VWAP Bluev1.7.0 · same engine as the desk · research only
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No demonstrated edge · research scanner, not advice · the numbers
Since v1.7.0 grade A means a multi-day reclaim; gap fades show at B.
Replayed on Jul 28 – Oct 19, graded bar by bar as the desk showed them and closed by 16:00, those grade-A
triggers on US equities made +0.05R per trade after costs (± 0.13 · 174 trades · 54 sessions · t 0.4):
inconclusive, though +0.33R better than the same bracket the other way. The fades now at B lost −0.21R on the
same bars, worse than their mirror. On crypto, replayed over a year of Binance bars (Oct 23 – Oct 22, 2025–26)
on its 24h session, the reclaims lost −0.14R (± 0.06 · 661 trades · 244 sessions · t −2.3).
A research scanner, not trade advice ·
how it was tested ·
raw trades: equities,
crypto
Click a row for the dual-VWAP chart · ◆ live grade A · ● actionable · dimmed = stale bars
Edge
Ticker
Gr
Signal
State
Record
MTW
Price
Gap%
Entry
Stop
Target
R:R
RVol (n)
Age
Press Scan
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Blue day VWAP · orange prior-day anchor
priceblue day VWAPorange anchorprior close◇ break · ▼/▲ trig · ● tag · ✕ stop