Ewan Li

Session day

Thu, Oct 15, 2026

Previous: 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 days4 s—
09:20syseq-intradayfailedthe 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 5 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 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 scans45 s—
20:30odte-forwarddeferredprotocol 2's forward log (B0, V2, F2)0 s—
21:00odte-forward-v5missingprotocol 3's information log—No run recorded.
21:15odte-forward-p4missingprotocol 4's log (P4-GAP and five information rules)—No run recorded.

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $989,739.35

What the rules decided (34)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETSPYflat—flat: not a Monday
4 numbers
close
772.1599731445312
target
0
values
low
764.4299926757812
high
772.8699951171875
open
766.25
close
772.1599731445312
monday
false
prev_high
776.3499755859375
prev_close
769.5999755859375
prev2_close
778.010009765625
holding
0
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETQQQflat—flat: not a Monday
4 numbers
close
728.5999755859375
target
0
values
low
715.4349975585938
high
729.030029296875
open
718.5399780273438
close
728.5999755859375
monday
false
prev_high
740.530029296875
prev_close
728.9500122070312
prev2_close
743.5700073242188
holding
0
IBS on SPY and QQQibs15:41 ETSPYflat—flat: no entry
4 numbers
close
772.1599731445312
target
0
values
ibs
0.9158741981906408
low
764.4299926757812
high
772.8699951171875
open
766.25
close
772.1599731445312
exit_above
0.8
enter_below
0.2
holding
0
IBS on SPY and QQQibs15:41 ETQQQexit—exit
4 numbers
close
728.5999755859375
target
0
values
ibs
0.9683668475942911
low
715.4349975585938
high
729.030029296875
open
718.5399780273438
close
728.5999755859375
exit_above
0.8
enter_below
0.2
holding
1
RSI(2) on SPY and QQQrsi215:41 ETSPYhold—hold
4 numbers
close
772.1599731445312
target
1
values
low
764.4299926757812
high
772.8699951171875
open
766.25
rsi2
39.74988488201531
sma5
775.28798828125
close
772.1599731445312
sma200
721.4714878179683
enter_below
10
short_above
90
holding
1
RSI(2) on SPY and QQQrsi215:41 ETQQQhold—hold
4 numbers
close
728.5999755859375
target
1
values
low
715.4349975585938
high
729.030029296875
open
718.5399780273438
rsi2
3.1524686888681743
sma5
739.6859985351563
close
728.5999755859375
sma200
673.2004864975937
enter_below
10
short_above
90
holding
1
Double 7s on SPY and QQQd715:41 ETSPYhold—hold
4 numbers
close
772.1599731445312
target
1
values
low
764.4299926757812
high
772.8699951171875
low7
769.5999755859375
open
766.25
close
772.1599731445312
high7
778.5700073242188
sma200
721.4714878179683
holding
1
Double 7s on SPY and QQQd715:41 ETQQQhold—hold
4 numbers
close
728.5999755859375
target
1
values
low
715.4349975585938
high
729.030029296875
low7
728.5999755859375
open
718.5399780273438
close
728.5999755859375
high7
757.72998046875
sma200
673.2004864975937
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETSPYhold—hold
4 numbers
close
772.1599731445312
target
1
values
low
764.4299926757812
high
772.8699951171875
open
766.25
close
772.1599731445312
sma200
721.4714878179683
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETQQQhold—hold
4 numbers
close
728.5999755859375
target
1
values
low
715.4349975585938
high
729.030029296875
open
718.5399780273438
close
728.5999755859375
sma200
673.2004864975937
holding
1
v2b on Alpaca paperv2b15:41 ETBNYsell15close>sma_exit
10 numbers
adv
440204731.7047119
rsi
65.29820983465392
close
141.7899932861328
sma_exit
141.2040008544922
tradable
true
raw_close
141.7899932861328
sma_trend
137.3258239364624
exit_signal
true
entry_signal
false
held_sessions
2
v2b on Alpaca paperv2b15:41 ETINCYsell18close>sma_exit
10 numbers
adv
174775983.42895508
rsi
79.47721757602025
close
113.6050033569336
sma_exit
111.58900146484375
tradable
true
raw_close
113.6050033569336
sma_trend
107.42992507934571
exit_signal
true
entry_signal
false
held_sessions
10
v2b on Alpaca paperv2b15:41 ETPFGsell19close>sma_exit
10 numbers
adv
139297246.86203003
rsi
73.04808239271657
close
108.31500244140625
sma_exit
107.65899963378907
tradable
true
raw_close
108.31500244140625
sma_trend
101.25585430145264
exit_signal
true
entry_signal
false
held_sessions
8
v2b on Alpaca paperv2b15:41 ETSWKSsell28close>sma_exit
10 numbers
adv
378131756.03256226
rsi
79.58610637279533
close
78.51499938964844
sma_exit
76.60299835205078
tradable
true
raw_close
78.51499938964844
sma_trend
66.05219722747803
exit_signal
true
entry_signal
false
held_sessions
4
v2b on Alpaca paperv2b15:41 ETVRTXsell4close>sma_exit
10 numbers
adv
550439289.5507812
rsi
74.3887456745622
close
508.635009765625
sma_exit
501.8869995117187
tradable
true
raw_close
508.635009765625
sma_trend
475.6725749206543
exit_signal
true
entry_signal
false
held_sessions
2
v2b on Alpaca paperv2b15:41 ETDELLbuy4entry rank 1 rsi 1.3
10 numbers
adv
3100633200
rsi
1.3214477294454046
rank
1
close
467.010009765625
sma_exit
542.04599609375
tradable
true
raw_close
467.010009765625
sma_trend
311.88340538024903
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETKEYSbuy6entry rank 2 rsi 2.3
