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
E9801
P3641
2024-12-06
401k
USD
1,708,390
8.8
1.12
36
Industrials:24.3;Energy:19.0;Comm:24.9;Financials:31.8
Value:19.1;Growth:23.6;Quality:8.9;Size:19.7;Momentum:10.7;LowVol:17.9
GLD:34.6;MSFT:44.4;BRK.B:20.9
3
194
15.7
Bear
33.1
4.12
1.3
220
32
-4:75
73
0.0167
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
11
-12
4
null
BrokerB
LMT
93
2
7
-33
-6
-24
-25
null
null
Normal monitoring
100
2.5
Approved
5
Tax-aware sells next window
E9802
P7093
2025-11-16
Taxable
USD
1,284,731
4.4
1.18
48.6
Energy:16.4;Consumer:49.3;Health:18.9;Comm:15.5
Value:17.6;Growth:14.5;Quality:17.0;Size:11.7;Momentum:22.4;LowVol:16.8
QQQ:27.3;GLD:47.1;VOO:25.6
4
177
19
Bull
13.8
4.73
2.9
93
27
16:73
69
0.0181
false
false
MaxPos5%
null
null
NoAction
Within policy bands; defer
-11
7
3
null
BrokerD
VWAP
0
0
0
3
-3
-31
-23
null
null
Normal monitoring
151
2.6
null
4
Within IPS guidelines
E9803
P0085
2025-02-09
401k
USD
743,922
5.4
1
53.7
RealEstate:26.6;Industrials:18.3;Comm:13.5;Materials:26.5;Health:15.1
Value:13.8;Growth:18.4;Quality:10.9;Size:17.8;Momentum:18.4;LowVol:20.9
VTI:42.7;TLT:25.0;HYG:32.3
4.8
178
25.1
Bear
25.7
4.4
2.6
201
-60
-93:-12
28
0.0039
false
false
ESGOnly;MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
12
4
10
null
BrokerA
LMT
88
10
9
36
7
5
-22
null
null
Normal monitoring
101
3.7
null
3
Monitor dispersion and breadth
E9804
P6566
2025-06-08
IRA
USD
280,199
11.9
1
40.2
RealEstate:28.0;Energy:27.4;Industrials:20.1;Comm:24.5
Value:21.8;Growth:14.0;Quality:16.4;Size:9.8;Momentum:20.3;LowVol:17.7
XLF:25.0;AMZN:7.6;MSFT:8.2;QQQ:13.4;BND:20.5;IEF:25.3
1.3
140
7.2
Sideways
14.6
3.66
3.4
106
25
13:61
66
0.0167
false
false
ESGOnly;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-10
-23
4
null
BrokerA
VWAP
89
8
11
61
145
-32
-16
null
null
Normal monitoring
166
3.4
Approved
4
Tighten stops on momentum names
E9805
P7301
2025-04-21
Trust
USD
1,932,965
8.7
1.12
70.3
RealEstate:14.9;Utilities:11.5;Consumer:30.9;Materials:16.6;Tech:26.1
Value:19.1;Growth:22.9;Quality:16.6;Size:16.4;Momentum:11.0;LowVol:14.1
MSFT:23.6;MUB:22.1;QQQ:54.2
3.1
149
14.6
Volatile
25.1
4.74
2.2
122
-43
-60:-3
21
0.0034
false
false
null
null
null
NoAction
Within policy bands; defer
14
2
11
null
BrokerA
MKT
0
0
0
-54
-89
11
-23
null
null
Normal monitoring
205
1.9
null
5
Monitor dispersion and breadth
E9806
P9544
2024-09-05
IRA
USD
787,871
12.3
1
63.5
Comm:22.8;Materials:37.1;Industrials:25.7;Energy:14.5
Value:20.4;Growth:18.8;Quality:13.7;Size:8.9;Momentum:19.0;LowVol:19.3
VNQ:42.9;IEF:37.6;VOO:19.5
2.1
136
10.3
Bull
12.6
3.9
3.5
80
18
-13:58
63
0.0085
false
false
MaxSector30%
null
null
Sell
Trim extended winner -1.0%
35
-7
2
null
BrokerC
LMT
91
5
4
45
161
-16
15
null
null
Normal monitoring
123
1.7
Approved
5
Increase defensive factor exposure
E9807
P9180
2024-07-30
Taxable
USD
1,505,079
7.9
1
49.3
Health:16.2;Utilities:25.9;Consumer:31.9;Industrials:26.0
Value:14.0;Growth:14.3;Quality:12.7;Size:20.3;Momentum:13.7;LowVol:25.0
MUB:34.1;TSLA:10.0;IEF:19.0;GLD:36.9
6
173
14.8
Volatile
21.4
5.49
3.1
133
-19
-47:28
48
0.0146
false
true
null
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
-7
9
5
null
BrokerD
LMT
96
8
11
42
115
-57
-7
RegimeShift
Reduce
Volatility spike and breadth deterioration
140
2.2
null
5
Monitor dispersion and breadth
E9808
P2495
2025-02-11
Trust
USD
1,274,425
4.2
1
57.8
RealEstate:45.1;Comm:38.6;Financials:16.3
Value:22.8;Growth:8.9;Quality:11.1;Size:8.4;Momentum:24.4;LowVol:24.3
IEF:11.1;AAPL:22.8;VTI:20.7;MSFT:26.9;XLF:18.6
2.3
272
15.5
Bull
14.6
4.14
2.9
110
20
4:51
62
0.0144
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
12
5
12
Delta:-0.22;Vega:0.06
BrokerD
MKT
88
9
7
46
164
11
-20
VAR>budget
TightenStops
Risk above budget threshold
146
1.6
null
3
Tighten stops on momentum names
E9809
P1738
2024-10-02
IRA
USD
1,169,670
5.8
1
41.2
Industrials:18.4;Health:34.2;Materials:16.4;RealEstate:31.0
Value:23.9;Growth:17.5;Quality:18.1;Size:8.3;Momentum:10.0;LowVol:22.3
MSFT:21.8;AMZN:60.4;TLT:17.8
2.3
228
11.7
Bear
27.6
3.73
1.9
139
26
8:53
59
0.0078
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
27
-17
8
null
BrokerC
MKT
90
3
3
44
76
-1
25
VAR>budget
Reduce
Risk above budget threshold
179
2
SuggestedEdits
3
Tighten stops on momentum names
E9810
P6823
2024-08-24
Trust
USD
658,599
8.3
1
54.2
Financials:26.1;Materials:19.4;Industrials:15.1;Comm:22.3;RealEstate:17.1
Value:21.5;Growth:6.5;Quality:21.1;Size:21.8;Momentum:11.3;LowVol:17.8
GLD:14.1;MSFT:19.2;AAPL:15.8;VNQ:13.8;BRK.B:20.9;AMZN:16.2
3.4
169
10.5
Bull
12
4.03
2.2
94
112
100:164
100
0.0041
false
false
MaxPos7%;MaxSector35%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
6
2
null
BrokerC
LMT
91
7
15
73
179
-17
20
null
null
Normal monitoring
98
2.9
Approved
5
Tax-aware sells next window
E9811
P5260
2024-07-09
IRA
USD
1,578,990
8
1
55.3
Materials:23.9;Health:41.3;Energy:34.8
Value:17.4;Growth:11.4;Quality:22.3;Size:13.4;Momentum:12.0;LowVol:23.4
IEF:38.4;GLD:31.5;XLF:30.1
4
175
25.5
Bull
11.8
4.32
2.2
106
85
73:110
96
0.0098
false
false
ESGOnly
null
null
Rebalance
Shift +1.0% bonds from equity
14
15
4
null
BrokerB
MKT
89
7
15
-1
91
-29
1
null
null
Normal monitoring
96
2.6
null
4
Monitor dispersion and breadth
E9812
P5219
2025-03-05
Trust
USD
389,798
11.8
1
66.7
RealEstate:27.2;Consumer:25.2;Comm:32.2;Industrials:15.5
Value:9.5;Growth:17.3;Quality:13.9;Size:22.3;Momentum:19.3;LowVol:17.6
BRK.B:26.4;GLD:20.6;VOO:21.5;QQQ:16.2;HYG:15.2
3.9
120
14.4
Volatile
21.3
4.92
3.4
173
80
41:132
100
0.0093
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
31
-20
10
null
BrokerB
MKT
94
8
14
-9
-9
-29
18
null
null
Normal monitoring
149
2.9
Approved
4
Tighten stops on momentum names
E9813
P8902
2025-06-28
401k
USD
1,364,782
6
1.15
70.1
Comm:19.4;Energy:13.3;Industrials:27.7;Consumer:13.5;Tech:26.2
Value:11.3;Growth:15.4;Quality:12.3;Size:25.4;Momentum:10.1;LowVol:25.5
MUB:18.0;XLF:15.1;BND:7.2;VNQ:24.5;IEF:17.0;BRK.B:18.2
3.8
189
12.4
Volatile
32
4.86
2.4
176
13
-1:67
62
0.0174
false
true
ESGOnly;MaxPos5%;MaxSector25%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
32
-15
3
null
