◌ pending VIX 20.8 21:37:30
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$0.41
gross -$0.19
WIN%
50.0%
PF net
0.72
gross 0.86
TRADES
2
WINS
1
LOSSES
1
TARGETS
0
STOPS
0
BARS
4147
TRADES  2026-07-06
SymbolStratDir EntryExitP&L ReasonHold
SPY 11:36→15:51 orb LONG $750.500 $751.680 +$1.18 TIME_STOP 255m
QQQ 11:40→15:51 orb LONG $725.080 $723.710 -$1.37 TIME_STOP 251m
MARKET CONDITIONS — 2026-07-06
IWM $299.23 15:59
BB+KDJ +0.07% to BB 1/2
ORB building OR…
QQQ $724.51 15:59
BB+KDJ +0.28% to BB 2/2
ORB LONG READY ▲ 718.48–722.27
VWAP PB choppy (4× > 1) 4×
SPY $751.96 15:59
BB+KDJ +0.14% to BB 1/2
ORB LONG READY ▲ 747.41–749.47
VWAP PB choppy (4× > 1) 4×
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
13:11 QQQ vwap_pb entry_unfilled 0/0
11:39 QQQ orb orb_vol_fail 0/0
11:38 QQQ orb orb_vol_fail 0/0
11:37 QQQ orb orb_vol_fail 0/0
11:36 QQQ orb orb_vol_fail 0/0
11:34 SPY orb orb_vol_fail 0/0
11:34 QQQ orb orb_vol_fail 0/0
11:33 SPY orb orb_vol_fail 0/0
11:33 QQQ orb orb_vol_fail 0/0
11:32 SPY orb orb_vol_fail 0/0
11:32 QQQ orb orb_vol_fail 0/0
11:31 SPY orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:19 $751.960 1
15:58:18 $751.960 1
15:57:18 $751.960 1
15:56:18 $751.960 1
15:55:17 $751.960 1
15:54:17 $752.030 0
15:53:17 $752.030 0
15:52:17 $752.030 0
15:50:54 $752.030 0
15:49:53 $751.960 1
15:48:53 $751.960 1
15:47:53 $751.960 1
15:46:52 $751.960 1
15:45:52 $751.960 1
15:44:52 $752.030 0
15:43:52 $752.030 0
15:42:51 $752.030 0
15:41:51 $752.030 0
15:40:51 $752.030 0
15:39:50 $752.290 0
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.