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

CBOE · v2b-TOM on Alpaca paper

Opened Oct 29, 2026, closed Oct 30, 2026, in DAILY.

The trade

Account: DAILY
Strategy: v2b-TOM on Alpaca paper
Book: v2b-tom
Symbol: CBOE
Asset class: equity
Side: long
Exposure: long
Status: closed
Opened: Oct 29, 2026
Closed: Oct 30, 2026
Quantity: 6
Entry price: 313.8875
Exit price: 333.78
Exit by: close>sma_exit
Book value at entry: $98,413.89

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: $1,883.32
Exit value: $2,002.68
P&L: +$119.36
Dividends: $0.00
P&L with dividends: +$119.36
Costs: $0.08
Net P&L: +$119.27
Return: +6.34%
Of the book: +12.1 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 29, 2026	15:55 ET	buy	6	6	313.8875	313.440002	314.25	+14.3 bp	−11.5 bp	signal	entry rank 8 rsi 9.0	19 trigger numbers adv 288756035.1501465 rsi 8.963081759331827 rank 8 close 313.44000244140625 spy_sma 725.6255322265625 exit_sma 5 sma_exit 326.8420043945313 tradable true raw_close 313.44000244140625 sma_trend 291.1469319152832 spy_close 768.3300170898438 trend_sma 200 candidates 9 core_is_on true free_slots 8 exit_signal false entry_signal true rsi_entry_below 10 max_hold_sessions 10 8 numbers time 15:55:49 sleeve pullback netting buys 12 sells 0 crossed 0 met_inside false under_price 0 account_order sent 12 side buy filled 12 status filled at_limit 12 at_market 0 avg_price 313.8875 bp_vs_close −11.53540175019896 orders_sent 1 snapshot_last_bar 2026-10-29 15:40:08-04:00 final_close_agrees null
exit	Oct 30, 2026	15:56 ET	sell	6	6	333.78	333.829987	335.529999	+1.5 bp	+52.2 bp	signal	close>sma_exit	19 trigger numbers adv 296138266.6442871 rsi 77.6495320193251 close 333.8299865722656 spy_sma 725.9729846191407 exit_sma 5 sma_exit 325.6859985351563 tradable true raw_close 333.8299865722656 sma_trend 291.4859031677246 spy_close 753.469970703125 trend_sma 200 candidates 13 core_is_on true free_slots 6 exit_signal true entry_signal false held_sessions 1 rsi_entry_below 10 max_hold_sessions 10 8 numbers time 15:56:01 sleeve pullback netting buys 0 sells 12 crossed 0 met_inside false under_price 0 account_order sent 12 side sell filled 12 status filled at_limit 12 at_market 0 avg_price 333.78 bp_vs_close 52.15625385699085 orders_sent 1 snapshot_last_bar 2026-10-30 15:40:40-04:00 final_close_agrees null

Path while held

Span: 1 session
High: 342.859985 on Oct 30, 2026
Low: 320.119995 on Oct 30, 2026
Best point (MFE): +9.23%
Worst point (MAE): 0.00%
Bars from: public daily bars

Notes

v2b-TOM: v2b, its SPY core also held through the turn of the month