ROST, Oct 5, 2026 · Trading desk

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.

Account: DAILY
Strategy: v2b-TOM on Alpaca paper
Book: v2b-tom
Symbol: ROST
Asset class: equity
Side: long
Exposure: long
Status: closed
Opened: Oct 5, 2026
Closed: Oct 12, 2026
Quantity: 9
Entry price: 226.27
Exit price: 225.85
Exit by: close>sma_exit
Book value at entry: $100,586.54

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.

Entry value: $2,036.43
Exit value: $2,032.65
P&L: −$3.78
Dividends: $0.00
P&L with dividends: −$3.78
Costs: $0.13
Net P&L: −$3.91
Return: −0.19%
Of the book: −0.4 bp
R multiple: —
Held: 5 sessions

Role	Date	At (ET)	Side	Qty	Asked	Price	Rule's price	Close	Slippage	Against the close	How	Why	The rule's numbers
entry	Oct 5, 2026	15:56 ET	buy	9	9	226.27	226.770004	226.369995	−22.0 bp	−4.4 bp	signal	entry rank 3 rsi 4.8	19 trigger numbers adv 505526125.46539307 rsi 4.750118337956917 rank 3 close 226.77000427246094 spy_sma 717.5597863769531 exit_sma 5 sma_exit 231.44199829101564 tradable true raw_close 226.77000427246094 sma_trend 217.35897247314452 spy_close 775.7100219726562 trend_sma 200 candidates 8 core_is_on true free_slots 9 exit_signal false entry_signal true rsi_entry_below 10 max_hold_sessions 10 8 numbers time 15:56:42 sleeve pullback netting buys 18 sells 0 crossed 0 met_inside false under_price 0 account_order sent 18 side buy filled 18 status filled at_limit 18 at_market 0 avg_price 226.27 bp_vs_close −4.417330889445736 orders_sent 1 snapshot_last_bar 2026-10-05 15:40:33-04:00 final_close_agrees null
exit	Oct 12, 2026	15:57 ET	sell	9	9	225.85	225.125	225.839996	−32.2 bp	−0.4 bp	signal	close>sma_exit	19 trigger numbers adv 493874479.3319702 rsi 61.91205353479339 close 225.125 spy_sma 720.1340139770508 exit_sma 5 sma_exit 224.49500122070313 tradable true raw_close 225.125 sma_trend 218.45154289245605 spy_close 777.864990234375 trend_sma 200 candidates 6 core_is_on true free_slots 1 exit_signal true entry_signal false held_sessions 5 rsi_entry_below 10 max_hold_sessions 10 8 numbers time 15:57:02 sleeve pullback netting buys 0 sells 18 crossed 0 met_inside false under_price 0 account_order sent 18 side sell filled 18 status filled at_limit 18 at_market 0 avg_price 225.85 bp_vs_close −0.4429535189331979 orders_sent 2 snapshot_last_bar 2026-10-12 15:41:03-04:00 final_close_agrees null

Span: 5 sessions
High: 227.600006 on Oct 7, 2026
Low: 220.100006 on Oct 9, 2026
Best point (MFE): +0.59%
Worst point (MAE): −2.73%
Bars from: public daily bars

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

ROST · v2b-TOM on Alpaca paper

The trade

Result

Entry and exit

Path while held

Notes