Ewan Li

Session day

Thu, Oct 1, 2026

Previous: Wed, Sep 30, 2026Next: Fri, Oct 2, 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.

Time (ET)JobOutcomeWhat it doesTookError
20:30odte-forwardranprotocol 2's forward log (B0, V2, F2)1 min 41 s—

DAILY · Systematic equity

traded

Account DAILY; Alpaca equity at the settle $1,000,168.13

What the rules decided (39)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt—SPYflat—flat: not a Monday
3 numbers
close
764.8099975585938
target
0
holding
0
Turnaround Tuesday on SPY and QQQ sharestt—QQQflat—flat: not a Monday
3 numbers
close
743.239990234375
target
0
holding
0
IBS on SPY and QQQibs—SPYexit—exit
3 numbers
close
764.8099975585938
target
0
holding
1
IBS on SPY and QQQibs—QQQflat—flat: no entry
3 numbers
close
743.239990234375
target
0
holding
0
RSI(2) on SPY and QQQrsi2—SPYflat—flat: no entry
3 numbers
close
764.8099975585938
target
0
holding
0
RSI(2) on SPY and QQQrsi2—QQQflat—flat: no entry
3 numbers
close
743.239990234375
target
0
holding
0
Double 7s on SPY and QQQd7—SPYflat—flat: no entry
3 numbers
close
764.8099975585938
target
0
holding
0
Double 7s on SPY and QQQd7—QQQflat—flat: no entry
3 numbers
close
743.239990234375
target
0
holding
0
The 200-day trend on SPY and QQQtr200—SPYhold—hold
3 numbers
close
764.8099975585938
target
1
holding
1
The 200-day trend on SPY and QQQtr200—QQQlong entry—long entry
3 numbers
close
743.239990234375
target
1
holding
0
v2b on Alpaca paperv2b—GLbuy13entry rank 1 rsi 0.2
v2b on Alpaca paperv2b—ADMbuy27entry rank 2 rsi 0.7
v2b on Alpaca paperv2b—BNYbuy15entry rank 3 rsi 0.8
v2b on Alpaca paperv2b—SJMbuy18entry rank 4 rsi 1.2
v2b on Alpaca paperv2b—HOODbuy19entry rank 5 rsi 1.5
v2b on Alpaca paperv2b—BBYbuy24entry rank 6 rsi 1.5
v2b on Alpaca paperv2b—DEbuy3entry rank 7 rsi 1.7
v2b on Alpaca paperv2b—DOCbuy112entry rank 8 rsi 1.8
v2b on Alpaca paperv2b—STTbuy12entry rank 9 rsi 1.9
v2b on Alpaca paperv2b—IFFbuy26entry rank 10 rsi 2.2
v2b on Alpaca paperv2b—FCXbuy31entry rank 11 rsi 2.2
v2b on Alpaca paperv2b—JNJbuy8entry rank 12 rsi 2.3
v2b on Alpaca paperv2b—INCYbuy18entry rank 13 rsi 2.5
v2b on Alpaca paperv2b—SPYbuy61rebalance
v2b-TOM on Alpaca paperv2b-tom—GLbuy13entry rank 1 rsi 0.2
v2b-TOM on Alpaca paperv2b-tom—ADMbuy27entry rank 2 rsi 0.7
v2b-TOM on Alpaca paperv2b-tom—BNYbuy15entry rank 3 rsi 0.8
v2b-TOM on Alpaca paperv2b-tom—SJMbuy18entry rank 4 rsi 1.2
v2b-TOM on Alpaca paperv2b-tom—HOODbuy19entry rank 5 rsi 1.5
v2b-TOM on Alpaca paperv2b-tom—BBYbuy24entry rank 6 rsi 1.5
v2b-TOM on Alpaca paperv2b-tom—DEbuy3entry rank 7 rsi 1.7
v2b-TOM on Alpaca paperv2b-tom—DOCbuy112entry rank 8 rsi 1.8
v2b-TOM on Alpaca paperv2b-tom—STTbuy12entry rank 9 rsi 1.9
v2b-TOM on Alpaca paperv2b-tom—IFFbuy26entry rank 10 rsi 2.2
v2b-TOM on Alpaca paperv2b-tom—FCXbuy31entry rank 11 rsi 2.2
v2b-TOM on Alpaca paperv2b-tom—JNJbuy8entry rank 12 rsi 2.3
v2b-TOM on Alpaca paperv2b-tom—INCYbuy18entry rank 13 rsi 2.5
v2b-TOM on Alpaca paperv2b-tom—SWbuy50entry rank 14 rsi 3.2
v2b-TOM on Alpaca paperv2b-tom—SPYbuy61rebalance

