Tue, Oct 6, 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 43 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	1 min 56 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 $1,004,908.02

What the rules decided (20)

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: not a Monday	4 numbers close 779.6199951171875 target 0 values low 777.9600219726562 high 781.6199951171875 open 778.1500244140625 close 779.6199951171875 monday false prev_high 776.6099853515625 prev_close 774.8300170898438 prev2_close 769.6400146484375 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 760.25 target 0 values low 759.0999755859375 high 762.8599853515625 open 760.5399780273438 close 760.25 monday false prev_high 756.9199829101562 prev_close 756.2000122070312 prev2_close 749.5800170898438 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 779.6199951171875 target 0 values ibs 0.45354790294338365 low 777.9600219726562 high 781.6199951171875 open 778.1500244140625 close 779.6199951171875 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 760.25 target 0 values ibs 0.3058567625478865 low 759.0999755859375 high 762.8599853515625 open 760.5399780273438 close 760.25 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 779.6199951171875 target 0 values low 777.9600219726562 high 781.6199951171875 open 778.1500244140625 rsi2 97.34436232367914 sma5 770.1420043945312 close 779.6199951171875 sma200 718.1323091910889 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 760.25 target 0 values low 759.0999755859375 high 762.8599853515625 open 760.5399780273438 rsi2 98.60779063716963 sma5 749.566015625 close 760.25 sma200 668.7841358813041 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 779.6199951171875 target 0 values low 777.9600219726562 high 781.6199951171875 low7 762.6300048828125 open 778.1500244140625 close 779.6199951171875 high7 779.6199951171875 sma200 718.1323091910889 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 760.25 target 0 values low 759.0999755859375 high 762.8599853515625 low7 736.530029296875 open 760.5399780273438 close 760.25 high7 760.25 sma200 668.7841358813041 holding 0
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 779.6199951171875 target 1 values low 777.9600219726562 high 781.6199951171875 open 778.1500244140625 close 779.6199951171875 sma200 718.1323091910889 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 760.25 target 1 values low 759.0999755859375 high 762.8599853515625 open 760.5399780273438 close 760.25 sma200 668.7841358813041 holding 1
v2b on Alpaca paper	v2b	15:41 ET	IFF	sell	26	close>sma_exit	10 numbers adv 132165225 rsi 68.46381893298576 close 83.58999633789062 sma_exit 83.1740005493164 tradable true raw_close 83.58999633789062 sma_trend 75.82906230926514 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	MMM	sell	13	close>sma_exit	10 numbers adv 487293873.25286865 rsi 63.00347199772036 close 163.77499389648438 sma_exit 163.2049987792969 tradable true raw_close 163.77499389648438 sma_trend 159.49382209777832 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	INTC	buy	19	entry rank 1 rsi 5.8	10 numbers adv 10288149912.082672 rsi 5.755925491050032 rank 1 close 113.23989868164062 sma_exit 117.79798126220703 tradable true raw_close 113.23989868164062 sma_trend 81.95924949645996 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	SNDK	buy	1	entry rank 2 rsi 9.3	10 numbers adv 18027177668.725586 rsi 9.312755834086712 rank 2 close 1657.4100341796875 sma_exit 1721.8280029296875 tradable true raw_close 1657.4100341796875 sma_trend 1160.579923171997 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	DGX	buy	9	entry rank 3 rsi 9.9	10 numbers adv 219295267.60559082 rsi 9.926489275570258 rank 3 close 227.19500732421875 sma_exit 231.3810028076172 tradable true raw_close 227.19500732421875 sma_trend 205.68871063232422 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	IFF	sell	26	close>sma_exit	10 numbers adv 132165225 rsi 68.46381893298576 close 83.58999633789062 sma_exit 83.1740005493164 tradable true raw_close 83.58999633789062 sma_trend 75.82906230926514 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MMM	sell	13	close>sma_exit	10 numbers adv 487293873.25286865 rsi 63.00347199772036 close 163.77499389648438 sma_exit 163.2049987792969 tradable true raw_close 163.77499389648438 sma_trend 159.49382209777832 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	INTC	buy	19	entry rank 1 rsi 5.8	10 numbers adv 10288149912.082672 rsi 5.755925491050032 rank 1 close 113.23989868164062 sma_exit 117.79798126220703 tradable true raw_close 113.23989868164062 sma_trend 81.95924949645996 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	SNDK	buy	1	entry rank 2 rsi 9.3	10 numbers adv 18027177668.725586 rsi 9.312755834086712 rank 2 close 1657.4100341796875 sma_exit 1721.8280029296875 tradable true raw_close 1657.4100341796875 sma_trend 1160.579923171997 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DGX	buy	9	entry rank 3 rsi 9.9	10 numbers adv 219295267.60559082 rsi 9.926489275570258 rank 3 close 227.19500732421875 sma_exit 231.3810028076172 tradable true raw_close 227.19500732421875 sma_trend 205.68871063232422 exit_signal false entry_signal true

