Thursday, July 23, 2026
Liquidity Sweep
52%confidence
Correct
Classification Scores
Balanced Day
49.8%
Trend Day
14.5%
Expansion Day
6.4%
Short Covering Rally
0.0%
Liquidity Sweep
63.2%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Normal
VIX
19.05
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7418.29
High
7450.12
Low
7376.00
Close
7408.30
VWAP
7413.18
Net Move
-0.13
Daily Range
74.1
pts
True Range
123.0
pts
ADR
59.8
ATR
71.1
Rel Volume
1.20
x avg
Expansion Ratio
1.24
Initial Balance Analysis
IB High
7450.12
IB Low
7408.24
IB Range
41.9
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.77x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.12
Liquidity Score
36.7
Mean Reversion
72.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.77x IB range) | Actual move: -0.13% | Expansion: 1.24x ADR