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

Thu, Oct 22, 2026

Previous: 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 3 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	6 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	7 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	45 s	—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $978,065.42

What the rules decided (28)

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 761.8800048828125 target 0 values low 761.1649780273438 high 767.7100219726562 open 766.3699951171875 close 761.8800048828125 monday false prev_high 774.4400024414062 prev_close 773.0900268554688 prev2_close 769.0499877929688 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 702.3300170898438 target 0 values low 702.280029296875 high 715.4299926757812 open 713.6799926757812 close 702.3300170898438 monday false prev_high 727.9500122070312 prev_close 725.2000122070312 prev2_close 717.6300048828125 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	hold	—	hold	4 numbers close 761.8800048828125 target 1 values ibs 0.1092470671615346 low 761.1649780273438 high 767.7100219726562 open 766.3699951171875 close 761.8800048828125 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 702.3300170898438 target 1 values ibs 0.0038013636637905025 low 702.280029296875 high 715.4299926757812 open 713.6799926757812 close 702.3300170898438 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 761.8800048828125 target 0 values low 761.1649780273438 high 767.7100219726562 open 766.3699951171875 rsi2 20.933543288344758 sma5 766.75 close 761.8800048828125 sma200 723.6132163828678 enter_below 10 short_above 90 holding 0
RSI(2) on SPY and QQQ	rsi2	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 702.3300170898438 target 0 values low 702.280029296875 high 715.4299926757812 open 713.6799926757812 rsi2 16.566474934913213 sma5 714.6640014648438 close 702.3300170898438 sma200 675.6751474903082 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 761.8800048828125 target 1 values low 761.1649780273438 high 767.7100219726562 low7 761.8800048828125 open 766.3699951171875 close 761.8800048828125 high7 773.0900268554688 sma200 723.6132163828678 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 702.3300170898438 target 1 values low 702.280029296875 high 715.4299926757812 low7 702.3300170898438 open 713.6799926757812 close 702.3300170898438 high7 728.9500122070312 sma200 675.6751474903082 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 761.8800048828125 target 1 values low 761.1649780273438 high 767.7100219726562 open 766.3699951171875 close 761.8800048828125 sma200 723.6132163828678 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 702.3300170898438 target 1 values low 702.280029296875 high 715.4299926757812 open 713.6799926757812 close 702.3300170898438 sma200 675.6751474903082 holding 1
v2b on Alpaca paper	v2b	15:41 ET	AMAT	sell	4	time_stop	10 numbers adv 3031921923.9257812 rsi 6.12626814281859 close 375.70001220703125 sma_exit 402.40400390625 tradable true raw_close 375.70001220703125 sma_trend 440.88377044677736 exit_signal false entry_signal false held_sessions 10
v2b on Alpaca paper	v2b	15:41 ET	DVA	sell	12	close>sma_exit	10 numbers adv 106595791.28417969 rsi 76.06697443374293 close 185.6199951171875 sma_exit 182.41799926757812 tradable true raw_close 185.6199951171875 sma_trend 174.70839992523193 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	LRCX	sell	6	time_stop	10 numbers adv 2633533797.705078 rsi 2.701316202511041 close 228.5749969482422 sma_exit 257.7950042724609 tradable true raw_close 228.5749969482422 sma_trend 282.8699771118164 exit_signal false entry_signal false held_sessions 10
