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CBOE — scalp cross 3958

fieldvalue
candidate score model P(hit target), 0-100 36
date2026-07-13
time11:40
entry271.50
stop268.73
target275.32
R:R1.38
ema9270.89
vwap270.82
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.027%
low_of_day267.68
ema_slope % price-normalized 0.1366%
ema_slope raw $0.371
vwap_slope % price-normalized 0.0246%
vwap_slope raw $0.067
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0014%
price above both close vs max(ema,vwap), % — broke above both lines 0.224%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.1120%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.00761 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0314
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 4.1
drop from peak how far VWAP fell from its peak to the cross -0.0733
flattening slope_decay: < 0 = flattening into the cross +0.0185 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.931
ema_flat_minutes0.000
bars_since_low26
windowin
fired_at2026-07-13T11:45:00.001105-04:00