Mon, Oct 5, 2026 · Trading desk

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.

Time (ET)	Job	Outcome	What it does	Took	Error
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 44 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	1 min 58 s	—
21:15	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	7 s	—

Account DAILY; Alpaca equity at the settle $1,003,514.16

What the rules decided (44)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	SPY	flat	—	flat: Monday 775.76, previous 769.64, before 763.99	4 numbers close 775.760009765625 target 0 values low 769.6300048828125 high 776.60498046875 open 769.6900024414062 close 775.760009765625 monday true prev_high 772.6500244140625 prev_close 769.6400146484375 prev2_close 763.989990234375 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: Monday 756.39, previous 749.58, before 742.03	4 numbers close 756.3900146484375 target 0 values low 749.0800170898438 high 756.9149780273438 open 749.3400268554688 close 756.3900146484375 monday true prev_high 754.5399780273438 prev_close 749.5800170898438 prev2_close 742.030029296875 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 775.760009765625 target 0 values ibs 0.8788568228355415 low 769.6300048828125 high 776.60498046875 open 769.6900024414062 close 775.760009765625 exit_above 0.8 enter_below 0.2 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 756.3900146484375 target 0 values ibs 0.9329973202044123 low 749.0800170898438 high 756.9149780273438 open 749.3400268554688 close 756.3900146484375 exit_above 0.8 enter_below 0.2 holding 0
RSI(2) on SPY and QQQ	rsi2	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 775.760009765625 target 0 values low 769.6300048828125 high 776.60498046875 open 769.6900024414062 rsi2 95.01363691782645 sma5 767.2440063476563 close 775.760009765625 sma200 717.5600283776594 enter_below 10 short_above 90 holding 0
RSI(2) on SPY and QQQ	rsi2	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 756.3900146484375 target 0 values low 749.0800170898438 high 756.9149780273438 open 749.3400268554688 rsi2 97.67712626520954 sma5 745.1400146484375 close 756.3900146484375 sma200 667.9718464505826 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 775.760009765625 target 0 values low 769.6300048828125 high 776.60498046875 low7 762.6300048828125 open 769.6900024414062 close 775.760009765625 high7 775.760009765625 sma200 717.5600283776594 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 756.3900146484375 target 0 values low 749.0800170898438 high 756.9149780273438 low7 736.530029296875 open 749.3400268554688 close 756.3900146484375 high7 756.3900146484375 sma200 667.9718464505826 holding 0
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 775.760009765625 target 1 values low 769.6300048828125 high 776.60498046875 open 769.6900024414062 close 775.760009765625 sma200 717.5600283776594 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 756.3900146484375 target 1 values low 749.0800170898438 high 756.9149780273438 open 749.3400268554688 close 756.3900146484375 sma200 667.9718464505826 holding 1
v2b on Alpaca paper	v2b	15:41 ET	COIN	sell	11	close>sma_exit	10 numbers adv 1196359700 rsi 62.051014797639525 close 188.61000061035156 sma_exit 187.46600036621095 tradable true raw_close 188.61000061035156 sma_trend 185.08894966125487 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	DXCM	sell	25	close>sma_exit	10 numbers adv 313512796.5621948 rsi 74.34828660792869 close 86.86000061035156 sma_exit 86.2760009765625 tradable true raw_close 86.86000061035156 sma_trend 73.15230003356933 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	ELV	sell	5	close>sma_exit	10 numbers adv 446622351.5625 rsi 80.79224739948476 close 394.6000061035156 sma_exit 388.8500061035156 tradable true raw_close 394.6000061035156 sma_trend 363.18494064331054 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	GPN	sell	27	close>sma_exit	10 numbers adv 225726264.74380493 rsi 68.92797546593546 close 82.0199966430664 sma_exit 81.13799896240235 tradable true raw_close 82.0199966430664 sma_trend 76.05377222061158 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	HOOD	sell	19	close>sma_exit	10 numbers adv 2031099552.8831482 rsi 70.84498813226763 close 114.25 sma_exit 113.37200012207032 tradable true raw_close 114.25 sma_trend 94.29982494354248 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	IQV	sell	8	close>sma_exit	10 numbers adv 315821147.5341797 rsi 67.24377982136593 close 265.3399963378906 sma_exit 264.4219970703125 tradable true raw_close 265.3399963378906 sma_trend 206.0510496520996 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	KO	sell	7	close>sma_exit	10 numbers adv 1263525898.4230042 rsi 67.95678783768201 close 86.42379760742188 sma_exit 86.21875915527343 tradable true raw_close 86.42379760742188 sma_trend 79.2127103805542 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	NTRS	sell	12	close>sma_exit	10 numbers adv 178883957.00378418 rsi 47.88885475007124 close 170.80999755859375 sma_exit 170.74199829101562 tradable true raw_close 170.80999755859375 sma_trend 161.66848556518553 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	STT	sell	12	close>sma_exit	10 numbers adv 317805428.95202637 rsi 75.1949369020447 close 176.7899932861328 sma_exit 175.5766357421875 tradable true raw_close 176.7899932861328 sma_trend 153.56840545654296 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	TGT	buy	14	entry rank 1 rsi 2.4	10 numbers adv 558989737.902832 rsi 2.3509201424613573 rank 1 close 152.7550048828125 sma_exit 155.71499938964843 tradable true raw_close 152.7550048828125 sma_trend 127.60745796203614 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	VRTX	buy	4	entry rank 2 rsi 2.6	10 numbers adv 564289136.0107422 rsi 2.628243846268783 rank 2 close 504.0150146484375 sma_exit 513.0049987792969 tradable true raw_close 504.0150146484375 sma_trend 473.8634248352051 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	ROST	buy	9	entry rank 3 rsi 4.8	10 numbers adv 505526125.46539307 rsi 4.750118337956917 rank 3 close 226.77000427246094 sma_exit 231.44199829101564 tradable true raw_close 226.77000427246094 sma_trend 217.35897247314452 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	MRK	buy	15	entry rank 4 rsi 5.3	10 numbers adv 1199695649.874878 rsi 5.255178794854814 rank 4 close 139.77000427246094 sma_exit 144.49400024414064 tradable true raw_close 139.77000427246094 sma_trend 121.6666590499878 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	PFG	buy	19	entry rank 5 rsi 7.2	10 numbers adv 142011872.48840332 rsi 7.201195350461966 rank 5 close 111.32499694824219 sma_exit 112.29099884033204 tradable true raw_close 111.32499694824219 sma_trend 100.41063442230225 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	BMY	buy	37	entry rank 6 rsi 7.2	10 numbers adv 621284123.5839844 rsi 7.24396151429944 rank 6 close 58.75 sma_exit 60.941202545166014 tradable true raw_close 58.75 sma_trend 58.15137533187866 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	AMGN	buy	5	entry rank 7 rsi 9.1	10 numbers adv 1025251021.5759277 rsi 9.078502563936905 rank 7 close 402.6600036621094 sma_exit 411.62400512695314 tradable true raw_close 402.6600036621094 sma_trend 361.39467041015627 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	WELL	buy	9	entry rank 8 rsi 9.8	10 numbers adv 602702845.7702637 rsi 9.844430551690728 rank 8 close 224.6300048828125 sma_exit 228.48400268554687 tradable true raw_close 224.6300048828125 sma_trend 213.12153228759766 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	COIN	sell	11	close>sma_exit	10 numbers adv 1196359700 rsi 62.051014797639525 close 188.61000061035156 sma_exit 187.46600036621095 tradable true raw_close 188.61000061035156 sma_trend 185.08894966125487 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DXCM	sell	25	close>sma_exit	10 numbers adv 313512796.5621948 rsi 74.34828660792869 close 86.86000061035156 sma_exit 86.2760009765625 tradable true raw_close 86.86000061035156 sma_trend 73.15230003356933 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ELV	sell	5	close>sma_exit	10 numbers adv 446622351.5625 rsi 80.79224739948476 close 394.6000061035156 sma_exit 388.8500061035156 tradable true raw_close 394.6000061035156 sma_trend 363.18494064331054 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	GPN	sell	27	close>sma_exit	10 numbers adv 225726264.74380493 rsi 68.92797546593546 close 82.0199966430664 sma_exit 81.13799896240235 tradable true raw_close 82.0199966430664 sma_trend 76.05377222061158 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	HOOD	sell	19	close>sma_exit	10 numbers adv 2031099552.8831482 rsi 70.84498813226763 close 114.25 sma_exit 113.37200012207032 tradable true raw_close 114.25 sma_trend 94.29982494354248 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	IQV	sell	8	close>sma_exit	10 numbers adv 315821147.5341797 rsi 67.24377982136593 close 265.3399963378906 sma_exit 264.4219970703125 tradable true raw_close 265.3399963378906 sma_trend 206.0510496520996 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	KO	sell	7	close>sma_exit	10 numbers adv 1263525898.4230042 rsi 67.95678783768201 close 86.42379760742188 sma_exit 86.21875915527343 tradable true raw_close 86.42379760742188 sma_trend 79.2127103805542 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	NTRS	sell	12	close>sma_exit	10 numbers adv 178883957.00378418 rsi 47.88885475007124 close 170.80999755859375 sma_exit 170.74199829101562 tradable true raw_close 170.80999755859375 sma_trend 161.66848556518553 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	STT	sell	12	close>sma_exit	10 numbers adv 317805428.95202637 rsi 75.1949369020447 close 176.7899932861328 sma_exit 175.5766357421875 tradable true raw_close 176.7899932861328 sma_trend 153.56840545654296 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	TGT	buy	14	entry rank 1 rsi 2.4	10 numbers adv 558989737.902832 rsi 2.3509201424613573 rank 1 close 152.7550048828125 sma_exit 155.71499938964843 tradable true raw_close 152.7550048828125 sma_trend 127.60745796203614 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	VRTX	buy	4	entry rank 2 rsi 2.6	10 numbers adv 564289136.0107422 rsi 2.628243846268783 rank 2 close 504.0150146484375 sma_exit 513.0049987792969 tradable true raw_close 504.0150146484375 sma_trend 473.8634248352051 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ROST	buy	9	entry rank 3 rsi 4.8	10 numbers adv 505526125.46539307 rsi 4.750118337956917 rank 3 close 226.77000427246094 sma_exit 231.44199829101564 tradable true raw_close 226.77000427246094 sma_trend 217.35897247314452 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MRK	buy	15	entry rank 4 rsi 5.3	10 numbers adv 1199695649.874878 rsi 5.255178794854814 rank 4 close 139.77000427246094 sma_exit 144.49400024414064 tradable true raw_close 139.77000427246094 sma_trend 121.6666590499878 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	PFG	buy	19	entry rank 5 rsi 7.2	10 numbers adv 142011872.48840332 rsi 7.201195350461966 rank 5 close 111.32499694824219 sma_exit 112.29099884033204 tradable true raw_close 111.32499694824219 sma_trend 100.41063442230225 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	BMY	buy	37	entry rank 6 rsi 7.2	10 numbers adv 621284123.5839844 rsi 7.24396151429944 rank 6 close 58.75 sma_exit 60.941202545166014 tradable true raw_close 58.75 sma_trend 58.15137533187866 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	AMGN	buy	5	entry rank 7 rsi 9.1	10 numbers adv 1025251021.5759277 rsi 9.078502563936905 rank 7 close 402.6600036621094 sma_exit 411.62400512695314 tradable true raw_close 402.6600036621094 sma_trend 361.39467041015627 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	WELL	buy	9	entry rank 8 rsi 9.8	10 numbers adv 602702845.7702637 rsi 9.844430551690728 rank 8 close 224.6300048828125 sma_exit 228.48400268554687 tradable true raw_close 224.6300048828125 sma_trend 213.12153228759766 exit_signal false entry_signal true

