Knowledge center · Technical analysis
VWAP (20-day rolling)
The volume-weighted average price of the last 20 sessions — the average holder’s cost basis over the last month.
Formula
Σ(typical price × volume) / Σ(volume) over 20 days.
Interpretation
Price above VWAP: the average recent buyer is in profit, which supports dips. Below: the average recent buyer is underwater, which feeds overhead supply.
What good looks like
Price holding above a rising VWAP.
What bad looks like
Repeated rejections at a falling VWAP.
Typical range
Tracks price; read the relationship, not the level.
Limitations
A daily-bar approximation of an intraday construct; the standard intraday VWAP resets each session.
How OmniSignal uses it
Institutions benchmark executions against VWAP — it is a level real money actually defends.
Where it enters the score
Not a scoring input.
References
Berkowitz, Logue & Noser (1988), Journal of Finance
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