Wednesday, August 19, 2026
Liquidity Sweep
45%confidence
Correct
Classification Scores
Balanced Day54.8%
Trend Day3.2%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep60.4%
Volatility Compression22.5%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.18
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7716.74
High
7743.93
Low
7700.07
Close
7707.98
VWAP
7716.82
Net Move
-0.13
Daily Range
43.9
pts
True Range
52.2
pts
ADR
58.6
ATR
63.4
Rel Volume
0.41
x avg
Expansion Ratio
0.75
Initial Balance Analysis
IB High
7726.29
IB Low
7700.07
IB Range
26.2
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.67x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.12
Liquidity Score
38.3
Mean Reversion
64.5
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.67x IB range) | Actual move: -0.13% | Expansion: 0.75x ADR