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Multiday VWAP
Definition
Multiday VWAP (Volume-Weighted Average Price) is an extension of the standard VWAP that spans over multiple trading days. Instead of just focusing on a single day's trading activity, it averages prices over a longer time frame, giving you a more comprehensive view of an asset's fair value.
Suggested Trading Use
Consider using the Multiday VWAP to better gauge the overall market sentiment for an asset. When the asset's price is above the Multiday VWAP line, it's generally considered a favorable time to sell, as the asset might be overvalued at the moment. Conversely, if the price is below the Multiday VWAP, you might see this as a good buying opportunity, interpreting the asset as undervalued. This helps you capitalize on price deviations from what could be considered the market's "fair value" over a longer time span.