◉ neutral 72% VIX 21.1 14:26:20
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$3.38
gross +$3.94
WIN%
50.0%
PF net
8.88
gross 20.20
TRADES
4
WINS
2
LOSSES
2
TARGETS
0
STOPS
0
BARS
5685
TRADES  2026-07-21
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:05→10:15 vwap_pb LONG $745.100 $745.040 -$0.06 VWAP_LOST 10m
IWM 11:55→15:50 orb LONG $295.295 $296.510 +$3.65 TIME_STOP 235m
SPY 13:05→15:51 orb LONG $748.615 $748.470 -$0.14 TIME_STOP 165m
QQQ 12:20→15:51 orb LONG $708.915 $709.410 +$0.49 TIME_STOP 211m
MARKET CONDITIONS — 2026-07-21
IWM $296.43 15:59
BB+KDJ +0.22% to BB 2/2
ORB LONG READY ▲ 292.69–294.52
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_no_rejection
QQQ $709.53 15:59
BB+KDJ +0.15% to BB 1/2
ORB LONG READY ▲ 704.45–707.13
VWAP PB choppy (5× > 1) 5×
GAP FADE watching
SPY $748.60 15:59
BB+KDJ +0.08% to BB 2/2
ORB LONG READY ▲ 745.12–746.66
VWAP PB choppy (3× > 1) 3×
GAP FADE watching
RECENT SKIPS
TimeSymbolStrategyReasonScore/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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
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
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
◉ OPEN
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.