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

Session day

Wed, Oct 28, 2026

Previous: Tue, Oct 27, 2026 Next: Thu, Oct 29, 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 3 s	—
15:59	desk-backup	ran	everything the server keeps for the engine (its books and reference data, the run records, Alpaca's reads and the logs) copied to cloud storage; what each copy replaces or removes is kept for 90 days	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	50 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	4 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	—
18:17	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	—
20:35	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	57 min 49 s	—
21:00	odte-forward-v5	missing	protocol 3's information log	—	No run recorded.
21:15	odte-forward-p4	missing	protocol 4's log (P4-GAP and five information rules)	—	No run recorded.
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	15 s	—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $982,694.27

What the rules decided (32)

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 770.9600219726562 target 0 values low 769.239990234375 high 773.3599853515625 open 771.4299926757812 close 770.9600219726562 monday false prev_high 771.1400146484375 prev_close 769.6599731445312 prev2_close 765.3699951171875 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 723.3599853515625 target 0 values low 720.2999877929688 high 726.1199951171875 open 724.1199951171875 close 723.3599853515625 monday false prev_high 722.8699951171875 prev_close 721.25 prev2_close 712.2000122070312 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 770.9600219726562 target 0 values ibs 0.4174839264021807 low 769.239990234375 high 773.3599853515625 open 771.4299926757812 close 770.9600219726562 exit_above 0.8 enter_below 0.2 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	QQQ	flat	—	flat: no entry	4 numbers close 723.3599853515625 target 0 values ibs 0.52577211472917 low 720.2999877929688 high 726.1199951171875 open 724.1199951171875 close 723.3599853515625 exit_above 0.8 enter_below 0.2 holding 0
RSI(2) on SPY and QQQ	rsi2	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 770.9600219726562 target 0 values low 769.239990234375 high 773.3599853515625 open 771.4299926757812 rsi2 81.78980490944994 sma5 765.9839965820313 close 770.9600219726562 sma200 725.2190907336212 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 723.3599853515625 target 0 values low 720.2999877929688 high 726.1199951171875 open 724.1199951171875 rsi2 86.34149061540364 sma5 713.1359985351562 close 723.3599853515625 sma200 677.5427458734304 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 770.9600219726562 target 1 values low 769.239990234375 high 773.3599853515625 low7 759.969970703125 open 771.4299926757812 close 770.9600219726562 high7 773.0900268554688 sma200 725.2190907336212 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 723.3599853515625 target 1 values low 720.2999877929688 high 726.1199951171875 low7 704.4000244140625 open 724.1199951171875 close 723.3599853515625 high7 725.2000122070312 sma200 677.5427458734304 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 770.9600219726562 target 1 values low 769.239990234375 high 773.3599853515625 open 771.4299926757812 close 770.9600219726562 sma200 725.2190907336212 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 723.3599853515625 target 1 values low 720.2999877929688 high 726.1199951171875 open 724.1199951171875 close 723.3599853515625 sma200 677.5427458734304 holding 1
v2b on Alpaca paper	v2b	15:41 ET	NEM	sell	19	close>sma_exit	10 numbers adv 758404839.9513245 rsi 67.48201534618406 close 112.91999816894531 sma_exit 111.78600006103515 tradable true raw_close 112.91999816894531 sma_trend 112.14096965789795 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	GRMN	buy	7	entry rank 1 rsi 1.9	10 numbers adv 218107605.79833984 rsi 1.9383264304987453 rank 1 close 272.010009765625 sma_exit 288.6820007324219 tradable true raw_close 272.010009765625 sma_trend 251.6819669342041 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	FFIV	buy	5	entry rank 2 rsi 2.4	10 numbers adv 226045859.46044922 rsi 2.430785835562666 rank 2 close 363.31500244140625 sma_exit 437.9549987792969 tradable true raw_close 363.31500244140625 sma_trend 362.42707458496096 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	ADM	buy	27	entry rank 3 rsi 4.1	10 numbers adv 260086952.8060913 rsi 4.0847277628701635 rank 3 close 77.30999755859375 sma_exit 78.89999847412109 tradable true raw_close 77.30999755859375 sma_trend 75.77140764236451 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	NWSA	buy	73	entry rank 4 rsi 4.2	10 numbers adv 99804373.24295044 rsi 4.249176842612195 rank 4 close 29.204999923706055 sma_exit 30.31699981689453 