Thursday, August 6, 2026
Liquidity Sweep
52%confidence
Correct
Classification Scores
Balanced Day42.1%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep64.7%
Volatility Compression43.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.23
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7713.79
High
7742.85
Low
7698.15
Close
7709.96
VWAP
7715.67
Net Move
-0.08
Daily Range
44.7
pts
True Range
44.7
pts
ADR
81.8
ATR
95.7
Rel Volume
0.38
x avg
Expansion Ratio
0.55
Initial Balance Analysis
IB High
7742.85
IB Low
7713.79
IB Range
29.1
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.54x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
50.0
Mean Reversion
71.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.54x IB range) | Actual move: -0.08% | Expansion: 0.55x ADR