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
E9601
P1117
2025-08-21
Trust
USD
204,097
8.9
1
68.4
Materials:17.4;Industrials:27.5;Consumer:39.1;Comm:16.1
Value:9.7;Growth:19.4;Quality:21.4;Size:17.9;Momentum:17.7;LowVol:13.9
BND:10.1;QQQ:12.1;TLT:17.8;GLD:14.9;VNQ:29.0;VTI:16.1
4.2
117
16
Volatile
27.6
4.35
2.7
174
-59
-82:-38
34
0.0034
false
false
NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-10
-36
8
Delta:-0.12;Vega:0.08
BrokerD
MKT
96
3
4
33
143
-33
12
null
null
Normal monitoring
143
2.9
Approved
4
Increase defensive factor exposure
E9602
P9159
2025-04-15
Roth
USD
2,360,302
5.3
1.22
47.5
Materials:31.2;Tech:31.7;Comm:37.1
Value:18.5;Growth:8.7;Quality:19.1;Size:19.2;Momentum:17.6;LowVol:17.0
BRK.B:35.4;TSLA:18.7;VTI:45.9
5.7
158
13.2
Sideways
20.9
4.32
2.9
93
-19
-38:19
26
0.0139
false
false
null
null
DriftNear;VarNear
NoAction
Within policy bands; defer
-7
-2
5
null
BrokerB
VWAP
0
0
0
-47
-23
8
11
null
null
Normal monitoring
191
2.9
Approved
3
Monitor dispersion and breadth
E9603
P9336
2025-10-25
Roth
USD
636,587
8.6
1
71
Materials:46.4;Consumer:36.5;Energy:17.1
Value:25.8;Growth:7.9;Quality:22.7;Size:15.8;Momentum:12.5;LowVol:15.3
QQQ:26.4;TSLA:7.7;MSFT:8.3;AAPL:25.4;TLT:11.2;AMZN:21.0
1.5
166
15.5
Volatile
31
5.17
2.7
113
-3
-39:23
52
0.0114
false
false
ESGOnly;MaxPos6%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
14
-30
1
null
BrokerB
MKT
97
8
11
-36
-2
-51
-9
null
null
Normal monitoring
175
2.5
null
4
Tax-aware sells next window
E9604
P3245
2024-11-11
IRA
USD
834,486
7.8
1
53.6
Health:31.0;Consumer:42.1;Tech:12.0;Industrials:14.9
Value:17.7;Growth:14.0;Quality:16.7;Size:16.6;Momentum:12.5;LowVol:22.4
HYG:10.2;IEF:29.3;AAPL:30.4;QQQ:20.3;TSLA:9.8
4
112
10.3
Bull
12.2
4.44
2.8
116
15
-23:50
40
0.0087
false
false
ESGOnly;NoMargin
null
null
Sell
Trim extended winner -1.0%
-14
3
6
null
BrokerB
LMT
91
7
6
74
190
-14
-3
null
null
Normal monitoring
112
2.8
Approved
4
Monitor dispersion and breadth
E9605
P3575
2024-10-22
IRA
USD
959,094
4.2
1
58
Financials:19.2;RealEstate:20.0;Materials:42.3;Health:18.6
Value:12.3;Growth:20.4;Quality:19.9;Size:10.1;Momentum:20.3;LowVol:17.0
AAPL:21.5;BRK.B:23.1;IEF:9.3;BND:15.2;XLF:31.0
5.1
248
20.2
Sideways
20.1
3.52
2.1
137
-16
-29:33
53
0.0072
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
8
7
null
BrokerB
LMT
90
2
8
7
112
-50
14
VAR>budget
Hedge
Risk above budget threshold
162
3.3
Approved
2
Monitor dispersion and breadth
E9606
P8219
2025-05-07
Taxable
USD
1,605,820
8.5
1
51.9
Financials:19.2;Materials:24.8;Consumer:17.7;RealEstate:38.3
Value:19.2;Growth:8.8;Quality:18.4;Size:12.1;Momentum:20.9;LowVol:20.6
TSLA:11.4;VTI:20.3;VNQ:15.4;AAPL:21.4;MUB:11.1;VOO:20.4
3.4
149
13.7
Volatile
25.6
4.72
3
161
-16
-33:29
44
0.0152
false
false
ESGOnly;MaxPos5%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
9
-19
10
null
BrokerA
MKT
100
9
9
99
84
-19
36
null
null
Normal monitoring
166
3
null
4
Monitor dispersion and breadth
E9607
P6456
2025-04-23
Trust
USD
604,865
5.8
1
35
Energy:16.5;Utilities:23.7;RealEstate:11.5;Financials:24.3;Comm:24.0
Value:18.0;Growth:18.4;Quality:19.5;Size:17.4;Momentum:13.4;LowVol:13.3
VNQ:16.8;VTI:22.3;IEF:14.5;TSLA:19.9;GLD:13.4;AMZN:13.1
5.1
155
15.6
Sideways
14.7
4.27
2.6
97
53
30:99
78
0.0102
false
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
35
-23
1
null
BrokerC
VWAP
96
12
13
109
81
-7
-3
null
null
Normal monitoring
177
3
Approved
5
Tax-aware sells next window
E9608
P8318
2025-10-21
Trust
USD
230,120
8.2
1
57.3
Financials:30.2;RealEstate:15.2;Utilities:25.0;Materials:12.3;Health:17.3
Value:12.1;Growth:13.7;Quality:28.3;Size:10.0;Momentum:16.5;LowVol:19.4
TLT:20.2;TSLA:17.8;MSFT:9.0;AMZN:14.4;VNQ:18.8;VOO:19.8
2.4
103
15.6
Bear
22.9
3.23
2.8
132
-66
-79:-31
31
0.0123
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
22
15
5
null
BrokerC
MKT
95
12
10
107
173
-1
36
null
null
Normal monitoring
189
3.9
null
5
Within IPS guidelines
E9609
P6843
2025-04-24
401k
USD
2,317,149
8.5
1.24
59.9
Comm:45.6;Utilities:16.7;Tech:37.7
Value:20.2;Growth:9.5;Quality:17.5;Size:20.4;Momentum:21.4;LowVol:11.1
HYG:18.2;VTI:21.1;BRK.B:17.4;IEF:18.5;AMZN:24.8
2.7
153
21.8
Volatile
28.8
3.8
2.8
177
67
53:102
78
0.0073
false
false
ESGOnly;MaxPos8%
null
VarNear
Sell
Trim extended winner -1.0%
12
-17
5
null
BrokerA
MKT
90
11
13
91
172
-45
37
null
null
Normal monitoring
127
3.5
null
5
Increase defensive factor exposure
E9610
P2572
2025-07-13
IRA
USD
2,005,120
8.4
1
58.9
Utilities:21.5;RealEstate:26.5;Industrials:30.7;Consumer:9.2;Financials:12.1
Value:14.3;Growth:10.9;Quality:15.7;Size:25.0;Momentum:24.6;LowVol:9.5
TSLA:14.0;GLD:29.6;TLT:28.6;VOO:27.8
1.6
192
19.8
Bull
15
4.37
2.2
88
91
61:112
100
0.007
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
21
15
7
null
BrokerD
MKT
97
10
9
94
136
-2
-15
VAR>budget
Pause
Risk above budget threshold
128
1.8
Approved
4
Increase defensive factor exposure
E9611
P9857
2024-12-25
Roth
USD
1,046,594
7
1
46.2
Energy:16.7;Health:13.9;Financials:34.8;Industrials:21.2;Tech:13.3
Value:17.6;Growth:9.6;Quality:9.9;Size:18.8;Momentum:21.0;LowVol:23.1
BRK.B:9.9;QQQ:28.7;AAPL:19.7;BND:20.3;XLF:21.4
4.2
132
10.4
Bear
29.2
3.48
2.6
142
39
5:90
79
0.0121
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
28
14
11
null
BrokerB
LMT
94
12
11
86
65
-57
-25
null
null
Normal monitoring
136
3.6
null
3
Tighten stops on momentum names
E9612
P6652
2025-09-01
IRA
USD
1,278,420
9.7
1.2
50.9
Industrials:22.4;RealEstate:21.8;Comm:21.3;Materials:14.4;Health:20.1
Value:16.7;Growth:21.5;Quality:16.4;Size:18.6;Momentum:9.5;LowVol:17.3
BND:35.6;MUB:46.4;TLT:18.0
4
218
13.4
Sideways
18.3
4.06
2.8
98
16
-15:62
41
0.02
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-37
2
null
BrokerD
LMT
98
6
6
72
155
-32
7
VAR>budget
TightenStops
Risk above budget threshold
94
0.9
null
3
Tighten stops on momentum names
E9613
P9283
2024-12-03
IRA
USD
832,969
8.1
1.1
63.7
Health:14.2;Industrials:34.5;Consumer:20.2;Utilities:31.0
Value:12.6;Growth:12.7;Quality:23.0;Size:20.9;Momentum:15.0;LowVol:15.7
