Fri, Oct 16, 2026

Paper trading, not investment advice. Every account and book on these pages trades paper money: the Alpaca paper accounts DAILY ($1,000,000 from Sep 30, 2026), INTRA1 ($100,000 from Sep 30, 2026) and INTRA2 ($100,000 from Sep 30, 2026); the simulated books SIM-TT ($100,000 from Sep 29, 2026), SIM-V2B ($100,000 from Sep 28, 2026) and SIM-V2B-TOM ($100,000 from Sep 28, 2026), filled at the official close; and market-analysis's ledgers, one contract per position against a $100,000 reporting equity. No real money is at stake. Positions, trades and P&L are published the same day, as the engines record them, with each number's source and cost model labelled. Nothing here is a recommendation to buy, sell or hold any security, and nothing is tailored to you. Each strategy is a pre-registered experiment, read once on a date or at a trade count fixed in advance; until then its record says little either way. I may hold or have held positions in securities shown here. Markets can and do lose money.

Time (ET)	Job	Outcome	What it does	Took	Error
03:30	desk-backup	ran	everything 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 days	4 s	—
07:00	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 46 s	—
07:30	odte-forward-v5	ran	protocol 3's information log	2 min 2 s	—
07:45	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	7 s	—
09:20	syseq-intraday	ran	the day-trading session: prepare at 09:20, trade 09:30 to 16:00, settle after 16:16	6 h 56 min	—
15:40	syseq-scan	ran	the near-close scan: v2b, its shadow, Turnaround Tuesday, then the DAILY account's orders	19 min 0 s	—
15:59	desk-backup	ran	everything 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 days	7 s	—
16:16	desk-backup	ran	everything 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 days	4 s	—
16:35	desk-backup	ran	everything 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 days	5 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	45 s	—

Account DAILY; Alpaca equity at the settle $976,186.10

What the rules decided (10)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	SPY	flat	—	flat: not a Monday	4 numbers close 762.489990234375 target 0 values low 760.6400146484375 high 773.25 open 773.239990234375 close 762.489990234375 monday false prev_high 772.8699951171875 prev_close 771.7899780273438 prev2_close 769.5999755859375 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 709.3699951171875 target 0 values low 707.22998046875 high 725.9400024414062 open 725.4810180664062 close 709.3699951171875 monday false prev_high 729.4299926757812 prev_close 728 prev2_close 728.9500122070312 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	long entry	—	long entry	4 numbers close 762.489990234375 target 1 values ibs 0.14670719547729452 low 760.6400146484375 high 773.25 open 773.239990234375 close 762.489990234375 exit_above 0.8 enter_below 0.2 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	QQQ	long entry	—	long entry	4 numbers close 709.3699951171875 target 1 values ibs 0.1143779869187232 low 707.22998046875 high 725.9400024414062 open 725.4810180664062 close 709.3699951171875 exit_above 0.8 enter_below 0.2 holding 0
RSI(2) on SPY and QQQ	rsi2	15:41 ET	SPY	hold	—	hold	4 numbers close 762.489990234375 target 1 values low 760.6400146484375 high 773.25 open 773.239990234375 rsi2 9.959279982219739 sma5 771.9979858398438 close 762.489990234375 sma200 721.8736599030026 enter_below 10 short_above 90 holding 1
RSI(2) on SPY and QQQ	rsi2	15:41 ET	QQQ	hold	—	hold	4 numbers close 709.3699951171875 target 1 values low 707.22998046875 high 725.9400024414062 open 725.4810180664062 rsi2 0.6367008350604144 sma5 731.1859985351563 close 709.3699951171875 sma200 673.6576988974525 enter_below 10 short_above 90 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 762.489990234375 target 1 values low 760.6400146484375 high 773.25 low7 762.489990234375 open 773.239990234375 close 762.489990234375 high7 778.5700073242188 sma200 721.8736599030026 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 709.3699951171875 target 1 values low 707.22998046875 high 725.9400024414062 low7 709.3699951171875 open 725.4810180664062 close 709.3699951171875 high7 751.27001953125 sma200 673.6576988974525 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 762.489990234375 target 1 values low 760.6400146484375 high 773.25 open 773.239990234375 close 762.489990234375 sma200 721.8736599030026 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 709.3699951171875 target 1 values low 707.22998046875 high 725.9400024414062 open 725.4810180664062 close 709.3699951171875 sma200 673.6576988974525 holding 1

Orders sent (2)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	QQQ	buy	70	—	filled	70	709.703857	709.799988	−1.4 bp	15:55 ET
netted	SPY	buy	65	—	filled	65	763.228615	763.25	−0.3 bp	15:55 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.