tradable true raw_close 29.204999923706055 sma_trend 26.780669717788697 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	TYL	buy	6	entry rank 5 rsi 4.9	10 numbers adv 232536108.21533203 rsi 4.852432047146063 rank 5 close 357.4049987792969 sma_exit 380.99900512695314 tradable true raw_close 357.4049987792969 sma_trend 336.8647750854492 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	NEM	sell	19	close>sma_exit	10 numbers adv 758404839.9513245 rsi 67.48201534618406 close 112.91999816894531 sma_exit 111.78600006103515 tradable true raw_close 112.91999816894531 sma_trend 112.14096965789795 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	GRMN	buy	7	entry rank 1 rsi 1.9	10 numbers adv 218107605.79833984 rsi 1.9383264304987453 rank 1 close 272.010009765625 sma_exit 288.6820007324219 tradable true raw_close 272.010009765625 sma_trend 251.6819669342041 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	FFIV	buy	5	entry rank 2 rsi 2.4	10 numbers adv 226045859.46044922 rsi 2.430785835562666 rank 2 close 363.31500244140625 sma_exit 437.9549987792969 tradable true raw_close 363.31500244140625 sma_trend 362.42707458496096 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	ADM	buy	27	entry rank 3 rsi 4.1	10 numbers adv 260086952.8060913 rsi 4.0847277628701635 rank 3 close 77.30999755859375 sma_exit 78.89999847412109 tradable true raw_close 77.30999755859375 sma_trend 75.77140764236451 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	NWSA	buy	73	entry rank 4 rsi 4.2	10 numbers adv 99804373.24295044 rsi 4.249176842612195 rank 4 close 29.204999923706055 sma_exit 30.31699981689453 tradable true raw_close 29.204999923706055 sma_trend 26.780669717788697 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	TYL	buy	6	entry rank 5 rsi 4.9	10 numbers adv 232536108.21533203 rsi 4.852432047146063 rank 5 close 357.4049987792969 sma_exit 380.99900512695314 tradable true raw_close 357.4049987792969 sma_trend 336.8647750854492 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	FFIV	buy	12	entry rank 1 rsi 2.4	12 numbers adv 226045859.46044922 rsi 2.430785835562666 rank 1 close 363.31500244140625 group IGV sma_exit 437.9549987792969 tradable true raw_close 363.31500244140625 sma_trend 362.42707458496096 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	ADM	buy	57	entry rank 2 rsi 4.1	12 numbers adv 260086952.8060913 rsi 4.0847277628701635 rank 2 close 77.30999755859375 group XLE sma_exit 78.89999847412109 tradable true raw_close 77.30999755859375 sma_trend 75.77140764236451 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	TYL	buy	12	entry rank 3 rsi 4.9	12 numbers adv 232536108.21533203 rsi 4.852432047146063 rank 3 close 357.4049987792969 group IGV sma_exit 380.99900512695314 tradable true raw_close 357.4049987792969 sma_trend 336.8647750854492 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CVS	buy	49	entry rank 4 rsi 6.4	12 numbers adv 669607725 rsi 6.362445298895009 rank 4 close 90.05500030517578 group IHF sma_exit 92.33300018310547 tradable true raw_close 90.05500030517578 sma_trend 87.48121173858642 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	HUM	buy	10	entry rank 5 rsi 6.4	12 numbers adv 443709294.04296875 rsi 6.399350049120445 rank 5 close 412.2900085449219 group IHF sma_exit 417.4800048828125 tradable true raw_close 412.2900085449219 sma_trend 306.3493264007568 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	PAYX	buy	41	entry rank 6 rsi 7.7	12 numbers adv 302529871.54693604 rsi 7.723195966593304 rank 6 close 107.7300033569336 group IGV sma_exit 113.43044738769531 tradable true raw_close 107.7300033569336 sma_trend 101.17103492736817 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	NOW	buy	30	entry rank 7 rsi 8.1	12 numbers adv 1828268637.0391846 rsi 8.117633126362415 rank 7 close 148.6699981689453 group IGV sma_exit 155.51799926757812 tradable true raw_close 148.6699981689453 sma_trend 115.26985008239745 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CI	buy	15	entry rank 8 rsi 9.0	12 numbers adv 431552958.8317871 rsi 8.992708365538169 rank 8 close 294.5799865722656 group IHF sma_exit 304.29400024414065 tradable true raw_close 294.5799865722656 sma_trend 279.066618270874 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	PFE	buy	151	entry rank 9 rsi 9.2	12 numbers adv 874451200 rsi 9.20322235113399 rank 9 close 29.395000457763672 group XLV sma_exit 29.887000274658202 tradable true raw_close 29.395000457763672 sma_trend 26.265280694961547 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CAH	buy	18	entry rank 10 rsi 9.9	12 numbers adv 399746131.8786621 rsi 9.883540693986115 rank 10 close 244.49000549316406 group XLV sma_exit 249.53800048828126 tradable true raw_close 244.49000549316406 sma_trend 220.88890914916993 exit_signal false group_leads true entry_signal true

