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.

Session day

Tue, Oct 20, 2026

Previous: Mon, Oct 19, 2026 Next: Wed, Oct 21, 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)	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	3 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 7 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	5 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	5 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	46 s	—
17:05	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	3 s	—
17:05	desk-export-syseq	ran	what 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 closed	16 s	—
18:17	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	3 s	—
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 42 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	1 min 58 s	—
21:15	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	7 s	—
23:40	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	3 s	—
23:40	desk-export-ma	ran	market-analysis's books and sessions, fetched from its public repository and sent to the site	13 s	—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $985,025.58

What the rules decided (41)

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 768.1599731445312 target 0 values low 764.25 high 772.2899780273438 open 765.8599853515625 close 768.1599731445312 monday false prev_high 770.4600219726562 prev_close 766.47998046875 prev2_close 763.25 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 717.2999877929688 target 0 values low 710.3900146484375 high 722.7465209960938 open 715.1900024414062 close 717.2999877929688 monday false prev_high 724.5499877929688 prev_close 718.3599853515625 prev2_close 709.7999877929688 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	hold	—	hold	4 numbers close 768.1599731445312 target 1 values ibs 0.4863163967903315 low 764.25 high 772.2899780273438 open 765.8599853515625 close 768.1599731445312 exit_above 0.8 enter_below 0.2 holding 1
IBS on SPY and QQQ	ibs	15:41 ET	QQQ	hold	—	hold	4 numbers close 717.2999877929688 target 1 values ibs 0.559217383143409 low 710.3900146484375 high 722.7465209960938 open 715.1900024414062 close 717.2999877929688 exit_above 0.8 enter_below 0.2 holding 1
RSI(2) on SPY and QQQ	rsi2	15:41 ET	SPY	exit	—	exit	4 numbers close 768.1599731445312 target 0 values low 764.25 high 772.2899780273438 open 765.8599853515625 rsi2 57.346234702903125 sma5 767.8559814453125 close 768.1599731445312 sma200 722.7781081610029 enter_below 10 short_above 90 holding 1
RSI(2) on SPY and QQQ	rsi2	15:41 ET	QQQ	hold	—	hold	4 numbers close 717.2999877929688 target 1 values low 710.3900146484375 high 722.7465209960938 open 715.1900024414062 rsi2 38.68015980871402 sma5 720.4819946289062 close 717.2999877929688 sma200 674.721829317424 enter_below 10 short_above 90 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 768.1599731445312 target 1 values low 764.25 high 772.2899780273438 low7 763.25 open 765.8599853515625 close 768.1599731445312 high7 778.0999755859375 sma200 722.7781081610029 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 717.2999877929688 target 1 values low 710.3900146484375 high 722.7465209960938 low7 709.7999877929688 open 715.1900024414062 close 717.2999877929688 high7 746.0399780273438 sma200 674.721829317424 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 768.1599731445312 target 1 values low 764.25 high 772.2899780273438 open 765.8599853515625 close 768.1599731445312 sma200 722.7781081610029 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 717.2999877929688 target 1 values low 710.3900146484375 high 722.7465209960938 open 715.1900024414062 close 717.2999877929688 sma200 674.721829317424 holding 1
v2b on Alpaca paper	v2b	15:41 ET	BEN	sell	69	close>sma_exit	10 numbers adv 119667373.62213135 rsi 67.10751378057763 close 31.219999313354492 sma_exit 30.963999557495118 tradable true raw_close 31.219999313354492 sma_trend 29.439095344543457 exit_signal true entry_signal false held_sessions 7
v2b on Alpaca paper	v2b	15:41 ET	CTVA	sell	167	close>sma_exit	10 numbers adv 354989278.98687744 rsi 65.07361588206437 close 12.989999771118164 sma_exit 12.95999984741211 tradable true raw_close 12.989999771118164 sma_trend 11.983273224830628 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	DAL	sell	27	close>sma_exit	10 numbers adv 477052115.6692505 rsi 64.88251238030027 close 76.79499816894531 sma_exit 76.26200103759766 tradable true raw_close 76.79499816894531 sma_trend 75.91936416625977 exit_signal true entry_signal false held_sessions 8
v2b on Alpaca paper	v2b	15:41 ET	INTC	sell	19	time_stop	10 numbers adv 10232926416.513062 rsi 38.17530403629761 close 92.19999694824219 sma_exit 93.51399993896484 tradable true raw_close 92.19999694824219 sma_trend 85.0964999961853 exit_signal false entry_signal false held_sessions 10
v2b on Alpaca paper	v2b	15:41 ET	IVZ	sell	74	close>sma_exit	10 numbers adv 131498422.33772278 rsi 71.67818035875534 close 28.725000381469727 sma_exit 28.38900032043457 tradable true raw_close 28.725000381469727 sma_trend 27.713640146255493 exit_signal true entry_signal false held_sessions 7
v2b on Alpaca paper	v2b	15:41 ET	SNDK	sell	1	close>sma_exit	10 numbers adv 15306775961.206055 rsi 50.82690211464608 close 1368.43505859375 sma_exit 1367.4050048828126 tradable true raw_close 1368.43505859375 sma_trend 1221.8458972167969 exit_signal true entry_signal false held_sessions 10
v2b on Alpaca paper	v2b	15:41 ET	STX	sell	2	close>sma_exit	10 numbers adv 3548243880.24292 rsi 59.39942103207887 close 677.2960205078125 sma_exit 676.2932006835938 tradable true raw_close 677.2960205078125 sma_trend 677.4309333801269 exit_signal true entry_signal false held_sessions 5
