Friday, March 20, 2026
Trend Day
58%confidence
Correct
Classification Scores
Balanced Day
0.0%
Trend Day
100.0%
Expansion Day
81.4%
Short Covering Rally
2.2%
Liquidity Sweep
10.1%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
26.78
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6594.66
High
6594.66
Low
6473.52
Close
6506.48
VWAP
6542.33
Net Move
-1.34
Daily Range
121.1
pts
True Range
133.0
pts
ADR
88.3
ATR
102.5
Rel Volume
1.74
x avg
Expansion Ratio
1.37
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
0.89
Liquidity Score
0.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.34% | Expansion: 1.37x ADR