Published on March 24, 2026
A recent technical analysis published on TradingView explores an advanced framework for understanding market structure by combining volume-weighted and time-weighted price concepts.
The study, titled “Synthesis of the VWAV and TWAV Cluster Methodology,” introduces a model designed to approximate institutional cost basis and market equilibrium through a multi-anchor approach.
Within that framework, the author references Brian Shannon’s work on Anchored VWAP as a foundational concept.
Brian’s approach centers on the idea that markets “reset” around key events such as earnings, gaps, or significant turning points. These anchors represent areas where participants establish a new cost basis, helping traders better understand trend structure and positioning.
The TradingView analysis expands on that idea by introducing multiple anchors simultaneously. Rather than relying on a single reference point, the model clusters numerous time-based and event-driven anchors to estimate what the author describes as a broader equilibrium level, or “agreed value.”
The core concept presented is that price is not static. It reflects an ongoing negotiation between buyers and sellers, where value is continuously established and re-established over time.
The analysis also discusses how institutional behavior can influence price movement around these levels. When price moves too far from areas representing consensus value, participation can shift, often leading to periods of consolidation or mean reversion.
While the methodology presented is complex, the underlying principles align with ideas Brian has taught for years:
Markets move in relation to where participants are positioned.
Anchors matter.
And price tends to respond to areas where value has been established.
For traders familiar with Anchored VWAP, the framework builds on those concepts by attempting to model how multiple groups of participants interact across time.
Inside Alphatrends Premium Membership, Brian teaches how to apply Anchored VWAP in a practical way, helping traders identify trend direction, manage risk, and understand where supply and demand may shift.
