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

Wed, Oct 21, 2026

Previous: 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)	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	—
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 6 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	4 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	6 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	48 s	—
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 44 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	2 min 35 s	—
21:15	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	8 s	—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $988,296.49

What the rules decided (45)

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 772.760009765625 target 0 values low 768.4000244140625 high 774.4400024414062 open 771.1699829101562 close 772.760009765625 monday false prev_high 772.2899780273438 prev_close 769.0499877929688 prev2_close 766.47998046875 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 725.52001953125 target 0 values low 719.719970703125 high 727.9500122070312 open 722.219970703125 close 725.52001953125 monday false prev_high 722.75 prev_close 717.6300048828125 prev2_close 718.3599853515625 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	hold	—	hold	4 numbers close 772.760009765625 target 1 values ibs 0.7218545054012268 low 768.4000244140625 high 774.4400024414062 open 771.1699829101562 close 772.760009765625 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 725.52001953125 target 1 values ibs 0.7047411395643758 low 719.719970703125 high 727.9500122070312 open 722.219970703125 close 725.52001953125 exit_above 0.8 enter_below 0.2 holding 1
RSI(2) on SPY and QQQ	rsi2	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 772.760009765625 target 0 values low 768.4000244140625 high 774.4400024414062 open 771.1699829101562 rsi2 81.60597944984859 sma5 768.6659912109375 close 772.760009765625 sma200 723.2344080993581 enter_below 10 short_above 90 holding 0
RSI(2) on SPY and QQQ	rsi2	15:41 ET	QQQ	exit	—	exit	4 numbers close 725.52001953125 target 0 values low 719.719970703125 high 727.9500122070312 open 722.219970703125 rsi2 75.51944841855538 sma5 719.8619995117188 close 725.52001953125 sma200 675.2716173768457 enter_below 10 short_above 90 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 772.760009765625 target 1 values low 768.4000244140625 high 774.4400024414062 low7 763.25 open 771.1699829101562 close 772.760009765625 high7 778.010009765625 sma200 723.2344080993581 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 725.52001953125 target 1 values low 719.719970703125 high 727.9500122070312 low7 709.7999877929688 open 722.219970703125 close 725.52001953125 high7 743.5700073242188 sma200 675.2716173768457 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 772.760009765625 target 1 values low 768.4000244140625 high 774.4400024414062 open 771.1699829101562 close 772.760009765625 sma200 723.2344080993581 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 725.52001953125 target 1 values low 719.719970703125 high 727.9500122070312 open 722.219970703125 close 725.52001953125 sma200 675.2716173768457 holding 1
v2b on Alpaca paper	v2b	15:41 ET	ANET	sell	11	close>sma_exit	10 numbers adv 1026791860.8474731 rsi 59.685416763475025 close 184.125 sma_exit 182.16499938964844 tradable true raw_close 184.125 sma_trend 163.36867492675782 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	CRWD	sell	9	close>sma_exit	10 numbers adv 1848527204.5593262 rsi 79.49211980392947 close 240.00999450683594 sma_exit 233.48800048828124 tradable true raw_close 240.00999450683594 sma_trend 162.3116625213623 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	DELL	sell	4	close>sma_exit	10 numbers adv 3100633200 rsi 81.34909511182335 close 487.8399963378906 sma_exit 465.60606079101564 tradable true raw_close 487.8399963378906 sma_trend 318.2586378860474 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	HPE	sell	36	close>sma_exit	10 numbers adv 1025786116.482544 rsi 73.07396135971852 close 58.349998474121094 sma_exit 56.81399993896484 tradable true raw_close 58.349998474121094 sma_trend 39.372301292419436 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	IEX	sell	9	close>sma_exit	10 numbers adv 134676156.3659668 rsi 64.17452372260776 close 234.90499877929688 sma_exit 234.77900085449218 tradable true raw_close 234.90499877929688 sma_trend 213.14491439819335 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	KEYS	sell	6	close>sma_exit	10 numbers adv 359180374.2553711 rsi 71.75865424961343 close 342.489990234375 sma_exit 337.1599914550781 tradable true raw_close 342.489990234375 sma_trend 312.75674926757813 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	MU	sell	2	close>sma_exit	10 numbers adv 25914348035.77881 rsi 68.53467109166837 close 917.1849975585938 sma_exit 905.6470092773437 tradable true raw_close 917.1849975585938 sma_trend 726.652307434082 exit_signal true entry_signal false held_sessions 6
v2b on Alpaca paper	v2b	15:41 ET	NVDA	sell	9	close>sma_exit	10 numbers adv 24377316525.62256 rsi 81.71743996631082 close 221.14990234375 sma_exit 217.21398010253907 tradable true raw_close 221.14990234375 sma_trend 203.1196427154541 exit_signal true entry_signal false held_sessions 8
v2b on Alpaca paper	v2b	15:41 ET	SMCI	sell	56	close>sma_exit	10 numbers adv 1312096136.2503052 rsi 84.93666915302626 close 35.6349983215332 sma_exit 33.384999465942386 tradable true raw_close 35.6349983215332 sma_trend 32.5178248500824 exit_signal true entry_signal false held_sessions 6
v2b on Alpaca paper	v2b	15:41 ET	TER	sell	5	close>sma_exit	10 numbers adv 917325813.684082 rsi 77.77160859968845 close 348.0899963378906 sma_exit 337.6839965820312 tradable true raw_close 348.0899963378906 sma_trend 346.52839714050293 exit_signal true entry_signal false held_sessions 9
v2b on Alpaca paper	v2b	15:41 ET	WAB	sell	7	close>sma_exit	10 numbers adv 242019282.42797852 rsi 72.63825341317586 close 288.1099853515625 sma_exit 286.5719970703125 tradable true raw_close 288.1099853515625 sma_trend 265.6345361328125 exit_signal true entry_signal false held_sessions 1