Orders sent (16)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedADMbuy54—filled5479.4979.519997−3.8 bp15:55 ET
nettedBBYbuy48—filled4887.7387.699997+3.4 bp15:55 ET
nettedBNYbuy30—filled30143.71143.919998−14.6 bp15:55 ET
nettedDEbuy6—filled6666.176667667.26001−16.2 bp15:57 ET
nettedDOCbuy224—filled22419.4919.440001+25.7 bp15:55 ET
nettedFCXbuy62—filled6269.2069.279999−11.5 bp15:55 ET
nettedGLbuy26—filled26165.86165.830002+1.8 bp15:59 ET
nettedHOODbuy38—filled38111.012368111.150002−12.4 bp15:55 ET
nettedIFFbuy52—filled5283.0583.120003−8.4 bp15:56 ET
nettedINCYbuy36—filled36117.46117.139999+27.3 bp15:56 ET
nettedJNJbuy16—filled16259.74258.660004+41.8 bp15:55 ET
nettedQQQbuy67—filled67742.21742.030029+2.4 bp15:55 ET
nettedSJMbuy36—filled36116.03115.949997+6.9 bp15:57 ET
nettedSPYbuy112—filled112764.127411763.98999+1.8 bp15:55 ET
nettedSTTbuy24—filled24174.12174.619995−28.6 bp15:55 ET
nettedSWbuy50—filled5043.2443.040001+46.5 bp15:55 ET

Filled orders against the close

DAILY: each order's fill against the close
Each filled order's average price against the official close, in basis points, as the engine measured it: above zero is a cost (a buy above the close, a sell below it), below zero an improvement.
−40 bp−20 bp0 bp+20 bp+40 bp+60 bpADM buy 54: −3.8 bp against the close (79.49 filled, 79.519997 close)BBY buy 48: +3.4 bp against the close (87.73 filled, 87.699997 close)BNY buy 30: −14.6 bp against the close (143.71 filled, 143.919998 close)DE buy 6: −16.2 bp against the close (666.176667 filled, 667.26001 close)DOC buy 224: +25.7 bp against the close (19.49 filled, 19.440001 close)FCX buy 62: −11.5 bp against the close (69.20 filled, 69.279999 close)GL buy 26: +1.8 bp against the close (165.86 filled, 165.830002 close)HOOD buy 38: −12.4 bp against the close (111.012368 filled, 111.150002 close)IFF buy 52: −8.4 bp against the close (83.05 filled, 83.120003 close)INCY buy 36: +27.3 bp against the close (117.46 filled, 117.139999 close)JNJ buy 16: +41.8 bp against the close (259.74 filled, 258.660004 close)QQQ buy 67: +2.4 bp against the close (742.21 filled, 742.030029 close)SJM buy 36: +6.9 bp against the close (116.03 filled, 115.949997 close)SPY buy 112: +1.8 bp against the close (764.127411 filled, 763.98999 close)STT buy 24: −28.6 bp against the close (174.12 filled, 174.619995 close)SW buy 50: +46.5 bp against the close (43.24 filled, 43.040001 close)
DAILY: each order's fill against the close — data table
DAILY: each order's fill against the close, each order
SymbolSideFilledAverage priceCloseAgainst the close
ADMbuy5479.4979.519997−3.8 bp
BBYbuy4887.7387.699997+3.4 bp
BNYbuy30143.71143.919998−14.6 bp
DEbuy6666.176667667.26001−16.2 bp
DOCbuy22419.4919.440001+25.7 bp
FCXbuy6269.2069.279999−11.5 bp
GLbuy26165.86165.830002+1.8 bp
HOODbuy38111.012368111.150002−12.4 bp
IFFbuy5283.0583.120003−8.4 bp
INCYbuy36117.46117.139999+27.3 bp
JNJbuy16259.74258.660004+41.8 bp
QQQbuy67742.21742.030029+2.4 bp
SJMbuy36116.03115.949997+6.9 bp
SPYbuy112764.127411763.98999+1.8 bp
STTbuy24174.12174.619995−28.6 bp
SWbuy5043.2443.040001+46.5 bp

