Ewan Li

Session day

Wed, Oct 14, 2026

Previous: Tue, Oct 13, 2026Next: Thu, Oct 15, 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 days4 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 days9 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 days5 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—
20:30odte-forwardranprotocol 2's forward log (B0, V2, F2)1 min 45 s—
21:00odte-forward-v5ranprotocol 3's information log2 min 2 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 site9 s—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $990,528.51

What the rules decided (13)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETSPYflat—flat: not a Monday
4 numbers
close
768.8300170898438
target
0
values
low
766.7100219726562
high
776.3499755859375
open
774.9199829101562
close
768.8300170898438
monday
false
prev_high
778.75
prev_close
778.010009765625
prev2_close
778.0999755859375
holding
0
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETQQQflat—flat: not a Monday
4 numbers
close
728.9600219726562
target
0
values
low
726.3900146484375
high
740.530029296875
open
738
close
728.9600219726562
monday
false
prev_high
744.2000122070312
prev_close
743.5700073242188
prev2_close
746.0399780273438
holding
0
IBS on SPY and QQQibs15:41 ETSPYflat—flat: no entry
4 numbers
close
768.8300170898438
target
0
values
ibs
0.21991756415370298
low
766.7100219726562
high
776.3499755859375
open
774.9199829101562
close
768.8300170898438
exit_above
0.8
enter_below
0.2
holding
0
IBS on SPY and QQQibs15:41 ETQQQlong entry—long entry
4 numbers
close
728.9600219726562
target
1
values
ibs
0.18175421936375016
low
726.3900146484375
high
740.530029296875
open
738
close
728.9600219726562
exit_above
0.8
enter_below
0.2
holding
0
RSI(2) on SPY and QQQrsi215:41 ETSPYlong entry—long entry
4 numbers
close
768.8300170898438
target
1
values
low
766.7100219726562
high
776.3499755859375
open
774.9199829101562
rsi2
6.901760444353793
sma5
775.4880004882813
close
768.8300170898438
sma200
721.0194333301065
enter_below
10
short_above
90
holding
0
RSI(2) on SPY and QQQrsi215:41 ETQQQlong entry—long entry
4 numbers
close
728.9600219726562
target
1
values
low
726.3900146484375
high
740.530029296875
open
738
rsi2
3.2737747849394077
sma5
743.4840087890625
close
728.9600219726562
sma200
672.6513499404028
enter_below
10
short_above
90
holding
0
Double 7s on SPY and QQQd715:41 ETSPYlong entry—long entry
4 numbers
close
768.8300170898438
target
1
values
low
766.7100219726562
high
776.3499755859375
low7
768.8300170898438
open
774.9199829101562
close
768.8300170898438
high7
779.0900268554688
sma200
721.0194333301065
holding
0
Double 7s on SPY and QQQd715:41 ETQQQhold—hold
4 numbers
close
728.9600219726562
target
1
values
low
726.3900146484375
high
740.530029296875
low7
728.9600219726562
open
738
close
728.9600219726562
high7
759.6599731445312
sma200
672.6513499404028
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETSPYhold—hold
4 numbers
close
768.8300170898438
target
1
values
low
766.7100219726562
high
776.3499755859375
open
774.9199829101562
close
768.8300170898438
sma200
721.0194333301065
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETQQQhold—hold
4 numbers
close
728.9600219726562
target
1
values
low
726.3900146484375
high
740.530029296875
open
738
close
728.9600219726562
sma200
672.6513499404028
holding
1
v2b's pullback in leading industrieso1115:41 ETDELLbuy9entry rank 1 rsi 2.8
12 numbers
adv
3098697779.5898438
rsi
2.7823366001354013
rank
1
close
506.54998779296875
group
XLK
sma_exit
563.2779907226562
tradable
true
raw_close
506.54998779296875
sma_trend
310.1729786300659
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETANETbuy25entry rank 2 rsi 5.7
12 numbers
adv
997387392.0593262
rsi
5.6978071931605
rank
2
close
194.875
group
XLK
sma_exit
207.5970031738281
tradable
true
raw_close
194.875
sma_trend
162.15387496948242
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETAPHbuy59entry rank 3 rsi 6.8
12 numbers
adv
936150478.1440735
rsi
6.786379199961639
rank
3
close
82.74500274658203
group
SMH
sma_exit
85.4770004272461
tradable
true
raw_close
82.74500274658203
sma_trend
74.716649684906
exit_signal
false
group_leads
true
entry_signal
true

