Monday, March 9, 2026
Expansion Day Bullish
74%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day50.5%
Expansion Day89.6%
Short Covering Rally39.5%
Liquidity Sweep20.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
25.50
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6699.80
High
6810.44
Low
6636.04
Close
6795.99
VWAP
6735.57
Net Move
+1.44
Daily Range
174.4
pts
True Range
174.4
pts
ADR
78.8
ATR
90.1
Rel Volume
1.18
x avg
Expansion Ratio
2.21
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
0.84
Liquidity Score
0.0
Mean Reversion
23.6
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +1.44% | Expansion: 2.21x ADR