Condition · recorded history

Stretched 2% above the day VWAP

Price is at least 2% above the current day VWAP: stretched to the upside of its session anchor.

What is a base rate?

Recorded window: 5 Oct 2026 to 3 Nov 2026 (UTC). Counted 4 Nov 2026 at 08:17 UTC.

Read it in context

  1. On one market

    Each market page compares that market with its own minutes, not with every market at once.

  2. Test it, then plan it

    Narrow it to your markets and dates in the Workbench. A tested result leads to Plan a trade, which measures what trading it would have paid after costs.

By market

Results vary by market. Compare a market before drawing a conclusion.

All 126 markets
How results varied by market

Range across 117 markets with at least 30 measured: reached +5% within 24 hours in 1 of 32 on WIFUSDT (3%) to 144 of 157 on CYSUSDT (92%).

Every market pooled, without context

What happened in the next 24 hours?

Both moves were more common than on minutes without it.

Other minutes are the same markets and dates without this condition. Each percentage is the share of measured minutes that reached that move from the starting price.

Price touched +5% or higher

When this held
35.6% · 9,150 of 25,731 minutes
Other minutes
22.6% · 4,520,559 of 20,009,720 minutes

Price touched −10% or lower

When this held
15.4% · 3,969 of 25,731 minutes
Other minutes
7.8% · 1,559,689 of 20,009,720 minutes

Price can touch both levels within the same 24 hours.

Every matching minute counts, so one long run adds many near-identical minutes. Busy markets weigh most.

Every condition is measured over the same 24 hours, whatever the length of its own reading. Other windows and move sizes shows shorter and longer windows.

This counts how often price touched a level, not what trading it would have paid.

Sample and counting

Rates use the 25,731 of 26,999 matches, pooled across 523 markets, with a full 24 hours after them. The 1,268 newer ones are left out, not counted as zero.

When it happened
Matches per UTC day, 2026-10-05 to 2026-11-04

About 871 a day, on 31 of 31 days: spread through the record rather than one event.

Other windows and move sizes
Matches that reached each move within each window. Counts first; the measured row is what each rate is over.
Move1 hour4 hours24 hours72 hours7 days
Measured26,99926,99925,73124,89619,697
Too recent001,2682,1037,302
+0.1% or more24,437 (90.5%)25,593 (94.8%)25,092 (97.5%)24,478 (98.3%)19,448 (98.7%)
+0.2% or more22,591 (83.7%)24,505 (90.8%)24,625 (95.7%)24,156 (97.0%)19,262 (97.8%)
+0.5% or more17,389 (64.4%)21,398 (79.3%)23,185 (90.1%)23,182 (93.1%)18,652 (94.7%)
+1% or more11,313 (41.9%)16,979 (62.9%)20,977 (81.5%)21,663 (87.0%)17,717 (89.9%)
+2% or more5,458 (20.2%)10,841 (40.2%)17,188 (66.8%)19,039 (76.5%)16,049 (81.5%)
+5% or more1,377 (5.1%)3,666 (13.6%)9,150 (35.6%)12,260 (49.2%)11,706 (59.4%)
+10% or more424 (1.6%)1,270 (4.7%)4,151 (16.1%)6,842 (27.5%)7,646 (38.8%)
+15% or more194 (0.7%)644 (2.4%)2,411 (9.4%)4,372 (17.6%)5,362 (27.2%)
+20% or more110 (0.4%)394 (1.5%)1,586 (6.2%)3,109 (12.5%)4,038 (20.5%)
+30% or more50 (0.2%)183 (0.7%)936 (3.6%)1,874 (7.5%)2,675 (13.6%)
+50% or more17 (0.1%)72 (0.3%)411 (1.6%)993 (4.0%)1,658 (8.4%)
+100% or more3 (<0.1%)18 (0.1%)135 (0.5%)330 (1.3%)588 (3.0%)
+200% or more0 (0.0%)3 (<0.1%)34 (0.1%)116 (0.5%)203 (1.0%)
+400% or more0 (0.0%)1 (<0.1%)5 (<0.1%)23 (0.1%)57 (0.3%)
−0.1% or lower25,372 (94.0%)26,195 (97.0%)25,429 (98.8%)24,787 (99.6%)19,664 (99.8%)
−0.2% or lower23,791 (88.1%)25,426 (94.2%)25,146 (97.7%)24,678 (99.1%)19,645 (99.7%)
−0.5% or lower18,811 (69.7%)22,814 (84.5%)24,163 (93.9%)24,355 (97.8%)19,561 (99.3%)
−1% or lower11,890 (44.0%)18,542 (68.7%)22,544 (87.6%)23,805 (95.6%)19,452 (98.8%)
−2% or lower4,810 (17.8%)11,275 (41.8%)19,026 (73.9%)22,474 (90.3%)19,095 (96.9%)
−5% or lower918 (3.4%)2,947 (10.9%)10,682 (41.5%)17,820 (71.6%)17,739 (90.1%)
−10% or lower199 (0.7%)690 (2.6%)3,969 (15.4%)10,594 (42.6%)14,010 (71.1%)
−15% or lower77 (0.3%)255 (0.9%)1,552 (6.0%)4,680 (18.8%)8,484 (43.1%)
−20% or lower31 (0.1%)130 (0.5%)720 (2.8%)1,912 (7.7%)4,069 (20.7%)
−30% or lower8 (<0.1%)39 (0.1%)285 (1.1%)712 (2.9%)1,288 (6.5%)
−50% or lower2 (<0.1%)11 (<0.1%)41 (0.2%)146 (0.6%)302 (1.5%)

Each window counts only matches old enough for it, so a longer window can show fewer.