Orders sent (17)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	AMGN	buy	10	—	filled	10	402.978	402.980011	−0.0 bp	15:55 ET
netted	BMY	buy	74	—	filled	74	58.84	58.810001	+5.1 bp	15:55 ET
netted	COIN	sell	22	—	filled	22	188.14	188.220001	+4.3 bp	15:56 ET
netted	DXCM	sell	50	—	filled	50	86.9208	86.900002	−2.4 bp	15:55 ET
netted	ELV	sell	10	—	filled	10	395.13	394.51001	−15.7 bp	15:59 ET
netted	GPN	sell	54	—	filled	54	82.24	82.18	−7.3 bp	15:55 ET
netted	HOOD	sell	38	—	filled	38	113.911053	114.110001	+17.4 bp	15:55 ET
netted	IQV	sell	16	—	filled	16	266.50625	266.089996	−15.6 bp	15:59 ET
netted	KO	sell	14	—	filled	14	86.27	86.510002	+27.7 bp	15:55 ET
netted	MRK	buy	30	—	filled	30	139.83	139.539993	+20.8 bp	15:55 ET
netted	NTRS	sell	24	—	filled	24	170.35	170.669998	+18.7 bp	15:55 ET
netted	PFG	buy	38	—	filled	38	111.060789	111.029999	+2.8 bp	15:55 ET
netted	ROST	buy	18	—	filled	18	226.27	226.369995	−4.4 bp	15:56 ET
netted	STT	sell	24	—	filled	24	176.43	176.369995	−3.4 bp	15:55 ET
netted	TGT	buy	28	—	filled	28	152.89	152.990005	−6.5 bp	15:55 ET
netted	VRTX	buy	8	—	filled	8	504.17	503.50	+13.3 bp	15:55 ET
netted	WELL	buy	18	—	filled	18	224.735555	224.160004	+25.7 bp	15:58 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.