v2b on Alpaca paper	v2b	15:41 ET	META	buy	3	entry rank 1 rsi 3.5	10 numbers adv 10867833641.113281 rsi 3.534032824092701 rank 1 close 688.7000122070312 sma_exit 715.54599609375 tradable true raw_close 688.7000122070312 sma_trend 631.5016891479493 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	WAB	buy	7	entry rank 2 rsi 5.2	10 numbers adv 241578275.00915527 rsi 5.1912749457436185 rank 2 close 282.9200134277344 sma_exit 286.1460021972656 tradable true raw_close 282.9200134277344 sma_trend 265.272739944458 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	GPC	buy	17	entry rank 3 rsi 5.4	10 numbers adv 125724812.58544922 rsi 5.395556204181148 rank 3 close 123.45500183105469 sma_exit 130.5470001220703 tradable true raw_close 123.45500183105469 sma_trend 118.47107444763184 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	IEX	buy	9	entry rank 4 rsi 5.4	10 numbers adv 131043134.71984863 rsi 5.399815317353795 rank 4 close 232.05499267578125 sma_exit 235.30099792480468 tradable true raw_close 232.05499267578125 sma_trend 212.856611328125 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	CRWD	buy	9	entry rank 5 rsi 6.4	10 numbers adv 1848527204.5593262 rsi 6.413923057870977 rank 5 close 227.3300018310547 sma_exit 235.33600158691405 tradable true raw_close 227.3300018310547 sma_trend 161.68210006713866 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	ADM	buy	26	entry rank 6 rsi 8.0	10 numbers adv 276840439.65911865 rsi 7.969203626667387 rank 6 close 80.2699966430664 sma_exit 81.99199981689453 tradable true raw_close 80.2699966430664 sma_trend 75.18400100708008 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	DVA	buy	12	entry rank 7 rsi 8.0	10 numbers adv 109958536.63330078 rsi 7.969920757704046 rank 7 close 174.69500732421875 sma_exit 183.77300109863282 tradable true raw_close 174.69500732421875 sma_trend 174.0362749862671 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	BEN	sell	69	close>sma_exit	10 numbers adv 119667373.62213135 rsi 67.10751378057763 close 31.219999313354492 sma_exit 30.963999557495118 tradable true raw_close 31.219999313354492 sma_trend 29.439095344543457 exit_signal true entry_signal false held_sessions 7
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CTVA	sell	167	close>sma_exit	10 numbers adv 354989278.98687744 rsi 65.07361588206437 close 12.989999771118164 sma_exit 12.95999984741211 tradable true raw_close 12.989999771118164 sma_trend 11.983273224830628 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DAL	sell	27	close>sma_exit	10 numbers adv 477052115.6692505 rsi 64.88251238030027 close 76.79499816894531 sma_exit 76.26200103759766 tradable true raw_close 76.79499816894531 sma_trend 75.91936416625977 exit_signal true entry_signal false held_sessions 8
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	INTC	sell	19	time_stop	10 numbers adv 10232926416.513062 rsi 38.17530403629761 close 92.19999694824219 sma_exit 93.51399993896484 tradable true raw_close 92.19999694824219 sma_trend 85.0964999961853 exit_signal false entry_signal false held_sessions 10
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	IVZ	sell	74	close>sma_exit	10 numbers adv 131498422.33772278 rsi 71.67818035875534 close 28.725000381469727 sma_exit 28.38900032043457 tradable true raw_close 28.725000381469727 sma_trend 27.713640146255493 exit_signal true entry_signal false held_sessions 7
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	SNDK	sell	1	close>sma_exit	10 numbers adv 15306775961.206055 rsi 50.82690211464608 close 1368.43505859375 sma_exit 1367.4050048828126 tradable true raw_close 1368.43505859375 sma_trend 1221.8458972167969 exit_signal true entry_signal false held_sessions 10
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	STX	sell	2	close>sma_exit	10 numbers adv 3548243880.24292 rsi 59.39942103207887 close 677.2960205078125 sma_exit 676.2932006835938 tradable true raw_close 677.2960205078125 sma_trend 677.4309333801269 exit_signal true entry_signal false held_sessions 5
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	META	buy	3	entry rank 1 rsi 3.5	10 numbers adv 10867833641.113281 rsi 3.534032824092701 rank 1 close 688.7000122070312 sma_exit 715.54599609375 tradable true raw_close 688.7000122070312 sma_trend 631.5016891479493 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	WAB	buy	7	entry rank 2 rsi 5.2	10 numbers adv 241578275.00915527 rsi 5.1912749457436185 rank 2 close 282.9200134277344 sma_exit 286.1460021972656 tradable true raw_close 282.9200134277344 sma_trend 265.272739944458 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	GPC	buy	17	entry rank 3 rsi 5.4	10 numbers adv 125724812.58544922 rsi 5.395556204181148 rank 3 close 123.45500183105469 sma_exit 130.5470001220703 tradable true raw_close 123.45500183105469 sma_trend 118.47107444763184 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	IEX	buy	9	entry rank 4 rsi 5.4	10 numbers adv 131043134.71984863 rsi 5.399815317353795 rank 4 close 232.05499267578125 sma_exit 235.30099792480468 tradable true raw_close 232.05499267578125 sma_trend 212.856611328125 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CRWD	buy	9	entry rank 5 rsi 6.4	10 numbers adv 1848527204.5593262 rsi 6.413923057870977 rank 5 close 227.3300018310547 sma_exit 235.33600158691405 tradable true raw_close 227.3300018310547 sma_trend 161.68210006713866 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ADM	buy	26	entry rank 6 rsi 8.0	10 numbers adv 276840439.65911865 rsi 7.969203626667387 rank 6 close 80.2699966430664 sma_exit 81.99199981689453 tradable true raw_close 80.2699966430664 sma_trend 75.18400100708008 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DVA	buy	12	entry rank 7 rsi 8.0	10 numbers adv 109958536.63330078 rsi 7.969920757704046 rank 7 close 174.69500732421875 sma_exit 183.77300109863282 tradable true raw_close 174.69500732421875 sma_trend 174.0362749862671 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	SNDK	sell	3	close>sma_exit	12 numbers adv 15306775961.206055 rsi 50.82690211464608 close 1368.43505859375 group SMH sma_exit 1367.4050048828126 tradable true raw_close 1368.43505859375 sma_trend 1221.8458972167969 exit_signal true group_leads false entry_signal false held_sessions 7
v2b's pullback in leading industries	o11	15:41 ET	STX	sell	6	close>sma_exit	12 numbers adv 3548243880.24292 rsi 59.39942103207887 close 677.2960205078125 group SMH sma_exit 676.2932006835938 tradable true raw_close 677.2960205078125 sma_trend 677.4309333801269 exit_signal true group_leads false entry_signal false held_sessions 5
v2b's pullback in leading industries	o11	15:41 ET	ADM	buy	56	entry rank 1 rsi 8.0	12 numbers adv 276840439.65911865 rsi 7.969203626667387 rank 1 close 80.2699966430664 group XLE sma_exit 81.99199981689453 tradable true raw_close 80.2699966430664 sma_trend 75.18400100708008 exit_signal false group_leads true entry_signal true

