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
5655
MARKET CONDITIONS — 2026-10-13
IWM $277.03 15:59
BB+KDJ +0.08% to BB 1/2
ORB SHORT READY ▼ 277.14–278.70
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
QQQ $743.30 15:59
BB+KDJ +0.19% to BB 1/2
ORB LONG READY ▲ 738.84–742.84
VWAP PB choppy (10× > 1) 10×
GAP FADE SKIP · entry_unfilled
SPY $778.38 15:59
BB+KDJ +0.14% to BB 2/2
ORB inside · ++0.04% to H 777.17–778.67
VWAP PB choppy (8× > 1) 8×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 QQQ orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:45 QQQ orb orb_too_late 0/0
15:44 QQQ orb orb_too_late 0/0
15:43 QQQ orb orb_too_late 0/0
15:42 QQQ orb orb_too_late 0/0
15:41 QQQ orb orb_too_late 0/0
15:40 QQQ orb orb_too_late 0/0
15:39 QQQ 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
15:59:44 $778.375 2
15:58:44 $778.375 2
15:57:44 $778.375 2
15:56:43 $778.375 2
15:55:43 $778.375 2
15:54:42 $778.330 1
15:53:42 $778.330 1
15:52:41 $778.330 1
15:51:41 $778.330 1
15:50:41 $778.330 1
15:49:40 $778.450 1
15:48:40 $778.450 1
15:47:39 $778.450 1
15:46:39 $778.450 1
15:45:38 $778.450 1
15:44:38 $778.590 1
15:43:38 $778.590 1
15:42:37 $778.590 1
15:41:37 $778.590 1
15:40:36 $778.590 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.