Wednesday, July 29, 2026
Trend Day
45%confidence
Partial
Classification Scores
Balanced Day0.0%
Trend Day50.9%
Expansion Day45.8%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
19.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7418.16
High
7450.84
Low
7313.92
Close
7316.15
VWAP
7384.42
Net Move
-1.03
Daily Range
123.6
pts
True Range
123.6
pts
ADR
69.0
ATR
78.1
Rel Volume
0.51
x avg
Expansion Ratio
1.79
Initial Balance Analysis
IB High
7426.38
IB Low
7366.24
IB Range
60.1
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.41x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.58
Liquidity Score
0.0
Mean Reversion
18.5
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.41x IB range) | Actual move: -1.03% | Expansion: 1.79x ADR