Monday, August 24, 2026
Liquidity Sweep
42%confidence
Correct
Classification Scores
Balanced Day58.7%
Trend Day2.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep60.8%
Volatility Compression27.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.81
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7663.38
High
7670.30
Low
7638.17
Close
7652.86
VWAP
7656.93
Net Move
-0.10
Daily Range
32.1
pts
True Range
36.2
pts
ADR
43.1
ATR
48.8
Rel Volume
0.35
x avg
Expansion Ratio
0.75
Initial Balance Analysis
IB High
7663.46
IB Low
7638.17
IB Range
25.3
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.27x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.15
Liquidity Score
44.3
Mean Reversion
66.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.27x IB range) | Actual move: -0.10% | Expansion: 0.75x ADR