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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
E0901 | P9452 | 2025-07-05 | Taxable | USD | 1,970,855 | 5.2 | 1 | 73.7 | Energy:11.6;Financials:11.9;Health:37.1;Tech:25.0;Comm:14.4 | Value:16.0;Growth:13.8;Quality:23.1;Size:14.9;Momentum:15.7;LowVol:16.4 | HYG:28.5;AMZN:42.0;BND:29.5 | 1.8 | 166 | 18.6 | Volatile | 23.7 | 4.89 | 4.3 | 153 | 6 | -20:26 | 53 | 0.0116 | false | false | MaxSector30% | null | VarNear | Sell | Trim extended winner -1.0% | -12 | -32 | 5 | null | BrokerA | MKT | 94 | 12 | 15 | 103 | 102 | 20 | 38 | null | null | Normal monitoring | 102 | 3.4 | Approved | 4 | Tax-aware sells next window |
E0902 | P5784 | 2024-10-06 | Roth | USD | 249,873 | 14.6 | 1 | 46.2 | Financials:25.3;Materials:24.4;RealEstate:18.4;Comm:32.0 | Value:14.2;Growth:22.8;Quality:18.0;Size:18.9;Momentum:14.3;LowVol:11.8 | GLD:35.1;QQQ:40.1;VOO:24.8 | 3.7 | 129 | 12.8 | Sideways | 16.7 | 3.51 | 3.3 | 104 | 47 | 15:63 | 83 | 0.0058 | false | false | ESGOnly;MaxPos6%;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | 2 | -34 | 11 | null | BrokerC | VWAP | 93 | 11 | 12 | 115 | 246 | 9 | 0 | null | null | Normal monitoring | 172 | 3.8 | Approved | 5 | Tighten stops on momentum names |
E0903 | P3980 | 2025-12-12 | Taxable | USD | 1,127,007 | 8.5 | 1 | 42.6 | Tech:22.7;Utilities:22.8;Comm:12.2;RealEstate:18.1;Health:24.2 | Value:22.7;Growth:18.5;Quality:19.9;Size:7.4;Momentum:14.4;LowVol:17.2 | MUB:30.7;XLF:17.1;VTI:26.1;AAPL:26.2 | 1.7 | 190 | 14.6 | Volatile | 31 | 4.17 | 3.2 | 167 | -52 | -87:-17 | 37 | 0.011 | false | true | MaxPos5%;MaxSector30% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 24 | -21 | 8 | null | BrokerD | LMT | 88 | 4 | 9 | 60 | 101 | 2 | 21 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 211 | 3.2 | null | 5 | Tax-aware sells next window |
E0904 | P1560 | 2025-06-10 | IRA | USD | 986,582 | 5.3 | 1 | 67.1 | RealEstate:25.2;Energy:21.1;Consumer:22.6;Industrials:31.1 | Value:11.3;Growth:17.2;Quality:9.4;Size:21.7;Momentum:16.3;LowVol:24.0 | AMZN:23.0;VTI:5.4;IEF:16.9;BND:20.7;BRK.B:17.1;QQQ:16.9 | 4.7 | 168 | 15.6 | Bear | 24.1 | 3.14 | 2.8 | 177 | -91 | -123:-73 | 5 | 0.0184 | false | false | ESGOnly | null | VarNear | Buy | Add core equity +1.0% from cash | 13 | -11 | 1 | null | BrokerC | VWAP | 94 | 4 | 9 | 87 | 220 | -23 | 33 | null | null | Normal monitoring | 91 | 2.5 | Approved | 4 | Monitor dispersion and breadth |
E0905 | P1165 | 2024-07-08 | 401k | USD | 274,111 | 11.6 | 1 | 67.6 | Comm:32.1;Materials:23.4;Energy:27.1;Industrials:17.4 | Value:14.9;Growth:24.9;Quality:16.4;Size:11.8;Momentum:20.1;LowVol:11.9 | VNQ:14.4;VOO:20.8;XLF:22.0;MSFT:22.5;GLD:20.3 | 1.5 | 126 | 12.8 | Sideways | 18.7 | 4.59 | 2.3 | 133 | 41 | 7:64 | 66 | 0.0176 | false | false | MaxSector35%;NoMargin | null | null | Sell | Trim extended winner -1.0% | 5 | -10 | 9 | null | BrokerD | VWAP | 91 | 7 | 14 | -1 | 49 | 12 | 38 | null | null | Normal monitoring | 154 | 1.4 | Approved | 3 | Tighten stops on momentum names |
E0906 | P8928 | 2025-06-08 | IRA | USD | 1,321,332 | 7.9 | 1 | 35.7 | Consumer:29.4;Health:29.2;Comm:31.6;Materials:9.7 | Value:18.5;Growth:27.0;Quality:10.1;Size:20.3;Momentum:10.4;LowVol:13.8 | VTI:14.7;BRK.B:18.3;VNQ:19.6;AMZN:16.6;QQQ:10.8;TSLA:20.0 | 3.2 | 126 | 19.1 | Volatile | 26 | 3.97 | 3 | 120 | -37 | -51:-7 | 13 | 0.0185 | false | false | null | null | null | Rebalance | Shift +1.0% bonds from equity | 3 | -37 | 3 | null | BrokerD | LMT | 95 | 5 | 7 | -39 | 57 | 1 | 23 | null | null | Normal monitoring | 160 | 1.4 | null | 3 | Monitor dispersion and breadth |
E0907 | P0217 | 2025-10-30 | Roth | USD | 354,557 | 7.9 | 1 | 55.6 | Materials:26.1;Energy:54.3;Utilities:19.6 | Value:8.0;Growth:19.3;Quality:23.9;Size:23.3;Momentum:7.4;LowVol:18.2 | BND:16.1;AAPL:13.2;VOO:22.1;MUB:48.6 | 1.9 | 113 | 10.6 | Bull | 16.3 | 3.77 | 3 | 71 | 104 | 87:132 | 100 | 0.0091 | false | false | MaxPos5% | null | null | Sell | Trim extended winner -1.0% | -9 | -2 | 7 | null | BrokerA | MKT | 88 | 2 | 9 | 12 | 70 | -38 | -3 | null | null | Normal monitoring | 207 | 2.1 | Approved | 3 | Within IPS guidelines |
E0908 | P5032 | 2024-08-17 | IRA | USD | 673,826 | 5.4 | 1 | 56.6 | Comm:18.6;Industrials:35.1;Tech:18.1;Materials:28.2 | Value:22.3;Growth:9.0;Quality:10.4;Size:20.1;Momentum:25.7;LowVol:12.5 | IEF:12.3;HYG:18.5;MUB:21.3;TLT:22.1;MSFT:18.8;XLF:6.9 | 1.7 | 223 | 13.2 | Bull | 15.3 | 4.05 | 2.1 | 101 | 3 | -7:57 | 51 | 0.0045 | false | true | ESGOnly;MaxPos6% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 23 | 11 | 11 | Delta:-0.06;Vega:0.08 | BrokerC | LMT | 100 | 5 | 4 | 89 | 63 | 12 | 31 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 133 | 1.4 | SuggestedEdits | 4 | Within IPS guidelines |
E0909 | P0747 | 2025-06-28 | Taxable | USD | 1,785,092 | 8.7 | 1 | 60.7 | Tech:13.3;Materials:31.3;RealEstate:10.5;Comm:18.6;Health:26.2 | Value:11.0;Growth:21.6;Quality:17.0;Size:17.2;Momentum:12.0;LowVol:21.2 | VOO:25.1;BND:27.0;VTI:9.5;QQQ:11.7;MUB:26.7 | 3.5 | 266 | 26.9 | Volatile | 31 | 3.73 | 3.3 | 172 | -33 | -65:21 | 32 | 0.0133 | false | true | ESGOnly;MaxPos7%;MaxSector25% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -5 | 6 | 3 | null | BrokerA | VWAP | 92 | 10 | 12 | -38 | 46 | -59 | 20 | VAR>budget | Pause | Risk above budget threshold | 135 | 2.4 | null | 5 | Increase defensive factor exposure |
E0910 | P4749 | 2025-09-08 | 401k | USD | 320,067 | 16 | 1 | 46.3 | Consumer:24.6;Financials:14.9;Comm:26.6;Industrials:10.7;Health:23.2 | Value:23.5;Growth:13.4;Quality:11.6;Size:26.7;Momentum:16.4;LowVol:8.4 | MSFT:47.0;BND:24.0;GLD:29.0 | 2.2 | 146 | 10.5 | Bear | 25.2 | 3.25 | 2.3 | 179 | 9 | -22:61 | 63 | 0.0037 | false | false | MaxPos8% | null | null | Rebalance | Shift +1.0% bonds from equity | -9 | -35 | 9 | null | BrokerA | VWAP | 100 | 4 | 9 | 111 | 107 | -8 | 18 | null | null | Normal monitoring | 205 | 3.6 | null | 3 | Monitor dispersion and breadth |
E0911 | P3297 | 2024-08-04 | Roth | USD | 1,055,498 | 7.1 | 1 | 65.1 | Health:28.9;Utilities:20.8;Energy:29.1;Tech:21.2 | Value:7.6;Growth:23.0;Quality:15.8;Size:15.6;Momentum:15.0;LowVol:23.1 | TSLA:36.2;GLD:23.8;AAPL:40.0 | 5.9 | 199 | 20 | Volatile | 28.6 | 5.05 | 4.1 | 143 | 56 | 22:91 | 67 | 0.0035 | false | true | MaxPos7%;MaxSector30% | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | 16 | 9 | 7 | null | BrokerD | VWAP | 93 | 10 | 16 | 2 | 118 | 17 | 7 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 214 | 3.5 | Approved | 2 | Tighten stops on momentum names |
E0912 | P8999 | 2024-07-25 | Taxable | USD | 1,963,058 | 6.6 | 1.23 | 55.4 | Utilities:34.6;RealEstate:18.8;Health:16.5;Comm:30.0 | Value:19.0;Growth:15.2;Quality:9.7;Size:9.4;Momentum:22.8;LowVol:24.0 | TSLA:8.4;BND:12.5;AAPL:22.5;VNQ:28.0;VTI:28.7 | 4.2 | 214 | 10.3 | Bull | 16.9 | 3.96 | 3 | 78 | 7 | -6:56 | 56 | 0.007 | false | true | MaxPos5% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 13 | 1 | 5 | Delta:-0.05;Vega:0.06 | BrokerA | LMT | 91 | 4 | 7 | 53 | 138 | -39 | 16 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 133 | 3.4 | SuggestedEdits | 5 | Tighten stops on momentum names |