10 numbers
adv
359180374.2553711
rsi
2.2652086363762036
rank
2
close
342.2200012207031
sma_exit
366.102001953125
tradable
true
raw_close
342.2200012207031
sma_trend
310.16189949035646
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETANETbuy11entry rank 3 rsi 2.5
10 numbers
adv
998399127.6123047
rsi
2.4955327131933083
rank
3
close
185.21499633789062
sma_exit
202.55500183105468
tradable
true
raw_close
185.21499633789062
sma_trend
162.41192497253417
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETHPEbuy36entry rank 4 rsi 2.6
10 numbers
adv
992297667.6330566
rsi
2.597458998026453
rank
4
close
59.02000045776367
sma_exit
66.94599990844726
tradable
true
raw_close
59.02000045776367
sma_trend
38.72331197738647
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETSNPSbuy4entry rank 5 rsi 4.0
10 numbers
adv
732657730.7922363
rsi
4.043006043346632
rank
5
close
467.57000732421875
sma_exit
490.902001953125
tradable
true
raw_close
467.57000732421875
sma_trend
446.0081016540527
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETBNYsell15close>sma_exit
10 numbers
adv
440204731.7047119
rsi
65.29820983465392
close
141.7899932861328
sma_exit
141.2040008544922
tradable
true
raw_close
141.7899932861328
sma_trend
137.3258239364624
exit_signal
true
entry_signal
false
held_sessions
2
v2b-TOM on Alpaca paperv2b-tom15:41 ETINCYsell18close>sma_exit
10 numbers
adv
174775983.42895508
rsi
79.47721757602025
close
113.6050033569336
sma_exit
111.58900146484375
tradable
true
raw_close
113.6050033569336
sma_trend
107.42992507934571
exit_signal
true
entry_signal
false
held_sessions
10
v2b-TOM on Alpaca paperv2b-tom15:41 ETPFGsell19close>sma_exit
10 numbers
adv
139297246.86203003
rsi
73.04808239271657
close
108.31500244140625
sma_exit
107.65899963378907
tradable
true
raw_close
108.31500244140625
sma_trend
101.25585430145264
exit_signal
true
entry_signal
false
held_sessions
8
v2b-TOM on Alpaca paperv2b-tom15:41 ETSWKSsell28close>sma_exit
10 numbers
adv
378131756.03256226
rsi
79.58610637279533
close
78.51499938964844
sma_exit
76.60299835205078
tradable
true
raw_close
78.51499938964844
sma_trend
66.05219722747803
exit_signal
true
entry_signal
false
held_sessions
4
v2b-TOM on Alpaca paperv2b-tom15:41 ETVRTXsell4close>sma_exit
10 numbers
adv
550439289.5507812
rsi
74.3887456745622
close
508.635009765625
sma_exit
501.8869995117187
tradable
true
raw_close
508.635009765625
sma_trend
475.6725749206543
exit_signal
true
entry_signal
false
held_sessions
2
v2b-TOM on Alpaca paperv2b-tom15:41 ETDELLbuy4entry rank 1 rsi 1.3
10 numbers
adv
3100633200
rsi
1.3214477294454046
rank
1
close
467.010009765625
sma_exit
542.04599609375
tradable
true
raw_close
467.010009765625
sma_trend
311.88340538024903
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETKEYSbuy6entry rank 2 rsi 2.3
10 numbers
adv
359180374.2553711
rsi
2.2652086363762036
rank
2
close
342.2200012207031
sma_exit
366.102001953125
tradable
true
raw_close
342.2200012207031
sma_trend
310.16189949035646
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETANETbuy11entry rank 3 rsi 2.5
10 numbers
adv
998399127.6123047
rsi
2.4955327131933083
rank
3
close
185.21499633789062
sma_exit
202.55500183105468
tradable
true
raw_close
185.21499633789062
sma_trend
162.41192497253417
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETHPEbuy36entry rank 4 rsi 2.6
10 numbers
adv
992297667.6330566
rsi
2.597458998026453
rank
4
close
59.02000045776367
sma_exit
66.94599990844726
tradable
true
raw_close
59.02000045776367
sma_trend
38.72331197738647
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETSNPSbuy4entry rank 5 rsi 4.0
10 numbers
adv
732657730.7922363
rsi
4.043006043346632
rank
5
close
467.57000732421875
sma_exit
490.902001953125
tradable
true
raw_close
467.57000732421875
sma_trend
446.0081016540527
exit_signal
false
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETINCYsell44close>sma_exit
12 numbers
adv
174775983.42895508
rsi
79.47721757602025
close
113.6050033569336
group
IBB
sma_exit
111.58900146484375
tradable
true
raw_close
113.6050033569336
sma_trend
107.42992507934571
exit_signal
true
group_leads
true
entry_signal
false
held_sessions
3
v2b's pullback in leading industrieso1115:41 ETVRTXsell10close>sma_exit
12 numbers
adv
550439289.5507812
rsi
74.3887456745622
close
508.635009765625
group
IBB
sma_exit
501.8869995117187
tradable
true
raw_close
508.635009765625
sma_trend
475.6725749206543
exit_signal
true
group_leads
true
entry_signal
false
held_sessions
2
v2b's pullback in leading industrieso1115:41 ETKEYSbuy13entry rank 1 rsi 2.3
12 numbers
adv
359180374.2553711
rsi
2.2652086363762036
rank
1
close
342.2200012207031
group
SMH
sma_exit
366.102001953125
tradable
true
raw_close
342.2200012207031
sma_trend
310.16189949035646
exit_signal
false
group_leads
true
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETSNPSbuy10entry rank 2 rsi 4.0
12 numbers
adv
732657730.7922363
rsi
4.043006043346632
rank
2
close
467.57000732421875
group
IGV
sma_exit
490.902001953125
tradable
true
raw_close
467.57000732421875
sma_trend
446.0081016540527
exit_signal
false
group_leads
true
entry_signal
true