Orders sent (15)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	ADM	buy	108	—	filled	108	80.47	80.459999	+1.2 bp	15:56 ET
netted	BEN	sell	138	—	filled	138	31.22	31.24	+6.4 bp	15:55 ET
netted	CRWD	buy	18	—	filled	18	227.538889	227.369995	+7.4 bp	15:55 ET
netted	CTVA	sell	334	—	filled	334	12.860659	12.90	+30.5 bp	15:55 ET
netted	DAL	sell	54	—	filled	54	76.69	76.660004	−3.9 bp	15:55 ET
netted	DVA	buy	24	—	filled	24	175.26	175.350006	−5.1 bp	15:59 ET
netted	GPC	buy	34	—	filled	34	123.454411	123.519997	−5.3 bp	15:59 ET
netted	IEX	buy	18	—	filled	18	233.045	233.160004	−4.9 bp	15:59 ET
netted	INTC	sell	38	—	filled	38	92.117106	91.690002	−46.6 bp	15:55 ET
netted	IVZ	sell	148	—	filled	148	28.75	28.780001	+10.4 bp	15:55 ET
netted	META	buy	6	—	filled	6	693.705	694.25	−7.9 bp	15:55 ET
netted	SNDK	sell	5	—	filled	5	1,365.31	1,365.380005	+0.5 bp	15:55 ET
netted	SPY	sell	65	—	filled	65	768.55	769.049988	+6.5 bp	15:55 ET
netted	STX	sell	10	—	filled	10	675.034	675.130005	+1.4 bp	15:55 ET
netted	WAB	buy	14	—	filled	14	284.26	283.429993	+29.3 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
ADM	buy	108	80.47	80.459999	+1.2 bp
BEN	sell	138	31.22	31.24	+6.4 bp
CRWD	buy	18	227.538889	227.369995	+7.4 bp
CTVA	sell	334	12.860659	12.90	+30.5 bp
DAL	sell	54	76.69	76.660004	−3.9 bp
DVA	buy	24	175.26	175.350006	−5.1 bp
GPC	buy	34	123.454411	123.519997	−5.3 bp
IEX	buy	18	233.045	233.160004	−4.9 bp
INTC	sell	38	92.117106	91.690002	−46.6 bp
IVZ	sell	148	28.75	28.780001	+10.4 bp
META	buy	6	693.705	694.25	−7.9 bp
SNDK	sell	5	1,365.31	1,365.380005	+0.5 bp
SPY	sell	65	768.55	769.049988	+6.5 bp
STX	sell	10	675.034	675.130005	+1.4 bp
WAB	buy	14	284.26	283.429993	+29.3 bp

What filled (32)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	BEN	sell	69	69	31.22	31.219999	31.24	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	BEN	sell	69	69	31.22	31.219999	31.24	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	CTVA	sell	167	167	12.860659	12.99	12.90	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	CTVA	sell	167	167	12.860659	12.99	12.90	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DAL	sell	27	27	76.69	76.794998	76.660004	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	DAL	sell	27	27	76.69	76.794998	76.660004	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	INTC	sell	19	19	92.117106	92.199997	91.690002	—	signal	time_stop
v2b-tom	v2b-TOM on Alpaca paper	INTC	sell	19	19	92.117106	92.199997	91.690002	—	signal	time_stop
v2b	v2b on Alpaca paper	IVZ	sell	74	74	28.75	28.725	28.780001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	IVZ	sell	74	74	28.75	28.725	28.780001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	SNDK	sell	1	1	1,365.31	1,368.435059	1,365.380005	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	SNDK	sell	1	1	1,365.31	1,368.435059	1,365.380005	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	SNDK	sell	3	3	1,365.31	1,368.435059	1,365.380005	—	signal	close>sma_exit
rsi2	RSI(2) on SPY and QQQ	SPY	sell	65	65	768.55	768.159973	769.049988	—	signal	exit
v2b	v2b on Alpaca paper	STX	sell	2	2	675.034	677.296021	675.130005	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	STX	sell	2	2	675.034	677.296021	675.130005	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	STX	sell	6	6	675.034	677.296021	675.130005	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	ADM	buy	26	26	80.47	80.269997	80.459999	—	signal	entry rank 6 rsi 8.0
v2b-tom	v2b-TOM on Alpaca paper	ADM	buy	26	26	80.47	80.269997	80.459999	—	signal	entry rank 6 rsi 8.0
o11	v2b's pullback in leading industries	ADM	buy	56	56	80.47	80.269997	80.459999	—	signal	entry rank 1 rsi 8.0
v2b	v2b on Alpaca paper	CRWD	buy	9	9	227.538889	227.330002	227.369995	—	signal	entry rank 5 rsi 6.4
v2b-tom	v2b-TOM on Alpaca paper	CRWD	buy	9	9	227.538889	227.330002	227.369995	—	signal	entry rank 5 rsi 6.4
v2b	v2b on Alpaca paper	DVA	buy	12	12	175.26	174.695007	175.350006	—	signal	entry rank 7 rsi 8.0
v2b-tom	v2b-TOM on Alpaca paper	DVA	buy	12	12	175.26	174.695007	175.350006	—	signal	entry rank 7 rsi 8.0
v2b	v2b on Alpaca paper	GPC	buy	17	17	123.454411	123.455002	123.519997	—	signal	entry rank 3 rsi 5.4
v2b-tom	v2b-TOM on Alpaca paper	GPC	buy	17	17	123.454411	123.455002	123.519997	—	signal	entry rank 3 rsi 5.4
v2b	v2b on Alpaca paper	IEX	buy	9	9	233.045	232.054993	233.160004	—	signal	entry rank 4 rsi 5.4
v2b-tom	v2b-TOM on Alpaca paper	IEX	buy	9	9	233.045	232.054993	233.160004	—	signal	entry rank 4 rsi 5.4
v2b	v2b on Alpaca paper	META	buy	3	3	693.705	688.700012	694.25	—	signal	entry rank 1 rsi 3.5
v2b-tom	v2b-TOM on Alpaca paper	META	buy	3	3	693.705	688.700012	694.25	—	signal	entry rank 1 rsi 3.5
v2b	v2b on Alpaca paper	WAB	buy	7	7	284.26	282.920013	283.429993	—	signal	entry rank 2 rsi 5.2
v2b-tom	v2b-TOM on Alpaca paper	WAB	buy	7	7	284.26	282.920013	283.429993	—	signal	entry rank 2 rsi 5.2

