Wednesday, May 14, 2025
Liquidity Sweep LowNo reversal
56%confidence
Correct
Classification Scores
Balanced Day44.0%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep63.7%
Volatility Compression31.1%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
18.62
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5896.74
High
5906.55
Low
5872.11
Close
5892.58
VWAP
5891.99
Net Move
-0.07
Daily Range
34.4
pts
True Range
34.4
pts
ADR
75.1
ATR
89.5
Rel Volume
1.06
x avg
Expansion Ratio
0.46
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
-0.18
Liquidity Score
69.5
Mean Reversion
77.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.07% | Expansion: 0.46x ADR