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

Mon, Oct 26, 2026

Previous: Fri, Oct 23, 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 1 s	—
15:59	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	5 s	—
16:16	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	5 s	—
16:35	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	6 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	49 s	—
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 52 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	2 min 1 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 $981,256.52

What the rules decided (36)

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: Monday 765.59, previous 759.97, before 763.96	4 numbers close 765.5900268554688 target 0 values low 761.6300048828125 high 767.72998046875 open 762.25 close 765.5900268554688 monday true prev_high 763.469970703125 prev_close 759.969970703125 prev2_close 763.9600219726562 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: Monday 713.36, previous 704.40, before 704.47	4 numbers close 713.3604125976562 target 0 values low 705.5800170898438 high 715.25 open 707.0599975585938 close 713.3604125976562 monday true prev_high 709.2999877929688 prev_close 704.4000244140625 prev2_close 704.469970703125 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	hold	—	hold	4 numbers close 765.5900268554688 target 1 values ibs 0.649186528186348 low 761.6300048828125 high 767.72998046875 open 762.25 close 765.5900268554688 exit_above 0.8 enter_below 0.2 holding 1
IBS on SPY and QQQ	ibs	15:41 ET	QQQ	exit	—	exit	4 numbers close 713.3604125976562 target 0 values ibs 0.8045924775772724 low 705.5800170898438 high 715.25 open 707.0599975585938 close 713.3604125976562 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 765.5900268554688 target 0 values low 761.6300048828125 high 767.72998046875 open 762.25 rsi2 59.03527727916086 sma5 766.3320068359375 close 765.5900268554688 sma200 724.4094071050099 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 713.3604125976562 target 0 values low 705.5800170898438 high 715.25 open 707.0599975585938 rsi2 64.40346663874642 sma5 713.0120849609375 close 713.3604125976562 sma200 676.5733195695028 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 765.5900268554688 target 1 values low 761.6300048828125 high 767.72998046875 low7 759.969970703125 open 762.25 close 765.5900268554688 high7 773.0900268554688 sma200 724.4094071050099 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 713.3604125976562 target 1 values low 705.5800170898438 high 715.25 low7 704.4000244140625 open 707.0599975585938 close 713.3604125976562 high7 725.2000122070312 sma200 676.5733195695028 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 765.5900268554688 target 1 values low 761.6300048828125 high 767.72998046875 open 762.25 close 765.5900268554688 sma200 724.4094071050099 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 713.3604125976562 target 1 values low 705.5800170898438 high 715.25 open 707.0599975585938 close 713.3604125976562 sma200 676.5733195695028 holding 1
v2b on Alpaca paper	v2b	15:41 ET	KLAC	sell	11	time_stop	10 numbers adv 1752091684.1430664 rsi 44.9924022871147 close 149.88499450683594 sma_exit 153.6989990234375 tradable true raw_close 149.88499450683594 sma_trend 181.46174842834472 exit_signal false entry_signal false held_sessions 10
v2b on Alpaca paper	v2b	15:41 ET	MPC	sell	4	close>sma_exit	10 numbers adv 860956276.1901855 rsi 73.76412063758082 close 469.1050109863281 sma_exit 465.7250061035156 tradable true raw_close 469.1050109863281 sma_trend 284.2535906982422 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	MSFT	sell	4	close>sma_exit	10 numbers adv 10862122345.635986 rsi 74.57901901537059 close 532.0599975585938 sma_exit 528.4940063476563 tradable true raw_close 532.0599975585938 sma_trend 435.65238327026367 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	PSX	sell	7	close>sma_exit	10 numbers adv 664081789.1647339 rsi 67.80491870014507 close 287.9949951171875 sma_exit 287.38099975585936 tradable true raw_close 287.9949951171875 sma_trend 194.83713485717774 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	SNPS	sell	4	close>sma_exit	10 numbers adv 728975602.2827148 rsi 79.59425419758772 close 457.05499267578125 sma_exit 441.69700317382814 tradable true raw_close 457.05499267578125 sma_trend 444.2903765869141 exit_signal true entry_signal false held_sessions 7
v2b on Alpaca paper	v2b	15:41 ET	PYPL	buy	38	entry rank 1 rsi 5.0	10 numbers adv 563372561.1877441 rsi 5.008082536406439 rank 1 close 54.6349983215332 sma_exit 56.705999755859374 tradable true raw_close 54.6349983215332 sma_trend 49.78104612350464 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	MRK	buy	15	entry rank 2 rsi 7.4	10 numbers adv 1274469546.7803955 rsi 7.396922198033623 rank 2 close 140.4499969482422 sma_exit 146.2280029296875 tradable true raw_close 140.4499969482422 sma_trend 124.77159976959229 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	XYZ	buy	28	entry rank 3 rsi 7.8	10 numbers adv 321562457.4745178 rsi 7.817967962099726 rank 3 close 74.41500091552734 sma_exit 77.24099884033203 tradable true raw_close 74.41500091552734 sma_trend 70.98532468795776 