| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| QQQ VWA | 14:20 | 14:25 | $699.620 | $703.010 | +$3.39 | ✗ VWAP_LOST | 5m | +50.8 |
| SPY ORB | 16:40 | 17:05 | $728.855 | $725.950 | -$2.90 | ✗ STOP | 25m | -7.8 |
| QQQ ORB | 17:40 | 19:36 | $709.350 | $718.070 | +$8.72 | ✓ TARGET | 115m | +35.8 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 19:59 | $290.230 | $287.965 | $289.449 | TRENDING | ○ | ○ | ○ | ○ | ● | 1/2 | BB +0.78% away |
| QQQ | 19:59 | $715.700 | $707.559 | $712.896 | TRENDING | ○ | ○ | ○ | ○ | ○ | 0/2 | BB +1.14% away |
| SPY | 19:59 | $737.985 | $733.041 | $736.398 | TRENDING | ○ | ○ | ○ | ○ | ● | 1/2 | BB +0.67% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 19:59 | $290.230 | $287.005 | $284.070 | — | no OR yet |
| QQQ | 19:59 | $715.700 | $700.340 | $697.170 | ✓ | LONG READY ▲ |
| SPY | 19:59 | $737.985 | $729.090 | $726.805 | ✓ | LONG READY ▲ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| QQQ | 19:59 | $715.700 | 13 | ● | ○ | choppy (13 crosses > 1) |
| SPY | 19:59 | $737.985 | 13 | ● | ○ | choppy (13 crosses > 1) |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 17:36 | QQQ | orb | entry_unfilled | 0/0 |
| 17:04 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:03 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:02 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:01 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:00 | QQQ | orb | orb_vol_fail | 0/0 |
| 16:59 | QQQ | orb | orb_vol_fail | 0/0 |
| 16:58 | QQQ | orb | orb_vol_fail | 0/0 |
| 16:57 | QQQ | orb | orb_vol_fail | 0/0 |
| 16:56 | QQQ | orb | orb_vol_fail | 0/0 |
| 16:55 | QQQ | orb | orb_vol_fail | 0/0 |
| 16:54 | 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 |
|---|---|---|---|---|---|---|---|---|
| 19:59:13 | $737.985 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:58:12 | $737.985 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:57:12 | $737.985 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:56:12 | $737.985 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:55:12 | $737.985 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:54:11 | $739.405 | ○ | ○ | ○ | ○ | ○ | 0 | |
| 19:53:11 | $739.405 | ○ | ○ | ○ | ○ | ○ | 0 | |
| 19:52:11 | $739.405 | ○ | ○ | ○ | ○ | ○ | 0 | |
| 19:51:10 | $739.405 | ○ | ○ | ○ | ○ | ○ | 0 | |
| 19:50:10 | $739.405 | ○ | ○ | ○ | ○ | ○ | 0 | |
| 19:49:10 | $738.917 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:48:10 | $738.917 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:47:09 | $738.917 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:46:09 | $738.917 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:45:09 | $738.917 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:44:09 | $739.640 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:43:08 | $739.640 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:42:08 | $739.640 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:41:08 | $739.640 | ○ | ○ | ○ | ○ | ● | 1 | |
| 19:40:07 | $739.640 | ○ | ○ | ○ | ○ | ● | 1 |