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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E1201 | P3910 | 2025-02-19 | Trust | USD | 1,196,318 | 8.5 | 1.05 | 69.2 | Utilities:25.9;Tech:26.8;Financials:15.8;Consumer:31.5 | Value:10.5;Growth:11.5;Quality:25.2;Size:18.7;Momentum:20.5;LowVol:13.7 | HYG:9.5;BRK.B:9.9;AAPL:30.1;TLT:21.3;TSLA:15.8;QQQ:13.3 | 5.2 | 151 | 16.4 | Bull | 17.4 | 4.5 | 2.3 | 83 | 39 | 21:93 | 81 | 0.0197 | false | false | MaxSector30% | null | DriftNear;VarNear | Buy | Add core equity +1.0% from cash | 9 | -35 | 4 | null | BrokerB | LMT | 99 | 7 | 4 | 16 | 23 | -48 | -25 | null | null | Normal monitoring | 162 | 1.7 | Approved | 4 | Increase defensive factor exposure |
E1202 | P7559 | 2025-12-03 | IRA | USD | 851,034 | 3.3 | 1.18 | 67.7 | Tech:29.9;Energy:9.5;Consumer:24.5;Industrials:13.5;Financials:22.6 | Value:14.8;Growth:17.1;Quality:10.7;Size:15.1;Momentum:26.1;LowVol:16.2 | BND:28.1;AAPL:21.6;BRK.B:10.6;TLT:17.9;MSFT:21.8 | 2 | 164 | 27.5 | Bull | 16.1 | 4.01 | 3.1 | 99 | 87 | 52:132 | 97 | 0.0109 | false | false | ESGOnly;MaxPos5% | null | null | Rebalance | Shift +1.0% bonds from equity | 5 | -4 | 8 | null | BrokerA | VWAP | 97 | 5 | 13 | 71 | 151 | 6 | -21 | null | null | Normal monitoring | 102 | 1.9 | Approved | 3 | Tax-aware sells next window |
E1203 | P0573 | 2024-12-12 | IRA | USD | 817,984 | 6.5 | 1 | 40.9 | Health:20.6;Comm:42.3;RealEstate:37.1 | Value:10.5;Growth:20.1;Quality:10.8;Size:14.6;Momentum:23.3;LowVol:20.7 | MUB:41.7;XLF:36.9;VNQ:21.4 | 3.7 | 185 | 20.5 | Bear | 29.2 | 3.18 | 1.8 | 211 | 32 | -5:55 | 81 | 0.0117 | false | true | MaxSector30% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 1 | 7 | 5 | null | BrokerD | MKT | 93 | 11 | 8 | 74 | 141 | -36 | 37 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 148 | 2.6 | Approved | 4 | Tighten stops on momentum names |
E1204 | P6008 | 2025-10-25 | Roth | USD | 829,403 | 5.1 | 1 | 71.2 | Tech:29.5;Consumer:30.2;Industrials:28.8;Materials:11.5 | Value:14.0;Growth:18.3;Quality:20.8;Size:12.9;Momentum:17.4;LowVol:16.5 | VTI:29.0;HYG:34.8;BRK.B:36.2 | 3 | 165 | 9.3 | Sideways | 19.7 | 4.31 | 2.5 | 121 | 11 | -14:63 | 61 | 0.0034 | false | false | MaxPos8%;MaxSector35% | null | VarNear | Sell | Trim extended winner -1.0% | -5 | 13 | 11 | null | BrokerC | VWAP | 95 | 6 | 13 | -9 | 21 | -41 | -1 | null | null | Normal monitoring | 99 | 2.7 | null | 4 | Increase defensive factor exposure |
E1205 | P0400 | 2025-10-29 | Taxable | USD | 230,980 | 9.2 | 1 | 70 | Tech:30.8;Financials:18.6;Utilities:23.8;Industrials:26.8 | Value:11.6;Growth:10.1;Quality:20.9;Size:20.9;Momentum:13.8;LowVol:22.7 | HYG:15.3;BND:31.2;AMZN:33.2;GLD:11.7;VTI:8.6 | 2.9 | 167 | 10.1 | Sideways | 19.8 | 4.94 | 2.7 | 121 | -25 | -52:-2 | 28 | 0.0139 | false | false | MaxPos8% | null | VarNear | Buy | Add core equity +1.0% from cash | 5 | -30 | 7 | null | BrokerA | VWAP | 95 | 11 | 9 | -47 | -62 | -34 | 5 | null | null | Normal monitoring | 142 | 3.9 | Approved | 5 | Increase defensive factor exposure |
E1206 | P9170 | 2025-01-07 | 401k | USD | 427,690 | 8.3 | 1 | 55.1 | RealEstate:27.4;Comm:45.2;Health:27.4 | Value:11.6;Growth:28.9;Quality:11.0;Size:15.3;Momentum:15.9;LowVol:17.3 | BND:33.4;VTI:35.0;MUB:31.6 | 2 | 117 | 10.6 | Volatile | 27.3 | 5.26 | 3.4 | 130 | -54 | -85:-5 | 24 | 0.0041 | false | false | null | null | null | Buy | Add core equity +1.0% from cash | 31 | 3 | 11 | null | BrokerB | MKT | 96 | 3 | 6 | 93 | 74 | -18 | -18 | null | null | Normal monitoring | 172 | 2.8 | Approved | 4 | Increase defensive factor exposure |
E1207 | P8738 | 2025-02-23 | Trust | USD | 1,431,292 | 5.4 | 1 | 68.4 | Industrials:36.4;Financials:28.5;Utilities:35.1 | Value:18.7;Growth:10.3;Quality:21.2;Size:17.6;Momentum:22.8;LowVol:9.5 | AMZN:12.1;TSLA:31.2;VTI:24.1;TLT:32.6 | 1.8 | 123 | 14.6 | Sideways | 20.6 | 4.48 | 3.1 | 114 | 45 | 21:85 | 74 | 0.0132 | false | false | MaxPos7%;MaxSector30% | null | null | Buy | Add core equity +1.0% from cash | 2 | -28 | 3 | null | BrokerD | LMT | 92 | 6 | 8 | 0 | 3 | 7 | 5 | null | null | Normal monitoring | 218 | 2.3 | null | 5 | Within IPS guidelines |
E1208 | P3225 | 2024-11-04 | 401k | USD | 426,916 | 6.7 | 1 | 39 | Industrials:14.6;Consumer:26.9;Comm:30.9;Financials:27.6 | Value:10.6;Growth:18.5;Quality:27.9;Size:11.9;Momentum:13.1;LowVol:18.0 | QQQ:29.9;MUB:39.7;TSLA:30.3 | 4.6 | 142 | 16 | Volatile | 24.2 | 3.75 | 2.3 | 166 | 45 | 30:92 | 83 | 0.0114 | false | false | MaxPos5%;MaxSector35% | null | DriftNear | Buy | Add core equity +1.0% from cash | 18 | -6 | 8 | null | BrokerB | LMT | 96 | 10 | 10 | -58 | 22 | -13 | 20 | null | null | Normal monitoring | 142 | 1.2 | null | 5 | Tax-aware sells next window |
E1209 | P7434 | 2025-06-30 | Taxable | USD | 1,490,927 | 8.2 | 1 | 72.9 | RealEstate:23.8;Materials:17.2;Energy:16.9;Comm:22.9;Utilities:19.2 | Value:25.7;Growth:10.5;Quality:15.4;Size:13.9;Momentum:13.2;LowVol:21.3 | VNQ:12.6;BND:26.2;TLT:24.1;AAPL:16.5;XLF:20.5 | 4.5 | 193 | 25.4 | Bull | 13.8 | 3.68 | 2.9 | 119 | 26 | 1:70 | 78 | 0.0162 | false | false | MaxSector30% | null | VarNear | Buy | Add core equity +1.0% from cash | 20 | -28 | 12 | null | BrokerD | MKT | 89 | 5 | 13 | -38 | -29 | -46 | -5 | null | null | Normal monitoring | 113 | 2.2 | null | 3 | Increase defensive factor exposure |
E1210 | P4233 | 2025-09-29 | Trust | USD | 734,407 | 12.9 | 1 | 42.5 | Industrials:40.5;Materials:22.5;Comm:21.6;Financials:15.4 | Value:17.4;Growth:12.1;Quality:21.6;Size:17.6;Momentum:11.3;LowVol:20.1 | TLT:6.5;VOO:17.6;MUB:19.2;IEF:19.2;GLD:13.0;HYG:24.6 | 2.9 | 142 | 11.3 | Bear | 25 | 3.28 | 2.4 | 131 | -27 | -54:-1 | 42 | 0.0127 | false | false | null | null | null | Rebalance | Shift +1.0% bonds from equity | 0 | -14 | 3 | null | BrokerA | MKT | 92 | 12 | 13 | 33 | 139 | -55 | -18 | null | null | Normal monitoring | 177 | 3.6 | Approved | 5 | Monitor dispersion and breadth |
E1211 | P9769 | 2025-04-27 | Taxable | USD | 183,860 | 8 | 1 | 57 | Financials:25.2;Utilities:21.4;Energy:16.3;Industrials:20.9;Health:16.3 | Value:9.6;Growth:15.7;Quality:9.2;Size:26.7;Momentum:21.5;LowVol:17.3 | AMZN:31.8;MSFT:28.9;VOO:11.6;IEF:27.7 | 4 | 120 | 13.3 | Bull | 13.8 | 4.88 | 2.3 | 98 | 92 | 63:107 | 85 | 0.0184 | false | false | MaxPos6% | null | null | Rebalance | Shift +1.0% bonds from equity | 7 | -8 | 4 | null | BrokerB | MKT | 91 | 12 | 9 | 75 | 121 | 19 | 22 | null | null | Normal monitoring | 119 | 1.5 | Approved | 3 | Increase defensive factor exposure |
E1212 | P6595 | 2024-08-16 | IRA | USD | 905,097 | 7.5 | 1 | 63.9 | Financials:12.6;Materials:15.0;Tech:30.2;Consumer:17.9;RealEstate:24.3 | Value:20.0;Growth:24.9;Quality:7.5;Size:13.7;Momentum:19.3;LowVol:14.5 | BND:21.3;QQQ:34.6;IEF:32.5;BRK.B:11.5 | 3.5 | 145 | 18.6 | Bull | 12.2 | 4.23 | 2.3 | 116 | 63 | 25:83 | 88 | 0.0071 | false | false | MaxPos7% | null | null | NoAction | Within policy bands; defer | -11 | -9 | 1 | null | BrokerD | MKT | 0 | 0 | 0 | 117 | 90 | -2 | 36 | null | null | Normal monitoring | 92 | 1.7 | Approved | 4 | Within IPS guidelines |
