Ewan Li

Session day

Fri, Oct 9, 2026

Previous: Thu, Oct 8, 2026Next: Mon, Oct 12, 2026

Jobs

Each job in the order it ran. A job that was due shows as missing once its engine's runs from a later day are in without it.

Time (ET)JobOutcomeWhat it doesTookError
18:19desk-backupraneverything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days25 s—
18:19syseq-settleranevery book at the official close, the trade journal, the after-close scans39 s—
18:39desk-backupraneverything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days3 s—
20:30odte-forwardranprotocol 2's forward log (B0, V2, F2)1 min 45 s—
21:00odte-forward-v5ranprotocol 3's information log2 min 1 s—
21:15odte-forward-p4ranprotocol 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 $1,004,325.46

What the rules decided (33)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETSPYflat—flat: not a Monday
4 numbers
close
778.77001953125
target
0
values
low
775.1400146484375
high
779.4199829101562
open
776.239990234375
close
778.77001953125
monday
false
prev_high
777.0900268554688
prev_close
773.9299926757812
prev2_close
777.219970703125
holding
0
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETQQQflat—flat: not a Monday
4 numbers
close
750.8800048828125
target
0
values
low
748.364990234375
high
752.8599853515625
open
752.5499877929688
close
750.8800048828125
monday
false
prev_high
757.1799926757812
prev_close
747.5800170898438
prev2_close
757.72998046875
holding
0
IBS on SPY and QQQibs15:41 ETSPYflat—flat: no entry
4 numbers
close
778.77001953125
target
0
values
ibs
0.8481382713232463
low
775.1400146484375
high
779.4199829101562
open
776.239990234375
close
778.77001953125
exit_above
0.8
enter_below
0.2
holding
0
IBS on SPY and QQQibs15:41 ETQQQflat—flat: no entry
4 numbers
close
750.8800048828125
target
0
values
ibs
0.5595144339135866
low
748.364990234375
high
752.8599853515625
open
752.5499877929688
close
750.8800048828125
exit_above
0.8
enter_below
0.2
holding
0
RSI(2) on SPY and QQQrsi215:41 ETSPYflat—flat: no entry
4 numbers
close
778.77001953125
target
0
values
low
775.1400146484375
high
779.4199829101562
open
776.239990234375
rsi2
73.35264679540836
sma5
776.7680053710938
close
778.77001953125
sma200
719.6588217455927
enter_below
10
short_above
90
holding
0
RSI(2) on SPY and QQQrsi215:41 ETQQQflat—flat: no entry
4 numbers
close
750.8800048828125
target
0
values
low
748.364990234375
high
752.8599853515625
open
752.5499877929688
rsi2
44.35155431548876
sma5
754.4099975585938
close
750.8800048828125
sma200
670.8744654560041
enter_below
10
short_above
90
holding
0
Double 7s on SPY and QQQd715:41 ETSPYflat—flat: no entry
4 numbers
close
778.77001953125
target
0
values
low
775.1400146484375
high
779.4199829101562
low7
763.989990234375
open
776.239990234375
close
778.77001953125
high7
779.0900268554688
sma200
719.6588217455927
holding
0
Double 7s on SPY and QQQd715:41 ETQQQflat—flat: no entry
4 numbers
close
750.8800048828125
target
0
values
low
748.364990234375
high
752.8599853515625
low7
742.030029296875
open
752.5499877929688
close
750.8800048828125
high7
759.6599731445312
sma200
670.8744654560041
holding
0
The 200-day trend on SPY and QQQtr20015:41 ETSPYhold—hold
4 numbers
close
778.77001953125
target
1
values
low
775.1400146484375
high
779.4199829101562
open
776.239990234375
close
778.77001953125
sma200
719.6588217455927
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETQQQhold—hold
4 numbers
close
750.8800048828125
target
1
values
low
748.364990234375
high
752.8599853515625
open
752.5499877929688
close
750.8800048828125
sma200
670.8744654560041
holding
1
v2b on Alpaca paperv2b15:41 ETDOCsell112close>sma_exit
10 numbers
adv
105701361.22055054
rsi
65.56802815053138
close
18.889999389648438
sma_exit
18.78199996948242
tradable
true
raw_close
18.889999389648438
sma_trend
18.54703016757965
exit_signal
true
entry_signal
false
held_sessions
6
v2b on Alpaca paperv2b15:41 ETMRKsell15close>sma_exit
10 numbers
adv
1205744387.145996
rsi
88.57783520666706
close
146.1750030517578
sma_exit
142.56499938964845
tradable
true
raw_close
146.1750030517578
sma_trend
122.54455410003662
exit_signal
true
entry_signal
false
held_sessions
4
v2b on Alpaca paperv2b15:41 ETSOLVsell25close>sma_exit
10 numbers
adv
80600796.7590332
rsi
78.28840572303233
close
87.68000030517578
sma_exit
87.00800018310547
tradable
true
raw_close
87.68000030517578
sma_trend
78.10289995193482
exit_signal
true
entry_signal
false
held_sessions
2
v2b on Alpaca paperv2b15:41 ETVTRSsell127close>sma_exit
10 numbers
adv
139217402.28271484
rsi
83.10861318102872
close
17.704999923706055
sma_exit
17.559000396728514
tradable
true
raw_close
17.704999923706055
sma_trend
15.286439599990844
exit_signal
true
entry_signal
false
held_sessions
1
v2b on Alpaca paperv2b15:41 ETWELLsell9close>sma_exit
10 numbers
adv
602702845.7702637
rsi
78.26997695547395
close
227.11500549316406
sma_exit
224.2429992675781
tradable
true
raw_close
227.11500549316406
sma_trend
213.89893615722656
exit_signal
true
entry_signal
false
held_sessions
