Friday, January 30, 2026
Liquidity Sweep LowNo reversal
72%confidence
Correct
Classification Scores
Balanced Day45.2%
Trend Day20.7%
Expansion Day6.4%
Short Covering Rally0.0%
Liquidity Sweep67.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
17.44
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6947.27
High
6964.09
Low
6893.48
Close
6939.03
VWAP
6935.97
Net Move
-0.12
Daily Range
70.6
pts
True Range
75.5
pts
ADR
57.1
ATR
67.3
Rel Volume
1.24
x avg
Expansion Ratio
1.24
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
-0.13
Liquidity Score
37.8
Mean Reversion
60.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.12% | Expansion: 1.24x ADR