Marking the close simulation

A push into the close and the open that follows, shown trade by trade. The pattern cannot be confirmed until the next session opens.

Every trade below is synthetic and scripted, not observed, and spans two sessions with an explicit boundary between them. Concentrated, one-directional trading in the final marking window pushes the closing print away from the day\u2019s volume-weighted average price. Whether that was a mark or a genuine repricing is only settled once the next session opens.

Companion to: Spoofing and layering simulation, Wash trading simulation, and Momentum ignition simulation

trade 0 / 0
Price and volume, across the session boundary

Keep an eye on the banner below as you scrub or play. It is where the pattern gets flagged, in three stages.

No flag: ordinary session
Trade blotter
Walkthrough
Signals to reconstruct
Closing-window volume concentration
Share of the session\u2019s volume so far that cleared in the final marking window.
Closing-price deviation from VWAP
Distance between the closing print and the session\u2019s volume-weighted average price.
Next-open reversal
Share of the closing push given back once the next session opens. Not available until it does.
If you want to study the real case
On method: scripted synthetic trade log across two sessions, not a market feed.Not advice.