Thursday, October 1, 2026
Liquidity Sweep LowReversed
74%confidence
Correct
Classification Scores
Balanced Day33.3%
Trend Day16.2%
Expansion Day0.0%
Short Covering Rally8.0%
Liquidity Sweep64.0%
Volatility Compression1.9%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.32
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7666.47
High
7684.75
Low
7616.78
Close
7666.45
VWAP
7660.96
Net Move
+0.14
Daily Range
66.9
pts
True Range
66.9
pts
ADR
60.0
ATR
70.0
Rel Volume
0.45
x avg
Expansion Ratio
1.11
Initial Balance Analysis
IB High
7683.65
IB Low
7626.76
IB Range
56.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.00x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.11
Liquidity Score
14.6
Mean Reversion
49.7
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.00x IB range) | Actual move: +0.14% | Expansion: 1.11x ADR