01Entry idea
VWAP bounce with confirmation
A trend-continuation long that buys clean pullbacks to the day's volume-weighted fair value.
VolumeExpert Curated · Playbook
VWAP
Volume Weighted Average Price
A volume-weighted running average that institutional traders use as a fair-value reference and dynamic intraday support/resistance.
VWAP is the cumulative sum of price × volume divided by the cumulative sum of volume, recalculated from each session's open. Unlike a simple moving average, VWAP weighs every bar by its volume — so high-volume bars pull the line more than thin ones.
Institutional desks use VWAP as a benchmark for execution quality and as a bias level for the day. Retail traders use it as a dynamic support/resistance line: above VWAP signals intraday strength, below signals weakness. VWAP works best on intraday timeframes (1m–1h) and resets each session — it's not designed for multi-day position trading.
How to get in
Entry ideas
03ideas
02Entry idea
VWAP reclaim
A regime-shift long that catches the moment intraday strength returns.
03Entry idea
Above-VWAP strength hold
A momentum-continuation long that buys sustained intraday strength.
How to get out
Exit ideas
03ideas
01Exit idea
VWAP breach exit
A simple, reactive exit that closes when intraday support gives way.
02Exit idea
VWAP rejection candle
A proactive exit that captures rejection at VWAP from above.
03Exit idea
VWAP slope flip
A regime-change exit that triggers when the volume-weighted bias turns down.
Other things it's good for
Utilities
02ideas
01Utility
VWAP trend bias
A bias filter that keeps intraday trades aligned with the volume-weighted regime.
02Utility
Volume-spike confluence
A confirmation filter that requires every signal to come with above-average volume.