Strategies

Double 7s on SPY and QQQ, in a sub-book of the DAILY Alpaca paper account: above the 200-day average, it buys at the lowest close of 7 sessions and sells at the highest. Its trades come from the account's trade journal.

Internal bar strength on SPY and QQQ, in a sub-book of the DAILY Alpaca paper account: it buys at a close near the day's low and sells at a close near the day's high. Its trades come from the account's trade journal.

v2b's pullback, entered only in stocks whose sector or industry group is among the strongest, in a sub-book of the DAILY Alpaca paper account. Its $100,000 was set aside in the account from the start, and it joined flat for the session of 2026-10-07, once its code had reproduced every trade of the research rule from 2001 to 2026. It trades on its own positions and value. Its trades come from the account's trade journal.

RSI(2) on SPY and QQQ, long and short, in a sub-book of the DAILY Alpaca paper account: long after a sharp drop while above the 200-day average, short after a sharp rise while below it. The short side is held as the inverse funds SH and PSQ. Its trades come from the account's trade journal.

The 200-day trend on SPY and QQQ, in a sub-book of the DAILY Alpaca paper account: it holds each while it closes above its 200-session average. Its trades come from the account's trade journal.

Turnaround Tuesday on SPY and QQQ shares, in a sub-book of the DAILY Alpaca paper account: it buys at a Monday's close after two down closes, and sells at the first close above the previous session's high. Its trades come from the account's trade journal.

v2b's rules in a sub-book of the DAILY Alpaca paper account, beside the local v2b book. It started flat on 2026-09-30 and trades on its own positions and value. Its trades come from the account's trade journal.

v2b-TOM's rules (v2b, its SPY core also held through the turn of the month) in a sub-book of the DAILY Alpaca paper account, beside the local shadow book. It started flat on 2026-09-30 and trades on its own positions and value. Its trades come from the account's trade journal.

Reserved, not trading: $45,000 of the INTRA1 Alpaca paper account is set aside for it. The published 5-minute opening-range breakout on the day's stocks in play (Zarattini, Barbon and Aziz) without its stop, held to the close, as protocol 8's research tested it. Its ranking needs a real-time consolidated feed that this account does not have. It stays reserved until one is available and has been checked against SIP on a live morning, and even then its entries in the 9:35 minute are at risk.

A Nasdaq-100 opening-range rule from a 2026 YouTube video, with the 200-day trend filter that protocol 11's tests added. After QQQ breaks out of the range of its first 15 minutes in the trend's direction, it enters on a pullback to the broken edge, with a target at 2R and the stop moved to the entry at 1R. A sub-book of the INTRA1 Alpaca paper account that started with $45,000; each trade is recorded in the trade journal, beside the rule's own replay on SIP bars.

Crabel's opening-range breakout, from a 2026 YouTube video, with the trailing stop that protocol 11's tests added. After a narrow or inside day, it trades the first break of QQQ's opening price plus or minus a stretch before 10:30, with the other band as its stop, trailed 1R behind the best price once the trade is 1R ahead. It decides on QQQ and trades QQQM. A sub-book of the INTRA2 Alpaca paper account that started with $45,000; each trade is recorded in the trade journal, beside the rule's own replay on SIP bars.

The published noise-area rule of Zarattini, Aziz and Barbon, on SPY and QQQ: checked every half hour, it follows a move beyond the band of recent sessions' usual moves from the open, and is out by the close. A sub-book of the INTRA2 Alpaca paper account that started with $45,000; each trade is recorded in the trade journal, beside the rule's own replay on SIP bars.

Turnaround Tuesday on micro S&P 500 and Nasdaq-100 futures: it buys at a Monday's close after two down closes, and sells at the first close above the previous session's high. A local paper ledger fills the near-close scan's orders at the close, with futures costs; a second book in it trades the rule on the final closes.

The production strategy. It buys S&P 500 stocks in a long-term uptrend after a sharp two-day pullback, and holds SPY while SPY is above its 200-day average. Simulated at the official close on a local paper ledger.

The shadow of v2b. It runs v2b's rules with one change: its SPY core is also held through the turn of the month. Simulated at the official close on its own local paper ledger, beside v2b's. Its record starts on 2026-09-28, a day it held only cash because its first scan missed the order window; it first traded on 2026-09-29.

