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CME — scalp cross 3440

fieldvalue
candidate score model P(hit target), 0-100 62
date2026-07-10
time10:15
entry240.51
stop237.68
target244.09
R:R1.27
ema9239.30
vwap239.19
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.047%
low_of_day236.93
ema_slope % price-normalized 0.1869%
ema_slope raw $0.450
vwap_slope % price-normalized 0.0375%
vwap_slope raw $0.090
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES -0.0667%
price above both close vs max(ema,vwap), % — broke above both lines 0.504%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.1494%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.06156 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0583
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 0.9
drop from peak how far VWAP fell from its peak to the cross -0.0694
flattening slope_decay: < 0 = flattening into the cross -0.2228 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.976
ema_flat_minutes0.000
bars_since_low5
windowin
fired_at2026-07-10T10:20:00.003938-04:00