15 trades opened

17 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
d7	Double 7s on SPY and QQQ	$100,000.00	$98,134.02	$98,294.55	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,936.45	$101,135.96	—	—	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$89,530.44	$89,593.24	—	—	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,273.98	$99,450.38	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$98,388.89	$98,428.63	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,240.82	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$98,113.59	$98,152.61	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$98,069.13	$98,107.84	—	—	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-20 15:40:05-04:00

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 (4)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 710.88-715.30	2 numbers low 710.88 high 715.3
Nasdaq opening-range retest	pat	10:00 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:00 ET	—	setup	99	long 99 QQQ: limit 715.29 (edge 715.300), target 724.152, stop 710.874, weight 1.62 (accepted)	14 numbers px 716.09 bar 5 how limit edge 715.3 side 1 stop 710.873918254255 limit 715.29 status accepted target 724.1521634914898 weight 1.6161020990804476 model_px 715.3 trend_up 1 range_low 710.88 range_high 715.3
Nasdaq opening-range retest	pat	15:59 ET	—	closing	—	closing: time	2 numbers why time minute 389

Orders sent (1)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
pat	QQQ	buy	99	limit	canceled	0	—	—	—	10:00 ET

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	$43,806.71	—	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 710.88-715.30
10:00 ET · pat · no more entries: one setup a day
10:00 ET · pat · long 99 QQQ: limit 715.29 (edge 715.300), target 724.152, stop 710.874, weight 1.62 (accepted)
15:59 ET · pat · closing: time