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	MCK	buy	2	entry rank 4 rsi 8.5	10 numbers adv 744613277.9541016 rsi 8.531669810498265 rank 4 close 990.1900024414062 sma_exit 1009.7840087890625 tradable true raw_close 990.1900024414062 sma_trend 858.2942068481445 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	EBAY	buy	17	entry rank 5 rsi 9.1	10 numbers adv 409493019.07196045 rsi 9.05583975582983 rank 5 close 118.76000213623047 sma_exit 121.26000213623047 tradable true raw_close 118.76000213623047 sma_trend 103.02460544586182 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	KLAC	sell	11	time_stop	10 numbers adv 1752091684.1430664 rsi 44.9924022871147 close 149.88499450683594 sma_exit 153.6989990234375 tradable true raw_close 149.88499450683594 sma_trend 181.46174842834472 exit_signal false entry_signal false held_sessions 10
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MPC	sell	4	close>sma_exit	10 numbers adv 860956276.1901855 rsi 73.76412063758082 close 469.1050109863281 sma_exit 465.7250061035156 tradable true raw_close 469.1050109863281 sma_trend 284.2535906982422 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MSFT	sell	4	close>sma_exit	10 numbers adv 10862122345.635986 rsi 74.57901901537059 close 532.0599975585938 sma_exit 528.4940063476563 tradable true raw_close 532.0599975585938 sma_trend 435.65238327026367 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	PSX	sell	7	close>sma_exit	10 numbers adv 664081789.1647339 rsi 67.80491870014507 close 287.9949951171875 sma_exit 287.38099975585936 tradable true raw_close 287.9949951171875 sma_trend 194.83713485717774 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	SNPS	sell	4	close>sma_exit	10 numbers adv 728975602.2827148 rsi 79.59425419758772 close 457.05499267578125 sma_exit 441.69700317382814 tradable true raw_close 457.05499267578125 sma_trend 444.2903765869141 exit_signal true entry_signal false held_sessions 7
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	PYPL	buy	38	entry rank 1 rsi 5.0	10 numbers adv 563372561.1877441 rsi 5.008082536406439 rank 1 close 54.6349983215332 sma_exit 56.705999755859374 tradable true raw_close 54.6349983215332 sma_trend 49.78104612350464 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MRK	buy	15	entry rank 2 rsi 7.4	10 numbers adv 1274469546.7803955 rsi 7.396922198033623 rank 2 close 140.4499969482422 sma_exit 146.2280029296875 tradable true raw_close 140.4499969482422 sma_trend 124.77159976959229 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	XYZ	buy	28	entry rank 3 rsi 7.8	10 numbers adv 321562457.4745178 rsi 7.817967962099726 rank 3 close 74.41500091552734 sma_exit 77.24099884033203 tradable true raw_close 74.41500091552734 sma_trend 70.98532468795776 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MCK	buy	2	entry rank 4 rsi 8.5	10 numbers adv 744613277.9541016 rsi 8.531669810498265 rank 4 close 990.1900024414062 sma_exit 1009.7840087890625 tradable true raw_close 990.1900024414062 sma_trend 858.2942068481445 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	EBAY	buy	17	entry rank 5 rsi 9.1	10 numbers adv 409493019.07196045 rsi 9.05583975582983 rank 5 close 118.76000213623047 sma_exit 121.26000213623047 tradable true raw_close 118.76000213623047 sma_trend 103.02460544586182 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	KLAC	sell	26	time_stop	12 numbers adv 1752091684.1430664 rsi 44.9924022871147 close 149.88499450683594 group SMH sma_exit 153.6989990234375 tradable true raw_close 149.88499450683594 sma_trend 181.46174842834472 exit_signal false group_leads false entry_signal false held_sessions 10
v2b's pullback in leading industries	o11	15:41 ET	MPC	sell	9	close>sma_exit	12 numbers adv 860956276.1901855 rsi 73.76412063758082 close 469.1050109863281 group XOP sma_exit 465.7250061035156 tradable true raw_close 469.1050109863281 sma_trend 284.2535906982422 exit_signal true group_leads true entry_signal false held_sessions 2
v2b's pullback in leading industries	o11	15:41 ET	PSX	sell	16	close>sma_exit	12 numbers adv 664081789.1647339 rsi 67.80491870014507 close 287.9949951171875 group XLE sma_exit 287.38099975585936 tradable true raw_close 287.9949951171875 sma_trend 194.83713485717774 exit_signal true group_leads true entry_signal false held_sessions 2
v2b's pullback in leading industries	o11	15:41 ET	SNPS	sell	10	close>sma_exit	12 numbers adv 728975602.2827148 rsi 79.59425419758772 close 457.05499267578125 group IGV sma_exit 441.69700317382814 tradable true raw_close 457.05499267578125 sma_trend 444.2903765869141 exit_signal true group_leads true entry_signal false held_sessions 7
v2b's pullback in leading industries	o11	15:41 ET	MRK	buy	31	entry rank 1 rsi 7.4	12 numbers adv 1274469546.7803955 rsi 7.396922198033623 rank 1 close 140.4499969482422 group XLV sma_exit 146.2280029296875 tradable true raw_close 140.4499969482422 sma_trend 124.77159976959229 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	EBAY	buy	37	entry rank 2 rsi 9.1	12 numbers adv 409493019.07196045 rsi 9.05583975582983 rank 2 close 118.76000213623047 group IHF sma_exit 121.26000213623047 tradable true raw_close 118.76000213623047 sma_trend 103.02460544586182 exit_signal false group_leads true entry_signal true

