On Thursday, October 15, 2026, the LiveCharts.AI 5 minute predictions for E-mini S&P 500 futures (ES) were checked against session VWAP every 30 minutes from 10:00 AM to 3:00 PM ET. Whether ES would hold its side of VWAP for the next hour was predicted correctly at 9 of 11 checks. ES closed the cash session at 7,790.75, 23.43 points above VWAP (7,767.32).
“Will ES hold VWAP?” is the question behind most VWAP bounce, VWAP fade and VWAP reclaim searches. This page answers it with recorded 5 minute predictions: at each check, the next twelve predicted 5 minute closes say whether ES stays on its side of VWAP for the next hour, and the next twelve actual 5 minute closes show whether it did. VWAP is computed from the 5 minute bars from 9:30 AM; the prediction is read against VWAP as it stood at the check.
| Time (ET) | ES | VWAP | Side | Predicted next hour | Actual next hour | Same |
|---|---|---|---|---|---|---|
| 10:00 AM | 7,727.75 | 7,733.50 | below | holds | crossed | no |
| 10:30 AM | 7,746.75 | 7,738.17 | above | crosses | held | no |
| 11:00 AM | 7,769.00 | 7,743.42 | above | holds | held | yes |
| 11:30 AM | 7,776.00 | 7,750.11 | above | holds | held | yes |
| 12:00 PM | 7,777.25 | 7,753.32 | above | holds | held | yes |
| 12:30 PM | 7,766.50 | 7,754.75 | above | holds | held | yes |
| 1:00 PM | 7,772.25 | 7,755.95 | above | holds | held | yes |
| 1:30 PM | 7,776.75 | 7,757.05 | above | holds | held | yes |
| 2:00 PM | 7,786.25 | 7,758.93 | above | holds | held | yes |
| 2:30 PM | 7,768.50 | 7,759.87 | above | holds | held | yes |
| 3:00 PM | 7,779.25 | 7,760.60 | above | holds | held | yes |

Across 88 checks on 8 sessions since the current prediction model began on October 6, the hold or cross prediction matched on 62 of 88. ES actually held its side for the full hour at 57 of the 88 checks; the predictions said it would at 71. Simply saying “it holds” at every check would have matched on 57 of 88. The side of VWAP one hour later was predicted correctly at 68 of 88.
On MES, the Micro S&P 500 futures contract, the same checks on the same sessions matched on 63 of 88 (8 sessions).
| Session | Checks | Predicted to hold | Actually held | Hold or cross right |
|---|---|---|---|---|
| Thu Oct 15 | 11 | 10 | 10 | 9 |
| Wed Oct 14 | 11 | 11 | 11 | 11 |
| Tue Oct 13 | 11 | 7 | 4 | 4 |
| Mon Oct 12 | 11 | 11 | 7 | 7 |
| Fri Oct 9 | 11 | 9 | 10 | 10 |
| Thu Oct 8 | 11 | 7 | 5 | 7 |
| Wed Oct 7 | 11 | 9 | 8 | 8 |
| Tue Oct 6 | 11 | 7 | 2 | 6 |
Based on LiveCharts.AI's recorded predictions compared with what the market actually did.
This is a record of predictions next to measured VWAP. It is not a VWAP strategy and does not say what to do at VWAP.