Monday, April 28, 2025
Liquidity Sweep LowNo reversal
79%confidence
Correct
Classification Scores
Balanced Day19.9%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep70.8%
Volatility Compression34.1%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
25.15
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
5529.22
High
5553.66
Low
5468.64
Close
5528.75
VWAP
5520.07
Net Move
-0.01
Daily Range
85.0
pts
True Range
85.0
pts
ADR
187.2
ATR
208.7
Rel Volume
0.75
x avg
Expansion Ratio
0.45
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.24
Liquidity Score
57.1
Mean Reversion
71.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.01% | Expansion: 0.45x ADR