KPI: VWAP MULTI-TF

---

Institutional Benchmarking: VWAP Multi-TF Analysis

The VWAP Multi-TF Analysis is a technical KPI within the intelligence suite designed to analyze Volume Weighted Average Price (VWAP). In professional trading, VWAP is widely utilized as a benchmark for execution quality and fair value.

Our system expands on the standard VWAP calculation by simultaneously monitoring and correlating three distinct anchor points: Daily (DVWAP), Weekly (WVWAP), and Monthly (MVWAP). By analyzing the interaction between price and these time-weighted averages, the system assists in identifying trend alignment and potential technical support or resistance levels.

1. Core Components: The Three Anchors

The engine monitors price action relative to three specific benchmarks:

• DVWAP (Daily): The volume-weighted average price since the start of the current trading day (00:00 UTC). Technical analysts often use this as a reference for intraday momentum.
• WVWAP (Weekly): The average price since the start of the current week. This level is often used to define the medium-term trend direction.
• MVWAP (Monthly): The average price since the start of the current month. This represents the broader trend often monitored by larger market participants.

2. Dashboard Features

The VWAP Multi-TF dashboard provides visual data aggregation:

• Integrated Charts: A real-time visualization overlaying Price, MVWAP, WVWAP, and DVWAP trends across 1h, 4h, and 1d timeframes.
• Peer Analysis: Allows users to compare how other tracked assets are performing relative to their respective VWAP anchors.
  • Utility: This comparison helps analysts determine if a price movement is idiosyncratic (isolated to one asset) or part of a broader sector rotation where multiple assets reclaim their VWAP levels simultaneously.