Ewan Li

Session day

Mon, Oct 12, 2026

Previous: Fri, Oct 9, 2026Next: Tue, Oct 13, 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
03:30desk-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—
09:20syseq-intradayranthe day-trading session: prepare at 09:20, trade 09:30 to 16:00, settle after 16:166 h 56 min—
15:40syseq-scanranthe near-close scan: v2b, its shadow, Turnaround Tuesday, then the DAILY account's orders19 min 0 s—
15:59desk-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 days5 s—
16:16desk-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 days4 s—
16:35desk-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 days5 s—
16:35syseq-settleranevery book at the official close, the trade journal, the after-close scans51 s—
17:05desk-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 days4 s—
17:05desk-export-syseqranwhat this page shows, sent to the site: the strategies, the books' trades, snapshots and sessions, and the server's job runs, with Alpaca's figures for the three accounts read once the session has closed12 s—
17:30desk-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 days4 s—
17:30desk-export-maranmarket-analysis's books and sessions, fetched from its public repository and sent to the site10 s—
20:30odte-forwardranprotocol 2's forward log (B0, V2, F2)1 min 49 s—
21:00odte-forward-v5ranprotocol 3's information log1 min 57 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 $1,000,823.77

What the rules decided (19)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETSPYflat—flat: Monday 777.83, previous 778.57, before 773.93
4 numbers
close
777.8250122070312
target
0
values
low
777.0499877929688
high
779.39697265625
open
778.780029296875
close
777.8250122070312
monday
true
prev_high
779.4199829101562
prev_close
778.5700073242188
prev2_close
773.9299926757812
holding
0
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETQQQflat—flat: Monday 745.97, previous 751.27, before 747.58
4 numbers
close
745.9749755859375
target
0
values
low
744.844970703125
high
749.7899780273438
open
749.6400146484375
close
745.9749755859375
monday
true
prev_high
752.8699951171875
prev_close
751.27001953125
prev2_close
747.5800170898438
holding
0
IBS on SPY and QQQibs15:41 ETSPYflat—flat: no entry
4 numbers
close
777.8250122070312
target
0
values
ibs
0.33022130913062697
low
777.0499877929688
high
779.39697265625
open
778.780029296875
close
777.8250122070312
exit_above
0.8
enter_below
0.2
holding
0
IBS on SPY and QQQibs15:41 ETQQQflat—flat: no entry
4 numbers
close
745.9749755859375
target
0
values
ibs
0.2285142991150224
low
744.844970703125
high
749.7899780273438
open
749.6400146484375
close
745.9749755859375
exit_above
0.8
enter_below
0.2
holding
0
RSI(2) on SPY and QQQrsi215:41 ETSPYflat—flat: no entry
4 numbers
close
777.8250122070312
target
0
values
low
777.0499877929688
high
779.39697265625
open
778.780029296875
rsi2
61.0708411284946
sma5
777.327001953125
close
777.8250122070312
sma200
720.1338056076987
enter_below
10
short_above
90
holding
0
RSI(2) on SPY and QQQrsi215:41 ETQQQflat—flat: no entry
4 numbers
close
745.9749755859375
target
0
values
low
744.844970703125
high
749.7899780273438
open
749.6400146484375
rsi2
23.016725697390893
sma5
752.4429931640625
close
745.9749755859375
sma200
671.5062982278057
enter_below
10
short_above
90
holding
0
Double 7s on SPY and QQQd715:41 ETSPYflat—flat: no entry
4 numbers
close
777.8250122070312
target
0
values
low
777.0499877929688
high
779.39697265625
low7
769.6400146484375
open
778.780029296875
close
777.8250122070312
high7
779.0900268554688
sma200
720.1338056076987
holding
0
Double 7s on SPY and QQQd715:41 ETQQQlong entry—long entry
4 numbers
close
745.9749755859375
target
1
values
low
744.844970703125
high
749.7899780273438
low7
745.9749755859375
open
749.6400146484375
close
745.9749755859375
high7
759.6599731445312
sma200
671.5062982278057
holding
0
The 200-day trend on SPY and QQQtr20015:41 ETSPYhold—hold
4 numbers
close
777.8250122070312
target
1
values
low
777.0499877929688
high
779.39697265625
open
778.780029296875
close
777.8250122070312
sma200
720.1338056076987
