Ewan Li

Session day

Tue, Oct 13, 2026

Previous: Mon, Oct 12, 2026Next: Wed, Oct 14, 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 9 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 days7 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 days5 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 days6 s—
16:35syseq-settleranevery book at the official close, the trade journal, the after-close scans44 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 closed13 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 44 s—
21:00odte-forward-v5ranprotocol 3's information log1 min 56 s—
21:15odte-forward-p4ranprotocol 4's log (P4-GAP and five information rules)7 s—
23:40desk-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—
23:40desk-export-maranmarket-analysis's books and sessions, fetched from its public repository and sent to the site10 s—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $999,694.84

What the rules decided (40)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETSPYflat—flat: not a Monday
4 numbers
close
778.5
target
0
values
low
775.9500122070312
high
778.75
open
777.3400268554688
close
778.5
monday
false
prev_high
779.4000244140625
prev_close
778.0999755859375
prev2_close
778.5700073242188
holding
0
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETQQQflat—flat: not a Monday
4 numbers
close
743.4133911132812
target
0
values
low
738.8400268554688
high
744.2000122070312
open
739.5280151367188
close
743.4133911132812
monday
false
prev_high
749.7899780273438
prev_close
746.0399780273438
prev2_close
751.27001953125
holding
0
IBS on SPY and QQQibs15:41 ETSPYflat—flat: no entry
4 numbers
close
778.5
target
0
values
ibs
0.9107138964577657
low
775.9500122070312
high
778.75
open
777.3400268554688
close
778.5
exit_above
0.8
enter_below
0.2
holding
0
IBS on SPY and QQQibs15:41 ETQQQflat—flat: no entry
4 numbers
close
743.4133911132812
target
0
values
ibs
0.8532419321779134
low
738.8400268554688
high
744.2000122070312
open
739.5280151367188
close
743.4133911132812
exit_above
0.8
enter_below
0.2
holding
0
RSI(2) on SPY and QQQrsi215:41 ETSPYflat—flat: no entry
4 numbers
close
778.5
target
0
values
low
775.9500122070312
high
778.75
open
777.3400268554688
rsi2
70.30464129064399
sma5
777.2639892578125
close
778.5
sma200
720.602533148319
enter_below
10
short_above
90
holding
0
RSI(2) on SPY and QQQrsi215:41 ETQQQflat—flat: no entry
4 numbers
close
743.4133911132812
target
0
values
low
738.8400268554688
high
744.2000122070312
open
739.5280151367188
rsi2
15.404409201737986
sma5
749.2066772460937
close
743.4133911132812
sma200
672.1146288666947
enter_below
10
short_above
90
holding
0
Double 7s on SPY and QQQd715:41 ETSPYflat—flat: no entry
4 numbers
close
778.5
target
0
values
low
775.9500122070312
high
778.75
low7
773.9299926757812
open
777.3400268554688
close
778.5
high7
779.0900268554688
sma200
720.602533148319
holding
0
Double 7s on SPY and QQQd715:41 ETQQQhold—hold
4 numbers
close
743.4133911132812
target
1
values
low
738.8400268554688
high
744.2000122070312
low7
743.4133911132812
open
739.5280151367188
close
743.4133911132812
high7
759.6599731445312
sma200
672.1146288666947
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETSPYhold—hold
4 numbers
close
778.5
target
1
values
low
775.9500122070312
high
778.75
open
777.3400268554688
close
778.5
sma200
720.602533148319
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETQQQhold—hold
4 numbers
close
743.4133911132812
target
1
values
low
738.8400268554688
high
744.2000122070312
open
739.5280151367188
close
743.4133911132812
sma200
672.1146288666947
holding
1
v2b on Alpaca paperv2b15:41 ETDEsell3close>sma_exit
10 numbers
adv
717237540.3076172
rsi
68.79045875892128
close
649.0499877929688
sma_exit
642.4079956054687
tradable
true
raw_close
649.0499877929688
sma_trend
591.3896627807617
exit_signal
true
entry_signal
false
held_sessions
4
v2b on Alpaca paperv2b15:41 ETGRMNsell8close>sma_exit
10 numbers
adv
218107605.79833984
rsi
80.88475993584827
close
276.0450134277344
sma_exit
271.1530029296875
tradable
true
raw_close
276.0450134277344
sma_trend
247.15127410888672
exit_signal
true
entry_signal
false
held_sessions
3
v2b on Alpaca paperv2b15:41 ETHOODsell20close>sma_exit
10 numbers
adv
1993914300
rsi
79.17112922099062
close
110.67009735107422
sma_exit
109.08601989746094
tradable
true
raw_close
110.67009735107422
sma_trend
93.99947540283203
exit_signal
true
entry_signal
false
held_sessions
3
v2b on Alpaca paperv2b15:41 ETMSIsell4close>sma_exit
10 numbers
adv
379778575.9277344
rsi
79.46363226128553
close
450.5
sma_exit
447.2919921875
tradable
true
raw_close
450.5
sma_trend
431.60665222167967
exit_signal
true
entry_signal
false
held_sessions
2
v2b on Alpaca paperv2b15:41 ETQCOMsell12close>sma_exit
10 numbers
adv
1796385988.4094238
rsi
73.33014119484602
close
177.5
sma_exit
176.11199645996095
tradable
true
raw_close
177.5
sma_trend
168.04074165344238
exit_signal
true
entry_signal
false
held_sessions
4
v2b on Alpaca paperv2b15:41 ETSWsell51close>sma_exit
10 numbers
adv
192179716.64352417
rsi
63.93168236080848
close
41.459999084472656
sma_exit
41.3120002746582
tradable
true
raw_close
41.459999084472656
sma_trend
42.78992473602295
exit_signal
true
entry_signal
false
held_sessions
7
v2b on Alpaca paperv2b15:41 ETMUbuy2entry rank 1 rsi 3.5
10 numbers
adv
27090948877.23999
rsi
3.4994993562211087
rank
1
close
941.155029296875
sma_exit
1016.6069946289062
tradable
true
raw_close
941.155029296875
sma_trend
708.4085415649414
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETSMCIbuy56entry rank 2 rsi 5.1
10 numbers
adv
1304106431.2179565
rsi
5.122676348038217
rank
2
close
39.22999954223633
sma_exit
41.75599975585938
tradable
true
raw_close
39.22999954223633
sma_trend
32.40844985961914
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETCDNSbuy6entry rank 3 rsi 7.1
10 numbers
adv
698791724.4873047
rsi
7.069847760207369
rank
3
close
334.3599853515625
