Tuesday, March 17, 2026
Liquidity Sweep HighReversed
52%confidence
Correct
Classification Scores
Balanced Day45.1%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep62.0%
Volatility Compression32.2%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
22.37
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6722.35
High
6754.30
Low
6710.80
Close
6716.09
VWAP
6725.88
Net Move
-0.09
Daily Range
43.5
pts
True Range
54.9
pts
ADR
86.2
ATR
102.4
Rel Volume
0.86
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
-0.16
Liquidity Score
62.7
Mean Reversion
64.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.09% | Expansion: 0.50x ADR