◉ neutral 70% VIX 17.2 22:07:41
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.00
gross +$0.00
WIN%
0.0%
PF net
—
gross ∞
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
5670
MARKET CONDITIONS — 2026-09-11
IWM $289.10 15:59
BB+KDJ +0.03% to BB 0/2
ORB SHORT READY ▼ 289.75–291.44
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_no_rejection
QQQ $715.59 15:59
BB+KDJ +0.03% to BB 2/2
ORB inside · ++0.05% to H 713.93–715.97
VWAP PB choppy (15× > 1) 15×
GAP FADE SKIP · gap_no_rejection
SPY $764.75 15:59
BB+KDJ +0.01% to BB 2/2
ORB inside · ++0.16% to H 764.23–765.99
VWAP PB choppy (13× > 1) 13×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:27 $764.750 2
15:58:27 $764.750 2
15:57:26 $764.750 2
15:56:26 $764.750 2
15:55:25 $764.750 2
15:54:25 $765.010 2
15:53:25 $765.010 2
15:52:24 $765.010 2
15:51:24 $765.010 2
15:50:24 $765.010 2
15:49:23 $764.935 1
15:48:23 $764.935 1
15:47:22 $764.935 1
15:46:22 $764.935 1
15:45:22 $764.935 1
15:44:21 $764.980 2
15:43:21 $764.980 2
15:42:21 $764.980 2
15:41:20 $764.980 2
15:40:20 $764.980 2
CUMULATIVE P&L BY STRATEGY
ALL-TIME SCORECARD
Strategy Trades Win% Gross PF Net PF Net PF 95% CI Net bps Gross P&L Net P&L Last
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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.

TRADE LOG
Date Sym Strat Dir Entry Exit Gross Net Net bps 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 ` 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.