HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$1.77
WIN%
0.0%
PF
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)
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)
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% 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.