HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
+$0.44
WIN%
100.0%
PF
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-08-25
SymbolStratDir EntryExitP&L ReasonHold
SPY 12:31→15:50 orb SHORT $765.810 $765.370 +$0.44 TIME_STOP 199m
MARKET CONDITIONS — 2026-08-25
IWM $298.99 15:59
BB+KDJ +0.13% to BB 1/2
ORB inside · ++0.26% to H 298.36–299.77
VWAP PB choppy (13× > 1) 13×
GAP FADE SKIP · entry_unfilled
QQQ $709.93 15:59
BB+KDJ +0.13% to BB 2/2
ORB SHORT READY ▼ 710.80–713.13
VWAP PB choppy (9× > 1)
GAP FADE SKIP · gap_no_rejection
SPY $765.48 15:59
BB+KDJ +0.10% to BB 2/2
ORB SHORT READY ▼ 765.93–766.78
VWAP PB choppy (12× > 1) 12×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 QQQ orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:45 QQQ orb orb_too_late 0/0
15:44 QQQ orb orb_too_late 0/0
15:43 QQQ orb orb_too_late 0/0
15:42 QQQ orb orb_too_late 0/0
15:41 QQQ orb orb_too_late 0/0
15:40 QQQ orb orb_too_late 0/0
15:39 QQQ orb orb_too_late 0/0
15:38 QQQ orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:34 $765.475 2
15:58:34 $765.475 2
15:57:33 $765.475 2
15:56:33 $765.475 2
15:55:33 $765.475 2
15:54:32 $765.370 1
15:53:32 $765.370 1
15:52:31 $765.370 1
15:51:31 $765.370 1
15:50:22 $765.370 1
15:49:22 $765.260 2
15:48:21 $765.260 2
15:47:21 $765.260 2
15:46:21 $765.260 2
15:45:20 $765.260 2
15:44:20 $765.130 1
15:43:19 $765.130 1
15:42:19 $765.130 1
15:41:18 $765.130 1
15:40:18 $765.130 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.