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
E9701
P1068
2024-08-25
Trust
USD
714,364
7.5
1
74.1
Energy:32.0;Materials:15.8;Health:25.4;Consumer:26.9
Value:13.2;Growth:16.8;Quality:15.3;Size:21.4;Momentum:12.0;LowVol:21.3
VNQ:25.1;GLD:28.5;MUB:30.8;TSLA:15.7
4.4
112
13.1
Volatile
26.6
3.72
2.5
122
67
27:91
92
0.0134
false
false
MaxSector25%
null
DriftNear
Sell
Trim extended winner -1.0%
2
-20
2
null
BrokerD
VWAP
89
5
10
64
153
-10
3
null
null
Normal monitoring
190
3.3
null
3
Tighten stops on momentum names
E9702
P0776
2025-05-12
Roth
USD
778,292
12.2
1
35.3
Health:19.2;Industrials:21.0;RealEstate:31.3;Comm:15.6;Materials:12.8
Value:23.0;Growth:12.4;Quality:9.5;Size:18.9;Momentum:15.1;LowVol:21.2
BRK.B:17.7;VOO:26.7;GLD:30.8;MUB:24.9
2
152
15.7
Sideways
19.4
4.58
2.1
99
23
-12:41
57
0.0129
false
false
ESGOnly;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
29
-24
11
null
BrokerC
MKT
91
4
12
32
75
-43
27
null
null
Normal monitoring
136
1.1
null
3
Within IPS guidelines
E9703
P8486
2024-12-23
Trust
USD
1,419,130
9.3
1
38
Health:22.7;Materials:27.0;Tech:36.6;Energy:13.6
Value:10.9;Growth:25.6;Quality:17.4;Size:17.2;Momentum:16.7;LowVol:12.2
XLF:30.7;VOO:19.7;MSFT:30.5;AAPL:19.1
4.4
136
18.2
Volatile
28.7
4.9
2.3
143
20
5:41
72
0.0199
false
false
MaxPos8%;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
-9
-39
5
Delta:-0.19;Vega:0.08
BrokerA
MKT
94
3
1
-43
-64
-36
27
null
null
Normal monitoring
218
1
null
3
Monitor dispersion and breadth
E9704
P6243
2025-07-29
Roth
USD
1,440,932
9.2
1
42.5
Materials:43.9;Comm:28.9;Financials:27.2
Value:21.5;Growth:15.8;Quality:8.9;Size:22.2;Momentum:13.8;LowVol:17.8
TSLA:13.7;QQQ:9.1;GLD:21.3;VOO:19.0;VTI:13.9;IEF:23.0
1.9
187
12.9
Bear
30.9
4.12
2.6
179
17
-11:61
76
0.0181
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
3
-14
10
null
BrokerC
LMT
99
4
2
-33
101
-11
9
RegimeShift
Reduce
Volatility spike and breadth deterioration
113
2.6
Rejected
2
Increase defensive factor exposure
E9705
P6134
2025-03-12
Trust
USD
637,251
16.3
1
53.7
Health:11.1;Consumer:27.1;Tech:14.7;Materials:21.2;Financials:26.0
Value:12.5;Growth:10.0;Quality:21.0;Size:11.9;Momentum:24.5;LowVol:20.1
GLD:21.8;QQQ:16.7;TSLA:9.7;XLF:14.8;IEF:15.2;VNQ:21.6
4.2
106
12.2
Bull
16.7
4.69
2.4
93
65
45:81
96
0.0139
false
false
ESGOnly;NoMargin
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-15
-13
4
Delta:-0.13;Vega:0.05
BrokerB
MKT
91
10
11
-45
-5
-60
28
null
null
Normal monitoring
93
1
null
4
Increase defensive factor exposure
E9706
P1969
2025-08-14
401k
USD
322,495
6
1
63.2
Consumer:23.7;Financials:37.4;Health:39.0
Value:11.2;Growth:18.6;Quality:16.2;Size:16.6;Momentum:24.4;LowVol:13.0
QQQ:39.4;GLD:19.5;AMZN:41.1
4.1
156
12.8
Sideways
20.7
4.64
2.8
136
16
-14:64
63
0.0059
false
false
ESGOnly;MaxPos6%;MaxSector30%;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
23
-6
12
null
BrokerC
MKT
96
10
13
82
96
-27
-2
null
null
Normal monitoring
128
1.6
Approved
3
Tighten stops on momentum names
E9707
P4571
2025-07-16
401k
USD
1,460,426
5.5
1
46.6
Materials:28.0;Consumer:31.4;Tech:13.6;RealEstate:27.1
Value:16.2;Growth:20.7;Quality:17.4;Size:15.3;Momentum:12.8;LowVol:17.6
IEF:16.8;GLD:24.2;VNQ:19.5;BRK.B:26.0;HYG:13.4
5.1
161
19.5
Volatile
27.3
4.71
4.3
112
-23
-58:-7
24
0.0107
false
false
null
null
DriftNear;VarNear
NoAction
Within policy bands; defer
-7
13
2
null
BrokerB
LMT
0
0
0
-38
-6
-35
27
null
null
Normal monitoring
123
3.8
Approved
5
Monitor dispersion and breadth
E9708
P8957
2024-10-16
401k
USD
562,781
4
1
52.9
Utilities:19.2;Health:35.7;Financials:24.3;Tech:20.8
Value:22.3;Growth:15.2;Quality:18.6;Size:12.2;Momentum:21.9;LowVol:9.8
VNQ:37.5;BND:33.6;AMZN:19.4;QQQ:9.5
5
267
27.5
Bull
16.4
3.6
2.2
78
49
15:93
89
0.0149
false
true
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-40
3
null
BrokerA
MKT
99
1
5
-20
-32
-46
10
VAR>budget
Hedge
Risk above budget threshold
101
2.3
Approved
4
Increase defensive factor exposure
E9709
P0888
2025-03-21
IRA
USD
1,815,155
5.6
1
63.6
Comm:34.0;Tech:24.0;Consumer:42.0
Value:20.3;Growth:20.6;Quality:16.6;Size:10.8;Momentum:21.8;LowVol:9.9
MSFT:12.6;VTI:23.8;MUB:11.4;VNQ:18.1;GLD:19.8;AMZN:14.3
4.7
201
10.6
Bear
26.1
4.15
1.2
147
-103
-114:-86
5
0.0066
false
true
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
32
15
12
null
BrokerA
MKT
95
4
3
2
20
-17
16
RegimeShift
Hedge
Volatility spike and breadth deterioration
136
1.3
Approved
3
Tighten stops on momentum names
E9710
P3119
2025-05-20
Trust
USD
844,186
14.9
1
63.3
Health:11.9;Utilities:19.3;Energy:14.6;Financials:25.3;Materials:28.8
Value:21.5;Growth:10.8;Quality:15.5;Size:21.1;Momentum:17.9;LowVol:13.1
BRK.B:29.9;BND:33.4;AAPL:36.7
2.8
143
13.4
Bear
30.5
3.37
1.6
189
-120
-138:-68
5
0.0164
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Sell
Trim extended winner -1.0%
15
-17
10
null
BrokerA
LMT
91
12
10
46
86
-28
1
null
null
Normal monitoring
142
1.5
Approved
3
Tax-aware sells next window
E9711
P6201
2025-04-08
Trust
USD
363,874
6.9
1
74
Energy:36.9;Tech:32.1;Consumer:31.0
Value:10.7;Growth:10.9;Quality:17.0;Size:21.4;Momentum:18.5;LowVol:21.5
TLT:21.9;VNQ:14.2;QQQ:15.7;GLD:20.4;XLF:16.7;AMZN:11.2
3.5
229
21.5
Volatile
29.8
4.23
2.1
127
33
6:87
63
0.0155
false
true
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-2
-34
11
Delta:-0.15;Vega:0.05
BrokerC
MKT
92
5
12
0
135
-41
20
VAR>budget
Hedge
Risk above budget threshold
110
3.5
Approved
4
Tighten stops on momentum names
E9712
P8064
2025-02-06
IRA
USD
404,599
7.8
1
55.5
Financials:35.4;Health:20.7;Materials:33.2;Consumer:10.7
Value:13.2;Growth:13.0;Quality:8.2;Size:23.9;Momentum:26.4;LowVol:15.3
QQQ:23.2;TSLA:12.2;VNQ:20.8;GLD:21.9;AAPL:21.9
3.4
139
14.5
Volatile
21.3
4.22
2.3
166
-6
-40:22
36
0.0174
false
false
MaxPos6%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
32
-20
6
null
BrokerD
MKT
99
9
15
49
39
-11
24
null
null
Normal monitoring
179
2.2
Approved
4
Increase defensive factor exposure
E9713
P6019
2025-11-17
IRA
USD
455,539
6.3
1
48.6
Health:25.2;Energy:19.5;Industrials:25.5;Tech:19.9;Materials:9.8
