Tuesday, August 25, 2026
Liquidity Sweep
49%confidence
Correct
Classification Scores
Balanced Day55.2%
Trend Day6.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep66.4%
Volatility Compression20.3%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.63
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7676.66
High
7686.11
Low
7650.92
Close
7677.28
VWAP
7671.70
Net Move
-0.05
Daily Range
35.2
pts
True Range
35.2
pts
ADR
40.4
ATR
48.0
Rel Volume
0.34
x avg
Expansion Ratio
0.87
Initial Balance Analysis
IB High
7686.11
IB Low
7664.96
IB Range
21.1
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.66x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.20
Liquidity Score
44.1
Mean Reversion
69.7
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.66x IB range) | Actual move: -0.05% | Expansion: 0.87x ADR