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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E9901
|
P8197
|
2024-12-07
|
Trust
|
USD
| 1,308,209
| 8
| 1
| 39.9
|
Utilities:17.6;Health:29.4;Industrials:53.0
|
Value:15.1;Growth:20.2;Quality:18.0;Size:15.4;Momentum:19.4;LowVol:11.9
|
BND:43.7;VTI:26.5;MUB:29.8
| 5.1
| 146
| 16.7
|
Bull
| 12.6
| 3.78
| 3.3
| 81
| 82
|
44:105
| 97
| 0.0158
| false
| false
|
MaxPos6%;MaxSector30%
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 27
| -25
| 7
| null |
BrokerC
|
LMT
| 92
| 11
| 18
| 4
| -32
| -37
| 0
| null | null |
Normal monitoring
| 193
| 2
|
Approved
| 3
|
Monitor dispersion and breadth
|
E9902
|
P1071
|
2024-11-10
|
Trust
|
USD
| 437,962
| 8.5
| 1.16
| 59
|
Comm:30.5;Industrials:12.3;Financials:23.1;Utilities:34.2
|
Value:20.2;Growth:6.2;Quality:21.1;Size:18.1;Momentum:16.0;LowVol:18.4
|
MSFT:52.2;VNQ:34.7;BND:13.1
| 3.2
| 270
| 27.3
|
Volatile
| 28.3
| 4.98
| 3.1
| 147
| 54
|
30:79
| 71
| 0.0156
| false
| true
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -3
| -10
| 6
| null |
BrokerC
|
MKT
| 93
| 8
| 13
| 42
| 61
| -45
| 22
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 138
| 1.5
|
Approved
| 2
|
Tax-aware sells next window
|
E9903
|
P5182
|
2025-11-11
|
Taxable
|
USD
| 1,786,779
| 4.6
| 1.06
| 36.6
|
Utilities:48.6;Energy:16.2;Health:19.5;Consumer:15.7
|
Value:17.5;Growth:12.5;Quality:19.4;Size:15.7;Momentum:17.5;LowVol:17.4
|
XLF:32.5;BND:19.4;TSLA:20.4;IEF:27.6
| 5.2
| 264
| 18
|
Bull
| 13.8
| 4.48
| 3.5
| 104
| 90
|
69:144
| 97
| 0.0062
| false
| true
|
ESGOnly
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 16
| 15
| 12
|
Delta:-0.12;Vega:0.07
|
BrokerC
|
LMT
| 99
| 12
| 10
| -7
| 104
| -43
| 37
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 141
| 1.1
|
SuggestedEdits
| 3
|
Tax-aware sells next window
|
E9904
|
P0091
|
2025-04-09
|
Roth
|
USD
| 268,324
| 8.4
| 1
| 54.2
|
Comm:15.2;Utilities:16.7;Materials:24.9;Financials:12.0;Consumer:31.2
|
Value:15.1;Growth:23.0;Quality:13.3;Size:15.6;Momentum:15.2;LowVol:17.9
|
AAPL:45.1;BND:23.9;HYG:31.0
| 3.9
| 151
| 12.4
|
Bull
| 16.4
| 4.83
| 2.7
| 78
| 95
|
67:138
| 95
| 0.0159
| false
| false
|
MaxSector35%;NoMargin
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 7
| -37
| 8
| null |
BrokerB
|
VWAP
| 94
| 1
| 5
| -48
| -33
| 18
| 22
| null | null |
Normal monitoring
| 151
| 2.2
|
Approved
| 5
|
Monitor dispersion and breadth
|
E9905
|
P3223
|
2024-07-15
|
Roth
|
USD
| 714,031
| 7
| 1
| 45
|
Health:25.8;Industrials:22.8;Materials:21.7;RealEstate:29.6
|
Value:19.1;Growth:19.0;Quality:18.3;Size:8.9;Momentum:17.7;LowVol:17.0
|
VNQ:30.5;AMZN:21.5;QQQ:27.2;BRK.B:20.9
| 4.3
| 147
| 9.3
|
Volatile
| 29.2
| 4.27
| 3.4
| 148
| 27
|
1:80
| 64
| 0.007
| false
| false
| null | null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 7
| 7
| 10
| null |
BrokerB
|
MKT
| 98
| 5
| 3
| 8
| -27
| -53
| -23
| null | null |
Normal monitoring
| 183
| 2.1
| null | 4
|
Tax-aware sells next window
|
E9906
|
P4703
|
2024-07-21
|
Trust
|
USD
| 215,044
| 7.4
| 1
| 48.8
|
Tech:35.3;RealEstate:13.7;Health:26.9;Energy:12.4;Industrials:11.7
|
Value:10.1;Growth:15.9;Quality:20.7;Size:21.8;Momentum:13.0;LowVol:18.6
|
AAPL:18.6;HYG:16.5;AMZN:19.6;GLD:13.0;IEF:19.6;XLF:12.8
| 1.1
| 115
| 9.1
|
Bull
| 14
| 4.61
| 3
| 95
| 48
|
13:76
| 61
| 0.0081
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -10
| -32
| 9
| null |
BrokerC
|
MKT
| 90
| 9
| 7
| 64
| 69
| 19
| 29
| null | null |
Normal monitoring
| 176
| 1.6
| null | 4
|
Monitor dispersion and breadth
|
E9907
|
P2210
|
2024-11-22
|
Trust
|
USD
| 851,812
| 11.3
| 1
| 42.4
|
Energy:11.6;Industrials:39.2;Materials:17.3;Health:20.5;Comm:11.3
|
Value:26.4;Growth:22.9;Quality:18.5;Size:15.4;Momentum:8.9;LowVol:8.0
|
AMZN:17.3;TLT:11.5;VOO:7.8;IEF:19.7;MSFT:23.7;MUB:20.1
| 4.9
| 148
| 7.6
|
Bull
| 13.9
| 4.2
| 3.4
| 75
| 13
|
-7:54
| 73
| 0.0061
| false
| false
|
MaxPos7%;MaxSector30%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 14
| 2
| 5
| null |
BrokerB
|
MKT
| 88
| 8
| 7
| 44
| 143
| -25
| 27
| null | null |
Normal monitoring
| 203
| 1.4
|
Approved
| 3
|
Tax-aware sells next window
|
E9908
|
P7239
|
2025-04-11
|
Taxable
|
USD
| 1,259,107
| 9.5
| 1
| 67.3
|
Industrials:22.9;Energy:37.2;RealEstate:24.9;Consumer:15.0
|
Value:20.0;Growth:14.2;Quality:19.6;Size:15.4;Momentum:20.9;LowVol:9.9
|
HYG:21.0;AMZN:50.0;MUB:29.0
| 3.1
| 184
| 16.3
|
Volatile
| 23.2
| 5.44
| 2.9
| 179
| 32
|
-5:74
| 84
| 0.0046
| false
| true
| null | null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| -1
| -36
| 6
| null |
BrokerB
|
LMT
| 91
| 1
| 0
| -36
| 78
| -36
| 23
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 150
| 2.8
| null | 2
|
Within IPS guidelines
|
E9909
|
P3866
|
2025-04-12
|
Taxable
|
USD
| 728,236
| 8.3
| 1
| 74.2
|
Energy:30.3;Utilities:41.6;Industrials:28.1
|
Value:17.2;Growth:17.0;Quality:21.5;Size:12.5;Momentum:15.5;LowVol:16.3
|
TSLA:51.0;TLT:27.5;IEF:21.5
| 2.7
| 214
| 25.5
|
Bull
| 17.2
| 4.79
| 2.2
| 108
| 0
|
-32:30
| 34
| 0.0197
| false
| true
|
MaxPos8%;MaxSector25%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 20
| -19
| 11
|
Delta:-0.2;Vega:0.08
|
BrokerA
|
LMT
| 90
| 10
| 11
| 114
| 211
| -48
| 32
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 98
| 2.7
|
Approved
| 3
|
Increase defensive factor exposure
|
E9910
|
P4228
|
2025-04-05
|
Taxable
|
USD
| 1,674,920
| 9.3
| 1
| 62.3
|
Comm:23.3;Health:17.7;Financials:19.8;Consumer:22.0;Utilities:17.1
|
Value:15.4;Growth:9.1;Quality:24.8;Size:19.5;Momentum:8.7;LowVol:22.5
|
VTI:35.9;XLF:15.8;BRK.B:48.3
| 1.5
| 215
| 12
|
Bear
| 22.6
| 4.12
| 2.3
| 147
| -98
|
-133:-79
| 5
| 0.0089
| false
| true
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -7
| -22
| 4
| null |
BrokerC
|
MKT
| 90
| 4
| 5
| -30
| -57
| -43
| -2
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 220
| 3.2
|
Approved
| 5
|
Tax-aware sells next window
|
E9911
|
P9390
|
2025-06-25
|
Trust
|
USD
| 1,370,396
| 7.4
| 1
| 48.8
|
Tech:25.8;RealEstate:35.5;Industrials:20.0;Materials:18.7
|
Value:7.8;Growth:24.7;Quality:14.5;Size:9.7;Momentum:21.8;LowVol:21.5
|
IEF:34.2;TLT:37.4;QQQ:28.4
| 5.2
| 141
| 15
|
Volatile
| 21.6
| 5
| 2.8
| 180
| -46
|
-77:-27
| 45
| 0.0117
| false
| false
|
MaxSector25%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 23
| -33
| 2
| null |
BrokerA
|
LMT
| 98
| 5
| 3
| -59
| -11
| -40
| -14
| null | null |
Normal monitoring
| 212
| 3.5
| null | 4
|
Increase defensive factor exposure
|
E9912
|
P9591
|
2025-05-20
|
401k
|
USD
| 481,061
| 14.5
| 1
| 66.3
|
RealEstate:20.9;Energy:24.9;Materials:17.1;Comm:14.2;Consumer:23.0
|
Value:13.0;Growth:16.7;Quality:10.2;Size:11.0;Momentum:23.1;LowVol:26.0
|
VTI:12.9;VOO:30.0;BRK.B:30.9;MUB:26.2
| 4.4
| 96
| 15.3
|
Bear
| 31.5
| 4
| 2.3
| 193
| 22
|
-18:50
| 57
| 0.0122
| false
| false
|
ESGOnly;MaxSector25%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 20
| -8
| 6
| null |
BrokerC
|
MKT
| 99
| 12
| 15
| 74
| 124
| -2
| 4
| null | null |
Normal monitoring
| 121
| 2.9
| null | 4
|
Tighten stops on momentum names
|
E9913
|
P7710
|
2025-01-11
|
401k
|
USD
| 655,285
| 5.3
| 1
| 66.2
|
Health:18.0;Financials:17.2;Materials:24.6;Consumer:18.4;Utilities:21.7
|
Value:25.6;Growth:14.9;Quality:17.0;Size:9.9;Momentum:23.0;LowVol:9.6
|
VNQ:14.9;TSLA:28.4;BRK.B:24.4;AMZN:22.3;MUB:10.0
| 5.1
| 133
| 11.4
|
Bear
| 24
| 3.95
| 1.3
| 132
| -99
|
