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