HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
+$6.20
gross +$6.65
WIN%
100.0%
PF net
∞
gross ∞
TRADES
3
WINS
3
LOSSES
0
TARGETS
0
STOPS
0
BARS
3016
TRADES  2026-06-30
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:10→12:25 orb LONG $743.300 $746.320 +$3.02 TARGET 134m
IWM 11:40→15:50 orb LONG $299.360 $300.370 +$3.03 TIME_STOP 249m
QQQ 13:56→15:50 orb LONG $735.800 $736.400 +$0.60 TIME_STOP 114m
MARKET CONDITIONS — 2026-06-30
IWM $300.69 15:59
BB+KDJ +0.17% to BB 2/2
ORB LONG READY ▲ 297.44–299.15
QQQ $736.88 15:59
BB+KDJ +0.17% to BB 1/2
ORB LONG READY ▲ 723.92–729.44
VWAP PB watching 0×
SPY $746.91 15:59
BB+KDJ +0.05% to BB 1/2
ORB LONG READY ▲ 740.89–742.09
VWAP PB choppy (3× > 1) 3×
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
13:54 QQQ orb orb_vol_fail 0/0
13:53 QQQ orb orb_vol_fail 0/0
13:52 QQQ orb orb_vol_fail 0/0
13:51 QQQ orb orb_vol_fail 0/0
13:50 QQQ orb orb_vol_fail 0/0
13:49 QQQ orb orb_vol_fail 0/0
13:48 QQQ orb orb_vol_fail 0/0
13:47 QQQ orb orb_vol_fail 0/0
13:46 QQQ orb orb_vol_fail 0/0
13:45 QQQ orb orb_vol_fail 0/0
13:44 QQQ orb orb_vol_fail 0/0
13:43 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:55 $746.910 1
15:58:55 $746.910 1
15:57:55 $746.910 1
15:56:54 $746.910 1
15:55:54 $746.910 1
15:54:54 $747.129 0
15:53:54 $747.129 0
15:52:53 $747.129 0
15:51:53 $747.129 0
15:50:48 $747.129 0
15:49:40 $746.930 1
15:48:39 $746.930 1
15:47:39 $746.930 1
15:46:39 $746.930 1
15:45:38 $746.930 1
15:44:38 $747.140 1
15:43:38 $747.140 1
15:42:37 $747.140 1
15:41:37 $747.140 1
15:40:37 $747.140 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.