◉ choppy 62% VIX 19.4 01:57:12
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$0.25
gross -$0.10
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-08-07
SymbolStratDir EntryExitP&L ReasonHold
IWM 09:40→09:50 gap_fade SHORT $300.830 $300.880 -$0.10 STOP 10m
MARKET CONDITIONS — 2026-08-07
IWM $301.60 15:59
BB+KDJ +0.37% to BB 2/2
ORB LONG READY ▲ 299.87–301.19
VWAP PB choppy (5× > 1) 5×
GAP FADE ✗ STOP  -$0.10
QQQ $721.94 15:59
BB+KDJ +0.43% to BB 0/2
ORB inside · ++0.08% to H 719.50–722.54
VWAP PB choppy (24× > 1) 24×
GAP FADE SKIP · gap_no_rejection
SPY $772.87 15:59
BB+KDJ +0.28% to BB 0/2
ORB LONG READY ▲ 770.63–771.62
VWAP PB choppy (16× > 1) 16×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_vol_fail 0/0
15:49 IWM orb orb_claude_score 0/0
15:48 SPY orb orb_vol_fail 0/0
15:48 IWM orb orb_claude_score 0/0
15:47 SPY orb orb_vol_fail 0/0
15:47 IWM orb orb_claude_score 0/0
15:46 SPY orb orb_vol_fail 0/0
15:46 IWM orb orb_claude_score 0/0
15:45 SPY orb orb_vol_fail 0/0
15:45 IWM orb orb_claude_score 0/0
15:44 SPY orb orb_vol_fail 0/0
15:44 IWM orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:13 $772.870 0
15:58:13 $772.870 0
15:57:12 $772.870 0
15:56:12 $772.870 0
15:55:11 $772.870 0
15:54:11 $772.570 0
15:53:11 $772.570 0
15:52:10 $772.570 0
15:51:10 $772.570 0
15:50:09 $772.570 0
15:49:09 $772.910 0
15:48:09 $772.910 0
15:47:08 $772.910 0
15:46:08 $772.910 0
15:45:08 $772.910 0
15:44:05 $772.720 1
15:43:04 $772.720 1
15:42:04 $772.720 1
15:41:04 $772.720 1
15:40:03 $772.720 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
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bb_kdj P&L on Blocked Days
—
bb_kdj P&L on Open Days
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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
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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.