Orders sent (11)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedANETbuy22—filled22185.098182185.580002−26.0 bp15:55 ET
nettedBNYsell30—filled30142.486667142.089996−27.9 bp15:55 ET
nettedDELLbuy8—filled8467.15473.390015−131.8 bp15:55 ET
nettedHPEbuy72—filled7258.6858.630001+8.5 bp15:55 ET
nettedINCYsell80—filled80113.242113.269997+2.5 bp15:55 ET
nettedKEYSbuy25—filled25341.57342.079987−14.9 bp15:55 ET
nettedPFGsell38—filled38108.86108.959999+9.2 bp15:55 ET
nettedQQQsell68—filled68728.062794728.00−0.9 bp15:55 ET
nettedSNPSbuy18—filled18468.77468.109985+14.1 bp15:55 ET
nettedSWKSsell56—filled5678.7479.099998+45.5 bp15:55 ET
nettedVRTXsell18—filled18509.54508.75−15.5 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.
−150 bp−100 bp−50 bp0 bp+50 bpANET buy 22: −26.0 bp against the close (185.098182 filled, 185.580002 close)BNY sell 30: −27.9 bp against the close (142.486667 filled, 142.089996 close)DELL buy 8: −131.8 bp against the close (467.15 filled, 473.390015 close)HPE buy 72: +8.5 bp against the close (58.68 filled, 58.630001 close)INCY sell 80: +2.5 bp against the close (113.242 filled, 113.269997 close)KEYS buy 25: −14.9 bp against the close (341.57 filled, 342.079987 close)PFG sell 38: +9.2 bp against the close (108.86 filled, 108.959999 close)QQQ sell 68: −0.9 bp against the close (728.062794 filled, 728.00 close)SNPS buy 18: +14.1 bp against the close (468.77 filled, 468.109985 close)SWKS sell 56: +45.5 bp against the close (78.74 filled, 79.099998 close)VRTX sell 18: −15.5 bp against the close (509.54 filled, 508.75 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
ANETbuy22185.098182185.580002−26.0 bp
BNYsell30142.486667142.089996−27.9 bp
DELLbuy8467.15473.390015−131.8 bp
HPEbuy7258.6858.630001+8.5 bp
INCYsell80113.242113.269997+2.5 bp
KEYSbuy25341.57342.079987−14.9 bp
PFGsell38108.86108.959999+9.2 bp
QQQsell68728.062794728.00−0.9 bp
SNPSbuy18468.77468.109985+14.1 bp
SWKSsell5678.7479.099998+45.5 bp
VRTXsell18509.54508.75−15.5 bp

