Futures VWAP Strategy

Futures Intermediate NIFTY Futures BANKNIFTY Futures FINNIFTY Futures Stock Futures

Mean Reversion and Trend Confirmation Around Fair Value

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Quick Reference

Strategy Type Institutional Reference Level Trading
Market Outlook Mean Reversion and Trend Confirmation Around Fair Value
Risk Profile Moderate Risk with Dynamic Support/Resistance
Reward Profile 1:1.5 to 1:2.5 Risk-Reward Typical
Time Horizon Intraday Only (VWAP resets daily)
Capital Requirement Medium (MIS Margin for Futures)
Margin Type MIS (Intraday Margin)
Best Used When Trending days for breakout, ranging days for mean reversion

When to Use This Strategy

Trending days for breakout, ranging days for mean reversion

India-Specific Notes

Lot Sizes

NIFTY 25 units per lot
BANKNIFTY 15 units per lot
FINNIFTY 25 units per lot

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