Thu, Oct 8, 2026

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

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	—

Account DAILY; Alpaca equity at the settle $1,003,181.72

What the rules decided (46)

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 773.2999877929688 target 0 values low 770.4349975585938 high 777.0900268554688 open 774.8599853515625 close 773.2999877929688 monday false prev_high 779.0999755859375 prev_close 777.219970703125 prev2_close 779.0900268554688 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 746.4550170898438 target 0 values low 743.22998046875 high 757.1798706054688 open 753.9420166015625 close 746.4550170898438 monday false prev_high 758.2999877929688 prev_close 757.72998046875 prev2_close 759.6599731445312 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 773.2999877929688 target 0 values ibs 0.43050001834256574 low 770.4349975585938 high 777.0900268554688 open 774.8599853515625 close 773.2999877929688 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 746.4550170898438 target 0 values ibs 0.23118724158298878 low 743.22998046875 high 757.1798706054688 open 753.9420166015625 close 746.4550170898438 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 773.2999877929688 target 0 values low 770.4349975585938 high 777.0900268554688 open 774.8599853515625 rsi2 30.121891782471955 sma5 774.8160034179688 close 773.2999877929688 sma200 719.1594340270626 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 746.4550170898438 target 0 values low 743.22998046875 high 757.1798706054688 open 753.9420166015625 rsi2 15.7000846037556 sma5 753.925 close 746.4550170898438 sma200 670.1999820089658 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 773.2999877929688 target 0 values low 770.4349975585938 high 777.0900268554688 low7 762.6300048828125 open 774.8599853515625 close 773.2999877929688 high7 779.0900268554688 sma200 719.1594340270626 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 746.4550170898438 target 0 values low 743.22998046875 high 757.1798706054688 low7 739.77001953125 open 753.9420166015625 close 746.4550170898438 high7 759.6599731445312 sma200 670.1999820089658 holding 0
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 773.2999877929688 target 1 values low 770.4349975585938 high 777.0900268554688 open 774.8599853515625 close 773.2999877929688 sma200 719.1594340270626 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 746.4550170898438 target 1 values low 743.22998046875 high 757.1798706054688 open 753.9420166015625 close 746.4550170898438 sma200 670.1999820089658 holding 1
v2b on Alpaca paper	v2b	15:41 ET	BBY	sell	24	close>sma_exit	10 numbers adv 279638637.7319336 rsi 83.83607112241 close 89.12000274658203 sma_exit 86.78399963378907 tradable true raw_close 89.12000274658203 sma_trend 71.73677616119384 exit_signal true entry_signal false held_sessions 5
v2b on Alpaca paper	v2b	15:41 ET	BMY	sell	37	close>sma_exit	10 numbers adv 621284123.5839844 rsi 58.57575847363208 close 59.900001525878906 sma_exit 59.83000106811524 tradable true raw_close 59.900001525878906 sma_trend 58.27658411026001 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	BNY	sell	15	close>sma_exit	10 numbers adv 443865295.30029297 rsi 62.301686853605155 close 143.94000244140625 sma_exit 143.90799865722656 tradable true raw_close 143.94000244140625 sma_trend 136.6970516204834 exit_signal true entry_signal false held_sessions 5
v2b on Alpaca paper	v2b	15:41 ET	DGX	sell	9	close>sma_exit	10 numbers adv 219295267.60559082 rsi 64.89485690530675 close 229.9550018310547 sma_exit 229.84617919921874 tradable true raw_close 229.9550018310547 sma_trend 205.49030601501465 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	EG	sell	6	close>sma_exit	10 numbers adv 124316260.83068848 rsi 83.06138546041532 close 374.69500732421875 sma_exit 367.7829956054687 tradable true raw_close 374.69500732421875 sma_trend 345.64771453857423 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	SJM	sell	18	close>sma_exit	10 numbers adv 148005000 rsi 83.57391174642142 close 119.16500091552734 sma_exit 117.06300201416016 tradable true raw_close 119.16500091552734 sma_trend 107.46029190063477 exit_signal true entry_signal false held_sessions 5
v2b on Alpaca paper	v2b	15:41 ET	TGT	sell	14	close>sma_exit	10 numbers adv 571923467.1310425 rsi 71.04449632977936 close 155.8300018310547 sma_exit 154.01400146484374 tradable true raw_close 155.8300018310547 sma_trend 128.47535636901856 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	GRMN	buy	8	entry rank 1 rsi 4.5	10 numbers adv 215351494.44580078 rsi 4.479811065655234 rank 1 close 267.7200012207031 sma_exit 277.95399780273436 tradable true raw_close 267.7200012207031 sma_trend 246.1249949645996 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	LRCX	buy	6	entry rank 2 rsi 5.3	10 numbers adv 2633533797.705078 rsi 5.325627882326307 rank 2 close 317.2799987792969 sma_exit 334.79400024414065 tradable true raw_close 317.2799987792969 sma_trend 277.97942375183106 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	VTRS	buy	127	entry rank 3 rsi 7.1	10 numbers adv 139217402.28271484 rsi 7.065816261357612 rank 3 close 17.364999771118164 sma_exit 17.52300033569336 tradable true raw_close 17.364999771118164 sma_trend 15.256206626892089 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	AMAT	buy	4	entry rank 4 rsi 7.1	10 numbers adv 3204255972.595215 rsi 7.114391662642326 rank 4 close 505.7099914550781 sma_exit 527.7900085449219 tradable true raw_close 505.7099914550781 sma_trend 432.38539123535156 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	ROK	buy	5	entry rank 5 rsi 7.4	10 numbers adv 301583558.53271484 rsi 7.403282103089736 rank 5 close 433.19500732421875 sma_exit 447.072998046875 tradable true raw_close 433.19500732421875 sma_trend 422.8651770019531 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	TER	buy	5	entry rank 6 rsi 7.4	10 numbers adv 909984342.0288086 rsi 7.4229568907616255 rank 6 close 392.8299865722656 sma_exit 425.7 tradable true raw_close 392.8299865722656 sma_trend 339.45388900756836 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	HOOD	buy	20	entry rank 7 rsi 7.5	10 numbers adv 2031099552.8831482 rsi 7.532190183043142 rank 7 close 108.06169891357422 sma_exit 111.28433990478516 tradable true raw_close 108.06169891357422 sma_trend 94.17543342590332 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	DAL	buy	27	entry rank 8 rsi 8.2	10 numbers adv 480956770.5963135 rsi 8.154927686966936 rank 8 close 81.45999908447266 sma_exit 83.0520004272461 tradable true raw_close 81.45999908447266 sma_trend 75.79494762420654 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	BBY	sell	24	close>sma_exit	10 numbers adv 279638637.7319336 rsi 83.83607112241 close 89.12000274658203 sma_exit 86.78399963378907 tradable true raw_close 89.12000274658203 sma_trend 71.73677616119384 exit_signal true entry_signal false held_sessions 5
