| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| SPY 15:15→19:35 | orb | LONG | $755.370 | $758.290 | +$2.92 | TARGET | 260m |
| QQQ 15:45→19:50 | orb | LONG | $739.650 | $742.165 | +$2.52 | TIME_STOP | 245m |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:44 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:43 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:42 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:41 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:40 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:39 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:38 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:37 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:36 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:35 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:34 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:33 | QQQ | orb | orb_vol_fail | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 19:59:40 | $757.840 | 2 | ||||||
| 19:58:39 | $757.840 | 2 | ||||||
| 19:57:39 | $757.840 | 2 | ||||||
| 19:56:39 | $757.840 | 2 | ||||||
| 19:55:39 | $757.840 | 2 | ||||||
| 19:54:38 | $757.800 | 1 | ||||||
| 19:53:38 | $757.800 | 1 | ||||||
| 19:52:38 | $757.800 | 1 | ||||||
| 19:51:38 | $757.800 | 1 | ||||||
| 19:50:37 | $757.800 | 1 | ||||||
| 19:49:37 | $758.150 | 1 | ||||||
| 19:48:36 | $758.150 | 1 | ||||||
| 19:47:36 | $758.150 | 1 | ||||||
| 19:46:36 | $758.150 | 1 | ||||||
| 19:45:35 | $758.150 | 1 | ||||||
| 19:44:35 | $758.135 | 1 | ||||||
| 19:43:35 | $758.135 | 1 | ||||||
| 19:42:35 | $758.135 | 1 | ||||||
| 19:41:34 | $758.135 | 1 | ||||||
| 19:40:34 | $758.135 | 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.