Monday, February 2, 2026
Trend Day
37%confidence
Correct
Classification Scores
Balanced Day
5.5%
Trend Day
83.0%
Expansion Day
49.1%
Short Covering Rally
81.1%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
16.34
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6916.64
High
6991.92
Low
6914.34
Close
6976.44
VWAP
6949.83
Net Move
+0.86
Daily Range
77.6
pts
True Range
77.6
pts
ADR
57.8
ATR
68.4
Rel Volume
1.05
x avg
Expansion Ratio
1.34
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
0.41
Liquidity Score
35.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.86% | Expansion: 1.34x ADR