Orders sent (5)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedANETbuy25—filled25195.01195.419998−21.0 bp15:55 ET
nettedAPHbuy59—filled5982.59627282.690002−11.3 bp15:55 ET
nettedDELLbuy9—filled9505.536667507.929993−47.1 bp15:58 ET
nettedQQQbuy136—filled136728.23728.950012−9.9 bp15:55 ET
nettedSPYbuy129—filled129768.63031769.599976−12.6 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.
−50 bp−40 bp−30 bp−20 bp−10 bp0 bpANET buy 25: −21.0 bp against the close (195.01 filled, 195.419998 close)APH buy 59: −11.3 bp against the close (82.596272 filled, 82.690002 close)DELL buy 9: −47.1 bp against the close (505.536667 filled, 507.929993 close)QQQ buy 136: −9.9 bp against the close (728.23 filled, 728.950012 close)SPY buy 129: −12.6 bp against the close (768.63031 filled, 769.599976 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
ANETbuy25195.01195.419998−21.0 bp
APHbuy5982.59627282.690002−11.3 bp
DELLbuy9505.536667507.929993−47.1 bp
QQQbuy136728.23728.950012−9.9 bp
SPYbuy129768.63031769.599976−12.6 bp

What filled (7)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
o11v2b's pullback in leading industriesANETbuy2525195.01194.875195.419998—signalentry rank 2 rsi 5.7
o11v2b's pullback in leading industriesAPHbuy595982.59627282.74500382.690002—signalentry rank 3 rsi 6.8
o11v2b's pullback in leading industriesDELLbuy99505.536667506.549988507.929993—signalentry rank 1 rsi 2.8
ibsIBS on SPY and QQQQQQbuy6868728.23728.960022728.950012—signallong entry
rsi2RSI(2) on SPY and QQQQQQbuy6868728.23728.960022728.950012—signallong entry
rsi2RSI(2) on SPY and QQQSPYbuy6565768.63031768.830017769.599976—signallong entry
d7Double 7s on SPY and QQQSPYbuy6464768.63031768.830017769.599976—signallong entry

7 trades opened

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$98,927.66$99,087.65——Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,063.56$100,238.43——Sep 30, 2026
o11v2b's pullback in leading industries$100,000.00$94,548.49$94,606.48——Oct 7, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$100,111.99$100,288.06——Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$99,182.53$99,221.57——Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,176.07——Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$99,181.45$99,217.22——Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$99,136.99$99,172.48——Sep 30, 2026

The session's numbers

sent
true
index_snapshot_last_bar
2026-10-14 15:40:46-04:00
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 736.76-739.62
2 numbers
low
736.76
high
739.62
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—setup154long 154 QQQ: limit 739.61 (edge 739.620), target 745.352, stop 736.754, weight 2.58 (accepted)
14 numbers
px
740.04
bar
3
how
limit
edge
739.62
side
1
stop
736.7539190166473
limit
739.61
status
accepted
target
745.3521619667055
weight
2.5805970043972564
model_px
739.62
trend_up
1
range_low
736.76
range_high
739.62
Nasdaq opening-range retestpat09:50 ET—filled136filled 136 at 739.600956 (the rule's 739.620), minute 20
4 numbers
how
limit
minute
20
model_px
739.62
avg_price
739.600956
Nasdaq opening-range retestpat09:57 ET—closing—closing: stop
2 numbers
why
stop
minute
27

Orders sent (3)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
patQQQbuy154limitcanceled136739.600956——09:50 ET
patQQQsell136limitcanceled0———09:50 ET
patQQQsell136marketfilled136736.390221——09:57 ET

What filled (2)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
patNasdaq opening-range retestQQQbuy136—739.600956739.62—09:50 ETentry—
patNasdaq opening-range retestQQQsell136—736.390221736.753919—09:57 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$43,966.23$43,955.62$43,630.24——