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	BMY	sell	37	close>sma_exit	10 numbers adv 621284123.5839844 rsi 58.57575847363208 close 59.900001525878906 sma_exit 59.83000106811524 tradable true raw_close 59.900001525878906 sma_trend 58.27658411026001 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	BNY	sell	15	close>sma_exit	10 numbers adv 443865295.30029297 rsi 62.301686853605155 close 143.94000244140625 sma_exit 143.90799865722656 tradable true raw_close 143.94000244140625 sma_trend 136.6970516204834 exit_signal true entry_signal false held_sessions 5
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DGX	sell	9	close>sma_exit	10 numbers adv 219295267.60559082 rsi 64.89485690530675 close 229.9550018310547 sma_exit 229.84617919921874 tradable true raw_close 229.9550018310547 sma_trend 205.49030601501465 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	EG	sell	6	close>sma_exit	10 numbers adv 124316260.83068848 rsi 83.06138546041532 close 374.69500732421875 sma_exit 367.7829956054687 tradable true raw_close 374.69500732421875 sma_trend 345.64771453857423 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	SJM	sell	18	close>sma_exit	10 numbers adv 148005000 rsi 83.57391174642142 close 119.16500091552734 sma_exit 117.06300201416016 tradable true raw_close 119.16500091552734 sma_trend 107.46029190063477 exit_signal true entry_signal false held_sessions 5
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	TGT	sell	14	close>sma_exit	10 numbers adv 571923467.1310425 rsi 71.04449632977936 close 155.8300018310547 sma_exit 154.01400146484374 tradable true raw_close 155.8300018310547 sma_trend 128.47535636901856 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	GRMN	buy	8	entry rank 1 rsi 4.5	10 numbers adv 215351494.44580078 rsi 4.479811065655234 rank 1 close 267.7200012207031 sma_exit 277.95399780273436 tradable true raw_close 267.7200012207031 sma_trend 246.1249949645996 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	LRCX	buy	6	entry rank 2 rsi 5.3	10 numbers adv 2633533797.705078 rsi 5.325627882326307 rank 2 close 317.2799987792969 sma_exit 334.79400024414065 tradable true raw_close 317.2799987792969 sma_trend 277.97942375183106 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	VTRS	buy	127	entry rank 3 rsi 7.1	10 numbers adv 139217402.28271484 rsi 7.065816261357612 rank 3 close 17.364999771118164 sma_exit 17.52300033569336 tradable true raw_close 17.364999771118164 sma_trend 15.256206626892089 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	AMAT	buy	4	entry rank 4 rsi 7.1	10 numbers adv 3204255972.595215 rsi 7.114391662642326 rank 4 close 505.7099914550781 sma_exit 527.7900085449219 tradable true raw_close 505.7099914550781 sma_trend 432.38539123535156 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ROK	buy	5	entry rank 5 rsi 7.4	10 numbers adv 301583558.53271484 rsi 7.403282103089736 rank 5 close 433.19500732421875 sma_exit 447.072998046875 tradable true raw_close 433.19500732421875 sma_trend 422.8651770019531 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	TER	buy	5	entry rank 6 rsi 7.4	10 numbers adv 909984342.0288086 rsi 7.4229568907616255 rank 6 close 392.8299865722656 sma_exit 425.7 tradable true raw_close 392.8299865722656 sma_trend 339.45388900756836 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	HOOD	buy	20	entry rank 7 rsi 7.5	10 numbers adv 2031099552.8831482 rsi 7.532190183043142 rank 7 close 108.06169891357422 sma_exit 111.28433990478516 tradable true raw_close 108.06169891357422 sma_trend 94.17543342590332 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DAL	buy	27	entry rank 8 rsi 8.2	10 numbers adv 480956770.5963135 rsi 8.154927686966936 rank 8 close 81.45999908447266 sma_exit 83.0520004272461 tradable true raw_close 81.45999908447266 sma_trend 75.79494762420654 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	INTC	buy	46	entry rank 1 rsi 4.6	12 numbers adv 10293742129.01764 rsi 4.593675399873492 rank 1 close 106.54000091552734 group SMH sma_exit 113.53600158691407 tradable true raw_close 106.54000091552734 sma_trend 82.68835002899169 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	LRCX	buy	15	entry rank 2 rsi 5.3	12 numbers adv 2633533797.705078 rsi 5.325627882326307 rank 2 close 317.2799987792969 group SMH sma_exit 334.79400024414065 tradable true raw_close 317.2799987792969 sma_trend 277.97942375183106 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	AMAT	buy	9	entry rank 3 rsi 7.1	12 numbers adv 3204255972.595215 rsi 7.114391662642326 rank 3 close 505.7099914550781 group SMH sma_exit 527.7900085449219 tradable true raw_close 505.7099914550781 sma_trend 432.38539123535156 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	TER	buy	12	entry rank 4 rsi 7.4	12 numbers adv 909984342.0288086 rsi 7.4229568907616255 rank 4 close 392.8299865722656 group SMH sma_exit 425.7 tradable true raw_close 392.8299865722656 sma_trend 339.45388900756836 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	COHR	buy	16	entry rank 5 rsi 8.3	12 numbers adv 1654346866.6229248 rsi 8.300856277268629 rank 5 close 299.8500061035156 group SMH sma_exit 328.69000244140625 tradable true raw_close 299.8500061035156 sma_trend 292.01925064086913 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	MPWR	buy	3	entry rank 6 rsi 9.4	12 numbers adv 887923737.0849609 rsi 9.415345512188573 rank 6 close 1350.489990234375 group SMH sma_exit 1433.9559814453125 tradable true raw_close 1350.489990234375 sma_trend 1289.4559463500977 exit_signal false group_leads true entry_signal true

