Research is a work in progress. Estimated release: 1 December 2026. Our goal is to make it a search engine for trading setups in recorded crypto markets.

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Research Readings Price and volatility

Distance from the day's average price

Also shown as VWAP distance (day), Distance from VWAP

Places the latest trade price above or below this market's UTC-day-anchored volume-weighted average price. VWAP weights each trade price by its base quantity.

Interactive illustration · not market data

Distance from the day’s average

Reading+2%(102 − 100) / 100 = +0.02
The reference is the UTC day’s volume-weighted average, held at 100 here. Distance does not predict a return to it.
Live monitoring
Binance Futures only; depends on the full setup
Observed
read at the minute itself
Unit
Fraction of price (0.01 is 1%)
Valid range
-1 to 5
How to read it, with examples

How to read it

The signed ratio is (latest price - day VWAP) / day VWAP. +0.02 means 2% above VWAP, -0.02 means 2% below, and zero means equal. Larger magnitude means farther away. The reference resets with the UTC day; it is not a rolling 24-hour or user-anchored VWAP. It is absent before that day has usable traded volume. At exact midnight, a new-day trade can make the closing prior-day bucket absent for one tick.

Describe where price sits relative to the day's traded average, then compare that context with signed flow and trailing volatility.

What it does not prove

Distance is not a valuation measure or a promise of a return to VWAP. It is not the average entry price of current holders.

More limits

The average changes as trades arrive, and its reset can change the reading without a comparable price move.

Use in Research
Technical details

Registry definition

Signed distance from the frozen reference VWAP relative to VWAP.

Field ID

feature.vwap_dist

Valid query operators

at least, at most, between

Window operators: lowest, highest, average, latest or change in, over a trailing window.

Editable query preset

Starting point only. Review and edit before running.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.vwap_dist",
        "gte",
        0.02
      ],
      [
        "times.anchor_time",
        "gte",
        "2025-07-15T00:00:00.000Z"
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 5,
    "cursor": null
  }
}

The search reports how often the record held this condition and what followed. It does not decide whether an idea works.

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