Wednesday, March 18, 2026
Trend Day Bearish
93%confidence
Correct
Classification Scores
Balanced Day9.0%
Trend Day80.4%
Expansion Day16.9%
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
25.09
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6697.16
High
6705.18
Low
6621.66
Close
6624.70
VWAP
6662.18
Net Move
-1.08
Daily Range
83.5
pts
True Range
94.4
pts
ADR
86.6
ATR
101.8
Rel Volume
0.90
x avg
Expansion Ratio
0.96
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
0.63
Liquidity Score
35.0
Mean Reversion
11.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.08% | Expansion: 0.96x ADR