Orders sent (18)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	AMAT	buy	17	—	filled	17	509.077647	509.570007	−9.7 bp	15:55 ET
netted	BBY	sell	48	—	filled	48	88.71	88.400002	−35.1 bp	15:55 ET
netted	BMY	sell	74	—	filled	74	59.613108	59.580002	−5.6 bp	15:55 ET
netted	BNY	sell	30	—	filled	30	143.52	143.610001	+6.3 bp	15:55 ET
netted	COHR	buy	16	—	filled	16	302.75	302.350006	+13.2 bp	15:55 ET
netted	DAL	buy	54	—	filled	54	82.04	82.139999	−12.2 bp	15:55 ET
netted	DGX	sell	18	—	filled	18	230.66	230.809998	+6.5 bp	15:59 ET
netted	EG	sell	12	—	filled	12	372.74	373.100006	+9.6 bp	15:59 ET
netted	GRMN	buy	16	—	filled	16	267.86	268.440002	−21.6 bp	15:55 ET
netted	HOOD	buy	40	—	filled	40	107.16	107.010002	+14.0 bp	15:55 ET
netted	INTC	buy	46	—	filled	46	106.81	107.080002	−25.2 bp	15:55 ET
netted	LRCX	buy	27	—	filled	27	321.14	320.589996	+17.2 bp	15:56 ET
netted	MPWR	buy	3	—	filled	3	1,372.14	1,369.800049	+17.1 bp	15:56 ET
netted	ROK	buy	10	—	filled	10	434.93	434.140015	+18.2 bp	15:55 ET
netted	SJM	sell	36	—	filled	36	119.49	119.410004	−6.7 bp	15:55 ET
netted	TER	buy	22	—	filled	22	399.464545	398.720001	+18.7 bp	15:55 ET
netted	TGT	sell	28	—	filled	28	154.94	154.759995	−11.6 bp	15:55 ET
netted	VTRS	buy	254	—	filled	254	17.479803	17.440001	+22.8 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
AMAT	buy	17	509.077647	509.570007	−9.7 bp
BBY	sell	48	88.71	88.400002	−35.1 bp
BMY	sell	74	59.613108	59.580002	−5.6 bp
BNY	sell	30	143.52	143.610001	+6.3 bp
COHR	buy	16	302.75	302.350006	+13.2 bp
DAL	buy	54	82.04	82.139999	−12.2 bp
DGX	sell	18	230.66	230.809998	+6.5 bp
EG	sell	12	372.74	373.100006	+9.6 bp
GRMN	buy	16	267.86	268.440002	−21.6 bp
HOOD	buy	40	107.16	107.010002	+14.0 bp
INTC	buy	46	106.81	107.080002	−25.2 bp
LRCX	buy	27	321.14	320.589996	+17.2 bp
MPWR	buy	3	1,372.14	1,369.800049	+17.1 bp
ROK	buy	10	434.93	434.140015	+18.2 bp
SJM	sell	36	119.49	119.410004	−6.7 bp
TER	buy	22	399.464545	398.720001	+18.7 bp
TGT	sell	28	154.94	154.759995	−11.6 bp
VTRS	buy	254	17.479803	17.440001	+22.8 bp