E0913 | P3194 | 2024-07-05 | 401k | USD | 1,794,785 | 4.7 | 1 | 67.5 | RealEstate:29.7;Industrials:33.6;Utilities:36.7 | Value:21.8;Growth:9.1;Quality:21.8;Size:20.5;Momentum:12.2;LowVol:14.6 | VTI:13.9;AAPL:10.9;VNQ:29.1;BND:24.5;TLT:21.6 | 2.7 | 197 | 25.6 | Sideways | 20.3 | 4.02 | 3.3 | 124 | 55 | 33:92 | 93 | 0.0042 | false | false | null | null | VarNear | Sell | Trim extended winner -1.0% | 24 | 14 | 12 | null | BrokerC | MKT | 99 | 12 | 14 | -26 | 32 | -2 | 25 | null | null | Normal monitoring | 154 | 1.9 | Approved | 4 | Increase defensive factor exposure |
E0914 | P3515 | 2025-07-30 | Roth | USD | 832,936 | 9.2 | 1 | 71.9 | Energy:16.8;Health:29.4;Industrials:22.5;Materials:31.3 | Value:18.9;Growth:18.6;Quality:14.1;Size:15.8;Momentum:13.9;LowVol:18.6 | MSFT:14.7;VNQ:17.8;MUB:21.3;BRK.B:13.5;QQQ:21.2;XLF:11.4 | 5.7 | 211 | 21.1 | Volatile | 28.4 | 5.11 | 3 | 146 | 74 | 36:122 | 100 | 0.0052 | false | true | ESGOnly;MaxPos6%;MaxSector30% | null | DriftNear;VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 28 | 7 | 12 | null | BrokerA | LMT | 90 | 4 | 4 | 67 | 83 | -28 | -7 | VAR>budget | TightenStops | Risk above budget threshold | 96 | 3.1 | SuggestedEdits | 5 | Tighten stops on momentum names |
E0915 | P9142 | 2025-06-02 | Trust | USD | 732,829 | 17.1 | 1 | 55.3 | Health:27.4;Utilities:26.3;Consumer:19.2;Industrials:27.2 | Value:12.2;Growth:19.5;Quality:11.5;Size:14.1;Momentum:20.3;LowVol:22.3 | BRK.B:10.2;XLF:23.9;IEF:25.6;GLD:28.8;HYG:11.6 | 2.9 | 149 | 8.1 | Bull | 15 | 4.94 | 2.7 | 118 | 79 | 51:130 | 81 | 0.0177 | false | false | ESGOnly;NoMargin | null | null | Buy | Add core equity +1.0% from cash | -11 | -11 | 6 | null | BrokerC | LMT | 89 | 3 | 7 | -6 | 51 | 13 | -9 | null | null | Normal monitoring | 201 | 3 | null | 3 | Increase defensive factor exposure |
E0916 | P7771 | 2025-07-23 | Taxable | USD | 1,114,349 | 5.1 | 1 | 35.4 | Materials:21.9;Industrials:16.3;Utilities:29.3;RealEstate:32.5 | Value:7.6;Growth:18.4;Quality:8.0;Size:23.0;Momentum:23.8;LowVol:19.3 | BND:36.7;HYG:21.6;VTI:41.8 | 3.8 | 212 | 13.4 | Bear | 33 | 3.8 | 1.8 | 178 | -16 | -43:24 | 57 | 0.0105 | false | true | ESGOnly | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -11 | -36 | 10 | null | BrokerD | LMT | 98 | 6 | 4 | 17 | 16 | -25 | -11 | VAR>budget | Pause | Risk above budget threshold | 105 | 2.6 | null | 4 | Within IPS guidelines |
E0917 | P4950 | 2024-08-28 | Roth | USD | 970,048 | 7.1 | 1 | 71.7 | Utilities:20.8;Consumer:20.4;Comm:12.6;Tech:23.2;Financials:23.0 | Value:20.1;Growth:18.9;Quality:18.3;Size:11.4;Momentum:13.7;LowVol:17.6 | HYG:10.4;XLF:26.7;BND:10.8;AAPL:26.5;VOO:25.6 | 4.7 | 216 | 10.1 | Bull | 17.4 | 3.64 | 3.3 | 95 | 76 | 49:106 | 83 | 0.0156 | false | true | ESGOnly | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 32 | -13 | 6 | Delta:-0.2;Vega:0.08 | BrokerA | LMT | 94 | 12 | 9 | -49 | -14 | -31 | -25 | VAR>budget | Hedge | Risk above budget threshold | 119 | 1.7 | Approved | 2 | Tax-aware sells next window |
E0918 | P2394 | 2025-04-08 | IRA | USD | 668,164 | 9.6 | 1 | 46.4 | Utilities:12.3;RealEstate:16.0;Tech:11.6;Industrials:41.9;Comm:18.1 | Value:17.1;Growth:25.1;Quality:10.8;Size:12.0;Momentum:11.9;LowVol:23.0 | VOO:17.8;BND:22.0;AAPL:20.3;QQQ:10.3;TLT:9.8;BRK.B:19.8 | 3.5 | 138 | 16.2 | Volatile | 27.4 | 3.79 | 4.3 | 128 | -34 | -58:-1 | 46 | 0.0046 | false | false | ESGOnly;MaxPos7%;MaxSector25% | null | null | Rebalance | Shift +1.0% bonds from equity | 18 | -26 | 10 | null | BrokerA | LMT | 98 | 5 | 11 | 23 | 108 | -27 | -8 | null | null | Normal monitoring | 143 | 3.1 | null | 5 | Within IPS guidelines |
E0919 | P9971 | 2025-12-22 | IRA | USD | 2,329,040 | 7 | 1.23 | 36.8 | Tech:32.4;Energy:35.4;Financials:32.2 | Value:19.2;Growth:18.9;Quality:23.3;Size:15.4;Momentum:11.5;LowVol:11.7 | HYG:41.8;GLD:17.4;VOO:40.8 | 3.4 | 133 | 13.3 | Volatile | 20.4 | 4.84 | 4.2 | 160 | 33 | -1:86 | 78 | 0.0121 | false | false | null | null | null | NoAction | Within policy bands; defer | 31 | -19 | 5 | null | BrokerC | MKT | 0 | 0 | 0 | 80 | 96 | 11 | 31 | null | null | Normal monitoring | 123 | 2.4 | Approved | 3 | Tax-aware sells next window |
E0920 | P1526 | 2025-05-08 | Roth | USD | 1,148,991 | 9.1 | 1 | 55.4 | Utilities:13.9;Comm:47.3;Health:21.8;Tech:17.0 | Value:12.6;Growth:9.5;Quality:16.6;Size:12.0;Momentum:27.4;LowVol:22.0 | QQQ:26.1;IEF:51.4;TLT:22.5 | 2.6 | 191 | 16.2 | Bear | 29.2 | 4.14 | 2.5 | 169 | -75 | -114:-36 | 9 | 0.019 | false | true | MaxPos8% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 25 | -7 | 4 | null | BrokerD | MKT | 97 | 4 | 6 | 14 | 141 | -53 | 0 | VAR>budget | Hedge | Risk above budget threshold | 186 | 2.1 | SuggestedEdits | 4 | Increase defensive factor exposure |
E0921 | P8913 | 2025-01-04 | Trust | USD | 1,253,714 | 6.7 | 1.16 | 46 | Energy:12.3;Health:28.2;Consumer:22.0;Industrials:37.5 | Value:23.7;Growth:22.5;Quality:8.2;Size:20.7;Momentum:14.9;LowVol:10.1 | QQQ:22.3;MUB:13.9;IEF:28.3;BRK.B:35.5 | 4.3 | 231 | 24.9 | Bull | 15.6 | 4.17 | 2.7 | 83 | 72 | 59:109 | 100 | 0.0137 | false | true | ESGOnly;MaxPos7%;MaxSector30% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -8 | -5 | 4 | Delta:-0.06;Vega:0.04 | BrokerC | MKT | 93 | 10 | 14 | 100 | 155 | -27 | 10 | VAR>budget | Reduce | Risk above budget threshold | 106 | 2.1 | SuggestedEdits | 5 | Monitor dispersion and breadth |
E0922 | P2556 | 2025-05-28 | Taxable | USD | 526,364 | 7.2 | 1 | 40.7 | Comm:10.8;Consumer:25.2;Energy:21.9;Financials:24.0;RealEstate:18.1 | Value:23.5;Growth:14.5;Quality:14.1;Size:19.8;Momentum:13.3;LowVol:14.7 | VNQ:43.0;VOO:16.8;QQQ:40.2 | 1.7 | 126 | 11.4 | Sideways | 20.3 | 4.02 | 3.4 | 98 | -27 | -42:12 | 47 | 0.0058 | false | false | ESGOnly | null | null | Rebalance | Shift +1.0% bonds from equity | 34 | 2 | 11 | null | BrokerB | LMT | 97 | 12 | 12 | -9 | -31 | 4 | 24 | null | null | Normal monitoring | 193 | 1.7 | null | 4 | Within IPS guidelines |
E0923 | P8071 | 2025-01-23 | Roth | USD | 426,190 | 5.2 | 1 | 70.6 | Comm:23.2;Materials:16.8;RealEstate:19.3;Utilities:20.5;Energy:20.2 | Value:17.0;Growth:18.2;Quality:18.3;Size:14.7;Momentum:16.0;LowVol:15.8 | HYG:26.9;BRK.B:27.6;BND:23.2;AAPL:9.5;MSFT:12.8 | 1.8 | 141 | 7 | Volatile | 24.8 | 4.29 | 2.5 | 120 | 60 | 34:95 | 64 | 0.0153 | false | false | MaxPos5%;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | -2 | -30 | 12 | null | BrokerA | LMT | 93 | 2 | 6 | 85 | 109 | -42 | 30 | null | null | Normal monitoring | 143 | 2.5 | null | 5 | Tax-aware sells next window |
E0924 | P4731 | 2025-10-24 | Taxable | USD | 798,296 | 7.4 | 1 | 45.8 | Health:26.0;Consumer:12.6;Financials:33.1;Industrials:17.8;Tech:10.5 | Value:11.7;Growth:25.5;Quality:18.8;Size:7.5;Momentum:14.4;LowVol:22.1 | IEF:29.8;GLD:17.3;VTI:23.9;HYG:29.0 | 1.3 | 125 | 11.2 | Bear | 26.2 | 4.27 | 1.2 | 206 | 32 | 22:65 | 71 | 0.0123 | false | false | ESGOnly;MaxPos5%;MaxSector35%;NoMargin | null | null | Hedge | Buy index puts 1.0% notional, 30d | 23 | -32 | 3 | Delta:-0.08;Vega:0.05 | BrokerC | LMT | 93 | 11 | 18 | 114 | 146 | -8 | 18 | null | null | Normal monitoring | 174 | 2.9 | null | 4 | Monitor dispersion and breadth |
E0925 | P5881 | 2025-01-01 | 401k | USD | 1,273,768 | 6 | 1 | 59.2 | Tech:30.8;Industrials:24.6;Consumer:15.5;Financials:29.1 | Value:25.6;Growth:22.7;Quality:14.5;Size:11.5;Momentum:11.1;LowVol:14.6 | AMZN:17.9;BRK.B:44.2;VNQ:13.0;AAPL:25.0 | 5.3 | 138 | 16.3 | Bull | 12.9 | 3.86 | 2.3 | 103 | 15 | -12:50 | 55 | 0.0157 | false | false | null | null | DriftNear | Buy | Add core equity +1.0% from cash | 30 | -30 | 5 | null | BrokerA | MKT | 89 | 2 | 3 | 24 | 60 | -17 | 22 | null | null | Normal monitoring | 159 | 3.9 | Approved | 4 | Monitor dispersion and breadth |
