| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| IWM 12:10→15:50 | orb | LONG | $283.370 | $282.600 | -$2.31 | TIME_STOP | 220m |
| SPY 12:10→15:50 | orb | LONG | $771.630 | $772.040 | +$0.41 | TIME_STOP | 220m |
| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:29 | QQQ | orb | orb_too_late | 0/0 |
| 15:28 | QQQ | orb | orb_too_late | 0/0 |
| 15:27 | QQQ | orb | orb_too_late | 0/0 |
| 15:26 | QQQ | orb | orb_too_late | 0/0 |
| 15:25 | QQQ | orb | orb_too_late | 0/0 |
| 15:24 | QQQ | orb | orb_too_late | 0/0 |
| 15:23 | QQQ | orb | orb_too_late | 0/0 |
| 15:22 | QQQ | orb | orb_too_late | 0/0 |
| 15:21 | QQQ | orb | orb_too_late | 0/0 |
| 15:20 | QQQ | orb | orb_too_late | 0/0 |
| 15:19 | QQQ | orb | orb_too_late | 0/0 |
| 15:18 | QQQ | orb | orb_too_late | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:50 | $771.710 | 2 | ||||||
| 15:58:49 | $771.710 | 2 | ||||||
| 15:57:49 | $771.710 | 2 | ||||||
| 15:56:49 | $771.710 | 2 | ||||||
| 15:55:48 | $771.710 | 2 | ||||||
| 15:54:48 | $771.170 | 2 | ||||||
| 15:53:47 | $771.170 | 2 | ||||||
| 15:52:47 | $771.170 | 2 | ||||||
| 15:51:47 | $771.170 | 2 | ||||||
| 15:50:38 | $771.170 | 2 | ||||||
| 15:49:21 | $770.935 | 1 | ||||||
| 15:48:21 | $770.935 | 1 | ||||||
| 15:47:20 | $770.935 | 1 | ||||||
| 15:46:20 | $770.935 | 1 | ||||||
| 15:45:19 | $770.935 | 1 | ||||||
| 15:44:19 | $770.250 | 1 | ||||||
| 15:43:19 | $770.250 | 1 | ||||||
| 15:42:18 | $770.250 | 1 | ||||||
| 15:41:18 | $770.250 | 1 | ||||||
| 15:40:17 | $770.250 | 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: 2 trades -1.07) ⚠ 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: 365 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.