Friday, January 23, 2026
Balanced Day
69%confidence
Correct
Classification Scores
Balanced Day77.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally18.5%
Liquidity Sweep61.4%
Volatility Compression9.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
16.09
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6907.85
High
6932.96
Low
6895.50
Close
6915.61
VWAP
6912.98
Net Move
+0.11
Daily Range
37.5
pts
True Range
37.5
pts
ADR
53.6
ATR
65.3
Rel Volume
0.92
x avg
Expansion Ratio
0.70
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
-0.04
Liquidity Score
58.1
Mean Reversion
73.0
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.11% | Expansion: 0.70x ADR