DAILY: each order's fill against the close — data table

DAILY: each order's fill against the close, each order
Symbol	Side	Filled	Average price	Close	Against the close
QQQ	buy	70	709.703857	709.799988	−1.4 bp
SPY	buy	65	763.228615	763.25	−0.3 bp

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
ibs	IBS on SPY and QQQ	QQQ	buy	70	70	709.703857	709.369995	709.799988	—	signal	long entry
ibs	IBS on SPY and QQQ	SPY	buy	65	65	763.228615	762.48999	763.25	—	signal	long entry

2 trades opened

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
d7	Double 7s on SPY and QQQ	$100,000.00	$97,238.21	$97,398.47	—	$833.61	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,011.35	$100,210.63	—	$714.10	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$88,509.98	$88,569.62	—	$5,577.02	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$98,397.04	$98,573.27	—	$519.39	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$97,493.08	$97,532.47	—	$1,088.48	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,208.50	—	$100,000.00	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$97,139.35	$97,176.70	—	$5,160.86	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$97,094.89	$97,131.95	—	$5,116.40	Sep 30, 2026

Notes

drift ibs SPY: snapshot target 1, final close 0

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-16 15:40:48-04:00

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.

Account INTRA1

What the rules decided (3)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 721.44-725.69	2 numbers low 721.44 high 725.69
Nasdaq opening-range retest	pat	09:55 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	09:55 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

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
orb reserved	Stocks-in-play breakout	$45,000.00	—	—	—	—	—
pat	Nasdaq 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 721.44-725.69
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

The session's numbers

phase

settled

inputs_pat

tick: 0.006079717873531508
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.