Orders sent (11)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	EBAY	buy	71	—	filled	71	118.58	118.620003	−3.4 bp	15:55 ET
netted	KLAC	sell	48	—	filled	48	149.425833	149.210007	−14.5 bp	15:55 ET
netted	MCK	buy	4	—	filled	4	990.745	992.869995	−21.4 bp	15:57 ET
netted	MPC	sell	17	—	filled	17	469.275882	470.640015	+29.0 bp	15:55 ET
netted	MRK	buy	61	—	filled	61	140.44	140.610001	−12.1 bp	15:55 ET
netted	MSFT	sell	8	—	filled	8	532.23	532.599976	+6.9 bp	15:55 ET
netted	PSX	sell	30	—	filled	30	288.36	288.850006	+17.0 bp	15:57 ET
netted	PYPL	buy	76	—	filled	76	54.759737	54.990002	−41.9 bp	15:55 ET
netted	QQQ	sell	70	—	filled	70	712.299286	712.200012	−1.4 bp	15:55 ET
netted	SNPS	sell	18	—	filled	18	455.32	454.329987	−21.8 bp	15:55 ET
netted	XYZ	buy	56	—	filled	56	74.519643	74.550003	−4.1 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
EBAY	buy	71	118.58	118.620003	−3.4 bp
KLAC	sell	48	149.425833	149.210007	−14.5 bp
MCK	buy	4	990.745	992.869995	−21.4 bp
MPC	sell	17	469.275882	470.640015	+29.0 bp
MRK	buy	61	140.44	140.610001	−12.1 bp
MSFT	sell	8	532.23	532.599976	+6.9 bp
PSX	sell	30	288.36	288.850006	+17.0 bp
PYPL	buy	76	54.759737	54.990002	−41.9 bp
QQQ	sell	70	712.299286	712.200012	−1.4 bp
SNPS	sell	18	455.32	454.329987	−21.8 bp
XYZ	buy	56	74.519643	74.550003	−4.1 bp