v2b on Alpaca paper	v2b	15:41 ET	MPC	buy	4	entry rank 1 rsi 5.0	10 numbers adv 860956276.1901855 rsi 4.995186817168998 rank 1 close 458.6700134277344 sma_exit 470.69000854492185 tradable true raw_close 458.6700134277344 sma_trend 281.346756362915 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	PSX	buy	7	entry rank 2 rsi 6.5	10 numbers adv 653717733.7783813 rsi 6.531336394441052 rank 2 close 283.239990234375 sma_exit 289.61199951171875 tradable true raw_close 283.239990234375 sma_trend 193.35589225769044 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	MSFT	buy	4	entry rank 3 rsi 8.9	10 numbers adv 10862122345.635986 rsi 8.92179002431515 rank 3 close 520.4199829101562 sma_exit 529.5619995117188 tradable true raw_close 520.4199829101562 sma_trend 435.14382369995116 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	NEM	buy	19	entry rank 4 rsi 9.0	10 numbers adv 736181246.8208313 rsi 9.003682640101658 rank 4 close 112.58499908447266 sma_exit 116.63699951171876 tradable true raw_close 112.58499908447266 sma_trend 112.07948738098145 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	AMAT	sell	4	time_stop	10 numbers adv 3031921923.9257812 rsi 6.12626814281859 close 375.70001220703125 sma_exit 402.40400390625 tradable true raw_close 375.70001220703125 sma_trend 440.88377044677736 exit_signal false entry_signal false held_sessions 10
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	DVA	sell	12	close>sma_exit	10 numbers adv 106595791.28417969 rsi 76.06697443374293 close 185.6199951171875 sma_exit 182.41799926757812 tradable true raw_close 185.6199951171875 sma_trend 174.70839992523193 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	LRCX	sell	6	time_stop	10 numbers adv 2633533797.705078 rsi 2.701316202511041 close 228.5749969482422 sma_exit 257.7950042724609 tradable true raw_close 228.5749969482422 sma_trend 282.8699771118164 exit_signal false entry_signal false held_sessions 10
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MPC	buy	4	entry rank 1 rsi 5.0	10 numbers adv 860956276.1901855 rsi 4.995186817168998 rank 1 close 458.6700134277344 sma_exit 470.69000854492185 tradable true raw_close 458.6700134277344 sma_trend 281.346756362915 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	PSX	buy	7	entry rank 2 rsi 6.5	10 numbers adv 653717733.7783813 rsi 6.531336394441052 rank 2 close 283.239990234375 sma_exit 289.61199951171875 tradable true raw_close 283.239990234375 sma_trend 193.35589225769044 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MSFT	buy	4	entry rank 3 rsi 8.9	10 numbers adv 10862122345.635986 rsi 8.92179002431515 rank 3 close 520.4199829101562 sma_exit 529.5619995117188 tradable true raw_close 520.4199829101562 sma_trend 435.14382369995116 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	NEM	buy	19	entry rank 4 rsi 9.0	10 numbers adv 736181246.8208313 rsi 9.003682640101658 rank 4 close 112.58499908447266 sma_exit 116.63699951171876 tradable true raw_close 112.58499908447266 sma_trend 112.07948738098145 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	AMAT	sell	9	time_stop	12 numbers adv 3031921923.9257812 rsi 6.12626814281859 close 375.70001220703125 group SMH sma_exit 402.40400390625 tradable true raw_close 375.70001220703125 sma_trend 440.88377044677736 exit_signal false group_leads false entry_signal false held_sessions 10
v2b's pullback in leading industries	o11	15:41 ET	LRCX	sell	15	time_stop	12 numbers adv 2633533797.705078 rsi 2.701316202511041 close 228.5749969482422 group SMH sma_exit 257.7950042724609 tradable true raw_close 228.5749969482422 sma_trend 282.8699771118164 exit_signal false group_leads false entry_signal false held_sessions 10
v2b's pullback in leading industries	o11	15:41 ET	MPC	buy	9	entry rank 1 rsi 5.0	12 numbers adv 860956276.1901855 rsi 4.995186817168998 rank 1 close 458.6700134277344 group XOP sma_exit 470.69000854492185 tradable true raw_close 458.6700134277344 sma_trend 281.346756362915 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	PSX	buy	16	entry rank 2 rsi 6.5	12 numbers adv 653717733.7783813 rsi 6.531336394441052 rank 2 close 283.239990234375 group XLE sma_exit 289.61199951171875 tradable true raw_close 283.239990234375 sma_trend 193.35589225769044 exit_signal false group_leads true entry_signal true

