Monday, September 14, 2026
Liquidity Sweep High
76%confidence
Correct
Classification Scores
Balanced Day54.7%
Trend Day10.1%
Expansion Day1.4%
Short Covering Rally17.1%
Liquidity Sweep74.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
17.10
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7611.44
High
7647.99
Low
7592.28
Close
7619.98
VWAP
7617.92
Net Move
+0.11
Daily Range
55.7
pts
True Range
64.7
pts
ADR
45.0
ATR
56.4
Rel Volume
1.07
x avg
Expansion Ratio
1.24
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.14
Liquidity Score
38.6
Mean Reversion
66.8
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.11% | Expansion: 1.24x ADR