⊘ trending_down 62% VIX 19.4 02:47:27
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.00
gross +$0.00
WIN%
0.0%
PF net
—
gross ∞
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
MARKET CONDITIONS — 2026-08-06
IWM $298.13 15:59
BB+KDJ BB ✓ · need KDJ 2/2
ORB SHORT READY ▼ 298.78–300.10
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_out_of_range
QQQ $714.90 15:59
BB+KDJ +0.07% to BB 2/2
ORB LONG READY ▲ 708.50–713.52
VWAP PB choppy (13× > 1) 13×
GAP FADE SKIP · gap_no_rejection
SPY $768.44 15:59
BB+KDJ +0.02% to BB 2/2
ORB SHORT READY ▼ 769.06–770.87
VWAP PB choppy (13× > 1) 13×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 SPY bb_kdj_loose regime_gate 2/0
15:59 SPY bb_kdj regime_gate 2/0
15:59 QQQ bb_kdj_loose regime_gate 2/0
15:59 QQQ bb_kdj regime_gate 2/0
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 2/0
15:58 SPY bb_kdj regime_gate 2/0
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
15:59:16 $768.440 2
15:58:16 $768.440 2
15:57:15 $768.440 2
15:56:15 $768.440 2
15:55:15 $768.440 2
15:54:14 $768.310 1
15:53:14 $768.310 1
15:52:13 $768.310 1
15:51:13 $768.310 1
15:50:13 $768.310 1
15:49:12 $768.541 1
15:48:12 $768.541 1
15:47:11 $768.541 1
15:46:11 $768.541 1
15:45:11 $768.541 1
15:44:10 $768.960 1
15:43:10 $768.960 1
15:42:10 $768.960 1
15:41:09 $768.960 1
15:40:09 $768.960 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
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
⊘ BLOCKING
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.