Thursday, May 7, 2026
Trend Day Bearish
86%confidence
Correct
Classification Scores
Balanced Day27.9%
Trend Day76.1%
Expansion Day15.1%
Short Covering Rally0.0%
Liquidity Sweep12.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
17.08
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7376.78
High
7385.02
Low
7321.25
Close
7337.11
VWAP
7355.04
Net Move
-0.54
Daily Range
63.8
pts
True Range
63.8
pts
ADR
58.6
ATR
72.1
Rel Volume
1.19
x avg
Expansion Ratio
1.09
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
0.09
Liquidity Score
37.8
Mean Reversion
33.4
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.54% | Expansion: 1.09x ADR