4
v2b on Alpaca paperv2b15:41 ETSWKSbuy28entry rank 1 rsi 4.6
10 numbers
adv
364284480.35736084
rsi
4.590058718704857
rank
1
close
77.73999786376953
sma_exit
81.7240005493164
tradable
true
raw_close
77.73999786376953
sma_trend
65.78569993972778
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETIVZbuy74entry rank 2 rsi 5.0
10 numbers
adv
131859071.67110443
rsi
5.043369873876825
rank
2
close
29.53499984741211
sma_exit
30.20099983215332
tradable
true
raw_close
29.53499984741211
sma_trend
27.631112871170043
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETBENbuy69entry rank 3 rsi 6.1
10 numbers
adv
119667373.62213135
rsi
6.06130253309252
rank
3
close
32.025001525878906
sma_exit
32.44500045776367
tradable
true
raw_close
32.025001525878906
sma_trend
29.15759397506714
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETMSIbuy4entry rank 4 rsi 9.1
10 numbers
adv
379778575.9277344
rsi
9.072408463316645
rank
4
close
443.2900085449219
sma_exit
450.0779968261719
tradable
true
raw_close
443.2900085449219
sma_trend
430.86147811889646
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETNVDAbuy9entry rank 5 rsi 9.4
10 numbers
adv
25162148541.84265
rsi
9.394902683037573
rank
5
close
229.55599975585938
sma_exit
235.12919921875
tradable
true
raw_close
229.55599975585938
sma_trend
201.83027557373046
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETDOCsell112close>sma_exit
10 numbers
adv
105701361.22055054
rsi
65.56802815053138
close
18.889999389648438
sma_exit
18.78199996948242
tradable
true
raw_close
18.889999389648438
sma_trend
18.54703016757965
exit_signal
true
entry_signal
false
held_sessions
6
v2b-TOM on Alpaca paperv2b-tom15:41 ETMRKsell15close>sma_exit
10 numbers
adv
1205744387.145996
rsi
88.57783520666706
close
146.1750030517578
sma_exit
142.56499938964845
tradable
true
raw_close
146.1750030517578
sma_trend
122.54455410003662
exit_signal
true
entry_signal
false
held_sessions
4
v2b-TOM on Alpaca paperv2b-tom15:41 ETSOLVsell25close>sma_exit
10 numbers
adv
80600796.7590332
rsi
78.28840572303233
close
87.68000030517578
sma_exit
87.00800018310547
tradable
true
raw_close
87.68000030517578
sma_trend
78.10289995193482
exit_signal
true
entry_signal
false
held_sessions
2
v2b-TOM on Alpaca paperv2b-tom15:41 ETVTRSsell127close>sma_exit
10 numbers
adv
139217402.28271484
rsi
83.10861318102872
close
17.704999923706055
sma_exit
17.559000396728514
tradable
true
raw_close
17.704999923706055
sma_trend
15.286439599990844
exit_signal
true
entry_signal
false
held_sessions
1
v2b-TOM on Alpaca paperv2b-tom15:41 ETWELLsell9close>sma_exit
10 numbers
adv
602702845.7702637
rsi
78.26997695547395
close
227.11500549316406
sma_exit
224.2429992675781
tradable
true
raw_close
227.11500549316406
sma_trend
213.89893615722656
exit_signal
true
entry_signal
false
held_sessions
4
v2b-TOM on Alpaca paperv2b-tom15:41 ETSWKSbuy28entry rank 1 rsi 4.6
10 numbers
adv
364284480.35736084
rsi
4.590058718704857
rank
1
close
77.73999786376953
sma_exit
81.7240005493164
tradable
true
raw_close
77.73999786376953
sma_trend
65.78569993972778
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETIVZbuy74entry rank 2 rsi 5.0
10 numbers
adv
131859071.67110443
rsi
5.043369873876825
rank
2
close
29.53499984741211
sma_exit
30.20099983215332
tradable
true
raw_close
29.53499984741211
sma_trend
27.631112871170043
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETBENbuy69entry rank 3 rsi 6.1
10 numbers
adv
119667373.62213135
rsi
6.06130253309252
rank
3
close
32.025001525878906
sma_exit
32.44500045776367
tradable
true
raw_close
32.025001525878906
sma_trend
29.15759397506714
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETMSIbuy4entry rank 4 rsi 9.1
10 numbers
adv
379778575.9277344
rsi
9.072408463316645
rank
4
close
443.2900085449219
sma_exit
450.0779968261719
tradable
true
raw_close
443.2900085449219
sma_trend
430.86147811889646
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETNVDAbuy9entry rank 5 rsi 9.4
10 numbers
adv
25162148541.84265
rsi
9.394902683037573
rank
5
close
229.55599975585938
sma_exit
235.12919921875
tradable
true
raw_close
229.55599975585938
sma_trend
201.83027557373046
exit_signal
false
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETNVDAbuy21entry rank 1 rsi 9.4
12 numbers
adv
25162148541.84265
rsi
9.394902683037573
rank
1
close
229.55599975585938
group
XLK
sma_exit
235.12919921875
tradable
true
raw_close
229.55599975585938
sma_trend
201.83027557373046
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETAMDbuy8entry rank 2 rsi 9.6
12 numbers
adv
11621123485.52246
rsi
9.611165552660877
rank
2
close
607.2050170898438
group
SMH
sma_exit
630.9829956054688
tradable
true
raw_close
607.2050170898438
sma_trend
385.31457542419435
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETSNDKbuy3entry rank 3 rsi 9.9
12 numbers
adv
16929388120.715332
rsi
9.902369278161602
rank
3
close
1578.4599609375
group
SMH
sma_exit
1648.9919921875
tradable
true
raw_close
1578.4599609375
sma_trend
1181.5062725830078
exit_signal
false
group_leads
true
entry_signal
true

