.6;Size:17.9;Momentum:15.0;LowVol:15.5
MUB:19.4;BND:27.2;TLT:53.4
3.8
162
10
Sideways
16.5
3.83
3
97
1
-12:28
39
0.0138
false
false
ESGOnly;MaxSector35%;NoMargin
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-9
8
Delta:-0.21;Vega:0.07
BrokerC
VWAP
91
8
10
48
65
-6
35
null
null
Normal monitoring
202
1.5
Approved
4
Tax-aware sells next window
E9524
P5034
2025-08-15
IRA
USD
361,470
7
1
48.4
Consumer:17.7;Materials:34.2;Energy:13.2;Health:16.4;RealEstate:18.3
Value:13.8;Growth:14.9;Quality:20.6;Size:17.9;Momentum:23.2;LowVol:9.7
TSLA:34.3;TLT:36.2;XLF:10.7;VTI:18.8
3.3
145
8.7
Bear
32.3
3.24
2.3
159
-46
-67:5
38
0.0173
false
false
MaxPos6%;MaxSector35%
null
null
NoAction
Within policy bands; defer
-1
-5
9
null
BrokerC
MKT
0
0
0
33
89
-24
26
null
null
Normal monitoring
195
2
Approved
3
Increase defensive factor exposure
E9525
P1445
2025-10-09
IRA
USD
664,226
6.1
1
52.8
Comm:21.2;Utilities:26.9;Consumer:9.8;RealEstate:32.4;Health:9.6
Value:9.3;Growth:22.3;Quality:20.0;Size:16.9;Momentum:22.3;LowVol:9.2
TSLA:44.8;BND:41.9;AMZN:13.3
4.7
95
9.6
Volatile
29.8
5.06
3.3
150
-60
-70:-38
15
0.0104
false
false
MaxPos7%;MaxSector25%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
5
7
6
null
BrokerB
LMT
92
3
6
-32
52
10
13
null
null
Normal monitoring
142
3.3
Approved
5
Tighten stops on momentum names
E9526
P1393
2024-07-09
Taxable
USD
751,659
12.5
1
70.3
Materials:17.9;RealEstate:46.2;Utilities:35.9
Value:18.1;Growth:17.1;Quality:16.1;Size:21.5;Momentum:20.6;LowVol:6.6
GLD:13.8;VOO:26.7;IEF:29.3;BND:13.1;XLF:17.1
4.8
138
13.8
Volatile
20.7
3.62
4.1
143
51
41:81
65
0.0093
false
false
ESGOnly;MaxPos7%;MaxSector35%;NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
-4
-21
9
null
BrokerC
LMT
97
4
2
89
51
-36
-22
null
null
Normal monitoring
191
2.5
Approved
5
Tax-aware sells next window
E9527
P4637
2025-06-07
401k
USD
856,065
6
1
49.2
Materials:40.3;Utilities:27.7;Comm:32.0
Value:13.4;Growth:13.5;Quality:16.6;Size:28.0;Momentum:16.6;LowVol:11.9
QQQ:45.8;BRK.B:12.6;VNQ:21.3;MUB:20.3
4.6
161
13.9
Bull
17.7
4.98
3.1
76
46
26:81
77
0.0196
false
false
ESGOnly;MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
7
-30
8
null
BrokerA
MKT
88
2
6
23
36
-12
22
null
null
Normal monitoring
148
3.3
Approved
4
Tighten stops on momentum names
E9528
P9866
2024-11-13
Roth
USD
692,421
14.8
1
74.3
Industrials:23.5;Tech:13.6;Materials:23.4;Comm:16.1;Consumer:23.5
Value:12.8;Growth:17.9;Quality:11.3;Size:14.9;Momentum:20.5;LowVol:22.5
VNQ:9.9;QQQ:30.4;BND:31.7;BRK.B:28.0
3.8
152
12
Sideways
19
4.7
2.3
100
37
20:52
76
0.0095
false
false
MaxSector25%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
13
6
null
BrokerD
LMT
95
12
11
1
36
-23
8
null
null
Normal monitoring
171
1.9
Approved
3
Within IPS guidelines
E9529
P6101
2025-11-21
Trust
USD
837,865
14.4
1
55.7
Consumer:23.7;Materials:23.8;Utilities:23.9;Tech:16.6;Health:12.1
Value:19.2;Growth:20.8;Quality:14.2;Size:12.4;Momentum:8.1;LowVol:25.3
HYG:20.8;VNQ:28.0;VTI:9.2;MSFT:19.5;VOO:16.0;QQQ:6.4
4.1
132
7.7
Bull
12.8
3.6
3
116
120
94:165
100
0.0116
false
false
MaxPos8%;MaxSector30%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
21
-35
8
Delta:-0.21;Vega:0.05
BrokerD
MKT
98
10
12
-9
46
1
18
null
null
Normal monitoring
219
2.3
Approved
3
Tighten stops on momentum names
E9530
P8783
2024-08-07
401k
USD
593,784
6.2
1
70.6
Utilities:21.2;Financials:19.3;Industrials:20.3;Materials:26.7;Consumer:12.4
Value:12.2;Growth:17.9;Quality:19.5;Size:15.0;Momentum:13.6;LowVol:21.8
VOO:52.4;TLT:27.0;IEF:20.6
4.2
161
9.5
Bull
15.1
4.57
3.3
120
13
-1:54
72
0.0193
false
false
MaxPos5%;NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
30
-23
2
null
BrokerC
MKT
96
1
6
-50
22
9
37
null
null
Normal monitoring
163
2
Approved
5
Within IPS guidelines
E9531
P7695
2025-04-01
Roth
USD
355,302
13.1
1
59.7
Consumer:43.1;Tech:22.9;RealEstate:34.0
Value:7.9;Growth:23.1;Quality:20.9;Size:17.7;Momentum:16.4;LowVol:14.1
TLT:22.9;AMZN:18.1;MSFT:25.3;TSLA:21.6;BND:12.2
2.3
110
12.3
Bull
16.4
4.36
2.9
81
77
51:121
82
0.0048
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
26
13
10
null
BrokerD
LMT
92
7
9
-23
-42
-25
37
null
null
Normal monitoring
91
2.2
null
5
Monitor dispersion and breadth
E9532
P2631
2024-08-12
Roth
USD
1,385,730
9.6
1
63.6
Materials:10.4;Comm:23.0;Utilities:26.8;Industrials:20.8;Health:19.1
Value:10.2;Growth:21.3;Quality:19.3;Size:17.0;Momentum:14.8;LowVol:17.4
MUB:22.1;TSLA:18.5;AMZN:11.3;TLT:13.8;BND:18.0;MSFT:16.3
4.2
204
18
Bear
32.4
4.17
1.9
199
-34
-59:-6
30
0.0193
false
true
ESGOnly;MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-37
10
null
BrokerA
MKT
95
8
16
110
89
-28
-16
RegimeShift
Hedge
Volatility spike and breadth deterioration
