⬇ DB ← back

IBKR — scalp cross 4517

fieldvalue
candidate score model P(hit target), 0-100 18
date2026-07-15
time10:30
entry97.05
stop96.64
target97.61
R:R1.41
ema996.98
vwap96.97
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.013%
low_of_day96.48
ema_slope % price-normalized -0.0478%
ema_slope raw $-0.046
vwap_slope % price-normalized -0.0309%
vwap_slope raw $-0.030
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0136%
price above both close vs max(ema,vwap), % — broke above both lines 0.065%
gap widening EMA accelerating away from VWAP (% over 3 bars) -0.0170%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up -0.00471 rounds over
slope at cross ~0 = shallow / flat at the cross -0.0053
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 1.1
drop from peak how far VWAP fell from its peak to the cross +0.0082
flattening slope_decay: < 0 = flattening into the cross -0.0252 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.850
ema_flat_minutes0.000
bars_since_low9
windowin
fired_at2026-07-15T10:35:00.003227-04:00