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

Session day

Tue, Nov 3, 2026

Previous: Mon, Nov 2, 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 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	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	5 s	—
16:35	syseq-settle	ran	every book at the official close, the trade journal, the after-close scans	52 s	—

DAILY · Systematic equity

traded

Decided at 15:41 ET

Account DAILY; Alpaca equity at the settle $976,248.86

What the rules decided (19)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	SPY	hold	—	hold: close 754.28 not above the previous high 763.86	4 numbers close 754.2750244140625 target 1 values low 752.3900146484375 high 757.0700073242188 open 752.72998046875 close 754.2750244140625 monday false prev_high 763.8599853515625 prev_close 752.0999755859375 prev2_close 755.719970703125 holding 1
Turnaround Tuesday on SPY and QQQ shares	tt	15:41 ET	QQQ	hold	—	hold: close 685.74 not above the previous high 699.43	4 numbers close 685.739990234375 target 1 values low 683.1799926757812 high 688.6900024414062 open 684.2000122070312 close 685.739990234375 monday false prev_high 699.4299926757812 prev_close 681.0900268554688 prev2_close 690.489990234375 holding 1
IBS on SPY and QQQ	ibs	15:41 ET	SPY	hold	—	hold	4 numbers close 754.2750244140625 target 1 values ibs 0.4027804948028744 low 752.3900146484375 high 757.0700073242188 open 752.72998046875 close 754.2750244140625 exit_above 0.8 enter_below 0.2 holding 1
IBS on SPY and QQQ	ibs	15:41 ET	QQQ	hold	—	hold	4 numbers close 685.739990234375 target 1 values ibs 0.4646085338295893 low 683.1799926757812 high 688.6900024414062 open 684.2000122070312 close 685.739990234375 exit_above 0.8 enter_below 0.2 holding 1
RSI(2) on SPY and QQQ	rsi2	15:41 ET	SPY	hold	—	hold	4 numbers close 754.2750244140625 target 1 values low 752.3900146484375 high 757.0700073242188 open 752.72998046875 rsi2 31.24570348276923 sma5 760.7529907226562 close 754.2750244140625 sma200 726.6502288085201 enter_below 10 short_above 90 holding 1
RSI(2) on SPY and QQQ	rsi2	15:41 ET	QQQ	hold	—	hold	4 numbers close 685.739990234375 target 1 values low 683.1799926757812 high 688.6900024414062 open 684.2000122070312 rsi2 30.323701518973202 sma5 699.65400390625 close 685.739990234375 sma200 679.0153835683534 enter_below 10 short_above 90 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	SPY	hold	—	hold	4 numbers close 754.2750244140625 target 1 values low 752.3900146484375 high 757.0700073242188 low7 752.0999755859375 open 752.72998046875 close 754.2750244140625 high7 772.3099975585938 sma200 726.6502288085201 holding 1
Double 7s on SPY and QQQ	d7	15:41 ET	QQQ	hold	—	hold	4 numbers close 685.739990234375 target 1 values low 683.1799926757812 high 688.6900024414062 low7 681.0900268554688 open 684.2000122070312 close 685.739990234375 high7 725.6099853515625 sma200 679.0153835683534 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	SPY	hold	—	hold	4 numbers close 754.2750244140625 target 1 values low 752.3900146484375 high 757.0700073242188 open 752.72998046875 close 754.2750244140625 sma200 726.6502288085201 holding 1
