Eric Bell
c34ec8af08
Various files from live trading sessions were dumped in the root. Moved these files sources/misc/ (new folder). Updated README
1.7 KiB
largecap-vwap-pullback — 2026-09-03 (run ~14:32 ET)
Universe: full US market, non-OTC. Screen: price within ±0.35% of live session VWAP, session high ≥+0.5% above VWAP, $dv ≥ $5M, mcap ≥ $10B verified per finalist, ETFs excluded, max 2/sector. Ranked by push-above-VWAP depth, then $vol. 53 raw hits → verified finalists.
| # | Ticker | Price | VWAP | % vs VWAP | % High-over-VWAP | $Vol | Mkt Cap | Note |
|---|---|---|---|---|---|---|---|---|
| 1 | BSX | 47.22 | 47.36 | -0.30% | +4.02% | $11M | $70.1B | Med-device, day -2.4%, deep push reclaim off low 46.97 |
| 2 | MRNA | 144.82 | 145.10 | -0.20% | +3.51% | $9M | $60.2B | Biotech, day -3.8%, big intraday push off low 142.78 |
| 3 | U | 42.295 | 42.19 | +0.24% | +3.19% | $7M | $17.9B | Software, day +3.9%, trending name holding above VWAP |
| 4 | KHC | 25.475 | 25.47 | +0.03% | +2.48% | $13M | $31.1B | Packaged food, day -3.0%, tight coil at VWAP |
| 5 | CCL | 23.415 | 23.42 | -0.02% | +2.27% | $13M | $32.5B | Cruises, day -1.4%, dead-on VWAP |
| 6 (alt) | RKLB | 63.43 | 63.53 | -0.16% | +2.16% | $15M | $40.3B | Space; kept as alt only — 2-day fresh momentum already extended |
Rejected (near-miss): MARA $4.0B mcap; CAG $7.8B mcap; NCLH $7.15B mcap; NTSK/PLTD/FLO/GRAB/KLAR/GLXY/HL/SOUN/CDE/KEEL/FRMI/EQX/GGB/BBD/SBS/ABEV/JBLU/HTZ under $10B or microcap; XLB/METU ETFs; PFE cut on sector cap (3rd healthcare w/ BSX+MRNA); NFLX/ITUB/CMCSA/NVO lower push depth.
Trigger: long only on VWAP reclaim/hold (tick back above live VWAP with follow-through); stop under session low. No reclaim = no trade.
Data: stocks_snapshot_all @ ~14:31 ET; mcap/type via stocks_reference_ticker per finalist.