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CME — scalp cross 4296

fieldvalue
candidate score model P(hit target), 0-100 25
date2026-07-14
time11:45
entry245.87
stop243.39
target249.40
R:R1.42
ema9245.54
vwap245.48
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.027%
low_of_day242.34
ema_slope % price-normalized 0.0038%
ema_slope raw $0.009
vwap_slope % price-normalized -0.0053%
vwap_slope raw $-0.013
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES -0.0009%
price above both close vs max(ema,vwap), % — broke above both lines 0.133%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.0091%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up -0.00317 rounds over
slope at cross ~0 = shallow / flat at the cross -0.0130
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 +0.0164
flattening slope_decay: < 0 = flattening into the cross +0.0028 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.672
ema_flat_minutes0.000
bars_since_low27
windowin
fired_at2026-07-14T11:50:00.004216-04:00