Wednesday, May 7, 2025
Liquidity Sweep LowReversed
33%confidence
Partial
Classification Scores
Balanced Day58.8%
Trend Day32.3%
Expansion Day0.0%
Short Covering Rally3.4%
Liquidity Sweep60.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
23.55
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
5614.18
High
5654.73
Low
5578.64
Close
5631.28
VWAP
5619.71
Net Move
+0.30
Daily Range
76.1
pts
True Range
76.1
pts
ADR
92.0
ATR
111.1
Rel Volume
1.06
x avg
Expansion Ratio
0.83
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
0.05
Liquidity Score
49.7
Mean Reversion
67.5
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would not have profited ✗ | No IB data available | Actual move: +0.30% | Expansion: 0.83x ADR