Tuesday, July 7, 2026
Balanced Day
52%confidence
Correct
Classification Scores
Balanced Day57.2%
Trend Day29.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep35.7%
Volatility Compression8.4%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
18.23
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7516.63
High
7536.06
Low
7478.63
Close
7503.85
VWAP
7506.92
Net Move
-0.27
Daily Range
57.4
pts
True Range
58.8
pts
ADR
80.0
ATR
90.7
Rel Volume
0.35
x avg
Expansion Ratio
0.72
Initial Balance Analysis
IB High
7536.06
IB Low
7486.71
IB Range
49.4
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.16x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.12
Liquidity Score
38.0
Mean Reversion
63.6
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.16x IB range) | Actual move: -0.27% | Expansion: 0.72x ADR