◌ pending VIX 20.8 22:43:33
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$7.62
gross -$7.29
WIN%
33.3%
PF net
0.04
gross 0.05
TRADES
3
WINS
1
LOSSES
2
TARGETS
0
STOPS
0
BARS
3024
TRADES  2026-06-23
SymbolStratDir EntryExitP&L ReasonHold
SPY 11:05→11:10 vwap_pb LONG $736.320 $735.730 -$0.59 VWAP_LOST 5m
QQQ 12:25→14:56 orb LONG $719.600 $712.490 -$7.11 STOP 150m
SPY 11:40→15:50 orb LONG $734.470 $734.880 +$0.41 TIME_STOP 249m
MARKET CONDITIONS — 2026-06-23
IWM $295.48 15:59
BB+KDJ +0.23% to BB 1/2
ORB building OR…
QQQ $714.48 15:59
BB+KDJ +0.26% to BB 2/2
ORB inside · ++0.44% to H 713.28–717.61
VWAP PB choppy (7× > 1) 7×
SPY $734.71 15:59
BB+KDJ +0.17% to BB 2/2
ORB LONG READY ▲ 732.30–734.56
VWAP PB choppy (3× > 1) 3×
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
12:24 QQQ orb orb_vol_fail 0/0
12:23 QQQ orb orb_vol_fail 0/0
12:22 QQQ orb orb_vol_fail 0/0
12:21 QQQ orb orb_vol_fail 0/0
12:20 QQQ orb orb_vol_fail 0/0
12:19 QQQ orb orb_vol_fail 0/0
12:18 QQQ orb orb_vol_fail 0/0
12:17 QQQ orb orb_vol_fail 0/0
12:16 QQQ orb orb_vol_fail 0/0
12:15 QQQ orb orb_vol_fail 0/0
12:14 QQQ orb orb_vol_fail 0/0
12:13 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:37 $734.710 2
15:58:37 $734.710 2
15:57:37 $734.710 2
15:56:36 $734.710 2
15:55:36 $734.710 2
15:54:36 $734.500 2
15:53:35 $734.500 2
15:52:35 $734.500 2
15:51:35 $734.500 2
15:50:18 $734.500 2
15:49:18 $734.620 2
15:48:17 $734.620 2
15:47:17 $734.620 2
15:46:17 $734.620 2
15:45:17 $734.620 2
15:44:16 $734.990 1
15:43:16 $734.990 1
15:42:16 $734.990 1
15:41:15 $734.990 1
15:40:15 $734.990 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
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.

TRADE LOG
Date Sym Strat Dir Entry Exit Gross Net Net bps Bars Reason
Loading…
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
Loading…
REGIME CALENDAR — last 90 classified trading days · hover for details
Loading…
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
Loading…
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.