sma_exit
348.1159973144531
tradable
true
raw_close
334.3599853515625
sma_trend
326.88780044555665
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETSTXbuy2entry rank 4 rsi 7.1
10 numbers
adv
3788055788.720703
rsi
7.114626503803078
rank
4
close
738
sma_exit
771.3300048828125
tradable
true
raw_close
738
sma_trend
667.5073207092286
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETVRTXbuy4entry rank 5 rsi 8.4
10 numbers
adv
533766800
rsi
8.405909707481445
rank
5
close
488.0799865722656
sma_exit
502.80999755859375
tradable
true
raw_close
488.0799865722656
sma_trend
475.26459976196287
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETBNYbuy15entry rank 6 rsi 8.5
10 numbers
adv
436151504.11376953
rsi
8.508296228436022
rank
6
close
141.10000610351562
sma_exit
142.59800415039064
tradable
true
raw_close
141.10000610351562
sma_trend
137.0883227157593
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETDEsell3close>sma_exit
10 numbers
adv
717237540.3076172
rsi
68.79045875892128
close
649.0499877929688
sma_exit
642.4079956054687
tradable
true
raw_close
649.0499877929688
sma_trend
591.3896627807617
exit_signal
true
entry_signal
false
held_sessions
4
v2b-TOM on Alpaca paperv2b-tom15:41 ETGRMNsell8close>sma_exit
10 numbers
adv
218107605.79833984
rsi
80.88475993584827
close
276.0450134277344
sma_exit
271.1530029296875
tradable
true
raw_close
276.0450134277344
sma_trend
247.15127410888672
exit_signal
true
entry_signal
false
held_sessions
3
v2b-TOM on Alpaca paperv2b-tom15:41 ETHOODsell20close>sma_exit
10 numbers
adv
1993914300
rsi
79.17112922099062
close
110.67009735107422
sma_exit
109.08601989746094
tradable
true
raw_close
110.67009735107422
sma_trend
93.99947540283203
exit_signal
true
entry_signal
false
held_sessions
3
v2b-TOM on Alpaca paperv2b-tom15:41 ETMSIsell4close>sma_exit
10 numbers
adv
379778575.9277344
rsi
79.46363226128553
close
450.5
sma_exit
447.2919921875
tradable
true
raw_close
450.5
sma_trend
431.60665222167967
exit_signal
true
entry_signal
false
held_sessions
2
v2b-TOM on Alpaca paperv2b-tom15:41 ETQCOMsell12close>sma_exit
10 numbers
adv
1796385988.4094238
rsi
73.33014119484602
close
177.5
sma_exit
176.11199645996095
tradable
true
raw_close
177.5
sma_trend
168.04074165344238
exit_signal
true
entry_signal
false
held_sessions
4
v2b-TOM on Alpaca paperv2b-tom15:41 ETSWsell50close>sma_exit
10 numbers
adv
192179716.64352417
rsi
63.93168236080848
close
41.459999084472656
sma_exit
41.3120002746582
tradable
true
raw_close
41.459999084472656
sma_trend
42.78992473602295
exit_signal
true
entry_signal
false
held_sessions
8
v2b-TOM on Alpaca paperv2b-tom15:41 ETMUbuy2entry rank 1 rsi 3.5
10 numbers
adv
27090948877.23999
rsi
3.4994993562211087
rank
1
close
941.155029296875
sma_exit
1016.6069946289062
tradable
true
raw_close
941.155029296875
sma_trend
708.4085415649414
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETSMCIbuy56entry rank 2 rsi 5.1
10 numbers
adv
1304106431.2179565
rsi
5.122676348038217
rank
2
close
39.22999954223633
sma_exit
41.75599975585938
tradable
true
raw_close
39.22999954223633
sma_trend
32.40844985961914
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETCDNSbuy6entry rank 3 rsi 7.1
10 numbers
adv
698791724.4873047
rsi
7.069847760207369
rank
3
close
334.3599853515625
sma_exit
348.1159973144531
tradable
true
raw_close
334.3599853515625
sma_trend
326.88780044555665
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETSTXbuy2entry rank 4 rsi 7.1
10 numbers
adv
3788055788.720703
rsi
7.114626503803078
rank
4
close
738
sma_exit
771.3300048828125
tradable
true
raw_close
738
sma_trend
667.5073207092286
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETVRTXbuy4entry rank 5 rsi 8.4
10 numbers
adv
533766800
rsi
8.405909707481445
rank
5
close
488.0799865722656
sma_exit
502.80999755859375
tradable
true
raw_close
488.0799865722656
sma_trend
475.26459976196287
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETBNYbuy15entry rank 6 rsi 8.5
10 numbers
adv
436151504.11376953
rsi
8.508296228436022
rank
6
close
141.10000610351562
sma_exit
142.59800415039064
tradable
true
raw_close
141.10000610351562
sma_trend
137.0883227157593
exit_signal
false
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETQCOMsell28close>sma_exit
12 numbers
adv
1796385988.4094238
rsi
73.33014119484602
close
177.5
group
SMH
sma_exit
176.11199645996095
tradable
true
raw_close
177.5
sma_trend
168.04074165344238
exit_signal
true
group_leads
true
entry_signal
false
held_sessions
4
v2b's pullback in leading industrieso1115:41 ETTXNsell17close>sma_exit
12 numbers
adv
1493397013.8763428
rsi
71.21482605102894
close
288.29998779296875
group
SMH
sma_exit
286.19199829101564
tradable
true
raw_close
288.29998779296875
sma_trend
251.20266548156738
exit_signal
true
group_leads
true
entry_signal
false
held_sessions
1
v2b's pullback in leading industrieso1115:41 ETCDNSbuy14entry rank 1 rsi 7.1
12 numbers
adv
698791724.4873047
rsi
7.069847760207369
rank
1
close
334.3599853515625
group
IGV
sma_exit
348.1159973144531
tradable
true
raw_close
334.3599853515625
sma_trend
326.88780044555665
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETSTXbuy6entry rank 2 rsi 7.1
12 numbers
adv
3788055788.720703
rsi
7.114626503803078
rank
2
close
738
group
SMH
sma_exit
771.3300048828125
tradable
true
raw_close
738
sma_trend
667.5073207092286
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETVRTXbuy10entry rank 3 rsi 8.4
12 numbers
adv
533766800
rsi
8.405909707481445
rank
3
close
488.0799865722656
group
IBB
sma_exit
502.80999755859375
tradable
true
raw_close
488.0799865722656
sma_trend
475.26459976196287
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETFIXbuy3entry rank 4 rsi 8.7
12 numbers
adv
579779657.8857422
rsi
8.680425947582176
rank
4
close
1622.4100341796875
group
SMH
sma_exit
1684.7800048828126
tradable
true
raw_close
1622.4100341796875
sma_trend
1581.7292358398438
exit_signal
false
group_leads
true
entry_signal
true

