Wednesday, September 17, 2025
Liquidity Sweep LowNo reversal
76%confidence
Correct
Classification Scores
Balanced Day40.7%
Trend Day2.9%
Expansion Day27.0%
Short Covering Rally0.0%
Liquidity Sweep67.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
15.72
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6604.87
High
6624.39
Low
6551.15
Close
6600.35
VWAP
6595.19
Net Move
-0.07
Daily Range
73.2
pts
True Range
73.2
pts
ADR
40.6
ATR
47.2
Rel Volume
1.21
x avg
Expansion Ratio
1.80
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
26.1
Mean Reversion
59.8
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.07% | Expansion: 1.80x ADR