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

Session day

Thu, Oct 29, 2026

Previous: Wed, Oct 28, 2026 Next: Fri, Oct 30, 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	7 s	—
07:33	odte-forward-v5	ran	protocol 3's information log	4 min 44 s	—
07:58	odte-forward-p4	ran	protocol 4's log (P4-GAP and five information rules)	7 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 8 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	15 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	20 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	11 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	56 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	7 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	22 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	5 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	5 s	—
20:30	odte-forward	ran	protocol 2's forward log (B0, V2, F2)	1 min 44 s	—
21:00	odte-forward-v5	ran	protocol 3's information log	2 min 2 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 15:41 ET

Account DAILY; Alpaca equity at the settle $980,674.74

What the rules decided (52)

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 768.2100219726562 target 0 values low 766.6199951171875 high 770.760009765625 open 768.7899780273438 close 768.2100219726562 monday false prev_high 773.3599853515625 prev_close 772.3099975585938 prev2_close 769.6599731445312 holding 0
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	flat	—	flat: not a Monday	4 numbers close 713.4400024414062 target 0 values low 711.6199951171875 high 718.0700073242188 open 716.5650024414062 close 713.4400024414062 monday false prev_high 726.1400146484375 prev_close 725.6099853515625 prev2_close 721.25 holding 0
IBS on SPY and QQQ	ibs	15:41 ET	SPY	flat	—	flat: no entry	4 numbers close 768.2100219726562 target 0 values ibs 0.38406309892378004 low 766.6199951171875 high 770.760009765625 open 768.7899780273438 close 768.2100219726562 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 713.4400024414062 target 0 values ibs 0.2821711441467869 low 711.6199951171875 high 718.0700073242188 open 716.5650024414062 close 713.4400024414062 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 768.2100219726562 target 0 values low 766.6199951171875 high 770.760009765625 open 768.7899780273438 rsi2 40.51396353849929 sma5 767.1039916992188 close 768.2100219726562 sma200 725.6249247375334 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 713.4400024414062 target 0 values low 711.6199951171875 high 718.0700073242188 open 716.5650024414062 rsi2 30.199166689526702 sma5 715.3800048828125 close 713.4400024414062 sma200 678.0006237716271 enter_below 10 short_above 90 holding 0
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 768.2100219726562 target 1 values low 766.6199951171875 high 770.760009765625 low7 759.969970703125 open 768.7899780273438 close 768.2100219726562 high7 773.0900268554688 sma200 725.6249247375334 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 713.4400024414062 target 1 values low 711.6199951171875 high 718.0700073242188 low7 704.4000244140625 open 716.5650024414062 close 713.4400024414062 high7 725.6099853515625 sma200 678.0006237716271 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 768.2100219726562 target 1 values low 766.6199951171875 high 770.760009765625 open 768.7899780273438 close 768.2100219726562 sma200 725.6249247375334 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 713.4400024414062 target 1 values low 711.6199951171875 high 718.0700073242188 open 716.5650024414062 close 713.4400024414062 sma200 678.0006237716271 holding 1
v2b on Alpaca paper	v2b	15:41 ET	AIG	sell	26	close>sma_exit	10 numbers adv 294382493.3151245 rsi 74.55647898596271 close 81.19000244140625 sma_exit 80.60800018310547 tradable true raw_close 81.19000244140625 sma_trend 75.99371288299561 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	COR	sell	6	close>sma_exit	10 numbers adv 365754091.2780762 rsi 68.59104104292808 close 329.489990234375 sma_exit 328.0419982910156 tradable true raw_close 329.489990234375 sma_trend 316.3484155273438 exit_signal true entry_signal false held_sessions 4
v2b on Alpaca paper	v2b	15:41 ET	EBAY	sell	17	close>sma_exit	10 numbers adv 414024827.07977295 rsi 88.79614616496299 close 122.77999877929688 sma_exit 119.73200073242188 tradable true raw_close 122.77999877929688 sma_trend 103.43683086395264 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	HCA	sell	4	close>sma_exit	10 numbers adv 501659784.00878906 rsi 82.45430088597124 close 476.9700012207031 sma_exit 464.88800048828125 tradable true raw_close 476.9700012207031 sma_trend 443.0757502746582 exit_signal true entry_signal false held_sessions 2
v2b on Alpaca paper	v2b	15:41 ET	META	sell	3	close>sma_exit	10 numbers adv 11563868813.97705 rsi 61.74429873808794 close 628.6192016601562 sma_exit 626.8958374023438 tradable true raw_close 628.6192016601562 sma_trend 631.2905770874023 exit_signal true entry_signal false held_sessions 7
v2b on Alpaca paper	v2b	15:41 ET	MRK	sell	15	close>sma_exit	10 numbers adv 1320885612.6586914 rsi 84.61405237341569 close 147.41000366210938 sma_exit 143.20800170898437 tradable true raw_close 147.41000366210938 sma_trend 125.31646385192872 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	PYPL	sell	38	close>sma_exit	10 numbers adv 565800273.9562988 rsi 79.81825838161863 close 57.165000915527344 sma_exit 56.36300048828125 tradable true raw_close 57.165000915527344 sma_trend 49.781793384552 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	XYZ	sell	28	close>sma_exit	10 numbers adv 321562457.4745178 rsi 84.76157206198252 close 77.17500305175781 sma_exit 75.65300140380859 tradable true raw_close 77.17500305175781 sma_trend 71.08692468643189 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	WDAY	buy	11	entry rank 1 rsi 2.8	10 numbers adv 484371178.80249023 rsi 2.803193865004332 rank 1 close 194.97000122070312 sma_exit 204.6560028076172 tradable true raw_close 194.97000122070312 sma_trend 155.59064968109132 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	FTNT	buy	15	entry rank 2 rsi 3.0	10 numbers adv 662892000 rsi 2.954367599416906 rank 2 close 135.8699951171875 sma_exit 171.65400085449218 tradable true raw_close 135.8699951171875 sma_trend 128.06964988708495 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	CTSH	buy	34	entry rank 3 rsi 4.8	10 numbers adv 371016808.92944336 rsi 4.7893731530311765 rank 3 close 62.709999084472656 sma_exit 67.03399963378907 tradable true raw_close 62.709999084472656 sma_trend 58.57716012954712 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	CRM	buy	9	entry rank 4 rsi 5.9	10 numbers adv 2358808804.901123 rsi 5.86333542659974 rank 4 close 229.6699981689453 sma_exit 241.77000122070314 tradable true raw_close 229.6699981689453 sma_trend 197.68025367736817 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	CF	buy	18	entry rank 5 rsi 8.4	10 numbers adv 282558735.8345032 rsi 8.39406672780114 rank 5 close 117.86000061035156 sma_exit 119.96799926757812 tradable true raw_close 117.86000061035156 sma_trend 115.49398124694824 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	LIN	buy	4	entry rank 6 rsi 8.6	10 numbers adv 924642879.9560547 rsi 8.599048525194187 rank 6 close 502.20001220703125 sma_exit 507.0799987792969 tradable true raw_close 502.20001220703125 sma_trend 490.2211375427246 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	HUM	buy	5	entry rank 7 rsi 8.6	10 numbers adv 433287173.5839844 rsi 8.63054618918443 rank 7 close 411.9599914550781 sma_exit 415.5940002441406 tradable true raw_close 411.9599914550781 sma_trend 307.0473560333252 exit_signal false entry_signal true
