Paper trading, not investment advice. Every account and book on these pages trades paper money: the Alpaca paper accounts DAILY ($1,000,000 from Sep 30, 2026), INTRA1 ($100,000 from Sep 30, 2026) and INTRA2 ($100,000 from Sep 30, 2026); the simulated books SIM-TT ($100,000 from Sep 29, 2026), SIM-V2B ($100,000 from Sep 28, 2026) and SIM-V2B-TOM ($100,000 from Sep 28, 2026), filled at the official close; and market-analysis's ledgers, one contract per position against a $100,000 reporting equity. No real money is at stake. Positions, trades and P&L are published the same day, as the engines record them, with each number's source and cost model labelled. Nothing here is a recommendation to buy, sell or hold any security, and nothing is tailored to you. Each strategy is a pre-registered experiment, read once on a date or at a trade count fixed in advance; until then its record says little either way. I may hold or have held positions in securities shown here. Markets can and do lose money.

Session day

Tue, Oct 27, 2026

Previous: Mon, Oct 26, 2026 Next: Wed, Oct 28, 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	13 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 4 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	6 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	47 s	—
17:05	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	5 s	—
17:05	desk-export-syseq	ran	what this page shows, sent to the site: the strategies, the books' trades, snapshots and sessions, and the server's job runs, with Alpaca's figures for the three accounts read once the session has closed	21 s	—
18:05	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	4 s	—
18:23	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	—
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 50 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	2 min 6 s	—
21:15	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	7 s	—
23:40	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	4 s	—
23:40	desk-export-ma	ran	market-analysis's books and sessions, fetched from its public repository and sent to the site	17 s	—

