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COST — scalp cross 4931

fieldvalue
candidate score model P(hit target), 0-100 38
date2026-07-16
time11:10
entry934.44
stop925.67
target946.03
R:R1.32
ema9931.79
vwap931.30
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.053%
low_of_day922.85
ema_slope % price-normalized 0.1669%
ema_slope raw $1.559
vwap_slope % price-normalized 0.0234%
vwap_slope raw $0.219
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0030%
price above both close vs max(ema,vwap), % — broke above both lines 0.283%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.1434%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.03991 bowls up
slope at cross ~0 = shallow / flat at the cross +0.1653
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 4.1
drop from peak how far VWAP fell from its peak to the cross -0.2965
flattening slope_decay: < 0 = flattening into the cross +0.0472 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.891
ema_flat_minutes0.000
bars_since_low20
windowin
fired_at2026-07-16T11:15:00.002478-04:00