HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$7.91
WIN%
25.0%
PF
0.04
TRADES
4
WINS
1
LOSSES
3
TARGETS
0
STOPS
0
BARS
3000
TRADES  2026-06-26
SymbolStratDir EntryExitP&L ReasonHold
SPY 14:30→14:36 vwap_pb LONG $732.840 $733.160 +$0.32 VWAP_LOST 5m
IWM 13:00→15:50 orb LONG $298.440 $297.860 -$1.74 TIME_STOP 169m
SPY 11:36→15:50 orb LONG $734.750 $732.685 -$2.06 TIME_STOP 254m
QQQ 13:01→15:51 orb LONG $713.365 $708.940 -$4.42 TIME_STOP 170m
MARKET CONDITIONS — 2026-06-26
IWM $297.15 15:59
BB+KDJ +0.25% to BB 1/2
ORB inside · ++0.26% to H 295.74–297.91
QQQ $710.89 15:59
BB+KDJ +0.40% to BB 1/2
ORB LONG READY ▲ 702.81–707.38
VWAP PB choppy (7× > 1)
SPY $733.05 15:59
BB+KDJ +0.23% to BB 2/2
ORB LONG READY ▲ 726.86–729.65
VWAP PB choppy (5× > 1)
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
14:25 SPY vwap_pb entry_unfilled 0/0
12:59 QQQ orb orb_vol_fail 0/0
12:59 IWM orb orb_vol_fail 0/0
12:58 QQQ orb orb_vol_fail 0/0
12:58 IWM orb orb_vol_fail 0/0
12:57 QQQ orb orb_vol_fail 0/0
12:57 IWM orb orb_vol_fail 0/0
12:56 QQQ orb orb_vol_fail 0/0
12:56 IWM orb orb_vol_fail 0/0
12:55 QQQ orb orb_vol_fail 0/0
12:55 IWM orb orb_vol_fail 0/0
12:54 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:26 $733.050 2
15:58:26 $733.050 2
15:57:26 $733.050 2
15:56:26 $733.050 2
15:55:25 $733.050 2
15:54:25 $733.270 1
15:53:25 $733.270 1
15:52:24 $733.270 1
15:50:43 $733.270 1
15:49:23 $732.332 1
15:48:22 $732.332 1
15:47:22 $732.332 1
15:46:22 $732.332 1
15:45:22 $732.332 1
15:44:21 $732.670 1
15:43:21 $732.670 1
15:42:21 $732.670 1
15:41:20 $732.670 1
15:40:20 $732.670 1
15:39:20 $732.190 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 ` 35/20 ██████████ win 46%  PnL +8.24  PF 1.93  (week: 3 trades +1.16)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 54/30 ██████████ win 44%  PnL -8.98  PF 0.84  (week: 1 trades -5.96)
  ⚠ 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: 250 fills, avg slip -2.4 bps, 76 entries unfilled, 0 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.