E1213 | P9209 | 2025-11-30 | Trust | USD | 349,620 | 17.2 | 1 | 39 | Energy:18.4;Utilities:21.6;Health:13.0;Financials:20.8;Comm:26.2 | Value:16.9;Growth:17.5;Quality:20.9;Size:18.8;Momentum:8.4;LowVol:17.5 | AMZN:11.0;VTI:23.8;TLT:19.0;VOO:46.2 | 3.8 | 149 | 11.3 | Sideways | 16.1 | 3.57 | 2.8 | 94 | -27 | -66:-10 | 21 | 0.0109 | false | false | MaxPos5%;MaxSector25%;NoMargin | null | null | Hedge | Buy index puts 1.0% notional, 30d | -14 | -2 | 12 | Delta:-0.2;Vega:0.07 | BrokerB | MKT | 93 | 8 | 15 | 31 | 41 | -11 | -11 | null | null | Normal monitoring | 144 | 2.7 | Approved | 3 | Increase defensive factor exposure |
E1214 | P8310 | 2025-02-17 | 401k | USD | 975,779 | 5.5 | 1 | 74.9 | Comm:18.2;Materials:22.5;Energy:41.9;Consumer:17.5 | Value:21.3;Growth:16.3;Quality:16.2;Size:22.3;Momentum:11.4;LowVol:12.4 | BRK.B:14.2;VTI:29.3;MUB:31.1;VOO:25.4 | 4.8 | 194 | 19.4 | Sideways | 19.8 | 4.54 | 2.5 | 122 | 27 | 17:44 | 66 | 0.0031 | false | true | MaxSector35% | null | VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 26 | 13 | 5 | null | BrokerC | VWAP | 92 | 10 | 7 | 4 | 1 | -57 | 29 | VAR>budget | Hedge | Risk above budget threshold | 142 | 1.1 | Approved | 4 | Increase defensive factor exposure |
E1215 | P0870 | 2025-06-15 | IRA | USD | 883,374 | 7 | 1 | 67.2 | Financials:23.7;Utilities:42.8;Consumer:33.4 | Value:10.0;Growth:16.7;Quality:26.1;Size:14.9;Momentum:14.9;LowVol:17.4 | IEF:37.1;MUB:50.3;VNQ:12.6 | 2.1 | 98 | 14.4 | Bear | 31.2 | 4.24 | 2.7 | 177 | -33 | -52:-2 | 49 | 0.0033 | false | false | NoMargin | null | null | Sell | Trim extended winner -1.0% | 2 | 10 | 6 | null | BrokerD | MKT | 91 | 9 | 14 | -46 | -27 | -46 | -7 | null | null | Normal monitoring | 163 | 1.7 | null | 3 | Within IPS guidelines |
E1216 | P2117 | 2025-04-19 | Taxable | USD | 488,247 | 5.5 | 1 | 57.8 | RealEstate:36.9;Materials:26.8;Energy:36.3 | Value:24.5;Growth:12.7;Quality:16.8;Size:11.7;Momentum:20.9;LowVol:13.4 | AAPL:11.7;VTI:31.1;MUB:30.4;TLT:26.8 | 2 | 158 | 7.1 | Bull | 16.6 | 3.94 | 2.8 | 94 | 40 | 0:73 | 73 | 0.0047 | false | false | null | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 11 | -40 | 11 | Delta:-0.06;Vega:0.04 | BrokerD | MKT | 96 | 5 | 8 | 99 | 216 | -55 | 14 | null | null | Normal monitoring | 207 | 3.9 | Approved | 3 | Increase defensive factor exposure |
E1217 | P0299 | 2025-04-02 | Trust | USD | 571,051 | 12.3 | 1 | 60 | Energy:22.9;Health:31.2;Consumer:11.8;Tech:34.1 | Value:17.8;Growth:20.0;Quality:8.2;Size:21.0;Momentum:12.8;LowVol:20.2 | BRK.B:21.3;QQQ:22.7;MUB:12.8;VOO:21.3;TLT:21.9 | 1.6 | 92 | 10.4 | Volatile | 26.8 | 4.42 | 2.7 | 162 | -55 | -86:-17 | 38 | 0.0056 | false | false | null | null | null | Buy | Add core equity +1.0% from cash | 0 | -16 | 5 | null | BrokerC | VWAP | 91 | 3 | 10 | 61 | 26 | -30 | -13 | null | null | Normal monitoring | 173 | 3.4 | null | 4 | Tighten stops on momentum names |
E1218 | P0453 | 2025-06-29 | IRA | USD | 463,362 | 7.7 | 1 | 71.1 | Utilities:23.7;Industrials:21.2;Energy:14.1;Comm:28.5;Financials:12.4 | Value:19.1;Growth:17.4;Quality:12.7;Size:22.4;Momentum:20.1;LowVol:8.3 | TLT:15.3;VTI:27.2;QQQ:12.7;VOO:21.4;HYG:13.8;BRK.B:9.6 | 1.3 | 142 | 11.2 | Bear | 26.1 | 3.39 | 1.2 | 181 | -63 | -78:-36 | 30 | 0.0125 | false | false | ESGOnly;MaxPos7%;MaxSector25%;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | 35 | -22 | 3 | null | BrokerA | LMT | 90 | 2 | 4 | 20 | -18 | -14 | 30 | null | null | Normal monitoring | 107 | 3.2 | Approved | 5 | Tighten stops on momentum names |
E1219 | P6431 | 2025-07-03 | Trust | USD | 1,452,952 | 6.7 | 1 | 35.5 | Health:21.4;Industrials:23.9;RealEstate:17.5;Materials:22.2;Consumer:15.0 | Value:14.9;Growth:14.6;Quality:19.3;Size:12.5;Momentum:18.1;LowVol:20.6 | TSLA:38.1;XLF:44.5;VOO:17.4 | 5.8 | 145 | 19.3 | Volatile | 30.9 | 5.43 | 2.7 | 120 | 2 | -30:25 | 43 | 0.0169 | false | false | ESGOnly;MaxSector35% | null | DriftNear | Buy | Add core equity +1.0% from cash | -12 | -28 | 8 | null | BrokerB | VWAP | 91 | 7 | 4 | -45 | 23 | -13 | 35 | null | null | Normal monitoring | 99 | 1.1 | Approved | 3 | Tax-aware sells next window |
E1220 | P4083 | 2025-03-29 | IRA | USD | 1,738,348 | 7.5 | 1 | 66 | RealEstate:12.4;Materials:26.0;Tech:25.9;Industrials:21.9;Comm:13.8 | Value:21.4;Growth:8.4;Quality:9.9;Size:21.2;Momentum:20.6;LowVol:18.5 | VNQ:13.3;QQQ:23.5;GLD:20.6;MSFT:18.2;AAPL:24.4 | 4.4 | 201 | 24.6 | Bull | 12.5 | 3.65 | 2.3 | 98 | 32 | -3:73 | 74 | 0.009 | false | true | MaxPos6% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 5 | 7 | 1 | Delta:-0.07;Vega:0.02 | BrokerB | MKT | 99 | 12 | 10 | 46 | 33 | -41 | 37 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 196 | 1 | null | 5 | Increase defensive factor exposure |
E1221 | P8895 | 2025-03-10 | Roth | USD | 508,856 | 7.9 | 1.21 | 49.2 | RealEstate:24.6;Health:43.9;Energy:31.5 | Value:16.1;Growth:15.6;Quality:19.5;Size:11.6;Momentum:19.2;LowVol:17.9 | MSFT:27.6;TSLA:37.0;MUB:35.4 | 5 | 146 | 12.2 | Sideways | 21 | 3.72 | 2 | 109 | 36 | 6:53 | 52 | 0.0116 | false | false | MaxSector25% | null | null | Sell | Trim extended winner -1.0% | 20 | -11 | 8 | null | BrokerC | LMT | 89 | 1 | 3 | -6 | 110 | 10 | 24 | null | null | Normal monitoring | 197 | 3.1 | Approved | 3 | Tighten stops on momentum names |
E1222 | P5227 | 2025-05-26 | 401k | USD | 360,753 | 5.9 | 1 | 45.5 | Tech:37.0;Comm:34.7;Financials:28.3 | Value:21.9;Growth:9.3;Quality:20.3;Size:19.8;Momentum:18.5;LowVol:10.2 | QQQ:25.8;VOO:36.8;MSFT:37.4 | 1.8 | 144 | 15.2 | Bull | 17 | 4.47 | 3.3 | 110 | 4 | -32:37 | 35 | 0.0033 | false | false | MaxPos7% | null | null | NoAction | Within policy bands; defer | 5 | -25 | 2 | null | BrokerA | LMT | 0 | 0 | 0 | 52 | 37 | -11 | 25 | null | null | Normal monitoring | 106 | 2.2 | Approved | 3 | Within IPS guidelines |
E1223 | P7783 | 2024-12-10 | Trust | USD | 408,800 | 9.6 | 1 | 71.9 | Industrials:26.9;RealEstate:35.6;Materials:37.4 | Value:16.0;Growth:11.1;Quality:19.0;Size:22.6;Momentum:17.2;LowVol:14.1 | MSFT:42.0;VTI:18.3;VNQ:39.7 | 1.8 | 216 | 14.6 | Bear | 30.5 | 4.35 | 1.2 | 154 | -21 | -41:19 | 51 | 0.0146 | false | true | MaxPos5% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 16 | 10 | 4 | null | BrokerC | LMT | 95 | 5 | 4 | -59 | 31 | -46 | -8 | VAR>budget | TightenStops | Risk above budget threshold | 175 | 3.2 | null | 4 | Increase defensive factor exposure |
E1224 | P0749 | 2024-12-08 | IRA | USD | 1,285,319 | 5.5 | 1 | 39.9 | Energy:30.4;Financials:19.3;RealEstate:35.8;Materials:14.5 | Value:9.7;Growth:11.5;Quality:20.9;Size:25.7;Momentum:19.4;LowVol:12.9 | TLT:26.8;VNQ:40.5;AMZN:32.7 | 6.5 | 188 | 17.9 | Sideways | 18.9 | 3.64 | 3.5 | 111 | 29 | -2:81 | 55 | 0.0142 | true | false | MaxPos6% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | -8 | 11 | 1 | Delta:-0.16;Vega:0.04 | BrokerC | LMT | 98 | 5 | 4 | 61 | 66 | -46 | -7 | Drift>tolerance | Reduce | Allocation drift beyond policy bands | 152 | 0.9 | SuggestedEdits | 2 | Increase defensive factor exposure |
E1225 | P0289 | 2024-12-30 | IRA | USD | 2,253,653 | 8.2 | 1 | 53.6 | Materials:14.3;RealEstate:35.7;Consumer:22.3;Energy:27.6 | Value:17.5;Growth:15.6;Quality:19.4;Size:13.5;Momentum:20.4;LowVol:13.6 | BND:36.7;TLT:31.5;AMZN:31.7 | 4.5 | 218 | 17.3 | Bull | 16.2 | 4.91 | 2.6 | 115 | 14 | 4:65 | 75 | 0.0039 | false | true | MaxPos8%;MaxSector30% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 25 | -38 | 10 | null | BrokerC | MKT | 92 | 3 | 0 | 51 | 110 | -13 | 35 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 133 | 1.4 | SuggestedEdits | 3 | Tax-aware sells next window |
