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October 22, 2026FrançaisEspañol

Volume profile: POC and value area crosses, and how to test them

A volume profile shows how much traded at each price. Its busiest price is the point of control (POC), and the band around it holding 70% of the volume is the value area. Here is how QuantLogic reads crosses of those levels, and how to test them.

Value area highPOCValue area lowCross
The level the idea readsThe bar where the idea firesA drawn example, not market data.

What it is

Instead of volume per minute, a volume profile counts volume per price. The point of control is where the most contracts changed hands; the value area is the range around it holding about 70% of the session's volume, with the value area high (VAH) and low (VAL) at its edges.

Traders watch yesterday's levels as places where price may stall or speed up, and today's developing POC as where the day's business is centred so far.

The exact rule QuantLogic uses

Crossed above yesterday's busiest price (POC). The other crosses follow the same rule.

  1. Yesterday's POC, VAH and VAL come from the prior regular session's volume by price.
  2. This bar closes above the level, and the bar before closed at or below it.
  3. Today's POC uses the same method over today's bars so far, from the 15th minute on.

When is it known? Yesterday's levels are known before the open. Today's POC at a bar is the one known when the bar before closed, because this bar's own volume can move it.

Versions you can build

  • Crossed above or below yesterday's POC. A close through the prior session's busiest price.
  • Crossed above or below yesterday's value area high. A close through the top of yesterday's value area.
  • Crossed above or below yesterday's value area low. A close through the bottom of yesterday's value area.
  • Crossed above or below today's POC so far. A close through the developing point of control.

What to look at around it

In QuantLogic, every time the idea happened is laid out with the data points around it, so you can see where it held and where it didn't:

Time of day and sessionEconomic calendar and newsVWAP distanceGamma regime, flip and wallsYesterday's value area and pivotsVolatilityNQ vs ES since the openUp or down on the day

Traps when you test it

  • Using a profile that includes the bar you are testing. Today's POC must be the one known before the bar.
  • Mixing session profiles: overnight volume changes where the POC sits.
  • Expecting a level to hold every time. Count the crosses that kept going as well as the ones that turned.

Build it and test it yourself

Open Crossed above yesterday's busiest price (POC) in Build with QuantLogic. See every time it happened on NQ, ES, Gold or Crude since September 2025, check the long and the short side, add your own filters and run the luck test.

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Nothing is proven until it holds live. We give no trading signals and no advice, we never hold your money or your accounts, and we never trade for you.

Questions

What does POC stand for?
Point of control: the price with the most volume in the session.
Why 70% for the value area?
It is the usual convention, about one standard deviation of a normal distribution. QuantLogic uses it so the levels match what most traders draw.
Can I filter any idea by yesterday's value area?
Yes. Where price sits against yesterday's value area is one of the data points around every idea in Build with QuantLogic.

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Educational content, not investment advice. Futures trading involves substantial risk of loss. See the risk disclosure.