Orders sent (12)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedAMDbuy8—filled8608.1875608.099976+1.4 bp15:55 ET
nettedBENbuy138—filled13831.93630532.00−19.9 bp15:55 ET
nettedDOCsell224—filled22418.8318.799999−16.0 bp15:55 ET
nettedIVZbuy148—filled14829.51060829.51+0.2 bp15:55 ET
nettedMRKsell30—filled30145.56145.600006+2.7 bp15:55 ET
nettedMSIbuy8—filled8444.14444.179993−0.9 bp15:59 ET
nettedNVDAbuy39—filled39229.657692229.279999+16.5 bp15:55 ET
nettedSNDKbuy3—filled31,581.351,581.819946−3.0 bp15:55 ET
nettedSOLVsell50—filled5087.5087.290001−24.1 bp15:55 ET
nettedSWKSbuy56—filled5676.76714376.349998+54.6 bp15:55 ET
nettedVTRSsell254—filled25417.6517.639999−5.7 bp15:55 ET
nettedWELLsell18—filled18225.728333225.470001−11.5 bp15:59 ET

Filled orders against the close

DAILY: each order's fill against the close
Each filled order's average price against the official close, in basis points, as the engine measured it: above zero is a cost (a buy above the close, a sell below it), below zero an improvement.
−40 bp−20 bp0 bp+20 bp+40 bp+60 bpAMD buy 8: +1.4 bp against the close (608.1875 filled, 608.099976 close)BEN buy 138: −19.9 bp against the close (31.936305 filled, 32.00 close)DOC sell 224: −16.0 bp against the close (18.83 filled, 18.799999 close)IVZ buy 148: +0.2 bp against the close (29.510608 filled, 29.51 close)MRK sell 30: +2.7 bp against the close (145.56 filled, 145.600006 close)MSI buy 8: −0.9 bp against the close (444.14 filled, 444.179993 close)NVDA buy 39: +16.5 bp against the close (229.657692 filled, 229.279999 close)SNDK buy 3: −3.0 bp against the close (1,581.35 filled, 1,581.819946 close)SOLV sell 50: −24.1 bp against the close (87.50 filled, 87.290001 close)SWKS buy 56: +54.6 bp against the close (76.767143 filled, 76.349998 close)VTRS sell 254: −5.7 bp against the close (17.65 filled, 17.639999 close)WELL sell 18: −11.5 bp against the close (225.728333 filled, 225.470001 close)
DAILY: each order's fill against the close — data table
DAILY: each order's fill against the close, each order
SymbolSideFilledAverage priceCloseAgainst the close
AMDbuy8608.1875608.099976+1.4 bp
BENbuy13831.93630532.00−19.9 bp
DOCsell22418.8318.799999−16.0 bp
IVZbuy14829.51060829.51+0.2 bp
MRKsell30145.56145.600006+2.7 bp
MSIbuy8444.14444.179993−0.9 bp
NVDAbuy39229.657692229.279999+16.5 bp
SNDKbuy31,581.351,581.819946−3.0 bp
SOLVsell5087.5087.290001−24.1 bp
SWKSbuy5676.76714376.349998+54.6 bp
VTRSsell25417.6517.639999−5.7 bp
WELLsell18225.728333225.470001−11.5 bp

What filled (23)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
v2bv2b on Alpaca paperDOCsell11211218.8318.88999918.799999—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperDOCsell11211218.8318.88999918.799999—signalclose>sma_exit
v2bv2b on Alpaca paperMRKsell1515145.56146.175003145.600006—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperMRKsell1515145.56146.175003145.600006—signalclose>sma_exit
v2bv2b on Alpaca paperSOLVsell252587.5087.6887.290001—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperSOLVsell252587.5087.6887.290001—signalclose>sma_exit
v2bv2b on Alpaca paperVTRSsell12712717.6517.70517.639999—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperVTRSsell12712717.6517.70517.639999—signalclose>sma_exit
v2bv2b on Alpaca paperWELLsell99225.728333227.115005225.470001—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperWELLsell99225.728333227.115005225.470001—signalclose>sma_exit
o11v2b's pullback in leading industriesAMDbuy88608.1875607.205017608.099976—signalentry rank 2 rsi 9.6
v2bv2b on Alpaca paperBENbuy696931.93630532.02500232.00—signalentry rank 3 rsi 6.1
v2b-tomv2b-TOM on Alpaca paperBENbuy696931.93630532.02500232.00—signalentry rank 3 rsi 6.1
v2bv2b on Alpaca paperIVZbuy747429.51060829.53529.51—signalentry rank 2 rsi 5.0
v2b-tomv2b-TOM on Alpaca paperIVZbuy747429.51060829.53529.51—signalentry rank 2 rsi 5.0
v2bv2b on Alpaca paperMSIbuy44444.14443.290009444.179993—signalentry rank 4 rsi 9.1
v2b-tomv2b-TOM on Alpaca paperMSIbuy44444.14443.290009444.179993—signalentry rank 4 rsi 9.1
v2bv2b on Alpaca paperNVDAbuy99229.657692229.556229.279999—signalentry rank 5 rsi 9.4
v2b-tomv2b-TOM on Alpaca paperNVDAbuy99229.657692229.556229.279999—signalentry rank 5 rsi 9.4
o11v2b's pullback in leading industriesNVDAbuy2121229.657692229.556229.279999—signalentry rank 1 rsi 9.4
o11v2b's pullback in leading industriesSNDKbuy331,581.351,578.4599611,581.819946—signalentry rank 3 rsi 9.9
v2bv2b on Alpaca paperSWKSbuy282876.76714377.73999876.349998—signalentry rank 1 rsi 4.6
v2b-tomv2b-TOM on Alpaca paperSWKSbuy282876.76714377.73999876.349998—signalentry rank 1 rsi 4.6

13 trades opened

10 trades closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$100,000.00$100,127.80——Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,014.60$100,141.19——Sep 30, 2026
o11v2b's pullback in leading industries$100,000.00$100,035.69$100,077.68——Oct 7, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$100,000.00$100,127.80——Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$101,252.05$101,290.56——Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,127.80——Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$101,498.93$101,532.71——Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$101,454.57$101,488.08——Sep 30, 2026

The session's numbers

sent
true
index_snapshot_last_bar
2026-10-09 15:40:33-04:00
Record Alpaca
Cost model

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

INTRA1 · Systematic equity

no trades

Account INTRA1

What the rules decided (3)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Nasdaq opening-range retestpat09:45 ET—range—range 749.09-752.84
2 numbers
low
749.085
high
752.84
Nasdaq opening-range retestpat09:50 ET—no_more_entries—no more entries: one setup a day
1 number
why
one setup a day
Nasdaq opening-range retestpat09:50 ET—refused—short breakout on 5-minute bar 3; the trend refuses it
3 numbers
bar
3
side
−1
trend_up
1