Orders sent (5)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	DGX	buy	18	—	filled	18	227.86	228.389999	−23.2 bp	15:57 ET
netted	IFF	sell	52	—	filled	52	83.83	83.919998	+10.7 bp	15:55 ET
netted	INTC	buy	38	—	filled	38	113.099474	112.50	+53.3 bp	15:55 ET
netted	MMM	sell	26	—	filled	26	164.04	163.639999	−24.4 bp	15:55 ET
netted	SNDK	buy	2	—	filled	2	1,660.66	1,660.459961	+1.2 bp	15:55 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.

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
DGX	buy	18	227.86	228.389999	−23.2 bp
IFF	sell	52	83.83	83.919998	+10.7 bp
INTC	buy	38	113.099474	112.50	+53.3 bp
MMM	sell	26	164.04	163.639999	−24.4 bp
SNDK	buy	2	1,660.66	1,660.459961	+1.2 bp

What filled (10)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	IFF	sell	26	26	83.83	83.589996	83.919998	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	IFF	sell	26	26	83.83	83.589996	83.919998	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	MMM	sell	13	13	164.04	163.774994	163.639999	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	MMM	sell	13	13	164.04	163.774994	163.639999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DGX	buy	9	9	227.86	227.195007	228.389999	—	signal	entry rank 3 rsi 9.9
v2b-tom	v2b-TOM on Alpaca paper	DGX	buy	9	9	227.86	227.195007	228.389999	—	signal	entry rank 3 rsi 9.9
v2b	v2b on Alpaca paper	INTC	buy	19	19	113.099474	113.239899	112.50	—	signal	entry rank 1 rsi 5.8
v2b-tom	v2b-TOM on Alpaca paper	INTC	buy	19	19	113.099474	113.239899	112.50	—	signal	entry rank 1 rsi 5.8
v2b	v2b on Alpaca paper	SNDK	buy	1	1	1,660.66	1,657.410034	1,660.459961	—	signal	entry rank 2 rsi 9.3
v2b-tom	v2b-TOM on Alpaca paper	SNDK	buy	1	1	1,660.66	1,657.410034	1,660.459961	—	signal	entry rank 2 rsi 9.3

6 trades opened

4 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	$100,079.71	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,014.60	$100,093.10	—	—	Sep 30, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$100,000.00	$100,079.71	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$101,847.46	$101,885.45	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,079.71	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$101,487.52	$101,519.38	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$101,442.06	$101,473.65	—	—	Sep 30, 2026
o11 reserved	—	$100,000.00	—	—	—	—	—

Notes

drift ibs QQQ: snapshot target 0, final close 1

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-06 15:39:57-04:00

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 (5)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 759.18-761.62	2 numbers low 759.18 high 761.62
Nasdaq opening-range retest	pat	10:10 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:10 ET	—	setup	182	long 182 QQQ: limit 761.61 (edge 761.620), target 766.512, stop 759.174, weight 3.11 (accepted)	14 numbers px 762.03 bar 7 how limit edge 761.62 side 1 stop 759.173916613152 limit 761.61 status accepted target 766.5121667736961 weight 3.1136305658876267 model_px 761.62 trend_up 1 range_low 759.18 range_high 761.62
Nasdaq opening-range retest	pat	10:12 ET	—	filled	135	filled 135 at 761.61 (the rule's 761.620), minute 41	4 numbers how limit minute 41 model_px 761.62 avg_price 761.61
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	182	limit	canceled	179	761.595251	—	—	10:10 ET
pat	QQQ	sell	179	limit	canceled	0	—	—	—	10:12 ET
pat	QQQ	sell	179	market	filled	179	759.678101	—	—	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	179	—	761.595251	761.62	—	10:12 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	179	—	759.678101	—	—	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	$44,397.99	$44,390.65	$44,074.90	—	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 759.18-761.62
10:10 ET · pat · no more entries: one setup a day
10:10 ET · pat · long 182 QQQ: limit 761.61 (edge 761.620), target 766.512, stop 759.174, weight 3.11 (accepted)
10:12 ET · pat · filled 135 at 761.61 (the rule's 761.620), minute 41
15:59 ET · pat · closing: time

