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

Fri, Oct 23, 2026

Previous: Thu, Oct 22, 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 0 s	—
15:59	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	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	4 s	—
16:35	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	5 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	47 s	—
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	35 min 17 s	—
21:15	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	7 s	—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $976,555.61

What the rules decided (24)

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 760.219970703125 target 0 values low 758.6799926757812 high 763.469970703125 open 759.89599609375 close 760.219970703125 monday false prev_high 767.7100219726562 prev_close 763.9600219726562 prev2_close 773.0900268554688 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 704.5800170898438 target 0 values low 701.1599731445312 high 709.2999877929688 open 702.1019897460938 close 704.5800170898438 monday false prev_high 715.4299926757812 prev_close 704.469970703125 prev2_close 725.2000122070312 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	hold	—	hold	4 numbers close 760.219970703125 target 1 values ibs 0.3215000191133934 low 758.6799926757812 high 763.469970703125 open 759.89599609375 close 760.219970703125 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 704.5800170898438 target 1 values ibs 0.4201520627446276 low 701.1599731445312 high 709.2999877929688 open 702.1019897460938 close 704.5800170898438 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 760.219970703125 target 0 values low 758.6799926757812 high 763.469970703125 open 759.89599609375 rsi2 15.399771832734364 sma5 766.5599975585938 close 760.219970703125 sma200 724.0035379843904 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 704.5800170898438 target 0 values low 701.1599731445312 high 709.2999877929688 open 702.1019897460938 rsi2 18.52741180506365 sma5 714.047998046875 close 704.5800170898438 sma200 676.0992374084959 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 760.219970703125 target 1 values low 758.6799926757812 high 763.469970703125 low7 760.219970703125 open 759.89599609375 close 760.219970703125 high7 773.0900268554688 sma200 724.0035379843904 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 704.5800170898438 target 1 values low 701.1599731445312 high 709.2999877929688 low7 704.469970703125 open 702.1019897460938 close 704.5800170898438 high7 728 sma200 676.0992374084959 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 760.219970703125 target 1 values low 758.6799926757812 high 763.469970703125 open 759.89599609375 close 760.219970703125 sma200 724.0035379843904 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 704.5800170898438 target 1 values low 701.1599731445312 high 709.2999877929688 open 702.1019897460938 close 704.5800170898438 sma200 676.0992374084959 holding 1
v2b on Alpaca paper	v2b	15:41 ET	ADM	sell	26	close>sma_exit	10 numbers adv 273255188.8031006 rsi 58.927384036215855 close 80.20999908447266 sma_exit 80.0759994506836 tradable true raw_close 80.20999908447266 sma_trend 75.50708902359008 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	CSCO	sell	19	close>sma_exit	10 numbers adv 1876456692.3805237 rsi 57.485986909286865 close 106.61000061035156 sma_exit 106.39400024414063 tradable true raw_close 106.61000061035156 sma_trend 99.63496448516845 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	COR	buy	6	entry rank 1 rsi 6.1	10 numbers adv 365754091.2780762 rsi 6.1103483586213345 rank 1 close 331.54998779296875 sma_exit 338.74599609375 tradable true raw_close 331.54998779296875 sma_trend 316.5621513366699 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	VLO	buy	5	entry rank 2 rsi 7.4	10 numbers adv 1015558616.217041 rsi 7.42764215518361 rank 2 close 420.1600036621094 sma_exit 429.9840026855469 tradable true raw_close 420.1600036621094 sma_trend 279.1772989654541 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	SNDK	buy	1	entry rank 3 rsi 8.1	10 numbers adv 14788327790.368652 rsi 8.106665940498456 rank 3 close 1236.93994140625 sma_exit 1322.5179931640625 tradable true raw_close 1236.93994140625 sma_trend 1236.3247218322754 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	AMZN	buy	8	entry rank 4 rsi 8.7	10 numbers adv 8744820123.55957 rsi 8.726262163380627 rank 4 close 248.04849243164062 sma_exit 257.1757019042969 tradable true raw_close 248.04849243164062 sma_trend 243.29314239501954 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ADM	sell	26	close>sma_exit	10 numbers adv 273255188.8031006 rsi 58.927384036215855 close 80.20999908447266 sma_exit 80.0759994506836 tradable true raw_close 80.20999908447266 sma_trend 75.50708902359008 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CSCO	sell	19	close>sma_exit	10 numbers adv 1876456692.3805237 rsi 57.485986909286865 close 106.61000061035156 sma_exit 106.39400024414063 tradable true raw_close 106.61000061035156 sma_trend 99.63496448516845 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	COR	buy	6	entry rank 1 rsi 6.1	10 numbers adv 365754091.2780762 rsi 6.1103483586213345 rank 1 close 331.54998779296875 sma_exit 338.74599609375 tradable true raw_close 331.54998779296875 sma_trend 316.5621513366699 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	VLO	buy	5	entry rank 2 rsi 7.4	10 numbers adv 1015558616.217041 rsi 7.42764215518361 rank 2 close 420.1600036621094 sma_exit 429.9840026855469 tradable true raw_close 420.1600036621094 sma_trend 279.1772989654541 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	SNDK	buy	1	entry rank 3 rsi 8.1	10 numbers adv 14788327790.368652 rsi 8.106665940498456 rank 3 close 1236.93994140625 sma_exit 1322.5179931640625 tradable true raw_close 1236.93994140625 sma_trend 1236.3247218322754 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	AMZN	buy	8	entry rank 4 rsi 8.7	10 numbers adv 8744820123.55957 rsi 8.726262163380627 rank 4 close 248.04849243164062 sma_exit 257.1757019042969 tradable true raw_close 248.04849243164062 sma_trend 243.29314239501954 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	ADM	sell	56	close>sma_exit	12 numbers adv 273255188.8031006 rsi 58.927384036215855 close 80.20999908447266 group XLE sma_exit 80.0759994506836 tradable true raw_close 80.20999908447266 sma_trend 75.50708902359008 exit_signal true group_leads true entry_signal false held_sessions 3
v2b's pullback in leading industries	o11	15:41 ET	VLO	buy	10	entry rank 1 rsi 7.4	12 numbers adv 1015558616.217041 rsi 7.42764215518361 rank 1 close 420.1600036621094 group XOP sma_exit 429.9840026855469 tradable true raw_close 420.1600036621094 sma_trend 279.1772989654541 exit_signal false group_leads true entry_signal true

