Thursday, March 12, 2026
Trend Day Bearish
94%confidence
Correct
Classification Scores
Balanced Day14.0%
Trend Day89.4%
Expansion Day26.9%
Short Covering Rally8.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
27.29
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6740.88
High
6740.88
Low
6670.40
Close
6672.62
VWAP
6706.19
Net Move
-1.01
Daily Range
70.5
pts
True Range
105.4
pts
ADR
88.0
ATR
98.7
Rel Volume
1.08
x avg
Expansion Ratio
0.80
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
0.56
Liquidity Score
45.0
Mean Reversion
9.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.01% | Expansion: 0.80x ADR