The session's numbers

phase

settled

inputs_pat

tick: 0.006083386847998354
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

Orders sent (2)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	sell	59	market	filled	59	759.871017	—	—	09:30 ET
noise	SPY	sell	85	market	filled	85	778.385177	—	—	09:30 ET

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	sell	59	—	759.871017	—	—	09:34 ET	flatten	—
noise	Noise area	SPY	sell	85	—	778.385177	—	—	09:34 ET	flatten	—

2 trades closed

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	$45,855.39	$45,848.43	$45,296.33	—	—

Events

09:20 ET · noise · no entries today
09:20 ET · crabel · no entries today

Notes

09:20:07 INTRA2 does not trade today: holds 59 QQQ (closed at the open); holds 85 SPY (closed at the open)

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 2.0681989649856036
SPY.leverage: 2.9433510331737835
QQQ.prev_close: 756.2
SPY.prev_close: 774.83
QQQ.sigma_10:00: 0.0030384287918009717
SPY.sigma_10:00: 0.0015542103930398232

inputs_crabel

armed: false
stretch: 1.174981689453125
qqq_over_qqqm: 2.4283879254977525

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 15.52 vix 15.52 asof 2026-10-05 known true vix3m 18 x_median 15.780000000000001
—	—	—	QQQ	ON	—	ON	6 numbers x 21.7 vix 15.52 asof 2026-10-05 known true vix3m 18 x_median 21.475

Warnings

prices.parquet ends 2026-10-02, BEFORE the 2026-10-06 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 2026-10-06 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 2026-10-06 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 4
candidates: 0
exploration: 3

ledger

graded: 4
emitted: 0
skipped: 0
wb_graded: 438
wb_emitted: 151
ledger_open: true
exploration_emitted: 3
exploration_skipped: 0

season

gate_next

QQQ: OFF:G2
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: 0
long: 30
short: 121
conflict: 78
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: 1
F2: 1
V2: 1

coverage

QQQ.rows: 17884
SPY.rows: 19701
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 24
SPY.contracts_0dte: 26
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

v5-G: 1
info-A: 1
info-C: 1
info-D: 1
info-E: 1
info-G: 2

funnels

v5-A.QQQ.bias: 1
info-C.SPY.room: 1
info-E.QQQ.room: 1
v5-A.QQQ.window: 4
v5-A.SPY.window: 1
v5-G.QQQ.entries: 1
info-A.QQQ.window: 3
info-A.SPY.window: 1
info-C.QQQ.window: 1
info-C.SPY.window: 2
info-A.QQQ.entries: 1
info-C.QQQ.entries: 1
info-D.SPY.entries: 1
info-E.SPY.entries: 1
info-G.QQQ.entries: 1
info-G.SPY.entries: 1
v5-A.QQQ.candidates: 5
v5-A.SPY.candidates: 1
v5-D.SPY.candidates: 3
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.book_limit: 1
info-A.QQQ.candidates: 5
info-A.SPY.candidates: 1
info-C.QQQ.candidates: 2
info-C.SPY.candidates: 3
info-D.SPY.candidates: 3
info-E.QQQ.candidates: 1
info-E.SPY.candidates: 1
info-G.QQQ.candidates: 1
info-G.SPY.candidates: 1
v5-D.SPY.premium_gate: 3
v5-G.SPY.premium_gate: 1
info-D.SPY.position_open: 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

The session's numbers

entries

P4-GAP: 1
info-eod: 2
info-gap-K: 1
info-gap25: 1
info-noise: 1
info-gap-close: 1

