RESEARCH NOTE · 004OBSERVATION

EMA + VWAP as Confluence

EMA and VWAP alignment as context filter for lower-timeframe entries — not signals on their own.

XAU/USDEUR/USDUSD/JPY

The observation

EMAs and VWAP are context, not entry signals. The question is whether their alignment actually filters lower-timeframe entries — or whether it’s just narrative comfort.

What I’m testing

  • Define “aligned” precisely (price vs. VWAP, EMA stack direction, distance).
  • On entries taken from other models, record whether confluence was present.
  • Compare outcomes: aligned context vs. unaligned context, same entry model.
  • If there’s no measurable difference, the filter gets dropped — no sacred cows.

Evidence & observations

Nothing recorded yet. Observation stage.


Status: observation. Confluence has to earn its place or leave the model.

emavwapconfluencecontext
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this note evolves. status updates as evidence accumulates.