◌ pending VIX 15.8 09:41:18
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L
-$1.68
WIN%
0.0%
PF
0.00
TRADES
2
WINS
0
LOSSES
2
TARGETS
0
STOPS
0
BARS
5595
TRADES  2026-07-16
SymbolStratDir EntryExitP&L ReasonHold
IWM 11:30→11:55 vwap_pb LONG $296.760 $296.490 -$0.81 VWAP_LOST 24m
SPY 11:55→12:10 vwap_pb LONG $753.440 $752.570 -$0.87 VWAP_LOST 15m
MARKET CONDITIONS — 2026-07-16
IWM $294.47 15:59
BB+KDJ +0.04% to BB 3/2
ORB SHORT READY ▼ 294.65–296.79
VWAP PB wick ✓ · below VWAP 1×
GAP FADE SKIP · entry_unfilled
QQQ $702.92 15:59
BB+KDJ BB ✓ · need KDJ 2/2
ORB SHORT READY ▼ 709.93–713.60
VWAP PB choppy (8× > 1) 8×
GAP FADE SKIP · gap_no_rejection
SPY $748.21 15:59
BB+KDJ BB ✓ · need KDJ 2/2
ORB SHORT READY ▼ 751.64–753.52
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
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
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
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bb_kdj P&L on Blocked Days
—
bb_kdj P&L on Open Days
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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
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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.