175
2.1
Approved
3
Monitor dispersion and breadth
E9533
P5973
2024-09-10
Taxable
USD
1,668,157
4.5
1
49.1
Comm:20.3;Energy:41.3;Utilities:38.4
Value:24.1;Growth:10.6;Quality:12.4;Size:13.1;Momentum:19.4;LowVol:20.2
XLF:9.5;QQQ:20.7;GLD:19.6;IEF:23.4;VTI:26.6
2.6
183
11.5
Volatile
23.5
4.2
2.5
157
-2
-20:50
61
0.0167
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
4
-19
2
null
BrokerC
LMT
93
4
7
-30
48
-9
5
VAR>budget
Hedge
Risk above budget threshold
175
2
Approved
5
Increase defensive factor exposure
E9534
P0553
2025-10-03
Trust
USD
459,603
7.1
1
64.3
Comm:18.9;RealEstate:21.3;Health:29.5;Tech:30.3
Value:17.1;Growth:13.9;Quality:24.7;Size:11.7;Momentum:14.9;LowVol:17.7
VTI:39.7;XLF:14.0;TLT:46.3
2.1
135
12.3
Bull
14.6
3.8
2.9
110
72
34:112
80
0.0054
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
14
9
7
null
BrokerA
MKT
89
5
2
86
68
-35
-1
null
null
Normal monitoring
219
3.9
null
4
Increase defensive factor exposure
E9535
P5726
2025-06-21
Trust
USD
473,856
7.7
1
41
Tech:36.6;RealEstate:20.0;Consumer:43.4
Value:13.7;Growth:18.9;Quality:13.7;Size:14.3;Momentum:18.7;LowVol:20.7
GLD:39.2;MSFT:28.1;VNQ:32.6
3.1
106
12.7
Sideways
15.3
4.09
2.8
117
32
-5:87
64
0.0101
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
29
8
4
null
BrokerA
MKT
91
4
5
108
159
-23
-15
null
null
Normal monitoring
132
2
Approved
4
Monitor dispersion and breadth
E9536
P0347
2025-08-27
401k
USD
544,456
9.8
1
38.5
Consumer:35.6;RealEstate:33.8;Energy:30.6
Value:13.8;Growth:19.4;Quality:19.8;Size:21.2;Momentum:12.6;LowVol:13.2
VNQ:21.4;VTI:8.5;AAPL:23.3;BND:10.1;MUB:21.7;TLT:15.0
4
142
21.3
Bear
34.6
3.69
2
217
-77
-95:-51
28
0.0049
false
false
MaxPos8%
null
null
Rebalance
Shift +1.0% bonds from equity
2
-30
6
null
BrokerA
MKT
96
5
7
84
76
6
12
null
null
Normal monitoring
195
2.8
Approved
3
Tighten stops on momentum names
E9537
P3779
2025-12-17
Trust
USD
1,831,152
5.2
1
45.6
Tech:19.5;Health:27.8;Financials:24.0;Industrials:28.7
Value:11.4;Growth:20.5;Quality:16.5;Size:12.9;Momentum:15.5;LowVol:23.2
TSLA:24.3;VNQ:6.6;MUB:25.1;GLD:18.8;TLT:16.5;XLF:8.5
2.7
182
21.7
Sideways
18.7
4.81
2.9
126
30
-9:61
72
0.0162
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
4
6
null
BrokerB
VWAP
88
3
9
50
69
-23
27
RegimeShift
Hedge
Volatility spike and breadth deterioration
143
1.1
Rejected
5
Tighten stops on momentum names
E9538
P7072
2025-04-21
Roth
USD
2,221,550
7.7
1.08
53
Materials:19.9;RealEstate:11.2;Industrials:26.3;Consumer:25.6;Energy:17.0
Value:13.5;Growth:12.5;Quality:23.5;Size:19.4;Momentum:19.1;LowVol:12.1
QQQ:20.1;AMZN:16.9;TSLA:16.5;HYG:34.9;TLT:11.5
3.4
211
12.2
Volatile
22.7
4.45
2.5
139
-30
-63:10
36
0.0136
false
true
ESGOnly;MaxPos8%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-32
12
Delta:-0.1;Vega:0.07
BrokerA
LMT
98
9
15
92
82
-40
-11
VAR>budget
TightenStops
Risk above budget threshold
185
3
Approved
5
Within IPS guidelines
E9539
P8819
2024-11-04
Trust
USD
1,074,086
10
1
69.6
RealEstate:42.3;Industrials:43.6;Financials:14.1
Value:14.0;Growth:19.2;Quality:9.5;Size:15.9;Momentum:24.1;LowVol:17.3
MSFT:23.2;AMZN:13.7;VTI:15.5;AAPL:14.5;BRK.B:14.8;XLF:18.4
5.1
155
10.6
Bull
15.4
4.68
2.5
78
97
61:120
100
0.0187
false
false
ESGOnly;MaxPos8%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-9
-25
7
null
BrokerD
LMT
93
10
10
-28
-55
-30
27
null
null
Normal monitoring
147
4
Approved
4
Monitor dispersion and breadth
E9540
P6534
2025-05-03
Roth
USD
803,790
6.2
1
48.5
Industrials:28.6;Tech:29.3;Comm:42.1
Value:8.1;Growth:15.5;Quality:11.5;Size:19.4;Momentum:21.8;LowVol:23.7
AMZN:21.6;GLD:23.6;TSLA:7.8;VTI:11.6;BRK.B:24.3;QQQ:11.1
2.5
170
13.1
Sideways
19.3
4.86
3.2
127
-2
-36:27
47
0.0051
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-11
12
10
null
BrokerD
LMT
91
12
15
-5
135
-17
-22
null
null
Normal monitoring
195
3.3
null
4
Monitor dispersion and breadth
E9541
P6725
2025-01-05
IRA
USD
491,272
13.6
1
70.5
Comm:26.1;Energy:22.6;Consumer:26.5;Utilities:24.8
Value:13.2;Growth:12.6;Quality:11.8;Size:24.6;Momentum:15.2;LowVol:22.6
VTI:38.8;TSLA:33.3;VOO:27.9
2.5
166
12.6
Volatile
26.6
4.94
2.4
179
68
37:118
76
0.0123
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-4
-29
2
null
BrokerC
LMT
96
7
10
41
10
-30
-20
null
null
Normal monitoring
188
3.4
Approved
5
Monitor dispersion and breadth
E9542
P2552
2024-07-19
Roth
USD
2,074,246
7.1
1
59
RealEstate:20.8;Energy:17.3;Health:20.2;Utilities:24.2;Tech:17.5
Value:18.3;Growth:19.4;Quality:11.5;Size:24.0;Momentum:9.0;LowVol:17.9
IEF:21.0;AAPL:30.1;GLD:28.0;VTI:20.9
2.4
156
11.2
Bear
28.9
4.47
1.4
173
-89
-117:-61
5
0.0068
false
false
ESGOnly;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
1
11
4
null