DAILY · Systematic equity

traded

Decided at 15:42 ET

Account DAILY; Alpaca equity at the settle $983,353.00

What the rules decided (33)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Turnaround Tuesday on SPY and QQQ shares	tt	15:42 ET	SPY	flat	—	flat: not a Monday	4 numbers close 770.719970703125 target 0 values low 765.2100219726562 high 771.114990234375 open 767.3400268554688 close 770.719970703125 monday false prev_high 767.72998046875 prev_close 765.3699951171875 prev2_close 759.969970703125 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:42 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 722.260009765625 target 0 values low 713.5900268554688 high 722.77001953125 open 715.0960083007812 close 722.260009765625 monday false prev_high 715.25 prev_close 712.2000122070312 prev2_close 704.4000244140625 holding 0
IBS on SPY and QQQ	ibs	15:42 ET	SPY	exit	—	exit	4 numbers close 770.719970703125 target 0 values ibs 0.9331038688538146 low 765.2100219726562 high 771.114990234375 open 767.3400268554688 close 770.719970703125 exit_above 0.8 enter_below 0.2 holding 1
IBS on SPY and QQQ	ibs	15:42 ET	QQQ	flat	—	flat: no entry	4 numbers close 722.260009765625 target 0 values ibs 0.9444433363252551 low 713.5900268554688 high 722.77001953125 open 715.0960083007812 close 722.260009765625 exit_above 0.8 enter_below 0.2 holding 0
RSI(2) on SPY and QQQ	rsi2	15:42 ET	SPY	flat	—	flat: no entry	4 numbers close 770.719970703125 target 0 values low 765.2100219726562 high 771.114990234375 open 767.3400268554688 rsi2 79.1603644068272 sma5 766.6219970703125 close 770.719970703125 sma200 724.8184525017427 enter_below 10 short_above 90 holding 0
RSI(2) on SPY and QQQ	rsi2	15:42 ET	QQQ	flat	—	flat: no entry	4 numbers close 722.260009765625 target 0 values low 713.5900268554688 high 722.77001953125 open 715.0960083007812 rsi2 83.81891744590177 sma5 713.706005859375 close 722.260009765625 sma200 677.0562022901056 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:42 ET	SPY	hold	—	hold	4 numbers close 770.719970703125 target 1 values low 765.2100219726562 high 771.114990234375 low7 759.969970703125 open 767.3400268554688 close 770.719970703125 high7 773.0900268554688 sma200 724.8184525017427 holding 1
Double 7s on SPY and QQQ	d7	15:42 ET	QQQ	hold	—	hold	4 numbers close 722.260009765625 target 1 values low 713.5900268554688 high 722.77001953125 low7 704.4000244140625 open 715.0960083007812 close 722.260009765625 high7 725.2000122070312 sma200 677.0562022901056 holding 1
The 200-day trend on SPY and QQQ	tr200	15:42 ET	SPY	hold	—	hold	4 numbers close 770.719970703125 target 1 values low 765.2100219726562 high 771.114990234375 open 767.3400268554688 close 770.719970703125 sma200 724.8184525017427 holding 1
The 200-day trend on SPY and QQQ	tr200	15:42 ET	QQQ	hold	—	hold	4 numbers close 722.260009765625 target 1 values low 713.5900268554688 high 722.77001953125 open 715.0960083007812 close 722.260009765625 sma200 677.0562022901056 holding 1
v2b on Alpaca paper	v2b	15:42 ET	AMZN	sell	8	close>sma_exit	10 numbers adv 8684241888.583374 rsi 72.13883890488103 close 253.92999267578125 sma_exit 252.75399780273438 tradable true raw_close 253.92999267578125 sma_trend 243.33964988708496 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:42 ET	DXCM	sell	26	close>sma_exit	10 numbers adv 315891298.7548828 rsi 51.27484888516562 close 78.9800033569336 sma_exit 78.81400146484376 tradable true raw_close 78.9800033569336 sma_trend 74.41395008087159 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:42 ET	SNDK	sell	1	close>sma_exit	10 numbers adv 14089298005.004883 rsi 72.69387196073876 close 1302.300048828125 sma_exit 1287.01201171875 tradable true raw_close 1302.300048828125 sma_trend 1245.5598222351075 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:42 ET	VEEV	buy	6	entry rank 1 rsi 8.6	10 numbers adv 384049116.2780762 rsi 8.60393722847643 rank 1 close 313 sma_exit 319.4639953613281 tradable true raw_close 313 sma_trend 207.9211502838135 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:42 ET	HCA	buy	4	entry rank 2 rsi 8.9	10 numbers adv 501659784.00878906 rsi 8.857427580560671 rank 2 close 449.30999755859375 sma_exit 462.06199951171874 tradable true raw_close 449.30999755859375 sma_trend 443.11439987182615 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:42 ET	ABNB	buy	12	entry rank 3 rsi 9.1	10 numbers adv 682711707.4768066 rsi 9.068591232386431 rank 3 close 169 sma_exit 172.3019989013672 tradable true raw_close 169 sma_trend 146.28542488098145 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:42 ET	ELV	buy	5	entry rank 4 rsi 9.4	10 numbers adv 447499208.7097168 rsi 9.426727025585906 rank 4 close 420.5 sma_exit 434.2360046386719 tradable true raw_close 420.5 sma_trend 369.23697647094724 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:42 ET	AIG	buy	26	entry rank 5 rsi 9.7	10 numbers adv 286065591.70684814 rsi 9.748980370725807 rank 5 close 79.62999725341797 sma_exit 81.35999908447266 tradable true raw_close 79.62999725341797 sma_trend 75.9066611480713 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:42 ET	NWS	buy	65	entry rank 6 rsi 9.8	10 numbers adv 30250764.89868164 rsi 9.842061445922006 rank 6 close 32.73500061035156 sma_exit 33.441000366210936 tradable true raw_close 32.73500061035156 sma_trend 30.320479822158813 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	AMZN	sell	8	close>sma_exit	10 numbers adv 8684241888.583374 rsi 72.13883890488103 close 253.92999267578125 sma_exit 252.75399780273438 tradable true raw_close 253.92999267578125 sma_trend 243.33964988708496 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	DXCM	sell	26	close>sma_exit	10 numbers adv 315891298.7548828 rsi 51.27484888516562 close 78.9800033569336 sma_exit 78.81400146484376 tradable true raw_close 78.9800033569336 sma_trend 74.41395008087159 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	SNDK	sell	1	close>sma_exit	10 numbers adv 14089298005.004883 rsi 72.69387196073876 close 1302.300048828125 sma_exit 1287.01201171875 tradable true raw_close 1302.300048828125 sma_trend 1245.5598222351075 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	VEEV	buy	6	entry rank 1 rsi 8.6	10 numbers adv 384049116.2780762 rsi 8.60393722847643 rank 1 close 313 sma_exit 319.4639953613281 tradable true raw_close 313 sma_trend 207.9211502838135 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	HCA	buy	4	entry rank 2 rsi 8.9	10 numbers adv 501659784.00878906 rsi 8.857427580560671 rank 2 close 449.30999755859375 sma_exit 462.06199951171874 tradable true raw_close 449.30999755859375 sma_trend 443.11439987182615 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	ABNB	buy	12	entry rank 3 rsi 9.1	10 numbers adv 682711707.4768066 rsi 9.068591232386431 rank 3 close 169 sma_exit 172.3019989013672 tradable true raw_close 169 sma_trend 146.28542488098145 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	ELV	buy	5	entry rank 4 rsi 9.4	10 numbers adv 447499208.7097168 rsi 9.426727025585906 rank 4 close 420.5 sma_exit 434.2360046386719 tradable true raw_close 420.5 sma_trend 369.23697647094724 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	AIG	buy	26	entry rank 5 rsi 9.7	10 numbers adv 286065591.70684814 rsi 9.748980370725807 rank 5 close 79.62999725341797 sma_exit 81.35999908447266 tradable true raw_close 79.62999725341797 sma_trend 75.9066611480713 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:42 ET	NWS	buy	65	entry rank 6 rsi 9.8	10 numbers adv 30250764.89868164 rsi 9.842061445922006 rank 6 close 32.73500061035156 sma_exit 33.441000366210936 tradable true raw_close 32.73500061035156 sma_trend 30.320479822158813 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:42 ET	APH	sell	59	close>sma_exit	12 numbers adv 928998536.3006592 rsi 82.8432761908697 close 78.43000030517578 group SMH sma_exit 76.01199798583984 tradable true raw_close 78.43000030517578 sma_trend 75.12316598892212 exit_signal true group_leads false entry_signal false held_sessions 9
v2b's pullback in leading industries	o11	15:42 ET	DXCM	sell	55	close>sma_exit	12 numbers adv 315891298.7548828 rsi 51.27484888516562 close 78.9800033569336 group IHI sma_exit 78.81400146484376 tradable true raw_close 78.9800033569336 sma_trend 74.41395008087159 exit_signal true group_leads false entry_signal false held_sessions 4
v2b's pullback in leading industries	o11	15:42 ET	FIX	sell	3	close>sma_exit	12 numbers adv 563081301.3427734 rsi 63.58196471315236 close 1285.22998046875 group SMH sma_exit 1274.183984375 tradable true raw_close 1285.22998046875 sma_trend 1600.87744140625 exit_signal true group_leads false entry_signal false held_sessions 10
v2b's pullback in leading industries	o11	15:42 ET	VEEV	buy	14	entry rank 1 rsi 8.6	12 numbers adv 384049116.2780762 rsi 8.60393722847643 rank 1 close 313 group IGV sma_exit 319.4639953613281 tradable true raw_close 313 sma_trend 207.9211502838135 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:42 ET	ELV	buy	10	entry rank 2 rsi 9.4	12 numbers adv 447499208.7097168 rsi 9.426727025585906 rank 2 close 420.5 group IHF sma_exit 434.2360046386719 tradable true raw_close 420.5 sma_trend 369.23697647094724 exit_signal false group_leads true entry_signal true

