Thursday, March 5, 2026
Liquidity Sweep LowNo reversal
46%confidence
Correct
Classification Scores
Balanced Day49.6%
Trend Day33.3%
Expansion Day5.5%
Short Covering Rally0.0%
Liquidity Sweep62.1%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
23.75
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6851.08
High
6870.43
Low
6770.78
Close
6830.71
VWAP
6830.75
Net Move
-0.30
Daily Range
99.7
pts
True Range
99.7
pts
ADR
84.2
ATR
91.4
Rel Volume
1.04
x avg
Expansion Ratio
1.18
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
40.0
Mean Reversion
59.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.30% | Expansion: 1.18x ADR