◌ pending VIX 20.8 22:54:24
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.00
gross +$0.00
WIN%
0.0%
PF net
—
gross ∞
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
2528
MARKET CONDITIONS — 2026-06-22
IWM $298.33 15:59
BB+KDJ +0.20% to BB 2/2
ORB inside · ++0.29% to H 297.00–299.21
QQQ $736.41 15:59
BB+KDJ +0.18% to BB 1/2
ORB SHORT READY ▼ 740.43–744.37
VWAP PB choppy (4× > 1) 4×
SPY $743.77 15:59
BB+KDJ KDJ ✓ · BB +0.11% away 2/2
ORB SHORT READY ▼ 747.55–749.78
VWAP PB choppy (4× > 1) 4×
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 QQQ orb orb_vol_fail 0/0
15:48 QQQ orb orb_vol_fail 0/0
15:47 QQQ orb orb_vol_fail 0/0
15:46 QQQ orb orb_vol_fail 0/0
15:45 QQQ orb orb_vol_fail 0/0
15:44 QQQ orb orb_vol_fail 0/0
15:43 QQQ orb orb_vol_fail 0/0
15:42 QQQ orb orb_vol_fail 0/0
15:41 QQQ orb orb_vol_fail 0/0
15:40 QQQ orb orb_vol_fail 0/0
15:39 QQQ orb orb_vol_fail 0/0
15:38 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:21 $743.770 2
15:58:21 $743.770 2
15:57:21 $743.770 2
15:56:21 $743.770 2
15:55:20 $743.770 2
15:54:20 $743.231 1
15:53:20 $743.231 1
15:52:19 $743.231 1
15:51:19 $743.231 1
15:50:19 $743.231 1
15:49:19 $743.560 1
15:48:18 $743.560 1
15:47:18 $743.560 1
15:46:18 $743.560 1
15:45:17 $743.560 1
15:44:17 $743.690 1
15:43:17 $743.690 1
15:42:16 $743.690 1
15:41:16 $743.690 1
15:40:16 $743.690 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.