Orders sent (12)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	ABNB	buy	24	—	filled	24	168.91	168.820007	+5.3 bp	15:56 ET
netted	AIG	buy	52	—	filled	52	79.80	79.580002	+27.6 bp	15:55 ET
netted	AMZN	sell	16	—	filled	16	253.211875	253.100006	−4.4 bp	15:55 ET
netted	APH	sell	59	—	filled	59	78.532203	78.209999	−41.2 bp	15:55 ET
netted	DXCM	sell	107	—	filled	107	78.55	78.559998	+1.3 bp	15:55 ET
netted	ELV	buy	20	—	filled	20	420.63	421.48999	−20.4 bp	15:56 ET
netted	FIX	sell	3	—	filled	3	1,284.24	1,288.609985	+33.9 bp	15:55 ET
netted	HCA	buy	8	—	filled	8	451.00375	449.959991	+23.2 bp	15:55 ET
netted	NWS	buy	130	—	filled	130	32.76	32.759998	+0.0 bp	15:55 ET
netted	SNDK	sell	2	—	filled	2	1,306.18	1,304.839966	−10.3 bp	15:59 ET
netted	SPY	sell	65	—	filled	65	770.163846	769.659973	−6.5 bp	15:55 ET
netted	VEEV	buy	26	—	filled	26	313.28	313.459991	−5.7 bp	15:58 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
ABNB	buy	24	168.91	168.820007	+5.3 bp
AIG	buy	52	79.80	79.580002	+27.6 bp
AMZN	sell	16	253.211875	253.100006	−4.4 bp
APH	sell	59	78.532203	78.209999	−41.2 bp
DXCM	sell	107	78.55	78.559998	+1.3 bp
ELV	buy	20	420.63	421.48999	−20.4 bp
FIX	sell	3	1,284.24	1,288.609985	+33.9 bp
HCA	buy	8	451.00375	449.959991	+23.2 bp
NWS	buy	130	32.76	32.759998	+0.0 bp
SNDK	sell	2	1,306.18	1,304.839966	−10.3 bp
SPY	sell	65	770.163846	769.659973	−6.5 bp
VEEV	buy	26	313.28	313.459991	−5.7 bp

