| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| IWM ORB | 15:35 | 19:51 | $294.600 | $293.040 | -$4.68 | ✗ TIME_STOP | 255m | -8.2 |
| SPY ORB | 15:45 | 19:51 | $741.430 | $740.990 | -$0.44 | ✗ TIME_STOP | 245m | +2.4 |
| QQQ ORB | 15:40 | 19:51 | $720.800 | $721.040 | +$0.24 | ✗ TIME_STOP | 250m | +1.0 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 19:59 | $293.030 | $293.036 | $293.418 | RANGING | ● | ○ | ○ | ● | ● | 2/2 | BB ✓ · need KDJ |
| QQQ | 19:59 | $720.940 | $720.123 | $721.635 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.11% away |
| SPY | 19:59 | $740.910 | $740.319 | $741.356 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.08% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 19:59 | $293.030 | $292.380 | $290.310 | ✓ | LONG READY ▲ |
| QQQ | 19:59 | $720.940 | $717.670 | $713.080 | ✓ | LONG READY ▲ |
| SPY | 19:59 | $740.910 | $740.800 | $737.960 | ✓ | LONG READY ▲ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| QQQ | 19:59 | $720.940 | 9 | ● | ○ | choppy (9 crosses > 1) |
| SPY | 19:59 | $740.910 | 9 | ● | ● | choppy (9 crosses > 1) |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:44 | SPY | orb | orb_vol_fail | 0/0 |
| 15:43 | SPY | orb | orb_vol_fail | 0/0 |
| 15:42 | SPY | orb | orb_vol_fail | 0/0 |
| 15:41 | SPY | orb | orb_vol_fail | 0/0 |
| 15:40 | SPY | orb | orb_vol_fail | 0/0 |
| 15:39 | SPY | orb | orb_vol_fail | 0/0 |
| 15:39 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:38 | SPY | orb | orb_vol_fail | 0/0 |
| 15:38 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:37 | SPY | orb | orb_vol_fail | 0/0 |
| 15:37 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:36 | SPY | 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 |
|---|---|---|---|---|---|---|---|---|
| 19:59:20 | $740.910 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:58:20 | $740.910 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:57:20 | $740.910 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:56:20 | $740.910 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:55:19 | $740.910 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:54:19 | $740.810 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:53:19 | $740.810 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:52:18 | $740.810 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:51:04 | $740.810 | ○ | ○ | ○ | ● | ○ | 1 | |
| 19:49:59 | $740.620 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:48:59 | $740.620 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:47:58 | $740.620 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:46:58 | $740.620 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:45:58 | $740.620 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:44:58 | $740.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:43:57 | $740.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:42:57 | $740.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:41:57 | $740.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:40:57 | $740.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 19:39:56 | $741.470 | ○ | ○ | ○ | ● | ○ | 1 |