Friday, March 6, 2026
Trend Day
32%confidence
Correct
Classification Scores
Balanced Day
43.3%
Trend Day
57.1%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
45.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
29.49
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6769.03
High
6773.42
Low
6711.56
Close
6740.02
VWAP
6748.51
Net Move
-0.43
Daily Range
61.9
pts
True Range
119.1
pts
ADR
80.6
ATR
87.8
Rel Volume
1.02
x avg
Expansion Ratio
0.77
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
-0.02
Liquidity Score
48.7
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.43% | Expansion: 0.77x ADR