Wednesday, May 20, 2026
Trend Day
41%confidence
Correct
Classification Scores
Balanced Day
7.1%
Trend Day
80.4%
Expansion Day
43.9%
Short Covering Rally
68.3%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Elevated
VIX
17.44
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7369.19
High
7435.69
Low
7357.46
Close
7432.97
VWAP
7398.83
Net Move
+0.87
Daily Range
78.2
pts
True Range
82.1
pts
ADR
63.4
ATR
76.4
Rel Volume
0.96
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
0.42
Liquidity Score
31.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.87% | Expansion: 1.23x ADR