◌ pending VIX 20.8 23:27:30
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$8.88
gross +$9.21
WIN%
66.7%
PF net
3.95
gross 4.17
TRADES
3
WINS
2
LOSSES
1
TARGETS
0
STOPS
0
BARS
3016
TRADES  2026-06-11
SymbolStratDir EntryExitP&L ReasonHold
QQQ 14:20→14:25 vwap_pb LONG $699.620 $703.010 +$3.39 VWAP_LOST 5m
SPY 16:40→17:05 orb LONG $728.855 $725.950 -$2.90 STOP 25m
QQQ 17:40→19:36 orb LONG $709.350 $718.070 +$8.72 TARGET 115m
MARKET CONDITIONS — 2026-06-11
IWM $290.23 19:59
BB+KDJ +0.78% to BB 1/2
ORB building OR…
QQQ $715.70 19:59
BB+KDJ +1.14% to BB 0/2
ORB LONG READY ▲ 697.17–700.34
VWAP PB choppy (13× > 1) 13×
SPY $737.99 19:59
BB+KDJ +0.67% to BB 1/2
ORB LONG READY ▲ 726.80–729.09
VWAP PB choppy (13× > 1) 13×
RECENT SKIPS
TimeSymbolStrategyReasonScore/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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
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
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.