v2b on Alpaca paper	v2b	15:41 ET	CBOE	buy	6	entry rank 8 rsi 9.0	10 numbers adv 288756035.1501465 rsi 8.963081759331827 rank 8 close 313.44000244140625 sma_exit 326.8420043945313 tradable true raw_close 313.44000244140625 sma_trend 291.1469319152832 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	AIG	sell	26	close>sma_exit	10 numbers adv 294382493.3151245 rsi 74.55647898596271 close 81.19000244140625 sma_exit 80.60800018310547 tradable true raw_close 81.19000244140625 sma_trend 75.99371288299561 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	COR	sell	6	close>sma_exit	10 numbers adv 365754091.2780762 rsi 68.59104104292808 close 329.489990234375 sma_exit 328.0419982910156 tradable true raw_close 329.489990234375 sma_trend 316.3484155273438 exit_signal true entry_signal false held_sessions 4
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	EBAY	sell	17	close>sma_exit	10 numbers adv 414024827.07977295 rsi 88.79614616496299 close 122.77999877929688 sma_exit 119.73200073242188 tradable true raw_close 122.77999877929688 sma_trend 103.43683086395264 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	HCA	sell	4	close>sma_exit	10 numbers adv 501659784.00878906 rsi 82.45430088597124 close 476.9700012207031 sma_exit 464.88800048828125 tradable true raw_close 476.9700012207031 sma_trend 443.0757502746582 exit_signal true entry_signal false held_sessions 2
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	META	sell	3	close>sma_exit	10 numbers adv 11563868813.97705 rsi 61.74429873808794 close 628.6192016601562 sma_exit 626.8958374023438 tradable true raw_close 628.6192016601562 sma_trend 631.2905770874023 exit_signal true entry_signal false held_sessions 7
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	MRK	sell	15	close>sma_exit	10 numbers adv 1320885612.6586914 rsi 84.61405237341569 close 147.41000366210938 sma_exit 143.20800170898437 tradable true raw_close 147.41000366210938 sma_trend 125.31646385192872 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	PYPL	sell	38	close>sma_exit	10 numbers adv 565800273.9562988 rsi 79.81825838161863 close 57.165000915527344 sma_exit 56.36300048828125 tradable true raw_close 57.165000915527344 sma_trend 49.781793384552 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	XYZ	sell	28	close>sma_exit	10 numbers adv 321562457.4745178 rsi 84.76157206198252 close 77.17500305175781 sma_exit 75.65300140380859 tradable true raw_close 77.17500305175781 sma_trend 71.08692468643189 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	WDAY	buy	11	entry rank 1 rsi 2.8	10 numbers adv 484371178.80249023 rsi 2.803193865004332 rank 1 close 194.97000122070312 sma_exit 204.6560028076172 tradable true raw_close 194.97000122070312 sma_trend 155.59064968109132 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	FTNT	buy	15	entry rank 2 rsi 3.0	10 numbers adv 662892000 rsi 2.954367599416906 rank 2 close 135.8699951171875 sma_exit 171.65400085449218 tradable true raw_close 135.8699951171875 sma_trend 128.06964988708495 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CTSH	buy	34	entry rank 3 rsi 4.8	10 numbers adv 371016808.92944336 rsi 4.7893731530311765 rank 3 close 62.709999084472656 sma_exit 67.03399963378907 tradable true raw_close 62.709999084472656 sma_trend 58.57716012954712 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CRM	buy	9	entry rank 4 rsi 5.9	10 numbers adv 2358808804.901123 rsi 5.86333542659974 rank 4 close 229.6699981689453 sma_exit 241.77000122070314 tradable true raw_close 229.6699981689453 sma_trend 197.68025367736817 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CF	buy	18	entry rank 5 rsi 8.4	10 numbers adv 282558735.8345032 rsi 8.39406672780114 rank 5 close 117.86000061035156 sma_exit 119.96799926757812 tradable true raw_close 117.86000061035156 sma_trend 115.49398124694824 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	LIN	buy	4	entry rank 6 rsi 8.6	10 numbers adv 924642879.9560547 rsi 8.599048525194187 rank 6 close 502.20001220703125 sma_exit 507.0799987792969 tradable true raw_close 502.20001220703125 sma_trend 490.2211375427246 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	HUM	buy	5	entry rank 7 rsi 8.6	10 numbers adv 433287173.5839844 rsi 8.63054618918443 rank 7 close 411.9599914550781 sma_exit 415.5940002441406 tradable true raw_close 411.9599914550781 sma_trend 307.0473560333252 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CBOE	buy	6	entry rank 8 rsi 9.0	10 numbers adv 288756035.1501465 rsi 8.963081759331827 rank 8 close 313.44000244140625 sma_exit 326.8420043945313 tradable true raw_close 313.44000244140625 sma_trend 291.1469319152832 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CAH	sell	18	close>sma_exit	12 numbers adv 396896405.909729 rsi 72.24528800656017 close 251.1300048828125 group XLV sma_exit 248.68999938964845 tradable true raw_close 251.1300048828125 sma_trend 221.11178672790527 exit_signal true group_leads true entry_signal false held_sessions 1
v2b's pullback in leading industries	o11	15:41 ET	EBAY	sell	37	close>sma_exit	12 numbers adv 414024827.07977295 rsi 88.79614616496299 close 122.77999877929688 group IHF sma_exit 119.73200073242188 tradable true raw_close 122.77999877929688 sma_trend 103.43683086395264 exit_signal true group_leads true entry_signal false held_sessions 3
v2b's pullback in leading industries	o11	15:41 ET	MRK	sell	31	close>sma_exit	12 numbers adv 1320885612.6586914 rsi 84.61405237341569 close 147.41000366210938 group XLV sma_exit 143.20800170898437 tradable true raw_close 147.41000366210938 sma_trend 125.31646385192872 exit_signal true group_leads true entry_signal false held_sessions 3
v2b's pullback in leading industries	o11	15:41 ET	PFE	sell	151	close>sma_exit	12 numbers adv 873506702.2705078 rsi 64.57268401249316 close 29.850000381469727 group XLV sma_exit 29.784000396728516 tradable true raw_close 29.850000381469727 sma_trend 26.2952277469635 exit_signal true group_leads true entry_signal false held_sessions 1
v2b's pullback in leading industries	o11	15:41 ET	WDAY	buy	22	entry rank 1 rsi 2.8	12 numbers adv 484371178.80249023 rsi 2.803193865004332 rank 1 close 194.97000122070312 group IGV sma_exit 204.6560028076172 tradable true raw_close 194.97000122070312 sma_trend 155.59064968109132 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	FTNT	buy	32	entry rank 2 rsi 3.0	12 numbers adv 662892000 rsi 2.954367599416906 rank 2 close 135.8699951171875 group IGV sma_exit 171.65400085449218 tradable true raw_close 135.8699951171875 sma_trend 128.06964988708495 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CTSH	buy	71	entry rank 3 rsi 4.8	12 numbers adv 371016808.92944336 rsi 4.7893731530311765 rank 3 close 62.709999084472656 group IGV sma_exit 67.03399963378907 tradable true raw_close 62.709999084472656 sma_trend 58.57716012954712 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CRM	buy	19	entry rank 4 rsi 5.9	12 numbers adv 2358808804.901123 rsi 5.86333542659974 rank 4 close 229.6699981689453 group IGV sma_exit 241.77000122070314 tradable true raw_close 229.6699981689453 sma_trend 197.68025367736817 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CF	buy	37	entry rank 5 rsi 8.4	12 numbers adv 282558735.8345032 rsi 8.39406672780114 rank 5 close 117.86000061035156 group XOP sma_exit 119.96799926757812 tradable true raw_close 117.86000061035156 sma_trend 115.49398124694824 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	PLTR	buy	23	entry rank 6 rsi 9.8	12 numbers adv 4646941273.913574 rsi 9.765167809700108 rank 6 close 193.66000366210938 group IGV sma_exit 196.95799865722657 tradable true raw_close 193.66000366210938 sma_trend 153.52532459259032 exit_signal false group_leads true entry_signal true