What filled (24)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	AMZN	sell	8	8	253.211875	253.929993	253.100006	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	AMZN	sell	8	8	253.211875	253.929993	253.100006	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	APH	sell	59	59	78.532203	78.43	78.209999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	DXCM	sell	26	26	78.55	78.980003	78.559998	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	DXCM	sell	26	26	78.55	78.980003	78.559998	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	DXCM	sell	55	55	78.55	78.980003	78.559998	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	FIX	sell	3	3	1,284.24	1,285.22998	1,288.609985	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	SNDK	sell	1	1	1,306.18	1,302.300049	1,304.839966	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	SNDK	sell	1	1	1,306.18	1,302.300049	1,304.839966	—	signal	close>sma_exit
ibs	IBS on SPY and QQQ	SPY	sell	65	65	770.163846	770.719971	769.659973	—	signal	exit
v2b	v2b on Alpaca paper	ABNB	buy	12	12	168.91	169.00	168.820007	—	signal	entry rank 3 rsi 9.1
v2b-tom	v2b-TOM on Alpaca paper	ABNB	buy	12	12	168.91	169.00	168.820007	—	signal	entry rank 3 rsi 9.1
v2b	v2b on Alpaca paper	AIG	buy	26	26	79.80	79.629997	79.580002	—	signal	entry rank 5 rsi 9.7
v2b-tom	v2b-TOM on Alpaca paper	AIG	buy	26	26	79.80	79.629997	79.580002	—	signal	entry rank 5 rsi 9.7
v2b	v2b on Alpaca paper	ELV	buy	5	5	420.63	420.50	421.48999	—	signal	entry rank 4 rsi 9.4
v2b-tom	v2b-TOM on Alpaca paper	ELV	buy	5	5	420.63	420.50	421.48999	—	signal	entry rank 4 rsi 9.4
o11	v2b's pullback in leading industries	ELV	buy	10	10	420.63	420.50	421.48999	—	signal	entry rank 2 rsi 9.4
v2b	v2b on Alpaca paper	HCA	buy	4	4	451.00375	449.309998	449.959991	—	signal	entry rank 2 rsi 8.9
v2b-tom	v2b-TOM on Alpaca paper	HCA	buy	4	4	451.00375	449.309998	449.959991	—	signal	entry rank 2 rsi 8.9
v2b	v2b on Alpaca paper	NWS	buy	65	65	32.76	32.735001	32.759998	—	signal	entry rank 6 rsi 9.8
v2b-tom	v2b-TOM on Alpaca paper	NWS	buy	65	65	32.76	32.735001	32.759998	—	signal	entry rank 6 rsi 9.8
v2b	v2b on Alpaca paper	VEEV	buy	6	6	313.28	313.00	313.459991	—	signal	entry rank 1 rsi 8.6
v2b-tom	v2b-TOM on Alpaca paper	VEEV	buy	6	6	313.28	313.00	313.459991	—	signal	entry rank 1 rsi 8.6
o11	v2b's pullback in leading industries	VEEV	buy	14	14	313.28	313.00	313.459991	—	signal	entry rank 1 rsi 8.6

14 trades opened

10 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
d7	Double 7s on SPY and QQQ	$100,000.00	$98,415.60	$98,576.80	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,635.70	$100,843.74	—	—	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$89,320.74	$89,423.39	—	—	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,085.74	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$98,670.47	$98,711.08	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,321.07	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$98,323.33	$98,375.38	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$98,278.87	$98,330.58	—	—	Sep 30, 2026

Notes

drift ibs SPY: snapshot target 0, final close 1

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-27 15:40:27-04:00

Record Alpaca

Cost model

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

INTRA1 · Systematic equity

no trades

Account INTRA1

What the rules decided (3)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 714.76-718.05	2 numbers low 714.76 high 718.055
Nasdaq opening-range retest	pat	10:10 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:10 ET	—	refused	—	short breakout on 5-minute bar 7; the trend refuses it	3 numbers bar 7 side −1 trend_up 1

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	—	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 714.76-718.05
10:10 ET · pat · no more entries: one setup a day
10:10 ET · pat · short breakout on 5-minute bar 7; the trend refuses it