Value:10.9;Growth:20.0;Quality:14.4;Size:19.6;Momentum:20.0;LowVol:15.0
TSLA:17.3;BRK.B:20.1;VOO:19.5;AAPL:14.9;QQQ:11.4;VTI:16.8
1.8
98
14
Volatile
28
4.34
3.5
112
26
6:70
79
0.0102
false
false
ESGOnly;MaxPos6%
null
null
Buy
Add core equity +1.0% from cash
35
-23
10
null
BrokerA
MKT
90
4
5
17
95
17
23
null
null
Normal monitoring
103
3.1
Approved
3
Tighten stops on momentum names
E9714
P2629
2024-11-16
IRA
USD
617,850
14.6
1
55.2
Tech:32.6;Industrials:32.2;Comm:12.6;Energy:22.6
Value:21.1;Growth:24.0;Quality:7.3;Size:13.2;Momentum:20.9;LowVol:13.6
MSFT:13.8;VTI:27.8;MUB:20.8;BND:8.7;IEF:28.9
1.9
92
15.3
Bull
14.9
4.3
2.3
97
11
-8:28
46
0.0193
false
false
ESGOnly;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
10
2
11
null
BrokerB
MKT
97
8
10
-20
73
-43
-8
null
null
Normal monitoring
119
2.6
Approved
3
Monitor dispersion and breadth
E9715
P9488
2025-05-22
401k
USD
354,273
13.3
1
61.7
Health:46.9;RealEstate:27.2;Utilities:25.9
Value:14.7;Growth:20.8;Quality:17.4;Size:16.2;Momentum:11.0;LowVol:20.0
BND:10.9;TLT:11.5;AMZN:13.8;HYG:21.4;VTI:16.9;XLF:25.4
1.9
149
8.4
Volatile
31.8
5.36
2.3
141
76
40:115
97
0.0053
false
false
MaxPos8%;MaxSector25%
null
null
Sell
Trim extended winner -1.0%
6
-10
12
null
BrokerD
LMT
88
5
8
91
131
18
-21
null
null
Normal monitoring
191
2.7
null
3
Monitor dispersion and breadth
E9716
P0868
2025-01-18
IRA
USD
380,742
16.4
1
39
RealEstate:16.6;Industrials:19.0;Health:18.4;Financials:23.2;Comm:22.8
Value:14.4;Growth:21.6;Quality:17.9;Size:14.9;Momentum:14.8;LowVol:16.3
VNQ:20.4;MUB:19.0;XLF:7.1;BRK.B:21.0;AMZN:19.6;QQQ:12.9
1.5
162
7.4
Volatile
26.8
5.07
2.4
164
8
-9:56
55
0.0046
false
false
MaxPos8%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
26
-8
2
null
BrokerC
LMT
97
6
12
31
13
-24
-18
null
null
Normal monitoring
163
3.2
Approved
3
Tighten stops on momentum names
E9717
P9593
2025-06-08
401k
USD
537,340
8.7
1
58.3
Tech:21.8;Health:28.9;Utilities:11.9;Industrials:20.8;Energy:16.6
Value:16.2;Growth:9.5;Quality:18.5;Size:22.0;Momentum:10.1;LowVol:23.7
BRK.B:20.6;TSLA:24.6;TLT:24.0;VNQ:30.8
2.8
192
14.1
Bull
12
4.76
2.5
103
87
48:108
94
0.0078
false
true
MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-8
-2
1
null
BrokerB
LMT
95
12
15
7
108
-5
39
VAR>budget
Hedge
Risk above budget threshold
114
3.1
SuggestedEdits
3
Within IPS guidelines
E9718
P8124
2025-03-07
IRA
USD
1,062,631
8.4
1
65
Tech:13.6;Consumer:30.9;Health:26.3;Financials:29.2
Value:17.9;Growth:21.3;Quality:16.5;Size:11.1;Momentum:19.3;LowVol:14.0
AAPL:29.5;QQQ:8.6;AMZN:17.6;TLT:29.4;BRK.B:14.9
4.9
250
16
Volatile
25.4
4.38
2.8
137
66
30:94
91
0.0052
false
true
ESGOnly;MaxPos8%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
23
-8
4
null
BrokerC
MKT
90
5
3
44
134
15
-14
RegimeShift
Hedge
Volatility spike and breadth deterioration
203
0.9
SuggestedEdits
4
Tax-aware sells next window
E9719
P8638
2025-02-11
Taxable
USD
1,268,500
9.8
1
71.2
Financials:27.0;Industrials:40.2;Energy:32.8
Value:20.2;Growth:22.9;Quality:24.0;Size:10.2;Momentum:8.1;LowVol:14.7
TSLA:27.1;TLT:16.7;BRK.B:27.0;QQQ:29.2
3.7
134
11.6
Sideways
18.9
4.69
2.9
130
-23
-56:18
55
0.005
false
false
MaxPos6%;MaxSector30%
null
null
NoAction
Within policy bands; defer
-1
-36
10
null
BrokerA
MKT
0
0
0
9
136
-41
-4
null
null
Normal monitoring
203
2.4
Approved
4
Increase defensive factor exposure
E9720
P6149
2025-07-03
Taxable
USD
731,278
17.6
1
57.6
Materials:18.0;RealEstate:13.5;Industrials:31.4;Financials:37.1
Value:16.9;Growth:17.5;Quality:17.0;Size:15.9;Momentum:22.7;LowVol:10.0
BRK.B:32.5;MSFT:31.7;HYG:35.8
1.1
134
8.6
Volatile
24.2
4.11
3.2
160
52
18:105
70
0.0062
false
false
MaxPos8%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
7
-32
10
null
BrokerD
MKT
94
7
15
11
-18
-24
-20
null
null
Normal monitoring
107
2
null
4
Within IPS guidelines
E9721
P2006
2024-11-05
Trust
USD
1,374,051
5.8
1
45.2
Consumer:13.5;Health:20.6;Utilities:21.8;Materials:20.8;Financials:23.3
Value:21.4;Growth:16.3;Quality:11.0;Size:12.9;Momentum:17.7;LowVol:20.6
HYG:18.4;XLF:15.2;AMZN:66.4
2.2
193
20.7
Volatile
27.9
3.53
3.2
142
16
-6:49
68
0.0188
false
false
MaxPos5%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
-8
6
11
Delta:-0.16;Vega:0.08
BrokerC
LMT
97
6
9
83
180
-7
16
null
null
Normal monitoring
109
2.2
null
4
Tighten stops on momentum names
E9722
P2619
2024-12-21
Roth
USD
860,700
14.8
1
73.2
Health:15.0;Energy:21.4;Materials:17.5;Tech:23.4;Industrials:22.7
Value:21.2;Growth:16.1;Quality:14.9;Size:19.6;Momentum:17.1;LowVol:11.1
AMZN:29.1;VNQ:21.7;VTI:49.2
3.3
96
12.6
Bull
14.7
4.73
3.1
107
21
-8:39
48
0.0147
false
false
MaxSector30%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
7
-26
6
null
BrokerC
MKT
99
12
9
93
229
2
14
null
null
Normal monitoring
180
1.7
Approved
5
Monitor dispersion and breadth
E9723
P2875
2024-12-22
401k
USD
769,823
6
1
63.6
Financials:29.2;Consumer:22.5;Energy:26.6;Industrials:21.7
Value:21.2;Growth:20.4;Quality:20.3;Size:10.7;Momentum:19.1;LowVol:8.4
MSFT:32.1;VOO:26.1;AAPL:41.9
5.3
219
21.1
Sideways
15
4.82
3
122
-17
-49:4
48
0.0091
false
true
ESGOnly;MaxPos8%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
10
-39
7
null
BrokerB
LMT
98
3
4
108
244
-45
5
RegimeShift
TightenStops
Volatility spike and breadth deterioration
177
1.6
null
3
Tighten stops on momentum names
E9724
P9588
2025-07-29
Trust
USD
190,706
7.4
1
48.7
Utilities:33.3;Tech:42.8;RealEstate:24.0
Value:17.0;Growth:20.3;Quality:12.7;Size:13.8;Momentum:14.1;LowVol:22.1
HYG:23.0;AAPL:42.8;MSFT:34.1
4.7
120
8.1
Volatile
27.8
4.23
3.1
110
51
27:83
78
0.0137
false
false
MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
15
15
7
null
BrokerD
MKT
93
5
7
16
-12
16
-16
null
null
Normal monitoring
96
2.9
null
4
Tax-aware sells next window
E9725
P8343
2025-04-07
IRA
USD
1,642,567
4.5
1.21
49.8
Consumer:20.1;Utilities:43.3;Health:36.6
Value:10.6;Growth:12.8;Quality:17.7;Size:23.8;Momentum:24.4;LowVol:10.8
XLF:14.8;VTI:31.9;HYG:41.3;IEF:12.0
4.5
195
23.8
Sideways
21.4
4.74
2.4
124
39
24:71
87
