Wednesday, March 4, 2026
Trend Day
41%confidence
Correct
Classification Scores
Balanced Day
38.4%
Trend Day
63.7%
Expansion Day
0.0%
Short Covering Rally
47.8%
Liquidity Sweep
5.6%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
21.15
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6831.69
High
6885.94
Low
6811.64
Close
6869.50
VWAP
6849.69
Net Move
+0.55
Daily Range
74.3
pts
True Range
74.3
pts
ADR
84.7
ATR
91.9
Rel Volume
0.90
x avg
Expansion Ratio
0.88
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
0.10
Liquidity Score
45.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.55% | Expansion: 0.88x ADR