Monday, July 20, 2026
Trend Day
68%confidence
Correct
Classification Scores
Balanced Day
24.7%
Trend Day
73.0%
Expansion Day
18.9%
Short Covering Rally
0.0%
Liquidity Sweep
1.6%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Normal
VIX
18.52
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
7471.55
Net Move
-0.61
Daily Range
72.7
pts
True Range
72.7
pts
ADR
66.5
ATR
72.5
Rel Volume
1.03
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
0.16
Liquidity Score
31.1
Mean Reversion
30.4
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.63x IB range) | Actual move: -0.61% | Expansion: 1.09x ADR