HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$0.15
WIN%
0.0%
PF
0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-08-19
SymbolStratDir EntryExitP&L ReasonHold
QQQ 10:45→13:15 vwap_pb LONG $716.930 $716.780 -$0.15 VWAP_LOST 150m
MARKET CONDITIONS — 2026-08-19
IWM $301.57 15:59
BB+KDJ +0.09% to BB 2/2
ORB SHORT READY ▼ 301.74–303.15
VWAP PB choppy (8× > 1)
GAP FADE SKIP · entry_unfilled
QQQ $715.82 15:59
BB+KDJ +0.02% to BB 2/2
ORB SHORT READY ▼ 717.70–721.50
VWAP PB choppy (10× > 1) 10×
GAP FADE SKIP · entry_unfilled
SPY $768.76 15:59
BB+KDJ BB ✓ · need KDJ 2/2
ORB SHORT READY ▼ 769.44–770.63
VWAP PB choppy (14× > 1) 14×
GAP FADE SKIP · entry_unfilled
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 QQQ orb orb_too_late 0/0
15:49 IWM orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:48 IWM orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 IWM orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:46 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:51 $768.760 2
15:58:51 $768.760 2
15:57:50 $768.760 2
15:56:50 $768.760 2
15:55:50 $768.760 2
15:54:49 $769.000 1
15:53:49 $769.000 1
15:52:48 $769.000 1
15:51:48 $769.000 1
15:50:48 $769.000 1
15:49:47 $769.175 2
15:48:47 $769.175 2
15:47:46 $769.175 2
15:46:46 $769.175 2
15:45:46 $769.175 2
15:44:45 $770.175 1
15:43:45 $770.175 1
15:42:44 $770.175 1
15:41:44 $770.175 1
15:40:44 $770.175 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.