Ewan Li

Session day

Mon, Oct 19, 2026

Previous: Fri, Oct 16, 2026Next: Tue, Oct 20, 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 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 days4 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—
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 closed16 s—
18:19desk-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—
20:32odte-forwardranprotocol 2's forward log (B0, V2, F2)1 min 53 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 site14 s—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $982,672.54

What the rules decided (20)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETSPYflat—flat: Monday 768.23, previous 763.25, before 771.79
4 numbers
close
768.2349853515625
target
0
values
low
765.823974609375
high
770.4600219726562
open
767.22998046875
close
768.2349853515625
monday
true
prev_high
773.25
prev_close
763.25
prev2_close
771.7899780273438
holding
0
Turnaround Tuesday on SPY and QQQ sharestt15:41 ETQQQflat—flat: Monday 720.86, previous 709.80, before 728.00
4 numbers
close
720.8599853515625
target
0
values
low
716.5700073242188
high
724.5499877929688
open
719.614990234375
close
720.8599853515625
monday
true
prev_high
725.9600219726562
prev_close
709.7999877929688
prev2_close
728
holding
0
IBS on SPY and QQQibs15:41 ETSPYhold—hold
4 numbers
close
768.2349853515625
target
1
values
ibs
0.5200574008978764
low
765.823974609375
high
770.4600219726562
open
767.22998046875
close
768.2349853515625
exit_above
0.8
enter_below
0.2
holding
1
IBS on SPY and QQQibs15:41 ETQQQhold—hold
4 numbers
close
720.8599853515625
target
1
values
ibs
0.5375925472679435
low
716.5700073242188
high
724.5499877929688
open
719.614990234375
close
720.8599853515625
exit_above
0.8
enter_below
0.2
holding
1
RSI(2) on SPY and QQQrsi215:41 ETSPYhold—hold
4 numbers
close
768.2349853515625
target
1
values
low
765.823974609375
high
770.4600219726562
open
767.22998046875
rsi2
51.12080596604557
sma5
770.1769897460938
close
768.2349853515625
sma200
722.335459879918
enter_below
10
short_above
90
holding
1
RSI(2) on SPY and QQQrsi215:41 ETQQQhold—hold
4 numbers
close
720.8599853515625
target
1
values
low
716.5700073242188
high
724.5499877929688
open
719.614990234375
rsi2
49.043375636853845
sma5
726.2359985351562
close
720.8599853515625
sma200
674.2030241746089
enter_below
10
short_above
90
holding
1
Double 7s on SPY and QQQd715:41 ETSPYhold—hold
4 numbers
close
768.2349853515625
target
1
values
low
765.823974609375
high
770.4600219726562
low7
763.25
open
767.22998046875
close
768.2349853515625
high7
778.5700073242188
sma200
722.335459879918
holding
1
Double 7s on SPY and QQQd715:41 ETQQQhold—hold
4 numbers
close
720.8599853515625
target
1
values
low
716.5700073242188
high
724.5499877929688
low7
709.7999877929688
open
719.614990234375
close
720.8599853515625
high7
751.27001953125
sma200
674.2030241746089
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETSPYhold—hold
4 numbers
close
768.2349853515625
target
1
values
low
765.823974609375
high
770.4600219726562
open
767.22998046875
close
768.2349853515625
sma200
722.335459879918
holding
1