BrokerB
MKT
100
4
6
-27
9
-5
-20
null
null
Normal monitoring
168
1.9
Approved
4
Within IPS guidelines
E9543
P6551
2024-09-29
Trust
USD
192,811
5.7
1
62.8
Energy:27.7;Health:16.8;Tech:26.9;Financials:19.1;Industrials:9.5
Value:21.9;Growth:21.6;Quality:16.8;Size:9.2;Momentum:11.9;LowVol:18.6
BRK.B:10.2;TLT:20.5;AMZN:13.4;VOO:20.2;VTI:23.8;HYG:11.9
3.4
124
12.2
Bull
14.3
4.94
2.7
77
100
62:148
96
0.0075
false
false
ESGOnly;MaxPos5%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-1
-31
3
Delta:-0.21;Vega:0.05
BrokerA
MKT
97
3
6
12
52
3
-14
null
null
Normal monitoring
108
3.4
Approved
5
Monitor dispersion and breadth
E9544
P4111
2025-11-06
Taxable
USD
505,811
16
1
43
Utilities:30.8;Consumer:25.9;Health:16.7;Industrials:26.6
Value:12.6;Growth:18.4;Quality:14.7;Size:13.3;Momentum:19.7;LowVol:21.2
IEF:34.1;BND:27.5;MSFT:38.4
1.2
90
10.5
Bull
14.1
4.43
3
93
51
18:89
83
0.0166
false
false
MaxPos8%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
14
-29
4
Delta:-0.24;Vega:0.07
BrokerC
MKT
89
3
11
89
107
-23
16
null
null
Normal monitoring
159
1.4
null
3
Monitor dispersion and breadth
E9545
P5483
2025-10-17
Taxable
USD
698,445
11.1
1
66.9
Consumer:14.0;Utilities:29.6;Energy:12.5;Financials:16.2;Materials:27.8
Value:14.5;Growth:18.9;Quality:14.3;Size:16.7;Momentum:14.3;LowVol:21.2
BRK.B:20.5;QQQ:9.7;XLF:12.9;VTI:28.8;VOO:28.1
2.8
163
8.3
Volatile
30.4
4.81
3.7
178
-15
-39:10
26
0.0147
false
false
NoMargin
null
VarNear
NoAction
Within policy bands; defer
-13
-38
1
null
BrokerD
MKT
0
0
0
1
98
-44
-4
null
null
Normal monitoring
162
3.3
null
4
Increase defensive factor exposure
E9546
P1712
2025-05-04
Trust
USD
599,364
7
1
69.9
Industrials:29.3;Health:34.9;Consumer:13.2;Utilities:22.5
Value:10.9;Growth:22.9;Quality:10.0;Size:15.4;Momentum:23.6;LowVol:17.3
MSFT:23.2;XLF:25.0;VNQ:20.6;BND:31.2
3.1
210
25.6
Bear
30
4.27
2
178
-44
-75:-8
40
0.0154
false
true
ESGOnly;MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-9
-21
5
Delta:-0.21;Vega:0.06
BrokerB
VWAP
97
6
14
88
127
-29
39
VAR>budget
Reduce
Risk above budget threshold
165
0.9
SuggestedEdits
5
Within IPS guidelines
E9547
P0326
2025-12-11
IRA
USD
299,514
9
1
68.6
RealEstate:43.2;Utilities:21.2;Financials:35.7
Value:13.1;Growth:16.9;Quality:19.7;Size:20.8;Momentum:14.3;LowVol:15.2
QQQ:8.3;AAPL:16.7;MUB:8.4;IEF:27.2;AMZN:22.5;MSFT:16.9
2.7
114
7.7
Bear
29.3
3.51
1.4
130
-37
-60:-13
15
0.0078
false
false
MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-10
-14
1
null
BrokerD
LMT
98
2
3
-35
8
-34
-2
null
null
Normal monitoring
90
2.1
null
3
Tax-aware sells next window
E9548
P6754
2024-07-09
Trust
USD
254,440
17
1
52.6
Utilities:35.1;Comm:32.0;Materials:32.9
Value:11.5;Growth:13.7;Quality:12.4;Size:23.9;Momentum:12.8;LowVol:25.8
BND:12.9;MSFT:11.2;AAPL:10.8;AMZN:24.6;MUB:22.8;VTI:17.7
3.7
104
13.8
Volatile
31.6
5.34
4
135
9
-13:61
60
0.0164
false
false
MaxPos6%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-12
2
10
Delta:-0.24;Vega:0.02
BrokerD
LMT
97
11
18
9
114
-55
-23
null
null
Normal monitoring
213
2.4
Approved
3
Tax-aware sells next window
E9549
P3522
2025-10-09
Trust
USD
367,216
3.5
1
59
Comm:39.3;Industrials:33.8;Consumer:26.9
Value:11.2;Growth:18.4;Quality:13.3;Size:19.0;Momentum:18.4;LowVol:19.7
TSLA:54.9;MSFT:30.0;IEF:15.1
5.8
227
26
Bull
15.6
4.59
2.5
110
16
-21:50
75
0.0091
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
10
-31
8
null
BrokerB
VWAP
94
1
6
-15
69
-28
-2
RegimeShift
Reduce
Volatility spike and breadth deterioration
205
1.9
null
3
Tax-aware sells next window
E9550
P1135
2024-10-26
Roth
USD
1,722,788
4.2
1.1
67.2
Utilities:23.3;Financials:27.4;Tech:49.3
Value:18.0;Growth:22.4;Quality:17.7;Size:24.8;Momentum:7.6;LowVol:9.5
AMZN:22.5;AAPL:28.3;QQQ:18.2;BRK.B:30.9
4.7
198
24
Bear
22.6
3.29
1.8
135
-24
-60:-9
52
0.0123
false
false
MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
18
-6
8
null
BrokerC
MKT
96
10
11
-39
-46
-43
-18
null
null
Normal monitoring
214
1.7
null
3
Within IPS guidelines
E9551
P4896
2025-01-31
Roth
USD
1,351,005
8.2
1
54.4
Comm:19.3;RealEstate:18.6;Tech:34.7;Energy:15.5;Consumer:11.9
Value:18.5;Growth:11.9;Quality:22.8;Size:12.0;Momentum:18.3;LowVol:16.5
AMZN:40.6;VTI:27.4;IEF:32.0
2.6
218
21.1
Volatile
23.7
4.11
3.6
170
-50
-88:0
14
0.0174
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
34
-15
9
Delta:-0.15;Vega:0.04
BrokerD
LMT
99
7
7
48
11
2
29
RegimeShift
Hedge
Volatility spike and breadth deterioration
212
1.9
null
4
Monitor dispersion and breadth
E9552
P1344
2024-12-16
Trust
USD
1,212,004
8.2
1
37.4
Energy:26.0;Comm:38.2;Health:35.8
Value:26.8;Growth:10.5;Quality:17.3;Size:15.2;Momentum:13.7;LowVol:16.5
IEF:25.5;BRK.B:27.1;GLD:28.1;TSLA:19.3
6
174