E1226 | P2416 | 2025-11-04 | Taxable | USD | 1,648,978 | 5.5 | 1 | 49.6 | Utilities:10.1;Tech:27.5;Energy:32.0;Materials:30.5 | Value:23.7;Growth:9.4;Quality:9.8;Size:24.6;Momentum:24.8;LowVol:7.8 | AMZN:11.9;IEF:18.8;TSLA:11.3;BND:18.9;MUB:12.8;VTI:26.3 | 3.7 | 212 | 20.1 | Bull | 17.1 | 4.15 | 3.4 | 97 | 39 | 3:60 | 58 | 0.011 | false | true | MaxPos8% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 5 | 2 | 2 | null | BrokerC | MKT | 100 | 2 | 6 | 46 | 93 | -3 | -9 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 172 | 1.9 | null | 3 | Increase defensive factor exposure |
E1227 | P3599 | 2024-08-17 | Taxable | USD | 1,581,606 | 7.3 | 1.09 | 53 | Health:35.0;RealEstate:14.7;Tech:18.8;Financials:31.5 | Value:17.2;Growth:25.5;Quality:20.9;Size:9.3;Momentum:9.3;LowVol:17.8 | IEF:11.3;TSLA:9.4;VOO:14.3;MSFT:28.4;XLF:28.5;HYG:8.1 | 2.7 | 128 | 18.2 | Bear | 31.5 | 4.43 | 2.8 | 140 | -6 | -42:11 | 59 | 0.0132 | false | false | MaxSector30% | null | null | NoAction | Within policy bands; defer | 17 | -28 | 3 | null | BrokerB | MKT | 0 | 0 | 0 | -52 | 68 | -3 | -23 | null | null | Normal monitoring | 157 | 2.9 | Approved | 3 | Monitor dispersion and breadth |
E1228 | P1461 | 2025-06-06 | 401k | USD | 1,369,739 | 5.5 | 1.09 | 46.4 | RealEstate:45.3;Tech:19.0;Materials:21.1;Health:14.7 | Value:8.0;Growth:12.6;Quality:14.7;Size:23.5;Momentum:18.5;LowVol:22.6 | VOO:41.0;TLT:29.7;XLF:29.3 | 4.8 | 156 | 19.9 | Volatile | 22.7 | 4.31 | 3.5 | 128 | -11 | -22:12 | 46 | 0.0167 | false | false | MaxPos8%;MaxSector30% | null | VarNear | Buy | Add core equity +1.0% from cash | 8 | -22 | 9 | null | BrokerC | LMT | 89 | 1 | 0 | 79 | 74 | 13 | -16 | null | null | Normal monitoring | 134 | 3.2 | null | 5 | Monitor dispersion and breadth |
E1229 | P0543 | 2024-08-21 | Trust | USD | 334,637 | 7.4 | 1 | 72.6 | RealEstate:42.8;Utilities:41.8;Financials:15.5 | Value:16.6;Growth:12.2;Quality:9.1;Size:14.3;Momentum:25.3;LowVol:22.5 | VOO:33.2;MSFT:26.9;VTI:11.5;GLD:28.4 | 5.9 | 241 | 25.4 | Sideways | 15.5 | 4.97 | 2.5 | 125 | 18 | -22:39 | 45 | 0.0141 | false | true | MaxSector35% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 0 | -18 | 3 | Delta:-0.12;Vega:0.03 | BrokerD | MKT | 89 | 8 | 13 | -58 | 66 | -8 | -23 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 107 | 2.3 | Approved | 3 | Monitor dispersion and breadth |
E1230 | P1721 | 2025-01-18 | Trust | USD | 2,131,225 | 6.6 | 1 | 50.9 | Industrials:30.9;Comm:27.3;Financials:21.3;Consumer:20.5 | Value:21.0;Growth:12.6;Quality:10.6;Size:16.5;Momentum:19.5;LowVol:19.8 | VTI:10.2;HYG:26.3;XLF:21.8;MSFT:22.3;IEF:11.0;BND:8.4 | 3.6 | 204 | 16.5 | Bull | 15.5 | 4.74 | 3.5 | 83 | 31 | 10:79 | 57 | 0.0148 | false | true | ESGOnly | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 22 | -36 | 7 | Delta:-0.07;Vega:0.04 | BrokerD | MKT | 99 | 10 | 14 | 47 | 59 | 12 | 28 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 220 | 1.2 | SuggestedEdits | 3 | Increase defensive factor exposure |
E1231 | P2785 | 2025-03-15 | IRA | USD | 836,339 | 11.7 | 1 | 68.8 | Tech:26.9;RealEstate:23.0;Comm:50.1 | Value:19.8;Growth:10.8;Quality:9.5;Size:16.1;Momentum:22.4;LowVol:21.5 | TSLA:14.7;XLF:22.7;MSFT:26.2;BND:20.8;AMZN:7.5;HYG:8.1 | 1.3 | 135 | 11.7 | Bull | 14.6 | 4.55 | 2.5 | 107 | 66 | 40:96 | 95 | 0.0092 | false | false | ESGOnly;MaxPos6%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 29 | 14 | 2 | null | BrokerD | VWAP | 99 | 4 | 12 | 10 | 91 | -14 | 1 | null | null | Normal monitoring | 95 | 1.6 | Approved | 4 | Increase defensive factor exposure |
E1232 | P3785 | 2025-07-11 | Trust | USD | 812,811 | 7.4 | 1 | 66.2 | Industrials:24.2;Consumer:28.2;Materials:47.6 | Value:12.4;Growth:26.5;Quality:17.1;Size:15.9;Momentum:13.8;LowVol:14.4 | VNQ:35.1;AMZN:32.7;TSLA:32.2 | 3.8 | 122 | 10.9 | Volatile | 31.2 | 3.82 | 3.9 | 174 | 8 | -27:51 | 71 | 0.0129 | false | false | MaxPos8%;NoMargin | null | null | NoAction | Within policy bands; defer | 1 | -38 | 2 | null | BrokerC | LMT | 0 | 0 | 0 | 0 | 47 | -55 | -6 | null | null | Normal monitoring | 121 | 1.4 | Approved | 4 | Tighten stops on momentum names |
E1233 | P4154 | 2025-07-10 | Trust | USD | 656,697 | 5.9 | 1 | 67 | Tech:18.3;Comm:32.0;Consumer:19.8;Utilities:30.0 | Value:9.6;Growth:14.6;Quality:21.4;Size:23.7;Momentum:18.9;LowVol:11.8 | MUB:13.8;TLT:53.2;AMZN:33.0 | 5.3 | 211 | 13.8 | Bull | 13.1 | 3.76 | 2 | 87 | 18 | 8:35 | 52 | 0.0038 | false | true | MaxPos8% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 9 | -1 | 9 | Delta:-0.13;Vega:0.09 | BrokerD | MKT | 97 | 3 | 6 | 63 | 41 | -37 | 15 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 167 | 2.9 | null | 3 | Within IPS guidelines |
E1234 | P4843 | 2024-11-16 | Taxable | USD | 1,142,193 | 5.1 | 1.07 | 37.6 | Tech:21.8;Health:36.2;Utilities:42.0 | Value:18.2;Growth:13.1;Quality:14.7;Size:11.2;Momentum:22.5;LowVol:20.3 | TLT:21.0;QQQ:42.2;VOO:36.9 | 3.4 | 152 | 13 | Volatile | 30.9 | 4.84 | 2.9 | 160 | 74 | 41:98 | 98 | 0.0082 | false | false | null | null | VarNear | Buy | Add core equity +1.0% from cash | 11 | -15 | 7 | null | BrokerD | MKT | 97 | 7 | 11 | 112 | 161 | -28 | -19 | null | null | Normal monitoring | 121 | 3.8 | Approved | 5 | Monitor dispersion and breadth |
E1235 | P5650 | 2024-12-16 | Taxable | USD | 2,075,717 | 5.5 | 1 | 49.2 | Materials:29.1;Energy:32.2;Financials:38.7 | Value:20.8;Growth:21.0;Quality:10.9;Size:14.4;Momentum:18.6;LowVol:14.4 | VOO:40.3;MSFT:16.8;VNQ:42.9 | 2.8 | 188 | 12.9 | Bear | 25.6 | 4.19 | 1.3 | 144 | -74 | -110:-51 | 12 | 0.0052 | false | true | ESGOnly;MaxSector25% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -5 | -22 | 3 | null | BrokerD | MKT | 90 | 2 | 7 | -27 | 3 | -28 | 38 | VAR>budget | TightenStops | Risk above budget threshold | 113 | 1.2 | null | 2 | Monitor dispersion and breadth |
E1236 | P8433 | 2024-11-18 | 401k | USD | 1,771,122 | 5.5 | 1.19 | 59.2 | Utilities:23.5;Health:38.0;Financials:38.5 | Value:21.2;Growth:17.9;Quality:22.9;Size:7.8;Momentum:10.7;LowVol:19.5 | BND:26.7;BRK.B:31.6;QQQ:41.7 | 4.3 | 176 | 17.2 | Bear | 27 | 4.08 | 1.6 | 207 | -26 | -58:23 | 40 | 0.0071 | false | true | MaxSector30% | null | VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 17 | -9 | 10 | null | BrokerC | LMT | 96 | 11 | 17 | -21 | 67 | -38 | 6 | VAR>budget | Hedge | Risk above budget threshold | 180 | 3.5 | null | 2 | Tax-aware sells next window |
E1237 | P5352 | 2025-11-05 | Trust | USD | 417,959 | 9.1 | 1 | 70.1 | Energy:24.2;Consumer:13.9;Industrials:22.4;Health:19.8;Financials:19.7 | Value:10.0;Growth:13.8;Quality:15.5;Size:17.7;Momentum:16.7;LowVol:26.2 | VOO:10.2;AMZN:21.6;AAPL:22.5;BRK.B:14.2;TLT:14.5;GLD:17.0 | 3.3 | 168 | 9.5 | Sideways | 20.1 | 4.32 | 3.4 | 112 | 43 | 3:96 | 56 | 0.0065 | false | false | ESGOnly;NoMargin | null | VarNear | Sell | Trim extended winner -1.0% | -14 | -23 | 6 | null | BrokerB | MKT | 94 | 5 | 8 | 14 | 143 | -20 | -13 | null | null | Normal monitoring | 211 | 1.5 | Approved | 5 | Monitor dispersion and breadth |
E1238 | P1806 | 2025-10-09 | IRA | USD | 2,125,846 | 7.4 | 1.2 | 55 | Tech:27.9;Health:19.1;Materials:11.8;Consumer:15.2;Energy:25.9 | Value:20.4;Growth:15.7;Quality:18.5;Size:17.6;Momentum:9.5;LowVol:18.3 | HYG:7.9;AAPL:20.3;BRK.B:33.5;TSLA:13.4;GLD:24.9 | 4.1 | 222 | 13.2 | Volatile | 30.4 | 5.03 | 2.8 | 143 | -19 | -40:8 | 45 | 0.0167 | false | true | MaxPos6%;MaxSector25% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -13 | 12 | 2 | null | BrokerA | LMT | 89 | 12 | 9 | 83 | 68 | -10 | 38 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 215 | 2.9 | Approved | 5 | Increase defensive factor exposure |
