# VWAP Mean-reversion vs Trend Regimes VWAP Mean-reversion vs Trend Regimes is an indicator on [Vela](https://vela.luxalgo.com/chart), our next-generation charting platform, written in Pine Script®. Classifies each intraday session as trending or mean-reverting from four VWAP tells (crossings, side hold, slope, and stretch), scored into a 0-100 composite over a 48-bar evidence window. Session VWAP and its first and outer deviation bands recolor by regime, setup alerts fire for outer-band fades and pullback joins, and a dashboard states the active playbook. - Indicator in the LuxAlgo Library, by LuxAlgo, published Apr 4, 2026. - Access: free. - Concepts: [VWAP Mean-reversion vs Trend Regimes](https://www.luxalgo.com/library/concept/vwap-mean-reversion-vs-trend-regimes/) (primary) - Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=vgoz2an8orel8rszohhwu9lp - Page: https://www.luxalgo.com/library/indicator/vwap-mean-reversion-vs-trend-regimes/ **VWAP Mean-reversion vs Trend Regimes** answers the session's first question (fade the average or follow it) by classifying the day from its own tape. Implementing the [VWAP mean-reversion vs trend regimes](https://www.luxalgo.com/library/concept/vwap-mean-reversion-vs-trend-regimes/) decision, it scores four tells over a rolling in-session window (crossings, side hold, VWAP slope, and average stretch) into a 0-100 composite: 65 or above classifies a trend day, 35 or below a rotational day, and the gap between holds the previous label so borderline evidence never flips the playbook. Session VWAP and both band pairs recolor by the committed regime. ## How to Trade the VWAP Mean-reversion vs Trend Regimes? - **Trend regime**: join pullbacks into the VWAP / first-band zone in the hold direction (both sides carry setup alerts) and skip counter-trend fades. - **Mean-reversion regime**: fade outer-band tags back toward the average, stop beyond the band; both bands are alerted. - **Developing**: the session has not yet produced Minimum Evidence bars. The honest state is to wait. - **Regime flips**: the evidence window trims continuously, so a day that changes character mid-session gets reclassified; flips carry alerts. ## VWAP Mean-reversion vs Trend Regimes Settings - **Source** (default hlc3): the standard session VWAP source. - **First Band Multiplier** (default 1), **Outer Band Multiplier** (default 2): the pullback zone and fade edge, in volume-weighted deviations. - **Evidence Window** (default 48), **Minimum Evidence** (default 12): how much recent behavior the classifier reads, and how much must exist before it commits. - **Trend Threshold** (default 65), **Mean-Reversion Threshold** (default 35): the composite levels, with a hold zone between. - **Rotation Crossings** (default 4): the crossing count that reads as fully rotational, with half of it neutral. **Side-Hold Pivot %** (default 75), **Slope Pivot** (default 0.5), **Stretch Pivot** (default 0.5): the other three tells' neutral points. - Dashboard and style toggles cover the panel, bands, gradient, and the optional setup markers and flip labels (both off by default). ## Frequently Asked Questions ### Why does it need an intraday chart? The VWAP and every regime statistic reset each daily session, so the read only exists inside a day. On higher timeframes the plots hide and the dashboard says so. ### Does it pair with other VWAP tools? Yes. It supplies the context that decides how their signals are traded. A [VWAP Pinch resolution](https://www.luxalgo.com/library/indicator/vwap-pinch/), say, reads very differently on a trend day than on a rotational one. ### Can I make it commit faster at the open? Lower Minimum Evidence commits sooner: 12 bars is about the first hour on a 5-minute chart. The classification is provisional either way; committing earlier just means more early reclassification. ## Related indicators - [Order Flow VWAP Deviation](https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation/) (VWAP Bands): markdown at https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation.md - [VWAP](https://www.luxalgo.com/library/indicator/vwap/) (Session VWAP): markdown at https://www.luxalgo.com/library/indicator/vwap.md - [VWAP Periodic Close](https://www.luxalgo.com/library/indicator/vwap-periodic-close/) (Periodic VWAPs): markdown at https://www.luxalgo.com/library/indicator/vwap-periodic-close.md - [Rolling VWAP Channel](https://www.luxalgo.com/library/indicator/rolling-vwap-channel/) (Rolling VWAP): markdown at https://www.luxalgo.com/library/indicator/rolling-vwap-channel.md - [VWAP Bands - Event Based](https://www.luxalgo.com/library/indicator/vwap-bands-event-based/) (Anchored VWAP): markdown at https://www.luxalgo.com/library/indicator/vwap-bands-event-based.md - [Anchored VWAP](https://www.luxalgo.com/library/indicator/anchored-vwap/) (Volume & Order Flow): markdown at https://www.luxalgo.com/library/indicator/anchored-vwap.md - [VWAP Pinch](https://www.luxalgo.com/library/indicator/vwap-pinch/) (Volume & Order Flow): markdown at https://www.luxalgo.com/library/indicator/vwap-pinch.md - [Midpoint/half-back of Session](https://www.luxalgo.com/library/indicator/midpoint-half-back-of-session/) (Volume & Order Flow): markdown at https://www.luxalgo.com/library/indicator/midpoint-half-back-of-session.md --- Source: https://www.luxalgo.com/library/indicator/vwap-mean-reversion-vs-trend-regimes/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/