Derived by the Research Lead from the MQL5 Code Base VWAP indicator description (https://www.mql5.com/en/code/14484), read in its archived local text: test multi-day directional acceptance beyond a completed calendar month’s volume-weighted cost, independently on COMP, ZEC and BCH perpetuals using 4-HOUR bars. The source describes configurable VWAP periods, not this trading strategy. Freeze each previous UTC calendar month’s bar-volume-weighted typical price and dispersion throughout the following month. Trade newly confirmed outside-band acceptance rather than fading intraday VWAP excursions. Market entries and clock exits execute at the signal close, the registry’s faithful equivalent of next-bar-open fills on continuous venues. Protective stops trigger intrabar through platform matching. No exchange-hosted protection, independent opposing positions or selectable same-bar ordering is required. Use all available actual history; the roughly 5000-candle 4h API ceiling is about 2.3 years, not a promise of that span for each symbol. Predicted firing rate is 8–16 campaigns per asset-year; report actual distinct event dates and both arms separately.