What filled (27)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	KLAC	sell	11	11	149.425833	149.884995	149.210007	—	signal	time_stop
v2b-tom	v2b-TOM on Alpaca paper	KLAC	sell	11	11	149.425833	149.884995	149.210007	—	signal	time_stop
o11	v2b's pullback in leading industries	KLAC	sell	26	26	149.425833	149.884995	149.210007	—	signal	time_stop
v2b	v2b on Alpaca paper	MPC	sell	4	4	469.275882	469.105011	470.640015	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	MPC	sell	4	4	469.275882	469.105011	470.640015	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	MPC	sell	9	9	469.275882	469.105011	470.640015	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	MSFT	sell	4	4	532.23	532.059998	532.599976	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	MSFT	sell	4	4	532.23	532.059998	532.599976	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	PSX	sell	7	7	288.36	287.994995	288.850006	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	PSX	sell	7	7	288.36	287.994995	288.850006	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	PSX	sell	16	16	288.36	287.994995	288.850006	—	signal	close>sma_exit
ibs	IBS on SPY and QQQ	QQQ	sell	70	70	712.299286	713.360413	712.200012	—	signal	exit
v2b	v2b on Alpaca paper	SNPS	sell	4	4	455.32	457.054993	454.329987	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	SNPS	sell	4	4	455.32	457.054993	454.329987	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	SNPS	sell	10	10	455.32	457.054993	454.329987	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	EBAY	buy	17	17	118.58	118.760002	118.620003	—	signal	entry rank 5 rsi 9.1
v2b-tom	v2b-TOM on Alpaca paper	EBAY	buy	17	17	118.58	118.760002	118.620003	—	signal	entry rank 5 rsi 9.1
o11	v2b's pullback in leading industries	EBAY	buy	37	37	118.58	118.760002	118.620003	—	signal	entry rank 2 rsi 9.1
v2b	v2b on Alpaca paper	MCK	buy	2	2	990.745	990.190002	992.869995	—	signal	entry rank 4 rsi 8.5
v2b-tom	v2b-TOM on Alpaca paper	MCK	buy	2	2	990.745	990.190002	992.869995	—	signal	entry rank 4 rsi 8.5
v2b	v2b on Alpaca paper	MRK	buy	15	15	140.44	140.449997	140.610001	—	signal	entry rank 2 rsi 7.4
v2b-tom	v2b-TOM on Alpaca paper	MRK	buy	15	15	140.44	140.449997	140.610001	—	signal	entry rank 2 rsi 7.4
o11	v2b's pullback in leading industries	MRK	buy	31	31	140.44	140.449997	140.610001	—	signal	entry rank 1 rsi 7.4
v2b	v2b on Alpaca paper	PYPL	buy	38	38	54.759737	54.634998	54.990002	—	signal	entry rank 1 rsi 5.0
v2b-tom	v2b-TOM on Alpaca paper	PYPL	buy	38	38	54.759737	54.634998	54.990002	—	signal	entry rank 1 rsi 5.0
v2b	v2b on Alpaca paper	XYZ	buy	28	28	74.519643	74.415001	74.550003	—	signal	entry rank 3 rsi 7.8
v2b-tom	v2b-TOM on Alpaca paper	XYZ	buy	28	28	74.519643	74.415001	74.550003	—	signal	entry rank 3 rsi 7.8

12 trades opened

15 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	$97,534.69	$97,695.76	—	$833.61	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,324.10	$100,524.07	—	$50,575.05	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$89,384.02	$89,476.47	—	$63,873.72	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,069.79	—	$99,837.21	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$97,789.56	$97,830.00	—	$1,088.48	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,305.10	—	$100,000.00	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$98,166.30	$98,215.72	—	$16,517.09	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$98,121.84	$98,170.92	—	$16,472.63	Sep 30, 2026

Notes

drift ibs QQQ: snapshot target 0, final close 1

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-26 15:40:10-04:00

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 705.64-709.53	2 numbers low 705.645 high 709.535
Nasdaq opening-range retest	pat	10:20 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:20 ET	—	setup	111	long 111 QQQ: limit 709.52 (edge 709.535), target 717.327, stop 705.639, weight 1.82 (accepted)	14 numbers px 710.41 bar 9 how limit edge 709.535 side 1 stop 705.6389186798605 limit 709.52 status accepted target 717.327162640279 weight 1.8211503859847429 model_px 709.535 trend_up 1 range_low 705.645 range_high 709.535
Nasdaq opening-range retest	pat	10:25 ET	—	filled	111	filled 111 at 709.52 (the rule's 709.535), minute 55	4 numbers how limit minute 55 model_px 709.535 avg_price 709.52
Nasdaq opening-range retest	pat	10:50 ET	—	breakeven	—	breakeven: stop -> 709.53	3 numbers best 713.48 stop 709.535 minute 79
Nasdaq opening-range retest	pat	15:59 ET	—	closing	—	closing: time	2 numbers why time minute 389