v2b on Alpaca paper	v2b	15:41 ET	DXCM	buy	26	entry rank 1 rsi 5.0	10 numbers adv 313512796.5621948 rsi 5.024089725705756 rank 1 close 80.84500122070312 sma_exit 85.26300048828125 tradable true raw_close 80.84500122070312 sma_trend 74.22692504882812 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ANET	sell	11	close>sma_exit	10 numbers adv 1026791860.8474731 rsi 59.685416763475025 close 184.125 sma_exit 182.16499938964844 tradable true raw_close 184.125 sma_trend 163.36867492675782 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CRWD	sell	9	close>sma_exit	10 numbers adv 1848527204.5593262 rsi 79.49211980392947 close 240.00999450683594 sma_exit 233.48800048828124 tradable true raw_close 240.00999450683594 sma_trend 162.3116625213623 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DELL	sell	4	close>sma_exit	10 numbers adv 3100633200 rsi 81.34909511182335 close 487.8399963378906 sma_exit 465.60606079101564 tradable true raw_close 487.8399963378906 sma_trend 318.2586378860474 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	HPE	sell	36	close>sma_exit	10 numbers adv 1025786116.482544 rsi 73.07396135971852 close 58.349998474121094 sma_exit 56.81399993896484 tradable true raw_close 58.349998474121094 sma_trend 39.372301292419436 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	IEX	sell	9	close>sma_exit	10 numbers adv 134676156.3659668 rsi 64.17452372260776 close 234.90499877929688 sma_exit 234.77900085449218 tradable true raw_close 234.90499877929688 sma_trend 213.14491439819335 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	KEYS	sell	6	close>sma_exit	10 numbers adv 359180374.2553711 rsi 71.75865424961343 close 342.489990234375 sma_exit 337.1599914550781 tradable true raw_close 342.489990234375 sma_trend 312.75674926757813 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MU	sell	2	close>sma_exit	10 numbers adv 25914348035.77881 rsi 68.53467109166837 close 917.1849975585938 sma_exit 905.6470092773437 tradable true raw_close 917.1849975585938 sma_trend 726.652307434082 exit_signal true entry_signal false held_sessions 6
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	NVDA	sell	9	close>sma_exit	10 numbers adv 24377316525.62256 rsi 81.71743996631082 close 221.14990234375 sma_exit 217.21398010253907 tradable true raw_close 221.14990234375 sma_trend 203.1196427154541 exit_signal true entry_signal false held_sessions 8
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	SMCI	sell	56	close>sma_exit	10 numbers adv 1312096136.2503052 rsi 84.93666915302626 close 35.6349983215332 sma_exit 33.384999465942386 tradable true raw_close 35.6349983215332 sma_trend 32.5178248500824 exit_signal true entry_signal false held_sessions 6
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	TER	sell	5	close>sma_exit	10 numbers adv 917325813.684082 rsi 77.77160859968845 close 348.0899963378906 sma_exit 337.6839965820312 tradable true raw_close 348.0899963378906 sma_trend 346.52839714050293 exit_signal true entry_signal false held_sessions 9
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	WAB	sell	7	close>sma_exit	10 numbers adv 242019282.42797852 rsi 72.63825341317586 close 288.1099853515625 sma_exit 286.5719970703125 tradable true raw_close 288.1099853515625 sma_trend 265.6345361328125 exit_signal true entry_signal false held_sessions 1
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DXCM	buy	26	entry rank 1 rsi 5.0	10 numbers adv 313512796.5621948 rsi 5.024089725705756 rank 1 close 80.84500122070312 sma_exit 85.26300048828125 tradable true raw_close 80.84500122070312 sma_trend 74.22692504882812 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	AMD	sell	8	close>sma_exit	12 numbers adv 10868448338.42163 rsi 75.00865558680502 close 555.2550048828125 group SMH sma_exit 543.8049926757812 tradable true raw_close 555.2550048828125 sma_trend 399.0941751861572 exit_signal true group_leads false entry_signal false held_sessions 8
v2b's pullback in leading industries	o11	15:41 ET	ANET	sell	25	close>sma_exit	12 numbers adv 1026791860.8474731 rsi 59.685416763475025 close 184.125 group XLK sma_exit 182.16499938964844 tradable true raw_close 184.125 sma_trend 163.36867492675782 exit_signal true group_leads false entry_signal false held_sessions 5
v2b's pullback in leading industries	o11	15:41 ET	COHR	sell	16	close>sma_exit	12 numbers adv 1853511311.4257812 rsi 61.765697543883256 close 238.8800048828125 group SMH sma_exit 237.24000244140626 tradable true raw_close 238.8800048828125 sma_trend 295.19730072021486 exit_signal true group_leads false entry_signal false held_sessions 9
v2b's pullback in leading industries	o11	15:41 ET	DELL	sell	9	close>sma_exit	12 numbers adv 3100633200 rsi 81.34909511182335 close 487.8399963378906 group XLK sma_exit 465.60606079101564 tradable true raw_close 487.8399963378906 sma_trend 318.2586378860474 exit_signal true group_leads false entry_signal false held_sessions 5
v2b's pullback in leading industries	o11	15:41 ET	INTC	sell	46	close>sma_exit	12 numbers adv 9864479228.434753 rsi 55.31644081234041 close 92.64219665527344 group SMH sma_exit 92.31643981933594 tradable true raw_close 92.64219665527344 sma_trend 85.36031101226807 exit_signal true group_leads false entry_signal false held_sessions 9
v2b's pullback in leading industries	o11	15:41 ET	KEYS	sell	13	close>sma_exit	12 numbers adv 359180374.2553711 rsi 71.75865424961343 close 342.489990234375 group SMH sma_exit 337.1599914550781 tradable true raw_close 342.489990234375 sma_trend 312.75674926757813 exit_signal true group_leads false entry_signal false held_sessions 4
v2b's pullback in leading industries	o11	15:41 ET	MU	sell	5	close>sma_exit	12 numbers adv 25914348035.77881 rsi 68.53467109166837 close 917.1849975585938 group SMH sma_exit 905.6470092773437 tradable true raw_close 917.1849975585938 sma_trend 726.652307434082 exit_signal true group_leads false entry_signal false held_sessions 7
v2b's pullback in leading industries	o11	15:41 ET	NVDA	sell	21	close>sma_exit	12 numbers adv 24377316525.62256 rsi 81.71743996631082 close 221.14990234375 group XLK sma_exit 217.21398010253907 tradable true raw_close 221.14990234375 sma_trend 203.1196427154541 exit_signal true group_leads false entry_signal false held_sessions 8
v2b's pullback in leading industries	o11	15:41 ET	SMCI	sell	124	close>sma_exit	12 numbers adv 1312096136.2503052 rsi 84.93666915302626 close 35.6349983215332 group XLK sma_exit 33.384999465942386 tradable true raw_close 35.6349983215332 sma_trend 32.5178248500824 exit_signal true group_leads false entry_signal false held_sessions 7
v2b's pullback in leading industries	o11	15:41 ET	TER	sell	12	close>sma_exit	12 numbers adv 917325813.684082 rsi 77.77160859968845 close 348.0899963378906 group SMH sma_exit 337.6839965820312 tradable true raw_close 348.0899963378906 sma_trend 346.52839714050293 exit_signal true group_leads false entry_signal false held_sessions 9
v2b's pullback in leading industries	o11	15:41 ET	DXCM	buy	55	entry rank 1 rsi 5.0	12 numbers adv 313512796.5621948 rsi 5.024089725705756 rank 1 close 80.84500122070312 group IHI sma_exit 85.26300048828125 tradable true raw_close 80.84500122070312 sma_trend 74.22692504882812 exit_signal false group_leads true entry_signal true

