| Symbol | Entry | Exit | Entry$ | Exit$ | P&L | Reason | Hold | Slip |
|---|---|---|---|---|---|---|---|---|
| SPY VWA | 10:35 | 10:40 | $737.550 | $737.530 | -$0.02 | ✗ VWAP_LOST | 5m | +3.9 |
| SPY ORB | 15:41 | 15:50 | $741.140 | $740.970 | -$0.17 | ✗ TIME_STOP | 9m | -4.5 |
| Symbol | Bar | Price | BB Low | BB Mid | Regime | BB | KDJ | RSI | RNG | VOL | Bonus | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IWM | 15:59 | $293.160 | $292.566 | $293.068 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.20% away |
| QQQ | 15:59 | $676.320 | $675.006 | $676.568 | RANGING | ○ | ○ | ○ | ● | ○ | 1/2 | BB +0.19% away |
| SPY | 15:59 | $741.080 | $740.330 | $741.185 | RANGING | ○ | ○ | ○ | ● | ● | 2/2 | BB +0.10% away |
| Symbol | Bar | Price | OR High | OR Low | OR | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $293.160 | $293.290 | $290.850 | — | no OR yet |
| QQQ | 15:59 | $676.320 | $677.300 | $672.320 | ✓ | inside · +0.14% to H · -0.59% to L |
| SPY | 15:59 | $741.080 | $739.460 | $737.760 | ✓ | LONG READY ▲ |
| Symbol | Bar | Price | Crosses | Above | Wick | Status |
|---|---|---|---|---|---|---|
| IWM | 15:59 | $293.160 | 3 | ● | ○ | choppy (3 crosses > 1) |
| QQQ | 15:59 | $676.320 | 1 | ● | ○ | watching |
| SPY | 15:59 | $741.080 | 3 | ● | ○ | choppy (3 crosses > 1) |
| Symbol | Close | Status |
|---|---|---|
| IWM | $293.160 | SKIP · gap_out_of_range |
| QQQ | $676.320 | SKIP · gap_no_rejection |
| SPY | $741.080 | SKIP · gap_out_of_range |
| Time | Symbol | Strategy | Reason | Score/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 |
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 |
|---|---|---|---|---|---|---|---|---|
| 15:59:16 | $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 |