Daily VWAP Band Reversion (Educational)
Educational example: this classic setup does not beat trading costs in our tests — use it to learn, not to trade as is. Uses the daily (UTC) VWAP and its volume-weighted standard deviation bands. When price closes beyond the k-sigma band and the bar shows rejection (it closes back toward VWAP from its extreme), the strategy fades the move with a target at VWAP. An ATR stop protects the trade and e
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How to use it
15m BTC / ETH / SOL perpetuals. Optional session filter (e.g. 0700-2100) keeps trades in liquid hours. Position size is a % of equity (Properties). Commission 0.06% per side. Back-test BTCUSDT 15m (Bybit, 0.06% fee/side, funding not included): 2025–2026 +0% (PF 1.22, max DD 2%, 8 trades); unseen 2026–2026 +0% (PF 4.21, 5 trades). Past results don't predict future ones. Concept: VWAP (Berkowitz, Logue & Noser, 1988) and standard-deviation VWAP bands used by intraday mean-reversion traders.
Try Daily VWAP Band Reversion (Educational)
Open in the terminalGet accessAdd it to your chart, back-test it on any pair, compare it with other strategies, forward-test it on paper, or run it as a bot.
Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.