Wednesday, April 22, 2026
Short Covering Rally
79%confidence
Correct
Classification Scores
Balanced Day34.0%
Trend Day32.9%
Expansion Day0.0%
Short Covering Rally76.0%
Liquidity Sweep0.0%
Volatility Compression3.2%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
18.92
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7102.91
High
7138.64
Low
7102.91
Close
7137.90
VWAP
7120.59
Net Move
+0.49
Daily Range
35.7
pts
True Range
74.6
pts
ADR
66.4
ATR
81.1
Rel Volume
0.98
x avg
Expansion Ratio
0.54
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
-0.11
Liquidity Score
72.8
Mean Reversion
28.5
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.49% | Expansion: 0.54x ADR