Orders sent (14)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedBNYbuy30—filled30141.039333141.029999+0.7 bp15:55 ET
nettedCDNSbuy26—filled26334.30334.200012+3.0 bp15:55 ET
nettedDEsell6—filled6649.27650.00+11.2 bp15:56 ET
nettedFIXbuy3—filled31,627.971,626.640015+8.2 bp15:59 ET
nettedGRMNsell16—filled16276.82276.410004−14.8 bp15:55 ET
nettedHOODsell40—filled40110.67110.519997−13.6 bp15:55 ET
nettedMSIsell8—filled8449.44449.01001−9.6 bp15:57 ET
nettedMUbuy4—filled4949.1525953.190002−42.4 bp15:55 ET
nettedQCOMsell52—filled52176.896923176.860001−2.1 bp15:57 ET
nettedSMCIbuy112—filled11239.08866139.07+4.8 bp15:55 ET
nettedSTXbuy10—filled10748.29747.200012+14.6 bp15:55 ET
nettedSWsell101—filled10141.3941.450001+14.5 bp15:55 ET
nettedTXNsell17—filled17287.57287.850006+9.7 bp15:55 ET
nettedVRTXbuy18—filled18485.18485.220001−0.8 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.
−60 bp−40 bp−20 bp0 bp+20 bpBNY buy 30: +0.7 bp against the close (141.039333 filled, 141.029999 close)CDNS buy 26: +3.0 bp against the close (334.30 filled, 334.200012 close)DE sell 6: +11.2 bp against the close (649.27 filled, 650.00 close)FIX buy 3: +8.2 bp against the close (1,627.97 filled, 1,626.640015 close)GRMN sell 16: −14.8 bp against the close (276.82 filled, 276.410004 close)HOOD sell 40: −13.6 bp against the close (110.67 filled, 110.519997 close)MSI sell 8: −9.6 bp against the close (449.44 filled, 449.01001 close)MU buy 4: −42.4 bp against the close (949.1525 filled, 953.190002 close)QCOM sell 52: −2.1 bp against the close (176.896923 filled, 176.860001 close)SMCI buy 112: +4.8 bp against the close (39.088661 filled, 39.07 close)STX buy 10: +14.6 bp against the close (748.29 filled, 747.200012 close)SW sell 101: +14.5 bp against the close (41.39 filled, 41.450001 close)TXN sell 17: +9.7 bp against the close (287.57 filled, 287.850006 close)VRTX buy 18: −0.8 bp against the close (485.18 filled, 485.220001 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
BNYbuy30141.039333141.029999+0.7 bp
CDNSbuy26334.30334.200012+3.0 bp
DEsell6649.27650.00+11.2 bp
FIXbuy31,627.971,626.640015+8.2 bp
GRMNsell16276.82276.410004−14.8 bp
HOODsell40110.67110.519997−13.6 bp
MSIsell8449.44449.01001−9.6 bp
MUbuy4949.1525953.190002−42.4 bp
QCOMsell52176.896923176.860001−2.1 bp
SMCIbuy11239.08866139.07+4.8 bp
STXbuy10748.29747.200012+14.6 bp
SWsell10141.3941.450001+14.5 bp
TXNsell17287.57287.850006+9.7 bp
VRTXbuy18485.18485.220001−0.8 bp

