QQQ, Oct 6, 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 6, 2026
Closed: Oct 6, 2026
Quantity: 179
Entry price: 761.595251
Exit price: 759.678101
Exit by: time
Book value at entry: $44,741.16

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: $136,325.55
Exit value: $135,982.38
P&L: −$343.17
Dividends: —
P&L with dividends: —
Costs: $2.51
Net P&L: −$345.68
Return: −0.25%
Of the book: −76.7 bp
R multiple: −0.78
Held: 347.1 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 6, 2026	10:12 ET	buy	179	182	761.595251	761.62	—	−0.3 bp	—	—	long 182 QQQ: limit 761.61 (edge 761.620), target 766.512, stop 759.174, weight 3.11 (accepted)	4 trigger numbers range at 09:45:04 low 759.18 high 761.62 note range 759.18-761.62 event range setup at 10:10:03 px 762.03 bar 7 how limit qty 182 edge 761.62 note long 182 QQQ: limit 761.61 (edge 761.620), target 766.512, stop 759.174, weight 3.11 (accepted) side 1 stop 759.173916613152 event setup limit 761.61 status accepted target 766.5121667736961 weight 3.1136305658876267 model_px 761.62 trend_up 1 range_low 759.18 range_high 761.62 filled at 10:12:00 how limit qty 135 note filled 135 at 761.61 (the rule's 761.620), minute 41 event filled minute 41 model_px 761.62 avg_price 761.61 inputs tick 0.006083386847998354 trend_up 1 1 number fills 1
exit	Oct 6, 2026	15:59 ET	sell	179	179	759.678101	—	—	—	—	time	closing: time	2 trigger numbers end at 15:59:00 why time note closing: time event closing minute 389 breakeven 1 number fills 1

Role	Side	Kind	Qty	Limit	Model price	Status	Filled	Average	Sent (ET)	Filled (ET)
entry	buy	limit	182	761.61	761.62	canceled	179	761.595251	10:10 ET	10:12 ET
exit	sell	market	179	—	—	filled	179	759.678101	15:59 ET	15:59 ET

Span: 348 minutes
High: 762.86
Low: 759.34
Best point (MFE): +0.17%
Worst point (MAE): −0.30%
Bars from: SIP 1-minute bars

Matched the account: yes
Entry: 761.70 at 10:10 ET
Exit: 759.61 at 15:59 ET
Exit by: time
The rule's day: −0.8%
The rule's trades that day: 1

best: 762.86
side: 1
stop: 759.093916613152
tick: 0.006083386847998354
entry: limit
target: 766.9121667736961
exit_min: 389
entry_min: 40
live_stop: 759.093916613152

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

09:45:04 range 759.18-761.62
10:10:03 no more entries: one setup a day
10:10:03 long 182 QQQ: limit 761.61 (edge 761.620), target 766.512, stop 759.174, weight 3.11 (accepted)
10:12:00 filled 135 at 761.61 (the rule's 761.620), minute 41
15:59:00 closing: time

inputs

tick: 0.006083386847998354
trend_up: 1

QQQ · Nasdaq opening-range retest

The trade

Result

Entry and exit

Orders

Path while held

The rule's own trade

Notes