The 200-day trend on SPY and QQQ	tr200	15:41 ET	QQQ	hold	—	hold	4 numbers close 685.739990234375 target 1 values low 683.1799926757812 high 688.6900024414062 open 684.2000122070312 close 685.739990234375 sma200 679.0153835683534 holding 1
v2b on Alpaca paper	v2b	15:41 ET	HUM	sell	5	close>sma_exit	10 numbers adv 427414413.50097656 rsi 72.79013566719736 close 417.57000732421875 sma_exit 414.03040771484376 tradable true raw_close 417.57000732421875 sma_trend 308.5195502471924 exit_signal true entry_signal false held_sessions 3
v2b on Alpaca paper	v2b	15:41 ET	CDW	buy	14	entry rank 1 rsi 5.2	10 numbers adv 211671465.22521973 rsi 5.23580663168353 rank 1 close 147.25999450683594 sma_exit 155.89999694824218 tradable true raw_close 147.25999450683594 sma_trend 132.4573592376709 exit_signal false entry_signal true
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	HUM	sell	5	close>sma_exit	10 numbers adv 427414413.50097656 rsi 72.79013566719736 close 417.57000732421875 sma_exit 414.03040771484376 tradable true raw_close 417.57000732421875 sma_trend 308.5195502471924 exit_signal true entry_signal false held_sessions 3
v2b-TOM on Alpaca paper	v2b-tom	15:41 ET	CDW	buy	14	entry rank 1 rsi 5.2	10 numbers adv 211671465.22521973 rsi 5.23580663168353 rank 1 close 147.25999450683594 sma_exit 155.89999694824218 tradable true raw_close 147.25999450683594 sma_trend 132.4573592376709 exit_signal false entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	CVS	sell	49	close>sma_exit	12 numbers adv 670976885.0479126 rsi 74.87060921667175 close 91.52999877929688 group IHF sma_exit 90.11399993896484 tradable true raw_close 91.52999877929688 sma_trend 87.73160171508789 exit_signal true group_leads true entry_signal false held_sessions 4
v2b's pullback in leading industries	o11	15:41 ET	HUM	sell	10	close>sma_exit	12 numbers adv 427414413.50097656 rsi 72.79013566719736 close 417.57000732421875 group IHF sma_exit 414.03040771484376 tradable true raw_close 417.57000732421875 sma_trend 308.5195502471924 exit_signal true group_leads true entry_signal false held_sessions 4
v2b's pullback in leading industries	o11	15:41 ET	RVTY	sell	29	close>sma_exit	12 numbers adv 237367781.8725586 rsi 75.59281207092612 close 166.39999389648438 group XLV sma_exit 161.2220001220703 tradable true raw_close 166.39999389648438 sma_trend 112.2254156112671 exit_signal true group_leads true entry_signal false held_sessions 1
v2b's pullback in leading industries	o11	15:41 ET	AAPL	buy	13	entry rank 1 rsi 5.9	12 numbers adv 12367967400 rsi 5.919890692213956 rank 1 close 330.7300109863281 group XLP sma_exit 341.28400268554685 tradable true raw_close 330.7300109863281 sma_trend 297.0527228546143 exit_signal false group_leads true entry_signal true
v2b's pullback in leading industries	o11	15:41 ET	DVN	buy	92	entry rank 2 rsi 8.9	12 numbers adv 462645483.67614746 rsi 8.946445809292703 rank 2 close 47.68000030517578 group XOP sma_exit 50.18000030517578 tradable true raw_close 47.68000030517578 sma_trend 45.6456662940979 exit_signal false group_leads true entry_signal true

