| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| QQQ 17:30→19:51 | orb | LONG | $740.120 | $740.510 | +$0.39 | TIME_STOP | 140m |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 17:29 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:28 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:27 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:26 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:25 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:24 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:23 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:22 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:20 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:19 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:18 | QQQ | orb | orb_vol_fail | 0/0 |
| 17:17 | QQQ | orb | orb_vol_fail | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 19:59:03 | $746.990 | 2 | ||||||
| 19:58:03 | $746.990 | 2 | ||||||
| 19:57:03 | $746.990 | 2 | ||||||
| 19:56:03 | $746.990 | 2 | ||||||
| 19:55:02 | $746.990 | 2 | ||||||
| 19:54:02 | $747.301 | 2 | ||||||
| 19:53:02 | $747.301 | 2 | ||||||
| 19:52:01 | $747.301 | 2 | ||||||
| 19:50:45 | $747.301 | 2 | ||||||
| 19:49:45 | $746.965 | 2 | ||||||
| 19:48:44 | $746.965 | 2 | ||||||
| 19:47:44 | $746.965 | 2 | ||||||
| 19:46:44 | $746.965 | 2 | ||||||
| 19:45:43 | $746.965 | 2 | ||||||
| 19:44:43 | $746.190 | 1 | ||||||
| 19:43:43 | $746.190 | 1 | ||||||
| 19:42:43 | $746.190 | 1 | ||||||
| 19:41:42 | $746.190 | 1 | ||||||
| 19:40:42 | $746.190 | 1 | ||||||
| 19:39:42 | $746.010 | 1 |
| Strategy | Trades | Win% | Gross PF | Net PF | Net PF 95% CI | Net bps | Gross P&L | Net P&L | Last |
|---|---|---|---|---|---|---|---|---|---|
| Loading… | |||||||||
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.
| Date | Sym | Strat | Dir | Entry | Exit | Gross | Net | Net bps | Bars | Reason |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||
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.