What filled (30)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
v2bv2b on Alpaca paperDEsell33649.27649.049988650.00—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperDEsell33649.27649.049988650.00—signalclose>sma_exit
v2bv2b on Alpaca paperGRMNsell88276.82276.045013276.410004—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperGRMNsell88276.82276.045013276.410004—signalclose>sma_exit
v2bv2b on Alpaca paperHOODsell2020110.67110.670097110.519997—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperHOODsell2020110.67110.670097110.519997—signalclose>sma_exit
v2bv2b on Alpaca paperMSIsell44449.44450.50449.01001—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperMSIsell44449.44450.50449.01001—signalclose>sma_exit
v2bv2b on Alpaca paperQCOMsell1212176.896923177.50176.860001—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperQCOMsell1212176.896923177.50176.860001—signalclose>sma_exit
o11v2b's pullback in leading industriesQCOMsell2828176.896923177.50176.860001—signalclose>sma_exit
v2bv2b on Alpaca paperSWsell515141.3941.45999941.450001—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperSWsell505041.3941.45999941.450001—signalclose>sma_exit
o11v2b's pullback in leading industriesTXNsell1717287.57288.299988287.850006—signalclose>sma_exit
v2bv2b on Alpaca paperBNYbuy1515141.039333141.100006141.029999—signalentry rank 6 rsi 8.5
v2b-tomv2b-TOM on Alpaca paperBNYbuy1515141.039333141.100006141.029999—signalentry rank 6 rsi 8.5
v2bv2b on Alpaca paperCDNSbuy66334.30334.359985334.200012—signalentry rank 3 rsi 7.1
v2b-tomv2b-TOM on Alpaca paperCDNSbuy66334.30334.359985334.200012—signalentry rank 3 rsi 7.1
o11v2b's pullback in leading industriesCDNSbuy1414334.30334.359985334.200012—signalentry rank 1 rsi 7.1
o11v2b's pullback in leading industriesFIXbuy331,627.971,622.4100341,626.640015—signalentry rank 4 rsi 8.7
v2bv2b on Alpaca paperMUbuy22949.1525941.155029953.190002—signalentry rank 1 rsi 3.5
v2b-tomv2b-TOM on Alpaca paperMUbuy22949.1525941.155029953.190002—signalentry rank 1 rsi 3.5
v2bv2b on Alpaca paperSMCIbuy565639.08866139.2339.07—signalentry rank 2 rsi 5.1
v2b-tomv2b-TOM on Alpaca paperSMCIbuy565639.08866139.2339.07—signalentry rank 2 rsi 5.1
v2bv2b on Alpaca paperSTXbuy22748.29738.00747.200012—signalentry rank 4 rsi 7.1
v2b-tomv2b-TOM on Alpaca paperSTXbuy22748.29738.00747.200012—signalentry rank 4 rsi 7.1
o11v2b's pullback in leading industriesSTXbuy66748.29738.00747.200012—signalentry rank 2 rsi 7.1
v2bv2b on Alpaca paperVRTXbuy44485.18488.079987485.220001—signalentry rank 5 rsi 8.4
v2b-tomv2b-TOM on Alpaca paperVRTXbuy44485.18488.079987485.220001—signalentry rank 5 rsi 8.4
o11v2b's pullback in leading industriesVRTXbuy1010485.18488.079987485.220001—signalentry rank 3 rsi 8.4

16 trades opened

14 trades closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$99,845.14$99,997.08——Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,014.60$100,173.37——Sep 30, 2026
o11v2b's pullback in leading industries$100,000.00$97,669.40$97,724.35——Oct 7, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$100,000.00$100,159.97——Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$100,700.31$100,739.17——Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,159.97——Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$100,887.41$100,922.44——Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$100,842.95$100,877.71——Sep 30, 2026

The session's numbers

sent
true
index_snapshot_last_bar
2026-10-13 15:40:20-04:00
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

traded

Account INTRA1

What the rules decided (5)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Nasdaq opening-range retestpat09:45 ET—range—range 738.89-743.50
2 numbers
low
738.89
high
743.5
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—setup98long 98 QQQ: limit 743.49 (edge 743.500), target 752.732, stop 738.884, weight 1.66 (accepted)
14 numbers
px
743.37
bar
3
how
market
edge
743.5
side
1
stop
738.8839177621416
limit
743.49
status
accepted
target
752.7321644757169
weight
1.657058343083043
model_px
743.37
trend_up
1
range_low
738.89
range_high
743.5
Nasdaq opening-range retestpat09:50 ET—filled98filled 98 at 743.41 (the rule's 743.370), minute 20
4 numbers
how
market
minute
20
model_px
743.37
avg_price
743.41
Nasdaq opening-range retestpat15:59 ET—closing—closing: time
2 numbers
why
time
minute
389

Orders sent (3)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
patQQQbuy98limitfilled98743.41——09:50 ET
patQQQsell98limitcanceled0———09:50 ET
patQQQsell98marketfilled98743.46——15:59 ET

What filled (2)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
patNasdaq opening-range retestQQQbuy98—743.41743.37—09:50 ETentry—
patNasdaq opening-range retestQQQsell98—743.46——15:59 ETexit—

