⊘ trending_up 60% VIX 18.4 18:20:31
config
ALIVE (41s ago) ◀
▶ US.IWM, US.SPY, US.QQQ strict
P&L net
+$2.43
gross +$2.64
WIN%
100.0%
PF net
∞
gross ∞
TRADES
1
WINS
1
LOSSES
0
TARGETS
0
STOPS
0
BARS
4170
OPEN POSITION   LONG
Symbol
US.QQQ
Strategy
orb
Entry
$721.920
Stop
$714.610
Qty
1.0
Last
$720.430
Unrealized
-$1.49
TRADES  2026-10-27
SymbolStratDir EntryExitP&L ReasonHold
IWM 09:40→10:00 gap_fade SHORT $277.960 $277.080 +$2.64 TARGET 20m
MARKET CONDITIONS — 2026-10-27
IWM $279.89 14:19
BB+KDJ +0.14% to BB 1/2
ORB LONG READY ▲ 277.15–278.13
VWAP PB choppy (5× > 1) 5×
GAP FADE ✓ TARGET  +$2.64
QQQ $720.43 14:19
BB+KDJ +0.02% to BB 1/2
ORB LONG READY ▲ 714.61–717.94
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_no_rejection
SPY $769.38 14:19
BB+KDJ +0.04% to BB 1/2
ORB LONG READY ▲ 767.11–768.36
VWAP PB choppy (2× > 1) 2×
GAP FADE SKIP · gap_out_of_range
RECENT SKIPS
TimeSymbolStrategyReasonScore/Min
14:19 SPY bb_kdj_loose regime_gate 1/0
14:19 SPY orb orb_too_late 0/0
14:19 QQQ bb_kdj_loose regime_gate 1/0
14:19 QQQ bb_kdj regime_gate 1/0
14:19 SPY bb_kdj regime_gate 1/0
14:19 IWM bb_kdj_loose regime_gate 1/0
14:19 IWM orb orb_vix_block 0/0
14:19 IWM bb_kdj regime_gate 1/0
14:18 SPY bb_kdj_loose regime_gate 1/0
14:18 SPY orb orb_too_late 0/0
14:18 SPY bb_kdj regime_gate 1/0
14:18 QQQ bb_kdj_loose regime_gate 1/0
SIGNAL FEED  last 20 bars · bb_kdj
TimeClose BB KDJ RSI RNG VOL ScoreEntry
14:19:42 $769.380 1
14:18:42 $769.380 1
14:17:42 $769.380 1
14:16:41 $769.380 1
14:15:41 $769.380 1
14:14:40 $769.490 2
14:13:40 $769.490 2
14:12:39 $769.490 2
14:11:39 $769.490 2
14:10:39 $769.490 2
14:09:38 $769.565 1
14:08:38 $769.565 1
14:07:37 $769.565 1
14:06:37 $769.565 1
14:05:36 $769.565 1
14:04:36 $769.600 1
14:03:35 $769.600 1
14:02:35 $769.600 1
14:01:35 $769.600 1
14:00:34 $769.600 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
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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.