Monday, October 19, 2026
Liquidity Sweep Pull DownNo reversal
62%confidence
Correct
Classification Scores
Balanced Day61.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep68.9%
Volatility Compression29.2%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
18.51
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
$7702.77
High
$7731.18
Low
$7684.79
Close
$7690.73
VWAP
$7705.88
Net Move
+0.03
Daily Range
46.4
pts
True Range
71.7
pts
ADR
61.1
ATR
71.2
Rel Volume
0.35
x avg
Expansion Ratio
0.76
Initial Balance Analysis
IB High
$7716.76
IB Low
$7684.79
IB Range
32.0
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.45x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.22
Liquidity Score
44.3
Mean Reversion
81.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.45x IB range) | Actual move: +0.03% | Expansion: 0.76x ADR