Tuesday, January 20, 2026
Trend Day Bearish
60%confidence
Partial
Classification Scores
Balanced Day0.0%
Trend Day74.0%
Expansion Day73.8%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
20.09
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6865.24
High
6871.17
Low
6789.05
Close
6796.86
VWAP
6830.58
Net Move
-1.00
Daily Range
82.1
pts
True Range
151.0
pts
ADR
45.0
ATR
50.6
Rel Volume
1.20
x avg
Expansion Ratio
1.83
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
0.55
Liquidity Score
20.3
Mean Reversion
7.6
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.00% | Expansion: 1.83x ADR