BrokerD
LMT
95
9
10
37
40
-22
28
RegimeShift
Hedge
Volatility spike and breadth deterioration
219
2.9
Approved
3
Monitor dispersion and breadth
E9814
P3204
2024-09-04
IRA
USD
2,027,431
6.4
1
63.9
Consumer:17.6;Industrials:23.6;Comm:27.4;Materials:31.4
Value:16.6;Growth:14.1;Quality:21.8;Size:8.5;Momentum:17.2;LowVol:21.9
MSFT:18.4;VOO:27.3;BRK.B:26.7;TSLA:7.1;MUB:20.6
2.4
189
12.7
Bull
17.2
4.14
2.8
71
38
25:90
61
0.0153
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
22
-6
9
null
BrokerC
VWAP
95
3
7
88
165
14
-2
RegimeShift
Reduce
Volatility spike and breadth deterioration
167
0.9
SuggestedEdits
5
Monitor dispersion and breadth
E9815
P4069
2024-09-02
IRA
USD
1,506,896
6.4
1.21
73.7
Consumer:32.4;Utilities:35.0;Financials:32.6
Value:8.4;Growth:21.2;Quality:22.5;Size:10.9;Momentum:14.6;LowVol:22.5
XLF:23.8;TLT:20.5;AAPL:12.7;VTI:17.4;BRK.B:25.5
1.6
172
12.1
Sideways
16.1
4.89
3.3
125
2
-36:55
45
0.007
false
true
MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-15
8
8
null
BrokerD
LMT
92
1
8
29
30
-23
8
RegimeShift
Hedge
Volatility spike and breadth deterioration
167
1.1
null
3
Tighten stops on momentum names
E9816
P8996
2024-07-20
IRA
USD
676,185
13.8
1
36.5
Energy:40.9;Industrials:35.8;Health:23.3
Value:20.8;Growth:15.7;Quality:22.0;Size:16.9;Momentum:12.3;LowVol:12.2
QQQ:20.0;BRK.B:13.2;AAPL:16.8;IEF:16.3;VTI:8.0;MSFT:25.7
4.1
94
15.8
Bull
11.3
3.91
2.5
102
90
64:127
86
0.0036
false
false
MaxPos6%
null
DriftNear
Buy
Add core equity +1.0% from cash
34
-4
11
null
BrokerB
VWAP
100
12
19
24
76
15
0
null
null
Normal monitoring
213
3
Approved
4
Within IPS guidelines
E9817
P9489
2025-05-25
Roth
USD
461,794
8.8
1
54.9
Tech:17.9;Financials:17.2;Materials:18.2;Energy:21.1;Industrials:25.5
Value:24.8;Growth:12.1;Quality:9.1;Size:10.5;Momentum:24.4;LowVol:19.2
AAPL:12.0;TLT:11.2;BND:11.9;BRK.B:52.3;MSFT:12.6
3.6
103
7.6
Sideways
15.3
4.05
2.7
103
49
15:95
84
0.0182
false
false
MaxPos8%;MaxSector25%;NoMargin
null
null
Sell
Trim extended winner -1.0%
-15
-36
8
null
BrokerB
MKT
93
1
2
110
207
-15
14
null
null
Normal monitoring
156
2.5
Approved
3
Within IPS guidelines
E9818
P7990
2025-09-11
Taxable
USD
660,026
14.4
1
52.4
Health:40.7;Utilities:29.0;Tech:30.3
Value:9.4;Growth:23.2;Quality:17.1;Size:14.2;Momentum:19.9;LowVol:16.2
MUB:11.9;TLT:20.7;IEF:19.1;MSFT:12.5;BRK.B:16.2;AAPL:19.6
4.1
111
13.3
Sideways
16.8
3.88
2
134
58
26:101
86
0.0133
false
false
MaxPos8%
null
DriftNear
Hedge
Buy index puts 1.0% notional, 30d
3
-19
10
Delta:-0.06;Vega:0.04
BrokerC
VWAP
94
1
0
-15
104
-46
-8
null
null
Normal monitoring
123
1.4
Approved
4
Increase defensive factor exposure
E9819
P3301
2024-10-25
IRA
USD
781,324
14
1
54.9
Utilities:25.8;Financials:12.2;Health:16.5;Comm:22.6;RealEstate:22.9
Value:13.0;Growth:21.9;Quality:13.0;Size:20.9;Momentum:9.4;LowVol:21.8
MSFT:27.0;VNQ:29.7;AMZN:15.8;XLF:27.5
3.3
133
14.9
Sideways
14.6
4.47
2.1
138
-28
-67:-7
20
0.0034
false
false
MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
23
-5
8
null
BrokerB
LMT
93
7
13
104
72
-29
9
null
null
Normal monitoring
129
3.7
Approved
3
Within IPS guidelines
E9820
P6897
2024-08-19
401k
USD
264,758
13.4
1
55.8
Tech:31.9;Energy:26.8;RealEstate:11.9;Comm:29.3
Value:18.5;Growth:27.4;Quality:14.1;Size:13.2;Momentum:15.4;LowVol:11.5
VNQ:16.6;GLD:17.3;BRK.B:12.5;MUB:21.8;BND:6.9;QQQ:24.9
3.7
146
9.1
Bull
11.3
3.85
2.9
99
13
-18:50
67
0.0067
false
false
ESGOnly;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
11
-15
8
null
BrokerD
LMT
90
7
10
63
27
9
1
null
null
Normal monitoring
114
1.1
Approved
5
Monitor dispersion and breadth
E9821
P8265
2025-10-01
Roth
USD
726,410
7.9
1
36.6
RealEstate:25.6;Tech:26.3;Materials:15.8;Comm:32.3
Value:20.8;Growth:7.9;Quality:17.5;Size:21.7;Momentum:22.1;LowVol:9.9
IEF:19.7;TSLA:11.7;GLD:10.7;VOO:13.6;MUB:22.4;VTI:21.8
2.2
125
7.4
Bear
30.9
3.84
2.4
135
1
-36:56
42
0.0154
false
false
ESGOnly;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
7
-37
9
null
BrokerC
LMT
95
10
11
-4
-8
-52
-10
null
null
Normal monitoring
114
1.1
Approved
3
Monitor dispersion and breadth
E9822
P0437
2025-07-17
Trust
USD
1,955,977
6.6
1
56.8
Energy:42.5;Utilities:22.4;Materials:35.2
Value:12.6;Growth:22.4;Quality:10.3;Size:14.6;Momentum:9.9;LowVol:30.1
MSFT:19.2;VTI:30.6;MUB:15.4;BRK.B:17.7;QQQ:17.0
3.8
189
20.5
Bear
26.3
3.72
1.4
157
-61
-91:-10
9
0.0194
false
true
MaxSector35%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
21
-4
6
null
BrokerB
LMT
93
6
6
15
37
-36
31
VAR>budget
Hedge
Risk above budget threshold
165
1.6
null
4
Monitor dispersion and breadth
E9823
P0351
2025-08-01
IRA
USD
1,733,983
8
1
63.1
Consumer:37.1;Materials:18.1;Financials:13.4;Tech:31.4
Value:11.5;Growth:17.1;Quality:22.0;Size:10.9;Momentum:17.7;LowVol:20.7
TSLA:18.6;XLF:60.2;AMZN:21.2
4.1
209
20.7
Bull
13.9
4.05
2.9
102
11
-17:31
57
0.011
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
19
-10
5
null
BrokerB
MKT
99
3
1
106
105
-38
37
RegimeShift
Reduce
Volatility spike and breadth deterioration
145
2.1
null
2
Within IPS guidelines
E9824
P0078
2025-02-12
Taxable
USD
397,666
9
1
37.1
Utilities:18.2;Financials:25.5;Industrials:12.2;Energy:17.8;Comm:26.4
Value:17.7;Growth:10.2;Quality:7.9;Size:17.6;Momentum:22.8;LowVol:23.8
HYG:12.3;GLD:20.9;MUB:16.6;IEF:24.9;AAPL:25.3
3.6
100
10.7
Bear
33.8
3.15
2.2
130
-8
-45:7
52
0.0157
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
11
8
11
null
BrokerC
LMT
99
2
6
30
70
-23
-12
null
null
Normal monitoring
213
1.8
null
5
Tighten stops on momentum names
E9825
P5707
2025-12-22
Taxable
USD
1,794,370
5.2
1
57.4
Health:17.8;Comm:24.3;Utilities:24.5;Energy:33.4
Value:8.8;Growth:12.8;Quality:24.4;Size:19.5;Momentum:24.1;LowVol:10.4
VOO:27.3;XLF:31.0;VNQ:10.2;MUB:19.4;AAPL:12.2
3.1
225
23.7
Bull
14.6
4.42
3.5
81
83
48:133
81
0.0141
false
true
MaxPos7%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-7
-26
4
null
BrokerC
VWAP
100
8
6
-28
27
17
3
RegimeShift
Reduce
Volatility spike and breadth deterioration
101
2.4
null
5
Tax-aware sells next window
E9826
P8612
2024-07-05
Trust
USD
404,600
9.9
1
57.2
Materials:25.5;Consumer:30.3;Comm:12.8;Health:18.5;RealEstate:12.9