TSLA:35.9;BRK.B:24.0;GLD:9.9;HYG:17.1;VOO:13.1
3.3
217
14.4
Sideways
15.8
3.92
2.2
129
-26
-51:23
32
0.0043
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
-15
8
null
BrokerC
LMT
94
12
20
63
64
-44
10
RegimeShift
Hedge
Volatility spike and breadth deterioration
170
1
Approved
4
Within IPS guidelines
E9614
P0428
2025-07-01
401k
USD
859,373
6.9
1
37.1
RealEstate:37.7;Industrials:28.1;Energy:34.2
Value:28.5;Growth:12.5;Quality:8.8;Size:10.8;Momentum:18.7;LowVol:20.8
VOO:37.5;AAPL:32.0;IEF:15.5;VTI:15.0
3.4
156
9.6
Volatile
27.9
4.49
2.9
153
4
-8:50
65
0.0075
false
false
MaxPos8%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
1
11
null
BrokerC
LMT
97
1
0
-40
94
-13
0
null
null
Normal monitoring
152
2.9
Approved
3
Increase defensive factor exposure
E9615
P0183
2024-07-26
Taxable
USD
401,441
16.3
1
39.2
RealEstate:13.9;Utilities:13.3;Materials:29.4;Tech:19.6;Industrials:23.8
Value:23.5;Growth:9.5;Quality:9.5;Size:13.2;Momentum:23.4;LowVol:20.9
BND:15.0;GLD:36.1;VNQ:19.5;QQQ:29.4
2.7
114
14.9
Bear
26.7
4.26
1.5
201
-57
-84:-22
18
0.009
false
false
MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
5
-2
10
null
BrokerD
VWAP
96
12
14
80
199
-43
25
null
null
Normal monitoring
91
3.6
Approved
5
Monitor dispersion and breadth
E9616
P7483
2025-04-23
Roth
USD
1,903,216
7.2
1
38.9
Energy:16.0;Materials:34.7;Financials:49.3
Value:20.8;Growth:8.3;Quality:23.1;Size:11.3;Momentum:12.1;LowVol:24.4
IEF:14.6;HYG:24.6;MUB:27.6;TSLA:26.4;AMZN:6.7
5.3
121
20.6
Volatile
29.6
4.18
4.5
173
19
-12:67
67
0.0168
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
32
-21
11
null
BrokerA
MKT
92
3
11
45
133
-37
15
null
null
Normal monitoring
203
3.8
Approved
3
Monitor dispersion and breadth
E9617
P9247
2024-08-24
Trust
USD
1,926,551
4.1
1
58.9
Utilities:41.6;RealEstate:14.2;Materials:31.1;Comm:13.1
Value:24.4;Growth:20.9;Quality:13.6;Size:12.7;Momentum:10.7;LowVol:17.7
HYG:28.6;BND:38.3;TSLA:33.1
2.6
136
15.6
Bull
16.4
4.7
3.3
99
22
-18:51
70
0.0183
false
false
null
null
null
Sell
Trim extended winner -1.0%
-13
-8
9
null
BrokerC
MKT
95
7
10
13
0
-40
-13
null
null
Normal monitoring
112
1.5
Approved
3
Increase defensive factor exposure
E9618
P9452
2025-09-16
Roth
USD
596,026
14.7
1
55
Tech:22.3;RealEstate:15.4;Financials:13.5;Comm:15.5;Utilities:33.3
Value:11.2;Growth:22.9;Quality:15.4;Size:15.5;Momentum:15.9;LowVol:19.1
MUB:19.5;AMZN:22.2;VTI:9.9;MSFT:16.8;TSLA:31.5
4.3
154
12.8
Volatile
27.8
4.6
3.4
144
71
53:104
86
0.0187
false
false
MaxPos6%;NoMargin
null
DriftNear;VarNear
NoAction
Within policy bands; defer
9
-22
10
null
BrokerD
MKT
0
0
0
110
75
18
0
null
null
Normal monitoring
162
2.4
null
5
Increase defensive factor exposure
E9619
P2984
2025-11-24
Trust
USD
660,973
8.5
1
55
Consumer:29.0;Utilities:27.5;Comm:23.0;Materials:20.5
Value:10.2;Growth:11.5;Quality:19.6;Size:23.9;Momentum:23.1;LowVol:11.7
BND:43.7;VOO:21.9;IEF:34.4
5.9
132
15.1
Volatile
23.8
4.27
4.3
169
10
-17:32
63
0.0158
false
false
null
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
29
-19
12
Delta:-0.13;Vega:0.04
BrokerB
LMT
99
11
18
47
113
-32
-13
null
null
Normal monitoring
113
3.8
Approved
4
Tighten stops on momentum names
E9620
P0746
2025-01-01
401k
USD
683,495
13.2
1
39.3
Materials:26.0;Financials:16.5;Utilities:29.3;Industrials:15.2;Consumer:13.0
Value:16.9;Growth:11.2;Quality:24.2;Size:10.4;Momentum:23.5;LowVol:13.8
AAPL:22.4;IEF:6.4;BND:9.3;QQQ:22.8;VOO:20.7;HYG:18.4
1.2
118
12.4
Bear
25.3
3.99
3
169
-103
-113:-78
5
0.0196
false
false
ESGOnly;MaxPos6%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
31
-18
12
null
BrokerD
LMT
96
1
0
115
109
-31
-11
null
null
Normal monitoring
144
3.2
null
4
Within IPS guidelines
E9621
P8588
2025-10-28
Trust
USD
1,776,529
4.1
1.24
51.2
Industrials:20.1;Energy:14.6;Tech:27.6;Health:24.4;Utilities:13.3
Value:23.7;Growth:8.5;Quality:24.6;Size:15.6;Momentum:19.9;LowVol:7.6
BRK.B:12.9;HYG:12.1;BND:14.3;VOO:33.5;AAPL:27.2
2.7
188
26.3
Volatile
30.9
4.72
4.4
118
66
33:91
87
0.011
false
false
ESGOnly;MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-10
-9
4
Delta:-0.23;Vega:0.06
BrokerB
MKT
99
9
13
-55
-23
-17
-1
null
null
Normal monitoring
170
2.1
null
3
Tax-aware sells next window
E9622
P8702
2025-12-22
Taxable
USD
1,350,609
8.3
1
38
Consumer:19.7;Utilities:21.7;Health:15.9;Financials:28.9;Tech:13.7
Value:10.9;Growth:17.8;Quality:25.6;Size:23.2;Momentum:11.9;LowVol:10.6
VTI:44.9;VNQ:18.7;TLT:36.4
1.8
196
13.6
Volatile
28.8
4.8
3.2
131
77
54:95
84
0.0085
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
-16
3
null
BrokerC
LMT
89
5
5
-18
54
-14
23
RegimeShift
TightenStops
Volatility spike and breadth deterioration
142
1.8
Approved
5
Increase defensive factor exposure
E9623
P8317
2025-12-02
401k
USD
1,030,881
5.8
1
44.6
Industrials:17.9;Comm:31.4;RealEstate:31.5;Tech:19.2
Value:8.0;Growth:21.6;Quality:20.3;Size:16.2;Momentum:19.4;LowVol:14.5
IEF:29.2;AAPL:20.6;XLF:13.6;TSLA:28.3;QQQ:8.3
5.2
165
27.3
Bear
23.2
3.83
3
173
18
-21:56
61
0.019
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
18
-11
1
null
BrokerD
LMT
99
4
1
-38
8
17
22
null
null
Normal monitoring
199
1.1
null
3
Tax-aware sells next window
E9624
P6805
2024-08-19
Trust
USD
502,165
14.9
1
66.3
RealEstate:14.5;Industrials:24.5;Comm:29.6;Materials:31.4
Value:14.2;Growth:11.9;Quality:13.0;Size:21.5;Momentum:24.7;LowVol:14.7
IEF:22.8;VNQ:25.3;MSFT:26.0;QQQ:25.9
2.5
165
12.3
Bull
17.4
3.71
2.4
106
97
81:150
83
0.0089
false
false
ESGOnly;MaxPos7%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
34
0
2
null
BrokerA
MKT
99
10
8
37
83
-39
11
null
null
Normal monitoring
113
2.7
null
5
Increase defensive factor exposure
E9625
P6365
2025-06-16
Taxable
USD
1,772,078
5.9
1
63.7
Tech:9.0;Health:13.9;Utilities:31.3;RealEstate:30.3;Financials:15.5
Value:10.5;Growth:16.5;Quality:19.1;Size:15.4;Momentum:17.0;LowVol:21.5
VNQ:31.6;BRK.B:23.0;IEF:10.9;AMZN:34.5
6.8
201
26.1
Bear
25.6
4.34
2.5
201
-65
-78:-43
35
0.0093
true
true
MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
22
-10
2
null
BrokerC
MKT
98
9
10
9
-19
-51
16
VAR>budget
