Monday, March 16, 2026
Short Covering Rally
41%confidence
Correct
Classification Scores
Balanced Day53.7%
Trend Day28.9%
Expansion Day0.0%
Short Covering Rally71.6%
Liquidity Sweep40.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
23.51
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6674.37
High
6729.79
Low
6674.37
Close
6699.38
VWAP
6694.48
Net Move
+0.37
Daily Range
55.4
pts
True Range
97.6
pts
ADR
88.2
ATR
101.4
Rel Volume
0.88
x avg
Expansion Ratio
0.63
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
-0.23
Liquidity Score
56.3
Mean Reversion
50.5
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.37% | Expansion: 0.63x ADR