v5-A

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.

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.

Levels: the previous session's high and low from 04:00 to 19:59 ET, its 09:30 open and its last regular-hours close, this session's pre-market high and low, and up to four spike-and-reverse wicks on the last 10 sessions' 1-hour bars. Taken in order of price, a level joins a zone while it is within one tolerance of the zone's lowest level, and the zone sits at the mean of its levels. The tolerance is 0.05 times the 14-day average true range as of the previous session.
Signal: a 5-minute close more than one tolerance above a zone, when none of the six 5-minute closes before it was more than one tolerance above it, is a break up; a break down mirrors it. The decision is the first 2-minute bar that starts within 10 minutes of the break and closes still more than one tolerance through the zone: a call on a break up, a put on a break down.
Filters: a call needs the 2-minute close above the 1-hour EMA20, a put below it; no sector breadth filter. The EMA20 is computed over the extended-hours 1-hour bars.
Entries: decided from 11:00 to 13:58 ET, with at least $2 of room to the next zone in the trade's direction. On each underlying, one position at a time, at most 4 a session, and one per zone and side.
Contract: 0DTE, at the $1 strike nearest the price $2 out of the money. Its last trade must be at most 5 minutes old and from $0.40 to $0.66.
Fill: bought at the open of the contract's first 1-minute bar from the decision, if it starts within 3 minutes.
Exit: a stop at 75% of the price paid. At twice the price paid, half is sold and the stop moves to the price paid; at three times, half the rest is sold and the stop moves to twice the price paid; each further multiple raises the stop to the one below it. Only the stop is checked on the entry bar, and a raised stop applies from the next bar. A stop sells at the lower of the stop and the bar's open. What is left is sold at 15:55, at the open of the contract's 15:55 bar or its last trade before then.
Costs: bought $0.01 above the bar's price and sold $0.01 below it, and $0.65 a contract a side; a ladder sale is at its level, once a bar's high is $0.01 above it. The log also records each trade at no costs, and at $0.02 a side with the same commission.
Sessions: none on a session that closes early, or when the underlying's bars cover fewer than 300 regular-hours minutes of the session, or of the session before it unless that one closed early.

Name	Value	Unit	Where it lives	Pinned by
config	A-imm-k1\|f40-am+t20	—	lab/holdout.py:38	—
tol_atr	0.05	of the previous session's 14-day ATR	odte/rules.py:16	tests/test_signals_contracts.py:110
window_start	11:00	ET	lab/engine.py:46	—
window_end	13:58	ET	lab/configs.py:108	tests/test_lab.py:65
trend	ema20	—	lab/configs.py:124	tests/test_lab.py:65
breadth	none	—	lab/configs.py:14	tests/test_lab.py:65
room_morning	2	USD	lab/engine.py:49	tests/test_lab.py:65
max_entries	4	—	lab/engine.py:51	tests/test_lab.py:65
dte	0	days	odte/rules.py:38	tests/test_signals_contracts.py:110
otm_morning	2	USD	lab/engine.py:58	tests/test_lab.py:65
cap_morning	0.66	USD	lab/engine.py:60	tests/test_lab.py:65
floor	0.4	USD	lab/configs.py:108	tests/test_lab.py:65
stale_min	5	minutes	odte/rules.py:47	—
fill_wait_min	3	minutes	odte/rules.py:52	—
ladder	L1	—	lab/engine.py:53	tests/test_lab.py:65
stop_frac	0.75	of the price paid	lab/engine.py:52	tests/test_lab.py:65
exit_time	15:55	ET	lab/engine.py:55	tests/test_lab.py:65
exit_rule	ladder	—	lab/engine.py:56	tests/test_lab.py:65
costs.base.slip	0.01	USD a side	odte/backtest.py:24	—
costs.base.commission	0.65	USD a contract a side	odte/backtest.py:24	—
costs.stress.slip	0.02	USD a side	odte/backtest.py:24	—
MIN_RTH_MINUTES	300	regular-hours minutes	odte/backtest.py:25	—

What is read: —
Read on: —
Trades needed: —
Trades logged: —
Hard stop: —
Shipped on: —
Deployed commit: bc9b659

This rule is logged for information: its record is shown only as rows, never added up.

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

Wed, Oct 7, 2026

Time (ET)	Symbol	Side	Outcome	Contract	Exit	Exit by	Net
11:52	QQQ	call	ENTRY	C759 at 0.49	11:55 ET	stop	−29.7%

Protocol 3's finalists and forward log (findings tr-odte-option-scalp/DESIGN/21)
Protocol 3's plan and entry families (findings tr-odte-option-scalp/DESIGN/20)

What it is

The rule

Its read

Record so far

Signals

Wed, Oct 7, 2026

Where the research is