◉ choppy 62% VIX 17.2 19:21:52
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$8.61
gross -$8.06
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
5
WINS
0
LOSSES
5
TARGETS
0
STOPS
0
BARS
5625
TRADES  2026-09-16
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:15→10:25 vwap_pb LONG $759.550 $758.970 -$0.58 VWAP_LOST 10m
SPY 11:21→14:40 orb LONG $760.560 $758.200 -$2.36 STOP 199m
QQQ 15:00→15:05 bb_kdj LONG $705.540 $704.470 -$1.07 STOP_LOSS 4m
QQQ 15:01→15:05 bb_kdj_loose LONG $705.670 $704.470 -$1.20 STOP_LOSS 4m
QQQ 15:07→15:20 bb_kdj_loose LONG $704.210 $701.355 -$2.85 STOP_LOSS 13m
MARKET CONDITIONS — 2026-09-16
IWM $283.43 15:59
BB+KDJ +0.98% to BB 0/2
ORB SHORT READY ▼ 285.61–286.88
VWAP PB choppy (11× > 1) 11×
GAP FADE SKIP · gap_out_of_range
QQQ $704.09 15:59
BB+KDJ +0.66% to BB 0/2
ORB SHORT READY ▼ 707.65–708.79
VWAP PB choppy (7× > 1) 7×
GAP FADE SKIP · gap_no_rejection
SPY $753.46 15:59
BB+KDJ +0.66% to BB 0/2
ORB SHORT READY ▼ 758.75–759.69
VWAP PB choppy (8× > 1) 8×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 QQQ orb orb_too_late 0/0
15:49 IWM 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 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 IWM orb orb_too_late 0/0
15:45 QQQ orb orb_too_late 0/0
15:45 IWM orb orb_too_late 0/0
15:44 QQQ 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
15:59:45 $753.460 0
15:58:44 $753.460 0
15:57:44 $753.460 0
15:56:43 $753.460 0
15:55:43 $753.460 0
15:54:43 $752.110 2
15:53:42 $752.110 2
15:52:42 $752.110 2
15:51:41 $752.110 2
15:50:41 $752.110 2
15:49:41 $752.425 1
15:48:40 $752.425 1
15:47:40 $752.425 1
15:46:39 $752.425 1
15:45:39 $752.425 1
15:44:38 $752.560 1
15:43:38 $752.560 1
15:42:38 $752.560 1
15:41:37 $752.560 1
15:40:37 $752.560 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.