Orders sent (7)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	AMAT	sell	17	—	filled	17	375.740588	375.579987	−4.3 bp	15:55 ET
netted	DVA	sell	24	—	filled	24	186.59	186.100006	−26.3 bp	15:55 ET
netted	LRCX	sell	27	—	filled	27	230.33	230.149994	−7.8 bp	15:55 ET
netted	MPC	buy	17	—	filled	17	460.118235	459.279999	+18.3 bp	15:56 ET
netted	MSFT	buy	8	—	filled	8	521.115	521.080017	+0.7 bp	15:55 ET
netted	NEM	buy	38	—	filled	38	113.677895	114.110001	−37.9 bp	15:55 ET
netted	PSX	buy	30	—	filled	30	284.16	284.630005	−16.5 bp	15:59 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
AMAT	sell	17	375.740588	375.579987	−4.3 bp
DVA	sell	24	186.59	186.100006	−26.3 bp
LRCX	sell	27	230.33	230.149994	−7.8 bp
MPC	buy	17	460.118235	459.279999	+18.3 bp
MSFT	buy	8	521.115	521.080017	+0.7 bp
NEM	buy	38	113.677895	114.110001	−37.9 bp
PSX	buy	30	284.16	284.630005	−16.5 bp

What filled (18)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	AMAT	sell	4	4	375.740588	375.700012	375.579987	—	signal	time_stop
v2b-tom	v2b-TOM on Alpaca paper	AMAT	sell	4	4	375.740588	375.700012	375.579987	—	signal	time_stop
o11	v2b's pullback in leading industries	AMAT	sell	9	9	375.740588	375.700012	375.579987	—	signal	time_stop
v2b	v2b on Alpaca paper	DVA	sell	12	12	186.59	185.619995	186.100006	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	DVA	sell	12	12	186.59	185.619995	186.100006	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	LRCX	sell	6	6	230.33	228.574997	230.149994	—	signal	time_stop
v2b-tom	v2b-TOM on Alpaca paper	LRCX	sell	6	6	230.33	228.574997	230.149994	—	signal	time_stop
o11	v2b's pullback in leading industries	LRCX	sell	15	15	230.33	228.574997	230.149994	—	signal	time_stop
v2b	v2b on Alpaca paper	MPC	buy	4	4	460.118235	458.670013	459.279999	—	signal	entry rank 1 rsi 5.0
v2b-tom	v2b-TOM on Alpaca paper	MPC	buy	4	4	460.118235	458.670013	459.279999	—	signal	entry rank 1 rsi 5.0
o11	v2b's pullback in leading industries	MPC	buy	9	9	460.118235	458.670013	459.279999	—	signal	entry rank 1 rsi 5.0
v2b	v2b on Alpaca paper	MSFT	buy	4	4	521.115	520.419983	521.080017	—	signal	entry rank 3 rsi 8.9
v2b-tom	v2b-TOM on Alpaca paper	MSFT	buy	4	4	521.115	520.419983	521.080017	—	signal	entry rank 3 rsi 8.9
v2b	v2b on Alpaca paper	NEM	buy	19	19	113.677895	112.584999	114.110001	—	signal	entry rank 4 rsi 9.0
v2b-tom	v2b-TOM on Alpaca paper	NEM	buy	19	19	113.677895	112.584999	114.110001	—	signal	entry rank 4 rsi 9.0
v2b	v2b on Alpaca paper	PSX	buy	7	7	284.16	283.23999	284.630005	—	signal	entry rank 2 rsi 6.5
v2b-tom	v2b-TOM on Alpaca paper	PSX	buy	7	7	284.16	283.23999	284.630005	—	signal	entry rank 2 rsi 6.5
o11	v2b's pullback in leading industries	PSX	buy	16	16	284.16	283.23999	284.630005	—	signal	entry rank 2 rsi 6.5