E0926 | P7909 | 2024-08-10 | Taxable | USD | 2,275,179 | 6.8 | 1 | 63.8 | Energy:29.2;Materials:22.4;Health:48.4 | Value:9.6;Growth:19.5;Quality:18.5;Size:13.3;Momentum:20.4;LowVol:18.7 | QQQ:22.8;GLD:15.0;VTI:15.4;IEF:26.1;XLF:20.8 | 2.6 | 210 | 18 | Bull | 17.8 | 3.79 | 2.1 | 89 | 74 | 36:100 | 70 | 0.0075 | false | true | ESGOnly;MaxPos5% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 35 | -16 | 8 | Delta:-0.19;Vega:0.06 | BrokerD | LMT | 99 | 3 | 9 | 73 | 57 | -17 | -25 | VAR>budget | Hedge | Risk above budget threshold | 146 | 1.2 | Approved | 5 | Monitor dispersion and breadth |
E0927 | P8135 | 2024-12-29 | Trust | USD | 1,576,941 | 8.6 | 1 | 70.3 | Health:30.4;RealEstate:17.5;Tech:13.1;Financials:39.0 | Value:10.9;Growth:16.9;Quality:21.2;Size:22.1;Momentum:12.4;LowVol:16.5 | VNQ:32.8;GLD:34.8;AMZN:32.3 | 2.2 | 161 | 20.9 | Bull | 11.9 | 4.24 | 2.3 | 74 | 107 | 84:130 | 87 | 0.0126 | false | false | ESGOnly | null | null | Rebalance | Shift +1.0% bonds from equity | 11 | -8 | 8 | null | BrokerB | LMT | 94 | 6 | 12 | 54 | 181 | 18 | 17 | null | null | Normal monitoring | 171 | 3.7 | Approved | 4 | Monitor dispersion and breadth |
E0928 | P3990 | 2025-01-28 | IRA | USD | 895,384 | 5.5 | 1 | 70.5 | Health:34.0;Financials:17.1;Materials:17.0;Industrials:31.9 | Value:19.1;Growth:19.4;Quality:15.7;Size:19.6;Momentum:12.7;LowVol:13.4 | MSFT:33.0;MUB:39.4;BRK.B:27.6 | 4.7 | 127 | 19.9 | Sideways | 20.1 | 4.24 | 2.7 | 136 | 47 | 25:68 | 66 | 0.011 | false | false | MaxPos8% | null | null | Buy | Add core equity +1.0% from cash | 13 | 1 | 7 | null | BrokerC | LMT | 99 | 2 | 9 | 23 | 114 | -33 | -11 | null | null | Normal monitoring | 185 | 1.3 | null | 4 | Tighten stops on momentum names |
E0929 | P7226 | 2024-07-31 | IRA | USD | 526,889 | 8.5 | 1 | 71.8 | Financials:20.7;Materials:24.5;RealEstate:27.6;Energy:27.1 | Value:12.2;Growth:10.7;Quality:20.5;Size:20.8;Momentum:18.7;LowVol:17.2 | VOO:47.4;AAPL:18.9;TSLA:33.8 | 2.8 | 208 | 17.4 | Bear | 24.6 | 3.61 | 1 | 169 | -36 | -47:2 | 25 | 0.0056 | false | true | MaxSector30% | null | VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 8 | 8 | 7 | null | BrokerB | LMT | 98 | 7 | 9 | 110 | 199 | -1 | 34 | RegimeShift | TightenStops | Volatility spike and breadth deterioration | 155 | 1.2 | null | 5 | Monitor dispersion and breadth |
E0930 | P5784 | 2024-07-28 | 401k | USD | 1,149,710 | 5.3 | 1 | 53 | Comm:54.5;RealEstate:17.2;Industrials:28.4 | Value:17.1;Growth:12.5;Quality:19.0;Size:18.2;Momentum:21.4;LowVol:11.7 | MUB:48.3;VTI:19.6;TLT:32.1 | 5.5 | 197 | 15.5 | Bull | 17.4 | 4.09 | 3.2 | 104 | 64 | 38:104 | 96 | 0.0099 | false | true | ESGOnly;MaxPos8%;MaxSector25% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 16 | -20 | 2 | Delta:-0.07;Vega:0.03 | BrokerB | LMT | 99 | 11 | 14 | 82 | 146 | -36 | -21 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 217 | 1.7 | null | 5 | Increase defensive factor exposure |
E0931 | P5399 | 2025-12-18 | Roth | USD | 1,540,099 | 9 | 1 | 68.5 | Utilities:17.0;RealEstate:31.7;Consumer:27.2;Health:24.2 | Value:10.7;Growth:21.7;Quality:20.4;Size:23.0;Momentum:14.5;LowVol:9.8 | VTI:12.4;BRK.B:19.7;XLF:15.6;BND:36.3;AAPL:16.0 | 4.5 | 173 | 19.5 | Sideways | 16.8 | 4.92 | 2.1 | 117 | 32 | -8:74 | 84 | 0.0049 | false | true | MaxPos8% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -10 | -30 | 11 | Delta:-0.07;Vega:0.05 | BrokerB | MKT | 88 | 1 | 9 | 37 | 109 | -30 | -16 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 196 | 2 | Approved | 3 | Increase defensive factor exposure |
E0932 | P5842 | 2025-10-09 | Roth | USD | 627,587 | 13.5 | 1 | 57.5 | Industrials:23.9;RealEstate:28.2;Health:8.6;Financials:26.3;Consumer:13.0 | Value:10.0;Growth:19.7;Quality:24.7;Size:11.4;Momentum:15.0;LowVol:19.1 | AMZN:25.3;BND:20.5;MUB:31.2;HYG:23.0 | 3.4 | 165 | 11.4 | Bull | 12.1 | 3.59 | 3.1 | 110 | 82 | 53:126 | 82 | 0.0186 | false | false | ESGOnly;MaxSector25% | null | VarNear | Sell | Trim extended winner -1.0% | 8 | 10 | 8 | null | BrokerB | LMT | 99 | 10 | 11 | -23 | 98 | -39 | -5 | null | null | Normal monitoring | 204 | 3.9 | Approved | 3 | Within IPS guidelines |
E0933 | P9326 | 2024-10-07 | Trust | USD | 384,729 | 6.5 | 1 | 46.8 | Health:16.1;RealEstate:31.0;Consumer:12.3;Utilities:19.2;Financials:21.4 | Value:25.5;Growth:12.9;Quality:9.2;Size:20.7;Momentum:7.9;LowVol:23.8 | AAPL:17.1;VTI:18.0;IEF:20.9;BND:17.6;TLT:6.7;GLD:19.7 | 2.8 | 104 | 8.5 | Volatile | 28.8 | 4.42 | 3.4 | 157 | 32 | 8:54 | 59 | 0.0086 | false | false | MaxPos5%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 15 | 1 | 1 | null | BrokerB | MKT | 88 | 12 | 10 | 10 | 129 | -7 | 26 | null | null | Normal monitoring | 134 | 3.4 | null | 3 | Monitor dispersion and breadth |
E0934 | P5640 | 2024-10-10 | Trust | USD | 701,769 | 6.8 | 1 | 48.1 | Health:29.2;Tech:48.8;Comm:22.0 | Value:11.9;Growth:10.1;Quality:25.1;Size:11.9;Momentum:17.8;LowVol:23.2 | BRK.B:11.2;XLF:26.5;AAPL:19.4;AMZN:10.9;VNQ:32.0 | 2.3 | 155 | 10.8 | Bear | 29.3 | 4.38 | 1.3 | 139 | -115 | -139:-80 | 5 | 0.0053 | false | false | NoMargin | null | VarNear | Sell | Trim extended winner -1.0% | 31 | 7 | 5 | null | BrokerD | MKT | 93 | 7 | 15 | -56 | 13 | -16 | 30 | null | null | Normal monitoring | 217 | 2.3 | Approved | 5 | Tax-aware sells next window |
E0935 | P3808 | 2025-07-11 | Trust | USD | 1,312,068 | 7.4 | 1 | 68.7 | Utilities:17.6;Comm:30.8;Industrials:36.7;Health:14.9 | Value:11.0;Growth:24.2;Quality:13.5;Size:15.8;Momentum:17.9;LowVol:17.6 | BND:29.3;IEF:38.3;QQQ:32.4 | 4.9 | 165 | 11.4 | Sideways | 17.9 | 4.63 | 3.2 | 106 | 23 | -11:45 | 71 | 0.0185 | false | false | null | null | VarNear | Buy | Add core equity +1.0% from cash | -8 | -14 | 9 | null | BrokerC | MKT | 88 | 9 | 10 | -53 | 57 | 4 | -23 | null | null | Normal monitoring | 134 | 3.5 | Approved | 3 | Tighten stops on momentum names |
E0936 | P6847 | 2025-08-30 | Trust | USD | 1,503,843 | 9.2 | 1 | 64.6 | Industrials:22.4;Tech:22.8;Materials:20.2;Consumer:14.5;Utilities:20.1 | Value:13.3;Growth:14.2;Quality:18.1;Size:24.9;Momentum:10.9;LowVol:18.5 | QQQ:19.5;HYG:25.2;BRK.B:7.2;TLT:9.9;AMZN:17.7;VTI:20.4 | 3.7 | 224 | 19.7 | Volatile | 23.5 | 5.01 | 2.2 | 117 | -23 | -42:15 | 55 | 0.0104 | false | true | ESGOnly | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -9 | -8 | 10 | null | BrokerA | VWAP | 90 | 2 | 0 | 54 | 25 | -13 | -1 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 123 | 2 | Rejected | 3 | Within IPS guidelines |
E0937 | P5958 | 2025-04-19 | Trust | USD | 753,928 | 9.5 | 1 | 36.9 | Utilities:14.4;Tech:24.9;Materials:19.9;Financials:40.8 | Value:11.4;Growth:18.8;Quality:14.4;Size:15.8;Momentum:16.2;LowVol:23.3 | BRK.B:22.3;AAPL:35.5;BND:17.6;IEF:24.7 | 4.3 | 122 | 17.3 | Bull | 16.9 | 3.99 | 2.3 | 104 | 75 | 61:118 | 98 | 0.0166 | false | false | ESGOnly | null | null | Rebalance | Shift +1.0% bonds from equity | 26 | -25 | 4 | null | BrokerA | MKT | 89 | 7 | 9 | 104 | 244 | -17 | 34 | null | null | Normal monitoring | 205 | 1.4 | Approved | 5 | Tighten stops on momentum names |