-122:-61
| 5
| 0.0098
| false
| false
|
ESGOnly
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 0
| -14
| 4
| null |
BrokerD
|
VWAP
| 89
| 2
| 8
| -47
| 90
| 19
| -21
| null | null |
Normal monitoring
| 104
| 2.3
| null | 3
|
Tax-aware sells next window
|
E9914
|
P7163
|
2024-08-08
|
Roth
|
USD
| 361,805
| 9.3
| 1
| 72.4
|
Consumer:46.0;Comm:21.1;Tech:13.5;RealEstate:19.4
|
Value:21.4;Growth:15.4;Quality:18.0;Size:16.1;Momentum:13.4;LowVol:15.7
|
VOO:10.8;TLT:15.5;AAPL:26.1;MSFT:18.9;VNQ:21.5;AMZN:7.2
| 4.1
| 130
| 14.4
|
Volatile
| 23.8
| 4.67
| 4.4
| 163
| 40
|
25:76
| 77
| 0.0091
| false
| false
|
NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| -12
| -34
| 7
| null |
BrokerB
|
MKT
| 90
| 1
| 0
| -13
| 20
| -35
| 1
| null | null |
Normal monitoring
| 185
| 2.1
|
Approved
| 3
|
Within IPS guidelines
|
E9915
|
P1616
|
2025-10-08
|
Roth
|
USD
| 312,423
| 11.1
| 1
| 73.8
|
Consumer:21.7;RealEstate:38.4;Comm:39.9
|
Value:11.0;Growth:21.8;Quality:10.3;Size:27.9;Momentum:16.1;LowVol:12.8
|
TSLA:10.1;AAPL:18.4;VOO:18.8;TLT:20.1;XLF:18.6;MSFT:14.0
| 2
| 134
| 10.2
|
Sideways
| 20.7
| 4.22
| 3.1
| 110
| 38
|
7:54
| 62
| 0.0051
| false
| false
|
MaxSector30%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 8
| -28
| 6
| null |
BrokerC
|
MKT
| 88
| 4
| 2
| -31
| 95
| -12
| -6
| null | null |
Normal monitoring
| 144
| 2.2
|
Approved
| 5
|
Within IPS guidelines
|
E9916
|
P0747
|
2024-07-23
|
IRA
|
USD
| 1,364,477
| 3.7
| 1
| 68.7
|
Comm:24.3;Industrials:25.8;Materials:26.5;Utilities:23.4
|
Value:17.1;Growth:14.2;Quality:17.1;Size:14.2;Momentum:20.8;LowVol:16.5
|
XLF:19.9;AMZN:30.5;BRK.B:13.5;VOO:27.2;VNQ:8.9
| 6.6
| 246
| 27.1
|
Volatile
| 20.5
| 4.18
| 4
| 170
| 20
|
-1:36
| 63
| 0.0181
| true
| true
|
MaxPos7%
| null |
DriftNear;VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 15
| -20
| 11
| null |
BrokerB
|
VWAP
| 100
| 3
| 3
| 54
| 86
| -29
| -6
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 200
| 1.7
| null | 2
|
Increase defensive factor exposure
|
E9917
|
P9212
|
2025-05-09
|
IRA
|
USD
| 1,285,893
| 6.1
| 1
| 36.4
|
Energy:15.5;Consumer:25.8;Utilities:30.6;Tech:28.1
|
Value:18.1;Growth:12.7;Quality:17.8;Size:15.2;Momentum:19.9;LowVol:16.4
|
QQQ:12.9;TSLA:37.9;MUB:36.0;AMZN:13.2
| 5
| 128
| 11.3
|
Sideways
| 16.6
| 4.23
| 3.2
| 137
| 11
|
0:41
| 52
| 0.0045
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Sell
|
Trim extended winner -1.0%
| 30
| -11
| 3
| null |
BrokerC
|
MKT
| 100
| 9
| 12
| 86
| 112
| -47
| -5
| null | null |
Normal monitoring
| 161
| 3.7
| null | 5
|
Tighten stops on momentum names
|
E9918
|
P4147
|
2025-06-15
|
IRA
|
USD
| 753,819
| 13.1
| 1
| 37.4
|
Utilities:21.4;Tech:29.2;RealEstate:26.3;Materials:23.1
|
Value:19.5;Growth:16.7;Quality:7.8;Size:22.2;Momentum:21.9;LowVol:11.9
|
MSFT:28.3;IEF:27.5;AAPL:44.2
| 3.2
| 95
| 9.7
|
Bear
| 34.2
| 3.32
| 1.6
| 156
| 19
|
0:64
| 64
| 0.0039
| false
| false
|
MaxPos8%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 34
| -15
| 4
| null |
BrokerD
|
LMT
| 99
| 9
| 7
| 23
| 115
| -36
| 34
| null | null |
Normal monitoring
| 158
| 1.1
|
Approved
| 4
|
Tighten stops on momentum names
|
E9919
|
P8215
|
2025-10-27
|
Taxable
|
USD
| 845,906
| 10.9
| 1
| 40.6
|
Utilities:24.6;Industrials:13.4;Health:22.2;Materials:39.9
|
Value:22.5;Growth:16.5;Quality:13.3;Size:15.1;Momentum:22.5;LowVol:10.1
|
IEF:25.4;AMZN:7.9;BND:18.4;GLD:27.6;VNQ:20.7
| 2.6
| 152
| 11.6
|
Bear
| 28
| 3.7
| 2.8
| 135
| -34
|
-45:-11
| 21
| 0.0196
| false
| false
|
MaxSector30%;NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 10
| 1
| 7
| null |
BrokerD
|
MKT
| 95
| 7
| 14
| -24
| 15
| -49
| -2
| null | null |
Normal monitoring
| 128
| 3.8
|
Approved
| 5
|
Tax-aware sells next window
|
E9920
|
P3258
|
2025-12-09
|
Trust
|
USD
| 693,145
| 8
| 1.13
| 44.1
|
RealEstate:27.9;Financials:11.6;Comm:41.1;Consumer:19.3
|
Value:15.5;Growth:22.4;Quality:18.5;Size:7.9;Momentum:16.2;LowVol:19.5
|
MSFT:11.1;XLF:18.4;TSLA:16.0;AMZN:15.3;BND:18.9;IEF:20.3
| 2.9
| 184
| 17.8
|
Bear
| 31.2
| 4.25
| 1.6
| 181
| -66
|
-95:-50
| 21
| 0.0197
| false
| true
|
MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 7
| -16
| 11
| null |
BrokerC
|
MKT
| 91
| 2
| 0
| 105
| 137
| 12
| 35
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 217
| 2.5
|
Approved
| 5
|
Within IPS guidelines
|
E9921
|
P1104
|
2025-05-28
|
IRA
|
USD
| 2,083,085
| 7.9
| 1.2
| 58
|
Comm:8.9;RealEstate:29.7;Industrials:23.4;Tech:15.2;Consumer:22.8
|
Value:14.1;Growth:8.9;Quality:21.6;Size:10.1;Momentum:16.8;LowVol:28.4
|
VTI:14.5;VOO:46.9;GLD:38.7
| 1.7
| 130
| 12.8
|
Bull
| 12.3
| 3.55
| 3.4
| 111
| 55
|
21:101
| 90
| 0.0159
| false
| false
|
ESGOnly;MaxPos7%;MaxSector35%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 14
| -19
| 4
| null |
BrokerC
|
MKT
| 94
| 3
| 6
| -38
| -77
| 8
| 19
| null | null |
Normal monitoring
| 120
| 2
| null | 3
|
Within IPS guidelines
|
E9922
|
P9011
|
2025-10-09
|
Roth
|
USD
| 1,820,360
| 6.4
| 1
| 43.7
|
Utilities:23.5;RealEstate:15.2;Industrials:38.0;Comm:23.3
|
Value:10.9;Growth:16.1;Quality:21.6;Size:15.0;Momentum:10.4;LowVol:26.0
|
QQQ:21.9;TLT:13.0;BND:15.9;AAPL:17.0;IEF:16.8;MSFT:15.4
| 4.8
| 145
| 14
|
Volatile
| 23.7
| 5.45
| 2.4
| 143
| 35
|
3:69
| 69
| 0.0129
| false
| false
|
MaxSector25%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 35
| -13
| 7
| null |
BrokerC
|
MKT
| 90
| 12
| 15
| -60
| 45
| -51
| 10
| null | null |
Normal monitoring
| 209
| 2.4
| null | 3
|
Tax-aware sells next window
|
E9923
|
P2451
|
2024-07-08
|
Trust
|
USD
| 2,197,531
| 8.4
| 1
| 68.5
|
Utilities:15.3;Materials:18.0;Industrials:27.5;Health:25.4;Financials:13.7
|
Value:12.2;Growth:19.7;Quality:11.7;Size:13.0;Momentum:13.9;LowVol:29.6
|
AMZN:22.6;BRK.B:11.7;IEF:21.7;HYG:19.6;BND:24.4
| 5.8
| 125
| 12.4
|
Bull
| 16
| 4.5
| 3
| 118
| 107
|
86:122
| 100
| 0.0049
| false
| false
|
MaxPos7%
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| 17
| 15
| 6
| null |
BrokerA
|
LMT
| 88
| 12
| 15
| -60
| -65
| -2
| 22
| null | null |
Normal monitoring
| 129
| 1.4
| null | 3
|
Within IPS guidelines
|
E9924
|
P4297
|
2025-08-04
|
Roth
|
USD
| 451,376
| 9.6
| 1
| 51.7
|
RealEstate:22.9;Energy:18.1;Comm:26.4;Tech:32.6
|
Value:9.8;Growth:24.5;Quality:12.2;Size:20.7;Momentum:8.8;LowVol:24.1
|
MUB:32.2;MSFT:26.2;VTI:23.9;IEF:17.7
| 1.4
| 114
| 15.5
|
Bear
| 23.1
| 3.06
| 2.3
| 142
| 40
|
2:63
| 71
| 0.015
| false
| false
|
MaxPos5%;MaxSector30%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 12
| -18
| 12
|
Delta:-0.19;Vega:0.06
|
BrokerB
|
MKT
| 93
| 5
| 12
| 44
| 34
| -25
| 11
| null | null |
Normal monitoring
| 135
| 2.9
|
Approved
| 3
|
Tax-aware sells next window
|
E9925
|
P4496
|
2024-09-15
|
Roth
|
USD
| 339,047
| 14.6
| 1
| 68.3
|
Consumer:20.9;Utilities:13.3;Tech:27.0;Comm:12.5;Energy:26.4
|
Value:10.5;Growth:14.5;Quality:24.2;Size:21.8;Momentum:9.2;LowVol:19.9
|
IEF:17.2;MSFT:7.3;MUB:23.8;HYG:21.8;QQQ:22.5;XLF:7.4
| 1.1
| 155
| 8
|
Bull
| 17.9
| 3.87
| 3.4
| 70
| 79
|
48:114
| 87
| 0.0122
| false
| false
|
MaxPos6%;NoMargin
| null |
VarNear
|
NoAction
|
Within policy bands; defer
| 17
| 7
| 6
| null |
BrokerC
|
MKT
| 0
| 0
| 0
| 85
| 214
| -17
| 36
| null | null |
Normal monitoring
| 153
| 2.8
|
Approved
| 5
|
Tax-aware sells next window
|
E9926
|
P0841
|
2024-07-14
|
IRA
|
USD
| 362,418
| 6.4
| 1
| 40.6
|
Materials:28.4;Health:38.1;Financials:33.5
|
