Friday, October 2, 2026
Liquidity Sweep HighReversed
71%confidence
Correct
Classification Scores
Balanced Day58.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep68.9%
Volatility Compression17.7%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
15.44
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7726.24
High
7754.67
Low
7700.51
Close
7722.72
VWAP
7726.38
Net Move
-0.03
Daily Range
54.2
pts
True Range
88.2
pts
ADR
59.9
ATR
73.1
Rel Volume
0.42
x avg
Expansion Ratio
0.90
Initial Balance Analysis
IB High
7753.93
IB Low
7720.14
IB Range
33.8
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.02x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.22
Liquidity Score
33.5
Mean Reversion
84.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.02x IB range) | Actual move: -0.03% | Expansion: 0.90x ADR