◌ pending VIX 20.8 23:42:37
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.00
gross +$0.00
WIN%
0.0%
PF net
—
gross ∞
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
3048
MARKET CONDITIONS — 2026-06-05
IWM $282.09 19:59
BB+KDJ +0.56% to BB 1/2
ORB building OR…
QQQ $708.57 19:59
BB+KDJ +0.44% to BB 0/2
ORB SHORT READY ▼ 728.41–731.68
VWAP PB choppy (4× > 1) 4×
SPY $738.72 19:59
BB+KDJ +0.36% to BB 0/2
ORB SHORT READY ▼ 751.20–752.82
VWAP PB choppy (5× > 1) 5×
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
19:49 SPY orb orb_vol_fail 0/0
19:49 QQQ orb orb_vol_fail 0/0
19:48 SPY orb orb_vol_fail 0/0
19:48 QQQ orb orb_vol_fail 0/0
19:47 SPY orb orb_vol_fail 0/0
19:47 QQQ orb orb_vol_fail 0/0
19:46 QQQ orb orb_vol_fail 0/0
19:46 SPY orb orb_vol_fail 0/0
19:45 SPY orb orb_vol_fail 0/0
19:45 QQQ orb orb_vol_fail 0/0
19:44 SPY orb orb_vol_fail 0/0
19:44 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
19:59:27 $738.720 0
19:58:27 $738.720 0
19:57:26 $738.720 0
19:56:26 $738.720 0
19:55:26 $738.720 0
19:54:26 $737.810 0
19:53:25 $737.810 0
19:52:25 $737.810 0
19:51:25 $737.810 0
19:50:24 $737.810 0
19:49:24 $738.680 0
19:48:24 $738.680 0
19:47:24 $738.680 0
19:46:23 $738.680 0
19:45:23 $738.680 0
19:44:23 $737.920 1
19:43:23 $737.920 1
19:42:22 $737.920 1
19:41:22 $737.920 1
19:40:22 $737.920 1
CUMULATIVE P&L BY STRATEGY
ALL-TIME SCORECARD
Strategy Trades Win% Gross PF Net PF Net PF 95% CI Net bps Gross P&L Net P&L Last
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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.

TRADE LOG
Date Sym Strat Dir Entry Exit Gross Net Net bps Bars Reason
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Blocked Days
—
bb_kdj P&L on Blocked Days
—
bb_kdj P&L on Open Days
—
Gate Status
◌ PENDING
REGIME GATE PERFORMANCE — bb_kdj P&L per label, all classified days
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REGIME CALENDAR — last 90 classified trading days · hover for details
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neutral (open)
choppy (open)
trending (blocked)
no data
ORB SETUP SCORER — shadow mode, not blocking trades
Setups Scored
—
Avg Confidence
—
Threshold
—
Above Threshold
—
CONFIDENCE DISTRIBUTION
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GATE PROGRESS — pre-registered sample gates, confirmed fills only 
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.