Wednesday, March 25, 2026
Liquidity Sweep HighReversed
60%confidence
Correct
Classification Scores
Balanced Day63.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep74.3%
Volatility Compression5.7%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
25.33
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6598.35
High
6633.94
Low
6568.41
Close
6591.90
VWAP
6598.15
Net Move
-0.10
Daily Range
65.5
pts
True Range
77.6
pts
ADR
86.1
ATR
102.4
Rel Volume
0.82
x avg
Expansion Ratio
0.76
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
-0.15
Liquidity Score
50.3
Mean Reversion
78.6
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.10% | Expansion: 0.76x ADR