What filled (31)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
ibsIBS on SPY and QQQSPYsell1010763.98999764.809998763.98999—signalexit
v2bv2b on Alpaca paperADMbuy272779.4979.34999879.519997—signalentry rank 2 rsi 0.7
v2b-tomv2b-TOM on Alpaca paperADMbuy272779.4979.34999879.519997—signalentry rank 2 rsi 0.7
v2bv2b on Alpaca paperBBYbuy242487.7387.41000487.699997—signalentry rank 6 rsi 1.5
v2b-tomv2b-TOM on Alpaca paperBBYbuy242487.7387.41000487.699997—signalentry rank 6 rsi 1.5
v2bv2b on Alpaca paperBNYbuy1515143.71143.429993143.919998—signalentry rank 3 rsi 0.8
v2b-tomv2b-TOM on Alpaca paperBNYbuy1515143.71143.429993143.919998—signalentry rank 3 rsi 0.8
v2bv2b on Alpaca paperDEbuy33666.176667663.039978667.26001—signalentry rank 7 rsi 1.7
v2b-tomv2b-TOM on Alpaca paperDEbuy33666.176667663.039978667.26001—signalentry rank 7 rsi 1.7
v2bv2b on Alpaca paperDOCbuy11211219.4919.42499919.440001—signalentry rank 8 rsi 1.8
v2b-tomv2b-TOM on Alpaca paperDOCbuy11211219.4919.42499919.440001—signalentry rank 8 rsi 1.8
v2bv2b on Alpaca paperFCXbuy313169.2069.12999769.279999—signalentry rank 11 rsi 2.2
v2b-tomv2b-TOM on Alpaca paperFCXbuy313169.2069.12999769.279999—signalentry rank 11 rsi 2.2
v2bv2b on Alpaca paperGLbuy1313165.86164.979996165.830002—signalentry rank 1 rsi 0.2
v2b-tomv2b-TOM on Alpaca paperGLbuy1313165.86164.979996165.830002—signalentry rank 1 rsi 0.2
v2bv2b on Alpaca paperHOODbuy1919111.012368111.900002111.150002—signalentry rank 5 rsi 1.5
v2b-tomv2b-TOM on Alpaca paperHOODbuy1919111.012368111.900002111.150002—signalentry rank 5 rsi 1.5
v2bv2b on Alpaca paperIFFbuy262683.0583.19999783.120003—signalentry rank 10 rsi 2.2
v2b-tomv2b-TOM on Alpaca paperIFFbuy262683.0583.19999783.120003—signalentry rank 10 rsi 2.2
v2bv2b on Alpaca paperINCYbuy1818117.46117.404999117.139999—signalentry rank 13 rsi 2.5
v2b-tomv2b-TOM on Alpaca paperINCYbuy1818117.46117.404999117.139999—signalentry rank 13 rsi 2.5
v2bv2b on Alpaca paperJNJbuy88259.74259.660004258.660004—signalentry rank 12 rsi 2.3
v2b-tomv2b-TOM on Alpaca paperJNJbuy88259.74259.660004258.660004—signalentry rank 12 rsi 2.3
tr200The 200-day trend on SPY and QQQQQQbuy6767742.21743.23999742.030029—signallong entry
v2bv2b on Alpaca paperSJMbuy1818116.03115.769997115.949997—signalentry rank 4 rsi 1.2
v2b-tomv2b-TOM on Alpaca paperSJMbuy1818116.03115.769997115.949997—signalentry rank 4 rsi 1.2
v2bv2b on Alpaca paperSPYbuy6161764.116147764.77002763.98999—signalrebalance
v2b-tomv2b-TOM on Alpaca paperSPYbuy6161764.116147764.77002763.98999—signalrebalance
v2bv2b on Alpaca paperSTTbuy1212174.12173.941299174.619995—signalentry rank 9 rsi 1.9
v2b-tomv2b-TOM on Alpaca paperSTTbuy1212174.12173.941299174.619995—signalentry rank 9 rsi 1.9
v2b-tomv2b-TOM on Alpaca paperSWbuy505043.2443.38999943.040001—signalentry rank 14 rsi 3.2

28 trades opened

1 trade closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$100,000.00$100,032.12——Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,014.60$100,045.50——Sep 30, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$100,000.00$100,032.12——Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$100,002.54$100,033.45——Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,032.12——Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$100,018.97$100,048.22——Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$100,004.42$100,033.71——Sep 30, 2026
o11
reserved
—$100,000.00—————

Notes

  • drift ibs SPY: snapshot target 0, final close 1

The session's numbers

sent
true
index_snapshot_last_bar
null
Record Alpaca
Cost model

Alpaca paper fills, with no commission; shares one sub-book buys and another sells at the same close meet inside the account at the official close, and every leg on the larger side gets one average of that price and Alpaca's fill. A sub-book's value has no dividends and no interest, as Alpaca's paper account pays neither; its total adds the dividends and the T-bill interest on positive cash that a real account would have received. Each settle checks that the sub-books' positions add up to the account's, share for share. Their values do not add up to the equity shown: part of the account is held outside the sub-books, as a buffer, and the equity is Alpaca's own figure, read when the session was settled, at Alpaca's prices then and after Alpaca's SEC and CAT fees, charged by the day.

