Wednesday, August 20, 2025
Liquidity Sweep LowNo reversal
56%confidence
Correct
Classification Scores
Balanced Day44.0%
Trend Day28.6%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep62.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.69
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6406.62
High
6408.40
Low
6343.86
Close
6395.78
VWAP
6388.66
Net Move
-0.17
Daily Range
64.5
pts
True Range
67.5
pts
ADR
53.3
ATR
61.5
Rel Volume
0.89
x avg
Expansion Ratio
1.21
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
-0.08
Liquidity Score
34.4
Mean Reversion
46.5
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.17% | Expansion: 1.21x ADR