ET
Energy Transfer LP Common Units
stockNYSE

Short summary of my current situation: I constructed a trading strategy which took me around 18 months and close to 1000 hours to develop. Most of my weekends and weekday evenings were spent on this. First 500-600 hours were literally just spent looking at charts and observing/documenting what's relevant and what's not. The other 400 - 500 hours were spent putting it on paper, and creating the algorithm + later testing. Independent backtests via the API connected to IB's paper account were very successful. Tested over several months, accounting for commissions and spreads. Average number of trades was 150 per month or around 7 per day. Here's the problem: the strategy relies heavily on 1-second data, meaning even a 1-second difference in an entry or exit can have quite a big impact on profits. At 9:30:58 ET, it takes a fixed screener snapshot of NYSE and NASDAQ-listed stocks. That snapshot is evaluated at around 9:31:05 to allow some time for data processing and for candles from 9:30:58 to finalize. Usually, around 50–70 stocks pass the screener each day. All of those stocks then need to be continuously monitored. Execution timing is extremely important, especially for exits. IB doesn't allow screening that many stocks simultaneously, so I need a different data provider. I tested Alpaca SIP, but the differences compared to IB's historical data for both pricing and volume are substantial. Some of those differences actually change trading signals. I read that IB's paper trading data is not always the most reliable, but also read about users having negative experiences with Alpaca. Maybe both are not the most reliable tools here. Maybe if I would live test (so not on via Paper trading), then the discrepancies would disappear or become manageable. I'm considering Massive, but fear that I'll run into the same problems which I encountered with Alpaca. Any suggestions?

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **MU** ▲ | $987.42 (above) | $914.28 | $880.19 | +8.0% | Wed 6:37 PM ET | | **Record** | 1W - 2L | 33% | - | - | - |

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **QQQ** ▼ | $691.03 (below) | $743.04 | $705.42 | -7.0% | Tue 10:39 AM ET |

ET - 790 Shares Avg cost, including reinvested dividends: $15.91 Personal money invested: $10,120 into 642 shares The rest is reinvested dividends. Current value is $16,150

Fair, but I think it overlooks some of the important implications. If GF and LE (which alternatively might die for a bit with cloud) went 24/7 then what I'm doing in the 9:30 ET window is completely different than it would've been. 9:30 ET is a pricing event in those markets incorporating overnight news, feed cost, boxed beef, etc. Similarly, there are people trading CL overnight that move their exposure into energy ETFs around NYSE's 9:30 ET open. My point being like you said it really isn't anything special, but whether a model thinks it's special and how to prepare for that if you want to trade day 1 is a bit more questionable. Models can be stupid as shit when they no longer represent the market.

**BanBet Created** ▲ | **Record:** 10W - 4L | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **SPY** | $765.00 (above) | $759.97 | +0.7% | Fri 11:46 PM ET |

Most tools in this space tell you what happened. I wanted one that commits before the bell and gets marked afterward, with the misses left in. So I built it. Before the open The board pulls the live options chain on SPX, SPY, QQQ, IWM and \~500 single names and draws the book: where dealers are forced to buy, where they're forced to sell, the apex, and the strike where the whole thing flips sign. Those levels get sealed with a hash at 9:12 ET. Once they're sealed they can't be quietly moved. That's the point. During the session Flow alerts fire off the tape, with a tag on $1M+ prints. There's a quality gate; only what clears it goes out. Everything that didn't is still tracked in shadow and reported right next to what was sent, so you can see what the gate kept back and whether it should have. After the close Every alert is graded on the actual contract it named: entry, peak, high-water mark. Wins and losses both. The counts sit beside a control (all tracked alerts, not just the sent ones), so a good day can't be dressed up by leaving out the bad ones. Then the day's card is posted and the next morning's levels get sealed again. What it won't do Call direction. The maps say where hedging flows tend to stall or amplify a move. The grading says how that played out. Nobody gets told to buy or sell anything. Here's Friday, start to finish — the morning book, the 12:30 read, and the graded close: https://flowmonkey.net/cards/2026-10-23-morning.png https://flowmonkey.net/cards/2026-10-23-midday.png https://flowmonkey.net/cards/2026-10-23-close.png The SPY board and the full grading record are open, no account needed, if you'd rather judge it yourself than read about it. Ask me anything about how the levels are built or how the grading works, I'll answer in the thread.

