VWAP Trend Following

Trend Following15 MinutesRangermoderateFeatured

Uses Volume-Weighted Average Price as dynamic support/resistance. Enters when price crosses above VWAP with volume confirmation.

by ForgeAI Research

vwapvolumetrendintraday

Total Return

+9.31%

Sharpe Ratio

0.76

Max Drawdown

-4.1%

Win Rate

55.0%

Total Trades

40

Profit Factor

1.38

Overview

VWAP (Volume-Weighted Average Price) is the benchmark institutional traders use. Price above VWAP = bullish bias. Price below = bearish.

Buy when price crosses above VWAP

Sell when price crosses below VWAP

3% stop loss, 8% take profit

Smaller position size (20%) for the faster timeframe