21
Volatile
24.1
5.36
2.1
165
-58
-69:-14
20
0.0196
false
false
null
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
31
11
12
Delta:-0.11;Vega:0.05
BrokerC
MKT
90
6
10
-41
92
2
2
null
null
Normal monitoring
194
1.6
Approved
4
Increase defensive factor exposure
E9553
P4185
2025-05-14
IRA
USD
1,645,641
6.8
1.24
43.2
Industrials:10.4;Energy:18.7;Utilities:16.5;Consumer:37.1;Materials:17.3
Value:13.2;Growth:20.2;Quality:20.8;Size:17.2;Momentum:10.2;LowVol:18.3
BND:19.5;GLD:33.9;AAPL:28.0;BRK.B:10.8;VOO:7.8
2.2
177
27.9
Volatile
21.2
5.17
2.8
115
-50
-77:-11
8
0.0168
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
4
-28
9
Delta:-0.17;Vega:0.03
BrokerB
VWAP
94
2
9
9
119
-25
14
null
null
Normal monitoring
217
3.4
Approved
5
Monitor dispersion and breadth
E9554
P0893
2025-09-16
Trust
USD
860,170
8.7
1
35.7
Energy:27.6;Tech:20.4;Consumer:28.7;RealEstate:12.9;Industrials:10.5
Value:15.8;Growth:18.8;Quality:27.2;Size:11.2;Momentum:13.6;LowVol:13.4
AMZN:7.9;MSFT:6.5;TLT:25.9;VTI:8.8;BRK.B:22.0;GLD:29.0
1.2
104
15.1
Bull
11.7
4.32
2.8
97
31
21:83
49
0.0062
false
false
MaxPos6%;NoMargin
null
null
NoAction
Within policy bands; defer
22
-7
6
null
BrokerD
MKT
0
0
0
-23
78
-51
-21
null
null
Normal monitoring
99
3.7
Approved
5
Tax-aware sells next window
E9555
P7234
2025-09-17
IRA
USD
1,544,591
6.4
1.24
60
RealEstate:30.0;Utilities:24.9;Industrials:20.8;Materials:15.1;Financials:9.3
Value:20.2;Growth:23.4;Quality:13.4;Size:13.5;Momentum:13.5;LowVol:16.1
QQQ:25.9;MSFT:46.8;IEF:27.3
2.6
133
21.4
Bull
16
4.61
3.4
73
87
71:113
93
0.018
false
false
MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
-12
-38
1
null
BrokerD
MKT
95
12
10
89
103
-59
-9
null
null
Normal monitoring
114
3.7
Approved
4
Monitor dispersion and breadth
E9556
P9467
2025-08-26
401k
USD
624,524
14
1
66
Industrials:27.4;Utilities:17.8;Health:11.0;Consumer:20.2;Energy:23.5
Value:23.8;Growth:10.6;Quality:18.6;Size:7.7;Momentum:14.4;LowVol:25.0
MUB:30.8;VTI:21.1;HYG:26.6;AMZN:21.6
1.1
107
10.3
Sideways
14.7
4.47
3.4
99
36
25:54
86
0.0146
false
false
MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-14
-26
12
null
BrokerC
LMT
99
7
5
25
47
6
-20
null
null
Normal monitoring
142
2.4
null
4
Within IPS guidelines
E9557
P9318
2025-01-26
Roth
USD
1,583,007
5.9
1
52.7
Industrials:20.6;Consumer:20.9;Utilities:25.4;Financials:15.4;Tech:17.7
Value:20.6;Growth:21.1;Quality:18.5;Size:14.4;Momentum:17.5;LowVol:7.8
TLT:54.9;BRK.B:28.9;AAPL:16.2
5.8
179
14.6
Bear
30.7
3.25
1.6
210
-103
-114:-51
12
0.0184
false
false
null
null
DriftNear
Buy
Add core equity +1.0% from cash
11
15
2
null
BrokerB
MKT
96
12
20
-41
71
18
-6
null
null
Normal monitoring
213
2.8
Approved
4
Monitor dispersion and breadth
E9558
P7893
2024-09-03
IRA
USD
416,838
14.3
1
42.5
Consumer:23.7;RealEstate:8.8;Financials:19.7;Industrials:25.2;Utilities:22.7
Value:22.2;Growth:15.5;Quality:22.5;Size:8.3;Momentum:13.3;LowVol:18.1
IEF:19.7;BRK.B:24.4;VNQ:12.5;HYG:18.0;TLT:7.1;AMZN:18.3
2.9
144
12.4
Volatile
21.6
4.79
2.2
162
21
11:51
62
0.0198
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
23
4
11
null
BrokerA
VWAP
99
7
14
56
103
-28
32
null
null
Normal monitoring
118
2.4
Approved
5
Tighten stops on momentum names
E9559
P0300
2025-06-08
Trust
USD
616,736
15.8
1
41.8
Comm:18.0;Consumer:17.2;Energy:26.2;Utilities:27.1;Industrials:11.6
Value:19.2;Growth:20.0;Quality:11.8;Size:8.3;Momentum:18.2;LowVol:22.5
HYG:24.8;XLF:37.7;AMZN:37.5
4.9
104
10.7
Bear
28.2
4.5
1.8
180
-11
-32:28
58
0.0194
false
false
MaxPos7%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-1
2
3
null
BrokerB
MKT
91
3
3
58
151
-41
34
null
null
Normal monitoring
183
3.7
Approved
3
Within IPS guidelines
E9560
P2401
2025-10-09
401k
USD
1,783,230
7.5
1.2
72.2
RealEstate:33.1;Tech:40.1;Materials:26.8
Value:11.1;Growth:14.5;Quality:19.2;Size:24.6;Momentum:16.6;LowVol:14.1
HYG:42.5;AAPL:23.5;QQQ:34.0
3.8
160
11
Bull
12.4
3.65
2.3
120
43
11:84
64
0.004
false
false
ESGOnly;MaxPos5%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
21
10
1
Delta:-0.21;Vega:0.05
BrokerC
LMT
96
9
11
44
138
-8
-15
null
null
Normal monitoring
104
1.5
Approved
3
Within IPS guidelines
E9561
P8096
2024-09-18
401k
USD
445,424
6.2
1
45.7
Health:11.6;Industrials:29.7;Financials:11.9;Materials:26.3;RealEstate:20.4
Value:21.8;Growth:13.2;Quality:14.3;Size:15.1;Momentum:13.5;LowVol:22.1
MSFT:22.2;GLD:13.7;BND:13.2;BRK.B:21.2;TLT:19.4;QQQ:10.3
1.1
93
7.5
Sideways
22
3.87
3
98
55
31:90
84
0.0073
false
false
MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
26
14
3
null
BrokerA
LMT
97
8
14
21
74
-22
33
null
null
Normal monitoring
164
2.3
Approved
4
Monitor dispersion and breadth
E9562
P3191
2025-07-23
Roth
USD
1,535,781