E0938 | P8657 | 2025-09-15 | Trust | USD | 982,684 | 5.2 | 1 | 50.4 | Materials:34.9;Financials:36.3;Consumer:28.7 | Value:18.9;Growth:15.3;Quality:17.0;Size:18.0;Momentum:13.9;LowVol:16.8 | XLF:29.8;HYG:37.4;TLT:19.3;VNQ:13.5 | 2.8 | 200 | 18.6 | Sideways | 17.2 | 4.62 | 3.2 | 93 | 31 | 19:67 | 59 | 0.0093 | false | false | null | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -11 | -34 | 4 | Delta:-0.05;Vega:0.06 | BrokerC | VWAP | 92 | 1 | 5 | 33 | -1 | 19 | 21 | null | null | Normal monitoring | 168 | 3.6 | Approved | 5 | Tighten stops on momentum names |
E0939 | P3068 | 2025-02-12 | Trust | USD | 1,382,332 | 8.1 | 1.15 | 51.1 | Health:16.0;Industrials:11.7;Tech:32.5;Utilities:13.5;Comm:26.3 | Value:15.7;Growth:24.1;Quality:9.2;Size:21.9;Momentum:21.1;LowVol:8.0 | MSFT:11.3;VOO:31.1;XLF:20.8;VNQ:12.6;HYG:24.2 | 6.4 | 160 | 20.7 | Sideways | 16.1 | 3.59 | 3.2 | 131 | -6 | -41:31 | 47 | 0.0169 | true | false | MaxPos7% | null | DriftNear | Hedge | Buy index puts 1.0% notional, 30d | 7 | -26 | 2 | Delta:-0.17;Vega:0.06 | BrokerA | MKT | 90 | 11 | 13 | 86 | 72 | -4 | 8 | Drift>tolerance | Hedge | Allocation drift beyond policy bands | 202 | 3.4 | Approved | 4 | Within IPS guidelines |
E0940 | P7675 | 2024-11-25 | IRA | USD | 613,550 | 9.3 | 1 | 69.5 | Comm:30.2;Financials:15.6;Tech:54.2 | Value:10.9;Growth:13.9;Quality:23.6;Size:20.4;Momentum:12.9;LowVol:18.3 | GLD:27.9;TLT:8.1;AMZN:22.8;IEF:22.7;MSFT:18.5 | 2.4 | 99 | 7.9 | Bull | 12.1 | 4.85 | 3.5 | 115 | 7 | -7:54 | 53 | 0.011 | false | false | ESGOnly;MaxSector35% | null | null | Sell | Trim extended winner -1.0% | -12 | -12 | 2 | null | BrokerA | MKT | 90 | 2 | 9 | -43 | 45 | -44 | 20 | null | null | Normal monitoring | 135 | 3.7 | null | 3 | Monitor dispersion and breadth |
E0941 | P7567 | 2024-10-04 | 401k | USD | 1,743,414 | 8.4 | 1 | 74 | Comm:43.6;Health:15.3;Industrials:41.2 | Value:13.0;Growth:22.4;Quality:15.8;Size:27.8;Momentum:11.4;LowVol:9.6 | TLT:36.0;MSFT:32.6;TSLA:31.4 | 3.1 | 206 | 20.8 | Bull | 11.4 | 4.47 | 2.4 | 105 | 37 | 21:69 | 74 | 0.0102 | false | true | null | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -9 | -11 | 7 | null | BrokerB | LMT | 91 | 9 | 6 | 45 | 92 | 9 | 29 | VAR>budget | Hedge | Risk above budget threshold | 112 | 1.7 | null | 3 | Tax-aware sells next window |
E0942 | P5684 | 2024-08-19 | Trust | USD | 1,485,712 | 6.6 | 1 | 72.3 | Tech:28.6;Financials:36.5;Consumer:35.0 | Value:15.2;Growth:15.2;Quality:13.5;Size:19.9;Momentum:16.9;LowVol:19.3 | XLF:13.0;MSFT:37.1;HYG:49.9 | 2 | 132 | 11.6 | Volatile | 26.6 | 4.48 | 3 | 158 | 18 | -4:51 | 62 | 0.007 | false | false | MaxPos7% | null | null | NoAction | Within policy bands; defer | 5 | -19 | 5 | null | BrokerB | LMT | 0 | 0 | 0 | 107 | 101 | -32 | 33 | null | null | Normal monitoring | 124 | 3.1 | Approved | 5 | Tax-aware sells next window |
E0943 | P8016 | 2025-04-12 | Trust | USD | 910,535 | 6.2 | 1 | 61.5 | Health:43.2;Consumer:27.6;Industrials:17.0;Comm:12.2 | Value:23.1;Growth:20.5;Quality:17.6;Size:12.5;Momentum:9.1;LowVol:17.2 | AAPL:25.3;QQQ:18.3;MSFT:13.4;VOO:6.0;TSLA:17.2;VTI:19.8 | 5.5 | 167 | 17.5 | Bear | 33.5 | 3.8 | 2.1 | 152 | 3 | -31:40 | 56 | 0.0148 | false | false | null | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | -6 | -20 | 8 | Delta:-0.13;Vega:0.06 | BrokerA | MKT | 89 | 11 | 19 | -1 | 132 | -46 | 33 | null | null | Normal monitoring | 143 | 4 | null | 5 | Tighten stops on momentum names |
E0944 | P5598 | 2024-11-24 | IRA | USD | 411,940 | 4.4 | 1.07 | 54.6 | Financials:26.6;RealEstate:16.0;Consumer:26.3;Industrials:20.0;Health:11.1 | Value:11.2;Growth:9.9;Quality:24.7;Size:7.7;Momentum:25.0;LowVol:21.5 | TLT:36.3;IEF:17.4;BRK.B:26.5;VOO:19.8 | 3.1 | 168 | 26.1 | Bull | 13.6 | 3.79 | 3.1 | 119 | 78 | 54:133 | 96 | 0.0163 | false | false | MaxSector25% | null | null | Buy | Add core equity +1.0% from cash | -10 | 8 | 12 | null | BrokerC | LMT | 95 | 3 | 8 | -42 | -7 | -55 | 19 | null | null | Normal monitoring | 207 | 3.1 | null | 3 | Monitor dispersion and breadth |
E0945 | P7637 | 2025-06-15 | IRA | USD | 563,130 | 13.6 | 1 | 63.5 | Health:25.7;Comm:38.8;RealEstate:35.5 | Value:13.9;Growth:9.1;Quality:28.4;Size:13.6;Momentum:9.7;LowVol:25.3 | MUB:25.6;VNQ:15.1;TSLA:21.7;BND:14.7;QQQ:23.0 | 2.9 | 143 | 12.1 | Bear | 25.7 | 4.41 | 2.1 | 145 | -36 | -53:3 | 36 | 0.0143 | false | false | MaxPos7%;NoMargin | null | null | Sell | Trim extended winner -1.0% | -12 | -10 | 12 | null | BrokerB | MKT | 97 | 4 | 10 | 113 | 129 | -54 | 5 | null | null | Normal monitoring | 129 | 2.6 | Approved | 5 | Within IPS guidelines |
E0946 | P7588 | 2025-05-18 | Trust | USD | 352,245 | 5.1 | 1 | 37.4 | Industrials:46.3;Energy:32.7;Consumer:21.0 | Value:18.2;Growth:20.0;Quality:22.5;Size:14.1;Momentum:8.8;LowVol:16.4 | VOO:47.2;VNQ:10.6;VTI:13.7;TSLA:28.5 | 3.1 | 90 | 10.3 | Bull | 15.5 | 3.86 | 3.1 | 76 | 31 | -4:79 | 47 | 0.0171 | false | false | null | null | null | Sell | Trim extended winner -1.0% | 2 | -26 | 3 | null | BrokerD | LMT | 97 | 9 | 16 | -52 | 17 | -29 | -9 | null | null | Normal monitoring | 194 | 2.8 | null | 3 | Within IPS guidelines |
E0947 | P9959 | 2025-12-15 | 401k | USD | 560,690 | 15.3 | 1 | 38.5 | Consumer:49.7;Energy:24.1;RealEstate:26.3 | Value:17.5;Growth:13.5;Quality:12.6;Size:19.4;Momentum:17.2;LowVol:19.8 | QQQ:23.5;TLT:30.5;GLD:24.6;AAPL:21.4 | 2.9 | 126 | 9.6 | Volatile | 30.9 | 4.79 | 2.8 | 176 | -35 | -71:-9 | 18 | 0.0087 | false | false | ESGOnly | null | null | Sell | Trim extended winner -1.0% | 32 | -32 | 2 | null | BrokerD | MKT | 91 | 9 | 7 | 30 | 14 | -44 | -22 | null | null | Normal monitoring | 219 | 3.5 | Approved | 3 | Tighten stops on momentum names |
E0948 | P9340 | 2025-01-06 | Trust | USD | 782,242 | 8.8 | 1 | 64.9 | Health:27.9;Materials:38.7;Industrials:33.4 | Value:23.2;Growth:15.7;Quality:11.6;Size:26.1;Momentum:14.0;LowVol:9.4 | BRK.B:15.3;VTI:12.6;QQQ:14.7;BND:23.0;IEF:22.2;TSLA:12.3 | 3.2 | 138 | 10.7 | Volatile | 27.1 | 4.44 | 3.6 | 165 | -2 | -14:22 | 54 | 0.0055 | false | false | MaxSector35% | null | null | Rebalance | Shift +1.0% bonds from equity | 25 | 5 | 1 | null | BrokerC | LMT | 98 | 12 | 16 | 49 | 168 | -12 | 19 | null | null | Normal monitoring | 218 | 3 | Approved | 3 | Tax-aware sells next window |
E0949 | P8634 | 2025-10-12 | Taxable | USD | 253,732 | 17.6 | 1 | 64.7 | Financials:25.6;Energy:22.3;Health:52.1 | Value:22.1;Growth:15.0;Quality:13.2;Size:16.6;Momentum:23.0;LowVol:10.1 | VOO:26.8;TLT:30.2;HYG:18.2;GLD:24.8 | 3.8 | 149 | 10.6 | Sideways | 16.5 | 4.83 | 2.5 | 129 | 47 | 32:69 | 80 | 0.0146 | false | false | MaxPos7% | null | null | Sell | Trim extended winner -1.0% | 0 | -13 | 10 | null | BrokerC | LMT | 91 | 2 | 9 | 94 | 217 | -15 | -22 | null | null | Normal monitoring | 162 | 1.7 | Approved | 3 | Increase defensive factor exposure |
E0950 | P2941 | 2025-06-24 | Taxable | USD | 432,299 | 6.3 | 1 | 38.8 | Tech:37.9;Industrials:16.5;Energy:19.1;Comm:26.4 | Value:8.3;Growth:10.4;Quality:10.3;Size:23.9;Momentum:19.8;LowVol:27.4 | HYG:18.7;MUB:20.9;AMZN:13.0;AAPL:47.4 | 4.7 | 146 | 12.3 | Bear | 25.6 | 3.39 | 2.8 | 216 | -82 | -118:-66 | 5 | 0.0095 | false | false | MaxSector25% | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | -14 | -3 | 8 | null | BrokerA | MKT | 99 | 2 | 0 | 68 | 50 | -16 | -22 | null | null | Normal monitoring | 122 | 1.4 | null | 4 | Increase defensive factor exposure |