E1239 | P6922 | 2024-08-27 | Taxable | USD | 1,826,149 | 6 | 1 | 55.2 | Energy:24.2;Tech:9.8;Health:29.0;Materials:15.9;Comm:21.1 | Value:28.1;Growth:12.5;Quality:15.2;Size:14.5;Momentum:17.5;LowVol:12.2 | VOO:16.5;QQQ:28.6;AMZN:30.7;IEF:24.1 | 2.8 | 131 | 20.8 | Bear | 25.2 | 3.96 | 1.8 | 188 | -40 | -54:-15 | 22 | 0.0182 | false | false | null | null | null | NoAction | Within policy bands; defer | -4 | 9 | 4 | null | BrokerD | VWAP | 0 | 0 | 0 | 78 | 70 | -21 | -14 | null | null | Normal monitoring | 127 | 1.1 | null | 5 | Within IPS guidelines |
E1240 | P5556 | 2024-08-24 | IRA | USD | 880,317 | 17.4 | 1 | 44.2 | Energy:31.6;Health:20.8;Utilities:16.7;Comm:30.8 | Value:20.9;Growth:6.6;Quality:13.8;Size:19.8;Momentum:17.2;LowVol:21.6 | XLF:17.5;MUB:34.6;AMZN:26.2;AAPL:21.7 | 2.9 | 114 | 11.7 | Volatile | 23.5 | 4.82 | 2.8 | 145 | 8 | -6:36 | 61 | 0.0057 | false | false | NoMargin | null | null | Buy | Add core equity +1.0% from cash | 32 | -29 | 1 | null | BrokerB | LMT | 88 | 4 | 8 | 22 | 57 | -25 | -5 | null | null | Normal monitoring | 95 | 2.7 | null | 4 | Increase defensive factor exposure |
E1241 | P6028 | 2024-12-04 | Roth | USD | 553,033 | 6.2 | 1.16 | 51.6 | Industrials:15.8;Financials:21.4;Consumer:25.0;Tech:24.7;RealEstate:13.1 | Value:13.4;Growth:12.4;Quality:25.4;Size:15.8;Momentum:20.1;LowVol:13.0 | HYG:45.8;BND:34.5;AAPL:19.6 | 4 | 172 | 20.1 | Volatile | 27.3 | 5.15 | 2.4 | 158 | 76 | 46:107 | 90 | 0.0035 | false | false | MaxPos5% | null | null | Rebalance | Shift +1.0% bonds from equity | -11 | -2 | 4 | null | BrokerA | LMT | 100 | 5 | 3 | 106 | 92 | -56 | -3 | null | null | Normal monitoring | 178 | 2.6 | Approved | 4 | Monitor dispersion and breadth |
E1242 | P7037 | 2025-12-05 | Trust | USD | 1,143,018 | 4.6 | 1 | 59.8 | Utilities:28.5;Consumer:20.4;RealEstate:28.9;Industrials:10.7;Financials:11.5 | Value:9.1;Growth:22.4;Quality:6.7;Size:22.8;Momentum:19.0;LowVol:20.1 | BRK.B:12.1;XLF:12.3;MSFT:20.6;VNQ:17.8;GLD:12.6;BND:24.6 | 6.2 | 217 | 19.7 | Bear | 32.1 | 4.02 | 1.5 | 181 | -112 | -124:-92 | 7 | 0.0132 | true | true | MaxPos5%;MaxSector30% | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | 1 | 9 | 4 | null | BrokerB | LMT | 99 | 7 | 7 | 25 | 58 | 0 | 3 | VAR>budget | TightenStops | Risk above budget threshold | 155 | 1.7 | null | 5 | Monitor dispersion and breadth |
E1243 | P4223 | 2025-02-07 | Taxable | USD | 650,210 | 12.9 | 1 | 72.8 | Tech:56.2;Industrials:28.5;Energy:15.3 | Value:15.6;Growth:11.6;Quality:11.0;Size:25.3;Momentum:9.4;LowVol:27.0 | VNQ:19.9;VOO:17.3;VTI:24.4;HYG:20.4;XLF:17.9 | 2.6 | 105 | 11.9 | Bull | 17.5 | 4.65 | 2 | 88 | 60 | 27:91 | 72 | 0.0149 | false | false | MaxSector25% | null | null | Hedge | Buy index puts 1.0% notional, 30d | -5 | -30 | 1 | Delta:-0.11;Vega:0.02 | BrokerD | LMT | 94 | 5 | 4 | 8 | 145 | -34 | 39 | null | null | Normal monitoring | 114 | 2.1 | Approved | 5 | Increase defensive factor exposure |
E1244 | P8271 | 2025-11-05 | 401k | USD | 336,000 | 17 | 1 | 39.3 | Financials:30.9;Tech:18.8;Consumer:15.3;Comm:12.5;Energy:22.6 | Value:16.1;Growth:8.5;Quality:21.3;Size:12.1;Momentum:18.7;LowVol:23.4 | VNQ:11.5;TLT:18.1;GLD:29.5;IEF:28.9;HYG:11.9 | 4.9 | 113 | 13.4 | Bull | 17.8 | 4.78 | 2.2 | 99 | 65 | 55:118 | 84 | 0.014 | false | false | MaxPos7%;MaxSector30% | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | 1 | 15 | 1 | null | BrokerA | MKT | 95 | 3 | 9 | -18 | 108 | 14 | -8 | null | null | Normal monitoring | 215 | 1.4 | null | 5 | Tax-aware sells next window |
E1245 | P7103 | 2024-07-23 | Roth | USD | 1,453,384 | 5.1 | 1 | 74.2 | Financials:28.1;RealEstate:19.8;Health:28.6;Utilities:23.4 | Value:12.8;Growth:21.1;Quality:15.0;Size:20.2;Momentum:15.0;LowVol:15.8 | MSFT:38.0;TLT:22.5;AAPL:39.6 | 5 | 202 | 18.2 | Bull | 13 | 4.74 | 2.9 | 100 | 116 | 99:169 | 100 | 0.0182 | false | true | ESGOnly;MaxPos7%;MaxSector25% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -11 | -1 | 5 | null | BrokerB | LMT | 94 | 1 | 7 | -48 | -60 | 6 | 30 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 111 | 2.9 | null | 3 | Tighten stops on momentum names |
E1246 | P0563 | 2025-10-31 | Taxable | USD | 461,537 | 6 | 1 | 68.6 | Utilities:25.2;Consumer:26.0;Tech:19.6;Energy:8.8;Industrials:20.4 | Value:15.1;Growth:17.6;Quality:12.7;Size:24.8;Momentum:11.3;LowVol:18.5 | AMZN:18.2;IEF:41.4;GLD:40.4 | 3.1 | 161 | 10.5 | Bull | 15.2 | 4.08 | 2.6 | 110 | 89 | 59:111 | 100 | 0.0167 | false | false | MaxPos7% | null | VarNear | Sell | Trim extended winner -1.0% | -5 | -17 | 1 | null | BrokerB | LMT | 95 | 8 | 13 | 76 | 214 | -3 | 7 | null | null | Normal monitoring | 103 | 2.4 | Approved | 3 | Tax-aware sells next window |
E1247 | P9762 | 2024-10-23 | Roth | USD | 1,397,918 | 6.1 | 1 | 54.9 | Consumer:34.4;Energy:25.3;Comm:40.2 | Value:21.5;Growth:15.1;Quality:19.9;Size:17.2;Momentum:16.1;LowVol:10.2 | TLT:9.2;VNQ:23.7;XLF:25.4;AAPL:19.9;VOO:21.7 | 2.5 | 174 | 11.9 | Bull | 17.2 | 3.62 | 2.7 | 119 | 111 | 75:149 | 100 | 0.0043 | false | true | ESGOnly | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -4 | -27 | 3 | Delta:-0.11;Vega:0.04 | BrokerD | MKT | 100 | 11 | 14 | -1 | 132 | -33 | 25 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 168 | 3.3 | null | 2 | Tighten stops on momentum names |
E1248 | P0572 | 2025-09-10 | 401k | USD | 167,726 | 7.9 | 1 | 44.8 | Industrials:22.8;Tech:16.4;RealEstate:24.8;Utilities:24.3;Consumer:11.6 | Value:19.3;Growth:8.3;Quality:23.1;Size:12.0;Momentum:22.4;LowVol:14.9 | IEF:27.8;VOO:22.8;AAPL:26.3;VNQ:23.1 | 2.7 | 155 | 8 | Volatile | 31.8 | 4.22 | 2.2 | 141 | -2 | -30:33 | 47 | 0.0087 | false | false | MaxPos7%;MaxSector30% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -14 | -7 | 1 | Delta:-0.23;Vega:0.07 | BrokerA | MKT | 98 | 12 | 15 | -13 | 111 | -6 | 19 | null | null | Normal monitoring | 119 | 3.4 | Approved | 5 | Increase defensive factor exposure |
E1249 | P1141 | 2025-01-04 | Trust | USD | 1,653,116 | 5.3 | 1 | 50.2 | Health:24.1;Comm:22.1;Utilities:31.7;Industrials:22.1 | Value:27.1;Growth:14.7;Quality:19.4;Size:9.9;Momentum:18.4;LowVol:10.6 | BRK.B:30.1;MSFT:14.8;BND:8.2;XLF:31.8;IEF:15.1 | 2.7 | 149 | 14.3 | Volatile | 20.8 | 3.59 | 3.5 | 176 | 55 | 38:84 | 61 | 0.0063 | false | false | MaxPos8%;MaxSector25% | null | null | Buy | Add core equity +1.0% from cash | -6 | -8 | 4 | null | BrokerB | LMT | 96 | 8 | 14 | 0 | 115 | -20 | 0 | null | null | Normal monitoring | 90 | 1.8 | Approved | 5 | Within IPS guidelines |
E1250 | P8900 | 2025-12-10 | Roth | USD | 563,454 | 3.5 | 1 | 66.9 | Financials:22.0;RealEstate:32.9;Industrials:17.5;Utilities:27.6 | Value:10.6;Growth:16.5;Quality:21.7;Size:14.3;Momentum:9.6;LowVol:27.4 | BRK.B:20.4;VNQ:48.1;TSLA:31.5 | 3.3 | 247 | 16.9 | Sideways | 16.7 | 3.68 | 2.2 | 100 | 26 | 1:55 | 69 | 0.0172 | false | true | null | null | VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 7 | -35 | 8 | null | BrokerA | LMT | 99 | 1 | 0 | -51 | 16 | -56 | 0 | VAR>budget | TightenStops | Risk above budget threshold | 194 | 1.7 | null | 3 | Tax-aware sells next window |
