HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.16
gross +$0.28
WIN%
100.0%
PF net
∞
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-10-09
SymbolStratDir EntryExitP&L ReasonHold
QQQ 10:40→10:46 vwap_pb LONG $749.485 $749.760 +$0.28 VWAP_LOST 5m
MARKET CONDITIONS — 2026-10-09
IWM $279.07 15:59
BB+KDJ +0.03% to BB 0/2
ORB LONG READY ▲ 277.46–278.86
VWAP PB choppy (7× > 1) 7×
GAP FADE SKIP · gap_out_of_range
QQQ $750.88 15:59
BB+KDJ +0.03% to BB 2/2
ORB inside · ++0.26% to H 750.20–752.86
VWAP PB choppy (7× > 1) 7×
GAP FADE SKIP · entry_unfilled
SPY $778.66 15:59
BB+KDJ +0.04% to BB 1/2
ORB LONG READY ▲ 775.88–776.84
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY 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 IWM orb orb_too_late 0/0
15:47 SPY 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 IWM orb orb_too_late 0/0
15:45 SPY orb orb_too_late 0/0
15:45 IWM orb orb_too_late 0/0
15:44 SPY orb orb_too_late 0/0
15:44 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:13 $778.660 1
15:58:13 $778.660 1
15:57:12 $778.660 1
15:56:12 $778.660 1
15:55:11 $778.660 1
15:54:11 $778.600 1
15:53:11 $778.600 1
15:52:10 $778.600 1
15:51:10 $778.600 1
15:50:09 $778.600 1
15:49:09 $778.755 0
15:48:08 $778.755 0
15:47:08 $778.755 0
15:46:08 $778.755 0
15:45:07 $778.755 0
15:44:07 $779.010 1
15:43:06 $779.010 1
15:42:06 $779.010 1
15:41:05 $779.010 1
15:40:05 $779.010 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 ` 54/20 ██████████ win 43%  PnL +2.06  PF 1.12  (week: 1 trades -1.14)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 75/30 ██████████ win 45%  PnL -12.24  PF 0.84  (week: 3 trades +0.38)
  ⚠ 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: 360 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.