⊘ trending_up 70% VIX 19.4 04:55:57
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$10.90
gross +$11.49
WIN%
75.0%
PF net
23.08
gross 43.57
TRADES
4
WINS
3
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-08-04
SymbolStratDir EntryExitP&L ReasonHold
IWM 09:40→10:00 gap_fade SHORT $298.050 $298.140 -$0.27 STOP 20m
SPY 12:20→13:11 orb LONG $768.760 $770.995 +$2.23 TARGET 50m
IWM 13:25→15:50 orb LONG $301.640 $301.980 +$0.68 TIME_STOP 145m
QQQ 10:50→15:50 orb LONG $715.620 $724.470 +$8.85 TIME_STOP 299m
MARKET CONDITIONS — 2026-08-04
IWM $302.24 15:59
BB+KDJ +0.23% to BB 0/2
ORB LONG READY ▲ 297.22–298.55
VWAP PB choppy (3× > 1) 3×
GAP FADE ✗ STOP  -$0.27
QQQ $724.81 15:59
BB+KDJ +0.27% to BB 1/2
ORB LONG READY ▲ 707.59–712.52
VWAP PB watching 0×
GAP FADE SKIP · gap_no_rejection
SPY $772.89 15:59
BB+KDJ +0.17% to BB 1/2
ORB LONG READY ▲ 760.52–762.19
VWAP PB watching 0×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 SPY bb_kdj_loose regime_gate 1/0
15:59 SPY bb_kdj regime_gate 1/0
15:59 QQQ bb_kdj_loose regime_gate 1/0
15:59 QQQ bb_kdj regime_gate 1/0
15:59 IWM bb_kdj_loose regime_gate 0/0
15:59 IWM bb_kdj regime_gate 0/0
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 1/0
15:58 QQQ bb_kdj regime_gate 1/0
15:58 IWM bb_kdj_loose regime_gate 0/0
15:58 IWM bb_kdj regime_gate 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:37 $772.890 1
15:58:37 $772.890 1
15:57:36 $772.890 1
15:56:36 $772.890 1
15:55:36 $772.890 1
15:54:35 $773.250 0
15:53:35 $773.250 0
15:52:34 $773.250 0
15:51:34 $773.250 0
15:50:25 $773.250 0
15:49:16 $772.770 0
15:48:16 $772.770 0
15:47:16 $772.770 0
15:46:15 $772.770 0
15:45:15 $772.770 0
15:44:15 $772.590 1
15:43:14 $772.590 1
15:42:14 $772.590 1
15:41:13 $772.590 1
15:40:13 $772.590 1
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
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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.