| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| SPY 13:50→14:05 | vwap_pb | LONG | $742.720 | $740.835 | -$1.89 | VWAP_LOST | 15m |
| QQQ 13:50→14:05 | vwap_pb | LONG | $717.540 | $713.540 | -$4.00 | VWAP_LOST | 15m |
| 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 |
| 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 |
| 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.