Friday, July 24, 2026
Liquidity Sweep
36%confidence
Correct
Classification Scores
Balanced Day
61.9%
Trend Day
16.4%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
62.0%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
18.63
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7406.30
High
7460.98
Low
7396.53
Close
7411.98
VWAP
7418.95
Net Move
+0.08
Daily Range
64.4
pts
True Range
64.4
pts
ADR
60.8
ATR
71.5
Rel Volume
0.99
x avg
Expansion Ratio
1.06
Initial Balance Analysis
IB High
7423.01
IB Low
7397.58
IB Range
25.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.49x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
45.3
Mean Reversion
56.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.49x IB range) | Actual move: +0.08% | Expansion: 1.06x ADR