Fill The Gap: The Official Podcast of CMT Association Episode 61: Anchored VWAP Legend Brian Shannon, CMT
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Feb 27, 2026 Brian Shannon, CMT — veteran trader, AlphaTrends founder and educator. He discusses his swing‑trading approach and why he prefers it to day trading. He explains the origins and practical uses of Anchored VWAP, how anchoring choices reveal buyer versus seller control, and how to manage entries, stops, and scaling for better trade discipline.
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Origin Story Of Anchored VWAP
- Brian credits Dr. Paul Levine as the original inventor of Anchored VWAP and says he popularized it by adding point-and-click functionality and writing about it.
- He first saw VWAP used as an institutional execution benchmark and adapted it into anchored form that traders now use across platforms.
Use Multi-Timeframe Rules For Swing Trades
- Do swing trade with multi-timeframe rules and tight risk management rather than day trade unless you have proven edges.
- Brian uses weekly, daily, 65m, 15m, 5m and sub-30m entries, typical holds are 3–6 days and up to 5–6 weeks with trailing stops under 15m higher lows.
Avoid Emotional Day Trading
- Avoid impulsive day trades and news-chasing; create explicit rules and backup discipline to exit immediately when you recognize emotional buying.
- Brian silences Twitter, reads headlines only pre-market, and exits trades bought for the wrong reasons instead of 'giving it a chance.'