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
orb
reserved
Stocks-in-play breakout$45,000.00—————
patNasdaq 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 749.09-752.84
  • 09:50 ET · pat · no more entries: one setup a day
  • 09:50 ET · pat · short breakout on 5-minute bar 3; the trend refuses it

The session's numbers

phase
settled
inputs_pat
tick
0.006082671244338232
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 (27)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Noise areanoise10:00 ETSPYopen—SPY: open 776.24, previous close 773.93, leverage 3.15, 92 shares a leg
4 numbers
open
776.24
shares
92
leverage
3.1502272229790713
prev_close
773.93
Noise areanoise10:00 ETSPYflat——
6 numbers
lb
772.8173887378803
px
775.995
ub
777.3559321464575
pos
0
vwap
776.0401627931483
reason
flat: 776.00 in [772.82, 777.36], VWAP 776.04
Noise areanoise10:00 ETQQQopen—QQQ: open 752.55, previous close 747.58, leverage 1.96, 59 shares a leg
4 numbers
open
752.55
shares
59
leverage
1.9594917315758653
prev_close
747.58
Noise areanoise10:00 ETQQQflat——
6 numbers
lb
745.4481863308037
px
749.44
ub
754.6959862178679
pos
0
vwap
750.605288739005
reason
flat: 749.44 in [745.45, 754.70], VWAP 750.61
Noise areanoise10:30 ETSPYflat——
6 numbers
lb
772.0375968409264
px
776.505
ub
778.1380515398024
pos
0
vwap
776.1177600070329
reason
flat: 776.50 in [772.04, 778.14], VWAP 776.12
Noise areanoise10:30 ETQQQflat——
6 numbers
lb
744.1502649113892
px
749.89
ub
756.0025363719388
pos
0
vwap
750.0968060566573
reason
flat: 749.89 in [744.15, 756.00], VWAP 750.10
Noise areanoise11:00 ETSPYflat——
6 numbers
lb
772.0326411919673
px
777.31
ub
778.1430219802143
pos
0
vwap
776.2426263794833
reason
flat: 777.31 in [772.03, 778.14], VWAP 776.24
Noise areanoise11:00 ETQQQflat——
6 numbers
lb
744.6386315000616
px
750.53
ub
755.5109230645934
pos
0
vwap
750.1286692353405
reason
flat: 750.53 in [744.64, 755.51], VWAP 750.13
Noise areanoise11:30 ETSPYflat——
6 numbers
lb
771.6800218773071
px
777.12
ub
778.4966937810385
pos
0
vwap
776.501667981328
reason
flat: 777.12 in [771.68, 778.50], VWAP 776.50
Noise areanoise11:30 ETQQQflat——
6 numbers
lb
744.3795301140592
px
749.47
ub
755.7717469871649
pos
0
vwap
750.0928968665046
reason
flat: 749.47 in [744.38, 755.77], VWAP 750.09
Noise areanoise12:00 ETSPYflat——
6 numbers
lb
771.608488164371
px
777.33
ub
778.5684410053733
pos
0
vwap
776.5768869730493
reason
flat: 777.33 in [771.61, 778.57], VWAP 776.58
Noise areanoise12:00 ETQQQflat——
6 numbers
lb
744.1658301415632
px
750.06
ub
755.986867662279
pos
0
vwap
750.0917608911238
reason
flat: 750.06 in [744.17, 755.99], VWAP 750.09
Noise areanoise12:30 ETSPYflat——
6 numbers
lb
771.4478636339081
px
777.995
ub
778.7295449624839
pos
0
vwap
776.7018896512084
reason
flat: 778.00 in [771.45, 778.73], VWAP 776.70
Noise areanoise12:30 ETQQQflat——
6 numbers
lb
744.1068907458848
px
750.65
ub
756.0461988940106
pos
0
vwap
750.135250877794
reason
flat: 750.65 in [744.11, 756.05], VWAP 750.14
Noise areanoise13:00 ETSPYflat——
6 numbers
lb
771.2091370257133
px
778.175
ub
778.9689841137574
pos
0
vwap
776.8771763395188
reason
flat: 778.17 in [771.21, 778.97], VWAP 776.88
Noise areanoise13:00 ETQQQflat——
6 numbers
lb
743.1681908723647
px
750.57
ub
756.9911393549881
pos
0
vwap
750.1847639685545
reason
flat: 750.57 in [743.17, 756.99], VWAP 750.18
Noise areanoise13:30 ETSPYflat——
6 numbers
lb
771.1984281598524
px
778.02
ub
778.9797249430778
pos
0
vwap
777.0106910219814
reason
flat: 778.02 in [771.20, 778.98], VWAP 777.01
Noise areanoise13:30 ETQQQflat——
6 numbers
lb
743.2290815204357
px
750.67
ub
756.9298438987081
pos
0
vwap
750.2796408696513
reason
flat: 750.67 in [743.23, 756.93], VWAP 750.28
Noise areanoise14:00 ETSPYflat——
6 numbers
lb
771.3595273249898
px
778.4
ub
778.8181449346193
pos
0
vwap
777.0679108805143
reason
flat: 778.40 in [771.36, 778.82], VWAP 777.07
Noise areanoise14:00 ETQQQflat——
6 numbers
lb
743.3380849827821
px
750.905
ub
756.8201157684895
pos
0
vwap
750.2988125670912
reason
flat: 750.90 in [743.34, 756.82], VWAP 750.30
Noise areanoise14:30 ETSPYflat——
6 numbers
lb
771.4297963303272
px
778.615
ub
778.7476661927394
pos
0
vwap
777.1638905644834
reason
flat: 778.62 in [771.43, 778.75], VWAP 777.16
Noise areanoise14:30 ETQQQflat——
6 numbers
lb
743.3846902680118
px
751.23
ub
756.7732006458275
pos
0
vwap
750.3477436904163
reason
flat: 751.23 in [743.38, 756.77], VWAP 750.35
Noise areanoise15:00 ETSPYlong in——
6 numbers
lb
771.3803875042972
px
778.93
ub
778.7972224925566
pos
1
vwap
777.3252767701936
reason
long in: 778.93 > band 778.80
Noise areanoise15:00 ETQQQflat——
6 numbers
lb
743.3243666940442
px
751.28
ub
756.8339252580284
pos
0
vwap
750.4806588928345
reason
flat: 751.28 in [743.32, 756.83], VWAP 750.48
Noise areanoise15:30 ETSPYhold——
6 numbers
lb
771.3996660278983
px
778.905
ub
778.7778864270723
pos
1
vwap
777.4788963836139
reason
hold: 778.90 in [771.40, 778.78], VWAP 777.48
Noise areanoise15:30 ETQQQflat——
6 numbers
lb
743.1582530763313
px
751.38
ub
757.0011432186614
pos
0
vwap
750.5353917127644
reason
flat: 751.38 in [743.16, 757.00], VWAP 750.54
Noise areanoise15:59 ETSPYclose_phase—SPY: out at market for the close (92 held)
1 number
held
92

