Monday, April 14, 2025
Liquidity Sweep LowNo reversal
66%confidence
Partial
Classification Scores
Balanced Day5.7%
Trend Day26.8%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep50.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
30.89
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
No
Market Data
Open
5441.96
High
5459.46
Low
5358.02
Close
5405.97
VWAP
5416.35
Net Move
-0.66
Daily Range
101.4
pts
True Range
101.4
pts
ADR
191.2
ATR
218.8
Rel Volume
0.82
x avg
Expansion Ratio
0.53
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
Yes
Prediction Δ
0.41
Liquidity Score
55.4
Mean Reversion
54.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would not have profited ✗ | No IB data available | Actual move: -0.66% | Expansion: 0.53x ADR