| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY VWA | 13:50 | 14:05 | $745.360 | $744.350 | -$1.01 | ✗ VWAP_LOST | 15m | — |
| QQQ VWA | 13:50 | 14:05 | $723.700 | $721.505 | -$2.20 | ✗ VWAP_LOST | 15m | — |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 19:59 | $284.010 | $283.637 | $284.553 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.13% away |
| QQQ | 19:59 | $702.190 | $700.985 | $704.197 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.17% away |
| SPY | 19:59 | $733.160 | $732.559 | $734.894 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.08% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 19:59 | $284.010 | $290.870 | $286.880 | — | no OR yet |
| QQQ | 19:59 | $702.190 | $723.040 | $720.500 | ✓ | SHORT READY ▼ |
| SPY | 19:59 | $733.160 | $744.880 | $743.280 | ✓ | SHORT READY ▼ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| QQQ | 19:59 | $702.190 | 8 | ○ | ● | choppy (8 crosses > 1) |
| SPY | 19:59 | $733.160 | 4 | ○ | ● | choppy (4 crosses > 1) |
| Time | Symbol | Strategy | Reason | Score/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 | SPY | orb | orb_vol_fail | 0/0 |
| 19:46 | QQQ | 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_shorts_kill_switch | 0/0 |
| 19:44 | QQQ | orb | orb_vol_fail | 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 |
|---|---|---|---|---|---|---|---|---|
| 19:59:30 | $733.160 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:58:30 | $733.160 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:57:30 | $733.160 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:56:30 | $733.160 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:55:29 | $733.160 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:54:29 | $733.430 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:53:29 | $733.430 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:52:29 | $733.430 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:51:29 | $733.430 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:50:28 | $733.430 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:49:28 | $733.590 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:48:28 | $733.590 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:47:28 | $733.590 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:46:27 | $733.590 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:45:27 | $733.590 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:44:27 | $734.560 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:43:27 | $734.560 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:42:27 | $734.560 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:41:26 | $734.560 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:40:26 | $734.560 | ○ | ○ | ○ | ● | ○ | 1 |