ROK, Oct 8, 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 on Alpaca paper
Book: v2b
Symbol: ROK
Asset class: equity
Side: long
Exposure: long
Status: open
Opened: Oct 8, 2026
Closed: —
Quantity: 5
Entry price: 434.93
Exit price: —
Exit by: —
Book value at entry: $101,362.54

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.

Marked on: Oct 13, 2026
Price: 432.290009
Quantity: 5
Unrealized: −$13.20
Realized: $0.00
Dividends: $0.00
Held: 3

Role	Date	At (ET)	Side	Qty	Asked	Price	Rule's price	Close	Slippage	Against the close	How	Why	The rule's numbers
entry	Oct 8, 2026	15:58 ET	buy	5	5	434.93	433.195007	434.140015	+40.1 bp	+18.2 bp	signal	entry rank 5 rsi 7.4	19 trigger numbers adv 301583558.53271484 rsi 7.403282103089736 rank 5 close 433.19500732421875 spy_sma 719.1594921875 exit_sma 5 sma_exit 447.072998046875 tradable true raw_close 433.19500732421875 sma_trend 422.8651770019531 spy_close 773.3099975585938 trend_sma 200 candidates 12 core_is_on true free_slots 8 exit_signal false entry_signal true rsi_entry_below 10 max_hold_sessions 10 8 numbers time 15:58:26 sleeve pullback netting buys 10 sells 0 crossed 0 met_inside false under_price 0 account_order sent 10 side buy filled 10 status filled at_limit 10 at_market 0 avg_price 434.93 bp_vs_close 18.196556984093615 orders_sent 3 snapshot_last_bar 2026-10-08 15:40:35-04:00 final_close_agrees null

Span: 3 sessions
High: 439.01001 on Oct 9, 2026
Low: 426.170013 on Oct 13, 2026
Best point (MFE): +0.94%
Worst point (MAE): −2.01%
Bars from: public daily bars

v2b: RSI(2) pullback in S&P 500 stocks, and SPY while above its 200-day average

ROK · v2b on Alpaca paper

The trade

Marked

Entry and exit

Path while held

Notes