◌ pending VIX 21.1 16:25:54
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$1.88
gross -$1.77
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5670
TRADES  2026-07-17
SymbolStratDir EntryExitP&L ReasonHold
SPY 11:40→15:50 orb LONG $745.750 $743.980 -$1.77 TIME_STOP 249m
MARKET CONDITIONS — 2026-07-17
IWM $294.09 15:59
BB+KDJ +0.34% to BB 1/2
ORB building OR…
VWAP PB choppy (8× > 1) 8×
GAP FADE SKIP · gap_no_rejection
QQQ $696.82 15:59
BB+KDJ +0.29% to BB 1/2
ORB building OR…
VWAP PB choppy (5× > 1) 5×
GAP FADE SKIP · gap_no_rejection
SPY $744.02 15:59
BB+KDJ +0.21% to BB 2/2
ORB LONG READY ▲ 740.80–742.62
VWAP PB choppy (10× > 1) 10×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
11:39 SPY orb orb_vol_fail 0/0
11:38 SPY orb orb_vol_fail 0/0
11:37 SPY orb orb_vol_fail 0/0
11:36 SPY orb orb_vol_fail 0/0
11:35 SPY orb orb_vol_fail 0/0
11:34 SPY orb orb_vol_fail 0/0
11:33 SPY orb orb_vol_fail 0/0
11:32 SPY orb orb_vol_fail 0/0
11:31 SPY orb orb_vol_fail 0/0
11:30 SPY orb orb_vol_fail 0/0
11:29 SPY orb orb_vol_fail 0/0
11:28 SPY orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:40 $744.020 2
15:58:40 $744.020 2
15:57:40 $744.020 2
15:56:39 $744.020 2
15:55:39 $744.020 2
15:54:38 $743.500 1
15:53:38 $743.500 1
15:52:37 $743.500 1
15:51:37 $743.500 1
15:50:34 $743.500 1
15:49:33 $742.840 2
15:48:33 $742.840 2
15:47:33 $742.840 2
15:46:32 $742.840 2
15:45:32 $742.840 2
15:44:31 $743.030 2
15:43:31 $743.030 2
15:42:31 $743.030 2
15:41:30 $743.030 2
15:40:30 $743.030 2
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 ` 55/20 ██████████ win 44%  PnL +2.12  PF 1.12  (week: 1 trades +0.06)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 76/30 ██████████ win 45%  PnL -15.09  PF 0.82  (week: 2 trades -3.07)
  ⚠ 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: 366 fills, avg slip -2.3 bps, 130 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.