HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$5.38
gross -$5.15
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
2
WINS
0
LOSSES
2
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-10-19
SymbolStratDir EntryExitP&L ReasonHold
QQQ 12:15→14:40 orb LONG $722.313 $718.990 -$3.32 STOP 145m
SPY 11:20→15:50 orb LONG $769.230 $767.400 -$1.83 TIME_STOP 270m
MARKET CONDITIONS — 2026-10-19
IWM $271.51 15:59
BB+KDJ +0.24% to BB 1/2
ORB inside · ++0.40% to H 270.84–272.60
VWAP PB choppy (11× > 1) 11×
GAP FADE SKIP · gap_no_rejection
QQQ $720.20 15:59
BB+KDJ +0.30% to BB 2/2
ORB inside · ++0.00% to H 718.16–720.22
VWAP PB choppy (7× > 1) 7×
GAP FADE SKIP · gap_large_short
SPY $767.89 15:59
BB+KDJ +0.12% to BB 2/2
ORB inside · ++0.02% to H 766.82–768.06
VWAP PB choppy (8× > 1) 8×
GAP FADE SKIP · gap_no_rejection
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:59 SPY bb_kdj_loose regime_gate 2/0
15:59 QQQ bb_kdj_loose regime_gate 2/0
15:59 QQQ bb_kdj regime_gate 2/0
15:59 SPY bb_kdj regime_gate 2/0
15:59 IWM bb_kdj_loose regime_gate 1/0
15:59 IWM 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 QQQ bb_kdj_loose regime_gate 2/0
15:58 QQQ 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
15:59:35 $767.890 2
15:58:35 $767.890 2
15:57:35 $767.890 2
15:56:34 $767.890 2
15:55:34 $767.890 2
15:54:33 $768.095 2
15:53:33 $768.095 2
15:52:32 $768.095 2
15:51:32 $768.095 2
15:50:27 $768.095 2
15:49:26 $768.220 2
15:48:26 $768.220 2
15:47:26 $768.220 2
15:46:25 $768.220 2
15:45:25 $768.220 2
15:44:24 $768.200 1
15:43:24 $768.200 1
15:42:23 $768.200 1
15:41:23 $768.200 1
15:40:23 $768.200 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.