HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$0.08
WIN%
50.0%
PF
0.95
TRADES
4
WINS
2
LOSSES
2
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-08-21
SymbolStratDir EntryExitP&L ReasonHold
QQQ 10:55→11:00 vwap_pb LONG $711.045 $712.130 +$1.08 VWAP_LOST 5m
SPY 09:40→11:06 gap_fade SHORT $765.070 $766.160 -$1.09 TIME_STOP 85m
QQQ 14:15→15:00 bb_kdj_loose LONG $712.969 $713.630 +$0.66 TARGET_BB_MIDDLE 44m
SPY 11:40→15:50 orb LONG $767.050 $766.310 -$0.74 TIME_STOP 250m
MARKET CONDITIONS — 2026-08-21
IWM $300.28 15:59
BB+KDJ KDJ ✓ · BB +0.22% away 0/2
ORB LONG READY ▲ 299.01–300.07
VWAP PB choppy (3× > 1)
GAP FADE SKIP · entry_unfilled
QQQ $714.19 15:59
BB+KDJ +0.25% to BB 2/2
ORB inside · ++0.17% to H 711.56–715.37
VWAP PB choppy (5× > 1)
GAP FADE SKIP · entry_unfilled
SPY $766.67 15:59
BB+KDJ +0.22% to BB 2/2
ORB LONG READY ▲ 764.63–766.01
VWAP PB choppy (7× > 1)
GAP FADE ✗ TIME_STOP  -$1.09
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 IWM orb orb_too_late 0/0
15:48 IWM orb orb_too_late 0/0
15:47 IWM orb orb_too_late 0/0
15:46 IWM orb orb_too_late 0/0
15:45 IWM orb orb_too_late 0/0
15:39 IWM orb orb_too_late 0/0
15:38 IWM orb orb_too_late 0/0
15:37 IWM orb orb_too_late 0/0
15:36 IWM orb orb_too_late 0/0
15:35 IWM orb orb_too_late 0/0
15:34 IWM orb orb_too_late 0/0
15:33 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:49 $766.670 2
15:58:49 $766.670 2
15:57:48 $766.670 2
15:56:48 $766.670 2
15:55:48 $766.670 2
15:54:47 $766.470 2
15:53:47 $766.470 2
15:52:46 $766.470 2
15:51:46 $766.470 2
15:50:33 $766.470 2
15:49:33 $766.275 1
15:48:32 $766.275 1
15:47:32 $766.275 1
15:46:32 $766.275 1
15:45:31 $766.275 1
15:44:31 $766.085 1
15:43:30 $766.085 1
15:42:30 $766.085 1
15:41:29 $766.085 1
15:40:29 $766.085 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.