| Time | Symbol | Strategy | Reason | Score/Min |
|---|---|---|---|---|
| 15:49 | IWM | orb | orb_too_late | 0/0 |
| 15:48 | IWM | orb | orb_too_late | 0/0 |
| 15:47 | IWM | orb | orb_too_late | 0/0 |
| 15:46 | IWM | orb | orb_too_late | 0/0 |
| 15:45 | IWM | orb | orb_too_late | 0/0 |
| 15:44 | IWM | orb | orb_too_late | 0/0 |
| 15:43 | IWM | orb | orb_too_late | 0/0 |
| 15:42 | IWM | orb | orb_too_late | 0/0 |
| 15:41 | IWM | orb | orb_too_late | 0/0 |
| 15:40 | IWM | orb | orb_too_late | 0/0 |
| 15:39 | IWM | orb | orb_too_late | 0/0 |
| 15:38 | IWM | orb | orb_too_late | 0/0 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 15:59:43 | $764.860 | 1 | ||||||
| 15:58:43 | $764.860 | 1 | ||||||
| 15:57:42 | $764.860 | 1 | ||||||
| 15:56:42 | $764.860 | 1 | ||||||
| 15:55:41 | $764.860 | 1 | ||||||
| 15:54:41 | $764.640 | 1 | ||||||
| 15:53:40 | $764.640 | 1 | ||||||
| 15:52:40 | $764.640 | 1 | ||||||
| 15:51:40 | $764.640 | 1 | ||||||
| 15:50:39 | $764.640 | 1 | ||||||
| 15:49:39 | $764.620 | 0 | ||||||
| 15:48:38 | $764.620 | 0 | ||||||
| 15:47:38 | $764.620 | 0 | ||||||
| 15:46:38 | $764.620 | 0 | ||||||
| 15:45:37 | $764.620 | 0 | ||||||
| 15:44:37 | $764.420 | 0 | ||||||
| 15:43:36 | $764.420 | 0 | ||||||
| 15:42:36 | $764.420 | 0 | ||||||
| 15:41:35 | $764.420 | 0 | ||||||
| 15:40:35 | $764.420 | 0 |
| 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: 364 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.