HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$4.88
WIN%
33.3%
PF
0.05
TRADES
3
WINS
1
LOSSES
2
TARGETS
0
STOPS
0
BARS
3016
TRADES  2026-06-12
SymbolStratDir EntryExitP&L ReasonHold
IWM 15:35→19:51 orb LONG $294.600 $293.040 -$4.68 TIME_STOP 255m
SPY 15:45→19:51 orb LONG $741.430 $740.990 -$0.44 TIME_STOP 245m
QQQ 15:40→19:51 orb LONG $720.800 $721.040 +$0.24 TIME_STOP 250m
MARKET CONDITIONS — 2026-06-12
IWM $293.03 19:59
BB+KDJ BB ✓ · need KDJ 2/2
ORB LONG READY ▲ 290.31–292.38
QQQ $720.94 19:59
BB+KDJ +0.11% to BB 1/2
ORB LONG READY ▲ 713.08–717.67
VWAP PB choppy (9× > 1)
SPY $740.91 19:59
BB+KDJ +0.08% to BB 1/2
ORB LONG READY ▲ 737.96–740.80
VWAP PB choppy (9× > 1)
RECENT SKIPS
TimeSymbolStrategyReasonScore/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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
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
CUMULATIVE P&L BY STRATEGY
ALL-TIME SCORECARD
Strategy Trades Win% PF Net P&L Last
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TRADE LOG
Date Sym Strat Dir Entry Exit P&L 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 ` 36/20 ██████████ win 47%  PnL +8.41  PF 1.95  (week: 1 trades +0.17)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 56/30 ██████████ win 45%  PnL -9.37  PF 0.85  (week: 3 trades -6.34)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 → check execution first
`bb_kdj  ` 6/30 ██         win 67%  PnL +0.92  PF 1.32  (week: 0 trades +0.00)
execution: 256 fills, avg slip -2.4 bps, 79 entries unfilled, 0 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.