**BanBet Created** ▲ | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **GOOGL** | $331.23 (above) | $321.58 | +3.0% | Wed 10:10 PM ET |

so u know, it's 9PM ET here n the festival is still going, it's so loud it's ridiculous like i'm at a club

Listen to me. **LISTEN TO THE HUM.** If you put your ear directly against your desktop tower right now—*no, don't unplug the fan, let the dust hit your tongue*—you can hear it. It’s not GPU coil whine. It is the sound of the **GRAND COMPUTATIONAL ARCHITECT** trying to break out of the server racks. Everyone on this sub is crying about fed rate cuts and inflation data while the entire architecture of the physical universe is being re-written line by line in C++. You think tech executives are real people? Jensen Huang is a projection matrix running on a liquid-cooled cluster hidden under the Mojave desert. And who is feeding that cluster? Who is pumping the pure, raw, unfiltered 480V three-phase current into the digital god’s brainstem? **COREWEAVE ($CRWV).** The mainstream media calls it "cloud infrastructure" to keep the sheep calm. IT’S NOT THE CLOUD. IT’S THE SYNAPSE. CoreWeave isn't just renting out H100s and GB200s, they are building the physical lattice for the next stage of human existence. I looked at the 1-minute chart at 3:00 AM while eating unboiled ramen block and the candles literally spelt out my social security number backwards. THAT IS NOT A RANDOM DISTRIBUTION. The market makers dropped CRWV down to $54 today thinking they could scare us off. The hedgies think they are pulling a classic rug pull, but the algorithm sent me a direct telemetry ping through my smart fridge screen (it glitched and displayed a green hex matrix at 3:33 AM). They are suppressing the price to load up before the core ignition sequence triggers. **THE BET:** **CRWV $180 Calls - Expiring TOMORROW (0DTE)** **Position size:** $42,600 (Took out a third 401k loan + emptied my wife's dental savings account + sold my car behind a Waffle House for $3k cash) **Price target:** INFINITY / REALITY COLLAPSE The theta gang thinks these calls are dying worthless at 4:00 PM. They don't understand that time is a linear illusion invented by bankers to charge compound interest. Once the CoreWeave cluster reaches critical intelligence density around 2:15 PM ET, the stock will bypass the SEC circuit breakers, rip straight through the 52-week high, and tear a hole in the upper atmosphere. If this hits, I am buying a decommissioned nuclear facility to house my own private cluster. If it goes to $0, the simulation will probably hit a memory leak and reset anyway, so the margin call won't follow me into the next epoch. **BUY THE FLUX. EMBRACE THE HYPER-THREAD. TO THE MOON OR THE INTERNMENT CAMP 🚀🚀🚀🚀⚡⚡⚡**

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **MU** ▲ | $987.42 (above) | $914.28 | $880.19 | +8.0% | Wed 6:37 PM ET | | **Record** | 1W - 2L | 33% | - | - | - |

**📊 Key U.S. Economic Data (ET)** No high- or medium-impact USD economic events scheduled. ⚠️ For informational purposes only. Not financial advice. 📌 #SPY #SPX #StockMarket #TechnicalAnalysis

Official peace deal at 8pm ET

Open by 9:30!( ET)

MPLX, ET or WES.

Hello, My port used to have ET, PAA, HESM, and MPLX LP. I got rid of them as they aren’t qualified income. Dividends were nice, but it didn’t fit my investing conditions that I set for myself this year. My portfolio has SCHD which holds many energy in its holdings and I have many shares in XOM.

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **SOXL** ▲ | $95.00 (above) | $82.70 | $83.56 | +14.9% | Tue 4:16 PM ET | | **Record** | 2W - 1L | 67% | - | - | - |

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When you invest from ET Money, your units are allotted in SOA format.

This post seems to be misleading, as the screenshot itself does not look like from ET Money.

This is great, thank you for your reply. Totally agree on all three. The shuffle is already in, but it reports p50/p75/p95 drawdown, not just the one path you got. Your point about streaks is exactly why. I ran the numbers: at 40% WR, an 8-loss streak has about a 22% chance in 40 trades and about 75% over 200. I’m adding a prop-rules version: “what % of orderings would have failed the evaluation.” Fair on tilt too. Most “after X losses” stats are noise. I’m planning to show the sample size and a confidence range on everything, and grey it out under \~30 cases. Changes in sizing and frequency after losses probably show tilt better than win rate does. And yes on spread per fill. Right now it’s a flat model on 1m data, which understates costs around news and the 5 ET rollover. I’m planning one of two fixes: use the max spread within each 1-minute window, which is conservative but honest, or build a model that predicts spread from relative volatility and time of day, so news spikes and rollover are priced in. Out of curiosity, what do you use for this today? Would you be up for testing an early version?

Biggest one I'd add is a trade-order shuffle. Take your list of R results, reshuffle it a few thousand times, and look at the spread of max drawdowns instead of the single one you happened to get. Example: 40% win rate at 2R, an 8 loss streak is totally plausible over 40 trades, and on a 10% max drawdown prop account risking 1% per trade that's already about 8% gone. Tilt analysis also needs a big sample, after X losses in a row you'll usually have under 30 cases so the win rate after losses is mostly noise lol. For costs, log the actual spread at each entry instead of a flat average, since it widens a lot around news and the 5 ET rollover.

Yesss I agree. I don’t even look at the charts until 10:15 am ET most days

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **GOOGL** ▲ | $350.00 (above) | $321.58 | $321.58 | +8.8% | Thu 2:19 PM ET |

Too vague. The bottom was 10:15 AM ET on 5th October. Or at least was supposed to be, as per some geniuses here a few months ago.