⊘ trending_up 62% VIX 17.5 08:33:31
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$3.34
gross -$3.00
WIN%
33.3%
PF net
0.12
gross 0.17
TRADES
3
WINS
1
LOSSES
2
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-10-06
SymbolStratDir EntryExitP&L ReasonHold
SPY 09:40→10:06 gap_fade SHORT $778.440 $779.860 -$1.42 STOP 25m
QQQ 10:30→10:35 vwap_pb LONG $759.850 $760.440 +$0.59 VWAP_LOST 5m
QQQ 09:40→11:06 gap_fade SHORT $760.280 $762.446 -$2.17 TIME_STOP 85m
MARKET CONDITIONS — 2026-10-06
IWM $280.86 15:59
BB+KDJ +0.05% to BB 2/2
ORB SHORT READY ▼ 283.16–284.64
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · entry_unfilled
QQQ $760.38 15:59
BB+KDJ +0.03% to BB 1/2
ORB inside · ++0.17% to H 759.10–761.70
VWAP PB choppy (6× > 1) 6×
GAP FADE ✗ TIME_STOP  -$2.17
SPY $779.53 15:59
BB+KDJ +0.01% to BB 2/2
ORB building OR…
VWAP PB choppy (8× > 1) 8×
GAP FADE ✗ STOP  -$1.42
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 SPY bb_kdj_loose regime_gate 2/0
15:59 SPY bb_kdj regime_gate 2/0
15:59 QQQ bb_kdj_loose regime_gate 1/0
15:59 QQQ bb_kdj regime_gate 1/0
15:59 IWM bb_kdj_loose regime_gate 2/0
15:59 IWM bb_kdj regime_gate 2/0
15:58 SPY bb_kdj_loose regime_gate 2/0
15:58 SPY bb_kdj regime_gate 2/0
15:58 QQQ bb_kdj_loose regime_gate 1/0
15:58 QQQ bb_kdj regime_gate 1/0
15:58 IWM bb_kdj_loose regime_gate 2/0
15:58 IWM bb_kdj regime_gate 2/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:09 $779.530 2
15:58:08 $779.530 2
15:57:08 $779.530 2
15:56:07 $779.530 2
15:55:07 $779.530 2
15:54:06 $779.560 1
15:53:06 $779.560 1
15:52:06 $779.560 1
15:51:05 $779.560 1
15:50:05 $779.560 1
15:49:04 $779.602 1
15:48:04 $779.602 1
15:47:03 $779.602 1
15:46:03 $779.602 1
15:45:03 $779.602 1
15:44:02 $779.580 1
15:43:02 $779.580 1
15:42:01 $779.580 1
15:41:01 $779.580 1
15:40:00 $779.580 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
⊘ BLOCKING
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.