What filled (36)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	BBY	sell	24	24	88.71	89.120003	88.400002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	BBY	sell	24	24	88.71	89.120003	88.400002	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	BMY	sell	37	37	59.613108	59.900002	59.580002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	BMY	sell	37	37	59.613108	59.900002	59.580002	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	BNY	sell	15	15	143.52	143.940002	143.610001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	BNY	sell	15	15	143.52	143.940002	143.610001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DGX	sell	9	9	230.66	229.955002	230.809998	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	DGX	sell	9	9	230.66	229.955002	230.809998	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	EG	sell	6	6	372.74	374.695007	373.100006	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	EG	sell	6	6	372.74	374.695007	373.100006	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	SJM	sell	18	18	119.49	119.165001	119.410004	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	SJM	sell	18	18	119.49	119.165001	119.410004	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	TGT	sell	14	14	154.94	155.830002	154.759995	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	TGT	sell	14	14	154.94	155.830002	154.759995	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	AMAT	buy	4	4	509.077647	505.709991	509.570007	—	signal	entry rank 4 rsi 7.1
v2b-tom	v2b-TOM on Alpaca paper	AMAT	buy	4	4	509.077647	505.709991	509.570007	—	signal	entry rank 4 rsi 7.1
o11	v2b's pullback in leading industries	AMAT	buy	9	9	509.077647	505.709991	509.570007	—	signal	entry rank 3 rsi 7.1
o11	v2b's pullback in leading industries	COHR	buy	16	16	302.75	299.850006	302.350006	—	signal	entry rank 5 rsi 8.3
v2b	v2b on Alpaca paper	DAL	buy	27	27	82.04	81.459999	82.139999	—	signal	entry rank 8 rsi 8.2
v2b-tom	v2b-TOM on Alpaca paper	DAL	buy	27	27	82.04	81.459999	82.139999	—	signal	entry rank 8 rsi 8.2
v2b	v2b on Alpaca paper	GRMN	buy	8	8	267.86	267.720001	268.440002	—	signal	entry rank 1 rsi 4.5
v2b-tom	v2b-TOM on Alpaca paper	GRMN	buy	8	8	267.86	267.720001	268.440002	—	signal	entry rank 1 rsi 4.5
v2b	v2b on Alpaca paper	HOOD	buy	20	20	107.16	108.061699	107.010002	—	signal	entry rank 7 rsi 7.5
v2b-tom	v2b-TOM on Alpaca paper	HOOD	buy	20	20	107.16	108.061699	107.010002	—	signal	entry rank 7 rsi 7.5
o11	v2b's pullback in leading industries	INTC	buy	46	46	106.81	106.540001	107.080002	—	signal	entry rank 1 rsi 4.6
v2b	v2b on Alpaca paper	LRCX	buy	6	6	321.14	317.279999	320.589996	—	signal	entry rank 2 rsi 5.3
v2b-tom	v2b-TOM on Alpaca paper	LRCX	buy	6	6	321.14	317.279999	320.589996	—	signal	entry rank 2 rsi 5.3
o11	v2b's pullback in leading industries	LRCX	buy	15	15	321.14	317.279999	320.589996	—	signal	entry rank 2 rsi 5.3
o11	v2b's pullback in leading industries	MPWR	buy	3	3	1,372.14	1,350.48999	1,369.800049	—	signal	entry rank 6 rsi 9.4
v2b	v2b on Alpaca paper	ROK	buy	5	5	434.93	433.195007	434.140015	—	signal	entry rank 5 rsi 7.4
v2b-tom	v2b-TOM on Alpaca paper	ROK	buy	5	5	434.93	433.195007	434.140015	—	signal	entry rank 5 rsi 7.4
v2b	v2b on Alpaca paper	TER	buy	5	5	399.464545	392.829987	398.720001	—	signal	entry rank 6 rsi 7.4
v2b-tom	v2b-TOM on Alpaca paper	TER	buy	5	5	399.464545	392.829987	398.720001	—	signal	entry rank 6 rsi 7.4
o11	v2b's pullback in leading industries	TER	buy	12	12	399.464545	392.829987	398.720001	—	signal	entry rank 4 rsi 7.4
v2b	v2b on Alpaca paper	VTRS	buy	127	127	17.479803	17.365	17.440001	—	signal	entry rank 3 rsi 7.1
v2b-tom	v2b-TOM on Alpaca paper	VTRS	buy	127	127	17.479803	17.365	17.440001	—	signal	entry rank 3 rsi 7.1

22 trades opened

14 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	$100,111.75	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,014.60	$100,125.15	—	—	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$99,954.47	$99,985.72	—	—	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$100,000.00	$100,111.75	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$100,707.86	$100,746.20	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,111.75	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$101,233.04	$101,266.25	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$101,188.52	$101,221.46	—	—	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-08 15:40:35-04:00

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 (3)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 753.12-754.81	2 numbers low 753.125 high 754.81
Nasdaq opening-range retest	pat	09:55 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	09:55 ET	—	refused	—	short breakout on 5-minute bar 4; the trend refuses it	3 numbers bar 4 side −1 trend_up 1

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 753.12-754.81
09:55 ET · pat · no more entries: one setup a day
09:55 ET · pat · short breakout on 5-minute bar 4; the trend refuses it