DAILY: each order's fill against the close — data table

DAILY: each order's fill against the close, each order
Symbol	Side	Filled	Average price	Close	Against the close
AMGN	buy	10	402.978	402.980011	−0.0 bp
BMY	buy	74	58.84	58.810001	+5.1 bp
COIN	sell	22	188.14	188.220001	+4.3 bp
DXCM	sell	50	86.9208	86.900002	−2.4 bp
ELV	sell	10	395.13	394.51001	−15.7 bp
GPN	sell	54	82.24	82.18	−7.3 bp
HOOD	sell	38	113.911053	114.110001	+17.4 bp
IQV	sell	16	266.50625	266.089996	−15.6 bp
KO	sell	14	86.27	86.510002	+27.7 bp
MRK	buy	30	139.83	139.539993	+20.8 bp
NTRS	sell	24	170.35	170.669998	+18.7 bp
PFG	buy	38	111.060789	111.029999	+2.8 bp
ROST	buy	18	226.27	226.369995	−4.4 bp
STT	sell	24	176.43	176.369995	−3.4 bp
TGT	buy	28	152.89	152.990005	−6.5 bp
VRTX	buy	8	504.17	503.50	+13.3 bp
WELL	buy	18	224.735555	224.160004	+25.7 bp

What filled (34)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	COIN	sell	11	11	188.14	188.610001	188.220001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	COIN	sell	11	11	188.14	188.610001	188.220001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DXCM	sell	25	25	86.9208	86.860001	86.900002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	DXCM	sell	25	25	86.9208	86.860001	86.900002	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	ELV	sell	5	5	395.13	394.600006	394.51001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	ELV	sell	5	5	395.13	394.600006	394.51001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	GPN	sell	27	27	82.24	82.019997	82.18	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	GPN	sell	27	27	82.24	82.019997	82.18	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	HOOD	sell	19	19	113.911053	114.25	114.110001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	HOOD	sell	19	19	113.911053	114.25	114.110001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	IQV	sell	8	8	266.50625	265.339996	266.089996	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	IQV	sell	8	8	266.50625	265.339996	266.089996	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	KO	sell	7	7	86.27	86.423798	86.510002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	KO	sell	7	7	86.27	86.423798	86.510002	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	NTRS	sell	12	12	170.35	170.809998	170.669998	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	NTRS	sell	12	12	170.35	170.809998	170.669998	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	STT	sell	12	12	176.43	176.789993	176.369995	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	STT	sell	12	12	176.43	176.789993	176.369995	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	AMGN	buy	5	5	402.978	402.660004	402.980011	—	signal	entry rank 7 rsi 9.1
v2b-tom	v2b-TOM on Alpaca paper	AMGN	buy	5	5	402.978	402.660004	402.980011	—	signal	entry rank 7 rsi 9.1
v2b	v2b on Alpaca paper	BMY	buy	37	37	58.84	58.75	58.810001	—	signal	entry rank 6 rsi 7.2
v2b-tom	v2b-TOM on Alpaca paper	BMY	buy	37	37	58.84	58.75	58.810001	—	signal	entry rank 6 rsi 7.2
v2b	v2b on Alpaca paper	MRK	buy	15	15	139.83	139.770004	139.539993	—	signal	entry rank 4 rsi 5.3
v2b-tom	v2b-TOM on Alpaca paper	MRK	buy	15	15	139.83	139.770004	139.539993	—	signal	entry rank 4 rsi 5.3
v2b	v2b on Alpaca paper	PFG	buy	19	19	111.060789	111.324997	111.029999	—	signal	entry rank 5 rsi 7.2
v2b-tom	v2b-TOM on Alpaca paper	PFG	buy	19	19	111.060789	111.324997	111.029999	—	signal	entry rank 5 rsi 7.2
v2b	v2b on Alpaca paper	ROST	buy	9	9	226.27	226.770004	226.369995	—	signal	entry rank 3 rsi 4.8
v2b-tom	v2b-TOM on Alpaca paper	ROST	buy	9	9	226.27	226.770004	226.369995	—	signal	entry rank 3 rsi 4.8
v2b	v2b on Alpaca paper	TGT	buy	14	14	152.89	152.755005	152.990005	—	signal	entry rank 1 rsi 2.4
v2b-tom	v2b-TOM on Alpaca paper	TGT	buy	14	14	152.89	152.755005	152.990005	—	signal	entry rank 1 rsi 2.4
v2b	v2b on Alpaca paper	VRTX	buy	4	4	504.17	504.015015	503.50	—	signal	entry rank 2 rsi 2.6
v2b-tom	v2b-TOM on Alpaca paper	VRTX	buy	4	4	504.17	504.015015	503.50	—	signal	entry rank 2 rsi 2.6
v2b	v2b on Alpaca paper	WELL	buy	9	9	224.735555	224.630005	224.160004	—	signal	entry rank 8 rsi 9.8
v2b-tom	v2b-TOM on Alpaca paper	WELL	buy	9	9	224.735555	224.630005	224.160004	—	signal	entry rank 8 rsi 9.8

16 trades opened

18 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
d7	Double 7s on SPY and QQQ	$100,000.00	$100,000.00	$100,063.77	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,014.60	$100,077.15	—	—	Sep 30, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$100,000.00	$100,063.77	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$101,343.00	$101,380.82	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,063.77	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$101,154.14	$101,185.25	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$101,108.66	$101,139.50	—	—	Sep 30, 2026
o11 reserved	—	$100,000.00	—	—	—	—	—

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-05 15:40:33-04:00

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.

