VWAP band fade
On quiet days, price tends to stay near VWAP. When it stretches to the second standard-deviation band and stalls, it often swings back toward VWAP.
Watch it play out
Replay plays a setup this strategy already finished and stops so you can call it. Live watches for the next one on Bitcoin (BTC-USD, 1-minute candles). Either way a setup is marked only when a candle closes, then it's locked and plays out to its target or its stop. Nothing to trade here.
How the live chart applies the rules
- 1-minute candles. The chart runs every strategy on 1-minute Bitcoin candles from Coinbase, whatever timeframe the strategy page suggests. Times are New York time.
- Closed candles only. Levels, triggers and stops are read when a candle closes. Entry is that candle's close.
- One setup at a time. While a setup is playing out, the same strategy doesn't start another.
- Sensible risk only. A setup counts only if its stop is between a quarter and 6 times the average candle range (ATR 14) from entry (wider for session-range strategies), and its target is at least 0.75R away.
- How a setup ends. At its target or its stop. If one candle touches both, the stop counts. A setup also ends at any exit its page names, and after 120 candles (longer for trend and session strategies) if nothing is hit.
- Replays. A replay plays the latest setup this strategy finished on the live chart's recent history, sped up. It's the same setup the live chart confirmed, with the same entry, stop and result. If the strategy hasn't finished one recently, the replay uses example candles and says so.
- The trading day. A day runs 6:00 PM to 6:00 PM ET, like futures. VWAP restarts at 6:00 PM, and "yesterday" means the last full trading day.
How VWAP band fade works
- 1Where's the level?
- The ±2 standard-deviation VWAP band.
- 2What's the trigger?
- A candle closes back inside the band after closing outside it.
- 3Where is it wrong?
- Beyond the extreme outside the band.
- 4Where does it end?
- VWAP.
- Markets
- Futures, Stocks
- Timeframes
- 1m to 5m
- Sessions
- Midday
- Also called
- VWAP standard deviation fade
What it means
On quiet days, price tends to stay near VWAP. When it stretches to the second standard-deviation band and stalls, it often swings back toward VWAP.
How it is confirmed without repainting
Bands are read at candle close, and only after 30 candles of the session, so the bands have enough data behind them.
When it fails
Trend days, where price rides the band instead of returning.
Education only. Prop Firm Duel does not provide trade signals or financial advice. This page explains how the strategy is commonly defined. Past results never guarantee future results.
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