Wednesday, July 1, 2026
Liquidity Sweep
46%confidence
Correct
Classification Scores
Balanced Day53.3%
Trend Day14.9%
Expansion Day0.0%
Short Covering Rally4.8%
Liquidity Sweep59.4%
Volatility Compression8.6%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.61
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7478.84
High
7521.81
Low
7449.63
Close
7483.23
VWAP
7485.68
Net Move
+0.18
Daily Range
72.2
pts
True Range
72.2
pts
ADR
86.3
ATR
95.0
Rel Volume
0.40
x avg
Expansion Ratio
0.84
Initial Balance Analysis
IB High
7498.21
IB Low
7449.63
IB Range
48.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.49x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.07
Liquidity Score
40.5
Mean Reversion
74.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.49x IB range) | Actual move: +0.18% | Expansion: 0.84x ADR