E0951 | P1607 | 2024-12-18 | Roth | USD | 784,440 | 7.3 | 1 | 69.5 | Materials:35.8;Health:14.8;Industrials:19.0;Comm:17.5;Utilities:12.9 | Value:15.2;Growth:17.0;Quality:20.4;Size:17.3;Momentum:10.9;LowVol:19.2 | AMZN:18.1;IEF:24.5;TSLA:9.5;HYG:5.8;MSFT:16.8;BRK.B:25.2 | 5 | 149 | 11.8 | Volatile | 31.7 | 3.75 | 3.6 | 147 | 6 | -14:49 | 38 | 0.0035 | false | false | MaxPos8%;MaxSector25%;NoMargin | null | DriftNear | Hedge | Buy index puts 1.0% notional, 30d | 14 | -32 | 4 | Delta:-0.09;Vega:0.05 | BrokerB | MKT | 92 | 2 | 0 | 100 | 240 | -28 | 34 | null | null | Normal monitoring | 116 | 2.4 | null | 5 | Tighten stops on momentum names |
E0952 | P0122 | 2025-04-18 | Trust | USD | 2,395,441 | 6.7 | 1 | 58.9 | RealEstate:27.9;Tech:19.3;Consumer:31.0;Financials:21.8 | Value:22.4;Growth:19.0;Quality:15.8;Size:13.5;Momentum:10.3;LowVol:18.9 | QQQ:10.0;XLF:23.5;VNQ:7.4;GLD:21.0;TSLA:18.7;TLT:19.5 | 2.8 | 222 | 14.9 | Bear | 27.4 | 4.02 | 1.5 | 188 | 36 | 14:58 | 67 | 0.0102 | false | true | MaxPos6% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 4 | -19 | 2 | Delta:-0.23;Vega:0.04 | BrokerA | MKT | 89 | 9 | 7 | 55 | 108 | 20 | -20 | VAR>budget | TightenStops | Risk above budget threshold | 131 | 3 | Approved | 5 | Within IPS guidelines |
E0953 | P0609 | 2025-01-08 | 401k | USD | 832,956 | 5.6 | 1 | 49.4 | Utilities:28.1;Industrials:27.3;Tech:18.1;Consumer:26.5 | Value:15.0;Growth:12.5;Quality:18.2;Size:16.1;Momentum:18.5;LowVol:19.8 | TLT:23.5;QQQ:21.8;BND:6.4;VNQ:12.8;IEF:20.2;MSFT:15.2 | 1.9 | 157 | 9 | Volatile | 30.7 | 3.85 | 2.5 | 170 | 58 | 43:110 | 70 | 0.0105 | false | false | MaxPos8%;NoMargin | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 23 | -9 | 5 | null | BrokerA | MKT | 99 | 1 | 6 | 78 | 71 | -36 | -19 | null | null | Normal monitoring | 150 | 3.5 | Approved | 4 | Tax-aware sells next window |
E0954 | P7264 | 2024-10-20 | Trust | USD | 186,886 | 13.4 | 1 | 45.5 | Utilities:26.2;RealEstate:37.0;Tech:21.7;Comm:15.1 | Value:28.1;Growth:23.9;Quality:9.1;Size:17.8;Momentum:8.9;LowVol:12.3 | QQQ:34.9;MUB:48.3;AMZN:16.8 | 1.1 | 163 | 15.1 | Volatile | 25.6 | 4.2 | 4.1 | 143 | 16 | 5:34 | 64 | 0.0145 | false | false | NoMargin | null | VarNear | Sell | Trim extended winner -1.0% | 18 | 1 | 10 | null | BrokerC | LMT | 88 | 1 | 4 | 109 | 173 | -7 | -16 | null | null | Normal monitoring | 105 | 1 | null | 5 | Increase defensive factor exposure |
E0955 | P4415 | 2024-10-02 | Trust | USD | 539,597 | 5.4 | 1 | 51.2 | Utilities:22.5;RealEstate:35.9;Industrials:14.2;Comm:27.4 | Value:8.1;Growth:12.5;Quality:12.7;Size:24.2;Momentum:21.1;LowVol:21.4 | GLD:21.2;AAPL:22.8;QQQ:17.0;TLT:10.5;VTI:14.5;MSFT:13.9 | 2.8 | 130 | 16.2 | Volatile | 20.3 | 5 | 2.3 | 129 | -40 | -65:-13 | 46 | 0.0091 | false | false | ESGOnly | null | null | Buy | Add core equity +1.0% from cash | -15 | -1 | 6 | null | BrokerC | MKT | 88 | 1 | 2 | 105 | 97 | -24 | 22 | null | null | Normal monitoring | 216 | 3.2 | Approved | 4 | Monitor dispersion and breadth |
E0956 | P4278 | 2025-12-14 | 401k | USD | 769,763 | 13.5 | 1 | 69.3 | Tech:39.6;Materials:22.8;Utilities:22.6;Industrials:15.0 | Value:15.4;Growth:18.9;Quality:8.9;Size:19.6;Momentum:19.3;LowVol:17.9 | VTI:7.4;AMZN:8.3;VOO:31.7;VNQ:19.7;IEF:32.8 | 2.3 | 109 | 9 | Volatile | 27.6 | 5.04 | 2.5 | 118 | -35 | -63:-2 | 22 | 0.0191 | false | false | ESGOnly;MaxPos7%;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | 21 | 2 | 5 | null | BrokerB | MKT | 89 | 11 | 11 | 64 | 162 | 15 | -8 | null | null | Normal monitoring | 188 | 2.8 | Approved | 3 | Tighten stops on momentum names |
E0957 | P5359 | 2025-04-26 | Roth | USD | 721,207 | 8.8 | 1 | 45.3 | Comm:19.0;Tech:28.4;Consumer:19.2;Financials:33.4 | Value:15.9;Growth:20.3;Quality:20.4;Size:16.8;Momentum:12.6;LowVol:13.9 | AAPL:15.8;TSLA:21.3;VOO:20.6;VTI:15.8;GLD:26.5 | 5.3 | 135 | 13.2 | Bull | 15.4 | 3.55 | 3.3 | 70 | 12 | -23:28 | 53 | 0.0161 | false | false | MaxPos8% | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | 21 | -27 | 4 | null | BrokerA | LMT | 95 | 5 | 5 | 6 | 115 | -1 | 3 | null | null | Normal monitoring | 145 | 1.6 | null | 5 | Tighten stops on momentum names |
E0958 | P2478 | 2025-04-17 | Taxable | USD | 682,284 | 15.7 | 1 | 72.8 | Industrials:27.1;Tech:29.5;Consumer:18.6;Materials:24.8 | Value:16.9;Growth:22.4;Quality:13.6;Size:22.1;Momentum:16.8;LowVol:8.2 | VOO:9.6;HYG:25.2;TSLA:20.7;TLT:29.8;XLF:14.7 | 2.8 | 104 | 12.2 | Bear | 33.8 | 4.11 | 1.4 | 163 | -99 | -137:-54 | 11 | 0.0056 | false | false | MaxPos5%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 1 | -15 | 5 | null | BrokerA | VWAP | 89 | 4 | 10 | -3 | 56 | -9 | 24 | null | null | Normal monitoring | 198 | 1.5 | null | 3 | Increase defensive factor exposure |
E0959 | P6775 | 2025-04-04 | Trust | USD | 827,611 | 16.4 | 1 | 40.3 | Utilities:33.0;Financials:34.2;Materials:32.8 | Value:18.6;Growth:15.7;Quality:19.9;Size:16.2;Momentum:15.4;LowVol:14.3 | MSFT:48.4;AMZN:19.7;TLT:17.1;TSLA:14.8 | 4 | 126 | 10.7 | Bear | 29 | 4.04 | 1.4 | 203 | -18 | -30:32 | 30 | 0.018 | false | false | MaxSector35%;NoMargin | null | null | Sell | Trim extended winner -1.0% | 15 | -28 | 9 | null | BrokerD | LMT | 93 | 9 | 7 | -18 | 63 | -48 | -2 | null | null | Normal monitoring | 193 | 2.4 | Approved | 4 | Within IPS guidelines |
E0960 | P5875 | 2025-06-03 | Trust | USD | 279,825 | 6.9 | 1 | 54.9 | Comm:29.3;Tech:36.1;Utilities:34.7 | Value:15.0;Growth:25.7;Quality:13.8;Size:11.0;Momentum:9.6;LowVol:25.0 | TLT:21.4;BND:26.4;AMZN:52.3 | 1.5 | 142 | 13.9 | Volatile | 21.4 | 5.23 | 3.4 | 133 | -36 | -67:15 | 15 | 0.0175 | false | false | MaxPos5%;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | -13 | -38 | 8 | null | BrokerC | MKT | 91 | 4 | 7 | -9 | -27 | -3 | -17 | null | null | Normal monitoring | 127 | 2.1 | Approved | 5 | Within IPS guidelines |
E0961 | P2966 | 2025-08-05 | Trust | USD | 428,002 | 9.5 | 1 | 40.4 | RealEstate:22.2;Materials:14.2;Comm:30.9;Energy:19.2;Utilities:13.5 | Value:14.6;Growth:20.5;Quality:9.9;Size:18.6;Momentum:11.0;LowVol:25.4 | IEF:30.7;VTI:13.9;MUB:18.9;TLT:36.5 | 2.8 | 97 | 8.3 | Bear | 31.1 | 3.8 | 2.7 | 177 | 11 | -29:47 | 68 | 0.0129 | false | false | MaxPos7%;MaxSector30% | null | null | Buy | Add core equity +1.0% from cash | 24 | 10 | 12 | null | BrokerD | LMT | 92 | 2 | 3 | 2 | 56 | -25 | -17 | null | null | Normal monitoring | 109 | 1 | Approved | 4 | Tax-aware sells next window |
E0962 | P0081 | 2025-09-12 | IRA | USD | 258,784 | 9.9 | 1 | 61.2 | Consumer:30.4;RealEstate:16.2;Industrials:29.9;Tech:23.5 | Value:19.6;Growth:16.1;Quality:21.0;Size:17.3;Momentum:12.3;LowVol:13.6 | MSFT:45.1;XLF:31.5;AMZN:23.4 | 2.5 | 104 | 7.1 | Sideways | 18.2 | 4.07 | 2.4 | 100 | -17 | -49:2 | 38 | 0.0114 | false | false | MaxSector35%;NoMargin | null | null | NoAction | Within policy bands; defer | 33 | -7 | 4 | null | BrokerD | LMT | 0 | 0 | 0 | 13 | 58 | -38 | 3 | null | null | Normal monitoring | 96 | 2.2 | Approved | 3 | Tighten stops on momentum names |
E0963 | P6650 | 2024-11-16 | Taxable | USD | 1,739,739 | 6.5 | 1.07 | 53.3 | Tech:23.4;Comm:11.3;RealEstate:23.6;Materials:21.4;Health:20.4 | Value:11.3;Growth:19.4;Quality:19.0;Size:19.9;Momentum:20.3;LowVol:10.1 | TLT:5.4;MSFT:21.4;VNQ:24.9;XLF:20.4;TSLA:10.0;IEF:18.0 | 2.5 | 227 | 18.5 | Volatile | 22.7 | 4.96 | 2.3 | 170 | 36 | 13:53 | 79 | 0.0097 | false | true | null | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | -7 | 5 | 1 | Delta:-0.14;Vega:0.04 | BrokerA | LMT | 91 | 11 | 9 | 113 | 173 | 2 | 18 | VAR>budget | TightenStops | Risk above budget threshold | 93 | 2.6 | Approved | 2 | Monitor dispersion and breadth |