E1251 | P0776 | 2024-09-20 | Trust | USD | 746,534 | 8.3 | 1 | 64.5 | Industrials:37.7;Comm:42.8;Health:19.5 | Value:13.4;Growth:14.3;Quality:23.5;Size:18.3;Momentum:20.5;LowVol:10.0 | AMZN:10.4;BRK.B:20.1;VNQ:29.3;XLF:13.3;MUB:27.0 | 4.5 | 132 | 13.9 | Sideways | 20.8 | 3.68 | 2.4 | 103 | 6 | -30:48 | 47 | 0.0034 | false | false | MaxPos8% | null | null | Buy | Add core equity +1.0% from cash | -12 | -10 | 10 | null | BrokerC | VWAP | 89 | 7 | 7 | 22 | 147 | 13 | 21 | null | null | Normal monitoring | 166 | 3 | Approved | 3 | Tighten stops on momentum names |
E1252 | P7968 | 2024-07-04 | 401k | USD | 471,608 | 16.5 | 1 | 37.7 | Utilities:19.8;Health:13.2;Tech:34.8;Energy:32.3 | Value:20.4;Growth:10.7;Quality:13.0;Size:20.4;Momentum:19.2;LowVol:16.3 | VNQ:22.1;XLF:20.0;HYG:13.8;TLT:26.2;GLD:17.9 | 2.2 | 105 | 12.1 | Volatile | 31.3 | 4.78 | 4.3 | 110 | -38 | -62:8 | 14 | 0.0098 | false | false | ESGOnly;MaxPos6%;MaxSector35%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 17 | 2 | 7 | null | BrokerD | MKT | 96 | 3 | 10 | 95 | 147 | -60 | 0 | null | null | Normal monitoring | 122 | 1.6 | Approved | 3 | Tighten stops on momentum names |
E1253 | P1742 | 2025-03-31 | Trust | USD | 462,978 | 6.8 | 1 | 40 | Health:32.1;Tech:51.7;Materials:16.2 | Value:18.5;Growth:18.1;Quality:17.4;Size:19.0;Momentum:7.6;LowVol:19.6 | IEF:20.1;AMZN:20.0;QQQ:12.7;VNQ:18.8;VTI:20.7;TLT:7.7 | 1.3 | 143 | 8.4 | Volatile | 31.3 | 3.57 | 4.1 | 115 | 36 | 3:90 | 83 | 0.0154 | false | false | MaxPos6%;MaxSector25%;NoMargin | null | null | NoAction | Within policy bands; defer | -9 | 9 | 10 | null | BrokerD | LMT | 0 | 0 | 0 | 57 | 108 | -51 | -7 | null | null | Normal monitoring | 150 | 2.9 | null | 4 | Tax-aware sells next window |
E1254 | P9443 | 2025-05-31 | Trust | USD | 811,202 | 16.8 | 1 | 50.9 | RealEstate:27.2;Utilities:31.2;Tech:30.2;Industrials:11.4 | Value:17.3;Growth:14.8;Quality:10.4;Size:25.6;Momentum:17.9;LowVol:14.0 | VTI:10.2;AAPL:20.4;BND:11.8;MUB:16.4;BRK.B:18.4;MSFT:22.7 | 1.4 | 155 | 12.6 | Bear | 26.8 | 3.49 | 1.8 | 179 | -13 | -37:20 | 58 | 0.0058 | false | false | ESGOnly;MaxPos7% | null | VarNear | Buy | Add core equity +1.0% from cash | -5 | -25 | 5 | null | BrokerB | LMT | 94 | 3 | 11 | 54 | 52 | -20 | -1 | null | null | Normal monitoring | 165 | 2.7 | null | 5 | Within IPS guidelines |
E1255 | P4788 | 2024-10-21 | Roth | USD | 1,139,738 | 7 | 1 | 41.1 | Financials:42.1;Energy:34.2;RealEstate:23.7 | Value:14.5;Growth:11.0;Quality:16.3;Size:24.5;Momentum:24.1;LowVol:9.6 | BRK.B:33.1;BND:46.3;TLT:20.6 | 3.8 | 225 | 18.8 | Volatile | 25.9 | 4.74 | 4.3 | 178 | -3 | -13:27 | 32 | 0.0195 | false | true | null | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -4 | -29 | 4 | null | BrokerB | MKT | 93 | 9 | 11 | 85 | 184 | -45 | -6 | VAR>budget | Reduce | Risk above budget threshold | 201 | 2.8 | null | 2 | Tighten stops on momentum names |
E1256 | P3535 | 2024-12-27 | IRA | USD | 1,079,453 | 5.7 | 1.09 | 62.8 | Utilities:34.8;Materials:28.3;Financials:36.8 | Value:6.9;Growth:17.2;Quality:18.6;Size:14.5;Momentum:20.8;LowVol:21.8 | XLF:24.7;TLT:17.0;VTI:25.8;QQQ:24.3;BRK.B:8.2 | 6.8 | 204 | 21.9 | Bull | 13 | 4.53 | 2.5 | 104 | 70 | 49:108 | 91 | 0.0187 | true | true | null | null | DriftNear;VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 30 | -15 | 11 | null | BrokerA | MKT | 91 | 1 | 8 | 68 | 89 | 10 | -20 | Drift>tolerance | Reduce | Allocation drift beyond policy bands | 186 | 1.9 | SuggestedEdits | 5 | Increase defensive factor exposure |
E1257 | P3949 | 2024-08-18 | IRA | USD | 1,106,135 | 4.4 | 1 | 51.5 | Financials:24.5;Tech:22.0;Industrials:15.1;Materials:10.9;RealEstate:27.5 | Value:14.7;Growth:13.0;Quality:29.2;Size:13.0;Momentum:21.3;LowVol:8.8 | IEF:17.6;HYG:39.5;VNQ:17.1;VTI:25.8 | 2.1 | 247 | 19.6 | Sideways | 15.6 | 3.68 | 2.3 | 122 | -25 | -38:4 | 21 | 0.0183 | false | true | MaxSector25% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 11 | -21 | 10 | null | BrokerC | MKT | 93 | 11 | 8 | 116 | 192 | -36 | 38 | VAR>budget | Hedge | Risk above budget threshold | 90 | 3 | SuggestedEdits | 3 | Increase defensive factor exposure |
E1258 | P1508 | 2025-03-21 | Roth | USD | 335,901 | 10.2 | 1 | 74.3 | Tech:36.6;Health:27.1;Consumer:36.3 | Value:22.3;Growth:11.4;Quality:17.7;Size:15.7;Momentum:19.2;LowVol:13.7 | AAPL:12.7;XLF:25.0;TSLA:26.8;TLT:7.6;VNQ:28.0 | 4.4 | 148 | 7.8 | Volatile | 29.8 | 5.49 | 4.4 | 125 | -23 | -55:29 | 53 | 0.009 | false | false | MaxSector25%;NoMargin | null | DriftNear | NoAction | Within policy bands; defer | 5 | -30 | 10 | null | BrokerA | MKT | 0 | 0 | 0 | 59 | 35 | -27 | -24 | null | null | Normal monitoring | 207 | 2.5 | Approved | 3 | Increase defensive factor exposure |
E1259 | P8285 | 2025-03-03 | Taxable | USD | 810,730 | 15.3 | 1 | 46.6 | Utilities:24.4;Consumer:10.3;Financials:15.6;Comm:26.1;Energy:23.7 | Value:21.2;Growth:13.5;Quality:17.3;Size:11.0;Momentum:15.2;LowVol:21.8 | GLD:32.1;MUB:47.0;TLT:20.8 | 4.3 | 110 | 10.8 | Bear | 31.3 | 3.18 | 2.7 | 164 | 29 | -5:58 | 76 | 0.0153 | false | false | MaxPos5%;NoMargin | null | DriftNear | Buy | Add core equity +1.0% from cash | -2 | 9 | 4 | null | BrokerB | MKT | 92 | 7 | 7 | 9 | -4 | -47 | 21 | null | null | Normal monitoring | 195 | 4 | Approved | 4 | Tax-aware sells next window |
E1260 | P9537 | 2025-04-30 | 401k | USD | 551,271 | 8.7 | 1 | 56.1 | Tech:26.3;Energy:19.1;Financials:18.9;Comm:35.8 | Value:17.2;Growth:15.6;Quality:15.9;Size:12.6;Momentum:9.5;LowVol:29.3 | AMZN:27.3;VTI:34.2;TLT:11.9;MUB:26.6 | 2 | 125 | 7.2 | Bear | 29.5 | 3.38 | 2.8 | 159 | -49 | -59:2 | 8 | 0.0146 | false | false | NoMargin | null | null | Buy | Add core equity +1.0% from cash | 5 | 7 | 4 | null | BrokerD | LMT | 96 | 12 | 18 | 28 | 132 | -6 | 33 | null | null | Normal monitoring | 160 | 1.8 | null | 5 | Tax-aware sells next window |
E1261 | P4637 | 2025-07-31 | IRA | USD | 551,903 | 8.4 | 1 | 64.8 | Energy:34.6;Industrials:18.7;Health:29.6;Utilities:17.1 | Value:17.4;Growth:14.2;Quality:22.7;Size:19.2;Momentum:18.5;LowVol:8.1 | TLT:30.5;BND:27.6;BRK.B:32.0;MSFT:10.0 | 2.1 | 188 | 23 | Bull | 13.8 | 4.17 | 2.1 | 87 | 113 | 99:167 | 100 | 0.015 | false | false | null | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 1 | 6 | 12 | null | BrokerA | LMT | 91 | 3 | 5 | 2 | 58 | -16 | 0 | null | null | Normal monitoring | 145 | 3.2 | Approved | 4 | Monitor dispersion and breadth |
E1262 | P1788 | 2025-06-29 | 401k | USD | 662,690 | 7 | 1 | 55.5 | Energy:41.4;Health:40.6;RealEstate:18.0 | Value:21.7;Growth:9.1;Quality:9.2;Size:24.1;Momentum:11.3;LowVol:24.5 | MSFT:31.4;XLF:9.6;VNQ:38.3;VOO:9.2;HYG:11.6 | 1.4 | 91 | 12.1 | Volatile | 28.7 | 4.18 | 4.4 | 154 | 50 | 14:91 | 66 | 0.0102 | false | false | MaxPos5%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 33 | -13 | 7 | null | BrokerD | MKT | 95 | 4 | 4 | 90 | 167 | -27 | 24 | null | null | Normal monitoring | 209 | 1.8 | null | 3 | Increase defensive factor exposure |
E1263 | P6426 | 2025-10-26 | Trust | USD | 1,415,095 | 8.7 | 1 | 50.8 | Energy:41.5;Health:19.0;Utilities:39.5 | Value:14.3;Growth:23.0;Quality:9.8;Size:12.9;Momentum:20.2;LowVol:19.8 | QQQ:27.1;TLT:25.5;BND:15.0;IEF:32.3 | 4.2 | 171 | 15.5 | Bull | 11.3 | 4.35 | 2.3 | 100 | 109 | 70:163 | 88 | 0.0051 | false | false | MaxPos7%;MaxSector30% | null | null | Buy | Add core equity +1.0% from cash | -9 | -32 | 4 | null | BrokerA | VWAP | 95 | 9 | 12 | 24 | 53 | -38 | 34 | null | null | Normal monitoring | 155 | 2.4 | null | 4 | Increase defensive factor exposure |
