HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$0.19
WIN%
0.0%
PF
0.00
TRADES
2
WINS
0
LOSSES
2
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-07-28
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:35→10:40 vwap_pb LONG $737.550 $737.530 -$0.02 VWAP_LOST 5m
SPY 15:41→15:50 orb LONG $741.140 $740.970 -$0.17 TIME_STOP 9m
MARKET CONDITIONS — 2026-07-28
IWM $293.16 15:59
BB+KDJ +0.20% to BB 1/2
ORB building OR…
VWAP PB choppy (3× > 1)
GAP FADE SKIP · gap_out_of_range
QQQ $676.32 15:59
BB+KDJ +0.19% to BB 1/2
ORB inside · ++0.14% to H 672.32–677.30
VWAP PB watching
GAP FADE SKIP · gap_no_rejection
SPY $741.08 15:59
BB+KDJ +0.10% to BB 2/2
ORB LONG READY ▲ 737.76–739.46
VWAP PB choppy (3× > 1)
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:44 QQQ orb orb_vol_fail 0/0
15:43 QQQ orb orb_vol_fail 0/0
15:42 QQQ orb orb_vol_fail 0/0
15:41 QQQ orb orb_vol_fail 0/0
15:39 SPY orb orb_vol_fail 0/0
15:39 QQQ orb orb_vol_fail 0/0
15:38 SPY orb orb_vol_fail 0/0
15:38 QQQ orb orb_vol_fail 0/0
15:37 QQQ orb orb_vol_fail 0/0
15:37 SPY orb orb_vol_fail 0/0
15:36 SPY orb orb_vol_fail 0/0
15:36 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:16 $741.080 2
15:58:15 $741.080 2
15:57:15 $741.080 2
15:56:14 $741.080 2
15:55:14 $741.080 2
15:54:14 $741.300 1
15:53:13 $741.300 1
15:52:13 $741.300 1
15:51:12 $741.300 1
15:50:06 $741.300 1
15:49:05 $741.030 1
15:48:05 $741.030 1
15:47:04 $741.030 1
15:46:04 $741.030 1
15:45:03 $741.030 1
15:44:03 $741.533 2
15:43:03 $741.533 2
15:42:02 $741.533 2
15:40:54 $741.533 2
15:39:53 $741.700 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.