10 trades opened

8 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	$96,926.54	$97,087.34	—	$833.61	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$99,684.40	$99,884.14	—	$714.10	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$88,731.20	$88,806.01	—	$55,047.34	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,037.88	—	$99,837.21	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$97,181.41	$97,221.50	—	$1,088.48	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,273.13	—	$100,000.00	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$97,895.02	$97,938.40	—	$20,500.84	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$97,850.56	$97,893.61	—	$20,456.38	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-22 15:40:47-04:00

Record Alpaca

Cost model

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

INTRA1 · Systematic equity

traded

Account INTRA1

What the rules decided (5)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 712.56-714.69	2 numbers low 712.56 high 714.69
Nasdaq opening-range retest	pat	10:05 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:05 ET	—	setup	205	long 205 QQQ: limit 714.68 (edge 714.690), target 718.962, stop 712.554, weight 3.35 (accepted)	14 numbers px 714.69 bar 6 how limit edge 714.69 side 1 stop 712.553920701339 limit 714.68 status accepted target 718.9621585973221 weight 3.3458027538958985 model_px 714.69 trend_up 1 range_low 712.56 range_high 714.69
Nasdaq opening-range retest	pat	10:05 ET	—	filled	166	filled 166 at 714.59 (the rule's 714.690), minute 35	4 numbers how limit minute 35 model_px 714.69 avg_price 714.59
Nasdaq opening-range retest	pat	10:14 ET	—	closing	—	closing: stop	2 numbers why stop minute 44

Orders sent (3)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
pat	QQQ	buy	205	limit	filled	205	714.591317	—	—	10:05 ET
pat	QQQ	sell	205	limit	canceled	0	—	—	—	10:05 ET
pat	QQQ	sell	205	market	filled	205	712.617122	—	—	10:14 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	205	—	714.591317	714.69	—	10:05 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	205	—	712.617122	712.553921	—	10:14 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	$43,529.61	$43,514.03	$43,803.58	$43,529.61	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 712.56-714.69
10:05 ET · pat · no more entries: one setup a day
10:05 ET · pat · long 205 QQQ: limit 714.68 (edge 714.690), target 718.962, stop 712.554, weight 3.35 (accepted)
10:05 ET · pat · filled 166 at 714.59 (the rule's 714.690), minute 35
10:14 ET · pat · closing: stop

