Wednesday, July 22, 2026
Liquidity Sweep High
52%confidence
Correct
Classification Scores
Balanced Day62.5%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally28.6%
Liquidity Sweep66.8%
Volatility Compression33.2%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
17.71
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7497.47
High
7525.94
Low
7485.85
Close
7498.96
VWAP
7503.45
Net Move
+0.09
Daily Range
40.1
pts
True Range
40.1
pts
ADR
62.6
ATR
66.9
Rel Volume
0.52
x avg
Expansion Ratio
0.64
Initial Balance Analysis
IB High
7519.22
IB Low
7485.85
IB Range
33.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.20x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.16
Liquidity Score
44.3
Mean Reversion
73.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.20x IB range) | Actual move: +0.09% | Expansion: 0.64x ADR