Thursday, July 16, 2026
Trend Day
28%confidence
Correct
Classification Scores
Balanced Day
38.9%
Trend Day
46.9%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
38.2%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
16.67
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7558.80
High
7570.74
Low
7504.02
Close
7533.77
VWAP
7541.83
Net Move
-0.33
Daily Range
66.7
pts
True Range
68.4
pts
ADR
70.4
ATR
71.8
Rel Volume
0.60
x avg
Expansion Ratio
0.95
Initial Balance Analysis
IB High
7570.36
IB Low
7531.72
IB Range
38.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.01x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.12
Liquidity Score
29.7
Mean Reversion
52.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.01x IB range) | Actual move: -0.33% | Expansion: 0.95x ADR