Orders sent (13)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	ADM	buy	111	—	filled	111	77.50	77.230003	+35.0 bp	15:55 ET
netted	CAH	buy	18	—	filled	18	244.89	244.759995	+5.3 bp	15:55 ET
netted	CI	buy	15	—	filled	15	294.826001	295.00	−5.9 bp	15:58 ET
netted	CVS	buy	49	—	filled	49	90.17	89.949997	+24.5 bp	15:55 ET
netted	FFIV	buy	22	—	filled	22	364.25	365.529999	−35.0 bp	15:55 ET
netted	GRMN	buy	14	—	filled	14	273.36	272.51001	+31.2 bp	15:59 ET
netted	HUM	buy	10	—	filled	10	411.879	411.869995	+0.2 bp	15:55 ET
netted	NEM	sell	38	—	filled	38	113.61	113.919998	+27.2 bp	15:55 ET
netted	NOW	buy	30	—	filled	30	150.21	150.130005	+5.3 bp	15:55 ET
netted	NWSA	buy	146	—	filled	146	29.32	29.309999	+3.4 bp	15:55 ET
netted	PAYX	buy	41	—	filled	41	108.54	108.209999	+30.5 bp	15:55 ET
netted	PFE	buy	151	—	filled	151	29.48	29.450001	+10.2 bp	15:55 ET
netted	TYL	buy	24	—	filled	24	363.006667	360.899994	+58.4 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	buy	111	77.50	77.230003	+35.0 bp
CAH	buy	18	244.89	244.759995	+5.3 bp
CI	buy	15	294.826001	295.00	−5.9 bp
CVS	buy	49	90.17	89.949997	+24.5 bp
FFIV	buy	22	364.25	365.529999	−35.0 bp
GRMN	buy	14	273.36	272.51001	+31.2 bp
HUM	buy	10	411.879	411.869995	+0.2 bp
NEM	sell	38	113.61	113.919998	+27.2 bp
NOW	buy	30	150.21	150.130005	+5.3 bp
NWSA	buy	146	29.32	29.309999	+3.4 bp
PAYX	buy	41	108.54	108.209999	+30.5 bp
PFE	buy	151	29.48	29.450001	+10.2 bp
TYL	buy	24	363.006667	360.899994	+58.4 bp

