Friday, June 5, 2026
Expansion Day
46%confidence
Correct
Classification Scores
Balanced Day
0.0%
Trend Day
45.3%
Expansion Day
55.7%
Short Covering Rally
0.0%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
Extreme Volatility
Volatility State
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
7457.89
Net Move
-2.04
Daily Range
173.2
pts
True Range
215.7
pts
ADR
64.8
ATR
71.6
Rel Volume
0.63
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 — < 1.5x extension (NaNx IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
1.44
Liquidity Score
5.0
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (2.68x IB range) | Actual move: -2.04% | Expansion: 2.67x ADR