HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$9.82
gross -$9.33
WIN%
25.0%
PF net
0.08
gross 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) 6×
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) 4×
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% Gross PF Net PF Net PF 95% CI Net bps Gross P&L Net P&L Last
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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
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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 ` 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.