Wednesday, July 30, 2025
Liquidity Sweep LowNo reversal
25%confidence
Correct
Classification Scores
Balanced Day37.1%
Trend Day44.3%
Expansion Day25.9%
Short Covering Rally0.0%
Liquidity Sweep48.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
15.48
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6381.23
High
6396.54
Low
6336.38
Close
6362.90
VWAP
6369.26
Net Move
-0.29
Daily Range
60.2
pts
True Range
60.2
pts
ADR
38.1
ATR
40.4
Rel Volume
1.05
x avg
Expansion Ratio
1.58
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
0.04
Liquidity Score
25.0
Mean Reversion
52.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.29% | Expansion: 1.58x ADR