Orders sent (6)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
netted	AAPL	buy	13	—	filled	13	331.92	331.899994	+0.6 bp	15:55 ET
netted	CDW	buy	28	—	filled	28	148.753214	149.770004	−67.9 bp	15:55 ET
netted	CVS	sell	49	—	filled	49	91.622858	91.410004	−23.3 bp	15:55 ET
netted	DVN	buy	92	—	filled	92	47.57	47.619999	−10.5 bp	15:55 ET
netted	HUM	sell	20	—	filled	20	417.60	417.869995	+6.5 bp	15:55 ET
netted	RVTY	sell	29	—	filled	29	163.502414	163.479996	−1.4 bp	15:59 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
AAPL	buy	13	331.92	331.899994	+0.6 bp
CDW	buy	28	148.753214	149.770004	−67.9 bp
CVS	sell	49	91.622858	91.410004	−23.3 bp
DVN	buy	92	47.57	47.619999	−10.5 bp
HUM	sell	20	417.60	417.869995	+6.5 bp
RVTY	sell	29	163.502414	163.479996	−1.4 bp

What filled (9)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
o11	v2b's pullback in leading industries	CVS	sell	49	49	91.622858	91.529999	91.410004	—	signal	close>sma_exit
v2b	v2b on Alpaca paper	HUM	sell	5	5	417.60	417.570007	417.869995	—	signal	close>sma_exit
v2b-tom	v2b-TOM on Alpaca paper	HUM	sell	5	5	417.60	417.570007	417.869995	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	HUM	sell	10	10	417.60	417.570007	417.869995	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	RVTY	sell	29	29	163.502414	166.399994	163.479996	—	signal	close>sma_exit
o11	v2b's pullback in leading industries	AAPL	buy	13	13	331.92	330.730011	331.899994	—	signal	entry rank 1 rsi 5.9
v2b	v2b on Alpaca paper	CDW	buy	14	14	148.753214	147.259995	149.770004	—	signal	entry rank 1 rsi 5.2
v2b-tom	v2b-TOM on Alpaca paper	CDW	buy	14	14	148.753214	147.259995	149.770004	—	signal	entry rank 1 rsi 5.2
o11	v2b's pullback in leading industries	DVN	buy	92	92	47.57	47.68	47.619999	—	signal	entry rank 2 rsi 8.9

4 trades opened

5 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
d7	Double 7s on SPY and QQQ	$100,000.00	$95,025.77	$95,187.63	—	$833.61	Sep 30, 2026
ibs	IBS on SPY and QQQ	$100,000.00	$101,076.44	$101,348.60	—	$1,263.90	Sep 30, 2026
o11	v2b's pullback in leading industries	$100,000.00	$88,389.00	$88,517.50	—	$25,453.30	Oct 7, 2026
rsi2	RSI(2) on SPY and QQQ	$100,000.00	$99,366.87	$99,663.15	—	$239.61	Sep 30, 2026
tr200	The 200-day trend on SPY and QQQ	$100,000.00	$95,280.64	$95,322.12	—	$1,088.48	Sep 30, 2026
tt	Turnaround Tuesday on SPY and QQQ shares	$100,000.00	$100,440.74	$100,825.42	—	$628.20	Sep 30, 2026
v2b	v2b on Alpaca paper	$100,000.00	$97,429.53	$97,484.43	—	$2,377.55	Sep 30, 2026
v2b-tom	v2b-TOM on Alpaca paper	$100,000.00	$97,385.07	$97,439.59	—	$2,333.09	Sep 30, 2026

The session's numbers

sent: true
index_snapshot_last_bar: 2026-11-03 15:40:38-05:00

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 683.20-686.77	2 numbers low 683.2 high 686.77
Nasdaq opening-range retest	pat	10:50 ET	—	no_more_entries	—	no more entries: one setup a day	1 number why one setup a day
Nasdaq opening-range retest	pat	10:50 ET	—	setup	120	long 120 QQQ: limit 686.76 (edge 686.770), target 693.922, stop 683.194, weight 1.94 (accepted)	14 numbers px 686.74 bar 15 how market edge 686.77 side 1 stop 683.1939166273734 limit 686.76 status accepted target 693.9221667452532 weight 1.9366154933106405 model_px 686.74 trend_up 1 range_low 683.2 range_high 686.77
Nasdaq opening-range retest	pat	10:50 ET	—	filled	58	filled 58 at 686.73 (the rule's 686.740), minute 80	4 numbers how market minute 80 model_px 686.74 avg_price 686.73
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	120	limit	canceled	58	686.73	—	—	10:50 ET
pat	QQQ	sell	58	limit	canceled	0	—	—	—	10:50 ET
pat	QQQ	sell	58	market	filled	58	685.69	—	—	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	58	—	686.73	686.74	—	10:50 ET	entry	—
pat	Nasdaq opening-range retest	QQQ	sell	58	—	685.69	—	—	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	$42,835.09	$42,810.58	$43,004.93	$42,835.09	—

Events

09:20 ET · pat · trading
09:45 ET · pat · range 683.20-686.77
10:50 ET · pat · no more entries: one setup a day
10:50 ET · pat · long 120 QQQ: limit 686.76 (edge 686.770), target 693.922, stop 683.194, weight 1.94 (accepted)
10:50 ET · pat · filled 58 at 686.73 (the rule's 686.740), minute 80
15:59 ET · pat · closing: time

