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: 11 Sept 2026 to 10 Oct 2026 (UTC). Counted 11 Oct 2026 at 07:55 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 122 markets with at least 30 measured: reached +5% within 24 hours in 9 of 41 on HYPEUSDT (22%) 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
41.5% · 13,612 of 32,781 minutes
Other minutes
32.1% · 6,368,154 of 19,862,113 minutes

Price touched −10% or lower

When this held
10.2% · 3,339 of 32,781 minutes
Other minutes
5.3% · 1,060,372 of 19,862,113 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 32,781 of 33,350 matches, pooled across 524 markets, with a full 24 hours after them. The 569 newer ones are left out, not counted as zero.

When it happened
Matches per UTC day, 2026-09-11 to 2026-10-11

About 1,076 a day, on 30 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
Measured33,35033,35032,78130,77828,311
Too recent005692,5725,039
+0.1% or more30,385 (91.1%)31,927 (95.7%)32,290 (98.5%)30,536 (99.2%)28,211 (99.6%)
+0.2% or more28,166 (84.5%)30,809 (92.4%)31,923 (97.4%)30,321 (98.5%)28,118 (99.3%)
+0.5% or more21,993 (65.9%)27,372 (82.1%)30,645 (93.5%)29,665 (96.4%)27,851 (98.4%)
+1% or more14,322 (42.9%)21,926 (65.7%)28,508 (87.0%)28,530 (92.7%)27,355 (96.6%)
+2% or more6,674 (20.0%)13,837 (41.5%)24,123 (73.6%)26,396 (85.8%)26,311 (92.9%)
+5% or more1,566 (4.7%)4,578 (13.7%)13,612 (41.5%)19,883 (64.6%)22,666 (80.1%)
+10% or more469 (1.4%)1,548 (4.6%)6,120 (18.7%)11,680 (37.9%)16,719 (59.1%)
+15% or more208 (0.6%)739 (2.2%)3,343 (10.2%)7,295 (23.7%)11,997 (42.4%)
+20% or more123 (0.4%)435 (1.3%)2,026 (6.2%)4,808 (15.6%)8,660 (30.6%)
+30% or more48 (0.1%)200 (0.6%)1,057 (3.2%)2,576 (8.4%)4,995 (17.6%)
+50% or more11 (<0.1%)59 (0.2%)429 (1.3%)1,143 (3.7%)2,162 (7.6%)
+100% or more1 (<0.1%)11 (<0.1%)122 (0.4%)338 (1.1%)665 (2.3%)
+200% or more0 (0.0%)3 (<0.1%)21 (0.1%)95 (0.3%)256 (0.9%)
+400% or more0 (0.0%)1 (<0.1%)9 (<0.1%)43 (0.1%)97 (0.3%)
−0.1% or lower31,388 (94.1%)32,393 (97.1%)32,363 (98.7%)30,522 (99.2%)28,118 (99.3%)
−0.2% or lower29,439 (88.3%)31,419 (94.2%)31,936 (97.4%)30,288 (98.4%)27,945 (98.7%)
−0.5% or lower23,333 (70.0%)28,418 (85.2%)30,695 (93.6%)29,600 (96.2%)27,440 (96.9%)
−1% or lower14,759 (44.3%)23,100 (69.3%)28,301 (86.3%)28,241 (91.8%)26,473 (93.5%)
−2% or lower5,836 (17.5%)13,748 (41.2%)22,895 (69.8%)25,286 (82.2%)24,531 (86.6%)
−5% or lower987 (3.0%)3,165 (9.5%)10,870 (33.2%)17,188 (55.8%)18,903 (66.8%)
−10% or lower201 (0.6%)741 (2.2%)3,339 (10.2%)7,811 (25.4%)10,294 (36.4%)
−15% or lower61 (0.2%)241 (0.7%)1,227 (3.7%)3,134 (10.2%)4,720 (16.7%)
−20% or lower16 (<0.1%)99 (0.3%)564 (1.7%)1,446 (4.7%)2,396 (8.5%)
−30% or lower4 (<0.1%)35 (0.1%)165 (0.5%)444 (1.4%)820 (2.9%)
−50% or lower0 (0.0%)3 (<0.1%)18 (0.1%)54 (0.2%)158 (0.6%)

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. 32,781 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. 32,781 with a complete 24 hours.
Price 30 minutes laterForward 30-minute returnForward 30-minute returns across 33,267 matches: close to an even split, which is what a coin flip looks like. 83 too recent.

How to read a distribution

Matches per UTC day

  • 11 Sep1,614 matches
  • 12 Sep763 matches
  • 13 Sep786 matches
  • 14 Sep1,085 matches
  • 15 Sep492 matches
  • 16 Sep801 matches
  • 17 Sep1,303 matches
  • 18 Sep2,300 matches
  • 19 Sep1,419 matches
  • 20 Sep1,046 matches
  • 21 Sep2,454 matches
  • 22 Sep1,485 matches
  • 23 Sep787 matches
  • 24 Sep2,251 matches
  • 25 Sep1,647 matches
  • 26 Sep1,014 matches
  • 27 Sep829 matches
  • 28 Sep430 matches
  • 29 Sep1,908 matches
  • 30 Sep1,299 matches
  • 1 Oct666 matches
  • 2 Oct938 matches
  • 3 Oct795 matches
  • 4 Oct670 matches
  • 5 Oct714 matches
  • 6 Oct787 matches
  • 7 Oct358 matches
  • 8 Oct648 matches
  • 9 Oct1,304 matches
  • 10 Oct757 matches
  • 11 Oct0 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 22,563,393 eligible market-minutes (eligible_symbol_buckets) on 524 markets, 2026-09-11 00:00 to 2026-10-11 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#28cd2697)

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
a73c484dcca77dfd2589c00c7aa7b0c1f0910b884b772584c69a40421b94ca84
query hash
28cd2697345f07c7abff52493feb409a573957d2e48cee6281946a9991c1092c
scanned window
2026-09-11T00:00:00.000Z to 2026-10-11T00:00:00.000Z (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",
        [
          "2026-09-11T00:00:00.000Z",
          "2026-10-11T00:00:00.000Z"
        ]
      ]
    ]
  },
  "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",["2026-09-11T00:00:00.000Z","2026-10-11T00:00:00.000Z"]]]},"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.