⊘ trending_up 72% VIX 17.2 15:40:09
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$0.82
gross -$0.60
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-09-22
SymbolStratDir EntryExitP&L ReasonHold
IWM 10:25→10:31 vwap_pb LONG $287.360 $287.160 -$0.60 VWAP_LOST 5m
MARKET CONDITIONS — 2026-09-22
IWM $287.77 15:59
BB+KDJ +0.20% to BB 2/2
ORB inside · ++0.18% to H 286.86–288.28
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · entry_unfilled
QQQ $747.89 15:59
BB+KDJ +0.30% to BB 1/2
ORB LONG READY ▲ 741.00–744.24
VWAP PB choppy (10× > 1) 10×
GAP FADE SKIP · gap_out_of_range
SPY $774.74 15:59
BB+KDJ +0.15% to BB 1/2
ORB inside · ++0.05% to H 773.89–775.14
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 SPY bb_kdj_loose regime_gate 1/0
15:59 SPY bb_kdj regime_gate 1/0
15:59 QQQ bb_kdj_loose regime_gate 1/0
15:59 QQQ bb_kdj regime_gate 1/0
15:59 IWM bb_kdj_loose regime_gate 2/0
15:59 IWM bb_kdj regime_gate 2/0
15:58 SPY bb_kdj_loose regime_gate 1/0
15:58 SPY bb_kdj regime_gate 1/0
15:58 QQQ bb_kdj_loose regime_gate 1/0
15:58 QQQ bb_kdj regime_gate 1/0
15:58 IWM bb_kdj_loose regime_gate 2/0
15:58 IWM bb_kdj regime_gate 2/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:53 $774.735 1
15:58:52 $774.735 1
15:57:52 $774.735 1
15:56:51 $774.735 1
15:55:51 $774.735 1
15:54:50 $774.450 2
15:53:50 $774.450 2
15:52:49 $774.450 2
15:51:49 $774.450 2
15:50:49 $774.450 2
15:49:48 $774.820 2
15:48:48 $774.820 2
15:47:47 $774.820 2
15:46:47 $774.820 2
15:45:46 $774.820 2
15:44:46 $774.860 2
15:43:45 $774.860 2
15:42:45 $774.860 2
15:41:45 $774.860 2
15:40:44 $774.860 2
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
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bb_kdj P&L on Blocked Days
—
bb_kdj P&L on Open Days
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Gate Status
⊘ BLOCKING
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, 127 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.