Orders sent (6)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	ADM	sell	108	—	filled	108	80.056481	80.139999	+10.4 bp	15:55 ET
netted	AMZN	buy	16	—	filled	16	248.15	248.00	+6.0 bp	15:55 ET
netted	COR	buy	12	—	filled	12	331.12	331.00	+3.6 bp	15:55 ET
netted	CSCO	sell	38	—	filled	38	106.488685	106.50	+1.1 bp	15:55 ET
netted	SNDK	buy	2	—	filled	2	1,239.12	1,238.030029	+8.8 bp	15:55 ET
netted	VLO	buy	20	—	filled	20	419.12	419.279999	−3.8 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	sell	108	80.056481	80.139999	+10.4 bp
AMZN	buy	16	248.15	248.00	+6.0 bp
COR	buy	12	331.12	331.00	+3.6 bp
CSCO	sell	38	106.488685	106.50	+1.1 bp
SNDK	buy	2	1,239.12	1,238.030029	+8.8 bp
VLO	buy	20	419.12	419.279999	−3.8 bp

What filled (14)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	ADM	sell	26	26	80.056481	80.209999	80.139999	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	ADM	sell	26	26	80.056481	80.209999	80.139999	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	ADM	sell	56	56	80.056481	80.209999	80.139999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	CSCO	sell	19	19	106.488685	106.610001	106.50	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	CSCO	sell	19	19	106.488685	106.610001	106.50	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	AMZN	buy	8	8	248.15	248.048492	248.00	—	signal	entry rank 4 rsi 8.7
v2b-tom	v2b-TOM on Alpaca paper	AMZN	buy	8	8	248.15	248.048492	248.00	—	signal	entry rank 4 rsi 8.7
v2b	v2b on Alpaca paper	COR	buy	6	6	331.12	331.549988	331.00	—	signal	entry rank 1 rsi 6.1
v2b-tom	v2b-TOM on Alpaca paper	COR	buy	6	6	331.12	331.549988	331.00	—	signal	entry rank 1 rsi 6.1
v2b	v2b on Alpaca paper	SNDK	buy	1	1	1,239.12	1,236.939941	1,238.030029	—	signal	entry rank 3 rsi 8.1
v2b-tom	v2b-TOM on Alpaca paper	SNDK	buy	1	1	1,239.12	1,236.939941	1,238.030029	—	signal	entry rank 3 rsi 8.1
v2b	v2b on Alpaca paper	VLO	buy	5	5	419.12	420.160004	419.279999	—	signal	entry rank 2 rsi 7.4
v2b-tom	v2b-TOM on Alpaca paper	VLO	buy	5	5	419.12	420.160004	419.279999	—	signal	entry rank 2 rsi 7.4
o11	v2b's pullback in leading industries	VLO	buy	10	10	419.12	420.160004	419.279999	—	signal	entry rank 1 rsi 7.4