INTRA1 · Systematic equity

no trades

Account INTRA1

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
orb
reserved
Stocks-in-play breakout$45,000.00—————
patNasdaq opening-range retest$45,000.00$44,719.72$44,717.56$44,546.38——

Events

  • 09:45 ET · pat · range 741.25-743.78
  • 09:50 ET · pat · no more entries: one setup a day
  • 09:50 ET · pat · short breakout on 5-minute bar 3; the trend refuses it
  • 09:20 ET · pat · trading
  • 09:45 ET · pat · range 741.25-743.78
  • 09:50 ET · pat · no more entries: one setup a day
  • 09:50 ET · pat · short breakout on 5-minute bar 3; the trend refuses it

The session's numbers

phase
settled
inputs_pat
tick
0.006081934488146817
trend_up
1
Record Alpaca
Cost model

Alpaca paper fills as filled. A book's value is before commission and before Alpaca's SEC and CAT fees, charged by the day; its total takes off an estimated $0.007 a share a side, the rate at the owner's own broker; the rule value is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close. The account's equity, cash, buying power and market values, where shown, are Alpaca's own figures, read after the close at Alpaca's prices then and after Alpaca's SEC and CAT fees, charged by the day. Part of the account is held outside its books, as a buffer and, on INTRA1, a reserved book, so the books' values do not add up to the equity.

INTRA2 · Systematic equity

traded

Account INTRA2

What the rules decided (24)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Noise areanoise10:00 ETSPYflat——
6 numbers
lb
761.4146542834307
px
762.705
ub
765.5680867504029
pos
0
vwap
764.0679414722648
reason
flat: 762.71 in [761.41, 765.57], VWAP 764.07
Noise areanoise10:00 ETQQQflat——
6 numbers
lb
737.5534530752207
px
741.61
ub
744.8049664292992
pos
0
vwap
741.686883799503
reason
flat: 741.61 in [737.55, 744.80], VWAP 741.69
Noise areanoise10:30 ETSPYshort in——
6 numbers
lb
761.0495850199137
px
760.61
ub
765.9339793740464
pos
−1
vwap
762.4460830623983
reason
short in: 760.61 < band 761.05
Noise areanoise10:30 ETQQQflat——
6 numbers
lb
736.7625295735439
px
738.6
ub
745.5988942364219
pos
0
vwap
740.4323272878696
reason
flat: 738.60 in [736.76, 745.60], VWAP 740.43
Noise areanoise11:00 ETSPYhold——
6 numbers
lb
760.9139819937213
px
760.46
ub
766.0698882329558
pos
−1
vwap
762.0350404035389
reason
hold: 760.46 in [760.91, 766.07], VWAP 762.04
Noise areanoise11:00 ETQQQflat——
6 numbers
lb
736.7395292939667
px
738.72
ub
745.6219818820529
pos
0
vwap
740.3306268932596
reason
flat: 738.72 in [736.74, 745.62], VWAP 740.33
Noise areanoise11:30 ETSPYhold——
6 numbers
lb
760.7594212279325
px
760.45
ub
766.22479758786
pos
−1
vwap
761.6338720153881
reason
hold: 760.45 in [760.76, 766.22], VWAP 761.63
Noise areanoise11:30 ETQQQflat——
6 numbers
lb
736.5099685384065
px
738.92
ub
745.852414619071
pos
0
vwap
739.8624968800211
reason
flat: 738.92 in [736.51, 745.85], VWAP 739.86
Noise areanoise12:00 ETSPYshort out——
6 numbers
lb
760.4534654750819
px
760.67
ub
766.5314433789927
pos
0
vwap
761.3064143571537
reason
short out: 760.67 > min(band 760.45, VWAP 761.31)
Noise areanoise12:00 ETQQQflat——
6 numbers
lb
736.1872098138247
px
738.13
ub
746.1763993355368
pos
0
vwap
739.549582690298
reason
flat: 738.13 in [736.19, 746.18], VWAP 739.55
Noise areanoise12:30 ETSPYflat——
6 numbers
lb
760.3616099369245
px
761.31
ub
766.6235060838306
pos
0
vwap
761.307857947155
reason
flat: 761.31 in [760.36, 766.62], VWAP 761.31
Noise areanoise12:30 ETQQQflat——
6 numbers
lb
736.0340037566262
px
738.18
ub
746.3301873425585
pos
0
vwap
739.4208353827767
reason
flat: 738.18 in [736.03, 746.33], VWAP 739.42
Noise areanoise13:00 ETSPYflat——
6 numbers
lb
760.1620764910706
px
760.92
ub
766.8234895480774
pos
0
vwap
761.3504965679965
reason
flat: 760.92 in [760.16, 766.82], VWAP 761.35
Noise areanoise13:00 ETQQQflat——
6 numbers
lb
735.5047300775376
px
737.78
ub
746.861471456023
pos
0
vwap
739.3184338781718
reason
flat: 737.78 in [735.50, 746.86], VWAP 739.32
Noise areanoise13:30 ETSPYflat——
6 numbers
lb
760.1053652465572
px
763.62
ub
766.8803286964767
pos
0
vwap
761.5017974705748
reason
flat: 763.62 in [760.11, 766.88], VWAP 761.50
Noise areanoise13:30 ETQQQflat——
6 numbers
lb
735.6225211862851
px
742.61
ub
746.7432329203516
pos
0
vwap
739.4813339835706
reason
flat: 742.61 in [735.62, 746.74], VWAP 739.48
Noise areanoise14:00 ETSPYflat——
6 numbers
lb
760.3272337818639
px
763.575
ub
766.6579597692621
pos
0
vwap
761.8840510672485
reason
flat: 763.58 in [760.33, 766.66], VWAP 761.88
Noise areanoise14:00 ETQQQflat——
6 numbers
lb
735.6050866588046
px
742.51
ub
746.7607336724994
pos
0
vwap
740.0201533323884
reason
flat: 742.51 in [735.61, 746.76], VWAP 740.02
Noise areanoise14:30 ETSPYflat——
6 numbers
lb
760.4836268356839
px
764.165
ub
766.5012139938698
pos
0
vwap
761.9560628973665
reason
flat: 764.16 in [760.48, 766.50], VWAP 761.96
Noise areanoise14:30 ETQQQflat——
6 numbers
lb
735.7832307169273
px
742.74
ub
746.581912938108
pos
0
vwap
740.1883494883255
reason
flat: 742.74 in [735.78, 746.58], VWAP 740.19
Noise areanoise15:00 ETSPYflat——
6 numbers
lb
760.1687938237852
px
764.81
ub
766.816757065405
pos
0
vwap
762.1120112900967
reason
flat: 764.81 in [760.17, 766.82], VWAP 762.11
Noise areanoise15:00 ETQQQflat——
6 numbers
lb
735.7525195904568
px
743.66
ub
746.6127407201138
pos
0
vwap
740.3149203896045
reason
flat: 743.66 in [735.75, 746.61], VWAP 740.31
Noise areanoise15:30 ETSPYflat——
6 numbers
lb
759.8844944079526
px
764.51
ub
767.1016976768308
pos
0
vwap
762.1890058796009
reason
flat: 764.51 in [759.88, 767.10], VWAP 762.19
Noise areanoise15:30 ETQQQflat——
6 numbers
lb
735.3901606309921
px
742.75
ub
746.9764760920798
pos
0
vwap
740.4075603760547
reason
flat: 742.75 in [735.39, 746.98], VWAP 740.41