E1264 | P4931 | 2025-09-08 | IRA | USD | 832,655 | 5.1 | 1 | 36.8 | Materials:27.9;Industrials:30.9;Energy:20.7;Utilities:20.5 | Value:24.2;Growth:11.3;Quality:9.6;Size:16.5;Momentum:24.9;LowVol:13.7 | GLD:12.8;MUB:12.2;VOO:24.5;TLT:22.6;QQQ:14.3;TSLA:13.6 | 3.6 | 91 | 15.7 | Bull | 17.8 | 4.38 | 2.6 | 74 | 110 | 95:165 | 100 | 0.0168 | false | false | ESGOnly;MaxPos7%;MaxSector35% | null | null | Buy | Add core equity +1.0% from cash | 24 | -9 | 3 | null | BrokerB | MKT | 99 | 12 | 15 | -3 | 9 | -14 | -9 | null | null | Normal monitoring | 190 | 3.4 | null | 4 | Tighten stops on momentum names |
E1265 | P6074 | 2024-12-08 | Taxable | USD | 1,380,058 | 7.7 | 1.21 | 67.6 | Health:23.3;Industrials:45.7;RealEstate:31.0 | Value:22.7;Growth:11.6;Quality:12.7;Size:21.2;Momentum:17.2;LowVol:14.6 | AAPL:31.3;AMZN:9.9;IEF:12.2;TLT:13.0;VOO:33.6 | 3.2 | 150 | 16.6 | Sideways | 19.2 | 4.8 | 2.3 | 108 | 14 | -18:57 | 72 | 0.0149 | false | false | null | null | null | Sell | Trim extended winner -1.0% | -8 | 10 | 11 | null | BrokerC | VWAP | 94 | 5 | 2 | 11 | 143 | -35 | 39 | null | null | Normal monitoring | 101 | 1.9 | Approved | 3 | Monitor dispersion and breadth |
E1266 | P4290 | 2025-08-20 | Taxable | USD | 408,261 | 8.8 | 1 | 62.2 | Utilities:28.1;Tech:39.4;Materials:32.4 | Value:16.6;Growth:21.9;Quality:16.2;Size:14.0;Momentum:11.8;LowVol:19.6 | HYG:31.9;MUB:34.7;GLD:33.3 | 4.5 | 97 | 14.6 | Volatile | 24.9 | 5.05 | 4.4 | 173 | 42 | 25:88 | 78 | 0.0065 | false | false | MaxSector35%;NoMargin | null | DriftNear | Hedge | Buy index puts 1.0% notional, 30d | 1 | -39 | 3 | Delta:-0.06;Vega:0.09 | BrokerA | LMT | 94 | 4 | 2 | 113 | 76 | -1 | 3 | null | null | Normal monitoring | 172 | 2.3 | Approved | 3 | Tighten stops on momentum names |
E1267 | P8844 | 2025-10-15 | Taxable | USD | 1,572,125 | 8 | 1 | 39.4 | Materials:22.2;Consumer:29.5;RealEstate:48.3 | Value:21.9;Growth:13.5;Quality:20.0;Size:12.4;Momentum:20.2;LowVol:11.9 | QQQ:19.3;MUB:15.2;TLT:15.6;VNQ:19.7;AMZN:17.0;VTI:13.3 | 1.9 | 200 | 15 | Sideways | 21 | 4.21 | 2.7 | 102 | -14 | -40:18 | 25 | 0.0094 | false | true | MaxPos8%;MaxSector25% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 11 | -17 | 2 | Delta:-0.22;Vega:0.09 | BrokerA | VWAP | 98 | 10 | 15 | 91 | 216 | -44 | 39 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 103 | 2.1 | Approved | 4 | Increase defensive factor exposure |
E1268 | P7246 | 2024-11-17 | IRA | USD | 622,502 | 6.1 | 1 | 56.9 | Energy:45.5;Tech:18.0;Financials:19.6;Utilities:16.9 | Value:19.4;Growth:13.1;Quality:10.5;Size:14.7;Momentum:15.0;LowVol:27.3 | BND:23.8;VOO:24.4;GLD:15.6;AAPL:22.1;XLF:14.0 | 3.1 | 199 | 18.9 | Volatile | 28.7 | 4.06 | 4.3 | 152 | 71 | 58:106 | 97 | 0.0045 | false | true | ESGOnly;MaxPos7% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 32 | 11 | 3 | null | BrokerD | LMT | 93 | 10 | 8 | 7 | 118 | -23 | -10 | VAR>budget | Reduce | Risk above budget threshold | 218 | 2 | Approved | 4 | Monitor dispersion and breadth |
E1269 | P7078 | 2025-12-08 | Roth | USD | 583,861 | 5.5 | 1 | 50.3 | Financials:12.8;Comm:26.0;Energy:26.6;Industrials:34.5 | Value:20.7;Growth:11.0;Quality:22.5;Size:8.7;Momentum:16.9;LowVol:20.1 | BRK.B:44.3;VTI:42.9;HYG:12.8 | 3.9 | 194 | 10.6 | Bull | 17 | 3.91 | 2.5 | 108 | 116 | 95:154 | 100 | 0.0113 | false | true | ESGOnly;MaxPos8% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 7 | -34 | 5 | null | BrokerA | MKT | 95 | 1 | 8 | -27 | -42 | -3 | -22 | VAR>budget | Hedge | Risk above budget threshold | 137 | 1.7 | null | 5 | Increase defensive factor exposure |
E1270 | P8963 | 2025-09-30 | Taxable | USD | 754,329 | 10.9 | 1 | 73.4 | Industrials:23.8;Energy:8.9;Financials:22.7;RealEstate:20.0;Comm:24.7 | Value:18.1;Growth:13.9;Quality:9.5;Size:24.7;Momentum:22.2;LowVol:11.6 | AAPL:28.7;GLD:10.8;VOO:29.6;TLT:12.3;MUB:18.7 | 1.9 | 103 | 10.9 | Volatile | 21.6 | 5.35 | 3.7 | 125 | 52 | 21:92 | 64 | 0.0091 | false | false | MaxSector30% | null | null | NoAction | Within policy bands; defer | 22 | 1 | 3 | null | BrokerC | MKT | 0 | 0 | 0 | 48 | 145 | -2 | -6 | null | null | Normal monitoring | 171 | 1.9 | Approved | 5 | Tighten stops on momentum names |
E1271 | P1477 | 2025-04-05 | 401k | USD | 588,290 | 5.5 | 1 | 60.3 | Health:19.1;Industrials:19.8;Consumer:11.2;Tech:37.3;Energy:12.6 | Value:13.3;Growth:23.8;Quality:15.4;Size:15.5;Momentum:21.9;LowVol:10.2 | VOO:7.1;XLF:19.4;AAPL:23.6;BRK.B:10.0;VNQ:23.9;QQQ:16.0 | 1.3 | 164 | 10.3 | Bear | 22.5 | 4.02 | 1.9 | 187 | -80 | -117:-46 | 17 | 0.0151 | false | false | ESGOnly;MaxPos6%;NoMargin | null | VarNear | NoAction | Within policy bands; defer | -3 | -16 | 2 | null | BrokerA | MKT | 0 | 0 | 0 | -13 | 10 | 12 | -21 | null | null | Normal monitoring | 213 | 2.2 | Approved | 4 | Within IPS guidelines |
E1272 | P4701 | 2025-03-14 | 401k | USD | 630,343 | 9.7 | 1 | 49.2 | RealEstate:39.6;Comm:36.2;Energy:24.2 | Value:14.3;Growth:14.9;Quality:19.6;Size:16.6;Momentum:17.8;LowVol:16.8 | QQQ:23.8;VNQ:11.1;TSLA:16.2;VOO:8.1;AMZN:21.6;HYG:19.2 | 1.9 | 145 | 13 | Bear | 28.3 | 4.29 | 1.8 | 202 | -88 | -112:-73 | 10 | 0.0197 | false | false | MaxPos5%;MaxSector25% | null | null | Sell | Trim extended winner -1.0% | 14 | 15 | 6 | null | BrokerC | MKT | 88 | 12 | 12 | -60 | 51 | -43 | 15 | null | null | Normal monitoring | 186 | 3.5 | null | 3 | Tighten stops on momentum names |
E1273 | P4796 | 2025-04-10 | Roth | USD | 2,210,289 | 8 | 1.16 | 68.2 | Industrials:23.9;Consumer:42.3;Financials:33.8 | Value:23.4;Growth:18.2;Quality:14.9;Size:16.4;Momentum:13.0;LowVol:14.2 | MUB:6.9;IEF:21.8;AMZN:23.4;QQQ:22.3;HYG:25.6 | 3.7 | 143 | 19.6 | Bull | 14.3 | 4.72 | 2.2 | 101 | 18 | 2:72 | 43 | 0.0183 | false | false | ESGOnly;MaxSector25% | null | null | NoAction | Within policy bands; defer | -6 | 12 | 7 | null | BrokerD | MKT | 0 | 0 | 0 | 21 | 86 | 14 | -4 | null | null | Normal monitoring | 194 | 3.9 | Approved | 4 | Within IPS guidelines |
E1274 | P2954 | 2024-12-06 | IRA | USD | 601,481 | 7.6 | 1 | 51.9 | Utilities:25.8;Comm:39.1;Tech:35.0 | Value:13.2;Growth:21.6;Quality:22.3;Size:8.4;Momentum:15.3;LowVol:19.3 | XLF:19.8;BRK.B:10.7;VTI:9.4;VNQ:28.8;IEF:31.2 | 2 | 147 | 10 | Bear | 27.1 | 3.17 | 2.8 | 182 | 2 | -29:17 | 44 | 0.0105 | false | false | NoMargin | null | null | Hedge | Buy index puts 1.0% notional, 30d | -14 | -6 | 4 | Delta:-0.18;Vega:0.06 | BrokerA | VWAP | 96 | 12 | 14 | -18 | -47 | -42 | -22 | null | null | Normal monitoring | 165 | 1.8 | null | 4 | Within IPS guidelines |
E1275 | P9362 | 2024-12-05 | Trust | USD | 1,070,243 | 6.4 | 1 | 49.3 | Utilities:30.1;Financials:27.1;Materials:18.9;Energy:12.7;Tech:11.1 | Value:16.8;Growth:19.0;Quality:18.6;Size:12.1;Momentum:17.7;LowVol:15.8 | MUB:21.9;TSLA:34.3;AAPL:43.8 | 4.8 | 207 | 19.7 | Volatile | 24 | 4.64 | 2.2 | 148 | -17 | -42:10 | 47 | 0.0083 | false | true | MaxSector35% | null | VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 23 | -32 | 8 | null | BrokerC | VWAP | 100 | 12 | 10 | 62 | 92 | 19 | 36 | VAR>budget | Pause | Risk above budget threshold | 170 | 1.1 | null | 4 | Increase defensive factor exposure |
