⊘ trending_up 62% VIX 19.4 20:36:23
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.94
gross +$1.09
WIN%
100.0%
PF net
∞
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-08-14
SymbolStratDir EntryExitP&L ReasonHold
IWM 12:20→15:51 orb LONG $304.605 $305.150 +$1.09 TIME_STOP 210m
MARKET CONDITIONS — 2026-08-14
IWM $305.07 15:59
BB+KDJ +0.29% to BB 2/2
ORB LONG READY ▲ 302.74–304.32
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · gap_out_of_range
QQQ $730.41 15:59
BB+KDJ +0.17% to BB 1/2
ORB SHORT READY ▼ 731.72–734.09
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_out_of_range
SPY $776.20 15:59
BB+KDJ +0.04% to BB 1/2
ORB SHORT READY ▼ 777.66–778.55
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 QQQ bb_kdj_loose regime_gate 1/0
15:59 QQQ bb_kdj regime_gate 1/0
15:59 SPY bb_kdj_loose regime_gate 1/0
15:59 SPY bb_kdj regime_gate 1/0
15:59 IWM bb_kdj_loose regime_gate 2/0
15:59 IWM bb_kdj regime_gate 2/0
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 2/0
15:58 IWM bb_kdj regime_gate 2/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:10 $776.200 1
15:58:10 $776.200 1
15:57:10 $776.200 1
15:56:09 $776.200 1
15:55:09 $776.200 1
15:54:09 $776.165 1
15:53:08 $776.165 1
15:52:08 $776.165 1
15:51:07 $776.165 1
15:49:55 $776.180 2
15:48:55 $776.180 2
15:47:54 $776.180 2
15:46:54 $776.180 2
15:45:48 $776.180 2
15:44:48 $776.235 1
15:43:48 $776.235 1
15:42:47 $776.235 1
15:41:47 $776.235 1
15:40:46 $776.235 1
15:39:46 $776.155 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
⊘ 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.