The session's numbers

phase

settled

inputs_pat

tick: 0.006079332743761878
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 (27)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 774.87, previous close 777.22, leverage 3.23, 95 shares a leg	4 numbers open 774.87 shares 95 leverage 3.225576657126942 prev_close 777.22
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 773.668287507603 px 775.34 ub 778.4253570061311 pos 0 vwap 774.9227456616833 reason flat: 775.34 in [773.67, 778.43], VWAP 774.92
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 753.97, previous close 757.73, leverage 2.19, 66 shares a leg	4 numbers open 753.97 shares 66 leverage 2.189390907909813 prev_close 757.73
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 751.82431438374 px 753.1 ub 759.8863860127177 pos 0 vwap 753.5389161659306 reason flat: 753.10 in [751.82, 759.89], VWAP 753.54
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 772.9442133480034 px 776.44 ub 779.1516271137931 pos 0 vwap 775.2084331743787 reason flat: 776.44 in [772.94, 779.15], VWAP 775.21
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 750.5635178194973 px 756.9 ub 761.1534700885079 pos 0 vwap 754.2020328040246 reason flat: 756.90 in [750.56, 761.15], VWAP 754.20
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 772.9042952878341 px 775.35 ub 779.1916662361294 pos 0 vwap 775.4205742562617 reason flat: 775.35 in [772.90, 779.19], VWAP 775.42
Noise area	noise	11:00 ET	QQQ	flat	—	—	6 numbers lb 750.9578871318525 px 754.82 ub 760.7571340817027 pos 0 vwap 754.4949240282697 reason flat: 754.82 in [750.96, 760.76], VWAP 754.49
Noise area	noise	11:30 ET	SPY	flat	—	—	6 numbers lb 772.5355970152038 px 774.66 ub 779.5614826846352 pos 0 vwap 775.294329060886 reason flat: 774.66 in [772.54, 779.56], VWAP 775.29
Noise area	noise	11:30 ET	QQQ	flat	—	—	6 numbers lb 750.6299234828358 px 754.07 ub 761.0867332643884 pos 0 vwap 754.4072516677927 reason flat: 754.07 in [750.63, 761.09], VWAP 754.41
Noise area	noise	12:00 ET	SPY	flat	—	—	6 numbers lb 772.4105867634166 px 774.4 ub 779.6868720633621 pos 0 vwap 775.1689797167771 reason flat: 774.40 in [772.41, 779.69], VWAP 775.17
Noise area	noise	12:00 ET	QQQ	flat	—	—	6 numbers lb 750.4113146270616 px 752.87 ub 761.3064323084958 pos 0 vwap 754.2015990966702 reason flat: 752.87 in [750.41, 761.31], VWAP 754.20
Noise area	noise	12:30 ET	SPY	flat	—	—	6 numbers lb 772.2416301052416 px 775.46 ub 779.8563411276783 pos 0 vwap 775.2205343033199 reason flat: 775.46 in [772.24, 779.86], VWAP 775.22
Noise area	noise	12:30 ET	QQQ	flat	—	—	6 numbers lb 750.2682810244102 px 753.96 ub 761.4501792105439 pos 0 vwap 754.1901862925067 reason flat: 753.96 in [750.27, 761.45], VWAP 754.19
Noise area	noise	13:00 ET	SPY	flat	—	—	6 numbers lb 772.1240877285367 px 773.12 ub 779.9742399829994 pos 0 vwap 774.9247297832226 reason flat: 773.12 in [772.12, 779.97], VWAP 774.92
Noise area	noise	13:00 ET	QQQ	short in	—	—	6 numbers lb 749.7717546606932 px 748.21 ub 761.9491817193694 pos −1 vwap 752.842973928663 reason short in: 748.21 < band 749.77
Noise area	noise	13:30 ET	SPY	short in	—	—	6 numbers lb 772.2669661768508 px 771.07 ub 779.8309282176726 pos −1 vwap 774.3566094973116 reason short in: 771.07 < band 772.27
Noise area	noise	13:30 ET	QQQ	hold	—	—	6 numbers lb 750.1343175823324 px 744.41 ub 761.5848107197094 pos −1 vwap 750.6669509395766 reason hold: 744.41 in [750.13, 761.58], VWAP 750.67
Noise area	noise	14:00 ET	SPY	hold	—	—	6 numbers lb 772.3995223600998 px 771.89 ub 779.6979700224338 pos −1 vwap 774.0370167634721 reason hold: 771.89 in [772.40, 779.70], VWAP 774.04
Noise area	noise	14:00 ET	QQQ	hold	—	—	6 numbers lb 750.1799613459937 px 745.81 ub 761.5389393335283 pos −1 vwap 750.338334389506 reason hold: 745.81 in [750.18, 761.54], VWAP 750.34
Noise area	noise	14:30 ET	SPY	short out	—	—	6 numbers lb 772.415703670819 px 773.36 ub 779.681739637573 pos 0 vwap 773.9102089883337 reason short out: 773.36 > min(band 772.42, VWAP 773.91)
Noise area	noise	14:30 ET	QQQ	hold	—	—	6 numbers lb 750.0836148934733 px 748.22 ub 761.6357662596237 pos −1 vwap 749.9483171040662 reason hold: 748.22 in [750.08, 761.64], VWAP 749.95
Noise area	noise	15:00 ET	SPY	flat	—	—	6 numbers lb 772.4557986120351 px 772.92 ub 779.6415230977508 pos 0 vwap 773.8592766761035 reason flat: 772.92 in [772.46, 779.64], VWAP 773.86
Noise area	noise	15:00 ET	QQQ	hold	—	—	6 numbers lb 750.1761247522427 px 746.695 ub 761.5427950601259 pos −1 vwap 749.7401302369585 reason hold: 746.70 in [750.18, 761.54], VWAP 749.74
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 772.40959165369 px 773.38 ub 779.6878701910246 pos 0 vwap 773.794479122423 reason flat: 773.38 in [772.41, 779.69], VWAP 773.79
Noise area	noise	15:30 ET	QQQ	hold	—	—	6 numbers lb 750.0108737936147 px 746.665 ub 761.7088701146788 pos −1 vwap 749.5107169747362 reason hold: 746.66 in [750.01, 761.71], VWAP 749.51
Noise area	noise	15:59 ET	QQQ	close_phase	—	QQQ: out at market for the close (-66 held)	1 number held −66

Orders sent (4)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	sell	66	market	filled	66	748.14	—	—	13:00 ET
noise	SPY	sell	95	market	filled	95	771.12	—	—	13:30 ET
noise	SPY	buy	95	market	filled	95	773.25	—	—	14:30 ET
noise	QQQ	buy	66	market	filled	66	747.77	—	—	15:59 ET

What filled (4)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	sell	66	—	748.14	748.21	—	13:00 ET	entry	—
noise	Noise area	SPY	sell	95	—	771.12	771.07	—	13:30 ET	entry	—
noise	Noise area	SPY	buy	95	—	773.25	773.36	—	14:30 ET	exit	—
noise	Noise area	QQQ	buy	66	—	747.77	—	—	15:59 ET	close	—

