{"slug":"anchored-vwap-explained","qid":"low_anchor_across_names","label":"Anchored at each name's own lowest close of the past twelve months","post_title":"Anchored VWAP Explained: Formula and Uses","post_url":"/blog/anchored-vwap-explained#q-low_anchor_across_names","columns":["symbol","anchored_at","anchored_vwap","last_close","close_vs_avwap_pct"],"rows":[{"symbol":"SPY","anchored_at":"Jul 1, 2025","anchored_vwap":676.4,"last_close":746.77,"close_vs_avwap_pct":10.4},{"symbol":"AAPL","anchored_at":"Aug 1, 2025","anchored_vwap":264.01,"last_close":289.36,"close_vs_avwap_pct":9.6},{"symbol":"KO","anchored_at":"Sep 26, 2025","anchored_vwap":74.81,"last_close":81.27,"close_vs_avwap_pct":8.6},{"symbol":"NVDA","anchored_at":"Jul 1, 2025","anchored_vwap":187.09,"last_close":200.09,"close_vs_avwap_pct":7},{"symbol":"MSFT","anchored_at":"Jun 25, 2026","anchored_vwap":368.19,"last_close":373.02,"close_vs_avwap_pct":1.3}],"shape":"table","sql":"WITH\n    bars AS (\n        SELECT\n            ticker,\n            date,\n            toFloat64(vwap)   AS px,\n            toFloat64(volume) AS vol,\n            toFloat64(close)  AS c\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'SPY')\n          AND date >= '2025-07-01'\n          AND date <= '2026-06-30'\n    ),\n    lows AS (\n        SELECT\n            ticker,\n            argMin(date, c) AS low_date\n        FROM bars\n        GROUP BY ticker\n    )\nSELECT\n    b.ticker                                AS symbol,\n    formatDateTime(l.low_date, '%b %e, %Y') AS anchored_at,\n    round(sumIf(b.px * b.vol, b.date >= l.low_date) / sumIf(b.vol, b.date >= l.low_date), 2) AS anchored_vwap,\n    round(argMax(b.c, b.date), 2)           AS last_close,\n    round(100 * (argMax(b.c, b.date)\n        / (sumIf(b.px * b.vol, b.date >= l.low_date) / sumIf(b.vol, b.date >= l.low_date)) - 1), 1) AS close_vs_avwap_pct\nFROM bars AS b\nINNER JOIN lows AS l ON b.ticker = l.ticker\nGROUP BY b.ticker, l.low_date\nORDER BY close_vs_avwap_pct DESC","computed_at":"2026-08-07T15:34:21.929308+00:00","elapsed":0.003775332}