QQQ, 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: INTRA1
Strategy: Nasdaq opening-range retest
Book: pat
Symbol: QQQ
Asset class: equity
Side: long
Exposure: long
Status: closed
Opened: Sep 30, 2026
Closed: Sep 30, 2026
Quantity: 154
Entry price: 742.66
Exit price: 740.84
Exit by: time
Book value at entry: $45,000.00

Record Trade journal

Cost model

Alpaca paper fills, with no commission; 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; the P&L, the return, the P&L in basis points of the book and the R multiple are before it. The rule book's day return is the rule's own replay on SIP bars, after the research's own costs: $0.0035 a share a side in commission for the noise area and $0.007 for the other rules, and a cent a share of slippage on every fill except a resting limit order's and the noise area's exit at the close.

Entry value: $114,369.64
Exit value: $114,089.36
P&L: −$280.28
Dividends: —
P&L with dividends: —
Costs: $2.16
Net P&L: −$282.44
Return: −0.25%
Of the book: −62.3 bp
R multiple: −0.61
Held: 325.5 minutes

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	10:33 ET	buy	154	154	742.66	742.67	—	−0.1 bp	—	—	long 154 QQQ: limit 742.66 (edge 742.670), target 748.502, stop 739.754, weight 2.55 (accepted)	1 number fills 1
exit	Sep 30, 2026	15:59 ET	sell	154	154	740.84	—	—	—	—	time	closing: time	1 number fills 1

Role	Side	Kind	Qty	Limit	Model price	Status	Filled	Average	Sent (ET)	Filled (ET)
entry	buy	limit	154	742.66	742.67	filled	154	742.66	10:00 ET	10:33 ET
exit	sell	market	154	—	—	filled	154	740.84	15:59 ET	15:59 ET

Span: 327 minutes
High: 745.10
Low: 739.46
Best point (MFE): +0.33%
Worst point (MAE): −0.43%
Bars from: SIP 1-minute bars

Matched the account: yes
Entry: 742.7493 at 10:14 ET
Exit: 739.753919 at 15:59 ET
Exit by: stop
The rule's day: −1.0%
The rule's trades that day: 1

best: 745.1
side: 1
stop: 739.7539193615121
tick: 0.006080638487860326
entry: limit
target: 748.7400612769757
exit_min: 389
entry_min: 44
live_stop: 739.7539193615121

the Nasdaq opening-range breakout with the trend filter, on QQQ

09:45:03 range 739.76-742.67
10:00:04 no more entries: one setup a day
10:00:04 long 154 QQQ: limit 742.66 (edge 742.670), target 748.502, stop 739.754, weight 2.55 (accepted)
10:33:47 filled 154 at 742.66 (the rule's 742.670), minute 63
15:59:00 closing: time

inputs

tick: 0.006080638487860326
trend_up: 1

QQQ · Nasdaq opening-range retest

The trade

Result

Entry and exit

Orders

Path while held

The rule's own trade

Notes