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETQQQhold—hold
4 numbers
close
745.9749755859375
target
1
values
low
744.844970703125
high
749.7899780273438
open
749.6400146484375
close
745.9749755859375
sma200
671.5062982278057
holding
1
v2b on Alpaca paperv2b15:41 ETROSTsell9close>sma_exit
10 numbers
adv
493874479.3319702
rsi
61.91205353479339
close
225.125
sma_exit
224.49500122070313
tradable
true
raw_close
225.125
sma_trend
218.45154289245605
exit_signal
true
entry_signal
false
held_sessions
5
v2b on Alpaca paperv2b15:41 ETKLACbuy11entry rank 1 rsi 2.4
10 numbers
adv
1777858956.477356
rsi
2.36773316889378
rank
1
close
190.19500732421875
sma_exit
195.3550048828125
tradable
true
raw_close
190.19500732421875
sma_trend
179.7395621109009
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETROSTsell9close>sma_exit
10 numbers
adv
493874479.3319702
rsi
61.91205353479339
close
225.125
sma_exit
224.49500122070313
tradable
true
raw_close
225.125
sma_trend
218.45154289245605
exit_signal
true
entry_signal
false
held_sessions
5
v2b-TOM on Alpaca paperv2b-tom15:41 ETKLACbuy11entry rank 1 rsi 2.4
10 numbers
adv
1777858956.477356
rsi
2.36773316889378
rank
1
close
190.19500732421875
sma_exit
195.3550048828125
tradable
true
raw_close
190.19500732421875
sma_trend
179.7395621109009
exit_signal
false
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETKLACbuy26entry rank 1 rsi 2.4
12 numbers
adv
1777858956.477356
rsi
2.36773316889378
rank
1
close
190.19500732421875
group
SMH
sma_exit
195.3550048828125
tradable
true
raw_close
190.19500732421875
sma_trend
179.7395621109009
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETINCYbuy44entry rank 2 rsi 6.9
12 numbers
adv
174775983.42895508
rsi
6.868433331803388
rank
2
close
111.66999816894531
group
IBB
sma_exit
112.6760009765625
tradable
true
raw_close
111.66999816894531
sma_trend
107.2617000579834
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETTXNbuy17entry rank 3 rsi 6.9
12 numbers
adv
1502711166.091919
rsi
6.941901335598442
rank
3
close
281.8999938964844
group
SMH
sma_exit
288.0100036621094
tradable
true
raw_close
281.8999938964844
sma_trend
250.63296516418458
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETSMCIbuy124entry rank 4 rsi 7.7
12 numbers
adv
1304106431.2179565
rsi
7.660496659831312
rank
4
close
40.01499938964844
group
XLK
sma_exit
42.60899963378906
tradable
true
raw_close
40.01499938964844
sma_trend
32.365224857330325
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETMUbuy5entry rank 5 rsi 8.5
12 numbers
adv
27324371198.181152
rsi
8.487516612860114
rank
5
close
987.094970703125
group
SMH
sma_exit
1037.0989990234375
tradable
true
raw_close
987.094970703125
sma_trend
705.1250402832031
exit_signal
false
group_leads
true
entry_signal
true

Orders sent (7)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedINCYbuy44—filled44111.54111.360001+16.2 bp15:55 ET
nettedKLACbuy48—filled48190.293333190.119995+9.1 bp15:55 ET
nettedMUbuy5—filled5991.152989.039978+21.4 bp15:55 ET
nettedQQQbuy67—filled67745.881343746.039978−2.1 bp15:55 ET
nettedROSTsell18—filled18225.85225.839996−0.4 bp15:55 ET
nettedSMCIbuy124—filled12439.9575839.98−5.6 bp15:55 ET
nettedTXNbuy17—filled17281.556471281.73999−6.5 bp15:55 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.
−10 bp0 bp+10 bp+20 bp+30 bpINCY buy 44: +16.2 bp against the close (111.54 filled, 111.360001 close)KLAC buy 48: +9.1 bp against the close (190.293333 filled, 190.119995 close)MU buy 5: +21.4 bp against the close (991.152 filled, 989.039978 close)QQQ buy 67: −2.1 bp against the close (745.881343 filled, 746.039978 close)ROST sell 18: −0.4 bp against the close (225.85 filled, 225.839996 close)SMCI buy 124: −5.6 bp against the close (39.95758 filled, 39.98 close)TXN buy 17: −6.5 bp against the close (281.556471 filled, 281.73999 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
INCYbuy44111.54111.360001+16.2 bp
KLACbuy48190.293333190.119995+9.1 bp
MUbuy5991.152989.039978+21.4 bp
QQQbuy67745.881343746.039978−2.1 bp
ROSTsell18225.85225.839996−0.4 bp
SMCIbuy12439.9575839.98−5.6 bp
TXNbuy17281.556471281.73999−6.5 bp

