| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| IWM 09:40→11:05 | gap_fade | LONG | $291.700 | $292.060 | +$1.08 | TIME_STOP | 85m |
| SPY 12:30→14:41 | orb | LONG | $762.270 | $760.540 | -$1.73 | STOP | 130m |
| QQQ 12:31→14:45 | orb | LONG | $708.300 | $704.860 | -$3.44 | STOP | 134m |
| Time | Symbol | Strategy | Reason | Score/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 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:01 | $761.270 | 1 | ||||||
| 15:58:00 | $761.270 | 1 | ||||||
| 15:57:00 | $761.270 | 1 | ||||||
| 15:55:59 | $761.270 | 1 | ||||||
| 15:54:59 | $761.050 | 1 | ||||||
| 15:53:58 | $761.050 | 1 | ||||||
| 15:52:58 | $761.050 | 1 | ||||||
| 15:51:58 | $761.050 | 1 | ||||||
| 15:50:57 | $761.050 | 1 | ||||||
| 15:49:57 | $760.850 | 0 | ||||||
| 15:48:56 | $760.850 | 0 | ||||||
| 15:47:56 | $760.850 | 0 | ||||||
| 15:46:56 | $760.850 | 0 | ||||||
| 15:45:55 | $760.850 | 0 | ||||||
| 15:44:55 | $761.140 | 0 | ||||||
| 15:43:54 | $761.140 | 0 | ||||||
| 15:42:54 | $761.140 | 0 | ||||||
| 15:41:53 | $761.140 | 0 | ||||||
| 15:40:53 | $761.140 | 0 | ||||||
| 15:39:53 | $761.360 | 0 |
| Strategy | Trades | Win% | Gross PF | Net PF | Net PF 95% CI | Net bps | Gross P&L | Net P&L | Last |
|---|---|---|---|---|---|---|---|---|---|
| Loading… | |||||||||
Net figures apply the round-trip cost model in mm/costs.py
(SPY/QQQ 1.5 bps, IWM 2.5 bps; other symbols from the frozen wide-scan table, 12 bps if unlisted). Gross is the
frictionless simulator fill. A dimmed row with ⚠
has a net-PF confidence interval containing 1.0 — that sample is consistent with
zero edge, whatever the point estimate looks like.
| Date | Sym | Strat | Dir | Entry | Exit | Gross | Net | Net bps | Bars | Reason |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||
Weekly gate report (confirmed-fill era since 2026-06-11) `vwap_pb ` 55/20 ██████████ win 44% PnL +2.12 PF 1.12 (week: 1 trades +0.06) ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend `orb ` 76/30 ██████████ win 45% PnL -15.09 PF 0.82 (week: 2 trades -3.07) ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 → check execution first `bb_kdj ` 7/30 ██ win 57% PnL -0.15 PF 0.96 (week: 0 trades +0.00) execution: 366 fills, avg slip -2.3 bps, 128 entries unfilled, 2 stuck exits, 0 reconcile mismatches Knob freeze holds — no parameter changes until a gate trips.