funnels

P4-GAP.SPY.entries: 1
info-eod.QQQ.entries: 1
info-eod.SPY.entries: 1
P4-GAP.SPY.candidates: 1
info-gap-K.SPY.entries: 1
info-gap25.SPY.entries: 1
info-noise.SPY.entries: 1
info-eod.QQQ.candidates: 1
info-eod.SPY.candidates: 1
info-gap-K.SPY.candidates: 1
info-gap25.SPY.candidates: 1
info-noise.SPY.candidates: 1
info-gap-close.SPY.entries: 1
info-gap-close.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
09:36	forward-p4	SPY	call	P4-GAP: ENTRY	C778 at 1.36	10:06 ET	time	+74.8%	(1)
09:36	forward-p4	SPY	call	info-gap-K: ENTRY	C780 at 0.55	10:06 ET	time	+104.9%	(1)
09:36	forward-p4	SPY	call	info-gap-close: ENTRY	C778 at 1.36	15:53 ET	stop	+48.7%	(2)
09:36	forward-p4	SPY	call	info-gap25: ENTRY	C778 at 1.36	10:06 ET	time	+74.8%	(1)
10:00	forward-p4	SPY	call	info-noise: ENTRY	C780 at 1.11	10:27 ET	stop	−37.1%	(1)
10:38	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
11:00	forward-v5	SPY	call	info-D: ENTRY	C782 at 0.35	12:16 ET	stop	−31.6%	(2)
11:04	forward-v5	QQQ	call	info-G: ENTRY	C764 at 0.47	11:30 ET	stop	−29.9%	(2)
11:04	forward-v5	QQQ	call	v5-G: ENTRY	C764 at 0.47	11:30 ET	stop	−29.9%	(2)
11:06	forward-v5	SPY	call	info-G: ENTRY	C783 at 0.23	11:45 ET	stop	−35.0%	(2)
11:42	forward-v5	QQQ	call	info-C: ENTRY	C764 at 0.35	11:45 ET	stop	−31.6%	(2)
13:18	forward-v5	QQQ	put	info-A: ENTRY	P758 at 0.28	13:25 ET	stop	−33.2%	(2)
13:28	forward	SPY	call	B0: ENTRY, V2: ENTRY, F2: ENTRY	C782 at 0.08	13:28 ET	stop	−53.8%	(3)
15:00	forward-p4	QQQ	call	info-eod: ENTRY	C760 at 1.19	15:10 ET	time	−37.2%	(1)
15:00	forward-p4	SPY	call	info-eod: ENTRY	C779 at 1.22	15:10 ET	time	−23.2%	(1)
15:00	forward-v5	SPY	call	info-E: ENTRY	C781 at 0.13	15:07 ET	stop	−42.7%	(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
(3)
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

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 6, 2026	Oct 8, 2026	DAILY	v2b-TOM on Alpaca paper	DGX	long	9	227.86	230.66	+$25.20	+$25.07	+1.23%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 6, 2026	—	DAILY	v2b-TOM on Alpaca paper	INTC	long	19	113.099474	—	—	—	—	−$336.86	—	—	open	Trade journal (1)
Oct 6, 2026	—	DAILY	v2b-TOM on Alpaca paper	SNDK	long	1	1,660.66	—	—	—	—	−$265.83	—	—	open	Trade journal (1)
Oct 6, 2026	Oct 8, 2026	DAILY	v2b on Alpaca paper	DGX	long	9	227.86	230.66	+$25.20	+$25.07	+1.23%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 6, 2026	—	DAILY	v2b on Alpaca paper	INTC	long	19	113.099474	—	—	—	—	−$336.86	—	—	open	Trade journal (1)
Oct 6, 2026	—	DAILY	v2b on Alpaca paper	SNDK	long	1	1,660.66	—	—	—	—	−$265.83	—	—	open	Trade journal (1)
Oct 6, 2026	Oct 6, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	179	761.595251	759.678101	−$343.17	−$345.68	−0.25%	—	347.1 minutes	time	closed	Trade journal (2)
Oct 6, 2026	—	INTRA2	Noise area	SPY	long	0	—	—	—	—	—	—	—	—	rule only	Trade journal (2)
Oct 6, 2026	—	INTRA2	Noise area	SPY	long	0	—	—	—	—	—	—	—	—	rule only	Trade journal (2)
Oct 6, 2026	—	SIM-V2B-TOM	v2b-TOM	INTC	long	19	112.50	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 6, 2026	—	SIM-V2B	v2b	INTC	long	19	112.50	—	—	—	—	—	—	—	open	Local ledger (3)
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 2, 2026	Oct 6, 2026	DAILY	v2b-TOM on Alpaca paper	MMM	long	13	161.67	164.04	+$30.81	+$30.63	+1.47%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 6, 2026	DAILY	v2b on Alpaca paper	MMM	long	13	161.67	164.04	+$30.81	+$30.63	+1.47%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 2, 2026	Oct 6, 2026	SIM-V2B-TOM	v2b-TOM	IFF	long	26	82.419998	83.919998	+$37.91	—	+1.72%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 1, 2026	Oct 6, 2026	DAILY	v2b-TOM on Alpaca paper	IFF	long	26	83.05	83.83	+$20.28	+$19.92	+0.94%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 6, 2026	DAILY	v2b on Alpaca paper	IFF	long	26	83.05	83.83	+$20.28	+$19.92	+0.94%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 6, 2026	SIM-V2B	v2b	IFF	long	26	83.120003	83.919998	+$19.71	—	+0.86%	—	—	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.