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CBOE — scalp cross 5061

fieldvalue
candidate score model P(hit target), 0-100 48
date2026-07-16
time12:15
entry279.08
stop276.45
target282.34
R:R1.24
ema9277.74
vwap277.71
ema−vwap sep |ema9−vwap| as % of price · gate ≥ 0.15% 0.013%
low_of_day275.82
ema_slope % price-normalized 0.2584%
ema_slope raw $0.721
vwap_slope % price-normalized 0.0107%
vwap_slope raw $0.030
vwap slope (fitted) 8-bar least-squares · rising = late/extended = LOSES -0.0018%
price above both close vs max(ema,vwap), % — broke above both lines 0.479%
gap widening EMA accelerating away from VWAP (% over 3 bars) +0.2477%
VWAP curve shape (quadratic fit over the pre-cross window)
concavity < 0 rounds over (dome) · > 0 bowls up +0.00397 bowls up
slope at cross ~0 = shallow / flat at the cross +0.0098
peak age bars since the fitted VWAP peak · > 0 = came down from a peak 2.5
drop from peak how far VWAP fell from its peak to the cross -0.0227
flattening slope_decay: < 0 = flattening into the cross -0.0036 flattening
shape fit R² how clean the dome is (1 = perfect parabola) 0.852
ema_flat_minutes0.000
bars_since_low31
windowin
fired_at2026-07-16T12:20:00.004225-04:00