Wednesday, October 21, 2026
Liquidity Sweep Push UpReversed
10%confidence
Missed
Classification Scores
Balanced Day34.6%
Trend Day36.0%
Expansion Day0.0%
Short Covering Rally4.6%
Liquidity Sweep37.3%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.65
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
$7736.43
High
$7770.40
Low
$7709.34
Close
$7757.17
VWAP
$7744.36
Net Move
+0.32
Daily Range
61.1
pts
True Range
61.1
pts
ADR
61.2
ATR
70.1
Rel Volume
0.40
x avg
Expansion Ratio
1.00
Initial Balance Analysis
IB High
$7738.70
IB Low
$7709.34
IB Range
29.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.08x IB range)
Outcome Assessment
GRADE
Missed
Accurate
No
Prediction Δ
0.07
Liquidity Score
24.1
Mean Reversion
54.7
Outcome Notes
Session: Liquidity Sweep — Did not materialize ✗ | Structure: Would not have profited ✗ | IB broke upside — 2x+ extension (1.08x IB range) | Actual move: +0.32% | Expansion: 1.00x ADR