Monday, January 5, 2026
Short Covering Rally
28%confidence
Missed
Classification Scores
Balanced Day59.8%
Trend Day8.5%
Expansion Day0.0%
Short Covering Rally67.3%
Liquidity Sweep45.4%
Volatility Compression18.1%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
14.90
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
No
Market Data
Open
6892.19
High
6920.38
Low
6891.56
Close
6902.05
VWAP
6901.54
Net Move
+0.14
Daily Range
28.8
pts
True Range
61.9
pts
ADR
51.3
ATR
57.5
Rel Volume
1.33
x avg
Expansion Ratio
0.56
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Missed
Accurate
No
Prediction Δ
-0.46
Liquidity Score
59.6
Mean Reversion
59.0
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would not have profited ✗ | No IB data available | Actual move: +0.14% | Expansion: 0.56x ADR