Session day
Wed, Oct 7, 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) | Job | Outcome | What it does | Took | Error |
|---|---|---|---|---|---|
| 20:30 | odte-forward | ran | protocol 2's forward log (B0, V2, F2) | 1 min 45 s | — |
| 21:00 | odte-forward-v5 | ran | protocol 3's information log | 1 min 59 s | — |
| 21:15 | odte-forward-p4 | ran | protocol 4's log (P4-GAP and five information rules) | 7 s | — |
DAILY · Systematic equity
traded
Decided at 15:41 ET
Account DAILY; Alpaca equity at the settle $1,004,239.34
What the rules decided (29)
| 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
|
| Turnaround Tuesday on SPY and QQQ shares | tt | 15:41 ET | QQQ | flat | — | flat: not a Monday | 4 numbers
|
| IBS on SPY and QQQ | ibs | 15:41 ET | SPY | flat | — | flat: no entry | 4 numbers
|
| IBS on SPY and QQQ | ibs | 15:41 ET | QQQ | flat | — | flat: no entry | 4 numbers
|
| RSI(2) on SPY and QQQ | rsi2 | 15:41 ET | SPY | flat | — | flat: no entry | 4 numbers
|
| RSI(2) on SPY and QQQ | rsi2 | 15:41 ET | QQQ | flat | — | flat: no entry | 4 numbers
|
| Double 7s on SPY and QQQ | d7 | 15:41 ET | SPY | flat | — | flat: no entry | 4 numbers
|
| Double 7s on SPY and QQQ | d7 | 15:41 ET | QQQ | flat | — | flat: no entry | 4 numbers
|
| The 200-day trend on SPY and QQQ | tr200 | 15:41 ET | SPY | hold | — | hold | 4 numbers
|
| The 200-day trend on SPY and QQQ | tr200 | 15:41 ET | QQQ | hold | — | hold | 4 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | AMGN | sell | 5 | close>sma_exit | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | GILD | sell | 15 | close>sma_exit | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | JNJ | sell | 8 | close>sma_exit | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | PFE | sell | 78 | close>sma_exit | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | VRTX | sell | 4 | close>sma_exit | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | SOLV | buy | 25 | entry rank 1 rsi 3.1 | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | EG | buy | 6 | entry rank 2 rsi 4.4 | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | QCOM | buy | 12 | entry rank 3 rsi 9.0 | 10 numbers
|
| v2b on Alpaca paper | v2b | 15:41 ET | DE | buy | 3 | entry rank 4 rsi 9.9 | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | AMGN | sell | 5 | close>sma_exit | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | GILD | sell | 15 | close>sma_exit | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | JNJ | sell | 8 | close>sma_exit | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | PFE | sell | 78 | close>sma_exit | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | VRTX | sell | 4 | close>sma_exit | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | SOLV | buy | 25 | entry rank 1 rsi 3.1 | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | EG | buy | 6 | entry rank 2 rsi 4.4 | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | QCOM | buy | 12 | entry rank 3 rsi 9.0 | 10 numbers
|
| v2b-TOM on Alpaca paper | v2b-tom | 15:41 ET | DE | buy | 3 | entry rank 4 rsi 9.9 | 10 numbers
|
| v2b's pullback in leading industries | o11 | 15:41 ET | QCOM | buy | 28 | entry rank 1 rsi 9.0 | 12 numbers
|
Orders sent (9)
| Book | Symbol | Side | Qty | Kind | Status | Filled | Average | Close | Against the close | Sent (ET) |
|---|---|---|---|---|---|---|---|---|---|---|
| netted | AMGN | sell | 10 | — | filled | 10 | 413.517 | 413.079987 | −10.6 bp | 15:55 ET |
| netted | DE | buy | 6 | — | filled | 6 | 657.03 | 656.869995 | +2.4 bp | 15:55 ET |