9 trades opened

5 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	$96,666.49	$96,827.42	—	$833.61	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$99,420.15	$99,620.00	—	$714.10	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$88,405.81	$88,489.41	—	$55,339.30	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,053.82	—	$99,837.21	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$96,921.36	$96,961.63	—	$1,088.48	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,289.10	—	$100,000.00	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$97,426.81	$97,473.46	—	$17,298.95	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$97,382.35	$97,428.67	—	$17,254.49	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-23 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 (6)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 701.18-704.46	2 numbers low 701.18 high 704.46
Nasdaq opening-range retest	pat	09:50 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	09:50 ET	—	setup	132	long 132 QQQ: limit 704.45 (edge 704.460), target 711.032, stop 701.174, weight 2.14 (accepted)	14 numbers px 704.5 bar 3 how limit edge 704.46 side 1 stop 701.1739183196477 limit 704.45 status accepted target 711.0321633607048 weight 2.143768988494713 model_px 704.46 trend_up 1 range_low 701.18 range_high 704.46
Nasdaq opening-range retest	pat	09:50 ET	—	filled	100	filled 100 at 704.43 (the rule's 704.460), minute 20	4 numbers how limit minute 20 model_px 704.46 avg_price 704.43
Nasdaq opening-range retest	pat	10:45 ET	—	breakeven	—	breakeven: stop -> 704.46	3 numbers best 707.95 stop 704.46 minute 74
Nasdaq opening-range retest	pat	15:33 ET	—	closing	—	closing: stop	2 numbers why stop minute 363

Orders sent (3)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
pat	QQQ	buy	132	limit	filled	132	704.41	—	—	09:50 ET
pat	QQQ	sell	132	limit	canceled	0	—	—	—	09:50 ET
pat	QQQ	sell	132	market	filled	132	704.462803	—	—	15:33 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	132	—	704.41	704.46	—	09:50 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	132	—	704.462803	704.46	—	15:33 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	$43,536.58	$43,519.15	$43,800.44	$43,536.58	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 701.18-704.46
09:50 ET · pat · no more entries: one setup a day
09:50 ET · pat · long 132 QQQ: limit 704.45 (edge 704.460), target 711.032, stop 701.174, weight 2.14 (accepted)
09:50 ET · pat · filled 100 at 704.43 (the rule's 704.460), minute 20
10:45 ET · pat · breakeven: stop -> 704.46
15:33 ET · pat · closing: stop

