| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| IWM VWA | 11:30 | 11:55 | $296.760 | $296.490 | -$0.81 | ✗ VWAP_LOST | 24m | -6.1 |
| SPY VWA | 11:55 | 12:10 | $753.440 | $752.570 | -$0.87 | ✗ VWAP_LOST | 15m | -2.4 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $294.470 | $294.361 | $295.019 | RANGING | ○ | ○ | ● | ● | ● | 3/2 | BB +0.04% away |
| QQQ | 15:59 | $702.920 | $702.976 | $705.540 | TRENDING | ● | ○ | ● | ○ | ● | 2/2 | BB ✓ · need KDJ |
| SPY | 15:59 | $748.210 | $748.219 | $749.991 | TRENDING | ● | ○ | ● | ○ | ● | 2/2 | BB ✓ · need KDJ |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $294.470 | $296.790 | $294.650 | ✓ | SHORT READY ▼ |
| QQQ | 15:59 | $702.920 | $713.595 | $709.930 | ✓ | SHORT READY ▼ |
| SPY | 15:59 | $748.210 | $753.519 | $751.640 | ✓ | SHORT READY ▼ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $294.470 | 1 | ○ | ● | wick ✓ · close below VWAP |
| QQQ | 15:59 | $702.920 | 8 | ○ | ● | choppy (8 crosses > 1) |
| SPY | 15:59 | $748.210 | 2 | ○ | ● | choppy (2 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $294.470 | SKIP · entry_unfilled |
| QQQ | $702.920 | SKIP · gap_no_rejection |
| SPY | $748.210 | SKIP · gap_out_of_range |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:56 | QQQ | bb_kdj_loose | entry_unfilled | 0/0 |
| 15:56 | QQQ | bb_kdj | entry_unfilled | 0/0 |
| 15:49 | SPY | orb | orb_vol_fail | 0/0 |
| 15:49 | QQQ | orb | orb_shorts_symbol_excluded | 0/0 |
| 15:48 | SPY | orb | orb_vol_fail | 0/0 |
| 15:48 | QQQ | orb | orb_shorts_symbol_excluded | 0/0 |
| 15:47 | QQQ | orb | orb_shorts_symbol_excluded | 0/0 |
| 15:47 | SPY | orb | orb_vol_fail | 0/0 |
| 15:46 | SPY | orb | orb_vol_fail | 0/0 |
| 15:46 | QQQ | orb | orb_shorts_symbol_excluded | 0/0 |
| 15:45 | SPY | orb | orb_vol_fail | 0/0 |
| 15:45 | QQQ | orb | orb_shorts_symbol_excluded | 0/0 |
Weekly gate report (confirmed-fill era since 2026-06-11) `vwap_pb ` 17/20 ████████ win 35% PnL +2.48 PF 1.37 (week: 3 trades +0.48) `orb ` 40/30 ██████████ win 42% PnL -11.21 PF 0.75 (week: 3 trades -2.62) ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 → check execution first `bb_kdj ` 3/30 █ win 67% PnL -0.06 PF 0.97 (week: 0 trades +0.00) execution: 132 fills, avg slip -3.7 bps, 46 entries unfilled, 0 stuck exits, 0 reconcile mismatches Knob freeze holds — no parameter changes until a gate trips.
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:29 | $748.210 | ● | ○ | ● | ○ | ● | 2 | |
| 15:58:28 | $748.210 | ● | ○ | ● | ○ | ● | 2 | |
| 15:57:28 | $748.210 | ● | ○ | ● | ○ | ● | 2 | |
| 15:55:42 | $748.210 | ● | ○ | ● | ○ | ● | 2 | |
| 15:54:41 | $748.490 | ● | ○ | ● | ○ | ● | 2 | |
| 15:53:41 | $748.490 | ● | ○ | ● | ○ | ● | 2 | |
| 15:52:40 | $748.490 | ● | ○ | ● | ○ | ● | 2 | |
| 15:51:40 | $748.490 | ● | ○ | ● | ○ | ● | 2 | |
| 15:50:40 | $748.490 | ● | ○ | ● | ○ | ● | 2 | |
| 15:49:39 | $749.060 | ○ | ● | ● | ○ | ○ | 1 | |
| 15:48:39 | $749.060 | ○ | ● | ● | ○ | ○ | 1 | |
| 15:47:38 | $749.060 | ○ | ● | ● | ○ | ○ | 1 | |
| 15:46:38 | $749.060 | ○ | ● | ● | ○ | ○ | 1 | |
| 15:45:38 | $749.060 | ○ | ● | ● | ○ | ○ | 1 | |
| 15:44:37 | $748.690 | ● | ○ | ● | ○ | ● | 2 | |
| 15:43:37 | $748.690 | ● | ○ | ● | ○ | ● | 2 | |
| 15:42:36 | $748.690 | ● | ○ | ● | ○ | ● | 2 | |
| 15:41:36 | $748.690 | ● | ○ | ● | ○ | ● | 2 | |
| 15:40:36 | $748.690 | ● | ○ | ● | ○ | ● | 2 | |
| 15:39:35 | $749.100 | ● | ○ | ● | ○ | ● | 2 |