Events

  • 09:20 ET · pat · trading
  • 09:45 ET · pat · range 736.76-739.62
  • 09:50 ET · pat · no more entries: one setup a day
  • 09:50 ET · pat · long 154 QQQ: limit 739.61 (edge 739.620), target 745.352, stop 736.754, weight 2.58 (accepted)
  • 09:50 ET · pat · filled 136 at 739.600956 (the rule's 739.620), minute 20
  • 09:57 ET · pat · closing: stop

The session's numbers

phase
settled
inputs_pat
tick
0.006080983352696668
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 (28)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Noise areanoise10:00 ETSPYopen—SPY: open 774.93, previous close 778.01, leverage 4.00, 117 shares a leg
4 numbers
open
774.93
shares
117
leverage
4
prev_close
778.01
Noise areanoise10:00 ETSPYshort in——
6 numbers
lb
773.9995712666489
px
773.235
ub
778.9441267712367
pos
−1
vwap
774.9527250535963
reason
short in: 773.24 < band 774.00
Noise areanoise10:00 ETQQQopen—QQQ: open 737.98, previous close 743.57, leverage 2.88, 89 shares a leg
4 numbers
open
737.98
shares
89
leverage
2.8819121565112296
prev_close
743.57
Noise areanoise10:00 ETQQQshort in——
6 numbers
lb
736.1169642437039
px
735.91
ub
745.4471477510355
pos
−1
vwap
738.2714490981305
reason
short in: 735.91 < band 736.12
Noise areanoise10:30 ETSPYhold——
6 numbers
lb
773.452375356039
px
772.99
ub
779.4934975407431
pos
−1
vwap
774.2486598915898
reason
hold: 772.99 in [773.45, 779.49], VWAP 774.25
Noise areanoise10:30 ETQQQshort out——
6 numbers
lb
735.3498177276599
px
736.2
ub
746.2201051955933
pos
0
vwap
737.4842828304155
reason
short out: 736.20 > min(band 735.35, VWAP 737.48)
Noise areanoise11:00 ETSPYhold——
6 numbers
lb
773.3165781672749
px
772.55
ub
779.6298344625687
pos
−1
vwap
773.8541718434878
reason
hold: 772.55 in [773.32, 779.63], VWAP 773.85
Noise areanoise11:00 ETQQQflat——
6 numbers
lb
735.7401163630724
px
736.27
ub
745.8268501529991
pos
0
vwap
737.0940751710084
reason
flat: 736.27 in [735.74, 745.83], VWAP 737.09
Noise areanoise11:30 ETSPYhold——
6 numbers
lb
773.0578422291081
px
771.61
ub
779.8895987603158
pos
−1
vwap
773.4316695092605
reason
hold: 771.61 in [773.06, 779.89], VWAP 773.43
Noise areanoise11:30 ETQQQshort in——
6 numbers
lb
735.5806635204931
px
734.11
ub
745.9875108079717
pos
−1
vwap
736.5963160320739
reason
short in: 734.11 < band 735.58
Noise areanoise12:00 ETSPYhold——
6 numbers
lb
773.1734694338849
px
770.82
ub
779.7735119891386
pos
−1
vwap
773.0943636422188
reason
hold: 770.82 in [773.17, 779.77], VWAP 773.09
Noise areanoise12:00 ETQQQhold——
6 numbers
lb
735.5099784685624
px
732.72
ub
746.0587312801582
pos
−1
vwap
735.947126758227
reason
hold: 732.72 in [735.51, 746.06], VWAP 735.95
Noise areanoise12:30 ETSPYhold——