1 trade opened

1 trade closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
orb
reserved
Stocks-in-play breakout$45,000.00—————
patNasdaq opening-range retest$45,000.00$44,402.89$44,394.18$44,074.53——

Events

  • 09:20 ET · pat · trading
  • 09:45 ET · pat · range 738.89-743.50
  • 09:50 ET · pat · no more entries: one setup a day
  • 09:50 ET · pat · long 98 QQQ: limit 743.49 (edge 743.500), target 752.732, stop 738.884, weight 1.66 (accepted)
  • 09:50 ET · pat · filled 98 at 743.41 (the rule's 743.370), minute 20
  • 15:59 ET · pat · closing: time

The session's numbers

phase
settled
inputs_pat
tick
0.006082237858468671
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

no trades

Account INTRA2

What the rules decided (26)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Noise areanoise10:00 ETSPYopen—SPY: open 777.34, previous close 778.10, leverage 3.93, 115 shares a leg
4 numbers
open
777.34
shares
115
leverage
3.934883295737182
prev_close
778.1
Noise areanoise10:00 ETSPYflat——
6 numbers
lb
776.3086474457838
px
778.11
ub
779.1323609005527
pos
0
vwap
778.1273585142014
reason
flat: 778.11 in [776.31, 779.13], VWAP 778.13
Noise areanoise10:00 ETQQQopen—QQQ: open 739.53, previous close 746.04, leverage 2.75, 84 shares a leg
4 numbers
open
739.53
shares
84
leverage
2.7537110013483144
prev_close
746.04
Noise areanoise10:00 ETQQQflat——
6 numbers
lb
737.688647466368
px
743.7
ub
747.8975617543449
pos
0
vwap
741.5402864040101
reason
flat: 743.70 in [737.69, 747.90], VWAP 741.54
Noise areanoise10:30 ETSPYflat——
6 numbers
lb
775.5889843702446
px
777.51
ub
779.8527275857575
pos
0
vwap
777.8835096819906
reason
flat: 777.51 in [775.59, 779.85], VWAP 777.88
Noise areanoise10:30 ETQQQflat——
6 numbers
lb
736.562042531408
px
742.68
ub
749.0340840667293
pos
0
vwap
742.5301060384444
reason
flat: 742.68 in [736.56, 749.03], VWAP 742.53
Noise areanoise11:00 ETSPYflat——
6 numbers
lb
775.5704880796792
px
776.88
ub
779.8712419600196
pos
0
vwap
777.7754881839604
reason
flat: 776.88 in [775.57, 779.87], VWAP 777.78
Noise areanoise11:00 ETQQQflat——
6 numbers
lb
737.1125099348117
px
741.56
ub
748.4787709602491
pos
0
vwap
742.5046778690586
reason
flat: 741.56 in [737.11, 748.48], VWAP 742.50
Noise areanoise11:30 ETSPYflat——
6 numbers
lb
775.2747201218176
px
776.13
ub
780.1672990881904
pos
0
vwap
777.5698058092471
reason
flat: 776.13 in [775.27, 780.17], VWAP 777.57
Noise areanoise11:30 ETQQQflat——
6 numbers
lb
736.7910510231793
px
740.38
ub
748.8030596387804
pos
0
vwap
742.3204481261071
reason
flat: 740.38 in [736.79, 748.80], VWAP 742.32
Noise areanoise12:00 ETSPYflat——
6 numbers
lb
775.3269714777126
px
776.64
ub
780.1149966465019
pos
0
vwap
777.4266571072595
reason
flat: 776.64 in [775.33, 780.11], VWAP 777.43
Noise areanoise12:00 ETQQQflat——
6 numbers
lb
736.7542442632599
px
741.465
ub
748.8401904044968
pos
0
vwap
742.1040012982878
reason
flat: 741.47 in [736.75, 748.84], VWAP 742.10
Noise areanoise12:30 ETSPYflat——
6 numbers
lb
775.1539444127677
px
777.34
ub
780.2881928788246
pos
0
vwap
777.3601979349327
reason
flat: 777.34 in [775.15, 780.29], VWAP 777.36
Noise areanoise12:30 ETQQQflat——
6 numbers
lb
736.7717886280814
px
743.16
ub
748.8224915985911
pos
0
vwap
742.1616888396002
reason
flat: 743.16 in [736.77, 748.82], VWAP 742.16
Noise areanoise13:00 ETSPYflat——
6 numbers
lb
774.8466740666319
px
777.33
ub
780.5957636410757
pos
0
vwap
777.3882916889231
reason
flat: 777.33 in [774.85, 780.60], VWAP 777.39
Noise areanoise13:00 ETQQQflat——
6 numbers
lb
735.851117887555
px
742.4
ub
749.7512669008267
pos
0
vwap
742.293434055153
reason
flat: 742.40 in [735.85, 749.75], VWAP 742.29
Noise areanoise13:30 ETSPYflat——
6 numbers
lb
774.8942737827766
px
776.99
ub
780.5481173870141
pos
0
vwap
777.3757451261847
reason
flat: 776.99 in [774.89, 780.55], VWAP 777.38
Noise areanoise13:30 ETQQQflat——
6 numbers
lb
735.949237100953
px
741.52
ub
749.652283954951
pos
0
vwap
742.2909727477744
reason
flat: 741.52 in [735.95, 749.65], VWAP 742.29
Noise areanoise14:00 ETSPYflat——
6 numbers
lb
775.0145965115928
px
776.99
ub
780.4276770194892
pos
0
vwap
777.3665983268946
reason
flat: 776.99 in [775.01, 780.43], VWAP 777.37
Noise areanoise14:00 ETQQQflat——
6 numbers
lb
736.1461584584839
px
741.86
ub
749.4536291207019
pos
0
vwap
742.2475423048197
reason
flat: 741.86 in [736.15, 749.45], VWAP 742.25
Noise areanoise14:30 ETSPYflat——
6 numbers
lb
775.1144054590718
px
777.86
ub
780.3277704894851
pos
0
vwap
777.402226071929
reason
flat: 777.86 in [775.11, 780.33], VWAP 777.40
Noise areanoise14:30 ETQQQflat——
6 numbers
lb
736.323825209209
px
743.005
ub
749.2743983894118
pos
0
vwap
742.2902159230392
reason
flat: 743.00 in [736.32, 749.27], VWAP 742.29
Noise areanoise15:00 ETSPYflat——
6 numbers
lb
775.0799059026562
px
777.765
ub
780.362303775881
pos
0
vwap
777.4219571580892
reason
flat: 777.76 in [775.08, 780.36], VWAP 777.42
Noise areanoise15:00 ETQQQflat——
6 numbers
lb
736.2440722815576
px
742.41
ub
749.3548533731786
pos
0
vwap
742.2957294521135
reason
flat: 742.41 in [736.24, 749.35], VWAP 742.30
Noise areanoise15:30 ETSPYflat——
6 numbers
lb
775.0958784635887
px
778.29
ub
780.3463155986848
pos
0
vwap
777.4940333988475
reason
flat: 778.29 in [775.10, 780.35], VWAP 777.49
Noise areanoise15:30 ETQQQflat——
6 numbers
lb
736.2331853120978
px
743.13
ub
749.3658361794147
pos
0
vwap
742.3215876384941
reason
flat: 743.13 in [736.23, 749.37], VWAP 742.32

