VWAP Trend Follow
Volume-weighted trend: buys when price is above the 20-day rolling VWAP and sells when it falls below.
Entry Logic
Buy when the close crosses above the 20-day rolling VWAP.
Exit Logic
Sell when it crosses back below VWAP.
How Rules Combine
Rolling VWAP = Σ(Typical Price×Volume,20)/Σ(Volume,20), a 20-day VWMA. On daily bars this is the meaningful equivalent of intraday session VWAP.
When It Works (Market Edge)
Trends supported by volume: price staying above a rising VWAP confirms buyers are on average in profit.
When It Fails
Low-volume drift: VWAP sits flat and price oscillates around it, giving noisy crosses like any moving average.
Common Myths
Myth: Price must always revert to VWAP.
Truth: In strong trends price can stay above VWAP for months. VWAP is value, not a magnet.
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5Y Rankings
Performance across major assets, sorted by return.
| Asset | Total Return | Win Rate | Profit Factor | Max Drawdown | Avg Duration | Trades | Action |
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