Friday, August 7, 2026
Balanced Day
36%confidence
Correct
Classification Scores
Balanced Day37.4%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally12.8%
Liquidity Sweep33.4%
Volatility Compression23.2%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.48
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7735.18
High
7763.08
Low
7719.19
Close
7757.64
VWAP
7742.40
Net Move
+0.22
Daily Range
43.9
pts
True Range
53.1
pts
ADR
79.7
ATR
94.3
Rel Volume
0.35
x avg
Expansion Ratio
0.55
Initial Balance Analysis
IB High
7756.08
IB Low
7719.19
IB Range
36.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.19x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.07
Liquidity Score
48.7
Mean Reversion
65.9
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.19x IB range) | Actual move: +0.22% | Expansion: 0.55x ADR