Friday, March 27, 2026
Trend Day Bearish
87%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day82.6%
Expansion Day38.3%
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
31.05
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6453.89
High
6453.89
Low
6356.08
Close
6368.85
VWAP
6408.18
Net Move
-1.32
Daily Range
97.8
pts
True Range
121.1
pts
ADR
86.4
ATR
100.7
Rel Volume
0.90
x avg
Expansion Ratio
1.13
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
0.87
Liquidity Score
25.0
Mean Reversion
6.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.32% | Expansion: 1.13x ADR