Sells a QQQ iron condor about three weeks out, once a week, when the volatility gate is on: a put credit spread below the price and a call credit spread above it, on one expiry. The gate reads VIX's term structure and VXN, the Nasdaq-100's volatility index. This is the champion book, the rule as frozen before any result; its exploration twin ignores the gate. The iron condor was S-B's secondary structure, and after the first backtest, on 2026-09-05, it was retired as a candidate to trade on that backtest's sample; it is still entered on paper and reported at the read.

Sells a QQQ put credit spread about three weeks out, once a week, when the volatility gate is on: VIX's term structure sloping up and VXN, the Nasdaq-100's volatility index, above its recent median. This is the champion book, the rule as frozen before any result; its exploration twin ignores the gate. The put spread is S-B's primary structure.

Sells a SPY iron condor about three weeks out, once a week, when the volatility gate is on: a put credit spread below the price and a call credit spread above it, on one expiry. This is the champion book, the rule as frozen before any result; its exploration twin ignores the gate. The iron condor was S-B's secondary structure, and after the first backtest, on 2026-09-05, it was retired as a candidate to trade on that backtest's sample; it is still entered on paper and reported at the read. Its record starts on 2026-09-11, but its first position was entered on 2026-09-25: on 09-11 no call within the long call's band had printed at least 5 contracts from 15:00, and on 09-18 the gate was off. SPY's long call is often too thin to qualify: in the 103 sessions from March to early September 2026 that S-B's specification measured, it had a qualifying print on 71% of them, so this book misses some weeks even with the gate on.

Sells a SPY put credit spread about three weeks out, once a week, when the volatility gate is on: VIX's term structure sloping up and VIX above its recent median. This is the champion book, the rule as frozen before any result; its exploration twin ignores the gate. The put spread is S-B's primary structure.

The exploration twin of S-B's QQQ iron condor: the champion's rules with the gate ignored, one contract each week its legs pass the champion's other rules, with the gate's verdict on each position. It exists so the gate itself can be graded: S-B's exploration positions entered with the gate on against those entered with it off, all four exploration books together. It never counts toward the champion's record, its limit of three open or its go or no-go. Its record starts on 2026-09-11; on 2026-09-18 no call within the long call's band had printed at least 5 contracts from 15:00, so that week has no position.

The exploration twin of S-B's QQQ put spread: the champion's rules with the gate ignored, one contract each week its legs pass the champion's other rules, with the gate's verdict on each position. It exists so the gate itself can be graded: S-B's exploration positions entered with the gate on against those entered with it off, all four exploration books together. It never counts toward the champion's record, its limit of three open or its go or no-go.

The exploration twin of S-B's SPY iron condor: the champion's rules with the gate ignored, one contract each week its legs pass the champion's other rules, with the gate's verdict on each position. It exists so the gate itself can be graded: S-B's exploration positions entered with the gate on against those entered with it off, all four exploration books together. It never counts toward the champion's record, its limit of three open or its go or no-go. Its record starts on 2026-09-11, but on that day no call within the long call's band had printed at least 5 contracts from 15:00, so its first position was entered on 2026-09-18. SPY's long call is often too thin to qualify: in the 103 sessions from March to early September 2026 that S-B's specification measured, it had a qualifying print on 71% of them, so this book misses some weeks.

The exploration twin of S-B's SPY put spread: the champion's rules with the gate ignored, one contract each week its legs pass the champion's other rules, with the gate's verdict on each position. It exists so the gate itself can be graded: S-B's exploration positions entered with the gate on against those entered with it off, all four exploration books together. It never counts toward the champion's record, its limit of three open or its go or no-go.

Sells iron butterflies about four weeks out on up to ten stocks a week, chosen from liquid $1B to $20B companies whose next earnings come after the expiry: the at-the-money call and put sold, and a call and a put about two standard deviations away bought to cap the loss. Fewer than ten usually qualify (five in its first week) and some weeks none do. It is S-C's defined-risk launch candidate; S-C's short straddle sells the same stocks without wings. C1 takes every sector; C2 removes the stocks the screener labels Technology before picking its ten. C1 and C2 hold the same position whenever both pick a stock, so their records overlap and should not be added together. Every selection is recorded, graded and counted toward the read, including any the book's caps would leave out.

