⊘ trending_up 65% VIX 18.4 23:11:41
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
-$0.16
gross +$0.06
WIN%
50.0%
PF net
0.92
gross 1.03
TRADES
2
WINS
1
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-10-16
SymbolStratDir EntryExitP&L ReasonHold
QQQ 10:45→11:00 vwap_pb LONG $722.760 $720.760 -$2.00 VWAP_LOST 15m
SPY 11:45→12:46 orb SHORT $768.850 $766.790 +$2.06 TARGET 60m
MARKET CONDITIONS — 2026-10-16
IWM $270.16 15:59
BB+KDJ +0.09% to BB 1/2
ORB SHORT READY ▼ 274.97–275.91
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
QQQ $708.99 15:59
BB+KDJ +0.14% to BB 1/2
ORB SHORT READY ▼ 721.82–725.94
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_no_rejection
SPY $762.67 15:59
BB+KDJ KDJ ✓ · BB +0.19% away 1/2
ORB SHORT READY ▼ 771.40–773.23
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_out_of_range
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 1/0
15:59 IWM bb_kdj regime_gate 1/0
15:58 QQQ bb_kdj_loose regime_gate 1/0
15:58 QQQ bb_kdj regime_gate 1/0
15:58 SPY bb_kdj_loose regime_gate 2/0
15:58 SPY bb_kdj regime_gate 2/0
15:58 IWM bb_kdj_loose regime_gate 1/0
15:58 IWM bb_kdj regime_gate 1/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:23 $762.670 1
15:58:22 $762.670 1
15:57:22 $762.670 1
15:56:22 $762.670 1
15:55:21 $762.670 1
15:54:21 $762.080 1
15:53:20 $762.080 1
15:52:20 $762.080 1
15:51:19 $762.080 1
15:50:19 $762.080 1
15:49:19 $762.400 1
15:48:18 $762.400 1
15:47:18 $762.400 1
15:46:17 $762.400 1
15:45:17 $762.400 1
15:44:16 $762.820 1
15:43:16 $762.820 1
15:42:16 $762.820 1
15:41:15 $762.820 1
15:40:15 $762.820 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 ` 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.