Thursday, January 29, 2026
Liquidity Sweep LowNo reversal
69%confidence
Correct
Classification Scores
Balanced Day25.3%
Trend Day9.2%
Expansion Day44.7%
Short Covering Rally0.0%
Liquidity Sweep66.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
16.88
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6977.74
High
6992.84
Low
6870.80
Close
6969.01
VWAP
6952.60
Net Move
-0.13
Daily Range
122.0
pts
True Range
122.0
pts
ADR
50.7
ATR
60.9
Rel Volume
1.30
x avg
Expansion Ratio
2.41
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
-0.12
Liquidity Score
18.2
Mean Reversion
43.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.13% | Expansion: 2.41x ADR