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CME — scalp cross 3997

fieldvalue
candidate score model P(hit target), 0-100 38
date2026-07-13
time12:00
entry242.84
stop241.20
target244.99
R:R1.31
ema9242.22
vwap242.21
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.003%
low_of_day240.69
ema_slope % price-normalized 0.1620%
ema_slope raw $0.393
vwap_slope % price-normalized 0.0104%
vwap_slope raw $0.025
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0002%
price above both close vs max(ema,vwap), % — broke above both lines 0.256%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.1516%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.00401 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0150
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 3.7
drop from peak how far VWAP fell from its peak to the cross -0.0286
flattening slope_decay: < 0 = flattening into the cross +0.0048 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.948
ema_flat_minutes0.000
bars_since_low23
windowin
fired_at2026-07-13T12:05:00.001339-04:00