What filled (10)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
v2bv2b on Alpaca paperROSTsell99225.85225.125225.839996—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperROSTsell99225.85225.125225.839996—signalclose>sma_exit
o11v2b's pullback in leading industriesINCYbuy4444111.54111.669998111.360001—signalentry rank 2 rsi 6.9
v2bv2b on Alpaca paperKLACbuy1111190.293333190.195007190.119995—signalentry rank 1 rsi 2.4
v2b-tomv2b-TOM on Alpaca paperKLACbuy1111190.293333190.195007190.119995—signalentry rank 1 rsi 2.4
o11v2b's pullback in leading industriesKLACbuy2626190.293333190.195007190.119995—signalentry rank 1 rsi 2.4
o11v2b's pullback in leading industriesMUbuy55991.152987.094971989.039978—signalentry rank 5 rsi 8.5
d7Double 7s on SPY and QQQQQQbuy6767745.881343745.974976746.039978—signallong entry
o11v2b's pullback in leading industriesSMCIbuy12412439.9575840.01499939.98—signalentry rank 4 rsi 7.7
o11v2b's pullback in leading industriesTXNbuy1717281.556471281.899994281.73999—signalentry rank 3 rsi 6.9

8 trades opened

2 trades closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$100,010.63$100,154.53——Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,014.60$100,157.29——Sep 30, 2026
o11v2b's pullback in leading industries$100,000.00$98,332.59$98,383.04——Oct 7, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$100,000.00$100,143.90——Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$100,871.56$100,910.24——Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,143.90——Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$100,990.98$101,025.39——Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$100,946.84$100,980.97——Sep 30, 2026

The session's numbers

sent
true
index_snapshot_last_bar
2026-10-12 15:41:03-04:00
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 747.10-749.71
2 numbers
low
747.1
high
749.705
Nasdaq opening-range retestpat10:10 ET—no_more_entries—no more entries: one setup a day
1 number
why
one setup a day
Nasdaq opening-range retestpat10:10 ET—refused—short breakout on 5-minute bar 7; the trend refuses it
3 numbers
bar
7
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 747.10-749.71
  • 10:10 ET · pat · no more entries: one setup a day
  • 10:10 ET · pat · short breakout on 5-minute bar 7; the trend refuses it

