QQQ, Oct 2, 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: Oct 2, 2026
Closed: Oct 2, 2026
Quantity: 84
Entry price: 751.95
Exit price: 748.842381
Exit by: stop
Book value at entry: $44,719.72

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: $63,163.80
Exit value: $62,902.76
P&L: −$261.04
Dividends: —
P&L with dividends: —
Costs: $1.18
Net P&L: −$262.22
Return: −0.41%
Of the book: −58.4 bp
R multiple: −1.12
Held: 72.7 minutes

Role	Date	At (ET)	Side	Qty	Asked	Price	Rule's price	Close	Slippage	Against the close	How	Why	The rule's numbers
entry	Oct 2, 2026	10:00 ET	buy	84	160	751.95	752.02	—	−0.9 bp	—	—	long 160 QQQ: limit 752.01 (edge 752.020), target 757.592, stop 749.234, weight 2.70 (accepted)	4 trigger numbers range at 09:45:04 low 749.24 high 752.02 note range 749.24-752.02 event range setup at 10:00:04 px 752.19 bar 5 how limit qty 160 edge 752.02 note long 160 QQQ: limit 752.01 (edge 752.020), target 757.592, stop 749.234, weight 2.70 (accepted) side 1 stop 749.2339180978286 event setup limit 752.01 status accepted target 757.5921638043428 weight 2.699202774383231 model_px 752.02 trend_up 1 range_low 749.24 range_high 752.02 filled at 10:00:06 how limit qty 84 note filled 84 at 751.95 (the rule's 752.020), minute 30 event filled minute 30 model_px 752.02 avg_price 751.95 inputs tick 0.006081902171501344 trend_up 1 1 number fills 1
exit	Oct 2, 2026	11:12 ET	sell	84	84	748.842381	749.233918	—	+5.2 bp	—	stop	closing: stop	2 trigger numbers end at 11:12:46 why stop note closing: stop event closing minute 102 breakeven 1 number fills 1

Role	Side	Kind	Qty	Limit	Model price	Status	Filled	Average	Sent (ET)	Filled (ET)
entry	buy	limit	160	752.01	752.02	canceled	84	751.95	10:00 ET	10:00 ET
exit	sell	market	84	—	749.233918	filled	84	748.842381	11:12 ET	11:12 ET

Span: 73 minutes
High: 754.54
Low: 748.70
Best point (MFE): +0.34%
Worst point (MAE): −0.43%
Bars from: SIP 1-minute bars

Matched the account: yes
Entry: 752.09 at 10:00 ET
Exit: 749.093918 at 11:12 ET
Exit by: stop
The rule's day: −1.0%
The rule's trades that day: 1

best: 754.54
side: 1
stop: 749.0939180978286
tick: 0.006081902171501344
entry: limit
target: 758.0821638043429
exit_min: 102
entry_min: 30
live_stop: 749.0939180978286

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

09:45:04 range 749.24-752.02
10:00:03 no more entries: one setup a day
10:00:04 long 160 QQQ: limit 752.01 (edge 752.020), target 757.592, stop 749.234, weight 2.70 (accepted)
10:00:06 filled 84 at 751.95 (the rule's 752.020), minute 30
11:12:46 closing: stop

inputs

tick: 0.006081902171501344
trend_up: 1

QQQ · Nasdaq opening-range retest

The trade

Result

Entry and exit

Orders

Path while held

The rule's own trade

Notes