Thursday, May 21, 2026
Trend Day Bullish
37%confidence
Correct
Classification Scores
Balanced Day33.2%
Trend Day60.2%
Expansion Day22.9%
Short Covering Rally42.1%
Liquidity Sweep22.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
16.76
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7410.78
High
7465.96
Low
7389.48
Close
7445.72
VWAP
7427.98
Net Move
+0.47
Daily Range
76.5
pts
True Range
76.5
pts
ADR
62.3
ATR
75.5
Rel Volume
0.98
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
0.02
Liquidity Score
28.1
Mean Reversion
43.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.47% | Expansion: 1.23x ADR