The session's numbers

phase
settled
inputs_pat
tick
0.006081552643017503
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 (34)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Crabel's opening rangecrabel09:30 ET—bands—open 749.62: bands 751.10 / 748.15 (stretch 1.477)
5 numbers
lower
748.1480102539062
upper
751.1019897460938
stretch
1.47698974609375
first_trade
749.625
first_trade_at
09:30:00
Crabel's opening rangecrabel09:32 ET—no_more_entries—no more entries: one trade a day
1 number
why
one trade a day
Crabel's opening rangecrabel09:32 ET—entry366short at 748.15 (QQQ), stop 751.10, weight 2.53: 366 QQQM at about 308.01
7 numbers
band
748.1480102539062
side
−1
stop
751.1019897460938
minute
2
weight
2.5326784164634906
qqqm_px
308.00627590613226
entry_px
748.1480102539062
Crabel's opening rangecrabel14:51 ET—trail—trail: stop 751.10 -> 748.08
4 numbers
best
745.13
minute
320
stop_to
748.0839794921875
stop_from
751.1019897460938
Crabel's opening rangecrabel14:52 ET—trail—trail: stop 748.08 -> 747.88
4 numbers
best
744.93
minute
321
stop_to
747.8839794921874
stop_from
748.0839794921875
Crabel's opening rangecrabel14:53 ET—trail—trail: stop 747.88 -> 747.80
4 numbers
best
744.85
minute
322
stop_to
747.8039794921875
stop_from
747.8839794921874
Crabel's opening rangecrabel15:59 ET—exit—time: out (QQQ 745.99, stop 747.80)
5 numbers
how
time
best
744.85
stop
747.8039794921875
minute
389
qqq_px
745.99
Noise areanoise10:00 ETSPYopen—SPY: open 778.78, previous close 778.57, leverage 3.94, 115 shares a leg
4 numbers
open
778.78
shares
115
leverage
3.9393162415580467
prev_close
778.57
Noise areanoise10:00 ETSPYflat——
6 numbers
lb
777.5394250079314
px
778.55
ub
779.8108529641821
pos
0
vwap
778.8840185453963
reason
flat: 778.55 in [777.54, 779.81], VWAP 778.88
Noise areanoise10:00 ETQQQopen—QQQ: open 749.69, previous close 751.27, leverage 2.75, 83 shares a leg
4 numbers
open
749.689
shares
83
leverage
2.745735923494728
prev_close
751.27
Noise areanoise10:00 ETQQQflat——
6 numbers
lb
747.6728054843305
px
747.675
ub
753.2904464168302
pos
0
vwap
748.1569881705617
reason
flat: 747.67 in [747.67, 753.29], VWAP 748.16
Noise areanoise10:30 ETSPYflat——
6 numbers
lb
776.8416991446095
px
777.92
ub
780.5087670217977
pos
0
vwap
778.559106337327
reason
flat: 777.92 in [776.84, 780.51], VWAP 778.56
Noise areanoise10:30 ETQQQshort in——
6 numbers
lb
746.5890609671249
px
746.1
ub
754.376476415191
pos
−1
vwap
747.2785254873637
reason
short in: 746.10 < band 746.59
Noise areanoise11:00 ETSPYflat——
6 numbers
lb
776.7965309761207
px
778.205
ub
780.5539473732828
pos
0
vwap
778.4514298682178
reason
flat: 778.21 in [776.80, 780.55], VWAP 778.45
Noise areanoise11:00 ETQQQhold——
6 numbers
lb
747.1731189611763
px
746.64
ub
753.7911867161409
pos
−1
vwap
747.0614970840057
reason
hold: 746.64 in [747.17, 753.79], VWAP 747.06
Noise areanoise11:30 ETSPYflat——
6 numbers
lb
776.505438759919
px
778.075
ub
780.8451181044098
pos
0
vwap
778.4017611866996
reason
flat: 778.08 in [776.51, 780.85], VWAP 778.40
Noise areanoise11:30 ETQQQhold——
6 numbers
lb
