Monday, January 26, 2026
Short Covering Rally
42%confidence
Correct
Classification Scores
Balanced Day57.9%
Trend Day57.5%
Expansion Day0.0%
Short Covering Rally72.1%
Liquidity Sweep16.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
16.15
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6923.23
High
6964.66
Low
6921.60
Close
6950.23
VWAP
6939.93
Net Move
+0.39
Daily Range
43.1
pts
True Range
49.1
pts
ADR
51.2
ATR
62.9
Rel Volume
0.93
x avg
Expansion Ratio
0.84
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
-0.21
Liquidity Score
52.6
Mean Reversion
39.2
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.39% | Expansion: 0.84x ADR