Value:8.2;Growth:17.1;Quality:19.3;Size:22.8;Momentum:21.4;LowVol:11.1
AAPL:15.9;HYG:27.8;XLF:30.3;QQQ:26.1
4.9
141
13.7
Volatile
26.4
3.96
3.2
165
-31
-43:-3
34
0.0115
false
false
ESGOnly;MaxSector30%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
7
11
8
null
BrokerB
LMT
97
3
1
-8
123
-47
2
null
null
Normal monitoring
143
2.5
Approved
4
Increase defensive factor exposure
E9827
P1510
2024-12-06
401k
USD
691,874
6.2
1
50.5
Comm:24.3;Consumer:23.8;Energy:8.6;Utilities:22.5;RealEstate:20.8
Value:10.6;Growth:18.9;Quality:25.9;Size:15.0;Momentum:19.8;LowVol:9.8
BRK.B:30.1;VNQ:9.0;TSLA:32.4;BND:28.5
2.8
133
10.9
Sideways
19.4
3.62
2.3
102
3
-19:46
54
0.0144
false
false
MaxPos5%;MaxSector25%
null
null
Hedge
Buy index puts 1.0% notional, 30d
6
-21
5
Delta:-0.14;Vega:0.05
BrokerB
LMT
98
7
14
-23
43
-45
-19
null
null
Normal monitoring
220
2.2
Approved
5
Within IPS guidelines
E9828
P5853
2024-09-20
401k
USD
341,123
6.3
1
67.1
Tech:9.7;Comm:25.4;Financials:27.3;Consumer:21.6;Energy:16.1
Value:10.6;Growth:18.3;Quality:15.7;Size:22.4;Momentum:22.4;LowVol:10.6
IEF:36.4;VOO:26.4;GLD:15.3;BND:21.8
1.5
155
7.4
Volatile
28.9
4.62
3.3
140
2
-26:28
62
0.015
false
false
MaxSector35%
null
VarNear
Buy
Add core equity +1.0% from cash
6
-29
12
null
BrokerB
MKT
97
2
2
-12
-15
-14
21
null
null
Normal monitoring
195
3.4
Approved
3
Within IPS guidelines
E9829
P1929
2025-03-27
IRA
USD
1,323,715
9.8
1
66.9
Materials:17.3;RealEstate:31.7;Financials:30.8;Consumer:20.2
Value:7.4;Growth:18.2;Quality:21.6;Size:22.7;Momentum:16.7;LowVol:13.4
HYG:32.9;BND:17.7;AAPL:32.9;MSFT:16.6
5.5
121
10.3
Bear
30.3
3.82
2.9
176
-76
-88:-60
22
0.0095
false
false
MaxPos6%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
-11
4
11
null
BrokerD
MKT
93
4
2
103
81
20
-1
null
null
Normal monitoring
144
2.6
null
4
Monitor dispersion and breadth
E9830
P4263
2024-07-30
Taxable
USD
1,245,219
6.5
1
64.9
Utilities:27.8;Health:42.1;Consumer:12.8;Comm:17.3
Value:16.8;Growth:14.2;Quality:18.1;Size:15.8;Momentum:16.6;LowVol:18.5
IEF:50.2;VNQ:13.6;VOO:16.4;QQQ:19.8
2
227
19.6
Sideways
14
4.08
3.3
121
55
29:89
90
0.013
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
31
-28
12
null
BrokerC
MKT
89
10
17
-48
-62
-42
-3
RegimeShift
Hedge
Volatility spike and breadth deterioration
201
3.1
Approved
2
Increase defensive factor exposure
E9831
P9000
2024-11-04
IRA
USD
2,438,759
7.2
1.12
52.8
Comm:14.6;Utilities:17.1;Health:20.0;Energy:23.6;Materials:24.8
Value:10.1;Growth:23.8;Quality:23.7;Size:12.0;Momentum:15.8;LowVol:14.6
MUB:16.2;AAPL:16.5;TLT:11.0;GLD:9.7;QQQ:35.7;BND:10.9
1.6
155
17.9
Volatile
26.3
5.49
2.2
134
56
32:85
68
0.0169
false
false
MaxSector25%
null
VarNear
Buy
Add core equity +1.0% from cash
-5
-34
7
null
BrokerA
LMT
93
9
13
115
134
-36
13
null
null
Normal monitoring
183
1.4
Approved
4
Tax-aware sells next window
E9832
P2037
2025-04-27
Taxable
USD
442,283
14.7
1
66.3
Materials:18.2;Industrials:28.8;Consumer:25.6;Utilities:13.4;Comm:13.9
Value:18.8;Growth:11.7;Quality:11.6;Size:20.3;Momentum:18.3;LowVol:19.3
TSLA:27.2;HYG:21.0;BRK.B:38.7;MSFT:13.0
1.5
92
13.8
Volatile
31.5
4.01
2.1
113
33
21:70
68
0.0031
false
false
MaxSector25%
null
null
Sell
Trim extended winner -1.0%
14
11
12
null
BrokerA
LMT
93
7
14
108
153
-34
-8
null
null
Normal monitoring
101
3.8
null
3
Within IPS guidelines
E9833
P3364
2025-03-09
401k
USD
396,961
7.9
1
52.8
Tech:21.0;RealEstate:21.5;Comm:20.5;Utilities:24.3;Industrials:12.7
Value:14.9;Growth:15.3;Quality:23.5;Size:20.2;Momentum:14.9;LowVol:11.2
BRK.B:18.0;GLD:18.8;XLF:26.4;TSLA:26.6;AAPL:10.1
4.7
149
7.3
Bear
32.9
3.73
1.4
148
-57
-95:-13
12
0.0101
false
false
MaxPos8%;NoMargin
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
4
-25
4
null
BrokerC
VWAP
94
4
7
39
105
-13
-23
null
null
Normal monitoring
145
1.9
Approved
4
Increase defensive factor exposure
E9834
P6337
2024-11-18
Roth
USD
1,310,984
5
1
57.3
Energy:28.2;Financials:15.9;Utilities:34.0;Comm:21.9
Value:22.1;Growth:13.4;Quality:7.6;Size:19.6;Momentum:18.4;LowVol:18.9
HYG:15.9;VTI:19.1;XLF:15.3;AAPL:11.1;BND:26.0;VNQ:12.6
2
213
16.8
Sideways
15.6
3.64
2.2
130
10
-11:64
63
0.005
false
true
ESGOnly;MaxPos6%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-7
-8
2
null
BrokerB
LMT
99
5
12
31
37
-17
-25
RegimeShift
Reduce
Volatility spike and breadth deterioration
163
1.5
null
2
Monitor dispersion and breadth
E9835
P5859
2025-04-06
Roth
USD
617,920
7.9
1
53.4
RealEstate:20.2;Materials:22.6;Tech:19.3;Energy:26.7;Health:11.3
Value:10.5;Growth:11.8;Quality:23.2;Size:23.3;Momentum:24.1;LowVol:7.2
AAPL:10.0;XLF:19.4;AMZN:6.8;BND:25.7;BRK.B:25.8;HYG:12.2
5
198
11.9
Volatile
23.4
3.95
2
147
41
5:73
84
0.0085
false
true
MaxPos5%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
0
-33
11
null
BrokerA
VWAP
96
8
12
31
164
-43
5
VAR>budget
TightenStops
Risk above budget threshold
90
1.5
Approved
5
Monitor dispersion and breadth
E9836
P5977
2025-07-15
401k
USD
193,764
6.7
1
41.5
Financials:18.7;Tech:41.0;RealEstate:40.4
Value:12.7;Growth:7.9;Quality:18.8;Size:22.5;Momentum:15.4;LowVol:22.8
IEF:20.9;BND:19.4;AMZN:29.5;VNQ:30.3
3
157
8
Bull
16.1
4.49
3.2
102
7
-20:58
67
0.0197
false
false
ESGOnly;MaxPos5%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
30
-15
2
Delta:-0.17;Vega:0.09
BrokerA
LMT
95
6
12
50
64
-32
-7
null
null
Normal monitoring
174
1.8
null
5
Tighten stops on momentum names
E9837
P8846
2025-08-20
401k
USD
532,547
7.3
1.09
57.9
Comm:14.6;Health:26.8;Utilities:11.0;Tech:18.5;Industrials:29.0
Value:17.8;Growth:8.6;Quality:22.1;Size:19.3;Momentum:14.1;LowVol:18.1
BND:23.8;HYG:15.4;MUB:28.8;XLF:21.9;AMZN:10.2
3.8
218
21.5
Bear
28
3.01
1.4
147
-72
-110:-21
30
0.004
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
12
-38
11
null
BrokerB
VWAP
92
10
8
32
160
-40
34
VAR>budget
Reduce
Risk above budget threshold
125
1.5
Approved
4
Tax-aware sells next window
E9838
P2666
2025-11-08
401k
USD
1,773,748
5.9
1
55.7
Industrials:30.4;Consumer:23.1;RealEstate:28.6;Financials:17.9
Value:22.8;Growth:8.1;Quality:19.0;Size:10.2;Momentum:20.8;LowVol:19.1
VNQ:35.1;QQQ:23.2;BND:41.7
4.5
177
17.9
Bull
15.2
4.28
3.2
95
105
88:130
89
0.0076
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
