To showcase the longevity and adaptability of VWAP, we compiled chart examples dating back to 2010. To ensure consistency, all of the examples utilize an intraday chart of SPY — a popular ETF that tracks the S&P 500.
2010
Annual Return: +14.93%

1/13/2010 — Intraday VWAP with deviation bands

9/20/2010 — Intraday VWAP with deviation bands
2011
Annual Return: +2.06%

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

9/20/2010 — Intraday VWAP with deviation bands
2012
Annual Return: +15.84%

4/10/2012 — Intraday VWAP with deviation bands

9/6/2012 — Intraday VWAP with deviation bands
2013
Annual Return: +32.21%

5/14/2013 — Intraday VWAP with deviation bands

9/20/2013 — Intraday VWAP with deviation bands
2014
Annual Return: +13.53%

2/3/2014 — Intraday VWAP with deviation bands

11/21/2014 — Intraday VWAP with deviation bands + prior day's VWAP
2015
Annual Return: +1.34%

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

12/4/2015 — Intraday VWAP with deviation bands
2016
Annual Return: +11.80%

1/29/2016 — Intraday VWAP with deviation bands

7/7/2016 — Intraday VWAP with deviation bands + prior day's VWAP
2017
Annual Return: +21.69%

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

8/8/2017 — Intraday VWAP with deviation bands + prior day's VWAP
2018
Annual Return: -4.45%

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

8/2/2018 — Intraday VWAP with deviation bands + prior day's VWAP
2019
Annual Return: 31.29%

3/1/2019 — Intraday VWAP with deviation bands

8/23/2019 — Intraday VWAP with deviation bands + prior day's VWAP
2020
Annual Return: +18.40%

3/12/2020 — Prior day's VWAP

12/14/2020 — Intraday VWAP with deviation bands + prior day's VWAP
2021
Annual Return: +28.59%

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

7/6/2021 — Intraday VWAP with deviation bands
2022
Annual Return: N/A

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

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