Account INTRA1

What the rules decided (6)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 749.12-753.00	2 numbers low 749.115 high 753
Nasdaq opening-range retest	pat	10:25 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:25 ET	—	setup	114	long 114 QQQ: limit 752.99 (edge 753.000), target 760.782, stop 749.109, weight 1.94 (accepted)	14 numbers px 753.54 bar 10 how limit edge 753 side 1 stop 749.1089173126473 limit 752.99 status accepted target 760.7821653747053 weight 1.935194033392062 model_px 753 trend_up 1 range_low 749.115 range_high 753
Nasdaq opening-range retest	pat	10:31 ET	—	filled	107	filled 107 at 752.96 (the rule's 753.000), minute 61	4 numbers how limit minute 61 model_px 753 avg_price 752.96
Nasdaq opening-range retest	pat	15:20 ET	—	breakeven	—	breakeven: stop -> 753.00	3 numbers best 756.91 stop 753 minute 349
Nasdaq opening-range retest	pat	15:59 ET	—	closing	—	closing: time	2 numbers why time minute 389

Orders sent (3)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
pat	QQQ	buy	114	limit	canceled	107	752.96	—	—	10:25 ET
pat	QQQ	sell	107	limit	canceled	0	—	—	—	10:31 ET
pat	QQQ	sell	107	market	filled	107	755.60	—	—	15:59 ET

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
pat	Nasdaq opening-range retest	QQQ	buy	107	—	752.96	753.00	—	10:31 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	107	—	755.60	—	—	15:59 ET	exit	—

1 trade opened

1 trade closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
orb reserved	Stocks-in-play breakout	$45,000.00	—	—	—	—	—
pat	Nasdaq opening-range retest	$45,000.00	$44,741.16	$44,736.33	$44,435.36	—	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 749.12-753.00
10:25 ET · pat · no more entries: one setup a day
10:25 ET · pat · long 114 QQQ: limit 752.99 (edge 753.000), target 760.782, stop 749.109, weight 1.94 (accepted)
10:31 ET · pat · filled 107 at 752.96 (the rule's 753.000), minute 61
15:20 ET · pat · breakeven: stop -> 753.00
15:59 ET · pat · closing: time

The session's numbers

phase

settled

inputs_pat

tick: 0.0060826873526816224
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.

