HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$2.23
gross -$1.90
WIN%
50.0%
PF net
0.12
gross 0.18
TRADES
2
WINS
1
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-09-25
SymbolStratDir EntryExitP&L ReasonHold
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
MARKET CONDITIONS — 2026-09-25
IWM $282.52 15:59
BB+KDJ +0.22% to BB 2/2
ORB inside · ++0.06% to H 281.43–282.69
VWAP PB choppy (15× > 1) 15×
GAP FADE SKIP · gap_out_of_range
QQQ $744.86 15:59
BB+KDJ +0.18% to BB 2/2
ORB LONG READY ▲ 741.66–744.28
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · gap_out_of_range
SPY $771.71 15:59
BB+KDJ +0.20% to BB 2/2
ORB LONG READY ▲ 767.75–769.78
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/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
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
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
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: 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.