Orders sent (3)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
pat	QQQ	buy	111	limit	filled	111	709.52	—	—	10:20 ET
pat	QQQ	sell	111	limit	canceled	0	—	—	—	10:25 ET
pat	QQQ	sell	111	market	filled	111	711.991261	—	—	15:59 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	111	—	709.52	709.535	—	10:25 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	111	—	711.991261	—	—	15:59 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	$43,810.89	$43,791.91	$44,077.32	$43,810.89	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 705.64-709.53
10:20 ET · pat · no more entries: one setup a day
10:20 ET · pat · long 111 QQQ: limit 709.52 (edge 709.535), target 717.327, stop 705.639, weight 1.82 (accepted)
10:25 ET · pat · filled 111 at 709.52 (the rule's 709.535), minute 55
10:50 ET · pat · breakeven: stop -> 709.53
15:59 ET · pat · closing: time

The session's numbers

phase

settled

inputs_pat

tick: 0.006081320139509269
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 (40)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Crabel's opening range	crabel	09:30 ET	—	bands	—	open 707.08: bands 709.10 / 705.06 (stretch 2.016)	5 numbers lower 705.0640026855469 upper 709.0959973144531 stretch 2.015997314453125 first_trade 707.08 first_trade_at 09:30:00
Crabel's opening range	crabel	09:38 ET	—	no_more_entries	—	no more entries: one trade a day	1 number why one trade a day
Crabel's opening range	crabel	09:38 ET	—	entry	267	long at 709.10 (QQQ), stop 705.06, weight 1.76: 267 QQQM at about 292.04	7 numbers band 709.0959973144531 side 1 stop 705.0640026855469 minute 8 weight 1.7586729710173645 qqqm_px 292.03655877342425 entry_px 709.0959973144531
Crabel's opening range	crabel	10:50 ET	—	trail	—	trail: stop 705.06 -> 709.45	4 numbers best 713.48 minute 79 stop_to 709.4480053710938 stop_from 705.0640026855469
Crabel's opening range	crabel	10:53 ET	—	trail	—	trail: stop 709.45 -> 709.77	4 numbers best 713.8 minute 82 stop_to 709.7680053710938 stop_from 709.4480053710938
Crabel's opening range	crabel	10:57 ET	—	trail	—	trail: stop 709.77 -> 709.96	4 numbers best 713.99 minute 86 stop_to 709.9580053710938 stop_from 709.7680053710938
Crabel's opening range	crabel	10:58 ET	—	trail	—	trail: stop 709.96 -> 710.17	4 numbers best 714.2 minute 87 stop_to 710.1680053710938 stop_from 709.9580053710938
Crabel's opening range	crabel	10:59 ET	—	trail	—	trail: stop 710.17 -> 710.24	4 numbers best 714.27 minute 88 stop_to 710.2380053710938 stop_from 710.1680053710938
Crabel's opening range	crabel	11:01 ET	—	trail	—	trail: stop 710.24 -> 710.80	4 numbers best 714.83 minute 90 stop_to 710.7980053710938 stop_from 710.2380053710938
Crabel's opening range	crabel	11:02 ET	—	trail	—	trail: stop 710.80 -> 711.10	4 numbers best 715.135 minute 91 stop_to 711.1030053710938 stop_from 710.7980053710938
Crabel's opening range	crabel	11:03 ET	—	trail	—	trail: stop 711.10 -> 711.16	4 numbers best 715.19 minute 92 stop_to 711.1580053710939 stop_from 711.1030053710938
Crabel's opening range	crabel	12:48 ET	—	exit	—	stop: out (QQQ 711.11, stop 711.16)	5 numbers how stop best 715.19 stop 711.1580053710939 minute 198 qqq_px 711.11
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 762.25, previous close 759.97, leverage 3.12, 96 shares a leg	4 numbers open 762.25 shares 96 leverage 3.11734440474917 prev_close 759.97
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 759.0226457396241 px 762.805 ub 763.2001964353483 pos 0 vwap 762.9491342578665 reason flat: 762.80 in [759.02, 763.20], VWAP 762.95
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 707.07, previous close 704.40, leverage 1.60, 53 shares a leg	4 numbers open 707.07 shares 53 leverage 1.6000120123200525 prev_close 704.4
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 702.605536253054 px 706.41 ub 708.8712655899391 pos 0 vwap 707.7706305801311 reason flat: 706.41 in [702.61, 708.87], VWAP 707.77
Noise area	noise	10:30 ET	SPY	long in	—	—	6 numbers lb 758.3871334595793 px 764.755 ub 763.8376153274941 pos 1 vwap 763.7133371083249 reason long in: 764.75 > band 763.84
Noise area	noise	10:30 ET	QQQ	long in	—	—	6 numbers lb 701.857142430368 px 709.83 ub 709.6224961694488 pos 1 vwap 708.1762592696181 reason long in: 709.83 > band 709.62
Noise area	noise	11:00 ET	SPY	hold	—	—	6 numbers lb 758.0745782680524 px 767.06 ub 764.1511082216101 pos 1 vwap 764.0824624968567 reason hold: 767.06 in [758.07, 764.15], VWAP 764.08
Noise area	noise	11:00 ET	QQQ	hold	—	—	6 numbers lb 701.493591432146 px 713.915 ub 709.987425193175 pos 1 vwap 709.2064254384981 reason hold: 713.91 in [701.49, 709.99], VWAP 709.21
Noise area	noise	11:30 ET	SPY	hold	—	—	6 numbers lb 757.714643553834 px 766.83 ub 764.5121227825967 pos 1 vwap 764.7503875800107 reason hold: 766.83 in [757.71, 764.51], VWAP 764.75
Noise area	noise	11:30 ET	QQQ	hold	—	—	6 numbers lb 700.8935233425209 px 714.63 ub 710.5897678168708 pos 1 vwap 710.39527549355 reason hold: 714.63 in [700.89, 710.59], VWAP 710.40
Noise area	noise	12:00 ET	SPY	hold	—	—	6 numbers lb 757.6993579581341 px 765.22 ub 764.527454236894 pos 1 vwap 765.0917264126568 reason hold: 765.22 in [757.70, 764.53], VWAP 765.09
Noise area	noise	12:00 ET	QQQ	hold	—	—	6 numbers lb 700.5695555111826 px 712.665 ub 710.9149636353039 pos 1 vwap 710.7911027905398 reason hold: 712.66 in [700.57, 710.91], VWAP 710.79
Noise area	noise	12:30 ET	SPY	hold	—	—	6 numbers lb 757.9552964564139 px 765.54 ub 764.2707478928096 pos 1 vwap 765.0809426564525 reason hold: 765.54 in [757.96, 764.27], VWAP 765.08
Noise area	noise	12:30 ET	QQQ	hold	—	—	6 numbers lb 700.9961473032845 px 713.14 ub 710.4867548640925 pos 1 vwap 711.041515687683 reason hold: 713.14 in [701.00, 710.49], VWAP 711.04
Noise area	noise	13:00 ET	SPY	hold	—	—	6 numbers lb 757.7103485551967 px 765.485 ub 764.5164306667386 pos 1 vwap 765.0703904676236 reason hold: 765.49 in [757.71, 764.52], VWAP 765.07
Noise area	noise	13:00 ET	QQQ	hold	—	—	6 numbers lb 700.4327793378467 px 713.1 ub 711.0522582532492 pos 1 vwap 711.104972667488 reason hold: 713.10 in [700.43, 711.05], VWAP 711.10
Noise area	noise	13:30 ET	SPY	hold	—	—	6 numbers lb 757.1402914939699 px 765.81 ub 765.0881979666585 pos 1 vwap 765.1160886975323 reason hold: 765.81 in [757.14, 765.09], VWAP 765.12
Noise area	noise	13:30 ET	QQQ	hold	—	—	6 numbers lb 699.6835153353178 px 713.615 ub 711.8043623109836 pos 1 vwap 711.3276228734235 reason hold: 713.62 in [699.68, 711.80], VWAP 711.33
Noise area	noise	14:00 ET	SPY	hold	—	—	6 numbers lb 756.8925547594553 px 765.95 ub 765.3366779407152 pos 1 vwap 765.1426625429993 reason hold: 765.95 in [756.89, 765.34], VWAP 765.14
Noise area	noise	14:00 ET	QQQ	hold	—	—	6 numbers lb 699.4160390988503 px 714.13 ub 712.0728524054173 pos 1 vwap 711.4526516876917 reason hold: 714.13 in [699.42, 712.07], VWAP 711.45
Noise area	noise	14:30 ET	SPY	hold	—	—	6 numbers lb 757.0186570906733 px 765.65 ub 765.2101972875696 pos 1 vwap 765.176211828071 reason hold: 765.65 in [757.02, 765.21], VWAP 765.18
Noise area	noise	14:30 ET	QQQ	hold	—	—	6 numbers lb 699.4913731005005 px 713.495 ub 711.9972328532499 pos 1 vwap 711.6504702946777 reason hold: 713.50 in [699.49, 712.00], VWAP 711.65
Noise area	noise	15:00 ET	SPY	long out	—	—	6 numbers lb 756.9507807215548 px 765.09 ub 765.2782772938339 pos 0 vwap 765.1901287304285 reason long out: 765.09 < max(band 765.28, VWAP 765.19)
Noise area	noise	15:00 ET	QQQ	hold	—	—	6 numbers lb 699.4178449349423 px 712.745 ub 712.071039724376 pos 1 vwap 711.7809625103744 reason hold: 712.75 in [699.42, 712.07], VWAP 711.78
Noise area	noise	15:30 ET	SPY	long in	—	—	6 numbers lb 757.1330895206893 px 765.39 ub 765.0954215467119 pos 1 vwap 765.1984240968965 reason long in: 765.39 > band 765.10
Noise area	noise	15:30 ET	QQQ	hold	—	—	6 numbers lb 699.5363711821958 px 713.075 ub 711.9520642081272 pos 1 vwap 711.9101289437131 reason hold: 713.08 in [699.54, 711.95], VWAP 711.91
Noise area	noise	15:59 ET	SPY	close_phase	—	SPY: out at market for the close (96 held)	1 number held 96
Noise area	noise	15:59 ET	QQQ	close_phase	—	QQQ: out at market for the close (53 held)	1 number held 53

