Friday, January 2, 2026
Liquidity Sweep LowNo reversal
20%confidence
Correct
Classification Scores
Balanced Day46.3%
Trend Day44.9%
Expansion Day5.4%
Short Covering Rally0.0%
Liquidity Sweep47.3%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
14.51
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6878.11
High
6894.87
Low
6824.31
Close
6858.47
VWAP
6863.94
Net Move
-0.29
Daily Range
70.6
pts
True Range
70.6
pts
ADR
51.3
ATR
57.5
Rel Volume
0.95
x avg
Expansion Ratio
1.38
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
41.0
Mean Reversion
53.1
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.29% | Expansion: 1.38x ADR