Friday, June 12, 2026
Liquidity Sweep
59%confidence
Correct
Classification Scores
Balanced Day50.1%
Trend Day3.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep68.2%
Volatility Compression0.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
17.78
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7410.85
High
7456.40
Low
7363.01
Close
7431.46
VWAP
7413.00
Net Move
+0.15
Daily Range
93.4
pts
True Range
93.4
pts
ADR
90.3
ATR
98.8
Rel Volume
0.39
x avg
Expansion Ratio
1.03
Initial Balance Analysis
IB High
7422.67
IB Low
7363.01
IB Range
59.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.57x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.10
Liquidity Score
29.1
Mean Reversion
74.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.57x IB range) | Actual move: +0.15% | Expansion: 1.03x ADR