Thursday, March 26, 2026
Trend Day Bearish
83%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day76.1%
Expansion Day40.2%
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 Elevated
VIX
27.44
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6555.86
High
6573.22
Low
6473.79
Close
6477.16
VWAP
6520.01
Net Move
-1.20
Daily Range
99.4
pts
True Range
118.1
pts
ADR
83.7
ATR
100.8
Rel Volume
0.81
x avg
Expansion Ratio
1.19
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
0.75
Liquidity Score
25.0
Mean Reversion
12.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.20% | Expansion: 1.19x ADR