⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ Trading Strategy

Buy 0.5% below VWAP, exit at VWAP

VWAP acts as a magnet. When price deviates 0.5% below VWAP, Vicky buys the bounce, exiting when price returns to VWAP.

🎯 Best Suited For

Liquid, high-volume institutional stocks

"Institutions don't lie. VWAP is their truth."

📜 Why This Strategy Works

VWAP is where institutions actually traded. When price dips below, institutions see it as cheap relative to the day's average.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

                        Close ≤ VWAP × 0.995 (0.5% below VWAP)                    

→ BUY at current close price

📉 Exit Conditions

                        • TARGET: Close ≥ VWAP (price returns to VWAP)                    

                        • STOP_LOSS: Price ≤ entry × 0.99 (-1% loss)                    

                        • MAX_HOLD: 78 bars (~1 trading day)                    

⚙️ Simulation Parameters

                        VWAP_DISCOUNT_PCT:
                        0.5%
                    

                        TARGET_AT_VWAP:
                        1
                    

                        STOP_LOSS_PCT:
                        1%
                    

                        COOLDOWN_BARS:
                        78
                    

📖 Historical Origin

Origin: VWAP as institutional execution benchmark

VWAP became the institutional benchmark in the early 1980s. Before VWAP, there was no objective measure of execution quality.

🏆 Top 10 Performing Symbols (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 2 Years: Feb 14, 2024 → Feb 14, 2026 (731 days)

Rank	Symbol	Return	Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	BTCUSD ₿	+0.00%	$10,000	$10,000	NO ENTRY	-	-	-	-0.0%	0.0h	✓	-
2	XRPUSD ₿	-15.86%	$10,000	$8,414	298	64%	-	-$1,586	-21.4%	0.9h	✓	-
3	UNIUSD ₿	-18.29%	$10,000	$8,171	296	61%	-	-$1,829	-26.8%	0.7h	✓	-
4	SHIBUSD ₿	-18.60%	$10,000	$8,140	298	62%	-	-$1,860	-26.5%	0.8h	✓	-
5	PEPEUSD ₿	-20.55%	$10,000	$7,945	295	55%	-	-$2,055	-45.3%	0.5h	✓	-
6	SOLUSD ₿	-26.84%	$10,000	$7,316	300	58%	-	-$2,684	-33.9%	0.7h	✓	-
7	ETHUSD ₿	-30.14%	$10,000	$6,986	310	58%	-	-$3,014	-35.8%	1.0h	✓	-
8	LINKUSD ₿	-31.59%	$10,000	$6,841	305	59%	-	-$3,159	-38.7%	0.8h	✓	-
9	LTCUSD ₿	-39.15%	$10,000	$6,085	302	59%	-	-$3,915	-45.8%	0.9h	✓	-
10	DOGEUSD ₿	-40.99%	$10,000	$5,901	302	57%	-	-$4,099	-42.9%	0.7h	✓	-
11	AVAXUSD ₿	-53.13%	$10,000	$4,687	311	55%	-	-$5,313	-57.7%	0.8h	✓	-
12	DOTUSD ₿	-59.96%	$10,000	$4,004	303	52%	-	-$5,996	-60.4%	0.8h	✓	-

👤 Personality

Methodical, patient, precise. Believes VWAP is the only truth in intraday trading.