Monday, February 23, 2026
Trend Day Bearish
91%confidence
Correct
Classification Scores
Balanced Day14.8%
Trend Day78.0%
Expansion Day24.6%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
21.01
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6901.25
High
6916.96
Low
6819.82
Close
6837.75
VWAP
6868.94
Net Move
-0.92
Daily Range
97.1
pts
True Range
97.1
pts
ADR
87.9
ATR
91.6
Rel Volume
0.93
x avg
Expansion Ratio
1.11
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
0.47
Liquidity Score
32.3
Mean Reversion
21.7
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.92% | Expansion: 1.11x ADR