Anchored VWAP Explained: Formula and Uses
How much the newest session can move an anchored VWAP (AAPL)ranking ·
2026-08-07 · 13×2
Anchored at each name's own lowest close of the past twelve monthstable ·
2026-08-07 · 5×5
Daily session VWAP against a VWAP anchored on one date (AAPL)series ·
2026-08-07 · 62×4
The same stock and the same last price, twelve different anchors (AAPL)ranking ·
2026-08-07 · 12×3
How much the newest session can move an anchored VWAP (AAPL)
How much the newest session can move an anchored VWAP (AAPL)
| bars_since_anchor | newest_bar_weight_pct |
|---|---|
| 10 | 30.09 |
| 20 | 8.09 |
| 30 | 4.44 |
| 40 | 2.3 |
| 50 | 1.65 |
| 60 | 1.62 |
| 70 | 1.28 |
| 80 | 1.24 |
| 90 | 1.35 |
| 100 | 0.99 |
| 110 | 1.15 |
| 120 | 0.99 |
| 130 | 2.14 |
the exact SQL behind every number
WITH running AS (
SELECT
row_number() OVER (ORDER BY date) AS n,
toFloat64(volume)
/ sum(toFloat64(volume)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS weight
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2026-01-02'
AND date <= '2026-06-30'
)
SELECT
intDiv(n - 1, 10) * 10 + 10 AS bars_since_anchor,
round(100 * avg(weight), 2) AS newest_bar_weight_pct
FROM running
GROUP BY bars_since_anchor
ORDER BY bars_since_anchor
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