S&P 500 E-mini Futures VWAP Breakout Strategy

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Sharing a solid intraday idea for you all – something I’ve been running on the S&P 500 E-mini Futures (30-min chart) lately, and it’s been delivering clean setups.

VWAP Breakout Play

I’m focusing on simple VWAP-based breakouts. Here’s the breakdown:

The setup:
• Wait for price to break above or below the VWAP with strong momentum (big candles + solid volume).
• I always confirm with a momentum indicator like MACD or RSI to filter out the noise.

Entries:
• Breakout Long: When price pushes above VWAP + momentum aligns.
• Breakout Short: When price dumps below VWAP + momentum confirmation.

Exits & Stops:
• Scale out at session highs/lows or key pivots.
• Stop-loss goes just beyond VWAP to keep the risk tight.
• If momentum fades, I’m out.

Why I like it:
VWAP attracts institutional flow, and combining it with momentum gives this strategy a solid edge, especially around U.S. session opens when volatility kicks in.

Give it a try and tweak it to your liking!

Penafian

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