Account INTRA2

What the rules decided (28)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 769.68, previous close 769.64, leverage 2.93, 85 shares a leg	4 numbers open 769.68 shares 85 leverage 2.9341816545181865 prev_close 769.64
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 768.4732954873862 px 770.74 ub 770.8467651489898 pos 0 vwap 770.4589861139712 reason flat: 770.74 in [768.47, 770.85], VWAP 770.46
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 749.35, previous close 749.58, leverage 1.98, 59 shares a leg	4 numbers open 749.35 shares 59 leverage 1.9842369899037473 prev_close 749.58
Noise area	noise	10:00 ET	QQQ	long in	—	—	6 numbers lb 747.2317851073366 px 751.79 ub 751.6988650420267 pos 1 vwap 751.4068726851617 reason long in: 751.79 > band 751.70
Noise area	noise	10:30 ET	SPY	long in	—	—	6 numbers lb 767.7467738411605 px 772.665 ub 771.5733245542533 pos 1 vwap 771.0563199999685 reason long in: 772.66 > band 771.57
Noise area	noise	10:30 ET	QQQ	hold	—	—	6 numbers lb 746.0426493181201 px 753.615 ub 752.8883658158718 pos 1 vwap 752.0902194857957 reason hold: 753.62 in [746.04, 752.89], VWAP 752.09
Noise area	noise	11:00 ET	SPY	hold	—	—	6 numbers lb 767.6791915283102 px 772.775 ub 771.6409103795154 pos 1 vwap 771.4043795211792 reason hold: 772.77 in [767.68, 771.64], VWAP 771.40
Noise area	noise	11:00 ET	QQQ	hold	—	—	6 numbers lb 746.2531708761205 px 753.895 ub 752.6777796419265 pos 1 vwap 752.2528116485604 reason hold: 753.89 in [746.25, 752.68], VWAP 752.25
Noise area	noise	11:30 ET	SPY	hold	—	—	6 numbers lb 767.4784281787853 px 772.85 ub 771.8416841631833 pos 1 vwap 771.6383184310483 reason hold: 772.85 in [767.48, 771.84], VWAP 771.64
Noise area	noise	11:30 ET	QQQ	hold	—	—	6 numbers lb 746.0685266603479 px 753.52 ub 752.8624805310423 pos 1 vwap 752.5080317863144 reason hold: 753.52 in [746.07, 752.86], VWAP 752.51
Noise area	noise	12:00 ET	SPY	hold	—	—	6 numbers lb 767.3557096342794 px 773.31 ub 771.9644090856606 pos 1 vwap 771.831064172314 reason hold: 773.31 in [767.36, 771.96], VWAP 771.83
Noise area	noise	12:00 ET	QQQ	hold	—	—	6 numbers lb 745.8789899660919 px 753.665 ub 753.0520754003027 pos 1 vwap 752.6210723461802 reason hold: 753.66 in [745.88, 753.05], VWAP 752.62
Noise area	noise	12:30 ET	SPY	hold	—	—	6 numbers lb 767.2507426624813 px 773.615 ub 772.069381512839 pos 1 vwap 771.9876969645769 reason hold: 773.62 in [767.25, 772.07], VWAP 771.99
Noise area	noise	12:30 ET	QQQ	hold	—	—	6 numbers lb 745.6812590377183 px 753.8 ub 753.2498670187591 pos 1 vwap 752.706519018026 reason hold: 753.80 in [745.68, 753.25], VWAP 752.71
Noise area	noise	13:00 ET	SPY	hold	—	—	6 numbers lb 767.1634127669192 px 774.075 ub 772.1567159471409 pos 1 vwap 772.2056639354585 reason hold: 774.08 in [767.16, 772.16], VWAP 772.21
Noise area	noise	13:00 ET	QQQ	hold	—	—	6 numbers lb 745.2448624032908 px 754.025 ub 753.686397597573 pos 1 vwap 752.8136019663314 reason hold: 754.02 in [745.24, 753.69], VWAP 752.81
Noise area	noise	13:30 ET	SPY	hold	—	—	6 numbers lb 767.259881333314 px 774.325 ub 772.0602423670481 pos 1 vwap 772.323714709869 reason hold: 774.33 in [767.26, 772.06], VWAP 772.32
Noise area	noise	13:30 ET	QQQ	hold	—	—	6 numbers lb 745.6854542242427 px 754.66 ub 753.2456705445949 pos 1 vwap 752.8709964577099 reason hold: 754.66 in [745.69, 753.25], VWAP 752.87
Noise area	noise	14:00 ET	SPY	hold	—	—	6 numbers lb 767.4753879024418 px 774.765 ub 771.8447245975373 pos 1 vwap 772.4994765945258 reason hold: 774.76 in [767.48, 771.84], VWAP 772.50
Noise area	noise	14:00 ET	QQQ	hold	—	—	6 numbers lb 745.7260132013337 px 755.11 ub 753.2050991186286 pos 1 vwap 753.0553014324606 reason hold: 755.11 in [745.73, 753.21], VWAP 753.06
Noise area	noise	14:30 ET	SPY	hold	—	—	6 numbers lb 767.6130562233283 px 775.15 ub 771.7070491217046 pos 1 vwap 772.7082177968297 reason hold: 775.15 in [767.61, 771.71], VWAP 772.71
Noise area	noise	14:30 ET	QQQ	hold	—	—	6 numbers lb 745.8202742867479 px 755.53 ub 753.1108091014073 pos 1 vwap 753.1863624210083 reason hold: 755.53 in [745.82, 753.11], VWAP 753.19
Noise area	noise	15:00 ET	SPY	hold	—	—	6 numbers lb 767.2842247686697 px 775.565 ub 772.0358976665067 pos 1 vwap 772.9400310789592 reason hold: 775.57 in [767.28, 772.04], VWAP 772.94
Noise area	noise	15:00 ET	QQQ	hold	—	—	6 numbers lb 745.7028009529429 px 755.7 ub 753.2283184916168 pos 1 vwap 753.3271446917812 reason hold: 755.70 in [745.70, 753.23], VWAP 753.33
Noise area	noise	15:30 ET	SPY	hold	—	—	6 numbers lb 766.9914559862019 px 776.11 ub 772.3286816648564 pos 1 vwap 773.3650028742137 reason hold: 776.11 in [766.99, 772.33], VWAP 773.37
Noise area	noise	15:30 ET	QQQ	hold	—	—	6 numbers lb 745.3312992756386 px 756.6 ub 753.5999341949249 pos 1 vwap 753.5950776940905 reason hold: 756.60 in [745.33, 753.60], VWAP 753.60
Noise area	noise	15:45 ET	SPY	close_phase	—	SPY: out at the official close (85 held)	1 number held 85
Noise area	noise	15:45 ET	QQQ	close_phase	—	QQQ: out at the official close (59 held)	1 number held 59

Orders sent (4)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	buy	59	market	filled	59	751.37	—	—	10:00 ET
noise	SPY	buy	85	market	filled	85	772.679412	—	—	10:30 ET
noise	SPY	sell	85	market	expired	0	—	—	—	15:45 ET
noise	QQQ	sell	59	market	expired	0	—	—	—	15:45 ET

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	buy	59	—	751.37	751.79	—	10:00 ET	entry	—
noise	Noise area	SPY	buy	85	—	772.679412	772.665	—	10:30 ET	entry	—

2 trades opened

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
crabel	Crabel's opening range	$45,000.00	$45,070.31	$45,064.98	$45,091.68	—	—
noise	Noise area	$45,000.00	$45,336.61	$45,330.66	$45,391.92	—	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 769.68, previous close 769.64, leverage 2.93, 85 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 770.74 in [768.47, 770.85], VWAP 770.46
10:00 ET · noise · QQQ: open 749.35, previous close 749.58, leverage 1.98, 59 shares a leg
10:00 ET · noise · QQQ 10:00 check: long in: 751.79 > band 751.70
10:30 ET · noise · SPY 10:30 check: long in: 772.66 > band 771.57
10:30 ET · noise · QQQ 10:30 check: hold: 753.62 in [746.04, 752.89], VWAP 752.09
11:00 ET · noise · SPY 11:00 check: hold: 772.77 in [767.68, 771.64], VWAP 771.40
11:00 ET · noise · QQQ 11:00 check: hold: 753.89 in [746.25, 752.68], VWAP 752.25
11:30 ET · noise · SPY 11:30 check: hold: 772.85 in [767.48, 771.84], VWAP 771.64
11:30 ET · noise · QQQ 11:30 check: hold: 753.52 in [746.07, 752.86], VWAP 752.51
12:00 ET · noise · SPY 12:00 check: hold: 773.31 in [767.36, 771.96], VWAP 771.83
12:00 ET · noise · QQQ 12:00 check: hold: 753.66 in [745.88, 753.05], VWAP 752.62
12:30 ET · noise · SPY 12:30 check: hold: 773.62 in [767.25, 772.07], VWAP 771.99
12:30 ET · noise · QQQ 12:30 check: hold: 753.80 in [745.68, 753.25], VWAP 752.71
13:00 ET · noise · SPY 13:00 check: hold: 774.08 in [767.16, 772.16], VWAP 772.21
13:00 ET · noise · QQQ 13:00 check: hold: 754.02 in [745.24, 753.69], VWAP 752.81
13:30 ET · noise · SPY 13:30 check: hold: 774.33 in [767.26, 772.06], VWAP 772.32
13:30 ET · noise · QQQ 13:30 check: hold: 754.66 in [745.69, 753.25], VWAP 752.87
14:00 ET · noise · SPY 14:00 check: hold: 774.76 in [767.48, 771.84], VWAP 772.50
14:00 ET · noise · QQQ 14:00 check: hold: 755.11 in [745.73, 753.21], VWAP 753.06
14:30 ET · noise · SPY 14:30 check: hold: 775.15 in [767.61, 771.71], VWAP 772.71
14:30 ET · noise · QQQ 14:30 check: hold: 755.53 in [745.82, 753.11], VWAP 753.19
15:00 ET · noise · SPY 15:00 check: hold: 775.57 in [767.28, 772.04], VWAP 772.94
15:00 ET · noise · QQQ 15:00 check: hold: 755.70 in [745.70, 753.23], VWAP 753.33
15:30 ET · noise · SPY 15:30 check: hold: 776.11 in [766.99, 772.33], VWAP 773.37
15:30 ET · noise · QQQ 15:30 check: hold: 756.60 in [745.33, 753.60], VWAP 753.60
15:45 ET · noise · SPY: out at the official close (85 held)
15:45 ET · noise · QQQ: out at the official close (59 held)