The 200-day trend on SPY and QQQtr20015:41 ETQQQhold—hold
4 numbers
close
720.8599853515625
target
1
values
low
716.5700073242188
high
724.5499877929688
open
719.614990234375
close
720.8599853515625
sma200
674.2030241746089
holding
1
v2b on Alpaca paperv2b15:41 ETCDNSsell6close>sma_exit
10 numbers
adv
709588287.5732422
rsi
58.62095433376047
close
327.07000732421875
sma_exit
326.92400512695315
tradable
true
raw_close
327.07000732421875
sma_trend
327.06520065307615
exit_signal
true
entry_signal
false
held_sessions
4
v2b on Alpaca paperv2b15:41 ETROKsell5close>sma_exit
10 numbers
adv
320919428.06396484
rsi
61.04177177678641
close
426.7250061035156
sma_exit
426.1390075683594
tradable
true
raw_close
426.7250061035156
sma_trend
424.1156301879883
exit_signal
true
entry_signal
false
held_sessions
7
v2b on Alpaca paperv2b15:41 ETCSCObuy19entry rank 1 rsi 2.1
10 numbers
adv
1876456692.3805237
rsi
2.1326736597621476
rank
1
close
106.77999877929688
sma_exit
110.5459991455078
tradable
true
raw_close
106.77999877929688
sma_trend
98.99737857818603
exit_signal
false
entry_signal
true
v2b on Alpaca paperv2b15:41 ETCTVAbuy167entry rank 2 rsi 4.4
10 numbers
adv
354989278.98687744
rsi
4.4274002418781055
rank
2
close
12.670000076293945
sma_exit
13.03799991607666
tradable
true
raw_close
12.670000076293945
sma_trend
11.968917441368102
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETCDNSsell6close>sma_exit
10 numbers
adv
709588287.5732422
rsi
58.62095433376047
close
327.07000732421875
sma_exit
326.92400512695315
tradable
true
raw_close
327.07000732421875
sma_trend
327.06520065307615
exit_signal
true
entry_signal
false
held_sessions
4
v2b-TOM on Alpaca paperv2b-tom15:41 ETROKsell5close>sma_exit
10 numbers
adv
320919428.06396484
rsi
61.04177177678641
close
426.7250061035156
sma_exit
426.1390075683594
tradable
true
raw_close
426.7250061035156
sma_trend
424.1156301879883
exit_signal
true
entry_signal
false
held_sessions
7
v2b-TOM on Alpaca paperv2b-tom15:41 ETCSCObuy19entry rank 1 rsi 2.1
10 numbers
adv
1876456692.3805237
rsi
2.1326736597621476
rank
1
close
106.77999877929688
sma_exit
110.5459991455078
tradable
true
raw_close
106.77999877929688
sma_trend
98.99737857818603
exit_signal
false
entry_signal
true
v2b-TOM on Alpaca paperv2b-tom15:41 ETCTVAbuy167entry rank 2 rsi 4.4
10 numbers
adv
354989278.98687744
rsi
4.4274002418781055
rank
2
close
12.670000076293945
sma_exit
13.03799991607666
tradable
true
raw_close
12.670000076293945
sma_trend
11.968917441368102
exit_signal
false
entry_signal
true
v2b's pullback in leading industrieso1115:41 ETCDNSsell14close>sma_exit
12 numbers
adv
709588287.5732422
rsi
58.62095433376047
close
327.07000732421875
group
IGV
sma_exit
326.92400512695315
tradable
true
raw_close
327.07000732421875
sma_trend
327.06520065307615
exit_signal
true
group_leads
false
entry_signal
false
held_sessions
4
v2b's pullback in leading industrieso1115:41 ETMPWRsell3close>sma_exit
12 numbers
adv
887170818.8964844
rsi
65.73471393842067
close
1269.3299560546875
group
SMH
sma_exit
1258.4099853515625
tradable
true
raw_close
1269.3299560546875
sma_trend
1302.008034362793
exit_signal
true
group_leads
false
entry_signal
false
held_sessions
7