Value:13.3;Growth:15.7;Quality:10.9;Size:20.1;Momentum:20.6;LowVol:19.3
|
TSLA:24.5;VNQ:41.4;AAPL:14.9;MUB:19.1
| 2.8
| 118
| 15.8
|
Volatile
| 25
| 3.61
| 3
| 150
| 56
|
28:78
| 77
| 0.0198
| false
| false
|
ESGOnly;MaxPos6%;MaxSector30%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -10
| 2
| 1
| null |
BrokerB
|
LMT
| 95
| 8
| 12
| 64
| 121
| -18
| 22
| null | null |
Normal monitoring
| 191
| 2
|
Approved
| 5
|
Within IPS guidelines
|
E9927
|
P4398
|
2024-12-10
|
Taxable
|
USD
| 647,228
| 13.8
| 1
| 57.8
|
Comm:20.2;Energy:15.3;Industrials:26.8;Consumer:37.8
|
Value:18.6;Growth:18.1;Quality:15.3;Size:19.2;Momentum:18.0;LowVol:10.8
|
TSLA:4.8;QQQ:12.8;GLD:21.6;XLF:19.4;VNQ:21.9;TLT:19.5
| 4.7
| 170
| 12.7
|
Sideways
| 20
| 4.51
| 3.1
| 107
| 53
|
41:101
| 90
| 0.0071
| false
| false
|
MaxPos8%
| null |
DriftNear;VarNear
|
Buy
|
Add core equity +1.0% from cash
| -4
| -2
| 5
| null |
BrokerA
|
MKT
| 92
| 5
| 9
| 91
| 152
| 14
| -25
| null | null |
Normal monitoring
| 196
| 1.7
|
Approved
| 3
|
Increase defensive factor exposure
|
E9928
|
P0921
|
2024-11-25
|
Taxable
|
USD
| 457,571
| 4.2
| 1
| 68.3
|
Utilities:26.5;Consumer:18.9;Materials:22.1;Tech:17.1;Financials:15.4
|
Value:14.7;Growth:19.5;Quality:16.9;Size:21.2;Momentum:14.2;LowVol:13.6
|
XLF:33.3;HYG:41.4;TSLA:25.3
| 5
| 272
| 18
|
Bear
| 33.4
| 3.18
| 2.5
| 154
| -49
|
-61:-6
| 7
| 0.014
| false
| true
|
MaxPos5%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 16
| -9
| 1
| null |
BrokerA
|
VWAP
| 100
| 8
| 11
| -49
| 9
| 10
| 32
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 186
| 1.1
|
Approved
| 3
|
Tighten stops on momentum names
|
E9929
|
P4965
|
2024-07-23
|
Trust
|
USD
| 1,504,133
| 8.1
| 1.18
| 44.8
|
Utilities:24.9;Health:25.8;Tech:13.7;RealEstate:35.6
|
Value:16.8;Growth:20.4;Quality:18.2;Size:9.0;Momentum:18.8;LowVol:16.9
|
HYG:35.8;AAPL:18.6;MSFT:13.3;VNQ:32.3
| 2.8
| 164
| 11.1
|
Sideways
| 17.3
| 3.8
| 2.2
| 129
| 32
|
21:83
| 59
| 0.0138
| false
| false
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 14
| -16
| 9
|
Delta:-0.1;Vega:0.06
|
BrokerA
|
LMT
| 99
| 1
| 0
| 16
| -1
| -19
| -15
| null | null |
Normal monitoring
| 195
| 3.2
| null | 3
|
Increase defensive factor exposure
|
E9930
|
P1146
|
2024-07-23
|
Trust
|
USD
| 1,234,862
| 8.3
| 1
| 64.1
|
Energy:25.0;Consumer:18.9;RealEstate:56.1
|
Value:17.1;Growth:8.3;Quality:17.5;Size:21.4;Momentum:20.7;LowVol:15.0
|
AAPL:15.3;AMZN:16.2;GLD:12.3;BND:9.8;MSFT:17.4;BRK.B:29.0
| 4.5
| 143
| 12
|
Volatile
| 22
| 4.56
| 2.6
| 162
| -55
|
-83:-40
| 16
| 0.0183
| false
| false
|
ESGOnly;MaxPos8%;MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 26
| 14
| 1
| null |
BrokerB
|
VWAP
| 95
| 11
| 14
| -5
| 74
| -22
| 21
| null | null |
Normal monitoring
| 118
| 1
|
Approved
| 5
|
Within IPS guidelines
|
E9931
|
P3009
|
2024-07-20
|
IRA
|
USD
| 786,749
| 12
| 1
| 50.1
|
RealEstate:22.6;Tech:27.2;Consumer:50.2
|
Value:14.7;Growth:13.3;Quality:12.1;Size:20.0;Momentum:10.5;LowVol:29.4
|
VNQ:41.4;GLD:20.6;TSLA:38.0
| 4.6
| 169
| 7.3
|
Sideways
| 16.9
| 3.8
| 2.2
| 106
| 55
|
34:99
| 66
| 0.0148
| false
| false
|
MaxPos5%;MaxSector30%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 28
| -23
| 4
| null |
BrokerA
|
MKT
| 91
| 11
| 9
| 9
| 58
| 13
| 14
| null | null |
Normal monitoring
| 180
| 2.9
|
Approved
| 3
|
Increase defensive factor exposure
|
E9932
|
P0655
|
2025-04-13
|
Roth
|
USD
| 2,299,757
| 6.2
| 1
| 55.5
|
Energy:19.9;Consumer:26.3;Health:25.9;Comm:12.0;Utilities:16.0
|
Value:17.4;Growth:21.0;Quality:14.5;Size:12.1;Momentum:14.6;LowVol:20.4
|
TLT:24.4;BRK.B:25.0;VNQ:12.7;MUB:19.7;VTI:18.3
| 4
| 228
| 17.2
|
Sideways
| 18.2
| 4.32
| 2.4
| 117
| 49
|
34:102
| 75
| 0.0134
| false
| true
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -3
| -11
| 10
| null |
BrokerC
|
LMT
| 100
| 12
| 20
| 62
| 67
| 14
| 7
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 150
| 0.9
|
Approved
| 3
|
Tighten stops on momentum names
|
E9933
|
P7843
|
2025-12-03
|
Trust
|
USD
| 850,625
| 7.2
| 1
| 45.1
|
RealEstate:30.8;Health:16.4;Energy:38.0;Utilities:14.9
|
Value:25.1;Growth:22.6;Quality:11.5;Size:13.1;Momentum:12.3;LowVol:15.3
|
VTI:12.6;XLF:21.2;MUB:12.4;HYG:12.6;IEF:15.3;TSLA:25.9
| 1.2
| 94
| 10.5
|
Sideways
| 17.4
| 3.9
| 3.4
| 108
| -8
|
-22:17
| 57
| 0.0046
| false
| false
|
ESGOnly;MaxSector35%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 29
| -26
| 1
| null |
BrokerB
|
MKT
| 92
| 9
| 9
| 21
| 24
| -18
| 23
| null | null |
Normal monitoring
| 105
| 2.6
|
Approved
| 4
|
Within IPS guidelines
|
E9934
|
P1725
|
2025-06-22
|
401k
|
USD
| 1,741,333
| 3.1
| 1
| 62.9
|
Consumer:30.5;Industrials:12.1;Utilities:16.0;Comm:21.3;Health:20.0
|
Value:22.0;Growth:12.0;Quality:18.8;Size:21.0;Momentum:11.5;LowVol:14.8
|
TLT:15.9;MSFT:11.1;XLF:19.2;TSLA:24.6;BND:29.2
| 2.4
| 215
| 18.9
|
Bear
| 24.1
| 3.08
| 2.5
| 142
| -112
|
-129:-62
| 5
| 0.0183
| false
| true
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -16
| 7
| null |
BrokerD
|
VWAP
| 98
| 5
| 5
| 104
| 120
| -13
| -7
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 174
| 1.5
| null | 5
|
Monitor dispersion and breadth
|
E9935
|
P3323
|
2025-05-16
|
IRA
|
USD
| 287,055
| 8.4
| 1
| 53.5
|
Tech:11.6;Materials:20.0;Health:26.2;Comm:32.6;Energy:9.6
|
Value:21.2;Growth:19.9;Quality:18.6;Size:10.9;Momentum:20.6;LowVol:8.7
|
BND:34.3;XLF:13.7;HYG:12.0;MSFT:40.0
| 1
| 100
| 13.1
|
Bull
| 14.9
| 3.7
| 3.2
| 71
| 24
|
14:53
| 64
| 0.0064
| false
| false
|
NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 16
| 10
| 8
| null |
BrokerD
|
LMT
| 0
| 0
| 0
| 57
| 106
| 15
| 4
| null | null |
Normal monitoring
| 125
| 2
|
Approved
| 3
|
Tighten stops on momentum names
|
E9936
|
P9512
|
2025-12-26
|
Trust
|
USD
| 411,811
| 5.7
| 1
| 48.4
|
Comm:53.4;Energy:23.5;Materials:23.1
|
Value:12.2;Growth:25.6;Quality:25.4;Size:13.2;Momentum:14.6;LowVol:9.0
|
VOO:13.5;MSFT:44.9;QQQ:24.6;IEF:17.0
| 4.7
| 99
| 14.5
|
Volatile
| 31.8
| 4.45
| 4.2
| 114
| -57
|
-74:-37
| 27
| 0.009
| false
| false
|
MaxPos7%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 32
| 4
| 12
| null |
BrokerD
|
MKT
| 97
| 7
| 12
| 81
| 192
| 10
| 21
| null | null |
Normal monitoring
| 153
| 1.8
|
Approved
| 4
|
Within IPS guidelines
|
E9937
|
P6627
|
2025-01-21
|
401k
|
USD
| 702,453
| 15.3
| 1
| 42.2
|
Energy:16.8;Comm:59.7;Industrials:23.5
|
Value:12.7;Growth:16.2;Quality:12.1;Size:23.3;Momentum:19.5;LowVol:16.3
|
IEF:44.5;HYG:28.2;TLT:27.3
| 2.2
| 142
| 10
|
Volatile
| 20.2
| 4.73
| 2.6
| 150
| -32
|
-69:0
| 19
| 0.008
| false
| false
|
NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 13
| -7
| 7
| null |
BrokerC
|
MKT
| 96
| 6
| 13
| 85
| 86
| -32
| 11
| null | null |
Normal monitoring
| 90
| 3.7
|
Approved
| 3
|
Tax-aware sells next window
|
E9938
|
P0755
|
2025-06-09
|
Trust
|
USD
| 1,546,123
| 8.4
| 1
| 62
|
Financials:36.8;Comm:14.2;Health:11.9;Materials:37.1
|
Value:15.3;Growth:21.6;Quality:14.5;Size:19.9;Momentum:16.0;LowVol:12.7
|
XLF:6.5;HYG:26.2;GLD:6.9;MUB:13.7;MSFT:29.2;TLT:17.4
| 6.6
| 279
| 26.8
|
Volatile
| 27.2
| 4.37
| 2.9
| 114
| 74
|
57:104
| 98
| 0.0096
| true
| true
| null | null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 0
| -34
| 7
|
Delta:-0.12;Vega:0.06
|
BrokerC
|
LMT
| 100
| 12
| 11
| -7
| -29
| -39
| 28
|
Drift>tolerance
|
Hedge
|
Allocation drift beyond policy bands
| 106
| 3.3
|
SuggestedEdits
| 2
|
Tax-aware sells next window
|