Orders sent (2)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
noiseSPYsell83marketfilled83760.360241——10:30 ET
noiseSPYbuy83marketfilled83760.62494——12:00 ET

What filled (2)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
noiseNoise areaSPYsell83—760.360241760.61—10:30 ETentry—
noiseNoise areaSPYbuy83—760.62494760.67—12:00 ETexit—

1 trade opened

1 trade closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
crabelCrabel's opening range$45,000.00$45,070.31$45,064.98$45,091.68——
noiseNoise area$45,000.00$44,868.84$44,863.90$44,943.96——

Events

  • 10:00 ET · noise · SPY: open 764.35, previous close 762.63, leverage 2.84, 83 shares a leg
  • 10:00 ET · noise · QQQ: open 742.58, previous close 739.77, leverage 1.90, 57 shares a leg
  • 09:20 ET · noise · trading
  • 09:20 ET · crabel · no entries today
  • 10:00 ET · noise · SPY: open 764.35, previous close 762.63, leverage 2.84, 83 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: flat: 762.71 in [761.41, 765.57], VWAP 764.07
  • 10:00 ET · noise · QQQ: open 742.58, previous close 739.77, leverage 1.90, 57 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: flat: 741.61 in [737.55, 744.80], VWAP 741.69
  • 10:30 ET · noise · SPY 10:30 check: short in: 760.61 < band 761.05
  • 10:30 ET · noise · QQQ 10:30 check: flat: 738.60 in [736.76, 745.60], VWAP 740.43
  • 11:00 ET · noise · SPY 11:00 check: hold: 760.46 in [760.91, 766.07], VWAP 762.04
  • 11:00 ET · noise · QQQ 11:00 check: flat: 738.72 in [736.74, 745.62], VWAP 740.33
  • 11:30 ET · noise · SPY 11:30 check: hold: 760.45 in [760.76, 766.22], VWAP 761.63
  • 11:30 ET · noise · QQQ 11:30 check: flat: 738.92 in [736.51, 745.85], VWAP 739.86
  • 12:00 ET · noise · SPY 12:00 check: short out: 760.67 > min(band 760.45, VWAP 761.31)
  • 12:00 ET · noise · QQQ 12:00 check: flat: 738.13 in [736.19, 746.18], VWAP 739.55
  • 12:30 ET · noise · SPY 12:30 check: flat: 761.31 in [760.36, 766.62], VWAP 761.31
  • 12:30 ET · noise · QQQ 12:30 check: flat: 738.18 in [736.03, 746.33], VWAP 739.42
  • 13:00 ET · noise · SPY 13:00 check: flat: 760.92 in [760.16, 766.82], VWAP 761.35
  • 13:00 ET · noise · QQQ 13:00 check: flat: 737.78 in [735.50, 746.86], VWAP 739.32
  • 13:30 ET · noise · SPY 13:30 check: flat: 763.62 in [760.11, 766.88], VWAP 761.50
  • 13:30 ET · noise · QQQ 13:30 check: flat: 742.61 in [735.62, 746.74], VWAP 739.48
  • 14:00 ET · noise · SPY 14:00 check: flat: 763.58 in [760.33, 766.66], VWAP 761.88
  • 14:00 ET · noise · QQQ 14:00 check: flat: 742.51 in [735.61, 746.76], VWAP 740.02
  • 14:30 ET · noise · SPY 14:30 check: flat: 764.16 in [760.48, 766.50], VWAP 761.96
  • 14:30 ET · noise · QQQ 14:30 check: flat: 742.74 in [735.78, 746.58], VWAP 740.19
  • 15:00 ET · noise · SPY 15:00 check: flat: 764.81 in [760.17, 766.82], VWAP 762.11
  • 15:00 ET · noise · QQQ 15:00 check: flat: 743.66 in [735.75, 746.61], VWAP 740.31
  • 15:30 ET · noise · SPY 15:30 check: flat: 764.51 in [759.88, 767.10], VWAP 762.19
  • 15:30 ET · noise · QQQ 15:30 check: flat: 742.75 in [735.39, 746.98], VWAP 740.41

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
1.902482544344007
SPY.leverage
2.8384707437968015
QQQ.prev_close
739.77
SPY.prev_close
762.63
QQQ.sigma_10:00
0.002996264953673849
SPY.sigma_10:00
0.0015936243218458515
inputs_crabel
armed
false
stretch
1.115985107421875
qqq_over_qqqm
2.428341649159664
Record Alpaca
Cost model

Alpaca paper fills as filled. A book's value is before commission and before Alpaca's SEC and CAT fees, charged by the day; its total takes off an estimated $0.007 a share a side, the rate at the owner's own broker; the rule value is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close. The account's equity, cash, buying power and market values, where shown, are Alpaca's own figures, read after the close at Alpaca's prices then and after Alpaca's SEC and CAT fees, charged by the day. Part of the account is held outside its books, as a buffer and, on INTRA1, a reserved book, so the books' values do not add up to the equity.

MA · market-analysis

no trades

Account MA

What the rules decided (2)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
———SPYON—ON
6 numbers
x
16.34
vix
16.34
asof
2026-09-30
known
true
vix3m
18.37
x_median
15.695
———QQQON—ON
6 numbers
x
22.46
vix
16.34
asof
2026-09-30
known
true
vix3m
18.37
x_median
21.155

Warnings

  • prices.parquet ends 2026-09-25, BEFORE the 2026-10-01 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 2026-10-01 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 2026-10-01 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
484
wb_emitted
208
ledger_open
true
exploration_emitted
0
exploration_skipped
0
season
S3
gate_next
QQQ
ON
SPY
ON
sb_running
is_entry_day
false
watch_basket
vol
0
long
26
short
182
conflict
63
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.

forward · 0DTE forward logs

logged

The session's numbers

entries
B0
2
F2
3
V2
3
coverage
QQQ.rows
25495
SPY.rows
24825
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
34
SPY.contracts_0dte
32
QQQ.longest_gap_min
1
SPY.longest_gap_min
1
triggers
18
Record Forward log
Cost model

$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level

0DTE signals

Each signal as its log wrote it; nothing here is added up.

