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Full methodology · Indicator owners

The Full Emporio Indicator Methodology

Exactly how the VWAP standard-deviation mean-reversion system works — the mean, the bands, the statistics of a 3-sigma stretch, and the confluence that turns a probability into a trade.

A private breakdown by Alexy Musuyi · Emporio Systems

THE MEAN → STANDARD DEVIATIONμ=Σ xᵢNσ=Σ (xᵢ − μ)²Ndistance from fair value, measured in standard deviations
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Overview

Emporio is a session-anchored VWAP engine with up to five standard-deviation bands and a rules-based mean-reversion model. It reads structure on the 4-hour timeframe, waits for a major high or low to be taken, then times entries off statistical price extremes at the deviation bands. The whole method rests on two numbers: the mean (fair value) and the standard deviation (how far price has stretched from it).

Unlock the full methodology

The complete breakdown — the mean, the deviation bands, the 3-sigma statistics and the interactive maths labs — is included with the Emporio Indicator.

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The Full Emporio Indicator Methodology · Emporio Systems