QQQ, 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: INTRA1
Strategy: Nasdaq opening-range retest
Book: pat
Symbol: QQQ
Asset class: equity
Side: long
Exposure: long
Status: closed
Opened: Oct 5, 2026
Closed: Oct 5, 2026
Quantity: 107
Entry price: 752.96
Exit price: 755.60
Exit by: time
Book value at entry: $44,458.68

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: $80,566.72
Exit value: $80,849.20
P&L: +$282.48
Dividends: —
P&L with dividends: —
Costs: $1.50
Net P&L: +$280.98
Return: +0.35%
Of the book: +63.5 bp
R multiple: +0.68
Held: 327.9 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 5, 2026	10:31 ET	buy	107	114	752.96	753.00	—	−0.5 bp	—	—	long 114 QQQ: limit 752.99 (edge 753.000), target 760.782, stop 749.109, weight 1.94 (accepted)	4 trigger numbers range at 09:45:04 low 749.115 high 753 note range 749.12-753.00 event range setup at 10:25:03 px 753.54 bar 10 how limit qty 114 edge 753 note long 114 QQQ: limit 752.99 (edge 753.000), target 760.782, stop 749.109, weight 1.94 (accepted) side 1 stop 749.1089173126473 event setup limit 752.99 status accepted target 760.7821653747053 weight 1.935194033392062 model_px 753 trend_up 1 range_low 749.115 range_high 753 filled at 10:31:12 how limit qty 107 note filled 107 at 752.96 (the rule's 753.000), minute 61 event filled minute 61 model_px 753 avg_price 752.96 inputs tick 0.0060826873526816224 trend_up 1 1 number fills 1
exit	Oct 5, 2026	15:59 ET	sell	107	107	755.60	—	—	—	—	time	closing: time	7 trigger numbers end at 15:59:00 why time note closing: time event closing minute 389 breakeven.at 15:20:04 breakeven.best 756.91 breakeven.note breakeven: stop -> 753.00 breakeven.stop 753 breakeven.event breakeven breakeven.minute 349 1 number fills 1

Role	Side	Kind	Qty	Limit	Model price	Status	Filled	Average	Sent (ET)	Filled (ET)
entry	buy	limit	114	752.99	753.00	canceled	107	752.96	10:25 ET	10:31 ET
exit	sell	market	107	—	—	filled	107	755.60	15:59 ET	15:59 ET

Span: 329 minutes
High: 756.92
Low: 752.63
Best point (MFE): +0.53%
Worst point (MAE): −0.04%
Bars from: SIP 1-minute bars

Matched the account: yes
Entry: 753.10 at 10:30 ET
Exit: 756.21 at 15:59 ET
Exit by: time
The rule's day: +0.8%
The rule's trades that day: 1

best: 756.92
side: 1
stop: 749.0739173126474
tick: 0.0060826873526816224
entry: limit
target: 761.1521653747053
exit_min: 389
entry_min: 60
live_stop: 749.0739173126474

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

09:45:04 range 749.12-753.00
10:25:03 no more entries: one setup a day
10:25:03 long 114 QQQ: limit 752.99 (edge 753.000), target 760.782, stop 749.109, weight 1.94 (accepted)
10:31:12 filled 107 at 752.96 (the rule's 753.000), minute 61
15:20:04 breakeven: stop -> 753.00
15:59:00 closing: time

inputs

tick: 0.0060826873526816224
trend_up: 1

QQQ · Nasdaq opening-range retest

The trade

Result

Entry and exit

Orders

Path while held

The rule's own trade

Notes