Range-Bound Days Where Price Deviates from VWAP
| Strategy Type | Intraday Mean Reversion to Volume-Weighted Average Price |
| Market Outlook | Range-Bound Days Where Price Deviates from VWAP |
| Risk Profile | Defined Risk Using VWAP Bands or ATR-Based Stops |
| Reward Profile | Target is Return to VWAP (Mean Reversion) |
| Time Horizon | Intraday Only (VWAP Resets Daily) |
| Capital Requirement | Medium (Futures Margin Required) |
| Margin Type | SPAN + Exposure Margin for Futures |
| Best Used When | Price deviates significantly from VWAP with reversal signs |
| NIFTY | 25 units per lot |
| BANKNIFTY | 15 units per lot |
| Stock Futures | Varies by stock |
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