Tuesday, May 26, 2026
Balanced Day
58%confidence
Correct
Classification Scores
Balanced Day74.9%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally31.1%
Liquidity Sweep64.5%
Volatility Compression16.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
17.01
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7511.79
High
7539.09
Low
7501.10
Close
7519.12
VWAP
7517.78
Net Move
+0.10
Daily Range
38.0
pts
True Range
65.6
pts
ADR
62.7
ATR
75.8
Rel Volume
0.98
x avg
Expansion Ratio
0.61
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
-0.05
Liquidity Score
59.1
Mean Reversion
72.8
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.10% | Expansion: 0.61x ADR