Distributions and daily counts
Upside reached · 24hUpside reached (MFE, 24h)The most price moved up within 24 hours of each match: a high-water mark, never a close. 25,731 with a complete 24 hours.
Drawdown · 24hDrawdown (MAE, 24h)The worst price moved against within 24 hours of each match: the deepest point, never the close. 25,731 with a complete 24 hours.
Price 30 minutes laterForward 30-minute returnForward 30-minute returns across 26,924 matches: close to an even split, which is what a coin flip looks like. 75 too recent.

How to read a distribution

Matches per UTC day

  • 5 Oct715 matches
  • 6 Oct787 matches
  • 7 Oct358 matches
  • 8 Oct648 matches
  • 9 Oct1,304 matches
  • 10 Oct757 matches
  • 11 Oct939 matches
  • 12 Oct497 matches
  • 13 Oct1,841 matches
  • 14 Oct371 matches
  • 15 Oct1,217 matches
  • 16 Oct748 matches
  • 17 Oct352 matches
  • 18 Oct300 matches
  • 19 Oct557 matches
  • 20 Oct1,766 matches
  • 21 Oct1,322 matches
  • 22 Oct271 matches
  • 23 Oct1,060 matches
  • 24 Oct756 matches
  • 25 Oct540 matches
  • 26 Oct1,130 matches
  • 27 Oct1,273 matches
  • 28 Oct812 matches
  • 29 Oct994 matches
  • 30 Oct2,628 matches
  • 31 Oct780 matches
  • 1 Nov588 matches
  • 2 Nov330 matches
  • 3 Nov1,356 matches
  • 4 Nov2 matches
How this is counted
  • Each rate counts only matches with the full window after them.
  • A minute where a reading was missing is left out and reported, not read as zero.
  • The condition picks the setup, never the outcome: a definition that filters on what followed is rejected (OUTCOME_IN_PREDICATE). Every match is measured, winners and losers alike.
  • "Other minutes" is every other eligible minute in the same markets and window. It is a reference, not a control group.
  • "Reached +5%" uses the highest price inside the window (maximum favourable excursion, MFE); "fell to −10%" uses the lowest (maximum adverse excursion, MAE). Neither is the close.
  • Checked 22,408,144 eligible market-minutes (eligible_symbol_buckets) on 523 markets, 2026-10-05 00:00 to 2026-11-04 00:00 UTC.
  • These counts pool every market, so markets that match often weigh more. Each market page compares that market with its own reference.
  • Live status is not connected yet, so this page is recorded history only.

What are MFE and MAE?

Reproducibility key (q#f26b6713)

The key that re-runs this exact count. Same key, same bytes; when the record grows, the dataset revision changes.

grammar
research_query.v2
normalization
archive_normalization.v1
feature library
feature_defs.v1
dataset revision
4dd9ca5c5ec8ad02f80d2a7c16c1621e11e636aa3d672371e3f7a6ed83fe171c
query hash
f26b6713d5fbc99a5985ae8b2906feaf30358c4af291d2df549a5ec8360b5120
scanned window
2026-10-05T00:00:00.000Z to 2026-11-04T00:00:00.000Z (UTC)

Re-run over the API

The exact search definition behind this count. Send it to the key-authed research API (or the MCP research tool) and compare the bytes; a cached rerun is free.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.vwap_dist",
        "gte",
        0.02
      ],
      [
        "times.anchor_time",
        "between",
        [
          "2026-10-05T00:00:00.000Z",
          "2026-11-04T00:00:00.000Z"
        ]
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 50,
    "cursor": null
  }
}
curl -s https://app.edgedepth.com/api/v1/research/query \
  -H 'authorization: Bearer $EDGEDEPTH_API_KEY' \
  -H 'content-type: application/json' \
  -d '{"schema_version":"research_query.v2","normalization_version":"archive_normalization.v1","feature_version":"feature_defs.v1","target":"record_occurrences","where":{"all":[["feature.vwap_dist","gte",0.02],["times.anchor_time","between",["2026-10-05T00:00:00.000Z","2026-11-04T00:00:00.000Z"]]]},"sort":["times.anchor_time","desc"],"page":{"limit":50,"cursor":null}}'

Past examples from the record, not a guarantee or a prediction. Nothing here is trading advice.

Stretched 2% above the day VWAP: historical base rates | EdgeDepth