VWAP Band Mean Reversion — Strategy by ortizbruno115
By ortizbruno115
Performance Metrics
- Author: ortizbruno115
Description
VWAP BAND MEAN REVERSIONFades overextensions from session VWAP: when price stretches beyond a standard-deviation band and snaps back, enter toward VWAP. Works best on choppy, range-bound days; an ADX filter blocks trades on strong trend days. Flat by EOD. Recommended chart: 5-min, ES/MES (index futures revert well)