| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| 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 |
| Time | Symbol | Strategy | Reason | Score/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 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 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 |
| 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.
| Date | Sym | Strat | Dir | Entry | Exit | Gross | Net | Net bps | Bars | Reason |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||
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.