Periodic Anchored VWAP Bands (week / month / quarter / year)
A volume-weighted average price that restarts at the start of each week, month, quarter or year (UTC), with bands at 1, 2 and 3 volume-weighted standard deviations. Longer anchors show where the average participant of that period is in profit or loss — levels that larger players often defend. The previous period's final VWAP is kept as a dotted reference line.
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Price holding above a rising weekly VWAP = buyers in control; pullbacks to VWAP or the -1 sigma band are the usual entry zones. Tags of the ±2 / ±3 sigma bands are stretched. A clean break through the prior period's VWAP often starts a new leg. Weekly anchor suits 15m-1h, monthly suits 1h-4h. Concept: VWAP (Berkowitz, Logue & Noser, 1988); anchored VWAP popularised by Brian Shannon ("Maximum Trading Gains with Anchored VWAP", 2023).
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