Wednesday, July 15, 2026
Liquidity Sweep
43%confidence
Correct
Classification Scores
Balanced Day
54.7%
Trend Day
7.5%
Expansion Day
0.0%
Short Covering Rally
8.0%
Liquidity Sweep
62.0%
Volatility Compression
29.8%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Normal
VIX
15.65
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7571.72
High
7581.50
Low
7526.95
Close
7572.40
VWAP
7563.14
Net Move
+0.01
Daily Range
54.5
pts
True Range
54.5
pts
ADR
72.5
ATR
74.1
Rel Volume
0.58
x avg
Expansion Ratio
0.75
Initial Balance Analysis
IB High
7581.50
IB Low
7557.34
IB Range
24.2
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.26x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.24
Liquidity Score
38.9
Mean Reversion
62.8
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.26x IB range) | Actual move: +0.01% | Expansion: 0.75x ADR