What filled (22)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	NEM	sell	19	19	113.61	112.919998	113.919998	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	NEM	sell	19	19	113.61	112.919998	113.919998	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	ADM	buy	27	27	77.50	77.309998	77.230003	—	signal	entry rank 3 rsi 4.1
v2b-tom	v2b-TOM on Alpaca paper	ADM	buy	27	27	77.50	77.309998	77.230003	—	signal	entry rank 3 rsi 4.1
o11	v2b's pullback in leading industries	ADM	buy	57	57	77.50	77.309998	77.230003	—	signal	entry rank 2 rsi 4.1
o11	v2b's pullback in leading industries	CAH	buy	18	18	244.89	244.490005	244.759995	—	signal	entry rank 10 rsi 9.9
o11	v2b's pullback in leading industries	CI	buy	15	15	294.826001	294.579987	295.00	—	signal	entry rank 8 rsi 9.0
o11	v2b's pullback in leading industries	CVS	buy	49	49	90.17	90.055	89.949997	—	signal	entry rank 4 rsi 6.4
v2b	v2b on Alpaca paper	FFIV	buy	5	5	364.25	363.315002	365.529999	—	signal	entry rank 2 rsi 2.4
v2b-tom	v2b-TOM on Alpaca paper	FFIV	buy	5	5	364.25	363.315002	365.529999	—	signal	entry rank 2 rsi 2.4
o11	v2b's pullback in leading industries	FFIV	buy	12	12	364.25	363.315002	365.529999	—	signal	entry rank 1 rsi 2.4
v2b	v2b on Alpaca paper	GRMN	buy	7	7	273.36	272.01001	272.51001	—	signal	entry rank 1 rsi 1.9
v2b-tom	v2b-TOM on Alpaca paper	GRMN	buy	7	7	273.36	272.01001	272.51001	—	signal	entry rank 1 rsi 1.9
o11	v2b's pullback in leading industries	HUM	buy	10	10	411.879	412.290009	411.869995	—	signal	entry rank 5 rsi 6.4
o11	v2b's pullback in leading industries	NOW	buy	30	30	150.21	148.669998	150.130005	—	signal	entry rank 7 rsi 8.1
v2b	v2b on Alpaca paper	NWSA	buy	73	73	29.32	29.205	29.309999	—	signal	entry rank 4 rsi 4.2
v2b-tom	v2b-TOM on Alpaca paper	NWSA	buy	73	73	29.32	29.205	29.309999	—	signal	entry rank 4 rsi 4.2
o11	v2b's pullback in leading industries	PAYX	buy	41	41	108.54	107.730003	108.209999	—	signal	entry rank 6 rsi 7.7
o11	v2b's pullback in leading industries	PFE	buy	151	151	29.48	29.395	29.450001	—	signal	entry rank 9 rsi 9.2
v2b	v2b on Alpaca paper	TYL	buy	6	6	363.006667	357.404999	360.899994	—	signal	entry rank 5 rsi 4.9
v2b-tom	v2b-TOM on Alpaca paper	TYL	buy	6	6	363.006667	357.404999	360.899994	—	signal	entry rank 5 rsi 4.9
o11	v2b's pullback in leading industries	TYL	buy	12	12	363.006667	357.404999	360.899994	—	signal	entry rank 3 rsi 4.9

20 trades opened

2 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	$98,877.32	$99,038.65	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,635.70	$100,859.88	—	—	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$89,245.45	$89,359.02	—	—	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,101.74	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$99,132.19	$99,172.98	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,337.10	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$98,458.35	$98,511.98	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$98,413.89	$98,467.17	—	—	Sep 30, 2026

Notes

drift d7 QQQ: snapshot target 1, final close 0

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-28 15:40:38-04:00

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 722.65-724.61	2 numbers low 722.65 high 724.61
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	—	refused	—	short breakout on 5-minute bar 3; the trend refuses it	3 numbers bar 3 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 722.65-724.61
09:50 ET · pat · no more entries: one setup a day
09:50 ET · pat · short breakout on 5-minute bar 3; the trend refuses it