E0964 | P3527 | 2024-08-28 | IRA | USD | 781,039 | 10.8 | 1 | 62.2 | Health:33.9;Energy:28.8;Materials:37.3 | Value:17.9;Growth:22.5;Quality:9.5;Size:20.1;Momentum:8.8;LowVol:21.2 | TSLA:27.1;MUB:17.3;AMZN:6.9;QQQ:7.4;MSFT:29.9;VNQ:11.5 | 3.7 | 121 | 13.3 | Volatile | 23.7 | 4.21 | 4.5 | 115 | 13 | -25:59 | 70 | 0.0091 | false | false | MaxPos5%;NoMargin | null | null | Sell | Trim extended winner -1.0% | 21 | -30 | 10 | null | BrokerB | VWAP | 91 | 8 | 6 | 63 | 60 | -47 | 20 | null | null | Normal monitoring | 103 | 2.6 | null | 5 | Within IPS guidelines |
E0965 | P7610 | 2025-01-19 | Taxable | USD | 524,716 | 9 | 1 | 73.3 | Utilities:19.6;Consumer:45.2;Energy:35.2 | Value:10.7;Growth:25.0;Quality:25.7;Size:12.9;Momentum:14.7;LowVol:10.9 | VNQ:21.2;VTI:21.3;IEF:20.0;HYG:5.6;TSLA:10.4;XLF:21.5 | 4 | 109 | 12.5 | Bull | 16.8 | 4.58 | 3.3 | 99 | 14 | -2:55 | 75 | 0.0064 | false | false | ESGOnly;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | 10 | -37 | 1 | null | BrokerC | LMT | 92 | 1 | 0 | 80 | 183 | -15 | 21 | null | null | Normal monitoring | 220 | 2.7 | Approved | 5 | Within IPS guidelines |
E0966 | P4398 | 2025-06-16 | Trust | USD | 495,238 | 9.6 | 1 | 52.6 | Energy:32.9;RealEstate:20.4;Health:30.7;Utilities:16.0 | Value:14.3;Growth:15.7;Quality:8.5;Size:20.0;Momentum:27.2;LowVol:14.3 | BND:25.1;MUB:22.8;TSLA:7.7;VOO:30.4;HYG:14.0 | 4.1 | 108 | 13.5 | Bull | 16.7 | 4.99 | 3.3 | 79 | 30 | -9:45 | 61 | 0.0043 | false | false | MaxPos5%;NoMargin | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | -10 | -13 | 9 | null | BrokerC | LMT | 91 | 1 | 0 | -17 | 104 | -17 | 6 | null | null | Normal monitoring | 172 | 2.9 | Approved | 3 | Increase defensive factor exposure |
E0967 | P6845 | 2025-02-28 | Roth | USD | 977,474 | 6.4 | 1.2 | 50.8 | Industrials:34.1;Comm:37.4;Health:15.9;Materials:12.6 | Value:17.7;Growth:12.9;Quality:8.3;Size:18.4;Momentum:19.4;LowVol:23.3 | VOO:10.7;IEF:12.6;BND:13.9;MUB:13.5;TLT:31.1;QQQ:18.2 | 2.5 | 167 | 17.6 | Sideways | 20.5 | 4.97 | 3 | 103 | -30 | -64:14 | 35 | 0.0126 | false | false | ESGOnly;MaxSector25% | null | VarNear | NoAction | Within policy bands; defer | 12 | -28 | 3 | null | BrokerD | VWAP | 0 | 0 | 0 | 7 | 55 | -56 | -19 | null | null | Normal monitoring | 132 | 2.8 | Approved | 3 | Tax-aware sells next window |
E0968 | P5067 | 2025-07-16 | Trust | USD | 1,345,850 | 4.7 | 1.23 | 42.2 | Consumer:17.2;Materials:35.6;RealEstate:32.2;Utilities:14.9 | Value:15.1;Growth:11.3;Quality:20.0;Size:18.2;Momentum:14.3;LowVol:21.1 | VTI:13.9;MSFT:25.3;XLF:7.7;AAPL:24.3;BND:28.8 | 6.6 | 206 | 26.4 | Volatile | 25.6 | 4.56 | 3 | 121 | 70 | 52:104 | 71 | 0.0105 | true | true | null | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | 12 | 5 | 10 | null | BrokerD | MKT | 93 | 7 | 9 | -39 | 50 | -28 | 4 | Drift>tolerance | Reduce | Allocation drift beyond policy bands | 128 | 2.3 | Rejected | 4 | Monitor dispersion and breadth |
E0969 | P8537 | 2024-12-06 | Trust | USD | 1,278,918 | 6.5 | 1 | 61.4 | Utilities:20.9;Tech:15.1;Industrials:23.9;Consumer:24.7;RealEstate:15.4 | Value:19.5;Growth:12.0;Quality:17.9;Size:21.7;Momentum:13.9;LowVol:15.0 | MSFT:29.6;GLD:40.2;QQQ:30.2 | 4.9 | 191 | 16.9 | Sideways | 21.7 | 4.57 | 2.6 | 90 | -3 | -15:25 | 54 | 0.0097 | false | true | MaxPos6%;MaxSector35% | null | VarNear | Reduce | Cut high-beta sleeve -1.0% and raise cash | 3 | -16 | 11 | null | BrokerB | VWAP | 94 | 3 | 9 | -21 | 79 | -41 | -21 | VAR>budget | Hedge | Risk above budget threshold | 195 | 1 | SuggestedEdits | 5 | Tighten stops on momentum names |
E0970 | P4043 | 2025-08-11 | 401k | USD | 1,435,595 | 6.3 | 1 | 64 | Materials:40.2;RealEstate:20.9;Industrials:38.9 | Value:15.5;Growth:9.4;Quality:26.0;Size:15.8;Momentum:10.9;LowVol:22.5 | BND:18.6;AMZN:18.8;AAPL:31.2;HYG:12.2;GLD:19.2 | 3.7 | 195 | 15.7 | Volatile | 29.9 | 4.85 | 3 | 126 | 28 | -3:61 | 69 | 0.0187 | false | true | ESGOnly;MaxPos7% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -12 | -5 | 1 | null | BrokerC | MKT | 94 | 7 | 8 | -53 | -11 | -14 | 9 | RegimeShift | Pause | Volatility spike and breadth deterioration | 102 | 1.8 | null | 5 | Increase defensive factor exposure |
E0971 | P8586 | 2025-01-15 | Trust | USD | 1,794,469 | 8.1 | 1 | 63.1 | Industrials:15.2;Tech:12.4;Materials:31.0;Financials:30.5;Comm:11.0 | Value:8.0;Growth:8.1;Quality:18.6;Size:19.1;Momentum:20.4;LowVol:25.8 | XLF:23.9;IEF:20.2;VOO:11.8;GLD:9.7;BRK.B:20.1;TSLA:14.2 | 3.4 | 171 | 21.8 | Volatile | 28.6 | 4.61 | 3.5 | 127 | 19 | 7:50 | 61 | 0.0119 | false | false | MaxPos6%;MaxSector30% | null | null | NoAction | Within policy bands; defer | 17 | -7 | 6 | null | BrokerC | MKT | 0 | 0 | 0 | -48 | -26 | -38 | 1 | null | null | Normal monitoring | 194 | 1.2 | null | 3 | Within IPS guidelines |
E0972 | P7475 | 2024-12-27 | Roth | USD | 452,359 | 7.6 | 1 | 74.4 | Industrials:22.3;Utilities:21.7;Tech:56.0 | Value:12.0;Growth:24.9;Quality:12.9;Size:13.1;Momentum:16.7;LowVol:20.5 | XLF:26.4;HYG:16.0;TSLA:13.2;TLT:44.4 | 2 | 114 | 7.5 | Bear | 30.3 | 3.47 | 2.7 | 139 | -59 | -71:-4 | 29 | 0.0082 | false | false | ESGOnly | null | null | NoAction | Within policy bands; defer | 4 | -22 | 5 | null | BrokerA | MKT | 0 | 0 | 0 | 25 | 110 | -11 | 24 | null | null | Normal monitoring | 135 | 2.6 | Approved | 5 | Increase defensive factor exposure |
E0973 | P8984 | 2025-12-17 | Roth | USD | 548,608 | 4.5 | 1.17 | 53.1 | Utilities:15.2;Materials:45.0;Financials:17.8;Energy:21.9 | Value:16.1;Growth:32.1;Quality:16.8;Size:11.4;Momentum:11.1;LowVol:12.4 | AMZN:27.8;VOO:18.3;QQQ:25.1;BND:28.8 | 3.5 | 205 | 18.6 | Bull | 11.7 | 4.92 | 3 | 88 | 87 | 58:122 | 100 | 0.0087 | false | true | MaxPos7% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 16 | -14 | 1 | null | BrokerC | MKT | 100 | 1 | 9 | -19 | 82 | 8 | -4 | VAR>budget | Hedge | Risk above budget threshold | 216 | 0.9 | null | 3 | Monitor dispersion and breadth |
E0974 | P2062 | 2025-07-04 | Roth | USD | 1,718,992 | 5 | 1 | 45.6 | Industrials:38.2;Tech:12.7;Consumer:37.6;Health:11.5 | Value:14.4;Growth:24.2;Quality:23.1;Size:18.6;Momentum:9.8;LowVol:9.9 | VNQ:42.9;AMZN:30.3;VOO:26.9 | 5.4 | 267 | 14.8 | Bull | 12.7 | 4.42 | 3.4 | 72 | 120 | 95:154 | 97 | 0.0093 | false | true | ESGOnly;MaxPos6%;MaxSector30% | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | 3 | -12 | 7 | null | BrokerC | LMT | 94 | 11 | 17 | 117 | 119 | -46 | -7 | VAR>budget | Pause | Risk above budget threshold | 175 | 1.6 | null | 3 | Within IPS guidelines |
E0975 | P2342 | 2025-01-18 | Trust | USD | 785,292 | 5.1 | 1 | 50.8 | Industrials:43.0;Utilities:35.2;Consumer:21.8 | Value:18.0;Growth:16.2;Quality:21.0;Size:13.8;Momentum:18.6;LowVol:12.4 | IEF:32.9;TSLA:21.7;TLT:45.5 | 3.8 | 205 | 25.8 | Sideways | 17.2 | 4.44 | 2.7 | 109 | -1 | -33:16 | 63 | 0.0101 | false | true | ESGOnly;MaxPos8% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 16 | -3 | 9 | Delta:-0.12;Vega:0.03 | BrokerA | MKT | 93 | 10 | 10 | -27 | 111 | -22 | 40 | VAR>budget | Pause | Risk above budget threshold | 159 | 1.8 | null | 3 | Within IPS guidelines |
