Tuesday, March 24, 2026
Liquidity Sweep HighNo reversal
58%confidence
Correct
Classification Scores
Balanced Day66.8%
Trend Day1.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep74.7%
Volatility Compression0.8%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
26.95
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6552.09
High
6595.75
Low
6525.11
Close
6556.37
VWAP
6557.33
Net Move
+0.07
Daily Range
70.6
pts
True Range
70.6
pts
ADR
86.4
ATR
102.7
Rel Volume
0.88
x avg
Expansion Ratio
0.82
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
-0.18
Liquidity Score
54.3
Mean Reversion
79.4
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.07% | Expansion: 0.82x ADR