0.0183
false
false
ESGOnly;MaxSector30%
null
VarNear
Sell
Trim extended winner -1.0%
13
-5
11
null
BrokerD
MKT
95
10
14
-14
117
-5
24
null
null
Normal monitoring
190
2.6
Approved
3
Tax-aware sells next window
E9726
P1838
2025-06-09
Roth
USD
420,710
7.2
1
41.4
Financials:40.0;Energy:42.9;Utilities:17.0
Value:18.3;Growth:15.4;Quality:15.1;Size:19.3;Momentum:16.0;LowVol:15.8
IEF:32.4;BRK.B:51.6;HYG:16.0
4
222
11.8
Bull
16.2
4.8
2.6
104
63
25:83
64
0.0097
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
7
-39
2
null
BrokerA
MKT
98
4
4
97
96
-10
-3
RegimeShift
Reduce
Volatility spike and breadth deterioration
219
1.6
null
4
Within IPS guidelines
E9727
P7134
2024-11-06
Taxable
USD
1,166,533
6.2
1
66.3
Comm:23.6;Utilities:15.1;Industrials:21.1;Energy:24.8;RealEstate:15.4
Value:8.2;Growth:19.6;Quality:15.1;Size:26.6;Momentum:22.2;LowVol:8.3
GLD:31.6;VOO:23.3;QQQ:21.0;HYG:24.1
1.6
131
17.7
Sideways
20.1
4.56
2.2
98
29
-2:71
79
0.0117
false
false
MaxPos8%;MaxSector35%
null
null
NoAction
Within policy bands; defer
-9
-35
1
null
BrokerB
LMT
0
0
0
45
36
-40
-23
null
null
Normal monitoring
108
3.1
Approved
4
Tighten stops on momentum names
E9728
P7556
2025-07-07
IRA
USD
1,057,063
9.3
1
39.3
Energy:14.8;Tech:13.9;RealEstate:27.0;Financials:25.4;Utilities:19.0
Value:10.5;Growth:25.9;Quality:11.3;Size:17.6;Momentum:10.1;LowVol:24.5
TSLA:29.6;MSFT:29.2;GLD:11.9;HYG:9.0;MUB:20.3
4.9
147
18.1
Volatile
22.2
4.33
3.9
173
13
0:31
71
0.0085
false
false
null
null
null
Buy
Add core equity +1.0% from cash
6
-1
12
null
BrokerC
LMT
90
9
14
25
139
9
29
null
null
Normal monitoring
204
2.4
null
5
Tax-aware sells next window
E9729
P8059
2025-04-04
Roth
USD
256,265
6.7
1
61.4
Health:19.7;Industrials:14.2;Utilities:22.5;Tech:14.8;Comm:28.7
Value:20.3;Growth:8.5;Quality:20.3;Size:9.6;Momentum:17.5;LowVol:23.9
BRK.B:18.5;XLF:19.3;TSLA:9.6;VOO:25.8;MSFT:6.0;AAPL:20.8
3
127
10.4
Bull
13.7
4.32
2.1
101
119
96:167
100
0.0165
false
false
ESGOnly;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
-15
-27
7
null
BrokerA
MKT
97
11
8
88
187
-24
-19
null
null
Normal monitoring
199
1.5
null
5
Within IPS guidelines
E9730
P7370
2025-09-19
Taxable
USD
569,822
14.6
1
43.6
Financials:22.1;Comm:39.2;Health:38.7
Value:21.3;Growth:19.9;Quality:16.2;Size:15.7;Momentum:15.3;LowVol:11.6
AMZN:17.9;IEF:10.0;VOO:29.9;XLF:20.9;MSFT:21.3
1.2
123
8.8
Sideways
19.5
3.64
3.1
102
-20
-44:16
36
0.004
false
false
MaxPos5%;MaxSector30%;NoMargin
null
null
NoAction
Within policy bands; defer
29
-2
10
null
BrokerC
MKT
0
0
0
71
40
13
-17
null
null
Normal monitoring
94
3.1
Approved
3
Tighten stops on momentum names
E9731
P2329
2025-08-14
Taxable
USD
443,427
8.8
1
38.8
Utilities:39.2;Tech:18.5;Energy:25.0;Health:17.3
Value:16.0;Growth:24.1;Quality:10.5;Size:21.9;Momentum:15.3;LowVol:12.0
GLD:22.6;BRK.B:59.9;BND:17.5
5.3
186
21.7
Sideways
22
4.88
3.5
92
-15
-26:11
42
0.0189
false
false
ESGOnly;MaxPos8%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
4
-20
12
Delta:-0.16;Vega:0.04
BrokerD
MKT
96
9
13
-44
30
-45
13
null
null
Normal monitoring
105
1
null
5
Within IPS guidelines
E9732
P2173
2024-08-13
Taxable
USD
1,367,060
7.5
1.21
40.4
Industrials:25.2;Utilities:32.0;Comm:22.6;RealEstate:20.2
Value:22.9;Growth:12.2;Quality:16.3;Size:19.5;Momentum:16.2;LowVol:12.9
BRK.B:15.5;VTI:19.6;VNQ:36.6;BND:28.4
4.4
153
20
Volatile
29.6
4.63
3.6
140
-13
-33:25
39
0.0107
false
false
ESGOnly;MaxPos8%
null
VarNear
Sell
Trim extended winner -1.0%
18
-19
7
null
BrokerB
LMT
96
8
15
-14
-48
9
-20
null
null
Normal monitoring
114
2
Approved
3
Tighten stops on momentum names
E9733
P4246
2025-07-13
Taxable
USD
1,727,327
9.9
1
49.6
Financials:30.7;Utilities:31.8;Materials:37.5
Value:16.2;Growth:19.9;Quality:19.6;Size:14.1;Momentum:8.7;LowVol:21.5
XLF:8.1;QQQ:19.6;GLD:19.7;BND:19.0;BRK.B:33.6
2.4
193
21.8
Sideways
18.1
4.03
3.4
114
-27
-41:-4
40
0.0121
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-2
-9
5
null
BrokerC
MKT
93
9
11
24
36
19
27
RegimeShift
Hedge
Volatility spike and breadth deterioration
119
1.8
null
3
Within IPS guidelines
E9734
P7941
2025-01-23
Taxable
USD
855,007
6.4
1
73.9
Materials:23.8;Industrials:29.5;Comm:11.0;Consumer:17.0;Health:18.7
Value:24.3;Growth:17.6;Quality:19.6;Size:23.1;Momentum:7.9;LowVol:7.6
VNQ:18.3;MSFT:24.4;IEF:24.2;BND:33.1
1.8
112
7.4
Bull
12.4
4.53
2.5
120
90
71:140
100
0.0099
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
20
-33
11
null
BrokerA
LMT
99
7
6
-28
93
-53
2
null
null
Normal monitoring
199
1.3
null
5
Tax-aware sells next window
E9735
P2972
2025-08-07
Roth
USD
1,642,929
5.9
1.2
50.1
Tech:20.5;Materials:22.3;Comm:23.2;RealEstate:34.0
Value:15.1;Growth:19.8;Quality:19.9;Size:16.0;Momentum:8.1;LowVol:21.2
TSLA:20.0;HYG:5.9;VOO:15.2;AAPL:14.7;AMZN:22.9;VNQ:21.4
2
210
14.6
Bear
34.3
3.4
1.4
134
16
-13:43
54
0.0095
false
true
ESGOnly;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
9
-40
10
null
BrokerD
MKT
100
11
14
108
124
11
16
VAR>budget
Hedge
Risk above budget threshold
101
2.5
SuggestedEdits
5
Tighten stops on momentum names
E9736
P4642
2025-01-31
Roth
USD
1,715,614
5.9
1
64.9
Comm:31.4;Financials:17.1;Tech:31.7;RealEstate:19.8
Value:14.1;Growth:25.0;Quality:19.7;Size:21.1;Momentum:9.8;LowVol:10.2
AMZN:21.4;VTI:29.0;VNQ:18.9;VOO:30.7
3.9
183
16.2
Volatile
31.1
3.51
3.6
143
68
58:86
88
0.0148
false
true
MaxSector30%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
24
-7
1
null
BrokerC
MKT
98
3
2
119
141
11
0
RegimeShift
TightenStops
Volatility spike and breadth deterioration
99
1.4
null
5
Increase defensive factor exposure
E9737
P2991
2025-11-18
Trust
USD
2,369,088
9.1
1
73.1
Utilities:31.4;Consumer:27.7;Industrials:16.5;Health:24.4
Value:18.3;Growth:16.3;Quality:16.0;Size:15.9;Momentum:12.0;LowVol:21.4
HYG:15.5;BND:16.5;VTI:12.0;AAPL:21.4;GLD:20.9;XLF:13.6
5.9
177
14.1
Bull
16.6
4.76
3.2
85
24
-12:60
79
0.0188
false
true
MaxPos6%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
8
-13
12
null
BrokerC
LMT
91
6
13
22
-5
-28
-21
VAR>budget
Pause
Risk above budget threshold
127
3.2
