| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| SPY 12:10→15:50 | orb | LONG | $738.700 | $740.630 | +$1.93 | TIME_STOP | 219m |
| QQQ 12:15→15:50 | orb | LONG | $719.650 | $722.570 | +$2.92 | TIME_STOP | 214m |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 12:54 | IWM | orb | orb_vol_fail | 0/0 |
| 12:53 | IWM | orb | orb_vol_fail | 0/0 |
| 12:52 | IWM | orb | orb_vol_fail | 0/0 |
| 12:51 | IWM | orb | orb_vol_fail | 0/0 |
| 12:50 | IWM | orb | orb_vol_fail | 0/0 |
| 12:49 | IWM | orb | orb_vol_fail | 0/0 |
| 12:48 | IWM | orb | orb_vol_fail | 0/0 |
| 12:47 | IWM | orb | orb_vol_fail | 0/0 |
| 12:46 | IWM | orb | orb_vol_fail | 0/0 |
| 12:45 | IWM | orb | orb_vol_fail | 0/0 |
| 12:44 | IWM | orb | orb_vol_fail | 0/0 |
| 12:43 | IWM | orb | orb_vol_fail | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:34 | $740.900 | 2 | ||||||
| 15:58:34 | $740.900 | 2 | ||||||
| 15:57:33 | $740.900 | 2 | ||||||
| 15:56:33 | $740.900 | 2 | ||||||
| 15:55:33 | $740.900 | 2 | ||||||
| 15:54:32 | $740.650 | 2 | ||||||
| 15:53:32 | $740.650 | 2 | ||||||
| 15:52:32 | $740.650 | 2 | ||||||
| 15:51:31 | $740.650 | 2 | ||||||
| 15:50:04 | $740.650 | 2 | ||||||
| 15:49:04 | $740.720 | 1 | ||||||
| 15:48:04 | $740.720 | 1 | ||||||
| 15:47:03 | $740.720 | 1 | ||||||
| 15:46:03 | $740.720 | 1 | ||||||
| 15:45:03 | $740.720 | 1 | ||||||
| 15:44:02 | $740.490 | 1 | ||||||
| 15:43:02 | $740.490 | 1 | ||||||
| 15:42:02 | $740.490 | 1 | ||||||
| 15:41:01 | $740.490 | 1 | ||||||
| 15:40:01 | $740.490 | 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.