Thursday, September 25, 2025
Liquidity Sweep
40%confidence
Correct
Classification Scores
Balanced Day
57.7%
Trend Day
14.9%
Expansion Day
0.2%
Short Covering Rally
0.0%
Liquidity Sweep
63.5%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
16.74
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6608.19
High
6619.00
Low
6569.22
Close
6604.72
VWAP
6600.28
Net Move
-0.05
Daily Range
49.8
pts
True Range
68.8
pts
ADR
44.0
ATR
47.5
Rel Volume
1.06
x avg
Expansion Ratio
1.13
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
-0.20
Liquidity Score
36.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.05% | Expansion: 1.13x ADR