Ewan Li

SPY · IBS on SPY and QQQ

Opened Oct 16, 2026, in DAILY.

The trade

Account
DAILY
Book
ibs
Symbol
SPY
Asset class
equity
Side
long
Exposure
long
Status
open
Closed
—
Quantity
65
Entry price
763.228615
Exit price
—
Exit by
—
Book value at entry
$100,003.23
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
Oct 16, 2026
Price
763.25
Quantity
65
Unrealized
+$1.39
Realized
$0.00
Dividends
$0.00
Held
0

Entry and exit

RoleDateAt (ET)SideQtyAskedPriceRule's priceCloseSlippageAgainst the closeHowWhyThe rule's numbers
entryOct 16, 202615:56 ETbuy6565763.228615762.48999763.25+9.7 bp−0.3 bpsignallong entry
7 trigger numbers
ibs
0.14670719547729452
low
760.6400146484375
high
773.25
open
773.239990234375
close
762.489990234375
exit_above
0.8
enter_below
0.2
8 numbers
time
15:56:30
sleeve
ibs
netting
buys
65
sells
0
crossed
0
met_inside
false
under_price
762.489990234375
account_order
sent
65
side
buy
filled
65
status
filled
at_limit
65
at_market
0
avg_price
763.2286153846154
bp_vs_close
−0.28017838695881814
orders_sent
3
snapshot_last_bar
2026-10-16 15:40:48-04:00
final_close_agrees
false

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