VWAP Trend Momentum v2 — Strategy by ArtilleryTrades
By ArtilleryTrades
Performance Metrics
- Author: ArtilleryTrades
- Symbol: CME_MINI:MNQ1!
- Timeframe: 5 minutes
- Win Rate: 58.8%
- Profit Factor: 1.49
Description
VWAP Trend Momentum combines a session-anchored VWAP with EMA-slope momentum to time pullback entries on Micro Nasdaq futures during a defined intraday window. The method waits for a trending EMA (slope confirmation and an optional price-beyond-EMA50 filter), then looks for shallow pullbacks toward VWAP before continuation. Risk is framed with an ATR stop and a multiple-of-ATR target, with an optional breakeven trigger and end-of-session flattening. A dashboard summarizes trend state and trade context. Educational tool only. Not financial advice. Futures trading involves substantial risk of loss.