Monday, April 6, 2026
Short Covering Rally
60%confidence
Correct
Classification Scores
Balanced Day20.5%
Trend Day10.9%
Expansion Day0.0%
Short Covering Rally50.7%
Liquidity Sweep0.0%
Volatility Compression29.8%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
24.17
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6587.66
High
6618.13
Low
6579.72
Close
6611.83
VWAP
6599.34
Net Move
+0.37
Daily Range
38.4
pts
True Range
38.4
pts
ADR
88.4
ATR
107.5
Rel Volume
0.68
x avg
Expansion Ratio
0.43
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
-0.23
Liquidity Score
45.5
Mean Reversion
50.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.37% | Expansion: 0.43x ADR