Monday, April 20, 2026
Liquidity Sweep
39%confidence
Correct
Classification Scores
Balanced Day
53.1%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
61.2%
Vol Compression
27.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Elevated
VIX
18.87
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7117.05
High
7122.65
Low
7084.41
Close
7109.14
VWAP
7108.31
Net Move
-0.11
Daily Range
38.2
pts
True Range
41.6
pts
ADR
75.6
ATR
93.7
Rel Volume
0.90
x avg
Expansion Ratio
0.51
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
-0.14
Liquidity Score
69.4
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.11% | Expansion: 0.51x ADR