Orders sent (19)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	AIG	sell	52	—	filled	52	81.354808	81.440002	+10.5 bp	15:55 ET
netted	CAH	sell	18	—	filled	18	251.32	251.089996	−9.2 bp	15:59 ET
netted	CBOE	buy	12	—	filled	12	313.8875	314.25	−11.5 bp	15:55 ET
netted	CF	buy	73	—	filled	73	118.02	118.089996	−5.9 bp	15:55 ET
netted	COR	sell	12	—	filled	12	330.384167	330.529999	+4.4 bp	15:59 ET
netted	CRM	buy	37	—	filled	37	231.25	230.899994	+15.2 bp	15:55 ET
netted	CTSH	buy	139	—	filled	139	62.45	62.52	−11.2 bp	15:55 ET
netted	EBAY	sell	71	—	filled	71	121.145211	121.190002	+3.7 bp	15:55 ET
netted	FTNT	buy	62	—	filled	62	137.919194	139.100006	−84.9 bp	15:55 ET
netted	HCA	sell	8	—	filled	8	477.73125	478.079987	+7.3 bp	15:55 ET
netted	HUM	buy	10	—	filled	10	415.955	417.559998	−38.4 bp	15:55 ET
netted	LIN	buy	8	—	filled	8	502.25	503.149994	−17.9 bp	15:55 ET
netted	META	sell	6	—	filled	6	624.86	624.52002	−5.4 bp	15:55 ET
netted	MRK	sell	61	—	filled	61	146.29	146.330002	+2.7 bp	15:57 ET
netted	PFE	sell	151	—	filled	151	29.89	29.950001	+20.0 bp	15:55 ET
netted	PLTR	buy	23	—	filled	23	196.07	196.419998	−17.8 bp	15:55 ET
netted	PYPL	sell	76	—	filled	76	56.90	56.950001	+8.8 bp	15:55 ET
netted	WDAY	buy	44	—	filled	44	195.36	195.460007	−5.1 bp	15:59 ET
netted	XYZ	sell	56	—	filled	56	77.078929	76.949997	−16.8 bp	15:55 ET

Filled orders against the close

DAILY: each order's fill against the close

Each filled order's average price against the official close, in basis points, as the engine measured it: above zero is a cost (a buy above the close, a sell below it), below zero an improvement.

DAILY: each order's fill against the close — data table

DAILY: each order's fill against the close, each order
Symbol	Side	Filled	Average price	Close	Against the close
AIG	sell	52	81.354808	81.440002	+10.5 bp
CAH	sell	18	251.32	251.089996	−9.2 bp
CBOE	buy	12	313.8875	314.25	−11.5 bp
CF	buy	73	118.02	118.089996	−5.9 bp
COR	sell	12	330.384167	330.529999	+4.4 bp
CRM	buy	37	231.25	230.899994	+15.2 bp
CTSH	buy	139	62.45	62.52	−11.2 bp
EBAY	sell	71	121.145211	121.190002	+3.7 bp
FTNT	buy	62	137.919194	139.100006	−84.9 bp
HCA	sell	8	477.73125	478.079987	+7.3 bp
HUM	buy	10	415.955	417.559998	−38.4 bp
LIN	buy	8	502.25	503.149994	−17.9 bp
META	sell	6	624.86	624.52002	−5.4 bp
MRK	sell	61	146.29	146.330002	+2.7 bp
PFE	sell	151	29.89	29.950001	+20.0 bp
PLTR	buy	23	196.07	196.419998	−17.8 bp
PYPL	sell	76	56.90	56.950001	+8.8 bp
WDAY	buy	44	195.36	195.460007	−5.1 bp
XYZ	sell	56	77.078929	76.949997	−16.8 bp

