Thursday, February 12, 2026
Expansion Day Bearish
66%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day65.1%
Expansion Day78.3%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
20.82
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6957.54
High
6973.22
Low
6824.04
Close
6832.76
VWAP
6896.89
Net Move
-1.79
Daily Range
149.2
pts
True Range
149.2
pts
ADR
75.6
ATR
80.1
Rel Volume
1.17
x avg
Expansion Ratio
1.97
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
1.19
Liquidity Score
20.0
Mean Reversion
7.7
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.79% | Expansion: 1.97x ADR