Thursday, October 8, 2026
Liquidity Sweep LowNo reversal
76%confidence
Correct
Classification Scores
Balanced Day37.7%
Trend Day22.7%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep61.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.53
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7778.45
High
7797.79
Low
7731.26
Close
7765.36
VWAP
7767.67
Net Move
-0.20
Daily Range
66.5
pts
True Range
70.5
pts
ADR
57.8
ATR
63.8
Rel Volume
0.46
x avg
Expansion Ratio
1.15
Initial Balance Analysis
IB High
7793.67
IB Low
7771.75
IB Range
21.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.19x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.05
Liquidity Score
22.1
Mean Reversion
61.1
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.19x IB range) | Actual move: -0.20% | Expansion: 1.15x ADR