Stretched 2% above the day VWAP
Price is at least 2% above the current day VWAP: stretched to the upside of its session anchor.
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
1,488 OF 29,394 (5.1%) REACHED ≥ +5% WITHIN 1H
🔒 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)
About 949 a day, on 30 of 31 days: spread through the record rather than one event.
Forward 30-minute returns across 28,936 matches: 56% of them finished down.
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:
- 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.
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.