Friday, October 23, 2026
Liquidity Sweep Pull DownReversed
62%confidence
Correct
Classification Scores
Balanced Day59.0%
Trend Day0.1%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep64.7%
Volatility Compression19.6%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
19.82
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
$7637.18
High
$7660.15
Low
$7612.07
Close
$7623.68
VWAP
$7634.17
Net Move
-0.13
Daily Range
48.1
pts
True Range
51.4
pts
ADR
60.7
ATR
72.3
Rel Volume
0.39
x avg
Expansion Ratio
0.79
Initial Balance Analysis
IB High
$7637.48
IB Low
$7612.07
IB Range
25.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.89x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.12
Liquidity Score
40.5
Mean Reversion
76.5
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.89x IB range) | Actual move: -0.13% | Expansion: 0.79x ADR