Friday, February 27, 2026
Balanced Day
46%confidence
Correct
Classification Scores
Balanced Day53.1%
Trend Day24.2%
Expansion Day0.0%
Short Covering Rally7.0%
Liquidity Sweep41.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
19.86
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6856.54
High
6882.96
Low
6831.74
Close
6878.88
VWAP
6862.53
Net Move
+0.33
Daily Range
51.2
pts
True Range
77.1
pts
ADR
82.3
ATR
86.0
Rel Volume
1.17
x avg
Expansion Ratio
0.62
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
0.18
Liquidity Score
48.1
Mean Reversion
60.8
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.33% | Expansion: 0.62x ADR