VWAP (volume weighted avg price)

as a disadvantage for Volume Weighted Avg Price (VWAP), Schweser states that it DOES NOT ACCOUNT FOR MARKET MOVEMENTS OR TRADE VOLUME how can this be if its volume weighted??

I think when it refers to trade volume, it means that VWAP is supposed to be used when you are doing small trades. If you have a large block trade, your trade would distort the VWAP for the day and implementation shortfall is a better approach to see how good your exectuition is. Also, the major disadvantage for VWAP is it can be gamed, where implementation shortfall can not. Make sure you include this if asked on the test.

i understand both of those points just didnt get the way they worded the disadvantage of VWAP, thanks