Orders sent (8)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
crabel	QQQM	buy	267	market	filled	267	292.048839	—	—	09:38 ET
noise	SPY	buy	96	market	filled	96	764.680938	—	—	10:30 ET
noise	QQQ	buy	53	market	filled	53	709.805094	—	—	10:30 ET
crabel	QQQM	sell	267	market	filled	267	292.807603	—	—	12:48 ET
noise	SPY	sell	96	market	filled	96	765.04	—	—	15:00 ET
noise	SPY	buy	96	market	filled	96	765.398959	—	—	15:30 ET
noise	SPY	sell	96	market	filled	96	765.120104	—	—	15:59 ET
noise	QQQ	sell	53	market	filled	53	712.11	—	—	15:59 ET

What filled (8)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
crabel	Crabel's opening range	QQQM	buy	267	—	292.048839	709.095997	—	09:38 ET	entry	—
crabel	Crabel's opening range	QQQM	sell	267	—	292.807603	711.158005	—	12:48 ET	exit	—
noise	Noise area	SPY	buy	96	—	764.680938	764.755	—	10:30 ET	entry	—
noise	Noise area	QQQ	buy	53	—	709.805094	709.83	—	10:30 ET	entry	—
noise	Noise area	SPY	sell	96	—	765.04	765.09	—	15:00 ET	exit	—
noise	Noise area	SPY	buy	96	—	765.398959	765.39	—	15:30 ET	entry	—
noise	Noise area	SPY	sell	96	—	765.120104	—	—	15:59 ET	close	—
noise	Noise area	QQQ	sell	53	—	712.11	—	—	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	$44,599.69	$44,575.15	$44,744.49	$44,599.69	—
noise	Noise area	$45,000.00	$47,224.97	$47,185.52	$46,490.67	$47,224.97	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · trading
09:30 ET · crabel · open 707.08: bands 709.10 / 705.06 (stretch 2.016)
09:38 ET · crabel · no more entries: one trade a day
09:38 ET · crabel · long at 709.10 (QQQ), stop 705.06, weight 1.76: 267 QQQM at about 292.04
10:00 ET · noise · SPY: open 762.25, previous close 759.97, leverage 3.12, 96 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 762.80 in [759.02, 763.20], VWAP 762.95
10:00 ET · noise · QQQ: open 707.07, previous close 704.40, leverage 1.60, 53 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 706.41 in [702.61, 708.87], VWAP 707.77
10:30 ET · noise · SPY 10:30 check: long in: 764.75 > band 763.84
10:30 ET · noise · QQQ 10:30 check: long in: 709.83 > band 709.62
10:50 ET · crabel · trail: stop 705.06 -> 709.45
10:53 ET · crabel · trail: stop 709.45 -> 709.77
10:57 ET · crabel · trail: stop 709.77 -> 709.96
10:58 ET · crabel · trail: stop 709.96 -> 710.17
10:59 ET · crabel · trail: stop 710.17 -> 710.24
11:00 ET · noise · SPY 11:00 check: hold: 767.06 in [758.07, 764.15], VWAP 764.08
11:00 ET · noise · QQQ 11:00 check: hold: 713.91 in [701.49, 709.99], VWAP 709.21
11:01 ET · crabel · trail: stop 710.24 -> 710.80
11:02 ET · crabel · trail: stop 710.80 -> 711.10
11:03 ET · crabel · trail: stop 711.10 -> 711.16
11:30 ET · noise · SPY 11:30 check: hold: 766.83 in [757.71, 764.51], VWAP 764.75
11:30 ET · noise · QQQ 11:30 check: hold: 714.63 in [700.89, 710.59], VWAP 710.40
12:00 ET · noise · SPY 12:00 check: hold: 765.22 in [757.70, 764.53], VWAP 765.09
12:00 ET · noise · QQQ 12:00 check: hold: 712.66 in [700.57, 710.91], VWAP 710.79
12:30 ET · noise · SPY 12:30 check: hold: 765.54 in [757.96, 764.27], VWAP 765.08
12:30 ET · noise · QQQ 12:30 check: hold: 713.14 in [701.00, 710.49], VWAP 711.04
12:48 ET · crabel · stop: out (QQQ 711.11, stop 711.16)
13:00 ET · noise · SPY 13:00 check: hold: 765.49 in [757.71, 764.52], VWAP 765.07
13:00 ET · noise · QQQ 13:00 check: hold: 713.10 in [700.43, 711.05], VWAP 711.10
13:30 ET · noise · SPY 13:30 check: hold: 765.81 in [757.14, 765.09], VWAP 765.12
13:30 ET · noise · QQQ 13:30 check: hold: 713.62 in [699.68, 711.80], VWAP 711.33
14:00 ET · noise · SPY 14:00 check: hold: 765.95 in [756.89, 765.34], VWAP 765.14
14:00 ET · noise · QQQ 14:00 check: hold: 714.13 in [699.42, 712.07], VWAP 711.45
14:30 ET · noise · SPY 14:30 check: hold: 765.65 in [757.02, 765.21], VWAP 765.18
14:30 ET · noise · QQQ 14:30 check: hold: 713.50 in [699.49, 712.00], VWAP 711.65
15:00 ET · noise · SPY 15:00 check: long out: 765.09 < max(band 765.28, VWAP 765.19)
15:00 ET · noise · QQQ 15:00 check: hold: 712.75 in [699.42, 712.07], VWAP 711.78
15:30 ET · noise · SPY 15:30 check: long in: 765.39 > band 765.10
15:30 ET · noise · QQQ 15:30 check: hold: 713.08 in [699.54, 711.95], VWAP 711.91
15:59 ET · noise · SPY: out at market for the close (96 held)
15:59 ET · noise · QQQ: out at market for the close (53 held)

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.6000120123200525
SPY.leverage: 3.11734440474917
QQQ.prev_close: 704.4
SPY.prev_close: 759.97
QQQ.sigma_10:00: 0.002547506738992019
SPY.sigma_10:00: 0.0012465679702830048

inputs_crabel

armed: true
stretch: 2.015997314453125
qqq_over_qqqm: 2.42846307660484

Record Alpaca

Cost model

forward · 0DTE forward logs

logged

The session's numbers

entries

B0: 2
F2: 2
V2: 2

coverage

QQQ.rows: 26086
SPY.rows: 22841
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 38
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

v5-D: 3
info-B: 1
info-D: 8
info-E: 2

funnels

v5-D.SPY.room: 2
v5-G.SPY.room: 1
info-D.SPY.room: 2
info-G.SPY.room: 1
v5-A.QQQ.window: 2
v5-A.SPY.window: 1
v5-D.QQQ.entries: 3
info-A.QQQ.window: 2
info-A.SPY.window: 1
info-B.QQQ.window: 1
info-C.QQQ.window: 2
info-C.SPY.window: 3
info-B.SPY.entries: 1
info-D.QQQ.entries: 4
info-D.SPY.entries: 4
info-E.QQQ.entries: 1
info-E.SPY.entries: 1
v5-A.QQQ.candidates: 2
v5-A.SPY.candidates: 1
v5-D.QQQ.candidates: 6
v5-D.SPY.candidates: 6
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.candidates: 2
info-A.SPY.candidates: 1
info-B.QQQ.candidates: 1
info-B.SPY.candidates: 1
info-C.QQQ.candidates: 2
info-C.SPY.candidates: 3
info-D.QQQ.book_limit: 5
info-D.QQQ.candidates: 10
info-D.SPY.book_limit: 2
info-D.SPY.candidates: 9
info-E.QQQ.candidates: 1
info-E.SPY.candidates: 1
info-G.QQQ.candidates: 1
info-G.SPY.candidates: 1
v5-D.QQQ.premium_gate: 3
v5-D.SPY.premium_gate: 4
v5-G.QQQ.premium_gate: 1
info-D.QQQ.premium_gate: 1
info-G.QQQ.premium_gate: 1
info-D.SPY.position_open: 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-gap25: 2
info-noise: 2