Approved
2
Increase defensive factor exposure
E9738
P5659
2025-03-11
401k
USD
731,752
8.1
1.17
40.7
Energy:31.5;Consumer:22.1;Materials:13.8;Utilities:18.6;Industrials:14.0
Value:14.9;Growth:13.9;Quality:23.7;Size:18.2;Momentum:13.9;LowVol:15.3
BRK.B:46.2;QQQ:33.8;IEF:20.1
4.8
160
24.3
Bull
15
4.65
3.3
79
70
33:107
100
0.0111
false
false
ESGOnly;MaxPos5%
null
null
Sell
Trim extended winner -1.0%
31
-12
6
null
BrokerC
MKT
89
2
1
106
107
-7
33
null
null
Normal monitoring
146
2
Approved
5
Within IPS guidelines
E9739
P8086
2025-11-02
401k
USD
170,870
12.3
1
36.7
Utilities:22.2;Energy:12.0;Industrials:29.7;Materials:17.1;Health:19.0
Value:22.4;Growth:11.7;Quality:16.3;Size:12.4;Momentum:14.1;LowVol:23.2
QQQ:27.0;MSFT:33.0;TSLA:8.1;GLD:14.6;TLT:17.3
3
121
8.2
Bull
13.3
3.53
2.4
109
67
29:91
73
0.0076
false
false
ESGOnly;MaxPos6%;MaxSector35%;NoMargin
null
null
NoAction
Within policy bands; defer
-1
-39
12
null
BrokerC
MKT
0
0
0
53
58
-34
-4
null
null
Normal monitoring
212
3.4
null
5
Tighten stops on momentum names
E9740
P5125
2025-02-17
Roth
USD
1,768,014
6.8
1.05
43.1
Materials:18.0;Health:12.9;Financials:23.6;Comm:21.4;Consumer:24.1
Value:15.2;Growth:11.3;Quality:27.5;Size:10.6;Momentum:17.4;LowVol:18.0
BND:17.6;XLF:43.4;MSFT:39.0
6.2
174
25
Sideways
18.9
4.78
2.8
110
39
13:66
69
0.0051
true
false
ESGOnly
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
-13
-16
8
Delta:-0.11;Vega:0.04
BrokerB
LMT
93
2
3
-46
-9
-35
6
Drift>tolerance
Pause
Allocation drift beyond policy bands
191
1.7
Approved
4
Within IPS guidelines
E9741
P4939
2025-12-20
IRA
USD
1,954,926
9.3
1.06
41.1
Consumer:9.7;Health:27.0;RealEstate:23.6;Comm:20.4;Utilities:19.4
Value:17.1;Growth:12.9;Quality:28.8;Size:19.0;Momentum:11.1;LowVol:11.0
TLT:15.7;AMZN:11.6;TSLA:25.9;VNQ:20.0;GLD:14.1;XLF:12.7
4.7
124
13.8
Bull
16
3.72
3.3
106
87
60:126
100
0.0043
false
false
null
null
null
NoAction
Within policy bands; defer
0
-13
1
null
BrokerB
MKT
0
0
0
-3
19
3
5
null
null
Normal monitoring
144
1.4
Approved
3
Within IPS guidelines
E9742
P6478
2024-12-30
Taxable
USD
212,782
11.9
1
35
Energy:19.1;Utilities:32.7;Industrials:25.2;Health:13.2;Comm:9.9
Value:12.3;Growth:21.7;Quality:18.8;Size:15.2;Momentum:13.0;LowVol:18.9
MSFT:47.2;BND:23.9;VNQ:13.2;IEF:15.7
1.7
93
12
Bull
16.4
3.57
2.9
119
112
72:164
100
0.015
false
false
ESGOnly;MaxPos7%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
11
-29
10
null
BrokerA
LMT
98
7
9
106
113
-5
3
null
null
Normal monitoring
141
1.5
Approved
3
Tax-aware sells next window
E9743
P6219
2025-08-23
Trust
USD
526,403
9.1
1
35.6
Tech:28.6;Consumer:28.1;Industrials:18.0;RealEstate:25.3
Value:25.2;Growth:9.4;Quality:8.0;Size:22.2;Momentum:24.7;LowVol:10.5
AMZN:8.7;MSFT:14.5;VNQ:29.8;TLT:29.2;GLD:17.8
1.7
136
10.8
Sideways
16.5
3.58
3
106
12
-18:34
72
0.0055
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
22
-27
10
null
BrokerC
MKT
93
2
4
98
105
-52
16
null
null
Normal monitoring
112
1.4
null
4
Within IPS guidelines
E9744
P1524
2025-07-29
Taxable
USD
302,158
8.5
1
47.5
Health:25.3;Financials:20.5;Consumer:19.5;Tech:8.3;Energy:26.5
Value:18.7;Growth:13.0;Quality:13.5;Size:11.3;Momentum:23.4;LowVol:20.0
TSLA:23.1;VNQ:21.0;AAPL:35.5;HYG:20.4
1.4
93
10.7
Bear
33.9
4.18
1.5
137
-30
-42:-13
52
0.0042
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
4
-32
2
null
BrokerD
LMT
93
10
17
17
31
-38
1
null
null
Normal monitoring
145
2.8
null
4
Monitor dispersion and breadth
E9745
P3050
2025-10-08
IRA
USD
235,004
9
1
42.8
Tech:8.2;Materials:25.1;Utilities:17.3;Consumer:25.9;Comm:23.5
Value:13.6;Growth:8.6;Quality:23.3;Size:12.5;Momentum:23.9;LowVol:18.0
VNQ:15.4;AAPL:17.4;BRK.B:39.9;TLT:27.3
3
147
7.3
Sideways
19.9
3.8
2.7
139
21
11:66
74
0.0128
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
16
-26
7
null
BrokerA
LMT
94
8
6
-30
-29
11
31
null
null
Normal monitoring
212
2.5
null
4
Tax-aware sells next window
E9746
P9086
2025-01-21
Taxable
USD
1,177,651
8.4
1.13
38.6
Tech:31.8;Materials:19.8;Consumer:12.4;Financials:20.5;Industrials:15.6
Value:22.6;Growth:18.3;Quality:13.5;Size:22.9;Momentum:11.2;LowVol:11.7
HYG:23.3;QQQ:18.5;VNQ:24.1;BRK.B:20.4;VOO:13.7
3.2
179
11.3
Sideways
16.5
4.38
3
93
18
-15:47
58
0.0071
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-6
7
7
null
BrokerC
MKT
88
9
7
-9
-31
0
-17
VAR>budget
Reduce
Risk above budget threshold
193
1.6
SuggestedEdits
2
Tighten stops on momentum names
E9747
P0684
2025-05-17
401k
USD
969,128
8
1
67.9
Materials:14.8;Tech:19.9;Financials:17.4;Utilities:32.5;Industrials:15.3
Value:20.7;Growth:16.0;Quality:18.1;Size:18.5;Momentum:20.5;LowVol:6.1
HYG:32.5;IEF:14.4;BRK.B:12.1;AMZN:21.0;BND:20.0
4.2
144
10.7
Bear
34.1
3.92
1.7
133
-39
-54:-24
36
0.0097
false
false
ESGOnly;MaxPos7%;MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
21
13
7
null
BrokerB
MKT
94
3
11
110
201
-58
36
null
null
Normal monitoring
135
1.9
Approved
5
Monitor dispersion and breadth
E9748
P1026
2025-07-21
Trust
USD
394,166
5.9
1
54.1
Materials:24.4;Financials:12.8;Health:17.3;Energy:12.6;RealEstate:32.9
Value:15.8;Growth:13.0;Quality:14.6;Size:20.2;Momentum:18.4;LowVol:17.9
IEF:21.6;MUB:8.5;HYG:33.7;BND:8.5;AAPL:18.5;GLD:9.3
3.3
116
9.7
Bear
26.4
3.44
1.8
195
-108
-131:-89
5
0.0041
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
3
7
5
null
BrokerD
MKT
95
2
0
-2
-22
-54
39
null
null
Normal monitoring
207
3.5
null
5
Within IPS guidelines
E9749
P7258
2025-02-19
Trust
USD
446,970
8.7
1
58.7
Materials:46.3;Health:24.9;Comm:28.8
Value:15.7;Growth:9.4;Quality:20.6;Size:23.8;Momentum:22.1;LowVol:8.3
HYG:9.1;GLD:29.1;AAPL:20.5;VTI:11.9;QQQ:19.5;XLF:10.0
6.5
265
22.9
Volatile
30.2
3.9
2.3
110
-8
-35:45
46
0.0178
true
true
ESGOnly;MaxPos7%;MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
35
-39
11
null
BrokerC
MKT
88
3
10
88
62
-47
33
VAR>budget
Reduce
Risk above budget threshold
174
1.5
null
4
Tax-aware sells next window
E9750
P1383
2025-11-02
IRA
USD
490,199
16
1
46
Consumer:42.8;Tech:35.0;Financials:22.3
Value:16.8;Growth:19.6;Quality:15.4;Size:18.0;Momentum:17.4;LowVol:12.8