Reduce
Risk above budget threshold
127
1.1
Rejected
3
Within IPS guidelines
E9626
P4250
2025-11-07
Taxable
USD
1,027,462
8.2
1.13
57.1
Energy:24.4;Consumer:26.8;Health:48.8
Value:15.5;Growth:14.9;Quality:23.3;Size:7.4;Momentum:21.4;LowVol:17.4
VOO:11.0;IEF:23.7;QQQ:19.0;VTI:11.3;AAPL:21.2;TSLA:14.0
4.1
225
24
Bull
16.6
4.73
3
101
1
-25:52
39
0.0121
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
15
4
Delta:-0.18;Vega:0.04
BrokerD
LMT
94
8
5
-33
59
-55
28
VAR>budget
Hedge
Risk above budget threshold
167
1.2
null
3
Tighten stops on momentum names
E9627
P3929
2025-03-04
Taxable
USD
2,452,531
9.6
1
38.1
Utilities:9.8;Financials:24.3;Consumer:21.5;RealEstate:13.7;Industrials:30.7
Value:22.9;Growth:9.5;Quality:14.5;Size:20.7;Momentum:18.8;LowVol:13.6
MUB:25.2;MSFT:22.0;QQQ:19.2;VNQ:12.5;VOO:21.1
4.2
209
12
Bull
15.3
4.57
2
83
71
35:112
100
0.0047
false
true
MaxPos7%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
23
-36
6
Delta:-0.18;Vega:0.09
BrokerB
MKT
92
9
15
81
150
0
-15
VAR>budget
Hedge
Risk above budget threshold
182
1.1
Approved
5
Tighten stops on momentum names
E9628
P3390
2024-12-03
401k
USD
582,226
6.9
1
40.6
Financials:12.7;Health:22.5;Materials:25.8;Energy:24.0;Comm:15.0
Value:14.7;Growth:12.4;Quality:19.9;Size:14.6;Momentum:15.3;LowVol:23.1
TSLA:24.6;MSFT:25.9;MUB:13.4;BRK.B:22.3;AAPL:13.8
1.3
159
8.9
Bull
17.3
4.32
2.8
120
6
-19:49
51
0.0093
false
false
MaxSector30%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
24
-5
7
null
BrokerC
LMT
100
8
15
-43
19
-50
19
null
null
Normal monitoring
106
2.9
Approved
3
Monitor dispersion and breadth
E9629
P9252
2025-08-14
401k
USD
880,625
6.9
1
71.8
Financials:19.6;Utilities:23.9;Tech:23.0;Materials:8.1;RealEstate:25.5
Value:20.4;Growth:11.4;Quality:21.5;Size:11.0;Momentum:19.9;LowVol:15.9
BND:13.8;HYG:41.5;GLD:44.7
3.7
149
10.9
Bull
12.9
4.74
3.2
87
21
1:36
76
0.0142
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-9
-34
7
null
BrokerC
LMT
92
4
4
114
223
17
23
null
null
Normal monitoring
121
1.6
null
5
Tighten stops on momentum names
E9630
P1188
2025-09-20
Roth
USD
1,199,480
7.2
1
69.9
Consumer:21.8;Industrials:16.3;Tech:15.9;Materials:21.7;Utilities:24.2
Value:23.0;Growth:12.0;Quality:7.2;Size:22.0;Momentum:17.9;LowVol:17.9
AAPL:15.8;TSLA:42.6;MSFT:41.6
5.2
227
12.4
Bear
33
4.19
1.8
131
5
-29:59
45
0.0133
false
true
MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
21
-37
11
null
BrokerD
LMT
100
7
13
-14
84
-60
-1
VAR>budget
Hedge
Risk above budget threshold
108
3
null
5
Increase defensive factor exposure
E9631
P2996
2024-08-10
Trust
USD
1,668,553
4.9
1
46.6
Energy:26.1;Consumer:12.1;Tech:16.9;Health:18.2;Industrials:26.6
Value:20.9;Growth:21.7;Quality:21.5;Size:8.2;Momentum:12.3;LowVol:15.4
MUB:24.7;TLT:15.9;AAPL:23.4;BRK.B:5.9;IEF:15.5;VNQ:14.6
5.1
155
14.4
Volatile
24.9
4.5
2.9
118
11
-15:43
70
0.0046
false
false
MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
35
-5
9
null
BrokerB
LMT
93
6
13
59
23
-26
6
null
null
Normal monitoring
174
1.8
Approved
3
Within IPS guidelines
E9632
P4098
2025-08-28
401k
USD
1,346,591
8.5
1
48.9
Tech:9.3;Comm:17.7;RealEstate:19.9;Materials:27.8;Energy:25.3
Value:24.1;Growth:13.3;Quality:23.3;Size:14.2;Momentum:8.3;LowVol:16.7
BRK.B:23.1;TSLA:27.0;QQQ:18.1;VNQ:15.8;IEF:16.2
4.8
273
25.5
Sideways
16.5
4.94
2.7
90
0
-22:21
39
0.0157
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
13
2
5
null
BrokerB
MKT
91
11
18
37
100
-22
-7
VAR>budget
Hedge
Risk above budget threshold
203
2.7
null
4
Tax-aware sells next window
E9633
P4208
2025-02-25
Roth
USD
715,392
4.9
1
41.9
Health:31.2;Tech:23.8;Energy:20.6;Materials:24.4
Value:15.7;Growth:17.5;Quality:10.4;Size:9.7;Momentum:24.0;LowVol:22.7
IEF:17.9;BRK.B:19.2;VOO:34.7;TSLA:12.1;VTI:16.0
4.6
226
23.2
Bull
16
4.17
2.1
102
34
6:62
58
0.008
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
1
-40
5
Delta:-0.06;Vega:0.08
BrokerB
LMT
94
1
2
-3
75
-49
-4
VAR>budget
TightenStops
Risk above budget threshold
216
3.5
Approved
4
Tax-aware sells next window
E9634
P1969
2025-10-18
401k
USD
162,852
16.2
1
66.7
Materials:35.3;RealEstate:29.2;Financials:35.5
Value:20.0;Growth:11.8;Quality:16.8;Size:15.7;Momentum:20.9;LowVol:14.9
VTI:36.2;VNQ:14.7;AAPL:15.1;XLF:33.9
1.7
93
9.6
Sideways
19.8
4.27
3
102
15
-1:45
49
0.0192
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
25
9
10
null
BrokerC
LMT
88
9
11
43
169
14
36
null
null
Normal monitoring
108
2.5
Approved
4
Increase defensive factor exposure
E9635
P8828
2025-06-22
Taxable
USD
2,254,954
9.4
1
68.6
RealEstate:16.3;Utilities:21.9;Health:39.4;Materials:22.4
Value:13.2;Growth:9.0;Quality:20.2;Size:21.3;Momentum:23.8;LowVol:12.5
VNQ:20.7;BND:27.0;TLT:35.9;VTI:16.4
3.7
212
21.5
Sideways
20.9
4.64
2.8
115
-13
-52:22
45
0.0138
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
33
-20
4
null
BrokerC
LMT
88
2
3
120
210
16
18
VAR>budget
Hedge
Risk above budget threshold
140
1
null
5
Within IPS guidelines
E9636
P3281
2025-07-11
Trust
USD
391,019
5
1
52.7
Comm:29.7;Financials:31.6;Tech:18.4;Utilities:20.3
Value:15.5;Growth:18.0;Quality:11.8;Size:24.2;Momentum:21.3;LowVol:9.1
TLT:20.7;IEF:25.3;QQQ:15.5;BRK.B:38.6
4.1
120
7
Bull
12.5
4.32
3.4
109
0
-12:31
53
0.0172
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
25
-10
12
null
BrokerC
VWAP
89
2
4
-24
0
-10
6
null
null
Normal monitoring
219
1.8
Approved
5
Increase defensive factor exposure
E9637
P4383
2025-08-06
Roth
USD
1,615,295
3.1
1.15
59.6
Financials:14.9;Industrials:31.0;Health:27.1;Tech:27.0
Value:15.4;Growth:24.5;Quality:15.5;Size:13.7;Momentum:15.8;LowVol:15.0
GLD:29.1;BRK.B:7.0;IEF:10.2;MSFT:24.8;VTI:8.8;QQQ:20.1
2.9
186
14.6
Bull
13.7
4.67
2.7
102
107
80:140
97
0.0141
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-6
-8
2
null
BrokerD
MKT
88
1
5
107
155
-24
-2
null
null
Normal monitoring
124
4
null
3
Tighten stops on momentum names
E9638
P6085
2024-12-13
Trust
USD
603,553
13.9
1
64.3
Materials:30.1;Energy:18.1;Financials:31.8;Tech:20.0
Value:10.6;Growth:20.7;Quality:9.5;Size:17.9;Momentum:31.0;LowVol:10.3
VOO:19.7;IEF:40.7;MSFT:39.6
