Monday, July 13, 2026
Liquidity Sweep
40%confidence
Correct
Classification Scores
Balanced Day44.0%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep50.0%
Volatility Compression25.3%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.38
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7547.53
High
7565.37
Low
7506.41
Close
7515.34
VWAP
7539.64
Net Move
+0.19
Daily Range
44.2
pts
True Range
62.2
pts
ADR
77.4
ATR
80.9
Rel Volume
0.34
x avg
Expansion Ratio
0.57
Initial Balance Analysis
IB High
7544.45
IB Low
7513.23
IB Range
31.2
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.42x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.06
Liquidity Score
47.4
Mean Reversion
69.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.42x IB range) | Actual move: +0.19% | Expansion: 0.57x ADR