Wednesday, April 23, 2025
Liquidity Sweep HighReversed
80%confidence
Partial
Classification Scores
Balanced Day20.2%
Trend Day13.5%
Expansion Day0.0%
Short Covering Rally8.0%
Liquidity Sweep55.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
28.45
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
No
Market Data
Open
5395.92
High
5469.69
Low
5356.17
Close
5375.86
VWAP
5399.41
Net Move
-0.37
Daily Range
113.5
pts
True Range
181.9
pts
ADR
198.0
ATR
234.3
Rel Volume
0.88
x avg
Expansion Ratio
0.57
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
0.12
Liquidity Score
43.2
Mean Reversion
49.5
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would not have profited ✗ | No IB data available | Actual move: -0.37% | Expansion: 0.57x ADR