HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$1.04
WIN%
50.0%
PF
0.11
TRADES
2
WINS
1
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-09-09
SymbolStratDir EntryExitP&L ReasonHold
IWM 09:40→09:55 gap_fade LONG $293.400 $293.010 -$1.17 STOP 15m
QQQ 11:15→11:30 bb_kdj_loose LONG $714.980 $715.105 +$0.12 STOP_LOSS 15m
MARKET CONDITIONS — 2026-09-09
IWM $290.52 15:59
BB+KDJ +0.04% to BB 3/2
ORB SHORT READY ▼ 292.62–294.15
VWAP PB wick ✓ · below VWAP
GAP FADE ✗ STOP  -$1.17
QQQ $716.19 15:59
BB+KDJ +0.05% to BB 2/2
ORB inside · ++0.17% to H 715.49–717.44
VWAP PB choppy (9× > 1)
GAP FADE SKIP · entry_unfilled
SPY $762.83 15:59
BB+KDJ +0.05% to BB 2/2
ORB SHORT READY ▼ 763.23–764.38
VWAP PB choppy (23× > 1) 23×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 IWM orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 IWM orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 IWM orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 IWM orb orb_too_late 0/0
15:45 SPY orb orb_too_late 0/0
15:45 IWM orb orb_too_late 0/0
15:44 SPY orb orb_too_late 0/0
15:44 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:28 $762.830 2
15:58:28 $762.830 2
15:57:28 $762.830 2
15:56:27 $762.830 2
15:55:27 $762.830 2
15:54:27 $762.800 2
15:53:26 $762.800 2
15:52:26 $762.800 2
15:51:25 $762.800 2
15:50:25 $762.800 2
15:49:25 $762.780 2
15:48:24 $762.780 2
15:47:24 $762.780 2
15:46:24 $762.780 2
15:45:23 $762.780 2
15:44:23 $763.020 2
15:43:22 $763.020 2
15:42:22 $763.020 2
15:41:22 $763.020 2
15:40:21 $763.020 2
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.