Nasdaq 100 E-mini futures

NQ 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, 3:47 PM

Analyzed 368 VWAP band excursions across 86 trading days for NQ.FUT

Sample: 368 excursions

Total Excursions

368

Overall Return Rate

82.1%

1σ Return Rate

71.6%

2σ Return Rate

93.4%

3σ Return Rate

96.7%

Days Analyzed

86

Extended Trading Hours

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

Compiled Jul 10, 2026, 3:47 PM

Analyzed 637 VWAP band excursions across 87 trading days for NQ.FUT

Sample: 637 excursions

Total Excursions

637

Overall Return Rate

89.5%

1σ Return Rate

87.1%

2σ Return Rate

90.6%

3σ Return Rate

99.2%

Days Analyzed

87

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

ES VWAP Std Dev ReturnNQ Initial BalanceNQ Session BreakoutCL VWAP Std Dev Return