E1276 | P1002 | 2024-09-11 | IRA | USD | 1,519,011 | 4.5 | 1 | 68.2 | Financials:10.4;Materials:28.2;Consumer:10.9;Tech:19.5;Comm:31.0 | Value:19.8;Growth:18.3;Quality:19.8;Size:20.4;Momentum:7.7;LowVol:14.0 | MUB:13.0;TLT:20.0;VTI:16.0;VOO:51.0 | 5.6 | 263 | 23.6 | Bull | 14.2 | 4.24 | 2.9 | 80 | 106 | 85:158 | 100 | 0.0099 | false | true | null | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | -4 | -23 | 12 | null | BrokerB | MKT | 90 | 2 | 9 | -2 | 93 | -47 | 8 | VAR>budget | TightenStops | Risk above budget threshold | 157 | 1.5 | null | 3 | Tax-aware sells next window |
E1277 | P5014 | 2025-03-30 | Roth | USD | 544,291 | 9 | 1 | 66.2 | Industrials:15.2;Materials:26.0;Tech:17.8;Energy:13.3;Utilities:27.7 | Value:11.9;Growth:19.1;Quality:21.6;Size:14.6;Momentum:15.3;LowVol:17.6 | AMZN:19.9;MUB:22.5;IEF:9.8;XLF:25.6;VOO:22.3 | 3.5 | 130 | 13.6 | Sideways | 21.8 | 4.98 | 2.5 | 108 | 16 | -18:34 | 65 | 0.008 | false | false | ESGOnly;MaxPos6%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 5 | -17 | 9 | null | BrokerA | MKT | 91 | 5 | 3 | 26 | 145 | 2 | -4 | null | null | Normal monitoring | 159 | 3.2 | Approved | 4 | Within IPS guidelines |
E1278 | P3324 | 2024-12-17 | Taxable | USD | 1,854,494 | 8.6 | 1 | 46.9 | RealEstate:43.2;Financials:27.8;Health:29.0 | Value:24.8;Growth:13.4;Quality:16.2;Size:12.1;Momentum:12.2;LowVol:21.2 | HYG:22.6;BND:6.8;QQQ:16.3;BRK.B:14.7;MUB:15.8;VNQ:23.8 | 5.1 | 150 | 12.8 | Volatile | 29.9 | 5.49 | 3 | 129 | -32 | -55:-16 | 26 | 0.0187 | false | false | ESGOnly;MaxPos6% | null | DriftNear | Sell | Trim extended winner -1.0% | -10 | 0 | 12 | null | BrokerA | VWAP | 100 | 1 | 0 | 95 | 189 | -42 | 37 | null | null | Normal monitoring | 189 | 2 | Approved | 4 | Tax-aware sells next window |
E1279 | P2810 | 2025-01-26 | IRA | USD | 628,896 | 13.6 | 1 | 63.8 | Industrials:18.4;Financials:22.9;Materials:39.5;Energy:19.2 | Value:10.4;Growth:12.1;Quality:20.7;Size:21.1;Momentum:20.8;LowVol:14.9 | GLD:30.0;TSLA:24.8;IEF:20.7;TLT:24.4 | 1.5 | 91 | 9.7 | Bull | 13.8 | 4.92 | 2 | 79 | 12 | 2:32 | 41 | 0.0117 | false | false | ESGOnly;MaxPos8%;MaxSector25% | null | null | NoAction | Within policy bands; defer | 12 | -14 | 6 | null | BrokerC | MKT | 0 | 0 | 0 | -3 | -12 | -21 | 17 | null | null | Normal monitoring | 171 | 3.9 | Approved | 4 | Monitor dispersion and breadth |
E1280 | P7160 | 2024-07-30 | 401k | USD | 452,486 | 5.5 | 1 | 37.5 | Utilities:28.4;Tech:21.0;Health:27.9;RealEstate:22.6 | Value:18.4;Growth:7.6;Quality:16.7;Size:22.3;Momentum:15.7;LowVol:19.3 | XLF:47.2;VOO:23.4;BRK.B:15.4;AMZN:14.1 | 3.1 | 252 | 18 | Volatile | 27 | 4.29 | 3.6 | 129 | 9 | -24:47 | 68 | 0.0095 | false | true | ESGOnly | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 14 | -31 | 4 | Delta:-0.2;Vega:0.05 | BrokerD | LMT | 96 | 2 | 4 | 88 | 79 | -38 | -3 | VAR>budget | Hedge | Risk above budget threshold | 169 | 1.3 | Approved | 4 | Tighten stops on momentum names |
E1281 | P8503 | 2025-12-22 | 401k | USD | 1,037,910 | 5.7 | 1 | 35.9 | Comm:21.7;Tech:26.8;Consumer:23.3;RealEstate:28.2 | Value:8.5;Growth:16.6;Quality:27.3;Size:11.1;Momentum:8.6;LowVol:27.9 | BRK.B:15.9;AMZN:22.7;MSFT:29.4;VNQ:32.0 | 5.6 | 164 | 15.5 | Sideways | 16.6 | 3.77 | 2.9 | 133 | -18 | -46:36 | 58 | 0.011 | false | false | MaxPos8% | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | -8 | -4 | 12 | null | BrokerA | MKT | 90 | 5 | 9 | 71 | 54 | 7 | 8 | null | null | Normal monitoring | 122 | 1.3 | Approved | 5 | Tighten stops on momentum names |
E1282 | P9217 | 2025-10-07 | 401k | USD | 601,008 | 8.4 | 1 | 60.6 | Energy:14.7;Health:36.8;Materials:12.0;Financials:25.7;Utilities:10.8 | Value:10.0;Growth:19.6;Quality:27.5;Size:8.9;Momentum:20.0;LowVol:14.0 | AMZN:18.8;IEF:20.5;XLF:14.8;MUB:21.5;TLT:24.4 | 1.4 | 153 | 10.8 | Sideways | 20.3 | 3.83 | 2.2 | 113 | 33 | 2:77 | 76 | 0.0176 | false | false | ESGOnly;MaxPos8% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 12 | -8 | 3 | null | BrokerC | MKT | 89 | 9 | 13 | -49 | -18 | -21 | 40 | null | null | Normal monitoring | 130 | 1.3 | Approved | 3 | Monitor dispersion and breadth |
E1283 | P1464 | 2025-03-17 | IRA | USD | 315,683 | 16.4 | 1 | 62.8 | Comm:13.7;Utilities:21.4;RealEstate:41.7;Health:23.2 | Value:11.8;Growth:13.9;Quality:22.7;Size:23.4;Momentum:7.3;LowVol:20.8 | QQQ:10.9;TLT:16.1;AAPL:14.5;MUB:15.2;XLF:21.6;VTI:21.7 | 3.6 | 157 | 13.8 | Volatile | 24.5 | 4.63 | 2.5 | 158 | -31 | -41:15 | 46 | 0.0178 | false | false | null | null | VarNear | NoAction | Within policy bands; defer | -4 | -3 | 4 | null | BrokerA | MKT | 0 | 0 | 0 | -6 | -33 | -32 | -14 | null | null | Normal monitoring | 153 | 3.4 | Approved | 5 | Monitor dispersion and breadth |
E1284 | P6946 | 2024-12-12 | Taxable | USD | 190,629 | 8.4 | 1 | 70.8 | Financials:20.7;Materials:38.3;Utilities:20.2;Health:20.8 | Value:17.9;Growth:7.4;Quality:20.5;Size:22.8;Momentum:16.0;LowVol:15.4 | TSLA:8.4;AMZN:34.5;MUB:19.2;GLD:37.9 | 4.6 | 138 | 7.5 | Bear | 22.3 | 3.79 | 2.3 | 146 | -11 | -49:18 | 57 | 0.0094 | false | false | MaxPos7%;NoMargin | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | 5 | -40 | 10 | null | BrokerD | VWAP | 93 | 2 | 9 | -28 | 70 | -10 | 5 | null | null | Normal monitoring | 205 | 3.6 | Approved | 4 | Increase defensive factor exposure |
E1285 | P2963 | 2024-09-11 | Trust | USD | 238,647 | 12.6 | 1 | 48.8 | Financials:18.9;Health:23.5;Comm:15.8;Industrials:15.3;Energy:26.5 | Value:12.0;Growth:9.3;Quality:23.1;Size:11.2;Momentum:21.7;LowVol:22.7 | TSLA:27.4;GLD:18.1;IEF:25.6;AAPL:28.9 | 1.8 | 157 | 13.1 | Volatile | 27.3 | 4.88 | 4.2 | 113 | 41 | 9:56 | 55 | 0.0179 | false | false | null | null | VarNear | Buy | Add core equity +1.0% from cash | -2 | -30 | 8 | null | BrokerD | VWAP | 88 | 10 | 16 | -31 | -57 | -15 | -20 | null | null | Normal monitoring | 172 | 1.6 | null | 5 | Tax-aware sells next window |
E1286 | P2546 | 2025-03-04 | Trust | USD | 1,349,676 | 5.2 | 1 | 47 | Utilities:25.8;Energy:25.9;RealEstate:48.2 | Value:19.5;Growth:7.2;Quality:18.4;Size:13.8;Momentum:23.1;LowVol:18.0 | AMZN:24.4;VTI:14.9;VOO:16.3;VNQ:44.4 | 1.8 | 167 | 15.7 | Bull | 17.8 | 3.58 | 3 | 107 | 28 | -3:82 | 51 | 0.0074 | false | false | MaxPos5% | null | VarNear | NoAction | Within policy bands; defer | -6 | 4 | 6 | null | BrokerB | LMT | 0 | 0 | 0 | -1 | 62 | -12 | -4 | null | null | Normal monitoring | 127 | 3.4 | Approved | 5 | Increase defensive factor exposure |
E1287 | P2292 | 2025-04-29 | IRA | USD | 1,097,597 | 7 | 1 | 64.7 | Energy:14.8;Industrials:13.4;Health:27.8;Financials:12.3;Materials:31.7 | Value:9.0;Growth:22.3;Quality:19.2;Size:26.6;Momentum:14.1;LowVol:8.9 | AMZN:20.7;BRK.B:27.8;TSLA:21.8;TLT:23.0;IEF:6.7 | 2.5 | 184 | 11.4 | Bull | 14.6 | 4.09 | 2.2 | 75 | 84 | 65:135 | 76 | 0.0062 | false | true | MaxPos8% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -14 | -25 | 6 | Delta:-0.1;Vega:0.06 | BrokerA | LMT | 97 | 5 | 12 | 73 | 121 | -7 | -15 | VAR>budget | Hedge | Risk above budget threshold | 161 | 1.6 | null | 3 | Monitor dispersion and breadth |
E1288 | P6124 | 2025-06-04 | Roth | USD | 690,329 | 9 | 1 | 57.4 | Financials:21.8;Energy:14.3;Tech:19.9;RealEstate:29.2;Consumer:14.8 | Value:24.6;Growth:22.6;Quality:14.0;Size:12.9;Momentum:13.6;LowVol:12.3 | HYG:16.9;AAPL:8.3;TLT:15.3;QQQ:17.8;VNQ:22.5;MUB:19.2 | 5.5 | 182 | 22.2 | Bull | 14.2 | 4.82 | 2.3 | 111 | 61 | 24:101 | 95 | 0.0056 | false | false | ESGOnly;MaxPos5% | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | -11 | -33 | 2 | null | BrokerB | VWAP | 88 | 2 | 2 | 72 | 127 | -24 | -25 | null | null | Normal monitoring | 133 | 3.9 | Approved | 4 | Increase defensive factor exposure |