MSFT:9.4;MUB:20.5;VOO:23.5;AMZN:16.5;IEF:8.5;BRK.B:21.6
3.3
109
15.3
Bear
31.2
3.13
1.3
138
36
11:87
52
0.0097
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
28
-28
10
null
BrokerB
MKT
97
7
10
-10
113
-56
-5
null
null
Normal monitoring
120
1
Approved
5
Monitor dispersion and breadth
E9751
P2459
2025-12-07
IRA
USD
860,506
4
1
49.9
Consumer:34.0;Materials:17.2;RealEstate:48.9
Value:11.4;Growth:21.6;Quality:24.0;Size:7.6;Momentum:10.0;LowVol:25.5
XLF:46.0;HYG:31.1;MSFT:22.9
6.4
192
17.3
Volatile
24.8
4.74
2.6
147
-6
-35:35
59
0.0045
true
false
MaxPos6%;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
11
-10
5
null
BrokerB
MKT
100
3
6
91
105
-14
5
Drift>tolerance
Hedge
Allocation drift beyond policy bands
179
2.7
Approved
4
Increase defensive factor exposure
E9752
P0273
2024-07-15
IRA
USD
730,752
5.1
1
43.8
Energy:20.6;RealEstate:21.1;Financials:30.0;Comm:19.4;Utilities:8.9
Value:22.4;Growth:10.3;Quality:21.4;Size:18.1;Momentum:13.9;LowVol:13.8
TLT:15.9;MUB:20.1;GLD:21.5;TSLA:10.4;XLF:7.4;BRK.B:24.6
2.3
117
11.3
Bull
17
3.68
2.7
73
44
13:96
66
0.01
false
false
NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
20
-39
2
null
BrokerC
LMT
95
4
11
-57
70
-31
-8
null
null
Normal monitoring
186
3
Approved
4
Tax-aware sells next window
E9753
P7018
2024-08-13
Trust
USD
1,991,318
9.3
1
56.8
Utilities:38.9;Energy:30.6;Consumer:30.5
Value:24.2;Growth:21.4;Quality:18.0;Size:10.1;Momentum:9.3;LowVol:17.0
MSFT:25.3;HYG:12.7;QQQ:36.7;BRK.B:8.8;MUB:16.5
5.2
121
11.1
Bull
11.5
4.87
2.9
78
93
78:136
83
0.0073
false
false
MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
13
6
2
null
BrokerC
LMT
94
12
14
33
54
6
-9
null
null
Normal monitoring
167
2.2
null
4
Monitor dispersion and breadth
E9754
P6230
2025-12-14
IRA
USD
2,447,812
8.4
1
73.7
Tech:43.5;Utilities:31.0;RealEstate:25.5
Value:23.2;Growth:19.6;Quality:11.5;Size:11.0;Momentum:21.5;LowVol:13.2
AAPL:19.4;XLF:24.0;MUB:11.3;QQQ:20.4;MSFT:18.9;VOO:6.0
3.9
205
11.8
Volatile
20.5
3.9
2.5
144
-47
-71:-27
36
0.0057
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
26
-30
8
Delta:-0.21;Vega:0.04
BrokerB
LMT
92
12
10
47
75
1
13
RegimeShift
Reduce
Volatility spike and breadth deterioration
153
3.1
null
5
Monitor dispersion and breadth
E9755
P9467
2025-04-03
Trust
USD
904,681
3.7
1
70.5
Financials:38.0;Health:36.8;Comm:12.9;Industrials:12.2
Value:18.2;Growth:9.3;Quality:20.4;Size:21.7;Momentum:12.1;LowVol:18.3
VNQ:33.6;HYG:28.8;TSLA:7.9;GLD:29.7
2.3
198
22
Bear
25.1
4.44
2.9
152
18
5:63
57
0.0063
false
false
ESGOnly;MaxPos5%;MaxSector25%
null
VarNear
NoAction
Within policy bands; defer
35
-35
11
null
BrokerD
MKT
0
0
0
-34
-46
-18
8
null
null
Normal monitoring
200
1.6
null
5
Within IPS guidelines
E9756
P7044
2025-12-04
IRA
USD
423,582
17.7
1
56.4
Consumer:25.4;Financials:33.4;RealEstate:41.2
Value:10.6;Growth:11.9;Quality:25.5;Size:17.5;Momentum:25.1;LowVol:9.4
AAPL:22.7;AMZN:27.0;TSLA:50.2
2.6
154
10.8
Sideways
14.2
4.89
3
106
-13
-35:20
31
0.0035
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
13
-12
10
null
BrokerA
LMT
92
6
10
-5
72
-11
26
null
null
Normal monitoring
203
3.6
Approved
4
Within IPS guidelines
E9757
P7875
2025-05-05
IRA
USD
1,976,260
8.4
1
40.7
Tech:32.6;Financials:18.0;Energy:49.4
Value:16.1;Growth:16.7;Quality:17.6;Size:19.2;Momentum:13.5;LowVol:16.9
BRK.B:29.5;BND:14.4;VOO:17.8;QQQ:11.1;MUB:12.4;XLF:14.9
3.4
155
20
Bull
16.5
3.65
3.3
91
11
-24:51
67
0.0135
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-8
-21
1
null
BrokerA
LMT
88
8
6
-15
9
9
21
null
null
Normal monitoring
97
3.4
Approved
5
Tighten stops on momentum names
E9758
P9279
2025-07-06
IRA
USD
514,058
5.1
1
59
Energy:12.5;Materials:23.6;Comm:21.8;Utilities:20.7;RealEstate:21.4
Value:26.0;Growth:17.3;Quality:12.7;Size:8.7;Momentum:18.5;LowVol:16.9
HYG:30.6;TSLA:25.6;IEF:30.0;BND:13.7
4.8
102
12.3
Bear
34.8
3.77
1.4
134
9
-18:57
70
0.0137
false
false
MaxPos7%
null
DriftNear
Sell
Trim extended winner -1.0%
6
10
1
null
BrokerA
MKT
93
7
5
81
158
-36
7
null
null
Normal monitoring
181
1.7
Approved
4
Tax-aware sells next window
E9759
P1891
2025-02-01
Taxable
USD
422,650
8.3
1
44.3
Energy:20.6;RealEstate:21.2;Comm:34.2;Financials:24.0
Value:11.9;Growth:11.6;Quality:24.9;Size:14.7;Momentum:10.7;LowVol:26.2
VNQ:11.6;TSLA:22.4;QQQ:30.6;TLT:35.4
4
136
15.1
Bull
15.7
3.69
2.6
107
26
11:56
71
0.0064
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
-6
-22
2
null
BrokerA
VWAP
94
4
7
-25
51
2
-6
null
null
Normal monitoring
90
3.5
null
4
Within IPS guidelines
E9760
P7509
2025-07-24
Taxable
USD
1,084,524
7.3
1
70.6
Consumer:22.2;Industrials:27.7;RealEstate:50.1
Value:14.4;Growth:17.9;Quality:17.6;Size:17.2;Momentum:17.2;LowVol:15.6
BRK.B:26.3;AAPL:14.8;IEF:8.5;AMZN:20.7;XLF:10.1;BND:19.6
2.8
132
14.4
Bear
30.9
3.91
2.2
137
-69
-84:-22
21
0.0083
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
-12
-7
5
null
BrokerD
MKT
92
7
7
89
228
-46
-10
null
null
Normal monitoring
92
2.2
null
5
Tighten stops on momentum names
E9761
P0920
2025-09-29
Trust
USD
1,427,668
8.2
1
60
Financials:29.5;Comm:15.2;Industrials:24.6;Utilities:30.7
Value:22.7;Growth:13.6;Quality:23.1;Size:9.3;Momentum:8.3;LowVol:23.0
AMZN:32.0;QQQ:20.8;BRK.B:47.3
5.4
163
22.3
Bull
14.5
4.43
3.3
84
120
98:154
100
0.0058
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
DriftNear
Buy
Add core equity +1.0% from cash
28
6
10
null
BrokerD
MKT
98
4
7
50
71
-28
35
null
null
Normal monitoring
122
2.1
null
3
Monitor dispersion and breadth
E9762
P6793
2024-07-15
Roth
USD
833,198
13.1
1
48.1
Tech:26.0;Utilities:36.5;Materials:37.5
Value:15.9;Growth:20.5;Quality:7.2;Size:21.9;Momentum:22.2;LowVol:12.3
AAPL:23.7;VOO:23.4;HYG:31.3;BRK.B:21.6
3.8
114
11.3
Bull
15.9
4.73
2.5
107
25
-6:55
65
0.0102
false
false
MaxPos8%;MaxSector30%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
8
-14
12
null
BrokerA
LMT
90
7
6
87
176
-24
-16
null
null
Normal monitoring
126
1.4
Approved
4
Tighten stops on momentum names
E9763
P2283
2024-08-30
401k
USD
1,043,690
5.9
1
42.5
