QQQ, Oct 14, 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 14, 2026
Closed: Oct 14, 2026
Quantity: 136
Entry price: 739.600956
Exit price: 736.390221
Exit by: stop
Book value at entry: $44,402.89

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: $100,585.73
Exit value: $100,149.07
P&L: −$436.66
Dividends: —
P&L with dividends: —
Costs: $1.90
Net P&L: −$438.56
Return: −0.43%
Of the book: −98.3 bp
R multiple: −1.12
Held: 7.2 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 14, 2026	09:50 ET	buy	136	154	739.600956	739.62	—	−0.3 bp	—	—	long 154 QQQ: limit 739.61 (edge 739.620), target 745.352, stop 736.754, weight 2.58 (accepted)	4 trigger numbers range at 09:45:04 low 736.76 high 739.62 note range 736.76-739.62 event range setup at 09:50:03 px 740.04 bar 3 how limit qty 154 edge 739.62 note long 154 QQQ: limit 739.61 (edge 739.620), target 745.352, stop 736.754, weight 2.58 (accepted) side 1 stop 736.7539190166473 event setup limit 739.61 status accepted target 745.3521619667055 weight 2.5805970043972564 model_px 739.62 trend_up 1 range_low 736.76 range_high 739.62 filled at 09:50:36 how limit qty 136 note filled 136 at 739.600956 (the rule's 739.620), minute 20 event filled minute 20 model_px 739.62 avg_price 739.600956 inputs tick 0.006080983352696668 trend_up 1 1 number fills 1
exit	Oct 14, 2026	09:57 ET	sell	136	136	736.390221	736.753919	—	+4.9 bp	—	stop	closing: stop	2 trigger numbers end at 09:57:39 why stop note closing: stop event closing minute 27 breakeven 1 number fills 1

Role	Side	Kind	Qty	Limit	Model price	Status	Filled	Average	Sent (ET)	Filled (ET)
entry	buy	limit	154	739.61	739.62	canceled	136	739.600956	09:50 ET	09:50 ET
exit	sell	market	136	—	736.753919	filled	136	736.390221	09:57 ET	09:57 ET

Span: 8 minutes
High: 740.19
Low: 736.1951
Best point (MFE): +0.08%
Worst point (MAE): −0.46%
Bars from: SIP 1-minute bars

Matched the account: yes
Entry: 739.655 at 09:50 ET
Exit: 736.663919 at 09:57 ET
Exit by: stop
The rule's day: −1.0%
The rule's trades that day: 1

best: 739.72
side: 1
stop: 736.6639190166472
tick: 0.006080983352696668
entry: limit
target: 745.6371619667054
exit_min: 27
entry_min: 20
live_stop: 736.6639190166472

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

09:45:04 range 736.76-739.62
09:50:03 no more entries: one setup a day
09:50:03 long 154 QQQ: limit 739.61 (edge 739.620), target 745.352, stop 736.754, weight 2.58 (accepted)
09:50:36 filled 136 at 739.600956 (the rule's 739.620), minute 20
09:57:39 closing: stop

inputs

tick: 0.006080983352696668
trend_up: 1

QQQ · Nasdaq opening-range retest

The trade

Result

Entry and exit

Orders

Path while held

The rule's own trade

Notes