What filled (42)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
v2b	v2b on Alpaca paper	AIG	sell	26	26	81.354808	81.190002	81.440002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	AIG	sell	26	26	81.354808	81.190002	81.440002	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	CAH	sell	18	18	251.32	251.130005	251.089996	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	COR	sell	6	6	330.384167	329.48999	330.529999	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	COR	sell	6	6	330.384167	329.48999	330.529999	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	EBAY	sell	17	17	121.145211	122.779999	121.190002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	EBAY	sell	17	17	121.145211	122.779999	121.190002	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	EBAY	sell	37	37	121.145211	122.779999	121.190002	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	HCA	sell	4	4	477.73125	476.970001	478.079987	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	HCA	sell	4	4	477.73125	476.970001	478.079987	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	META	sell	3	3	624.86	628.619202	624.52002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	META	sell	3	3	624.86	628.619202	624.52002	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	MRK	sell	15	15	146.29	147.410004	146.330002	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	MRK	sell	15	15	146.29	147.410004	146.330002	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	MRK	sell	31	31	146.29	147.410004	146.330002	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	PFE	sell	151	151	29.89	29.85	29.950001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	PYPL	sell	38	38	56.90	57.165001	56.950001	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	PYPL	sell	38	38	56.90	57.165001	56.950001	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	XYZ	sell	28	28	77.078929	77.175003	76.949997	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	XYZ	sell	28	28	77.078929	77.175003	76.949997	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	CBOE	buy	6	6	313.8875	313.440002	314.25	—	signal	entry rank 8 rsi 9.0
v2b-tom	v2b-TOM on Alpaca paper	CBOE	buy	6	6	313.8875	313.440002	314.25	—	signal	entry rank 8 rsi 9.0
v2b	v2b on Alpaca paper	CF	buy	18	18	118.02	117.860001	118.089996	—	signal	entry rank 5 rsi 8.4
v2b-tom	v2b-TOM on Alpaca paper	CF	buy	18	18	118.02	117.860001	118.089996	—	signal	entry rank 5 rsi 8.4
o11	v2b's pullback in leading industries	CF	buy	37	37	118.02	117.860001	118.089996	—	signal	entry rank 5 rsi 8.4
v2b	v2b on Alpaca paper	CRM	buy	9	9	231.25	229.669998	230.899994	—	signal	entry rank 4 rsi 5.9
v2b-tom	v2b-TOM on Alpaca paper	CRM	buy	9	9	231.25	229.669998	230.899994	—	signal	entry rank 4 rsi 5.9
o11	v2b's pullback in leading industries	CRM	buy	19	19	231.25	229.669998	230.899994	—	signal	entry rank 4 rsi 5.9
v2b	v2b on Alpaca paper	CTSH	buy	34	34	62.45	62.709999	62.52	—	signal	entry rank 3 rsi 4.8
v2b-tom	v2b-TOM on Alpaca paper	CTSH	buy	34	34	62.45	62.709999	62.52	—	signal	entry rank 3 rsi 4.8
o11	v2b's pullback in leading industries	CTSH	buy	71	71	62.45	62.709999	62.52	—	signal	entry rank 3 rsi 4.8
v2b	v2b on Alpaca paper	FTNT	buy	15	15	137.919194	135.869995	139.100006	—	signal	entry rank 2 rsi 3.0
v2b-tom	v2b-TOM on Alpaca paper	FTNT	buy	15	15	137.919194	135.869995	139.100006	—	signal	entry rank 2 rsi 3.0
o11	v2b's pullback in leading industries	FTNT	buy	32	32	137.919194	135.869995	139.100006	—	signal	entry rank 2 rsi 3.0
v2b	v2b on Alpaca paper	HUM	buy	5	5	415.955	411.959991	417.559998	—	signal	entry rank 7 rsi 8.6
v2b-tom	v2b-TOM on Alpaca paper	HUM	buy	5	5	415.955	411.959991	417.559998	—	signal	entry rank 7 rsi 8.6
v2b	v2b on Alpaca paper	LIN	buy	4	4	502.25	502.200012	503.149994	—	signal	entry rank 6 rsi 8.6
v2b-tom	v2b-TOM on Alpaca paper	LIN	buy	4	4	502.25	502.200012	503.149994	—	signal	entry rank 6 rsi 8.6
o11	v2b's pullback in leading industries	PLTR	buy	23	23	196.07	193.660004	196.419998	—	signal	entry rank 6 rsi 9.8
v2b	v2b on Alpaca paper	WDAY	buy	11	11	195.36	194.970001	195.460007	—	signal	entry rank 1 rsi 2.8
v2b-tom	v2b-TOM on Alpaca paper	WDAY	buy	11	11	195.36	194.970001	195.460007	—	signal	entry rank 1 rsi 2.8
o11	v2b's pullback in leading industries	WDAY	buy	22	22	195.36	194.970001	195.460007	—	signal	entry rank 1 rsi 2.8

22 trades opened

20 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	$98,000.43	$98,161.90	—	—	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$100,635.70	$100,875.83	—	—	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$88,726.22	$88,843.63	—	—	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,837.21	$100,117.57	—	—	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$98,255.30	$98,296.26	—	—	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,000.00	$100,352.95	—	—	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$98,794.06	$98,847.99	—	—	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$98,749.60	$98,803.17	—	—	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-10-29 15:40:08-04:00

Record Alpaca

Cost model

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

INTRA1 · Systematic equity

traded

Account INTRA1

What the rules decided (5)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Nasdaq opening-range retest	pat	09:45 ET	—	range	—	range 711.67-716.82	2 numbers low 711.675 high 716.82
Nasdaq opening-range retest	pat	10:35 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:35 ET	—	setup	85	long 85 QQQ: limit 716.81 (edge 716.820), target 727.122, stop 711.669, weight 1.39 (accepted)	14 numbers px 716.83 bar 12 how limit edge 716.82 side 1 stop 711.6689153549845 limit 716.81 status accepted target 727.1221692900311 weight 1.3915904113391577 model_px 716.82 trend_up 1 range_low 711.675 range_high 716.82
Nasdaq opening-range retest	pat	10:35 ET	—	filled	39	filled 39 at 716.783333 (the rule's 716.820), minute 65	4 numbers how limit minute 65 model_px 716.82 avg_price 716.783333
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	85	limit	filled	85	716.797765	—	—	10:35 ET
pat	QQQ	sell	85	limit	canceled	0	—	—	—	10:35 ET
pat	QQQ	sell	85	market	filled	85	714.862471	—	—	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	85	—	716.797765	716.82	—	10:35 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	85	—	714.862471	—	—	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	$43,646.39	$43,626.22	$44,077.32	—	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 711.67-716.82
10:35 ET · pat · no more entries: one setup a day
10:35 ET · pat · long 85 QQQ: limit 716.81 (edge 716.820), target 727.122, stop 711.669, weight 1.39 (accepted)
10:35 ET · pat · filled 39 at 716.783333 (the rule's 716.820), minute 65
15:59 ET · pat · closing: time