Orders sent (16)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	AMD	sell	8	—	filled	8	553.10	552.719971	−6.9 bp	15:55 ET
netted	ANET	sell	47	—	filled	47	184.431702	184.330002	−5.5 bp	15:55 ET
netted	COHR	sell	16	—	filled	16	237.973125	237.529999	−18.7 bp	15:56 ET
netted	CRWD	sell	18	—	filled	18	239.62	239.339996	−11.7 bp	15:55 ET
netted	DELL	sell	17	—	filled	17	486.056471	485.880005	−3.6 bp	15:58 ET
netted	DXCM	buy	107	—	filled	107	80.181121	80.260002	−9.8 bp	15:55 ET
netted	HPE	sell	72	—	filled	72	58.21	58.169998	−6.9 bp	15:55 ET
netted	IEX	sell	18	—	filled	18	235.23	235.429993	+8.5 bp	15:55 ET
netted	INTC	sell	46	—	filled	46	93.064131	92.959999	−11.2 bp	15:55 ET
netted	KEYS	sell	25	—	filled	25	341.78	341.350006	−12.6 bp	15:59 ET
netted	MU	sell	9	—	filled	9	916.056667	913.669983	−26.1 bp	15:55 ET
netted	NVDA	sell	39	—	filled	39	222.097949	221.970001	−5.8 bp	15:55 ET
netted	QQQ	sell	68	—	filled	68	725.912793	725.200012	−9.8 bp	15:55 ET
netted	SMCI	sell	236	—	filled	236	35.56	35.57	+2.8 bp	15:55 ET
netted	TER	sell	22	—	filled	22	346.763182	345.48999	−36.9 bp	15:55 ET
netted	WAB	sell	14	—	filled	14	289.13	288.959991	−5.9 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
AMD	sell	8	553.10	552.719971	−6.9 bp
ANET	sell	47	184.431702	184.330002	−5.5 bp
COHR	sell	16	237.973125	237.529999	−18.7 bp
CRWD	sell	18	239.62	239.339996	−11.7 bp
DELL	sell	17	486.056471	485.880005	−3.6 bp
DXCM	buy	107	80.181121	80.260002	−9.8 bp
HPE	sell	72	58.21	58.169998	−6.9 bp
IEX	sell	18	235.23	235.429993	+8.5 bp
INTC	sell	46	93.064131	92.959999	−11.2 bp
KEYS	sell	25	341.78	341.350006	−12.6 bp
MU	sell	9	916.056667	913.669983	−26.1 bp
NVDA	sell	39	222.097949	221.970001	−5.8 bp
QQQ	sell	68	725.912793	725.200012	−9.8 bp
SMCI	sell	236	35.56	35.57	+2.8 bp
TER	sell	22	346.763182	345.48999	−36.9 bp
WAB	sell	14	289.13	288.959991	−5.9 bp