The session's numbers

phase

settled

inputs_pat

tick: 0.006079298660925672
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 (28)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 766.37, previous close 773.09, leverage 3.28, 100 shares a leg	4 numbers open 766.37 shares 100 leverage 3.2774716427213284 prev_close 773.09
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 765.4698331504577 px 767.12 ub 773.9980600619971 pos 0 vwap 766.5268969693366 reason flat: 767.12 in [765.47, 774.00], VWAP 766.53
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 713.61, previous close 725.20, leverage 1.74, 57 shares a leg	4 numbers open 713.61 shares 57 leverage 1.7446463533512866 prev_close 725.2
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 711.8557970019893 px 714.36 ub 726.9826936480113 pos 0 vwap 713.2784980083031 reason flat: 714.36 in [711.86, 726.98], VWAP 713.28
Noise area	noise	10:30 ET	SPY	short in	—	—	6 numbers lb 764.688742774151 px 763.375 ub 774.7859995155493 pos −1 vwap 766.1805701376958 reason short in: 763.38 < band 764.69
Noise area	noise	10:30 ET	QQQ	short in	—	—	6 numbers lb 711.013903055488 px 709.825 ub 727.8382611008257 pos −1 vwap 712.8145585943166 reason short in: 709.83 < band 711.01
Noise area	noise	11:00 ET	SPY	hold	—	—	6 numbers lb 764.6410977717735 px 763.37 ub 774.8340622983932 pos −1 vwap 764.9805876284805 reason hold: 763.37 in [764.64, 774.83], VWAP 764.98
Noise area	noise	11:00 ET	QQQ	hold	—	—	6 numbers lb 711.1310906392218 px 708.65 ub 727.7191702308493 pos −1 vwap 711.3578143483585 reason hold: 708.65 in [711.13, 727.72], VWAP 711.36
Noise area	noise	11:30 ET	SPY	hold	—	—	6 numbers lb 764.1744911621338 px 763.43 ub 775.3047603996321 pos −1 vwap 764.6563161235406 reason hold: 763.43 in [764.17, 775.30], VWAP 764.66
Noise area	noise	11:30 ET	QQQ	hold	—	—	6 numbers lb 710.4356562539174 px 708.145 ub 728.4258994193735 pos −1 vwap 710.366893025245 reason hold: 708.14 in [710.44, 728.43], VWAP 710.37
Noise area	noise	12:00 ET	SPY	short out	—	—	6 numbers lb 764.0680054043722 px 764.75 ub 775.412179889523 pos 0 vwap 764.4991988296655 reason short out: 764.75 > min(band 764.07, VWAP 764.50)
Noise area	noise	12:00 ET	QQQ	hold	—	—	6 numbers lb 710.1264509430033 px 709.37 ub 728.7401266463952 pos −1 vwap 710.09087190614 reason hold: 709.37 in [710.13, 728.74], VWAP 710.09
Noise area	noise	12:30 ET	SPY	flat	—	—	6 numbers lb 764.1453777969391 px 765.315 ub 775.3341290485854 pos 0 vwap 764.5791661246201 reason flat: 765.32 in [764.15, 775.33], VWAP 764.58
Noise area	noise	12:30 ET	QQQ	hold	—	—	6 numbers lb 710.3694046424868 px 709.44 ub 728.4932270473629 pos −1 vwap 710.0075973646824 reason hold: 709.44 in [710.37, 728.49], VWAP 710.01
Noise area	noise	13:00 ET	SPY	short in	—	—	6 numbers lb 763.9802287681523 px 763.72 ub 775.500726204874 pos −1 vwap 764.379801391526 reason short in: 763.72 < band 763.98
Noise area	noise	13:00 ET	QQQ	hold	—	—	6 numbers lb 709.9374572871297 px 706.89 ub 728.9321898170898 pos −1 vwap 709.5546114106735 reason hold: 706.89 in [709.94, 728.93], VWAP 709.55
Noise area	noise	13:30 ET	SPY	short out	—	—	6 numbers lb 763.2935595458254 px 763.38 ub 776.1934165621278 pos 0 vwap 764.3033489623066 reason short out: 763.38 > min(band 763.29, VWAP 764.30)
Noise area	noise	13:30 ET	QQQ	hold	—	—	6 numbers lb 709.0074588123038 px 706.26 ub 729.8772927359724 pos −1 vwap 709.1979695284555 reason hold: 706.26 in [709.01, 729.88], VWAP 709.20
Noise area	noise	14:00 ET	SPY	short in	—	—	6 numbers lb 763.1591242663857 px 762.73 ub 776.3290306521652 pos −1 vwap 764.2421990012401 reason short in: 762.73 < band 763.16
Noise area	noise	14:00 ET	QQQ	hold	—	—	6 numbers lb 708.9452643261452 px 704.905 ub 729.9404973454401 pos −1 vwap 708.9789664457214 reason hold: 704.90 in [708.95, 729.94], VWAP 708.98
Noise area	noise	14:30 ET	SPY	hold	—	—	6 numbers lb 763.2504080021062 px 762.39 ub 776.2369464849247 pos −1 vwap 764.1023845101331 reason hold: 762.39 in [763.25, 776.24], VWAP 764.10
Noise area	noise	14:30 ET	QQQ	hold	—	—	6 numbers lb 708.9939434369803 px 704.13 ub 729.8910276194307 pos −1 vwap 708.5587273304197 reason hold: 704.13 in [708.99, 729.89], VWAP 708.56
Noise area	noise	15:00 ET	SPY	hold	—	—	6 numbers lb 763.1983815330656 px 761.71 ub 776.2894291538062 pos −1 vwap 763.986531315163 reason hold: 761.71 in [763.20, 776.29], VWAP 763.99
Noise area	noise	15:00 ET	QQQ	hold	—	—	6 numbers lb 708.931757286457 px 703 ub 729.954223757881 pos −1 vwap 707.9204232558716 reason hold: 703.00 in [708.93, 729.95], VWAP 707.92
Noise area	noise	15:30 ET	SPY	hold	—	—	6 numbers lb 763.2401613030245 px 763.12 ub 776.2472830333191 pos −1 vwap 763.7780070394147 reason hold: 763.12 in [763.24, 776.25], VWAP 763.78
Noise area	noise	15:30 ET	QQQ	hold	—	—	6 numbers lb 708.8699726961638 px 704.775 ub 730.0170118142152 pos −1 vwap 707.4377216487812 reason hold: 704.77 in [708.87, 730.02], VWAP 707.44
Noise area	noise	15:59 ET	SPY	close_phase	—	SPY: out at market for the close (-100 held)	1 number held −100
Noise area	noise	15:59 ET	QQQ	close_phase	—	QQQ: out at market for the close (-57 held)	1 number held −57