The session's numbers

phase

settled

inputs_pat

tick: 0.006084645015394707
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 (30)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Crabel's opening range	crabel	09:30 ET	—	bands	—	open 716.56: bands 718.74 / 714.38 (stretch 2.185)	5 numbers lower 714.3750085449218 upper 718.7449914550781 stretch 2.184991455078125 first_trade 716.56 first_trade_at 09:30:00
Crabel's opening range	crabel	09:32 ET	—	no_more_entries	—	no more entries: one trade a day	1 number why one trade a day
Crabel's opening range	crabel	09:32 ET	—	entry	247	short at 714.38 (QQQ), stop 718.74, weight 1.63: 247 QQQM at about 294.05	7 numbers band 714.3750085449218 side −1 stop 718.7449914550781 minute 2 weight 1.6347318129886501 qqqm_px 294.05404142721295 entry_px 714.3750085449218
Crabel's opening range	crabel	15:59 ET	—	exit	—	time: out (QQQ 714.84, stop 718.74)	5 numbers how time best 711.675 stop 718.7449914550781 minute 389 qqq_px 714.84
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 768.80, previous close 772.31, leverage 2.94, 90 shares a leg	4 numbers open 768.8 shares 90 leverage 2.94212291031408 prev_close 772.31
Noise area	noise	10:00 ET	SPY	flat	—	—	6 numbers lb 767.8730108610707 px 768.71 ub 773.241221360414 pos 0 vwap 768.3083144124388 reason flat: 768.71 in [767.87, 773.24], VWAP 768.31
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 716.55, previous close 725.61, leverage 1.46, 48 shares a leg	4 numbers open 716.55 shares 48 leverage 1.4615600397696433 prev_close 725.61
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 714.6777870944984 px 714.97 ub 727.5058850134129 pos 0 vwap 713.9450184264189 reason flat: 714.97 in [714.68, 727.51], VWAP 713.95
Noise area	noise	10:30 ET	SPY	flat	—	—	6 numbers lb 767.1712940266436 px 769.38 ub 773.9461419228445 pos 0 vwap 768.5540796222625 reason flat: 769.38 in [767.17, 773.95], VWAP 768.55
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 713.7961736191367 px 715.595 ub 728.3986455379502 pos 0 vwap 714.5359418150473 reason flat: 715.60 in [713.80, 728.40], VWAP 714.54
Noise area	noise	11:00 ET	SPY	flat	—	—	6 numbers lb 766.6472901920699 px 768.7 ub 774.4725381266421 pos 0 vwap 768.704994047963 reason flat: 768.70 in [766.65, 774.47], VWAP 768.70
Noise area	noise	11:00 ET	QQQ	flat	—	—	6 numbers lb 712.8243666777635 px 714.42 ub 729.3827399273575 pos 0 vwap 714.6191371667885 reason flat: 714.42 in [712.82, 729.38], VWAP 714.62
Noise area	noise	11:30 ET	SPY	flat	—	—	6 numbers lb 766.3076476686854 px 770.15 ub 774.8137313072287 pos 0 vwap 768.8091066212486 reason flat: 770.15 in [766.31, 774.81], VWAP 768.81
Noise area	noise	11:30 ET	QQQ	flat	—	—	6 numbers lb 712.117015976222 px 716.63 ub 730.0990343137165 pos 0 vwap 714.7303668179409 reason flat: 716.63 in [712.12, 730.10], VWAP 714.73
Noise area	noise	12:00 ET	SPY	flat	—	—	6 numbers lb 766.3275707510061 px 770.15 ub 774.7937172649459 pos 0 vwap 769.0066119902193 reason flat: 770.15 in [766.33, 774.79], VWAP 769.01
Noise area	noise	12:00 ET	QQQ	flat	—	—	6 numbers lb 711.9609550575456 px 717.47 ub 730.2570684539729 pos 0 vwap 714.9745531493542 reason flat: 717.47 in [711.96, 730.26], VWAP 714.97
Noise area	noise	12:30 ET	SPY	flat	—	—	6 numbers lb 766.5635387099463 px 769.34 ub 774.556671980907 pos 0 vwap 769.0115275579326 reason flat: 769.34 in [766.56, 774.56], VWAP 769.01
Noise area	noise	12:30 ET	QQQ	flat	—	—	6 numbers lb 712.2102744504043 px 715.83 ub 730.0045966869612 pos 0 vwap 715.0082827629504 reason flat: 715.83 in [712.21, 730.00], VWAP 715.01
Noise area	noise	13:00 ET	SPY	flat	—	—	6 numbers lb 766.4012555122733 px 769.555 ub 774.7196960917223 pos 0 vwap 769.014237970927 reason flat: 769.55 in [766.40, 774.72], VWAP 769.01
Noise area	noise	13:00 ET	QQQ	flat	—	—	6 numbers lb 712.146300056126 px 716.21 ub 730.0693799682847 pos 0 vwap 715.0182897651065 reason flat: 716.21 in [712.15, 730.07], VWAP 715.02
Noise area	noise	13:30 ET	SPY	flat	—	—	6 numbers lb 765.9752829232847 px 768.55 ub 775.1476134827236 pos 0 vwap 768.9979891439003 reason flat: 768.55 in [765.98, 775.15], VWAP 769.00
Noise area	noise	13:30 ET	QQQ	flat	—	—	6 numbers lb 711.5607261366885 px 714.66 ub 730.6623578367978 pos 0 vwap 714.9950235685981 reason flat: 714.66 in [711.56, 730.66], VWAP 715.00
Noise area	noise	14:00 ET	SPY	flat	—	—	6 numbers lb 765.6877232403066 px 767.29 ub 775.4364860357423 pos 0 vwap 768.9235997041521 reason flat: 767.29 in [765.69, 775.44], VWAP 768.92
Noise area	noise	14:00 ET	QQQ	flat	—	—	6 numbers lb 711.248881675414 px 712.97 ub 730.9781452341117 pos 0 vwap 714.8889813204268 reason flat: 712.97 in [711.25, 730.98], VWAP 714.89
Noise area	noise	14:30 ET	SPY	flat	—	—	6 numbers lb 765.750195379001 px 767.33 ub 775.3737286769559 pos 0 vwap 768.7840847581725 reason flat: 767.33 in [765.75, 775.37], VWAP 768.78
Noise area	noise	14:30 ET	QQQ	flat	—	—	6 numbers lb 711.2844349288468 px 713.09 ub 730.9421424482302 pos 0 vwap 714.7198763190875 reason flat: 713.09 in [711.28, 730.94], VWAP 714.72
Noise area	noise	15:00 ET	SPY	flat	—	—	6 numbers lb 765.789774348745 px 767.555 ub 775.3339690071809 pos 0 vwap 768.682462687863 reason flat: 767.55 in [765.79, 775.33], VWAP 768.68
Noise area	noise	15:00 ET	QQQ	flat	—	—	6 numbers lb 711.3657961439085 px 713.025 ub 730.8597525085738 pos 0 vwap 714.532932540481 reason flat: 713.02 in [711.37, 730.86], VWAP 714.53
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 765.7606361898023 px 768.2 ub 775.3632401980407 pos 0 vwap 768.5902231559252 reason flat: 768.20 in [765.76, 775.36], VWAP 768.59
Noise area	noise	15:30 ET	QQQ	flat	—	—	6 numbers lb 711.3501556174092 px 713.655 ub 730.8755907926197 pos 0 vwap 714.3838969088333 reason flat: 713.65 in [711.35, 730.88], VWAP 714.38

