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LLY — scalp cross 4638

fieldvalue
candidate score model P(hit target), 0-100 25
date2026-07-15
time11:20
entry1141.42
stop1136.88
target1147.75
R:R1.39
ema91140.56
vwap1140.46
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.009%
low_of_day1135.10
ema_slope % price-normalized 0.0052%
ema_slope raw $0.059
vwap_slope % price-normalized -0.0006%
vwap_slope raw $-0.007
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 0.076%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.0059%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up -0.02634 rounds over
slope at cross ~0 = shallow / flat at the cross -0.0745
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 2.8
drop from peak how far VWAP fell from its peak to the cross +0.0530
flattening slope_decay: < 0 = flattening into the cross -0.0016 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.869
ema_flat_minutes0.000
bars_since_low16
windowin
fired_at2026-07-15T11:25:00.001793-04:00