Friday, February 20, 2026
Trend Day
40%confidence
Correct
Classification Scores
Balanced Day
18.5%
Trend Day
79.4%
Expansion Day
5.0%
Short Covering Rally
78.8%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
19.09
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6843.26
High
6915.86
Low
6836.33
Close
6909.51
VWAP
6876.24
Net Move
+0.97
Daily Range
79.5
pts
True Range
79.5
pts
ADR
87.2
ATR
91.3
Rel Volume
0.88
x avg
Expansion Ratio
0.91
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
0.52
Liquidity Score
40.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.97% | Expansion: 0.91x ADR