E0976 | P5660 | 2025-03-19 | 401k | USD | 406,130 | 13.7 | 1 | 53.5 | Industrials:42.0;Energy:30.3;Comm:13.6;Financials:14.1 | Value:22.8;Growth:20.6;Quality:12.1;Size:18.9;Momentum:9.9;LowVol:15.7 | MSFT:46.5;IEF:20.0;BRK.B:33.5 | 5 | 106 | 11.2 | Bull | 16.5 | 4.68 | 2.9 | 78 | 17 | -6:64 | 52 | 0.0093 | false | false | MaxPos8%;NoMargin | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | 16 | -16 | 11 | null | BrokerC | MKT | 98 | 11 | 14 | -59 | -34 | -5 | 22 | null | null | Normal monitoring | 186 | 3.8 | null | 3 | Tax-aware sells next window |
E0977 | P5435 | 2025-08-31 | IRA | USD | 347,526 | 6.9 | 1 | 59.4 | Consumer:21.0;Health:27.2;Materials:21.5;Utilities:13.2;Tech:17.2 | Value:11.7;Growth:21.9;Quality:23.5;Size:16.5;Momentum:10.0;LowVol:16.4 | BND:13.7;QQQ:60.8;AAPL:25.5 | 1.8 | 130 | 7.8 | Bull | 13 | 3.55 | 3.1 | 112 | 81 | 70:125 | 90 | 0.0165 | false | false | MaxPos6% | null | null | Rebalance | Shift +1.0% bonds from equity | 8 | 5 | 6 | null | BrokerA | LMT | 96 | 2 | 9 | 72 | 132 | -20 | -10 | null | null | Normal monitoring | 185 | 1.4 | Approved | 5 | Tighten stops on momentum names |
E0978 | P0752 | 2025-05-03 | IRA | USD | 175,246 | 5.6 | 1 | 74.4 | Materials:27.4;RealEstate:27.8;Comm:28.3;Industrials:16.4 | Value:21.5;Growth:15.1;Quality:22.8;Size:17.5;Momentum:12.8;LowVol:10.4 | MUB:16.9;VTI:17.9;TLT:24.8;VOO:14.8;QQQ:25.7 | 3.3 | 159 | 8.4 | Bull | 15 | 4.54 | 3 | 116 | 0 | -23:16 | 55 | 0.0044 | false | false | MaxSector25%;NoMargin | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -11 | -27 | 5 | null | BrokerC | LMT | 93 | 6 | 5 | 60 | 45 | -25 | 21 | null | null | Normal monitoring | 132 | 2.4 | Approved | 5 | Tax-aware sells next window |
E0979 | P6671 | 2025-05-21 | Trust | USD | 1,486,682 | 7.2 | 1 | 68.6 | Financials:31.4;Consumer:45.1;Health:23.5 | Value:9.1;Growth:11.6;Quality:22.7;Size:19.0;Momentum:16.5;LowVol:21.0 | TLT:7.9;VNQ:12.7;MUB:9.3;BND:11.4;TSLA:29.8;VOO:28.9 | 2.8 | 130 | 21 | Bull | 15.1 | 4.67 | 2.4 | 81 | 60 | 50:114 | 98 | 0.0191 | false | false | MaxPos6%;MaxSector35% | null | null | Sell | Trim extended winner -1.0% | 3 | -32 | 2 | null | BrokerC | LMT | 90 | 1 | 2 | -4 | 47 | -12 | 12 | null | null | Normal monitoring | 177 | 3.2 | null | 3 | Within IPS guidelines |
E0980 | P2984 | 2025-04-14 | Roth | USD | 870,882 | 9 | 1 | 47.2 | Comm:42.2;Consumer:13.8;Energy:44.0 | Value:12.5;Growth:9.1;Quality:16.7;Size:16.4;Momentum:18.6;LowVol:26.8 | AMZN:12.7;AAPL:16.6;MUB:19.5;MSFT:17.7;QQQ:15.9;TLT:17.6 | 4.6 | 110 | 9.6 | Bear | 35 | 4 | 2 | 154 | -11 | -26:17 | 37 | 0.0073 | false | false | MaxPos5%;MaxSector25% | null | DriftNear | Buy | Add core equity +1.0% from cash | 8 | -34 | 4 | null | BrokerB | LMT | 92 | 2 | 2 | 76 | 184 | -57 | -14 | null | null | Normal monitoring | 184 | 2.1 | Approved | 5 | Tax-aware sells next window |
E0981 | P1574 | 2025-02-24 | 401k | USD | 614,268 | 16.6 | 1 | 69.3 | Materials:46.5;Tech:28.4;Consumer:25.2 | Value:8.2;Growth:8.9;Quality:18.3;Size:25.8;Momentum:16.1;LowVol:22.8 | IEF:28.2;GLD:28.4;TLT:19.7;AAPL:23.7 | 3 | 139 | 8.1 | Bull | 17.2 | 3.68 | 3.1 | 99 | 120 | 108:138 | 100 | 0.0157 | false | false | MaxSector35%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 16 | -9 | 2 | null | BrokerC | MKT | 91 | 6 | 11 | 44 | 21 | -14 | 12 | null | null | Normal monitoring | 183 | 3 | Approved | 4 | Tax-aware sells next window |
E0982 | P5789 | 2025-02-01 | 401k | USD | 519,640 | 7.1 | 1 | 56.2 | Industrials:31.9;Energy:40.3;RealEstate:27.9 | Value:11.8;Growth:17.3;Quality:23.9;Size:23.0;Momentum:11.9;LowVol:12.2 | HYG:9.8;BRK.B:28.3;QQQ:23.2;VNQ:11.6;AAPL:27.1 | 2.5 | 144 | 13.6 | Bull | 13.7 | 3.91 | 2.9 | 110 | 15 | -19:45 | 43 | 0.0104 | false | false | ESGOnly;MaxPos6%;NoMargin | null | null | Sell | Trim extended winner -1.0% | 35 | -5 | 9 | null | BrokerB | LMT | 92 | 3 | 2 | 34 | 72 | -57 | 1 | null | null | Normal monitoring | 140 | 2.3 | Approved | 3 | Increase defensive factor exposure |
E0983 | P1684 | 2025-09-03 | Taxable | USD | 462,467 | 9.1 | 1 | 48.8 | Tech:55.1;Comm:24.4;Consumer:20.5 | Value:12.5;Growth:9.6;Quality:21.2;Size:23.3;Momentum:12.2;LowVol:21.2 | AMZN:33.9;AAPL:10.3;IEF:35.0;VOO:20.8 | 1.1 | 110 | 11.5 | Volatile | 30.6 | 4.95 | 3.5 | 146 | 2 | -13:45 | 64 | 0.0125 | false | false | MaxSector30%;NoMargin | null | null | Rebalance | Shift +1.0% bonds from equity | 16 | -1 | 2 | null | BrokerD | MKT | 90 | 1 | 6 | -51 | -6 | -51 | 22 | null | null | Normal monitoring | 204 | 2.3 | Approved | 4 | Tax-aware sells next window |
E0984 | P8361 | 2024-10-03 | 401k | USD | 237,503 | 6.8 | 1 | 60 | Consumer:36.4;RealEstate:16.6;Health:47.0 | Value:21.9;Growth:20.8;Quality:22.7;Size:9.6;Momentum:11.2;LowVol:13.9 | QQQ:12.3;VNQ:21.7;VOO:30.3;HYG:35.8 | 4.6 | 154 | 11.1 | Volatile | 28.8 | 3.96 | 3.9 | 174 | -58 | -94:-28 | 23 | 0.008 | false | false | NoMargin | null | DriftNear;VarNear | NoAction | Within policy bands; defer | -9 | -11 | 3 | null | BrokerB | LMT | 0 | 0 | 0 | 9 | -22 | -45 | 12 | null | null | Normal monitoring | 197 | 3.5 | Approved | 5 | Tax-aware sells next window |
E0985 | P6739 | 2024-08-11 | 401k | USD | 1,956,153 | 4.8 | 1 | 73 | Health:32.6;Comm:26.9;Utilities:24.4;Energy:16.2 | Value:11.9;Growth:10.3;Quality:26.6;Size:23.9;Momentum:11.0;LowVol:16.3 | TLT:17.7;QQQ:17.1;VOO:26.9;VTI:14.0;MUB:13.8;IEF:10.5 | 4 | 230 | 11.8 | Bull | 13.7 | 3.85 | 2.8 | 72 | 94 | 83:133 | 81 | 0.012 | false | true | MaxPos7% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 11 | -4 | 8 | null | BrokerB | LMT | 88 | 11 | 15 | 33 | 147 | -18 | 36 | VAR>budget | Reduce | Risk above budget threshold | 104 | 1.6 | Approved | 3 | Within IPS guidelines |
E0986 | P2125 | 2025-12-09 | Trust | USD | 516,571 | 6.2 | 1 | 63.5 | Financials:37.3;Consumer:15.3;Utilities:47.5 | Value:12.2;Growth:18.7;Quality:26.0;Size:11.7;Momentum:11.8;LowVol:19.5 | VTI:16.6;IEF:15.2;MSFT:14.6;BRK.B:20.9;VNQ:15.0;BND:17.7 | 5.4 | 184 | 14.2 | Volatile | 24.6 | 5.37 | 3.2 | 147 | -21 | -33:10 | 38 | 0.0127 | false | true | MaxPos5%;MaxSector30% | null | DriftNear;VarNear | Rebalance | Shift +1.0% bonds from equity | 0 | -14 | 6 | null | BrokerB | VWAP | 97 | 11 | 13 | -6 | -40 | -37 | 9 | VAR>budget | Hedge | Risk above budget threshold | 162 | 1.8 | null | 5 | Within IPS guidelines |
E0987 | P9202 | 2025-11-30 | IRA | USD | 1,661,485 | 7.7 | 1 | 40.7 | Materials:43.3;Comm:31.2;Financials:25.5 | Value:22.3;Growth:11.2;Quality:9.1;Size:17.5;Momentum:15.4;LowVol:24.5 | AMZN:20.7;MSFT:26.4;HYG:52.9 | 5.2 | 211 | 17.4 | Bull | 12 | 4.44 | 3.4 | 117 | 30 | 5:60 | 77 | 0.0069 | false | true | MaxSector30% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 27 | 8 | 8 | Delta:-0.07;Vega:0.03 | BrokerB | LMT | 89 | 2 | 5 | 91 | 82 | -31 | -3 | RegimeShift | Hedge | Volatility spike and breadth deterioration | 220 | 1.4 | Approved | 2 | Tax-aware sells next window |
E0988 | P7887 | 2025-04-25 | IRA | USD | 881,476 | 6.4 | 1 | 42.2 | Health:20.2;Utilities:56.1;Energy:23.7 | Value:26.6;Growth:26.5;Quality:9.0;Size:11.0;Momentum:13.9;LowVol:13.1 | TLT:13.0;MUB:36.3;IEF:29.6;BND:21.1 | 3.3 | 234 | 16.4 | Bull | 17.5 | 3.87 | 2.6 | 89 | 83 | 48:116 | 86 | 0.0115 | false | true | ESGOnly;MaxPos5%;MaxSector30% | null | VarNear | Hedge | Buy index puts 1.0% notional, 30d | 1 | -3 | 5 | Delta:-0.16;Vega:0.04 | BrokerB | MKT | 91 | 3 | 11 | 9 | 84 | -56 | 24 | RegimeShift | Reduce | Volatility spike and breadth deterioration | 93 | 3.2 | Approved | 5 | Tighten stops on momentum names |
