Thursday, January 15, 2026
Trend Day Bearish
52%confidence
Correct
Classification Scores
Balanced Day52.4%
Trend Day60.9%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep10.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.84
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6969.46
High
6979.34
Low
6937.93
Close
6944.47
VWAP
6957.80
Net Move
-0.36
Daily Range
41.4
pts
True Range
52.7
pts
ADR
43.1
ATR
47.9
Rel Volume
1.17
x avg
Expansion Ratio
0.96
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
-0.09
Liquidity Score
40.4
Mean Reversion
43.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.36% | Expansion: 0.96x ADR