Data gate
At least 252 complete, positive and internally consistent adjusted daily bars are required. Files that fail validation are recorded rather than silently omitted.
FIXED METHOD vcp-v1
How a pattern enters the list
The scanner narrows a universe with explicit numerical rules. It does not certify that a chart is a textbook pattern or predict a profitable breakout.
Stage 2 gate
Price must be above its 50-, 150- and 200-day averages; the 150-day average must exceed the 200-day average; and the 200-day average must be rising.
Range gate
Price must be at least 30% above the 52-week low and within 25% of the 52-week high.
Contraction gate
At least two measurable pullbacks are required. Later pullbacks cannot expand materially, and the final contraction cannot exceed 18%.
Pivot and volume gate
Price must be within 12% of the measured pivot. Recent 20-day average volume cannot exceed 110% of its 50-day average.
Relative-strength gate
Qualifying shapes are ranked by fixed 126-session momentum inside that dated universe. The default list keeps scores of 70 or above.
Daily bars cannot determine whether a target or risk level was touched first inside the same session, so the risk level is assumed first. Universe composition can create survivorship bias and is therefore preserved with every batch. Corporate actions and delayed data can still affect measurements.