Monday, March 2, 2026
Trend Day
52%confidence
Correct
Classification Scores
Balanced Day
4.3%
Trend Day
80.6%
Expansion Day
53.0%
Short Covering Rally
52.9%
Liquidity Sweep
2.5%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
21.44
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6824.36
High
6901.01
Low
6796.85
Close
6881.62
VWAP
6850.96
Net Move
+0.84
Daily Range
104.2
pts
True Range
104.2
pts
ADR
76.8
ATR
81.1
Rel Volume
1.06
x avg
Expansion Ratio
1.36
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
0.39
Liquidity Score
17.6
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.84% | Expansion: 1.36x ADR