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PEP — scalp cross 4944

fieldvalue
candidate score model P(hit target), 0-100 45
date2026-07-16
time11:10
entry138.20
stop136.87
target139.90
R:R1.28
ema9137.65
vwap137.61
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.029%
low_of_day136.50
ema_slope % price-normalized 0.2349%
ema_slope raw $0.325
vwap_slope % price-normalized 0.0248%
vwap_slope raw $0.034
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES +0.0002%
price above both close vs max(ema,vwap), % — broke above both lines 0.398%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.2101%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.00919 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0314
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 3.4
drop from peak how far VWAP fell from its peak to the cross -0.0456
flattening slope_decay: < 0 = flattening into the cross +0.0107 steepening
shape fit R² how clean the dome is (1 = perfect parabola) 0.924
ema_flat_minutes0.000
bars_since_low7
windowin
fired_at2026-07-16T11:15:00.002478-04:00