VWAP Trading Strategy: Using AI to Track Institutional Order Flow

Volume-Weighted Average Price (VWAP) is the benchmark institutions use to evaluate execution quality.

VWAP as Support and Resistance

Intraday VWAP acts as a dynamic support/resistance level. Stocks trading above VWAP suggest institutional buying, while below indicates distribution.

Anchored VWAP

Anchored VWAP from significant events — earnings, IPO date, 52-week highs — reveals the average cost basis of investors who entered at those points, creating predictable reaction levels.