1.1
158
12.3
Bull
15.8
4.84
3.3
104
44
9:87
69
0.0131
false
false
ESGOnly;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
14
-38
10
null
BrokerD
MKT
100
3
0
49
167
-60
16
null
null
Normal monitoring
108
1.8
null
4
Increase defensive factor exposure
E9639
P8307
2025-08-15
Taxable
USD
471,029
3.3
1.18
61.4
Energy:44.0;Financials:40.0;Industrials:16.0
Value:20.3;Growth:19.4;Quality:16.3;Size:10.0;Momentum:11.4;LowVol:22.6
IEF:10.3;VNQ:18.2;QQQ:27.2;BND:25.2;AMZN:19.1
5.4
200
19.8
Bear
22
4.2
2
187
-62
-79:-39
15
0.018
false
false
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
27
14
1
null
BrokerD
MKT
98
12
15
-23
93
8
22
null
null
Normal monitoring
214
2.3
null
4
Within IPS guidelines
E9640
P2653
2025-05-02
Taxable
USD
1,043,968
5.2
1.1
65.4
Energy:29.6;Consumer:32.0;Tech:21.0;Health:17.5
Value:17.7;Growth:23.2;Quality:24.5;Size:9.5;Momentum:10.4;LowVol:14.8
QQQ:34.6;IEF:31.3;HYG:34.1
3.4
145
18.2
Volatile
23.3
4.21
3.7
136
68
43:104
90
0.0198
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
9
15
3
null
BrokerB
VWAP
95
3
10
32
160
-42
30
null
null
Normal monitoring
169
3.9
Approved
5
Within IPS guidelines
E9641
P5040
2025-07-21
Taxable
USD
358,240
8.2
1
61.9
Comm:11.4;Financials:9.5;RealEstate:30.6;Utilities:31.0;Health:17.5
Value:22.3;Growth:14.7;Quality:17.0;Size:14.8;Momentum:12.0;LowVol:19.2
GLD:10.4;VTI:18.7;AMZN:16.0;BND:24.5;AAPL:12.0;XLF:18.4
1
154
15.4
Volatile
22.5
5.18
3.5
165
79
42:126
75
0.0055
false
false
null
null
VarNear
Sell
Trim extended winner -1.0%
23
-22
2
null
BrokerB
VWAP
99
5
10
-16
-16
-9
-13
null
null
Normal monitoring
128
2.5
null
5
Tighten stops on momentum names
E9642
P5496
2024-09-22
401k
USD
668,762
17.3
1
44.9
Health:33.3;Energy:35.8;RealEstate:30.9
Value:19.9;Growth:8.5;Quality:22.4;Size:16.4;Momentum:10.6;LowVol:22.2
VNQ:29.4;VOO:27.7;MUB:32.6;GLD:10.3
3.5
117
11
Bull
11.1
3.56
2.4
75
70
46:117
77
0.0068
false
false
MaxPos6%;MaxSector30%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-14
-16
12
null
BrokerB
LMT
92
9
8
7
94
15
29
null
null
Normal monitoring
115
2.4
null
5
Monitor dispersion and breadth
E9643
P3082
2024-07-09
Trust
USD
1,173,734
5.4
1.1
44.8
Energy:9.3;Comm:26.6;Financials:27.7;Health:22.0;Industrials:14.4
Value:19.6;Growth:13.5;Quality:13.7;Size:20.9;Momentum:19.6;LowVol:12.7
VOO:15.4;AAPL:39.9;QQQ:32.8;VNQ:11.9
2
236
26.1
Bull
12.9
4.73
3.5
80
50
34:96
61
0.0183
false
true
MaxPos5%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
14
-40
2
null
BrokerB
MKT
97
1
7
89
54
-29
16
RegimeShift
Hedge
Volatility spike and breadth deterioration
168
1.9
SuggestedEdits
5
Tighten stops on momentum names
E9644
P8117
2024-08-12
401k
USD
673,812
7.7
1
67.6
Materials:32.2;Comm:14.7;Financials:16.6;Health:36.5
Value:21.2;Growth:18.4;Quality:21.3;Size:11.9;Momentum:7.4;LowVol:20.0
VOO:37.3;AAPL:25.5;TLT:12.2;BRK.B:10.0;AMZN:15.0
3.4
124
9.4
Volatile
29.5
3.78
3.1
116
-53
-91:-29
39
0.0046
false
false
ESGOnly;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
23
-36
12
null
BrokerB
LMT
96
8
14
28
40
-13
24
null
null
Normal monitoring
173
2.4
null
4
Increase defensive factor exposure
E9645
P7353
2025-07-29
IRA
USD
1,353,452
4
1
51.4
Industrials:11.9;Financials:39.9;Utilities:21.1;RealEstate:27.2
Value:12.6;Growth:26.5;Quality:11.8;Size:24.0;Momentum:10.9;LowVol:14.4
VNQ:38.8;XLF:35.9;HYG:25.3
4
252
15
Volatile
29.9
4.62
2.9
132
-14
-54:23
56
0.0193
false
true
ESGOnly;MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
25
-13
11
null
BrokerB
MKT
99
4
6
22
23
-17
-19
RegimeShift
Hedge
Volatility spike and breadth deterioration
128
2.7
SuggestedEdits
4
Increase defensive factor exposure
E9646
P2721
2025-02-17
Trust
USD
585,318
7
1
61.8
Comm:18.0;Tech:31.2;Energy:50.8
Value:11.2;Growth:12.9;Quality:24.3;Size:23.3;Momentum:7.5;LowVol:20.8
MSFT:10.2;HYG:27.3;IEF:12.6;GLD:23.1;VTI:12.2;BND:14.5
3.4
112
14.8
Bull
13.9
3.88
3.3
88
106
96:152
100
0.0099
false
false
MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
0
-11
3
null
BrokerA
LMT
88
5
13
-28
14
-45
21
null
null
Normal monitoring
132
2.1
null
5
Monitor dispersion and breadth
E9647
P7243
2025-10-26
Roth
USD
369,180
6.6
1
62.4
RealEstate:40.0;Industrials:13.8;Consumer:31.5;Health:14.8
Value:19.9;Growth:12.7;Quality:8.9;Size:18.2;Momentum:19.7;LowVol:20.6
MSFT:11.1;VNQ:20.3;MUB:19.0;HYG:7.2;AAPL:21.4;BRK.B:21.1
3.7
102
7.2
Volatile
28.8
4.11
3.8
130
-50
-81:0
29
0.0134
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-10
-38
4
null
BrokerD
LMT
95
6
3
12
76
2
-16
null
null
Normal monitoring
124
2.3
null
4
Monitor dispersion and breadth
E9648
P4697
2025-02-26
Roth
USD
1,341,772
6.9
1
68.4
Comm:17.6;Tech:33.9;Materials:35.6;Energy:12.9
Value:11.2;Growth:19.2;Quality:14.6;Size:19.2;Momentum:16.7;LowVol:19.2
IEF:24.4;AAPL:6.4;XLF:12.7;BRK.B:26.0;GLD:6.5;MUB:24.0
1.5
180
21.9
Sideways
21
4.61
2
90
-18
-37:-3
27
0.0097
false
true
MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
5
-11
10
null
BrokerB
VWAP
92
11
12
37
102
-41
14
VAR>budget
Hedge
Risk above budget threshold
209
3.2
Approved
3
Tax-aware sells next window
E9649
P3701
2024-12-11
Roth
USD
567,023
5.8
1
59.6
Financials:40.8;Comm:45.0;Consumer:14.2
Value:20.2;Growth:22.1;Quality:9.7;Size:12.4;Momentum:12.6;LowVol:23.0
TLT:17.8;HYG:22.1;QQQ:21.7;TSLA:16.3;VNQ:22.2
1.3
90
8.3
Bull
11.3
4.44
2.8
76
1
-13:20
52
0.0156
false
false
MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
31
-34
1
null
BrokerD
LMT
91
11
17
-53
-69
-9
20
null
null
Normal monitoring
169
2.5
Approved
3
Tax-aware sells next window
E9650
P9597
2025-10-02
Trust
USD
491,980
7.7
1
42.9
Comm:30.6;Industrials:26.9;Utilities:21.9;Materials:20.6
Value:20.1;Growth:15.1;Quality:14.5;Size:26.1;Momentum:10.4;LowVol:13.7
TLT:9.1;AMZN:28.7;MSFT:10.6;TSLA:40.1;AAPL:11.5
1.9
133
14.6
Bull
12.4
4.11
2.8
79
40
0:84
66
0.0094
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
4
-30
2
null
BrokerD
VWAP
98
2
3
39
8
-37
-23
null
null
Normal monitoring
205
3.4
null
4
Within IPS guidelines
E9651
P7802
2025-07-24
Trust
USD
1,600,805
9.2
1
57.4
