ChartVPS

Regressive VWAP Breakout Strategy

Education
CME:BTC1!   Bitcoin CME Futures
Strategy type: Breakout

Ingredients: Price, Volume, Regression

Prerequisite add-ons (free): Regressive VWAP and Strategy Visualizer

Target market: BTC1! or BTCUSD

- Long Entry on Close crossing over Regressive VWAP
- Short Entry on Close crossing under Regressive VWAP
- Optional: exit when price retraces to upper band (LX) or lower band (SX)

The key to this breakout strategy is the Regressive VWAP, which weighs Price and Volume with Regression Analysis, making the slope and its bands more responsive, with a degree of mean reversion.

Below is another example, this time ES1! .


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