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 · no entries today
  • 10:00 ET · noise · SPY: open 777.34, previous close 778.10, leverage 3.93, 115 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: flat: 778.11 in [776.31, 779.13], VWAP 778.13
  • 10:00 ET · noise · QQQ: open 739.53, previous close 746.04, leverage 2.75, 84 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: flat: 743.70 in [737.69, 747.90], VWAP 741.54
  • 10:30 ET · noise · SPY 10:30 check: flat: 777.51 in [775.59, 779.85], VWAP 777.88
  • 10:30 ET · noise · QQQ 10:30 check: flat: 742.68 in [736.56, 749.03], VWAP 742.53
  • 11:00 ET · noise · SPY 11:00 check: flat: 776.88 in [775.57, 779.87], VWAP 777.78
  • 11:00 ET · noise · QQQ 11:00 check: flat: 741.56 in [737.11, 748.48], VWAP 742.50
  • 11:30 ET · noise · SPY 11:30 check: flat: 776.13 in [775.27, 780.17], VWAP 777.57
  • 11:30 ET · noise · QQQ 11:30 check: flat: 740.38 in [736.79, 748.80], VWAP 742.32
  • 12:00 ET · noise · SPY 12:00 check: flat: 776.64 in [775.33, 780.11], VWAP 777.43
  • 12:00 ET · noise · QQQ 12:00 check: flat: 741.47 in [736.75, 748.84], VWAP 742.10
  • 12:30 ET · noise · SPY 12:30 check: flat: 777.34 in [775.15, 780.29], VWAP 777.36
  • 12:30 ET · noise · QQQ 12:30 check: flat: 743.16 in [736.77, 748.82], VWAP 742.16
  • 13:00 ET · noise · SPY 13:00 check: flat: 777.33 in [774.85, 780.60], VWAP 777.39
  • 13:00 ET · noise · QQQ 13:00 check: flat: 742.40 in [735.85, 749.75], VWAP 742.29
  • 13:30 ET · noise · SPY 13:30 check: flat: 776.99 in [774.89, 780.55], VWAP 777.38
  • 13:30 ET · noise · QQQ 13:30 check: flat: 741.52 in [735.95, 749.65], VWAP 742.29
  • 14:00 ET · noise · SPY 14:00 check: flat: 776.99 in [775.01, 780.43], VWAP 777.37
  • 14:00 ET · noise · QQQ 14:00 check: flat: 741.86 in [736.15, 749.45], VWAP 742.25
  • 14:30 ET · noise · SPY 14:30 check: flat: 777.86 in [775.11, 780.33], VWAP 777.40
  • 14:30 ET · noise · QQQ 14:30 check: flat: 743.00 in [736.32, 749.27], VWAP 742.29
  • 15:00 ET · noise · SPY 15:00 check: flat: 777.76 in [775.08, 780.36], VWAP 777.42
  • 15:00 ET · noise · QQQ 15:00 check: flat: 742.41 in [736.24, 749.35], VWAP 742.30
  • 15:30 ET · noise · SPY 15:30 check: flat: 778.29 in [775.10, 780.35], VWAP 777.49
  • 15:30 ET · noise · QQQ 15:30 check: flat: 743.13 in [736.23, 749.37], VWAP 742.32

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
2.7537110013483144
SPY.leverage
3.934883295737182
QQQ.prev_close
746.04
SPY.prev_close
778.1
QQQ.sigma_10:00
0.0024898956548509788
SPY.sigma_10:00
0.0013267714953768392
inputs_crabel
armed
false
stretch
1.3909912109375
qqq_over_qqqm
2.428594680816433
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
15.21
vix
15.21
asof
2026-10-12
known
true
vix3m
17.93
x_median
15.425
———QQQOFF—OFF:G2
6 numbers
x
20.84
vix
15.21
asof
2026-10-12
known
true
vix3m
17.93
x_median
21.22

