| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| SPY 10:20→10:30 | vwap_pb | LONG | $750.400 | $748.340 | -$2.06 | VWAP_LOST | 10m |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:49 | SPY | orb | orb_vol_fail | 0/0 |
| 15:49 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:49 | IWM | orb | orb_vol_fail | 0/0 |
| 15:48 | SPY | orb | orb_vol_fail | 0/0 |
| 15:48 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:48 | IWM | orb | orb_vol_fail | 0/0 |
| 15:47 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:47 | SPY | orb | orb_vol_fail | 0/0 |
| 15:47 | IWM | orb | orb_vol_fail | 0/0 |
| 15:46 | SPY | orb | orb_vol_fail | 0/0 |
| 15:46 | QQQ | orb | orb_vol_fail | 0/0 |
| 15:46 | IWM | orb | orb_vol_fail | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:12 | $743.270 | 2 | ||||||
| 15:58:12 | $743.270 | 2 | ||||||
| 15:57:12 | $743.270 | 2 | ||||||
| 15:56:11 | $743.270 | 2 | ||||||
| 15:55:11 | $743.270 | 2 | ||||||
| 15:54:11 | $743.250 | 2 | ||||||
| 15:53:10 | $743.250 | 2 | ||||||
| 15:52:10 | $743.250 | 2 | ||||||
| 15:51:10 | $743.250 | 2 | ||||||
| 15:50:09 | $743.250 | 2 | ||||||
| 15:49:09 | $743.110 | 0 | ||||||
| 15:48:09 | $743.110 | 0 | ||||||
| 15:47:08 | $743.110 | 0 | ||||||
| 15:46:08 | $743.110 | 0 | ||||||
| 15:45:08 | $743.110 | 0 | ||||||
| 15:44:07 | $742.840 | 0 | ||||||
| 15:43:07 | $742.840 | 0 | ||||||
| 15:42:07 | $742.840 | 0 | ||||||
| 15:41:06 | $742.840 | 0 | ||||||
| 15:40:06 | $742.840 | 0 |
| 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.