| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY ORB | 11:40 | 15:50 | $745.750 | $743.980 | -$1.77 | ✗ TIME_STOP | 249m | +6.5 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $294.090 | $293.090 | $293.624 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.34% away |
| QQQ | 15:59 | $696.820 | $694.804 | $696.685 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.29% away |
| SPY | 15:59 | $744.020 | $742.434 | $743.537 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.21% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $294.090 | $294.970 | $291.650 | — | no OR yet |
| QQQ | 15:59 | $696.820 | $693.540 | $688.000 | — | no OR yet |
| SPY | 15:59 | $744.020 | $742.620 | $740.800 | ✓ | LONG READY ▲ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $294.090 | 8 | ○ | ● | choppy (8 crosses > 1) |
| QQQ | 15:59 | $696.820 | 5 | ● | ● | choppy (5 crosses > 1) |
| SPY | 15:59 | $744.020 | 10 | ○ | ● | choppy (10 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $294.090 | SKIP · gap_no_rejection |
| QQQ | $696.820 | SKIP · gap_no_rejection |
| SPY | $744.020 | SKIP · gap_no_rejection |
| Time | Symbol | Strategy | Reason | Score/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 |
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 |
|---|---|---|---|---|---|---|---|---|
| 15:59:40 | $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 |