746.8968366208968
px
745.84
ub
754.0680517011972
pos
−1
vwap
746.9326998520069
reason
hold: 745.84 in [746.90, 754.07], VWAP 746.93
Noise areanoise12:00 ETSPYflat——
6 numbers
lb
776.4830120258189
px
778.78
ub
780.8675508875666
pos
0
vwap
778.4167965506591
reason
flat: 778.78 in [776.48, 780.87], VWAP 778.42
Noise areanoise12:00 ETQQQshort out——
6 numbers
lb
746.7711005110446
px
747.58
ub
754.1940529727228
pos
0
vwap
746.9858581496671
reason
short out: 747.58 > min(band 746.77, VWAP 746.99)
Noise areanoise12:30 ETSPYflat——
6 numbers
lb
776.3485788559477
px
778.15
ub
781.0020203174603
pos
0
vwap
778.4403742287276
reason
flat: 778.15 in [776.35, 781.00], VWAP 778.44
Noise areanoise12:30 ETQQQshort in——
6 numbers
lb
746.8777374295505
px
746.83
ub
754.0871911703407
pos
−1
vwap
746.9765759826842
reason
short in: 746.83 < band 746.88
Noise areanoise13:00 ETSPYflat——
6 numbers
lb
776.1285879396252
px
777.555
ub
781.2220705708913
pos
0
vwap
778.4038349482779
reason
flat: 777.55 in [776.13, 781.22], VWAP 778.40
Noise areanoise13:00 ETQQQhold——
6 numbers
lb
745.9326808334267
px
745.745
ub
755.0342407722021
pos
−1
vwap
746.9267335197073
reason
hold: 745.75 in [745.93, 755.03], VWAP 746.93
Noise areanoise13:30 ETSPYflat——
6 numbers
lb
776.1659086236868
px
777.72
ub
781.184739820498
pos
0
vwap
778.3572899445555
reason
flat: 777.72 in [776.17, 781.18], VWAP 778.36
Noise areanoise13:30 ETQQQhold——
6 numbers
lb
746.0093918653896
px
745.76
ub
754.9573679663016
pos
−1
vwap
746.8294539126085
reason
hold: 745.76 in [746.01, 754.96], VWAP 746.83
Noise areanoise14:00 ETSPYflat——
6 numbers
lb
776.3108630478729
px
777.735
ub
781.0397462984415
pos
0
vwap
778.2784460965498
reason
flat: 777.74 in [776.31, 781.04], VWAP 778.28
Noise areanoise14:00 ETQQQhold——
6 numbers
lb
746.172809914774
px
745.72
ub
754.7936052887633
pos
−1
vwap
746.7771772910055
reason
hold: 745.72 in [746.17, 754.79], VWAP 746.78
Noise areanoise14:30 ETSPYflat——
6 numbers
lb
776.4333129023217
px
777.39
ub
780.9172634161731
pos
0
vwap
778.206516807972
reason
flat: 777.39 in [776.43, 780.92], VWAP 778.21
Noise areanoise14:30 ETQQQhold——
6 numbers
lb
746.3232945991725
px
745.675
ub
754.6428032510543
pos
−1
vwap
746.7059040275623
reason
hold: 745.67 in [746.32, 754.64], VWAP 746.71
Noise areanoise15:00 ETSPYflat——
6 numbers
lb
776.393330752262
px
777.305
ub
780.9572563504289
pos
0
vwap
778.1427840665325
reason
flat: 777.30 in [776.39, 780.96], VWAP 778.14
Noise areanoise15:00 ETQQQhold——
6 numbers
lb
746.3213785217499
px
744.97
ub
754.6447233692436
pos
−1
vwap
746.5958254720374
reason
hold: 744.97 in [746.32, 754.64], VWAP 746.60
Noise areanoise15:30 ETSPYflat——
6 numbers
lb
776.4000059368548
px
777.31
ub
780.9505793653702
pos
0
vwap
778.0686540988152
reason
flat: 777.31 in [776.40, 780.95], VWAP 778.07
Noise areanoise15:30 ETQQQhold——
6 numbers
lb
746.1933848691433
px
745.51
ub
754.7729869443978
pos
−1
vwap
746.4298336583669
reason
hold: 745.51 in [746.19, 754.77], VWAP 746.43
Noise areanoise15:59 ETQQQclose_phase—QQQ: out at market for the close (-83 held)
1 number
held
−83