The session's numbers

phase

settled

inputs_pat

tick: 0.006082313659358121
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 (10)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 767.34, previous close 765.37, leverage 3.05, 93 shares a leg	4 numbers open 767.34 shares 93 leverage 3.048452103312512 prev_close 765.37
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 764.4888310551479 px 766.19 ub 768.2234370018982 pos 0 vwap 767.1117705031879 reason flat: 766.19 in [764.49, 768.22], VWAP 767.11
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 715.11, previous close 712.20, leverage 1.54, 50 shares a leg	4 numbers open 715.11 shares 50 leverage 1.5392903067309072 prev_close 712.2
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 710.402090603009 px 715.44 ub 716.9152555305844 pos 0 vwap 716.2266749612028 reason flat: 715.44 in [710.40, 716.92], VWAP 716.23
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 763.642836279829 px 766.62 ub 769.0716092988176 pos 0 vwap 766.7227460205464 reason flat: 766.62 in [763.64, 769.07], VWAP 766.72
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 709.4471404606068 px 716.26 ub 717.8741075332989 pos 0 vwap 715.7731370437999 reason flat: 716.26 in [709.45, 717.87], VWAP 715.77
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 763.2770243485351 px 768.705 ub 769.4383628002079 pos 0 vwap 767.033654331352 reason flat: 768.71 in [763.28, 769.44], VWAP 767.03
Noise area	noise	11:00 ET	QQQ	long in	—	—	6 numbers lb 708.8644227098347 px 718.68 ub 718.4592062285457 pos 1 vwap 716.1244887294934 reason long in: 718.68 > band 718.46
Noise area	noise	11:30 ET	SPY	flat	—	—	6 numbers lb 762.9942628189683 px 769.64 ub 769.7218521349058 pos 0 vwap 767.512260581275 reason flat: 769.64 in [762.99, 769.72], VWAP 767.51
Noise area	noise	11:30 ET	QQQ	hold	—	—	6 numbers lb 708.2277084645248 px 720.16 ub 719.0985220442766 pos 1 vwap 716.7955621097846 reason hold: 720.16 in [708.23, 719.10], VWAP 716.80

Orders sent (2)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	QQQ	buy	50	market	filled	50	718.9962	—	—	11:00 ET
noise	QQQ	sell	50	market	filled	50	719.68	—	—	11:36 ET

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	QQQ	buy	50	—	718.9962	718.68	—	11:00 ET	entry	—
noise	Noise area	QQQ	sell	50	—	719.68	—	—	11:36 ET	flatten	—

1 trade opened

1 trade 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	—	—
noise	Noise area	$45,000.00	$47,259.16	$47,219.01	$46,476.12	—	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 767.34, previous close 765.37, leverage 3.05, 93 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 766.19 in [764.49, 768.22], VWAP 767.11
10:00 ET · noise · QQQ: open 715.11, previous close 712.20, leverage 1.54, 50 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 715.44 in [710.40, 716.92], VWAP 716.23
10:30 ET · noise · SPY 10:30 check: flat: 766.62 in [763.64, 769.07], VWAP 766.72
10:30 ET · noise · QQQ 10:30 check: flat: 716.26 in [709.45, 717.87], VWAP 715.77
11:00 ET · noise · SPY 11:00 check: flat: 768.71 in [763.28, 769.44], VWAP 767.03
11:00 ET · noise · QQQ 11:00 check: long in: 718.68 > band 718.46
11:30 ET · noise · SPY 11:30 check: flat: 769.64 in [762.99, 769.72], VWAP 767.51
11:30 ET · noise · QQQ 11:30 check: hold: 720.16 in [708.23, 719.10], VWAP 716.80

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.5392903067309072
SPY.leverage: 3.048452103312512
QQQ.prev_close: 712.2
SPY.prev_close: 765.37
QQQ.sigma_10:00: 0.0025244445338262122
SPY.sigma_10:00: 0.0011512979929342224

inputs_crabel

armed: false
stretch: 2.153997802734375
qqq_over_qqqm: 2.428561685876015

Record Alpaca

Cost model

MA · market-analysis

no trades

Account MA

What the rules decided (2)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
—	—	—	SPY	ON	—	ON	6 numbers x 18.39 vix 18.39 asof 2026-10-26 known true vix3m 19.94 x_median 16.205
—	—	—	QQQ	ON	—	ON	6 numbers x 26.4 vix 18.39 asof 2026-10-26 known true vix3m 19.94 x_median 22.295