Account INTRA2

What the rules decided (28)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 773.24, previous close 771.79, leverage 3.69, 111 shares a leg	4 numbers open 773.24 shares 111 leverage 3.6920928364489822 prev_close 771.79
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 770.8570473057828 px 771.41 ub 774.1747054785324 pos 0 vwap 771.8173566713874 reason flat: 771.41 in [770.86, 774.17], VWAP 771.82
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 725.52, previous close 728.00, leverage 2.33, 74 shares a leg	4 numbers open 725.52 shares 74 leverage 2.327501473734969 prev_close 728
Noise area	noise	10:00 ET	QQQ	short in	—	—	6 numbers lb 723.6747880205496 px 720.71 ub 729.8515193530706 pos −1 vwap 722.567458093725 reason short in: 720.71 < band 723.67
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 770.3344589265104 px 770.88 ub 774.6982756704091 pos 0 vwap 771.655357848729 reason flat: 770.88 in [770.33, 774.70], VWAP 771.66
Noise area	noise	10:30 ET	QQQ	hold	—	—	6 numbers lb 723.0209443170496 px 720.43 ub 730.5075980499337 pos −1 vwap 722.1814787362534 reason hold: 720.43 in [723.02, 730.51], VWAP 722.18
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 769.8009648276621 px 771.315 ub 775.2327720709759 pos 0 vwap 771.6778815761805 reason flat: 771.32 in [769.80, 775.23], VWAP 771.68
Noise area	noise	11:00 ET	QQQ	hold	—	—	6 numbers lb 722.8635705025752 px 721.44 ub 730.6655098055537 pos −1 vwap 722.1652981687896 reason hold: 721.44 in [722.86, 730.67], VWAP 722.17
Noise area	noise	11:30 ET	SPY	short in	—	—	6 numbers lb 769.4242699338508 px 768.77 ub 775.6101746800932 pos −1 vwap 771.2117078860642 reason short in: 768.77 < band 769.42
Noise area	noise	11:30 ET	QQQ	hold	—	—	6 numbers lb 722.4712631826351 px 717.15 ub 731.0591581252642 pos −1 vwap 721.3032549583054 reason hold: 717.15 in [722.47, 731.06], VWAP 721.30
Noise area	noise	12:00 ET	SPY	hold	—	—	6 numbers lb 769.5486814874896 px 767.52 ub 775.4855293883227 pos −1 vwap 770.4528063254694 reason hold: 767.52 in [769.55, 775.49], VWAP 770.45
Noise area	noise	12:00 ET	QQQ	hold	—	—	6 numbers lb 722.3658175459948 px 716.65 ub 731.1649642001817 pos −1 vwap 720.2973269478131 reason hold: 716.65 in [722.37, 731.16], VWAP 720.30
Noise area	noise	12:30 ET	SPY	hold	—	—	6 numbers lb 769.7412116277594 px 767.51 ub 775.2926375321671 pos −1 vwap 770.1963204317838 reason hold: 767.51 in [769.74, 775.29], VWAP 770.20
Noise area	noise	12:30 ET	QQQ	hold	—	—	6 numbers lb 722.638472454944 px 717.1 ub 730.8913772918744 pos −1 vwap 719.8007554638203 reason hold: 717.10 in [722.64, 730.89], VWAP 719.80
Noise area	noise	13:00 ET	SPY	hold	—	—	6 numbers lb 769.5212636223716 px 766.27 ub 775.5129987647382 pos −1 vwap 769.8551595635186 reason hold: 766.27 in [769.52, 775.51], VWAP 769.86
Noise area	noise	13:00 ET	QQQ	hold	—	—	6 numbers lb 721.9890723646398 px 715.48 ub 731.5429971862144 pos −1 vwap 719.4738971235729 reason hold: 715.48 in [721.99, 731.54], VWAP 719.47
Noise area	noise	13:30 ET	SPY	hold	—	—	6 numbers lb 769.3656127879891 px 764.135 ub 775.6689420280326 pos −1 vwap 768.5473247275905 reason hold: 764.13 in [769.37, 775.67], VWAP 768.55
Noise area	noise	13:30 ET	QQQ	hold	—	—	6 numbers lb 721.8639712988055 px 712.58 ub 731.6685258772599 pos −1 vwap 718.4136853860731 reason hold: 712.58 in [721.86, 731.67], VWAP 718.41
Noise area	noise	14:00 ET	SPY	hold	—	—	6 numbers lb 769.2122091127898 px 763.38 ub 775.8226339102947 pos −1 vwap 768.3699357243981 reason hold: 763.38 in [769.21, 775.82], VWAP 768.37
Noise area	noise	14:00 ET	QQQ	hold	—	—	6 numbers lb 721.6405548308195 px 711.67 ub 731.8927060358961 pos −1 vwap 718.0521252667602 reason hold: 711.67 in [721.64, 731.89], VWAP 718.05
Noise area	noise	14:30 ET	SPY	hold	—	—	6 numbers lb 769.5517798250187 px 762.15 ub 775.4824252297939 pos −1 vwap 767.5495666158491 reason hold: 762.15 in [769.55, 775.48], VWAP 767.55
Noise area	noise	14:30 ET	QQQ	hold	—	—	6 numbers lb 722.0023319462011 px 710.775 ub 731.529692280248 pos −1 vwap 717.23740095164 reason hold: 710.77 in [722.00, 731.53], VWAP 717.24
Noise area	noise	15:00 ET	SPY	hold	—	—	6 numbers lb 769.432554993915 px 761.9 ub 775.6018740544774 pos −1 vwap 767.0194467072131 reason hold: 761.90 in [769.43, 775.60], VWAP 767.02
Noise area	noise	15:00 ET	QQQ	hold	—	—	6 numbers lb 721.8001324968835 px 709.37 ub 731.7325828953976 pos −1 vwap 716.6721636411002 reason hold: 709.37 in [721.80, 731.73], VWAP 716.67
Noise area	noise	15:30 ET	SPY	hold	—	—	6 numbers lb 769.3782515780421 px 763.19 ub 775.6562794928603 pos −1 vwap 766.3974561978158 reason hold: 763.19 in [769.38, 775.66], VWAP 766.40
Noise area	noise	15:30 ET	QQQ	hold	—	—	6 numbers lb 721.6233301716904 px 710.73 ub 731.9099895730088 pos −1 vwap 715.743244420797 reason hold: 710.73 in [721.62, 731.91], VWAP 715.74
Noise area	noise	15:59 ET	SPY	close_phase	—	SPY: out at market for the close (-111 held)	1 number held −111
Noise area	noise	15:59 ET	QQQ	close_phase	—	QQQ: out at market for the close (-74 held)	1 number held −74

Orders sent (4)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	sell	74	market	filled	74	720.776081	—	—	10:00 ET
noise	SPY	sell	111	market	filled	111	768.787568	—	—	11:30 ET
noise	SPY	buy	111	market	filled	111	763.392343	—	—	15:59 ET
noise	QQQ	buy	74	market	filled	74	710.246486	—	—	15:59 ET

What filled (4)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	sell	74	—	720.776081	720.71	—	10:00 ET	entry	—
noise	Noise area	SPY	sell	111	—	768.787568	768.77	—	11:30 ET	entry	—
noise	Noise area	SPY	buy	111	—	763.392343	—	—	15:59 ET	close	—
noise	Noise area	QQQ	buy	74	—	710.246486	—	—	15:59 ET	close	—