The session's numbers

phase

settled

inputs_pat

tick: 0.00608107071108808
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

no trades

Account INTRA2

What the rules decided (26)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 771.43, previous close 769.66, leverage 2.94, 90 shares a leg	4 numbers open 771.43 shares 90 leverage 2.9423972733506987 prev_close 769.66
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 768.764169564321 px 770.53 ub 772.3278905919441 pos 0 vwap 770.5689278578327 reason flat: 770.53 in [768.76, 772.33], VWAP 770.57
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 724.12, previous close 721.25, leverage 1.45, 47 shares a leg	4 numbers open 724.12 shares 47 leverage 1.450708036813408 prev_close 721.25
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 719.4128035436024 px 722.495 ub 725.9645070336313 pos 0 vwap 722.5244218666106 reason flat: 722.50 in [719.41, 725.96], VWAP 722.52
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 767.9672559029938 px 770.78 ub 773.1266369289731 pos 0 vwap 770.6161753982066 reason flat: 770.78 in [767.97, 773.13], VWAP 770.62
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 718.4167528456592 px 722.27 ub 726.9645212192738 pos 0 vwap 722.2605781386768 reason flat: 722.27 in [718.42, 726.96], VWAP 722.26
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 767.5563445462553 px 770.26 ub 773.5384932654448 pos 0 vwap 770.610569850422 reason flat: 770.26 in [767.56, 773.54], VWAP 770.61
Noise area	noise	11:00 ET	QQQ	flat	—	—	6 numbers lb 717.651672806149 px 721.16 ub 727.7326456673987 pos 0 vwap 722.1398202917707 reason flat: 721.16 in [717.65, 727.73], VWAP 722.14
Noise area	noise	11:30 ET	SPY	flat	—	—	6 numbers lb 767.1820296203996 px 770.985 ub 773.9136690096082 pos 0 vwap 770.648124391191 reason flat: 770.99 in [767.18, 773.91], VWAP 770.65
Noise area	noise	11:30 ET	QQQ	flat	—	—	6 numbers lb 716.9428776780662 px 722 ub 728.4442612350208 pos 0 vwap 722.1342155469808 reason flat: 722.00 in [716.94, 728.44], VWAP 722.13
Noise area	noise	12:00 ET	SPY	flat	—	—	6 numbers lb 767.1571573330922 px 771.33 ub 773.9385984961316 pos 0 vwap 770.7174224616236 reason flat: 771.33 in [767.16, 773.94], VWAP 770.72
Noise area	noise	12:00 ET	QQQ	flat	—	—	6 numbers lb 716.6914680712862 px 722.24 ub 728.6966712516053 pos 0 vwap 722.1330861730739 reason flat: 722.24 in [716.69, 728.70], VWAP 722.13
Noise area	noise	12:30 ET	SPY	flat	—	—	6 numbers lb 767.3937803768362 px 771.245 ub 773.7014312864086 pos 0 vwap 770.7668435713922 reason flat: 771.25 in [767.39, 773.70], VWAP 770.77
Noise area	noise	12:30 ET	QQQ	flat	—	—	6 numbers lb 717.0108924248653 px 722.18 ub 728.3759758437525 pos 0 vwap 722.1470791997766 reason flat: 722.18 in [717.01, 728.38], VWAP 722.15
Noise area	noise	13:00 ET	SPY	flat	—	—	6 numbers lb 767.1657628097751 px 771.85 ub 773.9299732292898 pos 0 vwap 770.8765718291089 reason flat: 771.85 in [767.17, 773.93], VWAP 770.88
Noise area	noise	13:00 ET	QQQ	flat	—	—	6 numbers lb 716.4976074033865 px 723.17 ub 728.891303330412 pos 0 vwap 722.1694418881492 reason flat: 723.17 in [716.50, 728.89], VWAP 722.17
Noise area	noise	13:30 ET	SPY	flat	—	—	6 numbers lb 766.6024246138948 px 770.9 ub 774.4946069434596 pos 0 vwap 770.9175170629411 reason flat: 770.90 in [766.60, 774.49], VWAP 770.92
Noise area	noise	13:30 ET	QQQ	flat	—	—	6 numbers lb 715.7598117844337 px 721.565 ub 729.6320347877378 pos 0 vwap 722.2503627882763 reason flat: 721.57 in [715.76, 729.63], VWAP 722.25
Noise area	noise	14:00 ET	SPY	flat	—	—	6 numbers lb 766.3463466102363 px 771.34 ub 774.7512738539943 pos 0 vwap 770.9325302947893 reason flat: 771.34 in [766.35, 774.75], VWAP 770.93
Noise area	noise	14:00 ET	QQQ	flat	—	—	6 numbers lb 715.4628738458233 px 722.62 ub 729.9301543026168 pos 0 vwap 722.2426190683424 reason flat: 722.62 in [715.46, 729.93], VWAP 722.24
Noise area	noise	14:30 ET	SPY	flat	—	—	6 numbers lb 766.536715806678 px 770.89 ub 774.5604668623214 pos 0 vwap 770.8954037955061 reason flat: 770.89 in [766.54, 774.56], VWAP 770.90
Noise area	noise	14:30 ET	QQQ	flat	—	—	6 numbers lb 715.6673103938265 px 722.55 ub 729.724904260135 pos 0 vwap 722.1907745284435 reason flat: 722.55 in [715.67, 729.72], VWAP 722.19
Noise area	noise	15:00 ET	SPY	flat	—	—	6 numbers lb 766.5194728373303 px 771.24 ub 774.5777494856145 pos 0 vwap 771.0836265956308 reason flat: 771.24 in [766.52, 774.58], VWAP 771.08
Noise area	noise	15:00 ET	QQQ	flat	—	—	6 numbers lb 715.5675536015445 px 723.68 ub 729.8250580049214 pos 0 vwap 722.5613021748582 reason flat: 723.68 in [715.57, 729.83], VWAP 722.56
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 766.5578421804574 px 770.89 ub 774.5392919038662 pos 0 vwap 771.0580865192428 reason flat: 770.89 in [766.56, 774.54], VWAP 771.06
Noise area	noise	15:30 ET	QQQ	flat	—	—	6 numbers lb 715.6040742386366 px 722.75 ub 729.788392044809 pos 0 vwap 722.6706353279012 reason flat: 722.75 in [715.60, 729.79], VWAP 722.67