E9939
|
P7035
|
2025-09-18
|
Taxable
|
USD
| 1,247,894
| 6.4
| 1.12
| 70.4
|
Financials:26.9;Energy:14.7;Industrials:32.0;Materials:26.5
|
Value:9.4;Growth:10.1;Quality:25.2;Size:27.9;Momentum:8.3;LowVol:19.2
|
MSFT:10.7;TLT:36.0;MUB:29.2;VTI:24.1
| 5.8
| 222
| 19.5
|
Bull
| 13.6
| 4.07
| 2.9
| 105
| 49
|
9:74
| 91
| 0.0177
| false
| true
|
MaxPos8%;MaxSector30%
| null |
DriftNear;VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -11
| -14
| 5
| null |
BrokerA
|
MKT
| 91
| 7
| 5
| -40
| 34
| -11
| 39
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 158
| 2.5
|
SuggestedEdits
| 2
|
Monitor dispersion and breadth
|
E9940
|
P2054
|
2024-09-28
|
IRA
|
USD
| 933,185
| 3.5
| 1.16
| 39
|
Financials:47.2;Energy:34.4;RealEstate:18.4
|
Value:19.9;Growth:15.8;Quality:23.4;Size:13.1;Momentum:12.1;LowVol:15.7
|
XLF:17.4;BRK.B:11.2;MSFT:17.1;QQQ:23.2;AAPL:14.6;TSLA:16.5
| 2.1
| 222
| 19.2
|
Volatile
| 29.2
| 4.12
| 2.4
| 117
| 13
|
2:56
| 39
| 0.0181
| false
| true
|
ESGOnly;MaxPos7%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 27
| 6
| 10
|
Delta:-0.23;Vega:0.05
|
BrokerA
|
MKT
| 94
| 7
| 5
| 3
| 92
| -55
| -12
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 136
| 1.4
| null | 4
|
Tax-aware sells next window
|
E9941
|
P2990
|
2025-05-03
|
Trust
|
USD
| 440,156
| 5.6
| 1
| 71.5
|
Utilities:29.9;Comm:26.8;RealEstate:10.1;Financials:24.3;Industrials:8.9
|
Value:14.5;Growth:21.4;Quality:17.6;Size:9.1;Momentum:23.6;LowVol:13.8
|
VTI:23.0;BND:28.2;AMZN:8.6;HYG:20.8;VNQ:19.4
| 2.9
| 143
| 11.6
|
Bear
| 26.5
| 3.91
| 1.8
| 213
| -15
|
-51:23
| 36
| 0.0149
| false
| false
|
ESGOnly
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 29
| -33
| 2
|
Delta:-0.2;Vega:0.09
|
BrokerA
|
MKT
| 89
| 2
| 4
| 98
| 141
| -44
| -25
| null | null |
Normal monitoring
| 98
| 3
| null | 5
|
Monitor dispersion and breadth
|
E9942
|
P9231
|
2025-09-11
|
Taxable
|
USD
| 778,273
| 16.8
| 1
| 63.3
|
Health:27.5;Comm:28.4;Materials:44.1
|
Value:27.8;Growth:15.0;Quality:8.6;Size:27.8;Momentum:11.7;LowVol:9.2
|
BRK.B:13.0;AAPL:13.0;TLT:20.9;XLF:14.1;IEF:24.7;VTI:14.3
| 1.2
| 103
| 12.6
|
Bull
| 12.9
| 4.07
| 2.9
| 70
| 91
|
66:118
| 95
| 0.0063
| false
| false
|
MaxPos7%;MaxSector30%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 9
| -16
| 8
| null |
BrokerA
|
MKT
| 96
| 2
| 3
| 65
| 143
| -11
| 13
| null | null |
Normal monitoring
| 197
| 4
| null | 3
|
Within IPS guidelines
|
E9943
|
P3928
|
2024-08-01
|
401k
|
USD
| 1,838,313
| 7.3
| 1
| 36.1
|
Energy:10.6;Industrials:12.9;RealEstate:34.8;Financials:11.8;Consumer:29.9
|
Value:14.9;Growth:21.8;Quality:12.6;Size:16.1;Momentum:19.7;LowVol:14.8
|
XLF:24.7;VOO:23.7;BRK.B:17.8;GLD:33.7
| 1.6
| 220
| 13.9
|
Bear
| 30.9
| 3.49
| 2.5
| 219
| -112
|
-152:-78
| 5
| 0.0193
| false
| true
|
ESGOnly;MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 11
| -36
| 6
| null |
BrokerC
|
MKT
| 90
| 6
| 12
| -12
| 63
| 3
| 9
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 211
| 1
| null | 2
|
Increase defensive factor exposure
|
E9944
|
P3345
|
2025-04-28
|
IRA
|
USD
| 547,788
| 8.1
| 1
| 69.4
|
Industrials:35.9;Energy:16.1;Financials:48.0
|
Value:13.4;Growth:18.3;Quality:25.2;Size:16.0;Momentum:17.8;LowVol:9.3
|
GLD:11.2;BND:18.7;TSLA:14.6;MUB:19.0;HYG:17.2;IEF:19.3
| 3.8
| 154
| 19.1
|
Sideways
| 15.8
| 4.4
| 3.2
| 114
| -11
|
-43:35
| 43
| 0.0095
| false
| false
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -14
| -8
| 5
|
Delta:-0.21;Vega:0.08
|
BrokerB
|
LMT
| 88
| 12
| 12
| 2
| 100
| -60
| 2
| null | null |
Normal monitoring
| 203
| 1.1
| null | 4
|
Increase defensive factor exposure
|
E9945
|
P2572
|
2025-12-24
|
Roth
|
USD
| 685,160
| 7.5
| 1.08
| 49.8
|
Consumer:37.9;Utilities:14.0;Health:16.6;RealEstate:31.6
|
Value:19.8;Growth:16.8;Quality:9.3;Size:18.3;Momentum:21.1;LowVol:14.7
|
HYG:28.2;MUB:23.1;BRK.B:28.2;VTI:20.5
| 4.2
| 200
| 16.5
|
Bear
| 22.1
| 4.19
| 2.1
| 159
| 30
|
5:67
| 74
| 0.0152
| false
| true
|
MaxSector30%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -5
| -35
| 10
| null |
BrokerB
|
MKT
| 98
| 11
| 16
| 84
| 91
| -60
| -16
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 147
| 1
| null | 2
|
Tighten stops on momentum names
|
E9946
|
P5240
|
2024-12-24
|
Taxable
|
USD
| 1,256,300
| 5.5
| 1
| 55.3
|
Health:36.0;Energy:33.5;Materials:18.0;Tech:12.5
|
Value:18.4;Growth:24.1;Quality:13.7;Size:21.5;Momentum:12.3;LowVol:9.9
|
XLF:29.8;VNQ:10.5;QQQ:21.0;TLT:15.2;BRK.B:23.4
| 2.1
| 132
| 14.7
|
Volatile
| 31.2
| 4.15
| 4.1
| 158
| -4
|
-21:30
| 33
| 0.0088
| false
| false
|
ESGOnly;MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -4
| -15
| 8
| null |
BrokerB
|
MKT
| 93
| 5
| 8
| 98
| 115
| 20
| 20
| null | null |
Normal monitoring
| 151
| 3.9
| null | 4
|
Tax-aware sells next window
|
E9947
|
P8018
|
2025-08-17
|
Taxable
|
USD
| 224,910
| 15.3
| 1
| 43.9
|
Comm:15.8;Health:33.7;Energy:23.1;Financials:27.4
|
Value:12.6;Growth:6.9;Quality:23.1;Size:10.2;Momentum:23.8;LowVol:23.5
|
MSFT:21.0;VNQ:7.1;TLT:32.8;XLF:18.4;AMZN:9.7;GLD:10.9
| 4.3
| 135
| 15.7
|
Bull
| 17.6
| 3.93
| 3.5
| 96
| 94
|
79:149
| 93
| 0.0188
| false
| false
| null | null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 1
| 2
| 5
| null |
BrokerB
|
MKT
| 98
| 10
| 8
| 63
| 53
| 20
| 37
| null | null |
Normal monitoring
| 116
| 1.2
| null | 4
|
Tax-aware sells next window
|
E9948
|
P2572
|
2025-01-23
|
IRA
|
USD
| 1,866,752
| 6.7
| 1
| 49.3
|
Utilities:27.1;RealEstate:28.9;Tech:18.7;Industrials:13.9;Energy:11.4
|
Value:24.7;Growth:9.0;Quality:9.9;Size:9.5;Momentum:30.9;LowVol:16.0
|
VOO:18.8;BND:25.1;XLF:40.0;QQQ:16.1
| 1.9
| 201
| 10.7
|
Bull
| 13.4
| 3.99
| 2.5
| 113
| 59
|
38:103
| 85
| 0.0031
| false
| true
|
MaxPos5%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -1
| -15
| 1
| null |
BrokerD
|
VWAP
| 100
| 8
| 9
| -8
| 86
| -38
| 30
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 219
| 3.3
| null | 3
|
Tighten stops on momentum names
|
E9949
|
P1431
|
2025-10-13
|
Roth
|
USD
| 340,936
| 7.5
| 1
| 71.7
|
Consumer:32.6;Utilities:23.1;Industrials:24.1;RealEstate:20.2
|
Value:18.3;Growth:7.8;Quality:13.9;Size:19.1;Momentum:18.4;LowVol:22.6
|
QQQ:15.7;IEF:35.0;VTI:10.8;VNQ:38.5
| 1.1
| 138
| 7.9
|
Bull
| 15.7
| 4.57
| 2.8
| 89
| 41
|
17:69
| 85
| 0.0093
| false
| false
|
MaxPos6%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 16
| -29
| 1
| null |
BrokerA
|
MKT
| 92
| 5
| 8
| -30
| -26
| -35
| -19
| null | null |
Normal monitoring
| 219
| 3.3
|
Approved
| 3
|
Increase defensive factor exposure
|
E9950
|
P1186
|
2025-05-28
|
Trust
|
USD
| 1,520,902
| 6.4
| 1
| 58.3
|
Financials:19.6;Consumer:31.4;Industrials:19.2;Health:29.9
|
Value:19.4;Growth:19.7;Quality:8.4;Size:24.6;Momentum:8.9;LowVol:19.0
|
BND:20.8;VTI:53.4;TLT:25.8
| 3.8
| 127
| 11.9
|
Volatile
| 31.9
| 3.66
| 4.5
| 157
| 9
|
-1:56
| 55
| 0.0142
| false
| false
|
ESGOnly
| null | null |
Buy
|
Add core equity +1.0% from cash
| 24
| -20
| 8
| null |
BrokerA
|
MKT
| 90
| 3
| 1
| -52
| -50
| -5
| 32
| null | null |
Normal monitoring
| 217
| 3.5
|
Approved
| 5
|
Increase defensive factor exposure
|
E9951
|
P2801
|
2025-01-10
|
401k
|
USD
| 1,226,092
| 5.2
| 1
| 61.2
|
RealEstate:9.4;Industrials:25.5;Energy:27.7;Consumer:15.8;Health:21.6
|
Value:10.3;Growth:9.1;Quality:27.7;Size:27.9;Momentum:12.4;LowVol:12.5
|
AMZN:17.5;BRK.B:8.8;XLF:34.7;TLT:10.4;HYG:28.7
| 2.4
| 202
| 13.2
|
Bear
| 29.7
| 3.9
| 2.9
