Monday, May 11, 2026
Short Covering Rally
46%confidence
Correct
Classification Scores
Balanced Day50.6%
Trend Day59.1%
Expansion Day0.0%
Short Covering Rally74.0%
Liquidity Sweep21.3%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
18.38
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7385.31
High
7428.97
Low
7384.20
Close
7412.84
VWAP
7402.83
Net Move
+0.37
Daily Range
44.8
pts
True Range
44.8
pts
ADR
57.9
ATR
70.7
Rel Volume
1.10
x avg
Expansion Ratio
0.77
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
53.2
Mean Reversion
41.0
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.37% | Expansion: 0.77x ADR