Health:19.1;Materials:47.5;Utilities:16.7;RealEstate:16.7
Value:8.8;Growth:19.7;Quality:17.2;Size:16.1;Momentum:20.2;LowVol:17.9
MUB:27.9;VNQ:22.9;BND:17.5;MSFT:31.8
2.3
157
17.2
Volatile
23
3.57
3.6
169
-6
-18:26
63
0.0113
false
false
MaxPos5%;MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
25
-39
3
null
BrokerC
LMT
95
9
6
46
123
-28
5
null
null
Normal monitoring
200
1
Approved
4
Increase defensive factor exposure
E9764
P6110
2025-08-21
Trust
USD
1,891,384
9.1
1
73.5
RealEstate:20.9;Energy:16.4;Materials:32.1;Consumer:30.7
Value:12.6;Growth:19.9;Quality:10.0;Size:17.3;Momentum:19.8;LowVol:20.4
AAPL:10.8;XLF:21.9;MSFT:12.1;TSLA:20.3;BRK.B:20.3;BND:14.6
2.2
140
11.3
Sideways
16.1
4.97
2.3
113
35
0:66
62
0.0161
false
false
MaxPos6%;MaxSector25%
null
null
Rebalance
Shift +1.0% bonds from equity
7
-17
10
null
BrokerB
VWAP
98
11
14
39
165
-52
-14
null
null
Normal monitoring
188
2.3
null
4
Monitor dispersion and breadth
E9765
P3932
2024-12-13
401k
USD
1,362,824
6.1
1
47.7
Health:13.3;Utilities:44.3;Consumer:28.2;Materials:14.2
Value:15.3;Growth:18.2;Quality:19.2;Size:16.0;Momentum:14.6;LowVol:16.7
MUB:28.1;AMZN:16.6;IEF:28.3;HYG:27.0
5.8
151
21.9
Sideways
14.8
4.82
2.1
101
17
1:54
43
0.0187
false
false
MaxPos7%;MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
25
13
12
null
BrokerB
MKT
91
4
6
-2
-9
-52
4
null
null
Normal monitoring
146
3.1
null
4
Tax-aware sells next window
E9766
P7024
2024-10-28
401k
USD
1,047,371
7.2
1
72.8
Financials:32.5;Consumer:36.1;Industrials:31.4
Value:18.2;Growth:14.2;Quality:12.5;Size:19.7;Momentum:18.6;LowVol:16.9
MUB:21.6;VNQ:28.3;IEF:21.9;AAPL:28.2
2.1
182
17.5
Bear
28.3
4.29
1.1
217
-109
-147:-91
5
0.0095
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
2
-26
8
null
BrokerD
LMT
98
10
14
90
157
-33
-6
VAR>budget
Pause
Risk above budget threshold
109
2.7
SuggestedEdits
5
Tighten stops on momentum names
E9767
P4766
2025-03-31
401k
USD
456,105
6.6
1
39.7
Consumer:10.7;Industrials:12.2;Tech:18.4;Comm:29.4;RealEstate:29.3
Value:20.4;Growth:11.0;Quality:14.2;Size:16.4;Momentum:19.9;LowVol:18.0
QQQ:36.2;AMZN:40.0;MUB:23.9
2.3
120
11.9
Sideways
20
3.93
2.2
90
-26
-59:-5
53
0.0078
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
-15
-7
4
null
BrokerA
LMT
97
3
11
17
-9
-27
8
null
null
Normal monitoring
185
3.1
Approved
3
Increase defensive factor exposure
E9768
P6250
2025-10-24
401k
USD
1,580,102
9.9
1
66.8
Comm:25.2;Energy:21.7;Materials:13.3;RealEstate:22.2;Consumer:17.6
Value:11.1;Growth:8.9;Quality:19.4;Size:19.9;Momentum:19.9;LowVol:20.9
BND:19.2;TLT:12.8;GLD:49.9;MUB:18.1
4.3
230
16.3
Bull
15.6
4.51
3.3
104
80
65:100
100
0.0056
false
true
MaxSector35%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
13
-40
2
null
BrokerA
LMT
99
11
14
83
137
1
-18
RegimeShift
Hedge
Volatility spike and breadth deterioration
105
1.7
SuggestedEdits
3
Tighten stops on momentum names
E9769
P7531
2025-12-09
Roth
USD
411,883
9.4
1
63.4
Industrials:30.3;Energy:35.2;RealEstate:34.5
Value:15.6;Growth:13.7;Quality:19.7;Size:23.0;Momentum:14.2;LowVol:13.8
AAPL:24.6;VOO:9.1;QQQ:29.0;XLF:37.3
1.5
139
15.3
Bull
13
5
2.1
80
82
61:131
96
0.0172
false
false
ESGOnly;NoMargin
null
null
Hedge
Buy index puts 1.0% notional, 30d
28
-18
4
Delta:-0.12;Vega:0.08
BrokerB
LMT
100
9
11
85
141
3
15
null
null
Normal monitoring
200
3.8
Approved
5
Tax-aware sells next window
E9770
P6073
2025-12-05
Roth
USD
593,760
15.1
1
70.8
Financials:12.6;Utilities:21.2;RealEstate:31.2;Energy:35.1
Value:15.9;Growth:16.3;Quality:18.3;Size:13.6;Momentum:16.7;LowVol:19.2
QQQ:18.0;AAPL:19.8;VTI:21.1;VNQ:19.5;VOO:21.7
2.1
95
13.7
Sideways
20.8
4.68
3
126
24
14:63
68
0.0157
false
false
ESGOnly;MaxSector25%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
3
0
11
null
BrokerB
MKT
99
2
9
-44
29
-9
15
null
null
Normal monitoring
208
3.8
Approved
3
Monitor dispersion and breadth
E9771
P9232
2025-07-24
401k
USD
559,971
16.7
1
37
Consumer:25.3;RealEstate:27.0;Financials:19.9;Utilities:27.7
Value:13.7;Growth:19.4;Quality:13.9;Size:13.5;Momentum:17.9;LowVol:21.5
BND:21.6;MSFT:11.1;AMZN:14.3;XLF:14.0;AAPL:20.4;HYG:18.7
2.4
158
15.9
Volatile
25.4
4.31
3.2
162
27
8:50
71
0.0041
false
false
ESGOnly;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
0
-6
5
null
BrokerC
VWAP
94
2
2
118
212
-2
-25
null
null
Normal monitoring
192
3.4
Approved
4
Within IPS guidelines
E9772
P7303
2025-03-29
IRA
USD
634,464
6.2
1
55.6
RealEstate:25.6;Comm:35.2;Energy:39.2
Value:16.5;Growth:16.8;Quality:24.5;Size:18.0;Momentum:17.0;LowVol:7.2
VOO:20.7;QQQ:12.1;HYG:21.5;VTI:21.7;VNQ:24.0
3.6
207
12.9
Bull
16.4
4.24
2.5
105
15
4:44
69
0.0153
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
0
-36
3
Delta:-0.12;Vega:0.08
BrokerB
MKT
98
4
4
-15
32
-5
3
VAR>budget
Hedge
Risk above budget threshold
171
1.8
Approved
3
Monitor dispersion and breadth
E9773
P6371
2025-04-27
Taxable
USD
828,729
10.1
1
62.1
Energy:34.8;Consumer:31.0;Tech:20.2;Financials:13.9
Value:17.7;Growth:15.6;Quality:12.7;Size:16.9;Momentum:13.0;LowVol:24.1
TSLA:11.8;VTI:19.9;VOO:19.9;QQQ:22.3;HYG:9.3;IEF:16.9
1.3
152
15.8
Bull
12
3.84
2.9
110
40
4:64
69
0.0127
false
false
MaxPos6%;NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
-10
2
7
null
BrokerA
MKT
94
9
14
77
86
-2
7
null
null
Normal monitoring
188
1.4
null
3
Within IPS guidelines
E9774
P6351
2025-05-21
Roth
USD
155,480
11.7
1
68
Industrials:43.2;RealEstate:30.1;Health:26.7
Value:20.9;Growth:16.3;Quality:15.0;Size:18.5;Momentum:16.7;LowVol:12.7
TSLA:19.0;VNQ:28.6;GLD:9.3;TLT:17.8;VOO:13.3;BRK.B:12.0
1.8
119
8.6
Bull
11.6
4.1
3.4
107
107
72:132
90
0.0192
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
18
-34
2
null
BrokerC
LMT
92
3
5
8
23
-8
24
null
null
Normal monitoring
113
2.4
null
5
Tax-aware sells next window
E9775
P8535
2025-12-02
401k
USD
959,804
5.5
1
38.4
Materials:29.6;Comm:17.0;Consumer:25.2;Industrials:28.2
Value:9.5;Growth:20.1;Quality:23.8;Size:17.1;Momentum:10.2;LowVol:19.2
HYG:26.1;TSLA:35.2;GLD:38.6
2.1
186
11.2
Volatile
27.6
4.87
4.5
171
23
4:68
43
0.0092
false
true