| netted | EG | buy | 12 | — | filled | 12 | 361.67 | 362.299988 | −17.4 bp | 15:57 ET |
| netted | GILD | sell | 30 | — | filled | 30 | 146.901 | 146.850006 | −3.5 bp | 15:55 ET |
| netted | JNJ | sell | 16 | — | filled | 16 | 258.51 | 258.450012 | −2.3 bp | 15:55 ET |
| netted | PFE | sell | 156 | — | filled | 156 | 27.98 | 28.00 | +7.1 bp | 15:55 ET |
| netted | QCOM | buy | 52 | — | filled | 52 | 177.144808 | 177.119995 | +1.4 bp | 15:55 ET |
| netted | SOLV | buy | 50 | — | filled | 50 | 85.929 | 85.879997 | +5.7 bp | 15:55 ET |
| netted | VRTX | sell | 8 | — | filled | 8 | 505.79 | 505.640015 | −3.0 bp | 15:56 ET |
Filled orders 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
| Symbol | Side | Filled | Average price | Close | Against the close |
|---|---|---|---|---|---|
| AMGN | sell | 10 | 413.517 | 413.079987 | −10.6 bp |
| DE | buy | 6 | 657.03 | 656.869995 | +2.4 bp |
| EG | buy | 12 | 361.67 | 362.299988 | −17.4 bp |
| GILD | sell | 30 | 146.901 | 146.850006 | −3.5 bp |
| JNJ | sell | 16 | 258.51 | 258.450012 | −2.3 bp |
| PFE | sell | 156 | 27.98 | 28.00 | +7.1 bp |
| QCOM | buy | 52 | 177.144808 | 177.119995 | +1.4 bp |
| SOLV | buy | 50 | 85.929 | 85.879997 | +5.7 bp |
| VRTX | sell | 8 | 505.79 | 505.640015 | −3.0 bp |
What filled (19)
| Book | Strategy | Symbol | Side | Qty | Asked | Price | Rule's price | Close | At (ET) | How | Why |
|---|---|---|---|---|---|---|---|---|---|---|---|
| v2b | v2b on Alpaca paper | AMGN | sell | 5 | 5 | 413.517 | 412.119995 | 413.079987 | — | signal | close>sma_exit |
| v2b-tom | v2b-TOM on Alpaca paper | AMGN | sell | 5 | 5 | 413.517 | 412.119995 | 413.079987 | — | signal | close>sma_exit |
| v2b | v2b on Alpaca paper | GILD | sell | 15 | 15 | 146.901 | 146.514999 | 146.850006 | — | signal | close>sma_exit |
| v2b-tom | v2b-TOM on Alpaca paper | GILD | sell | 15 | 15 | 146.901 | 146.514999 | 146.850006 | — | signal | close>sma_exit |
| v2b | v2b on Alpaca paper | JNJ | sell | 8 | 8 | 258.51 | 258.684998 | 258.450012 | — | signal | close>sma_exit |
| v2b-tom | v2b-TOM on Alpaca paper | JNJ | sell | 8 | 8 | 258.51 | 258.684998 | 258.450012 | — | signal | close>sma_exit |
| v2b | v2b on Alpaca paper | PFE | sell | 78 | 78 | 27.98 | 28.004999 | 28.00 | — | signal | close>sma_exit |
| v2b-tom | v2b-TOM on Alpaca paper | PFE | sell | 78 | 78 | 27.98 | 28.004999 | 28.00 | — | signal | close>sma_exit |
| v2b | v2b on Alpaca paper | VRTX | sell | 4 | 4 | 505.79 | 504.809998 | 505.640015 | — | signal | close>sma_exit |
| v2b-tom | v2b-TOM on Alpaca paper | VRTX | sell | 4 | 4 | 505.79 | 504.809998 | 505.640015 | — | signal | close>sma_exit |
| v2b | v2b on Alpaca paper | DE | buy | 3 | 3 | 657.03 | 659.52002 | 656.869995 | — | signal | entry rank 4 rsi 9.9 |
| v2b-tom | v2b-TOM on Alpaca paper | DE | buy | 3 | 3 | 657.03 | 659.52002 | 656.869995 | — | signal | entry rank 4 rsi 9.9 |
| v2b | v2b on Alpaca paper | EG | buy | 6 | 6 | 361.67 | 362.204987 | 362.299988 | — | signal | entry rank 2 rsi 4.4 |
| v2b-tom | v2b-TOM on Alpaca paper | EG | buy | 6 | 6 | 361.67 | 362.204987 | 362.299988 | — | signal | entry rank 2 rsi 4.4 |
| v2b | v2b on Alpaca paper | QCOM | buy | 12 | 12 | 177.144808 | 177.259903 | 177.119995 | — | signal | entry rank 3 rsi 9.0 |
| v2b-tom | v2b-TOM on Alpaca paper | QCOM | buy | 12 | 12 | 177.144808 | 177.259903 | 177.119995 | — | signal | entry rank 3 rsi 9.0 |
| o11 | v2b's pullback in leading industries | QCOM | buy | 28 | 28 | 177.144808 | 177.259903 | 177.119995 | — | signal | entry rank 1 rsi 9.0 |
| v2b | v2b on Alpaca paper | SOLV | buy | 25 | 25 | 85.929 | 85.709999 | 85.879997 | — | signal | entry rank 1 rsi 3.1 |
