Price crossing above VWAP — potential shift to intraday strength.
Stocks matching this pattern right now appear in the list. Select one to see its chart and backtested strategy performance.
34 stocks matching now, newest 20 shown.
The filter is a single cross condition: the closing price crosses above the VWAP on the current bar after being below it on the prior bar. VWAP is calculated as the cumulative sum of (price × volume) divided by cumulative volume since the session open. Because it weights each price by the volume transacted at that level, a high-volume spike moves VWAP more than a low-volume drift. The cross itself is a one-bar event — not a sustained condition. A stock sitting 0.01% above VWAP fires the same signal as one 2% above it. The screen captures the moment of reclaim; the quality of follow-through depends on volume confirmation and the broader session context.
VWAP reclaims are most actionable in the first two hours of the session and again after a midday flush, when institutional order flow is highest. The primary failure mode is false reclaims in choppy, low-volume sessions: price crosses above VWAP, fails to hold, and falls back below within a few bars — common in narrow-range days where neither buyers nor sellers have conviction. A second failure is reclaiming VWAP into overhead resistance such as a pre-market high or prior-day VWAP, which can stall the move immediately. Traders often require a candle close above VWAP plus volume expansion before acting, rather than entering on the cross bar itself. For the inverse signal, see VWAP Breakdown. For momentum confirmation layered on top, RSI Overbought Extreme can confirm that momentum has extended following the reclaim.
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This screener identifies stocks where price has just crossed back above the Volume Weighted Average Price on the 5-Min chart — a signal traders call a VWAP reclaim. The Volume Weighted Average Price is the reference level that institutional desks and algorithmic systems use as a fair-value benchmark throughout the session; stocks trading above it are considered in "buyer territory," those below in "seller territory." Day traders use this screen as an early read on intraday momentum shifting from bearish to bullish.
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