HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$0.21
WIN%
0.0%
PF
0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-08-05
SymbolStratDir EntryExitP&L ReasonHold
QQQ 10:05→10:10 vwap_pb LONG $726.930 $726.720 -$0.21 VWAP_LOST 5m
MARKET CONDITIONS — 2026-08-05
IWM $300.17 15:58
BB+KDJ +0.01% to BB 2/2
ORB SHORT READY ▼ 301.47–302.79
VWAP PB choppy (4× > 1)
GAP FADE SKIP · entry_unfilled
QQQ $719.86 15:59
BB+KDJ +0.02% to BB 2/2
ORB SHORT READY ▼ 724.63–727.49
VWAP PB wick ✓ · below VWAP
GAP FADE SKIP · gap_no_rejection
SPY $771.49 15:58
BB+KDJ +0.03% to BB 2/2
ORB SHORT READY ▼ 775.26–776.85
VWAP PB choppy (5× > 1)
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
15:58 SPY bb_kdj_loose regime_gate 2/0
15:58 SPY bb_kdj regime_gate 2/0
15:58 IWM bb_kdj_loose regime_gate 2/0
15:58 IWM bb_kdj regime_gate 2/0
15:57 SPY bb_kdj_loose regime_gate 2/0
15:57 SPY bb_kdj regime_gate 2/0
15:57 QQQ bb_kdj_loose regime_gate 2/0
15:57 QQQ bb_kdj regime_gate 2/0
15:57 IWM bb_kdj_loose regime_gate 2/0
15:57 IWM bb_kdj regime_gate 2/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:58:59 $771.490 2
15:57:59 $771.490 2
15:56:59 $771.490 2
15:55:58 $771.490 2
15:54:58 $771.490 2
15:53:57 $771.490 2
15:52:57 $771.490 2
15:51:57 $771.490 2
15:50:56 $771.490 2
15:49:56 $771.305 2
15:48:55 $771.305 2
15:47:55 $771.305 2
15:46:55 $771.305 2
15:45:51 $771.305 2
15:44:48 $771.545 1
15:43:48 $771.545 1
15:42:48 $771.545 1
15:41:47 $771.545 1
15:40:47 $771.545 1
15:39:46 $771.800 2
CUMULATIVE P&L BY STRATEGY
ALL-TIME SCORECARD
Strategy Trades Win% PF Net P&L Last
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TRADE LOG
Date Sym Strat Dir Entry Exit P&L 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 ` 35/20 ██████████ win 46%  PnL +8.24  PF 1.93  (week: 3 trades +1.16)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 54/30 ██████████ win 44%  PnL -8.98  PF 0.84  (week: 1 trades -5.96)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 → check execution first
`bb_kdj  ` 6/30 ██         win 67%  PnL +0.92  PF 1.32  (week: 0 trades +0.00)
execution: 244 fills, avg slip -2.5 bps, 75 entries unfilled, 0 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.