Orders sent (5)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
nettedCDNSsell26—filled26326.565325.859985−21.6 bp15:55 ET
nettedCSCObuy38—filled38106.59106.50+8.5 bp15:55 ET
nettedCTVAbuy334—filled33412.6312.65−15.8 bp15:55 ET
nettedMPWRsell3—filled31,254.291,253.660034−5.0 bp15:59 ET
nettedROKsell10—filled10424.26424.470001+4.9 bp15:56 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.
−30 bp−20 bp−10 bp0 bp+10 bpCDNS sell 26: −21.6 bp against the close (326.565 filled, 325.859985 close)CSCO buy 38: +8.5 bp against the close (106.59 filled, 106.50 close)CTVA buy 334: −15.8 bp against the close (12.63 filled, 12.65 close)MPWR sell 3: −5.0 bp against the close (1,254.29 filled, 1,253.660034 close)ROK sell 10: +4.9 bp against the close (424.26 filled, 424.470001 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
CDNSsell26326.565325.859985−21.6 bp
CSCObuy38106.59106.50+8.5 bp
CTVAbuy33412.6312.65−15.8 bp
MPWRsell31,254.291,253.660034−5.0 bp
ROKsell10424.26424.470001+4.9 bp

What filled (10)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
v2bv2b on Alpaca paperCDNSsell66326.565327.070007325.859985—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperCDNSsell66326.565327.070007325.859985—signalclose>sma_exit
o11v2b's pullback in leading industriesCDNSsell1414326.565327.070007325.859985—signalclose>sma_exit
o11v2b's pullback in leading industriesMPWRsell331,254.291,269.3299561,253.660034—signalclose>sma_exit
v2bv2b on Alpaca paperROKsell55424.26426.725006424.470001—signalclose>sma_exit
v2b-tomv2b-TOM on Alpaca paperROKsell55424.26426.725006424.470001—signalclose>sma_exit
v2bv2b on Alpaca paperCSCObuy1919106.59106.779999106.50—signalentry rank 1 rsi 2.1
v2b-tomv2b-TOM on Alpaca paperCSCObuy1919106.59106.779999106.50—signalentry rank 1 rsi 2.1
v2bv2b on Alpaca paperCTVAbuy16716712.6312.6712.65—signalentry rank 2 rsi 4.4
v2b-tomv2b-TOM on Alpaca paperCTVAbuy16716712.6312.6712.65—signalentry rank 2 rsi 4.4

4 trades opened

6 trades closed

The books at the close

BookStrategyAllocationValueTotalRule valueCashJoined
d7Double 7s on SPY and QQQ$100,000.00$98,018.45$98,178.84——Sep 30, 2026
ibsIBS on SPY and QQQ$100,000.00$100,820.50$101,019.89——Sep 30, 2026
o11v2b's pullback in leading industries$100,000.00$90,171.07$90,231.62——Oct 7, 2026
rsi2RSI(2) on SPY and QQQ$100,000.00$99,189.07$99,365.39——Sep 30, 2026
tr200The 200-day trend on SPY and QQQ$100,000.00$98,273.32$98,312.88——Sep 30, 2026
ttTurnaround Tuesday on SPY and QQQ shares$100,000.00$100,000.00$100,224.65——Sep 30, 2026
v2bv2b on Alpaca paper$100,000.00$97,898.90$97,937.09——Sep 30, 2026
v2b-tomv2b-TOM on Alpaca paper$100,000.00$97,854.44$97,892.32——Sep 30, 2026

The session's numbers

sent
true
index_snapshot_last_bar
2026-10-19 15:40:47-04:00
Record Alpaca
Cost model

Alpaca paper fills, with no commission; shares one sub-book buys and another sells at the same close meet inside the account at the official close, and every leg on the larger side gets one average of that price and Alpaca's fill. A sub-book's value has no dividends and no interest, as Alpaca's paper account pays neither; its total adds the dividends and the T-bill interest on positive cash that a real account would have received. Each settle checks that the sub-books' positions add up to the account's, share for share. Their values do not add up to the equity shown: part of the account is held outside the sub-books, as a buffer, and the equity is Alpaca's own figure, read when the session was settled, at Alpaca's prices then and after Alpaca's SEC and CAT fees, charged by the day.

INTRA1 · Systematic equity

no trades

Account INTRA1

What the rules decided (3)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Nasdaq opening-range retestpat09:45 ET—range—range 718.16-720.15
2 numbers
low
718.16
high
720.15
Nasdaq opening-range retestpat10:00 ET—no_more_entries—no more entries: one setup a day
1 number
why
one setup a day
Nasdaq opening-range retestpat10:00 ET—refused—short breakout on 5-minute bar 5; the trend refuses it
3 numbers
bar
5
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——

Events

  • 09:20 ET · pat · trading
  • 09:45 ET · pat · range 718.16-720.15
  • 10:00 ET · pat · no more entries: one setup a day
  • 10:00 ET · pat · short breakout on 5-minute bar 5; the trend refuses it

The session's numbers

phase
settled
inputs_pat
tick
0.0060796467054795005
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 (26)