The session's numbers

phase

settled

inputs_pat

tick: 0.006081680352312214
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 759.90, previous close 763.96, leverage 3.01, 93 shares a leg	4 numbers open 759.896 shares 93 leverage 3.0054398519797383 prev_close 763.96
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 758.9524316839626 px 760.935 ub 764.9086146139997 pos 0 vwap 760.2419191862554 reason flat: 760.93 in [758.95, 764.91], VWAP 760.24
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 702.20, previous close 704.47, leverage 1.54, 51 shares a leg	4 numbers open 702.199 shares 51 leverage 1.540037391543492 prev_close 704.47
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 700.4852422334965 px 705.37 ub 706.1893002749487 pos 0 vwap 703.3527100716369 reason flat: 705.37 in [700.49, 706.19], VWAP 703.35
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 758.1200024591079 px 759.7 ub 765.7454957538137 pos 0 vwap 760.1034917136298 reason flat: 759.70 in [758.12, 765.75], VWAP 760.10
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 699.5704037266868 px 704.72 ub 707.107097484703 pos 0 vwap 704.0506485057416 reason flat: 704.72 in [699.57, 707.11], VWAP 704.05
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 757.99599001956 px 762.92 ub 765.8701714243225 pos 0 vwap 760.3914701322012 reason flat: 762.92 in [758.00, 765.87], VWAP 760.39
Noise area	noise	11:00 ET	QQQ	long in	—	—	6 numbers lb 699.4397099804473 px 708.57 ub 707.238213910977 pos 1 vwap 704.8625544508351 reason long in: 708.57 > band 707.24
Noise area	noise	11:30 ET	SPY	flat	—	—	6 numbers lb 757.6383129009232 px 763 ub 766.2297614360526 pos 0 vwap 760.8236516697962 reason flat: 763.00 in [757.64, 766.23], VWAP 760.82
Noise area	noise	11:30 ET	QQQ	long out	—	—	6 numbers lb 698.8204625330638 px 707.675 ub 707.8594640825927 pos 0 vwap 705.2641239273427 reason long out: 707.67 < max(band 707.86, VWAP 705.26)
Noise area	noise	12:00 ET	SPY	flat	—	—	6 numbers lb 757.5952231007126 px 763.07 ub 766.2730816848352 pos 0 vwap 760.9970274620158 reason flat: 763.07 in [757.60, 766.27], VWAP 761.00
Noise area	noise	12:00 ET	QQQ	long in	—	—	6 numbers lb 698.5453464856894 px 708.58 ub 708.1354698899121 pos 1 vwap 705.490634503059 reason long in: 708.58 > band 708.14
Noise area	noise	12:30 ET	SPY	flat	—	—	6 numbers lb 757.7284975413424 px 761.66 ub 766.1390944791341 pos 0 vwap 761.2053394140537 reason flat: 761.66 in [757.73, 766.14], VWAP 761.21
Noise area	noise	12:30 ET	QQQ	long out	—	—	6 numbers lb 698.8254886892406 px 706.59 ub 707.8544216711939 pos 0 vwap 705.6106146690827 reason long out: 706.59 < max(band 707.85, VWAP 705.61)
Noise area	noise	13:00 ET	SPY	flat	—	—	6 numbers lb 757.430135140848 px 761.35 ub 766.439052551662 pos 0 vwap 761.2638847398465 reason flat: 761.35 in [757.43, 766.44], VWAP 761.26
Noise area	noise	13:00 ET	QQQ	flat	—	—	6 numbers lb 698.2289848749124 px 706.345 ub 708.4528546539804 pos 0 vwap 705.730993150157 reason flat: 706.35 in [698.23, 708.45], VWAP 705.73
Noise area	noise	13:30 ET	SPY	flat	—	—	6 numbers lb 756.7714547115461 px 760.38 ub 767.1012556699433 pos 0 vwap 761.2271244503511 reason flat: 760.38 in [756.77, 767.10], VWAP 761.23
Noise area	noise	13:30 ET	QQQ	flat	—	—	6 numbers lb 697.3607202178276 px 705.215 ub 709.3239273883142 pos 0 vwap 705.6515401112895 reason flat: 705.22 in [697.36, 709.32], VWAP 705.65
Noise area	noise	14:00 ET	SPY	flat	—	—	6 numbers lb 756.5530545365751 px 761.2 ub 767.3208238709483 pos 0 vwap 761.1929358137106 reason flat: 761.20 in [756.55, 767.32], VWAP 761.19
Noise area	noise	14:00 ET	QQQ	flat	—	—	6 numbers lb 697.1465717641764 px 706.375 ub 709.5387684250342 pos 0 vwap 705.6506290707903 reason flat: 706.38 in [697.15, 709.54], VWAP 705.65
Noise area	noise	14:30 ET	SPY	flat	—	—	6 numbers lb 756.6309182850794 px 760.94 ub 767.2425436993099 pos 0 vwap 761.1606594225955 reason flat: 760.94 in [756.63, 767.24], VWAP 761.16
Noise area	noise	14:30 ET	QQQ	flat	—	—	6 numbers lb 697.1543172801747 px 705.805 ub 709.5309978590617 pos 0 vwap 705.6615842373302 reason flat: 705.80 in [697.15, 709.53], VWAP 705.66
Noise area	noise	15:00 ET	SPY	flat	—	—	6 numbers lb 756.5119941642407 px 760.61 ub 767.362103838271 pos 0 vwap 761.1164598963406 reason flat: 760.61 in [756.51, 767.36], VWAP 761.12
Noise area	noise	15:00 ET	QQQ	flat	—	—	6 numbers lb 697.0108013841268 px 705.065 ub 709.6749779035916 pos 0 vwap 705.6319289048615 reason flat: 705.07 in [697.01, 709.67], VWAP 705.63
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 756.6497664430867 px 760.51 ub 767.2235947394637 pos 0 vwap 761.0697327478796 reason flat: 760.51 in [756.65, 767.22], VWAP 761.07
Noise area	noise	15:30 ET	QQQ	flat	—	—	6 numbers lb 697.0572855987059 px 704.87 ub 709.6283433532085 pos 0 vwap 705.5655688132133 reason flat: 704.87 in [697.06, 709.63], VWAP 705.57