Notes

16:02:41 INTRA2 still holds 59 QQQ after the close
16:02:41 INTRA2 still holds 85 SPY after the close

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.9842369899037473
SPY.leverage: 2.9341816545181865
QQQ.prev_close: 749.58
SPY.prev_close: 769.64
QQQ.sigma_10:00: 0.0028267363617313157
SPY.sigma_10:00: 0.0015159094025956848

inputs_crabel

armed: false
stretch: 1.155987548828125
qqq_over_qqqm: 2.42826136253199

Record Alpaca

Cost model

Account MA

What the rules decided (2)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
—	—	—	SPY	OFF	—	OFF:G2	6 numbers x 15.31 vix 15.31 asof 2026-10-02 known true vix3m 18.01 x_median 15.780000000000001
—	—	—	QQQ	OFF	—	OFF:G2	6 numbers x 21.2 vix 15.31 asof 2026-10-02 known true vix3m 18.01 x_median 21.475

Warnings

prices.parquet ends 2026-10-02, BEFORE the 2026-10-05 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_prices.py
returns.parquet ends 2026-10-02, BEFORE the 2026-10-05 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_returns.py
features.parquet ends 2026-10-02, BEFORE the 2026-10-05 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: 4

ledger

graded: 0
emitted: 0
skipped: 0
wb_graded: 413
wb_emitted: 182
ledger_open: true
exploration_emitted: 4
exploration_skipped: 0

season

gate_next

QQQ: ON
SPY: OFF:G2

sb_running

champion.QQQ-IC.n: 1
champion.QQQ-PS.n: 1
champion.SPY-PS.n: 1
exploration.QQQ-IC.n: 1
exploration.QQQ-PS.n: 1
exploration.SPY-PS.n: 1
champion.QQQ-IC.net_usd_total: 321.6345929742653
champion.QQQ-PS.net_usd_total: 224.5288093229141
champion.SPY-PS.net_usd_total: 155.40165416388209
exploration.QQQ-IC.net_usd_total: 321.6345929742653
exploration.QQQ-PS.net_usd_total: 224.5288093229141
exploration.SPY-PS.net_usd_total: 155.40165416388209

is_entry_day

false

watch_basket

vol: 1
long: 46
short: 135
conflict: 77
available: true

sc_candidates

sc_exploration

signals_schema

d1.6

index_vol_through

2026-10-09

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.

The session's numbers

entries

B0: 0
F2: 0
V2: 0

coverage

QQQ.rows: 22280
SPY.rows: 22969
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 32
SPY.contracts_0dte: 32
QQQ.longest_gap_min: 1
SPY.longest_gap_min: 1

triggers

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

The session's numbers

entries

info-A: 2
info-C: 2
info-D: 8
info-E: 2
info-G: 1

funnels

v5-D.QQQ.room: 5
v5-G.QQQ.room: 1
info-B.QQQ.room: 1
info-C.QQQ.room: 1
info-D.QQQ.room: 5
info-G.QQQ.room: 1
v5-A.QQQ.window: 3
v5-A.SPY.window: 2
info-A.QQQ.window: 3
info-A.SPY.window: 2
info-C.SPY.window: 1
info-A.QQQ.entries: 1
info-A.SPY.entries: 1
info-C.SPY.entries: 2
info-D.QQQ.entries: 4
info-D.SPY.entries: 4
info-E.QQQ.entries: 1
info-E.SPY.entries: 1
info-G.SPY.entries: 1
v5-A.QQQ.candidates: 4
v5-A.SPY.candidates: 3
v5-D.QQQ.candidates: 6
v5-D.SPY.candidates: 6
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.candidates: 4
info-A.SPY.candidates: 3
info-B.QQQ.candidates: 1
info-C.QQQ.candidates: 1
info-C.SPY.candidates: 3
info-D.QQQ.candidates: 10
info-D.SPY.book_limit: 5
info-D.SPY.candidates: 10
info-E.QQQ.candidates: 1
info-E.SPY.candidates: 1
info-G.QQQ.candidates: 1
info-G.SPY.candidates: 1
v5-A.QQQ.premium_gate: 1
v5-A.SPY.premium_gate: 1
v5-D.QQQ.premium_gate: 1
v5-D.SPY.premium_gate: 6
v5-G.SPY.premium_gate: 1
info-D.QQQ.position_open: 1
info-D.SPY.position_open: 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; also logged at no costs and at $0.02 a side

The session's numbers

entries

info-eod: 2
info-noise: 2

funnels

info-eod.QQQ.entries: 1
info-eod.SPY.entries: 1
info-noise.QQQ.entries: 1
info-noise.SPY.entries: 1
info-eod.QQQ.candidates: 1
info-eod.SPY.candidates: 1
info-noise.QQQ.candidates: 1
info-noise.SPY.candidates: 1

