◉ choppy 65% VIX 19.4 08:32:49
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.11
gross +$0.33
WIN%
100.0%
PF net
∞
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5670
TRADES  2026-07-29
SymbolStratDir EntryExitP&L ReasonHold
IWM 09:40→09:41 gap_fade LONG $292.970 $293.080 +$0.33 TARGET 1m
MARKET CONDITIONS — 2026-07-29
IWM $288.78 15:59
BB+KDJ +0.16% to BB 0/2
ORB SHORT READY ▼ 291.74–293.51
VWAP PB choppy (7× > 1) 7×
GAP FADE ✓ TARGET  +$0.33
QQQ $665.75 15:59
BB+KDJ +0.22% to BB 1/2
ORB SHORT READY ▼ 673.62–677.46
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_out_of_range
SPY $731.91 15:59
BB+KDJ +0.17% to BB 2/2
ORB SHORT READY ▼ 738.72–740.39
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_vol_fail 0/0
15:49 QQQ orb orb_vol_fail 0/0
15:49 IWM orb orb_vix_block 0/0
15:48 SPY orb orb_vol_fail 0/0
15:48 QQQ orb orb_vol_fail 0/0
15:48 IWM orb orb_vix_block 0/0
15:47 SPY orb orb_vol_fail 0/0
15:47 QQQ 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 QQQ orb orb_vol_fail 0/0
15:46 IWM orb orb_vix_block 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:36 $731.910 2
15:58:35 $731.910 2
15:57:35 $731.910 2
15:56:34 $731.910 2
15:55:34 $731.910 2
15:54:34 $731.300 2
15:53:33 $731.300 2
15:52:33 $731.300 2
15:51:32 $731.300 2
15:50:32 $731.300 2
15:49:32 $731.595 2
15:48:31 $731.595 2
15:47:31 $731.595 2
15:46:30 $731.595 2
15:45:30 $731.595 2
15:44:29 $733.590 2
15:43:29 $733.590 2
15:42:29 $733.590 2
15:41:28 $733.590 2
15:40:28 $733.590 2
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
Loading…

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
Loading…
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
Loading…
REGIME CALENDAR — last 90 classified trading days · hover for details
Loading…
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
Loading…
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.