HISTORY
today
US.IWM, US.SPY, US.QQQ strict
P&L
-$5.96
WIN%
0.0%
PF
0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-09-10
SymbolStratDir EntryExitP&L ReasonHold
IWM 10:35→14:10 orb LONG $289.305 $287.320 -$5.96 STOP 214m
MARKET CONDITIONS — 2026-09-10
IWM $287.81 15:59
BB+KDJ +0.21% to BB 1/2
ORB inside · ++0.36% to H 287.67–288.85
VWAP PB choppy (3× > 1)
GAP FADE SKIP · gap_no_rejection
QQQ $709.18 15:59
BB+KDJ +0.05% to BB 2/2
ORB inside · ++0.10% to H 706.86–709.90
VWAP PB choppy (7× > 1)
GAP FADE SKIP · entry_unfilled
SPY $758.12 15:59
BB+KDJ +0.09% to BB 2/2
ORB inside · ++0.06% to H 757.57–758.55
VWAP PB choppy (6× > 1)
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:29 SPY orb orb_too_late 0/0
15:28 SPY orb orb_too_late 0/0
15:27 SPY orb orb_too_late 0/0
15:26 SPY orb orb_too_late 0/0
15:25 SPY orb orb_too_late 0/0
15:14 SPY orb orb_too_late 0/0
15:13 SPY orb orb_too_late 0/0
15:12 SPY orb orb_too_late 0/0
15:11 SPY orb orb_too_late 0/0
15:10 SPY orb orb_too_late 0/0
14:04 QQQ orb orb_too_late 0/0
14:03 QQQ orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:13 $758.120 2
15:58:12 $758.120 2
15:57:12 $758.120 2
15:56:12 $758.120 2
15:55:11 $758.120 2
15:54:11 $758.020 2
15:53:11 $758.020 2
15:52:10 $758.020 2
15:51:10 $758.020 2
15:50:09 $758.020 2
15:49:09 $758.010 1
15:48:09 $758.010 1
15:47:08 $758.010 1
15:46:08 $758.010 1
15:45:08 $758.010 1
15:44:07 $757.950 1
15:43:07 $757.950 1
15:42:06 $757.950 1
15:41:06 $757.950 1
15:40:06 $757.950 1
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.