Tuesday, May 12, 2026
Liquidity Sweep LowReversed
60%confidence
Correct
Classification Scores
Balanced Day38.9%
Trend Day27.0%
Expansion Day10.8%
Short Covering Rally9.4%
Liquidity Sweep62.8%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
17.99
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7390.63
High
7409.57
Low
7338.54
Close
7400.96
VWAP
7384.92
Net Move
+0.14
Daily Range
71.0
pts
True Range
74.3
pts
ADR
54.9
ATR
67.7
Rel Volume
1.05
x avg
Expansion Ratio
1.29
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
-0.11
Liquidity Score
29.1
Mean Reversion
47.1
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.14% | Expansion: 1.29x ADR