HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$2.00
gross -$1.78
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
2
WINS
0
LOSSES
2
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-09-17
SymbolStratDir EntryExitP&L ReasonHold
SPY 10:30→10:56 vwap_pb LONG $761.775 $760.530 -$1.25 VWAP_LOST 25m
QQQ 10:20→11:12 vwap_pb LONG $715.850 $715.320 -$0.53 VWAP_LOST 51m
MARKET CONDITIONS — 2026-09-17
IWM $285.63 15:59
BB+KDJ +0.03% to BB 1/2
ORB SHORT READY ▼ 286.60–288.28
VWAP PB choppy (12× > 1) 12×
GAP FADE SKIP · gap_large_short
QQQ $717.06 15:59
BB+KDJ +0.17% to BB 2/2
ORB LONG READY ▲ 713.32–716.37
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_large_short
SPY $762.81 15:59
BB+KDJ +0.08% to BB 2/2
ORB inside · ++0.08% to H 761.01–763.41
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_large_short
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
15:59:59 $762.810 2
15:58:58 $762.810 2
15:57:58 $762.810 2
15:56:57 $762.810 2
15:55:57 $762.810 2
15:54:57 $763.120 2
15:53:56 $763.120 2
15:52:56 $763.120 2
15:51:55 $763.120 2
15:50:55 $763.120 2
15:49:55 $762.990 2
15:48:54 $762.990 2
15:47:54 $762.990 2
15:46:53 $762.990 2
15:45:53 $762.990 2
15:44:53 $762.830 1
15:43:52 $762.830 1
15:42:52 $762.830 1
15:41:51 $762.830 1
15:40:51 $762.830 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
Loading…

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
Loading…
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
Loading…
REGIME CALENDAR — last 90 classified trading days · hover for details
Loading…
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
Loading…
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, 127 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.