funnels

info-eod.QQQ.entries: 1
info-eod.SPY.entries: 1
info-gap25.QQQ.entries: 1
info-gap25.SPY.entries: 1
info-noise.QQQ.entries: 1
info-noise.SPY.entries: 1
info-eod.QQQ.candidates: 1
info-eod.SPY.candidates: 1
info-gap25.QQQ.candidates: 1
info-gap25.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
09:36	forward-p4	QQQ	call	info-gap25: ENTRY	C707 at 3.02	10:06 ET	time	−33.2%	(1)
09:36	forward-p4	SPY	call	info-gap25: ENTRY	C763 at 1.70	10:06 ET	time	+0.4%	(1)
09:58	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:00	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:02	forward-p4	SPY	call	info-noise: ENTRY	C764 at 1.41	15:01 ET	stop	−36.6%	(1)
10:18	forward-p4	QQQ	call	info-noise: ENTRY	C710 at 1.76	15:55 ET	time	+35.6%	(1)
10:28	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:28	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:38	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:46	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
11:30	forward-v5	QQQ	call	info-D: ENTRY	C717 at 0.57	11:35 ET	stop	−29.0%	(2)
11:30	forward-v5	QQQ	call	v5-D: ENTRY	C717 at 0.57	11:35 ET	stop	−29.0%	(2)
12:00	forward-v5	QQQ	call	info-D: ENTRY	C715 at 0.47	12:21 ET	stop	−29.9%	(2)
12:00	forward-v5	QQQ	call	v5-D: ENTRY	C715 at 0.47	12:21 ET	stop	−29.9%	(2)
12:00	forward-v5	SPY	call	info-D: ENTRY	C767 at 0.31	12:35 ET	stop	−32.4%	(2)
12:08	forward	SPY	call	B0: ENTRY, V2: ENTRY, F2: ENTRY	C767 at 0.34	12:34 ET	stop	−31.8%	(3)
12:24	forward	SPY	call	B0: position_open, V2: position_open, F2: position_open	—	—	—	—	—
12:30	forward-v5	QQQ	call	info-D: ENTRY	C715 at 0.42	12:35 ET	stop	−30.5%	(2)
12:30	forward-v5	QQQ	call	v5-D: ENTRY	C715 at 0.42	12:35 ET	stop	−30.5%	(2)
12:56	forward	SPY	call	B0: room, V2: room, F2: room	—	—	—	—	—
12:58	forward	SPY	call	B0: room, V2: room, F2: room	—	—	—	—	—
13:00	forward-v5	QQQ	call	info-D: ENTRY	C715 at 0.34	13:30 ET	stop	+44.7%	(2)
13:00	forward-v5	SPY	call	info-D: ENTRY	C767 at 0.25	13:27 ET	stop	+42.8%	(2)
13:30	forward-v5	SPY	call	info-D: ENTRY	C768 at 0.10	13:30 ET	stop	−48.0%	(2)
13:54	forward	SPY	call	B0: ENTRY, V2: ENTRY, F2: ENTRY	C767 at 0.13	13:56 ET	stop	+113.1%	(3)
13:58	forward	SPY	call	B0: book_limit, V2: book_limit, F2: book_limit	—	—	—	—	—
14:00	forward-v5	SPY	call	info-D: ENTRY	C767 at 0.28	14:02 ET	stop	−33.2%	(2)
15:00	forward-p4	QQQ	call	info-eod: ENTRY	C712 at 1.15	15:10 ET	time	+2.4%	(1)
15:00	forward-p4	SPY	call	info-eod: ENTRY	C764 at 1.27	15:10 ET	time	−13.6%	(1)
15:00	forward-v5	QQQ	call	info-E: ENTRY	C714 at 0.26	15:00 ET	stop	−33.9%	(2)
15:00	forward-v5	SPY	call	info-E: ENTRY	C766 at 0.21	15:00 ET	stop	−35.9%	(2)
15:12	forward-v5	SPY	call	info-B: ENTRY	C766 at 0.24	15:30 ET	stop	−34.6%	(2)
15:12	forward	SPY	call	B0: book_limit, V2: book_limit, F2: book_limit	—	—	—	—	—

(1)
Record Forward log
Cost model
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; also logged at no costs and at $0.02 a side
(2)
Record Forward log
Cost model
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level; also logged at no costs and at $0.02 a side
(3)
Record Forward log
Cost model
$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level

