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NTRS — scalp cross 4695

fieldvalue
candidate score model P(hit target), 0-100 35
date2026-07-15
time12:45
entry190.15
stop188.58
target192.28
R:R1.36
ema9189.79
vwap189.71
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.041%
low_of_day188.02
ema_slope % price-normalized 0.1313%
ema_slope raw $0.250
vwap_slope % price-normalized 0.0268%
vwap_slope raw $0.051
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0011%
price above both close vs max(ema,vwap), % — broke above both lines 0.188%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.1045%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.00416 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0182
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 4.4
drop from peak how far VWAP fell from its peak to the cross -0.0433
flattening slope_decay: < 0 = flattening into the cross +0.0073 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.547
ema_flat_minutes0.000
bars_since_low29
windowin
fired_at2026-07-15T12:50:00.004161-04:00