HISTORY ◀
▶ today
US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.15
gross +$0.36
WIN%
50.0%
PF net
1.12
gross 1.32
TRADES
2
WINS
1
LOSSES
1
TARGETS
0
STOPS
0
BARS
5655
TRADES  2026-10-23
SymbolStratDir EntryExitP&L ReasonHold
QQQ 09:40→09:50 gap_fade LONG $702.340 $703.840 +$1.50 TARGET 10m
SPY 10:05→10:20 vwap_pb LONG $760.475 $759.340 -$1.14 VWAP_LOST 15m
MARKET CONDITIONS — 2026-10-23
IWM $276.07 15:59
BB+KDJ KDJ ✓ · BB +0.20% away 1/2
ORB LONG READY ▲ 274.05–275.24
VWAP PB choppy (3× > 1) 3×
GAP FADE SKIP · gap_no_rejection
QQQ $704.61 15:59
BB+KDJ KDJ ✓ · BB +0.05% away 2/2
ORB LONG READY ▲ 701.16–703.87
VWAP PB choppy (14× > 1) 14×
GAP FADE ✓ TARGET  +$1.50
SPY $760.26 15:59
BB+KDJ +0.02% to BB 2/2
ORB inside · ++0.06% to H 759.14–760.73
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · gap_no_rejection
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 3/0
15:59 QQQ bb_kdj regime_gate 3/0
15:59 IWM bb_kdj_loose regime_gate 2/0
15:59 IWM bb_kdj regime_gate 2/0
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 3/0
15:58 QQQ bb_kdj regime_gate 3/0
15:58 IWM bb_kdj_loose regime_gate 2/0
15:58 IWM bb_kdj regime_gate 2/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:18 $760.260 2
15:58:17 $760.260 2
15:57:17 $760.260 2
15:56:16 $760.260 2
15:55:16 $760.260 2
15:54:15 $760.180 1
15:53:15 $760.180 1
15:52:14 $760.180 1
15:51:14 $760.180 1
15:50:13 $760.180 1
15:49:13 $760.220 1
15:48:13 $760.220 1
15:47:12 $760.220 1
15:46:12 $760.220 1
15:45:11 $760.220 1
15:44:11 $760.380 1
15:43:11 $760.380 1
15:42:10 $760.380 1
15:41:10 $760.380 1
15:40:09 $760.380 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
⊘ 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     ` 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.