HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
+$0.00
WIN%
0.0%
PF
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
MARKET CONDITIONS — 2026-07-27
IWM $293.21 15:59
BB+KDJ +0.53% to BB 1/2
ORB SHORT READY ▼ 293.50–295.51
VWAP PB choppy (2× > 1)
GAP FADE SKIP · gap_no_rejection
QQQ $681.89 15:59
BB+KDJ +0.63% to BB 2/2
ORB SHORT READY ▼ 689.19–692.28
VWAP PB READY ▲
GAP FADE watching
SPY $739.05 15:59
BB+KDJ +0.34% to BB 2/2
ORB SHORT READY ▼ 743.94–745.53
VWAP PB choppy (5× > 1)
GAP FADE watching
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_claude_score 0/0
15:49 QQQ orb orb_vol_fail 0/0
15:49 IWM orb orb_vol_fail 0/0
15:48 SPY orb orb_claude_score 0/0
15:48 QQQ orb orb_vol_fail 0/0
15:48 IWM orb orb_vol_fail 0/0
15:47 QQQ orb orb_vol_fail 0/0
15:47 SPY orb orb_claude_score 0/0
15:47 IWM orb orb_vol_fail 0/0
15:46 SPY orb orb_claude_score 0/0
15:46 QQQ orb orb_vol_fail 0/0
15:46 IWM orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:10 $739.050 2
15:58:10 $739.050 2
15:57:10 $739.050 2
15:56:09 $739.050 2
15:55:09 $739.050 2
15:54:08 $738.970 2
15:53:08 $738.970 2
15:52:07 $738.970 2
15:51:07 $738.970 2
15:50:07 $738.970 2
15:49:06 $738.990 2
15:48:06 $738.990 2
15:47:05 $738.990 2
15:46:05 $738.990 2
15:45:03 $738.990 2
15:44:02 $739.570 1
15:43:02 $739.570 1
15:42:02 $739.570 1
15:41:01 $739.570 1
15:40:01 $739.570 1
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.