VWAP Pullback Reversion
Looks for price to return toward the session’s volume-weighted average after moving away from it. Uses limit entries, with short trades restricted to midday.
This record updates with reviewed research publications, not a live broker feed. The full period and fixed recent windows below always use this strategy’s own published ledger.
VWAP Pullback Reversion
Looks for price to return toward the session’s volume-weighted average after moving away from it. Uses limit entries, with short trades restricted to midday.
VWAP Pullback Reversion · Full published recordJan 2, 2025 — Sep 25, 2026 · 425 admitted · 0 unknown
- Full-record net profit · USD
- $61,144
- Trade profit factor
- 1.4
- Daily-close max drawdown · USD
- $7,520
- Win rate
- 61.55%
- Resolved trades
- 554
This curve uses only this record’s admitted daily outcomes. Each window starts its own cumulative path; unknown sessions remain null and break the curve. It is research P&L, not account equity. Changing windows never changes the full-record table or selects a different strategy.
Original published research size; contract counts are not disclosed in this public record. Published research accounting in USD; costs and exposure vary by study.
No per-contract returns, equal-capital adjustment or recommended account size is inferred.
These are preserved-prefix/source-continuity research records, not homogeneous backtests, independent out-of-sample proof or broker-fill performance.
Exact admitted dates & retained unknowns · FULL / 425 sessions
Membership ends at the record’s 2026-09-25 cutoff. Dates are admitted by the source, not chosen for their returns. Missing market dates are not invented; known zero days remain in the record. These fixed windows are descriptive only.
Unknown admitted dates: None in this window. Null outcomes are never converted to zero or bridged by the curve.
Selection rationale & original identity
A larger 554-trade sample and positive complete-history net, considered alongside substantial drawdown. Protective cover is delayed until a favorable move. Original profit-factor/drawdown replacement gates were not passed; its human-selected management is not a qualified replacement or a related broker plugin’s performance. All-history-seen research with an original historical prefix and a volume-roll source-policy suffix from September 16, 2026; not a homogeneous backtest, fresh out-of-sample validation or execution authorization.
- Display name
- VWAP Pullback Reversion
- Original sealed label
- Session Reversion (Continuity)
- Immutable public ID
- study-83fd770a50dfb1af04bc
- Availability
- Research only · Not practice- or live-authorized
- Detail SHA-256 receipt
- 80b54f3b84bae7c7243280f02c25d6ba9abd2e87cc2d6ae73a893cc46e4a9c7a
Complete economic disclosures & retained session ledger
The source explorer has its own FULL / L5 / L10 / L30 controls. Inspect every standard metric, unsupported-value explanation and retained daily row. No alternative or constituent returns are added.
Inside the evidence
- Whole-window net P&L
- $61,144
- Known-segment drawdown
- $7,520
- Known / admitted sessions
- 425 / 425
Exact admitted dates & interpretation
Membership is fixed at this ledger’s cutoff, not chosen by performance. These windows are descriptive, not holdouts or promotion criteria. Unknown outcomes remain null; no-trade sessions are zero only when known. Fewer than the requested sessions are shown if history is shorter.
Complete window metrics
Trade profit factor and daily profit factor are distinct. ∞ means supported positive economics with no losses; unavailable support stays null. Win rate excludes zero-P&L outcomes. Session shares include all admitted sessions, including unknowns. Best-day contribution is a descriptive ratio and can exceed 100% or be negative.
Retained session ledger
Sessions 1–20 of 425 · Page 1 of 22
| Session | Outcome | Complete-session net | Resolved subtotal | Resolved trades |
|---|---|---|---|---|
| 2026-09-25 | Positive | $1 | $1 | 1 |
| 2026-09-24 | Negative | -$2,963 | -$2,963 | 2 |
| 2026-09-23 | Positive | $856 | $856 | 1 |
| 2026-09-22 | Positive | $903 | $903 | 3 |
| 2026-09-21 | Flat | $0 | $0 | 0 |
| 2026-09-18 | Positive | $1 | $1 | 1 |
| 2026-09-17 | Flat | $0 | $0 | 0 |
| 2026-09-16 | Positive | $82 | $82 | 2 |
| 2026-09-15 | Negative | -$969 | -$969 | 1 |
| 2026-09-14 | Flat | $0 | $0 | 0 |
| 2026-09-11 | Negative | -$193 | -$193 | 2 |
| 2026-09-10 | Negative | -$578 | -$578 | 2 |
| 2026-09-09 | Positive | $1,888 | $1,888 | 3 |
| 2026-09-08 | Positive | $1 | $1 | 1 |
| 2026-09-04 | Negative | -$789 | -$789 | 1 |
| 2026-09-03 | Flat | $0 | $0 | 0 |
| 2026-09-02 | Positive | $1 | $1 | 1 |
| 2026-09-01 | Positive | $212 | $212 | 2 |
| 2026-08-31 | Positive | $943 | $943 | 3 |
| 2026-08-28 | Flat | $0 | $0 | 0 |