| v2b-tom | v2b-TOM on Alpaca paper | SOLV | buy | 25 | 25 | 85.929 | 85.709999 | 85.879997 | — | signal | entry rank 1 rsi 3.1 |
9 trades opened
10 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 | $100,095.73 | — | — | Sep 30, 2026 |
| ibs | IBS on SPY and QQQ | $100,000.00 | $100,014.60 | $100,109.12 | — | — | Sep 30, 2026 |
| o11 | v2b's pullback in leading industries | $100,000.00 | $99,999.31 | $100,015.33 | — | — | Oct 7, 2026 |
| rsi2 | RSI(2) on SPY and QQQ | $100,000.00 | $100,000.00 | $100,095.73 | — | — | Sep 30, 2026 |
| tr200 | The 200-day trend on SPY and QQQ | $100,000.00 | $101,598.47 | $101,636.63 | — | — | Sep 30, 2026 |
| tt | Turnaround Tuesday on SPY and QQQ shares | $100,000.00 | $100,000.00 | $100,095.73 | — | — | Sep 30, 2026 |
| v2b | v2b on Alpaca paper | $100,000.00 | $101,362.54 | $101,394.91 | — | — | Sep 30, 2026 |
| v2b-tom | v2b-TOM on Alpaca paper | $100,000.00 | $101,318.18 | $101,350.27 | — | — | Sep 30, 2026 |
The session's numbers
- sent
- true
- index_snapshot_last_bar
- 2026-10-07 15:37:30-04:00
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.
INTRA1 · Systematic equity
no trades
Account INTRA1
What the rules decided (2)
| Strategy | Book | Time (ET) | Symbol | Action | Qty | Why | The rule's numbers |
|---|---|---|---|---|---|---|---|
| Nasdaq opening-range retest | pat | 09:45 ET | — | range | — | range 751.87-754.77 | 2 numbers
|
| Nasdaq opening-range retest | pat | 11:05 ET | — | no_more_entries | — | no more entries: no 5-minute close beyond the range by 11:00 | 1 number
|
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 751.87-754.77
- 11:05 ET · pat · no more entries: no 5-minute close beyond the range by 11:00
The session's numbers
- phase
- settled
- inputs_pat
- tick
- 0.006082248602123647
- 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 (30)
| Strategy | Book | Time (ET) | Symbol | Action | Qty | Why | The rule's numbers |
|---|---|---|---|---|---|---|---|
| Crabel's opening range | crabel | 09:30 ET | — | bands | — | open 753.80: bands 755.12 / 752.49 (stretch 1.312) | 5 numbers
|
| Crabel's opening range | crabel | 09:38 ET | — | no_more_entries | — | no more entries: one trade a day | 1 number
|
| Crabel's opening range | crabel | 09:38 ET | — | entry | 417 | short at 752.49 (QQQ), stop 755.12, weight 2.87: 417 QQQM at about 309.75 | 7 numbers
|
| Crabel's opening range | crabel | 11:13 ET | — | exit | — | stop: out (QQQ 755.13, stop 755.12) | 5 numbers
|
| Noise area | noise | 10:00 ET | SPY | open | — | SPY: open 775.77, previous close 779.09, leverage 3.02, 89 shares a leg | 4 numbers
|
| Noise area | noise | 10:00 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 10:00 ET | QQQ | open | — | QQQ: open 753.80, previous close 759.66, leverage 2.09, 63 shares a leg | 4 numbers
|
| Noise area | noise | 10:00 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 10:30 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 10:30 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 11:00 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 11:00 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 11:30 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 11:30 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 12:00 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 12:00 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 12:30 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 12:30 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 13:00 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 13:00 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 13:30 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 13:30 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 14:00 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 14:00 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 14:30 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 14:30 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 15:00 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 15:00 ET | QQQ | flat | — | — | 6 numbers
