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IBKR — scalp cross 4816

fieldvalue
candidate score model P(hit target), 0-100 31
date2026-07-16
time10:40
entry94.55
stop93.34
target96.31
R:R1.46
ema994.46
vwap94.45
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.010%
low_of_day92.78
ema_slope % price-normalized 0.1050%
ema_slope raw $0.099
vwap_slope % price-normalized 0.0081%
vwap_slope raw $0.008
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0064%
price above both close vs max(ema,vwap), % — broke above both lines 0.092%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.0969%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up -0.00260 rounds over
slope at cross ~0 = shallow / flat at the cross -0.0037
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 1.4
drop from peak how far VWAP fell from its peak to the cross -0.0001
flattening slope_decay: < 0 = flattening into the cross -0.0030 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.872
ema_flat_minutes0.000
bars_since_low9
windowin
fired_at2026-07-16T10:45:00.003755-04:00