VWAP BOUNCE

← all strategies · id vwap-bounce · updated 2026-11-06

RETIREDlifecycle: retired

WHAT IT LOOKS FOR

No plain-English write-up for this strategy yet.

Roster note: the rulebook roster still lists it as ACTIVE (reactivated 2026-07-16 with live reclaim gate + half risk)

TRACK RECORD

Every closed trade. No trade on this strategy was touched by a system fault, so the rule-following figures and the all-trades figures are the same.

−$326.72paper P&L, all time
18closed trades
16.7%win rate (3W / 15L)
−$18.15average per trade
+$165.06best: TWST long, 2026-07-21
−$72.31worst: CCC long, 2026-07-13

First closed trade 2026-07-13 · last 2026-07-21 · long 18 trades −$326.72 · short 0 trades +$0.00

These trades were executed on Moomoo. Results include every closed trade, winners and losers. Past results don't predict future returns.

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PERFORMANCE

QuantStats on this strategy's daily profit and loss, every closed trade, over 3 trading day(s). Returns are a share of the desk's opening paper equity, because a strategy shares the book rather than running its own account. Simulated money.

-11.50Sharpeon the desk's opening equity
-10.53Sortino
-0.04%max drawdownpeak to trough
0.00profit factor
-0.01%best day
-0.28%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-07-21ZIONlong−$3.51
2026-07-21ZIONlong−$31.82
2026-07-21TWSTlong+$165.06
2026-07-21RVTYlong−$47.38
2026-07-21NTRAlong+$37.71
2026-07-21GLBElong−$10.80
2026-07-21FLYWlong−$17.13
2026-07-21CLHlong+$7.68
2026-07-21ALLYlong−$41.04
2026-07-21AGIOlong−$67.98
2026-07-20TWSTlong−$9.66
2026-07-20TALOlong−$14.32
2026-07-20TALOlong−$11.63
2026-07-13VODlong−$35.75
2026-07-13STLAlong−$43.65

WHERE IT STANDS

Test cycle 1.

RULES THAT SHAPE IT

No rules written for this strategy alone.

Plus the 37 universal rules that govern every trade. Read the rulebook.