The session's numbers

phase

settled

inputs_pat

tick: 0.00608174574494774
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 (30)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Crabel's opening range	crabel	09:30 ET	—	bands	—	open 715.24: bands 716.93 / 713.55 (stretch 1.692)	5 numbers lower 713.5479956054687 upper 716.9320043945313 stretch 1.69200439453125 first_trade 715.24 first_trade_at 09:30:00
Crabel's opening range	crabel	09:33 ET	—	no_more_entries	—	no more entries: one trade a day	1 number why one trade a day
Crabel's opening range	crabel	09:33 ET	—	entry	322	short at 713.55 (QQQ), stop 716.93, weight 2.11: 322 QQQM at about 293.78	7 numbers band 713.5479956054687 side −1 stop 716.9320043945313 minute 3 weight 2.1085878911181246 qqqm_px 293.77892700038973 entry_px 713.5479956054687
Crabel's opening range	crabel	10:01 ET	—	exit	—	stop: out (QQQ 716.98, stop 716.93)	5 numbers how stop best 710.42 stop 716.9320043945313 minute 31 qqq_px 716.975
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 765.87, previous close 766.48, leverage 3.35, 104 shares a leg	4 numbers open 765.87 shares 104 leverage 3.353629122016706 prev_close 766.48
Noise area	noise	10:00 ET	SPY	long in	—	—	6 numbers lb 764.9189154398046 px 767.955 ub 767.4318420798551 pos 1 vwap 765.9400719646718 reason long in: 767.96 > band 767.43
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 715.27, previous close 718.36, leverage 1.80, 60 shares a leg	4 numbers open 715.27 shares 60 leverage 1.8039318152716053 prev_close 718.36
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 713.2800793362845 px 716.01 ub 720.3585172144598 pos 0 vwap 713.1920704800837 reason flat: 716.01 in [713.28, 720.36], VWAP 713.19
Noise area	noise	10:30 ET	SPY	hold	—	—	6 numbers lb 764.3534332181791 px 771.7 ub 767.9977746966588 pos 1 vwap 767.633273446611 reason hold: 771.70 in [764.35, 768.00], VWAP 767.63
Noise area	noise	10:30 ET	QQQ	long in	—	—	6 numbers lb 712.6841952157113 px 721.93 ub 720.9569755824257 pos 1 vwap 715.997440568766 reason long in: 721.93 > band 720.96
Noise area	noise	11:00 ET	SPY	hold	—	—	6 numbers lb 764.1439113386216 px 771.77 ub 768.2074634561653 pos 1 vwap 768.8736478137948 reason hold: 771.77 in [764.14, 768.21], VWAP 768.87
Noise area	noise	11:00 ET	QQQ	hold	—	—	6 numbers lb 712.8478418263588 px 722.08 ub 720.792622010733 pos 1 vwap 717.2388142202284 reason hold: 722.08 in [712.85, 720.79], VWAP 717.24
Noise area	noise	11:30 ET	SPY	hold	—	—	6 numbers lb 763.5257890313587 px 769.26 ub 768.8260780853724 pos 1 vwap 769.0763497468256 reason hold: 769.26 in [763.53, 768.83], VWAP 769.08
Noise area	noise	11:30 ET	QQQ	long out	—	—	6 numbers lb 712.0149069368028 px 719.29 ub 721.629155218139 pos 0 vwap 717.7786105237125 reason long out: 719.29 < max(band 721.63, VWAP 717.78)
Noise area	noise	12:00 ET	SPY	hold	—	—	6 numbers lb 763.5365842423845 px 769.9 ub 768.8152742761788 pos 1 vwap 769.1185244250706 reason hold: 769.90 in [763.54, 768.82], VWAP 769.12
Noise area	noise	12:00 ET	QQQ	flat	—	—	6 numbers lb 711.7978051882726 px 720.035 ub 721.8471948564214 pos 0 vwap 717.8543580005858 reason flat: 720.03 in [711.80, 721.85], VWAP 717.85
Noise area	noise	12:30 ET	SPY	hold	—	—	6 numbers lb 763.6241555736908 px 769.19 ub 768.7276331960744 pos 1 vwap 769.1259545158853 reason hold: 769.19 in [763.62, 768.73], VWAP 769.13
Noise area	noise	12:30 ET	QQQ	flat	—	—	6 numbers lb 711.9625956349827 px 718.535 ub 721.6816925072404 pos 0 vwap 717.9258775733895 reason flat: 718.53 in [711.96, 721.68], VWAP 717.93
Noise area	noise	13:00 ET	SPY	long out	—	—	6 numbers lb 763.4631469824991 px 768.63 ub 768.8887700273599 pos 0 vwap 769.1211268522006 reason long out: 768.63 < max(band 768.89, VWAP 769.12)
Noise area	noise	13:00 ET	QQQ	flat	—	—	6 numbers lb 711.5328184657901 px 718.235 ub 722.1133263339929 pos 0 vwap 717.9894966654485 reason flat: 718.24 in [711.53, 722.11], VWAP 717.99
Noise area	noise	13:30 ET	SPY	long in	—	—	6 numbers lb 763.1666395748928 px 769.59 ub 769.185513597133 pos 1 vwap 769.1127424149184 reason long in: 769.59 > band 769.19
Noise area	noise	13:30 ET	QQQ	flat	—	—	6 numbers lb 711.1601598357163 px 719.435 ub 722.4875948668542 pos 0 vwap 718.0174207150026 reason flat: 719.43 in [711.16, 722.49], VWAP 718.02
Noise area	noise	14:00 ET	SPY	hold	—	—	6 numbers lb 762.9638359700515 px 769.59 ub 769.3884787309531 pos 1 vwap 769.1380901554805 reason hold: 769.59 in [762.96, 769.39], VWAP 769.14
Noise area	noise	14:00 ET	QQQ	flat	—	—	6 numbers lb 710.9334153162795 px 719.47 ub 722.7153189332665 pos 0 vwap 718.0831951853887 reason flat: 719.47 in [710.93, 722.72], VWAP 718.08
Noise area	noise	14:30 ET	SPY	hold	—	—	6 numbers lb 763.1723272458761 px 769.23 ub 769.1798213960346 pos 1 vwap 769.1543797073896 reason hold: 769.23 in [763.17, 769.18], VWAP 769.15
Noise area	noise	14:30 ET	QQQ	flat	—	—	6 numbers lb 711.0341877428675 px 718.98 ub 722.6141111650618 pos 0 vwap 718.1024114268305 reason flat: 718.98 in [711.03, 722.61], VWAP 718.10
Noise area	noise	15:00 ET	SPY	long out	—	—	6 numbers lb 762.9372324487703 px 768.805 ub 769.4151034414019 pos 0 vwap 769.1280806455937 reason long out: 768.80 < max(band 769.42, VWAP 769.13)
Noise area	noise	15:00 ET	QQQ	flat	—	—	6 numbers lb 710.699981391785 px 718.3 ub 722.9497613032804 pos 0 vwap 718.1124543640852 reason flat: 718.30 in [710.70, 722.95], VWAP 718.11
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 763.0325940916703 px 768.17 ub 769.3196658448779 pos 0 vwap 769.0935961928412 reason flat: 768.17 in [763.03, 769.32], VWAP 769.09
Noise area	noise	15:30 ET	QQQ	flat	—	—	6 numbers lb 710.6873474264535 px 717.17 ub 722.9624498479355 pos 0 vwap 718.0887814966865 reason flat: 717.17 in [710.69, 722.96], VWAP 718.09

Orders sent (8)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
crabel	QQQM	sell	322	market	filled	322	293.76	—	—	09:33 ET
noise	SPY	buy	104	market	filled	104	767.768077	—	—	10:00 ET
crabel	QQQM	buy	322	market	filled	322	295.207672	—	—	10:01 ET
noise	QQQ	buy	60	market	filled	60	722.106666	—	—	10:30 ET
noise	QQQ	sell	60	market	filled	60	719.052667	—	—	11:30 ET
noise	SPY	sell	104	market	filled	104	768.68	—	—	13:00 ET
noise	SPY	buy	104	market	filled	104	769.64	—	—	13:30 ET
noise	SPY	sell	104	market	filled	104	768.798557	—	—	15:00 ET

What filled (8)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
crabel	Crabel's opening range	QQQM	sell	322	—	293.76	713.547996	—	09:33 ET	entry	—
crabel	Crabel's opening range	QQQM	buy	322	—	295.207672	716.932004	—	10:02 ET	exit	—
noise	Noise area	SPY	buy	104	—	767.768077	767.955	—	10:00 ET	entry	—
noise	Noise area	QQQ	buy	60	—	722.106666	721.93	—	10:30 ET	entry	—
noise	Noise area	QQQ	sell	60	—	719.052667	719.29	—	11:30 ET	exit	—
noise	Noise area	SPY	sell	104	—	768.68	768.63	—	13:00 ET	exit	—
noise	Noise area	SPY	buy	104	—	769.64	769.59	—	13:30 ET	entry	—
noise	Noise area	SPY	sell	104	—	768.798557	768.805	—	15:00 ET	exit	—