| 148
| -100
|
-130:-59
| 5
| 0.0032
| false
| true
| null | null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 12
| -11
| 1
| null |
BrokerD
|
MKT
| 91
| 7
| 11
| 88
| 57
| 13
| 14
|
RegimeShift
|
Pause
|
Volatility spike and breadth deterioration
| 201
| 3.3
|
Approved
| 4
|
Tax-aware sells next window
|
E9952
|
P9838
|
2024-08-01
|
IRA
|
USD
| 1,737,024
| 9.7
| 1
| 46.5
|
Consumer:14.5;Materials:14.6;Energy:20.7;Utilities:22.9;Tech:27.3
|
Value:15.0;Growth:17.1;Quality:10.1;Size:18.8;Momentum:20.5;LowVol:18.6
|
MSFT:21.7;BND:10.5;TLT:28.4;BRK.B:9.2;IEF:9.3;XLF:20.9
| 5.2
| 180
| 12.2
|
Bull
| 16.7
| 4.76
| 2.6
| 112
| 80
|
46:108
| 93
| 0.0144
| false
| true
| null | null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 28
| -4
| 11
|
Delta:-0.05;Vega:0.04
|
BrokerB
|
LMT
| 94
| 12
| 11
| 114
| 123
| -36
| -7
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 113
| 3.4
| null | 5
|
Monitor dispersion and breadth
|
E9953
|
P7855
|
2024-07-28
|
Roth
|
USD
| 2,173,878
| 5
| 1
| 48.7
|
RealEstate:18.0;Consumer:44.9;Tech:37.0
|
Value:17.1;Growth:16.6;Quality:10.5;Size:20.8;Momentum:21.2;LowVol:13.8
|
MSFT:21.6;QQQ:21.7;BND:13.3;AAPL:11.6;MUB:18.9;VTI:12.9
| 6
| 165
| 11.7
|
Sideways
| 17.8
| 4.54
| 3.1
| 108
| 14
|
-8:54
| 58
| 0.0161
| false
| false
|
MaxSector30%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 30
| 11
| 7
|
Delta:-0.14;Vega:0.08
|
BrokerD
|
LMT
| 92
| 6
| 9
| -23
| -26
| -5
| 22
| null | null |
Normal monitoring
| 105
| 1.6
|
Approved
| 4
|
Tighten stops on momentum names
|
E9954
|
P3830
|
2025-05-08
|
Taxable
|
USD
| 1,440,810
| 7.7
| 1.11
| 41.1
|
Comm:33.7;Materials:34.9;Energy:31.4
|
Value:8.4;Growth:20.3;Quality:10.4;Size:23.9;Momentum:14.3;LowVol:22.7
|
BND:10.8;TLT:25.8;XLF:17.4;HYG:9.4;GLD:23.6;MUB:13.0
| 2.5
| 212
| 19.2
|
Bull
| 13.6
| 3.85
| 2.6
| 94
| 89
|
76:107
| 99
| 0.0057
| false
| true
|
ESGOnly;MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -5
| -39
| 11
|
Delta:-0.18;Vega:0.07
|
BrokerA
|
LMT
| 98
| 3
| 5
| 59
| 61
| -53
| 12
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 120
| 1.8
| null | 3
|
Tighten stops on momentum names
|
E9955
|
P4298
|
2025-09-13
|
Taxable
|
USD
| 593,437
| 9.2
| 1
| 69.2
|
Comm:23.6;Financials:23.7;Tech:18.2;Utilities:11.2;Industrials:23.3
|
Value:19.6;Growth:19.3;Quality:14.2;Size:14.0;Momentum:22.0;LowVol:10.9
|
XLF:33.2;IEF:14.0;TLT:34.3;HYG:9.9;BND:8.6
| 2.2
| 183
| 18
|
Bull
| 17.4
| 3.97
| 2.7
| 119
| 75
|
50:125
| 88
| 0.0154
| false
| true
|
MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 7
| -40
| 8
| null |
BrokerA
|
VWAP
| 99
| 1
| 4
| 8
| 126
| -60
| 9
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 107
| 2
|
Approved
| 2
|
Monitor dispersion and breadth
|
E9956
|
P2389
|
2025-07-31
|
Trust
|
USD
| 1,186,111
| 8
| 1
| 63.6
|
RealEstate:22.9;Industrials:14.7;Comm:28.2;Tech:20.2;Consumer:14.0
|
Value:16.5;Growth:19.2;Quality:21.8;Size:15.5;Momentum:20.5;LowVol:6.6
|
BRK.B:28.0;IEF:38.3;VNQ:33.8
| 4.1
| 269
| 25.6
|
Volatile
| 23.2
| 4.34
| 4
| 153
| 73
|
33:125
| 78
| 0.0184
| false
| true
|
ESGOnly;MaxPos7%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 4
| -40
| 11
|
Delta:-0.06;Vega:0.04
|
BrokerA
|
LMT
| 90
| 7
| 4
| -24
| 7
| -32
| -1
|
VAR>budget
|
TightenStops
|
Risk above budget threshold
| 185
| 2.5
|
Approved
| 5
|
Tighten stops on momentum names
|
E9957
|
P6692
|
2025-08-08
|
401k
|
USD
| 1,049,227
| 9.5
| 1.07
| 47.7
|
Materials:20.0;Utilities:18.6;Consumer:61.4
|
Value:12.7;Growth:22.3;Quality:21.2;Size:20.9;Momentum:8.7;LowVol:14.2
|
MSFT:13.2;VNQ:20.7;BRK.B:21.7;BND:17.3;XLF:13.1;QQQ:14.0
| 3.1
| 133
| 17.8
|
Sideways
| 16.8
| 4.36
| 2.1
| 124
| 35
|
17:70
| 60
| 0.0154
| false
| false
|
MaxPos8%;MaxSector25%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 30
| -35
| 5
| null |
BrokerC
|
MKT
| 98
| 11
| 10
| -24
| -22
| -1
| 19
| null | null |
Normal monitoring
| 117
| 1.5
| null | 3
|
Monitor dispersion and breadth
|
E9958
|
P3942
|
2025-11-25
|
401k
|
USD
| 1,231,066
| 5.5
| 1
| 60.5
|
Tech:18.9;Industrials:26.7;Utilities:14.9;Energy:13.6;RealEstate:25.9
|
Value:23.2;Growth:19.1;Quality:22.5;Size:12.0;Momentum:14.4;LowVol:8.7
|
MUB:25.8;QQQ:12.2;GLD:8.9;BRK.B:28.7;TLT:24.3
| 4.8
| 171
| 11.6
|
Bull
| 12.5
| 3.84
| 2.9
| 108
| 116
|
81:154
| 100
| 0.0081
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -1
| 11
| 11
|
Delta:-0.18;Vega:0.05
|
BrokerC
|
VWAP
| 90
| 4
| 11
| 24
| 97
| -43
| -25
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 215
| 2.2
|
Rejected
| 2
|
Tighten stops on momentum names
|
E9959
|
P8349
|
2025-09-01
|
Roth
|
USD
| 606,476
| 9.8
| 1
| 73.5
|
Financials:30.3;Comm:20.0;Energy:49.6
|
Value:17.0;Growth:21.2;Quality:13.2;Size:16.8;Momentum:9.3;LowVol:22.5
|
BND:25.3;QQQ:18.4;GLD:17.1;XLF:13.4;BRK.B:25.8
| 3.1
| 132
| 14.7
|
Bull
| 12.5
| 3.71
| 2.7
| 82
| 111
|
96:158
| 91
| 0.0086
| false
| false
|
MaxSector25%
| null | null |
NoAction
|
Within policy bands; defer
| 18
| 9
| 10
| null |
BrokerD
|
MKT
| 0
| 0
| 0
| -15
| 106
| -39
| -8
| null | null |
Normal monitoring
| 140
| 3.5
|
Approved
| 5
|
Tighten stops on momentum names
|
E9960
|
P7761
|
2025-01-14
|
401k
|
USD
| 588,754
| 12.3
| 1
| 63.7
|
Industrials:33.8;Tech:30.1;Energy:12.0;Financials:24.1
|
Value:17.1;Growth:24.4;Quality:21.5;Size:16.3;Momentum:11.5;LowVol:9.3
|
AAPL:33.7;TLT:10.2;VTI:16.1;BRK.B:29.7;GLD:10.2
| 2.9
| 161
| 13.2
|
Bull
| 17.9
| 4.27
| 2.1
| 99
| 40
|
15:58
| 81
| 0.0079
| false
| false
|
NoMargin
| null |
VarNear
|
Buy
|
Add core equity +1.0% from cash
| 26
| -16
| 9
| null |
BrokerC
|
VWAP
| 90
| 1
| 2
| 92
| 214
| -27
| 12
| null | null |
Normal monitoring
| 192
| 2.2
|
Approved
| 5
|
Within IPS guidelines
|
E9961
|
P6644
|
2025-01-04
|
Trust
|
USD
| 744,759
| 15.6
| 1
| 54.9
|
Materials:38.8;Energy:14.7;Health:19.4;Comm:27.1
|
Value:14.1;Growth:13.0;Quality:16.4;Size:20.4;Momentum:14.5;LowVol:21.6
|
TLT:13.0;XLF:27.7;VTI:21.3;VNQ:20.4;AAPL:17.6
| 4.4
| 129
| 11.5
|
Bull
| 13.2
| 3.67
| 3.3
| 117
| 109
|
82:151
| 97
| 0.0053
| false
| false
| null | null |
DriftNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 28
| -1
| 1
|
Delta:-0.19;Vega:0.04
|
BrokerA
|
MKT
| 100
| 3
| 10
| 36
| 22
| -2
| 18
| null | null |
Normal monitoring
| 151
| 1.9
| null | 3
|
Monitor dispersion and breadth
|
E9962
|
P7158
|
2024-07-06
|
Taxable
|
USD
| 1,876,024
| 9.9
| 1
| 50.2
|
Energy:22.3;RealEstate:31.8;Industrials:24.2;Tech:10.8;Materials:10.8
|
Value:11.0;Growth:19.3;Quality:14.9;Size:10.3;Momentum:20.2;LowVol:24.3
|
XLF:20.6;TLT:19.7;AMZN:27.0;MSFT:14.7;BRK.B:18.0
| 4.4
| 149
| 21.7
|
Sideways
| 14.6
| 4.52
| 2.2
| 131
| 1
|
-23:50
| 65
| 0.0069
| false
| false
|
MaxPos6%;MaxSector30%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 10
| 2
| 11
| null |
BrokerC
|
LMT
| 89
| 6
| 4
| 19
| 139
| -28
| -16
| null | null |
Normal monitoring
| 124
| 1.4
| null | 4
|
Within IPS guidelines
|
E9963
|
P9476
|
2024-11-05
|
Taxable
|
USD
| 1,248,339
| 7.5
| 1
| 68.9
|
Health:27.7;Financials:35.2;Energy:37.1
|
Value:8.7;Growth:17.9;Quality:11.6;Size:22.7;Momentum:23.2;LowVol:15.8
|
XLF:13.0;TLT:20.1;VNQ:12.7;MUB:34.0;VTI:20.1
| 2.3
| 223
| 19.6
|
Volatile
| 31.8
| 5.06
| 2.8
| 147
| 19
|
-18:50
| 49
| 0.0063
| false
| true
|
MaxPos6%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 22
| -11
| 2
|
Delta:-0.07;Vega:0.03
|
BrokerA
|
LMT
| 88
| 4
| 7
| -3
| -12
| -41
| -20
