Thursday, April 16, 2026
Liquidity Sweep LowReversed
42%confidence
Correct
Classification Scores
Balanced Day57.4%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally8.4%
Liquidity Sweep63.5%
Volatility Compression25.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
17.94
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7037.78
High
7051.23
Low
7008.52
Close
7041.28
VWAP
7034.70
Net Move
+0.05
Daily Range
42.7
pts
True Range
42.7
pts
ADR
81.4
ATR
100.2
Rel Volume
1.02
x avg
Expansion Ratio
0.52
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
-0.20
Liquidity Score
65.3
Mean Reversion
72.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.05% | Expansion: 0.52x ADR