6 numbers
lb
773.0630882518896
px
769.445
ub
779.8843318869414
pos
−1
vwap
772.5061526727471
reason
hold: 769.45 in [773.06, 779.88], VWAP 772.51
Noise areanoise12:30 ETQQQhold——
6 numbers
lb
735.4486888380168
px
730.135
ub
746.1204851631696
pos
−1
vwap
734.9084636681735
reason
hold: 730.13 in [735.45, 746.12], VWAP 734.91
Noise areanoise13:00 ETSPYhold——
6 numbers
lb
772.8219170636216
px
770.305
ub
780.126461622768
pos
−1
vwap
772.2530626857958
reason
hold: 770.30 in [772.82, 780.13], VWAP 772.25
Noise areanoise13:00 ETQQQhold——
6 numbers
lb
734.6490501569806
px
731.59
ub
746.9261808921299
pos
−1
vwap
734.5933517640508
reason
hold: 731.59 in [734.65, 746.93], VWAP 734.59
Noise areanoise13:30 ETSPYhold——
6 numbers
lb
772.8630234522968
px
768.26
ub
780.0851918545912
pos
−1
vwap
772.0332843914572
reason
hold: 768.26 in [772.86, 780.09], VWAP 772.03
Noise areanoise13:30 ETQQQhold——
6 numbers
lb
734.8252285059111
px
728.94
ub
746.7486680395942
pos
−1
vwap
734.0482217486638
reason
hold: 728.94 in [734.83, 746.75], VWAP 734.05
Noise areanoise14:00 ETSPYhold——
6 numbers
lb
772.8583474504119
px
767.42
ub
780.0898864414916
pos
−1
vwap
771.5896762904496
reason
hold: 767.42 in [772.86, 780.09], VWAP 771.59
Noise areanoise14:00 ETQQQhold——
6 numbers
lb
734.8379952871426
px
728.03
ub
746.7358045534289
pos
−1
vwap
733.4481588444824
reason
hold: 728.03 in [734.84, 746.74], VWAP 733.45
Noise areanoise14:30 ETSPYhold——
6 numbers
lb
772.9958927849807
px
768.16
ub
779.9517944257638
pos
−1
vwap
771.0329369251012
reason
hold: 768.16 in [773.00, 779.95], VWAP 771.03
Noise areanoise14:30 ETQQQhold——
6 numbers
lb
734.9589849668492
px
728.67
ub
746.6138984094421
pos
−1
vwap
733.0652276849739
reason
hold: 728.67 in [734.96, 746.61], VWAP 733.07
Noise areanoise15:00 ETSPYhold——
6 numbers
lb
772.9772034870855
px
767.73
ub
779.9705580052555
pos
−1
vwap
770.7717853357844
reason
hold: 767.73 in [772.98, 779.97], VWAP 770.77
Noise areanoise15:00 ETQQQhold——
6 numbers
lb
734.91769958632
px
727.75
ub
746.6554965156237
pos
−1
vwap
732.6820840728011
reason
hold: 727.75 in [734.92, 746.66], VWAP 732.68
Noise areanoise15:30 ETSPYhold——
6 numbers
lb
772.9926336893176
px
768.905
ub
779.9550664748738
pos
−1
vwap
770.5177242692544
reason
hold: 768.90 in [772.99, 779.96], VWAP 770.52
Noise areanoise15:30 ETQQQhold——
6 numbers
lb
734.8696071371276
px
729.07
ub
746.7039532521832
pos
−1
vwap
732.196435232199
reason
hold: 729.07 in [734.87, 746.70], VWAP 732.20
Noise areanoise15:59 ETSPYclose_phase—SPY: out at market for the close (-117 held)
1 number
held
−117
Noise areanoise15:59 ETQQQclose_phase—QQQ: out at market for the close (-89 held)
1 number
held
−89

