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LLY — scalp cross 4584

fieldvalue
candidate score model P(hit target), 0-100 30
date2026-07-15
time10:45
entry1141.61
stop1136.81
target1148.12
R:R1.36
ema91140.36
vwap1140.24
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.010%
low_of_day1135.10
ema_slope % price-normalized 0.0690%
ema_slope raw $0.787
vwap_slope % price-normalized 0.0089%
vwap_slope raw $0.101
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES -0.0008%
price above both close vs max(ema,vwap), % — broke above both lines 0.110%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.0601%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.03565 bowls up
slope at cross ~0 = shallow / flat at the cross +0.1088
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 3.1
drop from peak how far VWAP fell from its peak to the cross -0.1555
flattening slope_decay: < 0 = flattening into the cross +0.0194 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.817
ema_flat_minutes0.000
bars_since_low9
windowin
fired_at2026-07-15T10:50:00.004129-04:00