Friday, January 16, 2026
Trend Day Bearish
30%confidence
Partial
Classification Scores
Balanced Day49.7%
Trend Day56.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep30.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.86
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6960.54
High
6967.30
Low
6925.09
Close
6940.01
VWAP
6948.23
Net Move
-0.29
Daily Range
42.2
pts
True Range
42.2
pts
ADR
43.7
ATR
49.3
Rel Volume
1.16
x avg
Expansion Ratio
0.97
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
-0.16
Liquidity Score
44.1
Mean Reversion
47.5
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.29% | Expansion: 0.97x ADR