Orders sent (2)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
crabel	QQQM	sell	247	market	filled	247	293.817733	—	—	09:32 ET
crabel	QQQM	buy	247	market	filled	247	294.36	—	—	15:59 ET

What filled (2)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
crabel	Crabel's opening range	QQQM	sell	247	—	293.817733	714.375009	—	09:33 ET	entry	—
crabel	Crabel's opening range	QQQM	buy	247	—	294.36	—	—	15:59 ET	exit	—

1 trade opened

QQQM

1 trade closed

QQQM

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
crabel	Crabel's opening range	$45,000.00	$44,465.75	$44,437.75	$44,642.20	—	—
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 · trading
09:30 ET · crabel · open 716.56: bands 718.74 / 714.38 (stretch 2.185)
09:32 ET · crabel · no more entries: one trade a day
09:32 ET · crabel · short at 714.38 (QQQ), stop 718.74, weight 1.63: 247 QQQM at about 294.05
10:00 ET · noise · SPY: open 768.80, previous close 772.31, leverage 2.94, 90 shares a leg
10:00 ET · noise · SPY 10:00 check: flat: 768.71 in [767.87, 773.24], VWAP 768.31
10:00 ET · noise · QQQ: open 716.55, previous close 725.61, leverage 1.46, 48 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 714.97 in [714.68, 727.51], VWAP 713.95
10:30 ET · noise · SPY 10:30 check: flat: 769.38 in [767.17, 773.95], VWAP 768.55
10:30 ET · noise · QQQ 10:30 check: flat: 715.60 in [713.80, 728.40], VWAP 714.54
11:00 ET · noise · SPY 11:00 check: flat: 768.70 in [766.65, 774.47], VWAP 768.70
11:00 ET · noise · QQQ 11:00 check: flat: 714.42 in [712.82, 729.38], VWAP 714.62
11:30 ET · noise · SPY 11:30 check: flat: 770.15 in [766.31, 774.81], VWAP 768.81
11:30 ET · noise · QQQ 11:30 check: flat: 716.63 in [712.12, 730.10], VWAP 714.73
12:00 ET · noise · SPY 12:00 check: flat: 770.15 in [766.33, 774.79], VWAP 769.01
12:00 ET · noise · QQQ 12:00 check: flat: 717.47 in [711.96, 730.26], VWAP 714.97
12:30 ET · noise · SPY 12:30 check: flat: 769.34 in [766.56, 774.56], VWAP 769.01
12:30 ET · noise · QQQ 12:30 check: flat: 715.83 in [712.21, 730.00], VWAP 715.01
13:00 ET · noise · SPY 13:00 check: flat: 769.55 in [766.40, 774.72], VWAP 769.01
13:00 ET · noise · QQQ 13:00 check: flat: 716.21 in [712.15, 730.07], VWAP 715.02
13:30 ET · noise · SPY 13:30 check: flat: 768.55 in [765.98, 775.15], VWAP 769.00
13:30 ET · noise · QQQ 13:30 check: flat: 714.66 in [711.56, 730.66], VWAP 715.00
14:00 ET · noise · SPY 14:00 check: flat: 767.29 in [765.69, 775.44], VWAP 768.92
14:00 ET · noise · QQQ 14:00 check: flat: 712.97 in [711.25, 730.98], VWAP 714.89
14:30 ET · noise · SPY 14:30 check: flat: 767.33 in [765.75, 775.37], VWAP 768.78
14:30 ET · noise · QQQ 14:30 check: flat: 713.09 in [711.28, 730.94], VWAP 714.72
15:00 ET · noise · SPY 15:00 check: flat: 767.55 in [765.79, 775.33], VWAP 768.68
15:00 ET · noise · QQQ 15:00 check: flat: 713.02 in [711.37, 730.86], VWAP 714.53
15:30 ET · noise · SPY 15:30 check: flat: 768.20 in [765.76, 775.36], VWAP 768.59
15:30 ET · noise · QQQ 15:30 check: flat: 713.65 in [711.35, 730.88], VWAP 714.38
15:59 ET · crabel · time: out (QQQ 714.84, stop 718.74)

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.4615600397696433
SPY.leverage: 2.94212291031408
QQQ.prev_close: 725.61
SPY.prev_close: 772.31
QQQ.sigma_10:00: 0.002612815442748654
SPY.sigma_10:00: 0.0012057611068277804

inputs_crabel

armed: true
stretch: 2.184991455078125
qqq_over_qqqm: 2.4291453248970574

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 16.91 vix 16.91 asof 2026-10-28 known true vix3m 19.22 x_median 16.425
—	—	—	QQQ	ON	—	ON	6 numbers x 23.78 vix 16.91 asof 2026-10-28 known true vix3m 19.22 x_median 22.605

Warnings

prices.parquet ends 2026-10-23, BEFORE the 2026-10-29 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 2026-10-29 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 2026-10-29 trade date -- any lane reading it gets a stale regime/factor read. Rebuild: python3 scripts/truthset/build_features.py

The session's numbers

graded: 49
candidates: 9
exploration: 18

ledger

graded: 49
emitted: 9
skipped: 0
wb_graded: 529
wb_emitted: 169
ledger_open: true
exploration_emitted: 18
exploration_skipped: 0

season

gate_next

QQQ: UNKNOWN:null input at 2026-10-29
SPY: UNKNOWN:null input at 2026-10-29

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: 103
short: 66
conflict: 74
available: true

sc_candidates

sc_exploration

signals_schema

d1.6

index_vol_through

2026-10-29

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: 25076
SPY.rows: 21192
QQQ.partial: false
SPY.partial: false
QQQ.early_close: false
SPY.early_close: false
QQQ.contracts_0dte: 32
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

v5-A: 1
v5-G: 1
info-A: 1
info-C: 1
info-G: 1

funnels

v5-A.QQQ.room: 1
v5-A.SPY.room: 1
v5-G.SPY.room: 1
info-A.QQQ.room: 1
info-A.SPY.room: 1
info-C.SPY.room: 2
info-G.SPY.room: 1
v5-A.QQQ.window: 3
v5-A.SPY.window: 2
v5-A.SPY.entries: 1
v5-G.SPY.entries: 1
info-A.QQQ.window: 3
info-A.SPY.window: 2
info-C.QQQ.window: 1
info-C.SPY.window: 3
info-A.SPY.entries: 1
info-C.SPY.entries: 1
info-G.SPY.entries: 1
v5-A.QQQ.candidates: 5
v5-A.SPY.candidates: 4
v5-G.QQQ.candidates: 1
v5-G.SPY.candidates: 2
info-A.QQQ.candidates: 5
info-A.SPY.candidates: 4
info-C.QQQ.candidates: 8
info-C.SPY.candidates: 8
info-E.QQQ.candidates: 1
info-E.SPY.candidates: 1
info-G.QQQ.candidates: 1
info-G.SPY.candidates: 2
v5-A.QQQ.premium_gate: 1
v5-G.QQQ.premium_gate: 1
info-A.QQQ.premium_gate: 1
info-C.QQQ.premium_gate: 7
info-E.QQQ.premium_gate: 1
info-E.SPY.premium_gate: 1
info-G.QQQ.premium_gate: 1
info-C.SPY.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

