Eric Bell
c34ec8af08
Various files from live trading sessions were dumped in the root. Moved these files sources/misc/ (new folder). Updated README
21 lines
1.7 KiB
Markdown
21 lines
1.7 KiB
Markdown
# largecap-vwap-pullback — 2026-09-03 (run ~2:28 PM ET, afternoon re-run)
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Universe: full US market, non-OTC. Screen: price within ±0.35% of live session VWAP, session high ≥+0.5% above VWAP, price ≥ VWAP−0.35%, $dv ≥ $5M (pre-narrow $25M → relaxed to $5M to fill list), mcap ≥ $10B verified per finalist, ETFs excluded (CS/ADRC only), max 2/sector. Ranked by push-above-VWAP depth, then $vol.
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| # | Ticker | Price | VWAP | % vs VWAP | % High-over-VWAP | $Vol | Mkt Cap | Note |
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|---|--------|-------|------|-----------|------------------|------|---------|------|
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| 1 | BSX | 47.22 | 47.36 | -0.30% | +4.01% | $11M | $70.1B | Med devices, day -2.4%, low 46.97 |
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| 2 | MRNA | 145.22 | 145.10 | +0.08% | +3.51% | $9M | $60.2B | Biotech, day -4.0%, low 142.78 |
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| 3 | U | 42.295 | 42.19 | +0.24% | +3.19% | $7M | $17.9B | Unity/software, day +3.8%, low 41.00 |
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| 4 | KHC | 25.475 | 25.47 | +0.03% | +2.48% | $13M | $31.1B | Consumer staples, day -3.0%, low 25.30 |
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| 5 | CCL | 23.415 | 23.42 | -0.02% | +2.27% | $13M | $32.5B | Cruises, day -1.4%, low 23.26 |
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| 6 (alt) | BBD | 3.46 | 3.467 | -0.19% | +1.83% | $30M | $36.5B | Brazil bank ADR (ADRC); also F $56.4B push +0.8% $28M |
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**Rejected (near-miss):** PLTD/METU/DRAM-type ETFs; KEEL $1.9B, PLUG $2.9B, AAL $8.7B, PATH $9.3B all under $10B bar; NTSK/FLO/GRAB/OPEN/RXRX/KLAR/SOUN under bar or unverified; GLXY unverified ticker (likely ETF-lookalike).
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**Afternoon vs 10:23 run:** MU/IREN/NOK ran well above VWAP band (no longer pullbacks); CNH faded to -0.54% vs VWAP (off screen).
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**Trigger:** long only on VWAP reclaim/hold (tick back above live VWAP with follow-through); stop under session low. No reclaim = no trade.
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Data: stocks_snapshot_all @ ~14:28 ET; mcap/type via stocks_reference_ticker per finalist.
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