Wednesday, March 11, 2026
Balanced Day
64%confidence
Correct
Classification Scores
Balanced Day71.1%
Trend Day21.5%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep59.9%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
24.23
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6790.09
High
6811.15
Low
6745.59
Close
6775.80
VWAP
6780.66
Net Move
-0.21
Daily Range
65.6
pts
True Range
65.6
pts
ADR
86.6
ATR
97.4
Rel Volume
0.95
x avg
Expansion Ratio
0.76
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
0.06
Liquidity Score
56.4
Mean Reversion
69.2
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.21% | Expansion: 0.76x ADR