9.7
1
37.8
Consumer:23.5;Financials:28.1;Comm:34.8;RealEstate:13.6
Value:23.2;Growth:18.6;Quality:10.8;Size:18.9;Momentum:15.9;LowVol:12.6
BND:47.0;VTI:27.6;VNQ:25.4
3.9
136
20.6
Bull
11.2
3.58
3.2
84
53
14:82
90
0.0145
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-15
3
null
BrokerA
VWAP
94
7
14
-33
-7
17
23
null
null
Normal monitoring
209
3.6
Approved
5
Within IPS guidelines
E9563
P3508
2025-03-17
Roth
USD
506,351
5.5
1
50.8
Energy:24.7;Comm:36.1;Financials:25.1;Consumer:14.1
Value:22.6;Growth:17.8;Quality:17.0;Size:19.9;Momentum:10.5;LowVol:12.1
VTI:8.1;IEF:9.7;MUB:29.8;VOO:11.6;MSFT:21.0;QQQ:19.8
5.2
244
27.1
Bear
33.6
3.44
1.9
216
17
-13:64
57
0.0111
false
true
MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
27
-7
8
Delta:-0.21;Vega:0.05
BrokerD
LMT
93
6
3
73
86
-53
18
VAR>budget
Hedge
Risk above budget threshold
151
1.2
null
2
Monitor dispersion and breadth
E9564
P2285
2025-03-28
IRA
USD
222,162
14.1
1
53.7
Tech:22.7;Materials:20.4;Consumer:12.2;Energy:20.0;RealEstate:24.6
Value:16.9;Growth:13.3;Quality:16.9;Size:20.0;Momentum:15.3;LowVol:17.6
TSLA:18.6;MUB:32.6;GLD:13.4;MSFT:24.5;XLF:10.8
2.2
152
14.1
Bull
12.6
3.58
2.1
84
48
27:69
90
0.0084
false
false
ESGOnly;MaxSector30%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
17
-35
11
null
BrokerA
MKT
91
2
0
-33
25
-33
22
null
null
Normal monitoring
218
3
null
4
Tax-aware sells next window
E9565
P8336
2024-12-21
IRA
USD
1,862,655
5.9
1.18
36.1
Utilities:31.2;Financials:27.1;Industrials:18.9;Tech:22.8
Value:12.5;Growth:10.4;Quality:13.0;Size:23.5;Momentum:26.2;LowVol:14.5
BRK.B:46.0;VNQ:22.6;VOO:31.4
2.6
166
16.2
Bull
12.6
4.84
3
101
109
96:154
100
0.005
false
false
MaxPos7%
null
VarNear
Sell
Trim extended winner -1.0%
-14
7
4
null
BrokerB
LMT
89
12
16
119
153
7
-15
null
null
Normal monitoring
93
1.7
Approved
5
Within IPS guidelines
E9566
P9756
2025-07-20
Taxable
USD
1,431,586
7.5
1
62.2
Industrials:23.0;Energy:31.4;Tech:45.6
Value:21.8;Growth:10.9;Quality:25.0;Size:23.3;Momentum:8.5;LowVol:10.5
GLD:24.0;TSLA:27.1;AMZN:27.0;BND:21.9
3.9
151
15
Volatile
21.6
5.41
4.4
155
-38
-51:-10
47
0.0044
false
false
ESGOnly;MaxPos5%
null
VarNear
Buy
Add core equity +1.0% from cash
28
-16
11
null
BrokerB
LMT
100
3
6
113
108
17
3
null
null
Normal monitoring
187
2.6
null
4
Increase defensive factor exposure
E9567
P6806
2025-03-12
Roth
USD
570,634
6.3
1
51.3
Energy:19.3;Industrials:15.2;Utilities:28.2;RealEstate:37.3
Value:22.5;Growth:8.5;Quality:19.9;Size:16.1;Momentum:11.9;LowVol:21.2
QQQ:17.8;HYG:39.6;MUB:42.6
4.6
122
7.6
Bull
13.6
4.15
3.4
99
106
81:133
100
0.012
false
false
MaxSector30%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
12
-40
9
Delta:-0.23;Vega:0.05
BrokerA
VWAP
98
4
4
15
85
0
-6
null
null
Normal monitoring
166
2.7
Approved
5
Monitor dispersion and breadth
E9568
P8290
2024-09-13
401k
USD
1,744,767
4.8
1.07
65.1
Materials:48.6;Financials:16.3;Tech:35.1
Value:8.8;Growth:9.6;Quality:23.7;Size:22.5;Momentum:13.7;LowVol:21.6
VNQ:23.8;GLD:31.4;MSFT:12.9;AAPL:31.9
3.8
266
27
Bull
13.7
4.13
3.4
81
62
30:90
87
0.0162
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
14
-32
10
null
BrokerC
VWAP
95
2
8
89
165
15
-20
VAR>budget
Hedge
Risk above budget threshold
136
3.1
Approved
5
Tighten stops on momentum names
E9569
P3034
2025-08-25
IRA
USD
1,800,043
9.9
1
36.9
Energy:38.3;Health:22.1;Materials:39.5
Value:17.2;Growth:8.5;Quality:17.5;Size:12.2;Momentum:21.8;LowVol:22.8
TSLA:17.6;AAPL:11.0;VNQ:30.2;AMZN:8.6;MSFT:18.6;VOO:14.1
4.8
157
12.5
Volatile
23.7
4.16
4.2
173
-23
-39:14
23
0.0093
false
false
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-29
2
null
BrokerC
VWAP
98
1
5
-20
-35
-55
-3
null
null
Normal monitoring
105
2.6
null
4
Within IPS guidelines
E9570
P3284
2024-10-03
Taxable
USD
972,096
5
1.13
63.4
RealEstate:23.8;Industrials:54.2;Comm:22.0
Value:18.1;Growth:23.3;Quality:14.9;Size:13.0;Momentum:12.2;LowVol:18.5
VOO:8.4;GLD:31.9;HYG:16.6;BND:20.9;TSLA:22.2
2.4
224
10.7
Bull
17
4.51
2.1
70
107
94:159
100
0.0168
false
true
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-35
9
null
BrokerD
MKT
97
11
10
-59
-89
-36
39
RegimeShift
Reduce
Volatility spike and breadth deterioration
91
1.4
Rejected
3
Monitor dispersion and breadth
E9571
P6082
2025-05-08
Trust
USD
766,672
3.2
1.23
44.2
Health:18.4;RealEstate:24.0;Utilities:24.0;Comm:16.4;Materials:17.2
Value:16.3;Growth:7.9;Quality:20.8;Size:15.2;Momentum:22.9;LowVol:16.9
MSFT:15.1;BND:23.6;TSLA:21.1;BRK.B:16.1;VOO:24.1
3
219
19.9
Volatile
21.4
5.42
3.7
170
-60
-76:-19
33
0.0178
false
true
ESGOnly;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
6
9
11
null
BrokerC
MKT
97
1
7
16
13
-14
39
VAR>budget
Hedge
Risk above budget threshold