E1289 | P4421 | 2024-07-04 | IRA | USD | 610,997 | 14.8 | 1 | 67 | Energy:17.3;Health:8.3;Tech:29.2;RealEstate:20.3;Materials:24.9 | Value:15.9;Growth:14.7;Quality:15.4;Size:21.1;Momentum:19.2;LowVol:13.7 | HYG:15.3;MUB:16.1;AAPL:19.9;GLD:18.7;MSFT:16.0;XLF:14.1 | 3.4 | 96 | 11.1 | Volatile | 29.3 | 4.59 | 2 | 144 | 55 | 30:104 | 60 | 0.0172 | false | false | ESGOnly;MaxPos7% | null | null | Buy | Add core equity +1.0% from cash | 11 | -4 | 10 | null | BrokerA | LMT | 89 | 4 | 7 | -56 | 29 | -54 | 15 | null | null | Normal monitoring | 169 | 2.6 | Approved | 4 | Tax-aware sells next window |
E1290 | P1119 | 2025-10-24 | Taxable | USD | 567,974 | 9.4 | 1 | 74.8 | Industrials:16.8;Tech:29.8;Comm:26.4;RealEstate:27.1 | Value:23.1;Growth:13.0;Quality:19.6;Size:18.2;Momentum:12.0;LowVol:14.0 | QQQ:26.4;AAPL:40.0;VNQ:33.6 | 3.5 | 118 | 10.1 | Volatile | 29.7 | 4.72 | 3.5 | 136 | 30 | 9:70 | 77 | 0.0085 | false | false | MaxPos6%;MaxSector30%;NoMargin | null | null | Hedge | Buy index puts 1.0% notional, 30d | 34 | -17 | 11 | Delta:-0.15;Vega:0.06 | BrokerA | LMT | 88 | 6 | 8 | 55 | 62 | -2 | 8 | null | null | Normal monitoring | 154 | 1 | Approved | 3 | Tax-aware sells next window |
E1291 | P9872 | 2024-09-05 | Trust | USD | 685,225 | 15.1 | 1 | 46.7 | Tech:27.8;Industrials:26.4;Comm:17.2;Utilities:28.6 | Value:16.2;Growth:15.9;Quality:15.6;Size:9.5;Momentum:25.2;LowVol:17.4 | IEF:24.6;AMZN:22.6;VOO:25.0;GLD:18.7;BND:9.1 | 4.3 | 94 | 11.2 | Sideways | 17.9 | 4.09 | 2.4 | 121 | 21 | -1:67 | 47 | 0.0134 | false | false | MaxPos7%;MaxSector35% | null | DriftNear | Sell | Trim extended winner -1.0% | 24 | 13 | 6 | null | BrokerC | MKT | 88 | 12 | 17 | -60 | -25 | -14 | 7 | null | null | Normal monitoring | 207 | 1.7 | null | 3 | Increase defensive factor exposure |
E1292 | P1374 | 2025-02-14 | Taxable | USD | 906,615 | 9 | 1 | 52.6 | Utilities:44.4;Comm:14.6;Materials:41.0 | Value:12.0;Growth:21.0;Quality:25.0;Size:9.1;Momentum:18.8;LowVol:14.0 | IEF:11.9;HYG:37.6;TSLA:34.1;XLF:16.3 | 2.8 | 147 | 13 | Bear | 32.7 | 3.17 | 2.6 | 220 | -35 | -67:2 | 22 | 0.0077 | false | false | MaxPos8% | null | null | Rebalance | Shift +1.0% bonds from equity | 5 | 7 | 2 | null | BrokerC | MKT | 99 | 12 | 19 | 74 | 165 | -37 | 33 | null | null | Normal monitoring | 218 | 2.5 | Approved | 3 | Tax-aware sells next window |
E1293 | P8938 | 2024-10-17 | Taxable | USD | 228,286 | 14.5 | 1 | 61.2 | Industrials:22.6;Materials:13.8;Comm:32.7;Health:30.9 | Value:17.9;Growth:20.3;Quality:12.8;Size:16.4;Momentum:20.5;LowVol:12.1 | HYG:35.2;VOO:34.2;MUB:30.6 | 4.5 | 146 | 8.1 | Volatile | 23.6 | 4.7 | 4.5 | 149 | 14 | -17:37 | 47 | 0.0157 | false | false | ESGOnly;MaxPos8%;MaxSector35%;NoMargin | null | DriftNear | Buy | Add core equity +1.0% from cash | 13 | -1 | 12 | null | BrokerB | LMT | 91 | 6 | 5 | 54 | 167 | 17 | 18 | null | null | Normal monitoring | 136 | 2.8 | Approved | 5 | Monitor dispersion and breadth |
E1294 | P2414 | 2024-09-09 | Trust | USD | 1,251,378 | 8.5 | 1 | 65.3 | Comm:27.8;Financials:49.1;Materials:23.2 | Value:14.1;Growth:26.4;Quality:11.3;Size:9.5;Momentum:11.9;LowVol:26.8 | GLD:10.9;QQQ:11.9;MUB:21.0;AMZN:17.5;IEF:23.5;MSFT:15.2 | 4.5 | 244 | 18.8 | Bull | 15.2 | 4.66 | 3.2 | 82 | 7 | -23:22 | 65 | 0.0078 | false | true | MaxPos7% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 18 | -24 | 11 | Delta:-0.08;Vega:0.06 | BrokerD | MKT | 98 | 5 | 4 | 100 | 220 | -38 | -8 | VAR>budget | TightenStops | Risk above budget threshold | 125 | 3.2 | Approved | 2 | Increase defensive factor exposure |
E1295 | P2079 | 2025-02-01 | 401k | USD | 575,537 | 13.8 | 1 | 49.7 | Industrials:36.6;Utilities:15.0;Comm:14.9;Financials:33.5 | Value:15.2;Growth:12.9;Quality:10.8;Size:28.0;Momentum:20.6;LowVol:12.5 | VNQ:11.7;AAPL:23.1;VOO:25.8;TLT:23.5;TSLA:5.3;MSFT:10.5 | 3.2 | 132 | 15.8 | Volatile | 21.7 | 4.45 | 4.3 | 160 | 21 | 10:60 | 52 | 0.012 | false | false | NoMargin | null | null | Buy | Add core equity +1.0% from cash | 35 | -37 | 5 | null | BrokerB | MKT | 100 | 11 | 14 | 4 | 7 | -12 | 20 | null | null | Normal monitoring | 147 | 1.2 | null | 3 | Tax-aware sells next window |
E1296 | P3433 | 2025-12-03 | Trust | USD | 310,717 | 8 | 1.08 | 69 | Utilities:26.5;Tech:19.8;Comm:34.7;Industrials:19.1 | Value:8.6;Growth:23.2;Quality:16.6;Size:9.1;Momentum:16.4;LowVol:26.1 | AMZN:19.3;BRK.B:17.6;VOO:24.2;TLT:38.9 | 5.6 | 172 | 23 | Sideways | 14.7 | 4.66 | 3 | 114 | 45 | 33:66 | 86 | 0.0092 | false | false | MaxPos6% | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | 15 | -25 | 10 | null | BrokerA | LMT | 93 | 2 | 3 | 19 | -13 | -21 | 36 | null | null | Normal monitoring | 158 | 2.5 | Approved | 4 | Tighten stops on momentum names |
E1297 | P0048 | 2025-02-11 | Trust | USD | 516,978 | 13.3 | 1 | 55.9 | Health:23.1;Consumer:23.5;Energy:20.4;Tech:8.7;RealEstate:24.4 | Value:7.9;Growth:18.2;Quality:9.5;Size:23.2;Momentum:21.5;LowVol:19.7 | MUB:35.4;XLF:16.5;VTI:48.0 | 3.6 | 108 | 13.1 | Bear | 31.7 | 4.11 | 2.8 | 171 | 17 | -10:60 | 47 | 0.0199 | false | false | MaxPos6%;MaxSector30%;NoMargin | null | null | NoAction | Within policy bands; defer | 30 | -27 | 2 | null | BrokerB | MKT | 0 | 0 | 0 | -45 | -22 | 9 | -7 | null | null | Normal monitoring | 195 | 2 | Approved | 5 | Monitor dispersion and breadth |
E1298 | P1217 | 2024-12-05 | Roth | USD | 738,401 | 15.2 | 1 | 64 | Industrials:28.1;Energy:24.5;Materials:9.8;Health:28.0;Comm:9.6 | Value:21.8;Growth:13.1;Quality:20.3;Size:12.7;Momentum:13.2;LowVol:18.8 | HYG:29.0;QQQ:8.6;TLT:14.5;AMZN:17.7;MSFT:30.2 | 3.4 | 156 | 14.4 | Bull | 11.3 | 3.58 | 2.7 | 73 | 5 | -25:48 | 68 | 0.0083 | false | false | ESGOnly;MaxPos5%;NoMargin | null | VarNear | Buy | Add core equity +1.0% from cash | -9 | 7 | 1 | null | BrokerA | LMT | 88 | 1 | 5 | 70 | 39 | 9 | 2 | null | null | Normal monitoring | 133 | 2.8 | null | 5 | Monitor dispersion and breadth |
E1299 | P8367 | 2025-01-01 | 401k | USD | 1,986,228 | 6.6 | 1 | 62.9 | Utilities:15.5;Tech:31.6;Consumer:14.6;Comm:14.8;Materials:23.4 | Value:15.3;Growth:20.7;Quality:21.7;Size:20.5;Momentum:10.9;LowVol:10.9 | HYG:42.7;BND:38.7;VTI:18.6 | 3.5 | 144 | 11.4 | Volatile | 27.8 | 4.08 | 2.4 | 166 | -29 | -68:-1 | 42 | 0.0076 | false | false | MaxSector35% | null | null | Rebalance | Shift +1.0% bonds from equity | 11 | -40 | 6 | null | BrokerC | MKT | 93 | 12 | 12 | 1 | 23 | -9 | 2 | null | null | Normal monitoring | 176 | 1.5 | Approved | 5 | Within IPS guidelines |
E1300 | P5702 | 2024-07-21 | Roth | USD | 643,146 | 6.3 | 1 | 56.2 | Materials:27.6;Tech:38.2;Energy:34.2 | Value:22.6;Growth:11.5;Quality:10.6;Size:17.3;Momentum:24.9;LowVol:13.1 | IEF:38.1;VTI:28.4;AAPL:33.5 | 1.5 | 127 | 8.4 | Sideways | 21.4 | 4.56 | 2.7 | 90 | 38 | 19:54 | 75 | 0.0054 | false | false | MaxPos6% | null | null | Rebalance | Shift +1.0% bonds from equity | -12 | -36 | 1 | null | BrokerC | MKT | 90 | 12 | 11 | 52 | 78 | -1 | 18 | null | null | Normal monitoring | 160 | 3.2 | null | 5 | Increase defensive factor exposure |
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