What filled (36)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
o11	v2b's pullback in leading industries	AMD	sell	8	8	553.10	555.255005	552.719971	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	ANET	sell	11	11	184.431702	184.125	184.330002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	ANET	sell	11	11	184.431702	184.125	184.330002	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	ANET	sell	25	25	184.431702	184.125	184.330002	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	COHR	sell	16	16	237.973125	238.880005	237.529999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	CRWD	sell	9	9	239.62	240.009995	239.339996	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	CRWD	sell	9	9	239.62	240.009995	239.339996	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DELL	sell	4	4	486.056471	487.839996	485.880005	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	DELL	sell	4	4	486.056471	487.839996	485.880005	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	DELL	sell	9	9	486.056471	487.839996	485.880005	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	HPE	sell	36	36	58.21	58.349998	58.169998	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	HPE	sell	36	36	58.21	58.349998	58.169998	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	IEX	sell	9	9	235.23	234.904999	235.429993	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	IEX	sell	9	9	235.23	234.904999	235.429993	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	INTC	sell	46	46	93.064131	92.642197	92.959999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	KEYS	sell	6	6	341.78	342.48999	341.350006	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	KEYS	sell	6	6	341.78	342.48999	341.350006	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	KEYS	sell	13	13	341.78	342.48999	341.350006	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	MU	sell	2	2	916.056667	917.184998	913.669983	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	MU	sell	2	2	916.056667	917.184998	913.669983	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	MU	sell	5	5	916.056667	917.184998	913.669983	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	NVDA	sell	9	9	222.097949	221.149902	221.970001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	NVDA	sell	9	9	222.097949	221.149902	221.970001	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	NVDA	sell	21	21	222.097949	221.149902	221.970001	—	signal	close>sma_exit
rsi2	RSI(2) on SPY and QQQ	QQQ	sell	68	68	725.912793	725.52002	725.200012	—	signal	exit
v2b	v2b on Alpaca paper	SMCI	sell	56	56	35.56	35.634998	35.57	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	SMCI	sell	56	56	35.56	35.634998	35.57	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	SMCI	sell	124	124	35.56	35.634998	35.57	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	TER	sell	5	5	346.763182	348.089996	345.48999	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	TER	sell	5	5	346.763182	348.089996	345.48999	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	TER	sell	12	12	346.763182	348.089996	345.48999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	WAB	sell	7	7	289.13	288.109985	288.959991	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	WAB	sell	7	7	289.13	288.109985	288.959991	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DXCM	buy	26	26	80.181121	80.845001	80.260002	—	signal	entry rank 1 rsi 5.0
v2b-tom	v2b-TOM on Alpaca paper	DXCM	buy	26	26	80.181121	80.845001	80.260002	—	signal	entry rank 1 rsi 5.0
o11	v2b's pullback in leading industries	DXCM	buy	55	55	80.181121	80.845001	80.260002	—	signal	entry rank 1 rsi 5.0

3 trades opened

33 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	$98,899.77	$99,060.44	—	$833.61	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$101,728.95	$101,928.58	—	$714.10	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$90,987.11	$91,052.75	—	$56,898.35	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,021.79	—	$99,837.21	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$99,154.64	$99,194.56	—	$1,088.48	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,257.01	—	$100,000.00	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$99,213.03	$99,252.63	—	$23,450.75	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$99,168.57	$99,207.85	—	$23,406.29	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-21 15:40:46-04:00

Record Alpaca

Cost model

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

INTRA1 · Systematic equity

traded

Account INTRA1

What the rules decided (6)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 720.13-723.04	2 numbers low 720.13 high 723.04
Nasdaq opening-range retest	pat	10:50 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:50 ET	—	setup	150	long 150 QQQ: limit 723.03 (edge 723.040), target 728.872, stop 720.124, weight 2.48 (accepted)	14 numbers px 723.22 bar 15 how limit edge 723.04 side 1 stop 720.1239163851446 limit 723.03 status accepted target 728.8721672297106 weight 2.4794899443782654 model_px 723.04 trend_up 1 range_low 720.13 range_high 723.04
Nasdaq opening-range retest	pat	10:54 ET	—	filled	150	filled 150 at 723.02 (the rule's 723.040), minute 84	4 numbers how limit minute 84 model_px 723.04 avg_price 723.02
Nasdaq opening-range retest	pat	11:38 ET	—	breakeven	—	breakeven: stop -> 723.04	3 numbers best 726.12 stop 723.04 minute 127
Nasdaq opening-range retest	pat	15:02 ET	—	closing	—	closing: stop	2 numbers why stop minute 332

Orders sent (3)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
pat	QQQ	buy	150	limit	filled	150	723.02	—	—	10:50 ET
pat	QQQ	sell	150	limit	canceled	0	—	—	—	10:54 ET
pat	QQQ	sell	150	market	filled	150	722.807266	—	—	15:02 ET

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
pat	Nasdaq opening-range retest	QQQ	buy	150	—	723.02	723.04	—	10:54 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	150	—	722.807266	723.04	—	15:03 ET	exit	—

1 trade opened

1 trade closed

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	$43,934.32	$43,921.61	$43,803.58	$43,934.32	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 720.13-723.04
10:50 ET · pat · no more entries: one setup a day
10:50 ET · pat · long 150 QQQ: limit 723.03 (edge 723.040), target 728.872, stop 720.124, weight 2.48 (accepted)
10:54 ET · pat · filled 150 at 723.02 (the rule's 723.040), minute 84
11:38 ET · pat · breakeven: stop -> 723.04
15:02 ET · pat · closing: stop

