Wednesday, July 8, 2026
Liquidity Sweep
49%confidence
Correct
Classification Scores
Balanced Day48.8%
Trend Day11.1%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep64.0%
Volatility Compression25.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
17.12
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7476.54
High
7488.51
Low
7421.82
Close
7482.71
VWAP
7465.14
Net Move
-0.02
Daily Range
65.6
pts
True Range
82.0
pts
ADR
80.7
ATR
87.1
Rel Volume
0.32
x avg
Expansion Ratio
0.81
Initial Balance Analysis
IB High
7476.54
IB Low
7452.60
IB Range
23.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.45x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.23
Liquidity Score
38.5
Mean Reversion
60.7
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.45x IB range) | Actual move: -0.02% | Expansion: 0.81x ADR