Health:20.1;Tech:16.2;Financials:18.0;Energy:24.6;Comm:21.2
Value:13.2;Growth:8.1;Quality:18.4;Size:19.8;Momentum:21.8;LowVol:18.7
TSLA:26.1;VOO:19.8;MSFT:10.9;XLF:6.5;MUB:27.3;HYG:9.3
5.6
145
15.9
Sideways
15.1
3.84
2.9
140
31
11:66
75
0.0077
false
false
ESGOnly;MaxSector25%
null
DriftNear
NoAction
Within policy bands; defer
35
-11
12
null
BrokerA
LMT
0
0
0
-49
61
14
33
null
null
Normal monitoring
152
3
null
4
Tax-aware sells next window
E9652
P5463
2025-09-14
Trust
USD
2,278,310
6.8
1
44.9
Consumer:31.2;Health:21.8;Comm:15.1;RealEstate:31.9
Value:21.9;Growth:9.8;Quality:8.2;Size:23.7;Momentum:24.2;LowVol:12.2
TSLA:29.4;AAPL:30.5;GLD:40.1
5.3
197
15.8
Bull
14.6
4.13
2.6
87
116
82:166
100
0.0148
false
true
MaxPos8%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-1
-36
1
Delta:-0.13;Vega:0.08
BrokerD
VWAP
100
6
9
10
95
-22
-12
RegimeShift
Hedge
Volatility spike and breadth deterioration
107
0.9
Approved
5
Monitor dispersion and breadth
E9653
P3473
2024-10-22
Trust
USD
974,395
8.5
1
59.4
Health:42.1;RealEstate:19.3;Energy:38.6
Value:20.1;Growth:16.5;Quality:18.0;Size:17.9;Momentum:9.4;LowVol:18.2
BND:37.7;VOO:12.6;AMZN:22.2;XLF:27.5
5.6
130
19.4
Bull
14.3
4.2
2.9
103
48
29:66
79
0.014
false
false
null
null
DriftNear
Buy
Add core equity +1.0% from cash
1
-35
12
null
BrokerD
MKT
94
9
9
113
220
-25
-5
null
null
Normal monitoring
136
3.4
Approved
5
Increase defensive factor exposure
E9654
P0220
2025-05-22
IRA
USD
300,393
8.6
1
71
Energy:29.7;Tech:49.3;Comm:21.0
Value:14.9;Growth:15.0;Quality:25.1;Size:9.0;Momentum:13.4;LowVol:22.6
MUB:31.6;AMZN:13.6;XLF:43.8;VNQ:11.0
2.8
157
7.9
Volatile
31.3
3.77
3.1
116
41
2:85
54
0.0164
false
false
MaxPos6%
null
VarNear
Sell
Trim extended winner -1.0%
6
7
11
null
BrokerA
MKT
88
12
12
117
144
-6
17
null
null
Normal monitoring
149
4
Approved
5
Increase defensive factor exposure
E9655
P1040
2025-06-06
Trust
USD
1,558,568
9.4
1
66.5
Health:20.6;Comm:20.6;Tech:13.6;Industrials:11.5;Materials:33.8
Value:25.0;Growth:9.0;Quality:12.6;Size:26.6;Momentum:15.1;LowVol:11.7
VOO:12.4;GLD:25.0;VNQ:25.7;XLF:17.1;TLT:19.8
2
170
11.2
Volatile
23.9
4.31
4.2
112
-1
-35:36
67
0.0162
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
-32
2
null
BrokerA
MKT
93
9
8
70
187
-15
17
null
null
Normal monitoring
215
2.6
null
5
Tax-aware sells next window
E9656
P7294
2024-08-14
IRA
USD
788,918
8.4
1
62.6
Consumer:15.7;Utilities:39.1;Industrials:29.6;Tech:15.7
Value:22.1;Growth:11.2;Quality:9.0;Size:18.9;Momentum:15.7;LowVol:23.1
GLD:25.4;BND:37.1;XLF:37.5
3.9
143
14.7
Bull
15.6
3.82
3.2
85
19
-7:56
56
0.0181
false
false
MaxPos6%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
19
-12
9
null
BrokerD
MKT
90
3
4
39
56
-2
4
null
null
Normal monitoring
132
3.6
Approved
4
Tax-aware sells next window
E9657
P2126
2025-01-24
Roth
USD
1,641,275
7
1
37.8
Energy:40.7;RealEstate:19.6;Utilities:39.7
Value:19.5;Growth:20.6;Quality:23.1;Size:15.9;Momentum:10.3;LowVol:10.6
HYG:22.1;IEF:19.1;GLD:22.9;QQQ:35.9
4.9
272
24.2
Volatile
22.7
5.17
2.5
180
11
-10:31
37
0.0113
false
true
MaxPos8%;MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
32
-3
5
null
BrokerB
MKT
96
3
6
12
145
-33
29
RegimeShift
TightenStops
Volatility spike and breadth deterioration
128
1.6
null
4
Tighten stops on momentum names
E9658
P9661
2024-07-06
Trust
USD
756,648
5.6
1
70.8
Industrials:22.2;RealEstate:20.3;Comm:21.1;Tech:12.9;Consumer:23.4
Value:24.4;Growth:25.1;Quality:7.4;Size:9.6;Momentum:7.9;LowVol:25.7
TSLA:14.8;GLD:28.3;BND:22.7;HYG:25.3;IEF:8.9
3.3
157
10.4
Sideways
17.4
4.52
2.2
101
-15
-32:18
34
0.0062
false
false
ESGOnly;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-9
3
6
null
BrokerC
LMT
89
10
15
-47
88
-53
30
null
null
Normal monitoring
152
3.7
Approved
4
Tax-aware sells next window
E9659
P4313
2025-02-17
IRA
USD
504,965
14.7
1
36.5
Health:25.7;Utilities:16.3;Comm:19.2;Financials:28.0;Industrials:10.8
Value:14.3;Growth:20.3;Quality:10.1;Size:20.2;Momentum:17.1;LowVol:18.0
IEF:17.4;AMZN:19.5;GLD:19.4;MSFT:13.3;TLT:11.8;TSLA:18.7
1.9
114
15.9
Bull
18
4.95
2.6
76
108
75:129
92
0.0043
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
-5
-8
11
null
BrokerA
MKT
94
12
19
70
65
-54
32
null
null
Normal monitoring
116
3.1
null
4
Tax-aware sells next window
E9660
P9072
2024-09-12
Taxable
USD
751,577
6.4
1
36.7
Comm:31.3;Tech:33.9;RealEstate:34.8
Value:19.9;Growth:20.3;Quality:23.0;Size:13.5;Momentum:11.1;LowVol:12.2
VTI:33.6;VOO:38.9;VNQ:27.5
3.2
149
20.4
Sideways
15.3
4.28
2.9
125
17
-2:67
43
0.0091
false
false
MaxPos7%
null
null
Sell
Trim extended winner -1.0%
-9
-17
7
null
BrokerB
VWAP
92
4
1
103
154
-16
-6
null
null
Normal monitoring
213
2.8
Approved
3
Monitor dispersion and breadth
E9661
P1688
2024-09-18
Taxable
USD
153,952
15
1
58.4
RealEstate:14.4;Comm:46.1;Industrials:39.5
Value:17.2;Growth:20.9;Quality:16.1;Size:14.8;Momentum:21.0;LowVol:10.0
MUB:12.1;QQQ:36.1;BND:10.5;AAPL:16.4;VTI:25.0
2.7
143
8.6
Bull
11.8
4.42
3.4
101
17
-2:39
61
0.0098
false
false
MaxPos6%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
0
3
3
null
BrokerD
LMT
91
8
15
64
168
-33
31
null
null
Normal monitoring
171
2.9
null
5
Increase defensive factor exposure
E9662
P3026
2025-03-08
Roth
USD
610,618
9
1
69.1
RealEstate:15.7;Industrials:25.3;Utilities:16.2;Energy:15.7;Consumer:27.1
Value:20.3;Growth:8.6;Quality:20.5;Size:17.6;Momentum:24.8;LowVol:8.2
TLT:9.1;MUB:27.2;BRK.B:9.1;VNQ:12.8;VOO:18.5;BND:23.3
5.8
127
11.6
Volatile
31.2
4.5
2.5
141
-25
-40:25
42
0.0115
false
false
MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
-2
-12
7
null
BrokerC
MKT
94
11
11
20
26
-41
-17
null
null
Normal monitoring
136
3.3
Approved
3
Increase defensive factor exposure
E9663
P9494
2025-02-10
Trust
USD
259,304
10.2
1
43.8
Materials:16.4;RealEstate:20.6;Comm:23.0;Consumer:23.0;Utilities:17.1
Value:16.0;Growth:21.1;Quality:10.8;Size:26.4;Momentum:15.1;LowVol:10.6
AAPL:10.9;VNQ:34.3;TSLA:14.3;MUB:32.6;GLD:7.9
4.2
141
10
Bull
11.5
3.61
3.3
88
69
34:116
91
0.015
false
false
MaxSector30%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
26
-14