What filled (25)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
v2bv2b on Alpaca paperBNYsell1515142.486667141.789993142.089996—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperBNYsell1515142.486667141.789993142.089996—signalclose>sma_exit
v2bv2b on Alpaca paperINCYsell1818113.242113.605003113.269997—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperINCYsell1818113.242113.605003113.269997—signalclose>sma_exit
o11v2b's pullback in leading industriesINCYsell4444113.242113.605003113.269997—signalclose>sma_exit
v2bv2b on Alpaca paperPFGsell1919108.86108.315002108.959999—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperPFGsell1919108.86108.315002108.959999—signalclose>sma_exit
ibsIBS on SPY and QQQQQQsell6868728.062794728.599976728.00—signalexit
v2bv2b on Alpaca paperSWKSsell282878.7478.51499979.099998—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperSWKSsell282878.7478.51499979.099998—signalclose>sma_exit
v2bv2b on Alpaca paperVRTXsell44509.54508.63501508.75—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperVRTXsell44509.54508.63501508.75—signalclose>sma_exit
o11v2b's pullback in leading industriesVRTXsell1010509.54508.63501508.75—signalclose>sma_exit
v2bv2b on Alpaca paperANETbuy1111185.098182185.214996185.580002—signalentry rank 3 rsi 2.5
v2b-tomv2b-TOM on Alpaca paperANETbuy1111185.098182185.214996185.580002—signalentry rank 3 rsi 2.5
v2bv2b on Alpaca paperDELLbuy44467.15467.01001473.390015—signalentry rank 1 rsi 1.3
v2b-tomv2b-TOM on Alpaca paperDELLbuy44467.15467.01001473.390015—signalentry rank 1 rsi 1.3
v2bv2b on Alpaca paperHPEbuy363658.6859.0258.630001—signalentry rank 4 rsi 2.6
v2b-tomv2b-TOM on Alpaca paperHPEbuy363658.6859.0258.630001—signalentry rank 4 rsi 2.6
v2bv2b on Alpaca paperKEYSbuy66341.57342.220001342.079987—signalentry rank 2 rsi 2.3
v2b-tomv2b-TOM on Alpaca paperKEYSbuy66341.57342.220001342.079987—signalentry rank 2 rsi 2.3
o11v2b's pullback in leading industriesKEYSbuy1313341.57342.220001342.079987—signalentry rank 1 rsi 2.3
v2bv2b on Alpaca paperSNPSbuy44468.77467.570007468.109985—signalentry rank 5 rsi 4.0
v2b-tomv2b-TOM on Alpaca paperSNPSbuy44468.77467.570007468.109985—signalentry rank 5 rsi 4.0
o11v2b's pullback in leading industriesSNPSbuy1010468.77467.570007468.109985—signalentry rank 2 rsi 4.0

12 trades opened

13 trades closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$99,004.17$99,164.29—$833.61Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,003.23$100,186.28—$100,003.23Sep 30, 2026
o11v2b's pullback in leading industries$100,000.00$92,625.28$92,684.02—$5,577.02Oct 7, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$100,189.74$100,365.89—$519.39Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$99,259.04$99,298.25—$1,088.48Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,192.28—$100,000.00Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$99,324.06$99,360.58—$5,160.86Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$99,279.60$99,315.83—$5,116.40Sep 30, 2026

The session's numbers

sent
true
index_snapshot_last_bar
2026-10-15 15:40:27-04:00
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

aborted

Account INTRA1

What the rules decided (3)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Nasdaq opening-range retestpat09:45 ET—range—range 717.01-720.74
2 numbers
low
717.01
high
720.74
Nasdaq opening-range retestpat09:55 ET—no_more_entries—no more entries: one setup a day
1 number
why
one setup a day
Nasdaq opening-range retestpat09:55 ET—refused—short breakout on 5-minute bar 4; the trend refuses it
3 numbers
bar
4
side
−1
trend_up
1

