Thursday, July 30, 2026
Trend Day
46%confidence
Correct
Classification Scores
Balanced Day3.4%
Trend Day62.1%
Expansion Day3.8%
Short Covering Rally55.9%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.79
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7390.45
High
7448.75
Low
7370.98
Close
7437.63
VWAP
7412.43
Net Move
+0.66
Daily Range
77.8
pts
True Range
132.6
pts
ADR
69.4
ATR
83.0
Rel Volume
0.48
x avg
Expansion Ratio
1.12
Initial Balance Analysis
IB High
7417.36
IB Low
7371.67
IB Range
45.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.69x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.21
Liquidity Score
6.7
Mean Reversion
28.6
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.69x IB range) | Actual move: +0.66% | Expansion: 1.12x ADR