The Long-Term Impact of VWAP

To demonstrate the longevity and adaptibility of VWAP, we compiled chart examples of SPY dating back to 2010.

2010

SPY Annual Performance (Historical): +15.06%

SPY VWAP 2010 1

1/13/2010 — Intraday VWAP with deviation bands

SPY VWAP 2010 2

9/20/2010 — Intraday VWAP with deviation bands

2011

SPY Annual Performance (Historical): +1.89%

SPY VWAP 2011 1

3/11/2011 — Intraday VWAP with deviation bands + prior day’s VWAP

SPY VWAP 2011 2

9/20/2010 — Intraday VWAP with deviation bands

2012

SPY Annual Performance (Historical): +15.99%

SPY VWAP 2012 1

4/10/2012 — Intraday VWAP with deviation bands

SPY VWAP 2012 2

9/6/2012 — Intraday VWAP with deviation bands

2013

SPY Annual Performance (Historical): +32.31%

SPY VWAP 2013 1

5/14/2013 — Intraday VWAP with deviation bands

SPY VWAP 2013 2

9/20/2013 — Intraday VWAP with deviation bands

2014

SPY Annual Performance (Historical): +13.46%

SPY VWAP 2014 1

2/3/2014 — Intraday VWAP with deviation bands

SPY VWAP 2014 2

11/21/2014 — Intraday VWAP with deviation bands + prior day’s VWAP

2015

SPY Annual Performance (Historical): +1.25%

SPY VWAP 2015 1

4/28/2015 — Intraday VWAP with deviation bands + prior day’s VWAP

SPY VWAP 2015 2

12/4/2015 — Intraday VWAP with deviation bands

2016

SPY Annual Performance (Historical): +12.00%

SPY VWAP 2016 1

1/29/2016 — Intraday VWAP with deviation bands

SPY VWAP 2016 2

7/7/2016 — Intraday VWAP with deviation bands + prior day’s VWAP

2017

SPY Annual Performance (Historical): +21.70%

SPY VWAP 2017 1

1/3/2017 — Intraday VWAP with deviation bands + prior day’s VWAP

SPY VWAP 2017 2

8/8/2017 — Intraday VWAP with deviation bands + prior day’s VWAP

2018

SPY Annual Performance (Historical): -4.56%

SPY VWAP 2018 1

3/13/2018 — Intraday VWAP with deviation bands + prior day’s VWAP

SPY VWAP 2018 2

8/2/2018 — Intraday VWAP with deviation bands + prior day’s VWAP

2019

SPY Annual Performance (Historical): +31.22%

SPY VWAP 2019 1

3/1/2019 — Intraday VWAP with deviation bands

SPY VWAP 2019 2

8/23/2019 — Intraday VWAP with deviation bands + prior day’s VWAP

2020

SPY Annual Performance (Historical): +18.37%

SPY VWAP 2020 1

3/12/2020 — Prior day’s VWAP

SPY VWAP 2020 2

12/14/2020 — Intraday VWAP with deviation bands + prior day’s VWAP

2021

SPY Annual Performance (Historical): +28.75%

SPY VWAP 2021 1

1/4/2021 — Intraday VWAP with deviation bands + prior day’s VWAP

SPY VWAP 2021 2

7/6/2021 — Intraday VWAP with deviation bands

2022

SPY Annual Performance (Historical): -18.17%

SPY VWAP 2022 1

2/23/2022 — Intraday VWAP with deviation bands + prior day’s VWAP

SPY VWAP 2022 2

4/21/2022 — Intraday VWAP with deviation bands + prior day’s VWAP