Orders sent (6)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
noiseSPYsell117marketfilled117773.452821——10:00 ET
noiseQQQsell89marketfilled89736.45——10:00 ET
noiseQQQbuy89marketfilled89736.19——10:30 ET
noiseQQQsell89marketfilled89733.90——11:30 ET
noiseSPYbuy117marketfilled117768.828888——15:59 ET
noiseQQQbuy89marketfilled89728.269888——15:59 ET

What filled (6)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
noiseNoise areaSPYsell117—773.452821773.235—10:00 ETentry—
noiseNoise areaQQQsell89—736.45735.91—10:00 ETentry—
noiseNoise areaQQQbuy89—736.19736.20—10:30 ETexit—
noiseNoise areaQQQsell89—733.90734.11—11:30 ETentry—
noiseNoise areaSPYbuy117—768.828888——15:59 ETclose—
noiseNoise areaQQQbuy89—728.269888——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$46,683.99$46,667.04$45,903.02——

Events

  • 09:20 ET · noise · trading
  • 09:20 ET · crabel · no entries today
  • 10:00 ET · noise · SPY: open 774.93, previous close 778.01, leverage 4.00, 117 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: short in: 773.24 < band 774.00
  • 10:00 ET · noise · QQQ: open 737.98, previous close 743.57, leverage 2.88, 89 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: short in: 735.91 < band 736.12
  • 10:30 ET · noise · SPY 10:30 check: hold: 772.99 in [773.45, 779.49], VWAP 774.25
  • 10:30 ET · noise · QQQ 10:30 check: short out: 736.20 > min(band 735.35, VWAP 737.48)
  • 11:00 ET · noise · SPY 11:00 check: hold: 772.55 in [773.32, 779.63], VWAP 773.85
  • 11:00 ET · noise · QQQ 11:00 check: flat: 736.27 in [735.74, 745.83], VWAP 737.09
  • 11:30 ET · noise · SPY 11:30 check: hold: 771.61 in [773.06, 779.89], VWAP 773.43
  • 11:30 ET · noise · QQQ 11:30 check: short in: 734.11 < band 735.58
  • 12:00 ET · noise · SPY 12:00 check: hold: 770.82 in [773.17, 779.77], VWAP 773.09
  • 12:00 ET · noise · QQQ 12:00 check: hold: 732.72 in [735.51, 746.06], VWAP 735.95
  • 12:30 ET · noise · SPY 12:30 check: hold: 769.45 in [773.06, 779.88], VWAP 772.51
  • 12:30 ET · noise · QQQ 12:30 check: hold: 730.13 in [735.45, 746.12], VWAP 734.91
  • 13:00 ET · noise · SPY 13:00 check: hold: 770.30 in [772.82, 780.13], VWAP 772.25
  • 13:00 ET · noise · QQQ 13:00 check: hold: 731.59 in [734.65, 746.93], VWAP 734.59
  • 13:30 ET · noise · SPY 13:30 check: hold: 768.26 in [772.86, 780.09], VWAP 772.03
  • 13:30 ET · noise · QQQ 13:30 check: hold: 728.94 in [734.83, 746.75], VWAP 734.05
  • 14:00 ET · noise · SPY 14:00 check: hold: 767.42 in [772.86, 780.09], VWAP 771.59
  • 14:00 ET · noise · QQQ 14:00 check: hold: 728.03 in [734.84, 746.74], VWAP 733.45
  • 14:30 ET · noise · SPY 14:30 check: hold: 768.16 in [773.00, 779.95], VWAP 771.03
  • 14:30 ET · noise · QQQ 14:30 check: hold: 728.67 in [734.96, 746.61], VWAP 733.07
  • 15:00 ET · noise · SPY 15:00 check: hold: 767.73 in [772.98, 779.97], VWAP 770.77
  • 15:00 ET · noise · QQQ 15:00 check: hold: 727.75 in [734.92, 746.66], VWAP 732.68
  • 15:30 ET · noise · SPY 15:30 check: hold: 768.90 in [772.99, 779.96], VWAP 770.52
  • 15:30 ET · noise · QQQ 15:30 check: hold: 729.07 in [734.87, 746.70], VWAP 732.20
  • 15:59 ET · noise · SPY: out at market for the close (-117 held)
  • 15:59 ET · noise · QQQ: out at market for the close (-89 held)

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
2.8819121565112296
SPY.leverage
4
QQQ.prev_close
743.57
SPY.prev_close
778.01
QQQ.sigma_10:00
0.002524507108994941
SPY.sigma_10:00
0.0012006616511827503
inputs_crabel
armed
false
stretch
1.4169921875
qqq_over_qqqm
2.4286974131173245
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
15.27
vix
15.27
asof
2026-10-13
known
true
vix3m
17.96
x_median
15.36
———QQQOFF—OFF:G2
6 numbers
x
21.14
vix
15.27
asof
2026-10-13
known
true
vix3m
17.96
x_median
21.174999999999997

Warnings

  • prices.parquet ends 2026-10-09, BEFORE the 2026-10-14 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 2026-10-14 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 2026-10-14 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
5
candidates
0
exploration
4
ledger
graded
5
emitted
0
skipped
0
wb_graded
645
wb_emitted
142
ledger_open
true
exploration_emitted
4
exploration_skipped
0
season
S3
gate_next
QQQ
UNKNOWN:null input at 2026-10-14
SPY
UNKNOWN:null input at 2026-10-14
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
50
short
92
conflict
91
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.6
index_vol_through
2026-10-14
  • 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
31570
SPY.rows
28048
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
46
SPY.contracts_0dte
38
QQQ.longest_gap_min
1
SPY.longest_gap_min
1
triggers
3
Record Forward log
Cost model