|
| Noise area | noise | 15:30 ET | SPY | flat | — | — | 6 numbers
|
| Noise area | noise | 15:30 ET | QQQ | flat | — | — | 6 numbers
|
Orders sent (2)
| Book | Symbol | Side | Qty | Kind | Status | Filled | Average | Close | Against the close | Sent (ET) |
|---|---|---|---|---|---|---|---|---|---|---|
| crabel | QQQM | sell | 417 | market | filled | 417 | 309.73 | — | — | 09:38 ET |
| crabel | QQQM | buy | 417 | market | filled | 417 | 310.88 | — | — | 11:13 ET |
What filled (2)
| Book | Strategy | Symbol | Side | Qty | Asked | Price | Rule's price | Close | At (ET) | How | Why |
|---|---|---|---|---|---|---|---|---|---|---|---|
| crabel | Crabel's opening range | QQQM | sell | 417 | — | 309.73 | 752.493013 | — | 09:38 ET | entry | — |
| crabel | Crabel's opening range | QQQM | buy | 417 | — | 310.88 | 755.116987 | — | 11:13 ET | exit | — |
1 trade opened
1 trade closed
The books at the close
| Book | Strategy | Allocation | Value | Total | Rule value | Cash | Joined |
|---|---|---|---|---|---|---|---|
| crabel | Crabel's opening range | $45,000.00 | $44,590.76 | $44,579.59 | $44,634.93 | — | — |
| noise | Noise area | $45,000.00 | $45,855.39 | $45,848.43 | $45,296.33 | — | — |
Events
- 09:20 ET · noise · trading
- 09:20 ET · crabel · trading
- 09:30 ET · crabel · open 753.80: bands 755.12 / 752.49 (stretch 1.312)
- 09:38 ET · crabel · no more entries: one trade a day
- 09:38 ET · crabel · short at 752.49 (QQQ), stop 755.12, weight 2.87: 417 QQQM at about 309.75
- 10:00 ET · noise · SPY: open 775.77, previous close 779.09, leverage 3.02, 89 shares a leg
- 10:00 ET · noise · SPY 10:00 check: flat: 774.82 in [774.50, 780.37], VWAP 775.11
- 10:00 ET · noise · QQQ: open 753.80, previous close 759.66, leverage 2.09, 63 shares a leg
- 10:00 ET · noise · QQQ 10:00 check: flat: 754.19 in [751.62, 761.86], VWAP 753.20
- 10:30 ET · noise · SPY 10:30 check: flat: 774.44 in [773.83, 781.04], VWAP 774.89
- 10:30 ET · noise · QQQ 10:30 check: flat: 754.37 in [750.43, 763.05], VWAP 753.44
- 11:00 ET · noise · SPY 11:00 check: flat: 774.37 in [773.73, 781.14], VWAP 774.76
- 11:00 ET · noise · QQQ 11:00 check: flat: 754.20 in [750.77, 762.72], VWAP 753.56
- 11:13 ET · crabel · stop: out (QQQ 755.13, stop 755.12)
- 11:30 ET · noise · SPY 11:30 check: flat: 774.75 in [773.39, 781.48], VWAP 774.72
- 11:30 ET · noise · QQQ 11:30 check: flat: 754.84 in [750.53, 762.95], VWAP 753.75
- 12:00 ET · noise · SPY 12:00 check: flat: 776.35 in [773.30, 781.57], VWAP 774.90
- 12:00 ET · noise · QQQ 12:00 check: flat: 756.27 in [750.37, 763.12], VWAP 754.27
- 12:30 ET · noise · SPY 12:30 check: flat: 776.66 in [773.16, 781.71], VWAP 775.02
- 12:30 ET · noise · QQQ 12:30 check: flat: 756.19 in [750.20, 763.28], VWAP 754.30
- 13:00 ET · noise · SPY 13:00 check: flat: 776.35 in [773.02, 781.85], VWAP 775.15
- 13:00 ET · noise · QQQ 13:00 check: flat: 756.14 in [749.71, 763.78], VWAP 754.43
- 13:30 ET · noise · SPY 13:30 check: flat: 777.29 in [773.19, 781.68], VWAP 775.37
- 13:30 ET · noise · QQQ 13:30 check: flat: 756.93 in [750.16, 763.33], VWAP 754.68
