Ewan Li

Trade

QQQ · IBS on SPY and QQQ

Opened Nov 2, 2026, in DAILY.

The trade

Account
DAILY
Book
ibs
Symbol
QQQ
Asset class
equity
Side
long
Exposure
long
Status
open
Closed
—
Quantity
73
Entry price
681.041918
Exit price
—
Exit by
—
Book value at entry
$100,635.70
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.

Marked

Marked on
Nov 2, 2026
Price
681.090027
Quantity
73
Unrealized
+$3.51
Realized
$0.00
Dividends
$0.00
Held
0

Entry and exit

RoleDateAt (ET)SideQtyAskedPriceRule's priceCloseSlippageAgainst the closeHowWhyThe rule's numbers
entryNov 2, 202615:55 ETbuy7373681.041918680.710205681.090027+4.9 bp−0.7 bpsignallong entry
7 trigger numbers
ibs
0
low
680.710205078125
high
699.4299926757812
open
695.3150024414062
close
680.710205078125
exit_above
0.8
enter_below
0.2
8 numbers
time
15:55:31
sleeve
ibs
netting
buys
146
sells
0
crossed
0
met_inside
false
under_price
680.710205078125
account_order
sent
146
side
buy
filled
146
status
filled
at_limit
146
at_market
0
avg_price
681.041918
bp_vs_close
−0.7063509018156999
orders_sent
1
snapshot_last_bar
2026-11-02 15:40:52-05:00
final_close_agrees
true

Path while held

Span
0 sessions
High
—
Low
—
Best point (MFE)
0.00%
Worst point (MAE)
0.00%
Bars from
public daily bars

Notes

IBS on SPY and QQQ