27
-22
6
null
BrokerD
LMT
99
5
10
34
89
1
-1
null
null
Normal monitoring
179
3.5
Approved
4
Within IPS guidelines
E9839
P1770
2024-10-14
Taxable
USD
757,838
5.1
1
42.2
Materials:50.0;Comm:16.4;Consumer:33.7
Value:20.3;Growth:21.4;Quality:11.4;Size:14.6;Momentum:10.2;LowVol:22.2
AMZN:22.7;MSFT:17.1;BND:28.9;TLT:31.3
6.8
264
16.3
Sideways
18.4
4.4
3.4
108
-8
-28:29
41
0.0062
true
true
MaxSector30%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
30
1
11
null
BrokerB
MKT
88
5
5
-27
-58
-33
-15
Drift>tolerance
Hedge
Allocation drift beyond policy bands
142
2
SuggestedEdits
4
Tighten stops on momentum names
E9840
P9799
2024-09-14
Trust
USD
687,316
13.1
1
72.8
Tech:17.9;Comm:41.6;Materials:40.5
Value:25.2;Growth:16.0;Quality:18.9;Size:19.8;Momentum:10.9;LowVol:9.1
IEF:54.0;MUB:15.5;XLF:30.6
2.5
122
14.4
Volatile
22.6
3.65
2.3
179
37
26:56
79
0.0138
false
false
MaxPos6%
null
null
Rebalance
Shift +1.0% bonds from equity
17
-31
10
null
BrokerC
LMT
97
12
16
28
44
-35
17
null
null
Normal monitoring
137
2.7
Approved
5
Increase defensive factor exposure
E9841
P8895
2025-03-11
401k
USD
526,531
6.7
1
61.3
Utilities:13.9;Health:12.4;Industrials:13.3;Tech:29.8;Financials:30.5
Value:20.2;Growth:28.3;Quality:14.2;Size:14.2;Momentum:11.1;LowVol:12.0
AMZN:22.1;BRK.B:10.9;GLD:20.9;HYG:21.7;IEF:24.5
2.7
128
8.4
Bear
26
4.46
1.9
203
-77
-90:-23
9
0.0073
false
false
null
null
null
Rebalance
Shift +1.0% bonds from equity
15
-20
4
null
BrokerB
LMT
89
7
15
61
146
12
34
null
null
Normal monitoring
136
2.5
null
4
Tighten stops on momentum names
E9842
P0866
2024-11-30
Taxable
USD
1,140,303
9
1
73.1
Tech:23.0;RealEstate:14.1;Utilities:19.9;Materials:13.7;Consumer:29.3
Value:15.3;Growth:13.0;Quality:13.4;Size:13.1;Momentum:21.8;LowVol:23.4
HYG:18.4;MUB:10.9;VTI:15.9;VOO:14.2;AMZN:11.3;AAPL:29.3
3.2
193
10.2
Bear
22.1
4.14
1.8
174
-69
-102:-36
5
0.0047
false
true
ESGOnly;MaxPos7%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
10
8
4
Delta:-0.24;Vega:0.02
BrokerA
MKT
90
10
7
-54
47
8
24
VAR>budget
Hedge
Risk above budget threshold
211
2.1
null
5
Monitor dispersion and breadth
E9843
P8621
2024-08-21
401k
USD
1,974,826
8.2
1
50.1
Energy:27.2;Health:17.1;Consumer:18.8;Comm:26.7;Utilities:10.1
Value:18.4;Growth:20.7;Quality:12.9;Size:13.7;Momentum:17.1;LowVol:17.2
HYG:21.3;VTI:27.3;VNQ:27.9;MSFT:23.6
5.9
222
18.1
Sideways
18.5
4.4
2.5
128
21
-11:48
63
0.0134
false
true
MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
28
-21
10
null
BrokerD
LMT
88
12
17
-48
22
10
29
VAR>budget
Reduce
Risk above budget threshold
168
1
Approved
3
Increase defensive factor exposure
E9844
P1086
2025-01-19
Trust
USD
1,875,769
8.7
1
58.6
Industrials:37.8;Consumer:13.6;Energy:11.2;Tech:18.5;Materials:18.9
Value:19.0;Growth:21.9;Quality:24.1;Size:16.6;Momentum:8.6;LowVol:9.7
IEF:18.3;AAPL:28.8;BRK.B:25.6;BND:17.4;VOO:9.9
3
214
12.5
Bear
31.2
3.58
2.1
215
-97
-122:-80
5
0.0079
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
12
-12
10
null
BrokerB
LMT
98
5
13
-26
60
-19
-24
RegimeShift
Reduce
Volatility spike and breadth deterioration
171
2.5
Approved
5
Tighten stops on momentum names
E9845
P9693
2025-04-19
IRA
USD
1,837,603
8.9
1
48
RealEstate:25.4;Health:22.3;Energy:28.0;Financials:24.3
Value:8.8;Growth:21.0;Quality:18.1;Size:11.4;Momentum:18.3;LowVol:22.5
MSFT:14.3;VTI:13.0;AAPL:35.5;BRK.B:15.9;XLF:21.4
5.5
139
18
Bull
12.9
4.41
2.8
112
90
75:117
93
0.0187
false
false
ESGOnly;MaxPos6%;MaxSector35%
null
DriftNear
Buy
Add core equity +1.0% from cash
16
-36
6
null
BrokerC
LMT
92
10
9
116
119
-2
7
null
null
Normal monitoring
133
3
Approved
3
Increase defensive factor exposure
E9846
P9637
2025-01-30
Roth
USD
1,874,658
7.9
1
63.1
Financials:43.2;Tech:14.9;Industrials:41.9
Value:20.1;Growth:19.2;Quality:16.7;Size:10.1;Momentum:14.0;LowVol:20.0
BRK.B:20.1;BND:8.3;MSFT:20.7;IEF:30.3;XLF:20.6
3.8
168
16.7
Bull
16.3
4.8
2.4
75
19
-8:35
56
0.0181
false
false
null
null
VarNear
Buy
Add core equity +1.0% from cash
13
-4
2
null
BrokerB
LMT
100
8
9
-9
71
2
4
null
null
Normal monitoring
217
1.3
Approved
4
Monitor dispersion and breadth
E9847
P1503
2025-12-20
Roth
USD
2,174,120
6
1
58.9
Consumer:19.2;Energy:56.8;Comm:23.9
Value:21.0;Growth:18.8;Quality:22.9;Size:10.8;Momentum:11.2;LowVol:15.3
TSLA:11.8;GLD:12.0;AAPL:23.1;VTI:6.6;VNQ:20.1;VOO:26.4
4.1
171
18.6
Bull
15.6
3.99
3
89
62
37:112
64
0.0188
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-10
-19
7
null
BrokerA
LMT
88
11
13
61
109
-13
-5
VAR>budget
Pause
Risk above budget threshold
101
3.3
null
3
Monitor dispersion and breadth
E9848
P7683
2024-08-02
Trust
USD
1,780,672
4.5
1.14
59.5
Industrials:29.1;RealEstate:11.2;Energy:29.0;Tech:30.7
Value:19.4;Growth:19.2;Quality:15.9;Size:11.1;Momentum:15.0;LowVol:19.3
AMZN:11.1;TLT:16.3;AAPL:9.2;TSLA:31.2;VOO:32.2
3.1
202
24.1
Sideways
15.3
4.38
2.5
94
48
13:68
83
0.0045
false
true
MaxPos6%;MaxSector30%
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
8
-29
11
null
BrokerC
LMT
92
2
0
76
145
-17
-25
VAR>budget
Reduce
Risk above budget threshold
92
1.2
Approved
2
Within IPS guidelines
E9849
P2447
2025-02-20
401k
USD
178,061
8
1
56
Consumer:9.2;RealEstate:24.2;Industrials:20.4;Comm:26.1;Materials:20.2
Value:24.0;Growth:12.2;Quality:16.5;Size:9.6;Momentum:15.2;LowVol:22.5
VOO:16.0;TSLA:14.4;XLF:21.3;IEF:16.0;MUB:18.4;HYG:13.8
1.5
141
9.6
Bull
15.3
3.7
3.1
95
33
12:67
61
0.0124
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
9
-22
10
null
BrokerD
LMT
97
8
13
-32
51
-13
10
null
null
Normal monitoring
148
1.8
null
5
Tighten stops on momentum names
E9850
P6545
2025-02-22
Taxable
USD
386,499
15.9
1
47.9
Consumer:28.3;Tech:25.9;RealEstate:12.8;Materials:21.5;Energy:11.4
Value:15.7;Growth:14.4;Quality:11.5;Size:20.9;Momentum:22.5;LowVol:15.0
IEF:9.0;TLT:25.7;VOO:17.6;XLF:38.3;AMZN:9.3
1.6
112
9.6
Volatile
25.9
5.12
4
176
-55
-67:-35
25
0.0084
false
false
ESGOnly;MaxPos6%;MaxSector35%;NoMargin
null
null
Sell
Trim extended winner -1.0%
15
-10
7
null
BrokerB
LMT
88
10
13
93
193
-41
19
null
null
Normal monitoring
136
1.1
null
3
Increase defensive factor exposure
E9851
P7912
2025-08-22
401k
USD
1,570,922
8.9
1
65.1