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

forward-v5 · 0DTE forward logs

logged

The session's numbers

entries
v5-D
1
v5-G
1
info-A
2
info-C
1
info-D
2
info-G
1
funnels
v5-D.SPY.room
1
info-C.SPY.room
3
info-D.SPY.room
2
v5-A.QQQ.window
1
v5-A.SPY.window
5
v5-D.SPY.entries
1
v5-G.SPY.entries
1
info-A.QQQ.window
1
info-A.SPY.window
2
info-B.SPY.window
1
info-C.QQQ.window
3
info-C.SPY.window
4
info-A.SPY.entries
2
info-C.SPY.entries
1
info-D.SPY.entries
2
info-G.SPY.entries
1
v5-A.QQQ.candidates
1
v5-A.SPY.candidates
5
v5-D.QQQ.candidates
5
v5-D.SPY.candidates
6
v5-G.QQQ.candidates
1
v5-G.SPY.candidates
1
info-A.QQQ.candidates
1
info-A.SPY.candidates
5
info-B.SPY.candidates
1
info-C.QQQ.candidates
7
info-C.SPY.candidates
9
info-D.QQQ.candidates
9
info-D.SPY.candidates
10
info-E.QQQ.candidates
1
info-E.SPY.candidates
1
info-G.QQQ.candidates
1
info-G.SPY.candidates
1
v5-D.QQQ.premium_gate
5
v5-D.SPY.premium_gate
1
v5-G.QQQ.premium_gate
1
v5-D.SPY.position_open
3
info-A.SPY.premium_gate
1
info-C.QQQ.premium_gate
4
info-C.SPY.premium_gate
1
info-D.QQQ.premium_gate
9
info-D.SPY.premium_gate
1
info-E.QQQ.premium_gate
1
info-E.SPY.premium_gate
1
info-G.QQQ.premium_gate
1
info-D.SPY.position_open
5
Record Forward log
Cost model

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

forward-p4 · 0DTE forward logs

logged

The session's numbers

entries
P4-GAP
2
info-eod
2
info-gap25
2
info-noise
2
info-gap-close
2
funnels
P4-GAP.QQQ.entries
1
P4-GAP.SPY.entries
1
info-eod.QQQ.entries
1
info-eod.SPY.entries
1
P4-GAP.QQQ.candidates
1
P4-GAP.SPY.candidates
1
info-gap25.QQQ.entries
1
info-gap25.SPY.entries
1
info-noise.QQQ.entries
1
info-noise.SPY.entries
1
info-eod.QQQ.candidates
1
info-eod.SPY.candidates
1
info-gap-K.QQQ.candidates
1
info-gap-K.SPY.candidates
1
info-gap25.QQQ.candidates
1
info-gap25.SPY.candidates
1
info-noise.QQQ.candidates
1
info-noise.SPY.candidates
1
info-gap-close.QQQ.entries
1
info-gap-close.SPY.entries
1
info-gap-K.QQQ.premium_gate
1
info-gap-K.SPY.premium_gate
1
info-gap-close.QQQ.candidates
1
info-gap-close.SPY.candidates
1
  • Record Forward log
    Cost model: P4-GAP and 4 more