The books at the close

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$43,966.23—

Events

  • 09:20 ET · pat · trading
  • 09:45 ET · pat · range 717.01-720.74
  • 09:55 ET · pat · no more entries: one setup a day
  • 09:55 ET · pat · short breakout on 5-minute bar 4; the trend refuses it

Warnings

  • no recent IEX trade for ten minutes

Notes

  • 13:05:35 closing everything for the day: no recent IEX trade for ten minutes

The session's numbers

phase
settled
inputs_pat
tick
0.00608455799041006
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

aborted

Account INTRA2

What the rules decided (17)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Noise areanoise10:00 ETSPYopen—SPY: open 766.24, previous close 769.60, leverage 3.60, 109 shares a leg
4 numbers
open
766.24
shares
109
leverage
3.595881504038996
prev_close
769.6
Noise areanoise10:00 ETSPYflat——
6 numbers
lb
765.3011262149909
px
765.48
ub
770.5429907926276
pos
0
vwap
765.7903128349973
reason
flat: 765.48 in [765.30, 770.54], VWAP 765.79
Noise areanoise10:00 ETQQQopen—QQQ: open 718.55, previous close 728.95, leverage 2.29, 74 shares a leg
4 numbers
open
718.55
shares
74
leverage
2.2858379810597054
prev_close
728.95
Noise areanoise10:00 ETQQQflat——
6 numbers
lb
716.7018859005658
px
717.01
ub
730.8248629500835
pos
0
vwap
718.442879651567
reason
flat: 717.01 in [716.70, 730.82], VWAP 718.44
Noise areanoise10:30 ETSPYflat——
6 numbers
lb
764.7781037511335
px
767.395
ub
771.0683067356542
pos
0
vwap
766.3731231403999
reason
flat: 767.39 in [764.78, 771.07], VWAP 766.37
Noise areanoise10:30 ETQQQflat——
6 numbers
lb
716.0412664293148
px
720.18
ub
731.4950439584594
pos
0
vwap
718.7291427591322
reason
flat: 720.18 in [716.04, 731.50], VWAP 718.73
Noise areanoise11:00 ETSPYflat——
6 numbers
lb
764.5063145922956
px
769.59
ub
771.3412877032906
pos
0
vwap
766.8875399781914
reason
flat: 769.59 in [764.51, 771.34], VWAP 766.89
Noise areanoise11:00 ETQQQflat——
6 numbers
lb
716.2927990122743
px
723.76
ub
731.2398707953554
pos
0
vwap
719.4163287119521
reason
flat: 723.76 in [716.29, 731.24], VWAP 719.42
Noise areanoise11:30 ETSPYflat——
6 numbers
lb
764.1791462440343
px
770.24
ub
771.6698907008133
pos
0
vwap
767.6525197599175
reason
flat: 770.24 in [764.18, 771.67], VWAP 767.65
Noise areanoise11:30 ETQQQflat——
6 numbers
lb
715.9495209024434
px
724.56
ub
731.5881173727144
pos
0
vwap
720.1255260316959
reason
flat: 724.56 in [715.95, 731.59], VWAP 720.13
Noise areanoise12:00 ETSPYflat——
6 numbers
lb
764.2286466953279
px
770.415
ub
771.6201731876118
pos
0
vwap
767.8503578209858
reason
flat: 770.41 in [764.23, 771.62], VWAP 767.85
Noise areanoise12:00 ETQQQflat——
6 numbers
lb
715.8225816583315
px
724.96
ub
731.716893883737
pos
0
vwap
720.4285275890749
reason
flat: 724.96 in [715.82, 731.72], VWAP 720.43
Noise areanoise12:30 ETSPYflat——
6 numbers
lb
764.2293814859937
px
769.285
ub
771.619435174853
pos
0
vwap
767.9848943256616
reason
flat: 769.28 in [764.23, 771.62], VWAP 767.98
Noise areanoise12:30 ETQQQflat——
6 numbers
lb
715.8340247196269
px
722.84
ub
731.7052852002338
pos
0
vwap
720.6583678880609
reason
flat: 722.84 in [715.83, 731.71], VWAP 720.66
Noise areanoise13:00 ETSPYflat——
6 numbers
lb
764.1294002086473
px
769.56
ub
771.7198548750065
pos
0
vwap
768.0953093898169
reason
flat: 769.56 in [764.13, 771.72], VWAP 768.10
Noise areanoise13:00 ETQQQflat——
6 numbers
lb
715.3262262893464
px
723.07
ub
732.2204332981433
pos
0
vwap
720.7804983804676
reason
flat: 723.07 in [715.33, 732.22], VWAP 720.78
Noise areanoise13:05 ET—no_more_entries—no more entries: no recent IEX trade for ten minutes
1 number
why
no recent IEX trade for ten minutes