Orders sent (6)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
crabelQQQMsell366marketfilled366307.874508——09:32 ET
noiseQQQsell83marketfilled83746.21——10:30 ET
noiseQQQbuy83marketfilled83747.43——12:00 ET
noiseQQQsell83marketfilled83746.95——12:30 ET
noiseQQQbuy83marketfilled83745.89——15:59 ET
crabelQQQMbuy366marketfilled366307.13——15:59 ET

What filled (6)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
crabelCrabel's opening rangeQQQMsell366—307.874508748.14801—09:34 ETentry—
crabelCrabel's opening rangeQQQMbuy366—307.13——15:59 ETexit—
noiseNoise areaQQQsell83—746.21746.10—10:30 ETentry—
noiseNoise areaQQQbuy83—747.43747.58—12:00 ETexit—
noiseNoise areaQQQsell83—746.95746.83—12:30 ETentry—
noiseNoise areaQQQbuy83—745.89——15:59 ETclose—

3 trades opened

3 trades closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
crabelCrabel's opening range$45,000.00$44,863.25$44,846.95$44,967.04——
noiseNoise area$45,000.00$45,618.77$45,605.95$45,034.47——

Events

  • 09:20 ET · noise · trading
  • 09:20 ET · crabel · trading
  • 09:30 ET · crabel · open 749.62: bands 751.10 / 748.15 (stretch 1.477)
  • 09:32 ET · crabel · no more entries: one trade a day
  • 09:32 ET · crabel · short at 748.15 (QQQ), stop 751.10, weight 2.53: 366 QQQM at about 308.01
  • 10:00 ET · noise · SPY: open 778.78, previous close 778.57, leverage 3.94, 115 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: flat: 778.55 in [777.54, 779.81], VWAP 778.88
  • 10:00 ET · noise · QQQ: open 749.69, previous close 751.27, leverage 2.75, 83 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: flat: 747.67 in [747.67, 753.29], VWAP 748.16
  • 10:30 ET · noise · SPY 10:30 check: flat: 777.92 in [776.84, 780.51], VWAP 778.56
  • 10:30 ET · noise · QQQ 10:30 check: short in: 746.10 < band 746.59
  • 11:00 ET · noise · SPY 11:00 check: flat: 778.21 in [776.80, 780.55], VWAP 778.45
  • 11:00 ET · noise · QQQ 11:00 check: hold: 746.64 in [747.17, 753.79], VWAP 747.06
  • 11:30 ET · noise · SPY 11:30 check: flat: 778.08 in [776.51, 780.85], VWAP 778.40
  • 11:30 ET · noise · QQQ 11:30 check: hold: 745.84 in [746.90, 754.07], VWAP 746.93
  • 12:00 ET · noise · SPY 12:00 check: flat: 778.78 in [776.48, 780.87], VWAP 778.42
  • 12:00 ET · noise · QQQ 12:00 check: short out: 747.58 > min(band 746.77, VWAP 746.99)
  • 12:30 ET · noise · SPY 12:30 check: flat: 778.15 in [776.35, 781.00], VWAP 778.44
  • 12:30 ET · noise · QQQ 12:30 check: short in: 746.83 < band 746.88
  • 13:00 ET · noise · SPY 13:00 check: flat: 777.55 in [776.13, 781.22], VWAP 778.40
  • 13:00 ET · noise · QQQ 13:00 check: hold: 745.75 in [745.93, 755.03], VWAP 746.93
  • 13:30 ET · noise · SPY 13:30 check: flat: 777.72 in [776.17, 781.18], VWAP 778.36
  • 13:30 ET · noise · QQQ 13:30 check: hold: 745.76 in [746.01, 754.96], VWAP 746.83
  • 14:00 ET · noise · SPY 14:00 check: flat: 777.74 in [776.31, 781.04], VWAP 778.28
  • 14:00 ET · noise · QQQ 14:00 check: hold: 745.72 in [746.17, 754.79], VWAP 746.78
  • 14:30 ET · noise · SPY 14:30 check: flat: 777.39 in [776.43, 780.92], VWAP 778.21
  • 14:30 ET · noise · QQQ 14:30 check: hold: 745.67 in [746.32, 754.64], VWAP 746.71
  • 14:51 ET · crabel · trail: stop 751.10 -> 748.08
  • 14:52 ET · crabel · trail: stop 748.08 -> 747.88
  • 14:53 ET · crabel · trail: stop 747.88 -> 747.80
  • 15:00 ET · noise · SPY 15:00 check: flat: 777.30 in [776.39, 780.96], VWAP 778.14
  • 15:00 ET · noise · QQQ 15:00 check: hold: 744.97 in [746.32, 754.64], VWAP 746.60
  • 15:30 ET · noise · SPY 15:30 check: flat: 777.31 in [776.40, 780.95], VWAP 778.07
  • 15:30 ET · noise · QQQ 15:30 check: hold: 745.51 in [746.19, 754.77], VWAP 746.43
  • 15:59 ET · noise · QQQ: out at market for the close (-83 held)
  • 15:59 ET · crabel · time: out (QQQ 745.99, stop 747.80)

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
2.745735923494728
SPY.leverage
3.9393162415580467
QQQ.prev_close
751.27
SPY.prev_close
778.57
QQQ.sigma_10:00
0.002689374548205305
SPY.sigma_10:00
0.0013236767305041847
inputs_crabel
armed
true
stretch
1.47698974609375
qqq_over_qqqm
2.4282297423963284
Record Alpaca
Cost model

Alpaca paper fills as filled. A book's value is before commission and before Alpaca's SEC and CAT fees, charged by the day; its total takes off an estimated $0.007 a share a side, the rate at the owner's own broker; the rule value is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close. The account's equity, cash, buying power and market values, where shown, are Alpaca's own figures, read after the close at Alpaca's prices then and after Alpaca's SEC and CAT fees, charged by the day. Part of the account is held outside its books, as a buffer and, on INTRA1, a reserved book, so the books' values do not add up to the equity.