Record Forward log
Cost model: P4-GAP and 4 more
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side
For P4-GAP, info-eod, info-gap-K, info-gap25 and info-noise.
Record Forward log
Cost model: info-gap-close
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level; also logged at no costs and at $0.02 a side

Time (ET)	Log	Symbol	Side	Rules	Contract	Exit	Exit by	Net	Record
10:00	forward-p4	QQQ	call	info-noise: ENTRY	C752 at 1.51	15:55 ET	time	+122.3%	(1)
10:08	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:10	forward-p4	SPY	call	info-noise: ENTRY	C772 at 1.00	15:55 ET	time	+112.7%	(1)
10:10	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:14	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
11:00	forward-v5	SPY	call	info-D: ENTRY	C775 at 0.22	11:03 ET	stop	−35.4%	(2)
11:08	forward	QQQ	put	B0: bias, V2: breadth, F2: room	—	—	—	—	—
11:30	forward-v5	SPY	call	info-D: ENTRY	C775 at 0.18	12:03 ET	stop	−37.8%	(2)
11:34	forward-v5	SPY	call	info-G: ENTRY	C775 at 0.22	11:35 ET	stop	−35.4%	(2)
11:38	forward-v5	SPY	call	info-A: ENTRY	C775 at 0.19	12:03 ET	stop	−37.1%	(2)
12:14	forward-v5	SPY	call	info-C: ENTRY	C775 at 0.16	12:15 ET	stop	−39.4%	(2)
12:30	forward-v5	SPY	call	info-D: ENTRY	C776 at 0.10	12:30 ET	stop	−48.0%	(2)
13:00	forward-v5	SPY	call	info-D: ENTRY	C776 at 0.14	13:03 ET	stop	−45.0%	(2)
13:12	forward-v5	SPY	call	info-C: ENTRY	C776 at 0.12	13:32 ET	stop	−44.2%	(2)
13:30	forward-v5	QQQ	call	info-D: ENTRY	C757 at 0.10	14:05 ET	stop	+32.0%	(2)
13:48	forward-v5	QQQ	call	info-A: ENTRY	C757 at 0.17	13:59 ET	stop	−38.5%	(2)
14:30	forward-v5	QQQ	call	info-D: ENTRY	C757 at 0.15	14:31 ET	stop	−40.3%	(2)
15:00	forward-p4	QQQ	call	info-eod: ENTRY	C755 at 1.00	15:10 ET	time	+25.7%	(1)
15:00	forward-p4	SPY	call	info-eod: ENTRY	C775 at 0.83	15:10 ET	time	+9.3%	(1)
15:00	forward-v5	QQQ	call	info-D: ENTRY	C757 at 0.14	15:24 ET	stop	+113.9%	(2)
15:00	forward-v5	QQQ	call	info-E: ENTRY	C757 at 0.14	15:24 ET	stop	+113.9%	(2)
15:00	forward-v5	SPY	call	info-E: ENTRY	C777 at 0.11	15:08 ET	stop	+33.6%	(2)
15:30	forward-v5	QQQ	call	info-D: ENTRY	C758 at 0.08	15:33 ET	stop	−53.8%	(2)

(1)
Record Forward log
Cost model
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side
(2)
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; also logged at no costs and at $0.02 a side

