Tue, Sep 29, 2026

Paper trading, not investment advice. Every account and book on these pages trades paper money: the Alpaca paper accounts DAILY ($1,000,000 from Sep 30, 2026), INTRA1 ($100,000 from Sep 30, 2026) and INTRA2 ($100,000 from Sep 30, 2026); the simulated books SIM-TT ($100,000 from Sep 29, 2026), SIM-V2B ($100,000 from Sep 28, 2026) and SIM-V2B-TOM ($100,000 from Sep 28, 2026), filled at the official close; and market-analysis's ledgers, one contract per position against a $100,000 reporting equity. No real money is at stake. Positions, trades and P&L are published the same day, as the engines record them, with each number's source and cost model labelled. Nothing here is a recommendation to buy, sell or hold any security, and nothing is tailored to you. Each strategy is a pre-registered experiment, read once on a date or at a trade count fixed in advance; until then its record says little either way. I may hold or have held positions in securities shown here. Markets can and do lose money.

No job run is recorded for this day.

Account MA

What the rules decided (2)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
—	—	—	SPY	ON	—	ON	6 numbers x 16.07 vix 16.07 asof 2026-09-28 known true vix3m 18.23 x_median 15.32
—	—	—	QQQ	ON	—	ON	6 numbers x 22.13 vix 16.07 asof 2026-09-28 known true vix3m 18.23 x_median 20.945

Warnings

prices.parquet ends 2026-09-25, BEFORE the 2026-09-29 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 2026-09-29 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 2026-09-29 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 0
candidates: 0
exploration: 0

ledger

graded: 0
emitted: 0
skipped: 0
wb_graded: 466
wb_emitted: 219
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: 29
short: 190
conflict: 84
available: true

sc_candidates

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.

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Held	Exit by	Status	Record
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	ADM	long	27	79.400002	80.449997	+$27.26	—	+1.22%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	BBY	long	24	88.75	88.400002	−$9.46	—	−0.49%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	BNY	long	14	146.979996	143.610001	−$48.19	—	−2.39%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 1, 2026	SIM-V2B-TOM	v2b-TOM	CRM	long	9	225.309998	236.690002	+$101.35	—	+4.95%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	EBAY	long	20	105.209999	106.400002	+$22.74	—	+1.03%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	ELV	long	5	392.730011	394.51001	+$7.91	—	+0.35%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	GL	long	13	166.080002	165.679993	−$6.28	—	−0.34%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	HOOD	long	18	116.220001	114.110001	−$39.01	—	−1.92%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	IBKR	long	25	86.18	88.300003	+$51.90	—	+2.36%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	KHC	long	92	23.450001	22.48	−$90.27	—	−4.24%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	MDLZ	long	36	59.32	58.490002	−$30.93	—	−1.50%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	MS	long	11	192.759995	190.190002	−$29.32	—	−1.43%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	NDAQ	long	23	91.849998	92.190002	+$6.76	—	+0.27%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	NUE	long	9	236.240005	240.389999	+$36.27	—	+1.66%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	OKE	long	25	86.860001	87.879997	+$24.40	—	+1.07%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Sep 30, 2026	SIM-V2B-TOM	v2b-TOM	PSX	long	8	252.25	255.309998	+$23.46	—	+1.11%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	REGN	long	2	750.51001	742.119995	−$17.52	—	−1.22%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	—	SIM-V2B-TOM	v2b-TOM	SPY	long	73	764.200012	—	—	—	—	—	—	open	Local ledger (1)
Sep 29, 2026	Oct 2, 2026	SIM-V2B-TOM	v2b-TOM	STLD	long	9	221.899994	231.990005	+$89.77	—	+4.45%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 1, 2026	SIM-V2B-TOM	v2b-TOM	TRGP	long	8	273.48999	279.309998	+$45.44	—	+2.03%	—	close>sma_exit	closed	Local ledger (1)
Sep 29, 2026	Oct 1, 2026	SIM-V2B-TOM	v2b-TOM	VRSN	long	7	279.839996	286.899994	+$48.42	—	+2.42%	—	close>sma_exit	closed	Local ledger (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.

Jobs

MA · market-analysis

What the rules decided (2)

Warnings

The session's numbers

Trades opened or closed