The session's numbers

phase

settled

inputs_pat

tick: 0.0060833726266483045
trend_up: 1

Record Alpaca

Cost model

Alpaca paper fills as filled. A book's value is before commission and before Alpaca's SEC and CAT fees, charged by the day; its total takes off an estimated $0.007 a share a side, the rate at the owner's own broker; the rule value is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close. The account's equity, cash, buying power and market values, where shown, are Alpaca's own figures, read after the close at Alpaca's prices then and after Alpaca's SEC and CAT fees, charged by the day. Part of the account is held outside its books, as a buffer and, on INTRA1, a reserved book, so the books' values do not add up to the equity.

INTRA2 · Systematic equity

traded

Account INTRA2

What the rules decided (26)

Strategy	Book	Time (ET)	Symbol	Action	Qty	Why	The rule's numbers
Noise area	noise	10:00 ET	SPY	open	—	SPY: open 752.72, previous close 752.10, leverage 2.49, 78 shares a leg	4 numbers open 752.72 shares 78 leverage 2.4928638536678025 prev_close 752.1
Noise area	noise	10:00 ET	SPY	long in	—	—	6 numbers lb 751.1814957991928 px 753.805 ub 753.6392613775184 pos 1 vwap 753.5407500013163 reason long in: 753.80 > band 753.64
Noise area	noise	10:00 ET	QQQ	open	—	QQQ: open 684.41, previous close 681.09, leverage 1.22, 42 shares a leg	4 numbers open 684.41 shares 42 leverage 1.223073762004712 prev_close 681.09
Noise area	noise	10:00 ET	QQQ	flat	—	—	6 numbers lb 679.698967260806 px 684.935 ub 685.8078133830063 pos 0 vwap 685.164729559308 reason flat: 684.93 in [679.70, 685.81], VWAP 685.16
Noise area	noise	10:30 ET	SPY	long out	—	—	6 numbers lb 750.0311711138642 px 754.59 ub 754.7905343427367 pos 0 vwap 753.7210455010162 reason long out: 754.59 < max(band 754.79, VWAP 753.72)
Noise area	noise	10:30 ET	QQQ	flat	—	—	6 numbers lb 678.513721795028 px 686.13 ub 686.9988363744363 pos 0 vwap 685.3386368681631 reason flat: 686.13 in [678.51, 687.00], VWAP 685.34
Noise area	noise	11:00 ET	SPY	long in	—	—	6 numbers lb 749.9151205718751 px 756.24 ub 754.906680551972 pos 1 vwap 753.9948673249896 reason long in: 756.24 > band 754.91
Noise area	noise	11:00 ET	QQQ	long in	—	—	6 numbers lb 677.8257769223491 px 688.1 ub 687.6901346614618 pos 1 vwap 685.550378708646 reason long in: 688.10 > band 687.69
Noise area	noise	11:30 ET	SPY	hold	—	—	6 numbers lb 749.5174738925168 px 755.77 ub 755.3046550347358 pos 1 vwap 754.3498455841307 reason hold: 755.77 in [749.52, 755.30], VWAP 754.35
Noise area	noise	11:30 ET	QQQ	long out	—	—	6 numbers lb 677.0931711032944 px 686.39 ub 688.4263115964034 pos 0 vwap 685.9109152321997 reason long out: 686.39 < max(band 688.43, VWAP 685.91)
Noise area	noise	12:00 ET	SPY	long out	—	—	6 numbers lb 749.428560375873 px 755.39 ub 755.3936418479897 pos 0 vwap 754.4496254260122 reason long out: 755.39 < max(band 755.39, VWAP 754.45)
Noise area	noise	12:00 ET	QQQ	flat	—	—	6 numbers lb 676.748351223373 px 686.8 ub 688.7728123143951 pos 0 vwap 685.895979792159 reason flat: 686.80 in [676.75, 688.77], VWAP 685.90
