◉ neutral 65% VIX 17.2 15:04:18
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$1.05
gross -$0.50
WIN%
25.0%
PF net
0.09
gross 0.30
TRADES
4
WINS
1
LOSSES
3
TARGETS
0
STOPS
0
BARS
5625
TRADES  2026-09-23
SymbolStratDir EntryExitP&L ReasonHold
SPY 11:00→11:10 vwap_pb LONG $769.980 $769.930 -$0.05 VWAP_LOST 9m
QQQ 11:05→11:22 vwap_pb LONG $742.010 $742.225 +$0.21 VWAP_LOST 17m
IWM 11:30→11:36 vwap_pb LONG $283.470 $283.460 -$0.03 VWAP_LOST 5m
QQQ 12:50→13:11 bb_kdj_loose LONG $739.332 $738.700 -$0.63 STOP_LOSS 20m
MARKET CONDITIONS — 2026-09-23
IWM $282.21 15:59
BB+KDJ +0.03% to BB 2/2
ORB building OR…
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_no_rejection
QQQ $741.12 15:59
BB+KDJ KDJ ✓ · BB +0.10% away 1/2
ORB SHORT READY ▼ 744.45–747.12
VWAP PB choppy (11× > 1) 11×
GAP FADE SKIP · gap_out_of_range
SPY $767.96 15:59
BB+KDJ +0.07% to BB 2/2
ORB SHORT READY ▼ 772.04–773.02
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 QQQ orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:45 SPY orb orb_too_late 0/0
15:45 QQQ orb orb_too_late 0/0
15:44 QQQ orb orb_too_late 0/0
15:44 SPY orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:18 $767.961 2
15:58:18 $767.961 2
15:57:17 $767.961 2
15:56:17 $767.961 2
15:55:16 $767.961 2
15:54:16 $767.570 2
15:53:15 $767.570 2
15:52:15 $767.570 2
15:51:14 $767.570 2
15:50:14 $767.570 2
15:49:14 $768.010 2
15:48:13 $768.010 2
15:47:13 $768.010 2
15:46:12 $768.010 2
15:45:12 $768.010 2
15:44:11 $767.990 2
15:43:11 $767.990 2
15:42:11 $767.990 2
15:41:10 $767.990 2
15:40:10 $767.990 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
—
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, 127 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.