Thursday, August 27, 2026
Liquidity Sweep
38%confidence
Correct
Classification Scores
Balanced Day26.6%
Trend Day32.3%
Expansion Day0.0%
Short Covering Rally6.2%
Liquidity Sweep44.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
14.54
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7710.34
High
7741.27
Low
7689.89
Close
7730.99
VWAP
7717.04
Net Move
+0.21
Daily Range
51.4
pts
True Range
65.6
pts
ADR
40.1
ATR
49.2
Rel Volume
0.44
x avg
Expansion Ratio
1.28
Initial Balance Analysis
IB High
7716.89
IB Low
7689.89
IB Range
27.0
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.90x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.04
Liquidity Score
18.8
Mean Reversion
57.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.90x IB range) | Actual move: +0.21% | Expansion: 1.28x ADR