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.

Trade

PFE · v2b's pullback in leading industries

Opened Oct 28, 2026, closed Oct 29, 2026, in DAILY.

The trade

Account: DAILY
Strategy: v2b's pullback in leading industries
Book: o11
Symbol: PFE
Asset class: equity
Side: long
Exposure: long
Status: closed
Opened: Oct 28, 2026
Closed: Oct 29, 2026
Quantity: 151
Entry price: 29.48
Exit price: 29.89
Exit by: close>sma_exit
Book value at entry: $89,320.74

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.

Result

Entry value: $4,451.48
Exit value: $4,513.39
P&L: +$61.91
Dividends: $0.00
P&L with dividends: +$61.91
Costs: $2.11
Net P&L: +$59.80
Return: +1.39%
Of the book: +6.9 bp
R multiple: —
Held: 1 session

Entry and exit

Role	Date	At (ET)	Side	Qty	Asked	Price	Rule's price	Close	Slippage	Against the close	How	Why	The rule's numbers
entry	Oct 28, 2026	15:56 ET	buy	151	151	29.48	29.395	29.450001	+28.9 bp	+10.2 bp	signal	entry rank 9 rsi 9.2	25 trigger numbers adv 874451200 rsi 9.20322235113399 rank 9 close 29.395000457763672 group XLV spy_sma 725.2180703735352 exit_sma 5 sma_exit 29.887000274658202 tradable true raw_close 29.395000457763672 sma_trend 26.265280694961547 spy_close 770.7550048828125 trend_sma 200 candidates 10 free_slots 15 exit_signal false group_leads true entry_signal true leading_from 2026-10-23 spy_trend_on true groups_problem null leading_groups IGV, XLE, XOP, IHF, XLV, IBB rsi_entry_below 10 groups_mapped_at 2026-09-30 max_hold_sessions 10 8 numbers time 15:56:00 sleeve pullback netting buys 151 sells 0 crossed 0 met_inside false under_price 0 account_order sent 151 side buy filled 151 status filled at_limit 151 at_market 0 avg_price 29.480000000000004 bp_vs_close 10.186497889095314 orders_sent 2 snapshot_last_bar 2026-10-28 15:40:38-04:00 final_close_agrees null
exit	Oct 29, 2026	15:55 ET	sell	151	151	29.89	29.85	29.950001	−13.4 bp	+20.0 bp	signal	close>sma_exit	25 trigger numbers adv 873506702.2705078 rsi 64.57268401249316 close 29.850000381469727 group XLV spy_sma 725.6255322265625 exit_sma 5 sma_exit 29.784000396728516 tradable true raw_close 29.850000381469727 sma_trend 26.2952277469635 spy_close 768.3300170898438 trend_sma 200 candidates 6 free_slots 9 exit_signal true group_leads true entry_signal false leading_from 2026-10-23 spy_trend_on true held_sessions 1 groups_problem null leading_groups IGV, XLE, XOP, IHF, XLV, IBB rsi_entry_below 10 groups_mapped_at 2026-09-30 max_hold_sessions 10 8 numbers time 15:55:24 sleeve pullback netting buys 0 sells 151 crossed 0 met_inside false under_price 0 account_order sent 151 side sell filled 151 status filled at_limit 151 at_market 0 avg_price 29.89 bp_vs_close 20.03364320901757 orders_sent 1 snapshot_last_bar 2026-10-29 15:40:08-04:00 final_close_agrees null

Path while held

Span: 1 session
High: 30.18 on Oct 29, 2026
Low: 29.610001 on Oct 29, 2026
Best point (MFE): +2.37%
Worst point (MAE): 0.00%
Bars from: public daily bars

Notes

o11: v2b's RSI(2) pullback in S&P 500 stocks whose sector or industry ETF is among the 6 leading of 29, entered only while SPY is above its 200-day average