The session's numbers

phase

settled

inputs_pat

tick: 0.006083614855411506
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)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 771.18, previous close 769.05, leverage 3.34, 103 shares a leg	4 numbers open 771.18 shares 103 leverage 3.3447692115417262 prev_close 769.05
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 768.0572318608703 px 770.85 ub 772.1755177602678 pos 0 vwap 770.5964107301331 reason flat: 770.85 in [768.06, 772.18], VWAP 770.60
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 722.20, previous close 717.63, leverage 1.81, 59 shares a leg	4 numbers open 722.2 shares 59 leverage 1.814824353501948 prev_close 717.63
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 715.8054772153934 px 722.59 ub 724.0361416817065 pos 0 vwap 721.9383543811417 reason flat: 722.59 in [715.81, 724.04], VWAP 721.94
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 767.2151010563543 px 769.37 ub 773.0199809730975 pos 0 vwap 770.1065071294873 reason flat: 769.37 in [767.22, 773.02], VWAP 770.11
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 714.7556584022504 px 721.64 ub 725.0926459343879 pos 0 vwap 721.8006234037032 reason flat: 721.64 in [714.76, 725.09], VWAP 721.80
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 767.0511251584538 px 771.02 ub 773.1844110269858 pos 0 vwap 770.0597257036585 reason flat: 771.02 in [767.05, 773.18], VWAP 770.06
Noise area	noise	11:00 ET	QQQ	flat	—	—	6 numbers lb 714.9537456004222 px 723.395 ub 724.8932972804582 pos 0 vwap 721.9707037627365 reason flat: 723.39 in [714.95, 724.89], VWAP 721.97
Noise area	noise	11:30 ET	SPY	flat	—	—	6 numbers lb 766.6206330393733 px 772.03 ub 773.6160954589377 pos 0 vwap 770.3062996098608 reason flat: 772.03 in [766.62, 773.62], VWAP 770.31
Noise area	noise	11:30 ET	QQQ	flat	—	—	6 numbers lb 714.348862435505 px 724.795 ub 725.5020324527659 pos 0 vwap 722.2619198305846 reason flat: 724.79 in [714.35, 725.50], VWAP 722.26
Noise area	noise	12:00 ET	SPY	flat	—	—	6 numbers lb 766.5812603205924 px 772.64 ub 773.6555772264035 pos 0 vwap 770.62411532846 reason flat: 772.64 in [766.58, 773.66], VWAP 770.62
Noise area	noise	12:00 ET	QQQ	long in	—	—	6 numbers lb 714.105230892548 px 726.24 ub 725.7472154862559 pos 1 vwap 722.9688519643029 reason long in: 726.24 > band 725.75
Noise area	noise	12:30 ET	SPY	flat	—	—	6 numbers lb 766.6749656158997 px 772.26 ub 773.5616124001434 pos 0 vwap 770.802269298521 reason flat: 772.26 in [766.67, 773.56], VWAP 770.80
Noise area	noise	12:30 ET	QQQ	long out	—	—	6 numbers lb 714.2797726843302 px 725.18 ub 725.5715621801999 pos 0 vwap 723.2633804414838 reason long out: 725.18 < max(band 725.57, VWAP 723.26)
Noise area	noise	13:00 ET	SPY	flat	—	—	6 numbers lb 766.5667136260244 px 773.43 ub 773.6701642102366 pos 0 vwap 771.1606161979653 reason flat: 773.43 in [766.57, 773.67], VWAP 771.16
Noise area	noise	13:00 ET	QQQ	long in	—	—	6 numbers lb 713.9420981779824 px 726.91 ub 725.9113870599907 pos 1 vwap 723.7132823546959 reason long in: 726.91 > band 725.91
Noise area	noise	13:30 ET	SPY	flat	—	—	6 numbers lb 766.1123198000349 px 773.985 ub 774.1258165484805 pos 0 vwap 771.4865133494693 reason flat: 773.99 in [766.11, 774.13], VWAP 771.49
Noise area	noise	13:30 ET	QQQ	hold	—	—	6 numbers lb 713.3611249552199 px 727.25 ub 726.4960600272289 pos 1 vwap 724.0276426146581 reason hold: 727.25 in [713.36, 726.50], VWAP 724.03
Noise area	noise	14:00 ET	SPY	flat	—	—	6 numbers lb 765.9566946030772 px 773.815 ub 774.2818727729001 pos 0 vwap 771.6367292480754 reason flat: 773.82 in [765.96, 774.28], VWAP 771.64
Noise area	noise	14:00 ET	QQQ	long out	—	—	6 numbers lb 713.2385269796982 px 726.46 ub 726.6194387292364 pos 0 vwap 724.1644120221266 reason long out: 726.46 < max(band 726.62, VWAP 724.16)
Noise area	noise	14:30 ET	SPY	long in	—	—	6 numbers lb 766.1244984795198 px 774.26 ub 774.1136041383055 pos 1 vwap 771.83917952848 reason long in: 774.26 > band 774.11
Noise area	noise	14:30 ET	QQQ	long in	—	—	6 numbers lb 713.3338648545587 px 727.21 ub 726.5234937252313 pos 1 vwap 724.3802300706601 reason long in: 727.21 > band 726.52
Noise area	noise	15:00 ET	SPY	long out	—	—	6 numbers lb 765.8990580192805 px 772.08 ub 774.339668989911 pos 0 vwap 772.0935336406853 reason long out: 772.08 < max(band 774.34, VWAP 772.09)
Noise area	noise	15:00 ET	QQQ	long out	—	—	6 numbers lb 713.0077176152399 px 724.32 ub 726.8517179302339 pos 0 vwap 724.6335773163254 reason long out: 724.32 < max(band 726.85, VWAP 724.63)
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 766.0437311606947 px 773.24 ub 774.1945951544052 pos 0 vwap 772.015849470174 reason flat: 773.24 in [766.04, 774.19], VWAP 772.02
Noise area	noise	15:30 ET	QQQ	flat	—	—	6 numbers lb 713.1175182988806 px 726.045 ub 726.7412180156188 pos 0 vwap 724.4962732552816 reason flat: 726.04 in [713.12, 726.74], VWAP 724.50

