Tuesday, September 1, 2026
Liquidity Sweep Low
86%confidence
Correct
Classification Scores
Balanced Day40.3%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep68.0%
Volatility Compression9.7%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.06
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7635.47
High
7663.63
Low
7611.20
Close
7631.47
VWAP
7634.88
Net Move
-0.08
Daily Range
52.4
pts
True Range
74.9
pts
ADR
43.4
ATR
52.0
Rel Volume
0.41
x avg
Expansion Ratio
1.21
Initial Balance Analysis
IB High
7656.50
IB Low
7627.87
IB Range
28.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.25x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
21.3
Mean Reversion
72.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.25x IB range) | Actual move: -0.08% | Expansion: 1.21x ADR