Warnings

  • prices.parquet ends 2026-10-09, BEFORE the 2026-10-13 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 2026-10-13 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 2026-10-13 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

sa
graded
3
candidates
0
exploration
6
ledger
graded
3
emitted
0
skipped
0
wb_graded
604
wb_emitted
166
ledger_open
true
exploration_emitted
6
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
false
watch_basket
vol
0
long
70
short
96
conflict
78
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.6
index_vol_through
2026-10-13
  • Record GitHub ledger
    Cost model: S-B QQQ iron condor and 7 more

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

    For S-B QQQ iron condor, S-B QQQ put spread, S-B SPY iron condor, S-B SPY put spread, S-B QQQ iron condor, exploration, S-B QQQ put spread, exploration, S-B SPY iron condor, exploration and S-B SPY put spread, exploration.

  • Record GitHub ledger
    Cost model: S-C C1 iron butterfly and 2 more

    half of each leg's spread plus $0.65 a contract at entry, the spread quoted from 15:00 to 16:00 ET or, for a wing priced by model, the stock's median option spread over the 20 sessions before, at least 5%; nothing at expiry

    For S-C C1 iron butterfly, S-C C2 iron butterfly and S-C C1 iron butterfly, exploration.

  • Record GitHub ledger
    Cost model: S-C C1 short straddle and 2 more

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

    For S-C C1 short straddle, S-C C2 short straddle and S-C C1 short straddle, exploration.

forward · 0DTE forward logs

logged

The session's numbers

entries
B0
1
F2
2
V2
1
coverage
QQQ.rows
21655
SPY.rows
18165
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
30
SPY.contracts_0dte
24
QQQ.longest_gap_min
1
SPY.longest_gap_min
1
triggers
14
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-E
1
funnels
v5-A.SPY.bias
3
v5-G.SPY.room
1
info-A.SPY.room
3
info-B.SPY.room
2
info-G.SPY.room
1
v5-A.SPY.window
1
info-A.SPY.window
1
info-C.QQQ.window
2
info-C.SPY.window
1
info-A.SPY.entries
1
info-E.QQQ.entries
1
v5-A.SPY.candidates
6
v5-G.SPY.candidates
1
info-A.SPY.candidates
6
info-B.SPY.candidates
2
info-C.QQQ.candidates
2
info-C.SPY.candidates
1
info-E.QQQ.candidates
1
info-G.SPY.candidates
1
v5-A.SPY.premium_gate
2
info-A.SPY.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
funnels
info-eod.QQQ.entries
1
info-eod.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
09:52forwardSPYputB0: window, V2: window, F2: window—————
09:58forwardSPYputB0: window, V2: window, F2: window—————
10:12forwardSPYcallB0: window, V2: window, F2: window—————
10:26forwardSPYcallB0: window, V2: window, F2: window—————
11:06forwardSPYcallB0: bias, V2: breadth, F2: room—————
11:28forward-v5SPYputinfo-A: ENTRYP774 at 0.1611:54 ETstop−39.4%(1)
11:48forwardQQQcallB0: bias, V2: breadth, F2: ENTRYC743 at 0.2512:37 ETstop+193.8%(2)
12:48forwardQQQputB0: ENTRY, V2: ENTRY, F2: ENTRYP741 at 0.2613:39 ETstop+43.1%(2)
12:58forwardSPYputB0: room, V2: room, F2: room—————
14:06forwardSPYcallB0: bias, V2: breadth, F2: room—————
14:18forwardSPYputB0: bias, V2: room, F2: room—————
14:24forwardSPYputB0: room, V2: room, F2: room—————
14:38forwardSPYputB0: bias, V2: room, F2: room—————
15:00forward-p4QQQputinfo-eod: ENTRYP743 at 0.9015:10 ETtime−32.6%(3)
15:00forward-v5QQQputinfo-E: ENTRYP741 at 0.1415:05 ETstop−41.4%(1)
15:46forwardSPYputB0: window, V2: window, F2: window—————
15:52forwardQQQputB0: window, V2: window, F2: window—————
  1. (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

