HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
+$0.73
WIN%
100.0%
PF
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5616
TRADES  2026-07-23
SymbolStratDir EntryExitP&L ReasonHold
SPY 09:50→09:55 bb_kdj_loose LONG $740.425 $741.160 +$0.73 STOP_LOSS 5m
MARKET CONDITIONS — 2026-07-23
IWM $291.31 15:59
BB+KDJ +0.15% to BB 2/2
ORB building OR…
VWAP PB choppy (21× > 1) 21×
GAP FADE SKIP · entry_unfilled
QQQ $689.23 15:59
BB+KDJ +0.03% to BB 2/2
ORB SHORT READY ▼ 693.21–697.20
VWAP PB choppy (9× > 1)
GAP FADE SKIP · entry_unfilled
SPY $735.92 15:59
BB+KDJ BB ✓ · need KDJ 2/2
ORB SHORT READY ▼ 738.47–741.87
VWAP PB choppy (9× > 1)
GAP FADE SKIP · entry_unfilled
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:44 SPY orb orb_vol_fail 0/0
15:44 QQQ orb orb_vol_fail 0/0
15:43 SPY orb orb_vol_fail 0/0
15:43 QQQ orb orb_vol_fail 0/0
15:42 SPY orb orb_vol_fail 0/0
15:42 QQQ orb orb_vol_fail 0/0
15:41 SPY orb orb_vol_fail 0/0
15:41 QQQ orb orb_vol_fail 0/0
15:40 SPY orb orb_vol_fail 0/0
15:40 QQQ orb orb_vol_fail 0/0
15:39 QQQ orb orb_vol_fail 0/0
15:39 SPY orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:44 $735.925 2
15:58:43 $735.925 2
15:57:43 $735.925 2
15:56:43 $735.925 2
15:55:42 $735.925 2
15:54:42 $736.250 2
15:53:42 $736.250 2
15:52:41 $736.250 2
15:47:41 $736.900 2
15:46:40 $736.900 2
15:45:38 $736.900 2
15:44:37 $737.150 2
15:43:37 $737.150 2
15:42:37 $737.150 2
15:41:36 $737.150 2
15:40:36 $737.150 2
15:39:35 $737.480 2
15:38:35 $737.480 2
15:37:35 $737.480 2
15:36:34 $737.480 2
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.