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VWMA Bullish

VWMA Bullish fires when a stock's price is above its 20-day volume-weighted moving average โ€” showing that recent buyers are in profit and buying pressure has dominated recent sessions. JumpStartSignal uses a 20-day rolling VWMA for swing and position trading, not the intraday VWAP used in day trading.

As of 2026-02-01: In JumpStartSignal's 14-year walk-forward backtest (2012โ€“2025, 713 screening dates, weekly screening frequency), the VWMA Bullish signal shows 0% standalone out-of-sample consistency across all hold periods. This is the expected result for a continuous quality state signal: unlike an SMA20/50 crossover or MACD crossover (discrete one-time events), VWMA Bullish fires every session a stock's price remains above its 20-day rolling VWMA. Walk-forward analysis re-enters the same stock repeatedly at progressively higher prices, which mechanically suppresses standalone returns. The signal's value is as a trend health filter within the full pipeline โ€” and as the VWMA condition inside the VWMA+MACD Confluence entry signal. JumpStartSignal uses a 20-day rolling VWMA โ€” a volume-weighted moving average distinct from the intraday VWAP used in day trading โ€” to measure multi-week buying pressure for swing and position investors.
0% Out-of-sample consistency
(5yr hold, 9 time windows)
-301.5% Avg return advantage vs non-signal
(5yr hold period)
713 Screening dates
2012โ€“2025
9 Walk-forward time windows
tested out-of-sample

Signal Illustration

The chart below uses synthetic price data (seed-fixed, deterministic) to illustrate exactly when and how the VWMA Bullish fires. The arrow marks the event date; the shaded region shows the post-signal window our screener evaluates.

50-day SMA 200-day SMA 20-day VWMA RSI(14) โ€” lower pane โ†‘ VWMA Bullish โ€” price crossed above 20-day rolling VWMA
PeriodPhaseSignal
Pre-event50-day SMA below 200-day SMAโ€”
2023-09-0650-day SMA crosses above 200-day SMAVWMA Bullish fires
Post-eventUptrend phase โ€” screener evaluates entryEntry window

Walk-Forward Validation

Out-of-sample validation across 9 non-overlapping time windows (2012โ€“2025). Each window trains on one period and tests on the next, measuring whether stocks where VWMA Bullish fired at entry outperformed the same-date non-signal cohort.

Interpretation: The "return delta" shows the average percentage-point difference between signal-positive and signal-negative stocks at each hold period. Positive = signal-positive stocks outperformed. This measures the signal's standalone contribution, not the full JumpStartSignal scoring system.
Win-rate advantage by hold period โ€” signal vs same-date non-signal cohort
Hold Period Consistent Periods Total Periods Consistency Avg Return ฮ” Verdict
1yr 0 9 0% -32.0% โœ— Not predictive
3yr 0 9 0% -36.2% โœ— Not predictive
5yr 0 9 0% -301.5% โœ— Not predictive
7yr 0 9 0% -290.2% โœ— Not predictive
10yr 0 9 0% -276.9% โœ— Not predictive

How JumpStartSignal Uses This Signal

VWMA Bullish is a quality signal in JumpStartSignal's scoring system. It confirms that recent buyers are in profit and that buying pressure has dominated the past 20 sessions โ€” a trend health check, not a pinpoint entry. It earns points toward the quality score (0โ€“60) rather than the entry score (0โ€“20). Its most powerful role is as a component of the VWMA+MACD Confluence entry signal: when VWMA Bullish combines with a MACD bullish crossover, the two together form one of the highest-weighted entry timing triggers in the pipeline. VWMA+MACD Confluence โ†’

How Scoring Works

VWMA Bullish is a quality signal in JumpStartSignal's pipeline โ€” it confirms that recent buyers are in profit and buying pressure has dominated the past 20 sessions. As a continuous state (price is either above VWMA or it isn't), it contributes a modest fixed weight to the quality score whenever the condition holds. Its most important role is as the VWMA prerequisite inside the VWMA+MACD Confluence entry signal: the confluence requires both price > VWMA and an active MACD crossover, making it a discrete timing event rather than a persistent state.

Data Source & Methodology

Backtested across 713 screening dates from 2012โ€“2025. Returns measured from entry date to exit date at each hold period. Portfolio vs S&P 500: +372.4% vs +209.2% (alpha: +163.2%). Signals fired by JumpStartSignal's technical screening engine; fundamentals sourced from SEC EDGAR XBRL filings. Constituent universe from NASDAQ.

Frequently Asked Questions

What is VWMA and how is it different from a simple moving average?

VWMA (Volume-Weighted Moving Average) is the average price a stock has traded at over a period, weighted by volume โ€” so price levels where more shares changed hands pull the average more than thin-volume levels. A simple moving average treats every closing price equally regardless of volume. When price is above VWMA, it means most recent buyers are currently in profit, and buying pressure has dominated recent sessions.

Why does JumpStartSignal use a 20-day rolling VWMA instead of intraday VWAP?

Intraday VWAP resets at the market open each day โ€” it's primarily used by institutional traders and day traders to measure execution quality within a single session. JumpStartSignal's subscribers hold positions for weeks to years, so a 20-day rolling VWMA is more relevant: it captures whether buying pressure has dominated across the past month of trading, not just today's session. This is a fundamentally different use case than intraday VWAP scalping.

How did VWMA Bullish perform in 14-year walk-forward tests?

Tested at weekly screening frequency across 9 independent out-of-sample windows spanning 2012โ€“2025, VWMA Bullish showed 0% standalone consistency across all hold periods โ€” 0 of 9 windows showed the signal outperforming when used alone. This is the expected result for a continuous state signal: it fires every session price stays above the 20-day VWMA, so walk-forward analysis keeps re-entering the same stocks at progressively worse prices. The signal's value is as a quality filter inside the full pipeline โ€” and as the VWMA prerequisite inside the VWMA+MACD Confluence entry signal, where combining it with a discrete MACD crossover event converts it into a meaningful timing trigger.

Is VWMA Bullish an entry signal or a quality signal?

Quality signal. It confirms trend health โ€” that recent buying pressure has dominated โ€” but doesn't pinpoint a specific entry moment. For entry timing, VWMA's most powerful role is in combination with MACD: when price is above VWMA and MACD makes a bullish crossover simultaneously, it creates a stronger confluence entry signal. That combination is covered separately.

How does VWMA Bullish compare to the SMA20/50 Bullish Crossover signal?

The SMA20/50 bullish crossover (20-day SMA crossing above 50-day SMA) is a discrete, one-time event โ€” it fires once at the crossover bar per trend cycle. VWMA Bullish is a continuous state signal โ€” it fires every session price stays above the 20-day VWMA. Standalone walk-forward tests show 0% consistency for VWMA Bullish vs 100% for the SMA20/50 crossover at weekly frequency, which is why the SMA20/50 crossover carries significantly more scoring weight. VWMA Bullish adds value as a pipeline trend-health filter and as the VWMA condition inside the VWMA+MACD Confluence entry signal.

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Not financial advice. Past backtest performance does not guarantee future results. Data as of 2026-02-01 ยท Backtested 2012โ€“2025 ยท How It Works