Tuesday, February 3, 2026
Expansion Day Bearish
64%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day57.5%
Expansion Day77.3%
Short Covering Rally0.0%
Liquidity Sweep21.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
18.00
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6985.45
High
6993.08
Low
6862.05
Close
6917.81
VWAP
6939.60
Net Move
-0.97
Daily Range
131.0
pts
True Range
131.0
pts
ADR
59.6
ATR
70.2
Rel Volume
1.26
x avg
Expansion Ratio
2.20
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
0.37
Liquidity Score
14.3
Mean Reversion
25.3
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.97% | Expansion: 2.20x ADR