Monday, May 4, 2026
Trend Day Bearish
44%confidence
Correct
Classification Scores
Balanced Day33.6%
Trend Day55.2%
Expansion Day18.2%
Short Covering Rally0.0%
Liquidity Sweep31.8%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
18.29
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7228.38
High
7244.54
Low
7174.12
Close
7200.75
VWAP
7211.95
Net Move
-0.38
Daily Range
70.4
pts
True Range
70.4
pts
ADR
57.2
ATR
67.3
Rel Volume
1.02
x avg
Expansion Ratio
1.23
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
-0.07
Liquidity Score
32.2
Mean Reversion
46.7
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.38% | Expansion: 1.23x ADR