StrategyBookTime (ET)SymbolActionQtyWhyThe rule's numbers
Noise areanoise10:00 ETSPYopen—SPY: open 767.23, previous close 763.25, leverage 3.41, 106 shares a leg
4 numbers
open
767.23
shares
106
leverage
3.4069767322557802
prev_close
763.25
Noise areanoise10:00 ETSPYflat——
6 numbers
lb
762.1997641334974
px
766.58
ub
768.2857123666646
pos
0
vwap
767.003656064756
reason
flat: 766.58 in [762.20, 768.29], VWAP 767.00
Noise areanoise10:00 ETQQQopen—QQQ: open 719.58, previous close 709.80, leverage 1.92, 64 shares a leg
4 numbers
open
719.58
shares
64
leverage
1.9197538922835324
prev_close
709.8
Noise areanoise10:00 ETQQQflat——
6 numbers
lb
707.7846106668349
px
717.43
ub
721.6231584338673
pos
0
vwap
719.0487076363651
reason
flat: 717.43 in [707.78, 721.62], VWAP 719.05
Noise areanoise10:30 ETSPYflat——
6 numbers
lb
761.712271457755
px
768.38
ub
768.7757470939623
pos
0
vwap
767.3418342454163
reason
flat: 768.38 in [761.71, 768.78], VWAP 767.34
Noise areanoise10:30 ETQQQflat——
6 numbers
lb
707.2845814886529
px
721.015
ub
722.1300772786634
pos
0
vwap
719.1763227807224
reason
flat: 721.01 in [707.28, 722.13], VWAP 719.18
Noise areanoise11:00 ETSPYflat——
6 numbers
lb
761.455129362539
px
768.17
ub
769.0342300677095
pos
0
vwap
767.44190539873
reason
flat: 768.17 in [761.46, 769.03], VWAP 767.44
Noise areanoise11:00 ETQQQflat——
6 numbers
lb
707.4405276347594
px
721.15
ub
721.9719824240345
pos
0
vwap
719.4701857748546
reason
flat: 721.15 in [707.44, 721.97], VWAP 719.47
Noise areanoise11:30 ETSPYlong in——
6 numbers
lb
760.8283739668283
px
769.98
ub
769.6642537064268
pos
1
vwap
767.9773206791315
reason
long in: 769.98 > band 769.66
Noise areanoise11:30 ETQQQlong in——
6 numbers
lb
706.6149290918187
px
723.76
ub
722.8089565005763
pos
1
vwap
720.1009088354542
reason
long in: 723.76 > band 722.81
Noise areanoise12:00 ETSPYlong out——
6 numbers
lb
760.8327652554098
px
769.39
ub
769.659839519282
pos
0
vwap
768.1881061472594
reason
long out: 769.39 < max(band 769.66, VWAP 768.19)
Noise areanoise12:00 ETQQQhold——
6 numbers
lb
706.4239919643692
px
723.325
ub
723.0025244608048
pos
1
vwap
720.5791621687157
reason
hold: 723.33 in [706.42, 723.00], VWAP 720.58
Noise areanoise12:30 ETSPYflat——
6 numbers
lb
760.8432980281897
px
768.27
ub
769.6492518229047
pos
0
vwap
768.2526100692202
reason
flat: 768.27 in [760.84, 769.65], VWAP 768.25
