Thursday, May 28, 2026
Trend Day
38%confidence
Correct
Classification Scores
Balanced Day
17.1%
Trend Day
63.7%
Expansion Day
0.0%
Short Covering Rally
60.3%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
15.65
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7519.82
High
7568.72
Low
7508.04
Close
7563.63
VWAP
7540.05
Net Move
+0.58
Daily Range
60.7
pts
True Range
60.7
pts
ADR
59.2
ATR
69.8
Rel Volume
0.59
x avg
Expansion Ratio
1.02
Initial Balance Analysis
IB High
7554.73
IB Low
7508.04
IB Range
46.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (NaNx IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.13
Liquidity Score
34.4
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.30x IB range) | Actual move: +0.58% | Expansion: 1.02x ADR