Tuesday, April 15, 2025
Liquidity Sweep
46%confidence
Partial
Classification Scores
Balanced Day
15.5%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
5.4%
Liquidity Sweep
41.9%
Vol Compression
24.9%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Compressed
VIX
30.12
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
5411.99
High
5450.41
Low
5386.44
Close
5396.63
VWAP
5411.37
Net Move
-0.28
Daily Range
64.0
pts
True Range
64.0
pts
ADR
196.5
ATR
224.2
Rel Volume
0.70
x avg
Expansion Ratio
0.33
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
No
Prediction Δ
0.03
Liquidity Score
51.4
Outcome Notes
Session: Volatility Compression — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.28% | Expansion: 0.33x ADR