HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$0.03
gross +$0.07
WIN%
100.0%
PF net
0.00
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-07-30
SymbolStratDir EntryExitP&L ReasonHold
QQQ 11:00→11:20 vwap_pb LONG $678.920 $678.990 +$0.07 VWAP_LOST 20m
MARKET CONDITIONS — 2026-07-30
IWM $292.69 15:59
BB+KDJ +0.52% to BB 1/2
ORB LONG READY ▲ 289.79–291.71
VWAP PB choppy (5× > 1) 5×
GAP FADE watching
QQQ $683.70 15:59
BB+KDJ +0.38% to BB 2/2
ORB LONG READY ▲ 673.30–675.81
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_vix_block
SPY $741.60 15:59
BB+KDJ +0.27% to BB 1/2
ORB LONG READY ▲ 734.97–736.27
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_vix_block
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_claude_score 0/0
15:49 QQQ orb orb_claude_score 0/0
15:49 IWM orb orb_vix_block 0/0
15:48 SPY orb orb_claude_score 0/0
15:48 QQQ orb orb_claude_score 0/0
15:48 IWM orb orb_vix_block 0/0
15:47 SPY orb orb_claude_score 0/0
15:47 QQQ orb orb_claude_score 0/0
15:47 IWM orb orb_vix_block 0/0
15:46 SPY orb orb_claude_score 0/0
15:46 QQQ orb orb_claude_score 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
15:59:15 $741.600 1
15:58:15 $741.600 1
15:57:14 $741.600 1
15:56:14 $741.600 1
15:55:14 $741.600 1
15:54:13 $741.790 1
15:53:13 $741.790 1
15:52:12 $741.790 1
15:51:12 $741.790 1
15:50:11 $741.790 1
15:49:11 $741.730 1
15:48:11 $741.730 1
15:47:10 $741.730 1
15:46:10 $741.730 1
15:45:05 $741.730 1
15:44:04 $741.765 0
15:43:04 $741.765 0
15:42:04 $741.765 0
15:41:03 $741.765 0
15:40:00 $741.765 0
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
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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
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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 ` 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.