The Graveyard / VWAP
FamilyEntries at, across or back to the volume-weighted average price.
tested here
4
survived the screen
0
our lab studies
5
The idea
The volume-weighted average price is where the big players' fills sit; price returns to it, or its side tells you the trend.
Why it feels right
VWAP is a real institutional benchmark, so it sounds like an institutional signal. It is an average, and price crosses averages constantly.
What the data said
Five studies, every form: bands, pullbacks, anchored VWAP, VWAP as a gate. The entries beat random entries slightly and lose after costs. A line that price crosses many times a day cannot carry a per-trade edge larger than the spread.
The toll (spread, commission, slippage, financing) is the biggest lever we have ever measured: lowering it from 2 to 0.55 basis points changed a strategy's result by more than any rule change. An edge that only exists below real costs is not an edge, and most intraday videos sit in that gap: positive gross, negative net.
Every level, box, gap and block is tested against the same shape shifted by a random amount. If the wrong one performs like the right one, the picture was hindsight. ICT zones, order blocks, fair-value gaps, premium/discount ranges and volume-profile levels all failed this test.
Each row is a full autopsy: the exact rules, every trade, every control. Click one.
| result | video | market | winning trades: claimed → real | $ per trade* | trades | account |
|---|---|---|---|---|---|---|
| LOSES MONEY | Moving Average And VWAP Trend Strategies Backtest In PythonCodeTrading | BTCUSDT | none→29% | −$7.69 | 5,152 | |
| LOSES MONEY | Highly Profitable Intraday Strategy With The "VWAP", "MACD" And The "Supertrend" | High Win Rate #00Kelsy Waddup | EURUSD | none→29% | −$1.49 | 5,355 | |
| LOSES MONEY | Ex-Hedge Fund Manager Reveals His $150M Scalping Strategy (Live On Chart)IQCapital | SPX | 75%→46% | −$2.76 | 12,386 | |
| LOSES MONEY | Market Maker Reveals His “Golden Ticket” VWAP Strategy (93.6% Chance of Funding) - Matteo ContiIQCapital | NQ | 64%→58% | −$1.06 | 5,667 |
* dollars made or lost per trade on a $10,000 position, after trading costs. Green = a profit that passed our checks. Black = a profit we could not tell from luck. Grey = too few trades to trust.
Seen a video that says this one works? Run the autopsy.