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

funnels

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

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

0DTE signals

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

Time (ET)	Log	Symbol	Side	Rules	Contract	Exit	Exit by	Net	Record
09:36	forward-p4	QQQ	put	P4-GAP: ENTRY	P713 at 3.28	10:06 ET	time	−49.8%	(1)
09:36	forward-p4	QQQ	put	info-gap-close: ENTRY	P713 at 3.28	15:55 ET	time	−76.6%	(2)
09:36	forward-p4	QQQ	put	info-gap25: ENTRY	P713 at 3.28	10:06 ET	time	−49.8%	(1)
09:36	forward-p4	SPY	put	P4-GAP: ENTRY	P768 at 2.13	10:06 ET	time	−41.5%	(1)
09:36	forward-p4	SPY	put	info-gap-close: ENTRY	P768 at 2.13	15:55 ET	time	−69.6%	(2)
09:36	forward-p4	SPY	put	info-gap25: ENTRY	P768 at 2.13	10:06 ET	time	−41.5%	(1)
10:02	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:02	forward	SPY	call	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	—	—	—	—	—
10:18	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:18	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:28	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:28	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:32	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:34	forward	QQQ	call	B0: window, V2: window, F2: window	—	—	—	—	—
10:42	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:48	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:48	forward	SPY	put	B0: window, V2: window, F2: window	—	—	—	—	—
10:58	forward	SPY	call	B0: window, V2: window, F2: window	—	—	—	—	—
11:02	forward	SPY	call	B0: bias, V2: room, F2: room	—	—	—	—	—
11:10	forward	QQQ	call	B0: bias, V2: room, F2: room	—	—	—	—	—
11:10	forward	SPY	call	B0: bias, V2: room, F2: room	—	—	—	—	—
12:58	forward	SPY	call	B0: bias, V2: room, F2: room	—	—	—	—	—
13:04	forward	QQQ	put	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
13:08	forward	SPY	put	B0: breadth, V2: breadth, F2: room	—	—	—	—	—
13:30	forward	SPY	call	B0: bias, V2: room, F2: room	—	—	—	—	—
13:36	forward-v5	SPY	put	info-C: ENTRY	P766 at 0.50	14:56 ET	stop	+46.4%	(2)
13:48	forward-v5	SPY	put	info-A: ENTRY	P765 at 0.49	14:14 ET	stop	−29.7%	(2)
13:48	forward-v5	SPY	put	info-G: ENTRY	P765 at 0.49	14:14 ET	stop	−29.7%	(2)
13:48	forward-v5	SPY	put	v5-A: ENTRY	P765 at 0.49	14:14 ET	stop	−29.7%	(2)
13:48	forward-v5	SPY	put	v5-G: ENTRY	P765 at 0.49	14:14 ET	stop	−29.7%	(2)
15:00	forward-p4	QQQ	put	info-eod: ENTRY	P714 at 2.36	15:10 ET	time	−3.5%	(1)
15:00	forward-p4	SPY	put	info-eod: ENTRY	P769 at 2.06	15:10 ET	time	−5.5%	(1)
15:38	forward	QQQ	put	B0: window, V2: window, F2: window	—	—	—	—	—