Industrials:17.7;Materials:33.8;Consumer:24.6;Tech:24.0
Value:12.4;Growth:18.0;Quality:11.8;Size:16.8;Momentum:22.3;LowVol:18.7
MSFT:31.8;BRK.B:14.3;QQQ:32.8;TSLA:21.2
5.4
210
20
Bull
17
3.75
3.2
99
23
6:76
62
0.0112
false
true
null
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
28
-11
12
null
BrokerD
LMT
97
8
12
104
103
17
10
RegimeShift
Pause
Volatility spike and breadth deterioration
202
1.5
SuggestedEdits
5
Tighten stops on momentum names
E9852
P8192
2024-08-24
Taxable
USD
437,766
12.5
1
65.3
Tech:40.1;Materials:17.5;RealEstate:42.3
Value:21.2;Growth:16.5;Quality:6.8;Size:14.2;Momentum:21.4;LowVol:19.9
AAPL:25.5;TLT:31.4;TSLA:17.8;BND:25.3
1.2
96
7
Volatile
28.8
4.53
2.4
111
13
-13:43
38
0.0173
false
false
ESGOnly;MaxSector35%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
35
-27
1
null
BrokerA
MKT
94
1
3
-41
23
-7
-23
null
null
Normal monitoring
146
3.6
Approved
3
Tighten stops on momentum names
E9853
P1968
2024-11-08
IRA
USD
426,012
9.3
1
69.7
Energy:26.7;Utilities:29.1;Materials:44.1
Value:17.1;Growth:21.5;Quality:18.4;Size:15.7;Momentum:15.2;LowVol:12.1
TSLA:22.3;AMZN:9.2;BRK.B:28.1;VNQ:40.3
3.8
121
10.9
Volatile
28.1
4.07
2
135
22
12:54
79
0.0062
false
false
ESGOnly;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
9
13
9
Delta:-0.23;Vega:0.09
BrokerD
MKT
88
10
7
-31
43
6
3
null
null
Normal monitoring
144
2.3
null
3
Within IPS guidelines
E9854
P5292
2024-10-23
IRA
USD
1,823,580
5.5
1.06
35.7
Financials:27.0;Tech:26.9;Consumer:26.1;Health:8.2;Energy:11.8
Value:15.1;Growth:12.4;Quality:22.3;Size:22.7;Momentum:13.4;LowVol:14.0
VNQ:12.2;MSFT:11.4;VOO:30.0;GLD:8.7;XLF:24.2;VTI:13.6
5.1
209
19.6
Bull
11.7
4.6
3.4
116
60
29:78
67
0.004
false
true
MaxSector35%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
3
8
2
null
BrokerA
MKT
93
6
6
114
86
-19
28
RegimeShift
Reduce
Volatility spike and breadth deterioration
117
3
null
3
Monitor dispersion and breadth
E9855
P9136
2024-09-27
Trust
USD
1,266,737
5.9
1
71.8
Financials:34.5;Utilities:38.6;Tech:14.8;Comm:12.2
Value:17.9;Growth:20.5;Quality:18.6;Size:21.4;Momentum:8.9;LowVol:12.7
VOO:33.5;QQQ:33.9;MUB:32.6
4.5
130
14.9
Bull
14.7
3.76
3.1
72
27
-9:60
52
0.0101
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
32
-40
3
null
BrokerC
MKT
97
5
2
47
15
-28
23
null
null
Normal monitoring
212
1.7
null
5
Tax-aware sells next window
E9856
P6682
2024-09-06
IRA
USD
1,075,521
8
1
48.3
Financials:16.9;Materials:32.0;Health:37.6;Comm:13.5
Value:18.6;Growth:15.6;Quality:22.4;Size:12.1;Momentum:17.1;LowVol:14.1
VTI:24.1;MUB:16.7;VOO:19.0;BND:11.8;IEF:28.4
4.1
191
18.6
Sideways
14.1
4.88
3
96
4
-28:39
57
0.0097
false
false
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
15
-4
2
null
BrokerC
LMT
96
4
7
22
29
-24
22
null
null
Normal monitoring
102
2.2
null
3
Within IPS guidelines
E9857
P1050
2025-05-19
Trust
USD
360,191
5.5
1
59.4
Materials:23.8;Financials:30.5;Comm:22.3;Energy:23.4
Value:11.0;Growth:11.1;Quality:10.9;Size:14.9;Momentum:26.4;LowVol:25.8
BRK.B:14.6;AMZN:27.5;HYG:13.4;TSLA:21.4;VTI:23.1
4.5
160
13.1
Volatile
21.5
4
3.7
113
-20
-51:13
53
0.0135
false
false
null
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-5
5
7
null
BrokerC
LMT
96
7
13
56
39
-56
-12
null
null
Normal monitoring
109
3.9
Approved
4
Within IPS guidelines
E9858
P2536
2025-06-26
Trust
USD
811,190
8
1
41.9
Health:30.4;Financials:11.9;Comm:29.8;Consumer:27.9
Value:13.8;Growth:21.2;Quality:19.4;Size:14.4;Momentum:22.9;LowVol:8.3
VNQ:30.2;TSLA:39.8;MSFT:30.1
2
142
10.8
Sideways
21.5
4.53
3.3
140
-2
-36:44
35
0.0173
false
false
NoMargin
null
null
Sell
Trim extended winner -1.0%
28
-37
10
null
BrokerA
LMT
95
1
4
-32
-2
-58
-14
null
null
Normal monitoring
184
2.1
Approved
5
Tighten stops on momentum names
E9859
P7823
2025-04-03
Taxable
USD
1,079,373
4.7
1
64.8
Health:20.8;Comm:9.2;Materials:30.8;RealEstate:12.2;Financials:27.1
Value:22.2;Growth:17.9;Quality:16.1;Size:20.2;Momentum:13.3;LowVol:10.3
VOO:19.2;IEF:15.0;VTI:22.1;BND:9.8;BRK.B:11.3;TLT:22.5
2.2
226
20.3
Volatile
30.3
3.93
4.3
126
74
48:102
82
0.0131
false
true
ESGOnly
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-14
-18
9
null
BrokerA
MKT
94
12
19
-42
76
-44
32
VAR>budget
Hedge
Risk above budget threshold
217
3.3
Approved
2
Within IPS guidelines
E9860
P8577
2025-07-27
401k
USD
2,414,900
6.8
1
58.1
Health:24.8;Energy:31.1;Consumer:16.7;Utilities:27.4
Value:10.7;Growth:12.8;Quality:24.6;Size:25.0;Momentum:8.8;LowVol:18.2
AMZN:18.4;AAPL:22.9;TSLA:12.1;HYG:25.8;VNQ:20.7
5.8
161
13.3
Sideways
19.1
3.72
3.3
138
59
42:75
96
0.0095
false
false
ESGOnly;MaxPos7%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
12
-3
11
null
BrokerC
LMT
93
8
15
74
53
-48
21
null
null
Normal monitoring
121
3.9
Approved
3
Tighten stops on momentum names
E9861
P8227
2024-11-27
IRA
USD
389,895
9.1
1
42.4
Industrials:35.9;Comm:25.3;Materials:20.4;Health:18.4
Value:16.6;Growth:21.4;Quality:22.8;Size:10.2;Momentum:10.2;LowVol:18.7
BRK.B:15.8;MSFT:20.7;HYG:17.5;MUB:7.7;QQQ:22.1;VNQ:16.2
4
169
11.6
Bull
14.6
4.09
3.4
97
89
69:117
94
0.0115
false
false
MaxPos6%;MaxSector30%
null
VarNear
Buy
Add core equity +1.0% from cash
-9
14
6
null
BrokerD
LMT
96
2
9
26
97
8
23
null
null
Normal monitoring
103
1.6
Approved
4
Monitor dispersion and breadth
E9862
P3899
2025-05-23
Trust
USD
1,760,364
6.6
1
63.4
Materials:26.1;Health:20.7;Consumer:17.8;Tech:15.6;RealEstate:19.8
Value:11.2;Growth:9.6;Quality:17.4;Size:15.9;Momentum:25.6;LowVol:20.3
MUB:32.9;TSLA:22.1;AMZN:31.7;TLT:13.3
3.5
144
15.6
Bull
17.7
4.97
2.5
79
79
52:128
100
0.0163
false
false
ESGOnly
null
null
Sell
Trim extended winner -1.0%
27
8
7
null
BrokerC
MKT
93
7
7
52
87
-23
-20
null
null
Normal monitoring
96
3.5
Approved
3
Monitor dispersion and breadth
E9863
P8280
2025-06-19
Roth
USD
897,462
7.1
1.06
36.2
Utilities:16.7;Energy:36.6;Comm:19.5;Consumer:27.2
Value:19.5;Growth:17.4;Quality:19.6;Size:12.7;Momentum:10.6;LowVol:20.1
AMZN:16.3;MUB:17.4;BRK.B:41.8;XLF:24.5
5.1
229
28
Bull
17.4
4.1
3.2
95
82
61:105
89
0.0042
false
true
MaxPos8%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
26
-37
4
null
BrokerC
LMT
98
2
8
-21
53
-38
23
VAR>budget
Reduce
Risk above budget threshold
