| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY VWA | 10:05 | 10:15 | $745.100 | $745.040 | -$0.06 | ✗ VWAP_LOST | 10m | -2.1 |
| IWM ORB | 11:55 | 15:50 | $295.295 | $296.510 | +$3.65 | ✗ TIME_STOP | 235m | +8.1 |
| SPY ORB | 13:05 | 15:51 | $748.615 | $748.470 | -$0.14 | ✗ TIME_STOP | 165m | -0.8 |
| QQQ ORB | 12:20 | 15:51 | $708.915 | $709.410 | +$0.49 | ✗ TIME_STOP | 211m | -0.8 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $296.430 | $295.766 | $296.065 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.22% away |
| QQQ | 15:59 | $709.532 | $708.448 | $709.143 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.15% away |
| SPY | 15:59 | $748.600 | $747.992 | $748.295 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.08% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $296.430 | $294.520 | $292.690 | ✓ | LONG READY ▲ |
| QQQ | 15:59 | $709.532 | $707.130 | $704.450 | ✓ | LONG READY ▲ |
| SPY | 15:59 | $748.600 | $746.660 | $745.120 | ✓ | LONG READY ▲ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $296.430 | 4 | ● | ○ | choppy (4 crosses > 1) |
| QQQ | 15:59 | $709.532 | 5 | ● | ○ | choppy (5 crosses > 1) |
| SPY | 15:59 | $748.600 | 3 | ● | ○ | choppy (3 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $296.430 | SKIP · gap_no_rejection |
| QQQ | $709.532 | watching (pre-9:35 or no gap) |
| SPY | $748.600 | watching (pre-9:35 or no gap) |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 13:04 | SPY | orb | orb_vol_fail | 0/0 |
| 13:03 | SPY | orb | orb_vol_fail | 0/0 |
| 13:02 | SPY | orb | orb_vol_fail | 0/0 |
| 13:01 | SPY | orb | orb_vol_fail | 0/0 |
| 13:00 | SPY | orb | orb_vol_fail | 0/0 |
| 12:59 | SPY | orb | orb_vol_fail | 0/0 |
| 12:58 | SPY | orb | orb_vol_fail | 0/0 |
| 12:57 | SPY | orb | orb_vol_fail | 0/0 |
| 12:56 | SPY | orb | orb_vol_fail | 0/0 |
| 12:55 | SPY | orb | orb_vol_fail | 0/0 |
| 12:54 | SPY | orb | orb_vol_fail | 0/0 |
| 12:53 | 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 |
|---|---|---|---|---|---|---|---|---|
| 15:59:23 | $748.600 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:58:23 | $748.600 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:57:22 | $748.600 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:56:22 | $748.600 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:55:21 | $748.600 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:54:21 | $748.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:53:21 | $748.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:52:20 | $748.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:50:57 | $748.530 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:49:42 | $748.420 | ○ | ● | ○ | ● | ● | 2 | |
| 15:48:42 | $748.420 | ○ | ● | ○ | ● | ● | 2 | |
| 15:47:41 | $748.420 | ○ | ● | ○ | ● | ● | 2 | |
| 15:46:41 | $748.420 | ○ | ● | ○ | ● | ● | 2 | |
| 15:45:41 | $748.420 | ○ | ● | ○ | ● | ● | 2 | |
| 15:44:40 | $748.180 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:43:40 | $748.180 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:42:39 | $748.180 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:41:39 | $748.180 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:40:38 | $748.180 | ○ | ○ | ○ | ● | ● | 2 | |
| 15:39:38 | $748.260 | ○ | ○ | ○ | ● | ● | 2 |