Alpaca 15m regular session · signal view · generated 2026-06-05
GOOGL / QQQ Intraday Signal Visual
这张图只看信号本身：QQQ 过去 6 根 15m bar 的累计 return，如果绝对值超过过去约 1000 根 bar 的 95% 分位阈值，就反向给 GOOGL 一个 1-bar target。它更像短线 lead-lag / mean-reversion stat arb，不是 Google 基本面趋势策略。
Last Bar
2026-06-04 15:45:00-04:00
Last Target
0.000
Active Bars
831
Long share 51.14%
Hit Rate
52.83%
Recent 1Y 56.55%
Mean Next Bar Edge
0.04%
Recent Edge
0.06%
Recent Active Bars
313
Rule
QQQ lb=6 q=0.05
QQQ 6-Bar Return vs Rolling Tail Threshold
GOOGL Price With Target Markers
Target Position
Recent Triggered Bars
| Time ET | Action | QQQ 6-Bar Return | Threshold | Next GOOGL Return |
|---|---|---|---|---|
| 2026-04-08 10:45:00-04:00 | SHORT GOOGL | 2.55% | 1.39% | 0.22% |
| 2026-04-14 10:00:00-04:00 | SHORT GOOGL | 1.34% | 1.31% | 0.14% |
| 2026-04-14 10:15:00-04:00 | SHORT GOOGL | 1.36% | 1.33% | -0.11% |
| 2026-04-17 10:30:00-04:00 | SHORT GOOGL | 1.39% | 1.33% | -0.03% |
| 2026-04-22 10:30:00-04:00 | SHORT GOOGL | 1.48% | 1.33% | 0.05% |
| 2026-04-24 10:30:00-04:00 | SHORT GOOGL | 1.46% | 1.31% | 0.08% |
| 2026-04-24 10:45:00-04:00 | SHORT GOOGL | 1.38% | 1.33% | -0.02% |
| 2026-05-05 09:30:00-04:00 | SHORT GOOGL | 1.28% | 1.26% | -1.11% |
| 2026-05-06 10:30:00-04:00 | SHORT GOOGL | 1.30% | 1.26% | 0.45% |
| 2026-05-06 10:45:00-04:00 | SHORT GOOGL | 1.43% | 1.26% | -0.61% |
| 2026-05-08 09:30:00-04:00 | SHORT GOOGL | 1.38% | 1.26% | 0.11% |
| 2026-05-08 09:45:00-04:00 | SHORT GOOGL | 1.64% | 1.26% | 0.26% |
| 2026-05-08 10:00:00-04:00 | SHORT GOOGL | 1.59% | 1.26% | -0.16% |
| 2026-05-08 10:15:00-04:00 | SHORT GOOGL | 1.78% | 1.26% | 0.19% |
| 2026-05-08 10:30:00-04:00 | SHORT GOOGL | 1.63% | 1.27% | -0.20% |
| 2026-05-08 10:45:00-04:00 | SHORT GOOGL | 1.69% | 1.28% | -0.26% |
| 2026-05-12 10:45:00-04:00 | LONG GOOGL | -1.41% | 1.27% | 0.11% |
| 2026-05-15 09:30:00-04:00 | LONG GOOGL | -1.66% | 1.26% | 0.54% |
| 2026-05-15 09:45:00-04:00 | LONG GOOGL | -1.86% | 1.26% | 0.32% |
| 2026-05-15 10:00:00-04:00 | LONG GOOGL | -1.32% | 1.27% | -0.17% |
| 2026-05-15 10:15:00-04:00 | LONG GOOGL | -1.33% | 1.28% | -0.12% |
| 2026-05-15 10:45:00-04:00 | LONG GOOGL | -1.33% | 1.28% | -0.13% |
| 2026-05-26 10:00:00-04:00 | SHORT GOOGL | 1.45% | 1.23% | -0.14% |
| 2026-05-26 10:15:00-04:00 | SHORT GOOGL | 1.75% | 1.24% | -0.30% |
| 2026-05-26 10:30:00-04:00 | SHORT GOOGL | 1.85% | 1.25% | 0.54% |
| 2026-05-26 10:45:00-04:00 | SHORT GOOGL | 1.70% | 1.25% | -0.01% |
| 2026-06-04 09:30:00-04:00 | LONG GOOGL | -1.39% | 1.09% | 0.92% |
| 2026-06-04 09:45:00-04:00 | LONG GOOGL | -1.31% | 1.09% | 0.25% |
| 2026-06-04 10:00:00-04:00 | LONG GOOGL | -1.17% | 1.09% | 0.33% |
| 2026-06-04 10:30:00-04:00 | LONG GOOGL | -1.25% | 1.10% | 0.04% |
Interpretation
- 合理性：信号只在 QQQ intraday 极端尾部触发，active ratio 低，符合短线统计套利而不是追涨杀跌。
- 风险：edge 主要来自下一根 15m bar，执行延迟和 bid/ask 会直接影响结果。
- 当前判断：可以进入 paper/shadow 观察，但必须先用真实 paper fills 验证。