Wednesday, July 22, 2026
Balanced Day
48%confidence
Correct
Classification Scores
Balanced Day
66.1%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
65.1%
Volatility Compression
32.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Normal
VIX
16.83
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7497.47
High
7525.94
Low
7485.85
Close
7498.96
VWAP
7502.06
Net Move
+0.02
Daily Range
40.1
pts
True Range
40.1
pts
ADR
62.6
ATR
66.9
Rel Volume
0.65
x avg
Expansion Ratio
0.64
Initial Balance Analysis
IB High
7519.22
IB Low
7485.85
IB Range
33.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.20x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.13
Liquidity Score
42.9
Mean Reversion
74.9
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.20x IB range) | Actual move: +0.02% | Expansion: 0.64x ADR