QQQ 5-minute VWAP rebound after a weak day

After QQQ has a weak day, buy a small intraday rebound while price is still below the session VWAP, and be out by the close.

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✗ Published rules✗ Out-of-sample tested✓ Live vs paper disclosed✗ Reproduced by othersPreliminary

Idea and results published, but the exact thresholds aren't in the post. Results shown before and after costs.

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What they did

QuantifiedStrategies tested a VWAP mean-reversion day trade on QQQ 5-minute bars from March 1999 to October 2026. After a weak prior day, look for a small rebound while price is still below the session's volume-weighted average price (VWAP). They reported results both before and after trading costs.

How it went

QuantifiedStrategies' claims: 298 trades, 82.6% winners and profit factor 2.96 before costs ($67,388 cumulative). With $0.03/share round-trip costs, profit factor fell to 2.41 ($52,580).

All performance figures are the poster's or author's own claims. We haven't verified them.

Sources:

Worth knowing

The post gives the idea, not the exact thresholds. 'Weak prior day', 'small rebound' and the exit are [blanks] for you to define, and your version won't match theirs.
A high win rate with mean-reversion usually means small wins and occasional bigger losses. Watch the worst trade, not the win rate.
Good on them for showing costs: about a fifth of the profit disappeared at $0.03/share. Your real costs and slippage may be higher.

The prompt

Fill in the [blanks], then paste it into any AI agent connected to your broker (see Brokers). Defaults: paper trading + approve every trade.

Watch QQQ on 5-minute bars during regular hours (ET).
Setup day: yesterday QQQ closed [down more than 0.75% / in the bottom 25% of its range].
Today, from [10:00] to [15:00]:
1. Track the session VWAP.
2. Entry: price is below VWAP, a 5-minute bar closes at least [0.15]% above the session low so far, and I'm flat. Propose buying $[amount] of QQQ at the next bar.
3. Exit: the first 5-minute close at or above VWAP, OR a stop at the session low − [0.10]%, OR [15:55], whichever comes first.
4. Max one trade per day.
Report yesterday's setup check, VWAP and every entry and exit with P/L after an assumed $[0.03]/share cost.

SAFETY DEFAULTS (keep unless you deliberately change them):
- Use the PAPER trading account only. Never touch a live account.
- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my "approve".
- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].
- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.

Not financial advice. These are public strategies rewritten as prompts for education. Past or backtested results don't guarantee future returns. Prompt text is our own wording; source stories are credited above. Verified on 2026-10-19.