Ewan Li

Session day

Mon, Sep 28, 2026

Previous: Fri, Sep 25, 2026Next: Tue, Sep 29, 2026

Jobs

Each job in the order it ran. A job that was due shows as missing once its engine's runs from a later day are in without it.

No job run is recorded for this day.

MA · market-analysis

no trades

Account MA

What the rules decided (2)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
———SPYOFF—OFF:G2
6 numbers
x
14.87
vix
14.87
asof
2026-09-25
known
true
vix3m
17.93
x_median
15.32
———QQQOFF—OFF:G2
6 numbers
x
20.87
vix
14.87
asof
2026-09-25
known
true
vix3m
17.93
x_median
20.89

Warnings

  • prices.parquet ends 2026-09-25, BEFORE the 2026-09-28 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_prices.py
  • returns.parquet ends 2026-09-25, BEFORE the 2026-09-28 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_returns.py
  • features.parquet ends 2026-09-25, BEFORE the 2026-09-28 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

sa
graded
0
candidates
0
exploration
0
ledger
graded
0
emitted
0
skipped
0
wb_graded
438
wb_emitted
209
ledger_open
false
exploration_emitted
0
exploration_skipped
0
season
off
gate_next
QQQ
ON
SPY
ON
sb_running
is_entry_day
false
watch_basket
vol
0
long
31
short
178
conflict
91
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.6
index_vol_through
2026-10-02
  • Record GitHub ledger
    Cost model: S-B QQQ iron condor and 7 more

    half of each leg's quoted spread plus $0.65 a contract at entry; $0.65 a contract at expiry

    For S-B QQQ iron condor, S-B QQQ put spread, S-B SPY iron condor, S-B SPY put spread, S-B QQQ iron condor, exploration, S-B QQQ put spread, exploration, S-B SPY iron condor, exploration and S-B SPY put spread, exploration.

  • Record GitHub ledger
    Cost model: S-C C1 iron butterfly and 2 more

    half of each leg's spread plus $0.65 a contract at entry, the spread quoted from 15:00 to 16:00 ET or, for a wing priced by model, the stock's median option spread over the 20 sessions before, at least 5%; nothing at expiry

    For S-C C1 iron butterfly, S-C C2 iron butterfly and S-C C1 iron butterfly, exploration.

  • Record GitHub ledger
    Cost model: S-C C1 short straddle and 2 more

    half of each leg's quoted spread from 15:00 to 16:00 ET plus $0.65 a contract at entry; nothing at expiry

    For S-C C1 short straddle, S-C C2 short straddle and S-C C1 short straddle, exploration.

Trades opened or closed

21 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnHeldExit byStatusRecord
Sep 28, 2026Oct 2, 2026SIM-V2Bv2bADMlong2780.37999780.449997+$0.80—−0.01%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Sep 30, 2026SIM-V2Bv2bAMZNlong8246.149994249.149994+$23.00—+1.12%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 8, 2026SIM-V2Bv2bBNYlong14148.440002143.610001−$68.63—−3.35%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bCBlong6331.369995331.299988−$1.41—−0.12%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bCRMlong9227.270004236.690002+$83.71—+4.04%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bDXCMlong2586.6886.230003−$12.33—−0.62%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 5, 2026SIM-V2Bv2bELVlong5394.589996394.51001−$1.39—−0.12%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 2, 2026SIM-V2Bv2bGLlong13166.690002165.679993−$14.21—−0.71%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 5, 2026SIM-V2Bv2bHOODlong18116.459999114.110001−$43.33—−2.12%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 2, 2026SIM-V2Bv2bIBKRlong2587.08000288.300003+$29.40—+1.30%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 2, 2026SIM-V2Bv2bIRMlong19111.050003113.389999+$43.38—+2.01%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 8, 2026SIM-V2Bv2bKHClong9223.55999922.48−$100.39—−4.68%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bMCKlong2856.289978898.820007+$84.16—+4.87%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 5, 2026SIM-V2Bv2bMSlong11193.639999190.190002−$39.00—−1.88%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 5, 2026SIM-V2Bv2bNEMlong18116.050003115.82−$5.18—−0.30%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Sep 30, 2026SIM-V2Bv2bNOWlong16131.449997134.009995+$39.89—+1.85%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Sep 30, 2026SIM-V2Bv2bPSXlong8253.550003255.309998+$13.06—+0.59%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 7, 2026SIM-V2Bv2bREGNlong2752.25742.119995−$21.00—−1.45%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026Oct 8, 2026SIM-V2Bv2bSCHWlong2298.30000396.870003−$32.53—−1.55%—close>sma_exitclosedLocal ledger (1)
Sep 28, 2026—SIM-V2Bv2bSPYlong73765.609985——————openLocal ledger (1)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bVRSNlong7282.070007286.899994+$32.81—+1.61%—close>sma_exitclosedLocal ledger (1)
  1. (1)
    Record Local ledger
    Cost model

    5 bp a side, filled at the official close. The P&L is after the exit fee only, because the entry fee left the book's cash at entry; the return is after both. Dividends are not credited.