HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$0.50
WIN%
0.0%
PF
0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5670
TRADES  2026-08-26
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:20→10:25 vwap_pb LONG $765.970 $765.470 -$0.50 VWAP_LOST 5m
MARKET CONDITIONS — 2026-08-26
IWM $299.10 15:59
BB+KDJ +0.08% to BB 0/2
ORB inside · ++0.19% to H 298.15–299.65
VWAP PB choppy (2× > 1)
GAP FADE SKIP · gap_out_of_range
QQQ $712.23 15:59
BB+KDJ +0.25% to BB 0/2
ORB LONG READY ▲ 708.48–710.96
VWAP PB choppy (8× > 1)
GAP FADE SKIP · gap_out_of_range
SPY $767.12 15:59
BB+KDJ +0.25% to BB 1/2
ORB LONG READY ▲ 764.68–765.82
VWAP PB choppy (10× > 1) 10×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 QQQ orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:45 SPY orb orb_too_late 0/0
15:45 QQQ orb orb_too_late 0/0
15:44 SPY orb orb_too_late 0/0
15:44 QQQ orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:46 $767.120 1
15:58:46 $767.120 1
15:57:45 $767.120 1
15:56:45 $767.120 1
15:55:45 $767.120 1
15:54:44 $766.690 1
15:53:44 $766.690 1
15:52:43 $766.690 1
15:51:43 $766.690 1
15:50:42 $766.690 1
15:49:42 $766.665 0
15:48:42 $766.665 0
15:47:41 $766.665 0
15:46:41 $766.665 0
15:45:40 $766.665 0
15:44:40 $766.850 0
15:43:40 $766.850 0
15:42:39 $766.850 0
15:41:39 $766.850 0
15:40:38 $766.850 0
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.