Thursday, January 22, 2026
Balanced Day
76%confidence
Correct
Classification Scores
Balanced Day84.6%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep66.4%
Volatility Compression9.9%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.64
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6914.44
High
6934.75
Low
6893.62
Close
6913.35
VWAP
6914.04
Net Move
-0.02
Daily Range
41.1
pts
True Range
59.1
pts
ADR
54.7
ATR
65.1
Rel Volume
1.03
x avg
Expansion Ratio
0.75
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
-0.13
Liquidity Score
59.5
Mean Reversion
91.8
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.02% | Expansion: 0.75x ADR