Monday, July 13, 2026
Trend Day
31%confidence
Correct
Classification Scores
Balanced Day
39.0%
Trend Day
45.9%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
20.1%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
17.13
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7547.53
High
7565.37
Low
7506.41
Close
7515.34
VWAP
7533.66
Net Move
-0.43
Daily Range
59.0
pts
True Range
69.0
pts
ADR
77.4
ATR
80.9
Rel Volume
0.50
x avg
Expansion Ratio
0.76
Initial Balance Analysis
IB High
7565.37
IB Low
7529.33
IB Range
36.0
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.64x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.02
Liquidity Score
32.8
Mean Reversion
46.7
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.64x IB range) | Actual move: -0.43% | Expansion: 0.76x ADR