| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY BB_ | 09:50 | 09:55 | $740.425 | $741.160 | +$0.73 | ✗ STOP_LOSS | 5m | +10.1 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $291.310 | $290.877 | $291.325 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.15% away |
| QQQ | 15:59 | $689.230 | $689.040 | $690.467 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.03% away |
| SPY | 15:59 | $735.925 | $736.150 | $736.986 | RANGING | ● | ○ | ○ | ● | ● | 2/2 | BB ✓ · need KDJ |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $291.310 | $293.010 | $290.340 | — | no OR yet |
| QQQ | 15:59 | $689.230 | $697.200 | $693.210 | ✓ | SHORT READY ▼ |
| SPY | 15:59 | $735.925 | $741.870 | $738.470 | ✓ | SHORT READY ▼ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $291.310 | 21 | ○ | ● | choppy (21 crosses > 1) |
| QQQ | 15:59 | $689.230 | 9 | ○ | ● | choppy (9 crosses > 1) |
| SPY | 15:59 | $735.925 | 9 | ○ | ● | choppy (9 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $291.310 | SKIP · entry_unfilled |
| QQQ | $689.230 | SKIP · entry_unfilled |
| SPY | $735.925 | SKIP · entry_unfilled |
| Time | Symbol | Strategy | Reason | Score/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 |
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 |
|---|---|---|---|---|---|---|---|---|
| 15:59:44 | $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 |