Noise areanoise12:30 ETQQQlong out——
6 numbers
lb
706.4562553870502
px
721.54
ub
722.9698164956135
pos
0
vwap
720.6466364544638
reason
long out: 721.54 < max(band 722.97, VWAP 720.65)
Noise areanoise13:00 ETSPYflat——
6 numbers
lb
760.600027839036
px
767.5
ub
769.893790554938
pos
0
vwap
768.22436237627
reason
flat: 767.50 in [760.60, 769.89], VWAP 768.22
Noise areanoise13:00 ETQQQflat——
6 numbers
lb
705.8463486868866
px
720.04
ub
723.588126813032
pos
0
vwap
720.6628239248337
reason
flat: 720.04 in [705.85, 723.59], VWAP 720.66
Noise areanoise13:30 ETSPYflat——
6 numbers
lb
760.3023779189901
px
767.49
ub
770.1929925833124
pos
0
vwap
768.181964690082
reason
flat: 767.49 in [760.30, 770.19], VWAP 768.18
Noise areanoise13:30 ETQQQflat——
6 numbers
lb
705.501083356124
px
719.62
ub
723.9381493922236
pos
0
vwap
720.6037649063031
reason
flat: 719.62 in [705.50, 723.94], VWAP 720.60
Noise areanoise14:00 ETSPYflat——
6 numbers
lb
760.082883607018
px
767.61
ub
770.4136314578285
pos
0
vwap
768.1089777644632
reason
flat: 767.61 in [760.08, 770.41], VWAP 768.11
Noise areanoise14:00 ETQQQflat——
6 numbers
lb
705.1993805754595
px
719.625
ub
724.2440091934501
pos
0
vwap
720.4851766753491
reason
flat: 719.62 in [705.20, 724.24], VWAP 720.49
Noise areanoise14:30 ETSPYflat——
6 numbers
lb
760.360351063165
px
767.24
ub
770.1347171356803
pos
0
vwap
768.0746388252672
reason
flat: 767.24 in [760.36, 770.13], VWAP 768.07
Noise areanoise14:30 ETQQQflat——
6 numbers
lb
705.4982510454881
px
718.54
ub
723.9410207279341
pos
0
vwap
720.4390033288014
reason
flat: 718.54 in [705.50, 723.94], VWAP 720.44
Noise areanoise15:00 ETSPYflat——
6 numbers
lb
760.2142075057793
px
767.615
ub
770.2816227649407
pos
0
vwap
768.0440593120803
reason
flat: 767.62 in [760.21, 770.28], VWAP 768.04
Noise areanoise15:00 ETQQQflat——
6 numbers
lb
705.1787260405303
px
719.53
ub
724.2649483174911
pos
0
vwap
720.3340269105682
reason
flat: 719.53 in [705.18, 724.26], VWAP 720.33
Noise areanoise15:30 ETSPYflat——
6 numbers
lb
760.3259298841026
px
768.1
ub
770.1693178054634
pos
0
vwap
768.0479057913534
reason
flat: 768.10 in [760.33, 770.17], VWAP 768.05
Noise areanoise15:30 ETQQQflat——
6 numbers
lb
705.1688793423184
px
720.31
ub
724.2749306887215
pos
0
vwap
720.3001215677111
reason
flat: 720.31 in [705.17, 724.27], VWAP 720.30