Orders sent (8)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	SPY	sell	100	market	filled	100	763.20	—	—	10:30 ET
noise	QQQ	sell	57	market	filled	57	709.570175	—	—	10:30 ET
noise	SPY	buy	100	market	filled	100	765.16	—	—	12:00 ET
noise	SPY	sell	100	market	filled	100	763.705201	—	—	13:00 ET
noise	SPY	buy	100	market	filled	100	763.11	—	—	13:30 ET
noise	SPY	sell	100	market	filled	100	762.6756	—	—	14:00 ET
noise	SPY	buy	100	market	filled	100	763.57	—	—	15:59 ET
noise	QQQ	buy	57	market	filled	57	704.19	—	—	15:59 ET

What filled (8)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	SPY	sell	100	—	763.20	763.375	—	10:30 ET	entry	—
noise	Noise area	QQQ	sell	57	—	709.570175	709.825	—	10:30 ET	entry	—
noise	Noise area	SPY	buy	100	—	765.16	764.75	—	12:00 ET	exit	—
noise	Noise area	SPY	sell	100	—	763.705201	763.72	—	13:00 ET	entry	—
noise	Noise area	SPY	buy	100	—	763.11	763.38	—	13:30 ET	exit	—
noise	Noise area	SPY	sell	100	—	762.6756	762.73	—	14:00 ET	entry	—
noise	Noise area	SPY	buy	100	—	763.57	—	—	15:59 ET	close	—
noise	Noise area	QQQ	buy	57	—	704.19	—	—	15:59 ET	close	—

