HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$2.85
WIN%
0.0%
PF
0.00
TRADES
3
WINS
0
LOSSES
3
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-07-22
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:25→10:30 vwap_pb LONG $747.635 $747.235 -$0.40 VWAP_LOST 5m
SPY 13:16→15:50 orb LONG $749.290 $747.920 -$1.37 TIME_STOP 154m
QQQ 14:00→15:50 orb LONG $707.510 $706.430 -$1.08 TIME_STOP 110m
MARKET CONDITIONS — 2026-07-22
IWM $293.72 15:59
BB+KDJ KDJ ✓ · BB +0.10% away 0/2
ORB SHORT READY ▼ 295.19–296.43
VWAP PB choppy (3× > 1)
GAP FADE SKIP · gap_out_of_range
QQQ $706.78 15:59
BB+KDJ +0.06% to BB 1/2
ORB LONG READY ▲ 703.64–705.39
VWAP PB choppy (11× > 1) 11×
GAP FADE SKIP · entry_unfilled
SPY $747.98 15:59
BB+KDJ KDJ ✓ · BB +0.06% away 1/2
ORB LONG READY ▲ 746.37–747.56
VWAP PB choppy (3× > 1)
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 QQQ bb_kdj bonus_below_threshold 1/2
15:49 IWM orb orb_vol_fail 0/0
15:48 QQQ bb_kdj bonus_below_threshold 1/2
15:48 IWM orb orb_vol_fail 0/0
15:47 QQQ bb_kdj bonus_below_threshold 1/2
15:47 IWM orb orb_vol_fail 0/0
15:46 QQQ bb_kdj bonus_below_threshold 1/2
15:46 IWM orb orb_vol_fail 0/0
15:45 QQQ bb_kdj_loose entry_unfilled 0/0
15:45 QQQ bb_kdj bonus_below_threshold 1/2
15:45 IWM orb orb_vol_fail 0/0
15:44 IWM orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:02 $747.980 1
15:58:01 $747.980 1
15:57:01 $747.980 1
15:56:00 $747.980 1
15:55:00 $747.980 1
15:53:59 $747.785 1
15:52:59 $747.785 1
15:51:58 $747.785 1
15:50:41 $747.785 1
15:49:41 $747.410 2
15:48:41 $747.410 2
15:47:40 $747.410 2
15:46:40 $747.410 2
15:45:17 $747.410 2
15:44:17 $747.710 1
15:43:17 $747.710 1
15:42:16 $747.710 1
15:41:16 $747.710 1
15:40:15 $747.710 1
15:39:15 $748.000 1
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
◉ 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 ` 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.