Thursday, January 8, 2026
Balanced Day
83%confidence
Correct
Classification Scores
Balanced Day74.0%
Trend Day0.6%
Expansion Day0.0%
Short Covering Rally3.0%
Liquidity Sweep46.4%
Volatility Compression6.2%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.45
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6914.11
High
6931.28
Low
6899.33
Close
6921.46
VWAP
6916.54
Net Move
+0.11
Daily Range
31.9
pts
True Range
31.9
pts
ADR
44.3
ATR
53.0
Rel Volume
1.20
x avg
Expansion Ratio
0.72
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.04
Liquidity Score
56.4
Mean Reversion
77.0
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.11% | Expansion: 0.72x ADR