Time (ET)LogSymbolSideRulesContractExitExit byNetRecord
10:20forwardQQQputB0: window, V2: window, F2: window—————
10:34forwardQQQcallB0: window, V2: window, F2: window—————
10:40forwardQQQcallB0: window, V2: window, F2: window—————
10:48forwardQQQputB0: window, V2: window, F2: window—————
10:48forwardSPYputB0: window, V2: window, F2: window—————
10:52forwardQQQputB0: window, V2: window, F2: window—————
10:52forwardSPYputB0: window, V2: window, F2: window—————
11:02forwardQQQputB0: premium_gate, V2: premium_gate, F2: premium_gate—————
11:18forwardQQQcallB0: bias, V2: breadth, F2: room—————
11:28forwardQQQcallB0: bias, V2: breadth, F2: room—————
11:32forwardQQQputB0: room, V2: room, F2: room—————
12:42forwardQQQputB0: room, V2: room, F2: room—————
12:52forwardSPYputB0: ENTRY, V2: ENTRY, F2: ENTRYP759 at 0.4313:02 ETstop−30.3%(1)
12:54forwardQQQputB0: ENTRY, V2: ENTRY, F2: ENTRYP736 at 0.6213:02 ETstop−28.7%(1)
13:52forwardQQQputB0: bias, V2: ENTRY, F2: ENTRYP742 at 0.6114:18 ETstop+122.5%(1)
14:14forwardSPYcallB0: bias, V2: breadth, F2: premium_gate—————
14:24forwardQQQcallB0: breadth, V2: breadth, F2: premium_gate—————
14:24forwardSPYcallB0: breadth, V2: breadth, F2: premium_gate—————
  1. (1)
    Record Forward log
    Cost model