Sells short straddles about four weeks out on up to ten stocks a week, chosen from liquid $1B to $20B companies whose next earnings come after the expiry: the at-the-money call and put sold, with no wings, so the loss is not capped. Fewer than ten usually qualify (five in its first week) and some weeks none do. It measures the raw premium; S-C's iron butterfly on the same stocks is the defined-risk launch candidate. C1 takes every sector; C2 removes the stocks the screener labels Technology before picking its ten. C1 and C2 hold the same position whenever both pick a stock, so their records overlap and should not be added together. Every selection is recorded, graded and counted toward the read, including any the book's caps would leave out.

Sells iron butterflies about four weeks out on up to ten stocks a week, chosen from liquid $1B to $20B companies whose next earnings come after the expiry: the at-the-money call and put sold, and a call and a put about two standard deviations away bought to cap the loss. Fewer than ten usually qualify (four in its first week) and some weeks none do. It is S-C's defined-risk launch candidate; S-C's short straddle sells the same stocks without wings. C2 is C1's rule with the stocks the screener labels Technology removed before the ten are picked, so it can take a stock C1's ten leave out. C1 and C2 hold the same position whenever both pick a stock (all four of C2's on 2026-10-02), so their records overlap and should not be added together. Every selection is recorded, graded and counted toward the read, including any the book's caps would leave out.

Sells short straddles about four weeks out on up to ten stocks a week, chosen from liquid $1B to $20B companies whose next earnings come after the expiry: the at-the-money call and put sold, with no wings, so the loss is not capped. Fewer than ten usually qualify (four in its first week) and some weeks none do. It measures the raw premium; S-C's iron butterfly on the same stocks is the defined-risk launch candidate. C2 is C1's rule with the stocks the screener labels Technology removed before the ten are picked, so it can take a stock C1's ten leave out. C1 and C2 hold the same position whenever both pick a stock (all four of C2's on 2026-10-02), so their records overlap and should not be added together. Every selection is recorded, graded and counted toward the read, including any the book's caps would leave out.

The exploration book of S-C's iron butterfly: one contract a week on every stock or fund S-C can price at the money (81 in its first week), whatever its other filters and its ten-name selection say, with the first filter it failed on each position. It shows how the names S-C's filters turn away would have fared beside the ones it selects; in its first week most were turned away for a market cap above $20B. S-C has two variants, C1 (every sector) and C2 (Technology excluded). These positions carry C1 because each verdict is read against C1's filters and C1's ten, so a stock C1 selected is marked PASS and repeats C1's champion position at one contract. It never counts toward the champion's record, its caps or its go or no-go, and no read is fixed for it.

The exploration book of S-C's short straddle: one contract a week on every stock or fund S-C can price at the money (81 in its first week), whatever its other filters and its ten-name selection say, with the first filter it failed on each position. It shows how the names S-C's filters turn away would have fared beside the ones it selects; in its first week most were turned away for a market cap above $20B. S-C has two variants, C1 (every sector) and C2 (Technology excluded). These positions carry C1 because each verdict is read against C1's filters and C1's ten, so a stock C1 selected is marked PASS and repeats C1's champion position at one contract. It never counts toward the champion's record, its caps or its go or no-go, and no read is fixed for it.

The owner's level-to-level guide as written, with its 1-hour trend filter and its sector breadth filter. On SPY and QQQ, a 0DTE option is bought when a 5-minute bar touches a level zone and closes back on its side, and a 2-minute close then breaks that bar's high (a call) or low (a put). The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged beside V2 and F2 for information; it will not be evaluated as a test.

The owner's level-to-level guide without its 1-hour trend filter and its sector breadth filter. On SPY and QQQ, a 0DTE option is bought when a 5-minute bar touches a level zone and closes back on its side, and a 2-minute close then breaks that bar's high (a call) or low (a put). The nightly log prices each trade on the real 1-minute option bars; no order is sent. A forward test of its trades from 2026-10-01 (the log began the session before), evaluated once at 100 trades or at the end of 2027, whichever comes first.

At 09:36 ET on SPY and QQQ, if the open gapped at least half a daily standard deviation from the previous close and the price is still beyond the open, an at-the-money 0DTE option is bought in the gap's direction and sold at 10:06. The nightly log prices each trade on the real 1-minute option bars; no order is sent. A forward test, read once at 100 trades or at the end of 2028, whichever comes first.

The owner's level-to-level guide without its 1-hour trend filter; the sector breadth filter stays. On SPY and QQQ, a 0DTE option is bought when a 5-minute bar touches a level zone and closes back on its side, and a 2-minute close then breaks that bar's high (a call) or low (a put). The nightly log prices each trade on the real 1-minute option bars; no order is sent. Its QQQ trades from 2026-10-01 (the log began the session before) are a forward test, evaluated once at 100 trades or at the end of September 2028, whichever comes first; its SPY trades are logged for information.

