HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
-$4.34
gross -$4.03
WIN%
50.0%
PF net
0.00
gross 0.01
TRADES
2
WINS
1
LOSSES
1
TARGETS
0
STOPS
0
BARS
5640
TRADES  2026-10-22
SymbolStratDir EntryExitP&L ReasonHold
QQQ 09:40→10:30 gap_fade LONG $713.020 $708.930 -$4.09 STOP 49m
IWM 12:15→15:50 orb LONG $276.490 $276.510 +$0.06 TIME_STOP 214m
MARKET CONDITIONS — 2026-10-22
IWM $276.08 15:59
BB+KDJ +0.19% to BB 2/2
ORB inside · ++0.09% to H 274.74–276.32
VWAP PB choppy (16× > 1) 16×
GAP FADE SKIP · entry_unfilled
QQQ $702.82 15:59
BB+KDJ +0.11% to BB 1/2
ORB SHORT READY ▼ 712.45–714.74
VWAP PB choppy (3× > 1) 3×
GAP FADE ✗ STOP  -$4.09
SPY $762.20 15:59
BB+KDJ +0.11% to BB 2/2
ORB SHORT READY ▼ 765.95–767.45
VWAP PB choppy (5× > 1) 5×
GAP FADE SKIP · entry_unfilled
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 QQQ orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:45 SPY orb orb_too_late 0/0
15:45 QQQ orb orb_too_late 0/0
15:44 QQQ orb orb_too_late 0/0
15:44 SPY orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:45 $762.195 2
15:58:44 $762.195 2
15:57:44 $762.195 2
15:56:43 $762.195 2
15:55:43 $762.195 2
15:54:43 $762.050 2
15:53:42 $762.050 2
15:52:42 $762.050 2
15:51:41 $762.050 2
15:50:41 $762.050 2
15:49:24 $762.120 2
15:48:23 $762.120 2
15:47:23 $762.120 2
15:46:22 $762.120 2
15:45:22 $762.120 2
15:44:21 $762.340 1
15:43:21 $762.340 1
15:42:21 $762.340 1
15:41:20 $762.340 1
15:40:20 $762.340 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
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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     ` 74/30 ██████████ win 46%  PnL -12.02  PF 0.85  (week: 3 trades -0.34)
  ⚠ 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: 359 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.