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
crabelCrabel's opening range$45,000.00$44,863.25$44,846.95$44,967.04$44,863.25—
noiseNoise area$45,000.00$46,683.99$46,667.04$45,869.95$46,683.99—

Events

  • 09:20 ET · noise · trading
  • 09:20 ET · crabel · no entries today
  • 10:00 ET · noise · SPY: open 766.24, previous close 769.60, leverage 3.60, 109 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: flat: 765.48 in [765.30, 770.54], VWAP 765.79
  • 10:00 ET · noise · QQQ: open 718.55, previous close 728.95, leverage 2.29, 74 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: flat: 717.01 in [716.70, 730.82], VWAP 718.44
  • 10:30 ET · noise · SPY 10:30 check: flat: 767.39 in [764.78, 771.07], VWAP 766.37
  • 10:30 ET · noise · QQQ 10:30 check: flat: 720.18 in [716.04, 731.50], VWAP 718.73
  • 11:00 ET · noise · SPY 11:00 check: flat: 769.59 in [764.51, 771.34], VWAP 766.89
  • 11:00 ET · noise · QQQ 11:00 check: flat: 723.76 in [716.29, 731.24], VWAP 719.42
  • 11:30 ET · noise · SPY 11:30 check: flat: 770.24 in [764.18, 771.67], VWAP 767.65
  • 11:30 ET · noise · QQQ 11:30 check: flat: 724.56 in [715.95, 731.59], VWAP 720.13
  • 12:00 ET · noise · SPY 12:00 check: flat: 770.41 in [764.23, 771.62], VWAP 767.85
  • 12:00 ET · noise · QQQ 12:00 check: flat: 724.96 in [715.82, 731.72], VWAP 720.43
  • 12:30 ET · noise · SPY 12:30 check: flat: 769.28 in [764.23, 771.62], VWAP 767.98
  • 12:30 ET · noise · QQQ 12:30 check: flat: 722.84 in [715.83, 731.71], VWAP 720.66
  • 13:00 ET · noise · SPY 13:00 check: flat: 769.56 in [764.13, 771.72], VWAP 768.10
  • 13:00 ET · noise · QQQ 13:00 check: flat: 723.07 in [715.33, 732.22], VWAP 720.78
  • 13:05 ET · noise · no more entries: no recent IEX trade for ten minutes

Warnings

  • no recent IEX trade for ten minutes

Notes

  • 13:05:35 closing everything for the day: no recent IEX trade for ten minutes

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
2.2858379810597054
SPY.leverage
3.595881504038996
QQQ.prev_close
728.95
SPY.prev_close
769.6
QQQ.sigma_10:00
0.0025720048701330456
SPY.sigma_10:00
0.0012252998864704181
inputs_crabel
armed
false
stretch
1.5989990234375
qqq_over_qqqm
2.4287808616266284
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
———SPYON—ON
6 numbers
x
16.87
vix
16.87
asof
2026-10-14
known
true
vix3m
18.79
x_median
15.29
———QQQON—ON
6 numbers
x
22.7
vix
16.87
asof
2026-10-14
known
true
vix3m
18.79
x_median
21.145

