Price crossing below VWAP — potential shift to intraday weakness.
VWAP — Volume Weighted Average Price — is calculated as the running sum of (price × volume) divided by cumulative volume since the session open. It weights each price by the volume transacted at that level, making it a volume-adjusted fair-value benchmark for the session. The "crosses below" condition fires when the closing price was above VWAP on the prior bar and below VWAP on the current bar — the exact bar of the breakdown. on the 1-Hour timeframe, this is a highly sensitive, fast-firing signal; the 100-stock count reflects this sensitivity. The screen captures the cross itself and makes no assessment of whether the move is sustained.
VWAP breakdowns are a foundational intraday signal, but their reliability depends heavily on context. A breakdown during a broad market selloff carries very different weight than a 3:50 PM cross in a choppy session where end-of-day flows compress price back toward VWAP in many names. The most common failure mode is a false breakdown: price dips below VWAP briefly then reclaims it, trapping short sellers — a pattern known as a VWAP undercut and reclaim. This is particularly common in liquid large-cap names where algorithmic buyers defend VWAP levels. Traders typically require a close below VWAP plus a rejection on the retest from below before shorting, rather than entering on the first cross bar. For the inverse signal, see VWAP Reclaim. For additional bearish momentum confirmation, RSI Overbought Fade can confirm that momentum has stalled prior to or at the breakdown.
Educational references. Videos may not match this screen's exact filters.
This screener identifies stocks where price has just crossed below the Volume Weighted Average Price on the 1-Hour chart — the intraday signal traders call a VWAP breakdown. It currently matches 100 stocks, the highest count of any intraday screen, reflecting how frequently this event occurs across the full universe during active market hours. Dropping below VWAP marks the shift from "buyer territory" to "seller territory" in the session. Day traders use VWAP breakdown to identify potential short entries, to exit long positions, or to set bearish bias filters for the next intraday phase. Also available on the 5-minute, 15-minute, and 1-hour timeframes.