110
2.5
null
4
Tax-aware sells next window
E9572
P7516
2024-08-29
Taxable
USD
626,338
8.4
1
37.1
RealEstate:22.0;Energy:25.3;Industrials:27.1;Financials:25.6
Value:15.3;Growth:18.0;Quality:19.1;Size:19.2;Momentum:10.1;LowVol:18.3
VTI:11.9;AAPL:13.8;HYG:21.0;BRK.B:27.7;QQQ:25.6
3.6
178
20.3
Sideways
17.9
3.96
2.1
122
37
10:89
63
0.0092
false
true
MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-6
9
2
null
BrokerC
MKT
92
11
17
82
101
-11
-12
RegimeShift
Reduce
Volatility spike and breadth deterioration
164
2.6
Approved
4
Monitor dispersion and breadth
E9573
P4237
2025-10-10
Taxable
USD
2,407,632
5.6
1
59.1
Tech:27.6;Health:38.8;Materials:33.6
Value:15.7;Growth:13.7;Quality:16.3;Size:19.8;Momentum:16.1;LowVol:18.5
TLT:22.6;GLD:17.7;BND:13.3;MSFT:10.6;HYG:14.4;AAPL:21.4
4.4
193
11.5
Bull
11.6
4.48
2.1
112
62
38:106
97
0.0101
false
true
ESGOnly;MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-6
-12
10
null
BrokerB
LMT
95
2
7
16
-23
0
15
VAR>budget
Pause
Risk above budget threshold
138
3.4
null
3
Tighten stops on momentum names
E9574
P7604
2025-07-18
IRA
USD
329,664
4.9
1
49.1
Consumer:37.5;Tech:16.8;Financials:20.0;Materials:25.7
Value:10.1;Growth:18.4;Quality:16.8;Size:15.7;Momentum:19.8;LowVol:19.2
VNQ:30.9;TSLA:15.0;QQQ:16.1;BND:27.3;GLD:10.7
2.2
252
25.6
Volatile
29.6
5.07
4.2
158
-50
-66:4
11
0.0032
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-14
-37
7
Delta:-0.09;Vega:0.03
BrokerD
LMT
89
7
5
90
225
-51
26
RegimeShift
Reduce
Volatility spike and breadth deterioration
123
3.4
null
3
Tax-aware sells next window
E9575
P9829
2025-07-17
Taxable
USD
1,735,801
8
1.08
70.3
Utilities:31.7;Materials:45.8;Energy:22.5
Value:12.1;Growth:20.8;Quality:23.8;Size:10.1;Momentum:16.0;LowVol:17.2
XLF:8.6;VTI:13.7;TLT:23.3;GLD:25.3;AMZN:29.1
4.6
150
16.2
Bull
16.9
4.79
3.3
72
21
-4:56
55
0.0104
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-13
-6
12
null
BrokerC
LMT
91
7
12
-53
16
-54
7
null
null
Normal monitoring
112
1.5
null
3
Within IPS guidelines
E9576
P7377
2025-04-13
IRA
USD
633,293
5.4
1
71
Consumer:16.2;Energy:12.7;Utilities:16.6;Comm:25.8;Financials:28.6
Value:14.3;Growth:21.0;Quality:12.6;Size:16.0;Momentum:15.4;LowVol:20.8
TLT:19.9;AAPL:26.6;HYG:10.4;VNQ:29.5;TSLA:13.6
6.3
205
17.5
Bull
15.1
4.94
2.8
74
82
63:102
76
0.0081
true
true
null
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
31
-24
5
Delta:-0.2;Vega:0.04
BrokerB
LMT
97
10
16
28
25
-8
6
VAR>budget
Reduce
Risk above budget threshold
103
3.2
null
3
Tighten stops on momentum names
E9577
P6846
2025-10-25
401k
USD
218,549
8.3
1
42.1
Financials:18.0;RealEstate:14.9;Consumer:33.9;Energy:33.2
Value:10.5;Growth:16.3;Quality:19.2;Size:22.4;Momentum:17.0;LowVol:14.7
VNQ:10.4;XLF:22.5;BRK.B:14.4;AMZN:13.6;TSLA:18.5;TLT:20.8
5
169
11.9
Bull
12.8
3.58
3.4
75
69
47:96
88
0.008
false
false
NoMargin
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
10
-40
11
null
BrokerD
MKT
96
6
3
26
158
-56
17
null
null
Normal monitoring
150
2.7
Approved
4
Increase defensive factor exposure
E9578
P4445
2025-10-30
Trust
USD
789,287
17.1
1
48.2
RealEstate:32.5;Financials:22.6;Utilities:14.9;Tech:30.1
Value:9.1;Growth:27.6;Quality:12.3;Size:18.1;Momentum:18.7;LowVol:14.3
GLD:25.9;VTI:26.4;HYG:23.6;AAPL:24.1
4.8
125
9.7
Bull
12.9
4.53
3.2
103
84
70:103
79
0.0089
false
false
ESGOnly;MaxSector30%
null
DriftNear
Sell
Trim extended winner -1.0%
17
10
8
null
BrokerA
MKT
94
7
7
97
182
-30
13
null
null
Normal monitoring
120
3.3
Approved
4
Tax-aware sells next window
E9579
P0262
2025-08-26
Trust
USD
594,937
9.1
1
40.3
Comm:26.4;Utilities:54.9;Industrials:18.6
Value:12.6;Growth:12.6;Quality:10.0;Size:14.1;Momentum:21.8;LowVol:28.9
TSLA:29.9;VOO:27.9;AMZN:13.0;BND:29.2
2.5
161
13.7
Bull
11.3
4.29
2.2
110
115
100:146
97
0.0129
false
false
ESGOnly;MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-7
7
3
Delta:-0.11;Vega:0.04
BrokerD
MKT
96
12
14
84
68
12
-17
null
null
Normal monitoring
133
2.7
null
4
Within IPS guidelines
E9580
P5524
2024-12-10
Trust
USD
382,927
5.1
1
60.3
Financials:23.8;Comm:21.4;Materials:20.2;Health:34.6
Value:17.8;Growth:18.0;Quality:22.8;Size:16.5;Momentum:8.5;LowVol:16.4
AMZN:10.6;AAPL:20.5;VTI:28.6;TSLA:23.4;QQQ:16.9
3
159
15.7
Bull
17.8
4.55
2.4
118
55
36:72
90
0.0062
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
21
-30
5
null
BrokerA
LMT
91
4
7
16
-11
5
29
null
null
Normal monitoring
151
3.5
Approved
4
Tighten stops on momentum names
E9581
P8994
2024-09-23
Roth
USD
941,606
7.1
1
73.7
RealEstate:22.6;Health:19.3;Tech:21.0;Comm:15.7;Utilities:21.4
Value:14.8;Growth:21.1;Quality:7.4;Size:22.1;Momentum:18.7;LowVol:16.0
MUB:20.4;TSLA:20.7;BRK.B:30.1;VOO:28.8
5.2
228
13.4
Volatile