The plain zone breakout from protocol 3's search for a better entry under the owner's contract rule, with neither the 1-hour trend filter nor the sector breadth filter. On SPY and QQQ, a 0DTE option is bought when a 5-minute bar closes through a level zone and price stays through it. The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged nightly for information only; it will not be evaluated.

The plain RSI-divergence entry from protocol 3's search for a better entry under the owner's contract rule, with neither the 1-hour trend filter nor the sector breadth filter. On SPY and QQQ, a 0DTE option is bought on the level-to-level guide's setup and trigger, kept only when the setup bar shows RSI divergence. The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged nightly for information only; it will not be evaluated.

The plain EMA pullback from protocol 3's search for a better entry under the owner's contract rule, with neither the 1-hour trend filter nor the sector breadth filter; its own 5-minute trend condition stays. On SPY and QQQ, a 0DTE option is bought when price pulls back to the 5-minute EMA21 and turns. The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged nightly for information only; it will not be evaluated.

The plain noise-area breakout from protocol 3's search for a better entry under the owner's contract rule, with neither the 1-hour trend filter nor the sector breadth filter. On SPY and QQQ, a 0DTE option is bought when price is outside the day's noise area at a half-hour check. The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged nightly for information only; it will not be evaluated.

The plain end-of-day momentum entry from protocol 3's search for a better entry under the owner's contract rule, with neither the 1-hour trend filter nor the sector breadth filter. On SPY and QQQ, a 0DTE option is bought at 15:00 in the direction of a large move from the previous close. The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged nightly for information only; it will not be evaluated.

The plain morning-range breakout from protocol 3's search for a better entry under the owner's contract rule, with neither the 1-hour trend filter nor the sector breadth filter. On SPY and QQQ, a 0DTE option is bought when a 2-minute close after 11:00 breaks the 09:30 to 10:59 range. The nightly log prices each trade on the real 1-minute option bars; no order is sent. Logged nightly for information only; it will not be evaluated.

At 15:00 ET on SPY and QQQ, if the price is more than half a daily standard deviation from the previous close, a 0DTE option $1 in the money is bought in that direction and sold at 15:10. Logged nightly beside P4-GAP as information only; no read is planned.

P4-GAP's decisions on the owner's contract rule, $2 out of the money, with protocol 3's premium range of $0.30 to $0.66, sold at 10:06 ET. The premium gate can stop a trade that P4-GAP takes. Logged nightly beside P4-GAP as information only; no read is planned.

P4-GAP's decisions, held to 15:55 ET with the profit ladder from the owner's level-to-level guide in place of the sale at 10:06. Logged nightly beside P4-GAP as information only; no read is planned.

P4-GAP with a smaller gap: a quarter of a daily standard deviation or more. Logged nightly beside P4-GAP as information only; no read is planned.

On SPY and QQQ from 10:00 ET, the first 2-minute close outside the noise area buys an at-the-money 0DTE option in that direction, once a side. It has a 35% stop and is otherwise sold at 15:55. Logged nightly beside P4-GAP as information only; no read is planned.

A zone breakout, before 14:00 ET only and with the 1-hour trend. On SPY and QQQ, a 0DTE option is bought when a 5-minute bar closes through a level zone and price stays through it. The nightly log prices each trade on the real 1-minute option bars; no order is sent. One of the three rules that protocol 3, a search for a better entry under the owner's contract rule, took to its one-time held-out test. It is logged nightly for information only and will not be evaluated.

The noise-area breakout, before 14:00 ET only and with strong sector breadth. On SPY and QQQ, a 0DTE option is bought when price is outside the day's noise area at a half-hour check. The nightly log prices each trade on the real 1-minute option bars; no order is sent. One of the three rules that protocol 3, a search for a better entry under the owner's contract rule, took to its one-time held-out test. It is logged nightly for information only and will not be evaluated.

The morning-range breakout, with a higher premium floor. On SPY and QQQ, a 0DTE option is bought when a 2-minute close after 11:00 breaks the 09:30 to 10:59 range. The nightly log prices each trade on the real 1-minute option bars; no order is sent. One of the three rules that protocol 3, a search for a better entry under the owner's contract rule, took to its one-time held-out test. It is logged nightly for information only and will not be evaluated.