ESGOnly;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
2
-8
5
null
BrokerA
MKT
98
4
9
14
62
11
-20
VAR>budget
Reduce
Risk above budget threshold
96
1
Approved
2
Tax-aware sells next window
E9776
P4063
2025-04-08
401k
USD
185,647
5.3
1
69.1
Industrials:22.6;Materials:24.4;Utilities:26.8;Energy:26.2
Value:9.4;Growth:14.0;Quality:18.5;Size:26.0;Momentum:22.6;LowVol:9.5
BND:29.6;QQQ:21.8;XLF:18.2;TSLA:11.0;GLD:19.5
2
113
13.7
Sideways
18.8
4.29
2.5
122
-3
-34:46
55
0.0188
false
false
MaxSector30%
null
null
Rebalance
Shift +1.0% bonds from equity
29
-8
11
null
BrokerA
MKT
94
5
12
11
-20
-7
28
null
null
Normal monitoring
135
2.9
null
5
Tighten stops on momentum names
E9777
P9629
2024-09-16
IRA
USD
1,136,450
5.7
1
47.5
Materials:25.0;Utilities:26.8;Health:32.4;RealEstate:15.9
Value:11.8;Growth:9.6;Quality:28.2;Size:20.1;Momentum:15.4;LowVol:14.8
MUB:6.9;TLT:12.0;HYG:22.9;AMZN:8.0;BND:28.0;IEF:22.2
2.5
149
17.9
Bull
14.1
4.27
2.6
98
100
76:136
100
0.0047
false
false
ESGOnly;MaxSector25%
null
null
Buy
Add core equity +1.0% from cash
34
-12
1
null
BrokerC
LMT
96
8
16
29
14
-60
18
null
null
Normal monitoring
116
2.1
Approved
4
Increase defensive factor exposure
E9778
P0050
2024-09-02
IRA
USD
939,163
4.2
1
37.6
Materials:41.8;Industrials:23.1;Financials:18.8;Tech:16.2
Value:24.9;Growth:9.3;Quality:19.2;Size:15.9;Momentum:13.0;LowVol:17.7
VOO:37.0;HYG:33.0;VTI:30.0
3.1
183
18.4
Sideways
15.5
3.56
3.3
137
-9
-39:35
58
0.0089
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-7
-38
4
null
BrokerA
MKT
89
3
2
36
94
-56
0
RegimeShift
Reduce
Volatility spike and breadth deterioration
188
2
Rejected
2
Increase defensive factor exposure
E9779
P3730
2024-10-07
Trust
USD
708,800
12
1
43.4
Industrials:41.8;Materials:26.9;RealEstate:31.4
Value:22.3;Growth:13.3;Quality:12.4;Size:19.1;Momentum:23.6;LowVol:9.3
HYG:34.1;BND:39.7;XLF:26.2
1.1
109
10.6
Volatile
21.7
5.38
2.3
174
30
19:64
51
0.0096
false
false
NoMargin
null
null
Buy
Add core equity +1.0% from cash
19
-20
7
null
BrokerC
LMT
99
1
0
28
97
-6
20
null
null
Normal monitoring
187
3.3
Approved
3
Within IPS guidelines
E9780
P0744
2025-03-27
Trust
USD
1,733,693
4.4
1
64.7
Health:27.3;Industrials:38.9;RealEstate:33.8
Value:24.7;Growth:10.8;Quality:22.5;Size:11.0;Momentum:16.3;LowVol:14.6
AMZN:9.0;IEF:33.0;XLF:16.6;AAPL:28.7;BND:12.8
3.9
217
13.6
Bull
17.2
3.68
2.4
117
84
68:105
96
0.0079
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
28
-16
6
null
BrokerD
MKT
95
9
12
69
32
-39
9
RegimeShift
Reduce
Volatility spike and breadth deterioration
180
2.8
Approved
2
Within IPS guidelines
E9781
P8205
2025-11-16
IRA
USD
545,055
17.3
1
37
Materials:42.4;RealEstate:30.5;Consumer:27.1
Value:17.1;Growth:23.0;Quality:21.9;Size:11.5;Momentum:11.9;LowVol:14.6
HYG:33.4;VNQ:13.5;GLD:36.0;BND:17.0
1.9
122
7.5
Bull
17.1
3.72
2.7
105
6
-21:30
61
0.0162
false
false
MaxPos8%;NoMargin
null
null
Sell
Trim extended winner -1.0%
33
1
9
null
BrokerB
LMT
98
2
2
22
63
11
-22
null
null
Normal monitoring
130
2.7
null
3
Tax-aware sells next window
E9782
P4477
2024-10-19
Roth
USD
2,222,905
7.4
1
62.8
RealEstate:18.2;Financials:29.2;Health:28.5;Utilities:24.0
Value:25.8;Growth:11.9;Quality:8.7;Size:20.1;Momentum:20.1;LowVol:13.2
BND:40.6;TLT:20.7;TSLA:38.7
3.2
168
13.9
Volatile
26.1
3.5
3
114
43
14:86
70
0.0078
false
false
MaxPos5%
null
VarNear
Sell
Trim extended winner -1.0%
28
6
11
null
BrokerD
VWAP
97
10
10
19
149
-35
18
null
null
Normal monitoring
128
2.2
Approved
3
Tighten stops on momentum names
E9783
P5099
2025-05-07
IRA
USD
2,326,842
6.8
1.18
52.7
Health:33.2;Utilities:29.5;Materials:20.2;Energy:17.2
Value:22.6;Growth:19.9;Quality:12.1;Size:9.8;Momentum:15.7;LowVol:19.9
MSFT:44.4;IEF:22.1;QQQ:33.6
1.8
148
12.4
Bull
11.9
4.4
2.9
83
12
-6:33
71
0.0138
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
16
9
9
Delta:-0.2;Vega:0.05
BrokerC
VWAP
96
7
4
62
150
7
-15
null
null
Normal monitoring
94
1.3
null
4
Within IPS guidelines
E9784
P7076
2024-09-09
IRA
USD
804,228
10.8
1
41.1
Health:18.1;Tech:13.3;Energy:26.7;Comm:31.4;RealEstate:10.4
Value:13.9;Growth:28.6;Quality:12.6;Size:12.6;Momentum:21.0;LowVol:11.5
GLD:21.7;TLT:23.2;MSFT:28.2;XLF:26.8
4.1
102
9.7
Bear
24.4
3.71
1.1
218
-2
-17:46
33
0.0041
false
false
MaxSector25%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-11
-24
5
null
BrokerD
VWAP
90
11
13
0
54
-31
12
null
null
Normal monitoring
204
1.2
null
5
Within IPS guidelines
E9785
P1424
2025-06-02
Roth
USD
753,523
7.3
1
49.8
Energy:22.4;Financials:15.6;Comm:19.7;Consumer:17.1;Tech:25.1
Value:15.5;Growth:16.6;Quality:20.9;Size:18.1;Momentum:20.4;LowVol:8.5
MSFT:30.0;BND:26.4;BRK.B:30.3;VOO:13.2
3
157
13.3
Bull
17.8
4.88
3.5
90
28
-10:77
48
0.0174
false
false
MaxSector30%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
5
-20
12
null
BrokerC
LMT
98
1
5
5
121
-58
18
null
null
Normal monitoring
186
2.6
Approved
4
Increase defensive factor exposure
E9786
P3910
2025-03-03
401k
USD
733,340
8.2
1
65.3
Consumer:23.1;Health:40.2;Comm:36.7
Value:24.0;Growth:18.7;Quality:13.6;Size:16.2;Momentum:11.1;LowVol:16.5
MSFT:41.2;QQQ:25.2;TLT:33.6
2.5
170
10.8
Sideways
18.4
4.16
3.4
91
19
-9:53
47
0.0174
false
false
MaxPos8%;NoMargin
null
VarNear
NoAction
Within policy bands; defer
-14
14
7
null
BrokerC
LMT
0
0
0
-9
100
16
-8
null
null
Normal monitoring
205
2
Approved
3
Monitor dispersion and breadth
E9787
P4783
2025-06-03
IRA
USD
501,314
9.8
1
36.6
Health:19.3;Energy:18.9;Comm:29.4;Consumer:23.1;Financials:9.2
Value:18.7;Growth:11.0;Quality:8.0;Size:13.8;Momentum:24.3;LowVol:24.2
TSLA:6.4;AAPL:19.0;VTI:17.5;VNQ:18.9;IEF:18.0;VOO:20.2
2.5
224
12.6
Bull
17.8
4.33
3.3
118
101
90:119
100
0.0072
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
3
-25
11
null
BrokerA
MKT
90
12
18
49
17
-15
17
VAR>budget
Hedge
Risk above budget threshold
108
3.3
null
5
Increase defensive factor exposure
E9788
P9132
2025-07-22
Roth
USD
1,881,746
9.1
1
66.5
Comm:28.7;Consumer:25.0;Utilities:14.2;Materials:10.9;Health:21.2
Value:9.0;Growth:19.4;Quality:10.9;Size:20.8;Momentum:27.8;LowVol:12.2
HYG:11.1;IEF:32.4;XLF:34.3;TLT:22.3
