Monday, May 5, 2025
Liquidity Sweep
41%confidence
Correct
Classification Scores
Balanced Day
55.3%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
65.8%
Vol Compression
29.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
23.64
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5655.32
High
5683.38
Low
5634.48
Close
5650.38
VWAP
5655.89
Net Move
-0.09
Daily Range
48.9
pts
True Range
52.2
pts
ADR
95.8
ATR
114.6
Rel Volume
0.92
x avg
Expansion Ratio
0.51
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
-0.16
Liquidity Score
65.1
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.09% | Expansion: 0.51x ADR