4 trades opened

4 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
crabel	Crabel's opening range	$45,000.00	$44,397.10	$44,376.30	$44,512.86	—	—
noise	Noise area	$45,000.00	$47,656.78	$47,631.10	$46,897.97	—	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · trading
09:30 ET · crabel · open 715.24: bands 716.93 / 713.55 (stretch 1.692)
09:33 ET · crabel · no more entries: one trade a day
09:33 ET · crabel · short at 713.55 (QQQ), stop 716.93, weight 2.11: 322 QQQM at about 293.78
10:00 ET · noise · SPY: open 765.87, previous close 766.48, leverage 3.35, 104 shares a leg
10:00 ET · noise · SPY 10:00 check: long in: 767.96 > band 767.43
10:00 ET · noise · QQQ: open 715.27, previous close 718.36, leverage 1.80, 60 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 716.01 in [713.28, 720.36], VWAP 713.19
10:01 ET · crabel · stop: out (QQQ 716.98, stop 716.93)
10:30 ET · noise · SPY 10:30 check: hold: 771.70 in [764.35, 768.00], VWAP 767.63
10:30 ET · noise · QQQ 10:30 check: long in: 721.93 > band 720.96
11:00 ET · noise · SPY 11:00 check: hold: 771.77 in [764.14, 768.21], VWAP 768.87
11:00 ET · noise · QQQ 11:00 check: hold: 722.08 in [712.85, 720.79], VWAP 717.24
11:30 ET · noise · SPY 11:30 check: hold: 769.26 in [763.53, 768.83], VWAP 769.08
11:30 ET · noise · QQQ 11:30 check: long out: 719.29 < max(band 721.63, VWAP 717.78)
12:00 ET · noise · SPY 12:00 check: hold: 769.90 in [763.54, 768.82], VWAP 769.12
12:00 ET · noise · QQQ 12:00 check: flat: 720.03 in [711.80, 721.85], VWAP 717.85
12:30 ET · noise · SPY 12:30 check: hold: 769.19 in [763.62, 768.73], VWAP 769.13
12:30 ET · noise · QQQ 12:30 check: flat: 718.53 in [711.96, 721.68], VWAP 717.93
13:00 ET · noise · SPY 13:00 check: long out: 768.63 < max(band 768.89, VWAP 769.12)
13:00 ET · noise · QQQ 13:00 check: flat: 718.24 in [711.53, 722.11], VWAP 717.99
13:30 ET · noise · SPY 13:30 check: long in: 769.59 > band 769.19
13:30 ET · noise · QQQ 13:30 check: flat: 719.43 in [711.16, 722.49], VWAP 718.02
14:00 ET · noise · SPY 14:00 check: hold: 769.59 in [762.96, 769.39], VWAP 769.14
14:00 ET · noise · QQQ 14:00 check: flat: 719.47 in [710.93, 722.72], VWAP 718.08
14:30 ET · noise · SPY 14:30 check: hold: 769.23 in [763.17, 769.18], VWAP 769.15
14:30 ET · noise · QQQ 14:30 check: flat: 718.98 in [711.03, 722.61], VWAP 718.10
15:00 ET · noise · SPY 15:00 check: long out: 768.80 < max(band 769.42, VWAP 769.13)
15:00 ET · noise · QQQ 15:00 check: flat: 718.30 in [710.70, 722.95], VWAP 718.11
15:30 ET · noise · SPY 15:30 check: flat: 768.17 in [763.03, 769.32], VWAP 769.09
15:30 ET · noise · QQQ 15:30 check: flat: 717.17 in [710.69, 722.96], VWAP 718.09

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.8039318152716053
SPY.leverage: 3.353629122016706
QQQ.prev_close: 718.36
SPY.prev_close: 766.48
QQQ.sigma_10:00: 0.002782055257057492
SPY.sigma_10:00: 0.0012418355075867035

inputs_crabel

armed: true
stretch: 1.69200439453125
qqq_over_qqqm: 2.4286970045303944

Record Alpaca

Cost model

MA · market-analysis

no trades

Account MA

What the rules decided (2)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
—	—	—	SPY	ON	—	ON	6 numbers x 18.44 vix 18.44 asof 2026-10-19 known true vix3m 19.6 x_median 15.36
—	—	—	QQQ	ON	—	ON	6 numbers x 25.56 vix 18.44 asof 2026-10-19 known true vix3m 19.6 x_median 21.22

Warnings

prices.parquet ends 2026-10-16, BEFORE the 2026-10-20 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 2026-10-20 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 2026-10-20 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 18
candidates: 2
exploration: 4

ledger

graded: 18
emitted: 2
skipped: 0
wb_graded: 521
wb_emitted: 143
ledger_open: true
exploration_emitted: 4
exploration_skipped: 0

season

gate_next

QQQ: UNKNOWN:null input at 2026-10-20
SPY: UNKNOWN:null input at 2026-10-20

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: 84
short: 59
conflict: 89
available: true

sc_candidates

sc_exploration

signals_schema

d1.6

index_vol_through

2026-10-20

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: 28176
SPY.rows: 24997
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 42
SPY.contracts_0dte: 34
QQQ.longest_gap_min: 1
SPY.longest_gap_min: 1

