HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$1.06
gross -$0.94
WIN%
0.0%
PF net
0.00
gross 0.00
TRADES
1
WINS
0
LOSSES
1
TARGETS
0
STOPS
0
BARS
5625
TRADES  2026-10-20
SymbolStratDir EntryExitP&L ReasonHold
SPY 11:50→15:51 orb LONG $769.250 $768.310 -$0.94 TIME_STOP 240m
MARKET CONDITIONS — 2026-10-20
IWM $275.88 15:59
BB+KDJ +0.11% to BB 2/2
ORB building OR…
VWAP PB watching 0×
GAP FADE SKIP · gap_out_of_range
QQQ $717.54 15:59
BB+KDJ KDJ ✓ · BB +0.11% away 0/2
ORB LONG READY ▲ 712.91–715.52
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_no_rejection
SPY $768.56 15:59
BB+KDJ +0.10% to BB 2/2
ORB LONG READY ▲ 765.07–766.15
VWAP PB choppy (11× > 1) 11×
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
15:38 QQQ orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:08 $768.560 2
15:58:08 $768.560 2
15:57:07 $768.560 2
15:56:07 $768.560 2
15:55:07 $768.560 2
15:54:06 $768.460 1
15:53:06 $768.460 1
15:52:05 $768.460 1
15:50:54 $768.460 1
15:49:54 $768.020 2
15:48:54 $768.020 2
15:47:53 $768.020 2
15:46:53 $768.020 2
15:45:52 $768.020 2
15:44:52 $768.510 1
15:43:51 $768.510 1
15:42:51 $768.510 1
15:41:51 $768.510 1
15:40:50 $768.510 1
15:39:50 $768.130 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 ` 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.