2 trades opened

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	$44,590.76	$44,579.59	$44,634.93	—	—
noise	Noise area	$45,000.00	$45,677.46	$45,668.25	$45,126.29	—	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 774.87, previous close 777.22, leverage 3.23, 95 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 775.34 in [773.67, 778.43], VWAP 774.92
10:00 ET · noise · QQQ: open 753.97, previous close 757.73, leverage 2.19, 66 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 753.10 in [751.82, 759.89], VWAP 753.54
10:30 ET · noise · SPY 10:30 check: flat: 776.44 in [772.94, 779.15], VWAP 775.21
10:30 ET · noise · QQQ 10:30 check: flat: 756.90 in [750.56, 761.15], VWAP 754.20
11:00 ET · noise · SPY 11:00 check: flat: 775.35 in [772.90, 779.19], VWAP 775.42
11:00 ET · noise · QQQ 11:00 check: flat: 754.82 in [750.96, 760.76], VWAP 754.49
11:30 ET · noise · SPY 11:30 check: flat: 774.66 in [772.54, 779.56], VWAP 775.29
11:30 ET · noise · QQQ 11:30 check: flat: 754.07 in [750.63, 761.09], VWAP 754.41
12:00 ET · noise · SPY 12:00 check: flat: 774.40 in [772.41, 779.69], VWAP 775.17
12:00 ET · noise · QQQ 12:00 check: flat: 752.87 in [750.41, 761.31], VWAP 754.20
12:30 ET · noise · SPY 12:30 check: flat: 775.46 in [772.24, 779.86], VWAP 775.22
12:30 ET · noise · QQQ 12:30 check: flat: 753.96 in [750.27, 761.45], VWAP 754.19
13:00 ET · noise · SPY 13:00 check: flat: 773.12 in [772.12, 779.97], VWAP 774.92
13:00 ET · noise · QQQ 13:00 check: short in: 748.21 < band 749.77
13:30 ET · noise · SPY 13:30 check: short in: 771.07 < band 772.27
13:30 ET · noise · QQQ 13:30 check: hold: 744.41 in [750.13, 761.58], VWAP 750.67
14:00 ET · noise · SPY 14:00 check: hold: 771.89 in [772.40, 779.70], VWAP 774.04
14:00 ET · noise · QQQ 14:00 check: hold: 745.81 in [750.18, 761.54], VWAP 750.34
14:30 ET · noise · SPY 14:30 check: short out: 773.36 > min(band 772.42, VWAP 773.91)
14:30 ET · noise · QQQ 14:30 check: hold: 748.22 in [750.08, 761.64], VWAP 749.95
15:00 ET · noise · SPY 15:00 check: flat: 772.92 in [772.46, 779.64], VWAP 773.86
15:00 ET · noise · QQQ 15:00 check: hold: 746.70 in [750.18, 761.54], VWAP 749.74
15:30 ET · noise · SPY 15:30 check: flat: 773.38 in [772.41, 779.69], VWAP 773.79
15:30 ET · noise · QQQ 15:30 check: hold: 746.66 in [750.01, 761.71], VWAP 749.51
15:59 ET · noise · QQQ: out at market for the close (-66 held)

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 2.189390907909813
SPY.leverage: 3.225576657126942
QQQ.prev_close: 757.73
SPY.prev_close: 777.22
QQQ.sigma_10:00: 0.0028458501217025122
SPY.sigma_10:00: 0.0015508569081226695

inputs_crabel

armed: false
stretch: 1.499981689453125
qqq_over_qqqm: 2.4290889273578253

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 15.08 vix 15.08 asof 2026-10-07 known true vix3m 17.72 x_median 15.754999999999999
—	—	—	QQQ	OFF	—	OFF:G2	6 numbers x 21 vix 15.08 asof 2026-10-07 known true vix3m 17.72 x_median 21.47

Warnings

prices.parquet ends 2026-10-02, BEFORE the 2026-10-08 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 2026-10-08 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 2026-10-08 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 6
candidates: 0
exploration: 2

ledger

graded: 6
emitted: 0
skipped: 0
wb_graded: 616
wb_emitted: 170
ledger_open: true
exploration_emitted: 2
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: 37
short: 132
conflict: 101
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: 1
V2: 0

coverage

QQQ.rows: 30004
SPY.rows: 24027
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 46
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-D: 1

funnels

v5-A.QQQ.room: 1
v5-A.SPY.room: 1
v5-G.QQQ.room: 1
v5-G.SPY.room: 1
info-A.QQQ.room: 1
info-A.SPY.room: 2
info-C.SPY.room: 2
info-D.SPY.room: 1
info-E.SPY.room: 1
info-G.QQQ.room: 1
info-G.SPY.room: 1
v5-A.QQQ.window: 2
v5-A.SPY.window: 3
v5-D.QQQ.breadth: 2
v5-D.SPY.breadth: 1
info-A.QQQ.window: 2
info-A.SPY.window: 2
info-C.QQQ.window: 2
info-C.SPY.window: 4
info-D.QQQ.entries: 1
v5-A.QQQ.candidates: 4
v5-A.SPY.candidates: 4
v5-D.QQQ.candidates: 2
v5-D.SPY.candidates: 1
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.candidates: 4
info-A.SPY.candidates: 4
info-C.QQQ.candidates: 4
info-C.SPY.candidates: 6
info-D.QQQ.candidates: 6
info-D.SPY.candidates: 2
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
info-A.QQQ.premium_gate: 1
info-C.QQQ.premium_gate: 2
info-D.QQQ.premium_gate: 5
info-D.SPY.premium_gate: 1
info-E.QQQ.premium_gate: 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