Orders sent (4)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	buy	51	market	filled	51	708.383137	—	—	11:00 ET
noise	QQQ	sell	51	market	filled	51	707.671373	—	—	11:30 ET
noise	QQQ	buy	51	market	filled	51	708.523922	—	—	12:00 ET
noise	QQQ	sell	51	market	filled	51	706.70	—	—	12:30 ET

What filled (4)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	buy	51	—	708.383137	708.57	—	11:00 ET	entry	—
noise	Noise area	QQQ	sell	51	—	707.671373	707.675	—	11:30 ET	exit	—
noise	Noise area	QQQ	buy	51	—	708.523922	708.58	—	12:00 ET	entry	—
noise	Noise area	QQQ	sell	51	—	706.70	706.59	—	12:30 ET	exit	—

2 trades opened

2 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
crabel	Crabel's opening range	$45,000.00	$44,397.10	$44,376.30	$44,512.86	$44,397.10	—
noise	Noise area	$45,000.00	$47,095.11	$47,059.09	$46,352.19	$47,095.11	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 759.90, previous close 763.96, leverage 3.01, 93 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 760.93 in [758.95, 764.91], VWAP 760.24
10:00 ET · noise · QQQ: open 702.20, previous close 704.47, leverage 1.54, 51 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 705.37 in [700.49, 706.19], VWAP 703.35
10:30 ET · noise · SPY 10:30 check: flat: 759.70 in [758.12, 765.75], VWAP 760.10
10:30 ET · noise · QQQ 10:30 check: flat: 704.72 in [699.57, 707.11], VWAP 704.05
11:00 ET · noise · SPY 11:00 check: flat: 762.92 in [758.00, 765.87], VWAP 760.39
11:00 ET · noise · QQQ 11:00 check: long in: 708.57 > band 707.24
11:30 ET · noise · SPY 11:30 check: flat: 763.00 in [757.64, 766.23], VWAP 760.82
11:30 ET · noise · QQQ 11:30 check: long out: 707.67 < max(band 707.86, VWAP 705.26)
12:00 ET · noise · SPY 12:00 check: flat: 763.07 in [757.60, 766.27], VWAP 761.00
12:00 ET · noise · QQQ 12:00 check: long in: 708.58 > band 708.14
12:30 ET · noise · SPY 12:30 check: flat: 761.66 in [757.73, 766.14], VWAP 761.21
12:30 ET · noise · QQQ 12:30 check: long out: 706.59 < max(band 707.85, VWAP 705.61)
13:00 ET · noise · SPY 13:00 check: flat: 761.35 in [757.43, 766.44], VWAP 761.26
13:00 ET · noise · QQQ 13:00 check: flat: 706.35 in [698.23, 708.45], VWAP 705.73
13:30 ET · noise · SPY 13:30 check: flat: 760.38 in [756.77, 767.10], VWAP 761.23
13:30 ET · noise · QQQ 13:30 check: flat: 705.22 in [697.36, 709.32], VWAP 705.65
14:00 ET · noise · SPY 14:00 check: flat: 761.20 in [756.55, 767.32], VWAP 761.19
14:00 ET · noise · QQQ 14:00 check: flat: 706.38 in [697.15, 709.54], VWAP 705.65
14:30 ET · noise · SPY 14:30 check: flat: 760.94 in [756.63, 767.24], VWAP 761.16
14:30 ET · noise · QQQ 14:30 check: flat: 705.80 in [697.15, 709.53], VWAP 705.66
15:00 ET · noise · SPY 15:00 check: flat: 760.61 in [756.51, 767.36], VWAP 761.12
15:00 ET · noise · QQQ 15:00 check: flat: 705.07 in [697.01, 709.67], VWAP 705.63
15:30 ET · noise · SPY 15:30 check: flat: 760.51 in [756.65, 767.22], VWAP 761.07
15:30 ET · noise · QQQ 15:30 check: flat: 704.87 in [697.06, 709.63], VWAP 705.57

