Tuesday, March 31, 2026
Short Covering Rally
44%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day78.7%
Expansion Day78.4%
Short Covering Rally90.8%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
25.25
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6395.88
High
6539.05
Low
6395.88
Close
6528.52
VWAP
6464.83
Net Move
+2.07
Daily Range
143.2
pts
True Range
195.3
pts
ADR
82.7
ATR
98.7
Rel Volume
1.11
x avg
Expansion Ratio
1.73
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
1.47
Liquidity Score
15.0
Mean Reversion
1.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +2.07% | Expansion: 1.73x ADR