Wednesday, August 5, 2026
Trend Day
34%confidence
Correct
Classification Scores
Balanced Day36.7%
Trend Day48.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep26.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.85
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7771.62
High
7793.68
Low
7720.17
Close
7723.55
VWAP
7756.53
Net Move
-0.43
Daily Range
71.3
pts
True Range
71.3
pts
ADR
83.4
ATR
97.9
Rel Volume
0.40
x avg
Expansion Ratio
0.86
Initial Balance Analysis
IB High
7793.68
IB Low
7768.85
IB Range
24.8
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.87x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.02
Liquidity Score
33.4
Mean Reversion
49.7
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.87x IB range) | Actual move: -0.43% | Expansion: 0.86x ADR