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 213
| 1.7
| null | 2
|
Within IPS guidelines
|
E9964
|
P6283
|
2025-07-05
|
401k
|
USD
| 294,363
| 5.9
| 1
| 71
|
Utilities:30.2;Energy:47.9;Financials:21.9
|
Value:13.7;Growth:8.6;Quality:26.2;Size:24.9;Momentum:12.9;LowVol:13.7
|
AAPL:23.4;QQQ:8.5;BND:9.2;VTI:12.4;VOO:11.4;TLT:35.1
| 2.3
| 140
| 14.3
|
Volatile
| 28.5
| 3.54
| 3.5
| 165
| 38
|
21:66
| 80
| 0.0048
| false
| false
|
MaxPos6%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -4
| -25
| 2
| null |
BrokerC
|
MKT
| 97
| 9
| 15
| 4
| -33
| -20
| 10
| null | null |
Normal monitoring
| 109
| 1.4
|
Approved
| 3
|
Monitor dispersion and breadth
|
E9965
|
P6721
|
2025-08-29
|
401k
|
USD
| 384,320
| 11
| 1
| 47.1
|
Utilities:12.9;Tech:20.3;RealEstate:21.4;Comm:20.5;Financials:25.0
|
Value:20.9;Growth:13.9;Quality:15.7;Size:19.2;Momentum:12.1;LowVol:18.2
|
VOO:39.5;BRK.B:13.3;MUB:26.7;TSLA:20.5
| 2.7
| 106
| 14.3
|
Bear
| 33.1
| 3.48
| 2.9
| 193
| -78
|
-114:-30
| 5
| 0.0043
| false
| false
|
ESGOnly;MaxPos7%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 25
| -36
| 12
|
Delta:-0.2;Vega:0.03
|
BrokerD
|
VWAP
| 98
| 10
| 18
| 91
| 206
| -22
| -13
| null | null |
Normal monitoring
| 145
| 1.7
| null | 5
|
Tighten stops on momentum names
|
E9966
|
P9898
|
2025-02-10
|
Roth
|
USD
| 2,201,705
| 5.7
| 1
| 36.4
|
Energy:20.7;Consumer:45.7;Health:33.6
|
Value:20.9;Growth:23.2;Quality:11.4;Size:20.5;Momentum:10.1;LowVol:13.9
|
HYG:22.4;AAPL:10.6;BRK.B:34.2;VTI:32.8
| 3.3
| 199
| 10.4
|
Bull
| 13.7
| 4.02
| 3.1
| 88
| 4
|
-26:45
| 37
| 0.0098
| false
| true
|
MaxPos5%
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 28
| 2
| 3
|
Delta:-0.21;Vega:0.08
|
BrokerC
|
LMT
| 92
| 3
| 8
| 42
| 35
| 12
| -19
|
RegimeShift
|
TightenStops
|
Volatility spike and breadth deterioration
| 181
| 3.3
|
Approved
| 2
|
Increase defensive factor exposure
|
E9967
|
P9607
|
2025-07-08
|
Trust
|
USD
| 486,965
| 4.4
| 1
| 55.9
|
Energy:20.8;Financials:41.0;Comm:11.9;Consumer:26.4
|
Value:14.0;Growth:15.7;Quality:12.5;Size:16.3;Momentum:16.9;LowVol:24.6
|
HYG:11.0;VTI:19.6;MSFT:13.5;VNQ:16.6;IEF:11.9;MUB:27.4
| 1.6
| 182
| 19.3
|
Bull
| 11.5
| 4.68
| 3.1
| 79
| 37
|
2:76
| 51
| 0.0054
| false
| true
|
ESGOnly;MaxSector25%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 16
| -7
| 3
| null |
BrokerD
|
LMT
| 90
| 3
| 10
| 31
| 83
| -21
| -17
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 220
| 3.1
|
Approved
| 3
|
Monitor dispersion and breadth
|
E9968
|
P3142
|
2025-03-11
|
401k
|
USD
| 1,727,791
| 9.9
| 1
| 73.5
|
Materials:24.5;Tech:47.7;Energy:27.9
|
Value:21.7;Growth:18.0;Quality:12.9;Size:16.8;Momentum:11.4;LowVol:19.2
|
XLF:24.4;GLD:21.7;VTI:24.4;TLT:17.6;IEF:12.0
| 5
| 137
| 19.1
|
Volatile
| 22
| 5.38
| 3.2
| 128
| 17
|
-2:43
| 51
| 0.003
| false
| false
|
ESGOnly;MaxPos8%;MaxSector35%
| null | null |
Sell
|
Trim extended winner -1.0%
| 34
| 5
| 2
| null |
BrokerA
|
LMT
| 97
| 10
| 12
| 100
| 153
| 14
| 19
| null | null |
Normal monitoring
| 127
| 3.2
| null | 5
|
Tighten stops on momentum names
|
E9969
|
P6571
|
2025-11-05
|
Roth
|
USD
| 906,239
| 9.6
| 1
| 39.5
|
Comm:17.0;Health:31.0;RealEstate:34.8;Tech:17.3
|
Value:13.0;Growth:23.3;Quality:14.6;Size:9.7;Momentum:16.0;LowVol:23.5
|
AMZN:35.3;AAPL:13.6;TSLA:51.1
| 2.5
| 178
| 14.3
|
Bull
| 16.5
| 4.1
| 2.4
| 102
| 42
|
5:73
| 73
| 0.0147
| false
| true
| null | null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 8
| -33
| 3
|
Delta:-0.2;Vega:0.08
|
BrokerB
|
VWAP
| 98
| 5
| 11
| 69
| 140
| 9
| -10
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 96
| 3.2
|
Rejected
| 4
|
Tighten stops on momentum names
|
E9970
|
P8030
|
2025-08-09
|
Taxable
|
USD
| 195,895
| 9.9
| 1
| 36.1
|
Consumer:27.7;Energy:14.2;Financials:29.7;Materials:17.8;Tech:10.7
|
Value:20.7;Growth:13.0;Quality:7.9;Size:25.1;Momentum:20.8;LowVol:12.4
|
VTI:27.9;AAPL:10.1;XLF:15.4;BRK.B:13.0;IEF:13.9;BND:19.6
| 1.9
| 120
| 8.9
|
Volatile
| 20.6
| 4.9
| 4
| 140
| 64
|
37:84
| 100
| 0.0081
| false
| false
|
MaxPos6%;NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| 3
| -13
| 3
| null |
BrokerD
|
LMT
| 92
| 3
| 8
| 68
| 94
| -43
| 30
| null | null |
Normal monitoring
| 191
| 2.5
| null | 4
|
Tax-aware sells next window
|
E9971
|
P8800
|
2024-10-02
|
Taxable
|
USD
| 420,215
| 17
| 1
| 72.5
|
Industrials:39.6;Health:29.7;Utilities:30.7
|
Value:11.1;Growth:26.2;Quality:20.8;Size:14.1;Momentum:12.0;LowVol:15.7
|
VNQ:25.7;BRK.B:34.3;XLF:40.0
| 3
| 114
| 9.2
|
Sideways
| 18.4
| 3.95
| 3
| 123
| -10
|
-41:9
| 62
| 0.0198
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 13
| -37
| 6
|
Delta:-0.12;Vega:0.08
|
BrokerA
|
VWAP
| 90
| 12
| 14
| -7
| 133
| -4
| 13
| null | null |
Normal monitoring
| 163
| 1
|
Approved
| 5
|
Within IPS guidelines
|
E9972
|
P0876
|
2024-08-13
|
401k
|
USD
| 738,345
| 14.3
| 1
| 36.6
|
Comm:30.5;Financials:29.9;Utilities:39.5
|
Value:12.5;Growth:19.6;Quality:14.8;Size:14.8;Momentum:21.5;LowVol:16.9
|
AMZN:23.0;TSLA:27.8;HYG:32.5;VOO:7.4;MUB:9.3
| 4.8
| 110
| 12.5
|
Bull
| 13.9
| 4.63
| 2.8
| 83
| 71
|
58:86
| 79
| 0.0039
| false
| false
|
ESGOnly;MaxPos8%;NoMargin
| null |
DriftNear
|
Sell
|
Trim extended winner -1.0%
| 9
| -29
| 1
| null |
BrokerD
|
VWAP
| 98
| 4
| 10
| 79
| 48
| 14
| 3
| null | null |
Normal monitoring
| 174
| 1.5
| null | 5
|
Tax-aware sells next window
|
E9973
|
P4103
|
2024-11-15
|
IRA
|
USD
| 184,353
| 17.4
| 1
| 50.1
|
Materials:20.4;Comm:11.5;Energy:28.7;RealEstate:15.4;Consumer:23.9
|
Value:26.4;Growth:8.9;Quality:12.6;Size:13.1;Momentum:24.3;LowVol:14.8
|
GLD:31.2;TLT:12.5;AMZN:10.7;BRK.B:11.0;MSFT:34.7
| 3.3
| 101
| 12.5
|
Bull
| 16.9
| 4.82
| 2.9
| 72
| 55
|
26:107
| 90
| 0.0181
| false
| false
|
MaxPos7%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -1
| 3
| 1
|
Delta:-0.23;Vega:0.03
|
BrokerA
|
LMT
| 95
| 1
| 1
| 114
| 149
| -8
| 10
| null | null |
Normal monitoring
| 127
| 2
|
Approved
| 4
|
Monitor dispersion and breadth
|
E9974
|
P8485
|
2024-08-29
|
Roth
|
USD
| 596,520
| 5.1
| 1
| 44.7
|
Consumer:26.7;Energy:14.2;Utilities:21.5;Tech:20.0;Industrials:17.5
|
Value:18.5;Growth:10.1;Quality:18.2;Size:21.5;Momentum:16.0;LowVol:15.8
|
GLD:33.1;VNQ:21.4;IEF:14.7;AAPL:12.9;QQQ:17.8
| 4
| 104
| 7.4
|
Sideways
| 18.4
| 3.67
| 2.3
| 103
| 43
|
24:80
| 79
| 0.0082
| false
| false
|
MaxPos5%;MaxSector30%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 11
| -12
| 9
| null |
BrokerB
|
LMT
| 93
| 3
| 8
| 2
| -13
| 17
| -23
| null | null |
Normal monitoring
| 91
| 1.1
|
Approved
| 4
|
Increase defensive factor exposure
|
E9975
|
P5911
|
2024-09-01
|
401k
|
USD
| 716,078
| 9.8
| 1
| 60.5
|
Comm:28.1;Health:23.3;Consumer:17.8;Energy:30.7
|
Value:12.6;Growth:27.8;Quality:19.1;Size:15.6;Momentum:14.7;LowVol:10.2
|
VOO:18.5;AAPL:23.1;IEF:15.3;BND:6.0;VNQ:16.4;TSLA:20.8
| 1.6
| 159
| 11.2
|
Volatile
| 25.4
| 3.96
| 2.2
| 160
| 47
|
13:102
| 73
| 0.0127
| false
| false
|
ESGOnly;NoMargin
| null |
VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 24
| 8
| 9
|
Delta:-0.14;Vega:0.03
|
BrokerA
|
MKT
| 97
| 7
| 15
| 90
| 85
| -44
| 28
| null | null |
Normal monitoring
| 205
| 2.5
|
Approved
| 5
|
Increase defensive factor exposure
|
E9976
|
P2374
|
2025-05-11
|
Roth
|
USD
| 1,104,427
| 9.7
| 1
| 45.8
|
Health:14.7;Energy:10.3;Industrials:26.9;Consumer:23.6;RealEstate:24.6
|
Value:10.2;Growth:21.1;Quality:9.8;Size:22.7;Momentum:12.7;LowVol:23.5
