Tuesday, July 7, 2026
Balanced Day
42%confidence
Correct
Classification Scores
Balanced Day
57.7%
Trend Day
7.6%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
57.6%
Volatility Compression
17.1%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Normal
VIX
16.16
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
7508.79
Net Move
-0.17
Daily Range
57.4
pts
True Range
58.8
pts
ADR
80.0
ATR
90.7
Rel Volume
0.50
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
0.02
Liquidity Score
41.7
Mean Reversion
71.4
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.16x IB range) | Actual move: -0.17% | Expansion: 0.72x ADR