Wednesday, October 7, 2026
Liquidity Sweep LowReversed
58%confidence
Correct
Classification Scores
Balanced Day55.2%
Trend Day2.6%
Expansion Day0.0%
Short Covering Rally8.0%
Liquidity Sweep65.1%
Volatility Compression28.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
15.01
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7792.98
High
7807.02
Low
7763.34
Close
7801.77
VWAP
7790.10
Net Move
+0.05
Daily Range
43.7
pts
True Range
55.6
pts
ADR
56.4
ATR
68.3
Rel Volume
0.35
x avg
Expansion Ratio
0.77
Initial Balance Analysis
IB High
7792.98
IB Low
7767.86
IB Range
25.1
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.56x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.20
Liquidity Score
40.5
Mean Reversion
68.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.56x IB range) | Actual move: +0.05% | Expansion: 0.77x ADR