Friday, July 17, 2026
Balanced Day
28%confidence
Partial
Classification Scores
Balanced Day63.4%
Trend Day43.0%
Expansion Day0.0%
Short Covering Rally43.2%
Liquidity Sweep62.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
18.21
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7447.52
High
7498.47
Low
7431.26
Close
7457.69
VWAP
7460.67
Net Move
+0.24
Daily Range
67.2
pts
True Range
102.5
pts
ADR
68.2
ATR
72.3
Rel Volume
0.99
x avg
Expansion Ratio
0.99
Initial Balance Analysis
IB High
7498.43
IB Low
7431.26
IB Range
67.2
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.00x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.09
Liquidity Score
46.8
Mean Reversion
59.7
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.00x IB range) | Actual move: +0.24% | Expansion: 0.99x ADR