Warnings

  • prices.parquet ends 2026-10-09, BEFORE the 2026-10-15 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 2026-10-15 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 2026-10-15 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
4
ledger
graded
3
emitted
0
skipped
0
wb_graded
623
wb_emitted
136
ledger_open
true
exploration_emitted
4
exploration_skipped
0
season
S3
gate_next
QQQ
ON
SPY
ON
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
1
long
60
short
75
conflict
94
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.6
index_vol_through
2026-10-15
  • 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
1
V2
1
coverage
QQQ.rows
31866
SPY.rows
26203
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
46
SPY.contracts_0dte
34
QQQ.longest_gap_min
1
SPY.longest_gap_min
1
triggers
9
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-G
1
info-A
1
info-C
1
info-E
1
info-G
1
funnels
v5-A.SPY.room
1
info-A.SPY.room
1
info-C.SPY.room
1
info-D.SPY.room
1
v5-A.QQQ.window
2
v5-A.SPY.window
2
v5-G.SPY.entries
1
info-A.QQQ.window
2
info-A.SPY.window
1
info-B.QQQ.window
3
info-B.SPY.window
1
info-C.QQQ.window
2
info-C.SPY.window
4
info-A.SPY.entries
1
info-C.SPY.entries
1
info-E.QQQ.entries
1
info-G.SPY.entries
1
v5-A.QQQ.candidates
2
v5-A.SPY.candidates
4
v5-G.QQQ.candidates
1
v5-G.SPY.candidates
1
info-A.QQQ.candidates
2
info-A.SPY.candidates
4
info-B.QQQ.candidates
3
info-B.SPY.candidates
1
info-C.QQQ.candidates
4
info-C.SPY.candidates
6
info-D.SPY.candidates
1
info-E.QQQ.candidates
1
info-G.QQQ.candidates
1
info-G.SPY.candidates
1
v5-A.SPY.premium_gate
1
v5-G.QQQ.premium_gate
1
info-A.SPY.premium_gate
1
info-C.QQQ.premium_gate
2
info-G.QQQ.premium_gate
1
Record Forward log
Cost model

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

forward-p4 · 0DTE forward logs

logged

The session's numbers

entries
P4-GAP
2
info-eod
1
info-gap25
2
info-noise
1
info-gap-close
2
funnels
P4-GAP.QQQ.entries
1
P4-GAP.SPY.entries
1
info-eod.QQQ.entries
1
P4-GAP.QQQ.candidates
1
P4-GAP.SPY.candidates
1
info-gap25.QQQ.entries
1
info-gap25.SPY.entries
1
info-noise.SPY.entries
1
info-eod.QQQ.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.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: ENTRYP717 at 2.8510:06 ETtime−45.0%(1)
09:36forward-p4QQQputinfo-gap-close: ENTRYP717 at 2.8515:55 ETtime−100.5%(2)
09:36forward-p4QQQputinfo-gap25: ENTRYP717 at 2.8510:06 ETtime−45.0%(1)
09:36forward-p4SPYputP4-GAP: ENTRYP765 at 1.6510:06 ETtime−40.2%(1)
09:36forward-p4SPYputinfo-gap-close: ENTRYP765 at 1.6515:55 ETtime−100.8%(2)
09:36forward-p4SPYputinfo-gap25: ENTRYP765 at 1.6510:06 ETtime−40.2%(1)
09:40forwardQQQcallB0: window, V2: window, F2: window—————
09:54forwardQQQputB0: window, V2: window, F2: window—————
09:54forwardSPYputB0: window, V2: window, F2: window—————
09:58forwardSPYputB0: window, V2: window, F2: window—————
10:02forwardQQQcallB0: window, V2: window, F2: window—————
10:08forwardQQQcallB0: window, V2: window, F2: window—————
11:04forward-v5SPYcallinfo-G: ENTRYC772 at 0.6411:33 ETstop−28.6%(2)
11:04forward-v5SPYcallv5-G: ENTRYC772 at 0.6411:33 ETstop−28.6%(2)
12:00forwardSPYcallB0: ENTRY, V2: ENTRY, F2: ENTRYC772 at 0.6012:07 ETstop−28.8%(3)
12:02forward-v5SPYcallinfo-C: ENTRYC773 at 0.4212:03 ETstop−30.5%(2)
14:52forward-v5SPYcallinfo-A: ENTRYC771 at 0.3315:25 ETstop+195.3%(2)
15:00forward-p4QQQputinfo-eod: ENTRYP726 at 1.1115:10 ETtime−57.0%(1)
15:00forward-v5QQQputinfo-E: ENTRYP724 at 0.2915:00 ETstop−32.9%(2)
15:12forward-p4SPYcallinfo-noise: ENTRYC772 at 0.5915:50 ETstop−38.9%(1)
15:32forwardQQQputB0: window, V2: window, F2: window—————
15:32forwardSPYputB0: 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; 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