  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

  3. (3)
    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

Trades opened or closed

53 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 13, 2026—DAILYv2b's pullback in leading industriesCDNSlong14334.30————−$207.06——openTrade journal (1)
Oct 13, 2026—DAILYv2b's pullback in leading industriesFIXlong31,627.97————−$566.70——openTrade journal (1)
Oct 13, 2026—DAILYv2b's pullback in leading industriesSTXlong6748.29————−$655.68——openTrade journal (1)
Oct 13, 2026Oct 15, 2026DAILYv2b's pullback in leading industriesVRTXlong10485.18509.54+$243.60+$243.46+5.02%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 15, 2026DAILYv2b-TOM on Alpaca paperBNYlong15141.0393142.4867+$21.71+$21.50+1.03%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026—DAILYv2b-TOM on Alpaca paperCDNSlong6334.30————−$88.74——openTrade journal (1)
Oct 13, 2026—DAILYv2b-TOM on Alpaca paperMUlong2949.1525————−$140.62——openTrade journal (1)
Oct 13, 2026—DAILYv2b-TOM on Alpaca paperSMCIlong5639.088661————−$417.69——openTrade journal (1)
Oct 13, 2026—DAILYv2b-TOM on Alpaca paperSTXlong2748.29————−$218.56——openTrade journal (1)
Oct 13, 2026Oct 15, 2026DAILYv2b-TOM on Alpaca paperVRTXlong4485.18509.54+$97.44+$97.38+5.02%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 15, 2026DAILYv2b on Alpaca paperBNYlong15141.0393142.4867+$21.71+$21.50+1.03%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026—DAILYv2b on Alpaca paperCDNSlong6334.30————−$88.74——openTrade journal (1)
Oct 13, 2026—DAILYv2b on Alpaca paperMUlong2949.1525————−$140.62——openTrade journal (1)
Oct 13, 2026—DAILYv2b on Alpaca paperSMCIlong5639.088661————−$417.69——openTrade journal (1)
Oct 13, 2026—DAILYv2b on Alpaca paperSTXlong2748.29————−$218.56——openTrade journal (1)
Oct 13, 2026Oct 15, 2026DAILYv2b on Alpaca paperVRTXlong4485.18509.54+$97.44+$97.38+5.02%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 13, 2026INTRA1Nasdaq opening-range retestQQQlong98743.41743.46+$4.90+$3.53+0.01%—369 minutestimeclosedTrade journal (2)
Oct 13, 2026—SIM-V2B-TOMv2b-TOMCDNSlong6334.200012———————openLocal ledger (3)
Oct 13, 2026—SIM-V2B-TOMv2b-TOMFIXlong11,626.640015———————openLocal ledger (3)
Oct 13, 2026—SIM-V2B-TOMv2b-TOMMUlong2953.190002———————openLocal ledger (3)
Oct 13, 2026—SIM-V2B-TOMv2b-TOMSMCIlong5639.07———————openLocal ledger (3)
Oct 13, 2026—SIM-V2B-TOMv2b-TOMSTXlong2747.200012———————openLocal ledger (3)
Oct 13, 2026Oct 15, 2026SIM-V2B-TOMv2b-TOMVRTXlong4485.220001508.75+$93.10—+4.75%——close>sma_exitclosedLocal ledger (3)
Oct 13, 2026—SIM-V2Bv2bCDNSlong6334.200012———————openLocal ledger (3)
Oct 13, 2026—SIM-V2Bv2bMUlong2953.190002———————openLocal ledger (3)
Oct 13, 2026—SIM-V2Bv2bSMCIlong5639.07———————openLocal ledger (3)
Oct 13, 2026—SIM-V2Bv2bSTXlong2747.200012———————openLocal ledger (3)
Oct 13, 2026Oct 15, 2026SIM-V2Bv2bVRTXlong4485.220001508.75+$93.10—+4.75%——close>sma_exitclosedLocal ledger (3)
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 9, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperMSIlong4444.14449.44+$21.20+$21.14+1.19%—2 sessionsclose>sma_exitclosedTrade 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, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMMSIlong4444.179993449.01001+$18.42—+0.99%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperGRMNlong8267.86276.82+$71.68+$71.57+3.35%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperHOODlong20107.16110.67+$70.20+$69.92+3.28%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 13, 2026DAILYv2b on Alpaca paperGRMNlong8267.86276.82+$71.68+$71.57+3.35%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 13, 2026DAILYv2b on Alpaca paperHOODlong20107.16110.67+$70.20+$69.92+3.28%—3 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMGRMNlong8268.440002276.410004+$62.65—+2.87%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMHOODlong20107.010002110.519997+$69.09—+3.18%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 13, 2026SIM-V2Bv2bDElong3652.580017650.00−$8.72—−0.50%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 13, 2026SIM-V2Bv2bGRMNlong8268.440002276.410004+$62.65—+2.87%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 13, 2026SIM-V2Bv2bHOODlong20107.010002110.519997+$69.09—+3.18%——close>sma_exitclosedLocal ledger (3)
Oct 7, 2026Oct 13, 2026DAILYv2b's pullback in leading industriesQCOMlong28177.1448176.8969−$6.94−$7.33−0.14%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperDElong3657.03649.27−$23.28−$23.32−1.18%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperQCOMlong12177.1448176.8969−$2.97−$3.14−0.14%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 13, 2026DAILYv2b on Alpaca paperDElong3657.03649.27−$23.28−$23.32−1.18%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 13, 2026DAILYv2b on Alpaca paperQCOMlong12177.1448176.8969−$2.97−$3.14−0.14%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 7, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMDElong3656.869995650.00−$21.58—−1.15%——close>sma_exitclosedLocal ledger (3)
Oct 7, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMQCOMlong12177.119995176.860001−$4.18—−0.25%——close>sma_exitclosedLocal ledger (3)
Oct 7, 2026Oct 13, 2026SIM-V2Bv2bQCOMlong12177.119995176.860001−$4.18—−0.25%——close>sma_exitclosedLocal ledger (3)
Oct 2, 2026Oct 13, 2026DAILYv2b on Alpaca paperSWlong5142.5441.39−$58.65−$59.36−2.70%—7 sessionsclose>sma_exitclosedTrade journal (1)
Oct 2, 2026Oct 13, 2026SIM-V2B-TOMv2b-TOMSWlong5142.54000141.450001−$56.65—−2.66%——close>sma_exitclosedLocal ledger (3)
Oct 2, 2026Oct 13, 2026SIM-V2Bv2bSWlong5142.54000141.450001−$56.65—−2.66%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 13, 2026DAILYv2b-TOM on Alpaca paperSWlong5043.2441.39−$92.50−$93.20−4.28%—8 sessionsclose>sma_exitclosedTrade journal (1)
  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.