    $0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level

Trades opened or closed

50 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 1, 2026—DAILYThe 200-day trend on SPY and QQQQQQlong67742.21————+$91.12——openTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b-TOM on Alpaca paperADMlong2779.4980.51+$27.54+$27.16+1.28%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 8, 2026DAILYv2b-TOM on Alpaca paperBBYlong2487.7388.71+$23.52+$23.18+1.12%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 8, 2026DAILYv2b-TOM on Alpaca paperBNYlong15143.71143.52−$2.85−$3.06−0.13%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b-TOM on Alpaca paperDElong3666.1767686.54+$61.09+$61.05+3.06%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 9, 2026DAILYv2b-TOM on Alpaca paperDOClong11219.4918.83−$73.92−$75.49−3.39%—6 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b-TOM on Alpaca paperFCXlong3169.2072.07+$88.97+$88.54+4.15%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b-TOM on Alpaca paperGLlong13165.86165.81−$0.65−$0.83−0.03%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 5, 2026DAILYv2b-TOM on Alpaca paperHOODlong19111.0124113.9111+$55.08+$54.81+2.61%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 6, 2026DAILYv2b-TOM on Alpaca paperIFFlong2683.0583.83+$20.28+$19.92+0.94%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026—DAILYv2b-TOM on Alpaca paperINCYlong18117.46————−$159.12——openTrade journal (1)
Oct 1, 2026Oct 7, 2026DAILYv2b-TOM on Alpaca paperJNJlong8259.74258.51−$9.84−$9.95−0.47%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 8, 2026DAILYv2b-TOM on Alpaca paperSJMlong18116.03119.49+$62.28+$62.03+2.98%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 5, 2026DAILYv2b-TOM on Alpaca paperSTTlong12174.12176.43+$27.72+$27.55+1.33%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperSWlong5043.2441.39−$92.50−$93.20−4.28%—8 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b on Alpaca paperADMlong2779.4980.51+$27.54+$27.16+1.28%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 8, 2026DAILYv2b on Alpaca paperBBYlong2487.7388.71+$23.52+$23.18+1.12%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 8, 2026DAILYv2b on Alpaca paperBNYlong15143.71143.52−$2.85−$3.06−0.13%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b on Alpaca paperDElong3666.1767686.54+$61.09+$61.05+3.06%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 9, 2026DAILYv2b on Alpaca paperDOClong11219.4918.83−$73.92−$75.49−3.39%—6 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b on Alpaca paperFCXlong3169.2072.07+$88.97+$88.54+4.15%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 2, 2026DAILYv2b on Alpaca paperGLlong13165.86165.81−$0.65−$0.83−0.03%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 5, 2026DAILYv2b on Alpaca paperHOODlong19111.0124113.9111+$55.08+$54.81+2.61%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 6, 2026DAILYv2b on Alpaca paperIFFlong2683.0583.83+$20.28+$19.92+0.94%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026—DAILYv2b on Alpaca paperINCYlong18117.46————−$159.12——openTrade journal (1)
Oct 1, 2026Oct 7, 2026DAILYv2b on Alpaca paperJNJlong8259.74258.51−$9.84−$9.95−0.47%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 8, 2026DAILYv2b on Alpaca paperSJMlong18116.03119.49+$62.28+$62.03+2.98%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 5, 2026DAILYv2b on Alpaca paperSTTlong12174.12176.43+$27.72+$27.55+1.33%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 1, 2026INTRA2Noise areaSPYshort83760.360241760.62494−$21.97−$23.13−0.03%—89.9 minutessignalclosedTrade journal (2)