Orders sent (8)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	buy	59	market	filled	59	725.902542	—	—	12:00 ET
noise	QQQ	sell	59	market	filled	59	725.247966	—	—	12:30 ET
noise	QQQ	buy	59	market	filled	59	726.799661	—	—	13:00 ET
noise	QQQ	sell	59	market	filled	59	726.493051	—	—	14:00 ET
noise	SPY	buy	103	market	filled	103	774.29	—	—	14:30 ET
noise	QQQ	buy	59	market	filled	59	727.228644	—	—	14:30 ET
noise	SPY	sell	103	market	filled	103	771.71	—	—	15:00 ET
noise	QQQ	sell	59	market	filled	59	723.997288	—	—	15:00 ET

What filled (8)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	buy	59	—	725.902542	726.24	—	12:00 ET	entry	—
noise	Noise area	QQQ	sell	59	—	725.247966	725.18	—	12:30 ET	exit	—
noise	Noise area	QQQ	buy	59	—	726.799661	726.91	—	13:00 ET	entry	—
noise	Noise area	QQQ	sell	59	—	726.493051	726.46	—	14:00 ET	exit	—
noise	Noise area	SPY	buy	103	—	774.29	774.26	—	14:30 ET	entry	—
noise	Noise area	QQQ	buy	59	—	727.228644	727.21	—	14:30 ET	entry	—
noise	Noise area	SPY	sell	103	—	771.71	772.08	—	15:00 ET	exit	—
noise	Noise area	QQQ	sell	59	—	723.997288	724.32	—	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	$44,397.10	—
noise	Noise area	$45,000.00	$47,143.68	$47,114.08	$46,415.97	$47,143.68	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 771.18, previous close 769.05, leverage 3.34, 103 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 770.85 in [768.06, 772.18], VWAP 770.60
10:00 ET · noise · QQQ: open 722.20, previous close 717.63, leverage 1.81, 59 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 722.59 in [715.81, 724.04], VWAP 721.94
10:30 ET · noise · SPY 10:30 check: flat: 769.37 in [767.22, 773.02], VWAP 770.11
10:30 ET · noise · QQQ 10:30 check: flat: 721.64 in [714.76, 725.09], VWAP 721.80
11:00 ET · noise · SPY 11:00 check: flat: 771.02 in [767.05, 773.18], VWAP 770.06
11:00 ET · noise · QQQ 11:00 check: flat: 723.39 in [714.95, 724.89], VWAP 721.97
11:30 ET · noise · SPY 11:30 check: flat: 772.03 in [766.62, 773.62], VWAP 770.31
11:30 ET · noise · QQQ 11:30 check: flat: 724.79 in [714.35, 725.50], VWAP 722.26
12:00 ET · noise · SPY 12:00 check: flat: 772.64 in [766.58, 773.66], VWAP 770.62
12:00 ET · noise · QQQ 12:00 check: long in: 726.24 > band 725.75
12:30 ET · noise · SPY 12:30 check: flat: 772.26 in [766.67, 773.56], VWAP 770.80
12:30 ET · noise · QQQ 12:30 check: long out: 725.18 < max(band 725.57, VWAP 723.26)
13:00 ET · noise · SPY 13:00 check: flat: 773.43 in [766.57, 773.67], VWAP 771.16
13:00 ET · noise · QQQ 13:00 check: long in: 726.91 > band 725.91
13:30 ET · noise · SPY 13:30 check: flat: 773.99 in [766.11, 774.13], VWAP 771.49
13:30 ET · noise · QQQ 13:30 check: hold: 727.25 in [713.36, 726.50], VWAP 724.03
14:00 ET · noise · SPY 14:00 check: flat: 773.82 in [765.96, 774.28], VWAP 771.64
14:00 ET · noise · QQQ 14:00 check: long out: 726.46 < max(band 726.62, VWAP 724.16)
14:30 ET · noise · SPY 14:30 check: long in: 774.26 > band 774.11
14:30 ET · noise · QQQ 14:30 check: long in: 727.21 > band 726.52
15:00 ET · noise · SPY 15:00 check: long out: 772.08 < max(band 774.34, VWAP 772.09)
15:00 ET · noise · QQQ 15:00 check: long out: 724.32 < max(band 726.85, VWAP 724.63)
15:30 ET · noise · SPY 15:30 check: flat: 773.24 in [766.04, 774.19], VWAP 772.02
15:30 ET · noise · QQQ 15:30 check: flat: 726.04 in [713.12, 726.74], VWAP 724.50

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.814824353501948
SPY.leverage: 3.3447692115417262
QQQ.prev_close: 717.63
SPY.prev_close: 769.05
QQQ.sigma_10:00: 0.002542428249385688
SPY.sigma_10:00: 0.0012909019428251703

inputs_crabel

armed: false
stretch: 2.03599853515625
qqq_over_qqqm: 2.4277884908149803

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 17.31 vix 17.31 asof 2026-10-20 known true vix3m 18.99 x_median 15.465
—	—	—	QQQ	ON	—	ON	6 numbers x 25.22 vix 17.31 asof 2026-10-20 known true vix3m 18.99 x_median 21.47

