Thursday, February 19, 2026
Liquidity Sweep LowReversed
66%confidence
Correct
Classification Scores
Balanced Day36.7%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally6.9%
Liquidity Sweep66.9%
Volatility Compression36.7%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
20.23
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6861.34
High
6879.12
Low
6833.06
Close
6861.89
VWAP
6858.85
Net Move
+0.01
Daily Range
46.1
pts
True Range
48.3
pts
ADR
92.6
ATR
96.5
Rel Volume
0.82
x avg
Expansion Ratio
0.50
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
-0.24
Liquidity Score
67.8
Mean Reversion
84.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.01% | Expansion: 0.50x ADR