Why we anchor mean reversion to session VWAP, not yesterday's close
Session VWAP resets each day with fresh volume weighting. For intraday fades, yesterday's close often misleads about where "fair" price sits right now.
Practical writing on mean reversion analysis, session anchors, and workshop teaching — from our instructors and alumni.
Session VWAP resets each day with fresh volume weighting. For intraday fades, yesterday's close often misleads about where "fair" price sits right now.
In balanced sessions, partners pause replay tape at extension points. The rule that sounds awkward — stating your stop before advancing — prevents the silent stop moves that ruin fade math.
Not every stretched move reverts. These three session clues — from our failure-review module — help traders stand aside on trend days instead of forcing fades.
Our SET opening seminar uses a fixed colour key for extension bars, VWAP touch, and failed fades. Here is the scheme so alumni can replicate it at home.