Thursday, February 5, 2026
Trend Day Bearish
91%confidence
Correct
Classification Scores
Balanced Day21.5%
Trend Day76.5%
Expansion Day26.0%
Short Covering Rally0.0%
Liquidity Sweep8.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
21.77
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6837.39
High
6857.85
Low
6780.13
Close
6798.40
VWAP
6818.44
Net Move
-0.57
Daily Range
77.7
pts
True Range
102.6
pts
ADR
68.6
ATR
77.6
Rel Volume
1.19
x avg
Expansion Ratio
1.13
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
0.12
Liquidity Score
25.3
Mean Reversion
39.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.57% | Expansion: 1.13x ADR