151
3.5
SuggestedEdits
4
Within IPS guidelines
E9864
P5494
2025-05-15
IRA
USD
632,913
14.4
1
53.7
Health:13.3;Materials:19.4;Industrials:32.1;Financials:35.3
Value:18.7;Growth:9.5;Quality:20.6;Size:11.3;Momentum:28.7;LowVol:11.2
GLD:7.2;BRK.B:21.3;MSFT:13.4;QQQ:19.3;AAPL:20.4;AMZN:18.4
4.4
136
12.5
Volatile
24.8
4.14
3.4
143
11
-27:32
39
0.0053
false
false
null
null
DriftNear
Sell
Trim extended winner -1.0%
-5
-15
2
null
BrokerD
MKT
90
8
11
17
133
-3
-21
null
null
Normal monitoring
187
2.4
Approved
3
Tighten stops on momentum names
E9865
P1260
2024-12-26
Trust
USD
893,281
8.8
1
54.2
Health:27.2;Consumer:15.8;Industrials:23.1;Materials:19.8;Tech:14.1
Value:13.5;Growth:10.2;Quality:23.7;Size:10.8;Momentum:24.5;LowVol:17.3
MSFT:19.2;HYG:21.4;QQQ:16.2;TLT:9.4;IEF:18.3;TSLA:15.4
6.5
236
21.5
Volatile
20.8
4.38
2.7
112
-39
-54:4
45
0.0069
true
true
MaxPos6%;MaxSector25%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-9
-28
1
null
BrokerB
MKT
99
1
1
-31
-19
-18
14
VAR>budget
Reduce
Risk above budget threshold
203
1.9
null
5
Increase defensive factor exposure
E9866
P3591
2025-07-05
401k
USD
737,481
5.5
1
46.3
Comm:39.2;RealEstate:24.4;Utilities:36.4
Value:9.6;Growth:17.2;Quality:15.0;Size:27.2;Momentum:16.1;LowVol:14.9
TSLA:45.5;TLT:40.4;VNQ:14.0
1.1
147
11.9
Sideways
20.9
4.61
2.3
127
29
-10:74
46
0.0049
false
false
ESGOnly;MaxPos8%;MaxSector30%
null
null
Hedge
Buy index puts 1.0% notional, 30d
10
-35
8
Delta:-0.18;Vega:0.03
BrokerD
MKT
88
2
6
95
72
-27
-12
null
null
Normal monitoring
129
1.8
Approved
4
Monitor dispersion and breadth
E9867
P6882
2025-11-16
IRA
USD
722,449
5.7
1
56.1
Comm:28.8;Energy:16.2;Utilities:11.2;Industrials:28.0;Materials:15.8
Value:22.0;Growth:8.8;Quality:19.1;Size:17.7;Momentum:18.1;LowVol:14.2
IEF:22.1;AAPL:21.6;MSFT:15.0;QQQ:18.4;VOO:6.7;GLD:16.3
4.3
208
14.4
Volatile
24
4.63
2.8
156
39
25:84
62
0.0148
false
true
null
null
VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
11
-10
8
null
BrokerC
MKT
93
10
16
-54
-71
-48
-21
VAR>budget
Hedge
Risk above budget threshold
153
1.3
Approved
4
Within IPS guidelines
E9868
P6101
2025-10-17
401k
USD
476,173
9.2
1
72.5
Materials:23.0;Comm:12.2;Financials:25.8;Industrials:23.7;Tech:15.3
Value:15.5;Growth:19.0;Quality:14.4;Size:18.8;Momentum:17.8;LowVol:14.5
TSLA:16.2;VTI:8.6;XLF:25.8;GLD:20.3;BRK.B:29.2
1.8
204
15.8
Bull
13.4
4.97
2.2
83
14
-19:59
65
0.0093
false
true
null
null
VarNear
Rebalance
Shift +1.0% bonds from equity
20
-14
3
null
BrokerC
MKT
90
9
16
15
122
19
27
RegimeShift
Hedge
Volatility spike and breadth deterioration
147
1.2
Approved
4
Tax-aware sells next window
E9869
P4954
2024-12-24
Taxable
USD
239,207
13.7
1
60.9
Industrials:11.1;Tech:20.5;Health:31.1;Materials:37.3
Value:15.9;Growth:10.9;Quality:23.2;Size:9.5;Momentum:25.2;LowVol:15.4
VNQ:25.0;GLD:22.5;QQQ:52.4
4
152
8.6
Volatile
29.6
4.39
2.1
114
17
-23:46
52
0.0133
false
false
MaxPos6%
null
VarNear
Buy
Add core equity +1.0% from cash
0
7
4
null
BrokerC
LMT
91
5
12
48
169
-52
23
null
null
Normal monitoring
146
2.1
null
5
Monitor dispersion and breadth
E9870
P5309
2025-05-07
Trust
USD
1,527,686
5
1
51.2
Materials:18.5;Health:26.5;Industrials:21.1;Consumer:18.8;RealEstate:15.1
Value:9.7;Growth:24.2;Quality:21.2;Size:17.2;Momentum:9.2;LowVol:18.5
QQQ:23.2;AMZN:23.6;AAPL:17.7;XLF:8.2;GLD:16.1;HYG:11.3
5.9
163
20.7
Bull
11.1
4.31
2.2
103
82
55:112
97
0.0127
false
false
ESGOnly
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
34
-11
2
null
BrokerD
VWAP
89
3
1
-45
-85
3
13
null
null
Normal monitoring
193
1.4
null
5
Within IPS guidelines
E9871
P8693
2025-03-22
Trust
USD
526,617
6.2
1
65.3
Financials:22.9;Comm:15.4;RealEstate:25.0;Tech:14.4;Consumer:22.2
Value:22.2;Growth:18.4;Quality:17.9;Size:9.7;Momentum:12.2;LowVol:19.5
TSLA:42.7;VTI:30.2;HYG:27.1
2.1
100
9.3
Volatile
30.4
4.31
3.3
161
26
-12:74
52
0.0118
false
false
MaxPos8%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
11
8
1
null
BrokerD
MKT
95
3
11
-60
72
-35
12
null
null
Normal monitoring
216
1.2
null
4
Within IPS guidelines
E9872
P8236
2025-08-22
IRA
USD
1,385,066
8.5
1.18
40.4
Energy:8.4;Consumer:21.2;Industrials:20.5;RealEstate:23.1;Materials:26.8
Value:22.1;Growth:20.5;Quality:11.7;Size:7.3;Momentum:15.1;LowVol:23.3
TSLA:22.2;MSFT:15.4;VNQ:23.6;XLF:13.5;BRK.B:12.8;AMZN:12.5
3.9
236
23.7
Bear
32.9
3.83
2.9
169
29
17:48
57
0.0056
false
true
MaxPos8%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
26
-1
12
Delta:-0.09;Vega:0.08
BrokerD
MKT
90
5
2
-51
-21
-34
-19
VAR>budget
Hedge
Risk above budget threshold
111
1.4
Approved
5
Tax-aware sells next window
E9873
P7369
2025-06-03
Trust
USD
656,382
14.4
1
52.9
Tech:13.7;Industrials:16.9;Materials:20.4;Consumer:24.9;Utilities:24.1
Value:10.0;Growth:16.9;Quality:16.2;Size:23.2;Momentum:22.3;LowVol:11.3
XLF:26.2;VOO:19.3;BND:27.3;MUB:27.3
1.8
91
7.8
Bull
16.6
3.87
3.1
78
6
-31:52
50
0.0085
false
false
MaxPos7%
null
null
Rebalance
Shift +1.0% bonds from equity
2
-26
5
null
BrokerD
MKT
88
11
18
39
116
-40
31
null
null
Normal monitoring
204
2.8
Approved
3
Tighten stops on momentum names
E9874
P2080
2025-05-22
IRA
USD
573,588
14
1
51.5
Materials:32.3;Tech:32.6;Financials:22.1;Energy:13.0
Value:13.9;Growth:8.9;Quality:14.1;Size:14.5;Momentum:27.9;LowVol:20.7
IEF:18.4;AMZN:31.9;BND:9.9;MSFT:10.6;TSLA:29.2
3.8
116
8.2
Bull
13.3
3.67
2.1
71
39
13:82
71
0.0159
false
false
MaxPos5%;NoMargin
null
null
Buy
Add core equity +1.0% from cash
9
13
3
null
BrokerD
MKT
96
11
13
68
102
-60
3
null
null
Normal monitoring
216
3.9
null
5
Monitor dispersion and breadth
E9875
P3429
2025-06-21
Roth
USD
1,224,011
7
1.22
69.8
Financials:23.5;Utilities:24.2;Materials:12.2;Consumer:40.0
Value:24.2;Growth:15.6;Quality:12.7;Size:26.7;Momentum:10.2;LowVol:10.6
HYG:27.6;IEF:9.1;AAPL:25.5;VOO:16.1;VTI:21.7
4
217
16
Sideways
14.3
4.12
3
102
40
29:57
55
0.0049
false
true
ESGOnly;MaxPos5%;MaxSector35%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
-30
5
Delta:-0.09;Vega:0.08
BrokerD
VWAP
93
6
14
105
211
10
2
RegimeShift
Hedge
Volatility spike and breadth deterioration
114
3
Approved
5
Tighten stops on momentum names
E9876
P1597
2025-08-28
401k
USD
564,171
9.4