MA · market-analysis

no trades

Account MA

What the rules decided (2)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
———SPYOFF—OFF:G2
6 numbers
x
14.84
vix
14.84
asof
2026-10-09
known
true
vix3m
17.77
x_median
15.48
———QQQOFF—OFF:G2
6 numbers
x
20.55
vix
14.84
asof
2026-10-09
known
true
vix3m
17.77
x_median
21.22

Warnings

  • prices.parquet ends 2026-10-09, BEFORE the 2026-10-12 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_prices.py
  • returns.parquet ends 2026-10-09, BEFORE the 2026-10-12 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_returns.py
  • features.parquet ends 2026-10-09, BEFORE the 2026-10-12 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
0
candidates
0
exploration
4
ledger
graded
0
emitted
0
skipped
0
wb_graded
608
wb_emitted
163
ledger_open
true
exploration_emitted
0
exploration_skipped
4
season
S3
gate_next
QQQ
UNKNOWN:null input at 2026-10-12
SPY
UNKNOWN:null input at 2026-10-12
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
false
watch_basket
vol
0
long
46
short
117
conflict
91
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.6
index_vol_through
2026-10-12
  • 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
19410
SPY.rows
16135
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
28
SPY.contracts_0dte
22
QQQ.longest_gap_min
1
SPY.longest_gap_min
1
triggers
4
Record Forward log
Cost model

$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level

forward-v5 · 0DTE forward logs

logged

The session's numbers

entries
info-A
1
info-C
2
info-D
4
info-E
1
info-G
1
funnels
v5-A.QQQ.bias
1
v5-A.SPY.room
3
v5-G.SPY.room
1
info-A.QQQ.room
1
info-A.SPY.room
3
info-B.SPY.room
1
info-G.SPY.room
1
v5-A.QQQ.window
2
v5-A.SPY.window
2
v5-D.QQQ.breadth
5
info-A.QQQ.window
2
info-A.SPY.window
2
info-C.QQQ.window
1
info-A.QQQ.entries
1
info-C.QQQ.entries
2
info-D.QQQ.entries
4
info-E.QQQ.entries
1
info-G.QQQ.entries
1
v5-A.QQQ.candidates
4
v5-A.SPY.candidates
5
v5-D.QQQ.candidates
5
v5-G.QQQ.candidates
1
v5-G.SPY.candidates
1
info-A.QQQ.candidates
4
info-A.SPY.candidates
5
info-B.SPY.candidates
1
info-C.QQQ.candidates
4
info-D.QQQ.book_limit
4
info-D.QQQ.candidates
9
info-E.QQQ.candidates
1
info-G.QQQ.candidates
1
info-G.SPY.candidates
1
v5-A.QQQ.premium_gate
1
v5-G.QQQ.premium_gate
1
info-C.QQQ.position_open
1
info-D.QQQ.position_open
1
Record Forward log
Cost model

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

forward-p4 · 0DTE forward logs

logged

The session's numbers

entries
info-eod
1
info-gap25
1
info-noise
1
funnels
info-eod.QQQ.entries
1
info-gap25.QQQ.entries
1
info-noise.QQQ.entries
1
info-eod.QQQ.candidates
1
info-gap25.QQQ.candidates
1
info-noise.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