Noise area	noise	12:30 ET	SPY	long in	—	—	6 numbers lb 749.7441215218768 px 755.71 ub 755.0778205664844 pos 1 vwap 754.5131473496658 reason long in: 755.71 > band 755.08
Noise area	noise	12:30 ET	QQQ	flat	—	—	6 numbers lb 676.9059016167568 px 687.34 ub 688.6144939354205 pos 0 vwap 685.9501137225279 reason flat: 687.34 in [676.91, 688.61], VWAP 685.95
Noise area	noise	13:00 ET	SPY	hold	—	—	6 numbers lb 749.4616845418815 px 755.69 ub 755.3604903757945 pos 1 vwap 754.5747212917902 reason hold: 755.69 in [749.46, 755.36], VWAP 754.57
Noise area	noise	13:00 ET	QQQ	flat	—	—	6 numbers lb 676.698009134603 px 686.995 ub 688.8233997976572 pos 0 vwap 686.0012990225327 reason flat: 687.00 in [676.70, 688.82], VWAP 686.00
Noise area	noise	13:30 ET	SPY	hold	—	—	6 numbers lb 749.0607199984813 px 756.35 ub 755.7617854577093 pos 1 vwap 754.7388915348038 reason hold: 756.35 in [749.06, 755.76], VWAP 754.74
Noise area	noise	13:30 ET	QQQ	flat	—	—	6 numbers lb 675.877823961178 px 687.16 ub 689.6475829959772 pos 0 vwap 686.1492232954648 reason flat: 687.16 in [675.88, 689.65], VWAP 686.15
Noise area	noise	14:00 ET	SPY	hold	—	—	6 numbers lb 748.5086291786039 px 756.44 ub 756.3143313983264 pos 1 vwap 754.8380382865867 reason hold: 756.44 in [748.51, 756.31], VWAP 754.84
Noise area	noise	14:00 ET	QQQ	flat	—	—	6 numbers lb 675.1680578106331 px 687.43 ub 690.3608089295462 pos 0 vwap 686.1679995262823 reason flat: 687.43 in [675.17, 690.36], VWAP 686.17
Noise area	noise	14:30 ET	SPY	long out	—	—	6 numbers lb 748.3265599934688 px 755.395 ub 756.4965506737351 pos 0 vwap 754.9131506153883 reason long out: 755.39 < max(band 756.50, VWAP 754.91)
Noise area	noise	14:30 ET	QQQ	flat	—	—	6 numbers lb 674.9605544525645 px 685.99 ub 690.5693237708972 pos 0 vwap 686.2053581928534 reason flat: 685.99 in [674.96, 690.57], VWAP 686.21
Noise area	noise	15:00 ET	SPY	flat	—	—	6 numbers lb 748.4306873568546 px 753.88 ub 756.3923374720761 pos 0 vwap 754.8844724321091 reason flat: 753.88 in [748.43, 756.39], VWAP 754.88
Noise area	noise	15:00 ET	QQQ	flat	—	—	6 numbers lb 675.0096810138449 px 684.34 ub 690.519957740261 pos 0 vwap 686.0681089480577 reason flat: 684.34 in [675.01, 690.52], VWAP 686.07
Noise area	noise	15:30 ET	SPY	flat	—	—	6 numbers lb 748.4680036334621 px 754.49 ub 756.3549904334802 pos 0 vwap 754.8026191144194 reason flat: 754.49 in [748.47, 756.35], VWAP 754.80
Noise area	noise	15:30 ET	QQQ	flat	—	—	6 numbers lb 675.0631655178827 px 685.62 ub 690.4662125239041 pos 0 vwap 685.9256573634025 reason flat: 685.62 in [675.06, 690.47], VWAP 685.93

Orders sent (8)

Book	Symbol	Side	Qty	Kind	Status	Filled	Average	Close	Against the close	Sent (ET)
noise	SPY	buy	78	market	filled	78	753.722564	—	—	10:00 ET
noise	SPY	sell	78	market	filled	78	754.48	—	—	10:30 ET
noise	SPY	buy	78	market	filled	78	756.221026	—	—	11:00 ET
noise	QQQ	buy	42	market	filled	42	688.102857	—	—	11:00 ET
noise	QQQ	sell	42	market	filled	42	686.212381	—	—	11:30 ET
noise	SPY	sell	78	market	filled	78	755.26	—	—	12:00 ET
noise	SPY	buy	78	market	filled	78	755.637051	—	—	12:30 ET
noise	SPY	sell	78	market	filled	78	755.196538	—	—	14:30 ET

