< All conditionsLive condition · historical base rate

Stretched 2% above the day VWAP

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

Firing now (provisional, current bucket)

The live read is not yet enabled. This surface reports the historical base rates below; the firing-now list turns on when the live evaluator is connected.

What has happened when it held

Historically, when Stretched 2% above the day VWAP held (29,425 occurrences in the scanned window, 28,566 with a computable 24h horizon), the market reached +5% within 24h in 10,438 of 28,566 (36.5) and drew down 10%+ in 3,423 of 28,566 (12.0). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

Outcome distribution

WHAT FOLLOWED - ALL 29,425 MATCHES, FROM THE PER-SCAN SUMMARY

1,488 OF 29,394 (5.1%) REACHED +5% WITHIN 1H

METRIC MFE_1H · CHIPS RE-READ THE SUMMARY, NEVER RE-QUERY

🔒 COMPUTED FORWARD, NEVER A FILTER · DENOMINATOR 29,394 = MATCHES WITH A COMPLETE 1H HORIZON (31 ABSENT: TOO CLOSE TO THE RECORD EDGE FOR 1H - NEVER TRUNCATED, NEVER AN IMPLIED ZERO)

OCCURRENCES PER DAY · UTC · SUM 29425 - ALL 29,425, NOT THE PAGE
MAX 2171 · 2026-07-0107-0607-1307-2007-272026-07-01 TO 2026-07-31 · 31 UTC DAYS · ZERO DAYS KEEP THEIR SLOT

About 949 a day, on 30 of 31 days: spread through the record rather than one event.

FWD_RET_30M DISTRIBUTION · 28,936 PRESENT · 489 ABSENT
≥ +5: 323 OF 289366726216136934411111085742502136224750917≤-20-20..-15-15..-10-10..-5-5..-2-2..-1-1..00..+1+1..+2+2..+5+5..+10+10..+15+15..+20≥+20

Forward 30-minute returns across 28,936 matches: 56% of them finished down.

Upside reached (MFE, 24h)Drawdown (MAE, 24h)

Versus baseline

Historically, when any eligible minute in the window (baseline) held (25,729,197 occurrences in the scanned window, 22,720,005 with a computable 24h horizon), the market reached +5% within 24h in 4,979,291 of 22,720,005 (21.9) and drew down 10%+ in 1,076,543 of 22,720,005 (4.7). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

By market

Markets where this condition occurred often enough in the window to carry its own statistically meaningful receipt:

Reproducibility key (q#cd4a593a)
grammar
research_query.v2
normalization
archive_normalization.v1
feature library
feature_defs.v1
dataset revision
52a43a418a97fbe3a324f7c372fa4d53967163acaa0ed33c56b78ddd897331a4
query hash
cd4a593ae43e6bfe296dc0425a3850f5d62dc2aff1c5fd1ff6c9181e9307c1bb
scanned window
2026-07-01T00:00:00.000Z to 2026-07-31T00:00:00.000Z (UTC)

Same key, same bytes. This receipt reruns; it does not retell. When the record grows, the dataset revision changes and says so.

Re-run this over the API or MCP

This is the exact research_query.v2 definition behind the receipt. Send it to the key-authed research API (or the MCP research tool) and diff 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",
        [
          "2026-07-01T00:00:00.000Z",
          "2026-07-31T00:00:00.000Z"
        ]
      ]
    ]
  },
  "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",["2026-07-01T00:00:00.000Z","2026-07-31T00:00:00.000Z"]]]},"sort":["times.anchor_time","desc"],"page":{"limit":50,"cursor":null}}'

How to read this

  • Counts ship with denominators: occurrences across the eligible symbol-buckets scanned. A rate is over the occurrences with a computable horizon (present), never the total.
  • Absent is absent. When a feature was not warm at a minute, that bucket leaves the denominator and is reported; it is never coerced to zero.
  • This selects a setup, never its outcome. The grammar forbids filtering on what followed (OUTCOME_IN_PREDICATE), so the distribution below is over every occurrence, not a survivorship-picked subset.

Occurrences are observed examples in a selected archive, not a guarantee. Outcomes are computed forward from each anchor and are descriptive, never a filter and never a prediction. Nothing here is trading advice.