VWAP Bounce Strategy

The VWAP bounce strategy uses the Volume Weighted Average Price as dynamic support/resistance for intraday trades. Institutional traders frequently use VWAP as a benchmark, creating reliable bounce zones throughout the trading day.

Risk Level
Low
Win Rate

55-60%

Avg Hold

15-60 min

Timeframe

Intraday (5-min charts)

How It Works

  1. 1

    Calculate VWAP from market open using cumulative volume-weighted price

  2. 2

    Watch for price approaching VWAP from above (bullish) or below (bearish)

  3. 3

    Enter on the first touch/bounce off VWAP with confirming volume and candle pattern

  4. 4

    Set stop-loss 0.2-0.3% below VWAP for longs (above for shorts)

  5. 5

    Target previous high of day or 1:2 risk-reward ratio

Best For

Intraday tradingLiquid large-capsETFs (SPY, QQQ)First 2 hours of market

Frequently Asked Questions

What is VWAP?

VWAP (Volume Weighted Average Price) is the average price a stock has traded at throughout the day, weighted by volume. Institutions use it as a benchmark for trade execution quality.

Why do stocks bounce off VWAP?

Large institutional traders often target VWAP to fill their orders. This concentrated buying/selling around VWAP creates a self-fulfilling support/resistance level.

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