⊘ trending_down 55% VIX 17.2 14:27:11
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$1.56
gross +$2.12
WIN%
50.0%
PF net
1.82
gross 2.34
TRADES
4
WINS
2
LOSSES
2
TARGETS
0
STOPS
0
BARS
5625
TRADES  2026-09-24
SymbolStratDir EntryExitP&L ReasonHold
IWM 10:40→10:46 vwap_pb LONG $280.690 $280.265 -$1.27 VWAP_LOST 5m
SPY 10:55→11:00 vwap_pb LONG $764.710 $764.410 -$0.30 VWAP_LOST 5m
SPY 12:25→15:50 orb LONG $766.410 $767.640 +$1.23 TIME_STOP 204m
QQQ 12:25→15:50 orb LONG $738.810 $741.270 +$2.46 TIME_STOP 204m
MARKET CONDITIONS — 2026-09-24
IWM $281.62 15:59
BB+KDJ +0.15% to BB 1/2
ORB inside · ++0.04% to H 280.51–281.72
VWAP PB choppy (5× > 1) 5×
GAP FADE SKIP · gap_out_of_range
QQQ $740.85 15:59
BB+KDJ +0.16% to BB 2/2
ORB LONG READY ▲ 734.63–737.38
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · entry_unfilled
SPY $767.36 15:59
BB+KDJ +0.05% to BB 2/2
ORB LONG READY ▲ 763.62–765.05
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · entry_unfilled
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 SPY bb_kdj_loose regime_gate 2/0
15:59 SPY bb_kdj regime_gate 2/0
15:59 QQQ bb_kdj_loose regime_gate 2/0
15:59 QQQ bb_kdj regime_gate 2/0
15:59 IWM bb_kdj_loose regime_gate 1/0
15:59 IWM bb_kdj regime_gate 1/0
15:58 SPY bb_kdj_loose regime_gate 2/0
15:58 SPY bb_kdj regime_gate 2/0
15:58 QQQ bb_kdj_loose regime_gate 2/0
15:58 QQQ bb_kdj regime_gate 2/0
15:58 IWM bb_kdj_loose regime_gate 1/0
15:58 IWM bb_kdj regime_gate 1/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:43 $767.355 2
15:58:42 $767.355 2
15:57:42 $767.355 2
15:56:41 $767.355 2
15:55:41 $767.355 2
15:54:41 $767.590 2
15:53:40 $767.590 2
15:52:40 $767.590 2
15:51:39 $767.590 2
15:50:22 $767.590 2
15:49:22 $767.760 1
15:48:21 $767.760 1
15:47:21 $767.760 1
15:46:21 $767.760 1
15:45:20 $767.760 1
15:44:20 $767.750 1
15:43:19 $767.750 1
15:42:19 $767.750 1
15:41:19 $767.750 1
15:40:18 $767.750 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
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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
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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.