What filled (8)

Book	Strategy	Symbol	Side	Qty	Asked	Price	Rule's price	Close	At (ET)	How	Why
noise	Noise area	SPY	buy	78	—	753.722564	753.805	—	10:00 ET	entry	—
noise	Noise area	SPY	sell	78	—	754.48	754.59	—	10:30 ET	exit	—
noise	Noise area	SPY	buy	78	—	756.221026	756.24	—	11:00 ET	entry	—
noise	Noise area	QQQ	buy	42	—	688.102857	688.10	—	11:00 ET	entry	—
noise	Noise area	QQQ	sell	42	—	686.212381	686.39	—	11:30 ET	exit	—
noise	Noise area	SPY	sell	78	—	755.26	755.39	—	12:00 ET	exit	—
noise	Noise area	SPY	buy	78	—	755.637051	755.71	—	12:30 ET	entry	—
noise	Noise area	SPY	sell	78	—	755.196538	755.395	—	14:30 ET	exit	—

4 trades opened

4 trades closed

The books at the close

Book	Strategy	Allocation	Value	Total	Rule value	Cash	Joined
crabel	Crabel's opening range	$45,000.00	$44,465.75	$44,437.75	$44,642.20	$44,465.75	—
noise	Noise area	$45,000.00	$47,232.18	$47,181.99	$46,442.79	$47,232.18	—

Events

09:20 ET · noise · trading
09:20 ET · crabel · no entries today
10:00 ET · noise · SPY: open 752.72, previous close 752.10, leverage 2.49, 78 shares a leg
10:00 ET · noise · SPY 10:00 check: long in: 753.80 > band 753.64
10:00 ET · noise · QQQ: open 684.41, previous close 681.09, leverage 1.22, 42 shares a leg
10:00 ET · noise · QQQ 10:00 check: flat: 684.93 in [679.70, 685.81], VWAP 685.16
10:30 ET · noise · SPY 10:30 check: long out: 754.59 < max(band 754.79, VWAP 753.72)
10:30 ET · noise · QQQ 10:30 check: flat: 686.13 in [678.51, 687.00], VWAP 685.34
11:00 ET · noise · SPY 11:00 check: long in: 756.24 > band 754.91
11:00 ET · noise · QQQ 11:00 check: long in: 688.10 > band 687.69
11:30 ET · noise · SPY 11:30 check: hold: 755.77 in [749.52, 755.30], VWAP 754.35
11:30 ET · noise · QQQ 11:30 check: long out: 686.39 < max(band 688.43, VWAP 685.91)
12:00 ET · noise · SPY 12:00 check: long out: 755.39 < max(band 755.39, VWAP 754.45)
12:00 ET · noise · QQQ 12:00 check: flat: 686.80 in [676.75, 688.77], VWAP 685.90
12:30 ET · noise · SPY 12:30 check: long in: 755.71 > band 755.08
12:30 ET · noise · QQQ 12:30 check: flat: 687.34 in [676.91, 688.61], VWAP 685.95
13:00 ET · noise · SPY 13:00 check: hold: 755.69 in [749.46, 755.36], VWAP 754.57
13:00 ET · noise · QQQ 13:00 check: flat: 687.00 in [676.70, 688.82], VWAP 686.00
13:30 ET · noise · SPY 13:30 check: hold: 756.35 in [749.06, 755.76], VWAP 754.74
13:30 ET · noise · QQQ 13:30 check: flat: 687.16 in [675.88, 689.65], VWAP 686.15
14:00 ET · noise · SPY 14:00 check: hold: 756.44 in [748.51, 756.31], VWAP 754.84
14:00 ET · noise · QQQ 14:00 check: flat: 687.43 in [675.17, 690.36], VWAP 686.17
14:30 ET · noise · SPY 14:30 check: long out: 755.39 < max(band 756.50, VWAP 754.91)
14:30 ET · noise · QQQ 14:30 check: flat: 685.99 in [674.96, 690.57], VWAP 686.21
15:00 ET · noise · SPY 15:00 check: flat: 753.88 in [748.43, 756.39], VWAP 754.88
15:00 ET · noise · QQQ 15:00 check: flat: 684.34 in [675.01, 690.52], VWAP 686.07
15:30 ET · noise · SPY 15:30 check: flat: 754.49 in [748.47, 756.35], VWAP 754.80
15:30 ET · noise · QQQ 15:30 check: flat: 685.62 in [675.06, 690.47], VWAP 685.93

