HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
+$1.16
WIN%
66.7%
PF
117.00
TRADES
3
WINS
2
LOSSES
1
TARGETS
0
STOPS
0
BARS
5625
TRADES  2026-09-08
SymbolStratDir EntryExitP&L ReasonHold
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
MARKET CONDITIONS — 2026-09-08
IWM $295.12 15:59
BB+KDJ +0.05% to BB 1/2
ORB inside · ++0.17% to H 294.26–295.61
VWAP PB choppy (8× > 1)
GAP FADE SKIP · gap_out_of_range
QQQ $718.47 15:59
BB+KDJ +0.04% to BB 1/2
ORB SHORT READY ▼ 718.89–721.89
VWAP PB choppy (8× > 1)
GAP FADE SKIP · gap_out_of_range
SPY $766.54 15:59
BB+KDJ +0.05% to BB 1/2
ORB SHORT READY ▼ 768.12–769.70
VWAP PB choppy (14× > 1) 14×
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 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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
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
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.