Orders sent (4)

BookSymbolSideQtyKindStatusFilledAverageCloseAgainst the closeSent (ET)
noiseSPYbuy106marketfilled106769.95——11:30 ET
noiseQQQbuy64marketfilled64723.79——11:30 ET
noiseSPYsell106marketfilled106769.352264——12:00 ET
noiseQQQsell64marketfilled64721.19625——12:30 ET

What filled (4)

BookStrategySymbolSideQtyAskedPriceRule's priceCloseAt (ET)HowWhy
noiseNoise areaSPYbuy106—769.95769.98—11:30 ETentry—
noiseNoise areaQQQbuy64—723.79723.76—11:30 ETentry—
noiseNoise areaSPYsell106—769.352264769.39—12:00 ETexit—
noiseNoise areaQQQsell64—721.19625721.54—12:30 ETexit—

2 trades opened

2 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$47,832.69$47,810.77$47,096.11——

Events

  • 09:20 ET · noise · trading
  • 09:20 ET · crabel · no entries today
  • 10:00 ET · noise · SPY: open 767.23, previous close 763.25, leverage 3.41, 106 shares a leg
  • 10:00 ET · noise · SPY 10:00 check: flat: 766.58 in [762.20, 768.29], VWAP 767.00
  • 10:00 ET · noise · QQQ: open 719.58, previous close 709.80, leverage 1.92, 64 shares a leg
  • 10:00 ET · noise · QQQ 10:00 check: flat: 717.43 in [707.78, 721.62], VWAP 719.05
  • 10:30 ET · noise · SPY 10:30 check: flat: 768.38 in [761.71, 768.78], VWAP 767.34
  • 10:30 ET · noise · QQQ 10:30 check: flat: 721.01 in [707.28, 722.13], VWAP 719.18
  • 11:00 ET · noise · SPY 11:00 check: flat: 768.17 in [761.46, 769.03], VWAP 767.44
  • 11:00 ET · noise · QQQ 11:00 check: flat: 721.15 in [707.44, 721.97], VWAP 719.47
  • 11:30 ET · noise · SPY 11:30 check: long in: 769.98 > band 769.66
  • 11:30 ET · noise · QQQ 11:30 check: long in: 723.76 > band 722.81
  • 12:00 ET · noise · SPY 12:00 check: long out: 769.39 < max(band 769.66, VWAP 768.19)
  • 12:00 ET · noise · QQQ 12:00 check: hold: 723.33 in [706.42, 723.00], VWAP 720.58
  • 12:30 ET · noise · SPY 12:30 check: flat: 768.27 in [760.84, 769.65], VWAP 768.25
  • 12:30 ET · noise · QQQ 12:30 check: long out: 721.54 < max(band 722.97, VWAP 720.65)
  • 13:00 ET · noise · SPY 13:00 check: flat: 767.50 in [760.60, 769.89], VWAP 768.22
  • 13:00 ET · noise · QQQ 13:00 check: flat: 720.04 in [705.85, 723.59], VWAP 720.66
  • 13:30 ET · noise · SPY 13:30 check: flat: 767.49 in [760.30, 770.19], VWAP 768.18
  • 13:30 ET · noise · QQQ 13:30 check: flat: 719.62 in [705.50, 723.94], VWAP 720.60
  • 14:00 ET · noise · SPY 14:00 check: flat: 767.61 in [760.08, 770.41], VWAP 768.11
  • 14:00 ET · noise · QQQ 14:00 check: flat: 719.62 in [705.20, 724.24], VWAP 720.49
  • 14:30 ET · noise · SPY 14:30 check: flat: 767.24 in [760.36, 770.13], VWAP 768.07
  • 14:30 ET · noise · QQQ 14:30 check: flat: 718.54 in [705.50, 723.94], VWAP 720.44
  • 15:00 ET · noise · SPY 15:00 check: flat: 767.62 in [760.21, 770.28], VWAP 768.04
  • 15:00 ET · noise · QQQ 15:00 check: flat: 719.53 in [705.18, 724.26], VWAP 720.33
  • 15:30 ET · noise · SPY 15:30 check: flat: 768.10 in [760.33, 770.17], VWAP 768.05
  • 15:30 ET · noise · QQQ 15:30 check: flat: 720.31 in [705.17, 724.27], VWAP 720.30

The session's numbers

phase
settled
inputs_noise
QQQ.leverage
1.9197538922835324
SPY.leverage
3.4069767322557802
QQQ.prev_close
709.8
SPY.prev_close
763.25
QQQ.sigma_10:00
0.002839376349908646
SPY.sigma_10:00
0.0013760050658402911
inputs_crabel
armed
false
stretch
1.41500244140625
qqq_over_qqqm
2.4286594128515704
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
19.99
vix
19.99
asof
2026-10-16
known
true
vix3m
20.5
x_median
15.29
———QQQON—ON
6 numbers
x
27.13
vix
19.99
asof
2026-10-16
known
true
vix3m
20.5
x_median
21.174999999999997