2 trades opened

2 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
crabel	Crabel's opening range	$45,000.00	$44,863.25	$44,846.95	$44,967.04	$44,863.25	—
noise	Noise area	$45,000.00	$48,062.05	$48,042.51	$47,288.24	$48,062.05	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 773.24, previous close 771.79, leverage 3.69, 111 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 771.41 in [770.86, 774.17], VWAP 771.82
10:00 ET · noise · QQQ: open 725.52, previous close 728.00, leverage 2.33, 74 shares a leg
10:00 ET · noise · QQQ 10:00 check: short in: 720.71 < band 723.67
10:30 ET · noise · SPY 10:30 check: flat: 770.88 in [770.33, 774.70], VWAP 771.66
10:30 ET · noise · QQQ 10:30 check: hold: 720.43 in [723.02, 730.51], VWAP 722.18
11:00 ET · noise · SPY 11:00 check: flat: 771.32 in [769.80, 775.23], VWAP 771.68
11:00 ET · noise · QQQ 11:00 check: hold: 721.44 in [722.86, 730.67], VWAP 722.17
11:30 ET · noise · SPY 11:30 check: short in: 768.77 < band 769.42
11:30 ET · noise · QQQ 11:30 check: hold: 717.15 in [722.47, 731.06], VWAP 721.30
12:00 ET · noise · SPY 12:00 check: hold: 767.52 in [769.55, 775.49], VWAP 770.45
12:00 ET · noise · QQQ 12:00 check: hold: 716.65 in [722.37, 731.16], VWAP 720.30
12:30 ET · noise · SPY 12:30 check: hold: 767.51 in [769.74, 775.29], VWAP 770.20
12:30 ET · noise · QQQ 12:30 check: hold: 717.10 in [722.64, 730.89], VWAP 719.80
13:00 ET · noise · SPY 13:00 check: hold: 766.27 in [769.52, 775.51], VWAP 769.86
13:00 ET · noise · QQQ 13:00 check: hold: 715.48 in [721.99, 731.54], VWAP 719.47
13:30 ET · noise · SPY 13:30 check: hold: 764.13 in [769.37, 775.67], VWAP 768.55
13:30 ET · noise · QQQ 13:30 check: hold: 712.58 in [721.86, 731.67], VWAP 718.41
14:00 ET · noise · SPY 14:00 check: hold: 763.38 in [769.21, 775.82], VWAP 768.37
14:00 ET · noise · QQQ 14:00 check: hold: 711.67 in [721.64, 731.89], VWAP 718.05
14:30 ET · noise · SPY 14:30 check: hold: 762.15 in [769.55, 775.48], VWAP 767.55
14:30 ET · noise · QQQ 14:30 check: hold: 710.77 in [722.00, 731.53], VWAP 717.24
15:00 ET · noise · SPY 15:00 check: hold: 761.90 in [769.43, 775.60], VWAP 767.02
15:00 ET · noise · QQQ 15:00 check: hold: 709.37 in [721.80, 731.73], VWAP 716.67
15:30 ET · noise · SPY 15:30 check: hold: 763.19 in [769.38, 775.66], VWAP 766.40
15:30 ET · noise · QQQ 15:30 check: hold: 710.73 in [721.62, 731.91], VWAP 715.74
15:59 ET · noise · SPY: out at market for the close (-111 held)
15:59 ET · noise · QQQ: out at market for the close (-74 held)

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 2.327501473734969
SPY.leverage: 3.6920928364489822
QQQ.prev_close: 728
SPY.prev_close: 771.79
QQQ.sigma_10:00: 0.0025432958146575013
SPY.sigma_10:00: 0.0012088167690916252

inputs_crabel

armed: false
stretch: 1.694000244140625
qqq_over_qqqm: 2.4283665232329295

Record Alpaca

Cost model

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 16, 2026	—	DAILY	IBS on SPY and QQQ	QQQ	long	70	709.703857	—	—	—	—	+$6.73	—	—	open	Trade journal (1)
Oct 16, 2026	—	DAILY	IBS on SPY and QQQ	SPY	long	65	763.228615	—	—	—	—	+$1.39	—	—	open	Trade journal (1)
Oct 16, 2026	—	INTRA1	Nasdaq opening-range retest	QQQ	short	0	—	—	—	—	—	—	—	—	not entered	Trade journal (2)
Oct 16, 2026	Oct 16, 2026	INTRA2	Noise area	QQQ	short	74	720.776081	710.246486	+$779.19	+$778.15	+1.46%	—	358.9 minutes	close	closed	Trade journal (2)
Oct 16, 2026	Oct 16, 2026	INTRA2	Noise area	SPY	short	111	768.787568	763.392343	+$598.87	+$597.32	+0.70%	—	269 minutes	close	closed	Trade journal (2)

(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)
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.

Jobs

DAILY · Systematic equity

What the rules decided (10)

Orders sent (2)

Filled orders against the close

What filled (2)

2 trades opened

The books at the close

Notes

The session's numbers

INTRA1 · Systematic equity

What the rules decided (3)

The books at the close

Events

The session's numbers

INTRA2 · Systematic equity

What the rules decided (28)

Orders sent (4)

What filled (4)

2 trades opened

2 trades closed

The books at the close

Events

The session's numbers

Trades opened or closed