Wednesday, May 27, 2026
Liquidity Sweep
50%confidence
Correct
Classification Scores
Balanced Day39.7%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep64.0%
Volatility Compression45.6%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
—
ATM IV
—
Structure Worked
Yes
Market Data
Open
7526.01
High
7530.72
Low
7499.72
Close
7520.36
VWAP
7519.10
Net Move
-0.08
Daily Range
31.0
pts
True Range
31.0
pts
ADR
59.5
ATR
70.1
Rel Volume
0.42
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 (0.35x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
54.4
Mean Reversion
67.9
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