Tuesday, April 7, 2026
Liquidity Sweep LowReversed
44%confidence
Correct
Classification Scores
Balanced Day30.4%
Trend Day41.2%
Expansion Day0.0%
Short Covering Rally17.0%
Liquidity Sweep55.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
25.78
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6601.93
High
6618.26
Low
6534.55
Close
6616.85
VWAP
6592.90
Net Move
+0.23
Daily Range
83.7
pts
True Range
83.7
pts
ADR
87.2
ATR
103.3
Rel Volume
0.81
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
-0.02
Liquidity Score
26.8
Mean Reversion
39.4
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.23% | Expansion: 0.96x ADR