triggers

Record Forward log

Cost model

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

forward-v5 · 0DTE forward logs

logged

The session's numbers

entries

v5-D: 1
info-D: 1

funnels

v5-A.QQQ.bias: 2
v5-A.QQQ.room: 1
v5-A.SPY.bias: 1
v5-D.SPY.room: 4
info-A.QQQ.room: 4
info-A.SPY.room: 1
info-B.SPY.room: 1
info-C.SPY.room: 3
info-D.SPY.room: 5
v5-A.QQQ.window: 4
v5-A.SPY.window: 5
v5-D.SPY.entries: 1
info-A.QQQ.window: 2
info-A.SPY.window: 5
info-B.QQQ.window: 2
info-B.SPY.window: 1
info-D.SPY.entries: 1
v5-A.QQQ.candidates: 7
v5-A.SPY.candidates: 6
v5-D.QQQ.candidates: 1
v5-D.SPY.candidates: 5
info-A.QQQ.candidates: 7
info-A.SPY.candidates: 6
info-B.QQQ.candidates: 2
info-B.SPY.candidates: 2
info-C.QQQ.candidates: 2
info-C.SPY.candidates: 3
info-D.QQQ.candidates: 1
info-D.SPY.candidates: 6
v5-D.QQQ.premium_gate: 1
info-A.QQQ.premium_gate: 1
info-C.QQQ.premium_gate: 2
info-D.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

info-gap25: 1
info-noise: 2

funnels

info-gap25.QQQ.entries: 1
info-noise.QQQ.entries: 1
info-noise.SPY.entries: 1
info-gap25.QQQ.candidates: 1
info-noise.QQQ.candidates: 1
info-noise.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)	Log	Symbol	Side	Rules	Contract	Exit	Exit by	Net	Record
09:36	forward-p4	QQQ	put	info-gap25: ENTRY	P713 at 2.45	10:06 ET	time	−64.6%	(1)
09:50	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
09:54	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
09:54	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
09:58	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:00	forward-p4	SPY	call	info-noise: ENTRY	C768 at 1.49	14:42 ET	stop	−36.5%	(1)
10:28	forward-p4	QQQ	call	info-noise: ENTRY	C721 at 2.38	11:12 ET	stop	−36.0%	(1)
10:42	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
11:00	forward-v5	SPY	call	info-D: ENTRY	C774 at 0.45	11:03 ET	stop	−30.1%	(2)
11:00	forward-v5	SPY	call	v5-D: ENTRY	C774 at 0.45	11:03 ET	stop	−30.1%	(2)
11:44	forward	QQQ	call	B0: room, V2: room, F2: room	—	—	—	—	—
12:28	forward	SPY	call	B0: room, V2: room, F2: room	—	—	—	—	—
12:54	forward	SPY	put	B0: bias, V2: breadth, F2: room	—	—	—	—	—
13:12	forward	SPY	call	B0: room, V2: room, F2: room	—	—	—	—	—
13:22	forward	SPY	call	B0: room, V2: room, F2: room	—	—	—	—	—
14:48	forward	SPY	call	B0: ENTRY, V2: ENTRY, F2: ENTRY	C770 at 0.20	14:48 ET	stop	−36.5%	(3)
14:56	forward	SPY	call	B0: book_limit, V2: book_limit, F2: book_limit	—	—	—	—	—

(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)
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)
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

