Monday, March 23, 2026
Liquidity Sweep
46%confidence
Correct
Classification Scores
Balanced Day
51.8%
Trend Day
22.2%
Expansion Day
0.0%
Short Covering Rally
8.0%
Liquidity Sweep
70.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
26.15
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6574.96
High
6651.62
Low
6565.55
Close
6581.00
VWAP
6593.28
Net Move
+0.09
Daily Range
86.1
pts
True Range
145.1
pts
ADR
89.5
ATR
104.5
Rel Volume
0.99
x avg
Expansion Ratio
0.96
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
35.7
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.09% | Expansion: 0.96x ADR