| Symbol | Strat | Dir | Entry | Exit | P&L | Reason | Hold |
|---|---|---|---|---|---|---|---|
| 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 |
| Time | Symbol | Strategy | Reason | Score/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 |
| Time | Close | BB | KDJ | RSI | RNG | VOL | Score | Entry |
|---|---|---|---|---|---|---|---|---|
| 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 |
| Strategy | Trades | Win% | Gross PF | Net PF | Net PF 95% CI | Net bps | Gross P&L | Net P&L | Last |
|---|---|---|---|---|---|---|---|---|---|
| Loading… | |||||||||
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.
| Date | Sym | Strat | Dir | Entry | Exit | Gross | Net | Net bps | Bars | Reason |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||
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.