1
67.2
Consumer:18.5;Comm:29.0;Tech:24.8;Financials:12.7;RealEstate:14.9
Value:20.6;Growth:7.5;Quality:21.7;Size:13.4;Momentum:19.2;LowVol:17.6
VOO:29.7;AAPL:16.7;MSFT:21.0;TSLA:7.9;HYG:24.7
4.7
112
14.2
Sideways
17.3
3.71
2.3
121
22
-5:75
64
0.0103
false
false
ESGOnly;MaxSector30%
null
DriftNear
Sell
Trim extended winner -1.0%
10
-28
5
null
BrokerD
LMT
94
8
11
-5
76
-45
19
null
null
Normal monitoring
137
1.7
Approved
4
Monitor dispersion and breadth
E9877
P2755
2025-10-19
Trust
USD
612,046
9.9
1
45.6
Financials:25.6;Materials:40.2;Industrials:34.2
Value:21.0;Growth:14.4;Quality:7.4;Size:25.9;Momentum:18.8;LowVol:12.5
VNQ:43.7;AAPL:29.2;TLT:27.0
1
130
8.7
Bear
34.1
3.36
1.9
175
-110
-150:-72
5
0.0196
false
false
MaxPos8%;MaxSector35%;NoMargin
null
null
Rebalance
Shift +1.0% bonds from equity
16
-40
11
null
BrokerC
VWAP
90
1
2
-8
34
-20
-19
null
null
Normal monitoring
141
1.2
Approved
3
Within IPS guidelines
E9878
P4388
2024-12-13
401k
USD
868,742
9.7
1
45.5
Financials:18.3;Energy:20.0;RealEstate:13.8;Health:30.2;Materials:17.7
Value:29.6;Growth:17.9;Quality:19.6;Size:10.0;Momentum:10.1;LowVol:12.9
TLT:40.9;VNQ:17.2;XLF:23.8;VTI:18.1
1
164
11.5
Bull
13.5
3.57
2
92
3
-11:46
65
0.0171
false
false
MaxSector30%;NoMargin
null
VarNear
Rebalance
Shift +1.0% bonds from equity
1
1
2
null
BrokerB
MKT
93
7
13
120
111
-10
-20
null
null
Normal monitoring
108
2.4
Approved
3
Increase defensive factor exposure
E9879
P8652
2024-07-18
Roth
USD
2,349,613
6.3
1
63.2
Consumer:22.6;Energy:35.9;Utilities:15.4;Industrials:26.1
Value:22.4;Growth:12.3;Quality:8.2;Size:23.6;Momentum:11.4;LowVol:22.1
MSFT:22.0;VTI:10.2;XLF:18.9;BND:14.1;TLT:22.9;MUB:11.9
5.2
155
11.3
Bear
25
3.55
1.2
210
-30
-41:22
37
0.0128
false
false
MaxPos5%
null
DriftNear;VarNear
NoAction
Within policy bands; defer
-2
-27
12
null
BrokerD
LMT
0
0
0
96
110
-39
-6
null
null
Normal monitoring
138
1.7
Approved
3
Increase defensive factor exposure
E9880
P7388
2024-12-10
IRA
USD
2,436,158
6
1
57.2
Utilities:44.6;RealEstate:35.0;Comm:20.4
Value:15.7;Growth:27.1;Quality:10.2;Size:22.9;Momentum:12.2;LowVol:11.8
GLD:22.1;AAPL:23.3;BND:15.7;TLT:13.3;QQQ:8.7;MSFT:16.9
4.3
120
17.9
Volatile
23.2
4.29
3
118
20
1:59
60
0.0077
false
false
MaxPos5%;MaxSector35%
null
null
Sell
Trim extended winner -1.0%
-3
-19
5
null
BrokerD
VWAP
100
9
12
-41
71
-58
32
null
null
Normal monitoring
177
2.3
null
4
Increase defensive factor exposure
E9881
P0024
2025-11-28
Trust
USD
1,779,223
3.9
1.18
68.3
RealEstate:25.2;Industrials:23.6;Materials:24.3;Tech:26.9
Value:11.6;Growth:20.1;Quality:17.0;Size:14.7;Momentum:14.5;LowVol:22.1
QQQ:31.4;AAPL:49.3;HYG:19.4
6.4
253
19.1
Sideways
17.1
3.65
2
123
11
-25:33
58
0.0078
true
true
MaxPos7%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
5
-35
9
null
BrokerB
LMT
93
1
5
89
119
-20
30
Drift>tolerance
Hedge
Allocation drift beyond policy bands
194
1.8
null
4
Monitor dispersion and breadth
E9882
P3492
2025-11-29
Taxable
USD
1,340,870
8.3
1
58.2
Consumer:26.8;RealEstate:30.6;Industrials:30.7;Comm:11.9
Value:20.3;Growth:17.5;Quality:9.6;Size:19.8;Momentum:17.6;LowVol:15.1
TLT:6.5;HYG:16.4;GLD:14.0;MSFT:22.9;VTI:16.7;BRK.B:23.4
3.5
203
19.2
Volatile
28.5
3.7
2.7
157
1
-36:32
42
0.0109
false
true
ESGOnly;MaxPos7%;MaxSector25%
null
VarNear
Rebalance
Shift +1.0% bonds from equity
-11
8
11
null
BrokerA
LMT
97
5
7
-51
25
-22
39
VAR>budget
Hedge
Risk above budget threshold
141
1.3
null
5
Tighten stops on momentum names
E9883
P7443
2025-08-16
Trust
USD
1,242,466
7.4
1
35.2
Utilities:24.4;Energy:24.1;Materials:7.4;Comm:21.1;RealEstate:23.0
Value:14.1;Growth:17.7;Quality:15.5;Size:14.7;Momentum:22.2;LowVol:15.9
VNQ:34.9;XLF:11.6;QQQ:53.5
4.2
159
16.3
Bull
12.1
3.8
2.9
79
46
13:63
73
0.0117
false
false
MaxSector30%
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
11
14
9
Delta:-0.2;Vega:0.04
BrokerC
LMT
91
8
5
104
89
-29
17
null
null
Normal monitoring
188
3.7
null
4
Within IPS guidelines
E9884
P4973
2025-03-03
401k
USD
1,284,404
7.6
1
57.5
Comm:36.8;Utilities:43.9;Tech:19.3
Value:20.3;Growth:14.1;Quality:14.0;Size:15.6;Momentum:17.1;LowVol:18.9
VNQ:20.7;HYG:13.9;IEF:65.3
6.7
267
23.1
Bull
15.9
4.14
2.5
84
4
-14:47
39
0.0134
true
true
MaxSector35%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
8
-20
1
Delta:-0.11;Vega:0.08
BrokerD
MKT
98
10
10
16
73
-14
26
Drift>tolerance
Hedge
Allocation drift beyond policy bands
136
1.6
Approved
4
Tax-aware sells next window
E9885
P7402
2024-07-24
Trust
USD
443,128
15.3
1
48.9
Industrials:34.4;Energy:37.0;Utilities:14.1;Financials:14.5
Value:13.3;Growth:23.1;Quality:6.9;Size:17.1;Momentum:20.1;LowVol:19.6
GLD:45.1;MUB:16.4;XLF:38.5
4.1
124
11.8
Volatile
27.4
4.08
2.9
161
-33
-68:-11
47
0.0108
false
false
MaxPos8%
null
DriftNear
Rebalance
Shift +1.0% bonds from equity
1
-4
4
null
BrokerC
MKT
91
4
10
-36
-19
-51
-4
null
null
Normal monitoring
210
2.6
Approved
3
Monitor dispersion and breadth
E9886
P3389
2025-08-02
401k
USD
762,970
9.8
1
72.5
Consumer:28.2;RealEstate:52.1;Tech:19.7
Value:19.7;Growth:19.8;Quality:17.7;Size:18.2;Momentum:15.3;LowVol:9.2
AMZN:39.0;BND:21.1;XLF:39.9
3.6
135
12.4
Volatile
28
5.44
2.5
131
-44
-60:-8
43
0.0074
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
22
-37
5
null
BrokerB
MKT
96
3
7
31
50
-57
-6
null
null
Normal monitoring
140
3.6
Approved
3
Monitor dispersion and breadth
E9887
P6379
2025-08-28
Trust
USD
274,792
17.9
1
49.1
Industrials:12.8;Consumer:20.4;Utilities:27.0;Health:39.7
Value:17.7;Growth:15.5;Quality:15.0;Size:15.9;Momentum:22.4;LowVol:13.5
QQQ:50.6;TLT:27.8;VTI:21.6
4.1
153
12
Bull
15.4
4.93
3.5
81
20
-10:54
45
0.0161
false
false
ESGOnly;NoMargin
null
DriftNear;VarNear
Buy
Add core equity +1.0% from cash
-12
-18
2
null
BrokerD
MKT
89
3
11
-27
73
7
9
null
null
Normal monitoring
117
2.6
null
3
Monitor dispersion and breadth
E9888
P1109
2025-08-19
Roth
USD
1,285,160
5.7
1
74.7
Consumer:46.6;Utilities:39.3;Energy:14.2
Value:25.2;Growth:20.1;Quality:10.4;Size:13.8;Momentum:17.2;LowVol:13.3
MUB:16.4;VNQ:28.3;VOO:17.8;AAPL:15.0;TLT:22.6
2.6
185
21.1
Bear
31.3
3.46
1.8
166
-69
-84:-33
21
0.0199
false
true
null
null
VarNear
Hedge
Buy index puts 1.0% notional, 30d