Warnings

prices.parquet ends 2026-10-23, BEFORE the 2026-10-27 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_prices.py
returns.parquet ends 2026-10-23, BEFORE the 2026-10-27 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_returns.py
features.parquet ends 2026-10-23, BEFORE the 2026-10-27 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 35
candidates: 8
exploration: 35

ledger

graded: 35
emitted: 8
skipped: 0
wb_graded: 515
wb_emitted: 169
ledger_open: true
exploration_emitted: 35
exploration_skipped: 0

season

gate_next

QQQ: UNKNOWN:null input at 2026-10-27
SPY: UNKNOWN:null input at 2026-10-27

sb_running

champion.QQQ-IC.n: 3
champion.QQQ-PS.n: 3
champion.SPY-IC.n: 2
champion.SPY-PS.n: 3
exploration.QQQ-IC.n: 3
exploration.QQQ-PS.n: 4
exploration.SPY-IC.n: 3
exploration.SPY-PS.n: 4
champion.QQQ-IC.net_usd_total: 228.84335835947866
champion.QQQ-PS.net_usd_total: −140.6516292368848
champion.SPY-IC.net_usd_total: 372.65038047825385
champion.SPY-PS.net_usd_total: 400.2537104220643
exploration.QQQ-IC.net_usd_total: 228.84335835947866
exploration.QQQ-PS.net_usd_total: 71.53911566509862
exploration.SPY-IC.net_usd_total: 543.4644706969143
exploration.SPY-PS.net_usd_total: 524.5724121407247

is_entry_day

false

watch_basket

vol: 0
long: 86
short: 83
conflict: 102
available: true

sc_candidates

sc_exploration

signals_schema

d1.6

index_vol_through

2026-10-27

Record GitHub ledger
Cost model: S-B QQQ iron condor and 7 more
half of each leg's quoted spread plus $0.65 a contract at entry; $0.65 a contract at expiry
For S-B QQQ iron condor, S-B QQQ put spread, S-B SPY iron condor, S-B SPY put spread, S-B QQQ iron condor, exploration, S-B QQQ put spread, exploration, S-B SPY iron condor, exploration and S-B SPY put spread, exploration.
Record GitHub ledger
Cost model: S-C C1 iron butterfly and 2 more
half of each leg's spread plus $0.65 a contract at entry, the spread quoted from 15:00 to 16:00 ET or, for a wing priced by model, the stock's median option spread over the 20 sessions before, at least 5%; nothing at expiry
For S-C C1 iron butterfly, S-C C2 iron butterfly and S-C C1 iron butterfly, exploration.
Record GitHub ledger
Cost model: S-C C1 short straddle and 2 more
half of each leg's quoted spread from 15:00 to 16:00 ET plus $0.65 a contract at entry; nothing at expiry
For S-C C1 short straddle, S-C C2 short straddle and S-C C1 short straddle, exploration.

forward · 0DTE forward logs

logged

The session's numbers

entries

B0: 0
F2: 0
V2: 0

coverage

QQQ.rows: 24954
SPY.rows: 22494
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 36
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: 1
info-A: 1
info-C: 1
info-D: 6
info-E: 1

funnels

v5-A.SPY.bias: 1
v5-A.SPY.room: 2
v5-G.SPY.room: 1
info-A.SPY.room: 5
info-B.SPY.room: 1
info-E.SPY.room: 1
info-G.SPY.room: 1
v5-A.QQQ.window: 5
v5-A.SPY.window: 4
v5-D.QQQ.breadth: 3
v5-D.QQQ.entries: 1
v5-D.SPY.breadth: 2
info-A.QQQ.window: 5
info-A.SPY.window: 2
info-B.QQQ.window: 1
info-B.SPY.window: 1
info-A.SPY.entries: 1
info-C.QQQ.entries: 1
info-D.QQQ.entries: 4
info-D.SPY.entries: 2
info-E.QQQ.entries: 1
v5-A.QQQ.candidates: 5
v5-A.SPY.candidates: 8
v5-D.QQQ.candidates: 6
v5-D.SPY.candidates: 2
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.candidates: 5
info-A.SPY.candidates: 8
info-B.QQQ.candidates: 1
info-B.SPY.candidates: 2
info-C.QQQ.candidates: 1
info-D.QQQ.book_limit: 2
info-D.QQQ.candidates: 8
info-D.SPY.candidates: 2
info-E.QQQ.candidates: 1
info-E.SPY.candidates: 1
info-G.QQQ.candidates: 1
info-G.SPY.candidates: 1
v5-A.SPY.premium_gate: 1
v5-G.QQQ.premium_gate: 1
v5-D.QQQ.position_open: 2
info-G.QQQ.premium_gate: 1
info-D.QQQ.position_open: 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

