| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| 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 |
| Time | Symbol | Strategy | Reason | Score/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 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 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 |
| 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.