Ewan Li

Trade

SPY · RSI(2) on SPY and QQQ

Opened Oct 30, 2026, in DAILY.

The trade

Account
DAILY
Book
rsi2
Symbol
SPY
Asset class
equity
Side
long
Exposure
long
Status
open
Closed
—
Quantity
66
Entry price
755.634848
Exit price
—
Exit by
—
Book value at entry
$99,837.21
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
752.099976
Quantity
66
Unrealized
−$233.30
Realized
$0.00
Dividends
$0.00
Held
1

Entry and exit

RoleDateAt (ET)SideQtyAskedPriceRule's priceCloseSlippageAgainst the closeHowWhyThe rule's numbers
entryOct 30, 202615:55 ETbuy6666755.634848753.590027755.719971+27.1 bp−1.1 bpsignallong entry
9 trigger numbers
low
750.3599853515625
high
761.4600219726562
open
761.3800048828125
rsi2
8.296999300760042
sma5
766.0579956054687
close
753.5900268554688
sma200
725.9735767343154
enter_below
10
short_above
90
8 numbers
time
15:55:26
sleeve
rsi2
netting
buys
66
sells
0
crossed
0
met_inside
false
under_price
753.5900268554688
account_order
sent
66
side
buy
filled
66
status
filled
at_limit
66
at_market
0
avg_price
755.634848
bp_vs_close
−1.1263789025683923
orders_sent
1
snapshot_last_bar
2026-10-30 15:40:40-04:00
final_close_agrees
true

Path while held

Span
1 session
High
763.85498 on Nov 2, 2026
Low
751.599976 on Nov 2, 2026
Best point (MFE)
+1.09%
Worst point (MAE)
−0.53%
Bars from
public daily bars

Notes

RSI(2) on SPY and QQQ, the short side held as SH and PSQ