| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 19:59:57 | $755.340 | 2 | ||||||
| 19:58:57 | $755.340 | 2 | ||||||
| 19:57:56 | $755.340 | 2 | ||||||
| 19:56:56 | $755.340 | 2 | ||||||
| 19:55:56 | $755.340 | 2 | ||||||
| 19:54:56 | $755.280 | 1 | ||||||
| 19:53:56 | $755.280 | 1 | ||||||
| 19:52:55 | $755.280 | 1 | ||||||
| 19:51:55 | $755.280 | 1 | ||||||
| 19:50:55 | $755.280 | 1 | ||||||
| 19:49:55 | $755.310 | 2 | ||||||
| 19:48:55 | $755.310 | 2 | ||||||
| 19:47:54 | $755.310 | 2 | ||||||
| 19:46:54 | $755.310 | 2 | ||||||
| 19:45:54 | $755.310 | 2 | ||||||
| 19:44:54 | $754.793 | 1 | ||||||
| 19:43:53 | $754.793 | 1 | ||||||
| 19:42:53 | $754.793 | 1 | ||||||
| 19:41:53 | $754.793 | 1 | ||||||
| 19:40:53 | $754.793 | 1 |
| Strategy | Trades | Win% | Gross PF | Net PF | Net PF 95% CI | Net bps | Gross P&L | Net P&L | Last |
|---|---|---|---|---|---|---|---|---|---|
| Loading… | |||||||||
Net figures apply the round-trip cost model in mm/costs.py
(SPY/QQQ 1.5 bps, IWM 2.5 bps; other symbols from the frozen wide-scan table, 12 bps if unlisted). Gross is the
frictionless simulator fill. A dimmed row with ⚠
has a net-PF confidence interval containing 1.0 — that sample is consistent with
zero edge, whatever the point estimate looks like.
| Date | Sym | Strat | Dir | Entry | Exit | Gross | Net | Net bps | Bars | Reason |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||
Weekly gate report (confirmed-fill era since 2026-06-11) `vwap_pb ` 56/20 ██████████ win 43% PnL -0.86 PF 0.96 (week: 1 trades -2.98) ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend `orb ` 76/30 ██████████ win 45% PnL -15.09 PF 0.82 (week: 1 trades -2.85) ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 → check execution first `bb_kdj ` 7/30 ██ win 57% PnL -0.15 PF 0.96 (week: 0 trades +0.00) execution: 368 fills, avg slip -2.5 bps, 130 entries unfilled, 2 stuck exits, 0 reconcile mismatches Knob freeze holds — no parameter changes until a gate trips.