Orders sent (2)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
noiseSPYbuy92marketfilled92778.925761——15:00 ET
noiseSPYsell92marketfilled92778.432174——15:59 ET

What filled (2)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
noiseNoise areaSPYbuy92—778.925761778.93—15:00 ETentry—
noiseNoise areaSPYsell92—778.432174——15:59 ETclose—

1 trade opened

1 trade closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
crabelCrabel's opening range$45,000.00$44,590.76$44,579.59$44,634.93——
noiseNoise area$45,000.00$45,632.05$45,621.55$45,091.77——

Events

  • 09:20 ET · noise · trading
  • 09:20 ET · crabel · no entries today
  • 10:00 ET · noise · SPY: open 776.24, previous close 773.93, leverage 3.15, 92 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: flat: 776.00 in [772.82, 777.36], VWAP 776.04
  • 10:00 ET · noise · QQQ: open 752.55, previous close 747.58, leverage 1.96, 59 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: flat: 749.44 in [745.45, 754.70], VWAP 750.61
  • 10:30 ET · noise · SPY 10:30 check: flat: 776.50 in [772.04, 778.14], VWAP 776.12
  • 10:30 ET · noise · QQQ 10:30 check: flat: 749.89 in [744.15, 756.00], VWAP 750.10
  • 11:00 ET · noise · SPY 11:00 check: flat: 777.31 in [772.03, 778.14], VWAP 776.24
  • 11:00 ET · noise · QQQ 11:00 check: flat: 750.53 in [744.64, 755.51], VWAP 750.13
  • 11:30 ET · noise · SPY 11:30 check: flat: 777.12 in [771.68, 778.50], VWAP 776.50
  • 11:30 ET · noise · QQQ 11:30 check: flat: 749.47 in [744.38, 755.77], VWAP 750.09
  • 12:00 ET · noise · SPY 12:00 check: flat: 777.33 in [771.61, 778.57], VWAP 776.58
  • 12:00 ET · noise · QQQ 12:00 check: flat: 750.06 in [744.17, 755.99], VWAP 750.09
  • 12:30 ET · noise · SPY 12:30 check: flat: 778.00 in [771.45, 778.73], VWAP 776.70
  • 12:30 ET · noise · QQQ 12:30 check: flat: 750.65 in [744.11, 756.05], VWAP 750.14
  • 13:00 ET · noise · SPY 13:00 check: flat: 778.17 in [771.21, 778.97], VWAP 776.88
  • 13:00 ET · noise · QQQ 13:00 check: flat: 750.57 in [743.17, 756.99], VWAP 750.18
  • 13:30 ET · noise · SPY 13:30 check: flat: 778.02 in [771.20, 778.98], VWAP 777.01
  • 13:30 ET · noise · QQQ 13:30 check: flat: 750.67 in [743.23, 756.93], VWAP 750.28
  • 14:00 ET · noise · SPY 14:00 check: flat: 778.40 in [771.36, 778.82], VWAP 777.07
  • 14:00 ET · noise · QQQ 14:00 check: flat: 750.90 in [743.34, 756.82], VWAP 750.30
  • 14:30 ET · noise · SPY 14:30 check: flat: 778.62 in [771.43, 778.75], VWAP 777.16
  • 14:30 ET · noise · QQQ 14:30 check: flat: 751.23 in [743.38, 756.77], VWAP 750.35
  • 15:00 ET · noise · SPY 15:00 check: long in: 778.93 > band 778.80
  • 15:00 ET · noise · QQQ 15:00 check: flat: 751.28 in [743.32, 756.83], VWAP 750.48
  • 15:30 ET · noise · SPY 15:30 check: hold: 778.90 in [771.40, 778.78], VWAP 777.48
  • 15:30 ET · noise · QQQ 15:30 check: flat: 751.38 in [743.16, 757.00], VWAP 750.54
  • 15:59 ET · noise · SPY: out at market for the close (92 held)

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
1.9594917315758653
SPY.leverage
3.1502272229790713
QQQ.prev_close
747.58
SPY.prev_close
773.93
QQQ.sigma_10:00
0.002851619451023809
SPY.sigma_10:00
0.0014376122674139488
inputs_crabel
armed
false
stretch
1.753985595703125
qqq_over_qqqm
2.428390449894429
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

