| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| IWM 10:10→10:15 | vwap_pb | LONG | $294.500 | $294.810 | +$0.93 | VWAP_LOST | 5m |
| QQQ 10:41→10:45 | vwap_pb | LONG | $717.730 | $717.970 | +$0.24 | VWAP_LOST | 4m |
| SPY 11:30→11:45 | vwap_pb | LONG | $767.980 | $767.970 | -$0.01 | VWAP_LOST | 15m |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:49 | SPY | orb | orb_too_late | 0/0 |
| 15:49 | QQQ | orb | orb_too_late | 0/0 |
| 15:48 | QQQ | orb | orb_too_late | 0/0 |
| 15:48 | SPY | 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 |
| 15:43 | SPY | orb | orb_too_late | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:16 | $766.540 | 1 | ||||||
| 15:58:15 | $766.540 | 1 | ||||||
| 15:57:15 | $766.540 | 1 | ||||||
| 15:56:14 | $766.540 | 1 | ||||||
| 15:55:14 | $766.540 | 1 | ||||||
| 15:54:14 | $766.810 | 1 | ||||||
| 15:53:13 | $766.810 | 1 | ||||||
| 15:52:13 | $766.810 | 1 | ||||||
| 15:51:13 | $766.810 | 1 | ||||||
| 15:50:12 | $766.810 | 1 | ||||||
| 15:49:12 | $766.960 | 0 | ||||||
| 15:48:11 | $766.960 | 0 | ||||||
| 15:47:11 | $766.960 | 0 | ||||||
| 15:46:11 | $766.960 | 0 | ||||||
| 15:45:10 | $766.960 | 0 | ||||||
| 15:44:10 | $767.090 | 0 | ||||||
| 15:43:10 | $767.090 | 0 | ||||||
| 15:42:09 | $767.090 | 0 | ||||||
| 15:41:09 | $767.090 | 0 | ||||||
| 15:40:08 | $767.090 | 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.