SPY, Sep 30, 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: SPY
Asset class: equity
Side: long
Exposure: long
Status: open
Opened: Sep 30, 2026
Closed: —
Quantity: 73
Entry price: 763.855411
Exit price: —
Exit by: —
Book value at entry: $100,000.00

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: 778.01001
Quantity: 73
Unrealized: +$1,033.29
Realized: $0.00
Dividends: $0.00
Held: 9

Role	Date	At (ET)	Side	Qty	Asked	Price	Rule's price	Close	Slippage	Against the close	How	Why	The rule's numbers
entry	Sep 30, 2026	—	buy	12	73	762.53	765.97998	762.630005	−45.0 bp	−1.3 bp	signal	trend on	8 numbers time null sleeve core netting buys 276 sells 0 crossed 0 met_inside false under_price 0 account_order sent 276 side buy filled 44 status expired at_limit null at_market null avg_price 762.53 bp_vs_close −1.3113158697175553 orders_sent null snapshot_last_bar null final_close_agrees null
add	Oct 1, 2026	15:55 ET	buy	61	61	764.116147	764.77002	763.98999	−8.5 bp	+1.7 bp	signal	rebalance	8 numbers time 15:55:41 sleeve core netting buys 122 sells 10 crossed 10 met_inside false under_price 0 account_order sent 112 side buy filled 112 status filled at_limit 112 at_market 0 avg_price 764.127411 bp_vs_close 1.7987246872563922 orders_sent 2 snapshot_last_bar null final_close_agrees null

Span: 9 sessions
High: 781.619995 on Oct 6, 2026
Low: 758.789978 on Oct 1, 2026
Best point (MFE): +2.33%
Worst point (MAE): −0.66%
Bars from: public daily bars

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

2026-09-30: bought 12 of 73; the rest dropped

SPY · v2b on Alpaca paper

The trade

Marked

Entry and exit

Path while held

Notes