(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

76 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Oct 29, 2026	Oct 30, 2026	DAILY	v2b's pullback in leading industries	CF	long	37	118.02	123.2401	+$193.15	+$192.63	+4.42%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b's pullback in leading industries	CRM	long	19	231.25	—	—	—	—	−$171.95	—	—	open	Trade journal (1)
Oct 29, 2026	Nov 2, 2026	DAILY	v2b's pullback in leading industries	CTSH	long	71	62.45	65.14	+$190.99	+$190.00	+4.31%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b's pullback in leading industries	FTNT	long	32	137.919194	—	—	—	—	−$313.89	—	—	open	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b's pullback in leading industries	PLTR	long	23	196.07	—	—	—	—	−$475.41	—	—	open	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b's pullback in leading industries	WDAY	long	22	195.36	—	—	—	—	+$56.76	—	—	open	Trade journal (1)
Oct 29, 2026	Oct 30, 2026	DAILY	v2b-TOM on Alpaca paper	CBOE	long	6	313.8875	333.78	+$119.36	+$119.27	+6.34%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	Oct 30, 2026	DAILY	v2b-TOM on Alpaca paper	CF	long	18	118.02	123.2401	+$93.96	+$93.71	+4.42%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b-TOM on Alpaca paper	CRM	long	9	231.25	—	—	—	—	−$81.45	—	—	open	Trade journal (1)
Oct 29, 2026	Nov 2, 2026	DAILY	v2b-TOM on Alpaca paper	CTSH	long	34	62.45	65.14	+$91.46	+$90.98	+4.31%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b-TOM on Alpaca paper	FTNT	long	15	137.919194	—	—	—	—	−$147.14	—	—	open	Trade journal (1)
Oct 29, 2026	Nov 3, 2026	DAILY	v2b-TOM on Alpaca paper	HUM	long	5	415.955	417.60	+$8.22	+$8.15	+0.40%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	Oct 30, 2026	DAILY	v2b-TOM on Alpaca paper	LIN	long	4	502.25	514.09	+$47.36	+$47.30	+2.36%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b-TOM on Alpaca paper	WDAY	long	11	195.36	—	—	—	—	+$28.38	—	—	open	Trade journal (1)
Oct 29, 2026	Oct 30, 2026	DAILY	v2b on Alpaca paper	CBOE	long	6	313.8875	333.78	+$119.36	+$119.27	+6.34%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	Oct 30, 2026	DAILY	v2b on Alpaca paper	CF	long	18	118.02	123.2401	+$93.96	+$93.71	+4.42%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b on Alpaca paper	CRM	long	9	231.25	—	—	—	—	−$81.45	—	—	open	Trade journal (1)
Oct 29, 2026	Nov 2, 2026	DAILY	v2b on Alpaca paper	CTSH	long	34	62.45	65.14	+$91.46	+$90.98	+4.31%	—	2 sessions	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b on Alpaca paper	FTNT	long	15	137.919194	—	—	—	—	−$147.14	—	—	open	Trade journal (1)
Oct 29, 2026	Nov 3, 2026	DAILY	v2b on Alpaca paper	HUM	long	5	415.955	417.60	+$8.22	+$8.15	+0.40%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	Oct 30, 2026	DAILY	v2b on Alpaca paper	LIN	long	4	502.25	514.09	+$47.36	+$47.30	+2.36%	—	1 session	close>sma_exit	closed	Trade journal (1)
Oct 29, 2026	—	DAILY	v2b on Alpaca paper	WDAY	long	11	195.36	—	—	—	—	+$28.38	—	—	open	Trade journal (1)
Oct 29, 2026	Oct 29, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	85	716.797765	714.862471	−$164.50	−$165.69	−0.27%	—	323.9 minutes	time	closed	Trade journal (2)
Oct 29, 2026	Oct 29, 2026	INTRA2	Crabel's opening range	QQQM	short	247	293.817733	294.36	−$133.94	−$137.40	−0.18%	—	385.3 minutes	time	closed	Trade journal (2)
Oct 29, 2026	Oct 30, 2026	SIM-V2B-TOM	v2b-TOM	CBOE	long	6	314.25	335.529999	+$126.67	—	+6.67%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	Oct 30, 2026	SIM-V2B-TOM	v2b-TOM	CF	long	18	118.089996	123.300003	+$92.67	—	+4.31%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	—	SIM-V2B-TOM	v2b-TOM	CRM	long	9	230.899994	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 29, 2026	Nov 2, 2026	SIM-V2B-TOM	v2b-TOM	CTSH	long	34	62.52	65.089996	+$86.27	—	+4.01%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	—	SIM-V2B-TOM	v2b-TOM	FTNT	long	15	139.100006	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 29, 2026	Nov 3, 2026	SIM-V2B-TOM	v2b-TOM	HUM	long	5	417.559998	417.869995	+$0.51	—	−0.03%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	Oct 30, 2026	SIM-V2B-TOM	v2b-TOM	LIN	long	4	503.149994	514.23999	+$43.33	—	+2.10%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	—	SIM-V2B-TOM	v2b-TOM	WDAY	long	10	195.460007	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 29, 2026	Oct 30, 2026	SIM-V2B	v2b	CBOE	long	6	314.25	335.529999	+$126.67	—	+6.67%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	Oct 30, 2026	SIM-V2B	v2b	CF	long	18	118.089996	123.300003	+$92.67	—	+4.31%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	—	SIM-V2B	v2b	CRM	long	9	230.899994	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 29, 2026	Nov 2, 2026	SIM-V2B	v2b	CTSH	long	34	62.52	65.089996	+$86.27	—	+4.01%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	—	SIM-V2B	v2b	FTNT	long	15	139.100006	—	—	—	—	—	—	—	open	Local ledger (3)
Oct 29, 2026	Nov 3, 2026	SIM-V2B	v2b	HUM	long	5	417.559998	417.869995	+$0.51	—	−0.03%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	Oct 30, 2026	SIM-V2B	v2b	LIN	long	4	503.149994	514.23999	+$43.33	—	+2.10%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 29, 2026	—	SIM-V2B	v2b	WDAY	long	10	195.460007	—	—	—	—	—	—	—	open	Local ledger (3)
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	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 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	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	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	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	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	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	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	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 26, 2026	Oct 29, 2026	DAILY	v2b's pullback in leading industries	EBAY	long	37	118.58	121.1452	+$94.91	+$94.39	+2.16%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b's pullback in leading industries	MRK	long	31	140.44	146.29	+$181.35	+$180.92	+4.17%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	EBAY	long	17	118.58	121.1452	+$43.61	+$43.37	+2.16%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	MRK	long	15	140.44	146.29	+$87.75	+$87.54	+4.17%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	PYPL	long	38	54.7597	56.90	+$81.33	+$80.80	+3.91%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	XYZ	long	28	74.5196	77.0789	+$71.66	+$71.27	+3.43%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	EBAY	long	17	118.58	121.1452	+$43.61	+$43.37	+2.16%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	MRK	long	15	140.44	146.29	+$87.75	+$87.54	+4.17%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	PYPL	long	38	54.7597	56.90	+$81.33	+$80.80	+3.91%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	XYZ	long	28	74.5196	77.0789	+$71.66	+$71.27	+3.43%	—	3 sessions	close>sma_exit	closed	Trade journal (1)
Oct 26, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	EBAY	long	17	118.620003	121.190002	+$42.66	—	+2.07%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	MRK	long	15	140.610001	146.330002	+$84.70	—	+3.97%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	PYPL	long	38	54.990002	56.950001	+$73.40	—	+3.46%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	XYZ	long	28	74.550003	76.949997	+$66.12	—	+3.12%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B	v2b	EBAY	long	17	118.620003	121.190002	+$42.66	—	+2.07%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B	v2b	MRK	long	15	140.610001	146.330002	+$84.70	—	+3.97%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B	v2b	PYPL	long	38	54.990002	56.950001	+$73.40	—	+3.46%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 26, 2026	Oct 29, 2026	SIM-V2B	v2b	XYZ	long	28	74.550003	76.949997	+$66.12	—	+3.12%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 23, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	COR	long	6	331.12	330.3842	−$4.41	−$4.50	−0.22%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 23, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	COR	long	6	331.12	330.3842	−$4.41	−$4.50	−0.22%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 23, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	COR	long	6	331.00	330.529999	−$3.81	—	−0.24%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 23, 2026	Oct 29, 2026	SIM-V2B	v2b	COR	long	6	331.00	330.529999	−$3.81	—	−0.24%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	Oct 29, 2026	DAILY	v2b-TOM on Alpaca paper	META	long	3	693.705	624.86	−$206.54	−$206.58	−9.92%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 29, 2026	DAILY	v2b on Alpaca paper	META	long	3	693.705	624.86	−$206.54	−$206.58	−9.92%	—	7 sessions	close>sma_exit	closed	Trade journal (1)
Oct 20, 2026	Oct 29, 2026	SIM-V2B-TOM	v2b-TOM	META	long	3	694.25	624.52002	−$210.13	—	−10.14%	—	—	close>sma_exit	closed	Local ledger (3)
Oct 20, 2026	Oct 29, 2026	SIM-V2B	v2b	META	long	3	694.25	624.52002	−$210.13	—	−10.14%	—	—	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.