Monday, June 1, 2026
Balanced Day
40%confidence
Correct
Classification Scores
Balanced Day
50.6%
Trend Day
36.6%
Expansion Day
0.0%
Short Covering Rally
14.2%
Liquidity Sweep
39.1%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Normal
VIX
16.01
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7582.29
High
7617.66
Low
7562.61
Close
7599.96
VWAP
7590.63
Net Move
+0.23
Daily Range
55.1
pts
True Range
55.1
pts
ADR
59.8
ATR
67.6
Rel Volume
0.66
x avg
Expansion Ratio
0.92
Initial Balance Analysis
IB High
7585.49
IB Low
7562.61
IB Range
22.9
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
0.08
Liquidity Score
28.9
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.41x IB range) | Actual move: +0.23% | Expansion: 0.92x ADR