70 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 20, 2026	—	DAILY	v2b's pullback in leading industries	ADM	long	56	80.47	—	—	—	—	−$62.16	—	—	open	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b-TOM on Alpaca paper	ADM	long	26	80.47	—	—	—	—	−$28.86	—	—	open	Trade journal (1)
Oct 20, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	CRWD	long	9	227.5389	239.62	+$108.73	+$108.60	+5.31%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b-TOM on Alpaca paper	DVA	long	12	175.26	—	—	—	—	+$18.60	—	—	open	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b-TOM on Alpaca paper	GPC	long	17	123.454411	—	—	—	—	+$22.53	—	—	open	Trade journal (1)
Oct 20, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	IEX	long	9	233.045	235.23	+$19.66	+$19.54	+0.94%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b-TOM on Alpaca paper	META	long	3	693.705	—	—	—	—	+$11.45	—	—	open	Trade journal (1)
Oct 20, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	WAB	long	7	284.26	289.13	+$34.09	+$33.99	+1.71%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b on Alpaca paper	ADM	long	26	80.47	—	—	—	—	−$28.86	—	—	open	Trade journal (1)
Oct 20, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	CRWD	long	9	227.5389	239.62	+$108.73	+$108.60	+5.31%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b on Alpaca paper	DVA	long	12	175.26	—	—	—	—	+$18.60	—	—	open	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b on Alpaca paper	GPC	long	17	123.454411	—	—	—	—	+$22.53	—	—	open	Trade journal (1)
Oct 20, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	IEX	long	9	233.045	235.23	+$19.66	+$19.54	+0.94%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	—	DAILY	v2b on Alpaca paper	META	long	3	693.705	—	—	—	—	+$11.45	—	—	open	Trade journal (1)
Oct 20, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	WAB	long	7	284.26	289.13	+$34.09	+$33.99	+1.71%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	—	INTRA1	Nasdaq opening-range retest	QQQ	long	0	—	—	—	—	—	—	—	—	rule only	Trade journal (2)
Oct 20, 2026	—	INTRA1	Nasdaq opening-range retest	QQQ	long	0	—	—	—	—	—	—	—	—	unfilled	Trade journal (2)
Oct 20, 2026	Oct 20, 2026	INTRA2	Crabel's opening range	QQQM	short	322	293.76	295.207672	−$466.15	−$470.66	−0.49%	—	28.5 minutes	stop	closed	Trade journal (2)
Oct 20, 2026	Oct 20, 2026	INTRA2	Noise area	QQQ	long	60	722.106666	719.052667	−$183.24	−$184.08	−0.42%	—	60.2 minutes	signal	closed	Trade journal (2)
Oct 20, 2026	Oct 20, 2026	INTRA2	Noise area	SPY	long	104	767.768077	768.68	+$94.84	+$93.38	+0.12%	—	179.9 minutes	signal	closed	Trade journal (2)
Oct 20, 2026	Oct 20, 2026	INTRA2	Noise area	SPY	long	104	769.64	768.798557	−$87.51	−$88.97	−0.11%	—	90 minutes	signal	closed	Trade journal (2)
Oct 20, 2026	—	SIM-V2B-TOM	v2b-TOM	ADM	long	26	80.459999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	CRWD	long	9	227.369995	239.339996	+$106.65	—	+5.16%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	—	SIM-V2B-TOM	v2b-TOM	DVA	long	12	175.350006	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	—	SIM-V2B-TOM	v2b-TOM	GPC	long	17	123.519997	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	IEX	long	9	233.160004	235.429993	+$19.37	—	+0.87%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	—	SIM-V2B-TOM	v2b-TOM	META	long	3	694.25	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	—	SIM-V2B-TOM	v2b-TOM	SNPS	long	4	447.619995	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	WAB	long	7	283.429993	288.959991	+$37.70	—	+1.85%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	—	SIM-V2B	v2b	ADM	long	26	80.459999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 21, 2026	SIM-V2B	v2b	CRWD	long	9	227.369995	239.339996	+$106.65	—	+5.16%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	—	SIM-V2B	v2b	DVA	long	12	175.350006	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	—	SIM-V2B	v2b	GPC	long	17	123.519997	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 21, 2026	SIM-V2B	v2b	IEX	long	9	233.160004	235.429993	+$19.37	—	+0.87%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	—	SIM-V2B	v2b	META	long	3	694.25	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	—	SIM-V2B	v2b	SNPS	long	4	447.619995	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 21, 2026	SIM-V2B	v2b	WAB	long	7	283.429993	288.959991	+$37.70	—	+1.85%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 19, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	CTVA	long	167	12.63	12.8607	+$38.52	+$36.18	+1.83%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 19, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	CTVA	long	167	12.63	12.8607	+$38.52	+$36.18	+1.83%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 19, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	CTVA	long	166	12.65	12.90	+$40.43	—	+1.88%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 19, 2026	Oct 20, 2026	SIM-V2B	v2b	CTVA	long	166	12.65	12.90	+$40.43	—	+1.88%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 14, 2026	Oct 20, 2026	DAILY	RSI(2) on SPY and QQQ	SPY	long	65	768.6303	768.55	−$5.22	−$6.13	−0.01%	—	4 sessions	exit	closed	Trade journal (1)
Oct 14, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	STT	long	13	166.889999	166.580002	−$5.11	—	−0.29%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 14, 2026	Oct 20, 2026	SIM-V2B	v2b	STT	long	13	166.889999	166.580002	−$5.11	—	−0.29%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 13, 2026	Oct 20, 2026	DAILY	v2b's pullback in leading industries	STX	long	6	748.29	675.034	−$439.54	−$439.62	−9.79%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	STX	long	2	748.29	675.034	−$146.51	−$146.54	−9.79%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	STX	long	2	748.29	675.034	−$146.51	−$146.54	−9.79%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	STX	long	2	747.200012	675.130005	−$144.82	—	−9.75%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 13, 2026	Oct 20, 2026	SIM-V2B	v2b	STX	long	2	747.200012	675.130005	−$144.82	—	−9.75%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 12, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	SNDK	long	1	1,487.329956	1,365.380005	−$122.63	—	−8.30%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 12, 2026	Oct 20, 2026	SIM-V2B	v2b	SNDK	long	1	1,487.329956	1,365.380005	−$122.63	—	−8.30%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 9, 2026	Oct 20, 2026	DAILY	v2b's pullback in leading industries	SNDK	long	3	1,581.35	1,365.31	−$648.12	−$648.16	−13.66%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	BEN	long	69	31.9363	31.22	−$49.43	−$50.39	−2.24%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	IVZ	long	74	29.5106	28.75	−$56.29	−$57.32	−2.58%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	BEN	long	69	31.9363	31.22	−$49.43	−$50.39	−2.24%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	IVZ	long	74	29.5106	28.75	−$56.29	−$57.32	−2.58%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	BEN	long	69	32.00	31.24	−$53.52	—	−2.48%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 9, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	IVZ	long	74	29.51	28.780001	−$55.08	—	−2.57%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 9, 2026	Oct 20, 2026	SIM-V2B	v2b	BEN	long	68	32.00	31.24	−$52.74	—	−2.48%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 9, 2026	Oct 20, 2026	SIM-V2B	v2b	IVZ	long	74	29.51	28.780001	−$55.08	—	−2.57%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	DAL	long	27	82.04	76.69	−$144.45	−$144.83	−6.52%	—	8 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	DAL	long	27	82.04	76.69	−$144.45	−$144.83	−6.52%	—	8 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	DAL	long	27	82.139999	76.660004	−$148.99	—	−6.77%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 20, 2026	SIM-V2B	v2b	DAL	long	27	82.139999	76.660004	−$148.99	—	−6.77%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 6, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	INTC	long	19	113.0995	92.1171	−$398.66	−$398.93	−18.55%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 6, 2026	Oct 20, 2026	DAILY	v2b-TOM on Alpaca paper	SNDK	long	1	1,660.66	1,365.31	−$295.35	−$295.36	−17.79%	—	10 sessions	close>sma_exit	closed	Trade journal (1)
Oct 6, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	INTC	long	19	113.0995	92.1171	−$398.66	−$398.93	−18.55%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 6, 2026	Oct 20, 2026	DAILY	v2b on Alpaca paper	SNDK	long	1	1,660.66	1,365.31	−$295.35	−$295.36	−17.79%	—	10 sessions	close>sma_exit	closed	Trade journal (1)
Oct 6, 2026	Oct 20, 2026	SIM-V2B-TOM	v2b-TOM	INTC	long	19	112.50	91.690002	−$396.26	—	−18.60%	—	—	time_stop	closed	Local ledger (3)
Oct 6, 2026	Oct 20, 2026	SIM-V2B	v2b	INTC	long	19	112.50	91.690002	−$396.26	—	−18.60%	—	—	time_stop	closed	Local ledger (3)

(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.
(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.