Tuesday, July 21, 2026
Balanced Day
54%confidence
Correct
Classification Scores
Balanced Day
56.8%
Trend Day
26.8%
Expansion Day
0.0%
Short Covering Rally
0.1%
Liquidity Sweep
37.1%
Volatility Compression
4.3%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Normal
VIX
16.92
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7489.95
High
7515.31
Low
7467.86
Close
7509.20
VWAP
7495.58
Net Move
+0.26
Daily Range
47.5
pts
True Range
72.0
pts
ADR
64.9
ATR
72.5
Rel Volume
0.70
x avg
Expansion Ratio
0.73
Initial Balance Analysis
IB High
7494.77
IB Low
7467.86
IB Range
26.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.76x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.11
Liquidity Score
50.9
Mean Reversion
62.5
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.76x IB range) | Actual move: +0.26% | Expansion: 0.73x ADR