◉ neutral 70% VIX 17.5 07:38:59
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.47
gross +$0.58
WIN%
100.0%
PF net
∞
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-10-07
SymbolStratDir EntryExitP&L ReasonHold
QQQ 09:40→09:45 gap_fade LONG $752.355 $752.940 +$0.58 STOP 5m
MARKET CONDITIONS — 2026-10-07
IWM $277.58 15:59
BB+KDJ +0.01% to BB 2/2
ORB SHORT READY ▼ 277.87–279.04
VWAP PB choppy (11× > 1) 11×
GAP FADE SKIP · entry_unfilled
QQQ $757.22 15:59
BB+KDJ +0.08% to BB 1/2
ORB LONG READY ▲ 751.82–754.82
VWAP PB choppy (4× > 1) 4×
GAP FADE ✗ STOP  +$0.58
SPY $776.94 15:59
BB+KDJ +0.01% to BB 2/2
ORB LONG READY ▲ 774.25–776.15
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 QQQ orb orb_too_late 0/0
15:49 IWM orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:48 IWM orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:47 IWM orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:46 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:28 $776.940 2
15:58:28 $776.940 2
15:57:27 $776.940 2
15:56:27 $776.940 2
15:55:26 $776.940 2
15:54:26 $777.240 1
15:53:26 $777.240 1
15:52:25 $777.240 1
15:51:25 $777.240 1
15:50:24 $777.240 1
15:49:24 $776.861 2
15:48:23 $776.861 2
15:47:23 $776.861 2
15:46:23 $776.861 2
15:45:22 $776.861 2
15:44:22 $777.130 1
15:43:21 $777.130 1
15:42:21 $777.130 1
15:41:21 $777.130 1
15:40:20 $777.130 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.