HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
+$2.16
gross +$2.49
WIN%
100.0%
PF net
∞
gross ∞
TRADES
2
WINS
2
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-07-31
SymbolStratDir EntryExitP&L ReasonHold
IWM 10:55→11:15 vwap_pb LONG $290.240 $290.690 +$1.35 VWAP_LOST 20m
SPY 15:36→15:50 orb LONG $747.380 $748.520 +$1.14 TIME_STOP 14m
MARKET CONDITIONS — 2026-07-31
IWM $291.60 15:59
BB+KDJ KDJ ✓ · BB +0.10% away 2/2
ORB building OR…
VWAP PB choppy (7× > 1) 7×
GAP FADE watching
QQQ $690.49 15:59
BB+KDJ +0.39% to BB 2/2
ORB SHORT READY ▼ 691.33–695.77
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_no_rejection
SPY $748.48 15:59
BB+KDJ +0.46% to BB 1/2
ORB LONG READY ▲ 744.11–746.30
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 QQQ bb_kdj_loose regime_gate 2/0
15:59 QQQ bb_kdj regime_gate 2/0
15:59 SPY bb_kdj_loose regime_gate 1/0
15:59 SPY bb_kdj regime_gate 1/0
15:59 IWM bb_kdj_loose regime_gate 3/0
15:59 IWM bb_kdj regime_gate 3/0
15:58 SPY bb_kdj_loose regime_gate 1/0
15:58 SPY bb_kdj regime_gate 1/0
15:58 QQQ bb_kdj_loose regime_gate 2/0
15:58 QQQ bb_kdj regime_gate 2/0
15:58 IWM bb_kdj_loose regime_gate 3/0
15:58 IWM bb_kdj regime_gate 3/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:31 $748.480 1
15:58:31 $748.480 1
15:57:30 $748.480 1
15:56:30 $748.480 1
15:55:30 $748.480 1
15:54:29 $748.095 0
15:53:29 $748.095 0
15:52:28 $748.095 0
15:51:28 $748.095 0
15:50:13 $748.095 0
15:49:13 $747.560 0
15:48:12 $747.560 0
15:47:12 $747.560 0
15:46:12 $747.560 0
15:45:11 $747.560 0
15:44:11 $747.180 0
15:43:10 $747.180 0
15:42:10 $747.180 0
15:41:10 $747.180 0
15:40:06 $747.180 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
⊘ BLOCKING
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.