Warnings

prices.parquet ends 2026-10-16, BEFORE the 2026-10-21 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 2026-10-21 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 2026-10-21 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 6
candidates: 2
exploration: 17

ledger

graded: 6
emitted: 2
skipped: 0
wb_graded: 529
wb_emitted: 153
ledger_open: true
exploration_emitted: 17
exploration_skipped: 0

season

gate_next

QQQ: UNKNOWN:null input at 2026-10-21
SPY: UNKNOWN:null input at 2026-10-21

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: 2
long: 81
short: 70
conflict: 76
available: true

sc_candidates

sc_exploration

signals_schema

d1.6

index_vol_through

2026-10-21

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: 24706
SPY.rows: 22617
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 34
SPY.contracts_0dte: 30
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

info-A: 1
info-C: 2

funnels

v5-A.SPY.room: 1
v5-D.QQQ.room: 1
v5-G.QQQ.room: 1
v5-G.SPY.room: 1
info-A.SPY.room: 1
info-C.QQQ.room: 2
info-C.SPY.room: 1
info-D.QQQ.room: 2
info-E.QQQ.room: 1
info-E.SPY.room: 1
info-G.QQQ.room: 1
info-G.SPY.room: 1
v5-A.QQQ.window: 2
v5-A.SPY.window: 5
v5-D.QQQ.breadth: 2
info-A.QQQ.window: 1
info-A.SPY.window: 3
info-B.QQQ.window: 1
info-B.SPY.window: 1
info-C.SPY.window: 1
info-A.SPY.entries: 1
info-C.SPY.entries: 2
v5-A.QQQ.candidates: 4
v5-A.SPY.candidates: 8
v5-D.QQQ.candidates: 3
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.candidates: 4
info-A.SPY.book_limit: 1
info-A.SPY.candidates: 8
info-B.QQQ.candidates: 2
info-B.SPY.candidates: 1
info-C.QQQ.candidates: 3
info-C.SPY.candidates: 4
info-D.QQQ.candidates: 4
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-A.QQQ.premium_gate: 2
v5-A.SPY.premium_gate: 2
info-A.QQQ.premium_gate: 3
info-A.SPY.premium_gate: 2
info-B.QQQ.premium_gate: 1
info-C.QQQ.premium_gate: 1
info-D.QQQ.premium_gate: 2
info-D.SPY.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-eod: 2
info-noise: 2

funnels

info-eod.QQQ.entries: 1
info-eod.SPY.entries: 1
info-noise.QQQ.entries: 1
info-noise.SPY.entries: 1
info-eod.QQQ.candidates: 1
info-eod.SPY.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
09:48	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:06	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:08	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:28	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:32	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
11:20	forward	SPY	put	B0: bias, V2: room, F2: room	—	—	—	—	—
11:38	forward-p4	QQQ	call	info-noise: ENTRY	C726 at 1.75	12:25 ET	stop	−36.3%	(1)
11:52	forward-v5	SPY	call	info-A: ENTRY	C775 at 0.30	12:00 ET	stop	−32.7%	(2)
12:40	forward-p4	SPY	call	info-noise: ENTRY	C774 at 0.93	12:40 ET	stop	−37.5%	(1)
12:40	forward-v5	SPY	call	info-C: ENTRY	C776 at 0.34	12:40 ET	stop	−31.8%	(2)
12:40	forward	QQQ	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
13:44	forward-v5	SPY	call	info-C: ENTRY	C776 at 0.24	13:46 ET	stop	−34.6%	(2)
15:00	forward-p4	QQQ	call	info-eod: ENTRY	C723 at 2.40	15:10 ET	time	−23.9%	(1)
15:00	forward-p4	SPY	call	info-eod: ENTRY	C771 at 1.60	15:10 ET	time	−33.9%	(1)
15:18	forward	QQQ	call	B0: breadth, V2: breadth, F2: premium_gate	—	—	—	—	—
15:26	forward	QQQ	call	B0: breadth, V2: breadth, F2: premium_gate	—	—	—	—	—
15:26	forward	SPY	call	B0: breadth, V2: breadth, F2: ENTRY	C774 at 0.36	15:55 ET	exit	+51.9%	(3)
15:28	forward	SPY	call	B0: ENTRY, V2: ENTRY, F2: position_open	C774 at 0.42	15:43 ET	stop	−30.5%	(3)