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 771.43, previous close 769.66, leverage 2.94, 90 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 770.53 in [768.76, 772.33], VWAP 770.57
10:00 ET · noise · QQQ: open 724.12, previous close 721.25, leverage 1.45, 47 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 722.50 in [719.41, 725.96], VWAP 722.52
10:30 ET · noise · SPY 10:30 check: flat: 770.78 in [767.97, 773.13], VWAP 770.62
10:30 ET · noise · QQQ 10:30 check: flat: 722.27 in [718.42, 726.96], VWAP 722.26
11:00 ET · noise · SPY 11:00 check: flat: 770.26 in [767.56, 773.54], VWAP 770.61
11:00 ET · noise · QQQ 11:00 check: flat: 721.16 in [717.65, 727.73], VWAP 722.14
11:30 ET · noise · SPY 11:30 check: flat: 770.99 in [767.18, 773.91], VWAP 770.65
11:30 ET · noise · QQQ 11:30 check: flat: 722.00 in [716.94, 728.44], VWAP 722.13
12:00 ET · noise · SPY 12:00 check: flat: 771.33 in [767.16, 773.94], VWAP 770.72
12:00 ET · noise · QQQ 12:00 check: flat: 722.24 in [716.69, 728.70], VWAP 722.13
12:30 ET · noise · SPY 12:30 check: flat: 771.25 in [767.39, 773.70], VWAP 770.77
12:30 ET · noise · QQQ 12:30 check: flat: 722.18 in [717.01, 728.38], VWAP 722.15
13:00 ET · noise · SPY 13:00 check: flat: 771.85 in [767.17, 773.93], VWAP 770.88
13:00 ET · noise · QQQ 13:00 check: flat: 723.17 in [716.50, 728.89], VWAP 722.17
13:30 ET · noise · SPY 13:30 check: flat: 770.90 in [766.60, 774.49], VWAP 770.92
13:30 ET · noise · QQQ 13:30 check: flat: 721.57 in [715.76, 729.63], VWAP 722.25
14:00 ET · noise · SPY 14:00 check: flat: 771.34 in [766.35, 774.75], VWAP 770.93
14:00 ET · noise · QQQ 14:00 check: flat: 722.62 in [715.46, 729.93], VWAP 722.24
14:30 ET · noise · SPY 14:30 check: flat: 770.89 in [766.54, 774.56], VWAP 770.90
14:30 ET · noise · QQQ 14:30 check: flat: 722.55 in [715.67, 729.72], VWAP 722.19
15:00 ET · noise · SPY 15:00 check: flat: 771.24 in [766.52, 774.58], VWAP 771.08
15:00 ET · noise · QQQ 15:00 check: flat: 723.68 in [715.57, 729.83], VWAP 722.56
15:30 ET · noise · SPY 15:30 check: flat: 770.89 in [766.56, 774.54], VWAP 771.06
15:30 ET · noise · QQQ 15:30 check: flat: 722.75 in [715.60, 729.79], VWAP 722.67

