◉ neutral 60% VIX 17.2 20:19:10
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$0.05
gross +$0.17
WIN%
100.0%
PF net
0.00
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-09-15
SymbolStratDir EntryExitP&L ReasonHold
IWM 12:30→12:45 vwap_pb LONG $284.995 $285.050 +$0.17 VWAP_LOST 15m
MARKET CONDITIONS — 2026-09-15
IWM $284.85 15:59
BB+KDJ +0.07% to BB 1/2
ORB SHORT READY ▼ 285.34–286.93
VWAP PB choppy (8× > 1) 8×
GAP FADE SKIP · gap_out_of_range
QQQ $704.20 15:59
BB+KDJ KDJ ✓ · BB +0.05% away 1/2
ORB SHORT READY ▼ 707.56–709.23
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
SPY $756.96 15:59
BB+KDJ KDJ ✓ · BB +0.05% away 1/2
ORB SHORT READY ▼ 758.73–760.34
VWAP PB choppy (10× > 1) 10×
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
15:49 IWM orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ 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 QQQ orb orb_too_late 0/0
15:47 IWM orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:19 $756.960 1
15:58:18 $756.960 1
15:57:18 $756.960 1
15:56:18 $756.960 1
15:55:17 $756.960 1
15:54:17 $756.715 1
15:53:16 $756.715 1
15:52:16 $756.715 1
15:51:15 $756.715 1
15:50:15 $756.715 1
15:49:15 $756.660 1
15:48:14 $756.660 1
15:47:14 $756.660 1
15:46:13 $756.660 1
15:45:13 $756.660 1
15:44:13 $756.920 1
15:43:12 $756.920 1
15:42:12 $756.920 1
15:41:11 $756.920 1
15:40:11 $756.920 1
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.