| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| IWM VWA | 10:20 | 10:25 | $291.470 | $291.770 | +$0.90 | ✗ VWAP_LOST | 5m | +6.5 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $291.320 | $290.692 | $291.542 | TRENDING | ○ | ○ | ○ | ○ | ○ | 0/2 | BB +0.22% away |
| QQQ | 15:59 | $684.040 | $681.852 | $684.461 | TRENDING | ○ | ○ | ○ | ○ | ● | 1/2 | BB +0.32% away |
| SPY | 15:59 | $738.340 | $736.709 | $738.401 | TRENDING | ○ | ○ | ○ | ○ | ● | 1/2 | BB +0.22% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $291.320 | $293.510 | $291.670 | ✓ | SHORT READY ▼ |
| QQQ | 15:59 | $684.040 | $692.450 | $689.520 | ✓ | SHORT READY ▼ |
| SPY | 15:59 | $738.340 | $739.660 | $738.420 | ✓ | SHORT READY ▼ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $291.320 | 12 | ○ | ● | choppy (12 crosses > 1) |
| QQQ | 15:59 | $684.040 | 7 | ○ | ● | choppy (7 crosses > 1) |
| SPY | 15:59 | $738.340 | 9 | ○ | ● | choppy (9 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $291.320 | watching (pre-9:35 or no gap) |
| QQQ | $684.040 | SKIP · gap_out_of_range |
| SPY | $738.340 | SKIP · gap_out_of_range |
| Time | Symbol | Strategy | Reason | Score/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 |
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 | $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 |