14
-4
6
Delta:-0.15;Vega:0.05
BrokerC
LMT
96
2
10
88
187
15
17
VAR>budget
Reduce
Risk above budget threshold
118
3.2
SuggestedEdits
4
Monitor dispersion and breadth
E9889
P7154
2025-06-14
IRA
USD
2,136,202
9.9
1
65.3
Energy:34.4;RealEstate:43.9;Utilities:21.6
Value:12.0;Growth:13.3;Quality:15.2;Size:23.8;Momentum:17.7;LowVol:18.0
VTI:43.4;TSLA:18.7;BRK.B:37.9
1.8
120
21.9
Bear
26.7
3.12
1.3
194
-43
-81:-14
39
0.0111
false
false
null
null
null
Hedge
Buy index puts 1.0% notional, 30d
-2
-20
7
Delta:-0.19;Vega:0.06
BrokerC
VWAP
96
7
13
105
121
20
28
null
null
Normal monitoring
152
3.7
Approved
5
Monitor dispersion and breadth
E9890
P3392
2025-01-19
Taxable
USD
1,109,565
4.2
1
69.7
Tech:19.4;Comm:45.8;Financials:34.8
Value:11.1;Growth:16.4;Quality:18.7;Size:13.7;Momentum:18.1;LowVol:22.0
TLT:8.7;VNQ:33.8;MSFT:33.2;XLF:24.3
4
225
20.5
Bull
15.8
4.27
2.7
91
109
73:142
100
0.0158
false
true
ESGOnly
null
VarNear
Rebalance
Shift +1.0% bonds from equity
8
5
1
null
BrokerC
VWAP
97
4
8
86
48
6
29
RegimeShift
Hedge
Volatility spike and breadth deterioration
199
1.5
null
2
Tax-aware sells next window
E9891
P6069
2025-06-02
IRA
USD
325,943
3.1
1
65.3
Utilities:19.8;Industrials:22.8;RealEstate:31.5;Financials:25.8
Value:10.0;Growth:25.4;Quality:20.6;Size:10.4;Momentum:16.7;LowVol:16.9
BND:14.1;AAPL:38.2;MUB:16.9;IEF:30.7
6.7
195
25.6
Volatile
27.7
4.99
3.7
176
-23
-50:13
40
0.0063
true
false
MaxSector25%
null
DriftNear;VarNear
Rebalance
Shift +1.0% bonds from equity
29
-37
4
null
BrokerC
VWAP
98
9
6
80
57
-37
23
Drift>tolerance
Hedge
Allocation drift beyond policy bands
149
1.3
null
4
Within IPS guidelines
E9892
P5206
2024-12-05
401k
USD
852,389
5
1
40.6
Materials:33.3;RealEstate:35.0;Industrials:31.7
Value:14.5;Growth:19.8;Quality:23.1;Size:13.3;Momentum:15.1;LowVol:14.3
IEF:26.7;BND:16.6;VTI:20.0;TSLA:10.0;GLD:26.6
5.4
194
15.8
Bear
26.1
3.76
2.1
163
13
-9:59
62
0.0068
false
true
MaxPos8%;MaxSector30%
null
DriftNear;VarNear
Reduce
Cut high-beta sleeve -1.0% and raise cash
-4
-32
8
null
BrokerD
MKT
89
12
19
-23
70
14
9
VAR>budget
Hedge
Risk above budget threshold
194
1.1
Approved
3
Monitor dispersion and breadth
E9893
P6777
2025-06-01
401k
USD
387,120
8.2
1
51.6
Comm:22.0;Utilities:26.3;Tech:14.9;Health:10.9;Consumer:26.0
Value:16.2;Growth:20.3;Quality:23.5;Size:12.3;Momentum:9.8;LowVol:18.0
BND:11.4;AMZN:14.5;TSLA:11.3;XLF:15.0;VOO:19.6;HYG:28.2
6.9
204
15.5
Bull
11.1
3.66
2.8
79
105
87:159
89
0.0174
true
true
MaxSector25%
null
DriftNear;VarNear
Hedge
Buy index puts 1.0% notional, 30d
-4
13
12
Delta:-0.21;Vega:0.05
BrokerA
LMT
94
1
6
110
190
-32
16
VAR>budget
Reduce
Risk above budget threshold
138
1.3
SuggestedEdits
2
Tax-aware sells next window
E9894
P7146
2025-01-16
IRA
USD
282,583
12.1
1
49.8
Consumer:32.0;Financials:22.0;Materials:15.3;Utilities:21.4;Industrials:9.3
Value:10.5;Growth:18.1;Quality:22.3;Size:9.9;Momentum:21.5;LowVol:17.8
TLT:10.3;VOO:27.5;QQQ:21.3;AAPL:5.6;VTI:10.9;BND:24.4
3.6
137
8.1
Sideways
20.6
3.98
2.6
118
-6
-36:32
55
0.0164
false
false
MaxPos8%;MaxSector30%
null
null
Buy
Add core equity +1.0% from cash
10
-14
1
null
BrokerB
MKT
97
2
0
93
131
-15
-13
null
null
Normal monitoring
216
3.3
Approved
5
Within IPS guidelines
E9895
P5546
2025-05-31
Taxable
USD
859,093
13.3
1
35.7
Tech:36.1;Utilities:12.3;Industrials:14.8;Materials:36.9
Value:12.6;Growth:19.9;Quality:13.8;Size:16.1;Momentum:27.0;LowVol:10.6
XLF:11.8;HYG:18.7;AAPL:18.4;TSLA:25.4;IEF:25.7
2.1
151
10.8
Bull
17.1
4.86
2.9
95
99
80:154
100
0.0042
false
false
NoMargin
null
VarNear
Buy
Add core equity +1.0% from cash
20
-13
10
null
BrokerD
MKT
89
3
2
74
90
-32
-9
null
null
Normal monitoring
125
3.6
Approved
3
Monitor dispersion and breadth
E9896
P4394
2025-08-29
Roth
USD
338,490
7.5
1
53.1
RealEstate:28.2;Energy:19.8;Comm:25.0;Health:10.0;Financials:16.9
Value:17.7;Growth:11.9;Quality:23.0;Size:9.4;Momentum:19.1;LowVol:18.8
MUB:18.4;VOO:23.9;XLF:14.8;VNQ:11.5;BRK.B:15.6;HYG:15.9
3.1
187
18.1
Bull
16.7
3.95
3.4
111
14
-8:34
71
0.0186
false
false
MaxPos7%
null
VarNear
Buy
Add core equity +1.0% from cash
-3
-9
6
null
BrokerA
MKT
93
11
11
71
130
-30
16
null
null
Normal monitoring
169
1.5
null
5
Increase defensive factor exposure
E9897
P0861
2025-09-13
Trust
USD
1,336,411
8.3
1.07
73.3
Industrials:11.9;Energy:30.2;RealEstate:10.3;Health:29.8;Financials:17.8
Value:13.6;Growth:18.1;Quality:11.3;Size:16.4;Momentum:13.5;LowVol:27.1
AMZN:14.4;HYG:20.7;TLT:25.1;MUB:21.1;VTI:18.7
3.8
143
10.8
Bear
25.2
3.38
1
140
-49
-60:-29
33
0.0087
false
false
MaxPos5%
null
null
Rebalance
Shift +1.0% bonds from equity
-15
10
12
null
BrokerB
MKT
100
3
10
100
238
-32
-24
null
null
Normal monitoring
196
1.7
null
3
Monitor dispersion and breadth
E9898
P0772
2024-09-08
IRA
USD
903,493
7.7
1.17
54.5
Consumer:23.9;Tech:13.9;Materials:21.8;RealEstate:18.9;Energy:21.5
Value:20.1;Growth:19.9;Quality:14.5;Size:13.6;Momentum:17.6;LowVol:14.3
AAPL:19.9;BND:41.2;XLF:38.8
2.5
126
20.5
Sideways
14.8
4.28
2.3
115
39
20:70
78
0.0189
false
false
MaxPos8%
null
null
Buy
Add core equity +1.0% from cash
-9
8
1
null
BrokerB
LMT
91
9
15
22
20
-38
6
null
null
Normal monitoring
150
2.1
Approved
4
Increase defensive factor exposure
E9899
P1324
2025-07-06
Roth
USD
335,866
8.4
1
66.1
Energy:24.5;Industrials:21.2;Health:19.4;Financials:25.0;Materials:10.0
Value:20.5;Growth:8.6;Quality:12.3;Size:22.1;Momentum:14.1;LowVol:22.4
HYG:48.2;VTI:13.2;TSLA:38.6
4.3
146
14.7
Bear
26.4
3.05
2
158
-19
-47:19
37
0.0088
false
false
MaxSector25%
null
DriftNear
Sell
Trim extended winner -1.0%
7
5
5
null
BrokerD
MKT
95
6
4
14
148
-7
25
null
null
Normal monitoring
153
3.5
Approved
3
Within IPS guidelines
E9900
P9403
2025-08-11
Trust
USD
1,140,677
8.3
1.24
49.7
Health:28.2;Consumer:18.9;RealEstate:12.4;Materials:19.5;Tech:20.9
Value:22.4;Growth:16.2;Quality:15.9;Size:12.6;Momentum:21.1;LowVol:11.7
GLD:15.1;VTI:19.0;MSFT:19.3;MUB:16.8;VOO:8.4;HYG:21.4
4.9
149
19.3
Sideways
20
4.71
2.9
118
-9
-27:40
48
0.0045
false
false
ESGOnly
null
null
Buy
Add core equity +1.0% from cash
15
15
12
null
BrokerC
LMT
97
3
1
114
233
-55
7
null
null
Normal monitoring
212
1.5
null
5
Within IPS guidelines