Open 2 Realm of the Mad God windows. We will reference to them as A and B.
Get A into Nexus & get B hanging for Nexus
Then get A to hang for Vault. This is done by clicking vault the INSTANT you see blue text. NOTE: A must remain hanging for vault for rest of the process.
Now that A is hanging for Vault, get B straight into Vault while A is still hanging. This is done by clicking Vault the INSTANT, or just a millisecond before you see red text.
With B in Vault, drag items from bank to Inv and within milliseconds of dropping weapon to Inv, close out B by pressing Alt+F4 together.
Upon closing of B, A, which has been hanging for Vault the entire time, obviously gets into Vault.
Check to see if it was a success AND, repeat.
Note: The transfer between blue and red letters is when it works.