Tuesday, January 27, 2026
Balanced Day
77%confidence
Correct
Classification Scores
Balanced Day73.5%
Trend Day6.5%
Expansion Day0.0%
Short Covering Rally42.2%
Liquidity Sweep27.8%
Volatility Compression6.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6965.96
High
6988.82
Low
6958.83
Close
6978.60
VWAP
6973.05
Net Move
+0.18
Daily Range
30.0
pts
True Range
38.6
pts
ADR
52.3
ATR
62.0
Rel Volume
1.01
x avg
Expansion Ratio
0.57
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
0.03
Liquidity Score
66.0
Mean Reversion
62.0
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.18% | Expansion: 0.57x ADR