(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

64 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 21, 2026	—	DAILY	v2b's pullback in leading industries	DXCM	long	55	80.181121	—	—	—	—	+$4.34	—	—	open	Trade journal (1)
Oct 21, 2026	—	DAILY	v2b-TOM on Alpaca paper	DXCM	long	26	80.181121	—	—	—	—	+$2.05	—	—	open	Trade journal (1)
Oct 21, 2026	—	DAILY	v2b on Alpaca paper	DXCM	long	26	80.181121	—	—	—	—	+$2.05	—	—	open	Trade journal (1)
Oct 21, 2026	Oct 21, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	150	723.02	722.807266	−$31.91	−$34.01	−0.03%	—	248.2 minutes	stop	closed	Trade journal (2)
Oct 21, 2026	Oct 21, 2026	INTRA2	Noise area	QQQ	long	59	725.902542	725.247966	−$38.62	−$39.45	−0.09%	—	30 minutes	signal	closed	Trade journal (2)
Oct 21, 2026	Oct 21, 2026	INTRA2	Noise area	QQQ	long	59	726.799661	726.493051	−$18.09	−$18.92	−0.04%	—	60 minutes	signal	closed	Trade journal (2)
Oct 21, 2026	Oct 21, 2026	INTRA2	Noise area	QQQ	long	59	727.228644	723.997288	−$190.65	−$191.48	−0.44%	—	30.1 minutes	signal	closed	Trade journal (2)
Oct 21, 2026	Oct 21, 2026	INTRA2	Noise area	SPY	long	103	774.29	771.71	−$265.74	−$267.18	−0.33%	—	30.1 minutes	signal	closed	Trade journal (2)
Oct 21, 2026	—	SIM-V2B-TOM	v2b-TOM	DXCM	long	26	80.260002	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 21, 2026	—	SIM-V2B	v2b	DXCM	long	26	80.260002	—	—	—	—	—	—	—	open	Local ledger (3)
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	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	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	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	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	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	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	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	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	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	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	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 15, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	KEYS	long	13	341.57	341.78	+$2.73	+$2.55	+0.06%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	ANET	long	11	185.0982	184.4317	−$7.33	−$7.49	−0.36%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	DELL	long	4	467.15	486.0565	+$75.63	+$75.57	+4.05%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	HPE	long	36	58.68	58.21	−$16.92	−$17.42	−0.80%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	KEYS	long	6	341.57	341.78	+$1.26	+$1.18	+0.06%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	ANET	long	11	185.0982	184.4317	−$7.33	−$7.49	−0.36%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	DELL	long	4	467.15	486.0565	+$75.63	+$75.57	+4.05%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	HPE	long	36	58.68	58.21	−$16.92	−$17.42	−0.80%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	KEYS	long	6	341.57	341.78	+$1.26	+$1.18	+0.06%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	ANET	long	11	185.580002	184.330002	−$14.76	—	−0.77%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 15, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	DELL	long	4	473.390015	485.880005	+$48.99	—	+2.54%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 15, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	KEYS	long	6	342.079987	341.350006	−$5.40	—	−0.31%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 15, 2026	Oct 21, 2026	SIM-V2B	v2b	ANET	long	11	185.580002	184.330002	−$14.76	—	−0.77%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 15, 2026	Oct 21, 2026	SIM-V2B	v2b	DELL	long	4	473.390015	485.880005	+$48.99	—	+2.54%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 15, 2026	Oct 21, 2026	SIM-V2B	v2b	KEYS	long	6	342.079987	341.350006	−$5.40	—	−0.31%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 14, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	ANET	long	25	195.01	184.4317	−$264.46	−$264.81	−5.42%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 14, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	DELL	long	9	505.5367	486.0565	−$175.32	−$175.45	−3.85%	—	5 sessions	close>sma_exit	closed	Trade journal (1)
Oct 14, 2026	Oct 21, 2026	DAILY	RSI(2) on SPY and QQQ	QQQ	long	68	728.23	725.9128	−$157.57	−$158.52	−0.32%	—	5 sessions	exit	closed	Trade journal (1)
Oct 13, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	MU	long	2	949.1525	916.0567	−$66.19	−$66.22	−3.49%	—	6 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	SMCI	long	56	39.0887	35.56	−$197.61	−$198.39	−9.03%	—	6 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	MU	long	2	949.1525	916.0567	−$66.19	−$66.22	−3.49%	—	6 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	SMCI	long	56	39.0887	35.56	−$197.61	−$198.39	−9.03%	—	6 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	MU	long	2	953.190002	913.669983	−$79.95	—	−4.25%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 13, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	SMCI	long	56	39.07	35.57	−$197.00	—	−9.06%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 13, 2026	Oct 21, 2026	SIM-V2B	v2b	MU	long	2	953.190002	913.669983	−$79.95	—	−4.25%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 13, 2026	Oct 21, 2026	SIM-V2B	v2b	SMCI	long	56	39.07	35.57	−$197.00	—	−9.06%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 12, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	MU	long	5	991.152	916.0567	−$375.48	−$375.55	−7.58%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 12, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	SMCI	long	124	39.9576	35.56	−$545.30	−$547.04	−11.01%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	AMD	long	8	608.1875	553.10	−$440.70	−$440.81	−9.06%	—	8 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	NVDA	long	21	229.6577	222.0979	−$158.75	−$159.05	−3.29%	—	8 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	NVDA	long	9	229.6577	222.0979	−$68.04	−$68.16	−3.29%	—	8 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	NVDA	long	9	229.6577	222.0979	−$68.04	−$68.16	−3.29%	—	8 sessions	close>sma_exit	closed	Trade journal (1)
Oct 9, 2026	Oct 21, 2026	SIM-V2B	v2b	AMD	long	3	608.099976	552.719971	−$166.97	—	−9.21%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	COHR	long	16	302.75	237.9731	−$1,036.43	−$1,036.65	−21.40%	—	9 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	INTC	long	46	106.81	93.0641	−$632.31	−$632.95	−12.87%	—	9 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 21, 2026	DAILY	v2b's pullback in leading industries	TER	long	12	399.4645	346.7632	−$632.42	−$632.58	−13.19%	—	9 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 21, 2026	DAILY	v2b-TOM on Alpaca paper	TER	long	5	399.4645	346.7632	−$263.51	−$263.58	−13.19%	—	9 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 21, 2026	DAILY	v2b on Alpaca paper	TER	long	5	399.4645	346.7632	−$263.51	−$263.58	−13.19%	—	9 sessions	close>sma_exit	closed	Trade journal (1)
Oct 8, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	COHR	long	7	302.350006	237.529999	−$454.57	—	−21.54%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 21, 2026	SIM-V2B-TOM	v2b-TOM	TER	long	5	398.720001	345.48999	−$267.01	—	−13.45%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 21, 2026	SIM-V2B	v2b	COHR	long	7	302.350006	237.529999	−$454.57	—	−21.54%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 21, 2026	SIM-V2B	v2b	TER	long	5	398.720001	345.48999	−$267.01	—	−13.45%	—	—	close>sma_exit	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.