Tuesday, January 13, 2026
Liquidity Sweep LowNo reversal
41%confidence
Correct
Classification Scores
Balanced Day48.2%
Trend Day47.1%
Expansion Day7.5%
Short Covering Rally0.0%
Liquidity Sweep55.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.98
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6977.41
High
6985.83
Low
6938.77
Close
6963.74
VWAP
6966.44
Net Move
-0.20
Daily Range
47.1
pts
True Range
47.1
pts
ADR
40.6
ATR
45.3
Rel Volume
1.21
x avg
Expansion Ratio
1.16
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
-0.05
Liquidity Score
38.1
Mean Reversion
54.5
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.20% | Expansion: 1.16x ADR