Tuesday, March 3, 2026
Liquidity Sweep LowReversed
30%confidence
Correct
Classification Scores
Balanced Day22.3%
Trend Day42.0%
Expansion Day31.8%
Short Covering Rally12.5%
Liquidity Sweep48.8%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
23.57
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6800.26
High
6840.05
Low
6710.42
Close
6816.63
VWAP
6791.84
Net Move
+0.24
Daily Range
129.6
pts
True Range
171.2
pts
ADR
78.9
ATR
83.2
Rel Volume
1.12
x avg
Expansion Ratio
1.64
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
-0.01
Liquidity Score
11.8
Mean Reversion
41.1
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.24% | Expansion: 1.64x ADR