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

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

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

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

0DTE signals

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

Time (ET)LogSymbolSideRulesContractExitExit byNetRecord
09:36forward-p4QQQputP4-GAP: ENTRYP737 at 2.1010:06 ETtime+16.1%(1)
09:36forward-p4QQQputinfo-gap-close: ENTRYP737 at 2.1015:55 ETtime+179.0%(2)
09:36forward-p4QQQputinfo-gap25: ENTRYP737 at 2.1010:06 ETtime+16.1%(1)
09:36forward-p4SPYputP4-GAP: ENTRYP775 at 1.4810:06 ETtime+69.4%(1)
09:36forward-p4SPYputinfo-gap-close: ENTRYP775 at 1.4815:30 ETstop+174.0%(2)
09:36forward-p4SPYputinfo-gap25: ENTRYP775 at 1.4810:06 ETtime+69.4%(1)
09:58forwardQQQputB0: window, V2: window, F2: window—————
09:58forwardSPYputB0: window, V2: window, F2: window—————
10:00forward-p4QQQputinfo-noise: ENTRYP736 at 2.0110:15 ETstop−36.1%(1)
10:00forward-p4SPYputinfo-noise: ENTRYP773 at 1.1715:55 ETtime+251.0%(1)
10:12forwardQQQputB0: window, V2: window, F2: window—————
11:00forward-v5SPYputinfo-D: ENTRYP771 at 0.5712:38 ETstop+147.3%(2)
11:00forward-v5SPYputv5-D: ENTRYP771 at 0.5712:38 ETstop+147.3%(2)
11:06forward-v5SPYputinfo-G: ENTRYP770 at 0.5411:18 ETstop−29.3%(2)
11:06forward-v5SPYputv5-G: ENTRYP770 at 0.5411:18 ETstop−29.3%(2)
13:00forward-v5SPYputinfo-D: ENTRYP768 at 0.3414:03 ETstop+170.4%(2)
15:00forward-p4QQQputinfo-eod: ENTRYP729 at 1.9215:10 ETtime+15.5%(1)
15:00forward-p4SPYputinfo-eod: ENTRYP769 at 1.6215:10 ETtime+2.9%(1)
15:02forward-v5SPYputinfo-C: ENTRYP766 at 0.3415:09 ETstop−31.8%(2)
15:08forward-v5SPYputinfo-A: ENTRYP766 at 0.3115:10 ETstop−32.4%(2)
15:22forward-v5SPYcallinfo-A: ENTRYC770 at 0.3015:38 ETstop−32.7%(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

15 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 14, 2026—DAILYDouble 7s on SPY and QQQSPYlong64768.63031————+$202.22——openTrade journal (1)
Oct 14, 2026Oct 15, 2026DAILYIBS on SPY and QQQQQQlong68728.23728.0628−$11.37−$12.32−0.02%—1 sessionexitclosedTrade journal (1)
Oct 14, 2026—DAILYv2b's pullback in leading industriesANETlong25195.01————−$235.75——openTrade journal (1)
Oct 14, 2026—DAILYv2b's pullback in leading industriesAPHlong5982.596272————−$65.27——openTrade journal (1)
Oct 14, 2026—DAILYv2b's pullback in leading industriesDELLlong9505.536667————−$289.32——openTrade journal (1)
Oct 14, 2026—DAILYRSI(2) on SPY and QQQQQQlong68728.23————−$15.64——openTrade journal (1)
Oct 14, 2026—DAILYRSI(2) on SPY and QQQSPYlong65768.63031————+$205.38——openTrade journal (1)
Oct 14, 2026Oct 14, 2026INTRA1Nasdaq opening-range retestQQQlong136739.600956736.390221−$436.66−$438.56−0.43%—7.2 minutesstopclosedTrade journal (2)
Oct 14, 2026Oct 14, 2026INTRA2Noise areaQQQshort89736.45736.19+$23.14+$21.89+0.04%—30 minutessignalclosedTrade journal (2)
Oct 14, 2026Oct 14, 2026INTRA2Noise areaQQQshort89733.90728.269888+$501.08+$499.83+0.77%—268.9 minutescloseclosedTrade journal (2)
Oct 14, 2026Oct 14, 2026INTRA2Noise areaSPYshort117773.452821768.828888+$541.00+$539.36+0.60%—358.9 minutescloseclosedTrade journal (2)
Oct 14, 2026—SIM-V2B-TOMv2b-TOMSTTlong13166.889999———————openLocal ledger (3)
Oct 14, 2026—SIM-V2Bv2bSTTlong13166.889999———————openLocal ledger (3)
Oct 2, 2026Oct 14, 2026SIM-V2B-TOMv2b-TOMINCYlong18115.300003111.57−$68.14—−3.34%——close>sma_exitclosedLocal ledger (3)
Oct 2, 2026Oct 14, 2026SIM-V2Bv2bINCYlong18115.300003111.57−$68.14—−3.34%——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.