Thursday, February 26, 2026
Trend Day
41%confidence
Correct
Classification Scores
Balanced Day
35.5%
Trend Day
63.3%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
40.3%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
18.63
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6944.74
High
6947.25
Low
6859.73
Close
6908.86
VWAP
6915.15
Net Move
-0.52
Daily Range
87.5
pts
True Range
87.5
pts
ADR
81.6
ATR
87.1
Rel Volume
1.02
x avg
Expansion Ratio
1.07
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
0.07
Liquidity Score
45.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.52% | Expansion: 1.07x ADR