Monday, March 30, 2026
Trend Day Bearish
69%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day77.1%
Expansion Day56.6%
Short Covering Rally4.6%
Liquidity Sweep7.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
30.61
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6403.37
High
6427.31
Low
6316.91
Close
6343.72
VWAP
6372.83
Net Move
-0.93
Daily Range
110.4
pts
True Range
110.4
pts
ADR
80.9
ATR
96.9
Rel Volume
0.94
x avg
Expansion Ratio
1.36
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
0.48
Liquidity Score
12.2
Mean Reversion
23.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.93% | Expansion: 1.36x ADR