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	$47,224.43	$47,189.84	$46,493.37	$47,224.43	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 766.37, previous close 773.09, leverage 3.28, 100 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 767.12 in [765.47, 774.00], VWAP 766.53
10:00 ET · noise · QQQ: open 713.61, previous close 725.20, leverage 1.74, 57 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 714.36 in [711.86, 726.98], VWAP 713.28
10:30 ET · noise · SPY 10:30 check: short in: 763.38 < band 764.69
10:30 ET · noise · QQQ 10:30 check: short in: 709.83 < band 711.01
11:00 ET · noise · SPY 11:00 check: hold: 763.37 in [764.64, 774.83], VWAP 764.98
11:00 ET · noise · QQQ 11:00 check: hold: 708.65 in [711.13, 727.72], VWAP 711.36
11:30 ET · noise · SPY 11:30 check: hold: 763.43 in [764.17, 775.30], VWAP 764.66
11:30 ET · noise · QQQ 11:30 check: hold: 708.14 in [710.44, 728.43], VWAP 710.37
12:00 ET · noise · SPY 12:00 check: short out: 764.75 > min(band 764.07, VWAP 764.50)
12:00 ET · noise · QQQ 12:00 check: hold: 709.37 in [710.13, 728.74], VWAP 710.09
12:30 ET · noise · SPY 12:30 check: flat: 765.32 in [764.15, 775.33], VWAP 764.58
12:30 ET · noise · QQQ 12:30 check: hold: 709.44 in [710.37, 728.49], VWAP 710.01
13:00 ET · noise · SPY 13:00 check: short in: 763.72 < band 763.98
13:00 ET · noise · QQQ 13:00 check: hold: 706.89 in [709.94, 728.93], VWAP 709.55
13:30 ET · noise · SPY 13:30 check: short out: 763.38 > min(band 763.29, VWAP 764.30)
13:30 ET · noise · QQQ 13:30 check: hold: 706.26 in [709.01, 729.88], VWAP 709.20
14:00 ET · noise · SPY 14:00 check: short in: 762.73 < band 763.16
14:00 ET · noise · QQQ 14:00 check: hold: 704.90 in [708.95, 729.94], VWAP 708.98
14:30 ET · noise · SPY 14:30 check: hold: 762.39 in [763.25, 776.24], VWAP 764.10
14:30 ET · noise · QQQ 14:30 check: hold: 704.13 in [708.99, 729.89], VWAP 708.56
15:00 ET · noise · SPY 15:00 check: hold: 761.71 in [763.20, 776.29], VWAP 763.99
15:00 ET · noise · QQQ 15:00 check: hold: 703.00 in [708.93, 729.95], VWAP 707.92
15:30 ET · noise · SPY 15:30 check: hold: 763.12 in [763.24, 776.25], VWAP 763.78
15:30 ET · noise · QQQ 15:30 check: hold: 704.77 in [708.87, 730.02], VWAP 707.44
15:59 ET · noise · SPY: out at market for the close (-100 held)
15:59 ET · noise · QQQ: out at market for the close (-57 held)

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.7446463533512866
SPY.leverage: 3.2774716427213284
QQQ.prev_close: 725.2
SPY.prev_close: 773.09
QQQ.sigma_10:00: 0.0024582096635566986
SPY.sigma_10:00: 0.0011745851867143561

