Friday, May 30, 2025
Liquidity Sweep LowReversed
48%confidence
Correct
Classification Scores
Balanced Day25.4%
Trend Day39.7%
Expansion Day21.7%
Short Covering Rally15.1%
Liquidity Sweep51.3%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
18.57
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5903.67
High
5922.14
Low
5843.66
Close
5911.69
VWAP
5895.29
Net Move
+0.14
Daily Range
78.5
pts
True Range
78.5
pts
ADR
60.7
ATR
75.2
Rel Volume
1.29
x avg
Expansion Ratio
1.29
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
-0.11
Liquidity Score
26.1
Mean Reversion
43.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.14% | Expansion: 1.29x ADR