5.9
157
18.1
Bull
15
4.98
3.3
92
57
41:86
77
0.0112
false
false
MaxPos6%;MaxSector30%
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
10
-32
9
null
BrokerC
MKT
100
12
20
66
174
20
9
null
null
Normal monitoring
198
2.8
Approved
4
Within IPS guidelines
E9789
P1203
2025-05-26
Trust
USD
1,733,426
6.3
1
59.2
Energy:24.3;Industrials:18.2;Health:29.5;Comm:28.0
Value:11.6;Growth:17.4;Quality:21.2;Size:17.3;Momentum:15.8;LowVol:16.7
AAPL:31.5;MUB:28.2;QQQ:40.3
5.3
150
18.5
Volatile
20
4.58
2.2
130
-16
-50:37
51
0.0053
false
false
MaxSector25%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-5
-5
9
null
BrokerD
MKT
96
3
8
-18
68
-4
24
null
null
Normal monitoring
219
3
null
5
Within IPS guidelines
E9790
P2322
2025-04-29
IRA
USD
315,634
9.5
1
41.9
Health:33.3;RealEstate:29.7;Consumer:37.0
Value:16.0;Growth:15.4;Quality:20.9;Size:18.5;Momentum:9.2;LowVol:20.1
BRK.B:29.9;VNQ:36.0;AMZN:15.2;MUB:18.9
1.3
102
9.2
Volatile
25.7
3.58
3.9
150
-21
-61:21
27
0.0038
false
false
MaxPos8%;MaxSector30%
null
null
Sell
Trim extended winner -1.0%
31
-5
2
null
BrokerB
MKT
96
11
16
97
95
-13
31
null
null
Normal monitoring
114
3.6
Approved
5
Monitor dispersion and breadth
E9791
P8046
2025-09-05
IRA
USD
445,572
17
1
48.3
Utilities:15.3;Industrials:19.3;Materials:29.9;Consumer:35.5
Value:13.5;Growth:22.5;Quality:18.9;Size:11.1;Momentum:9.1;LowVol:25.0
XLF:34.6;TLT:22.0;MSFT:29.5;VOO:13.8
3.5
167
8.2
Bear
34.5
3.11
1.7
192
31
-3:86
47
0.0146
false
false
MaxSector25%;NoMargin
null
VarNear
Sell
Trim extended winner -1.0%
-10
-21
6
null
BrokerA
VWAP
91
11
14
-48
55
8
-2
null
null
Normal monitoring
163
2.9
Approved
3
Monitor dispersion and breadth
E9792
P8343
2025-03-23
Roth
USD
389,114
7.1
1
57.2
Materials:13.5;Tech:13.9;Comm:37.8;RealEstate:34.8
Value:23.6;Growth:9.1;Quality:25.8;Size:11.3;Momentum:19.7;LowVol:10.6
VTI:25.6;VNQ:19.2;HYG:6.6;MSFT:26.4;TSLA:11.9;MUB:10.4
1.4
109
11.7
Bear
29.3
4.43
1
166
-90
-116:-65
13
0.0198
false
false
MaxPos6%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
6
-20
10
null
BrokerB
MKT
98
2
8
-23
6
-52
-12
null
null
Normal monitoring
152
3.2
null
5
Tax-aware sells next window
E9793
P6977
2025-11-19
IRA
USD
1,408,953
6.1
1
52.2
Tech:26.3;Financials:19.5;Energy:13.2;Materials:24.2;Industrials:16.7
Value:11.5;Growth:19.9;Quality:11.0;Size:15.3;Momentum:25.1;LowVol:17.3
AMZN:13.0;HYG:12.7;XLF:14.6;MUB:22.0;VNQ:18.0;VTI:19.7
6.3
192
18.6
Volatile
26.6
5.39
2.6
180
46
17:74
73
0.0044
true
false
ESGOnly;MaxPos6%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
29
-32
6
null
BrokerB
LMT
94
10
18
9
4
-55
-4
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
131
1.4
null
4
Tighten stops on momentum names
E9794
P5016
2024-11-19
Taxable
USD
389,926
11.3
1
38.7
Health:31.6;Tech:23.6;Materials:27.7;Utilities:17.1
Value:19.3;Growth:23.5;Quality:9.9;Size:15.4;Momentum:21.3;LowVol:10.7
VOO:9.0;QQQ:39.0;AMZN:25.9;AAPL:11.8;BRK.B:14.2
2.8
117
7.8
Sideways
16.4
4.85
3.2
111
-13
-44:32
43
0.0181
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
-5
8
4
null
BrokerC
VWAP
97
12
9
83
70
-51
1
null
null
Normal monitoring
113
3.1
null
4
Increase defensive factor exposure
E9795
P5708
2025-11-17
IRA
USD
2,170,216
6.8
1
44.4
Materials:35.3;Comm:17.5;Health:47.2
Value:19.5;Growth:18.2;Quality:15.0;Size:13.8;Momentum:20.9;LowVol:12.6
BRK.B:24.7;MUB:8.9;QQQ:21.1;BND:18.0;AMZN:27.3
5
227
21.8
Bull
12
4.49
3.1
74
41
26:83
74
0.0144
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
9
-27
6
Delta:-0.15;Vega:0.06
BrokerA
VWAP
89
1
0
93
177
-41
-5
VAR>budget
Hedge
Risk above budget threshold
208
1.3
Approved
5
Tax-aware sells next window
E9796
P8651
2024-10-04
Taxable
USD
1,019,777
5.6
1
64.2
Utilities:15.7;Consumer:20.5;Comm:14.1;Materials:27.5;Energy:22.1
Value:9.8;Growth:21.2;Quality:23.8;Size:12.2;Momentum:12.1;LowVol:20.9
VTI:18.5;QQQ:17.6;AMZN:17.5;AAPL:14.7;GLD:21.1;VOO:10.6
3.5
247
21.6
Bull
11.7
4.78
3.2
118
48
20:68
58
0.0166
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
30
-37
5
null
BrokerD
MKT
89
10
12
-24
30
0
-6
VAR>budget
Hedge
Risk above budget threshold
191
1.7
null
5
Within IPS guidelines
E9797
P8127
2024-09-19
Trust
USD
1,731,496
8.9
1
43.3
Financials:28.6;Tech:41.1;Materials:30.3
Value:29.2;Growth:10.3;Quality:9.4;Size:23.4;Momentum:12.7;LowVol:14.9
MSFT:15.9;BRK.B:23.8;HYG:33.5;VOO:9.0;MUB:17.7
3.5
135
13.3
Bull
16.4
4.84
3.2
106
118
102:134
97
0.0148
false
false
MaxSector35%
null
null
Rebalance
Shift +1.0% bonds from equity
-7
12
8
null
BrokerB
LMT
92
8
15
114
87
-37
23
null
null
Normal monitoring
180
4
null
5
Monitor dispersion and breadth
E9798
P6685
2025-09-30
401k
USD
374,171
9.1
1
74.3
Tech:20.3;Financials:17.0;Utilities:26.1;Industrials:25.6;Materials:11.0
Value:17.9;Growth:13.4;Quality:18.1;Size:18.2;Momentum:19.2;LowVol:13.2
AMZN:33.1;TLT:20.2;GLD:15.8;BND:21.1;MUB:9.8
4
141
11
Bull
14.3
4.27
3
114
81
68:121
84
0.0119
false
false
null
null
null
NoAction
Within policy bands; defer
-11
-10
10
null
BrokerC
MKT
0
0
0
-38
5
-5
-16
null
null
Normal monitoring
106
1.3
Approved
3
Within IPS guidelines
E9799
P2268
2025-01-10
Roth
USD
966,643
6.4
1
50
Materials:30.0;Tech:20.1;Comm:34.2;Consumer:15.7
Value:16.7;Growth:19.0;Quality:19.1;Size:7.4;Momentum:19.0;LowVol:18.8
MSFT:29.9;MUB:19.6;QQQ:24.9;IEF:25.7
6.9
223
27.6
Volatile
24.1
5.22
3.5
132
31
16:54
49
0.0165
true
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-31
11
null
BrokerB
LMT
96
6
14
74
168
-49
-17
Drift>tolerance
Hedge
Allocation drift beyond policy bands
184
1.4
null
2
Increase defensive factor exposure
E9800
P0826
2025-12-07
Trust
USD
395,770
8.2
1
63.1
Comm:22.3;Materials:32.1;Consumer:23.0;Energy:22.6
Value:24.1;Growth:11.4;Quality:11.3;Size:19.6;Momentum:21.5;LowVol:12.1
MSFT:32.9;VTI:26.6;VOO:29.7;TSLA:10.8
5.2
269
18.8
Bear
27.9
3.54
2.5
212
-80
-92:-50
27
0.011
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-8
-29
8
null
BrokerA
MKT
95
4
1
43
58
-7
35
RegimeShift
Pause
Volatility spike and breadth deterioration
95
1.8
Approved
5
Within IPS guidelines