◌ pending VIX 20.8 20:52:53
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$1.64
gross -$1.20
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
3
WINS
0
LOSSES
3
TARGETS
0
STOPS
0
BARS
4169
TRADES  2026-07-09
SymbolStratDir EntryExitP&L ReasonHold
IWM 12:45→15:50 orb LONG $297.230 $297.200 -$0.09 TIME_STOP 185m
SPY 13:15→15:51 orb LONG $751.350 $751.130 -$0.22 TIME_STOP 155m
QQQ 13:15→15:51 orb LONG $723.580 $722.694 -$0.89 TIME_STOP 155m
MARKET CONDITIONS — 2026-07-09
IWM $297.40 15:59
BB+KDJ +0.03% to BB 2/2
ORB LONG READY ▲ 294.90–296.68
QQQ $723.00 15:59
BB+KDJ +0.10% to BB 2/2
ORB LONG READY ▲ 716.50–721.07
VWAP PB choppy (4× > 1) 4×
SPY $751.27 15:59
BB+KDJ +0.07% to BB 2/2
ORB LONG READY ▲ 745.68–748.36
VWAP PB choppy (2× > 1) 2×
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
13:14 SPY orb orb_vol_fail 0/0
13:14 QQQ orb orb_vol_fail 0/0
13:13 SPY orb orb_vol_fail 0/0
13:13 QQQ orb orb_vol_fail 0/0
13:12 SPY orb orb_vol_fail 0/0
13:12 QQQ orb orb_vol_fail 0/0
13:11 QQQ orb orb_vol_fail 0/0
13:11 SPY orb orb_vol_fail 0/0
13:10 SPY orb orb_vol_fail 0/0
13:10 QQQ orb orb_vol_fail 0/0
13:09 SPY orb orb_vol_fail 0/0
13:09 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:05 $751.270 2
15:58:05 $751.270 2
15:57:04 $751.270 2
15:56:04 $751.270 2
15:55:04 $751.270 2
15:54:04 $751.405 1
15:53:03 $751.405 1
15:52:03 $751.405 1
15:50:54 $751.405 1
15:49:49 $751.270 1
15:48:49 $751.270 1
15:47:49 $751.270 1
15:46:48 $751.270 1
15:45:48 $751.270 1
15:44:48 $751.100 1
15:43:48 $751.100 1
15:42:47 $751.100 1
15:41:47 $751.100 1
15:40:47 $751.100 1
15:39:46 $751.100 1
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.