◉ choppy 60% VIX 17.5 09:44:00
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.00
gross +$0.00
WIN%
0.0%
PF net
—
gross ∞
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
5670
MARKET CONDITIONS — 2026-10-02
IWM $281.50 15:59
BB+KDJ +0.07% to BB 2/2
ORB SHORT READY ▼ 281.90–283.33
VWAP PB choppy (5× > 1) 5×
GAP FADE SKIP · gap_large_short
QQQ $749.54 15:59
BB+KDJ +0.17% to BB 2/2
ORB inside · ++0.26% to H 749.10–751.49
VWAP PB wick ✓ · below VWAP 1×
GAP FADE SKIP · gap_large_short
SPY $769.55 15:59
BB+KDJ +0.12% to BB 2/2
ORB inside · ++0.20% to H 769.49–771.12
VWAP PB choppy (5× > 1) 5×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/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 SPY orb orb_too_late 0/0
15:39 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:59 $769.555 2
15:58:58 $769.555 2
15:57:58 $769.555 2
15:56:57 $769.555 2
15:55:57 $769.555 2
15:54:57 $769.630 2
15:53:56 $769.630 2
15:52:56 $769.630 2
15:51:55 $769.630 2
15:50:55 $769.630 2
15:49:54 $769.800 2
15:48:54 $769.800 2
15:47:53 $769.800 2
15:46:53 $769.800 2
15:45:53 $769.800 2
15:44:52 $769.730 2
15:43:52 $769.730 2
15:42:51 $769.730 2
15:41:51 $769.730 2
15:40:50 $769.730 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: 2 trades -1.07)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 75/30 ██████████ win 45%  PnL -12.24  PF 0.84  (week: 2 trades -0.16)
  ⚠ 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: 362 fills, avg slip -2.4 bps, 127 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.