◉ neutral 60% VIX 18.4 17:25:33
config
HISTORY ◀
▶ today US.IWM, US.SPY, US.QQQ strict
P&L net
+$0.00
gross +$0.00
WIN%
0.0%
PF net
—
gross ∞
TRADES
0
WINS
0
LOSSES
0
TARGETS
0
STOPS
0
BARS
5670
MARKET CONDITIONS — 2026-10-26
IWM $276.91 15:59
BB+KDJ +0.03% to BB 2/2
ORB inside · ++0.09% to H 276.00–277.15
VWAP PB choppy (6× > 1) 6×
GAP FADE SKIP · gap_out_of_range
QQQ $713.02 15:59
BB+KDJ +0.05% to BB 1/2
ORB LONG READY ▲ 705.58–709.57
VWAP PB choppy (4× > 1) 4×
GAP FADE SKIP · gap_no_rejection
SPY $765.41 15:59
BB+KDJ +0.06% to BB 1/2
ORB LONG READY ▲ 761.64–764.00
VWAP PB choppy (10× > 1) 10×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
15:49 SPY orb orb_too_late 0/0
15:49 QQQ orb orb_too_late 0/0
15:49 IWM orb orb_too_late 0/0
15:48 SPY orb orb_too_late 0/0
15:48 QQQ orb orb_too_late 0/0
15:48 IWM orb orb_too_late 0/0
15:47 QQQ orb orb_too_late 0/0
15:47 SPY orb orb_too_late 0/0
15:47 IWM orb orb_too_late 0/0
15:46 SPY orb orb_too_late 0/0
15:46 QQQ orb orb_too_late 0/0
15:46 IWM orb orb_too_late 0/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
15:59:41 $765.415 1
15:58:40 $765.415 1
15:57:40 $765.415 1
15:56:39 $765.415 1
15:55:39 $765.415 1
15:54:38 $765.660 1
15:53:38 $765.660 1
15:52:38 $765.660 1
15:51:37 $765.660 1
15:50:37 $765.660 1
15:49:36 $765.700 2
15:48:36 $765.700 2
15:47:35 $765.700 2
15:46:35 $765.700 2
15:45:35 $765.700 2
15:44:34 $765.730 1
15:43:34 $765.730 1
15:42:33 $765.730 1
15:41:33 $765.730 1
15:40:32 $765.730 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
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.

TRADE LOG
Date Sym Strat Dir Entry Exit Gross Net Net bps Bars Reason
Loading…
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
Loading…
REGIME CALENDAR — last 90 classified trading days · hover for details
Loading…
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
Loading…
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.