|
QQQ:32.4;VOO:11.0;HYG:26.7;VTI:30.0
| 3.9
| 179
| 11.1
|
Bear
| 25.3
| 3.01
| 2.6
| 212
| -32
|
-45:-17
| 52
| 0.0125
| false
| true
|
ESGOnly;MaxPos5%;MaxSector35%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| 17
| -17
| 11
| null |
BrokerC
|
MKT
| 99
| 2
| 0
| -36
| -64
| -5
| 40
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 191
| 1.6
|
Approved
| 3
|
Tax-aware sells next window
|
E9977
|
P1823
|
2025-11-24
|
Trust
|
USD
| 881,792
| 14.6
| 1
| 46.7
|
Materials:25.7;Comm:32.5;RealEstate:41.8
|
Value:8.9;Growth:17.2;Quality:20.1;Size:27.5;Momentum:11.9;LowVol:14.4
|
XLF:11.4;VNQ:24.1;MUB:20.7;VOO:13.2;MSFT:12.1;IEF:18.5
| 3.6
| 139
| 9.2
|
Sideways
| 15.7
| 4.73
| 2.5
| 119
| -22
|
-37:33
| 48
| 0.0187
| false
| false
|
ESGOnly;MaxPos6%
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| 23
| -29
| 10
|
Delta:-0.19;Vega:0.09
|
BrokerC
|
MKT
| 96
| 7
| 12
| -45
| -19
| 1
| -4
| null | null |
Normal monitoring
| 148
| 2.5
|
Approved
| 3
|
Within IPS guidelines
|
E9978
|
P0991
|
2025-10-14
|
Trust
|
USD
| 692,235
| 6
| 1
| 52.6
|
Materials:26.4;Health:13.1;Energy:19.4;Financials:30.7;Tech:10.4
|
Value:19.3;Growth:20.6;Quality:11.4;Size:12.4;Momentum:20.2;LowVol:16.0
|
VNQ:21.4;BRK.B:36.2;BND:10.2;VOO:17.1;XLF:15.0
| 4.8
| 123
| 8.6
|
Bull
| 13.5
| 4.79
| 2.7
| 88
| 62
|
42:102
| 93
| 0.0195
| false
| false
|
MaxPos5%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 26
| -27
| 3
| null |
BrokerB
|
VWAP
| 93
| 5
| 10
| 100
| 151
| -39
| -19
| null | null |
Normal monitoring
| 119
| 2
| null | 4
|
Increase defensive factor exposure
|
E9979
|
P7442
|
2024-08-31
|
Roth
|
USD
| 244,683
| 8.7
| 1
| 36.7
|
Consumer:14.7;Comm:40.7;Tech:28.4;Health:16.3
|
Value:16.6;Growth:15.2;Quality:24.5;Size:7.8;Momentum:25.9;LowVol:10.0
|
MSFT:25.7;GLD:26.3;HYG:31.0;VTI:17.0
| 4.4
| 122
| 12.5
|
Bull
| 11.8
| 4.68
| 2.4
| 91
| 55
|
22:91
| 66
| 0.0184
| false
| false
|
MaxPos5%
| null |
DriftNear
|
Buy
|
Add core equity +1.0% from cash
| -9
| -23
| 10
| null |
BrokerD
|
MKT
| 98
| 7
| 12
| 61
| 176
| -23
| -6
| null | null |
Normal monitoring
| 123
| 1.8
|
Approved
| 4
|
Increase defensive factor exposure
|
E9980
|
P7871
|
2024-08-08
|
IRA
|
USD
| 693,819
| 9.6
| 1
| 58
|
Comm:26.0;Materials:25.7;Utilities:29.5;Industrials:18.7
|
Value:21.6;Growth:9.3;Quality:19.7;Size:9.5;Momentum:21.3;LowVol:18.6
|
MSFT:11.9;AMZN:23.3;IEF:14.5;VTI:16.8;HYG:14.8;GLD:18.8
| 1.8
| 140
| 7.5
|
Volatile
| 27.4
| 4.79
| 3.9
| 159
| -12
|
-30:37
| 33
| 0.0161
| false
| false
|
NoMargin
| null | null |
Sell
|
Trim extended winner -1.0%
| -7
| 9
| 2
| null |
BrokerB
|
VWAP
| 91
| 11
| 19
| -1
| 81
| 9
| 34
| null | null |
Normal monitoring
| 96
| 1.5
|
Approved
| 5
|
Tax-aware sells next window
|
E9981
|
P0060
|
2025-10-10
|
Trust
|
USD
| 1,001,939
| 5.4
| 1
| 46.7
|
Financials:26.4;RealEstate:14.4;Tech:23.8;Industrials:24.4;Utilities:11.1
|
Value:20.0;Growth:19.5;Quality:17.4;Size:14.3;Momentum:19.6;LowVol:9.2
|
BRK.B:16.7;AAPL:26.2;MUB:23.1;TSLA:34.0
| 6.2
| 164
| 15
|
Bear
| 28.9
| 4.09
| 2.7
| 159
| 7
|
-27:22
| 36
| 0.01
| true
| false
|
ESGOnly;MaxPos6%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -14
| -5
| 4
| null |
BrokerC
|
LMT
| 90
| 5
| 7
| -20
| -5
| 3
| 28
|
Drift>tolerance
|
TightenStops
|
Allocation drift beyond policy bands
| 191
| 1
|
SuggestedEdits
| 4
|
Tighten stops on momentum names
|
E9982
|
P8585
|
2025-10-20
|
IRA
|
USD
| 449,176
| 8.6
| 1
| 47.4
|
Consumer:16.4;Tech:22.7;RealEstate:33.1;Health:27.9
|
Value:16.2;Growth:17.1;Quality:21.3;Size:21.4;Momentum:9.0;LowVol:15.0
|
GLD:21.6;VNQ:21.9;TLT:21.5;BRK.B:7.4;BND:15.5;MSFT:12.1
| 3
| 129
| 14.3
|
Bull
| 12
| 3.99
| 3.1
| 100
| 105
|
69:152
| 89
| 0.0141
| false
| false
|
MaxPos5%;NoMargin
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| 8
| 7
| 8
| null |
BrokerC
|
LMT
| 96
| 5
| 11
| 74
| 165
| -38
| -10
| null | null |
Normal monitoring
| 154
| 1
|
Approved
| 4
|
Monitor dispersion and breadth
|
E9983
|
P7061
|
2024-07-06
|
Trust
|
USD
| 645,335
| 4.4
| 1
| 43.3
|
Materials:19.0;Financials:18.0;Industrials:30.8;Tech:21.7;Consumer:10.5
|
Value:13.2;Growth:18.3;Quality:21.8;Size:16.8;Momentum:15.0;LowVol:14.9
|
HYG:15.1;XLF:23.7;IEF:16.8;AAPL:19.2;VNQ:25.2
| 5.5
| 200
| 21
|
Bear
| 22.1
| 3.87
| 2.3
| 159
| -81
|
-112:-53
| 6
| 0.0181
| false
| true
|
MaxPos7%;MaxSector25%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| -10
| -25
| 10
|
Delta:-0.05;Vega:0.04
|
BrokerC
|
LMT
| 95
| 4
| 12
| 55
| 119
| -36
| -23
|
RegimeShift
|
Hedge
|
Volatility spike and breadth deterioration
| 212
| 2.1
|
Approved
| 4
|
Tax-aware sells next window
|
E9984
|
P4190
|
2025-03-14
|
Roth
|
USD
| 396,833
| 14.3
| 1
| 39.9
|
Industrials:23.6;Health:29.3;Utilities:36.8;RealEstate:10.3
|
Value:13.2;Growth:13.2;Quality:16.7;Size:12.9;Momentum:20.3;LowVol:23.7
|
BND:15.5;GLD:9.3;XLF:20.8;VNQ:22.6;MUB:17.5;AMZN:14.2
| 2.1
| 127
| 15.8
|
Volatile
| 27.6
| 4.3
| 3.3
| 154
| 45
|
5:78
| 62
| 0.0032
| false
| false
|
ESGOnly;MaxPos5%;MaxSector35%;NoMargin
| null | null |
Hedge
|
Buy index puts 1.0% notional, 30d
| -15
| -18
| 3
|
Delta:-0.13;Vega:0.05
|
BrokerB
|
VWAP
| 91
| 10
| 11
| 56
| 136
| 7
| -25
| null | null |
Normal monitoring
| 91
| 1.1
| null | 5
|
Within IPS guidelines
|
E9985
|
P7454
|
2025-06-14
|
401k
|
USD
| 674,680
| 16.9
| 1
| 60.2
|
Industrials:26.1;RealEstate:27.6;Utilities:11.6;Comm:11.4;Health:23.3
|
Value:13.0;Growth:22.2;Quality:10.4;Size:16.0;Momentum:18.9;LowVol:19.5
|
IEF:26.1;QQQ:15.0;MUB:20.5;HYG:24.2;MSFT:14.2
| 1.2
| 127
| 11.7
|
Bear
| 26
| 3.82
| 2.2
| 198
| 0
|
-33:23
| 34
| 0.0175
| false
| false
|
MaxPos6%
| null | null |
Sell
|
Trim extended winner -1.0%
| 2
| -40
| 10
| null |
BrokerB
|
MKT
| 96
| 6
| 8
| 62
| 35
| -23
| -6
| null | null |
Normal monitoring
| 100
| 3.7
|
Approved
| 4
|
Increase defensive factor exposure
|
E9986
|
P1580
|
2024-07-11
|
Roth
|
USD
| 754,258
| 5.4
| 1
| 48.8
|
Comm:27.4;Health:30.3;Tech:42.3
|
Value:16.9;Growth:11.8;Quality:23.6;Size:9.6;Momentum:18.2;LowVol:19.8
|
IEF:35.0;VNQ:27.7;TLT:21.2;MSFT:16.0
| 4.4
| 199
| 16.3
|
Bull
| 17.2
| 3.69
| 2.2
| 73
| 99
|
86:140
| 100
| 0.0062
| false
| true
|
ESGOnly;MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 2
| -17
| 8
| null |
BrokerA
|
LMT
| 95
| 8
| 12
| 10
| 117
| -11
| -9
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 214
| 0.8
| null | 4
|
Tax-aware sells next window
|
E9987
|
P6493
|
2024-07-30
|
401k
|
USD
| 1,738,399
| 9
| 1
| 62
|
Comm:24.6;Consumer:28.0;Materials:22.0;Tech:25.4
|
Value:17.5;Growth:12.5;Quality:10.4;Size:25.5;Momentum:17.4;LowVol:16.7
|
GLD:18.6;VOO:21.6;MUB:5.4;TLT:15.1;TSLA:15.3;AMZN:24.0
| 4.8
| 165
| 24.8
|
Bear
| 25
| 3.96
| 2
| 165
| -10
|
-30:10
| 60
| 0.0122
| false
| false
| null | null | null |
Sell
|
Trim extended winner -1.0%
| 8
| -17
| 2
| null |
BrokerB
|
VWAP
| 91
| 4
| 12
| 101
| 159
| -17
| 15
| null | null |
Normal monitoring
| 126
| 2
| null | 5
|
Monitor dispersion and breadth
|
E9988
|
P1538
|
2025-01-05
|
Trust
|
USD
| 787,468
| 14.5
| 1
| 55.5
|
Consumer:38.0;Materials:33.9;Industrials:28.0
|
Value:10.6;Growth:21.0;Quality:19.4;Size:10.9;Momentum:17.3;LowVol:20.8
|
BND:38.2;VOO:35.6;AAPL:26.2
| 3.2
| 119
| 7.9
|
Volatile
| 22.4
| 4.8
| 4
| 167
| 51
|
30:80
| 87
| 0.0085
| false
| false
|
ESGOnly;MaxPos6%;MaxSector30%
| null | null |
Buy
|
Add core equity +1.0% from cash
| -14
| -16
