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CBOE — scalp cross 3232

fieldvalue
candidate score model P(hit target), 0-100 62
date2026-07-09
time10:40
entry266.25
stop261.69
target272.31
R:R1.33
ema9264.80
vwap264.66
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.053%
low_of_day260.20
ema_slope % price-normalized 0.3691%
ema_slope raw $0.983
vwap_slope % price-normalized 0.0314%
vwap_slope raw $0.084
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES -0.0098%
price above both close vs max(ema,vwap), % — broke above both lines 0.546%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.3377%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.02219 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0544
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 2.4
drop from peak how far VWAP fell from its peak to the cross -0.0757
flattening slope_decay: < 0 = flattening into the cross -0.0208 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.978
ema_flat_minutes0.000
bars_since_low14
windowin
fired_at2026-07-09T10:45:00.002018-04:00