Wednesday, July 16, 2025
Liquidity Sweep LowReversed
41%confidence
Correct
Classification Scores
Balanced Day35.1%
Trend Day21.6%
Expansion Day21.2%
Short Covering Rally8.0%
Liquidity Sweep47.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
17.16
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6254.50
High
6268.12
Low
6201.59
Close
6263.70
VWAP
6246.98
Net Move
+0.15
Daily Range
66.5
pts
True Range
66.5
pts
ADR
40.2
ATR
45.2
Rel Volume
0.96
x avg
Expansion Ratio
1.66
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
-0.10
Liquidity Score
16.6
Mean Reversion
41.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.15% | Expansion: 1.66x ADR