Wednesday, July 15, 2026
Liquidity Sweep
45%confidence
Correct
Classification Scores
Balanced Day58.0%
Trend Day9.8%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep64.0%
Volatility Compression21.6%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.10
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
7560.37
Net Move
-0.14
Daily Range
54.5
pts
True Range
54.5
pts
ADR
72.5
ATR
74.1
Rel Volume
0.39
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
-0.11
Liquidity Score
44.4
Mean Reversion
65.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.26x IB range) | Actual move: -0.14% | Expansion: 0.75x ADR