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.540037391543492
SPY.leverage: 3.0054398519797383
QQQ.prev_close: 704.47
SPY.prev_close: 763.96
QQQ.sigma_10:00: 0.0024405585403902063
SPY.sigma_10:00: 0.0012417071757680317

inputs_crabel

armed: false
stretch: 1.943994140625
qqq_over_qqqm: 2.4281184296694587

Record Alpaca

Cost model

forward · 0DTE forward logs

logged

The session's numbers

entries

B0: 0
F2: 1
V2: 0

coverage

QQQ.rows: 25424
SPY.rows: 22321
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 34
SPY.contracts_0dte: 28
QQQ.longest_gap_min: 1
SPY.longest_gap_min: 1

triggers

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-p4 · 0DTE forward logs

logged

The session's numbers

entries

P4-GAP: 1
info-eod: 1
info-gap25: 2
info-noise: 1
info-gap-close: 1

funnels

P4-GAP.SPY.entries: 1
info-eod.SPY.entries: 1
P4-GAP.SPY.candidates: 1
info-gap25.QQQ.entries: 1
info-gap25.SPY.entries: 1
info-noise.QQQ.entries: 1
info-eod.SPY.candidates: 1
info-gap-K.SPY.candidates: 1
info-gap25.QQQ.candidates: 1
info-gap25.SPY.candidates: 1
info-noise.QQQ.candidates: 1
info-gap-close.SPY.entries: 1
info-gap-K.SPY.premium_gate: 1
info-gap-close.SPY.candidates: 1

Record Forward log
Cost model: P4-GAP and 4 more
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side
For P4-GAP, info-eod, info-gap-K, info-gap25 and info-noise.
Record Forward log
Cost model: info-gap-close
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level; also logged at no costs and at $0.02 a side

0DTE signals

Each signal as its log wrote it; nothing here is added up.

Time (ET)	Log	Symbol	Side	Rules	Contract	Exit	Exit by	Net	Record
09:36	forward-p4	QQQ	put	info-gap25: ENTRY	P702 at 3.83	10:06 ET	time	−58.8%	(1)
09:36	forward-p4	SPY	put	P4-GAP: ENTRY	P759 at 2.12	10:06 ET	time	−38.4%	(1)
09:36	forward-p4	SPY	put	info-gap-close: ENTRY	P759 at 2.12	15:55 ET	time	−91.6%	(2)
09:36	forward-p4	SPY	put	info-gap25: ENTRY	P759 at 2.12	10:06 ET	time	−38.4%	(1)
10:14	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:42	forward-p4	QQQ	call	info-noise: ENTRY	C708 at 2.32	11:43 ET	stop	−36.0%	(1)
11:04	forward	QQQ	put	B0: premium_gate, V2: premium_gate, F2: premium_gate	—	—	—	—	—
11:10	forward	QQQ	put	B0: premium_gate, V2: premium_gate, F2: premium_gate	—	—	—	—	—
12:12	forward	QQQ	put	B0: bias, V2: room, F2: room	—	—	—	—	—
12:34	forward	SPY	call	B0: bias, V2: breadth, F2: room	—	—	—	—	—
13:20	forward	QQQ	call	B0: bias, V2: breadth, F2: ENTRY	C708 at 0.62	13:23 ET	stop	−28.7%	(3)
13:34	forward	SPY	call	B0: bias, V2: breadth, F2: room	—	—	—	—	—
13:42	forward	SPY	call	B0: bias, V2: breadth, F2: room	—	—	—	—	—
14:54	forward	SPY	call	B0: bias, V2: breadth, F2: room	—	—	—	—	—
15:00	forward-p4	SPY	put	info-eod: ENTRY	P762 at 1.65	15:10 ET	time	−8.7%	(1)