Trades opened or closed

52 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 26, 2026	—	DAILY	v2b's pullback in leading industries	EBAY	long	37	118.58	—	—	—	—	+$1.48	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b's pullback in leading industries	MRK	long	31	140.44	—	—	—	—	+$5.27	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b-TOM on Alpaca paper	EBAY	long	17	118.58	—	—	—	—	+$0.68	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b-TOM on Alpaca paper	MCK	long	2	990.745	—	—	—	—	+$4.25	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b-TOM on Alpaca paper	MRK	long	15	140.44	—	—	—	—	+$2.55	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b-TOM on Alpaca paper	PYPL	long	38	54.759737	—	—	—	—	+$8.75	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b-TOM on Alpaca paper	XYZ	long	28	74.519643	—	—	—	—	+$0.85	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b on Alpaca paper	EBAY	long	17	118.58	—	—	—	—	+$0.68	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b on Alpaca paper	MCK	long	2	990.745	—	—	—	—	+$4.25	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b on Alpaca paper	MRK	long	15	140.44	—	—	—	—	+$2.55	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b on Alpaca paper	PYPL	long	38	54.759737	—	—	—	—	+$8.75	—	—	open	Trade journal (1)
Oct 26, 2026	—	DAILY	v2b on Alpaca paper	XYZ	long	28	74.519643	—	—	—	—	+$0.85	—	—	open	Trade journal (1)
Oct 26, 2026	Oct 26, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	111	709.52	711.991261	+$274.31	+$272.76	+0.35%	—	333.8 minutes	time	closed	Trade journal (2)
Oct 26, 2026	Oct 26, 2026	INTRA2	Crabel's opening range	QQQM	long	267	292.048839	292.807603	+$202.59	+$198.85	+0.26%	—	190.6 minutes	stop	closed	Trade journal (2)
Oct 26, 2026	Oct 26, 2026	INTRA2	Noise area	QQQ	long	53	709.805094	712.11	+$122.16	+$121.42	+0.32%	—	328.9 minutes	close	closed	Trade journal (2)
Oct 26, 2026	Oct 26, 2026	INTRA2	Noise area	SPY	long	96	764.680938	765.04	+$34.47	+$33.13	+0.05%	—	270 minutes	signal	closed	Trade journal (2)
Oct 26, 2026	Oct 26, 2026	INTRA2	Noise area	SPY	long	96	765.398959	765.120104	−$26.77	−$28.11	−0.04%	—	28.9 minutes	close	closed	Trade journal (2)
Oct 26, 2026	—	SIM-V2B-TOM	v2b-TOM	EBAY	long	17	118.620003	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B-TOM	v2b-TOM	MCK	long	2	992.869995	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B-TOM	v2b-TOM	MRK	long	15	140.610001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B-TOM	v2b-TOM	PYPL	long	38	54.990002	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B-TOM	v2b-TOM	XYZ	long	28	74.550003	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B	v2b	EBAY	long	17	118.620003	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B	v2b	MCK	long	2	992.869995	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B	v2b	MRK	long	15	140.610001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B	v2b	PYPL	long	38	54.990002	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 26, 2026	—	SIM-V2B	v2b	XYZ	long	28	74.550003	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b's pullback in leading industries	MPC	long	9	460.1182	469.2759	+$82.42	+$82.29	+1.99%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b's pullback in leading industries	PSX	long	16	284.16	288.36	+$67.20	+$66.98	+1.48%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b-TOM on Alpaca paper	MPC	long	4	460.1182	469.2759	+$36.63	+$36.57	+1.99%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b-TOM on Alpaca paper	MSFT	long	4	521.115	532.23	+$44.46	+$44.40	+2.13%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b-TOM on Alpaca paper	PSX	long	7	284.16	288.36	+$29.40	+$29.30	+1.48%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b on Alpaca paper	MPC	long	4	460.1182	469.2759	+$36.63	+$36.57	+1.99%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b on Alpaca paper	MSFT	long	4	521.115	532.23	+$44.46	+$44.40	+2.13%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	DAILY	v2b on Alpaca paper	PSX	long	7	284.16	288.36	+$29.40	+$29.30	+1.48%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 26, 2026	SIM-V2B-TOM	v2b-TOM	MPC	long	4	459.279999	470.640015	+$44.50	—	+2.37%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 26, 2026	SIM-V2B-TOM	v2b-TOM	MSFT	long	4	521.080017	532.599976	+$45.01	—	+2.11%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 26, 2026	SIM-V2B-TOM	v2b-TOM	PSX	long	7	284.630005	288.850006	+$28.53	—	+1.38%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 26, 2026	SIM-V2B	v2b	MPC	long	4	459.279999	470.640015	+$44.50	—	+2.37%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 26, 2026	SIM-V2B	v2b	MSFT	long	4	521.080017	532.599976	+$45.01	—	+2.11%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 26, 2026	SIM-V2B	v2b	PSX	long	7	284.630005	288.850006	+$28.53	—	+1.38%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	Oct 26, 2026	SIM-V2B-TOM	v2b-TOM	SNPS	long	4	447.619995	454.329987	+$25.93	—	+1.40%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	Oct 26, 2026	SIM-V2B	v2b	SNPS	long	4	447.619995	454.329987	+$25.93	—	+1.40%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 16, 2026	Oct 26, 2026	DAILY	IBS on SPY and QQQ	QQQ	long	70	709.7039	712.2993	+$181.68	+$180.70	+0.37%	—	6 sessions	exit	closed	Trade journal (1)
Oct 15, 2026	Oct 26, 2026	DAILY	v2b's pullback in leading industries	SNPS	long	10	468.77	455.32	−$134.50	−$134.64	−2.87%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 26, 2026	DAILY	v2b-TOM on Alpaca paper	SNPS	long	4	468.77	455.32	−$53.80	−$53.86	−2.87%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 15, 2026	Oct 26, 2026	DAILY	v2b on Alpaca paper	SNPS	long	4	468.77	455.32	−$53.80	−$53.86	−2.87%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 12, 2026	Oct 26, 2026	DAILY	v2b's pullback in leading industries	KLAC	long	26	190.2933	149.4258	−$1,062.56	−$1,062.92	−21.48%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 12, 2026	Oct 26, 2026	DAILY	v2b-TOM on Alpaca paper	KLAC	long	11	190.2933	149.4258	−$449.54	−$449.70	−21.48%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 12, 2026	Oct 26, 2026	DAILY	v2b on Alpaca paper	KLAC	long	11	190.2933	149.4258	−$449.54	−$449.70	−21.48%	—	10 sessions	time_stop	closed	Trade journal (1)
Oct 12, 2026	Oct 26, 2026	SIM-V2B-TOM	v2b-TOM	KLAC	long	11	190.119995	149.210007	−$450.83	—	−21.62%	—	—	time_stop	closed	Local ledger (3)
Oct 12, 2026	Oct 26, 2026	SIM-V2B	v2b	KLAC	long	11	190.119995	149.210007	−$450.83	—	−21.62%	—	—	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.