traded

Account MA

What the rules decided (10)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
———SPYOFF—OFF:G2
6 numbers
x
15.41
vix
15.41
asof
2026-10-08
known
true
vix3m
18.08
x_median
15.594999999999999
———QQQON—ON
6 numbers
x
21.98
vix
15.41
asof
2026-10-08
known
true
vix3m
18.08
x_median
21.22
S-B QQQ put spreadchampion—QQQcandidate1gate ON
11 numbers
m
0.04929184127660841
k_c1
null
k_c2
null
k_p1
714
k_p2
675
spot
751.18
width
39
expiry
2026-10-30
dte_cal
21
credit_entry
2.0814285714285714
max_loss_usd
3691.8571428571427
S-B SPY put spread, explorationexploration—SPYcandidate1gate OFF:G2
11 numbers
m
0.03559566542797415
k_c1
null
k_c2
null
k_p1
751
k_p2
723
spot
778.56
width
28
expiry
2026-10-30
dte_cal
21
credit_entry
1.2375428571428573
max_loss_usd
2676.2457142857143
S-B SPY iron condor, explorationexploration—SPYcandidate1gate OFF:G2
11 numbers
m
0.03559566542797415
k_c1
806
k_c2
832
k_p1
751
k_p2
723
spot
778.56
width
28
expiry
2026-10-30
dte_cal
21
credit_entry
1.8818285714285716
max_loss_usd
2611.817142857143
S-B QQQ put spread, explorationexploration—QQQcandidate1gate ON
11 numbers
m
0.04929184127660841
k_c1
null
k_c2
null
k_p1
714
k_p2
675
spot
751.18
width
39
expiry
2026-10-30
dte_cal
21
credit_entry
2.0814285714285714
max_loss_usd
3691.8571428571427
S-C C1 iron butterflychampion—OKLOcandidate1PASS
13 numbers
k
34
k_dn
22
k_up
47
rank
1
close
34.7
iv30d
0.654440668776421
expiry
2026-11-06
sector
Utilities
dte_cal
28
cap_pass
false
credit_entry
4.652923326902572
max_loss_usd
834.7076673097428
entry_tier_max
3
S-C C1 short straddlechampion—OKLOcandidate1PASS
13 numbers
k
34
k_dn
null
k_up
null
rank
1
close
34.7
iv30d
0.654440668776421
expiry
2026-11-06
sector
Utilities
dte_cal
28
cap_pass
false
credit_entry
4.932265932336742
max_loss_usd
null
entry_tier_max
1
S-C C2 iron butterflychampion—OKLOcandidate1PASS
13 numbers
k
34
k_dn
22
k_up
47
rank
1
close
34.7
iv30d
0.654440668776421
expiry
2026-11-06
sector
Utilities
dte_cal
28
cap_pass
false
credit_entry
4.652923326902572
max_loss_usd
834.7076673097428
entry_tier_max
3
S-C C2 short straddlechampion—OKLOcandidate1PASS
13 numbers
k
34
k_dn
null
k_up
null
rank
1
close
34.7
iv30d
0.654440668776421
expiry
2026-11-06
sector
Utilities
dte_cal
28
cap_pass
true
credit_entry
4.932265932336742
max_loss_usd
null
entry_tier_max
1

132 trades opened

3 trades closed

Warnings

  • prices.parquet ends 2026-10-02, BEFORE the 2026-10-09 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 2026-10-09 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 2026-10-09 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
2
candidates
0
exploration
0
ledger
graded
2
emitted
0
skipped
0
wb_graded
680
wb_emitted
163
ledger_open
true
exploration_emitted
0
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
2
exploration.SPY-IC.n
1
exploration.SPY-PS.n
2
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
436.71955422489754
exploration.SPY-IC.net_usd_total
170.81409021866043
exploration.SPY-PS.net_usd_total
279.72035588254255
is_entry_day
true
watch_basket
vol
0
long
44
short
119
conflict
72
available
true
sc_candidates
4
sc_exploration
F1
12
F2
4
F3
36
F5
6
F9
3
PASS
1
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
0
F2
0
V2
0
coverage
QQQ.rows
19012
SPY.rows
19449
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
26
SPY.contracts_0dte
26
QQQ.longest_gap_min
1
SPY.longest_gap_min
1
triggers
8
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
info-A
2
info-D
2
info-E
1
funnels
v5-A.SPY.room
2
v5-G.SPY.room
1
info-A.SPY.room
2
info-B.SPY.room
1
info-C.QQQ.room
1
info-C.SPY.room
2
info-G.SPY.room
1
v5-A.QQQ.window
2
info-A.QQQ.window
1
info-C.QQQ.window
2
info-A.QQQ.entries
1
info-A.SPY.entries
1
info-D.SPY.entries
2
info-E.SPY.entries
1
v5-A.QQQ.candidates
2
v5-A.SPY.candidates
4
v5-G.SPY.candidates
1
info-A.QQQ.candidates
2
info-A.SPY.book_limit
1
info-A.SPY.candidates
4
info-B.SPY.candidates
1
info-C.QQQ.candidates
3
info-C.SPY.candidates
2
info-D.SPY.candidates
2
info-E.SPY.candidates
1
info-G.SPY.candidates
1
v5-A.SPY.premium_gate
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

forward-p4 · 0DTE forward logs

logged

The session's numbers

entries
info-eod
1
info-gap25
1
info-noise
1
funnels
info-eod.SPY.entries
1
info-gap25.SPY.entries
1
info-noise.SPY.entries
1
info-eod.SPY.candidates
1
info-gap25.SPY.candidates
1
info-noise.SPY.candidates
1
  • Record Forward log
    Cost model: P4-GAP and 4 more

    $0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side

    For P4-GAP, info-eod, info-gap-K, info-gap25 and info-noise.

  • Record Forward log
    Cost model: info-gap-close

    $0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level; also logged at no costs and at $0.02 a side

0DTE signals

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

Time (ET)LogSymbolSideRulesContractExitExit byNetRecord
09:36forward-p4SPYcallinfo-gap25: ENTRYC777 at 0.9810:06 ETtime−51.3%(1)
09:54forwardSPYcallB0: window, V2: window, F2: window—————
10:40forwardQQQputB0: window, V2: window, F2: window—————
10:42forwardQQQputB0: window, V2: window, F2: window—————
11:08forwardSPYputB0: bias, V2: breadth, F2: room—————
11:30forwardQQQputB0: breadth, V2: breadth, F2: room—————
11:30forwardSPYputB0: bias, V2: breadth, F2: room—————
11:32forwardSPYputB0: bias, V2: breadth, F2: room—————
11:34forwardQQQputB0: breadth, V2: breadth, F2: room—————
12:52forward-v5SPYcallinfo-A: ENTRYC781 at 0.0912:54 ETstop−50.6%(2)
14:28forward-v5QQQcallinfo-A: ENTRYC752 at 0.3514:29 ETstop−31.6%(2)
14:50forward-p4SPYcallinfo-noise: ENTRYC779 at 0.3515:39 ETstop−41.6%(1)
15:00forward-p4SPYcallinfo-eod: ENTRYC778 at 1.0815:10 ETtime−3.1%(1)
15:00forward-v5SPYcallinfo-D: ENTRYC780 at 0.1415:05 ETstop−41.4%(2)
15:00forward-v5SPYcallinfo-E: ENTRYC780 at 0.1415:05 ETstop−41.4%(2)
15:30forward-v5SPYcallinfo-D: ENTRYC780 at 0.0915:36 ETstop−50.6%(2)
  1. (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. (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

