HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.68
gross +$0.90
WIN%
100.0%
PF net
∞
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
4895
TRADES  2026-07-24
SymbolStratDir EntryExitP&L ReasonHold
IWM 10:20→10:25 vwap_pb LONG $291.470 $291.770 +$0.90 VWAP_LOST 5m
MARKET CONDITIONS — 2026-07-24
IWM $291.32 15:59
BB+KDJ +0.22% to BB 0/2
ORB SHORT READY ▼ 291.67–293.51
VWAP PB choppy (12× > 1) 12×
GAP FADE watching
QQQ $684.04 15:59
BB+KDJ +0.32% to BB 1/2
ORB SHORT READY ▼ 689.52–692.45
VWAP PB choppy (7× > 1) 7×
GAP FADE SKIP · gap_out_of_range
SPY $738.34 15:59
BB+KDJ +0.22% to BB 1/2
ORB SHORT READY ▼ 738.42–739.66
VWAP PB choppy (9× > 1) 9×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:47 SPY orb orb_vol_fail 0/0
15:47 IWM orb orb_vix_block 0/0
15:46 SPY orb orb_vol_fail 0/0
15:46 IWM orb orb_vix_block 0/0
15:45 SPY orb orb_vol_fail 0/0
15:45 IWM orb orb_vix_block 0/0
15:44 QQQ orb orb_vol_fail 0/0
15:44 SPY orb orb_vol_fail 0/0
15:44 IWM orb orb_vix_block 0/0
15:43 SPY orb orb_vol_fail 0/0
15:43 QQQ orb orb_vol_fail 0/0
15:43 IWM orb orb_vix_block 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:02 $738.340 1
15:58:02 $738.340 1
15:57:02 $738.340 1
15:56:01 $738.340 1
15:55:01 $738.340 1
15:54:00 $738.290 0
15:53:00 $738.290 0
15:47:59 $738.110 1
15:46:59 $738.110 1
15:45:57 $738.110 1
15:44:56 $738.090 0
15:43:56 $738.090 0
15:42:56 $738.090 0
15:41:55 $738.090 0
15:40:55 $738.090 0
15:39:54 $737.640 1
15:38:54 $737.640 1
15:37:54 $737.640 1
15:36:53 $737.640 1
15:35:53 $737.640 1
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
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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.