E0989 | P3868 | 2025-02-07 | 401k | USD | 1,731,133 | 5 | 1 | 57.8 | Utilities:14.2;Materials:14.4;Health:17.9;Tech:34.5;RealEstate:19.0 | Value:19.6;Growth:7.7;Quality:19.4;Size:20.8;Momentum:16.3;LowVol:16.2 | TSLA:17.1;AAPL:21.3;VTI:34.9;GLD:26.8 | 2.4 | 146 | 21 | Sideways | 16.8 | 4.43 | 2.7 | 113 | 2 | -16:22 | 65 | 0.0069 | false | false | null | null | null | Sell | Trim extended winner -1.0% | 1 | -29 | 1 | null | BrokerA | MKT | 92 | 2 | 4 | 9 | -7 | -18 | 23 | null | null | Normal monitoring | 190 | 1.2 | null | 3 | Within IPS guidelines |
E0990 | P9344 | 2024-11-21 | Trust | USD | 577,409 | 7.6 | 1 | 62.4 | Financials:13.7;Industrials:23.6;Comm:27.0;Energy:21.7;RealEstate:14.0 | Value:22.4;Growth:19.7;Quality:16.2;Size:16.7;Momentum:17.1;LowVol:7.9 | QQQ:27.6;TLT:38.5;VNQ:13.9;GLD:20.0 | 2.5 | 110 | 12.7 | Bull | 17.1 | 4.07 | 2.5 | 101 | 114 | 90:146 | 97 | 0.0078 | false | false | MaxPos6%;MaxSector30%;NoMargin | null | null | Buy | Add core equity +1.0% from cash | 3 | 13 | 4 | null | BrokerC | LMT | 97 | 7 | 6 | -47 | 11 | 4 | 30 | null | null | Normal monitoring | 179 | 3.2 | Approved | 4 | Tighten stops on momentum names |
E0991 | P7541 | 2024-12-09 | IRA | USD | 1,591,445 | 4.9 | 1.14 | 59.1 | Comm:50.4;Utilities:18.8;Energy:30.9 | Value:24.2;Growth:17.3;Quality:16.5;Size:24.5;Momentum:8.4;LowVol:9.2 | QQQ:12.1;TSLA:13.2;VOO:16.3;BND:16.7;IEF:30.4;MSFT:11.3 | 5.6 | 238 | 20.3 | Bear | 30.7 | 3.14 | 2.2 | 212 | -47 | -76:-11 | 26 | 0.0051 | false | true | MaxSector30% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 20 | -25 | 1 | Delta:-0.15;Vega:0.09 | BrokerB | LMT | 90 | 2 | 5 | 81 | 88 | 12 | -12 | RegimeShift | TightenStops | Volatility spike and breadth deterioration | 106 | 2.6 | Approved | 2 | Increase defensive factor exposure |
E0992 | P5316 | 2025-04-16 | Roth | USD | 788,043 | 5.6 | 1 | 49.4 | Financials:42.3;Materials:40.8;Energy:16.9 | Value:18.2;Growth:10.7;Quality:9.3;Size:16.8;Momentum:23.2;LowVol:21.9 | TSLA:20.8;VNQ:16.4;XLF:20.3;MSFT:20.1;HYG:22.4 | 4.4 | 141 | 10.3 | Bear | 30.3 | 3.12 | 2.6 | 210 | -46 | -72:-4 | 31 | 0.0182 | false | false | MaxPos5% | null | DriftNear | Rebalance | Shift +1.0% bonds from equity | -13 | -3 | 12 | null | BrokerC | VWAP | 99 | 4 | 1 | 27 | 10 | -42 | -11 | null | null | Normal monitoring | 203 | 2.8 | null | 5 | Within IPS guidelines |
E0993 | P1294 | 2024-11-11 | 401k | USD | 654,054 | 8.1 | 1 | 57 | Industrials:29.1;Materials:19.6;Utilities:22.4;Health:28.9 | Value:12.0;Growth:14.4;Quality:15.0;Size:19.6;Momentum:22.0;LowVol:17.0 | VOO:42.8;BRK.B:14.8;AMZN:42.5 | 4.5 | 154 | 10.4 | Volatile | 23.4 | 4.14 | 3.8 | 116 | -32 | -53:-6 | 35 | 0.0054 | false | false | MaxPos8%;MaxSector25% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | 27 | -22 | 5 | null | BrokerC | LMT | 100 | 9 | 13 | 94 | 222 | 1 | 29 | null | null | Normal monitoring | 184 | 3.5 | Approved | 4 | Monitor dispersion and breadth |
E0994 | P6191 | 2024-07-12 | IRA | USD | 569,741 | 8.1 | 1 | 65.4 | Utilities:27.6;RealEstate:39.5;Energy:32.9 | Value:16.3;Growth:16.8;Quality:9.5;Size:16.5;Momentum:16.0;LowVol:24.8 | VNQ:28.7;IEF:34.9;BND:36.4 | 5.8 | 262 | 27.4 | Sideways | 20.9 | 4.93 | 3.4 | 120 | 55 | 35:87 | 94 | 0.0086 | false | true | MaxSector25% | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 21 | 15 | 2 | Delta:-0.05;Vega:0.02 | BrokerA | VWAP | 90 | 6 | 9 | -49 | -76 | 5 | -9 | VAR>budget | Reduce | Risk above budget threshold | 213 | 1.7 | Approved | 2 | Monitor dispersion and breadth |
E0995 | P3172 | 2025-05-20 | Roth | USD | 317,072 | 17.2 | 1 | 66.5 | Tech:44.2;RealEstate:17.3;Energy:38.4 | Value:9.5;Growth:23.1;Quality:20.2;Size:19.4;Momentum:15.7;LowVol:12.2 | VTI:22.2;MSFT:48.6;GLD:16.4;TLT:12.8 | 1.3 | 143 | 9 | Bull | 15.9 | 4.82 | 3.5 | 89 | 84 | 48:105 | 86 | 0.0167 | false | false | MaxPos5% | null | null | Sell | Trim extended winner -1.0% | -15 | -33 | 8 | null | BrokerA | MKT | 93 | 4 | 4 | 45 | 90 | -60 | 11 | null | null | Normal monitoring | 177 | 1.1 | null | 5 | Increase defensive factor exposure |
E0996 | P9922 | 2024-07-23 | Taxable | USD | 857,699 | 5.4 | 1 | 50.4 | Consumer:28.7;Industrials:18.2;Tech:11.0;Materials:15.6;Utilities:26.4 | Value:15.9;Growth:20.4;Quality:15.7;Size:21.0;Momentum:10.8;LowVol:16.2 | GLD:15.2;TSLA:14.2;HYG:20.7;BRK.B:18.2;AAPL:12.4;VNQ:19.3 | 2 | 172 | 14.5 | Sideways | 20.7 | 4.17 | 3.3 | 102 | 12 | -5:29 | 38 | 0.0072 | false | true | MaxPos8% | null | VarNear | Rebalance | Shift +1.0% bonds from equity | -2 | -18 | 10 | null | BrokerB | VWAP | 89 | 2 | 0 | 77 | 66 | 12 | 9 | RegimeShift | Pause | Volatility spike and breadth deterioration | 208 | 2.2 | null | 3 | Monitor dispersion and breadth |
E0997 | P1081 | 2025-07-14 | Roth | USD | 825,740 | 6 | 1 | 44.1 | Utilities:14.8;Comm:12.7;Industrials:26.1;Tech:31.0;RealEstate:15.4 | Value:10.0;Growth:17.8;Quality:25.1;Size:13.1;Momentum:11.1;LowVol:22.8 | AAPL:27.9;MSFT:22.2;QQQ:50.0 | 4.2 | 170 | 7.1 | Sideways | 17.6 | 4.08 | 3 | 90 | 12 | 2:31 | 68 | 0.0146 | false | false | MaxPos8%;NoMargin | null | DriftNear;VarNear | Hedge | Buy index puts 1.0% notional, 30d | 25 | -31 | 1 | Delta:-0.07;Vega:0.05 | BrokerC | LMT | 88 | 2 | 4 | 98 | 138 | 18 | 27 | null | null | Normal monitoring | 201 | 2.2 | Approved | 3 | Within IPS guidelines |
E0998 | P9400 | 2025-08-27 | Taxable | USD | 254,753 | 11.1 | 1 | 73.1 | Materials:28.0;Tech:31.5;Energy:26.1;Health:14.4 | Value:19.9;Growth:11.5;Quality:22.1;Size:15.6;Momentum:15.8;LowVol:15.1 | MUB:29.3;GLD:21.5;VOO:24.9;BRK.B:24.4 | 4.9 | 91 | 7.5 | Bull | 16.8 | 4.54 | 2.8 | 83 | 64 | 42:99 | 76 | 0.0138 | false | false | MaxPos8%;NoMargin | null | DriftNear | Hedge | Buy index puts 1.0% notional, 30d | 6 | 13 | 1 | Delta:-0.19;Vega:0.05 | BrokerB | MKT | 91 | 2 | 0 | 1 | 133 | -35 | 4 | null | null | Normal monitoring | 137 | 3.2 | null | 3 | Tax-aware sells next window |
E0999 | P2292 | 2025-11-18 | IRA | USD | 783,989 | 8 | 1 | 74.3 | Financials:29.0;Comm:17.3;Energy:12.9;Materials:14.5;Consumer:26.2 | Value:21.9;Growth:14.7;Quality:10.5;Size:14.1;Momentum:19.9;LowVol:18.9 | TSLA:34.8;MUB:27.5;XLF:11.2;VNQ:26.5 | 3.9 | 160 | 13.2 | Volatile | 21.5 | 5.39 | 2.2 | 114 | -23 | -42:-8 | 37 | 0.0112 | false | false | MaxPos6% | null | VarNear | NoAction | Within policy bands; defer | 8 | 9 | 11 | null | BrokerD | LMT | 0 | 0 | 0 | 114 | 232 | 13 | -25 | null | null | Normal monitoring | 144 | 1.9 | Approved | 3 | Tax-aware sells next window |
E1000 | P2005 | 2024-10-14 | IRA | USD | 572,624 | 7.1 | 1.08 | 74.4 | RealEstate:18.4;Health:21.2;Utilities:36.2;Consumer:24.2 | Value:15.2;Growth:11.0;Quality:15.0;Size:17.3;Momentum:18.7;LowVol:22.8 | VOO:33.4;HYG:27.3;XLF:39.3 | 1.9 | 164 | 12.8 | Sideways | 17.5 | 4.7 | 3 | 101 | -13 | -36:8 | 61 | 0.004 | false | false | MaxSector30% | null | VarNear | Buy | Add core equity +1.0% from cash | -2 | -26 | 2 | null | BrokerD | LMT | 99 | 7 | 9 | 63 | 82 | 4 | 28 | null | null | Normal monitoring | 93 | 1.2 | Approved | 3 | Tighten stops on momentum names |
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