(1)
Record Forward log
Cost model
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side
(2)
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

28 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 23, 2026	—	DAILY	v2b's pullback in leading industries	VLO	long	10	419.12	—	—	—	—	+$1.60	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b-TOM on Alpaca paper	AMZN	long	8	248.15	—	—	—	—	−$1.20	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b-TOM on Alpaca paper	COR	long	6	331.12	—	—	—	—	−$0.72	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b-TOM on Alpaca paper	SNDK	long	1	1,239.12	—	—	—	—	−$1.09	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b-TOM on Alpaca paper	VLO	long	5	419.12	—	—	—	—	+$0.80	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b on Alpaca paper	AMZN	long	8	248.15	—	—	—	—	−$1.20	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b on Alpaca paper	COR	long	6	331.12	—	—	—	—	−$0.72	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b on Alpaca paper	SNDK	long	1	1,239.12	—	—	—	—	−$1.09	—	—	open	Trade journal (1)
Oct 23, 2026	—	DAILY	v2b on Alpaca paper	VLO	long	5	419.12	—	—	—	—	+$0.80	—	—	open	Trade journal (1)
Oct 23, 2026	Oct 23, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	132	704.41	704.462803	+$6.97	+$5.12	+0.01%	—	343.6 minutes	stop	closed	Trade journal (2)
Oct 23, 2026	Oct 23, 2026	INTRA2	Noise area	QQQ	long	51	708.383137	707.671373	−$36.30	−$37.01	−0.10%	—	30 minutes	signal	closed	Trade journal (2)
Oct 23, 2026	Oct 23, 2026	INTRA2	Noise area	QQQ	long	51	708.523922	706.70	−$93.02	−$93.73	−0.26%	—	30 minutes	signal	closed	Trade journal (2)
Oct 23, 2026	—	SIM-V2B-TOM	v2b-TOM	AMZN	long	8	248.00	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	—	SIM-V2B-TOM	v2b-TOM	COR	long	6	331.00	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	—	SIM-V2B-TOM	v2b-TOM	SNDK	long	1	1,238.030029	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	—	SIM-V2B-TOM	v2b-TOM	VLO	long	5	419.279999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	—	SIM-V2B	v2b	AMZN	long	8	248.00	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	—	SIM-V2B	v2b	COR	long	6	331.00	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	—	SIM-V2B	v2b	VLO	long	5	419.279999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 20, 2026	Oct 23, 2026	DAILY	v2b's pullback in leading industries	ADM	long	56	80.47	80.0565	−$23.16	−$23.94	−0.51%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 23, 2026	DAILY	v2b-TOM on Alpaca paper	ADM	long	26	80.47	80.0565	−$10.75	−$11.12	−0.51%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 23, 2026	DAILY	v2b on Alpaca paper	ADM	long	26	80.47	80.0565	−$10.75	−$11.12	−0.51%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 23, 2026	SIM-V2B-TOM	v2b-TOM	ADM	long	26	80.459999	80.139999	−$9.36	—	−0.50%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	Oct 23, 2026	SIM-V2B	v2b	ADM	long	26	80.459999	80.139999	−$9.36	—	−0.50%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 19, 2026	Oct 23, 2026	DAILY	v2b-TOM on Alpaca paper	CSCO	long	19	106.59	106.4887	−$1.92	−$2.19	−0.10%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 19, 2026	Oct 23, 2026	DAILY	v2b on Alpaca paper	CSCO	long	19	106.59	106.4887	−$1.92	−$2.19	−0.10%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 19, 2026	Oct 23, 2026	SIM-V2B-TOM	v2b-TOM	CSCO	long	19	106.50	106.50	−$1.01	—	−0.10%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 19, 2026	Oct 23, 2026	SIM-V2B	v2b	CSCO	long	19	106.50	106.50	−$1.01	—	−0.10%	—	—	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.