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CBOE — scalp cross 4812

fieldvalue
candidate score model P(hit target), 0-100 29
date2026-07-16
time10:40
entry278.37
stop276.46
target280.92
R:R1.33
ema9277.79
vwap277.73
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.022%
low_of_day275.82
ema_slope % price-normalized 0.0570%
ema_slope raw $0.159
vwap_slope % price-normalized 0.0057%
vwap_slope raw $0.016
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 0.208%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.0512%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.00470 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0149
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 3.2
drop from peak how far VWAP fell from its peak to the cross -0.0256
flattening slope_decay: < 0 = flattening into the cross +0.0033 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.576
ema_flat_minutes0.000
bars_since_low14
windowin
fired_at2026-07-16T10:45:00.003755-04:00