Trades opened or closed

176 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 9, 2026—DAILYv2b's pullback in leading industriesAMDlong8608.1875————−$635.50——openTrade journal (1)
Oct 9, 2026—DAILYv2b's pullback in leading industriesNVDAlong21229.657692————−$326.08——openTrade journal (1)
Oct 9, 2026—DAILYv2b's pullback in leading industriesSNDKlong31,581.35————−$846.15——openTrade journal (1)
Oct 9, 2026—DAILYv2b-TOM on Alpaca paperBENlong6931.936305————−$65.99——openTrade journal (1)
Oct 9, 2026—DAILYv2b-TOM on Alpaca paperIVZlong7429.510608————−$96.98——openTrade journal (1)
Oct 9, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperMSIlong4444.14449.44+$21.20+$21.14+1.19%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 9, 2026—DAILYv2b-TOM on Alpaca paperNVDAlong9229.657692————−$139.75——openTrade journal (1)
Oct 9, 2026Oct 15, 2026DAILYv2b-TOM on Alpaca paperSWKSlong2876.767178.74+$55.24+$54.85+2.57%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 9, 2026—DAILYv2b on Alpaca paperBENlong6931.936305————−$65.99——openTrade journal (1)
Oct 9, 2026—DAILYv2b on Alpaca paperIVZlong7429.510608————−$96.98——openTrade journal (1)
Oct 9, 2026Oct 13, 2026DAILYv2b on Alpaca paperMSIlong4444.14449.44+$21.20+$21.14+1.19%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 9, 2026—DAILYv2b on Alpaca paperNVDAlong9229.657692————−$139.75——openTrade journal (1)
Oct 9, 2026Oct 15, 2026DAILYv2b on Alpaca paperSWKSlong2876.767178.74+$55.24+$54.85+2.57%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 9, 2026—INTRA1Nasdaq opening-range retestQQQshort0————————not enteredTrade journal (2)
Oct 9, 2026Oct 9, 2026INTRA2Noise areaSPYlong92778.925761778.432174−$45.41−$46.70−0.06%—58.9 minutescloseclosedTrade journal (2)
Oct 9, 2026—MAS-B QQQ put spreadQQQshort12.081429———————openGitHub ledger (3)
Oct 9, 2026—MAS-B QQQ put spread, explorationQQQshort12.081429———————openGitHub ledger (3)
Oct 9, 2026—MAS-B SPY iron condor, explorationSPYshort11.881829———————openGitHub ledger (3)
Oct 9, 2026—MAS-B SPY put spread, explorationSPYshort11.237543———————openGitHub ledger (3)
Oct 9, 2026—MAS-C C1 iron butterflyOKLOshort14.652923———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 short straddleOKLOshort14.932266———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C2 iron butterflyOKLOshort14.652923———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C2 short straddleOKLOshort14.932266———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationAALshort11.265299———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationAAPLshort119.704844———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationABNBshort115.801345———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationACHRshort10.680652———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationAEHRshort118.937885———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationAMDshort169.946523———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationAMZNshort122.132478———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationASOshort14.320967———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationASTSshort18.19657———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationCELHshort13.916282———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationCRWVshort111.67804———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationDALshort16.670476———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationDELLshort170.17125———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationDRAMshort15.879912———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationEWZshort13.830162———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationFshort11.021606———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationFRMIshort10.745349———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationGLDshort118.528187———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationGMEshort13.592579———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationGOOGshort126.838764———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationHIMSshort15.144037———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationHOODshort114.715221———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationIBITshort13.527106———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationINTCshort114.082364———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationIRENshort15.455134———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationIWMshort111.070465———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationJPMshort118.610927———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationMARAshort11.471432———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationMPshort15.885574———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationMRNAshort153.916274———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationMSFTshort136.521333———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationMUshort196.860711———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationNBISshort131.823548———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationNFLXshort16.880603———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationNIOshort10.32782———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationNKEshort12.438955———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationNVDAshort114.501853———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationOKLOshort14.652923———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationPLTRshort125.414963———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationQCOMshort119.115688———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationQQQshort129.584113———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationRDDTshort125.297018———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationRIVNshort11.869092———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationRKTshort11.675053———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSHOPshort124.317216———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSMCIshort16.882492———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSNDKshort1218.099427———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSNXXshort13.604544———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSOFIshort11.838897———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSOXLshort131.288536———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSPCXshort116.528171———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationSPYshort119.612594———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationTshort11.615131———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationTLTshort12.253269———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationTMUSshort113.678941———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationTQQQshort19.356096———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationTSLAshort134.77617———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationTSMshort131.413031———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationUshort16.296367———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationVIXshort12.095989———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationVSTshort118.026186———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 iron butterfly, explorationVZshort12.892126———————openGitHub ledger (4)