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.450708036813408
SPY.leverage: 2.9423972733506987
QQQ.prev_close: 721.25
SPY.prev_close: 769.66
QQQ.sigma_10:00: 0.0025472394542773408
SPY.sigma_10:00: 0.001163930093390402

inputs_crabel

armed: false
stretch: 2.237994384765625
qqq_over_qqqm: 2.428778286637931

Record Alpaca

Cost model

MA · market-analysis

no trades

Account MA

What the rules decided (2)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
—	—	—	SPY	ON	—	ON	6 numbers x 17.52 vix 17.52 asof 2026-10-27 known true vix3m 19.57 x_median 16.365000000000002
—	—	—	QQQ	ON	—	ON	6 numbers x 24.91 vix 17.52 asof 2026-10-27 known true vix3m 19.57 x_median 22.485

Warnings

prices.parquet ends 2026-10-23, BEFORE the 2026-10-28 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 2026-10-28 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 2026-10-28 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 36
candidates: 10
exploration: 49

ledger

graded: 36
emitted: 10
skipped: 0
wb_graded: 511
wb_emitted: 167
ledger_open: true
exploration_emitted: 49
exploration_skipped: 0

season

gate_next

QQQ: ON
SPY: ON

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: 1
long: 90
short: 76
conflict: 89
available: true

sc_candidates

sc_exploration

signals_schema

d1.6

index_vol_through

2026-10-28

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: 21930
SPY.rows: 20635
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 30
SPY.contracts_0dte: 26
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

funnels

v5-A.SPY.room: 1
v5-G.QQQ.room: 1
info-A.QQQ.room: 1
info-A.SPY.room: 3
info-B.QQQ.room: 1
info-C.QQQ.room: 1
info-G.QQQ.room: 1
v5-A.QQQ.window: 3
v5-A.SPY.window: 5
info-A.QQQ.window: 2
info-A.SPY.window: 2
info-B.SPY.window: 1
info-C.QQQ.window: 4
info-C.SPY.window: 1
v5-A.QQQ.candidates: 3
v5-A.SPY.candidates: 6
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 1
info-A.QQQ.candidates: 3
info-A.SPY.candidates: 6
info-B.QQQ.candidates: 1
info-B.SPY.candidates: 2
info-C.QQQ.candidates: 5
info-C.SPY.candidates: 1
info-G.QQQ.candidates: 1
info-G.SPY.candidates: 1
v5-G.SPY.premium_gate: 1
info-A.SPY.premium_gate: 1
info-B.SPY.premium_gate: 1
info-G.SPY.premium_gate: 1

Record Forward log

Cost model

$0.01 a side and $0.65 a contract a side, on 1-minute OPRA bars; a ladder sale is at its level; also logged at no costs and at $0.02 a side

forward-p4 · 0DTE forward logs

logged

The session's numbers

entries
funnels

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
09:58	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
09:58	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:08	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:12	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:12	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:20	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:26	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
11:04	forward	SPY	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
11:30	forward	QQQ	put	B0: bias, V2: room, F2: room	—	—	—	—	—
11:30	forward	SPY	put	B0: bias, V2: room, F2: room	—	—	—	—	—
13:38	forward	QQQ	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
14:28	forward	SPY	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
14:38	forward	SPY	call	B0: breadth, V2: breadth, F2: premium_gate	—	—	—	—	—
14:48	forward	QQQ	put	B0: bias, V2: room, F2: room	—	—	—	—	—
14:48	forward	SPY	put	B0: bias, V2: premium_gate, F2: premium_gate	—	—	—	—	—
14:56	forward	QQQ	put	B0: bias, V2: premium_gate, F2: premium_gate	—	—	—	—	—
15:04	forward	QQQ	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
15:12	forward	QQQ	put	B0: bias, V2: premium_gate, F2: premium_gate	—	—	—	—	—
15:12	forward	SPY	put	B0: bias, V2: room, F2: room	—	—	—	—	—
15:22	forward	SPY	call	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
15:42	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—