6
null
BrokerA
VWAP
89
12
17
27
23
-39
6
null
null
Normal monitoring
194
2.7
null
5
Within IPS guidelines
E9664
P4474
2025-02-26
Trust
USD
414,025
17.9
1
38.3
Utilities:30.4;Health:31.0;Financials:9.1;Energy:29.6
Value:14.0;Growth:15.8;Quality:23.3;Size:22.2;Momentum:9.5;LowVol:15.2
GLD:23.9;TSLA:15.7;XLF:23.2;VTI:30.0;AAPL:7.2
4.6
98
12.9
Volatile
27.1
4.07
3.5
127
32
21:58
74
0.0093
false
false
NoMargin
null
DriftNear
Sell
Trim extended winner -1.0%
28
-6
12
null
BrokerC
LMT
92
11
13
77
140
11
-12
null
null
Normal monitoring
201
1.9
Approved
3
Increase defensive factor exposure
E9665
P8915
2025-10-10
IRA
USD
2,063,373
10
1
46.5
Industrials:19.1;Utilities:13.1;Consumer:31.3;Energy:22.5;Tech:14.0
Value:16.7;Growth:16.8;Quality:17.7;Size:18.2;Momentum:12.7;LowVol:17.9
TSLA:21.6;AMZN:11.0;MSFT:6.3;BRK.B:18.9;VTI:21.0;IEF:21.2
1.8
185
10.5
Bull
16.8
4.59
2.7
105
57
27:97
96
0.0142
false
true
ESGOnly;MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-15
-38
7
null
BrokerC
MKT
97
5
7
112
252
-53
27
RegimeShift
Reduce
Volatility spike and breadth deterioration
116
2.4
null
5
Within IPS guidelines
E9666
P8362
2025-04-23
IRA
USD
553,340
10.8
1
68.9
Financials:22.9;Health:24.3;Industrials:52.8
Value:26.6;Growth:10.3;Quality:17.6;Size:14.9;Momentum:18.4;LowVol:12.2
TSLA:20.8;IEF:18.0;BRK.B:21.7;BND:14.7;TLT:5.8;VTI:19.0
3.8
121
14.4
Volatile
27
4.51
2
169
-2
-24:43
57
0.0032
false
false
MaxPos7%;MaxSector35%
null
null
Buy
Add core equity +1.0% from cash
3
-39
4
null
BrokerC
LMT
95
6
5
0
40
20
-4
null
null
Normal monitoring
206
1.9
null
3
Tighten stops on momentum names
E9667
P2364
2025-01-03
Taxable
USD
1,404,047
4.1
1
40.9
RealEstate:23.4;Consumer:15.0;Tech:23.0;Materials:20.4;Health:18.3
Value:24.2;Growth:11.7;Quality:26.4;Size:13.7;Momentum:9.6;LowVol:14.4
VOO:20.9;MSFT:29.7;BND:9.7;QQQ:20.9;XLF:18.7
5.5
197
23.5
Volatile
24.7
4.29
2.7
165
17
-22:54
76
0.0188
false
false
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-13
-36
7
null
BrokerC
MKT
97
4
3
11
29
0
0
null
null
Normal monitoring
154
1.1
Approved
4
Monitor dispersion and breadth
E9668
P8804
2025-07-08
Trust
USD
228,341
15.4
1
49.6
Utilities:15.2;Consumer:39.2;Financials:28.6;Health:17.1
Value:14.1;Growth:11.1;Quality:21.2;Size:19.8;Momentum:17.0;LowVol:16.9
GLD:22.4;VOO:12.0;VTI:20.6;TLT:18.5;VNQ:26.4
2
162
8.9
Volatile
25.3
5.07
2.1
163
-45
-61:-9
13
0.0107
false
false
ESGOnly;NoMargin
null
VarNear
NoAction
Within policy bands; defer
31
-18
5
null
BrokerC
MKT
0
0
0
-17
-34
-28
-24
null
null
Normal monitoring
178
2.1
Approved
3
Increase defensive factor exposure
E9669
P2198
2025-01-04
Taxable
USD
476,741
5.7
1
53.7
Materials:45.4;RealEstate:29.3;Energy:25.3
Value:19.6;Growth:10.1;Quality:19.9;Size:12.4;Momentum:16.7;LowVol:21.2
TLT:33.7;BND:23.2;HYG:10.7;BRK.B:32.4
4.8
126
7.6
Volatile
28.5
5.34
2.3
121
51
40:86
61
0.0123
false
false
MaxPos7%;NoMargin
null
DriftNear
Buy
Add core equity +1.0% from cash
-5
-36
1
null
BrokerB
MKT
93
12
11
-12
11
-50
21
null
null
Normal monitoring
210
2.6
Approved
3
Tax-aware sells next window
E9670
P9907
2025-05-31
Roth
USD
544,649
17.3
1
40.8
Materials:22.1;Consumer:19.3;Comm:32.2;Health:26.5
Value:11.8;Growth:20.8;Quality:20.5;Size:10.8;Momentum:21.6;LowVol:14.5
TSLA:30.1;AMZN:45.0;MSFT:24.9
4.7
130
11.7
Volatile
30.9
3.64
3.1
145
-45
-70:-3
44
0.0176
false
false
MaxPos5%;MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-3
-8
12
null
BrokerD
LMT
95
5
10
-4
-13
-21
-7
null
null
Normal monitoring
172
3.5
null
4
Tax-aware sells next window
E9671
P2461
2025-10-15
IRA
USD
473,651
3.5
1
59.9
Industrials:20.2;Energy:22.3;RealEstate:23.6;Utilities:16.1;Financials:17.8
Value:14.0;Growth:7.7;Quality:14.3;Size:21.4;Momentum:25.6;LowVol:17.1
GLD:11.7;MSFT:20.0;MUB:9.2;VNQ:20.3;TLT:19.2;BND:19.7
3.3
195
16.5
Volatile
25
4.47
3.3
156
62
44:113
90
0.0092
false
false
MaxPos7%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-5
12
6
null
BrokerA
LMT
92
8
10
26
25
-17
11
null
null
Normal monitoring
168
1.7
null
5
Monitor dispersion and breadth
E9672
P7010
2025-11-18
Roth
USD
634,641
3.6
1
60.2
Health:17.9;Industrials:22.1;Comm:15.7;Energy:26.0;Tech:18.2
Value:16.3;Growth:16.0;Quality:16.7;Size:19.1;Momentum:18.7;LowVol:13.2
AAPL:37.3;GLD:36.9;BND:25.8
5.1
215
19.1
Bull
16.7
4.38
3.2
99
106
81:149
97
0.0127
false
true
MaxPos8%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-23
10
null
BrokerA
MKT
88
4
1
17
-13
-30
2
RegimeShift
Reduce
Volatility spike and breadth deterioration
204
1.8
SuggestedEdits
5
Monitor dispersion and breadth
E9673
P8678
2025-02-07
Trust
USD
1,685,182
5.5
1
72.1
Utilities:10.1;Tech:30.4;Financials:32.8;Comm:11.0;RealEstate:15.7
Value:13.3;Growth:14.5;Quality:15.6;Size:21.7;Momentum:18.7;LowVol:16.2
TLT:12.2;VOO:23.0;BND:12.9;BRK.B:34.5;HYG:17.4
4.4
190
20.6
Volatile
24.6
5.05
4.3
129
33
7:59
60
0.0104
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-12
-16
9
null
BrokerA
LMT
99
3
10
88
209
7
-2
null
null
Normal monitoring
187
3.7
null
4
Increase defensive factor exposure
E9674
P7315
2025-12-13
IRA
USD
523,837
10.7
1
37.4
Industrials:14.4;Tech:22.9;RealEstate:16.9;Financials:13.8;Energy:32.0
Value:19.4;Growth:12.3;Quality:10.1;Size:22.9;Momentum:14.2;LowVol:21.2
AAPL:13.4;MSFT:20.8;XLF:12.0;IEF:20.1;VNQ:10.2;TLT:23.5
2.9
169
14
Bear
25.1
3.78
1.3
186
-96
-107:-60
5
0.0089
false
false
ESGOnly;MaxPos7%;MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
-9
-31
4
null
BrokerA
MKT
89
6
12
-46
-49
18
-22
null
null
Normal monitoring
119
3.1
null
5
Within IPS guidelines
E9675
P6801
2025-03-21
IRA
USD
833,764
14.6
1
68.4
Consumer:19.2;Materials:39.4;Health:23.1;Utilities:18.4
Value:8.7;Growth:17.6;Quality:9.3;Size:26.8;Momentum:25.7;LowVol:11.8
MSFT:57.0;QQQ:16.0;TSLA:27.0
2.4
157
13
Volatile
26.5
3.65
4.1
158
-16
-38:33
53
0.0191
false
false
MaxSector30%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
1
-10
4
null
BrokerC
LMT
92
5
5
17
27
13
30
null
null
Normal monitoring
151
1.2
Approved
5
Monitor dispersion and breadth
E9676
P2905
2025-11-16
401k
USD
548,502
13.3