inputs_crabel

armed: false
stretch: 2.08299560546875
qqq_over_qqqm: 2.4283418162335924

Record Alpaca

Cost model

Trades opened or closed

37 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 22, 2026	—	DAILY	v2b's pullback in leading industries	MPC	long	9	460.118235	—	—	—	—	−$7.54	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b's pullback in leading industries	PSX	long	16	284.16	—	—	—	—	+$7.52	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b-TOM on Alpaca paper	MPC	long	4	460.118235	—	—	—	—	−$3.35	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b-TOM on Alpaca paper	MSFT	long	4	521.115	—	—	—	—	−$0.14	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b-TOM on Alpaca paper	NEM	long	19	113.677895	—	—	—	—	+$8.21	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b-TOM on Alpaca paper	PSX	long	7	284.16	—	—	—	—	+$3.29	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b on Alpaca paper	MPC	long	4	460.118235	—	—	—	—	−$3.35	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b on Alpaca paper	MSFT	long	4	521.115	—	—	—	—	−$0.14	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b on Alpaca paper	NEM	long	19	113.677895	—	—	—	—	+$8.21	—	—	open	Trade journal (1)
Oct 22, 2026	—	DAILY	v2b on Alpaca paper	PSX	long	7	284.16	—	—	—	—	+$3.29	—	—	open	Trade journal (1)
Oct 22, 2026	Oct 22, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	205	714.591317	712.617122	−$404.71	−$407.58	−0.28%	—	9.4 minutes	stop	closed	Trade journal (2)
Oct 22, 2026	Oct 22, 2026	INTRA2	Noise area	QQQ	short	57	709.570175	704.19	+$306.67	+$305.87	+0.76%	—	328.8 minutes	close	closed	Trade journal (2)
Oct 22, 2026	Oct 22, 2026	INTRA2	Noise area	SPY	short	100	763.20	765.16	−$196.00	−$197.40	−0.26%	—	90 minutes	signal	closed	Trade journal (2)
Oct 22, 2026	Oct 22, 2026	INTRA2	Noise area	SPY	short	100	763.705201	763.11	+$59.52	+$58.12	+0.08%	—	30 minutes	signal	closed	Trade journal (2)
Oct 22, 2026	Oct 22, 2026	INTRA2	Noise area	SPY	short	100	762.6756	763.57	−$89.44	−$90.84	−0.12%	—	118.9 minutes	close	closed	Trade journal (2)
Oct 22, 2026	—	SIM-V2B-TOM	v2b-TOM	MPC	long	4	459.279999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B-TOM	v2b-TOM	MSFT	long	4	521.080017	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B-TOM	v2b-TOM	NEM	long	19	114.110001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B-TOM	v2b-TOM	PSX	long	7	284.630005	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B	v2b	MPC	long	4	459.279999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B	v2b	MSFT	long	4	521.080017	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B	v2b	NEM	long	19	114.110001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	—	SIM-V2B	v2b	PSX	long	7	284.630005	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 22, 2026	DAILY	v2b-TOM on Alpaca paper	DVA	long	12	175.26	186.59	+$135.96	+$135.79	+6.46%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 22, 2026	DAILY	v2b on Alpaca paper	DVA	long	12	175.26	186.59	+$135.96	+$135.79	+6.46%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 22, 2026	SIM-V2B-TOM	v2b-TOM	DVA	long	12	175.350006	186.100006	+$127.88	—	+6.03%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	Oct 22, 2026	SIM-V2B	v2b	DVA	long	12	175.350006	186.100006	+$127.88	—	+6.03%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 8, 2026	Oct 22, 2026	DAILY	v2b's pullback in leading industries	AMAT	long	9	509.0776	375.7406	−$1,200.03	−$1,200.16	−26.19%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 8, 2026	Oct 22, 2026	DAILY	v2b's pullback in leading industries	LRCX	long	15	321.14	230.33	−$1,362.15	−$1,362.36	−28.28%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 8, 2026	Oct 22, 2026	DAILY	v2b-TOM on Alpaca paper	AMAT	long	4	509.0776	375.7406	−$533.35	−$533.40	−26.19%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 8, 2026	Oct 22, 2026	DAILY	v2b-TOM on Alpaca paper	LRCX	long	6	321.14	230.33	−$544.86	−$544.94	−28.28%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 8, 2026	Oct 22, 2026	DAILY	v2b on Alpaca paper	AMAT	long	4	509.0776	375.7406	−$533.35	−$533.40	−26.19%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 8, 2026	Oct 22, 2026	DAILY	v2b on Alpaca paper	LRCX	long	6	321.14	230.33	−$544.86	−$544.94	−28.28%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 8, 2026	Oct 22, 2026	SIM-V2B-TOM	v2b-TOM	AMAT	long	4	509.570007	375.579987	−$536.71	—	−26.39%	—	—	time_stop	closed	Local ledger (3)
Oct 8, 2026	Oct 22, 2026	SIM-V2B-TOM	v2b-TOM	LRCX	long	6	320.589996	230.149994	−$543.33	—	−28.31%	—	—	time_stop	closed	Local ledger (3)
Oct 8, 2026	Oct 22, 2026	SIM-V2B	v2b	AMAT	long	4	509.570007	375.579987	−$536.71	—	−26.39%	—	—	time_stop	closed	Local ledger (3)
Oct 8, 2026	Oct 22, 2026	SIM-V2B	v2b	LRCX	long	6	320.589996	230.149994	−$543.33	—	−28.31%	—	—	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.