Friday, May 29, 2026
Balanced Day
51%confidence
Correct
Classification Scores
Balanced Day56.0%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.5%
Liquidity Sweep37.7%
Volatility Compression31.9%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.31
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7579.33
High
7599.38
Low
7563.55
Close
7580.06
VWAP
7582.75
Net Move
+0.12
Daily Range
35.8
pts
True Range
35.8
pts
ADR
59.0
ATR
69.1
Rel Volume
0.47
x avg
Expansion Ratio
0.61
Initial Balance Analysis
IB High
7599.38
IB Low
7574.14
IB Range
25.2
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.42x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.03
Liquidity Score
41.1
Mean Reversion
76.0
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.42x IB range) | Actual move: +0.12% | Expansion: 0.61x ADR