◉ choppy 55% VIX 17.5 09:11:52
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$3.96
gross +$4.28
WIN%
100.0%
PF net
∞
gross ∞
TRADES
2
WINS
2
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-10-05
SymbolStratDir EntryExitP&L ReasonHold
IWM 11:50→15:50 orb LONG $282.670 $283.080 +$1.23 TIME_STOP 239m
QQQ 10:15→15:50 orb LONG $752.670 $755.720 +$3.05 TIME_STOP 334m
MARKET CONDITIONS — 2026-10-05
IWM $283.53 15:59
BB+KDJ +0.17% to BB 1/2
ORB LONG READY ▲ 280.05–282.21
VWAP PB watching 1×
GAP FADE SKIP · gap_out_of_range
QQQ $755.90 15:59
BB+KDJ +0.14% to BB 1/2
ORB LONG READY ▲ 749.08–752.20
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
SPY $774.97 15:59
BB+KDJ +0.06% to BB 1/2
ORB LONG READY ▲ 769.69–770.97
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:45 SPY orb orb_too_late 0/0
15:44 SPY orb orb_too_late 0/0
15:43 SPY orb orb_too_late 0/0
15:42 SPY orb orb_too_late 0/0
15:41 SPY orb orb_too_late 0/0
15:40 SPY orb orb_too_late 0/0
15:39 SPY orb orb_too_late 0/0
15:38 SPY orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:52 $774.970 1
15:58:52 $774.970 1
15:57:51 $774.970 1
15:56:51 $774.970 1
15:55:50 $774.970 1
15:54:50 $775.575 1
15:53:49 $775.575 1
15:52:49 $775.575 1
15:51:48 $775.575 1
15:50:44 $775.575 1
15:49:33 $775.840 1
15:48:32 $775.840 1
15:47:32 $775.840 1
15:46:31 $775.840 1
15:45:31 $775.840 1
15:44:30 $775.770 1
15:43:30 $775.770 1
15:42:30 $775.770 1
15:41:29 $775.770 1
15:40:29 $775.770 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     ` 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.