Oct 9, 2026—MAS-C C1 short straddle, explorationAALshort11.325606———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationAAPLshort120.372022———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationABNBshort116.192051———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationACHRshort10.746809———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationAEHRshort119.766667———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationAMDshort173.545727———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationAMZNshort123.06477———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationASOshort14.437143———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationASTSshort18.687853———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationCELHshort13.937889———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationCRWVshort112.025———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationDALshort16.89375———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationDELLshort173.6325———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationDRAMshort16.115238———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationEWZshort14.008583———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationFshort11.07———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationFRMIshort10.773333———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationGLDshort119.592222———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationGMEshort13.704632———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationGOOGshort127.887053———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationHIMSshort15.316713———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationHOODshort115.136923———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationIBITshort13.623472———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationINTCshort114.867452———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationIRENshort15.773171———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationIWMshort111.268273———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationJPMshort119.157———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationMARAshort11.557623———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationMPshort16.188523———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationMRNAshort156.252143———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationMSFTshort137.966333———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationMUshort1102.940711———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationNBISshort133.928333———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationNFLXshort17.054286———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationNIOshort10.36———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationNKEshort12.602———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationNVDAshort115.285781———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationOKLOshort14.932266———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationPLTRshort126.236295———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationQCOMshort120.414304———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationQQQshort130.28———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationRDDTshort126.385956———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationRIVNshort11.981727———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationRKTshort11.77———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSHOPshort125.069286———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSMCIshort17.225———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSNDKshort1227.638625———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSNXXshort13.853333———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSOFIshort11.935145———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSOXLshort132.594782———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSPCXshort117.274267———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationSPYshort121.172778———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationTshort11.675085———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationTLTshort12.388269———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationTMUSshort113.982857———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationTQQQshort19.487571———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationTSLAshort136.522222———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationTSMshort132.56———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationUshort16.492225———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationVIXshort13.36766———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationVSTshort118.60———————openGitHub ledger (5)
Oct 9, 2026—MAS-C C1 short straddle, explorationVZshort12.966485———————openGitHub ledger (5)
Oct 9, 2026—SIM-V2B-TOMv2b-TOMBENlong6932.00———————openLocal ledger (6)
Oct 9, 2026—SIM-V2B-TOMv2b-TOMIVZlong7429.51———————openLocal ledger (6)
Oct 9, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMMSIlong4444.179993449.01001+$18.42—+0.99%——close>sma_exitclosedLocal ledger (6)
Oct 9, 2026Oct 15, 2026SIM-V2B-TOMv2b-TOMSWKSlong2876.34999879.099998+$75.89—+3.50%——close>sma_exitclosedLocal ledger (6)
Oct 9, 2026—SIM-V2Bv2bAMDlong3608.099976———————openLocal ledger (6)
Oct 9, 2026—SIM-V2Bv2bBENlong6832.00———————openLocal ledger (6)
Oct 9, 2026—SIM-V2Bv2bIVZlong7429.51———————openLocal ledger (6)
Oct 9, 2026Oct 15, 2026SIM-V2Bv2bSWKSlong2876.34999879.099998+$75.89—+3.50%——close>sma_exitclosedLocal ledger (6)
Oct 8, 2026Oct 9, 2026DAILYv2b-TOM on Alpaca paperVTRSlong12717.479817.65+$21.62+$19.84+0.97%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 9, 2026DAILYv2b on Alpaca paperVTRSlong12717.479817.65+$21.62+$19.84+0.97%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 9, 2026SIM-V2B-TOMv2b-TOMBIIBlong10218.429993225.710007+$71.67—+3.23%——close>sma_exitclosedLocal ledger (6)
Oct 8, 2026Oct 9, 2026SIM-V2B-TOMv2b-TOMVTRSlong12717.44000117.639999+$24.28—+1.05%——close>sma_exitclosedLocal ledger (6)
Oct 8, 2026Oct 9, 2026SIM-V2Bv2bBIIBlong10218.429993225.710007+$71.67—+3.23%——close>sma_exitclosedLocal ledger (6)
Oct 8, 2026Oct 9, 2026SIM-V2Bv2bVTRSlong12717.44000117.639999+$24.28—+1.05%——close>sma_exitclosedLocal ledger (6)
Oct 7, 2026Oct 9, 2026DAILYv2b-TOM on Alpaca paperSOLVlong2585.92987.50+$39.28+$38.93+1.83%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 9, 2026DAILYv2b on Alpaca paperSOLVlong2585.92987.50+$39.28+$38.93+1.83%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 9, 2026SIM-V2B-TOMv2b-TOMSOLVlong2585.87999787.290001+$34.16—+1.54%——close>sma_exitclosedLocal ledger (6)
Oct 7, 2026Oct 9, 2026SIM-V2Bv2bSOLVlong2585.87999787.290001+$34.16—+1.54%——close>sma_exitclosedLocal ledger (6)
Oct 5, 2026Oct 9, 2026DAILYv2b-TOM on Alpaca paperMRKlong15139.83145.56+$85.95+$85.74+4.10%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 9, 2026DAILYv2b-TOM on Alpaca paperWELLlong9224.7356225.7283+$8.94+$8.81+0.44%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 9, 2026DAILYv2b on Alpaca paperMRKlong15139.83145.56+$85.95+$85.74+4.10%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 9, 2026DAILYv2b on Alpaca paperWELLlong9224.7356225.7283+$8.94+$8.81+0.44%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 9, 2026DAILYv2b-TOM on Alpaca paperDOClong11219.4918.83−$73.92−$75.49−3.39%—6 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 9, 2026DAILYv2b on Alpaca paperDOClong11219.4918.83−$73.92−$75.49−3.39%—6 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 9, 2026SIM-V2B-TOMv2b-TOMDOClong11119.44000118.799999−$72.08—−3.39%——close>sma_exitclosedLocal ledger (6)
Oct 1, 2026Oct 9, 2026SIM-V2Bv2bDOClong11119.44000118.799999−$72.08—−3.39%——close>sma_exitclosedLocal ledger (6)
Sep 18, 2026Oct 9, 2026MAS-B QQQ put spread, explorationQQQshort12.1883640.00+$218.84+$212.19——21 daysexpiryclosedGitHub ledger (3)
Sep 18, 2026Oct 9, 2026MAS-B SPY iron condor, explorationSPYshort11.7891870.00+$178.92+$170.81——21 daysexpiryclosedGitHub ledger (3)
Sep 18, 2026Oct 9, 2026MAS-B SPY put spread, explorationSPYshort11.2791870.00+$127.92+$124.32——21 daysexpiryclosedGitHub ledger (3)
  1. (1)
    Record Trade journal
    Cost model

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

  2. (2)
    Record Trade journal
    Cost model

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

  3. (3)
    Record GitHub ledger
    Cost model

    half of each leg's quoted spread plus $0.65 a contract at entry; $0.65 a contract at expiry

  4. (4)
    Record GitHub ledger
    Cost model

    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

  5. (5)
    Record GitHub ledger
    Cost model

    half of each leg's quoted spread from 15:00 to 16:00 ET plus $0.65 a contract at entry; nothing at expiry

  6. (6)
    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.