HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
+$0.45
WIN%
25.0%
PF
1.97
TRADES
4
WINS
1
LOSSES
3
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-07-14
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:05→10:10 vwap_pb LONG $750.175 $749.990 -$0.18 VWAP_LOST 5m
QQQ 10:05→10:10 vwap_pb LONG $716.530 $716.360 -$0.17 VWAP_LOST 5m
SPY 11:50→15:50 orb LONG $751.420 $752.330 +$0.91 TIME_STOP 239m
QQQ 13:15→15:50 orb LONG $720.486 $720.380 -$0.11 TIME_STOP 155m
MARKET CONDITIONS — 2026-07-14
IWM $294.58 15:59
BB+KDJ +0.16% to BB 2/2
ORB SHORT READY ▼ 294.61–296.06
VWAP PB choppy (8× > 1)
GAP FADE watching
QQQ $720.52 15:59
BB+KDJ +0.14% to BB 1/2
ORB LONG READY ▲ 717.12–720.29
VWAP PB choppy (7× > 1)
GAP FADE watching
SPY $752.48 15:59
BB+KDJ +0.09% to BB 2/2
ORB LONG READY ▲ 749.44–751.35
VWAP PB choppy (5× > 1)
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 IWM orb orb_shorts_symbol_excluded 0/0
15:48 IWM orb orb_shorts_symbol_excluded 0/0
15:47 IWM orb orb_shorts_symbol_excluded 0/0
15:46 IWM orb orb_shorts_symbol_excluded 0/0
15:45 IWM orb orb_shorts_symbol_excluded 0/0
15:44 IWM orb orb_shorts_symbol_excluded 0/0
15:43 IWM orb orb_shorts_symbol_excluded 0/0
15:42 IWM orb orb_shorts_symbol_excluded 0/0
15:41 IWM orb orb_shorts_symbol_excluded 0/0
15:40 IWM orb orb_shorts_symbol_excluded 0/0
15:39 IWM orb orb_shorts_symbol_excluded 0/0
15:38 IWM orb orb_shorts_symbol_excluded 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:47 $752.475 2
15:58:46 $752.475 2
15:57:46 $752.475 2
15:56:45 $752.475 2
15:55:45 $752.475 2
15:54:45 $752.290 1
15:53:44 $752.290 1
15:52:44 $752.290 1
15:51:43 $752.290 1
15:50:16 $752.290 1
15:49:16 $751.960 1
15:48:16 $751.960 1
15:47:15 $751.960 1
15:46:15 $751.960 1
15:45:14 $751.960 1
15:44:14 $752.020 2
15:43:14 $752.020 2
15:42:13 $752.020 2
15:41:13 $752.020 2
15:40:12 $752.020 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: 244 fills, avg slip -2.5 bps, 75 entries unfilled, 0 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.