HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$0.10
WIN%
0.0%
PF
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)
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% 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
◉ 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
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.