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 5, 2026	Oct 7, 2026	DAILY	v2b-TOM on Alpaca paper	AMGN	long	5	402.978	413.517	+$52.69	+$52.62	+2.62%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 8, 2026	DAILY	v2b-TOM on Alpaca paper	BMY	long	37	58.84	59.6131	+$28.60	+$28.09	+1.31%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 9, 2026	DAILY	v2b-TOM on Alpaca paper	MRK	long	15	139.83	145.56	+$85.95	+$85.74	+4.10%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	—	DAILY	v2b-TOM on Alpaca paper	PFG	long	19	111.060789	—	—	—	—	−$72.21	—	—	open	Trade journal (1)
Oct 5, 2026	Oct 12, 2026	DAILY	v2b-TOM on Alpaca paper	ROST	long	9	226.27	225.85	−$3.78	−$3.91	−0.19%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 8, 2026	DAILY	v2b-TOM on Alpaca paper	TGT	long	14	152.89	154.94	+$28.70	+$28.50	+1.34%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 7, 2026	DAILY	v2b-TOM on Alpaca paper	VRTX	long	4	504.17	505.79	+$6.48	+$6.42	+0.32%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 9, 2026	DAILY	v2b-TOM on Alpaca paper	WELL	long	9	224.7356	225.7283	+$8.94	+$8.81	+0.44%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 7, 2026	DAILY	v2b on Alpaca paper	AMGN	long	5	402.978	413.517	+$52.69	+$52.62	+2.62%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 8, 2026	DAILY	v2b on Alpaca paper	BMY	long	37	58.84	59.6131	+$28.60	+$28.09	+1.31%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 9, 2026	DAILY	v2b on Alpaca paper	MRK	long	15	139.83	145.56	+$85.95	+$85.74	+4.10%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	—	DAILY	v2b on Alpaca paper	PFG	long	19	111.060789	—	—	—	—	−$72.21	—	—	open	Trade journal (1)
Oct 5, 2026	Oct 12, 2026	DAILY	v2b on Alpaca paper	ROST	long	9	226.27	225.85	−$3.78	−$3.91	−0.19%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 8, 2026	DAILY	v2b on Alpaca paper	TGT	long	14	152.89	154.94	+$28.70	+$28.50	+1.34%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 7, 2026	DAILY	v2b on Alpaca paper	VRTX	long	4	504.17	505.79	+$6.48	+$6.42	+0.32%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 9, 2026	DAILY	v2b on Alpaca paper	WELL	long	9	224.7356	225.7283	+$8.94	+$8.81	+0.44%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 5, 2026	Oct 5, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	107	752.96	755.60	+$282.48	+$280.98	+0.35%	—	327.9 minutes	time	closed	Trade journal (2)
Oct 5, 2026	Oct 6, 2026	INTRA2	Noise area	QQQ	long	59	751.37	759.871017	+$501.56	+$500.73	+1.13%	—	1,414.1 minutes	flatten	closed	Trade journal (2)
Oct 5, 2026	Oct 6, 2026	INTRA2	Noise area	SPY	long	85	772.679412	778.385177	+$484.99	+$483.80	+0.74%	—	1,384.2 minutes	flatten	closed	Trade journal (2)
Oct 5, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	AMGN	long	5	402.980011	413.079987	+$49.47	—	+2.41%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	BMY	long	37	58.810001	59.580002	+$27.39	—	+1.21%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	GILD	long	15	144.630005	146.850006	+$32.20	—	+1.43%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	MRK	long	15	139.539993	142.789993	+$47.68	—	+2.23%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	PFE	long	79	27.41	28.00	+$45.50	—	+2.05%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	—	SIM-V2B-TOM	v2b-TOM	PFG	long	19	111.029999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 5, 2026	Oct 12, 2026	SIM-V2B-TOM	v2b-TOM	ROST	long	9	226.369995	225.839996	−$5.79	—	−0.33%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	TGT	long	14	152.990005	154.759995	+$23.70	—	+1.06%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	VRTX	long	4	503.50	505.640015	+$7.55	—	+0.33%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B-TOM	v2b-TOM	VZ	long	48	45.849998	45.77	−$4.94	—	−0.27%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 8, 2026	SIM-V2B	v2b	BMY	long	37	58.810001	59.580002	+$27.39	—	+1.21%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B	v2b	GILD	long	15	144.630005	146.850006	+$32.20	—	+1.43%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B	v2b	MRK	long	15	139.539993	142.789993	+$47.68	—	+2.23%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B	v2b	PFE	long	79	27.41	28.00	+$45.50	—	+2.05%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	—	SIM-V2B	v2b	PFG	long	19	111.029999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 5, 2026	Oct 12, 2026	SIM-V2B	v2b	ROST	long	9	226.369995	225.839996	−$5.79	—	−0.33%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 8, 2026	SIM-V2B	v2b	TGT	long	14	152.990005	154.759995	+$23.70	—	+1.06%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B	v2b	VRTX	long	4	503.50	505.640015	+$7.55	—	+0.33%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 5, 2026	Oct 7, 2026	SIM-V2B	v2b	VZ	long	48	45.849998	45.77	−$4.94	—	−0.27%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 2, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	DXCM	long	25	85.36	86.9208	+$39.02	+$38.67	+1.83%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	GPN	long	27	78.43	82.24	+$102.87	+$102.49	+4.86%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	IQV	long	8	258.87	266.5063	+$61.09	+$60.98	+2.95%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	DXCM	long	25	85.36	86.9208	+$39.02	+$38.67	+1.83%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	GPN	long	27	78.43	82.24	+$102.87	+$102.49	+4.86%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	IQV	long	8	258.87	266.5063	+$61.09	+$60.98	+2.95%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	DXCM	long	25	85.360001	86.900002	+$37.41	—	+1.70%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 2, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	GPN	long	27	78.379997	82.18	+$101.49	—	+4.75%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 2, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	IQV	long	8	258.209991	266.089996	+$61.98	—	+2.95%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 2, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	KO	long	25	85.650002	86.510002	+$20.42	—	+0.90%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 2, 2026	Oct 5, 2026	SIM-V2B	v2b	DXCM	long	25	85.360001	86.900002	+$37.41	—	+1.70%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 2, 2026	Oct 5, 2026	SIM-V2B	v2b	GPN	long	27	78.379997	82.18	+$101.49	—	+4.75%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 1, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	HOOD	long	19	111.0124	113.9111	+$55.08	+$54.81	+2.61%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	STT	long	12	174.12	176.43	+$27.72	+$27.55	+1.33%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	HOOD	long	19	111.0124	113.9111	+$55.08	+$54.81	+2.61%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	STT	long	12	174.12	176.43	+$27.72	+$27.55	+1.33%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 5, 2026	SIM-V2B	v2b	KO	long	25	86.099998	86.510002	+$9.17	—	+0.38%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 1, 2026	Oct 5, 2026	SIM-V2B	v2b	STT	long	12	174.619995	176.369995	+$19.94	—	+0.90%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	COIN	long	11	186.39	188.14	+$19.25	+$19.10	+0.94%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	ELV	long	5	388.81	395.13	+$31.60	+$31.53	+1.63%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	KO	long	7	86.10	86.27	+$1.19	+$1.09	+0.20%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b-TOM on Alpaca paper	NTRS	long	12	169.37	170.35	+$11.76	+$11.59	+0.58%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	COIN	long	11	186.39	188.14	+$19.25	+$19.10	+0.94%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	ELV	long	5	388.81	395.13	+$31.60	+$31.53	+1.63%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	KO	long	7	86.10	86.27	+$1.19	+$1.09	+0.20%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	DAILY	v2b on Alpaca paper	NTRS	long	12	169.37	170.35	+$11.76	+$11.59	+0.58%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Sep 30, 2026	Oct 5, 2026	SIM-V2B-TOM	v2b-TOM	EG	long	5	365.170013	366.809998	+$7.28	—	+0.35%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 30, 2026	Oct 5, 2026	SIM-V2B	v2b	EG	long	5	365.170013	366.809998	+$7.28	—	+0.35%	—	—	close>sma_exit	closed	Local ledger (3)
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 (3)
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 (3)
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 (3)
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 (3)
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 (3)
Sep 28, 2026	Oct 5, 2026	SIM-V2B	v2b	ELV	long	5	394.589996	394.51001	−$1.39	—	−0.12%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 28, 2026	Oct 5, 2026	SIM-V2B	v2b	HOOD	long	18	116.459999	114.110001	−$43.33	—	−2.12%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 28, 2026	Oct 5, 2026	SIM-V2B	v2b	MS	long	11	193.639999	190.190002	−$39.00	—	−1.88%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 28, 2026	Oct 5, 2026	SIM-V2B	v2b	NEM	long	18	116.050003	115.82	−$5.18	—	−0.30%	—	—	close>sma_exit	closed	Local ledger (3)

(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)
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)
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.