30.7
3.83
3.3
145
15
-7:52
54
0.016
false
true
MaxPos5%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-5
-38
4
null
BrokerD
MKT
100
1
1
48
133
-12
22
VAR>budget
Hedge
Risk above budget threshold
194
1.1
SuggestedEdits
5
Within IPS guidelines
E9582
P7408
2025-10-14
401k
USD
736,304
16.1
1
52.8
Industrials:29.8;Tech:28.1;Financials:17.8;Utilities:24.3
Value:14.6;Growth:14.2;Quality:20.2;Size:20.1;Momentum:9.9;LowVol:21.1
GLD:18.1;VOO:5.9;AAPL:21.5;VNQ:18.7;MSFT:23.5;IEF:12.3
4.9
166
14.7
Bull
13.6
4.42
2
107
84
51:131
100
0.0134
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-15
-29
6
null
BrokerB
MKT
99
12
20
10
-27
-45
27
null
null
Normal monitoring
181
1.7
null
5
Tax-aware sells next window
E9583
P0546
2025-01-23
IRA
USD
1,115,990
8
1
63.4
Consumer:30.5;Tech:13.0;Materials:9.9;RealEstate:21.2;Comm:25.3
Value:11.9;Growth:9.9;Quality:14.2;Size:21.0;Momentum:23.2;LowVol:20.0
AMZN:8.8;MSFT:20.5;VOO:22.8;XLF:29.1;VNQ:18.8
2.3
153
12.7
Bull
15.1
4.5
2.6
70
88
51:134
81
0.0082
false
false
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
15
-32
11
Delta:-0.15;Vega:0.07
BrokerC
MKT
90
2
7
-14
-17
-45
-13
null
null
Normal monitoring
193
3.6
Approved
5
Tighten stops on momentum names
E9584
P7026
2025-05-31
IRA
USD
1,610,060
7.8
1
59.6
Materials:23.8;Comm:29.4;Financials:26.9;Utilities:19.9
Value:16.0;Growth:12.5;Quality:15.2;Size:15.2;Momentum:23.3;LowVol:17.8
AAPL:20.3;QQQ:25.5;IEF:7.3;MUB:23.5;VNQ:23.4
3.9
121
13.6
Bull
16.8
4.45
3.3
95
93
68:147
100
0.0042
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
3
-40
1
null
BrokerD
LMT
91
9
16
-32
-37
8
6
null
null
Normal monitoring
164
1.1
Approved
4
Increase defensive factor exposure
E9585
P3240
2025-02-21
401k
USD
791,958
9.9
1
37.7
Energy:12.0;Tech:29.0;Health:29.8;Consumer:29.2
Value:25.2;Growth:19.3;Quality:14.8;Size:10.5;Momentum:20.9;LowVol:9.3
AMZN:8.9;TSLA:25.4;MUB:21.5;BND:28.4;XLF:15.8
3.7
227
16.2
Bull
17.2
4.95
2.5
110
112
84:133
100
0.0127
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
29
-25
9
Delta:-0.1;Vega:0.07
BrokerB
MKT
93
3
10
50
155
12
0
VAR>budget
Hedge
Risk above budget threshold
155
3.2
null
4
Tax-aware sells next window
E9586
P2443
2025-07-25
IRA
USD
2,469,005
7.1
1
56
Consumer:33.3;Tech:34.5;Financials:32.2
Value:20.1;Growth:16.9;Quality:17.2;Size:22.7;Momentum:11.4;LowVol:11.6
AMZN:26.5;XLF:10.9;VNQ:9.1;VOO:26.3;TSLA:27.1
5.5
225
13
Volatile
30.3
5.02
3.7
130
25
-14:65
59
0.0175
false
true
ESGOnly
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-14
5
2
null
BrokerC
LMT
100
1
1
-40
-42
-3
-13
VAR>budget
Reduce
Risk above budget threshold
105
1
SuggestedEdits
2
Within IPS guidelines
E9587
P4644
2024-09-09
Trust
USD
478,694
6
1
39.6
Financials:24.4;Materials:21.3;Health:17.8;Comm:24.2;Tech:12.3
Value:11.5;Growth:24.5;Quality:16.0;Size:19.2;Momentum:9.3;LowVol:19.5
BND:23.2;AMZN:9.6;TSLA:19.0;MSFT:31.2;IEF:17.0
3.1
136
8.7
Bull
12.5
3.72
2.8
110
15
-20:36
60
0.0099
false
false
NoMargin
null
null
NoAction
Within policy bands; defer
-14
-37
4
null
BrokerD
LMT
0
0
0
-20
4
-44
-5
null
null
Normal monitoring
174
1.7
Approved
3
Tax-aware sells next window
E9588
P1232
2025-03-30
Roth
USD
772,444
5.3
1
35
Financials:35.1;Tech:40.6;Utilities:24.4
Value:13.3;Growth:23.0;Quality:12.8;Size:26.4;Momentum:15.8;LowVol:8.7
MSFT:13.8;VNQ:8.3;AMZN:23.2;VOO:15.1;QQQ:21.6;AAPL:17.9
1.9
148
10.9
Volatile
25.4
3.57
3.2
136
75
63:112
86
0.0172
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
-10
-23
10
Delta:-0.09;Vega:0.03
BrokerB
MKT
91
11
11
47
179
-24
11
null
null
Normal monitoring
151
1.6
null
5
Tighten stops on momentum names
E9589
P3592
2025-01-21
401k
USD
873,025
9.1
1
55.2
Tech:22.6;Materials:15.1;RealEstate:31.2;Consumer:31.2
Value:21.5;Growth:12.2;Quality:24.5;Size:14.8;Momentum:14.2;LowVol:12.8
VOO:10.9;MUB:34.8;VTI:24.6;MSFT:29.7
3.7
218
19.3
Bull
11.3
3.77
2.7
119
15
0:69
53
0.0085
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-1
14
2
null
BrokerC
LMT
92
8
11
-6
24
-27
16
VAR>budget
TightenStops
Risk above budget threshold
104
3.5
SuggestedEdits
4
Tighten stops on momentum names
E9590
P2129
2024-10-11
Roth
USD
751,695
9.9
1
59
Tech:13.9;Industrials:38.7;RealEstate:11.7;Energy:35.7
Value:12.5;Growth:16.7;Quality:14.0;Size:24.3;Momentum:22.3;LowVol:10.3
AAPL:36.5;TSLA:18.3;TLT:24.3;XLF:20.9
1.9
114
12.3
Bear
29.5
3.61
2.8
199
-30
-49:-14
39
0.0184
false
false
MaxSector35%
null
null
NoAction
Within policy bands; defer
10
-32
4
null
BrokerA
LMT
0
0
0
-1
25
-47
-8
null
null
Normal monitoring
145
2.3
null
5
Tighten stops on momentum names
E9591
P7128
2024-10-07
401k
USD
1,141,563
8.2
1
60.3
Utilities:19.7;Energy:14.9;Consumer:22.7;RealEstate:16.2;Materials:26.5