- 14:00 ET · noise · SPY 14:00 check: flat: 777.29 in [773.37, 781.50], VWAP 775.56
- 14:00 ET · noise · QQQ 14:00 check: flat: 756.73 in [750.17, 763.32], VWAP 754.74
- 14:30 ET · noise · SPY 14:30 check: flat: 777.52 in [773.41, 781.46], VWAP 775.69
- 14:30 ET · noise · QQQ 14:30 check: flat: 757.58 in [750.16, 763.33], VWAP 754.84
- 15:00 ET · noise · SPY 15:00 check: flat: 777.63 in [773.44, 781.43], VWAP 775.86
- 15:00 ET · noise · QQQ 15:00 check: flat: 757.20 in [750.23, 763.26], VWAP 755.11
- 15:30 ET · noise · SPY 15:30 check: flat: 777.04 in [773.36, 781.51], VWAP 776.13
- 15:30 ET · noise · QQQ 15:30 check: flat: 756.84 in [750.02, 763.47], VWAP 755.17
The session's numbers
- phase
- settled
- inputs_noise
- QQQ.leverage
- 2.0894609597022895
- SPY.leverage
- 3.0168823384266656
- QQQ.prev_close
- 759.66
- SPY.prev_close
- 779.09
- QQQ.sigma_10:00
- 0.00289154449400402
- SPY.sigma_10:00
- 0.0016379979581492763
- inputs_crabel
- armed
- true
- stretch
- 1.3119873046875
- qqq_over_qqqm
- 2.4288911625527563
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)
| Strategy | Book | Time (ET) | Symbol | Action | Qty | Why | The rule's numbers |
|---|---|---|---|---|---|---|---|
| — | — | — | SPY | OFF | — | OFF:G2 | 6 numbers
|
| — | — | — | QQQ | OFF | — | OFF:G2 | 6 numbers
|
Warnings
- prices.parquet ends 2026-10-02, BEFORE the 2026-10-07 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 2026-10-07 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 2026-10-07 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
- 3
- candidates
- 4
- exploration
- 2
- ledger
- graded
- 3
- emitted
- 4
- skipped
- 0
- wb_graded
- 634
- wb_emitted
- 168
- ledger_open
- true
- exploration_emitted
- 2
- exploration_skipped
- 0
- season
- S3
- 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
- 32
- short
- 136
- conflict
- 79
- available
- true
- sc_candidates
- 0
- 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.
forward · 0DTE forward logs
logged
The session's numbers
- entries
- B0
- 1
- F2
- 2
- V2
- 2
- coverage
- QQQ.rows
- 22247
- SPY.rows
- 21943
- QQQ.partial
- false
- SPY.partial
- false
- QQQ.early_close
- false
- SPY.early_close
- false
- QQQ.contracts_0dte
- 32
- SPY.contracts_0dte
- 30
- QQQ.longest_gap_min
- 1
- SPY.longest_gap_min
- 1
- triggers
- 4
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
forward-v5 · 0DTE forward logs
logged
The session's numbers
- entries
- v5-A
- 1
- info-A
- 2
- info-B
- 1
- info-C
- 2
- funnels
- v5-A.SPY.bias
- 1
- v5-G.QQQ.room
- 1
- v5-G.SPY.room
- 1
- info-C.SPY.room
- 2
- info-G.QQQ.room
- 1
- info-G.SPY.room
- 1
- v5-A.QQQ.window
- 1
- v5-A.SPY.window
- 1
- v5-A.QQQ.entries
- 1
- info-A.QQQ.window
- 1
- info-A.SPY.window
- 1
- info-C.SPY.window
- 2
- info-A.QQQ.entries
- 1
- info-A.SPY.entries
- 1
- info-B.SPY.entries
- 1
- info-C.QQQ.entries
- 2
- v5-A.QQQ.book_limit
- 1
- v5-A.QQQ.candidates
- 3
- v5-A.SPY.candidates
- 2
- v5-G.QQQ.candidates
- 1
- v5-G.SPY.candidates
- 1
- info-A.QQQ.book_limit
- 1
- info-A.QQQ.candidates
- 3
- info-A.SPY.candidates
- 2
- info-B.SPY.candidates
- 1
- info-C.QQQ.candidates
- 2
- info-C.SPY.candidates
- 4
- info-G.QQQ.candidates
- 1
- info-G.SPY.candidates
- 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
forward-p4 · 0DTE forward logs
logged
The session's numbers
- entries
- P4-GAP
- 1
- info-gap-K
- 1
- info-gap25
- 1
- info-noise
- 1
- info-gap-close
- 1
- funnels
- P4-GAP.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-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
0DTE signals
Each signal as its log wrote it; nothing here is added up.
