Wednesday, January 21, 2026
Short Covering Rally
42%confidence
Correct
Classification Scores
Balanced Day1.6%
Trend Day58.0%
Expansion Day76.6%
Short Covering Rally84.3%
Liquidity Sweep4.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
16.90
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6810.71
High
6910.39
Low
6804.96
Close
6875.62
VWAP
6850.42
Net Move
+0.95
Daily Range
105.4
pts
True Range
113.5
pts
ADR
48.6
ATR
58.4
Rel Volume
1.17
x avg
Expansion Ratio
2.17
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
0.35
Liquidity Score
11.6
Mean Reversion
19.2
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.95% | Expansion: 2.17x ADR