HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
+$4.78
gross +$5.10
WIN%
100.0%
PF net
∞
gross ∞
TRADES
2
WINS
2
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-09-21
SymbolStratDir EntryExitP&L ReasonHold
IWM 10:05→10:11 vwap_pb LONG $285.260 $285.490 +$0.69 VWAP_LOST 5m
QQQ 10:40→13:50 orb LONG $735.190 $739.600 +$4.41 TARGET 190m
MARKET CONDITIONS — 2026-09-21
IWM $286.05 15:59
BB+KDJ +0.03% to BB 0/2
ORB inside · ++0.10% to H 284.90–286.33
VWAP PB choppy (9× > 1) 9×
GAP FADE SKIP · entry_unfilled
QQQ $742.33 15:59
BB+KDJ +0.35% to BB 1/2
ORB LONG READY ▲ 727.82–729.92
VWAP PB watching 0×
GAP FADE SKIP · gap_no_rejection
SPY $774.22 15:59
BB+KDJ +0.11% to BB 1/2
ORB building OR…
VWAP PB watching 0×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:14 IWM orb orb_too_late 0/0
15:13 IWM orb orb_too_late 0/0
15:12 IWM orb orb_too_late 0/0
15:11 IWM orb orb_too_late 0/0
15:10 IWM orb orb_too_late 0/0
10:39 QQQ orb orb_vol_fail 0/0
10:38 QQQ orb orb_vol_fail 0/0
10:37 QQQ orb orb_vol_fail 0/0
10:36 QQQ orb orb_vol_fail 0/0
10:35 QQQ orb orb_vol_fail 0/0
10:34 QQQ orb orb_vol_fail 0/0
10:33 QQQ orb orb_vol_fail 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:45 $774.220 1
15:58:45 $774.220 1
15:57:44 $774.220 1
15:56:44 $774.220 1
15:55:43 $774.220 1
15:54:43 $774.455 1
15:53:43 $774.455 1
15:52:42 $774.455 1
15:51:42 $774.455 1
15:50:41 $774.455 1
15:49:41 $774.780 1
15:48:40 $774.780 1
15:47:40 $774.780 1
15:46:39 $774.780 1
15:45:39 $774.780 1
15:44:39 $774.480 1
15:43:38 $774.480 1
15:42:38 $774.480 1
15:41:37 $774.480 1
15:40:37 $774.480 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.