| Time (ET) | Log | Symbol | Side | Rules | Contract | Exit | Exit by | Net | Record |
|---|---|---|---|---|---|---|---|---|---|
| 09:36 | forward-p4 | SPY | put | P4-GAP: ENTRY | P775 at 1.29 | 10:06 ET | time | +16.8% | (1) |
| 09:36 | forward-p4 | SPY | put | info-gap-K: ENTRY | P773 at 0.66 | 10:06 ET | time | +5.6% | (1) |
| 09:36 | forward-p4 | SPY | put | info-gap-close: ENTRY | P775 at 1.29 | 15:55 ET | time | −99.5% | (2) |
| 09:36 | forward-p4 | SPY | put | info-gap25: ENTRY | P775 at 1.29 | 10:06 ET | time | +16.8% | (1) |
| 10:54 | forward-p4 | SPY | put | info-noise: ENTRY | P774 at 1.30 | 11:10 ET | stop | −36.8% | (1) |
| 11:00 | forward | QQQ | call | B0: bias, V2: breadth, F2: room | — | — | — | — | — |
| 11:08 | forward | QQQ | call | B0: bias, V2: breadth, F2: room | — | — | — | — | — |
| 11:22 | forward | SPY | put | B0: ENTRY, V2: ENTRY, F2: ENTRY | P773 at 0.47 | 11:30 ET | stop | −29.9% | (3) |
| 11:42 | forward-v5 | SPY | call | info-A: ENTRY | C778 at 0.27 | 12:58 ET | stop | −33.5% | (2) |
| 11:52 | forward-v5 | QQQ | call | info-A: ENTRY | C759 at 0.49 | 11:55 ET | stop | −29.7% | (2) |
| 11:52 | forward-v5 | QQQ | call | v5-A: ENTRY | C759 at 0.49 | 11:55 ET | stop | −29.7% | (2) |
| 12:08 | forward-v5 | QQQ | call | info-C: ENTRY | C759 at 0.36 | 12:16 ET | stop | −31.4% | (2) |
| 13:22 | forward-v5 | QQQ | call | info-C: ENTRY | C759 at 0.34 | 13:27 ET | stop | −31.8% | (2) |
| 15:08 | forward-v5 | SPY | put | info-B: ENTRY | P776 at 0.13 | 15:08 ET | stop | −42.7% | (2) |
| 15:08 | forward | SPY | put | B0: bias, V2: ENTRY, F2: ENTRY | P776 at 0.13 | 15:08 ET | stop | −42.7% | (3) |
- (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
Trades opened or closed
44 trades
| Opened | Closed | Account | Strategy | Symbol | Side | Size | Entry | Exit | P&L | Net P&L | Return | Held | Exit by | Status | Record |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Oct 7, 2026 | Oct 13, 2026 | DAILY | v2b's pullback in leading industries | QCOM | long | 28 | 177.1448 | 176.8969 | −$6.94 | −$7.33 | −0.14% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 13, 2026 | DAILY | v2b-TOM on Alpaca paper | DE | long | 3 | 657.03 | 649.27 | −$23.28 | −$23.32 | −1.18% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 8, 2026 | DAILY | v2b-TOM on Alpaca paper | EG | long | 6 | 361.67 | 372.74 | +$66.42 | +$66.34 | +3.06% | 1 session | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 13, 2026 | DAILY | v2b-TOM on Alpaca paper | QCOM | long | 12 | 177.1448 | 176.8969 | −$2.97 | −$3.14 | −0.14% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 9, 2026 | DAILY | v2b-TOM on Alpaca paper | SOLV | long | 25 | 85.929 | 87.50 | +$39.28 | +$38.93 | +1.83% | 2 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 13, 2026 | DAILY | v2b on Alpaca paper | DE | long | 3 | 657.03 | 649.27 | −$23.28 | −$23.32 | −1.18% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 8, 2026 | DAILY | v2b on Alpaca paper | EG | long | 6 | 361.67 | 372.74 | +$66.42 | +$66.34 | +3.06% | 1 session | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 13, 2026 | DAILY | v2b on Alpaca paper | QCOM | long | 12 | 177.1448 | 176.8969 | −$2.97 | −$3.14 | −0.14% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 9, 2026 | DAILY | v2b on Alpaca paper | SOLV | long | 25 | 85.929 | 87.50 | +$39.28 | +$38.93 | +1.83% | 2 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 7, 2026 | Oct 7, 2026 | INTRA2 | Crabel's opening range | QQQM | short | 417 | 309.73 | 310.88 | −$479.55 | −$485.39 | −0.37% | 94.4 minutes | stop | closed | Trade journal (2) |
