Monday, January 12, 2026
Trend Day
39%confidence
Correct
Classification Scores
Balanced Day
22.2%
Trend Day
69.0%
Expansion Day
31.5%
Short Covering Rally
59.8%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
15.12
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6944.12
High
6986.33
Low
6934.07
Close
6977.27
VWAP
6960.45
Net Move
+0.48
Daily Range
52.3
pts
True Range
52.3
pts
ADR
40.3
ATR
46.3
Rel Volume
1.12
x avg
Expansion Ratio
1.30
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
0.03
Liquidity Score
42.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.48% | Expansion: 1.30x ADR