Friday, July 17, 2026
Liquidity Sweep
52%confidence
Correct
Classification Scores
Balanced Day
61.2%
Trend Day
22.5%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
67.7%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Normal
VIX
18.39
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7447.52
High
7498.47
Low
7431.26
Close
7457.69
VWAP
7458.73
Net Move
+0.14
Daily Range
67.2
pts
True Range
102.5
pts
ADR
68.2
ATR
72.3
Rel Volume
1.28
x avg
Expansion Ratio
0.99
Initial Balance Analysis
IB High
7498.43
IB Low
7431.26
IB Range
67.2
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.00x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.11
Liquidity Score
49.3
Mean Reversion
65.4
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.00x IB range) | Actual move: +0.14% | Expansion: 0.99x ADR