Eric Bell
c34ec8af08
Various files from live trading sessions were dumped in the root. Moved these files sources/misc/ (new folder). Updated README
1.6 KiB
largecap-vwap-pullback — 2026-09-03 (run ~10:23 ET)
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, max 2/sector. Ranked by push-above-VWAP depth, then $vol.
| # | Ticker | Price | VWAP | % vs VWAP | % High-over-VWAP | $Vol | Mkt Cap | Note |
|---|---|---|---|---|---|---|---|---|
| 1 | MU | 936.84 | 938.22 | -0.15% | +2.30% | $8M | $1.08T | Semis, day -2.0%, low 918.8801 |
| 2 | CNH | 13.6284 | 13.59 | +0.30% | +2.23% | $5M | $22.0B | Ag/Industrials, day -0.2%, low 13.38 |
| 3 | IREN | 39.57 | 39.49 | +0.21% | +1.72% | $9M | $15.6B | Crypto-miner/AI, day -0.1%, low 39.03 |
| 4 | NOK | 9.675 | 9.66 | +0.13% | +1.27% | $21M | $55.1B | Telecom equip, day -1.6%, low 9.54 |
| 5 | F | 14.225 | 14.21 | +0.07% | +0.95% | $6M | $56.4B | Autos, day +0.6%, low 14.06 |
| 6 (alt) | INTC | 89.34 | 89.07 | +0.30% | +0.86% | $16M | $476B | 2nd semis slot; NVDA cut: sector cap (3rd semis) |
Rejected (near-miss): SPWR $0.34 microcap; SOXL/GDX/SCHD/QID ETFs; NVD $3.68 / ONDS / PLUG / AUR under $10B; PATH cut: $9.3B mcap under bar; BTG cut: $7.1B mcap under bar; DRAM unverified ticker (likely ETF); AUR also member-designated exclusion; NVDA sector cap.
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 @ ~10:23 ET; mcap/type via stocks_reference_ticker per finalist.