1
70.5
Health:30.3;Materials:38.3;Comm:17.7;RealEstate:13.7
Value:17.3;Growth:21.2;Quality:11.5;Size:12.9;Momentum:23.3;LowVol:13.8
AAPL:22.9;IEF:18.0;HYG:10.8;BRK.B:21.6;TSLA:26.7
2.8
167
9.9
Bull
17.7
4.2
2.8
114
107
81:131
93
0.0073
false
false
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
-3
4
null
BrokerD
MKT
99
11
10
99
125
5
33
null
null
Normal monitoring
146
2.5
null
3
Increase defensive factor exposure
E9677
P7272
2025-02-08
IRA
USD
516,752
6.8
1
42.1
RealEstate:30.2;Energy:39.8;Tech:30.0
Value:22.7;Growth:12.7;Quality:16.5;Size:23.7;Momentum:15.6;LowVol:8.7
AAPL:25.4;TLT:42.7;VTI:31.8
3.4
100
7.2
Sideways
18.2
4.72
2.6
90
40
18:76
69
0.0185
false
false
MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
30
-15
9
null
BrokerD
LMT
97
8
13
-47
-4
6
-12
null
null
Normal monitoring
130
2
Approved
4
Within IPS guidelines
E9678
P6013
2025-08-21
Roth
USD
527,273
5.1
1.06
68.1
Materials:17.3;RealEstate:22.0;Energy:17.7;Financials:16.0;Utilities:27.0
Value:16.1;Growth:23.7;Quality:17.1;Size:11.3;Momentum:15.6;LowVol:16.2
AAPL:16.9;MUB:30.0;GLD:20.3;BRK.B:12.1;HYG:20.7
2.3
233
15.2
Bear
25.2
3.66
1.6
171
25
1:49
48
0.0045
false
true
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-3
-14
4
Delta:-0.11;Vega:0.05
BrokerD
LMT
97
8
9
36
8
-51
-7
VAR>budget
Reduce
Risk above budget threshold
146
2.3
Approved
2
Tighten stops on momentum names
E9679
P5661
2024-09-07
401k
USD
934,915
9.2
1.24
64.2
RealEstate:26.7;Consumer:30.6;Energy:18.2;Materials:11.0;Comm:13.6
Value:19.4;Growth:28.6;Quality:11.7;Size:10.4;Momentum:12.2;LowVol:17.6
IEF:31.9;MUB:15.1;QQQ:23.5;VNQ:29.5
5.6
175
19.3
Sideways
18.3
3.5
2.2
134
19
-18:64
75
0.0171
false
true
MaxPos6%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
17
-23
12
null
BrokerC
MKT
92
11
19
102
158
16
-10
VAR>budget
Pause
Risk above budget threshold
153
2.2
null
4
Monitor dispersion and breadth
E9680
P4979
2025-09-05
Taxable
USD
1,445,632
8.7
1.24
57.7
Energy:20.0;Utilities:29.5;Health:26.0;Financials:24.4
Value:17.3;Growth:26.2;Quality:21.0;Size:9.9;Momentum:8.0;LowVol:17.6
BND:38.8;MUB:16.2;AAPL:45.0
6.5
177
23.6
Volatile
29.2
4.79
4.3
121
35
9:55
74
0.0169
true
false
MaxPos5%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
21
-10
8
null
BrokerC
MKT
96
10
9
16
98
-13
40
Drift>tolerance
Reduce
Allocation drift beyond policy bands
170
1.2
Rejected
5
Increase defensive factor exposure
E9681
P0327
2025-03-28
IRA
USD
753,620
7.5
1
43.4
Utilities:24.7;Financials:22.4;Energy:38.8;Comm:14.2
Value:13.2;Growth:23.8;Quality:13.7;Size:14.1;Momentum:15.5;LowVol:19.8
MSFT:32.2;AMZN:9.5;HYG:29.3;MUB:16.6;VTI:12.3
4.4
137
14.1
Volatile
26.9
4.49
2.1
171
71
50:108
70
0.0057
false
false
null
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-9
-28
3
null
BrokerB
MKT
94
6
9
16
76
7
-8
null
null
Normal monitoring
187
2.8
null
5
Within IPS guidelines
E9682
P0717
2025-08-14
Roth
USD
332,977
13.5
1
36.1
Consumer:33.9;RealEstate:36.3;Utilities:29.8
Value:19.5;Growth:20.9;Quality:13.2;Size:20.3;Momentum:15.4;LowVol:10.7
MUB:35.2;HYG:22.5;AMZN:42.3
3
165
10.2
Sideways
19.5
3.72
3.3
126
-8
-27:9
32
0.009
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
7
-35
1
null
BrokerC
LMT
98
3
11
10
120
-15
9
null
null
Normal monitoring
108
1.6
null
5
Tax-aware sells next window
E9683
P3300
2025-07-05
Trust
USD
1,542,751
5.8
1
61.5
Health:19.5;Materials:30.0;Utilities:20.8;Industrials:9.8;Financials:19.9
Value:20.0;Growth:24.3;Quality:24.1;Size:10.0;Momentum:12.0;LowVol:9.7
TLT:7.2;VOO:29.5;XLF:12.2;BND:27.7;IEF:10.3;GLD:13.2
3.9
168
16.4
Bull
16.9
3.71
2.8
101
67
39:102
93
0.0144
false
false
ESGOnly;MaxPos8%
null
VarNear
Sell
Trim extended winner -1.0%
20
-39
7
null
BrokerD
MKT
88
1
7
18
114
-53
26
null
null
Normal monitoring
151
1.4
Approved
5
Monitor dispersion and breadth
E9684
P6405
2025-02-08
IRA
USD
191,486
5.2
1
65.7
Consumer:13.1;Materials:11.4;RealEstate:19.0;Health:29.4;Tech:27.1
Value:7.1;Growth:12.1;Quality:22.4;Size:20.5;Momentum:20.8;LowVol:17.1
BRK.B:21.9;BND:7.8;MUB:17.9;QQQ:27.4;VOO:10.0;HYG:15.1
3.1
132
8.3
Bull
12.8
4.72
2.1
92
62
50:95
96
0.017
false
false
ESGOnly;NoMargin
null
null
Buy
Add core equity +1.0% from cash
-5
-2
7
null
BrokerC
MKT
99
8
15
55
114
8
-17
null
null
Normal monitoring
98
1.3
Approved
3
Increase defensive factor exposure
E9685
P4615
2025-10-06
Taxable
USD
2,291,028
5.9
1
38.4
Health:23.8;RealEstate:21.0;Materials:18.0;Energy:21.8;Comm:15.4
Value:12.0;Growth:13.1;Quality:20.0;Size:20.5;Momentum:15.9;LowVol:18.4
MUB:15.9;QQQ:12.9;MSFT:35.2;TSLA:36.0
2.4
228
12.3
Bull
11.2
3.56
2.8
113
56
37:99
88
0.0195
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
7
-14
7
Delta:-0.24;Vega:0.06
BrokerC
MKT
89
12
11
-50
-6
0
0
RegimeShift
Hedge
Volatility spike and breadth deterioration
175
2
null
4
Within IPS guidelines
E9686
P4661
2024-07-13
Trust
USD
524,405
8.2
1
45.1
Industrials:26.9;Tech:19.9;Comm:53.2
Value:13.3;Growth:17.0;Quality:12.1;Size:24.0;Momentum:16.5;LowVol:17.1
XLF:10.8;BND:19.4;BRK.B:19.7;VOO:20.4;GLD:14.8;AMZN:14.9
3.7
227
18.1
Volatile
25.8
3.68
3.9
111
-46
-69:4
26
0.0114
false
true
MaxPos7%;MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
2
-17
5
Delta:-0.12;Vega:0.06
BrokerD
LMT
92
8
12
19
36
17
-16
VAR>budget
TightenStops
Risk above budget threshold
116
1.5
Approved
2
Monitor dispersion and breadth
E9687
P2401
2025-02-23
Taxable
USD
1,490,975
6.6
1.19
57.7
Utilities:19.4;Tech:17.2;Comm:22.0;Consumer:22.9;Energy:18.5
Value:13.6;Growth:19.7;Quality:17.4;Size:15.2;Momentum:17.9;LowVol:16.2
MUB:40.4;BRK.B:14.1;IEF:14.0;VTI:31.5
4.5
215
14.8
Bull
12.6
4.25
2.8
94
22
-10:39
65
0.0139
false
true
ESGOnly
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
10
1
Delta:-0.22;Vega:0.09
BrokerB
MKT
96
1
9
112
181
2
4
VAR>budget
Hedge
Risk above budget threshold
115
1.7
Approved
3
Increase defensive factor exposure
E9688
P0172
2025-02-09
Roth
USD
298,325
10.4
1
49.1
Health:40.3;RealEstate:25.1;Consumer:34.6
Value:21.4;Growth:14.9;Quality:11.4;Size:17.3;Momentum:23.1;LowVol:12.0
BRK.B:29.1;HYG:29.4;BND:16.3;AAPL:25.2