  3. (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

Trades opened or closed

39 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 15, 2026—DAILYv2b's pullback in leading industriesKEYSlong13341.57————+$6.63——openTrade journal (1)
Oct 15, 2026—DAILYv2b's pullback in leading industriesSNPSlong10468.77————−$6.60——openTrade journal (1)
Oct 15, 2026—DAILYv2b-TOM on Alpaca paperANETlong11185.098182————+$5.30——openTrade journal (1)
Oct 15, 2026—DAILYv2b-TOM on Alpaca paperDELLlong4467.15————+$24.96——openTrade journal (1)
Oct 15, 2026—DAILYv2b-TOM on Alpaca paperHPElong3658.68————−$1.80——openTrade journal (1)
Oct 15, 2026—DAILYv2b-TOM on Alpaca paperKEYSlong6341.57————+$3.06——openTrade journal (1)
Oct 15, 2026—DAILYv2b-TOM on Alpaca paperSNPSlong4468.77————−$2.64——openTrade journal (1)
Oct 15, 2026—DAILYv2b on Alpaca paperANETlong11185.098182————+$5.30——openTrade journal (1)
Oct 15, 2026—DAILYv2b on Alpaca paperDELLlong4467.15————+$24.96——openTrade journal (1)
Oct 15, 2026—DAILYv2b on Alpaca paperHPElong3658.68————−$1.80——openTrade journal (1)
Oct 15, 2026—DAILYv2b on Alpaca paperKEYSlong6341.57————+$3.06——openTrade journal (1)
Oct 15, 2026—DAILYv2b on Alpaca paperSNPSlong4468.77————−$2.64——openTrade journal (1)
Oct 15, 2026—INTRA1Nasdaq opening-range retestQQQshort0————————not enteredTrade journal (2)
Oct 15, 2026—INTRA2Noise areaSPYlong0————————rule onlyTrade journal (2)
Oct 15, 2026—SIM-V2B-TOMv2b-TOMANETlong11185.580002———————openLocal ledger (3)
Oct 15, 2026—SIM-V2B-TOMv2b-TOMDELLlong4473.390015———————openLocal ledger (3)
Oct 15, 2026—SIM-V2B-TOMv2b-TOMKEYSlong6342.079987———————openLocal ledger (3)
Oct 15, 2026—SIM-V2Bv2bANETlong11185.580002———————openLocal ledger (3)
Oct 15, 2026—SIM-V2Bv2bDELLlong4473.390015———————openLocal ledger (3)
Oct 15, 2026—SIM-V2Bv2bKEYSlong6342.079987———————openLocal ledger (3)
Oct 14, 2026Oct 15, 2026DAILYIBS on SPY and QQQQQQlong68728.23728.0628−$11.37−$12.32−0.02%—1 sessionexitclosedTrade 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, 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, 2026Oct 15, 2026DAILYv2b on Alpaca paperVRTXlong4485.18509.54+$97.44+$97.38+5.02%—2 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 15, 2026SIM-V2B-TOMv2b-TOMVRTXlong4485.220001508.75+$93.10—+4.75%——close>sma_exitclosedLocal ledger (3)
Oct 13, 2026Oct 15, 2026SIM-V2Bv2bVRTXlong4485.220001508.75+$93.10—+4.75%——close>sma_exitclosedLocal ledger (3)
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 9, 2026Oct 15, 2026DAILYv2b-TOM on Alpaca paperSWKSlong2876.767178.74+$55.24+$54.85+2.57%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 9, 2026Oct 15, 2026DAILYv2b on Alpaca paperSWKSlong2876.767178.74+$55.24+$54.85+2.57%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 9, 2026Oct 15, 2026SIM-V2B-TOMv2b-TOMSWKSlong2876.34999879.099998+$75.89—+3.50%——close>sma_exitclosedLocal ledger (3)
Oct 9, 2026Oct 15, 2026SIM-V2Bv2bSWKSlong2876.34999879.099998+$75.89—+3.50%——close>sma_exitclosedLocal ledger (3)
Oct 5, 2026Oct 15, 2026DAILYv2b-TOM on Alpaca paperPFGlong19111.0608108.86−$41.82−$42.08−1.98%—8 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 15, 2026DAILYv2b on Alpaca paperPFGlong19111.0608108.86−$41.82−$42.08−1.98%—8 sessionsclose>sma_exitclosedTrade journal (1)
Oct 5, 2026Oct 15, 2026SIM-V2B-TOMv2b-TOMPFGlong19111.029999108.959999−$40.37—−1.96%——close>sma_exitclosedLocal ledger (3)
Oct 5, 2026Oct 15, 2026SIM-V2Bv2bPFGlong19111.029999108.959999−$40.37—−1.96%——close>sma_exitclosedLocal ledger (3)
Oct 1, 2026Oct 15, 2026DAILYv2b-TOM on Alpaca paperINCYlong18117.46113.242−$75.92−$76.18−3.59%—10 sessionsclose>sma_exitclosedTrade journal (1)
Oct 1, 2026Oct 15, 2026DAILYv2b on Alpaca paperINCYlong18117.46113.242−$75.92−$76.18−3.59%—10 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.