Detects the moment price crosses VWAP on 1-minute bars, filtered to crosses occurring near significant intraday price levels. The foundation of institutional mean-reversion and momentum strategies � in one real-time scanner.
A raw VWAP cross fires dozens of times per day on a busy stock � most are noise. The VWAP Breakout scanner filters these down to only the crosses that occur within a defined band around a key price level (previous day close, opening range boundary, round numbers, or prior FVG zones).
The resulting signals are the ones where price is crossing VWAP and testing a meaningful structural level simultaneously � the highest-conviction VWAP setups for both breakout continuation and mean-reversion plays.
| Symbol | Direction | Price | VWAP | Dist. |
|---|---|---|---|---|
| AAPL | Cross Up ↑ | $292.83 | $292.40 | +0.15% |
| AMD | Cross Up ↑ | $440.01 | $439.50 | +0.12% |
| TSLA | Cross Down ↓ | $430.22 | $430.89 | -0.16% |
| INTC | Cross Down ↓ | $19.87 | $20.05 | -0.90% |
The same VWAP cross signal supports both momentum and mean-reversion strategies depending on your read of the broader context.
When the broader market is trending (e.g. SPY above its VWAP), a Cross-Up signal in an individual stock represents institutional accumulation. The cross is a signal to enter in the direction of the trend, targeting continuation to the next key level.
In a sideways or ranging market, VWAP acts as a magnet. When price spikes far from VWAP and a Cross-Down fires (or vice versa), institutional algorithms often sell to push price back towards VWAP. Trade the reversion back to the day's average.