forward-p4 · 0DTE forward logs

logged

The session's numbers

entries

info-eod: 2
info-gap25: 1
info-noise: 2

funnels

info-eod.QQQ.entries: 1
info-eod.SPY.entries: 1
info-gap25.QQQ.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-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	C716 at 2.06	10:06 ET	time	−29.3%	(1)
09:50	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
09:54	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
09:54	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:08	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:34	forward-p4	QQQ	call	info-noise: ENTRY	C718 at 1.51	10:39 ET	stop	−36.6%	(1)
11:00	forward-v5	QQQ	call	info-D: ENTRY	C721 at 0.58	12:09 ET	stop	+147.3%	(2)
11:00	forward-v5	QQQ	call	v5-D: ENTRY	C721 at 0.58	12:09 ET	stop	+147.3%	(2)
11:18	forward-p4	SPY	call	info-noise: ENTRY	C770 at 0.77	12:43 ET	stop	−38.1%	(1)
11:32	forward	SPY	put	B0: bias, V2: breadth, F2: room	—	—	—	—	—
11:50	forward-v5	SPY	call	info-A: ENTRY	C772 at 0.27	12:11 ET	stop	−33.5%	(2)
12:00	forward-v5	SPY	call	info-D: ENTRY	C773 at 0.17	12:08 ET	stop	−38.5%	(2)
12:30	forward-v5	QQQ	call	info-D: ENTRY	C724 at 0.34	12:33 ET	stop	−31.8%	(2)
12:30	forward-v5	SPY	call	info-D: ENTRY	C772 at 0.16	12:34 ET	stop	−39.4%	(2)
12:58	forward-v5	QQQ	call	info-C: ENTRY	C723 at 0.29	13:01 ET	stop	−32.9%	(2)
13:00	forward-v5	QQQ	call	info-D: ENTRY	C723 at 0.32	13:01 ET	stop	−32.2%	(2)
13:00	forward	SPY	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
13:30	forward-v5	QQQ	call	info-D: ENTRY	C723 at 0.18	13:53 ET	stop	−37.8%	(2)
15:00	forward-p4	QQQ	call	info-eod: ENTRY	C720 at 1.30	15:10 ET	time	+41.3%	(1)
15:00	forward-p4	SPY	call	info-eod: ENTRY	C768 at 1.53	15:10 ET	time	+37.1%	(1)
15:00	forward-v5	QQQ	call	info-E: ENTRY	C722 at 0.24	15:36 ET	stop	+143.5%	(2)

