QQQ, Oct 13, 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 13, 2026
Closed: Oct 13, 2026
Quantity: 98
Entry price: 743.41
Exit price: 743.46
Exit by: time
Book value at entry: $44,397.99

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: $72,854.18
Exit value: $72,859.08
P&L: +$4.90
Dividends: —
P&L with dividends: —
Costs: $1.37
Net P&L: +$3.53
Return: +0.01%
Of the book: +1.1 bp
R multiple: +0.01
Held: 369 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 13, 2026	09:50 ET	buy	98	98	743.41	743.37	—	+0.5 bp	—	—	long 98 QQQ: limit 743.49 (edge 743.500), target 752.732, stop 738.884, weight 1.66 (accepted)	4 trigger numbers range at 09:45:04 low 738.89 high 743.5 note range 738.89-743.50 event range setup at 09:50:04 px 743.37 bar 3 how market qty 98 edge 743.5 note long 98 QQQ: limit 743.49 (edge 743.500), target 752.732, stop 738.884, weight 1.66 (accepted) side 1 stop 738.8839177621416 event setup limit 743.49 status accepted target 752.7321644757169 weight 1.657058343083043 model_px 743.37 trend_up 1 range_low 738.89 range_high 743.5 filled at 09:50:06 how market qty 98 note filled 98 at 743.41 (the rule's 743.370), minute 20 event filled minute 20 model_px 743.37 avg_price 743.41 inputs tick 0.006082237858468671 trend_up 1 1 number fills 1
exit	Oct 13, 2026	15:59 ET	sell	98	98	743.46	—	—	—	—	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	98	743.49	743.37	filled	98	743.41	09:50 ET	09:50 ET
exit	sell	market	98	—	—	filled	98	743.46	15:59 ET	15:59 ET

Span: 370 minutes
High: 744.20
Low: 739.83
Best point (MFE): +0.11%
Worst point (MAE): −0.48%
Bars from: SIP 1-minute bars

Matched the account: yes
Entry: 743.62 at 09:50 ET
Exit: 743.64 at 15:59 ET
Exit by: time
The rule's day: −0.0%
The rule's trades that day: 1

best: 744.2
side: 1
stop: 738.8239177621416
tick: 0.006082237858468671
entry: limit
target: 753.2121644757168
exit_min: 389
entry_min: 20
live_stop: 738.8239177621416

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

09:45:04 range 738.89-743.50
09:50:04 no more entries: one setup a day
09:50:04 long 98 QQQ: limit 743.49 (edge 743.500), target 752.732, stop 738.884, weight 1.66 (accepted)
09:50:06 filled 98 at 743.41 (the rule's 743.370), minute 20
15:59:00 closing: time

inputs

tick: 0.006082237858468671
trend_up: 1

QQQ · Nasdaq opening-range retest

The trade

Result

Entry and exit

Orders

Path while held

The rule's own trade

Notes