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MSCI — scalp cross 3866

fieldvalue
candidate score model P(hit target), 0-100 34
date2026-07-13
time10:40
entry614.98
stop611.12
target619.81
R:R1.25
ema9613.38
vwap613.07
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.049%
low_of_day610.15
ema_slope % price-normalized 0.1672%
ema_slope raw $1.028
vwap_slope % price-normalized 0.0279%
vwap_slope raw $0.171
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0153%
price above both close vs max(ema,vwap), % — broke above both lines 0.261%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.1393%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up -0.04787 rounds over
slope at cross ~0 = shallow / flat at the cross -0.0758
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 1.6
drop from peak how far VWAP fell from its peak to the cross -0.0276
flattening slope_decay: < 0 = flattening into the cross -0.0201 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.918
ema_flat_minutes0.000
bars_since_low13
windowin
fired_at2026-07-13T10:45:00.001338-04:00