S&P 500 E-mini futures

ES VWAP Standard Deviation Return Stats

Public cached VWAP extension stats for excursion count, return rate, and standard-deviation band behavior.

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Regular Trading Hours

RTH cache target mapped to the US regular session.

Compiled Jul 10, 2026, 3:41 PM

Analyzed 387 VWAP band excursions across 86 trading days for ES.FUT

Sample: 387 excursions

Total Excursions

387

Overall Return Rate

82.7%

1σ Return Rate

74.4%

2σ Return Rate

84.1%

3σ Return Rate

97.5%

Days Analyzed

86

Extended Trading Hours

ETH cache target mapped to the full all-hours session.

Compiled Jul 10, 2026, 3:41 PM

Analyzed 666 VWAP band excursions across 87 trading days for ES.FUT

Sample: 666 excursions

Total Excursions

666

Overall Return Rate

89.2%

1σ Return Rate

86.5%

2σ Return Rate

95.8%

3σ Return Rate

97.3%

Days Analyzed

87

Explore related public stats

Compare the same cached report across ES, NQ, and CL, or switch to another public report type from the current symbol.

ES Initial BalanceES Session BreakoutNQ VWAP Std Dev ReturnCL VWAP Std Dev Return