Warnings

  • prices.parquet ends 2026-10-16, BEFORE the 2026-10-19 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_prices.py
  • returns.parquet ends 2026-10-16, BEFORE the 2026-10-19 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_returns.py
  • features.parquet ends 2026-10-16, BEFORE the 2026-10-19 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
6
candidates
10
exploration
15
ledger
graded
6
emitted
10
skipped
0
wb_graded
596
wb_emitted
131
ledger_open
true
exploration_emitted
15
exploration_skipped
0
season
S3
gate_next
QQQ
UNKNOWN:null input at 2026-10-19
SPY
UNKNOWN:null input at 2026-10-19
sb_running
champion.QQQ-IC.n
2
champion.QQQ-PS.n
2
champion.SPY-IC.n
1
champion.SPY-PS.n
2
exploration.QQQ-IC.n
2
exploration.QQQ-PS.n
3
exploration.SPY-IC.n
2
exploration.SPY-PS.n
3
champion.QQQ-IC.net_usd_total
683.8746436386215
champion.QQQ-PS.net_usd_total
413.47791476578743
champion.SPY-IC.net_usd_total
198.73427732155992
champion.SPY-PS.net_usd_total
283.47694471026836
exploration.QQQ-IC.net_usd_total
683.8746436386215
exploration.QQQ-PS.net_usd_total
625.6686596677708
exploration.SPY-IC.net_usd_total
369.54836754022034
exploration.SPY-PS.net_usd_total
407.7956464289288
is_entry_day
false
watch_basket
vol
0
long
52
short
79
conflict
64
available
true
sc_candidates
0
sc_exploration
signals_schema
d1.6
index_vol_through
2026-10-19
  • 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
2
V2
1
coverage
QQQ.rows
24835
SPY.rows
21494
QQQ.partial
false
SPY.partial
false
QQQ.early_close
false
SPY.early_close
false
QQQ.contracts_0dte
34
SPY.contracts_0dte
28
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
info-A
2
info-B
1
info-D
1
info-E
1
funnels
v5-A.QQQ.bias
1
v5-A.SPY.bias
1
v5-G.SPY.room
1
info-C.SPY.room
4
info-D.QQQ.room
1
info-G.SPY.room
1
v5-A.QQQ.window
2
v5-D.QQQ.breadth
2
v5-D.SPY.breadth
1
info-A.QQQ.window
2
info-C.QQQ.window
4
info-C.SPY.window
2
info-A.QQQ.entries
1
info-A.SPY.entries
1
info-B.SPY.entries
1
info-D.SPY.entries
1
info-E.SPY.entries
1
v5-A.QQQ.candidates
3
v5-A.SPY.candidates
1
v5-D.QQQ.candidates
2
v5-D.SPY.candidates
1
v5-G.QQQ.candidates
1
v5-G.SPY.candidates
1
info-A.QQQ.candidates
3
info-A.SPY.candidates
1
info-B.SPY.candidates
1
info-C.QQQ.candidates
5
info-C.SPY.candidates
6
info-D.QQQ.candidates
2
info-D.SPY.candidates
1
info-E.QQQ.candidates
1
info-E.SPY.candidates
1
info-G.QQQ.candidates
1
info-G.SPY.candidates
1
v5-G.QQQ.premium_gate
1
info-C.QQQ.premium_gate
1
info-D.QQQ.premium_gate
1
info-E.QQQ.premium_gate
1
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
1
info-eod
2
info-gap25
1
info-noise
2
info-gap-close
1
funnels
P4-GAP.SPY.entries
1
info-eod.QQQ.entries
1
info-eod.SPY.entries
1
P4-GAP.SPY.candidates
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.SPY.candidates
1
info-gap25.SPY.candidates
1
info-noise.QQQ.candidates
1
info-noise.SPY.candidates
1
info-gap-close.SPY.entries
1
info-gap-K.SPY.premium_gate
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-p4SPYcallP4-GAP: ENTRYC767 at 1.7410:06 ETtime−26.6%(1)
09:36forward-p4SPYcallinfo-gap-close: ENTRYC767 at 1.7412:07 ETstop+49.0%(2)
09:36forward-p4SPYcallinfo-gap25: ENTRYC767 at 1.7410:06 ETtime−26.6%(1)
10:12forwardSPYcallB0: window, V2: window, F2: window—————
11:22forward-p4QQQcallinfo-noise: ENTRYC723 at 1.5512:02 ETstop−36.5%(1)
11:26forward-p4SPYcallinfo-noise: ENTRYC770 at 0.9612:00 ETstop−37.4%(1)
11:30forward-v5SPYcallinfo-D: ENTRYC772 at 0.3611:32 ETstop−31.4%(2)
12:02forward-v5SPYputinfo-A: ENTRYP767 at 0.5614:00 ETstop−29.1%(2)
13:12forward-v5QQQputinfo-A: ENTRYP718 at 0.6113:17 ETstop−28.8%(2)
14:44forward-v5SPYcallinfo-B: ENTRYC768 at 0.3515:43 ETstop+44.9%(2)
14:44forwardSPYcallB0: breadth, V2: breadth, F2: ENTRYC768 at 0.3515:43 ETstop+44.9%(3)
15:00forward-p4QQQcallinfo-eod: ENTRYC718 at 1.7415:10 ETtime−7.6%(1)
15:00forward-p4SPYcallinfo-eod: ENTRYC767 at 0.9215:10 ETtime−7.9%(1)
15:00forward-v5SPYcallinfo-E: ENTRYC769 at 0.1215:08 ETstop−44.2%(2)
15:10forwardQQQputB0: bias, V2: ENTRY, F2: ENTRYP718 at 0.2415:13 ETstop−34.6%(3)
  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