| 5
| null |
BrokerC
|
MKT
| 98
| 7
| 11
| 109
| 88
| -17
| 30
| null | null |
Normal monitoring
| 216
| 1.2
| null | 5
|
Tighten stops on momentum names
|
E9989
|
P6319
|
2024-10-21
|
401k
|
USD
| 641,297
| 5.2
| 1
| 39.8
|
Utilities:37.6;RealEstate:41.6;Tech:20.8
|
Value:11.8;Growth:20.2;Quality:18.9;Size:20.7;Momentum:12.4;LowVol:16.0
|
AMZN:10.4;VTI:19.3;GLD:21.8;AAPL:16.5;BRK.B:13.3;MSFT:18.6
| 2.4
| 176
| 23.3
|
Volatile
| 24.1
| 4.05
| 2.9
| 140
| -2
|
-19:15
| 47
| 0.0065
| false
| false
|
ESGOnly;MaxPos7%
| null | null |
Sell
|
Trim extended winner -1.0%
| 31
| -3
| 8
| null |
BrokerD
|
MKT
| 98
| 3
| 11
| 74
| 201
| -26
| 11
| null | null |
Normal monitoring
| 122
| 3.1
|
Approved
| 5
|
Within IPS guidelines
|
E9990
|
P6280
|
2024-08-20
|
Roth
|
USD
| 972,091
| 7.3
| 1
| 57.6
|
Consumer:24.3;Industrials:19.1;Materials:31.7;Utilities:24.9
|
Value:18.5;Growth:19.4;Quality:15.0;Size:18.1;Momentum:19.6;LowVol:9.4
|
VOO:14.1;AAPL:18.4;TLT:30.9;AMZN:22.5;IEF:14.1
| 2.7
| 168
| 16
|
Volatile
| 28.5
| 5.23
| 3.8
| 171
| 46
|
23:91
| 78
| 0.0084
| false
| false
|
ESGOnly
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -8
| 12
| 12
| null |
BrokerC
|
LMT
| 91
| 1
| 2
| 44
| 78
| -56
| 19
| null | null |
Normal monitoring
| 152
| 3.7
| null | 5
|
Increase defensive factor exposure
|
E9991
|
P7656
|
2024-12-11
|
401k
|
USD
| 601,708
| 7.3
| 1
| 48.2
|
Financials:18.7;Tech:17.3;Comm:16.6;RealEstate:18.1;Health:29.3
|
Value:11.9;Growth:15.0;Quality:21.8;Size:19.9;Momentum:11.1;LowVol:20.4
|
MUB:15.3;AAPL:53.2;HYG:31.5
| 2.8
| 93
| 8.8
|
Sideways
| 15.2
| 4.81
| 2.9
| 93
| -20
|
-40:1
| 37
| 0.0106
| false
| false
|
ESGOnly;MaxSector30%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| -2
| -23
| 3
| null |
BrokerA
|
LMT
| 0
| 0
| 0
| -52
| 27
| -53
| -2
| null | null |
Normal monitoring
| 159
| 3.2
| null | 3
|
Within IPS guidelines
|
E9992
|
P6437
|
2024-12-22
|
Taxable
|
USD
| 1,706,738
| 5.6
| 1
| 55.6
|
Financials:30.3;Materials:20.5;Comm:30.5;Tech:18.6
|
Value:27.0;Growth:14.5;Quality:11.0;Size:11.5;Momentum:17.8;LowVol:18.2
|
VTI:9.8;QQQ:17.8;IEF:6.9;VNQ:11.6;HYG:33.0;AAPL:20.9
| 6
| 198
| 17.7
|
Bear
| 22.3
| 3.42
| 1.8
| 133
| -74
|
-89:-44
| 10
| 0.0192
| false
| true
|
MaxSector30%
| null |
DriftNear;VarNear
|
Hedge
|
Buy index puts 1.0% notional, 30d
| 30
| -38
| 3
|
Delta:-0.09;Vega:0.03
|
BrokerD
|
LMT
| 98
| 6
| 8
| 113
| 73
| -27
| -21
|
VAR>budget
|
Reduce
|
Risk above budget threshold
| 187
| 2.9
|
Approved
| 4
|
Tighten stops on momentum names
|
E9993
|
P7665
|
2024-08-23
|
Taxable
|
USD
| 602,547
| 13.1
| 1
| 66.4
|
Energy:19.0;Industrials:20.7;Health:20.0;RealEstate:13.1;Consumer:27.1
|
Value:14.1;Growth:15.0;Quality:17.0;Size:9.7;Momentum:19.8;LowVol:24.3
|
VTI:12.1;GLD:12.8;AMZN:26.8;VOO:23.7;MUB:10.2;AAPL:14.3
| 1.4
| 139
| 9.5
|
Bear
| 24
| 3.27
| 2.5
| 138
| -57
|
-84:-18
| 35
| 0.0159
| false
| false
|
ESGOnly;MaxSector35%
| null | null |
Rebalance
|
Shift +1.0% bonds from equity
| -4
| -11
| 1
| null |
BrokerD
|
LMT
| 95
| 2
| 8
| -15
| 63
| -13
| -10
| null | null |
Normal monitoring
| 157
| 1.1
|
Approved
| 4
|
Within IPS guidelines
|
E9994
|
P4290
|
2025-09-25
|
IRA
|
USD
| 1,229,024
| 3.9
| 1
| 51.5
|
Materials:15.8;RealEstate:11.0;Health:22.5;Comm:18.6;Industrials:32.0
|
Value:9.8;Growth:13.5;Quality:20.5;Size:15.6;Momentum:17.9;LowVol:22.8
|
IEF:18.8;BND:27.1;QQQ:17.0;TLT:37.1
| 6.5
| 175
| 26.5
|
Sideways
| 19.3
| 4.24
| 2.7
| 107
| 40
|
2:78
| 75
| 0.0197
| true
| false
|
ESGOnly;MaxPos5%
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 33
| 6
| 4
| null |
BrokerD
|
LMT
| 91
| 10
| 9
| -60
| 46
| -2
| -24
|
Drift>tolerance
|
Reduce
|
Allocation drift beyond policy bands
| 121
| 2.1
| null | 2
|
Tighten stops on momentum names
|
E9995
|
P0093
|
2024-09-24
|
IRA
|
USD
| 373,104
| 8.1
| 1
| 56.8
|
Consumer:33.4;Financials:17.9;Utilities:30.3;Industrials:18.4
|
Value:12.9;Growth:13.8;Quality:12.1;Size:11.9;Momentum:29.9;LowVol:19.2
|
TLT:9.5;AMZN:22.7;VNQ:15.4;HYG:25.4;GLD:19.0;MUB:8.0
| 4.5
| 121
| 13.5
|
Sideways
| 20
| 3.81
| 2.7
| 92
| 21
|
-5:67
| 67
| 0.0142
| false
| false
|
MaxSector25%;NoMargin
| null |
DriftNear
|
Rebalance
|
Shift +1.0% bonds from equity
| 5
| -27
| 10
| null |
BrokerB
|
MKT
| 94
| 10
| 10
| 97
| 119
| -36
| -18
| null | null |
Normal monitoring
| 147
| 2.9
| null | 5
|
Tighten stops on momentum names
|
E9996
|
P6567
|
2025-10-05
|
Trust
|
USD
| 305,856
| 17.5
| 1
| 56.7
|
Materials:14.1;Industrials:34.5;Health:29.8;Consumer:21.6
|
Value:22.2;Growth:22.1;Quality:6.9;Size:21.0;Momentum:16.6;LowVol:11.1
|
TLT:28.5;VOO:16.0;VNQ:37.4;MUB:18.1
| 1.6
| 115
| 12.2
|
Sideways
| 16.9
| 4.67
| 2.4
| 98
| 7
|
-5:40
| 56
| 0.0036
| false
| false
|
MaxPos6%;MaxSector25%;NoMargin
| null | null |
NoAction
|
Within policy bands; defer
| 16
| 7
| 3
| null |
BrokerA
|
VWAP
| 0
| 0
| 0
| 74
| 36
| -57
| 37
| null | null |
Normal monitoring
| 105
| 1.5
|
Approved
| 3
|
Within IPS guidelines
|
E9997
|
P5887
|
2024-11-05
|
IRA
|
USD
| 1,424,512
| 5.8
| 1
| 50.3
|
Industrials:31.3;Consumer:35.8;Energy:32.8
|
Value:8.5;Growth:10.3;Quality:23.7;Size:13.8;Momentum:21.4;LowVol:22.4
|
MUB:19.2;VTI:32.8;VOO:48.0
| 2.6
| 227
| 14.3
|
Sideways
| 19.2
| 4.04
| 2.1
| 122
| -4
|
-24:39
| 31
| 0.0074
| false
| true
|
MaxSector35%
| null |
VarNear
|
Reduce
|
Cut high-beta sleeve -1.0% and raise cash
| -7
| -26
| 4
| null |
BrokerA
|
VWAP
| 97
| 8
| 11
| 54
| 171
| -57
| -16
|
RegimeShift
|
Reduce
|
Volatility spike and breadth deterioration
| 134
| 1.2
|
Approved
| 2
|
Tighten stops on momentum names
|
E9998
|
P2592
|
2025-02-28
|
Roth
|
USD
| 628,387
| 17
| 1
| 69.1
|
Financials:41.1;Industrials:29.6;Health:29.3
|
Value:13.3;Growth:12.1;Quality:18.7;Size:12.2;Momentum:22.3;LowVol:21.3
|
TLT:11.6;VTI:20.4;MUB:19.3;TSLA:20.0;VOO:7.7;XLF:21.1
| 3.1
| 136
| 10.2
|
Volatile
| 28.4
| 3.76
| 2.1
| 165
| 68
|
43:93
| 77
| 0.0124
| false
| false
|
MaxSector25%;NoMargin
| null | null |
Buy
|
Add core equity +1.0% from cash
| 5
| -32
| 9
| null |
BrokerA
|
VWAP
| 97
| 3
| 7
| 102
| 136
| 1
| 28
| null | null |
Normal monitoring
| 115
| 1
| null | 4
|
Tax-aware sells next window
|
E9999
|
P5702
|
2025-03-10
|
IRA
|
USD
| 827,875
| 9.9
| 1
| 39
|
Energy:11.4;Utilities:37.3;Consumer:19.2;Financials:32.1
|
Value:21.3;Growth:22.0;Quality:18.4;Size:9.2;Momentum:7.2;LowVol:21.9
|
TLT:26.1;BRK.B:46.0;XLF:16.5;VNQ:11.4
| 2.5
| 103
| 12.6
|
Volatile
| 30.5
| 4.95
| 4
| 172
| 31
|
8:76
| 71
| 0.0162
| false
| false
|
ESGOnly;MaxPos6%;MaxSector35%
| null | null |
Buy
|
Add core equity +1.0% from cash
| 7
| -31
| 10
| null |
BrokerD
|
MKT
| 89
| 4
| 12
| -8
| 51
| 8
| 38
| null | null |
Normal monitoring
| 182
| 3.1
|
Approved
| 3
|
Monitor dispersion and breadth
|
E10000
|
P4148
|
2025-05-25
|
Taxable
|
USD
| 2,007,534
| 7.4
| 1
| 47.2
|
Consumer:23.8;Utilities:38.9;Financials:37.3
|
Value:15.5;Growth:10.2;Quality:20.7;Size:18.2;Momentum:26.0;LowVol:9.3
|
GLD:18.9;AAPL:28.0;TLT:37.5;VNQ:15.7
| 2.3
| 203
| 18.8
|
Volatile
| 30.3
| 4.1
| 4.4
| 146
| -54
|
-83:-2
| 12
| 0.0156
| false
| true
|
MaxPos6%
| null |
VarNear
|
Rebalance
|
Shift +1.0% bonds from equity
| -5
| -27
| 7
| null |
BrokerA
|
MKT
| 91
| 10
| 11
| -34
| -1
| 7
| -6
|
VAR>budget
|
Hedge
|
Risk above budget threshold
| 100
| 1.9
|
Approved
| 3
|
Tighten stops on momentum names
|
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