Trades opened or closed

35 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 28, 2026	—	DAILY	v2b's pullback in leading industries	ADM	long	57	77.50	—	—	—	—	−$33.63	—	—	open	Trade journal (1)
Oct 28, 2026	Oct 29, 2026	DAILY	v2b's pullback in leading industries	CAH	long	18	244.89	251.32	+$115.74	+$115.49	+2.63%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b's pullback in leading industries	CI	long	15	294.826001	—	—	—	—	+$51.06	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b's pullback in leading industries	CVS	long	49	90.17	—	—	—	—	+$3.92	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b's pullback in leading industries	FFIV	long	12	364.25	—	—	—	—	−$310.92	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b's pullback in leading industries	HUM	long	10	411.879	—	—	—	—	+$26.21	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b's pullback in leading industries	NOW	long	30	150.21	—	—	—	—	−$1,352.70	—	—	open	Trade journal (1)
Oct 28, 2026	Oct 30, 2026	DAILY	v2b's pullback in leading industries	PAYX	long	41	108.54	112.129	+$147.15	+$146.58	+3.31%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	Oct 29, 2026	DAILY	v2b's pullback in leading industries	PFE	long	151	29.48	29.89	+$61.91	+$59.80	+1.39%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	Oct 30, 2026	DAILY	v2b's pullback in leading industries	TYL	long	12	363.0067	393.88	+$370.48	+$370.31	+8.50%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b-TOM on Alpaca paper	ADM	long	27	77.50	—	—	—	—	−$15.93	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b-TOM on Alpaca paper	FFIV	long	5	364.25	—	—	—	—	−$129.55	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b-TOM on Alpaca paper	GRMN	long	7	273.36	—	—	—	—	−$4.83	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b-TOM on Alpaca paper	NWSA	long	73	29.32	—	—	—	—	−$14.60	—	—	open	Trade journal (1)
Oct 28, 2026	Oct 30, 2026	DAILY	v2b-TOM on Alpaca paper	TYL	long	6	363.0067	393.88	+$185.24	+$185.16	+8.50%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b on Alpaca paper	ADM	long	27	77.50	—	—	—	—	−$15.93	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b on Alpaca paper	FFIV	long	5	364.25	—	—	—	—	−$129.55	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b on Alpaca paper	GRMN	long	7	273.36	—	—	—	—	−$4.83	—	—	open	Trade journal (1)
Oct 28, 2026	—	DAILY	v2b on Alpaca paper	NWSA	long	73	29.32	—	—	—	—	−$14.60	—	—	open	Trade journal (1)
Oct 28, 2026	Oct 30, 2026	DAILY	v2b on Alpaca paper	TYL	long	6	363.0067	393.88	+$185.24	+$185.16	+8.50%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	—	INTRA1	Nasdaq opening-range retest	QQQ	short	0	—	—	—	—	—	—	—	—	not entered	Trade journal (2)
Oct 28, 2026	—	SIM-V2B-TOM	v2b-TOM	ADM	long	27	77.230003	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	—	SIM-V2B-TOM	v2b-TOM	FFIV	long	5	365.529999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	—	SIM-V2B-TOM	v2b-TOM	GRMN	long	7	272.51001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	—	SIM-V2B-TOM	v2b-TOM	NWSA	long	73	29.309999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	Oct 30, 2026	SIM-V2B-TOM	v2b-TOM	TYL	long	5	360.899994	394.299988	+$166.01	—	+9.15%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 28, 2026	—	SIM-V2B	v2b	ADM	long	27	77.230003	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	—	SIM-V2B	v2b	FFIV	long	5	365.529999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	—	SIM-V2B	v2b	GRMN	long	7	272.51001	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	—	SIM-V2B	v2b	NWSA	long	72	29.309999	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 28, 2026	Oct 30, 2026	SIM-V2B	v2b	TYL	long	5	360.899994	394.299988	+$166.01	—	+9.15%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 28, 2026	DAILY	v2b-TOM on Alpaca paper	NEM	long	19	113.6779	113.61	−$1.29	−$1.56	−0.06%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 28, 2026	DAILY	v2b on Alpaca paper	NEM	long	19	113.6779	113.61	−$1.29	−$1.56	−0.06%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 22, 2026	Oct 28, 2026	SIM-V2B-TOM	v2b-TOM	NEM	long	19	114.110001	113.919998	−$4.69	—	−0.27%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 22, 2026	Oct 28, 2026	SIM-V2B	v2b	NEM	long	19	114.110001	113.919998	−$4.69	—	−0.27%	—	—	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.