Oct 1, 2026Oct 2, 2026SIM-V2B-TOMv2b-TOMDElong3667.26001687.00+$58.19—+2.86%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 9, 2026SIM-V2B-TOMv2b-TOMDOClong11119.44000118.799999−$72.08—−3.39%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 8, 2026SIM-V2B-TOMv2b-TOMSJMlong18115.949997119.410004+$61.21—+2.88%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 8, 2026SIM-V2Bv2bBBYlong2487.69999788.400002+$15.74—+0.70%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 2, 2026SIM-V2Bv2bDElong3667.26001687.00+$58.19—+2.86%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 9, 2026SIM-V2Bv2bDOClong11119.44000118.799999−$72.08—−3.39%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 6, 2026SIM-V2Bv2bIFFlong2683.12000383.919998+$19.71—+0.86%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 5, 2026SIM-V2Bv2bKOlong2586.09999886.510002+$9.17—+0.38%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 8, 2026SIM-V2Bv2bSJMlong18115.949997119.410004+$61.21—+2.88%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 5, 2026SIM-V2Bv2bSTTlong12174.619995176.369995+$19.94—+0.90%——close>sma_exitclosedLocal ledger (3)
Sep 30, 2026Oct 1, 2026DAILYIBS on SPY and QQQSPYlong10762.53763.99+$14.60+$14.46+0.19%—1 sessionexitclosedTrade journal (1)
Sep 30, 2026Oct 1, 2026SIM-V2Bv2bADPlong8258.059998263.959991+$46.14—+2.19%——close>sma_exitclosedLocal ledger (3)
Sep 30, 2026Oct 1, 2026SIM-V2Bv2bTRGPlong8270.309998279.309998+$70.88—+3.23%——close>sma_exitclosedLocal ledger (3)
Sep 29, 2026Oct 1, 2026SIM-V2B-TOMv2b-TOMCRMlong9225.309998236.690002+$101.35—+4.95%——close>sma_exitclosedLocal ledger (3)
Sep 29, 2026Oct 1, 2026SIM-V2B-TOMv2b-TOMTRGPlong8273.48999279.309998+$45.44—+2.03%——close>sma_exitclosedLocal ledger (3)
Sep 29, 2026Oct 1, 2026SIM-V2B-TOMv2b-TOMVRSNlong7279.839996286.899994+$48.42—+2.42%——close>sma_exitclosedLocal ledger (3)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bCBlong6331.369995331.299988−$1.41—−0.12%——close>sma_exitclosedLocal ledger (3)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bCRMlong9227.270004236.690002+$83.71—+4.04%——close>sma_exitclosedLocal ledger (3)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bDXCMlong2586.6886.230003−$12.33—−0.62%——close>sma_exitclosedLocal ledger (3)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bMCKlong2856.289978898.820007+$84.16—+4.87%——close>sma_exitclosedLocal ledger (3)
Sep 28, 2026Oct 1, 2026SIM-V2Bv2bVRSNlong7282.070007286.899994+$32.81—+1.61%——close>sma_exitclosedLocal ledger (3)
  1. (1)
    Record Trade journal
    Cost model

    Alpaca paper fills, with no commission. In the DAILY account, shares one sub-book buys and another sells at the same close meet inside the account at the official close, and every leg on the larger side gets one average of that price and Alpaca's fill. Alpaca's SEC and CAT fees, charged by the day, are left out. Commission is estimated at $0.007 a share a side, the rate at the owner's own broker: the net P&L is the P&L less it, without dividends; the P&L, the total with dividends, the return and the P&L in basis points of the sub-book are before it. An open trade is marked at the latest official close, before commission, with the dividends paid so far beside it.

  2. (2)
    Record Trade journal
    Cost model

    Alpaca paper fills, with no commission; Alpaca's SEC and CAT fees, charged by the day, are left out. Commission is estimated at $0.007 a share a side, the rate at the owner's own broker: the net P&L is the P&L less it; the P&L, the return, the P&L in basis points of the book and the R multiple are before it. The rule book's day return is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close.

  3. (3)
    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.