(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

Trades opened or closed

46 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 27, 2026	—	DAILY	v2b's pullback in leading industries	ELV	long	10	420.63	—	—	—	—	−$68.80	—	—	open	Trade journal (1)
Oct 27, 2026	—	DAILY	v2b's pullback in leading industries	VEEV	long	14	313.28	—	—	—	—	−$140.98	—	—	open	Trade journal (1)
Oct 27, 2026	Nov 2, 2026	DAILY	v2b-TOM on Alpaca paper	ABNB	long	12	168.91	171.2975	+$28.65	+$28.48	+1.41%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	AIG	long	26	79.80	81.3548	+$40.43	+$40.06	+1.95%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	—	DAILY	v2b-TOM on Alpaca paper	ELV	long	5	420.63	—	—	—	—	−$34.40	—	—	open	Trade journal (1)
Oct 27, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	HCA	long	4	451.0038	477.7312	+$106.91	+$106.85	+5.93%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	Nov 2, 2026	DAILY	v2b-TOM on Alpaca paper	NWS	long	65	32.76	32.4802	−$18.19	−$19.10	−0.85%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	—	DAILY	v2b-TOM on Alpaca paper	VEEV	long	6	313.28	—	—	—	—	−$60.42	—	—	open	Trade journal (1)
Oct 27, 2026	Nov 2, 2026	DAILY	v2b on Alpaca paper	ABNB	long	12	168.91	171.2975	+$28.65	+$28.48	+1.41%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	AIG	long	26	79.80	81.3548	+$40.43	+$40.06	+1.95%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	—	DAILY	v2b on Alpaca paper	ELV	long	5	420.63	—	—	—	—	−$34.40	—	—	open	Trade journal (1)
Oct 27, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	HCA	long	4	451.0038	477.7312	+$106.91	+$106.85	+5.93%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	Nov 2, 2026	DAILY	v2b on Alpaca paper	NWS	long	65	32.76	32.4802	−$18.19	−$19.10	−0.85%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 27, 2026	—	DAILY	v2b on Alpaca paper	VEEV	long	6	313.28	—	—	—	—	−$60.42	—	—	open	Trade journal (1)
Oct 27, 2026	—	INTRA1	Nasdaq opening-range retest	QQQ	short	0	—	—	—	—	—	—	—	—	not entered	Trade journal (2)
Oct 27, 2026	Oct 27, 2026	INTRA2	Noise area	QQQ	long	50	718.9962	719.68	+$34.19	+$33.49	+0.10%	—	36.6 minutes	flatten	closed	Trade journal (2)
Oct 27, 2026	—	INTRA2	Noise area	QQQ	long	0	—	—	—	—	—	—	—	—	rule only	Trade journal (2)
Oct 27, 2026	—	INTRA2	Noise area	SPY	long	0	—	—	—	—	—	—	—	—	rule only	Trade journal (2)
Oct 27, 2026	Nov 2, 2026	SIM-V2B-TOM	v2b-TOM	ABNB	long	12	168.820007	171.110001	+$26.45	—	+1.26%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	AIG	long	26	79.580002	81.440002	+$47.30	—	+2.24%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	—	SIM-V2B-TOM	v2b-TOM	ELV	long	5	421.48999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 27, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	HCA	long	4	449.959991	478.079987	+$111.52	—	+6.15%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	Nov 2, 2026	SIM-V2B-TOM	v2b-TOM	NWS	long	65	32.759998	32.459999	−$20.55	—	−1.02%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	—	SIM-V2B-TOM	v2b-TOM	VEEV	long	6	313.459991	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 27, 2026	Nov 2, 2026	SIM-V2B	v2b	ABNB	long	12	168.820007	171.110001	+$26.45	—	+1.26%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	Oct 29, 2026	SIM-V2B	v2b	AIG	long	26	79.580002	81.440002	+$47.30	—	+2.24%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	—	SIM-V2B	v2b	ELV	long	5	421.48999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 27, 2026	Oct 29, 2026	SIM-V2B	v2b	HCA	long	4	449.959991	478.079987	+$111.52	—	+6.15%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	Nov 2, 2026	SIM-V2B	v2b	NWS	long	64	32.759998	32.459999	−$20.24	—	−1.02%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 27, 2026	—	SIM-V2B	v2b	VEEV	long	6	313.459991	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 23, 2026	Oct 27, 2026	DAILY	v2b-TOM on Alpaca paper	AMZN	long	8	248.15	253.2119	+$40.49	+$40.38	+2.04%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 23, 2026	Oct 27, 2026	DAILY	v2b-TOM on Alpaca paper	SNDK	long	1	1,239.12	1,306.18	+$67.06	+$67.05	+5.41%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 23, 2026	Oct 27, 2026	DAILY	v2b on Alpaca paper	AMZN	long	8	248.15	253.2119	+$40.49	+$40.38	+2.04%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 23, 2026	Oct 27, 2026	DAILY	v2b on Alpaca paper	SNDK	long	1	1,239.12	1,306.18	+$67.06	+$67.05	+5.41%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 23, 2026	Oct 27, 2026	SIM-V2B-TOM	v2b-TOM	AMZN	long	8	248.00	253.100006	+$39.79	—	+1.96%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 23, 2026	Oct 27, 2026	SIM-V2B-TOM	v2b-TOM	SNDK	long	1	1,238.030029	1,304.839966	+$66.16	—	+5.30%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 23, 2026	Oct 27, 2026	SIM-V2B	v2b	AMZN	long	8	248.00	253.100006	+$39.79	—	+1.96%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 21, 2026	Oct 27, 2026	DAILY	v2b's pullback in leading industries	DXCM	long	55	80.1811	78.55	−$89.71	−$90.48	−2.03%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 21, 2026	Oct 27, 2026	DAILY	v2b-TOM on Alpaca paper	DXCM	long	26	80.1811	78.55	−$42.41	−$42.77	−2.03%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 21, 2026	Oct 27, 2026	DAILY	v2b on Alpaca paper	DXCM	long	26	80.1811	78.55	−$42.41	−$42.77	−2.03%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 21, 2026	Oct 27, 2026	SIM-V2B-TOM	v2b-TOM	DXCM	long	26	80.260002	78.559998	−$45.22	—	−2.22%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 21, 2026	Oct 27, 2026	SIM-V2B	v2b	DXCM	long	26	80.260002	78.559998	−$45.22	—	−2.22%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 16, 2026	Oct 27, 2026	DAILY	IBS on SPY and QQQ	SPY	long	65	763.2286	770.1638	+$450.79	+$449.88	+0.91%	—	7 sessions	exit	closed	Trade journal (1)
Oct 14, 2026	Oct 27, 2026	DAILY	v2b's pullback in leading industries	APH	long	59	82.5963	78.5322	−$239.78	−$240.61	−4.92%	—	9 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 27, 2026	DAILY	v2b's pullback in leading industries	FIX	long	3	1,627.97	1,284.24	−$1,031.19	−$1,031.23	−21.11%	—	10 sessions	close>sma_exit	closed	Trade journal (1)
Oct 13, 2026	Oct 27, 2026	SIM-V2B-TOM	v2b-TOM	FIX	long	1	1,626.640015	1,288.609985	−$338.67	—	−20.88%	—	—	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.