Tuesday, February 24, 2026
Trend Day
48%confidence
Correct
Classification Scores
Balanced Day
22.9%
Trend Day
71.6%
Expansion Day
1.0%
Short Covering Rally
52.0%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
19.55
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6837.37
High
6899.17
Low
6815.43
Close
6890.07
VWAP
6860.51
Net Move
+0.77
Daily Range
83.7
pts
True Range
83.7
pts
ADR
89.3
ATR
93.0
Rel Volume
0.87
x avg
Expansion Ratio
0.94
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
0.32
Liquidity Score
28.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.77% | Expansion: 0.94x ADR