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

funnels

P4-GAP.QQQ.entries: 1
info-eod.QQQ.entries: 1
info-eod.SPY.entries: 1
P4-GAP.QQQ.candidates: 1
info-gap25.QQQ.entries: 1
info-gap25.SPY.entries: 1
info-noise.QQQ.entries: 1
info-noise.SPY.entries: 1
info-eod.QQQ.candidates: 1
info-eod.SPY.candidates: 1
info-gap-K.QQQ.candidates: 1
info-gap25.QQQ.candidates: 1
info-gap25.SPY.candidates: 1
info-noise.QQQ.candidates: 1
info-noise.SPY.candidates: 1
info-gap-close.QQQ.entries: 1
info-gap-K.QQQ.premium_gate: 1
info-gap-close.QQQ.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	QQQ	put	P4-GAP: ENTRY	P754 at 1.96	10:06 ET	time	−23.6%	(1)
09:36	forward-p4	QQQ	put	info-gap-close: ENTRY	P754 at 1.96	13:14 ET	stop	+149.2%	(2)
09:36	forward-p4	QQQ	put	info-gap25: ENTRY	P754 at 1.96	10:06 ET	time	−23.6%	(1)
09:36	forward-p4	SPY	put	info-gap25: ENTRY	P775 at 1.43	10:06 ET	time	−42.9%	(1)
10:06	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
12:34	forward	SPY	put	B0: room, V2: room, F2: room	—	—	—	—	—
12:38	forward	SPY	put	B0: room, V2: room, F2: room	—	—	—	—	—
12:48	forward	SPY	put	B0: room, V2: room, F2: room	—	—	—	—	—
12:54	forward-p4	QQQ	put	info-noise: ENTRY	P749 at 1.78	15:55 ET	time	+19.5%	(1)
13:06	forward-p4	SPY	put	info-noise: ENTRY	P772 at 1.19	13:12 ET	stop	−36.9%	(1)
13:14	forward	SPY	call	B0: bias, V2: room, F2: room	—	—	—	—	—
13:22	forward	SPY	put	B0: breadth, V2: breadth, F2: ENTRY	P770 at 0.41	13:34 ET	stop	+45.6%	(3)
13:54	forward	SPY	put	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
14:32	forward	SPY	put	B0: breadth, V2: breadth, F2: book_limit	—	—	—	—	—
14:44	forward	SPY	put	B0: breadth, V2: breadth, F2: book_limit	—	—	—	—	—
15:00	forward-p4	QQQ	put	info-eod: ENTRY	P748 at 1.71	15:10 ET	time	+30.8%	(1)
15:00	forward-p4	SPY	put	info-eod: ENTRY	P774 at 1.34	15:10 ET	time	+5.8%	(1)
15:30	forward-v5	QQQ	put	info-D: ENTRY	P746 at 0.36	15:38 ET	stop	−31.4%	(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 8, 2026	—	DAILY	v2b's pullback in leading industries	AMAT	long	9	509.077647	—	—	—	—	−$711.61	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b's pullback in leading industries	COHR	long	16	302.75	—	—	—	—	−$834.40	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b's pullback in leading industries	INTC	long	46	106.81	—	—	—	—	−$526.24	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b's pullback in leading industries	LRCX	long	15	321.14	—	—	—	—	−$655.20	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b's pullback in leading industries	MPWR	long	3	1,372.14	—	—	—	—	−$368.82	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b's pullback in leading industries	TER	long	12	399.464545	—	—	—	—	−$675.05	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b-TOM on Alpaca paper	AMAT	long	4	509.077647	—	—	—	—	−$316.27	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b-TOM on Alpaca paper	DAL	long	27	82.04	—	—	—	—	−$106.92	—	—	open	Trade journal (1)
Oct 8, 2026	Oct 13, 2026	DAILY	v2b-TOM on Alpaca paper	GRMN	long	8	267.86	276.82	+$71.68	+$71.57	+3.35%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 13, 2026	DAILY	v2b-TOM on Alpaca paper	HOOD	long	20	107.16	110.67	+$70.20	+$69.92	+3.28%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b-TOM on Alpaca paper	LRCX	long	6	321.14	—	—	—	—	−$262.08	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b-TOM on Alpaca paper	ROK	long	5	434.93	—	—	—	—	−$64.50	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b-TOM on Alpaca paper	TER	long	5	399.464545	—	—	—	—	−$281.27	—	—	open	Trade journal (1)
Oct 8, 2026	Oct 9, 2026	DAILY	v2b-TOM on Alpaca paper	VTRS	long	127	17.4798	17.65	+$21.62	+$19.84	+0.97%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b on Alpaca paper	AMAT	long	4	509.077647	—	—	—	—	−$316.27	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b on Alpaca paper	DAL	long	27	82.04	—	—	—	—	−$106.92	—	—	open	Trade journal (1)
Oct 8, 2026	Oct 13, 2026	DAILY	v2b on Alpaca paper	GRMN	long	8	267.86	276.82	+$71.68	+$71.57	+3.35%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 13, 2026	DAILY	v2b on Alpaca paper	HOOD	long	20	107.16	110.67	+$70.20	+$69.92	+3.28%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b on Alpaca paper	LRCX	long	6	321.14	—	—	—	—	−$262.08	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b on Alpaca paper	ROK	long	5	434.93	—	—	—	—	−$64.50	—	—	open	Trade journal (1)
Oct 8, 2026	—	DAILY	v2b on Alpaca paper	TER	long	5	399.464545	—	—	—	—	−$281.27	—	—	open	Trade journal (1)
Oct 8, 2026	Oct 9, 2026	DAILY	v2b on Alpaca paper	VTRS	long	127	17.4798	17.65	+$21.62	+$19.84	+0.97%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	—	INTRA1	Nasdaq opening-range retest	QQQ	short	0	—	—	—	—	—	—	—	—	not entered	Trade journal (2)
Oct 8, 2026	Oct 8, 2026	INTRA2	Noise area	QQQ	short	66	748.14	747.77	+$24.42	+$23.50	+0.05%	—	178.9 minutes	close	closed	Trade journal (2)
Oct 8, 2026	Oct 8, 2026	INTRA2	Noise area	SPY	short	95	771.12	773.25	−$202.35	−$203.68	−0.28%	—	60 minutes	signal	closed	Trade journal (2)
