| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY VWA | 13:50 | 14:05 | $742.720 | $740.835 | -$1.89 | ✗ VWAP_LOST | 15m | — |
| QQQ VWA | 13:50 | 14:05 | $717.540 | $713.540 | -$4.00 | ✗ VWAP_LOST | 15m | — |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 19:59 | $284.305 | $283.874 | $284.602 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.15% away |
| QQQ | 19:59 | $715.450 | $714.124 | $717.304 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.19% away |
| SPY | 19:59 | $739.300 | $738.286 | $740.420 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.14% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 19:59 | $284.305 | $285.600 | $284.000 | ✓ | inside · +0.46% to H · -0.11% to L |
| QQQ | 19:59 | $715.450 | $719.210 | $714.680 | ✓ | inside · +0.53% to H · -0.11% to L |
| SPY | 19:59 | $739.300 | $744.510 | $741.580 | ✓ | SHORT READY ▼ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| QQQ | 19:59 | $715.450 | 14 | ○ | ● | choppy (14 crosses > 1) |
| SPY | 19:59 | $739.300 | 10 | ○ | ● | choppy (10 crosses > 1) |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 19:49 | SPY | orb | orb_vol_fail | 0/0 |
| 19:48 | SPY | orb | orb_vol_fail | 0/0 |
| 19:47 | SPY | orb | orb_vol_fail | 0/0 |
| 19:46 | SPY | orb | orb_vol_fail | 0/0 |
| 19:45 | SPY | orb | orb_vol_fail | 0/0 |
| 19:44 | SPY | orb | orb_vol_fail | 0/0 |
| 19:43 | SPY | orb | orb_vol_fail | 0/0 |
| 19:42 | SPY | orb | orb_vol_fail | 0/0 |
| 19:41 | SPY | orb | orb_vol_fail | 0/0 |
| 19:40 | SPY | orb | orb_vol_fail | 0/0 |
| 19:39 | SPY | orb | orb_shorts_kill_switch | 0/0 |
| 19:38 | SPY | orb | orb_shorts_kill_switch | 0/0 |
Weekly gate report (confirmed-fill era since 2026-06-11) `vwap_pb ` 1/20 ░ win 100% PnL +3.39 PF inf (week: 1 trades +3.39) `orb ` 5/30 ██ win 40% PnL +0.94 PF 1.12 (week: 5 trades +0.94) `bb_kdj ` 0/30 — no confirmed trades yet execution: 12 fills, avg slip -2.1 bps, 3 entries unfilled, 0 stuck exits, 0 reconcile mismatches Knob freeze holds — no parameter changes until a gate trips.
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 19:59:21 | $739.300 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:58:20 | $739.300 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:57:20 | $739.300 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:56:20 | $739.300 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:55:20 | $739.300 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:54:20 | $739.350 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:53:19 | $739.350 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:52:19 | $739.350 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:51:19 | $739.350 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:50:19 | $739.350 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:49:18 | $739.410 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:48:18 | $739.410 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:47:18 | $739.410 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:46:18 | $739.410 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:45:18 | $739.410 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:44:17 | $739.470 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:43:17 | $739.470 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:42:17 | $739.470 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:41:17 | $739.470 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:40:16 | $739.470 | ○ | ○ | ○ | ● | ○ | 1 |