HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$9.33
WIN%
25.0%
PF
0.09
TRADES
4
WINS
1
LOSSES
3
TARGETS
0
STOPS
0
BARS
3016
TRADES  2026-07-01
SymbolStratDir EntryExitP&L ReasonHold
QQQ 10:45→10:51 vwap_pb LONG $727.555 $728.480 +$0.93 VWAP_LOST 5m
IWM 11:40→15:50 orb LONG $302.180 $299.780 -$4.80 TIME_STOP 249m
SPY 11:15→15:50 orb LONG $748.250 $746.600 -$1.65 TIME_STOP 274m
QQQ 11:40→15:50 orb LONG $730.370 $726.560 -$3.81 TIME_STOP 249m
MARKET CONDITIONS — 2026-07-01
IWM $299.98 15:59
BB+KDJ +0.01% to BB 2/2
ORB inside · ++0.32% to H 298.92–300.95
QQQ $726.50 15:59
BB+KDJ +0.09% to BB 2/2
ORB inside · ++0.44% to H 725.52–729.70
VWAP PB choppy (6× > 1)
SPY $746.52 15:59
BB+KDJ +0.00% to BB 1/2
ORB LONG READY ▲ 742.38–745.16
VWAP PB choppy (4× > 1)
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
11:39 QQQ orb orb_vol_fail 0/0
11:39 IWM orb orb_vol_fail 0/0
11:38 QQQ orb orb_vol_fail 0/0
11:38 IWM orb orb_vol_fail 0/0
11:37 QQQ orb orb_vol_fail 0/0
11:37 IWM orb orb_vol_fail 0/0
11:36 QQQ orb orb_vol_fail 0/0
11:36 IWM orb orb_vol_fail 0/0
11:35 QQQ orb orb_vol_fail 0/0
11:35 IWM orb orb_vol_fail 0/0
11:34 QQQ orb orb_vol_fail 0/0
11:34 IWM orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:33 $746.520 1
15:58:33 $746.520 1
15:57:32 $746.520 1
15:56:32 $746.520 1
15:55:32 $746.520 1
15:54:31 $746.660 2
15:53:31 $746.660 2
15:52:31 $746.660 2
15:51:30 $746.660 2
15:50:13 $746.660 2
15:49:05 $746.840 1
15:48:04 $746.840 1
15:47:04 $746.840 1
15:46:04 $746.840 1
15:45:03 $746.840 1
15:44:03 $747.140 2
15:43:03 $747.140 2
15:42:02 $747.140 2
15:41:02 $747.140 2
15:40:01 $747.140 2
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: 248 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.