21 trades

OpenedClosedAccountStrategySymbolSideSizeEntryExitP&LNet P&LReturnUnrealizedHeldExit byStatusRecord
Oct 19, 2026—DAILYv2b-TOM on Alpaca paperCSCOlong19106.59————+$12.73——openTrade journal (1)
Oct 19, 2026Oct 20, 2026DAILYv2b-TOM on Alpaca paperCTVAlong16712.6312.8607+$38.52+$36.18+1.83%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 19, 2026—DAILYv2b on Alpaca paperCSCOlong19106.59————+$12.73——openTrade journal (1)
Oct 19, 2026Oct 20, 2026DAILYv2b on Alpaca paperCTVAlong16712.6312.8607+$38.52+$36.18+1.83%—1 sessionclose>sma_exitclosedTrade journal (1)
Oct 19, 2026—INTRA1Nasdaq opening-range retestQQQshort0————————not enteredTrade journal (2)
Oct 19, 2026Oct 19, 2026INTRA2Noise areaQQQlong64723.79721.19625−$166.00−$166.90−0.36%—60.1 minutessignalclosedTrade journal (2)
Oct 19, 2026Oct 19, 2026INTRA2Noise areaSPYlong106769.95769.352264−$63.36−$64.84−0.08%—30.1 minutessignalclosedTrade journal (2)
Oct 19, 2026—SIM-V2B-TOMv2b-TOMCSCOlong19106.50———————openLocal ledger (3)
Oct 19, 2026Oct 20, 2026SIM-V2B-TOMv2b-TOMCTVAlong16612.6512.90+$40.43—+1.88%——close>sma_exitclosedLocal ledger (3)
Oct 19, 2026—SIM-V2Bv2bCSCOlong19106.50———————openLocal ledger (3)
Oct 19, 2026Oct 20, 2026SIM-V2Bv2bCTVAlong16612.6512.90+$40.43—+1.88%——close>sma_exitclosedLocal ledger (3)
Oct 13, 2026Oct 19, 2026DAILYv2b's pullback in leading industriesCDNSlong14334.30326.565−$108.29−$108.49−2.31%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 19, 2026DAILYv2b-TOM on Alpaca paperCDNSlong6334.30326.565−$46.41−$46.49−2.31%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 19, 2026DAILYv2b on Alpaca paperCDNSlong6334.30326.565−$46.41−$46.49−2.31%—4 sessionsclose>sma_exitclosedTrade journal (1)
Oct 13, 2026Oct 19, 2026SIM-V2B-TOMv2b-TOMCDNSlong6334.200012325.859985−$51.02—−2.60%——close>sma_exitclosedLocal ledger (3)
Oct 13, 2026Oct 19, 2026SIM-V2Bv2bCDNSlong6334.200012325.859985−$51.02—−2.60%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 19, 2026DAILYv2b's pullback in leading industriesMPWRlong31,372.141,254.29−$353.55−$353.59−8.59%—7 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 19, 2026DAILYv2b-TOM on Alpaca paperROKlong5434.93424.26−$53.35−$53.42−2.45%—7 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 19, 2026DAILYv2b on Alpaca paperROKlong5434.93424.26−$53.35−$53.42−2.45%—7 sessionsclose>sma_exitclosedTrade journal (1)
Oct 8, 2026Oct 19, 2026SIM-V2B-TOMv2b-TOMROKlong5434.140015424.470001−$49.41—−2.33%——close>sma_exitclosedLocal ledger (3)
Oct 8, 2026Oct 19, 2026SIM-V2Bv2bROKlong5434.140015424.470001−$49.41—−2.33%——close>sma_exitclosedLocal ledger (3)
  1. (1)
    Record Trade journal
    Cost model

    Alpaca paper fills, with no commission. In the DAILY account, shares one sub-book buys and another sells at the same close meet inside the account at the official close, and every leg on the larger side gets one average of that price and Alpaca's fill. Alpaca's SEC and CAT fees, charged by the day, are left out. Commission is estimated at $0.007 a share a side, the rate at the owner's own broker: the net P&L is the P&L less it, without dividends; the P&L, the total with dividends, the return and the P&L in basis points of the sub-book are before it. An open trade is marked at the latest official close, before commission, with the dividends paid so far beside it.

  2. (2)
    Record Trade journal
    Cost model

    Alpaca paper fills, with no commission; Alpaca's SEC and CAT fees, charged by the day, are left out. Commission is estimated at $0.007 a share a side, the rate at the owner's own broker: the net P&L is the P&L less it; the P&L, the return, the P&L in basis points of the book and the R multiple are before it. The rule book's day return is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close.

  3. (3)
    Record Local ledger
    Cost model

    5 bp a side, filled at the official close. The P&L is after the exit fee only, because the entry fee left the book's cash at entry; the return is after both. Dividends are not credited.