Oct 8, 2026	—	SIM-V2B-TOM	v2b-TOM	AMAT	long	4	509.570007	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	Oct 9, 2026	SIM-V2B-TOM	v2b-TOM	BIIB	long	10	218.429993	225.710007	+$71.67	—	+3.23%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	—	SIM-V2B-TOM	v2b-TOM	COHR	long	7	302.350006	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	—	SIM-V2B-TOM	v2b-TOM	DAL	long	27	82.139999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	Oct 13, 2026	SIM-V2B-TOM	v2b-TOM	GRMN	long	8	268.440002	276.410004	+$62.65	—	+2.87%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 13, 2026	SIM-V2B-TOM	v2b-TOM	HOOD	long	20	107.010002	110.519997	+$69.09	—	+3.18%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	—	SIM-V2B-TOM	v2b-TOM	LRCX	long	6	320.589996	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	—	SIM-V2B-TOM	v2b-TOM	ROK	long	5	434.140015	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	—	SIM-V2B-TOM	v2b-TOM	TER	long	5	398.720001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	Oct 9, 2026	SIM-V2B-TOM	v2b-TOM	VTRS	long	127	17.440001	17.639999	+$24.28	—	+1.05%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 12, 2026	SIM-V2B-TOM	v2b-TOM	WAB	long	7	280.799988	285.769989	+$33.79	—	+1.67%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	—	SIM-V2B	v2b	AMAT	long	4	509.570007	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	Oct 9, 2026	SIM-V2B	v2b	BIIB	long	10	218.429993	225.710007	+$71.67	—	+3.23%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	—	SIM-V2B	v2b	COHR	long	7	302.350006	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	—	SIM-V2B	v2b	DAL	long	27	82.139999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	Oct 13, 2026	SIM-V2B	v2b	DE	long	3	652.580017	650.00	−$8.72	—	−0.50%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 13, 2026	SIM-V2B	v2b	GRMN	long	8	268.440002	276.410004	+$62.65	—	+2.87%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 13, 2026	SIM-V2B	v2b	HOOD	long	20	107.010002	110.519997	+$69.09	—	+3.18%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	—	SIM-V2B	v2b	LRCX	long	6	320.589996	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	—	SIM-V2B	v2b	ROK	long	5	434.140015	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	—	SIM-V2B	v2b	TER	long	5	398.720001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 8, 2026	Oct 9, 2026	SIM-V2B	v2b	VTRS	long	127	17.440001	17.639999	+$24.28	—	+1.05%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 12, 2026	SIM-V2B	v2b	WAB	long	7	280.799988	285.769989	+$33.79	—	+1.67%	—	—	close>sma_exit	closed	Local ledger (3)
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 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 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 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 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	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 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 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 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 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 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 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 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 8, 2026	SIM-V2B	v2b	TGT	long	14	152.990005	154.759995	+$23.70	—	+1.06%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 1, 2026	Oct 8, 2026	DAILY	v2b-TOM on Alpaca paper	BBY	long	24	87.73	88.71	+$23.52	+$23.18	+1.12%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 8, 2026	DAILY	v2b-TOM on Alpaca paper	BNY	long	15	143.71	143.52	−$2.85	−$3.06	−0.13%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 8, 2026	DAILY	v2b-TOM on Alpaca paper	SJM	long	18	116.03	119.49	+$62.28	+$62.03	+2.98%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 8, 2026	DAILY	v2b on Alpaca paper	BBY	long	24	87.73	88.71	+$23.52	+$23.18	+1.12%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 8, 2026	DAILY	v2b on Alpaca paper	BNY	long	15	143.71	143.52	−$2.85	−$3.06	−0.13%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 8, 2026	DAILY	v2b on Alpaca paper	SJM	long	18	116.03	119.49	+$62.28	+$62.03	+2.98%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 1, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	SJM	long	18	115.949997	119.410004	+$61.21	—	+2.88%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 1, 2026	Oct 8, 2026	SIM-V2B	v2b	BBY	long	24	87.699997	88.400002	+$15.74	—	+0.70%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 1, 2026	Oct 8, 2026	SIM-V2B	v2b	SJM	long	18	115.949997	119.410004	+$61.21	—	+2.88%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 29, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	BBY	long	24	88.75	88.400002	−$9.46	—	−0.49%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 29, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	BNY	long	14	146.979996	143.610001	−$48.19	—	−2.39%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 29, 2026	Oct 8, 2026	SIM-V2B-TOM	v2b-TOM	KHC	long	92	23.450001	22.48	−$90.27	—	−4.24%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 28, 2026	Oct 8, 2026	SIM-V2B	v2b	BNY	long	14	148.440002	143.610001	−$68.63	—	−3.35%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 28, 2026	Oct 8, 2026	SIM-V2B	v2b	KHC	long	92	23.559999	22.48	−$100.39	—	−4.68%	—	—	close>sma_exit	closed	Local ledger (3)
Sep 28, 2026	Oct 8, 2026	SIM-V2B	v2b	SCHW	long	22	98.300003	96.870003	−$32.53	—	−1.55%	—	—	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.

Jobs

DAILY · Systematic equity

What the rules decided (46)

Orders sent (18)

Filled orders against the close

What filled (36)

22 trades opened

14 trades closed

The books at the close

The session's numbers

INTRA1 · Systematic equity

What the rules decided (3)

The books at the close

Events

The session's numbers

INTRA2 · Systematic equity

What the rules decided (27)

Orders sent (4)

What filled (4)

2 trades opened

2 trades closed

The books at the close

Events

The session's numbers

MA · market-analysis

What the rules decided (2)

Warnings

The session's numbers

forward · 0DTE forward logs

The session's numbers

forward-v5 · 0DTE forward logs

The session's numbers

forward-p4 · 0DTE forward logs

The session's numbers

0DTE signals

Trades opened or closed