HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
+$3.78
WIN%
75.0%
PF
28.00
TRADES
4
WINS
3
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-08-24
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:05→10:10 vwap_pb LONG $762.930 $762.790 -$0.14 VWAP_LOST 5m
IWM 10:25→10:30 vwap_pb LONG $298.590 $298.890 +$0.90 VWAP_LOST 5m
QQQ 13:30→14:15 bb_kdj_loose LONG $707.310 $708.470 +$1.16 TARGET_BB_MIDDLE 44m
QQQ 11:20→15:50 vwap_pb LONG $705.040 $706.900 +$1.86 TIME_STOP 270m
MARKET CONDITIONS — 2026-08-24
IWM $298.13 15:59
BB+KDJ KDJ ✓ · BB +0.06% away 1/2
ORB SHORT READY ▼ 298.17–299.74
VWAP PB choppy (6× > 1)
GAP FADE SKIP · gap_out_of_range
QQQ $707.07 15:59
BB+KDJ +0.06% to BB 1/2
ORB inside · ++0.39% to H 705.58–709.79
VWAP PB watching
GAP FADE SKIP · gap_no_rejection
SPY $763.77 15:59
BB+KDJ KDJ ✓ · BB +0.04% away 2/2
ORB inside · ++0.13% to H 762.97–764.80
VWAP PB choppy (9× > 1)
GAP FADE SKIP · gap_out_of_range
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
15:44 IWM orb orb_too_late 0/0
15:43 IWM orb orb_too_late 0/0
15:42 IWM orb orb_too_late 0/0
15:41 IWM orb orb_too_late 0/0
15:40 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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:54 $763.770 2
15:58:54 $763.770 2
15:57:54 $763.770 2
15:56:53 $763.770 2
15:55:53 $763.770 2
15:54:53 $763.640 2
15:53:52 $763.640 2
15:52:52 $763.640 2
15:51:51 $763.640 2
15:50:45 $763.640 2
15:49:44 $763.655 1
15:48:44 $763.655 1
15:47:43 $763.655 1
15:46:43 $763.655 1
15:45:43 $763.655 1
15:44:42 $763.740 1
15:43:42 $763.740 1
15:42:42 $763.740 1
15:41:41 $763.740 1
15:40:41 $763.740 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.