2.2
126
8.3
Volatile
25.3
4.94
3
112
-18
-56:13
59
0.0045
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
7
-30
11
null
BrokerA
LMT
96
2
7
-54
-8
-18
25
null
null
Normal monitoring
93
2.3
null
5
Tighten stops on momentum names
E9689
P1409
2025-09-04
401k
USD
1,356,700
4.6
1
45.3
Utilities:46.7;Industrials:34.9;RealEstate:18.4
Value:16.3;Growth:18.3;Quality:15.5;Size:12.2;Momentum:19.1;LowVol:18.5
BND:23.5;VTI:14.4;VOO:18.2;GLD:14.4;MSFT:15.7;AMZN:13.8
2.5
163
11.7
Bull
14.9
3.93
2.4
106
73
52:125
100
0.0176
false
false
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
5
-7
10
null
BrokerB
LMT
94
5
11
-25
61
-39
-15
null
null
Normal monitoring
107
2.8
null
4
Increase defensive factor exposure
E9690
P8016
2025-09-09
Roth
USD
749,922
6.3
1.06
72.1
Financials:19.8;Materials:21.9;Utilities:22.9;Energy:9.8;Consumer:25.6
Value:20.7;Growth:25.8;Quality:9.1;Size:13.2;Momentum:12.5;LowVol:18.7
VOO:22.0;QQQ:29.0;MSFT:48.9
2.2
180
15.9
Bull
15.6
4.19
2.2
118
15
-25:57
49
0.0075
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
1
7
null
BrokerD
MKT
100
12
17
-47
69
6
14
VAR>budget
Reduce
Risk above budget threshold
195
3.2
Approved
2
Monitor dispersion and breadth
E9691
P4640
2025-03-08
Taxable
USD
348,180
5.8
1
67.2
Utilities:26.1;RealEstate:34.3;Comm:39.6
Value:23.2;Growth:16.5;Quality:12.9;Size:15.4;Momentum:10.1;LowVol:21.9
BRK.B:20.6;VNQ:15.1;QQQ:15.2;MSFT:12.3;IEF:13.2;BND:23.7
1.2
147
9.5
Volatile
31.3
4.43
3.3
125
78
59:126
99
0.0161
false
false
ESGOnly;MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
8
-4
10
null
BrokerC
LMT
99
1
2
-54
-52
-10
-17
null
null
Normal monitoring
99
1.4
Approved
3
Tighten stops on momentum names
E9692
P7302
2025-07-08
Roth
USD
1,712,408
5.5
1
41.5
Financials:16.3;Health:35.1;Energy:14.5;Tech:34.1
Value:16.8;Growth:25.4;Quality:11.7;Size:16.7;Momentum:9.0;LowVol:20.4
MSFT:11.1;MUB:25.3;TLT:21.0;IEF:19.9;VOO:8.5;HYG:14.2
2.5
210
11.9
Sideways
21.2
4.69
2.1
96
20
4:49
60
0.0086
false
true
MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-13
1
1
null
BrokerD
VWAP
100
12
11
-37
-32
-42
24
VAR>budget
Hedge
Risk above budget threshold
175
3.5
Approved
4
Tighten stops on momentum names
E9693
P0893
2024-09-08
IRA
USD
681,539
3.8
1
65.2
Materials:42.4;Industrials:14.3;Consumer:43.3
Value:23.9;Growth:16.5;Quality:11.0;Size:25.2;Momentum:15.8;LowVol:7.5
BRK.B:22.0;GLD:21.5;MSFT:7.6;IEF:20.3;XLF:28.6
2.6
206
19.1
Bull
14.2
3.92
2.2
91
48
22:74
64
0.0057
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-1
14
2
null
BrokerA
MKT
95
4
5
67
99
16
33
RegimeShift
Reduce
Volatility spike and breadth deterioration
92
1.8
Approved
4
Within IPS guidelines
E9694
P4189
2025-04-01
IRA
USD
353,675
7.3
1
66.7
Energy:15.5;Utilities:35.1;Materials:15.3;Consumer:34.1
Value:19.6;Growth:15.0;Quality:14.9;Size:14.8;Momentum:13.1;LowVol:22.7
QQQ:40.0;VTI:18.5;VNQ:14.8;BRK.B:26.7
4.9
97
11.7
Volatile
29.8
3.79
3.4
175
58
19:85
64
0.0104
false
false
MaxPos6%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-11
-33
2
null
BrokerB
MKT
99
6
7
52
132
-54
-11
null
null
Normal monitoring
129
4
null
3
Tax-aware sells next window
E9695
P2292
2025-02-12
Taxable
USD
1,949,355
5.8
1
35.9
Industrials:22.7;RealEstate:22.0;Materials:13.8;Comm:15.6;Utilities:25.9
Value:11.1;Growth:14.4;Quality:16.5;Size:12.5;Momentum:16.4;LowVol:29.2
AAPL:27.0;GLD:22.2;BND:16.8;HYG:6.0;VTI:11.2;TLT:16.7
3.3
142
15.9
Bear
27.5
3.32
3
196
-51
-86:-18
28
0.012
false
false
MaxPos8%
null
null
Sell
Trim extended winner -1.0%
0
0
7
null
BrokerA
MKT
90
9
16
117
241
-12
-20
null
null
Normal monitoring
135
3.2
Approved
4
Monitor dispersion and breadth
E9696
P9939
2025-11-15
Trust
USD
1,494,652
8.9
1
39.4
Tech:30.1;Comm:28.1;Health:18.8;Utilities:23.0
Value:6.5;Growth:18.9;Quality:20.3;Size:19.4;Momentum:20.4;LowVol:14.4
TLT:24.2;MUB:46.1;AAPL:29.7
2.2
149
12
Volatile
26.1
4.87
3.2
142
-12
-23:23
57
0.0169
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
31
-4
1
null
BrokerD
MKT
93
6
3
-46
-38
-27
-6
null
null
Normal monitoring
172
1.8
null
4
Within IPS guidelines
E9697
P1225
2025-03-07
IRA
USD
2,153,194
8.6
1
38.2
Financials:23.4;Consumer:24.8;Materials:15.3;Comm:24.4;RealEstate:12.0
Value:19.9;Growth:11.6;Quality:17.6;Size:21.7;Momentum:16.2;LowVol:13.1
MSFT:36.9;BND:29.7;IEF:15.8;GLD:8.6;VTI:9.0
2.1
190
19.5
Volatile
30.8
4.75
3.5
146
25
-6:49
53
0.0097
false
true
ESGOnly;MaxPos6%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
8
11
null
BrokerB
LMT
96
7
15
10
70
-51
-3
RegimeShift
Reduce
Volatility spike and breadth deterioration
109
2.1
SuggestedEdits
3
Monitor dispersion and breadth
E9698
P4200
2025-05-10
Roth
USD
467,433
15
1
56.8
Utilities:24.5;Comm:23.5;Financials:34.3;Industrials:17.7
Value:23.1;Growth:11.9;Quality:19.7;Size:22.6;Momentum:7.4;LowVol:15.2
VTI:37.2;AMZN:25.4;GLD:37.4
3.1
103
15.3
Bear
25.8
4.44
2.3
142
14
-18:35
47
0.0195
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
18
-22
5
null
BrokerD
LMT
88
5
5
47
51
-29
-21
null
null
Normal monitoring
93
1.7
Approved
4
Increase defensive factor exposure
E9699
P9282
2024-11-02
Trust
USD
603,887
16.8
1
41.2
Financials:24.5;Utilities:23.8;Health:35.0;Energy:16.7
Value:18.6;Growth:20.8;Quality:18.1;Size:15.5;Momentum:11.0;LowVol:16.0
MSFT:19.8;AAPL:8.0;QQQ:18.3;TSLA:22.2;BRK.B:15.7;XLF:16.0
2.7
144
9.6
Bull
16.1
4.6
3
109
42
20:66
83
0.0102
false
false
MaxPos7%;MaxSector35%;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
29
-15
8
Delta:-0.14;Vega:0.06
BrokerD
MKT
99
6
13
-31
-58
14
40
null
null
Normal monitoring
132
2.5
Approved
3
Increase defensive factor exposure
E9700
P7668
2025-05-19
Trust
USD
790,189
16
1
71.2
Energy:13.7;Utilities:35.2;Comm:34.2;Materials:17.0
Value:15.7;Growth:19.9;Quality:13.5;Size:22.2;Momentum:13.5;LowVol:15.2
AAPL:15.5;HYG:40.3;VTI:44.2
2.3
133
10
Sideways
20.5
4.59
2.6
95
4
-26:41
52
0.0057
false
false
MaxPos6%;MaxSector35%
null
null
NoAction
Within policy bands; defer
-6
5
4
null
BrokerB
LMT
0
0
0
44
59
13
18
null
null
Normal monitoring
140
1.2
null
5
Monitor dispersion and breadth