Friday, June 5, 2026
Expansion Day
50%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day40.9%
Expansion Day52.1%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS • ✓ CLEAN TREND
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
19.84
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7537.36
High
7541.81
Low
7368.63
Close
7383.74
VWAP
7462.11
Net Move
-1.81
Daily Range
173.2
pts
True Range
215.7
pts
ADR
64.8
ATR
71.6
Rel Volume
0.46
x avg
Expansion Ratio
2.67
Initial Balance Analysis
IB High
7541.81
IB Low
7494.78
IB Range
47.0
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (2.68x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
1.21
Liquidity Score
5.0
Mean Reversion
6.4
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (2.68x IB range) | Actual move: -1.81% | Expansion: 2.67x ADR