Friday, March 13, 2026
Trend Day
46%confidence
Correct
Classification Scores
Balanced Day
0.0%
Trend Day
66.0%
Expansion Day
43.8%
Short Covering Rally
0.0%
Liquidity Sweep
35.5%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
27.19
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6673.49
High
6733.30
Low
6623.92
Close
6632.19
VWAP
6665.72
Net Move
-0.62
Daily Range
109.4
pts
True Range
109.4
pts
ADR
87.3
ATR
100.5
Rel Volume
0.90
x avg
Expansion Ratio
1.25
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
0.17
Liquidity Score
10.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.62% | Expansion: 1.25x ADR