| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY VWA | 10:25 | 10:30 | $747.635 | $747.235 | -$0.40 | ✗ VWAP_LOST | 5m | -4.6 |
| SPY ORB | 13:16 | 15:50 | $749.290 | $747.920 | -$1.37 | ✗ TIME_STOP | 154m | +1.8 |
| QQQ ORB | 14:00 | 15:50 | $707.510 | $706.430 | -$1.08 | ✗ TIME_STOP | 110m | -1.0 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $293.720 | $293.416 | $293.887 | TRENDING | ○ | ● | ○ | ○ | ○ | 0/2 | KDJ ✓ · BB +0.10% |
| QQQ | 15:59 | $706.780 | $706.328 | $706.996 | TRENDING | ○ | ○ | ○ | ○ | ● | 1/2 | BB +0.06% away |
| SPY | 15:59 | $747.980 | $747.567 | $748.112 | TRENDING | ○ | ● | ○ | ○ | ● | 1/2 | KDJ ✓ · BB +0.06% |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $293.720 | $296.430 | $295.190 | ✓ | SHORT READY ▼ |
| QQQ | 15:59 | $706.780 | $705.390 | $703.640 | ✓ | LONG READY ▲ |
| SPY | 15:59 | $747.980 | $747.559 | $746.370 | ✓ | LONG READY ▲ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $293.720 | 3 | ○ | ● | choppy (3 crosses > 1) |
| QQQ | 15:59 | $706.780 | 11 | ○ | ● | choppy (11 crosses > 1) |
| SPY | 15:59 | $747.980 | 3 | ○ | ● | choppy (3 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $293.720 | SKIP · gap_out_of_range |
| QQQ | $706.780 | SKIP · entry_unfilled |
| SPY | $747.980 | SKIP · gap_out_of_range |
| Time | Symbol | Strategy | Reason | Score/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 |
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 |
|---|---|---|---|---|---|---|---|---|
| 15:59:02 | $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 |