Wednesday, May 27, 2026
Liquidity Sweep
41%confidence
Correct
Classification Scores
Balanced Day
42.6%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
62.0%
Vol Compression
45.6%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
—
ATM IV
—
Structure Worked
Yes
Market Data
Open
7526.01
High
7530.72
Low
7499.72
Close
7520.36
VWAP
7519.20
Net Move
-0.08
Daily Range
31.0
pts
True Range
31.0
pts
ADR
59.5
ATR
70.1
Rel Volume
0.58
x avg
Expansion Ratio
0.52
Initial Balance Analysis
IB High
7530.72
IB Low
7507.83
IB Range
22.9
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (NaNx IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
54.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.35x IB range) | Actual move: -0.08% | Expansion: 0.52x ADR