| Oct 7, 2026 | Oct 13, 2026 | SIM-V2B-TOM | v2b-TOM | DE | long | 3 | 656.869995 | 650.00 | −$21.58 | — | −1.15% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 8, 2026 | SIM-V2B-TOM | v2b-TOM | DGX | long | 9 | 227.059998 | 230.809998 | +$32.71 | — | +1.55% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 8, 2026 | SIM-V2B-TOM | v2b-TOM | EG | long | 6 | 362.299988 | 373.100006 | +$63.68 | — | +2.88% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 13, 2026 | SIM-V2B-TOM | v2b-TOM | QCOM | long | 12 | 177.119995 | 176.860001 | −$4.18 | — | −0.25% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 9, 2026 | SIM-V2B-TOM | v2b-TOM | SOLV | long | 25 | 85.879997 | 87.290001 | +$34.16 | — | +1.54% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 8, 2026 | SIM-V2B | v2b | DGX | long | 9 | 227.059998 | 230.809998 | +$32.71 | — | +1.55% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 8, 2026 | SIM-V2B | v2b | EG | long | 6 | 362.299988 | 373.100006 | +$63.68 | — | +2.88% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 13, 2026 | SIM-V2B | v2b | QCOM | long | 12 | 177.119995 | 176.860001 | −$4.18 | — | −0.25% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 7, 2026 | Oct 9, 2026 | SIM-V2B | v2b | SOLV | long | 25 | 85.879997 | 87.290001 | +$34.16 | — | +1.54% | — | close>sma_exit | closed | Local ledger (3) |
| 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 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 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 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 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 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 | 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 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 | 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 7, 2026 | DAILY | v2b-TOM on Alpaca paper | GILD | long | 15 | 144.88 | 146.901 | +$30.32 | +$30.11 | +1.39% | 3 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 2, 2026 | Oct 7, 2026 | DAILY | v2b-TOM on Alpaca paper | PFE | long | 78 | 27.82 | 27.98 | +$12.48 | +$11.39 | +0.58% | 3 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 2, 2026 | Oct 7, 2026 | DAILY | v2b on Alpaca paper | GILD | long | 15 | 144.88 | 146.901 | +$30.32 | +$30.11 | +1.39% | 3 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 2, 2026 | Oct 7, 2026 | DAILY | v2b on Alpaca paper | PFE | long | 78 | 27.82 | 27.98 | +$12.48 | +$11.39 | +0.58% | 3 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 2, 2026 | Oct 7, 2026 | SIM-V2B-TOM | v2b-TOM | JNJ | long | 8 | 256.029999 | 258.450012 | +$18.33 | — | +0.85% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 2, 2026 | Oct 7, 2026 | SIM-V2B | v2b | JNJ | long | 8 | 256.029999 | 258.450012 | +$18.33 | — | +0.85% | — | close>sma_exit | closed | Local ledger (3) |
| Oct 1, 2026 | Oct 7, 2026 | DAILY | v2b-TOM on Alpaca paper | JNJ | long | 8 | 259.74 | 258.51 | −$9.84 | −$9.95 | −0.47% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Oct 1, 2026 | Oct 7, 2026 | DAILY | v2b on Alpaca paper | JNJ | long | 8 | 259.74 | 258.51 | −$9.84 | −$9.95 | −0.47% | 4 sessions | close>sma_exit | closed | Trade journal (1) |
| Sep 29, 2026 | Oct 7, 2026 | SIM-V2B-TOM | v2b-TOM | REGN | long | 2 | 750.51001 | 742.119995 | −$17.52 | — | −1.22% | — | close>sma_exit | closed | Local ledger (3) |
| Sep 28, 2026 | Oct 7, 2026 | SIM-V2B | v2b | REGN | long | 2 | 752.25 | 742.119995 | −$21.00 | — | −1.45% | — | 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.