Thursday, July 23, 2026
Trend Day Bearish
71%confidence
Correct
Classification Scores
Balanced Day19.9%
Trend Day55.0%
Expansion Day23.4%
Short Covering Rally0.0%
Liquidity Sweep22.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
18.78
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7418.29
High
7450.12
Low
7376.00
Close
7408.30
VWAP
7406.98
Net Move
-0.47
Daily Range
74.1
pts
True Range
123.0
pts
ADR
59.8
ATR
71.1
Rel Volume
0.94
x avg
Expansion Ratio
1.24
Initial Balance Analysis
IB High
7450.12
IB Low
7408.24
IB Range
41.9
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.77x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.02
Liquidity Score
24.2
Mean Reversion
41.6
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.77x IB range) | Actual move: -0.47% | Expansion: 1.24x ADR