Live 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.

What is a base rate?

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 (36,919 occurrences in the scanned window, 35,364 with a computable 24h horizon), the market reached +5% within 24h in 15,509 of 35,364 (43.9) and drew down 10%+ in 5,095 of 35,364 (14.4). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

Outcome distribution

WHAT FOLLOWED · ALL 36,919 MATCHES

33,503 of 36,825 (91.0%) reached +0% or more within 1 hour · smallest move size with matches, picked for you

Pick a window and a move size: how often did a move at least that big follow?

WINDOWMOVE SIZE

🔒 Measured after every match, never by keeping winners. 36,825 of the matches have a complete 1 hour forward; the other 94 are too recent to know.

What are MFE and MAE?

Why 72 hours can show fewer than 1 hour: a match too recent for a complete 72 hours is left out of that count entirely, even if it already reached the level within 1 hour. The two counts cover different sets of matches.

When they happened - one bar per UTC day, all 36,919 matches
283401417MATCHES PER UTC DAY · MAX 2834 ON 2026-08-21196719842834145120791277105112981252646752799145573010051997100312537128601042891699187077081012895711016155608-2408-3109-0709-142026-08-19 TO 2026-09-18 · 31 UTC DAYS · ZERO DAYS KEEP THEIR SLOT

About 1,191 a day, on 30 of 31 days: spread through the record rather than one event.

Where the next 30 minutes landed - 36,410 measured, 509 too recent
≥ +0: 15348 OF 3641011453526615183796523847981782153820801564405341533408174932454271321≤−100−50−30−20−15−10−5−2−1−0.5−0.2−0.1<00++0.1+0.2+0.5+1+2+5+10+15+20+30+50≥+400

Forward 30-minute returns across 36,410 matches: close to an even split, which is what a coin flip looks like.

How to read a distribution
Upside reached · 24hUpside reached (MFE, 24h)The most price moved up within 24h of each occurrence: a high-water mark, never a close. 35,364 with a complete 24h.
Drawdown · 24hDrawdown (MAE, 24h)The worst price moved against within 24h of each occurrence: the deepest point, never the close. 35,364 with a complete 24h.

Versus baseline

Historically, when any eligible minute in the window (baseline) held (28,030,433 occurrences in the scanned window, 24,344,411 with a computable 24h horizon), the market reached +5% within 24h in 6,613,670 of 24,344,411 (27.2) and drew down 10%+ in 1,215,770 of 24,344,411 (5.0). 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:

Check our work: the key that re-runs this exact count (q#32c9aa94)
grammar
research_query.v2
normalization
archive_normalization.v1
feature library
feature_defs.v1
dataset revision
8904ef0442c6f623ec772df2b59d7baf1e49aaa808b5b11ac31546605549e3bb
query hash
32c9aa94dd1451cf87d14bc13124f7f10ce2338c677a0a99f8aebdfced0a6ab6
scanned window
2026-08-19T00:00:00.000Z to 2026-09-18T00:00:00.000Z (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 yourself, over the API or from an AI agent

This is the exact search definition behind the receipt. 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",
        [
          "2026-08-19T00:00:00.000Z",
          "2026-09-18T00:00:00.000Z"
        ]
      ]
    ]
  },
  "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",["2026-08-19T00:00:00.000Z","2026-09-18T00:00:00.000Z"]]]},"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.