Monday, July 20, 2026
Trend Day Bearish
62%confidence
Correct
Classification Scores
Balanced Day35.0%
Trend Day52.4%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep11.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
17.72
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7489.18
High
7513.23
Low
7440.53
Close
7443.28
VWAP
7474.73
Net Move
-0.44
Daily Range
72.7
pts
True Range
72.7
pts
ADR
66.5
ATR
72.5
Rel Volume
0.74
x avg
Expansion Ratio
1.09
Initial Balance Analysis
IB High
7513.23
IB Low
7468.61
IB Range
44.6
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.63x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.01
Liquidity Score
37.5
Mean Reversion
45.4
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.63x IB range) | Actual move: -0.44% | Expansion: 1.09x ADR