Value:9.3;Growth:19.2;Quality:9.4;Size:21.3;Momentum:17.8;LowVol:23.0
VNQ:24.5;IEF:23.2;MSFT:23.7;HYG:12.0;TLT:16.6
1.9
213
10.7
Sideways
19.6
4.7
2.4
95
43
8:92
66
0.0144
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
29
-21
5
null
BrokerC
MKT
96
12
17
70
182
19
40
VAR>budget
Reduce
Risk above budget threshold
94
0.8
null
2
Tighten stops on momentum names
E9592
P0079
2024-09-03
Roth
USD
520,388
8.7
1
74.5
Comm:27.3;Health:12.9;Energy:30.4;Financials:29.5
Value:18.5;Growth:17.5;Quality:24.0;Size:11.4;Momentum:11.9;LowVol:16.7
VOO:37.6;XLF:20.3;MSFT:42.1
4.5
142
10.2
Bear
33.3
4.33
1.8
158
-35
-45:7
41
0.0192
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
29
-13
8
null
BrokerD
MKT
97
9
13
64
189
-41
27
null
null
Normal monitoring
138
3.5
Approved
4
Monitor dispersion and breadth
E9593
P6422
2024-09-07
Trust
USD
467,467
8.2
1
74.4
Consumer:19.4;RealEstate:11.9;Tech:31.4;Financials:25.3;Materials:12.0
Value:11.0;Growth:16.1;Quality:10.1;Size:20.9;Momentum:18.5;LowVol:23.4
AMZN:10.3;QQQ:18.4;VTI:18.6;HYG:19.5;AAPL:22.3;TLT:10.9
2.1
144
15.1
Volatile
24.8
3.98
3.1
141
26
-5:72
58
0.0085
false
false
ESGOnly;MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
21
6
2
null
BrokerD
MKT
95
12
13
-33
-23
13
0
null
null
Normal monitoring
129
2.4
Approved
5
Tighten stops on momentum names
E9594
P0153
2025-03-21
IRA
USD
688,496
6.1
1.08
35.6
Tech:17.5;Energy:26.4;Utilities:26.5;Industrials:29.6
Value:11.1;Growth:8.2;Quality:14.5;Size:20.6;Momentum:23.7;LowVol:22.0
GLD:23.2;AAPL:21.3;XLF:23.4;VNQ:12.7;VOO:19.3
3.6
174
14.3
Sideways
16.6
4.84
3.1
102
-23
-47:7
35
0.0113
false
true
ESGOnly;MaxPos7%;MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
2
-32
7
null
BrokerA
LMT
99
3
9
34
85
-27
-13
VAR>budget
Reduce
Risk above budget threshold
156
1.7
SuggestedEdits
2
Increase defensive factor exposure
E9595
P0441
2025-01-03
Roth
USD
1,142,061
5.1
1.11
45.4
Financials:35.1;Tech:13.1;RealEstate:21.7;Utilities:30.1
Value:19.7;Growth:13.9;Quality:19.9;Size:11.5;Momentum:10.1;LowVol:25.0
IEF:12.0;AAPL:27.6;MSFT:7.8;MUB:27.0;BND:25.6
2.9
160
26.8
Sideways
18.3
4.9
2.6
133
45
30:91
81
0.0181
false
false
null
null
null
Sell
Trim extended winner -1.0%
7
3
11
null
BrokerB
LMT
98
7
15
116
148
19
40
null
null
Normal monitoring
183
3.6
Approved
3
Tighten stops on momentum names
E9596
P3297
2024-11-04
401k
USD
779,379
9.7
1
41.8
Tech:27.0;Comm:8.1;Utilities:24.9;Industrials:17.7;Health:22.4
Value:19.4;Growth:14.1;Quality:11.2;Size:12.5;Momentum:17.0;LowVol:25.8
AAPL:60.2;HYG:21.8;TLT:18.1
2.4
146
12.8
Bull
12.9
4.17
2.2
81
102
92:147
100
0.0058
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
28
-12
12
null
BrokerC
MKT
94
1
1
77
59
-8
6
null
null
Normal monitoring
164
3.5
Approved
5
Monitor dispersion and breadth
E9597
P5577
2025-09-25
Taxable
USD
1,569,737
7.4
1
65.2
Industrials:16.4;Energy:28.8;Health:20.1;Materials:16.6;Tech:18.1
Value:17.2;Growth:10.6;Quality:14.4;Size:21.5;Momentum:16.0;LowVol:20.2
AAPL:11.0;IEF:25.6;AMZN:7.9;HYG:10.8;XLF:29.2;BND:15.6
2.6
163
18.7
Volatile
24.5
4.24
4.3
119
65
51:82
79
0.0149
false
false
ESGOnly;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
-7
-24
3
null
BrokerD
LMT
90
8
16
21
143
-17
3
null
null
Normal monitoring
188
2.4
null
4
Monitor dispersion and breadth
E9598
P4435
2024-09-09
401k
USD
392,467
7.9
1
69.9
RealEstate:22.5;Consumer:23.1;Industrials:13.8;Utilities:23.2;Tech:17.5
Value:10.2;Growth:11.2;Quality:9.6;Size:26.6;Momentum:22.7;LowVol:19.8
BND:36.6;MSFT:33.2;AMZN:13.5;TSLA:16.7
1.9
158
15.4
Volatile
22.2
3.54
3.9
153
-57
-83:-2
20
0.0079
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
22
-35
5
null
BrokerB
LMT
88
3
1
72
83
13
27
null
null
Normal monitoring
117
1.6
Approved
4
Tax-aware sells next window
E9599
P3558
2025-05-18
Taxable
USD
919,331
9.1
1
53.4
Financials:41.7;Health:36.4;Consumer:22.0
Value:21.0;Growth:23.1;Quality:16.2;Size:14.7;Momentum:16.9;LowVol:8.2
AAPL:6.1;IEF:25.0;QQQ:9.6;BRK.B:19.6;AMZN:18.2;TLT:21.5
3.7
150
11.1
Bull
12.3
4.05
2.1
105
87
57:112
100
0.0099
false
false
MaxPos8%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
17
15
2
null
BrokerA
LMT
95
9
11
-39
-2
-16
7
null
null
Normal monitoring
165
2.8
null
5
Within IPS guidelines
E9600
P5636
2025-09-29
401k
USD
334,200
4.1
1.25
51.5
Health:47.9;Industrials:19.2;Tech:32.9
Value:16.1;Growth:11.1;Quality:17.6;Size:15.7;Momentum:19.7;LowVol:19.9
MUB:32.3;BND:33.8;MSFT:34.0
6.6
210
14.4
Bear
28.9
4.38
2.4
193
-31
-52:6
49
0.0073
true
true
ESGOnly;MaxPos8%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
12
-25
7
null
BrokerB
VWAP
88
4
1
54
78
-33
9
VAR>budget
Pause
Risk above budget threshold
200
3.1
null
5
Tax-aware sells next window