Tuesday, October 28, 2025
Liquidity Sweep LowNo reversal
42%confidence
Correct
Classification Scores
Balanced Day62.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep65.8%
Volatility Compression21.7%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.42
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6897.74
High
6911.30
Low
6870.73
Close
6890.89
VWAP
6892.67
Net Move
-0.10
Daily Range
40.6
pts
True Range
40.6
pts
ADR
75.9
ATR
89.0
Rel Volume
1.04
x avg
Expansion Ratio
0.53
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
-0.15
Liquidity Score
68.7
Mean Reversion
77.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.10% | Expansion: 0.53x ADR