The session's numbers

phase

settled

inputs_noise

QQQ.leverage: 1.223073762004712
SPY.leverage: 2.4928638536678025
QQQ.prev_close: 681.09
SPY.prev_close: 752.1
QQQ.sigma_10:00: 0.0020423625940685125
SPY.sigma_10:00: 0.0012212527600148745

inputs_crabel

armed: false
stretch: 2.23199462890625
qqq_over_qqqm: 2.4282149096224463

Record Alpaca

Cost model

Trades opened or closed

18 trades

Opened	Closed	Account	Strategy	Symbol	Side	Size	Entry	Exit	P&L	Net P&L	Return	Unrealized	Held	Exit by	Status	Record
Nov 3, 2026	—	DAILY	v2b's pullback in leading industries	AAPL	long	13	331.92	—	—	—	—	−$0.26	—	—	open	Trade journal (1)
Nov 3, 2026	—	DAILY	v2b's pullback in leading industries	DVN	long	92	47.57	—	—	—	—	+$4.60	—	—	open	Trade journal (1)
Nov 3, 2026	—	DAILY	v2b-TOM on Alpaca paper	CDW	long	14	148.753214	—	—	—	—	+$14.24	—	—	open	Trade journal (1)
Nov 3, 2026	—	DAILY	v2b on Alpaca paper	CDW	long	14	148.753214	—	—	—	—	+$14.24	—	—	open	Trade journal (1)
Nov 3, 2026	Nov 3, 2026	INTRA1	Nasdaq opening-range retest	QQQ	long	58	686.73	685.69	−$60.32	−$61.13	−0.15%	—	309 minutes	time	closed	Trade journal (2)
Nov 3, 2026	Nov 3, 2026	INTRA2	Noise area	QQQ	long	42	688.102857	686.212381	−$79.40	−$79.99	−0.27%	—	29.9 minutes	signal	closed	Trade journal (2)
Nov 3, 2026	Nov 3, 2026	INTRA2	Noise area	SPY	long	78	753.722564	754.48	+$59.08	+$57.99	+0.10%	—	29.9 minutes	signal	closed	Trade journal (2)
Nov 3, 2026	Nov 3, 2026	INTRA2	Noise area	SPY	long	78	756.221026	755.26	−$74.96	−$76.05	−0.13%	—	59.9 minutes	signal	closed	Trade journal (2)
Nov 3, 2026	Nov 3, 2026	INTRA2	Noise area	SPY	long	78	755.637051	755.196538	−$34.36	−$35.45	−0.06%	—	120 minutes	signal	closed	Trade journal (2)
Nov 3, 2026	—	SIM-V2B-TOM	v2b-TOM	CDW	long	14	149.770004	—	—	—	—	—	—	—	open	Local ledger (3)
Nov 3, 2026	—	SIM-V2B	v2b	CDW	long	14	149.770004	—	—	—	—	—	—	—	open	Local ledger (3)
Nov 2, 2026	Nov 3, 2026	DAILY	v2b's pullback in leading industries	RVTY	long	29	151.32	163.5024	+$353.29	+$352.88	+8.05%	—	1 session	close>sma_exit	closed	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	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	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	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 28, 2026	Nov 3, 2026	DAILY	v2b's pullback in leading industries	CVS	long	49	90.17	91.6229	+$71.19	+$70.50	+1.61%	—	4 sessions	close>sma_exit	closed	Trade journal (1)
Oct 28, 2026	Nov 3, 2026	DAILY	v2b's pullback in leading industries	HUM	long	10	411.879	417.60	+$57.21	+$57.07	+1.39%	—	4 sessions	close>sma_exit	closed	Trade journal (1)

(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.