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.

Run free reportReport guide

Regular Trading Hours

RTH cache target mapped to the US regular session.

Compiled Aug 3, 2026, 1:36 PM

Analyzed 345 VWAP band excursions across 86 trading days for NQ.FUT

Sample: 345 excursions

Total Excursions

345

Overall Return Rate

80.6%

1σ Return Rate

68.8%

2σ Return Rate

91.1%

3σ Return Rate

95.6%

Days Analyzed

86

Extended Trading Hours

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

This cache target is warming. The page schedules the existing public report warmer and will show metrics after the cache refresh completes.

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