0DTE signals

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

Time (ET)LogSymbolSideRulesContractExitExit byNetRecord
09:36forward-p4QQQputinfo-gap25: ENTRYP749 at 1.6910:06 ETtime+34.7%(1)
09:54forwardQQQputB0: window, V2: window, F2: window—————
10:06forwardQQQputB0: window, V2: window, F2: window—————
10:08forward-p4QQQputinfo-noise: ENTRYP746 at 1.2610:48 ETstop−36.8%(1)
11:00forward-v5QQQputinfo-D: ENTRYP745 at 0.4611:38 ETstop−30.0%(2)
11:10forward-v5QQQputinfo-C: ENTRYP744 at 0.3011:37 ETstop−32.7%(2)
12:14forwardSPYputB0: bias, V2: breadth, F2: room—————
12:30forward-v5QQQputinfo-D: ENTRYP745 at 0.2812:30 ETstop−33.2%(2)
12:52forward-v5QQQputinfo-A: ENTRYP744 at 0.2712:53 ETstop−33.5%(2)
13:00forward-v5QQQputinfo-D: ENTRYP744 at 0.3113:00 ETstop−32.4%(2)
13:14forwardSPYcallB0: bias, V2: room, F2: room—————
13:24forward-v5QQQputinfo-C: ENTRYP744 at 0.2013:27 ETstop−36.5%(2)
13:30forward-v5QQQputinfo-D: ENTRYP744 at 0.1813:46 ETstop−37.8%(2)
14:52forward-v5QQQputinfo-G: ENTRYP744 at 0.2014:54 ETstop−36.5%(2)
15:00forward-p4QQQputinfo-eod: ENTRYP746 at 1.1615:10 ETtime−4.6%(1)
15:00forward-v5QQQputinfo-E: ENTRYP744 at 0.1615:01 ETstop−39.4%(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

22 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 12, 2026—DAILYDouble 7s on SPY and QQQQQQlong67745.881343————−$1,198.05——openTrade journal (1)
Oct 12, 2026Oct 15, 2026DAILYv2b's pullback in leading industriesINCYlong44111.54113.242+$74.89+$74.27+1.53%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 12, 2026—DAILYv2b's pullback in leading industriesKLAClong26190.293333————−$411.67——openTrade journal (1)
Oct 12, 2026—DAILYv2b's pullback in leading industriesMUlong5991.152————−$299.56——openTrade journal (1)
Oct 12, 2026—DAILYv2b's pullback in leading industriesSMCIlong12439.95758————−$603.58——openTrade journal (1)
Oct 12, 2026Oct 13, 2026DAILYv2b's pullback in leading industriesTXNlong17281.5565287.57+$102.23+$101.99+2.14%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 12, 2026—DAILYv2b-TOM on Alpaca paperKLAClong11190.293333————−$174.17——openTrade journal (1)
Oct 12, 2026—DAILYv2b on Alpaca paperKLAClong11190.293333————−$174.17——openTrade journal (1)
Oct 12, 2026—INTRA1Nasdaq opening-range retestQQQshort0————————not enteredTrade journal (2)
Oct 12, 2026Oct 12, 2026INTRA2Crabel's opening rangeQQQMshort366307.874508307.13+$272.49+$267.37+0.24%—384.8 minutestimeclosedTrade journal (2)
Oct 12, 2026Oct 12, 2026INTRA2Noise areaQQQshort83746.21747.43−$101.26−$102.42−0.16%—90 minutessignalclosedTrade journal (2)
Oct 12, 2026Oct 12, 2026INTRA2Noise areaQQQshort83746.95745.89+$87.98+$86.82+0.14%—208.7 minutescloseclosedTrade journal (2)
Oct 12, 2026—SIM-V2B-TOMv2b-TOMKLAClong11190.119995———————openLocal ledger (3)
Oct 12, 2026—SIM-V2B-TOMv2b-TOMSNDKlong11,487.329956———————openLocal ledger (3)
Oct 12, 2026—SIM-V2Bv2bKLAClong11190.119995———————openLocal ledger (3)
Oct 12, 2026—SIM-V2Bv2bSNDKlong11,487.329956———————openLocal ledger (3)
Oct 8, 2026Oct 12, 2026SIM-V2B-TOMv2b-TOMWABlong7280.799988285.769989+$33.79—+1.67%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 12, 2026SIM-V2Bv2bWABlong7280.799988285.769989+$33.79—+1.67%——close>sma_exitclosedLocal ledger (3)
Oct 5, 2026Oct 12, 2026DAILYv2b-TOM on Alpaca paperROSTlong9226.27225.85−$3.78−$3.91−0.19%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 12, 2026DAILYv2b on Alpaca paperROSTlong9226.27225.85−$3.78−$3.91−0.19%—5 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 12, 2026SIM-V2B-TOMv2b-TOMROSTlong9226.369995225.839996−$5.79—−0.33%——close>sma_exitclosedLocal ledger (3)
Oct 5, 2026Oct 12, 2026SIM-V2Bv2bROSTlong9226.369995225.839996−$5.79—−0.33%——close>sma_exitclosedLocal 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 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.